Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Investor
{{banner.link_text}}
For Individual Investors in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of March 20, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - - 210,506,500 $214,053,535 $214,053,535 14.40 $214,053,535
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - 196,415,000 $192,618,691 $192,618,691 12.96 $192,618,691
GNMA II TBA 30yr 2.5% April Delivery, 2.50%, 04/21/26 G2SF 21H022648 - - 136,700,000 $116,378,862 $116,378,862 7.83 $116,378,862
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $69,871,295 $69,871,295 4.71 $69,871,295
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - - 60,613,000 $62,652,627 $62,652,627 4.22 $62,652,627
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - - 30,738,000 $30,749,373 $30,749,373 2.08 $30,749,373
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,885,309 $16,885,309 1.15 $16,820,737
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,086,456 $15,086,456 1.02 $14,925,599
CENT Trust 2025-CITY A 5.090927% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,709,047 $12,709,047 0.86 $12,671,058
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,161,640 $12,161,640 0.83 $12,007,200
ALA Trust 2025-OANA A 5.42263% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,102,744 $12,102,744 0.82 $12,088,238
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,154,775 $11,154,775 0.75 $11,048,275
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,770,933 $10,770,933 0.72 $10,714,740
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,202,774 $10,202,774 0.69 $10,188,369
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,030,028 $10,125,686 $10,125,686 0.68 $10,045,134
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.54%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,022,115 $10,022,115 0.67 $9,988,255
BX Trust 2025-VLT7 E 7.43% 15-JUL-2044, 7.42%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,902,888 $9,902,888 0.67 $9,886,450
Connecticut Avenue Securities Trust 2022-R06 1M2 7.51721% 25-MAY-2042, 7.52%, 05/25/42 CAS 2022-R06 20754NAK1 - - 9,350,000 $9,676,183 $9,676,183 0.65 $9,625,421
BX Commercial Mortgage Trust 2024-XL4 A 5.12203% 15-FEB-2039, 5.11%, 02/15/39 BX 2024-XL4 05611VAA9 - - 9,140,257 $9,147,975 $9,147,975 0.61 $9,137,586
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,616,034 $8,616,034 0.58 $8,596,366
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,263,946 $8,263,946 0.56 $8,223,356
BX Trust 2024-FNX A 5.1223% 15-NOV-2041, 5.11%, 11/15/41 BX 2024-FNX 05593TAA6 - - 8,091,477 $8,098,832 $8,098,832 0.54 $8,089,635
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,091,240 $8,091,240 0.54 $8,016,809
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 7,863,963 $8,086,993 $8,086,993 0.54 $8,030,668
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,860,467 $7,860,467 0.53 $7,816,719
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 7,258,276 $7,591,457 $7,591,457 0.51 $7,535,539
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,522,819 $7,522,819 0.51 $7,513,486
Extended Stay America Trust 2025-ESH B 5.28% 15-OCT-2042, 5.27%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,506,518 $7,506,518 0.50 $7,497,730
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 7,403,850 $7,455,017 $7,455,017 0.50 $7,395,118
HILT 2025-NVIL A 5.423% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,402,528 $7,402,528 0.50 $7,393,623
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 $7,247,908 $7,247,908 0.49 $7,170,066
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,086,574 $7,086,574 0.48 $7,061,597
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,043,513 $7,043,513 0.47 $7,019,743
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,846,612 $6,846,612 0.46 $6,794,087
PNW Trust 2026-ARTE|5.3863|04/15/2029, 5.39%, 04/15/29 PNW 2026-ARTE 73020TAA7 - - 6,500,000 $6,483,750 $6,483,750 0.44 $6,483,750
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,437,410 $6,437,410 0.43 $6,410,105
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98% 15-MAR-2042, 4.97%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,423,049 $6,423,049 0.43 $6,415,922
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,383,187 $6,383,187 0.43 $6,375,589
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.46721% 25-NOV-2041, 11.47%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 6,000,000 $6,305,514 $6,305,514 0.42 $6,255,823
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,434,392 $6,300,176 $6,300,176 0.42 $6,290,437
SMRT Commercial Mortgage Trust 2022-MINI D 5.63% 15-JAN-2039, 5.62%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,240,783 $6,240,783 0.42 $6,232,973
BLP Commercial Mortgage Trust 2024-IND2 A 5.02215% 15-MAR-2041, 5.01%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,228,664 $6,228,664 0.42 $6,221,715
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 5,929,947 $6,096,831 $6,096,831 0.41 $6,070,970
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 6,057,846 $6,092,645 $6,092,645 0.41 $6,042,515
BX Trust 2025-TAIL D 6.13% 15-JUN-2035, 6.12%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $5,999,727 $5,999,727 0.40 $5,991,564
Switch ABS Issuer LLC|5.609|03/27/2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - - 6,014,000 $5,995,908 $5,995,908 0.40 $5,994,971
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $5,960,841 $5,960,841 0.40 $5,934,606
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,022,003 $5,956,654 $5,956,654 0.40 $5,921,860
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - - 5,688,000 $5,955,865 $5,955,865 0.40 $5,892,988
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,875,678 $5,875,678 0.39 $5,843,771
APLD ComputeCo LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,724,139 $5,724,139 0.38 $5,552,592
BX Trust 2024-CNYN D 6.37009% 15-APR-2041, 6.36%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,703,694 $5,703,433 $5,703,433 0.38 $5,695,368
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - - 5,660,000 $5,697,187 $5,697,187 0.38 $5,673,902
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,769,160 $5,679,086 $5,679,086 0.38 $5,644,503
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,529,831 $5,529,831 0.37 $5,487,646
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.16721% 25-MAY-2045, 5.17%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,527,298 $5,527,298 0.37 $5,506,732
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,381,338 $5,381,338 0.36 $5,374,157
Connecticut Avenue Securities, Series 2021-R03 1M2 5.31721% 25-DEC-2041, 5.32%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,363,614 $5,363,614 0.36 $5,343,140
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 $5,342,257 $5,342,257 0.36 $5,301,176
SWCH Commercial Mortgage Trust 2025-DATA E 7.02022% 15-FEB-2042, 7.01%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,241,303 $5,241,303 0.35 $5,232,981
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,201,078 $5,201,078 0.35 $5,171,150
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,200,000 $5,197,806 $5,197,806 0.35 $5,191,936
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.17%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,179,227 $5,179,227 0.35 $5,159,939
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,151,072 $5,151,072 0.35 $5,108,672
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,147,877 $5,149,499 $5,149,499 0.35 $5,123,294
