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 6, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/12/26 FNCL 01F060634 - - 210,506,500 $215,670,224 $215,670,224 14.81 $215,670,224
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - 168,928,250 $173,163,281 $173,163,281 11.90 $173,163,281
FHLMC 10/1 Pool#1B1358 Var 01-Dec-2033, 2.50%, 02/19/26 G2SF 21H022622 - - 136,700,000 $118,522,864 $118,522,864 8.14 $118,522,864
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $70,092,669 $70,092,669 4.82 $70,092,669
FHLMC TBA 10yr 6% October Delivery, 5.00%, 03/12/26 FNCL 01F050635 - - 63,560,000 $63,515,699 $63,515,699 4.36 $63,515,699
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/12/26 FNCL 01F062630 - - 60,613,000 $62,895,079 $62,895,079 4.32 $62,895,079
UMBS TBA 30yr 5.5% March Delivery, 5.50%, 03/12/26 FNCL 01F052631 - - 30,738,000 $31,156,037 $31,156,037 2.14 $31,156,037
FHLMC TBA 10yr 3% October Delivery, 3.50%, 03/12/26 FNCL 01F032633 - - 30,930,000 $28,593,486 $28,593,486 1.96 $28,593,486
FHLMC TBA 10yr 5% September Delivery, 4.50%, 03/12/26 FNCL 01F042632 - - 25,880,000 $25,351,401 $25,351,401 1.74 $25,351,401
FHLMC TBA 10yr 2% September Delivery, 3.00%, 03/12/26 FNCL 01F030637 - - 25,640,000 $22,737,475 $22,737,475 1.56 $22,737,475
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.34728% 25-FEB-2045, 5.35%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,879,772 $16,879,772 1.16 $16,844,806
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19728% 25-OCT-2041, 11.20%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,154,130 $15,154,130 1.04 $15,046,914
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,882,587 $12,882,587 0.88 $12,816,970
Fannie Mae REMIC Trust 2025-12 FC 4.97419% 25-MAR-2055, 4.80%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,262,690 $12,376,996 $12,376,996 0.85 $12,354,118
ALA Trust 2025-OANA A 5.42363% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,186,843 $12,186,843 0.84 $12,141,444
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,121,560 $12,121,560 0.83 $12,038,400
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,515,981 $11,568,221 $11,568,221 0.79 $11,498,581
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,088,906 $11,088,906 0.76 $11,049,167
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44728% 25-FEB-2042, 7.45%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,801,157 $10,801,157 0.74 $10,770,776
BX Commercial Mortgage Trust 2024-XL4 A 5.12222% 15-FEB-2039, 5.12%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,656,571 $10,656,571 0.73 $10,618,817
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,236,485 $10,490,071 $10,490,071 0.72 $10,429,994
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,313,711 $10,313,711 0.71 $10,270,497
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,076,754 $10,076,754 0.69 $10,012,002
BX Trust 2025-VLT7 E 7.43019% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,003,479 $10,003,479 0.69 $9,952,056
BX Trust 2024-FNX A 5.12249% 15-NOV-2041, 5.12%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,934,359 $9,934,359 0.68 $9,899,167
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 8,722,114 $8,832,939 $8,832,939 0.61 $8,781,373
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,735,183 $8,735,183 0.60 $8,701,212
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,348,349 $8,348,349 0.57 $8,324,979
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,043,606 $8,043,606 0.55 $8,016,540
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,024,152 $8,024,152 0.55 $8,002,278
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,588,311 $7,588,311 0.52 $7,560,311
Extended Stay America Trust 2025-ESH B 5.28019% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,558,339 $7,558,339 0.52 $7,530,838
HILT 2025-NVIL A 5.42319% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,442,434 $7,442,434 0.51 $7,414,565
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,220,819 $7,220,819 0.50 $7,177,677
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,204,601 $7,204,601 0.49 $7,163,543
KRE Commercial Mortgage Trust 2025-AIP4 A 4.98019% 15-MAR-2042, 4.98%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,948,583 $6,948,583 0.48 $6,443,321
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,905,341 $6,905,341 0.47 $6,866,957
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 6,705,500 $6,762,844 $6,762,844 0.46 $6,709,759
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,541,594 $6,541,594 0.45 $6,519,750
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.94728% 25-SEP-2041, 9.95%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,484,078 $6,484,078 0.45 $6,459,753
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,444,193 $6,444,193 0.44 $6,430,541
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,401,522 $6,401,522 0.44 $6,377,745
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,286,423 $6,286,423 0.43 $6,260,799
SMRT Commercial Mortgage Trust 2022-MINI D 5.63019% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,270,637 $6,270,637 0.43 $6,246,197
BLP Commercial Mortgage Trust 2024-IND2 A 5.02234% 15-MAR-2041, 5.02%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,261,957 $6,261,957 0.43 $6,240,206
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03707% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,011,321 $6,218,393 $6,218,393 0.43 $6,204,280
BX Trust 2025-TAIL D 6.13019% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,033,525 $6,033,525 0.41 $6,007,982
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 B_261 5.561% 25-FEB-2056, 5.56%, 02/25/56 UNITK 2026-1A 49459AAC4 - - 6,000,000 $6,020,731 $6,020,731 0.41 $6,012,390
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,001,661 $6,001,661 0.41 $5,986,556
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,057,721 $5,965,666 $5,965,666 0.41 $5,940,089
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,928,390 $5,928,390 0.41 $5,873,279
BX Trust 2024-CNYN D 6.37028% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,827,794 $5,827,794 0.40 $5,802,270
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,825,474 $5,796,192 $5,796,192 0.40 $5,770,673
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,726,908 $5,726,908 0.39 $5,616,727
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,584,483 $5,598,331 $5,598,331 0.38 $5,587,913
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,571,552 $5,571,552 0.38 $5,540,724
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,549,662 $5,549,662 0.38 $5,537,992
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.19728% 25-MAY-2045, 5.20%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,525,422 $5,525,422 0.38 $5,514,284
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,435,157 $5,435,157 0.37 $5,413,613
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34728% 25-DEC-2041, 5.35%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,364,879 $5,364,879 0.37 $5,353,792
Sotheby's ArtFi Master Trust Series 2026-1 D 5.54% 20-JUN-2033, 5.54%, 06/20/33 ARTFI 2026-1A 83589DAE6 - - 5,339,000 $5,356,685 $5,356,685 0.37 $5,351,755
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49728% 25-NOV-2041, 11.50%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 5,076,923 $5,341,570 $5,341,570 0.37 $5,318,870
SWCH Commercial Mortgage Trust 2025-DATA E 7.02041% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,332,704 $5,332,704 0.37 $5,306,670
