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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of March 10, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/13/26 FNCL 01F060642 - - 210,506,500 $215,266,052 $215,266,052 14.39 $215,266,052
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/13/26 FNCL 01F050643 - - 196,415,000 $195,746,796 $195,746,796 13.08 $195,746,796
GNMA II TBA 30yr 2.5% March Delivery, 2.50%, 03/19/26 G2SF 21H022630 - - 136,700,000 $119,008,013 $119,008,013 7.95 $119,008,013
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 1,383,590 $69,815,951 $69,815,951 4.67 $69,815,951
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/13/26 FNCL 01F062648 - - 60,613,000 $62,824,768 $62,824,768 4.20 $62,824,768
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/13/26 FNCL 01F052649 - - 30,738,000 $31,082,573 $31,082,573 2.08 $31,082,573
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.31721% 25-FEB-2045, 5.32%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,855,752 $16,855,752 1.13 $16,820,982
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.16721% 25-OCT-2041, 11.17%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 14,455,553 $15,052,028 $15,052,028 1.01 $14,944,981
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,840,169 $12,840,169 0.86 $12,771,098
Fannie Mae REMIC Trust 2025-12 FC 4.79728% 25-MAR-2055, 4.77%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,075,888 $12,185,814 $12,185,814 0.81 $12,160,228
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,136,475 $12,136,475 0.81 $12,002,400
ALA Trust 2025-OANA A 5.40263% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,135,445 $12,135,445 0.81 $12,092,030
AB BSL CLO 1 A2R2 5.20219% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,135,818 $11,135,818 0.74 $11,048,392
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.41721% 25-FEB-2042, 7.42%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 10,489,989 $10,762,169 $10,762,169 0.72 $10,731,911
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,299,960 $10,299,960 0.69 $10,253,145
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,030,028 $10,198,591 $10,198,591 0.68 $10,136,628
WB Commercial Mortgage Trust 2024-HQ A 5.540733% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,032,158 $10,032,158 0.67 $9,963,998
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.91721% 25-SEP-2041, 9.92%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 9,743,795 $10,022,237 $10,022,237 0.67 $9,984,658
BX Trust 2025-VLT7 E 7.40965% 15-JUL-2044, 7.41%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,006,124 $10,006,124 0.67 $9,956,894
Connecticut Avenue Securities Trust 2022-R06 1M2 7.51721% 25-MAY-2042, 7.52%, 05/25/42 CAS 2022-R06 20754NAK1 - - 9,350,000 $9,669,579 $9,669,579 0.65 $9,642,246
BX Trust 2024-FNX A 5.10195% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,265,467 $9,294,143 $9,294,143 0.62 $9,262,628
BX Commercial Mortgage Trust 2024-XL4 A 5.10168% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - - 9,140,257 $9,170,026 $9,170,026 0.61 $9,138,939
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,653,916 $8,653,916 0.58 $8,618,157
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,326,983 $8,326,983 0.56 $8,301,153
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - - 8,000,000 $8,077,453 $8,077,453 0.54 $8,016,555
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,974,113 $7,974,113 0.53 $7,949,114
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.66721% 25-DEC-2041, 10.67%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 7,258,276 $7,605,143 $7,605,143 0.51 $7,575,033
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,575,212 $7,575,212 0.51 $7,544,878
Extended Stay America Trust 2025-ESH B 5.25965% 15-OCT-2042, 5.26%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,531,901 $7,531,901 0.50 $7,505,602
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 7,403,850 $7,480,388 $7,480,388 0.50 $7,434,311
HILT 2025-NVIL A 5.40265% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,421,446 $7,421,446 0.50 $7,394,793
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,252,122 $7,252,122 0.48 $7,206,709
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - 7,185,500 $7,237,083 $7,237,083 0.48 $7,177,204
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - - 7,050,000 $7,154,424 $7,154,424 0.48 $7,111,206