Great Wolf Trust 2024-WOLF D 6.57% 15-MAR-2039, 6.56%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,114,873 $5,114,873 0.34 $5,107,431
Extended Stay America Trust 2026-ESH2 D 5.93% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,103,979 $5,113,285 $5,113,285 0.34 $5,106,567
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 $5,102,876 $5,102,876 0.34 $5,085,747
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - - 5,058,000 $5,099,868 $5,099,868 0.34 $5,078,324
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,078,754 $5,078,754 0.34 $5,056,272
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,047,753 $5,061,997 $5,061,997 0.34 $5,044,617
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,060,637 $5,060,637 0.34 $5,014,416
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,056,381 $5,056,381 0.34 $4,932,598
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,038,597 $5,038,597 0.34 $5,018,831
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,008,261 $5,008,261 0.34 $5,002,605
SCG Trust 2025-SNIP E 7.08% 15-SEP-2042, 7.07%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - - 5,000,000 $5,007,840 $5,007,840 0.34 $4,999,981
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 4,166,667 $4,995,906 $4,995,906 0.34 $4,145,827
BX Trust 2025-DIME E 6.68% 15-FEB-2035, 6.67%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $4,969,772 $4,969,772 0.33 $4,962,358
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $4,955,286 $4,955,286 0.33 $4,916,992
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,922,826 $4,922,826 0.33 $4,900,441
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,911,752 $4,911,752 0.33 $4,905,502
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,866,319 $4,877,910 $4,877,910 0.33 $4,839,355
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,876,493 $4,876,493 0.33 $4,838,893
SCG Commercial Mortgage Trust 2025-DLFN E 6.63% 15-MAR-2035, 6.62%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,856,136 $4,856,136 0.33 $4,848,919
BX Commercial Mortgage Trust 2024-MF D 6.36982% 15-FEB-2039, 6.36%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,826,469 $4,826,469 0.32 $4,819,646
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,681,485 $4,708,878 $4,708,878 0.32 $4,685,692
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,697,460 $4,697,460 0.32 $4,666,260
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,577,000 $4,645,935 $4,645,935 0.31 $4,618,832
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,530,370 $4,591,127 $4,591,127 0.31 $4,553,100
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,578,370 $4,565,554 $4,565,554 0.31 $4,532,699
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,522,871 $4,522,871 0.30 $4,500,709
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 $4,516,759 $4,516,759 0.30 $4,512,619
NRTH Commercial Mortgage Trust 2025-PARK B 5.32292% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,497,179 $4,497,179 0.30 $4,491,864
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,488,303 $4,488,303 0.30 $4,467,307
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,495,558 $4,479,661 $4,479,661 0.30 $4,474,157
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 $4,476,953 $4,476,953 0.30 $4,458,560
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - - 4,519,000 $4,473,601 $4,473,601 0.30 $4,439,300
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,412,163 $4,415,257 $4,415,257 0.30 $4,394,585
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,401,441 $4,401,441 0.30 $4,328,751
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,283,686 $4,401,028 $4,401,028 0.30 $4,381,574
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,333,669 $4,360,613 $4,360,613 0.29 $4,324,469
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 $4,347,776 $4,347,776 0.29 $4,341,681
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 4,347,547 $4,345,060 $4,345,060 0.29 $4,340,664
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.32%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,341,932 $4,341,932 0.29 $4,325,645
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31843% 15-MAY-2041, 7.31%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,312,842 $4,312,842 0.29 $4,305,820
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.45%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 4,309,000 $4,310,115 $4,310,115 0.29 $4,293,138
COMM 2024-WCL1 Mortgage Trust D 6.969% 17-JUN-2041, 6.96%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,261,080 $4,261,080 0.29 $4,254,505
MTN Commercial Mortgage Trust 2022-LPFL A 5.0769% 15-MAR-2039, 5.08%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,239,533 $4,239,533 0.28 $4,234,750
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,150,836 $4,197,040 $4,197,040 0.28 $4,173,156
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,196,140 $4,196,140 0.28 $4,164,840
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,175,492 $4,175,492 0.28 $4,160,784
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,149,735 $4,149,735 0.28 $4,120,588
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,118,107 $4,115,678 $4,115,678 0.28 $4,110,037
BX Trust 2024-VLT4 E 6.569404% 15-JUN-2041, 6.56%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,105,839 $4,105,839 0.28 $4,099,791
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,100,309 $4,100,309 0.28 $4,095,408
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,024,245 $4,024,245 0.27 $3,999,412
DROP Mortgage Trust 2021-FILE B 5.494% 15-OCT-2043, 5.49%, 10/15/43 DROP 2021-FILE 26210YAG1 - - 4,128,000 $4,015,138 $4,015,138 0.27 $4,010,104
BLP Trust 2025-IND2 D 6.33% 15-DEC-2042, 6.32%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,001,692 $4,001,692 0.27 $3,996,072
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $3,989,083 $3,989,083 0.27 $3,984,434
BX Trust 2024-BRBK A 6.55964% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $3,988,194 $3,988,194 0.27 $3,982,377
United Auto Credit Securitization Trust 2026-1 D 5.65% 10-JUL-2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - - 4,067,000 $3,956,862 $3,956,862 0.27 $3,948,564
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 3,870,538 $3,878,890 $3,878,890 0.26 $3,858,398
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,855,488 $3,870,509 $3,870,509 0.26 $3,840,063
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,851,793 $3,863,810 $3,863,810 0.26 $3,834,673
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,715,309 $3,849,820 $3,849,820 0.26 $3,813,768
BX Commercial Mortgage Trust 2026-XL6 D 5.78% 15-MAR-2043, 5.77%, 03/15/43 BX 2026-XL6 12433NAG6 - - 3,854,000 $3,839,674 $3,839,674 0.26 $3,834,730
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,734,977 $3,783,336 $3,783,336 0.25 $3,752,655
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,782,078 $3,782,078 0.25 $3,765,232
FREMF 2023-K511 Mortgage Trust C 5.634368% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,780,432 $3,780,432 0.25 $3,747,878
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 3,772,000 $3,775,232 $3,775,232 0.25 $3,743,909
BMP Commercial Mortgage Trust 2024-MF23 D 6.07049% 15-JUN-2041, 6.06%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,752,468 $3,752,468 0.25 $3,747,415
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.77%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 3,733,721 $3,743,158 $3,743,158 0.25 $3,730,303
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,721,770 $3,721,770 0.25 $3,703,186