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,222,208 $5,322,648 $5,322,648 0.37 $5,309,356
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,219,338 $5,219,338 0.36 $5,180,504
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,208,713 $5,208,713 0.36 $5,193,749
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.20%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,204,271 $5,204,271 0.36 $5,193,825
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19728% 25-FEB-2042, 12.20%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,191,834 $5,191,834 0.36 $5,168,947
Extended Stay America Trust 2026-ESH2 D 5.92% 15-FEB-2043, 5.92%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,184,135 $5,184,135 0.36 $5,184,135
Great Wolf Trust 2024-WOLF D 6.57019% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,149,763 $5,149,763 0.35 $5,126,480
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,072,124 $5,072,124 0.35 $5,036,137
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,038,189 $5,038,189 0.35 $4,956,302
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,029,467 $5,029,467 0.35 $5,014,557
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,018,198 $5,018,198 0.34 $5,001,231
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,008,907 $5,008,907 0.34 $4,997,715
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,004,782 $5,004,782 0.34 $5,001,623
COOPR Residential Mortgage Trust 2026-CES1|5.358|01/01/2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $5,000,130 $5,000,130 0.34 $4,972,146
BX Trust 2025-DIME E 6.68019% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,000,049 $5,000,049 0.34 $4,976,854
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,946,299 $4,987,736 $4,987,736 0.34 $4,959,098
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 5,000,000 $4,983,370 $4,983,370 0.34 $4,973,579
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,973,740 $4,973,740 0.34 $4,954,992
QTS Issuer ABS II LLC|6.729|01/05/2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 4,858,000 $4,921,526 $4,921,526 0.34 $4,917,893
JP Morgan Mortgage Trust 2026-CES1|5.332|06/25/2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,915,730 $4,915,730 0.34 $4,888,253
SCG Commercial Mortgage Trust 2025-DLFN E 6.63019% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,914,277 $4,914,277 0.34 $4,891,698
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,871,264 $4,890,067 $4,890,067 0.34 $4,872,174
BX Commercial Mortgage Trust 2024-MF D 6.37001% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,868,949 $4,868,949 0.33 $4,847,602
Fannie Mae REMIC Trust 2025-9 FA 5.07419% 25-MAR-2055, 4.90%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,761,923 $4,814,439 $4,814,439 0.33 $4,805,370
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,675,601 $4,776,343 $4,776,343 0.33 $4,747,663
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 4,722,485 $4,763,584 $4,763,584 0.33 $4,726,198
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,735,012 $4,735,012 0.33 $4,712,212
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,729,561 $4,729,561 0.32 $4,669,497
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,692,219 $4,715,382 $4,715,382 0.32 $4,703,762
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,658,828 $4,700,696 $4,700,696 0.32 $4,676,266
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,613,375 $4,613,375 0.32 $4,575,095
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,558,404 $4,558,404 0.31 $4,547,905
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,559,056 $4,549,257 $4,549,257 0.31 $4,538,577
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 68237DAB9 - - 4,500,000 $4,548,417 $4,548,417 0.31 $4,533,237
NRTH Commercial Mortgage Trust 2025-PARK B 5.32311% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,529,315 $4,529,315 0.31 $4,512,680
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28707% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,342,469 $4,482,962 $4,482,962 0.31 $4,472,345
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69728% 25-DEC-2041, 10.70%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 4,263,254 $4,464,249 $4,464,249 0.31 $4,446,514
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - - 4,500,000 $4,460,309 $4,460,309 0.31 $4,449,718
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,438,655 $4,446,881 $4,446,881 0.31 $4,428,641
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,370,921 $4,394,164 $4,394,164 0.30 $4,367,524
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 4,333,000 $4,374,300 $4,374,300 0.30 $4,356,014
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.35%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,361,534 $4,361,534 0.30 $4,352,085
GWT Commercial Mortgage Trust 2024-WLF2 E 7.31862% 15-MAY-2041, 7.32%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,343,974 $4,343,974 0.30 $4,322,008
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,342,886 $4,342,886 0.30 $4,308,271
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,291,302 $4,291,302 0.29 $4,265,897
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,229,431 $4,281,014 $4,281,014 0.29 $4,268,845
COMM 2024-WCL1 Mortgage Trust D 6.97% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,278,957 $4,278,957 0.29 $4,258,388
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,254,637 $4,254,637 0.29 $4,231,764
MTN Commercial Mortgage Trust 2022-LPFL A 5.0869% 15-MAR-2039, 5.09%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,253,558 $4,253,558 0.29 $4,238,580
BX Trust 2024-VLT4 E 6.569594% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,159,480 $4,159,480 0.29 $4,140,561
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,148,155 $4,148,155 0.28 $4,133,450
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,129,972 $4,129,972 0.28 $4,129,972
United Auto Credit Securitization Trust 2026-1 D 5.65% 10-JUL-2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - - 4,067,000 $4,078,850 $4,078,850 0.28 $4,076,296
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.80%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 4,062,628 $4,075,860 $4,075,860 0.28 $4,068,281
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,045,588 $4,058,156 $4,058,156 0.28 $4,047,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94728% 25-MAR-2042, 8.95%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,039,361 $4,039,361 0.28 $4,025,944
BLP Trust 2025-IND2 D 6.33019% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,025,231 $4,025,231 0.28 $4,007,647
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,024,712 $4,024,712 0.28 $4,010,765
BX Trust 2024-BRBK A 6.55983% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,022,466 $4,022,466 0.28 $4,004,289
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,959,649 $3,995,615 $3,995,615 0.27 $3,973,726
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,934,011 $3,979,795 $3,979,795 0.27 $3,957,093
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,869,426 $3,946,406 $3,946,406 0.27 $3,923,178
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,787,629 $3,939,751 $3,939,751 0.27 $3,912,892
FREMF 2023-K511 Mortgage Trust C 5.634355% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,794,920 $3,794,920 0.26 $3,771,130
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,784,370 $3,784,370 0.26 $3,775,947
