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Securitized Income ETF Holdings

Full Portfolio Holdings

(As of February 6, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 210,506,500 $215,670,224 $215,670,224 14.81 $215,670,224
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 168,928,250 $173,163,281 $173,163,281 11.90 $173,163,281
FHLMC 10/1 Pool#1B1358 Var 01-Dec-2033, 2.50%, 02/19/26 G2SF 21H022622 - - 136,700,000 $118,522,864 $118,522,864 8.14 $118,522,864
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $70,092,669 $70,092,669 4.82 $70,092,669
FHLMC TBA 10yr 6% October Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 63,560,000 $63,515,699 $63,515,699 4.36 $63,515,699
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 60,613,000 $62,895,079 $62,895,079 4.32 $62,895,079
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - 30,738,000 $31,156,037 $31,156,037 2.14 $31,156,037
FHLMC TBA 10yr 3% October Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 30,930,000 $28,593,486 $28,593,486 1.96 $28,593,486
FHLMC TBA 10yr 5% September Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 25,880,000 $25,351,401 $25,351,401 1.74 $25,351,401
FHLMC TBA 10yr 2% September Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 25,640,000 $22,737,475 $22,737,475 1.56 $22,737,475
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,879,772 $16,879,772 1.16 $16,844,806
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,154,130 $15,154,130 1.04 $15,046,914
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,882,587 $12,882,587 0.88 $12,816,970
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,262,690 $12,376,996 $12,376,996 0.85 $12,354,118
ALA Trust 2025-OANA A 5.42363% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,186,843 $12,186,843 0.84 $12,141,444
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,121,560 $12,121,560 0.83 $12,038,400
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,515,981 $11,568,221 $11,568,221 0.79 $11,498,581
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,088,906 $11,088,906 0.76 $11,049,167
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,801,157 $10,801,157 0.74 $10,770,776
BX Commercial Mortgage Trust 2024-XL4 A 5.12222% 15-FEB-2039, 5.12%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,656,571 $10,656,571 0.73 $10,618,817
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,236,485 $10,490,071 $10,490,071 0.72 $10,429,994
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,313,711 $10,313,711 0.71 $10,270,497
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,076,754 $10,076,754 0.69 $10,012,002
BX Trust 2025-VLT7 E 7.43019% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,003,479 $10,003,479 0.69 $9,952,056
BX Trust 2024-FNX A 5.12249% 15-NOV-2041, 5.12%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,934,359 $9,934,359 0.68 $9,899,167
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,722,114 $8,832,939 $8,832,939 0.61 $8,781,373
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,735,183 $8,735,183 0.60 $8,701,212
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,348,349 $8,348,349 0.57 $8,324,979
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,043,606 $8,043,606 0.55 $8,016,540
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,024,152 $8,024,152 0.55 $8,002,278
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,588,311 $7,588,311 0.52 $7,560,311
Extended Stay America Trust 2025-ESH B 5.28019% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,558,339 $7,558,339 0.52 $7,530,838
HILT 2025-NVIL A 5.42319% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,442,434 $7,442,434 0.51 $7,414,565
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,220,819 $7,220,819 0.50 $7,177,677
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,204,601 $7,204,601 0.49 $7,163,543
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98019% 15-MAR-2042, 4.98%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,948,583 $6,948,583 0.48 $6,443,321
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,905,341 $6,905,341 0.47 $6,866,957
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 6,705,500 $6,762,844 $6,762,844 0.46 $6,709,759
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,541,594 $6,541,594 0.45 $6,519,750
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,484,078 $6,484,078 0.45 $6,459,753
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,444,193 $6,444,193 0.44 $6,430,541
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,401,522 $6,401,522 0.44 $6,377,745
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,286,423 $6,286,423 0.43 $6,260,799
SMRT Commercial Mortgage Trust 2022-MINI D 5.63019% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,270,637 $6,270,637 0.43 $6,246,197
BLP Commercial Mortgage Trust 2024-IND2 A 5.02234% 15-MAR-2041, 5.02%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,261,957 $6,261,957 0.43 $6,240,206
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,011,321 $6,218,393 $6,218,393 0.43 $6,204,280
BX Trust 2025-TAIL D 6.13019% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,033,525 $6,033,525 0.41 $6,007,982
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 6,000,000 $6,020,731 $6,020,731 0.41 $6,012,390
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,001,661 $6,001,661 0.41 $5,986,556
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,057,721 $5,965,666 $5,965,666 0.41 $5,940,089
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,928,390 $5,928,390 0.41 $5,873,279
BX Trust 2024-CNYN D 6.37028% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,827,794 $5,827,794 0.40 $5,802,270
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,825,474 $5,796,192 $5,796,192 0.40 $5,770,673
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,726,908 $5,726,908 0.39 $5,616,727
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,584,483 $5,598,331 $5,598,331 0.38 $5,587,913
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,571,552 $5,571,552 0.38 $5,540,724
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,549,662 $5,549,662 0.38 $5,537,992
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.19728% 25-MAY-2045, 5.20%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,525,422 $5,525,422 0.38 $5,514,284
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,435,157 $5,435,157 0.37 $5,413,613
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34728% 25-DEC-2041, 5.35%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,364,879 $5,364,879 0.37 $5,353,792
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 $5,356,685 $5,356,685 0.37 $5,351,755
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49728% 25-NOV-2041, 11.50%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 5,076,923 $5,341,570 $5,341,570 0.37 $5,318,870
SWCH Commercial Mortgage Trust 2025-DATA E 7.02041% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,332,704 $5,332,704 0.37 $5,306,670
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,222,208 $5,322,648 $5,322,648 0.37 $5,309,356
