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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of February 9, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
FHLMC TBA 10yr 8% October Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 210,506,500 $215,573,391 $215,573,391 14.76 $215,573,391
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 168,928,250 $173,099,088 $173,099,088 11.85 $173,099,088
FHLMC 10/1 Pool#1B1358 Var 01-Dec-2033, 2.50%, 02/19/26 G2SF 21H022622 - - 136,700,000 $118,536,944 $118,536,944 8.11 $118,536,944
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $70,120,341 $70,120,341 4.80 $70,120,341
FHLMC TBA 10yr 6% October Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 63,560,000 $63,495,359 $63,495,359 4.34 $63,495,359
FHLMC TBA 10yr 9% November Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 60,613,000 $62,900,535 $62,900,535 4.31 $62,900,535
FHLMC TBA 10yr 7% September Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - 30,738,000 $31,145,893 $31,145,893 2.13 $31,145,893
FHLMC TBA 10yr 3% October Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 30,930,000 $28,599,765 $28,599,765 1.96 $28,599,765
FHLMC TBA 10yr 5% September Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 25,880,000 $25,344,284 $25,344,284 1.74 $25,344,284
FHLMC TBA 10yr 2% September Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 25,640,000 $22,734,706 $22,734,706 1.56 $22,734,706
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 $16,881,863 $16,881,863 1.16 $16,844,399
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 $15,156,359 $15,156,359 1.04 $15,044,647
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,887,422 $12,887,422 0.88 $12,820,078
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,262,690 $12,377,037 $12,377,037 0.85 $12,352,525
ALA Trust 2025-OANA A 5.42363% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,185,843 $12,185,843 0.84 $12,138,628
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,118,457 $12,118,457 0.83 $12,033,600
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,515,981 $11,570,002 $11,570,002 0.79 $11,498,529
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,090,455 $11,090,455 0.76 $11,049,126
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 $10,799,184 $10,799,184 0.74 $10,766,633
BX Commercial Mortgage Trust 2024-XL4 A 5.12222% 15-FEB-2039, 5.12%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,657,760 $10,657,760 0.73 $10,618,495
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,236,485 $10,478,190 $10,478,190 0.72 $10,416,532
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,317,139 $10,317,139 0.71 $10,272,124
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,075,277 $10,075,277 0.69 $10,008,821
BX Trust 2025-VLT7 E 7.43019% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,019,480 $10,019,480 0.69 $9,966,000
BX Trust 2024-FNX A 5.12249% 15-NOV-2041, 5.12%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,935,387 $9,935,387 0.68 $9,898,787
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,722,114 $8,837,531 $8,837,531 0.61 $8,784,607
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,703,753 $8,703,753 0.60 $8,668,888
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,354,725 $8,354,725 0.57 $8,330,125
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,044,380 $8,044,380 0.55 $8,016,186
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,029,558 $8,029,558 0.55 $8,006,121
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,590,886 $7,590,886 0.52 $7,561,720
Extended Stay America Trust 2025-ESH B 5.28019% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,582,393 $7,582,393 0.52 $7,553,792
HILT 2025-NVIL A 5.42319% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,444,219 $7,444,219 0.51 $7,415,235
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,225,734 $7,225,734 0.50 $7,181,457
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,207,852 $7,207,852 0.49 $7,165,713
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,909,072 $6,909,072 0.47 $6,869,678
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 $6,764,115 $6,764,115 0.46 $6,709,633
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,543,682 $6,543,682 0.45 $6,520,928
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 $6,485,118 $6,485,118 0.44 $6,459,056
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98019% 15-MAR-2042, 4.98%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,461,763 $6,461,763 0.44 $6,438,567
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,444,241 $6,444,241 0.44 $6,429,614
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,405,272 $6,405,272 0.44 $6,380,544
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,287,682 $6,287,682 0.43 $6,261,711
SMRT Commercial Mortgage Trust 2022-MINI D 5.63019% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,270,866 $6,270,866 0.43 $6,245,448
BLP Commercial Mortgage Trust 2024-IND2 A 5.02234% 15-MAR-2041, 5.02%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,263,108 $6,263,108 0.43 $6,240,487
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 $6,212,259 $6,212,259 0.43 $6,197,138
BX Trust 2025-TAIL D 6.13019% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,031,646 $6,031,646 0.41 $6,005,081
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 $6,025,205 $6,025,205 0.41 $6,015,936
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,004,790 $6,004,790 0.41 $5,988,890
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,057,721 $5,971,202 $5,971,202 0.41 $5,944,952
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,929,607 $5,929,607 0.41 $5,873,046
BX Trust 2024-CNYN D 6.37028% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,828,203 $5,828,203 0.40 $5,801,658
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,825,474 $5,807,250 $5,807,250 0.40 $5,781,060
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,783,238 $5,783,238 0.40 $5,671,663
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,584,483 $5,599,131 $5,599,131 0.38 $5,587,968
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,574,477 $5,574,477 0.38 $5,542,838
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,548,723 $5,548,723 0.38 $5,536,220
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 $5,527,230 $5,527,230 0.38 $5,515,295
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,440,341 $5,440,341 0.37 $5,417,899
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34728% 25-DEC-2041, 5.35%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,365,560 $5,365,560 0.37 $5,353,681
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 $5,359,382 $5,359,382 0.37 $5,353,631