BMP Commercial Mortgage Trust 2024-MF23 D 6.07068% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,772,788 $3,772,788 0.26 $3,756,979
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,690,477 $3,761,104 $3,761,104 0.26 $3,739,078
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,731,116 $3,749,154 $3,749,154 0.26 $3,729,474
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,739,361 $3,739,361 0.26 $3,730,069
Extended Stay America Trust 2025-ESH E 7.03019% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,723,113 $3,723,113 0.26 $3,705,171
Extended Stay America Trust 2025-ESH D 6.28019% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,718,551 $3,718,551 0.26 $3,702,523
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,639,762 $3,639,762 0.25 $3,632,426
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,576,960 $3,612,769 $3,612,769 0.25 $3,594,019
Saluda Grade Alternative Mortgage Trust 2026-HB1|5.22134|04/25/2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,594,000 $3,596,809 $3,596,809 0.25 $3,594,203
DROP Mortgage Trust 2021-FILE A 4.945% 15-OCT-2043, 4.94%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,592,954 $3,592,954 0.25 $3,580,421
BX Commercial Mortgage Trust 2024-XL5 D 6.36999% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,588,903 $3,588,903 0.25 $3,573,110
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,534,463 $3,583,199 $3,583,199 0.25 $3,560,743
SCG Trust 2025-SNIP D 6.28019% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,538,556 $3,538,556 0.24 $3,523,291
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,458,408 $3,490,821 $3,490,821 0.24 $3,470,743
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,555,182 $3,485,341 $3,485,341 0.24 $3,476,291
BX Trust 2025-LUNR D 6.18019% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,417,727 $3,440,690 $3,440,690 0.24 $3,426,022
CSMC 2021-BHAR C 5.795% 15-NOV-2038, 5.80%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,432,200 $3,432,200 0.24 $3,418,331
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,419,983 $3,419,983 0.23 $3,401,234
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,402,301 $3,402,301 0.23 $3,391,000
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,321,752 $3,354,701 $3,354,701 0.23 $3,336,749
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,357,105 $3,344,277 $3,344,277 0.23 $3,332,247
Galaxy XXVI CLO Ltd., 5.68%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,307,861 $3,343,796 $3,343,796 0.23 $3,325,545
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49728% 25-JUL-2048, 5.50%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,293,267 $3,300,290 $3,300,290 0.23 $3,293,250
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69728% 25-DEC-2041, 9.70%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,236,995 $3,236,995 0.22 $3,225,273
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,231,919 $3,231,919 0.22 $3,224,337
GS Mortgage-Backed Securities Trust 2026-CES1|5.771|05/25/2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - - 3,200,000 $3,226,340 $3,226,340 0.22 $3,206,847
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,224,059 $3,224,059 0.22 $3,214,871
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,223,384 $3,223,384 0.22 $3,203,992
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,210,114 $3,210,114 0.22 $3,203,318
Amur Equipment Finance Receivables XV, Series 2025-1 D 5.68% 20-AUG-2032, 5.68%, 08/20/32 AXIS 2025-1A 03237FAE5 - - 3,129,000 $3,201,277 $3,201,277 0.22 $3,191,897
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,064,104 $3,188,860 $3,188,860 0.22 $3,166,003
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,179,744 $3,179,744 0.22 $3,164,138
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34728% 25-JAN-2042, 11.35%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,173,287 $3,173,287 0.22 $3,160,049
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,148,442 $3,148,442 0.22 $3,141,027
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,130,607 $3,130,607 0.22 $3,113,960
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,737,500 $3,111,840 $3,111,840 0.21 $3,106,288
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,096,716 $3,096,716 0.21 $3,070,000
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,047,608 $3,095,713 $3,095,713 0.21 $3,077,431
BX Trust 2024-BIO C 6.32019% 15-FEB-2041, 6.32%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,094,489 $3,094,489 0.21 $3,080,852
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,057,619 $3,076,955 $3,076,955 0.21 $3,056,076
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,071,298 $3,071,298 0.21 $3,063,141
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $3,060,697 $3,060,697 0.21 $3,054,023
Connecticut Avenue Securities, Series 2021-R01 1B1 6.79728% 25-OCT-2041, 6.80%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,051,320 $3,051,320 0.21 $3,043,390
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,050,785 $3,050,785 0.21 $3,033,523
GS Mortgage-Backed Securities Trust 2026-CES1|5.422|05/25/2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,027,340 $3,027,340 0.21 $3,010,170
JP Morgan Mortgage Trust 2026-CES1|5.182|06/25/2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,020,253 $3,020,253 0.21 $3,003,844
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,993,598 $3,002,768 $3,002,768 0.21 $2,997,125
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,997,225 $2,997,225 0.21 $2,974,125
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,942,167 $2,991,327 $2,991,327 0.21 $2,985,011
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,989,140 $2,989,140 0.21 $2,982,881
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,973,068 $2,973,068 0.20 $2,961,934
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,951,185 $2,965,702 $2,965,702 0.20 $2,949,363
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,900,000 $2,919,901 $2,919,901 0.20 $2,904,246
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,906,540 $2,906,540 0.20 $2,896,258
SCG Commercial Mortgage Trust 2025-FLWR E 6.43019% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,890,069 $2,890,069 0.20 $2,877,266
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,832,852 $2,885,184 $2,885,184 0.20 $2,870,525
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,879,522 $2,879,522 0.20 $2,835,661
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,875,045 $2,875,045 0.20 $2,871,314
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - - 2,854,000 $2,871,835 $2,871,835 0.20 $2,861,009
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,864,351 $2,864,351 0.20 $2,850,239
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,811,096 $2,811,096 0.19 $2,792,395
BX Trust 2026-CART|5.65|02/15/2028, 5.65%, 02/15/28 BX 2026-CART 12433MAG8 - - 2,810,000 $2,810,000 $2,810,000 0.19 $2,810,000
Great Wolf Trust 2024-WOLF G 9.11619% 15-MAR-2039, 9.12%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,774,121 $2,774,121 0.19 $2,756,712
BX Trust 2025-ROIC E 6.62148% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,738,625 $2,739,826 $2,739,826 0.19 $2,727,233
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,721,798 $2,721,798 0.19 $2,710,280
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 $2,694,403 $2,694,403 0.19 $2,687,010