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,219,338 $5,219,338 0.36 $5,180,504
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,208,713 $5,208,713 0.36 $5,193,749
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.20%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,204,271 $5,204,271 0.36 $5,193,825
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19728% 25-FEB-2042, 12.20%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,191,834 $5,191,834 0.36 $5,168,947
Extended Stay America Trust 2026-ESH2 D 5.92% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,184,135 $5,184,135 0.36 $5,184,135
Great Wolf Trust 2024-WOLF D 6.57019% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,149,763 $5,149,763 0.35 $5,126,480
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,072,124 $5,072,124 0.35 $5,036,137
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,038,189 $5,038,189 0.35 $4,956,302
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,029,467 $5,029,467 0.35 $5,014,557
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,018,198 $5,018,198 0.34 $5,001,231
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,008,907 $5,008,907 0.34 $4,997,715
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,004,782 $5,004,782 0.34 $5,001,623
COOPR Residential Mortgage Trust 2026-CES1|5.358|01/01/2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $5,000,130 $5,000,130 0.34 $4,972,146
BX Trust 2025-DIME E 6.68019% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,000,049 $5,000,049 0.34 $4,976,854
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,946,299 $4,987,736 $4,987,736 0.34 $4,959,098
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 5,000,000 $4,983,370 $4,983,370 0.34 $4,973,579
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,973,740 $4,973,740 0.34 $4,954,992
QTS Issuer ABS II LLC|6.729|01/05/2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 4,858,000 $4,921,526 $4,921,526 0.34 $4,917,893
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,915,730 $4,915,730 0.34 $4,888,253
SCG Commercial Mortgage Trust 2025-DLFN E 6.63019% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,914,277 $4,914,277 0.34 $4,891,698
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,871,264 $4,890,067 $4,890,067 0.34 $4,872,174
BX Commercial Mortgage Trust 2024-MF D 6.37001% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,868,949 $4,868,949 0.33 $4,847,602
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,761,923 $4,814,439 $4,814,439 0.33 $4,805,370
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,675,601 $4,776,343 $4,776,343 0.33 $4,747,663
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 4,722,485 $4,763,584 $4,763,584 0.33 $4,726,198
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,735,012 $4,735,012 0.33 $4,712,212
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,729,561 $4,729,561 0.32 $4,669,497
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,692,219 $4,715,382 $4,715,382 0.32 $4,703,762
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,658,828 $4,700,696 $4,700,696 0.32 $4,676,266
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,613,375 $4,613,375 0.32 $4,575,095
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,558,404 $4,558,404 0.31 $4,547,905
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,559,056 $4,549,257 $4,549,257 0.31 $4,538,577
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 $4,548,417 $4,548,417 0.31 $4,533,237
NRTH Commercial Mortgage Trust 2025-PARK B 5.32311% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,529,315 $4,529,315 0.31 $4,512,680
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,342,469 $4,482,962 $4,482,962 0.31 $4,472,345
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,263,254 $4,464,249 $4,464,249 0.31 $4,446,514
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 $4,460,309 $4,460,309 0.31 $4,449,718
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,438,655 $4,446,881 $4,446,881 0.31 $4,428,641
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,370,921 $4,394,164 $4,394,164 0.30 $4,367,524
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 $4,374,300 $4,374,300 0.30 $4,356,014
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.35%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,361,534 $4,361,534 0.30 $4,352,085
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31862% 15-MAY-2041, 7.32%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,343,974 $4,343,974 0.30 $4,322,008
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,342,886 $4,342,886 0.30 $4,308,271
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,291,302 $4,291,302 0.29 $4,265,897
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,229,431 $4,281,014 $4,281,014 0.29 $4,268,845
COMM 2024-WCL1 Mortgage Trust D 6.97% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,278,957 $4,278,957 0.29 $4,258,388
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,254,637 $4,254,637 0.29 $4,231,764
MTN Commercial Mortgage Trust 2022-LPFL A 5.0869% 15-MAR-2039, 5.09%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,253,558 $4,253,558 0.29 $4,238,580
BX Trust 2024-VLT4 E 6.569594% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,159,480 $4,159,480 0.29 $4,140,561
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,148,155 $4,148,155 0.28 $4,133,450
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,129,972 $4,129,972 0.28 $4,129,972
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 $4,078,850 $4,078,850 0.28 $4,076,296
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.80%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,062,628 $4,075,860 $4,075,860 0.28 $4,068,281
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,045,588 $4,058,156 $4,058,156 0.28 $4,047,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,039,361 $4,039,361 0.28 $4,025,944
BLP Trust 2025-IND2 D 6.33019% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,025,231 $4,025,231 0.28 $4,007,647
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,024,712 $4,024,712 0.28 $4,010,765
BX Trust 2024-BRBK A 6.55983% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,022,466 $4,022,466 0.28 $4,004,289
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,959,649 $3,995,615 $3,995,615 0.27 $3,973,726
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,934,011 $3,979,795 $3,979,795 0.27 $3,957,093
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,869,426 $3,946,406 $3,946,406 0.27 $3,923,178
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,787,629 $3,939,751 $3,939,751 0.27 $3,912,892
FREMF 2023-K511 Mortgage Trust C 5.634355% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,794,920 $3,794,920 0.26 $3,771,130
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,784,370 $3,784,370 0.26 $3,775,947
BMP Commercial Mortgage Trust 2024-MF23 D 6.07068% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,772,788 $3,772,788 0.26 $3,756,979