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 $5,342,358 $5,342,358 0.37 $5,318,037
SWCH Commercial Mortgage Trust 2025-DATA E 7.02041% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,323,160 $5,323,160 0.36 $5,296,084
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,222,208 $5,320,902 $5,320,902 0.36 $5,306,661
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,217,085 $5,217,085 0.36 $5,177,229
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,210,004 $5,210,004 0.36 $5,193,972
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.20%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,204,646 $5,204,646 0.36 $5,193,454
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 $5,193,434 $5,193,434 0.36 $5,168,913
Extended Stay America Trust 2026-ESH2 D 5.92% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,182,937 $5,182,937 0.36 $5,182,937
Great Wolf Trust 2024-WOLF D 6.57019% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,153,079 $5,153,079 0.35 $5,128,865
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,072,999 $5,072,999 0.35 $5,036,252
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,070,187 $5,070,187 0.35 $4,987,347
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,030,187 $5,030,187 0.34 $5,014,532
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,018,106 $5,018,106 0.34 $5,000,433
BX Trust 2025-DIME E 6.68019% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,011,647 $5,011,647 0.34 $4,987,524
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,011,147 $5,011,147 0.34 $4,999,156
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,005,843 $5,005,843 0.34 $5,002,051
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $5,004,933 $5,004,933 0.34 $4,976,213
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,946,299 $4,991,462 $4,991,462 0.34 $4,962,071
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 $4,984,080 $4,984,080 0.34 $4,973,774
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,975,254 $4,975,254 0.34 $4,955,724
QTS Issuer ABS II LLC|6.729|01/05/2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 4,858,000 $4,923,379 $4,923,379 0.34 $4,918,839
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,921,038 $4,921,038 0.34 $4,892,838
SCG Commercial Mortgage Trust 2025-DLFN E 6.63019% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,910,386 $4,910,386 0.34 $4,886,903
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,871,264 $4,891,427 $4,891,427 0.34 $4,872,787
BX Commercial Mortgage Trust 2024-MF D 6.37001% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,867,257 $4,867,257 0.33 $4,845,056
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,761,923 $4,813,915 $4,813,915 0.33 $4,804,198
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,675,601 $4,777,831 $4,777,831 0.33 $4,748,397
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 $4,763,897 $4,763,897 0.33 $4,725,527
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,737,411 $4,737,411 0.32 $4,714,011
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,733,697 $4,733,697 0.32 $4,672,919
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,692,219 $4,715,708 $4,715,708 0.32 $4,703,258
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,658,828 $4,702,325 $4,702,325 0.32 $4,677,251
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,616,408 $4,616,408 0.32 $4,577,121
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,560,191 $4,560,191 0.31 $4,548,943
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 $4,549,760 $4,549,760 0.31 $4,533,890
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 $4,548,633 $4,548,633 0.31 $4,537,190
NRTH Commercial Mortgage Trust 2025-PARK B 5.32311% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,523,395 $4,523,395 0.31 $4,506,095
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 $4,478,617 $4,478,617 0.31 $4,467,241
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 $4,465,424 $4,465,424 0.31 $4,446,422
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - - 4,500,000 $4,461,754 $4,461,754 0.31 $4,450,606
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,438,655 $4,446,307 $4,446,307 0.30 $4,427,307
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,370,921 $4,394,900 $4,394,900 0.30 $4,367,559
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 $4,374,831 $4,374,831 0.30 $4,355,784
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,368,109 $4,368,109 0.30 $4,332,629
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.35%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,360,485 $4,360,485 0.30 $4,350,406
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31862% 15-MAY-2041, 7.32%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,344,852 $4,344,852 0.30 $4,322,007
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,294,003 $4,294,003 0.29 $4,267,930
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 $4,281,125 $4,281,125 0.29 $4,268,088
COMM 2024-WCL1 Mortgage Trust D 6.97% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,279,485 $4,279,485 0.29 $4,258,093
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,260,461 $4,260,461 0.29 $4,236,986
MTN Commercial Mortgage Trust 2022-LPFL A 5.0869% 15-MAR-2039, 5.09%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,254,252 $4,254,252 0.29 $4,238,675
BX Trust 2024-VLT4 E 6.569594% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,157,634 $4,157,634 0.28 $4,137,958
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,150,526 $4,150,526 0.28 $4,135,209
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,141,606 $4,141,606 0.28 $4,141,606
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 $4,080,795 $4,080,795 0.28 $4,077,604
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.80%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,062,628 $4,074,820 $4,074,820 0.28 $4,066,699
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 $4,059,238 $4,059,238 0.28 $4,047,764
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 $4,040,176 $4,040,176 0.28 $4,025,801
BLP Trust 2025-IND2 D 6.33019% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,026,287 $4,026,287 0.28 $4,007,999
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,026,214 $4,026,214 0.28 $4,011,686
BX Trust 2024-BRBK A 6.55983% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,023,056 $4,023,056 0.28 $4,004,152
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,959,649 $4,000,052 $4,000,052 0.27 $3,977,587
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,934,011 $3,979,758 $3,979,758 0.27 $3,956,458
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,869,426 $3,951,051 $3,951,051 0.27 $3,927,212
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 $3,941,880 $3,941,880 0.27 $3,914,314