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - - 6,852,000 $6,912,870 $6,912,870 0.46 $6,872,466
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95965% 15-MAR-2042, 4.96%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,449,056 $6,450,282 $6,450,282 0.43 $6,428,959
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,431,387 $6,431,387 0.43 $6,415,785
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,374,296 $6,399,214 $6,399,214 0.43 $6,376,475
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.46721% 25-NOV-2041, 11.47%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 6,000,000 $6,286,312 $6,286,312 0.42 $6,259,555
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 6,405,900 $6,258,988 $6,258,988 0.42 $6,253,448
SMRT Commercial Mortgage Trust 2022-MINI D 5.60965% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,258,568 $6,258,568 0.42 $6,235,193
BLP Commercial Mortgage Trust 2024-IND2 A 5.0018% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,236,454 $6,248,630 $6,248,630 0.42 $6,227,835
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03821% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 5,929,947 $6,100,720 $6,100,720 0.41 $6,086,796
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 6,057,846 $6,084,435 $6,084,435 0.41 $6,045,874
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,044,448 $6,044,448 0.40 $6,027,753
BX Trust 2025-TAIL D 6.111% 15-JUN-2035, 6.11%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,018,525 $6,018,525 0.40 $5,994,087
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - - 5,688,000 $5,989,455 $5,989,455 0.40 $5,941,088
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,022,003 $5,957,570 $5,957,570 0.40 $5,930,806
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,910,136 $5,910,136 0.40 $5,852,124
APLD ComputeCo LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 5,428,000 $5,808,990 $5,808,990 0.39 $5,654,179
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - - 5,660,000 $5,726,772 $5,726,772 0.38 $5,716,188
BX Trust 2024-CNYN D 6.34974% 15-APR-2041, 6.35%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,703,694 $5,718,143 $5,718,143 0.38 $5,693,998
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,769,160 $5,682,493 $5,682,493 0.38 $5,655,890
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,549,012 $5,549,012 0.37 $5,516,562
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.16721% 25-MAY-2045, 5.17%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,520,603 $5,520,603 0.37 $5,509,528
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,432,764 $5,432,764 0.36 $5,409,426
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 $5,376,215 $5,376,215 0.36 $5,344,994
Connecticut Avenue Securities, Series 2021-R03 1M2 5.31721% 25-DEC-2041, 5.32%, 12/25/41 CAS 2021-R03 20754AAB9 - - 5,331,472 $5,361,416 $5,361,416 0.36 $5,350,391
SWCH Commercial Mortgage Trust 2025-DATA E 6.99987% 15-FEB-2042, 7.00%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 5,340,000 $5,291,900 $5,291,900 0.35 $5,266,980
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,200,000 $5,261,113 $5,261,113 0.35 $5,242,035
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,147,877 $5,225,130 $5,225,130 0.35 $5,210,155
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,196,745 $5,196,745 0.35 $5,179,644
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.17%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,177,313 $5,177,313 0.35 $5,166,927
Extended Stay America Trust 2026-ESH2 D 5.90965% 15-FEB-2043, 5.91%, 02/15/43 ESA 2026-ESH2 30227WAG8 - - 5,152,000 $5,171,312 $5,171,312 0.35 $5,152,706
QTS Issuer ABS II, Series 2026-1 B_2601 6.729% 05-JAN-2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - - 5,091,000 $5,162,017 $5,162,017 0.35 $5,156,307
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,149,517 $5,149,517 0.34 $5,108,639
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.16721% 25-FEB-2042, 12.17%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - - 4,825,000 $5,146,129 $5,146,129 0.34 $5,123,299
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - - 5,058,000 $5,145,232 $5,145,232 0.34 $5,135,439
Great Wolf Trust 2024-WOLF D 6.54965% 15-MAR-2039, 6.55%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 5,103,000 $5,133,128 $5,133,128 0.34 $5,110,846
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 4,811,000 $5,110,611 $5,110,611 0.34 $4,998,254