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,690,477 $3,761,104 $3,761,104 0.26 $3,739,078
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,731,116 $3,749,154 $3,749,154 0.26 $3,729,474
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,739,361 $3,739,361 0.26 $3,730,069
Extended Stay America Trust 2025-ESH E 7.03019% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,723,113 $3,723,113 0.26 $3,705,171
Extended Stay America Trust 2025-ESH D 6.28019% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,718,551 $3,718,551 0.26 $3,702,523
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,639,762 $3,639,762 0.25 $3,632,426
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,576,960 $3,612,769 $3,612,769 0.25 $3,594,019
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,594,000 $3,596,809 $3,596,809 0.25 $3,594,203
DROP Mortgage Trust 2021-FILE A 4.945% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,592,954 $3,592,954 0.25 $3,580,421
BX Commercial Mortgage Trust 2024-XL5 D 6.36999% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,588,903 $3,588,903 0.25 $3,573,110
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,534,463 $3,583,199 $3,583,199 0.25 $3,560,743
SCG Trust 2025-SNIP D 6.28019% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,538,556 $3,538,556 0.24 $3,523,291
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,458,408 $3,490,821 $3,490,821 0.24 $3,470,743
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,555,182 $3,485,341 $3,485,341 0.24 $3,476,291
BX Trust 2025-LUNR D 6.18019% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,417,727 $3,440,690 $3,440,690 0.24 $3,426,022
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.80%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,432,200 $3,432,200 0.24 $3,418,331
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,419,983 $3,419,983 0.23 $3,401,234
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,402,301 $3,402,301 0.23 $3,391,000
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,321,752 $3,354,701 $3,354,701 0.23 $3,336,749
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,357,105 $3,344,277 $3,344,277 0.23 $3,332,247
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,307,861 $3,343,796 $3,343,796 0.23 $3,325,545
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49728% 25-JUL-2048, 5.50%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,293,267 $3,300,290 $3,300,290 0.23 $3,293,250
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,236,995 $3,236,995 0.22 $3,225,273
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,231,919 $3,231,919 0.22 $3,224,337
GS Mortgage-Backed Securities Trust 2026-CES1|5.771|05/25/2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - - 3,200,000 $3,226,340 $3,226,340 0.22 $3,206,847
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,224,059 $3,224,059 0.22 $3,214,871
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,223,384 $3,223,384 0.22 $3,203,992
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,210,114 $3,210,114 0.22 $3,203,318
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 $3,201,277 $3,201,277 0.22 $3,191,897
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,064,104 $3,188,860 $3,188,860 0.22 $3,166,003
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,179,744 $3,179,744 0.22 $3,164,138
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,173,287 $3,173,287 0.22 $3,160,049
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,148,442 $3,148,442 0.22 $3,141,027
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,130,607 $3,130,607 0.22 $3,113,960
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,737,500 $3,111,840 $3,111,840 0.21 $3,106,288
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,096,716 $3,096,716 0.21 $3,070,000
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,047,608 $3,095,713 $3,095,713 0.21 $3,077,431
BX Trust 2024-BIO C 6.32019% 15-FEB-2041, 6.32%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,094,489 $3,094,489 0.21 $3,080,852
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,057,619 $3,076,955 $3,076,955 0.21 $3,056,076
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,071,298 $3,071,298 0.21 $3,063,141
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 $3,060,697 $3,060,697 0.21 $3,054,023
Connecticut Avenue Securities, Series 2021-R01 1B1 6.79728% 25-OCT-2041, 6.80%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,051,320 $3,051,320 0.21 $3,043,390
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,050,785 $3,050,785 0.21 $3,033,523
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,027,340 $3,027,340 0.21 $3,010,170
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,020,253 $3,020,253 0.21 $3,003,844
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,993,598 $3,002,768 $3,002,768 0.21 $2,997,125
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 $2,997,225 $2,997,225 0.21 $2,974,125
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,942,167 $2,991,327 $2,991,327 0.21 $2,985,011
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,989,140 $2,989,140 0.21 $2,982,881
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,973,068 $2,973,068 0.20 $2,961,934
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,951,185 $2,965,702 $2,965,702 0.20 $2,949,363
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,900,000 $2,919,901 $2,919,901 0.20 $2,904,246
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,906,540 $2,906,540 0.20 $2,896,258
SCG Commercial Mortgage Trust 2025-FLWR E 6.43019% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,890,069 $2,890,069 0.20 $2,877,266
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,832,852 $2,885,184 $2,885,184 0.20 $2,870,525
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,879,522 $2,879,522 0.20 $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 $2,875,045 $2,875,045 0.20 $2,871,314
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 $2,871,835 $2,871,835 0.20 $2,861,009
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,864,351 $2,864,351 0.20 $2,850,239
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,811,096 $2,811,096 0.19 $2,792,395
BX Trust 2026-CART|5.65|02/15/2028, 5.65%, 02/15/28 BX 2026-CART 12433MAG8 - - 2,810,000 $2,810,000 $2,810,000 0.19 $2,810,000
Great Wolf Trust 2024-WOLF G 9.11619% 15-MAR-2039, 9.12%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,774,121 $2,774,121 0.19 $2,756,712
BX Trust 2025-ROIC E 6.62148% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,738,625 $2,739,826 $2,739,826 0.19 $2,727,233
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,721,798 $2,721,798 0.19 $2,710,280
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 $2,694,403 $2,694,403 0.19 $2,687,010
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,688,176 $2,688,176 0.18 $2,677,744
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,680,409 $2,680,409 0.18 $2,674,654
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69728% 25-OCT-2041, 9.70%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 2,590,000 $2,678,812 $2,678,812 0.18 $2,669,045