FREMF 2023-K511 Mortgage Trust C 5.634355% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,796,883 $3,796,883 0.26 $3,772,467
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,784,424 $3,784,424 0.26 $3,775,400
BMP Commercial Mortgage Trust 2024-MF23 D 6.07068% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,772,951 $3,772,951 0.26 $3,756,509
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,690,477 $3,762,501 $3,762,501 0.26 $3,739,896
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,731,116 $3,750,710 $3,750,710 0.26 $3,730,512
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,739,149 $3,739,149 0.26 $3,729,193
Extended Stay America Trust 2025-ESH E 7.03019% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,720,785 $3,720,785 0.26 $3,702,126
Extended Stay America Trust 2025-ESH D 6.28019% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,720,244 $3,720,244 0.25 $3,703,576
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,649,953 $3,649,953 0.25 $3,642,093
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,576,960 $3,614,054 $3,614,054 0.25 $3,594,810
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,594,000 $3,597,399 $3,597,399 0.25 $3,594,272
DROP Mortgage Trust 2021-FILE A 4.945% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,593,525 $3,593,525 0.25 $3,580,491
BX Commercial Mortgage Trust 2024-XL5 D 6.36999% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,589,534 $3,589,534 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 $3,584,425 $3,584,425 0.25 $3,561,378
SCG Trust 2025-SNIP D 6.28019% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,538,470 $3,538,470 0.24 $3,522,595
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,458,408 $3,489,722 $3,489,722 0.24 $3,469,116
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,555,182 $3,480,169 $3,480,169 0.24 $3,470,807
BX Trust 2025-LUNR D 6.18019% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,417,727 $3,441,275 $3,441,275 0.24 $3,426,020
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.80%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,432,599 $3,432,599 0.24 $3,418,175
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,424,188 $3,424,188 0.23 $3,404,946
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,403,109 $3,403,109 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 $3,356,552 $3,356,552 0.23 $3,338,127
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,357,105 $3,345,508 $3,345,508 0.23 $3,332,844
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,307,861 $3,344,317 $3,344,317 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 $3,300,793 $3,300,793 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 $3,237,071 $3,237,071 0.22 $3,224,512
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,233,850 $3,233,850 0.22 $3,225,727
GS Mortgage-Backed Securities Trust 2026-CES1|5.771|05/25/2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - - 3,200,000 $3,231,124 $3,231,124 0.22 $3,211,118
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,225,451 $3,225,451 0.22 $3,205,252
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,222,932 $3,222,932 0.22 $3,213,262
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,212,469 $3,212,469 0.22 $3,205,188
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 $3,202,635 $3,202,635 0.22 $3,192,761
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,064,104 $3,189,855 $3,189,855 0.22 $3,166,396
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,181,608 $3,181,608 0.22 $3,165,351
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,173,775 $3,173,775 0.22 $3,159,591
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,148,529 $3,148,529 0.22 $3,140,584
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,131,804 $3,131,804 0.21 $3,114,463
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,737,500 $3,114,309 $3,114,309 0.21 $3,108,360
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,097,323 $3,097,323 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 $3,095,904 $3,095,904 0.21 $3,077,141
BX Trust 2024-BIO C 6.32019% 15-FEB-2041, 6.32%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,095,021 $3,095,021 0.21 $3,080,839
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,057,619 $3,077,125 $3,077,125 0.21 $3,055,697
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,071,386 $3,071,386 0.21 $3,062,646
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 $3,061,895 $3,061,895 0.21 $3,054,745
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,052,802 $3,052,802 0.21 $3,035,086
Connecticut Avenue Securities, Series 2021-R01 1B1 6.79728% 25-OCT-2041, 6.80%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,051,917 $3,051,917 0.21 $3,043,420
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,029,990 $3,029,990 0.21 $3,012,368
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,024,144 $3,024,144 0.21 $3,007,302
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 $3,001,960 $3,001,960 0.21 $2,995,914
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 $2,997,263 $2,997,263 0.21 $2,973,556
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,942,167 $2,992,387 $2,992,387 0.21 $2,985,620
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,992,059 $2,992,059 0.21 $2,985,353
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,973,931 $2,973,931 0.20 $2,962,504
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,951,185 $2,966,479 $2,966,479 0.20 $2,949,711
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,900,000 $2,919,959 $2,919,959 0.20 $2,903,892
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,907,909 $2,907,909 0.20 $2,897,199
SCG Commercial Mortgage Trust 2025-FLWR E 6.43019% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,890,580 $2,890,580 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 $2,885,185 $2,885,185 0.20 $2,869,915
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,881,349 $2,881,349 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 $2,876,857 $2,876,857 0.20 $2,872,660
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 $2,873,020 $2,873,020 0.20 $2,861,742
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,865,404 $2,865,404 0.20 $2,850,704
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 $2,812,182 $2,812,182 0.19 $2,792,989
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 $2,774,816 $2,774,816 0.19 $2,756,710
BX Trust 2025-ROIC E 6.62148% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,738,625 $2,742,640 $2,742,640 0.19 $2,729,543
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,724,871 $2,724,871 0.19 $2,712,873