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 5,047,753 $5,057,111 $5,057,111 0.34 $5,047,753
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.37%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,051,733 $5,051,733 0.34 $5,014,458
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,043,977 $5,043,977 0.34 $5,025,596
SCG Trust 2025-SNIP E 7.05965% 15-SEP-2042, 7.06%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - - 5,000,000 $5,037,318 $5,037,318 0.34 $5,013,786
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,037,132 $5,037,132 0.34 $5,026,488
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - - 5,000,000 $5,024,539 $5,024,539 0.34 $5,001,157
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 01/01/61 COOPR 2026-CES1 21689GAE8 - - 4,948,000 $4,996,428 $4,996,428 0.33 $4,966,971
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 $4,987,942 $4,987,942 0.33 $4,977,122
BX Trust 2025-DIME E 6.65965% 15-FEB-2035, 6.66%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $4,982,136 $4,982,136 0.33 $4,959,937
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $4,977,027 $4,977,027 0.33 $4,964,236
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - - 4,891,000 $4,943,639 $4,943,639 0.33 $4,923,328
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 4,866,319 $4,924,330 $4,924,330 0.33 $4,894,672
SCG Commercial Mortgage Trust 2025-DLFN E 6.60965% 15-MAR-2035, 6.61%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,913,886 $4,913,886 0.33 $4,892,276
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - - 4,882,000 $4,902,251 $4,902,251 0.33 $4,873,328
BX Commercial Mortgage Trust 2024-MF D 6.34947% 15-FEB-2039, 6.35%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,825,727 $4,843,111 $4,843,111 0.32 $4,822,684
Fannie Mae REMIC Trust 2025-9 FA 4.86721% 25-MAR-2055, 4.87%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,725,964 $4,777,953 $4,777,953 0.32 $4,767,730
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,741,014 $4,741,014 0.32 $4,717,014
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,681,485 $4,700,745 $4,700,745 0.31 $4,687,496
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,577,000 $4,696,139 $4,696,139 0.31 $4,677,595
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - - 4,682,298 $4,695,544 $4,695,544 0.31 $4,676,911
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 4,530,370 $4,604,370 $4,604,370 0.31 $4,575,118
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,578,370 $4,594,797 $4,594,797 0.31 $4,569,524
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,594,537 $4,594,537 0.31 $4,554,243
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - - 4,519,000 $4,544,712 $4,544,712 0.30 $4,518,326
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 $4,540,707 $4,540,707 0.30 $4,524,147
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,529,154 $4,529,154 0.30 $4,517,156
NRTH Commercial Mortgage Trust 2025-PARK B 5.30257% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,510,289 $4,510,289 0.30 $4,494,381
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 $4,473,795 $4,473,795 0.30 $4,462,090
Flash Compute LLC 7.25% 31-DEC-2030, 7.25%, 12/31/30 FLASHC 33853QAA9 - - 4,297,000 $4,440,455 $4,440,455 0.30 $4,378,149
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 4,412,163 $4,426,452 $4,426,452 0.30 $4,414,639
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28821% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,283,686 $4,403,331 $4,403,331 0.29 $4,392,856
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 $4,363,518 $4,363,518 0.29 $4,343,709
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,333,669 $4,355,558 $4,355,558 0.29 $4,327,756
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.446729% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 4,309,000 $4,346,906 $4,346,906 0.29 $4,312,733
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.32%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,343,162 $4,343,162 0.29 $4,334,392
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29808% 15-MAY-2041, 7.30%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 4,322,000 $4,330,476 $4,330,476 0.29 $4,309,448
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,278,110 $4,308,252 $4,308,252 0.29 $4,289,207
COMM 2024-WCL1 Mortgage Trust D 6.95% 17-JUN-2041, 6.95%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,274,648 $4,274,648 0.29 $4,254,960