LEX Trust 2026-450 D 6.00997% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - - 3,704,000 $3,708,329 $3,708,329 0.25 $3,704,008
Extended Stay America Trust 2025-ESH D 6.28% 15-OCT-2042, 6.27%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,686,927 $3,686,927 0.25 $3,681,804
Extended Stay America Trust 2025-ESH E 7.03% 15-OCT-2042, 7.02%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,686,585 $3,686,585 0.25 $3,680,849
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,630,706 $3,671,247 $3,671,247 0.25 $3,641,596
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,648,514 $3,648,514 0.25 $3,633,842
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,654,241 $3,639,597 $3,639,597 0.24 $3,613,222
DROP Mortgage Trust 2021-FILE A 4.944% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,608,003 $3,608,003 0.24 $3,603,998
Connecticut Avenue Securities, Series 2021-R01 1B2 9.66721% 25-OCT-2041, 9.67%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 3,511,000 $3,606,282 $3,606,282 0.24 $3,581,765
BX Commercial Mortgage Trust 2024-XL5 D 6.3698% 15-MAR-2041, 6.36%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,571,749 $3,571,749 0.24 $3,566,701
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.76721% 25-JAN-2042, 10.77%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 3,351,000 $3,537,827 $3,537,827 0.24 $3,511,768
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,522,423 $3,521,566 $3,521,566 0.24 $3,496,299
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22373% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,506,881 $3,508,186 $3,508,186 0.24 $3,494,956
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - - 3,625,000 $3,503,915 $3,503,915 0.24 $3,493,846
SCG Trust 2025-SNIP D 6.28% 15-SEP-2042, 6.27%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,501,173 $3,501,173 0.24 $3,496,294
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,418,403 $3,459,643 $3,459,643 0.23 $3,429,923
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.79%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,407,677 $3,407,677 0.23 $3,403,245
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,387,147 $3,387,147 0.23 $3,361,491
BX Trust 2025-LUNR D 6.18% 15-JUN-2040, 6.17%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,362,294 $3,366,977 $3,366,977 0.23 $3,362,365
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,350,912 $3,356,095 $3,356,095 0.23 $3,329,473
PennyMac Financial Services, Inc. 6.75% 15-FEB-2034, 6.75%, 02/15/34 PFSI 70932MAH0 - - 3,500,000 $3,325,287 $3,325,287 0.22 $3,300,349
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,286,332 $3,293,712 $3,293,712 0.22 $3,269,408
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,226,414 $3,226,414 0.22 $3,204,712
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,212,706 $3,212,706 0.22 $3,197,542
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 $3,203,644 $3,203,644 0.22 $3,176,969
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,197,893 $3,197,893 0.21 $3,181,936
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,194,999 $3,194,999 0.21 $3,189,796
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.46721% 25-JUL-2048, 5.47%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,172,883 $3,188,941 $3,188,941 0.21 $3,176,413
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,142,273 $3,185,104 $3,185,104 0.21 $3,159,072
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,181,357 $3,181,357 0.21 $3,174,894
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,034,834 $3,168,520 $3,168,520 0.21 $3,000,524
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,163,840 $3,163,840 0.21 $3,139,320
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 $3,150,261 $3,150,261 0.21 $3,133,969
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,150,112 $3,150,112 0.21 $3,135,281
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - - 3,407,000 $3,143,762 $3,143,762 0.21 $3,131,582
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,134,541 $3,134,541 0.21 $3,120,949
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,007,700 $3,116,403 $3,116,403 0.21 $3,085,701
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - - 3,140,000 $3,107,493 $3,107,493 0.21 $3,084,566
Research-Driven Pagaya Motor Asset Trust 2026-R1|5.659|07/25/2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - - 3,100,000 $3,101,694 $3,101,694 0.21 $3,101,206
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,095,646 $3,095,646 0.21 $3,090,097
BX Trust 2024-BIO C 6.32% 15-FEB-2041, 6.31%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,082,173 $3,082,173 0.21 $3,077,815
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,070,399 $3,070,399 0.21 $3,054,085
Connecticut Avenue Securities, Series 2021-R01 1B1 6.76721% 25-OCT-2041, 6.77%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,046,389 $3,046,389 0.20 $3,031,727
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 $3,045,778 $3,045,778 0.20 $3,032,431
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,086,895 $3,011,332 $3,011,332 0.20 $3,007,809
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,002,823 $3,002,823 0.20 $2,979,328
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 2,978,805 $2,999,335 $2,999,335 0.20 $2,971,501
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $2,994,994 $2,994,994 0.20 $2,985,000
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 $2,989,825 $2,989,825 0.20 $2,958,215
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $2,988,922 $2,988,922 0.20 $2,966,466
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 2,958,325 $2,985,630 $2,985,630 0.20 $2,961,346
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,971,802 $2,971,802 0.20 $2,959,284
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,966,791 $2,966,791 0.20 $2,960,345
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,724,099 $2,956,428 $2,956,428 0.20 $2,930,523
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,905,434 $2,888,304 $2,888,304 0.19 $2,866,292
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,875,813 $2,867,673 $2,867,673 0.19 $2,846,430
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,834,785 $2,862,682 $2,862,682 0.19 $2,850,511
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,850,281 $2,850,281 0.19 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.43% 15-AUG-2042, 6.42%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,849,066 $2,849,066 0.19 $2,844,974
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,834,000 $2,848,036 $2,848,036 0.19 $2,837,259
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,847,801 $2,847,801 0.19 $2,837,540
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,815,485 $2,815,485 0.19 $2,812,057
BX Trust 2026-CART D 5.58% 15-FEB-2036, 5.57%, 02/15/36 BX 2026-CART 12433MAG8 - - 2,810,000 $2,813,805 $2,813,805 0.19 $2,810,325
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,791,633 $2,791,633 0.19 $2,786,929
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 $2,789,110 $2,789,110 0.19 $2,785,501
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 5.76%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,780,684 $2,780,684 0.19 $2,770,905
Great Wolf Trust 2024-WOLF G 9.116% 15-MAR-2039, 9.11%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,762,054 $2,762,054 0.19 $2,756,487
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,733,141 $2,741,773 $2,741,773 0.18 $2,732,264