MHC Commercial Mortgage Trust 2021-MHC F 6.396442% 15-APR-2038, 6.40%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,671,815 $2,671,815 0.18 $2,660,002
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,621,401 $2,658,848 $2,658,848 0.18 $2,643,658
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,584,426 $2,636,485 $2,636,485 0.18 $2,620,690
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,687,534 $2,635,620 $2,635,620 0.18 $2,631,962
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,616,339 $2,631,783 $2,631,783 0.18 $2,626,393
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,591,069 $2,629,170 $2,629,170 0.18 $2,613,846
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,695,114 $2,628,760 $2,628,760 0.18 $2,625,092
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,616,408 $2,616,408 0.18 $2,606,572
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,606,964 $2,606,964 0.18 $2,594,331
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,529,553 $2,582,665 $2,582,665 0.18 $2,576,538
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 $2,579,516 $2,579,516 0.18 $2,556,456
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,571,267 $2,571,267 0.18 $2,563,224
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,485,503 $2,565,153 $2,565,153 0.18 $2,548,300
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,557,041 $2,557,041 0.18 $2,548,716
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 $2,552,925 $2,552,925 0.18 $2,543,275
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,545,877 $2,545,877 0.17 $2,536,877
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,540,027 $2,540,027 0.17 $2,523,049
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 $2,539,534 $2,539,534 0.17 $2,529,390
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,533,496 $2,533,496 0.17 $2,514,672
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,537,278 $2,525,675 $2,525,675 0.17 $2,519,007
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,464,000 $2,519,219 $2,519,219 0.17 $2,503,034
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,514,798 $2,514,798 0.17 $2,510,329
MTN Commercial Mortgage Trust 2022-LPFL B 5.5856% 15-MAR-2039, 5.59%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,512,841 $2,512,841 0.17 $2,503,143
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,511,886 $2,511,886 0.17 $2,504,306
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,486,000 $2,506,422 $2,506,422 0.17 $2,493,532
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,504,355 $2,504,355 0.17 $2,493,169
280 Park Avenue 2017-280P Mortgage Trust B 5.053% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,501,317 $2,501,317 0.17 $2,492,544
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79728% 25-JAN-2042, 10.80%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,486,526 $2,486,526 0.17 $2,476,658
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 $2,480,754 $2,480,754 0.17 $2,476,274
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,450,275 $2,450,275 0.17 $2,443,188
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,435,858 $2,435,858 0.17 $2,433,133
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,414,937 $2,435,801 $2,435,801 0.17 $2,430,993
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 $2,433,469 $2,433,469 0.17 $2,424,603
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,411,567 $2,424,897 $2,424,897 0.17 $2,411,803
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,411,782 $2,411,782 0.17 $2,395,120
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,432,301 $2,409,295 $2,409,295 0.17 $2,398,640
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 $2,407,802 $2,407,802 0.17 $2,396,491
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,389,120 $2,389,120 0.16 $2,385,696
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,368,829 $2,368,829 0.16 $2,358,272
ALA Trust 2025-OANA D 6.77172% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,357,812 $2,357,812 0.16 $2,346,841
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.953% 20-MAR-2033, 5.95%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,344,525 $2,354,972 $2,354,972 0.16 $2,347,218
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,322,657 $2,344,065 $2,344,065 0.16 $2,331,519
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4132% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,341,833 $2,341,833 0.16 $2,331,439
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,319,085 $2,319,085 0.16 $2,312,778
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,293,115 $2,314,771 $2,314,771 0.16 $2,302,286
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 $2,309,031 $2,309,031 0.16 $2,307,735
Connecticut Avenue Securities, Series 2021-R03 1B1 6.44728% 25-DEC-2041, 6.45%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,291,184 $2,291,184 0.16 $2,285,542
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,246,671 $2,271,060 $2,271,060 0.16 $2,258,612
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,235,702 $2,268,263 $2,268,263 0.16 $2,255,873
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,263,971 $2,263,971 0.16 $2,254,071
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,258,381 $2,258,381 0.16 $2,250,031
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,229,751 $2,245,360 $2,245,360 0.15 $2,233,078
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.83555% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,223,472 $2,223,472 0.15 $2,221,295
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,024,099 $2,212,110 $2,212,110 0.15 $2,201,722
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 $2,210,583 $2,210,583 0.15 $2,202,751
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,201,997 $2,180,811 $2,180,811 0.15 $2,171,281
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.57%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,178,634 $2,178,634 0.15 $2,170,254
CONE Trust 2024-DFW1 A 5.32192% 15-AUG-2041, 5.32%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,175,509 $2,175,509 0.15 $2,167,508
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,122,874 $2,164,171 $2,164,171 0.15 $2,151,001
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 $2,149,806 $2,149,806 0.15 $2,147,766
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,174,633 $2,128,183 $2,128,183 0.15 $2,120,723
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,120,220 $2,120,220 0.15 $2,112,460
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,126,788 $2,094,368 $2,094,368 0.14 $2,091,473
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,013,717 $2,044,739 $2,044,739 0.14 $2,039,261
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,040,729 $2,040,729 0.14 $2,031,289
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,038,909 $2,038,909 0.14 $2,030,923
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.04728% 25-SEP-2041, 7.05%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,033,132 $2,033,132 0.14 $2,027,513