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,257,765 $4,257,765 0.28 $4,231,023
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,250,740 $4,250,740 0.28 $4,236,446
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - - 4,229,000 $4,242,345 $4,242,345 0.28 $4,218,267
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,150,836 $4,193,335 $4,193,335 0.28 $4,179,687
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - - 4,079,000 $4,174,564 $4,174,564 0.28 $4,153,744
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,146,380 $4,146,380 0.28 $4,130,450
BX Trust 2024-VLT4 E 6.549054% 15-JUN-2041, 6.55%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,116,096 $4,116,096 0.28 $4,097,990
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 - - 4,000,000 $4,038,431 $4,038,431 0.27 $4,013,097
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.91721% 25-MAR-2042, 8.92%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,021,032 $4,021,032 0.27 $4,007,660
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $4,018,226 $4,018,226 0.27 $4,003,117
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 $4,012,406 $4,012,406 0.27 $3,989,428
BLP Trust 2025-IND2 D 6.30965% 15-DEC-2042, 6.31%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,012,236 $4,012,236 0.27 $3,995,410
DROP Mortgage Trust 2021-FILE B 5.474% 15-OCT-2043, 5.47%, 10/15/43 DROP 2021-FILE 26210YAG1 - - 4,128,000 $4,009,191 $4,009,191 0.27 $3,994,125
BX Trust 2024-BRBK A 6.53929% 15-OCT-2041, 6.54%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,006,654 $4,006,654 0.27 $3,989,240
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 3,855,488 $3,885,962 $3,885,962 0.26 $3,862,542
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 3,870,538 $3,879,502 $3,879,502 0.26 $3,867,792
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - 3,851,793 $3,873,698 $3,873,698 0.26 $3,851,285
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 3,715,309 $3,868,498 $3,868,498 0.26 $3,840,765
BX Commercial Mortgage Trust 2026-XL6 D 5.77% 15-MAR-2043, 5.77%, 03/15/43 BX 2026-XL6 12433NAG6 - - 3,854,000 $3,850,365 $3,850,365 0.26 $3,849,130
FREMF 2023-K511 Mortgage Trust C 5.634368% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,798,338 $3,798,338 0.25 $3,773,296
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 3,734,977 $3,792,072 $3,792,072 0.25 $3,768,471
Saluda Grade Alternative Mortgage Trust 2026-RTL7|5.749|03/25/2031, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - - 3,772,000 $3,785,428 $3,785,428 0.25 $3,761,334
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,779,269 $3,779,269 0.25 $3,769,643
BMP Commercial Mortgage Trust 2024-MF23 D 6.05014% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,760,288 $3,760,288 0.25 $3,745,162
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.77%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 3,733,721 $3,740,175 $3,740,175 0.25 $3,733,253
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,726,943 $3,726,943 0.25 $3,716,324
LEX Trust 2026-450 D 6.0% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - - 3,704,000 $3,713,271 $3,713,271 0.25 $3,704,011
Extended Stay America Trust 2025-ESH E 7.00965% 15-OCT-2042, 7.01%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,701,001 $3,701,001 0.25 $3,683,827
Extended Stay America Trust 2025-ESH D 6.25965% 15-OCT-2042, 6.26%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,699,230 $3,699,230 0.25 $3,683,894
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,630,706 $3,683,535 $3,683,535 0.25 $3,660,726
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,676,770 $3,676,770 0.25 $3,668,386
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,654,241 $3,657,123 $3,657,123 0.24 $3,636,834
DROP Mortgage Trust 2021-FILE A 4.924% 15-OCT-2043, 4.92%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,613,829 $3,613,829 0.24 $3,601,846
Connecticut Avenue Securities, Series 2021-R01 1B2 9.66721% 25-OCT-2041, 9.67%, 10/25/41 CAS 2021-R01 20754RAJ5 - - 3,511,000 $3,613,620 $3,613,620 0.24 $3,600,417
BX Commercial Mortgage Trust 2024-XL5 D 6.34945% 15-MAR-2041, 6.35%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,570,000 $3,582,878 $3,582,878 0.24 $3,567,766
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - - 3,625,000 $3,540,633 $3,540,633 0.24 $3,536,605
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,522,423 $3,539,302 $3,539,302 0.24 $3,519,866