BX Trust 2025-ROIC E 6.62129% 15-FEB-2042, 6.61%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,715,276 $2,706,912 $2,706,912 0.18 $2,702,922
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 $2,695,563 $2,695,563 0.18 $2,680,778
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,692,373 $2,692,373 0.18 $2,688,533
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,661,874 $2,661,874 0.18 $2,658,397
MHC Commercial Mortgage Trust 2021-MHC F 6.395442% 15-APR-2038, 6.39%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,660,673 $2,660,673 0.18 $2,656,897
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,658,075 $2,658,075 0.18 $2,645,680
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,682,257 $2,620,321 $2,620,321 0.18 $2,613,020
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,575,370 $2,615,466 $2,615,466 0.18 $2,611,024
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,693,981 $2,611,723 $2,611,723 0.18 $2,604,390
BX Commercial Mortgage Trust 2026-CSMO D 6.10965% 15-FEB-2043, 6.12%, 02/15/43 BX 2026-CSMO 12433LAG0 - - 2,580,000 $2,584,428 $2,584,428 0.17 $2,580,918
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 2,516,000 $2,568,386 $2,568,386 0.17 $2,536,830
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,567,896 $2,567,896 0.17 $2,551,811
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,542,035 $2,565,447 $2,565,447 0.17 $2,545,290
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,564,115 $2,564,115 0.17 $2,560,836
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 6.80952% 20-FEB-2034, 8.17%, 02/20/34 HACLN 2026-1 44644NAY5 - - 2,550,000 $2,556,916 $2,556,916 0.17 $2,549,969
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,543,047 $2,543,047 0.17 $2,528,586
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,541,132 $2,541,132 0.17 $2,536,921
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,499,753 $2,531,698 $2,531,698 0.17 $2,510,792
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,527,258 $2,527,258 0.17 $2,503,760
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 $2,519,728 $2,519,728 0.17 $2,516,962
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 5.81%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,517,289 $2,517,289 0.17 $2,508,411
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,498,181 $2,515,976 $2,515,976 0.17 $2,495,758
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,511,779 $2,511,779 0.17 $2,508,779
MTN Commercial Mortgage Trust 2022-LPFL B 5.5756% 15-MAR-2039, 5.58%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,499,991 $2,499,991 0.17 $2,496,893
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,498,955 $2,498,955 0.17 $2,489,330
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - - 2,500,000 $2,497,066 $2,497,066 0.17 $2,489,292
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,459,711 $2,495,412 $2,495,412 0.17 $2,483,496
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.44%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,493,406 $2,493,406 0.17 $2,483,562
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.46%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,490,474 $2,490,474 0.17 $2,486,898
280 Park Avenue 2017-280P Mortgage Trust B 5.049% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,482,956 $2,482,956 0.17 $2,480,151
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,465,266 $2,459,215 $2,459,215 0.17 $2,441,724
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,458,941 $2,458,941 0.17 $2,449,981
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,444,194 $2,444,194 0.16 $2,431,885
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 $2,430,503 $2,430,503 0.16 $2,427,286
Connecticut Avenue Securities Trust 2023-R02 1M2 7.01721% 25-JAN-2043, 7.02%, 01/25/43 CAS 2023-R02 20755AAC6 - - 2,335,000 $2,426,975 $2,426,975 0.16 $2,415,141
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,412,663 $2,412,663 0.16 $2,405,169
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 $2,399,795 $2,399,795 0.16 $2,396,840
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,289,089 $2,386,624 $2,386,624 0.16 $2,253,701
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 $2,375,876 $2,375,876 0.16 $2,372,105
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,374,234 $2,374,234 0.16 $2,364,588
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,352,370 $2,362,618 $2,362,618 0.16 $2,353,669
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,374,181 $2,360,370 $2,360,370 0.16 $2,342,729
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,416,432 $2,359,443 $2,359,443 0.16 $2,344,958
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,259,592 $2,349,309 $2,349,309 0.16 $2,344,202
ALA Trust 2025-OANA D 6.77072% 15-JUN-2040, 6.76%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,345,340 $2,345,340 0.16 $2,341,834
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,343,016 $2,343,016 0.16 $2,339,497
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4122% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,335,880 $2,335,880 0.16 $2,332,558
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,326,945 $2,326,212 $2,326,212 0.16 $2,316,945
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,326,109 $2,326,109 0.16 $2,313,496
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,315,345 $2,315,345 0.16 $2,312,606
Connecticut Avenue Securities, Series 2021-R03 1B1 6.41721% 25-DEC-2041, 6.42%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,290,160 $2,290,160 0.15 $2,279,732
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 $2,280,762 $2,280,762 0.15 $2,276,551
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.91154% 20-MAR-2033, 5.92%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,183,146 $2,264,154 $2,264,154 0.15 $2,172,852
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,268,970 $2,259,015 $2,259,015 0.15 $2,242,244
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.835375% 27-SEP-2052, 0.84%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,258,925 $2,258,925 0.15 $2,255,996
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,251,079 $2,251,079 0.15 $2,246,244
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,242,110 $2,242,110 0.15 $2,238,810
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,224,892 $2,237,060 $2,237,060 0.15 $2,220,483
MetroNet Infrastructure Issuer LLC|7.1|04/20/2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - - 2,239,000 $2,215,276 $2,215,276 0.15 $2,213,951
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - - 2,232,000 $2,212,600 $2,212,600 0.15 $2,201,618
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,203,376 $2,209,321 $2,209,321 0.15 $2,192,615
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,195,661 $2,199,850 $2,199,850 0.15 $2,183,199
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 $2,195,479 $2,195,479 0.15 $2,192,869
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,178,211 $2,166,036 $2,166,036 0.15 $2,149,618
CONE Trust 2024-DFW1 A 5.32173% 15-AUG-2041, 5.31%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,160,068 $2,160,068 0.15 $2,157,511
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 $2,124,698 $2,124,698 0.14 $2,119,088
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,180,063 $2,123,916 $2,123,916 0.14 $2,111,005
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.56%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,115,569 $2,117,917 $2,117,917 0.14 $2,115,301