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 $2,694,599 $2,694,599 0.18 $2,686,678
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,690,389 $2,690,389 0.18 $2,679,523
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,683,673 $2,683,673 0.18 $2,677,475
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69728% 25-OCT-2041, 9.70%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 2,590,000 $2,679,193 $2,679,193 0.18 $2,668,728
MHC Commercial Mortgage Trust 2021-MHC F 6.396442% 15-APR-2038, 6.40%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,672,287 $2,672,287 0.18 $2,660,001
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,621,401 $2,659,822 $2,659,822 0.18 $2,644,232
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,687,534 $2,636,501 $2,636,501 0.18 $2,632,581
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,584,426 $2,636,499 $2,636,499 0.18 $2,620,288
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,616,339 $2,631,831 $2,631,831 0.18 $2,626,056
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 $2,629,716 $2,629,716 0.18 $2,625,785
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,591,069 $2,629,172 $2,629,172 0.18 $2,613,444
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,618,143 $2,618,143 0.18 $2,607,897
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,607,811 $2,607,811 0.18 $2,594,651
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,529,553 $2,583,495 $2,583,495 0.18 $2,576,930
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 $2,580,244 $2,580,244 0.18 $2,556,577
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,571,984 $2,571,984 0.18 $2,563,367
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 $2,565,868 $2,565,868 0.18 $2,548,312
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,557,928 $2,557,928 0.18 $2,549,164
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 $2,554,123 $2,554,123 0.18 $2,544,071
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,547,953 $2,547,953 0.17 $2,538,578
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 $2,540,763 $2,540,763 0.17 $2,523,338
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 $2,540,434 $2,540,434 0.17 $2,529,828
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,534,411 $2,534,411 0.17 $2,515,091
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,537,278 $2,527,527 $2,527,527 0.17 $2,520,508
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,464,000 $2,519,957 $2,519,957 0.17 $2,503,346
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,515,842 $2,515,842 0.17 $2,511,029
MTN Commercial Mortgage Trust 2022-LPFL B 5.5856% 15-MAR-2039, 5.59%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,513,159 $2,513,159 0.17 $2,503,074
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,512,235 $2,512,235 0.17 $2,504,276
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,508,590 $2,508,590 0.17 $2,496,957
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,486,000 $2,506,648 $2,506,648 0.17 $2,493,419
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 $2,499,339 $2,499,339 0.17 $2,490,216
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 $2,489,440 $2,489,440 0.17 $2,484,640
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 $2,487,136 $2,487,136 0.17 $2,476,563
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,451,256 $2,451,256 0.17 $2,443,796
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 $2,435,522 $2,435,522 0.17 $2,426,287
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,414,937 $2,434,939 $2,434,939 0.17 $2,429,788
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,427,758 $2,427,758 0.17 $2,424,692
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,411,567 $2,425,807 $2,425,807 0.17 $2,412,368
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,413,565 $2,413,565 0.17 $2,396,464
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,432,301 $2,412,693 $2,412,693 0.17 $2,401,758
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 $2,409,578 $2,409,578 0.17 $2,397,796
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,387,739 $2,387,739 0.16 $2,383,973
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,369,675 $2,369,675 0.16 $2,358,678
ALA Trust 2025-OANA D 6.77172% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,357,361 $2,357,361 0.16 $2,345,951
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 $2,356,145 $2,356,145 0.16 $2,348,003
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,322,657 $2,345,103 $2,345,103 0.16 $2,332,228
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4132% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,342,256 $2,342,256 0.16 $2,331,447
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,319,375 $2,319,375 0.16 $2,312,619
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,293,115 $2,316,913 $2,316,913 0.16 $2,304,099
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 $2,309,836 $2,309,836 0.16 $2,308,216
Connecticut Avenue Securities, Series 2021-R03 1B1 6.44728% 25-DEC-2041, 6.45%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,291,131 $2,291,131 0.16 $2,285,087
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,246,671 $2,272,097 $2,272,097 0.16 $2,259,322
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,235,702 $2,270,844 $2,270,844 0.16 $2,258,129
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,264,859 $2,264,859 0.16 $2,254,547
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,258,978 $2,258,978 0.15 $2,250,407
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,229,751 $2,246,362 $2,246,362 0.15 $2,233,758
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.83555% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,226,013 $2,226,013 0.15 $2,223,778
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 $2,213,169 $2,213,169 0.15 $2,205,011
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,024,099 $2,212,771 $2,212,771 0.15 $2,201,641
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 $2,184,122 $2,184,122 0.15 $2,174,341
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.57%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,178,968 $2,178,968 0.15 $2,170,252
CONE Trust 2024-DFW1 A 5.32192% 15-AUG-2041, 5.32%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,175,579 $2,175,579 0.15 $2,167,257
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,122,874 $2,164,398 $2,164,398 0.15 $2,150,882
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 $2,142,136 $2,142,136 0.15 $2,139,841
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,174,633 $2,129,366 $2,129,366 0.15 $2,121,709
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,119,815 $2,119,815 0.15 $2,111,851