Galaxy XXVI CLO Ltd., 5.83%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,492,042 $3,531,085 $3,531,085 0.24 $3,510,711
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.76721% 25-JAN-2042, 10.77%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 3,351,000 $3,528,606 $3,528,606 0.24 $3,514,575
SCG Trust 2025-SNIP D 6.25965% 15-SEP-2042, 6.26%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,519,690 $3,519,690 0.24 $3,505,084
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22373% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - - 3,506,881 $3,506,974 $3,506,974 0.23 $3,499,850
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 3,418,403 $3,454,770 $3,454,770 0.23 $3,431,908
PennyMac Financial Services, Inc. 6.75% 15-FEB-2034, 6.75%, 02/15/34 PFSI 70932MAH0 - - 3,500,000 $3,440,227 $3,440,227 0.23 $3,423,164
CSMC 2021-BHAR C 5.775% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,429,645 $3,429,645 0.23 $3,416,379
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - - 3,400,000 $3,419,568 $3,419,568 0.23 $3,399,833
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 3,350,912 $3,378,409 $3,378,409 0.23 $3,357,931
BX Trust 2025-LUNR D 6.15965% 15-JUN-2040, 6.16%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,362,294 $3,376,143 $3,376,143 0.23 $3,362,336
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - - 3,286,332 $3,302,739 $3,302,739 0.22 $3,284,043
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,086,895 $3,269,136 $3,269,136 0.22 $3,003,369
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,231,499 $3,231,499 0.22 $3,222,834
GS Mortgage-Backed Securities Trust 2026-CES1 M1 5.771% 25-MAY-2056, 5.77%, 05/25/56 GSMBS 2026-CES1 36277LAD5 - - 3,200,000 $3,229,385 $3,229,385 0.22 $3,208,866
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,227,289 $3,227,289 0.22 $3,210,382
Connecticut Avenue Securities Trust 2022-R01 1B2 9.66721% 25-DEC-2041, 9.67%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,220,547 $3,220,547 0.22 $3,208,861
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,220,496 $3,220,496 0.22 $3,210,342
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,215,833 $3,215,833 0.21 $3,194,826
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 $3,204,111 $3,204,111 0.21 $3,193,744
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,183,101 $3,182,948 $3,182,948 0.21 $3,170,341
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - - 3,250,000 $3,171,621 $3,171,621 0.21 $3,163,855
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - - 3,407,000 $3,164,119 $3,164,119 0.21 $3,158,583
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - - 3,140,000 $3,155,785 $3,155,785 0.21 $3,138,149
Connecticut Avenue Securities Trust 2022-R02 2B2 11.31721% 25-JAN-2042, 11.32%, 01/25/42 CAS 2022-R02 20754BAJ0 - - 3,000,000 $3,155,068 $3,155,068 0.21 $3,141,865
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,146,168 $3,146,168 0.21 $3,137,693
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,127,155 $3,127,155 0.21 $3,109,121
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,007,700 $3,126,089 $3,126,089 0.21 $3,102,472
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.46721% 25-JUL-2048, 5.47%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,172,883 $3,125,934 $3,125,934 0.21 $3,119,188
BX Trust 2024-BIO C 6.29965% 15-FEB-2041, 6.30%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,086,127 $3,086,127 0.21 $3,073,079
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,066,094 $3,066,094 0.20 $3,056,772
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 $3,059,911 $3,059,911 0.20 $3,052,285
Connecticut Avenue Securities, Series 2021-R01 1B1 6.76721% 25-OCT-2041, 6.77%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,044,458 $3,044,458 0.20 $3,036,562
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,028,149 $3,028,149 0.20 $3,009,978
GS Mortgage-Backed Securities Trust 2026-CES1 A3 5.422% 25-MAY-2056, 5.42%, 05/25/56 GSMBS 2026-CES1 36277LAC7 - - 3,000,000 $3,027,842 $3,027,842 0.20 $3,009,769
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 3,000,000 $3,020,979 $3,020,979 0.20 $3,013,727
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - - 3,000,000 $3,013,260 $3,013,260 0.20 $2,995,987
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 2,978,805 $2,994,397 $2,994,397 0.20 $2,972,986
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $2,992,094 $2,992,094 0.20 $2,984,940