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,082,927 $2,107,148 $2,107,148 0.14 $2,089,466
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 2,101,000 $2,105,365 $2,105,365 0.14 $2,084,886
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,124,294 $2,086,597 $2,086,597 0.14 $2,080,815
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 $2,085,189 $2,085,189 0.14 $2,082,048
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,155,072 $2,083,422 $2,083,422 0.14 $2,073,306
SEB Funding LLC|6.665|01/30/2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - - 2,100,000 $2,082,251 $2,082,251 0.14 $2,078,363
Oaktree ABF Equipment ST 2026 1 LLC|5.31|10/17/2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - - 2,050,000 $2,050,263 $2,050,263 0.14 $2,049,961
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,033,218 $2,033,218 0.14 $2,028,725
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.01721% 25-SEP-2041, 7.02%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,028,545 $2,028,545 0.14 $2,018,365
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,018,317 $2,018,317 0.14 $2,015,170
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,011,177 $2,011,177 0.14 $1,995,404
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 $2,007,572 $2,007,572 0.13 $1,992,205
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,000,688 $2,000,688 0.13 $1,985,363
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,000,437 $2,000,437 0.13 $1,985,397
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $1,999,447 $1,999,447 0.13 $1,996,785
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,998,011 $1,998,011 0.13 $1,991,151
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18% 15-DEC-2042, 6.17%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $1,995,274 $1,995,274 0.13 $1,992,531
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 2,000,000 $1,993,787 $1,993,787 0.13 $1,985,326
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 $1,993,127 $1,993,127 0.13 $1,990,692
SMRT Commercial Mortgage Trust 2022-MINI F 7.03% 15-JAN-2039, 7.02%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,988,028 $1,988,028 0.13 $1,984,868
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 2,000,000 $1,978,314 $1,978,314 0.13 $1,970,250
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 1,948,835 $1,972,801 $1,972,801 0.13 $1,962,197
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,923,964 $1,923,964 0.13 $1,919,896
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.06721% 25-NOV-2050, 11.07%, 11/25/50 STACR 2020-HQA5 35565TBE8 - - 1,566,527 $1,921,980 $1,921,980 0.13 $1,910,904
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.91%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,921,419 $1,921,419 0.13 $1,918,897
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,909,874 $1,909,874 0.13 $1,906,566
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,903,569 $1,905,944 $1,905,944 0.13 $1,891,701
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,898,862 $1,898,862 0.13 $1,890,578
BX Trust 2024-BRBK B 7.6066% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,849,415 $1,849,415 0.12 $1,846,289
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 $1,813,623 $1,813,623 0.12 $1,806,133
Corporate One Auto Receivables Trust 2026-1 C 4.84% 15-APR-2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - - 1,820,000 $1,810,876 $1,810,876 0.12 $1,808,919
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 $1,806,826 $1,806,826 0.12 $1,804,610
BX Trust 2021-BXMF G 7.143513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,806,614 $1,806,614 0.12 $1,803,746
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,766,422 $1,778,466 $1,778,466 0.12 $1,763,900
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,767,358 $1,767,358 0.12 $1,765,281
Extended Stay America Trust 2025-ESH F 7.78% 15-OCT-2042, 7.77%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,756,376 $1,756,376 0.12 $1,753,354
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,738,086 $1,738,086 0.12 $1,736,099
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,731,134 $1,731,134 0.12 $1,723,757
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,721,460 $1,722,922 $1,722,922 0.12 $1,720,917
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,721,376 $1,721,376 0.12 $1,713,944
BXHPP Trust 2021-FILM C 4.894% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,720,120 $1,720,120 0.12 $1,718,002
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,713,112 $1,713,112 0.12 $1,701,102
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,689,183 $1,704,592 $1,704,592 0.11 $1,688,481
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,702,264 $1,702,264 0.11 $1,688,251
Research-Driven Pagaya Motor Asset Trust 2026-R1|6.211|07/25/2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - - 1,700,000 $1,701,117 $1,701,117 0.11 $1,700,824
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,640,925 $1,697,920 $1,697,920 0.11 $1,688,654
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,692,461 $1,692,461 0.11 $1,690,658
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,669,029 $1,691,350 $1,691,350 0.11 $1,677,584
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,671,123 $1,690,650 $1,690,650 0.11 $1,676,727
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,669,029 $1,686,292 $1,686,292 0.11 $1,672,044
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 $1,661,467 $1,661,467 0.11 $1,643,079
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,653,045 $1,653,045 0.11 $1,642,785
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,626,000 $1,627,083 $1,627,083 0.11 $1,625,392
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.01721% 25-DEC-2041, 6.02%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,620,492 $1,620,492 0.11 $1,613,539
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,615,000 $1,616,618 $1,616,618 0.11 $1,609,674
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,611,916 $1,611,916 0.11 $1,607,596
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,594,203 $1,595,890 $1,595,890 0.11 $1,593,362
Aligned Data Centers Issuer, Series 2021-1 A2_2021_1 1.937% 15-AUG-2046, 1.94%, 08/15/46 ADC 2021-1A 01627AAA6 - - 1,602,000 $1,585,757 $1,585,757 0.11 $1,585,068
BX Commercial Mortgage Trust 2024-WPT D 6.3697% 15-APR-2041, 6.36%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,579,653 $1,579,653 0.11 $1,577,419
Sierra Timeshare 2026-1 Receivables Funding LLC|7.1|12/22/2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - - 1,583,000 $1,574,089 $1,574,089 0.11 $1,573,776
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,555,598 $1,555,598 0.10 $1,545,040
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 $1,524,544 $1,524,544 0.10 $1,522,330
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 $1,522,608 $1,522,608 0.10 $1,520,318
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,516,232 $1,516,232 0.10 $1,514,444
Gracie Point International Funding, Series 2025-1 C 6.40819% 15-AUG-2028, 6.42%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,516,026 $1,516,026 0.10 $1,506,391
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,520,588 $1,508,541 $1,508,541 0.10 $1,502,628
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,507,064 $1,507,064 0.10 $1,505,410
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,481,250 $1,505,036 $1,505,036 0.10 $1,496,494
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,502,709 $1,502,709 0.10 $1,491,182