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,688,176 $2,688,176 0.18 $2,677,744
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,680,409 $2,680,409 0.18 $2,674,654
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69728% 25-OCT-2041, 9.70%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 2,590,000 $2,678,812 $2,678,812 0.18 $2,669,045
MHC Commercial Mortgage Trust 2021-MHC F 6.396442% 15-APR-2038, 6.40%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,671,815 $2,671,815 0.18 $2,660,002
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,621,401 $2,658,848 $2,658,848 0.18 $2,643,658
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,584,426 $2,636,485 $2,636,485 0.18 $2,620,690
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,687,534 $2,635,620 $2,635,620 0.18 $2,631,962
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,616,339 $2,631,783 $2,631,783 0.18 $2,626,393
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,591,069 $2,629,170 $2,629,170 0.18 $2,613,846
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,695,114 $2,628,760 $2,628,760 0.18 $2,625,092
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,616,408 $2,616,408 0.18 $2,606,572
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,606,964 $2,606,964 0.18 $2,594,331
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,529,553 $2,582,665 $2,582,665 0.18 $2,576,538
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 2,516,000 $2,579,516 $2,579,516 0.18 $2,556,456
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,571,267 $2,571,267 0.18 $2,563,224
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,485,503 $2,565,153 $2,565,153 0.18 $2,548,300
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,557,041 $2,557,041 0.18 $2,548,716
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,552,925 $2,552,925 0.18 $2,543,275
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,545,877 $2,545,877 0.17 $2,536,877
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,540,027 $2,540,027 0.17 $2,523,049
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 2,500,000 $2,539,534 $2,539,534 0.17 $2,529,390
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,533,496 $2,533,496 0.17 $2,514,672
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,537,278 $2,525,675 $2,525,675 0.17 $2,519,007
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,464,000 $2,519,219 $2,519,219 0.17 $2,503,034
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,514,798 $2,514,798 0.17 $2,510,329
MTN Commercial Mortgage Trust 2022-LPFL B 5.5856% 15-MAR-2039, 5.59%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,512,841 $2,512,841 0.17 $2,503,143
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,511,886 $2,511,886 0.17 $2,504,306
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,486,000 $2,506,422 $2,506,422 0.17 $2,493,532
BX Commercial Mortgage Trust 2024-AIR2 D 6.47045% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,504,355 $2,504,355 0.17 $2,493,169
280 Park Avenue 2017-280P Mortgage Trust B 5.053% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,501,317 $2,501,317 0.17 $2,492,544
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79728% 25-JAN-2042, 10.80%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,486,526 $2,486,526 0.17 $2,476,658
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,480,754 $2,480,754 0.17 $2,476,274
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,450,275 $2,450,275 0.17 $2,443,188
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,435,858 $2,435,858 0.17 $2,433,133
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,414,937 $2,435,801 $2,435,801 0.17 $2,430,993
Westlake Automobile Receivables Trust Series 2025-P1 D 5.59% 15-JUL-2032, 5.59%, 07/15/32 WLAKE 2025-P1 96043LAG5 - - 2,379,000 $2,433,469 $2,433,469 0.17 $2,424,603
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,411,567 $2,424,897 $2,424,897 0.17 $2,411,803
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,411,782 $2,411,782 0.17 $2,395,120
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,432,301 $2,409,295 $2,409,295 0.17 $2,398,640
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 2,373,000 $2,407,802 $2,407,802 0.17 $2,396,491
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,389,120 $2,389,120 0.16 $2,385,696
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,368,829 $2,368,829 0.16 $2,358,272
ALA Trust 2025-OANA D 6.77172% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,357,812 $2,357,812 0.16 $2,346,841
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.953% 20-MAR-2033, 5.95%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,344,525 $2,354,972 $2,354,972 0.16 $2,347,218
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,322,657 $2,344,065 $2,344,065 0.16 $2,331,519
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4132% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,341,833 $2,341,833 0.16 $2,331,439
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,319,085 $2,319,085 0.16 $2,312,778
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,293,115 $2,314,771 $2,314,771 0.16 $2,302,286
United Auto Credit Securitization Trust 2026-1 C 5.06% 10-JUN-2031, 5.06%, 06/10/31 UACST 2026-1 90945FAC9 - - 2,305,000 $2,309,031 $2,309,031 0.16 $2,307,735
Connecticut Avenue Securities, Series 2021-R03 1B1 6.44728% 25-DEC-2041, 6.45%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,291,184 $2,291,184 0.16 $2,285,542
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,246,671 $2,271,060 $2,271,060 0.16 $2,258,612
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,235,702 $2,268,263 $2,268,263 0.16 $2,255,873
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,263,971 $2,263,971 0.16 $2,254,071
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,258,381 $2,258,381 0.16 $2,250,031
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,229,751 $2,245,360 $2,245,360 0.15 $2,233,078
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.83555% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,223,472 $2,223,472 0.15 $2,221,295
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19728% 25-MAR-2042, 13.20%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,024,099 $2,212,110 $2,212,110 0.15 $2,201,722
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,210,583 $2,210,583 0.15 $2,202,751
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,201,997 $2,180,811 $2,180,811 0.15 $2,171,281
BX Commercial Mortgage Trust 2024-GPA3 C 5.57198% 15-DEC-2039, 5.57%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,178,634 $2,178,634 0.15 $2,170,254
CONE Trust 2024-DFW1 A 5.32192% 15-AUG-2041, 5.32%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,175,509 $2,175,509 0.15 $2,167,508
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,122,874 $2,164,171 $2,164,171 0.15 $2,151,001
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 2,210,000 $2,149,806 $2,149,806 0.15 $2,147,766
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,174,633 $2,128,183 $2,128,183 0.15 $2,120,723
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,120,220 $2,120,220 0.15 $2,112,460
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,126,788 $2,094,368 $2,094,368 0.14 $2,091,473
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,013,717 $2,044,739 $2,044,739 0.14 $2,039,261
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,040,729 $2,040,729 0.14 $2,031,289