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 2,958,325 $2,989,048 $2,989,048 0.20 $2,970,368
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 $2,988,422 $2,988,422 0.20 $2,964,107
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,977,227 $2,977,227 0.20 $2,965,507
Connecticut Avenue Securities Trust 2022-R04 1B2 13.16721% 25-MAR-2042, 13.17%, 03/25/42 CAS 2022-R04 20753YAL6 - - 2,724,099 $2,948,081 $2,948,081 0.20 $2,934,132
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 2,905,434 $2,907,676 $2,907,676 0.19 $2,890,744
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,883,177 $2,883,177 0.19 $2,835,661
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 2,834,785 $2,881,254 $2,881,254 0.19 $2,874,299
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,881,017 $2,881,017 0.19 $2,869,879
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - - 2,875,813 $2,877,487 $2,877,487 0.19 $2,861,146
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - - 2,834,000 $2,875,396 $2,875,396 0.19 $2,855,802
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,875,013 $2,875,013 0.19 $2,870,349
SCG Commercial Mortgage Trust 2025-FLWR E 6.40965% 15-AUG-2042, 6.41%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,868,590 $2,868,590 0.19 $2,856,339
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,834,163 $2,834,163 0.19 $2,818,875
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 $2,822,312 $2,822,312 0.19 $2,810,584
BX Trust 2026-CART D 5.55965% 15-FEB-2036, 5.56%, 02/15/36 BX 2026-CART 12433MAG8 - - 2,810,000 $2,820,247 $2,820,247 0.19 $2,811,127
Wells Fargo Commercial Mortgage Trust 2025-VTT D 5.764416% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,806,340 $2,806,340 0.19 $2,786,655
Great Wolf Trust 2024-WOLF G 9.09565% 15-MAR-2039, 9.10%, 03/15/39 GWT 2024-WOLF 39152MAN5 - - 2,750,000 $2,773,241 $2,773,241 0.19 $2,756,566
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 2,703,001 $2,761,087 $2,761,087 0.18 $2,745,935
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 2,733,141 $2,738,261 $2,738,261 0.18 $2,733,141
BX Trust 2025-ROIC E 6.60094% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,715,276 $2,715,242 $2,715,242 0.18 $2,703,293
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,710,835 $2,710,835 0.18 $2,698,357
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 $2,690,753 $2,690,753 0.18 $2,682,304
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - - 2,652,000 $2,686,189 $2,686,189 0.18 $2,674,889
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - - 2,665,000 $2,670,468 $2,670,468 0.18 $2,663,385
MHC Commercial Mortgage Trust 2021-MHC F 6.375442% 15-APR-2038, 6.38%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,668,196 $2,668,196 0.18 $2,656,890
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,682,257 $2,626,584 $2,626,584 0.18 $2,622,411
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,693,981 $2,622,376 $2,622,376 0.18 $2,618,185
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,601,890 $2,601,890 0.17 $2,591,235
BX Commercial Mortgage Trust 2026-CSMO D 6.10965% 15-FEB-2043, 6.12%, 02/15/43 BX 2026-CSMO 12433LAG0 - - 2,580,000 $2,593,582 $2,593,582 0.17 $2,585,252
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,570,830 $2,570,830 0.17 $2,561,638
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,542,035 $2,569,224 $2,569,224 0.17 $2,553,719
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,569,063 $2,569,063 0.17 $2,555,377
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 2,516,000 $2,568,528 $2,568,528 0.17 $2,544,255
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,551,235 $2,551,235 0.17 $2,542,033
Huntington Bank Auto Credit-Linked Notes Series 2026-1|8.173|02/20/2034, 8.17%, 02/20/34 HACLN 2026-1 44644NAY5 - - 2,550,000 $2,550,000 $2,550,000 0.17 $2,550,000
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,538,892 $2,538,892 0.17 $2,529,142
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,499,753 $2,536,740 $2,536,740 0.17 $2,520,659
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 5.811148% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,536,584 $2,536,584 0.17 $2,518,712
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 $2,534,613 $2,534,613 0.17 $2,523,547
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,498,181 $2,525,674 $2,525,674 0.17 $2,510,122