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 $1,501,244 $1,501,244 0.10 $1,499,152
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 1,500,000 $1,500,764 $1,500,764 0.10 $1,488,484
JW Commercial Mortgage Trust 2024-MRCO C 6.07005% 15-JUN-2039, 6.06%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,499,908 $1,499,908 0.10 $1,497,887
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 04/15/29 CRDBL 2026-1A 22530DAA2 - - 1,500,000 $1,492,577 $1,492,577 0.10 $1,491,002
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 $1,492,436 $1,492,436 0.10 $1,490,539
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,485,916 $1,484,316 $1,484,316 0.10 $1,473,515
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,478,576 $1,478,576 0.10 $1,478,576
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,473,988 $1,470,877 $1,470,877 0.10 $1,460,572
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.26154% 20-OCT-2032, 6.27%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,369,740 $1,444,466 $1,444,466 0.10 $1,372,571
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,414,599 $1,426,878 $1,426,878 0.10 $1,415,352
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,418,560 $1,418,560 0.10 $1,409,442
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,412,843 $1,412,843 0.09 $1,406,195
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,405,868 $1,410,442 $1,410,442 0.09 $1,399,988
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,388,153 $1,388,153 0.09 $1,388,127
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 1,400,000 $1,382,918 $1,382,918 0.09 $1,377,431
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,367,347 $1,379,738 $1,379,738 0.09 $1,368,662
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 $1,375,825 $1,375,825 0.09 $1,374,177
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,375,613 $1,372,338 $1,372,338 0.09 $1,366,906
JP Morgan Mortgage Trust Series 2026-ACES1|6.503|04/25/2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - - 1,378,456 $1,367,755 $1,367,755 0.09 $1,362,277
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 $1,357,890 $1,357,890 0.09 $1,356,304
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 1,335,905 $1,352,699 $1,352,699 0.09 $1,345,645
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,566,363 $1,319,944 $1,319,944 0.09 $1,319,430
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.81154% 20-MAY-2032, 6.81%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,290,752 $1,309,393 $1,309,393 0.09 $1,301,822
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,273,376 $1,279,831 $1,279,831 0.09 $1,269,755
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,268,093 $1,268,093 0.09 $1,266,476
Great Wolf Trust 2024-WOLF C 6.071% 15-MAR-2039, 6.06%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,262,953 $1,262,953 0.08 $1,261,256
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,255,346 $1,253,207 $1,253,207 0.08 $1,251,515
COMM 2024-WCL1 Mortgage Trust C 6.569% 17-JUN-2041, 6.56%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,248,924 $1,248,924 0.08 $1,247,101
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 $1,241,155 $1,241,155 0.08 $1,235,173
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,226,620 $1,237,438 $1,237,438 0.08 $1,227,690
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,172,372 $1,227,341 $1,227,341 0.08 $1,186,532
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,221,827 $1,221,827 0.08 $1,215,593
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - - 1,203,000 $1,207,789 $1,207,789 0.08 $1,205,960
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,206,301 $1,206,301 0.08 $1,203,531
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,201,589 $1,202,645 $1,202,645 0.08 $1,193,535
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,199,627 $1,199,627 0.08 $1,197,909
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - - 1,172,000 $1,191,833 $1,191,833 0.08 $1,189,920
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,188,294 $1,188,294 0.08 $1,180,164
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 $1,183,601 $1,183,601 0.08 $1,181,334
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,226,015 $1,182,546 $1,182,546 0.08 $1,177,234
MTN Commercial Mortgage Trust 2022-LPFL D 6.6228% 15-MAR-2039, 6.62%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,179,678 $1,179,678 0.08 $1,177,948
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,114,146 $1,171,794 $1,171,794 0.08 $1,169,781
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,129,595 $1,165,152 $1,165,152 0.08 $1,154,078
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,124,880 $1,143,951 $1,143,951 0.08 $1,138,535
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,136,638 $1,135,586 $1,135,586 0.08 $1,130,782
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,100,912 $1,104,822 $1,104,822 0.07 $1,100,911
OBX 2026-HE1 Trust M2 5.46521% 25-FEB-2056, 5.46%, 02/25/56 OBX 2026-HE1 67124BAE5 - - 1,100,000 $1,102,393 $1,102,393 0.07 $1,098,224
BX Trust 2024-VLT4 D 6.120052% 15-JUN-2041, 6.11%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,091,665 $1,091,665 0.07 $1,090,170
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,054,618 $1,072,730 $1,072,730 0.07 $1,070,760
BX Trust 2024-CNYN C 5.62116% 15-APR-2041, 5.61%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,069,443 $1,069,213 $1,069,213 0.07 $1,067,879
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,057,806 $1,064,160 $1,064,160 0.07 $1,055,897
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,057,142 $1,057,142 0.07 $1,055,180
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,056,193 $1,056,193 0.07 $1,052,260
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,058,865 $1,055,987 $1,055,987 0.07 $1,048,654
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,079,076 $1,053,856 $1,053,856 0.07 $1,047,232
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,040,541 $1,040,541 0.07 $1,038,763
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,020,469 $1,026,851 $1,026,851 0.07 $1,025,337
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.31721% 25-NOV-2041, 7.32%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,021,156 $1,021,156 0.07 $1,015,872
MHC Commercial Mortgage Trust 2021-MHC G 6.995442% 15-APR-2038, 6.99%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,020,799 $1,020,799 0.07 $1,019,215
LIFE 2021-BMR Mortgage Trust E 5.544% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,020,416 $1,020,416 0.07 $1,019,124
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,019,739 $1,019,739 0.07 $1,018,241
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 $1,017,489 $1,017,489 0.07 $1,014,500
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 $1,010,504 $1,010,504 0.07 $1,007,506
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,009,457 $1,009,457 0.07 $1,004,985
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 $1,006,641 $1,006,641 0.07 $1,004,992
MTN Commercial Mortgage Trust 2022-LPFL F 8.965169% 15-MAR-2039, 8.97%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,003,093 $1,003,093 0.07 $1,001,101
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,003,493 $1,001,956 $1,001,956 0.07 $994,862
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $999,153 $999,153 0.07 $994,222
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $998,314 $998,314 0.07 $994,180
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $992,282 $992,282 0.07 $990,368