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,026,288 $2,026,288 0.14 $2,014,762
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,024,380 $2,024,380 0.14 $2,004,339
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,024,080 $2,024,080 0.14 $2,004,413
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18019% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,019,414 $2,019,414 0.14 $2,010,831
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 $2,012,355 $2,012,355 0.14 $2,009,745
SMRT Commercial Mortgage Trust 2022-MINI F 7.03019% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,009,575 $2,009,575 0.14 $1,999,688
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 $2,005,364 $2,005,364 0.14 $1,999,884
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,003,662 $2,003,662 0.14 $2,000,722
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,925,969 $1,953,084 $1,953,084 0.13 $1,942,554
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,942,130 $1,951,622 $1,951,622 0.13 $1,944,838
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,943,319 $1,943,319 0.13 $1,934,746
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,935,800 $1,935,800 0.13 $1,925,877
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,931,022 $1,931,022 0.13 $1,923,132
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,908,501 $1,908,501 0.13 $1,904,359
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,887,585 $1,887,585 0.13 $1,880,559
BX Trust 2024-BRBK B 7.60679% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,869,447 $1,869,447 0.13 $1,859,678
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,802,912 $1,827,680 $1,827,680 0.13 $1,816,816
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 $1,824,547 $1,824,547 0.13 $1,820,143
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 $1,824,539 $1,824,539 0.13 $1,817,891
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,823,073 $1,823,073 0.13 $1,819,328
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,811,782 $1,811,782 0.12 $1,802,810
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,791,816 $1,791,816 0.12 $1,789,724
Extended Stay America Trust 2025-ESH F 7.78019% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,774,977 $1,774,977 0.12 $1,765,522
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,773,635 $1,773,635 0.12 $1,767,405
BXHPP Trust 2021-FILM C 4.895% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,772,202 $1,772,202 0.12 $1,765,574
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,766,240 $1,766,240 0.12 $1,760,278
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,754,951 $1,754,951 0.12 $1,741,879
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,752,056 $1,752,056 0.12 $1,748,631
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,745,465 $1,745,465 0.12 $1,724,379
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,714,602 $1,742,257 $1,742,257 0.12 $1,730,306
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,673,278 $1,741,801 $1,741,801 0.12 $1,737,077
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,703,384 $1,737,732 $1,737,732 0.12 $1,727,465
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,706,276 $1,736,827 $1,736,827 0.12 $1,726,438
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,703,384 $1,732,570 $1,732,570 0.12 $1,721,944
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,727,086 $1,727,086 0.12 $1,720,601
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,723,405 $1,723,405 0.12 $1,719,689
COOPR Residential Mortgage Trust 2026-CES1|5.707|01/01/2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,715,823 $1,715,823 0.12 $1,705,583
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,713,309 $1,713,309 0.12 $1,708,126
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,665,241 $1,665,241 0.11 $1,658,761
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 $1,663,436 $1,663,436 0.11 $1,649,999
FHLMC TBA 10yr 4% September Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - 1,738,000 $1,660,320 $1,660,320 0.11 $1,660,320
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,648,268 $1,658,484 $1,658,484 0.11 $1,650,643
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,631,255 $1,631,255 0.11 $1,623,793
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04728% 25-DEC-2041, 6.05%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,624,006 $1,624,006 0.11 $1,620,243
BX Commercial Mortgage Trust 2024-WPT D 6.36989% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,021 $1,585,021 0.11 $1,578,032
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,571,125 $1,578,865 $1,578,865 0.11 $1,565,598
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,572,551 $1,576,180 $1,576,180 0.11 $1,573,122
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,564,778 $1,564,778 0.11 $1,557,505
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,564 $1,556,564 0.11 $1,551,285
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,485,000 $1,537,102 $1,537,102 0.11 $1,516,601
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 $1,536,911 $1,536,911 0.11 $1,530,267
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 $1,533,631 $1,533,631 0.11 $1,526,761
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,529,907 $1,529,907 0.11 $1,524,947
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,522,127 $1,522,127 0.10 $1,510,987
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,521,386 $1,521,386 0.10 $1,514,832
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.303% 20-OCT-2032, 6.30%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,499,312 $1,511,923 $1,511,923 0.10 $1,506,673
JW Commercial Mortgage Trust 2024-MRCO C 6.07024% 15-JUN-2039, 6.07%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,511,192 $1,511,192 0.10 $1,504,869
Gracie Point International Funding, Series 2025-1 C 6.73385% 15-AUG-2028, 6.77%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,509,285 $1,509,285 0.10 $1,502,228
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,500,000 $1,509,115 $1,509,115 0.10 $1,501,148
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,507,872 $1,507,872 0.10 $1,499,449
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,507,475 $1,507,475 0.10 $1,500,795
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 $1,504,736 $1,504,736 0.10 $1,498,462
Upgrade Master Pass-Thru Trust Series 2026-ST1|5.691|03/15/2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - - 1,500,000 $1,501,406 $1,501,406 0.10 $1,501,169
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,488,960 $1,497,338 $1,497,338 0.10 $1,489,731
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 - - 1,479,063 $1,496,230 $1,496,230 0.10 $1,492,325
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,458,765 $1,480,233 $1,480,233 0.10 $1,471,548
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,475,907 $1,475,907 0.10 $1,475,907
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,453,059 $1,470,941 $1,470,941 0.10 $1,463,046
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,423,964 $1,423,964 0.10 $1,420,640