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,038,909 $2,038,909 0.14 $2,030,923
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.04728% 25-SEP-2041, 7.05%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,033,132 $2,033,132 0.14 $2,027,513
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,026,288 $2,026,288 0.14 $2,014,762
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,024,380 $2,024,380 0.14 $2,004,339
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,024,080 $2,024,080 0.14 $2,004,413
BOCA Commercial Mortgage Trust 2025-BOCA D 6.18019% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,019,414 $2,019,414 0.14 $2,010,831
Kinetic ABS Issuer, Secured Fiber Network Revenue Term Notes, Series 2026-1 A2_261 5.219% 25-FEB-2056, 5.22%, 02/25/56 UNITK 2026-1A 49459AAA8 - - 2,000,000 $2,012,355 $2,012,355 0.14 $2,009,745
SMRT Commercial Mortgage Trust 2022-MINI F 7.03019% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,009,575 $2,009,575 0.14 $1,999,688
Corporate One Auto Receivables Trust 2026-1 D 5.48% 15-JUL-2034, 5.48%, 07/15/34 COART 2026-1A 22004UAG8 - - 2,000,000 $2,005,364 $2,005,364 0.14 $1,999,884
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,003,662 $2,003,662 0.14 $2,000,722
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,925,969 $1,953,084 $1,953,084 0.13 $1,942,554
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,942,130 $1,951,622 $1,951,622 0.13 $1,944,838
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,943,319 $1,943,319 0.13 $1,934,746
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,935,800 $1,935,800 0.13 $1,925,877
BX Commercial Mortgage Trust 2024-AIR2 C 5.92124% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,931,022 $1,931,022 0.13 $1,923,132
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,908,501 $1,908,501 0.13 $1,904,359
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,887,585 $1,887,585 0.13 $1,880,559
BX Trust 2024-BRBK B 7.60679% 15-OCT-2041, 7.60%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,869,447 $1,869,447 0.13 $1,859,678
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,802,912 $1,827,680 $1,827,680 0.13 $1,816,816
Corporate One Auto Receivables Trust 2026-1 C 4.84% 15-APR-2031, 4.84%, 04/15/31 COART 2026-1A 22004UAF0 - - 1,820,000 $1,824,547 $1,824,547 0.13 $1,820,143
Exeter Select Automobile Receivables Trust 2025-3 D 5.54% 15-MAY-2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - - 1,800,000 $1,824,539 $1,824,539 0.13 $1,817,891
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,823,073 $1,823,073 0.13 $1,819,328
BX Trust 2021-BXMF G 7.144513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,811,782 $1,811,782 0.12 $1,802,810
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,791,816 $1,791,816 0.12 $1,789,724
Extended Stay America Trust 2025-ESH F 7.78019% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,774,977 $1,774,977 0.12 $1,765,522
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,773,635 $1,773,635 0.12 $1,767,405
BXHPP Trust 2021-FILM C 4.895% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,772,202 $1,772,202 0.12 $1,765,574
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,766,240 $1,766,240 0.12 $1,760,278
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,754,951 $1,754,951 0.12 $1,741,879
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,752,056 $1,752,056 0.12 $1,748,631
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 6.29%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,745,465 $1,745,465 0.12 $1,724,379
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,714,602 $1,742,257 $1,742,257 0.12 $1,730,306
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,673,278 $1,741,801 $1,741,801 0.12 $1,737,077
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,703,384 $1,737,732 $1,737,732 0.12 $1,727,465
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,706,276 $1,736,827 $1,736,827 0.12 $1,726,438
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,703,384 $1,732,570 $1,732,570 0.12 $1,721,944
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44728% 25-JUN-2042, 10.45%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,727,086 $1,727,086 0.12 $1,720,601
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,723,405 $1,723,405 0.12 $1,719,689
COOPR Residential Mortgage Trust 2026-CES1|5.707|01/01/2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,715,823 $1,715,823 0.12 $1,705,583
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,713,309 $1,713,309 0.12 $1,708,126
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,665,241 $1,665,241 0.11 $1,658,761
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 1,640,000 $1,663,436 $1,663,436 0.11 $1,649,999
FHLMC TBA 10yr 4% September Delivery, 4.00%, 03/12/26 FNCL 01F040636 - - 1,738,000 $1,660,320 $1,660,320 0.11 $1,660,320
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,648,268 $1,658,484 $1,658,484 0.11 $1,650,643
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,631,255 $1,631,255 0.11 $1,623,793
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04728% 25-DEC-2041, 6.05%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,624,006 $1,624,006 0.11 $1,620,243
BX Commercial Mortgage Trust 2024-WPT D 6.36989% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,021 $1,585,021 0.11 $1,578,032
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 1,571,125 $1,578,865 $1,578,865 0.11 $1,565,598
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,572,551 $1,576,180 $1,576,180 0.11 $1,573,122
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,564,778 $1,564,778 0.11 $1,557,505
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,564 $1,556,564 0.11 $1,551,285
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,485,000 $1,537,102 $1,537,102 0.11 $1,516,601
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,536,911 $1,536,911 0.11 $1,530,267
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - - 1,500,000 $1,533,631 $1,533,631 0.11 $1,526,761
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,529,907 $1,529,907 0.11 $1,524,947
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,522,127 $1,522,127 0.10 $1,510,987
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,521,386 $1,521,386 0.10 $1,514,832
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.303% 20-OCT-2032, 6.30%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,499,312 $1,511,923 $1,511,923 0.10 $1,506,673
JW Commercial Mortgage Trust 2024-MRCO C 6.07024% 15-JUN-2039, 6.07%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,511,192 $1,511,192 0.10 $1,504,869
Gracie Point International Funding, Series 2025-1 C 6.73385% 15-AUG-2028, 6.77%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,509,285 $1,509,285 0.10 $1,502,228
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,500,000 $1,509,115 $1,509,115 0.10 $1,501,148
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,507,872 $1,507,872 0.10 $1,499,449
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,507,475 $1,507,475 0.10 $1,500,795
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - - 1,500,000 $1,504,736 $1,504,736 0.10 $1,498,462
Upgrade Master Pass-Thru Trust Series 2026-ST1|5.691|03/15/2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - - 1,500,000 $1,501,406 $1,501,406 0.10 $1,501,169
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,488,960 $1,497,338 $1,497,338 0.10 $1,489,731