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,126,788 $2,095,057 $2,095,057 0.14 $2,091,955
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 $2,045,312 $2,045,312 0.14 $2,039,442
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,041,402 $2,041,402 0.14 $2,031,568
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,040,194 $2,040,194 0.14 $2,031,875
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 $2,033,490 $2,033,490 0.14 $2,027,470
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,027,667 $2,027,667 0.14 $2,007,331
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,027,369 $2,027,369 0.14 $2,007,412
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,027,358 $2,027,358 0.14 $2,015,528
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18019% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,019,754 $2,019,754 0.14 $2,010,827
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 $2,015,176 $2,015,176 0.14 $2,012,276
SMRT Commercial Mortgage Trust 2022-MINI F 7.03019% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,010,041 $2,010,041 0.14 $1,999,758
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 $2,006,283 $2,006,283 0.14 $2,000,499
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,004,246 $2,004,246 0.14 $2,000,979
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,925,969 $1,954,037 $1,954,037 0.13 $1,943,229
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,942,130 $1,952,012 $1,952,012 0.13 $1,944,945
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,947,561 $1,947,561 0.13 $1,940,349
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,943,676 $1,943,676 0.13 $1,934,746
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,937,404 $1,937,404 0.13 $1,927,067
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,933,033 $1,933,033 0.13 $1,924,828
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,909,138 $1,909,138 0.13 $1,904,700
BX Trust 2024-BRBK B 7.60679% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,870,063 $1,870,063 0.13 $1,859,903
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,802,912 $1,828,392 $1,828,392 0.13 $1,817,241
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 $1,826,795 $1,826,795 0.13 $1,822,146
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 $1,825,441 $1,825,441 0.13 $1,818,516
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 $1,824,003 $1,824,003 0.13 $1,819,990
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,812,163 $1,812,163 0.12 $1,802,832
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,792,345 $1,792,345 0.12 $1,790,021
Extended Stay America Trust 2025-ESH F 7.78019% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,787,445 $1,787,445 0.12 $1,777,611
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,774,255 $1,774,255 0.12 $1,767,766
BXHPP Trust 2021-FILM C 4.895% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,773,523 $1,773,523 0.12 $1,766,630
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,768,547 $1,768,547 0.12 $1,762,337
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 $1,755,667 $1,755,667 0.12 $1,742,252
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,753,123 $1,753,123 0.12 $1,749,434
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 $1,745,716 $1,745,716 0.12 $1,724,329
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 $1,743,144 $1,743,144 0.12 $1,730,880
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,673,278 $1,742,524 $1,742,524 0.12 $1,737,462
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,703,384 $1,738,511 $1,738,511 0.12 $1,727,974
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,706,276 $1,737,940 $1,737,940 0.12 $1,727,278
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,703,384 $1,732,862 $1,732,862 0.12 $1,721,956
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,731,142 $1,731,142 0.12 $1,727,161
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 $1,727,213 $1,727,213 0.12 $1,720,264
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,719,265 $1,719,265 0.12 $1,708,755
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,714,641 $1,714,641 0.12 $1,709,233
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,666,372 $1,666,372 0.11 $1,659,622
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 $1,663,492 $1,663,492 0.11 $1,649,702
FHLMC TBA 10yr 4% September Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - 1,738,000 $1,660,240 $1,660,240 0.11 $1,660,240
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,648,268 $1,658,840 $1,658,840 0.11 $1,650,672
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,629,874 $1,629,874 0.11 $1,622,217
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 $1,624,008 $1,624,008 0.11 $1,619,976
BX Commercial Mortgage Trust 2024-WPT D 6.36989% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,299 $1,585,299 0.11 $1,578,031
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 $1,579,063 $1,579,063 0.11 $1,565,447
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 $1,576,698 $1,576,698 0.11 $1,573,422
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,565,848 $1,565,848 0.11 $1,558,191
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,562,933 $1,562,933 0.11 $1,557,277
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 $1,538,045 $1,538,045 0.11 $1,517,285
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 $1,537,395 $1,537,395 0.11 $1,530,474
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 $1,534,732 $1,534,732 0.11 $1,527,576
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,529,646 $1,529,646 0.10 $1,524,479
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,522,759 $1,522,759 0.10 $1,511,325
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,521,595 $1,521,595 0.10 $1,514,742
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 $1,512,623 $1,512,623 0.10 $1,507,110
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 $1,511,763 $1,511,763 0.10 $1,503,586
JW Commercial Mortgage Trust 2024-MRCO C 6.07024% 15-JUN-2039, 6.07%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,511,442 $1,511,442 0.10 $1,504,866
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,510,749 $1,510,749 0.10 $1,502,104
Gracie Point International Funding, Series 2025-1 C 6.45735% 15-AUG-2028, 6.77%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,509,532 $1,509,532 0.10 $1,502,193
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 $1,507,735 $1,507,735 0.10 $1,500,777
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 $1,504,502 $1,504,502 0.10 $1,497,966
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 $1,500,706 $1,500,706 0.10 $1,500,469
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,488,960 $1,497,987 $1,497,987 0.10 $1,490,180