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.16154% 20-MAR-2033, 7.17%, 03/21/33 HACLN 2025-1 446438TA1 - - 943,535 $988,610 $988,610 0.07 $948,101
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $987,334 $987,334 0.07 $985,532
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 969,445 $980,740 $980,740 0.07 $979,009
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 897,532 $953,154 $953,154 0.06 $951,339
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 923,145 $943,125 $943,125 0.06 $938,280
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 928,893 $942,554 $942,554 0.06 $934,828
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 947,195 $939,140 $939,140 0.06 $933,668
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $921,621 $921,621 0.06 $916,479
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - - 921,000 $920,078 $920,078 0.06 $912,954
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.53169% 25-SEP-2048, 11.53%, 09/25/48 STACR 2018-DNA3 35563WBE3 - - 797,000 $919,020 $919,020 0.06 $912,382
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $918,406 $918,406 0.06 $916,822
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.66154% 20-OCT-2032, 7.67%, 10/20/32 HACLN 2024-2 44644NAK5 - - 871,213 $913,750 $913,750 0.06 $866,927
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $906,882 $906,882 0.06 $903,388
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $893,396 $893,396 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $851,346 $851,346 0.06 $844,620
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 856,181 $843,918 $843,918 0.06 $841,587
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,125 $842,125 0.06 $838,708
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $818,534 $818,534 0.06 $813,831
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $802,499 $802,499 0.05 $799,639
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 786,950 $791,666 $791,666 0.05 $790,636
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 762,962 $783,137 $783,137 0.05 $758,305
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 794,725 $782,752 $782,752 0.05 $781,262
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $775,264 $775,264 0.05 $769,298
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $772,738 $772,738 0.05 $771,423
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.46721% 25-JUN-2047, 5.47%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $755,531 $755,531 0.05 $752,558
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.71721% 25-DEC-2031, 5.72%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 741,928 $748,585 $748,585 0.05 $745,522
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 696,970 $746,093 $746,093 0.05 $724,322
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13821% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 698,978 $743,161 $743,161 0.05 $739,053
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.41721% 25-JUN-2047, 6.42%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $740,670 $740,670 0.05 $737,299
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 706,054 $735,300 $735,300 0.05 $733,381
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - - 766,400 $726,813 $726,813 0.05 $724,250
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 706,054 $726,142 $726,142 0.05 $724,748
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 $722,535 $722,535 0.05 $719,328
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 696,970 $719,697 $719,697 0.05 $700,128
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $709,069 $709,069 0.05 $708,666
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 683,000 $707,775 $707,775 0.05 $702,908
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 681,122 $694,253 $694,253 0.05 $693,020
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 691,674 $692,051 $692,051 0.05 $689,199
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 681,701 $684,206 $684,206 0.05 $681,687
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $673,092 $673,092 0.05 $668,167
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 638,107 $640,972 $640,972 0.04 $639,985
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 638,270 $640,434 $640,434 0.04 $638,191
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.03169% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - - 566,405 $636,056 $636,056 0.04 $632,362
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 651,100 $610,927 $610,927 0.04 $609,439
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 604,000 $604,944 $604,944 0.04 $602,717
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 604,519 $601,906 $601,906 0.04 $601,735
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 567,727 $601,863 $601,863 0.04 $574,158
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 599,511 $600,800 $600,800 0.04 $599,912
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 567,727 $598,743 $598,743 0.04 $572,879
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 559,261 $571,578 $571,578 0.04 $570,466
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $564,634 $564,634 0.04 $561,140
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 553,829 $553,905 $553,905 0.04 $553,051
Mello Warehouse Securitization Trust 2024-1 F 8.92373% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,831 $543,831 0.04 $540,338
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $542,677 $542,677 0.04 $541,524
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 534,737 $541,915 $541,915 0.04 $537,030
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.26721% 25-DEC-2031, 7.27%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 524,702 $533,917 $533,917 0.04 $531,163
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 523,894 $523,528 $523,528 0.04 $519,657
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $520,823 $520,823 0.04 $518,813
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $517,148 $517,148 0.03 $516,243
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $513,281 $513,281 0.03 $509,500
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 $511,414 $511,414 0.03 $507,344
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $510,326 $510,326 0.03 $509,619
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 $508,685 $508,685 0.03 $507,608
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $508,287 $508,287 0.03 $507,617
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 $507,109
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $507,840 $507,840 0.03 $507,191
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.91154% 20-SEP-2033, 6.92%, 09/20/33 HACLN 2025-2 44644NAR0 - - 490,877 $506,256 $506,256 0.03 $491,282
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 7.48%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $501,468 $501,468 0.03 $499,183
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.435862% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - - 500,000 $492,879 $492,879 0.03 $492,402
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $490,888 $490,888 0.03 $485,994
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $464,715 $464,715 0.03 $463,865
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.91154% 20-MAY-2032, 8.91%, 05/20/32 HACLN 2024-1 44644NAD1 - - 446,799 $455,373 $455,373 0.03 $451,944
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 444,282 $447,077 $447,077 0.03 $445,403