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 1,479,063 $1,496,230 $1,496,230 0.10 $1,492,325
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,458,765 $1,480,233 $1,480,233 0.10 $1,471,548
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,475,907 $1,475,907 0.10 $1,475,907
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,453,059 $1,470,941 $1,470,941 0.10 $1,463,046
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,423,964 $1,423,964 0.10 $1,420,640
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,207 $1,420,207 0.10 $1,415,648
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,395,594 $1,418,903 $1,418,903 0.10 $1,410,642
HOMES 2026-INV1 Trust|5.077|08/25/2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,413,000 $1,418,488 $1,418,488 0.10 $1,416,894
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,398,340 $1,398,340 0.10 $1,393,395
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,382,874 $1,382,874 0.09 $1,382,855
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.853% 20-MAY-2032, 6.85%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,354,737 $1,371,624 $1,371,624 0.09 $1,366,466
VB-S1 Issuer LLC|5.193|03/15/2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - - 1,375,000 $1,367,158 $1,367,158 0.09 $1,367,158
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,356,312 $1,357,263 $1,357,263 0.09 $1,351,778
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,325,419 $1,342,972 $1,342,972 0.09 $1,335,308
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,269,000 $1,315,930 $1,315,930 0.09 $1,310,072
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,574,021 $1,307,240 $1,307,240 0.09 $1,305,466
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,279,690 $1,279,690 0.09 $1,274,837
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,240,037 $1,270,460 $1,270,460 0.09 $1,266,697
Great Wolf Trust 2024-WOLF C 6.07119% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,415 $1,269,415 0.09 $1,264,102
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,244,057 $1,264,013 $1,264,013 0.09 $1,256,788
COMM 2024-WCL1 Mortgage Trust C 6.57% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,258,999 $1,258,999 0.09 $1,253,296
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,241,923 $1,253,486 $1,253,486 0.09 $1,246,605
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,227,499 $1,227,499 0.08 $1,222,346
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,155,226 $1,226,543 $1,226,543 0.08 $1,220,282
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,226,029 $1,226,029 0.08 $1,222,912
VB-S1 Issuer LLC|6.843|03/15/2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - - 1,203,000 $1,212,022 $1,212,022 0.08 $1,212,022
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,239,727 $1,197,661 $1,197,661 0.08 $1,193,735
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,195,195 $1,195,195 0.08 $1,188,394
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,166,840 $1,193,553 $1,193,553 0.08 $1,187,012
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,189,148 $1,189,148 0.08 $1,185,082
MTN Commercial Mortgage Trust 2022-LPFL D 6.6328% 15-MAR-2039, 6.63%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,183,227 $1,183,227 0.08 $1,177,815
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - - 1,172,000 $1,180,081 $1,180,081 0.08 $1,174,344
FIGRE Trust 2026-HE1|5.434|01/25/2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,165,000 $1,171,151 $1,171,151 0.08 $1,169,744
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,174,061 $1,169,502 $1,169,502 0.08 $1,168,508
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,143,931 $1,165,390 $1,165,390 0.08 $1,162,411
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,129,317 $1,129,317 0.08 $1,124,534
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,125,187 $1,127,195 $1,127,195 0.08 $1,125,183
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,112,403 $1,121,654 $1,121,654 0.08 $1,116,701
BX Trust 2024-VLT4 D 6.120242% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,100,649 $1,100,649 0.08 $1,095,973
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,079,658 $1,099,735 $1,099,735 0.08 $1,093,572
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,090,080 $1,099,318 $1,099,318 0.08 $1,092,937
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,082,110 $1,089,286 $1,089,286 0.07 $1,083,809
BX Trust 2024-CNYN C 5.62135% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,087,552 $1,087,552 0.07 $1,083,329
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,086,812 $1,081,162 $1,081,162 0.07 $1,076,286
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,056,783 $1,076,528 $1,076,528 0.07 $1,070,867
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,070,008 $1,070,008 0.07 $1,064,121
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,057,096 $1,057,096 0.07 $1,054,965
LIFE 2021-BMR Mortgage Trust E 5.545% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,051,324 $1,051,324 0.07 $1,047,281
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,049,417 $1,049,417 0.07 $1,044,083
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,022,338 $1,030,568 $1,030,568 0.07 $1,025,287
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,782 $1,025,782 0.07 $1,020,288
MHC Commercial Mortgage Trust 2021-MHC G 6.996442% 15-APR-2038, 7.00%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,958 $1,024,958 0.07 $1,020,003
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.34728% 25-NOV-2041, 7.35%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,023,555 $1,023,555 0.07 $1,020,697
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - - 1,000,000 $1,021,867 $1,021,867 0.07 $1,012,900
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 $1,018,882 $1,018,882 0.07 $1,012,196
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.203% 20-MAR-2033, 7.20%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,013,282 $1,017,328 $1,017,328 0.07 $1,013,273
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,013,824 $1,013,824 0.07 $1,011,587
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,009,344 $1,009,344 0.07 $1,005,324
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - - 1,000,000 $1,008,953 $1,008,953 0.07 $1,004,006
MTN Commercial Mortgage Trust 2022-LPFL F 8.975169% 15-MAR-2039, 8.98%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,008,518 $1,008,518 0.07 $1,002,286
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,003,583 $1,003,583 0.07 $998,524
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 936,581 $1,003,368 $1,003,368 0.07 $997,686
TVC Mortgage Trust 2026-RRTL1|6.34|04/25/2040, 6.34%, 04/25/40 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $1,000,869 $1,000,869 0.07 $999,988
TVC Mortgage Trust 2026-RRTL1|5.315|04/25/2040, 5.32%, 04/25/40 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $1,000,722 $1,000,722 0.07 $999,984
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 982,500 $992,615 $992,615 0.07 $982,453
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 986,286 $991,769 $991,769 0.07 $987,449
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 944,922 $969,130 $969,130 0.07 $963,386
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.703% 20-OCT-2032, 7.70%, 10/20/32 HACLN 2024-2 44644NAK5 - - 953,626 $967,264 $967,264 0.07 $963,183
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 940,946 $966,896 $966,896 0.07 $964,427