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 $1,496,763 $1,496,763 0.10 $1,492,579
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,458,765 $1,480,326 $1,480,326 0.10 $1,471,411
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,477,313 $1,477,313 0.10 $1,477,313
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,453,059 $1,471,481 $1,471,481 0.10 $1,463,378
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,424,945 $1,424,945 0.10 $1,421,383
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,461 $1,420,461 0.10 $1,415,577
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,395,594 $1,419,627 $1,419,627 0.10 $1,411,148
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,413,000 $1,418,682 $1,418,682 0.10 $1,416,889
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 $1,400,969 $1,400,969 0.10 $1,395,818
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,384,296 $1,384,296 0.09 $1,384,277
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 $1,372,117 $1,372,117 0.09 $1,366,702
VB-S1 Issuer LLC|5.193|03/15/2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - - 1,375,000 $1,366,997 $1,366,997 0.09 $1,366,997
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 $1,357,106 $1,357,106 0.09 $1,351,393
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,325,419 $1,342,950 $1,342,950 0.09 $1,335,084
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,269,000 $1,316,529 $1,316,529 0.09 $1,310,427
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 $1,308,663 $1,308,663 0.09 $1,306,816
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,280,888 $1,280,888 0.09 $1,275,833
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,240,037 $1,270,967 $1,270,967 0.09 $1,267,006
Great Wolf Trust 2024-WOLF C 6.07119% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,636 $1,269,636 0.09 $1,264,112
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,244,057 $1,264,503 $1,264,503 0.09 $1,257,088
COMM 2024-WCL1 Mortgage Trust C 6.57% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,257,877 $1,257,877 0.09 $1,251,946
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,241,923 $1,253,718 $1,253,718 0.09 $1,246,657
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 $1,227,910 $1,227,910 0.08 $1,222,542
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,155,226 $1,227,509 $1,227,509 0.08 $1,220,987
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,226,384 $1,226,384 0.08 $1,223,044
VB-S1 Issuer LLC|6.843|03/15/2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - - 1,203,000 $1,215,782 $1,215,782 0.08 $1,215,782
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,239,727 $1,198,314 $1,198,314 0.08 $1,194,285
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 $1,195,679 $1,195,679 0.08 $1,188,594
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 $1,193,872 $1,193,872 0.08 $1,187,059
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,189,341 $1,189,341 0.08 $1,184,985
MTN Commercial Mortgage Trust 2022-LPFL D 6.6328% 15-MAR-2039, 6.63%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,183,410 $1,183,410 0.08 $1,177,781
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 $1,180,457 $1,180,457 0.08 $1,174,480
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,165,000 $1,170,411 $1,170,411 0.08 $1,168,828
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,174,061 $1,169,648 $1,169,648 0.08 $1,168,613
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,143,931 $1,165,394 $1,165,394 0.08 $1,162,201
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,130,239 $1,130,239 0.08 $1,125,330
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,125,187 $1,127,338 $1,127,338 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 $1,121,591 $1,121,591 0.08 $1,116,432
BX Trust 2024-VLT4 D 6.120242% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,100,904 $1,100,904 0.08 $1,096,042
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,079,658 $1,099,363 $1,099,363 0.08 $1,093,037
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,090,080 $1,099,110 $1,099,110 0.08 $1,092,560
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,082,110 $1,089,604 $1,089,604 0.07 $1,083,983
BX Trust 2024-CNYN C 5.62135% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,883 $1,087,883 0.07 $1,083,491
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 $1,077,006 $1,077,006 0.07 $1,071,109
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,070,712 $1,070,712 0.07 $1,064,580
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,086,812 $1,070,416 $1,070,416 0.07 $1,065,412
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,057,755 $1,057,755 0.07 $1,055,473
LIFE 2021-BMR Mortgage Trust E 5.545% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,051,566 $1,051,566 0.07 $1,047,362
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,049,897 $1,049,897 0.07 $1,044,341
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,022,338 $1,030,730 $1,030,730 0.07 $1,025,310
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,831 $1,025,831 0.07 $1,020,087
MHC Commercial Mortgage Trust 2021-MHC G 6.996442% 15-APR-2038, 7.00%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,025,156 $1,025,156 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 $1,023,687 $1,023,687 0.07 $1,020,626
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 $1,022,240 $1,022,240 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 $1,019,188 $1,019,188 0.07 $1,012,271
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 $1,017,531 $1,017,531 0.07 $1,013,274
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 $1,013,946 $1,013,946 0.07 $1,011,550
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,011,178 $1,011,178 0.07 $1,007,019
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 $1,009,674 $1,009,674 0.07 $1,004,521
MTN Commercial Mortgage Trust 2022-LPFL F 8.975169% 15-MAR-2039, 8.98%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,008,778 $1,008,778 0.07 $1,002,296
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,004,160 $1,004,160 0.07 $999,032
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 936,581 $1,004,047 $1,004,047 0.07 $998,128
TVC Mortgage Trust 2026-RRTL1|6.34|04/25/2040, 6.34%, 04/25/40 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $1,001,045 $1,001,045 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 $1,000,870 $1,000,870 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 $992,750 $992,750 0.07 $982,466
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 986,286 $991,893 $991,893 0.07 $987,393
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 $967,449 $967,449 0.07 $963,164