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,207 $1,420,207 0.10 $1,415,648
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,395,594 $1,418,903 $1,418,903 0.10 $1,410,642
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,413,000 $1,418,488 $1,418,488 0.10 $1,416,894
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,398,340 $1,398,340 0.10 $1,393,395
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,382,874 $1,382,874 0.09 $1,382,855
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.853% 20-MAY-2032, 6.85%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,354,737 $1,371,624 $1,371,624 0.09 $1,366,466
VB-S1 Issuer LLC|5.193|03/15/2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - - 1,375,000 $1,367,158 $1,367,158 0.09 $1,367,158
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,356,312 $1,357,263 $1,357,263 0.09 $1,351,778
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,325,419 $1,342,972 $1,342,972 0.09 $1,335,308
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,269,000 $1,315,930 $1,315,930 0.09 $1,310,072
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,574,021 $1,307,240 $1,307,240 0.09 $1,305,466
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,279,690 $1,279,690 0.09 $1,274,837
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,240,037 $1,270,460 $1,270,460 0.09 $1,266,697
Great Wolf Trust 2024-WOLF C 6.07119% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,415 $1,269,415 0.09 $1,264,102
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,244,057 $1,264,013 $1,264,013 0.09 $1,256,788
COMM 2024-WCL1 Mortgage Trust C 6.57% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,258,999 $1,258,999 0.09 $1,253,296
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,241,923 $1,253,486 $1,253,486 0.09 $1,246,605
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 $1,227,499 $1,227,499 0.08 $1,222,346
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,155,226 $1,226,543 $1,226,543 0.08 $1,220,282
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,226,029 $1,226,029 0.08 $1,222,912
VB-S1 Issuer LLC|6.843|03/15/2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - - 1,203,000 $1,212,022 $1,212,022 0.08 $1,212,022
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,239,727 $1,197,661 $1,197,661 0.08 $1,193,735
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 $1,195,195 $1,195,195 0.08 $1,188,394
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,166,840 $1,193,553 $1,193,553 0.08 $1,187,012
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,189,148 $1,189,148 0.08 $1,185,082
MTN Commercial Mortgage Trust 2022-LPFL D 6.6328% 15-MAR-2039, 6.63%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,183,227 $1,183,227 0.08 $1,177,815
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 $1,180,081 $1,180,081 0.08 $1,174,344
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,165,000 $1,171,151 $1,171,151 0.08 $1,169,744
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,174,061 $1,169,502 $1,169,502 0.08 $1,168,508
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,143,931 $1,165,390 $1,165,390 0.08 $1,162,411
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,129,317 $1,129,317 0.08 $1,124,534
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,125,187 $1,127,195 $1,127,195 0.08 $1,125,183
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,112,403 $1,121,654 $1,121,654 0.08 $1,116,701
BX Trust 2024-VLT4 D 6.120242% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,100,649 $1,100,649 0.08 $1,095,973
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,079,658 $1,099,735 $1,099,735 0.08 $1,093,572
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,090,080 $1,099,318 $1,099,318 0.08 $1,092,937
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,082,110 $1,089,286 $1,089,286 0.07 $1,083,809
BX Trust 2024-CNYN C 5.62135% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,552 $1,087,552 0.07 $1,083,329
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,086,812 $1,081,162 $1,081,162 0.07 $1,076,286
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,056,783 $1,076,528 $1,076,528 0.07 $1,070,867
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,070,008 $1,070,008 0.07 $1,064,121
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,057,096 $1,057,096 0.07 $1,054,965
LIFE 2021-BMR Mortgage Trust E 5.545% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,051,324 $1,051,324 0.07 $1,047,281
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,049,417 $1,049,417 0.07 $1,044,083
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,022,338 $1,030,568 $1,030,568 0.07 $1,025,287
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,782 $1,025,782 0.07 $1,020,288
MHC Commercial Mortgage Trust 2021-MHC G 6.996442% 15-APR-2038, 7.00%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,958 $1,024,958 0.07 $1,020,003
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.34728% 25-NOV-2041, 7.35%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,023,555 $1,023,555 0.07 $1,020,697
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 $1,021,867 $1,021,867 0.07 $1,012,900
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 $1,018,882 $1,018,882 0.07 $1,012,196
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.203% 20-MAR-2033, 7.20%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,013,282 $1,017,328 $1,017,328 0.07 $1,013,273
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 $1,013,824 $1,013,824 0.07 $1,011,587
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,009,344 $1,009,344 0.07 $1,005,324
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 $1,008,953 $1,008,953 0.07 $1,004,006
MTN Commercial Mortgage Trust 2022-LPFL F 8.975169% 15-MAR-2039, 8.98%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,008,518 $1,008,518 0.07 $1,002,286
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,003,583 $1,003,583 0.07 $998,524
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 936,581 $1,003,368 $1,003,368 0.07 $997,686
TVC Mortgage Trust 2026-RRTL1|6.34|04/25/2040, 6.34%, 04/25/40 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $1,000,869 $1,000,869 0.07 $999,988
TVC Mortgage Trust 2026-RRTL1|5.315|04/25/2040, 5.32%, 04/25/40 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $1,000,722 $1,000,722 0.07 $999,984
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 982,500 $992,615 $992,615 0.07 $982,453
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 986,286 $991,769 $991,769 0.07 $987,449
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 944,922 $969,130 $969,130 0.07 $963,386
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.703% 20-OCT-2032, 7.70%, 10/20/32 HACLN 2024-2 44644NAK5 - - 953,626 $967,264 $967,264 0.07 $963,183
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 940,946 $966,896 $966,896 0.07 $964,427
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 956,013 $949,642 $949,642 0.07 $945,606
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $924,381 $924,381 0.06 $921,602