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 956,013 $949,642 $949,642 0.07 $945,606
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $924,381 $924,381 0.06 $921,602
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $921,504 $921,504 0.06 $916,752
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 905,879 $916,267 $916,267 0.06 $912,710
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $910,971 $910,971 0.06 $909,224
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 907,038 $908,683 $908,683 0.06 $907,026
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $899,136 $899,136 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $857,464 $857,464 0.06 $852,549
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 858,977 $847,964 $847,964 0.06 $846,795
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $843,373 $843,373 0.06 $841,664
Connecticut Avenue Securities Trust 2022-R07 1M2 8.34728% 25-JUN-2042, 8.35%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $823,471 $823,471 0.06 $820,929
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.15%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 820,490 $822,837 $822,837 0.06 $821,195
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $807,912 $807,912 0.06 $806,872
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 767,513 $806,634 $806,634 0.06 $800,376
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74728% 25-DEC-2031, 5.75%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 785,726 $791,630 $791,630 0.05 $789,874
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 796,800 $787,134 $787,134 0.05 $783,558
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $786,473 $786,473 0.05 $782,528
FIGRE Trust 2026-HE1|5.183|01/25/2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 782,000 $786,101 $786,101 0.05 $785,200
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 767,513 $785,368 $785,368 0.05 $780,824
BXHPP Trust 2021-FILM A 4.445% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $782,199 $782,199 0.05 $779,668
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $781,859 $781,859 0.05 $777,499
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 770,918 $776,897 $776,897 0.05 $772,513
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 727,273 $762,037 $762,037 0.05 $758,137
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13707% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 708,570 $757,645 $757,645 0.05 $755,402
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,029 $757,029 0.05 $753,549
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49728% 25-JUN-2047, 5.50%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $749,952 $749,952 0.05 $748,300
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44728% 25-JUN-2047, 6.45%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $744,848 $744,848 0.05 $743,025
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 739,806 $743,271 $743,271 0.05 $739,982
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 727,273 $738,236 $738,236 0.05 $735,633
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $726,326 $726,326 0.05 $724,480
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $718,743 $718,743 0.05 $716,026
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,369 $716,369 0.05 $712,566
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 706,896 $711,580 $711,580 0.05 $710,123
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,678 $706,678 0.05 $705,252
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,470 $703,470 0.05 $700,254
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 689,163 $691,712 $691,712 0.05 $690,399
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $682,942 $682,942 0.05 $668,167
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 655,510 $670,028 $670,028 0.05 $666,116
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 652,800 $622,880 $622,880 0.04 $619,309
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 605,764 $621,179 $621,179 0.04 $615,258
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 605,764 $618,732 $618,732 0.04 $614,217
Gracie Point International Funding, Series 2024-1 D 11.34671% 01-MAR-2028, 11.34%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $613,602 $613,602 0.04 $600,371
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 598,373 $602,487 $602,487 0.04 $599,718
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 595,276 $594,593 $594,593 0.04 $593,379
BX Commercial Mortgage Trust 2026-CSMO D 6.25% 15-FEB-2028, 6.10%, 02/15/42 BX 2026-CSMO 12433LAG0 - - 580,000 $580,000 $580,000 0.04 $580,000
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,989 $567,989 0.04 $566,242
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 557,652 $566,198 $566,198 0.04 $562,475
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29728% 25-DEC-2031, 7.30%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 555,676 $565,487 $565,487 0.04 $563,910
Mello Warehouse Securitization Trust 2024-1 F 8.92259% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,042 $543,042 0.04 $541,161
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $539,888 $539,888 0.04 $536,430
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 534,853 $538,210 $538,210 0.04 $535,274
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,857 $527,857 0.04 $524,384
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $521,654 $521,654 0.04 $518,938
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,820 $516,820 0.04 $514,643
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $516,787 $516,787 0.04 $516,167
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $515,347 $515,347 0.04 $513,227
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.953% 20-SEP-2033, 6.95%, 09/20/33 HACLN 2025-2 44644NAR0 - - 512,002 $514,355 $514,355 0.04 $512,377
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $513,797 $513,797 0.04 $511,454
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $513,667 $513,667 0.04 $511,657
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,543 $513,543 0.04 $511,493
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 506,837 $512,670 $512,670 0.04 $510,166
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,551 $512,551 0.04 $510,357
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,720 $511,720 0.04 $509,773
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,709 $511,709 0.04 $509,775
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $509,131 $509,131 0.03 $504,762
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.69%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $507,608 $507,608 0.03 $500,132
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,457 $502,457 0.03 $500,160
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69728% 25-JUN-2042, 15.70%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $500,299 $500,299 0.03 $497,659
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.953% 20-MAY-2032, 8.95%, 05/20/32 HACLN 2024-1 44644NAD1 - - 468,947 $484,288 $484,288 0.03 $481,956
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 467,637 $470,540 $470,540 0.03 $469,586
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 453,288 $468,548 $468,548 0.03 $465,559
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 466,051 $463,263 $463,263 0.03 $461,558
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $461,678 $461,678 0.03 $459,128