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 940,946 $967,218 $967,218 0.07 $964,572
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 944,922 $966,541 $966,541 0.07 $960,647
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 956,013 $950,083 $950,083 0.07 $945,941
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 $924,303 $924,303 0.06 $921,325
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $921,642 $921,642 0.06 $916,692
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 $916,422 $916,422 0.06 $912,716
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $911,280 $911,280 0.06 $909,409
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 907,038 $908,791 $908,791 0.06 $907,016
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $899,495 $899,495 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $858,001 $858,001 0.06 $852,955
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 858,977 $848,224 $848,224 0.06 $846,972
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $843,602 $843,602 0.06 $841,771
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $823,566 $823,566 0.06 $820,843
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 $822,933 $822,933 0.06 $821,174
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 $806,873 $806,873 0.06 $800,353
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 $801,274 $801,274 0.05 $800,104
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 $791,741 $791,741 0.05 $789,860
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 $787,222 $787,222 0.05 $783,601
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $786,891 $786,891 0.05 $782,782
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 782,000 $785,595 $785,595 0.05 $784,581
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 767,513 $785,583 $785,583 0.05 $780,849
BXHPP Trust 2021-FILM A 4.445% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $782,454 $782,454 0.05 $779,822
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $782,346 $782,346 0.05 $777,871
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 770,918 $777,834 $777,834 0.05 $773,299
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 727,273 $762,297 $762,297 0.05 $758,192
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,148 $757,148 0.05 $753,523
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13707% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 708,570 $756,981 $756,981 0.05 $754,578
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 $750,070 $750,070 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 $744,972 $744,972 0.05 $743,019
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 739,806 $743,348 $743,348 0.05 $739,922
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 727,273 $738,459 $738,459 0.05 $735,719
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 $725,833 $725,833 0.05 $723,889
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $719,429 $719,429 0.05 $716,662
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,460 $716,460 0.05 $712,498
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 706,896 $711,640 $711,640 0.05 $710,078
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,891 $706,891 0.05 $705,363
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,534 $703,534 0.05 $700,185
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 689,163 $691,800 $691,800 0.05 $690,393
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $683,557 $683,557 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 $670,144 $670,144 0.05 $666,070
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 $623,172 $623,172 0.04 $619,556
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 605,764 $621,282 $621,282 0.04 $615,205
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 605,764 $619,014 $619,014 0.04 $614,380
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 $613,741 $613,741 0.04 $600,322
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 $602,754 $602,754 0.04 $599,870
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 595,276 $594,733 $594,733 0.04 $593,468
BX Commercial Mortgage Trust 2026-CSMO D 6.25% 15-FEB-2028, 6.10%, 02/15/42 BX 2026-CSMO 12433LAG0 - - 580,000 $580,451 $580,451 0.04 $580,451
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,169 $568,169 0.04 $566,297
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 557,652 $566,363 $566,363 0.04 $562,542
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 $565,573 $565,573 0.04 $563,883
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $548,440 $548,440 0.04 $544,838
Mello Warehouse Securitization Trust 2024-1 F 8.92259% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,180 $543,180 0.04 $541,165
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 534,853 $538,444 $538,444 0.04 $535,432
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $528,109 $528,109 0.04 $524,545
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $521,920 $521,920 0.04 $519,091
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 $518,330 $518,330 0.04 $517,677
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,396 $516,396 0.04 $514,104
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 $515,499 $515,499 0.04 $513,290
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 $514,453 $514,453 0.04 $512,376
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 $513,991 $513,991 0.04 $511,524
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $513,828 $513,828 0.04 $511,734
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,723 $513,723 0.04 $511,588
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $513,045 $513,045 0.04 $510,760
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 506,837 $512,741 $512,741 0.04 $510,118
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,938 $511,938 0.04 $509,910
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,910 $511,910 0.04 $509,896
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $509,200 $509,200 0.03 $504,716
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $507,697 $507,697 0.03 $500,114
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,524 $502,524 0.03 $500,132
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $500,378 $500,378 0.03 $497,549
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 $484,374 $484,374 0.03 $481,924
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 467,637 $470,534 $470,534 0.03 $469,511
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 $468,763 $468,763 0.03 $465,649
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 466,051 $463,510 $463,510 0.03 $461,715
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $461,797 $461,797 0.03 $459,141
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,704 $427,704 0.03 $425,501