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.46%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,522,856 $2,522,856 0.17 $2,503,906
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - - 2,500,000 $2,519,138 $2,519,138 0.17 $2,516,029
WB Commercial Mortgage Trust 2024-HQ C 6.443089% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,519,071 $2,519,071 0.17 $2,499,256
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,508,186 $2,508,186 0.17 $2,502,686
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,507,144 $2,507,144 0.17 $2,497,885
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,459,711 $2,504,311 $2,504,311 0.17 $2,497,502
BX Commercial Mortgage Trust 2024-AIR2 D 6.45045% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,500,388 $2,500,388 0.17 $2,489,684
280 Park Avenue 2017-280P Mortgage Trust B 5.049% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,484,770 $2,484,770 0.17 $2,476,355
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,371,574 $2,481,061 $2,481,061 0.17 $2,463,640
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,478,895 $2,478,895 0.17 $2,473,775
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - - 2,465,266 $2,469,418 $2,469,418 0.17 $2,455,963
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 $2,464,531 $2,464,531 0.16 $2,454,077
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,454,245 $2,454,245 0.16 $2,446,411
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 $2,425,893 $2,425,893 0.16 $2,416,288
Connecticut Avenue Securities Trust 2023-R02 1M2 7.01721% 25-JAN-2043, 7.02%, 01/25/43 CAS 2023-R02 20755AAC6 - - 2,335,000 $2,424,980 $2,424,980 0.16 $2,418,608
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,412,287 $2,412,287 0.16 $2,408,880
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,407,651 $2,407,651 0.16 $2,390,112
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 2,411,056 $2,402,369 $2,402,369 0.16 $2,395,365
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,416,432 $2,402,229 $2,402,229 0.16 $2,391,087
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 $2,386,279 $2,386,279 0.16 $2,374,025
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,374,181 $2,376,998 $2,376,998 0.16 $2,363,428
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,362,097 $2,362,097 0.16 $2,350,660
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,352,370 $2,360,240 $2,360,240 0.16 $2,355,421
ALA Trust 2025-OANA D 6.75072% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,352,337 $2,352,337 0.16 $2,341,837
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - - 2,389,000 $2,350,485 $2,350,485 0.16 $2,341,582
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,326,945 $2,341,389 $2,341,389 0.16 $2,336,094
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3922% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,341,053 $2,341,053 0.16 $2,331,106
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,321,967 $2,321,967 0.16 $2,314,760
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 $2,303,625 $2,303,625 0.15 $2,291,962
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,268,970 $2,288,612 $2,288,612 0.15 $2,275,712
Connecticut Avenue Securities, Series 2021-R03 1B1 6.41721% 25-DEC-2041, 6.42%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,288,592 $2,288,592 0.15 $2,282,977
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.91154% 20-MAR-2033, 5.91%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,262,965 $2,260,013 $2,260,013 0.15 $2,252,953
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,259,660 $2,259,660 0.15 $2,250,870
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.835375% 27-SEP-2052, 0.84%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,250,784 $2,250,784 0.15 $2,248,531
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 2,250,000 $2,250,763 $2,250,763 0.15 $2,240,038
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,224,892 $2,240,236 $2,240,236 0.15 $2,227,485
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 $2,227,524 $2,227,524 0.15 $2,219,040
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - - 2,232,000 $2,227,432 $2,227,432 0.15 $2,220,326
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,203,376 $2,222,099 $2,222,099 0.15 $2,209,249
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,195,661 $2,220,845 $2,220,845 0.15 $2,208,037
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,178,211 $2,192,310 $2,192,310 0.15 $2,179,681