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $921,504 $921,504 0.06 $916,752
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 905,879 $916,267 $916,267 0.06 $912,710
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $910,971 $910,971 0.06 $909,224
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 907,038 $908,683 $908,683 0.06 $907,026
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $899,136 $899,136 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $857,464 $857,464 0.06 $852,549
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 858,977 $847,964 $847,964 0.06 $846,795
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $843,373 $843,373 0.06 $841,664
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $823,471 $823,471 0.06 $820,929
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.15%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 820,490 $822,837 $822,837 0.06 $821,195
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $807,912 $807,912 0.06 $806,872
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 767,513 $806,634 $806,634 0.06 $800,376
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74728% 25-DEC-2031, 5.75%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 785,726 $791,630 $791,630 0.05 $789,874
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 796,800 $787,134 $787,134 0.05 $783,558
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $786,473 $786,473 0.05 $782,528
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 782,000 $786,101 $786,101 0.05 $785,200
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 767,513 $785,368 $785,368 0.05 $780,824
BXHPP Trust 2021-FILM A 4.445% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $782,199 $782,199 0.05 $779,668
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $781,859 $781,859 0.05 $777,499
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 770,918 $776,897 $776,897 0.05 $772,513
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 727,273 $762,037 $762,037 0.05 $758,137
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13707% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 708,570 $757,645 $757,645 0.05 $755,402
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,029 $757,029 0.05 $753,549
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49728% 25-JUN-2047, 5.50%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $749,952 $749,952 0.05 $748,300
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44728% 25-JUN-2047, 6.45%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $744,848 $744,848 0.05 $743,025
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 739,806 $743,271 $743,271 0.05 $739,982
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 727,273 $738,236 $738,236 0.05 $735,633
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 $726,326 $726,326 0.05 $724,480
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $718,743 $718,743 0.05 $716,026
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,369 $716,369 0.05 $712,566
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 706,896 $711,580 $711,580 0.05 $710,123
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,678 $706,678 0.05 $705,252
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,470 $703,470 0.05 $700,254
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 689,163 $691,712 $691,712 0.05 $690,399
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $682,942 $682,942 0.05 $668,167
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 655,510 $670,028 $670,028 0.05 $666,116
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 652,800 $622,880 $622,880 0.04 $619,309
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 605,764 $621,179 $621,179 0.04 $615,258
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 605,764 $618,732 $618,732 0.04 $614,217
Gracie Point International Funding, Series 2024-1 D 11.34671% 01-MAR-2028, 11.34%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $613,602 $613,602 0.04 $600,371
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 598,373 $602,487 $602,487 0.04 $599,718
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 595,276 $594,593 $594,593 0.04 $593,379
BX Commercial Mortgage Trust 2026-CSMO D 6.25% 15-FEB-2028, 6.10%, 02/15/42 BX 2026-CSMO 12433LAG0 - - 580,000 $580,000 $580,000 0.04 $580,000
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,989 $567,989 0.04 $566,242
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 557,652 $566,198 $566,198 0.04 $562,475
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29728% 25-DEC-2031, 7.30%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 555,676 $565,487 $565,487 0.04 $563,910
Mello Warehouse Securitization Trust 2024-1 F 8.92259% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,042 $543,042 0.04 $541,161
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $539,888 $539,888 0.04 $536,430
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 534,853 $538,210 $538,210 0.04 $535,274
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,857 $527,857 0.04 $524,384
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $521,654 $521,654 0.04 $518,938
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,820 $516,820 0.04 $514,643
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $516,787 $516,787 0.04 $516,167
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 $515,347 $515,347 0.04 $513,227
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.953% 20-SEP-2033, 6.95%, 09/20/33 HACLN 2025-2 44644NAR0 - - 512,002 $514,355 $514,355 0.04 $512,377
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 $513,797 $513,797 0.04 $511,454
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $513,667 $513,667 0.04 $511,657
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,543 $513,543 0.04 $511,493
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 506,837 $512,670 $512,670 0.04 $510,166
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,551 $512,551 0.04 $510,357
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,720 $511,720 0.04 $509,773
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,709 $511,709 0.04 $509,775
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $509,131 $509,131 0.03 $504,762
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $507,608 $507,608 0.03 $500,132
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,457 $502,457 0.03 $500,160
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $500,299 $500,299 0.03 $497,659
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.953% 20-MAY-2032, 8.95%, 05/20/32 HACLN 2024-1 44644NAD1 - - 468,947 $484,288 $484,288 0.03 $481,956
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 467,637 $470,540 $470,540 0.03 $469,586
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 453,288 $468,548 $468,548 0.03 $465,559
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 466,051 $463,263 $463,263 0.03 $461,558
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $461,678 $461,678 0.03 $459,128