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,512 $427,512 0.03 $425,397
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 416,028 $419,163 $419,163 0.03 $417,520
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,985 $409,985 0.03 $408,180
BX Commercial Mortgage Trust 2026-CSMO C 5.8% 15-FEB-2028, 5.65%, 02/15/42 BX 2026-CSMO 12433LAE5 - - 400,000 $400,000 $400,000 0.03 $400,000
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 391,654 $393,806 $393,806 0.03 $391,773
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $386,406 $386,406 0.03 $384,494
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $384,556 $384,556 0.03 $384,007
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13707% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 362,433 $381,576 $381,576 0.03 $380,570
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,801 $376,801 0.03 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $374,002 $374,002 0.03 $371,952
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 350,052 $367,242 $367,242 0.03 $364,386
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 355,831 $363,176 $363,176 0.02 $361,298
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 388,794 $335,670 $335,670 0.02 $335,216
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44728% 25-JUN-2043, 8.45%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $334,343 $334,343 0.02 $333,325
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,541 $324,541 0.02 $323,649
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 309,789 $319,735 $319,735 0.02 $318,506
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,277 $319,277 0.02 $317,617
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 314,112 $317,132 $317,132 0.02 $315,756
BX Commercial Mortgage Trust 2024-MF C 5.62109% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,707 $311,707 0.02 $310,497
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $304,953 $304,953 0.02 $302,855
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 300,000 $302,059 $302,059 0.02 $301,446
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $301,976 $301,976 0.02 $300,314
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $299,485 $299,485 0.02 $299,100
CSMC 2021-BHAR E 7.295% 15-NOV-2038, 7.30%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $297,265 $297,265 0.02 $295,745
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 277,244 $290,731 $290,731 0.02 $288,375
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24728% 25-FEB-2050, 5.25%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 287,277 $281,613 $281,613 0.02 $281,027
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 262,487 $266,587 $266,587 0.02 $265,371
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $255,560 $255,560 0.02 $254,265
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $251,275 $251,275 0.02 $250,015
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 233,368 $238,047 $238,047 0.02 $237,010
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 235,600 $237,705 $237,705 0.02 $236,085
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $235,539 $235,539 0.02 $234,152
BXHPP Trust 2021-FILM B 4.695% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,770 $232,770 0.02 $231,955
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $218,793 $218,793 0.02 $217,330
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 213,198 $215,338 $215,338 0.01 $214,372
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,910 $204,910 0.01 $203,646
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 197,273 $198,794 $198,794 0.01 $198,391
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 189,250 $191,190 $191,190 0.01 $190,688
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 178,454 $180,275 $180,275 0.01 $179,408
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,827 $159,827 0.01 $159,593
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 149,651 $153,423 $153,423 0.01 $152,892
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 184,707 $145,461 $145,461 0.01 $145,361
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 118,555 $122,218 $122,218 0.01 $120,949
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,419 $102,419 0.01 $102,254
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,431 $101,431 0.01 $101,270
Ginnie Mae REMIC Trust 2005-065 FA 3.99838% 20-AUG-2035, 3.94%, 08/20/35 GNR 2005-65 38374LL25 - - 96,588 $95,923 $95,923 0.01 $95,722
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,178 $94,178 0.01 $94,015
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 88,579 $89,281 $89,281 0.01 $88,934
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $73,719 $73,719 0.01 $73,583
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 60,679 $61,371 $61,371 0.00 $61,068
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 48,653 $49,573 $49,573 0.00 $49,388
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34728% 25-JAN-2034, 5.35%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 43,572 $43,847 $43,847 0.00 $43,757
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 40,642 $40,552 $40,552 0.00 $40,388
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 35,451 $35,511 $35,511 0.00 $35,441
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 24,694 $24,928 $24,928 0.00 $24,866
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 18,137 $18,227 $18,227 0.00 $18,167
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - - $12,836 $12,836 0.00 $0
US 10YR NOTE (CBT)Mar26 MAR 26 TYH6 FUTURES_USD - -226.00 $-25,336,719 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -294.00 $-33,667,594 $0 0.00 $0
US ULTRA BOND CBT Mar26 MAR 26 WNH6 FUTURES_USD - -109.00 $-12,838,156 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - 2,419 $504,569,384 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - 1,594 $173,895,438 $0 0.00 $0
US 10YR FUT OPTN Mar26Call 114.5 TYH6C TYH6 COMDTY $114.50 -263.00 $-29,484,766 $-8,219 0.00 $-8,219
US 10YR FUT OPTN Mar26P 111 111 TYH6P TYH6 COMDTY $111.00 -263.00 $29,484,766 $-8,219 0.00 $-8,219
US 5YR FUTR OPTN Mar26Put 108.25 FVH6P FVH6 COMDTY $108.25 -545.00 $59,456,094 $-8,516 0.00 $-8,516
US 5YR FUTR OPTN Mar26Call 110.5 FVH6C FVH6 COMDTY $110.50 -545.00 $-59,456,094 $-12,774 0.00 $-12,774
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-22,248,800 $-30,560 0.00 $-30,560
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $22,248,800 $-144,800 -0.01 $-144,800
FHLMC TBA 10yr 13% January Delivery, 2.50%, 03/12/26 FNCL 01F022634 - - -189,990,000 $-161,400,495 $-161,400,495 -11.09 $-161,400,495
FHLMC TBA 10yr 8% February Delivery, 6.00%, 02/12/26 FNCL 01F060626 - - -168,928,250 $-173,163,281 $-173,163,281 -11.90 $-173,163,281
SEGREGATED CASH SEGCASH - $0.00 7,834,032 $7,834,032 $7,834,032 0.54 $7,834,032
US DOLLARS USD MD_142224 - - -383,470,277 $-383,470,277 $-383,470,277 -26.34 $-383,470,277
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,076,041 $75,986 0.01 $75,986
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,750,000 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,390,625 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,987,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,487,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,381,381 $-194,500 -0.01 $-194,500
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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