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 430,520 $442,910 $442,910 0.03 $424,735
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 384,410 $442,191 $442,191 0.03 $385,337
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 414,067 $424,805 $424,805 0.03 $423,894
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $423,781 $423,781 0.03 $423,076
BXHPP Trust 2021-FILM A 4.444% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 437,000 $416,752 $416,752 0.03 $416,321
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $406,623 $406,623 0.03 $406,021
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 381,976 $401,844 $401,844 0.03 $382,092
BX Commercial Mortgage Trust 2026-CSMO C 5.65965% 15-FEB-2043, 5.67%, 02/15/43 BX 2026-CSMO 12433LAE5 - - 400,000 $400,137 $400,137 0.03 $399,633
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 $384,842 $384,842 0.03 $381,521
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 385,416 $384,625 $384,625 0.03 $384,363
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $375,248 $375,248 0.03 $374,471
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13821% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 357,527 $374,856 $374,856 0.03 $373,012
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 371,400 $372,360 $372,360 0.03 $371,717
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $371,616 $371,616 0.02 $368,811
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 348,299 $348,311 $348,311 0.02 $347,867
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 384,867 $332,980 $332,980 0.02 $330,240
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 325,043 $331,883 $331,883 0.02 $331,311
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $331,320 $331,320 0.02 $329,435
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 316,385 $330,915 $330,915 0.02 $330,055
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,590 $324,590 0.02 $322,805
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $315,103 $315,103 0.02 $314,550
BX Commercial Mortgage Trust 2024-MF C 5.6209% 15-FEB-2039, 5.61%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,014 $310,014 0.02 $309,628
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $301,636 $301,636 0.02 $300,937
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 $301,429 $301,429 0.02 $300,204
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $299,578 $299,578 0.02 $297,303
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.29%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,442 $296,442 0.02 $295,956
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 288,592 $296,003 $296,003 0.02 $295,690
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 285,483 $286,608 $286,608 0.02 $285,880
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 285,000 $277,262 $277,262 0.02 $276,188
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 271,000 $267,857 $267,857 0.02 $267,546
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 253,155 $263,202 $263,202 0.02 $262,485
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 254,274 $256,276 $256,276 0.02 $255,883
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 $253,606 $253,606 0.02 $253,174
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 $251,403 $251,403 0.02 $250,983
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $233,335 $233,335 0.02 $231,437
BXHPP Trust 2021-FILM B 4.694% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $231,858 $231,858 0.02 $231,597
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 223,710 $225,676 $225,676 0.02 $223,571
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 217,228 $218,376 $218,376 0.01 $218,059
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $214,427 $214,427 0.01 $213,940
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 210,924 $214,124 $214,124 0.01 $213,812
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - - 245,625 $213,190 $213,190 0.01 $212,705
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,240 $204,240 0.01 $203,819
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 201,670 $202,353 $202,353 0.01 $201,673
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 196,126 $197,585 $197,585 0.01 $197,289
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 193,358 $194,804 $194,804 0.01 $192,709
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 193,025 $193,321 $193,321 0.01 $192,532
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 186,936 $190,381 $190,381 0.01 $189,460
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.58169% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - - 161,209 $178,625 $178,625 0.01 $177,626
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $157,970 $157,970 0.01 $157,503
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 145,897 $146,253 $146,253 0.01 $146,040
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 139,411 $141,954 $141,954 0.01 $141,819
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 181,809 $139,276 $139,276 0.01 $139,078
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 120,444 $121,655 $121,655 0.01 $121,460
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 111,456 $118,793 $118,793 0.01 $113,173
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,092 $101,092 0.01 $100,762
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,300 $100,300 0.01 $99,978
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $93,648 $93,648 0.01 $93,324
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 93,118 $93,413 $93,413 0.01 $92,109
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $71,936 $71,936 0.00 $71,666
Westgate Resorts 2022-1 C 2.488% 20-AUG-2036, 2.49%, 08/20/36 WESTR 2022-1A 96034JAC0 - - 60,233 $60,099 $60,099 0.00 $60,007
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 55,502 $55,742 $55,742 0.00 $55,669
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 43,944 $44,871 $44,871 0.00 $44,537
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 40,918 $41,249 $41,249 0.00 $41,092
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 35,681 $35,939 $35,939 0.00 $35,880
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 24,565 $33,325 $33,325 0.00 $24,448
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 23,320 $23,577 $23,577 0.00 $23,461
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 6,035 $6,032 $6,032 0.00 $6,028
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $161,814,837 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,981 $824,346,912 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,572,469 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,264,375 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,199,500 $0 0.00 $0
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - - -189,990,000 $-158,328,546 $-158,328,546 -10.64 $-158,328,546
SEGREGATED CASH SEGCASH - $0.00 12,713,429 $12,713,429 $12,713,429 0.85 $12,713,429
US DOLLARS USD MD_142224 - - -450,999,517 $-450,999,517 $-450,999,517 -30.32 $-450,999,517
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,262,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,356,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,325,000 $0 0.00 $0
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $59,982,519 $-105,212 -0.01 $-105,212
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,159,094 $-416,787 -0.03 $-416,787
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

Choose region

Country

Language

What type of investor are you?