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 416,028 $419,286 $419,286 0.03 $417,557
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,091 $410,091 0.03 $408,210
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 $393,850 $393,850 0.03 $391,732
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 $386,545 $386,545 0.03 $384,532
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $384,813 $384,813 0.03 $384,203
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13707% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 362,433 $381,217 $381,217 0.03 $380,140
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,898 $376,898 0.03 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $374,182 $374,182 0.03 $372,078
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 $367,342 $367,342 0.03 $364,367
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 $363,163 $363,163 0.02 $361,206
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 $335,957 $335,957 0.02 $335,479
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $334,346 $334,346 0.02 $333,255
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,560 $324,560 0.02 $323,604
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 $319,797 $319,797 0.02 $318,513
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,319 $319,319 0.02 $317,590
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 314,112 $317,168 $317,168 0.02 $315,735
BX Commercial Mortgage Trust 2024-MF C 5.62109% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,687 $311,687 0.02 $310,429
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 $305,049 $305,049 0.02 $302,863
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 $302,158 $302,158 0.02 $301,502
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $302,122 $302,122 0.02 $300,416
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $299,605 $299,605 0.02 $299,178
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.30%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $297,340 $297,340 0.02 $295,759
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 $290,897 $290,897 0.02 $288,442
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 287,277 $281,237 $281,237 0.02 $280,609
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 262,487 $266,653 $266,653 0.02 $265,386
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 $255,610 $255,610 0.02 $254,261
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 $255,207 $255,207 0.02 $253,895
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 $238,208 $238,208 0.02 $237,129
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 235,600 $237,723 $237,723 0.02 $236,060
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $235,687 $235,687 0.02 $234,263
BXHPP Trust 2021-FILM B 4.695% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,983 $232,983 0.02 $232,135
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $218,857 $218,857 0.01 $217,333
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 $215,327 $215,327 0.01 $214,320
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,703 $205,703 0.01 $204,386
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 197,273 $198,817 $198,817 0.01 $198,386
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 189,250 $191,222 $191,222 0.01 $190,684
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 $180,287 $180,287 0.01 $179,383
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,967 $159,967 0.01 $159,717
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 $153,485 $153,485 0.01 $152,929
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 184,707 $145,619 $145,619 0.01 $145,512
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 118,555 $122,235 $122,235 0.01 $120,933
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,506 $102,506 0.01 $102,329
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,509 $101,509 0.01 $101,336
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 96,588 $95,926 $95,926 0.01 $95,715
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,242 $94,242 0.01 $94,069
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 88,579 $89,295 $89,295 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 $73,861 $73,861 0.01 $73,717
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 $61,385 $61,385 0.00 $61,069
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 $49,574 $49,574 0.00 $49,376
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 $43,832 $43,832 0.00 $43,735
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 40,642 $40,560 $40,560 0.00 $40,392
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 35,451 $35,516 $35,516 0.00 $35,443
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 24,694 $24,932 $24,932 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 $18,226 $18,226 0.00 $18,162
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -226.00 $-25,354,375 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,690,562 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,851,781 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,995,062 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $504,720,572 $0 0.00 $0
US 10YR FUT OPTN Mar26Call 114.5 TYH6C TYH6 COMDTY $114.50 -263.00 $-29,505,312 $-4,109 0.00 $-4,109
US 5YR FUTR OPTN Mar26Put 108.25 FVH6P FVH6 COMDTY $108.25 -545.00 $59,490,156 $-4,258 0.00 $-4,258
US 10YR FUT OPTN Mar26P 111 111 TYH6P TYH6 COMDTY $111.00 -263.00 $29,505,312 $-8,219 0.00 $-8,219
US 5YR FUTR OPTN Mar26Call 110.5 FVH6C FVH6 COMDTY $110.50 -545.00 $-59,490,156 $-8,516 0.00 $-8,516
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,346,400 $-32,000 0.00 $-32,000
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,346,400 $-119,200 -0.01 $-119,200
FHLMC TBA 10yr 13% January Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -189,990,000 $-161,389,855 $-161,389,855 -11.06 $-161,389,855
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -168,928,250 $-173,099,088 $-173,099,088 -11.86 $-173,099,088
SEGREGATED CASH SEGCASH - $0.00 8,404,032 $8,404,032 $8,404,032 0.58 $8,404,032
US DOLLARS USD MD_142224 - - -380,725,153 $-380,725,153 $-380,725,153 -26.09 $-380,725,153
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,087,731 $87,677 0.01 $87,677
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $121,006,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,768,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,493,750 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,390,625 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,409,167 $-166,715 -0.01 $-166,715
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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