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,512 $427,512 0.03 $425,397
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 416,028 $419,163 $419,163 0.03 $417,520
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,985 $409,985 0.03 $408,180
BX Commercial Mortgage Trust 2026-CSMO C 5.8% 15-FEB-2028, 5.65%, 02/15/42 BX 2026-CSMO 12433LAE5 - - 400,000 $400,000 $400,000 0.03 $400,000
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 391,654 $393,806 $393,806 0.03 $391,773
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $386,406 $386,406 0.03 $384,494
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $384,556 $384,556 0.03 $384,007
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13707% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 362,433 $381,576 $381,576 0.03 $380,570
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,801 $376,801 0.03 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $374,002 $374,002 0.03 $371,952
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 350,052 $367,242 $367,242 0.03 $364,386
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 355,831 $363,176 $363,176 0.02 $361,298
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 388,794 $335,670 $335,670 0.02 $335,216
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $334,343 $334,343 0.02 $333,325
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,541 $324,541 0.02 $323,649
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 309,789 $319,735 $319,735 0.02 $318,506
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,277 $319,277 0.02 $317,617
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 314,112 $317,132 $317,132 0.02 $315,756
BX Commercial Mortgage Trust 2024-MF C 5.62109% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,707 $311,707 0.02 $310,497
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $304,953 $304,953 0.02 $302,855
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 300,000 $302,059 $302,059 0.02 $301,446
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $301,976 $301,976 0.02 $300,314
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $299,485 $299,485 0.02 $299,100
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.30%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $297,265 $297,265 0.02 $295,745
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 277,244 $290,731 $290,731 0.02 $288,375
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 287,277 $281,613 $281,613 0.02 $281,027
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 262,487 $266,587 $266,587 0.02 $265,371
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 $255,560 $255,560 0.02 $254,265
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 $251,275 $251,275 0.02 $250,015
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 233,368 $238,047 $238,047 0.02 $237,010
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 235,600 $237,705 $237,705 0.02 $236,085
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $235,539 $235,539 0.02 $234,152
BXHPP Trust 2021-FILM B 4.695% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,770 $232,770 0.02 $231,955
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $218,793 $218,793 0.02 $217,330
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 213,198 $215,338 $215,338 0.01 $214,372
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,910 $204,910 0.01 $203,646
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 197,273 $198,794 $198,794 0.01 $198,391
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 189,250 $191,190 $191,190 0.01 $190,688
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 178,454 $180,275 $180,275 0.01 $179,408
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,827 $159,827 0.01 $159,593
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 149,651 $153,423 $153,423 0.01 $152,892
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 184,707 $145,461 $145,461 0.01 $145,361
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 118,555 $122,218 $122,218 0.01 $120,949
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,419 $102,419 0.01 $102,254
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,431 $101,431 0.01 $101,270
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 96,588 $95,923 $95,923 0.01 $95,722
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,178 $94,178 0.01 $94,015
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 88,579 $89,281 $89,281 0.01 $88,934
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $73,719 $73,719 0.01 $73,583
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 60,679 $61,371 $61,371 0.00 $61,068
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 - - 48,653 $49,573 $49,573 0.00 $49,388
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 43,572 $43,847 $43,847 0.00 $43,757
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 40,642 $40,552 $40,552 0.00 $40,388
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 35,451 $35,511 $35,511 0.00 $35,441
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 24,694 $24,928 $24,928 0.00 $24,866
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 18,137 $18,227 $18,227 0.00 $18,167
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - - $12,836 $12,836 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -226.00 $-25,336,719 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,667,594 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,838,156 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $504,569,384 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,895,438 $0 0.00 $0
US 10YR FUT OPTN Mar26Call 114.5 TYH6C TYH6 COMDTY $114.50 -263.00 $-29,484,766 $-8,219 0.00 $-8,219
US 10YR FUT OPTN Mar26P 111 111 TYH6P TYH6 COMDTY $111.00 -263.00 $29,484,766 $-8,219 0.00 $-8,219
US 5YR FUTR OPTN Mar26Put 108.25 FVH6P FVH6 COMDTY $108.25 -545.00 $59,456,094 $-8,516 0.00 $-8,516
US 5YR FUTR OPTN Mar26Call 110.5 FVH6C FVH6 COMDTY $110.50 -545.00 $-59,456,094 $-12,774 0.00 $-12,774
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,248,800 $-30,560 0.00 $-30,560
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,248,800 $-144,800 -0.01 $-144,800
FHLMC TBA 10yr 13% January Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -189,990,000 $-161,400,495 $-161,400,495 -11.09 $-161,400,495
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -168,928,250 $-173,163,281 $-173,163,281 -11.90 $-173,163,281
SEGREGATED CASH SEGCASH - $0.00 7,834,032 $7,834,032 $7,834,032 0.54 $7,834,032
US DOLLARS USD MD_142224 - - -383,470,277 $-383,470,277 $-383,470,277 -26.34 $-383,470,277
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,076,041 $75,986 0.01 $75,986
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,750,000 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,390,625 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,987,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,487,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,381,381 $-194,500 -0.01 $-194,500

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