CONE Trust 2024-DFW1 A 5.30138% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,166,192 $2,166,192 0.14 $2,158,540
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,180,063 $2,155,885 $2,155,885 0.14 $2,145,953
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 $2,145,931 $2,145,931 0.14 $2,143,380
BX Commercial Mortgage Trust 2024-GPA3 C 5.55198% 15-DEC-2039, 5.55%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,115,569 $2,123,503 $2,123,503 0.14 $2,115,673
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,082,927 $2,115,973 $2,115,973 0.14 $2,102,372
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - - 2,101,000 $2,110,488 $2,110,488 0.14 $2,094,735
NMEF Funding 2026-A (North Mill Equipment Finance) E 6.73% 15-FEB-2034, 6.73%, 02/15/34 NMEF 2026-A 62919FAG1 - - 2,100,000 $2,109,756 $2,109,756 0.14 $2,101,512
SEB Funding LLC|6.665|01/30/2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - - 2,100,000 $2,102,501 $2,102,501 0.14 $2,101,335
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,155,072 $2,099,570 $2,099,570 0.14 $2,091,788
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,093,211 $2,093,211 0.14 $2,085,043
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,124,294 $2,089,726 $2,089,726 0.14 $2,086,421
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,037,329 $2,037,329 0.14 $2,027,102
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,027,996 $2,027,996 0.14 $2,019,343
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 $2,027,661 $2,027,661 0.14 $2,015,774
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.01721% 25-SEP-2041, 7.02%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,027,248 $2,027,248 0.14 $2,021,767
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - - 2,000,000 $2,020,865 $2,020,865 0.14 $2,009,076
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - - 2,000,000 $2,020,731 $2,020,731 0.14 $2,009,162
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,018,036 $2,018,036 0.13 $2,005,902
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 $2,017,319 $2,017,319 0.13 $2,009,403
SMRT Commercial Mortgage Trust 2022-MINI F 7.00965% 15-JAN-2039, 7.01%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,014,214 $2,014,214 0.13 $2,004,750
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15965% 15-DEC-2042, 6.16%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - - 2,000,000 $2,002,659 $2,002,659 0.13 $1,994,446
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,000,914 $2,000,914 0.13 $1,997,974
Vista Point Securitization Trust 2026-CES1|5.376|02/25/2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - - 2,000,000 $2,000,336 $2,000,336 0.13 $1,995,856
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 1,948,835 $1,976,232 $1,976,232 0.13 $1,970,172
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - - 1,889,000 $1,935,794 $1,935,794 0.13 $1,925,043
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,934,548 $1,934,548 0.13 $1,927,152
BX Commercial Mortgage Trust 2024-AIR2 C 5.90124% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,925,798 $1,925,798 0.13 $1,918,251
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 1,903,569 $1,924,040 $1,924,040 0.13 $1,913,084
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,907,236 $1,907,236 0.13 $1,902,502
BX Trust 2024-BRBK B 7.58625% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,860,309 $1,860,309 0.12 $1,850,947
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 $1,831,995 $1,831,995 0.12 $1,824,793
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 $1,828,131 $1,828,131 0.12 $1,821,769
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 $1,824,769 $1,824,769 0.12 $1,820,489
BX Trust 2021-BXMF G 7.123513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,812,073 $1,812,073 0.12 $1,803,484
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 1,799,403 $1,808,047 $1,808,047 0.12 $1,801,237
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - - 1,788,000 $1,798,299 $1,798,299 0.12 $1,788,769
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,766,422 $1,789,817 $1,789,817 0.12 $1,778,612
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,777,063 $1,777,063 0.12 $1,770,314
Extended Stay America Trust 2025-ESH F 7.75965% 15-OCT-2042, 7.76%, 10/15/42 ESA 2025-ESH 30227TAL4 - - 1,750,000 $1,764,188 $1,764,188 0.12 $1,755,136
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,762,487 $1,762,487 0.12 $1,756,029
BXHPP Trust 2021-FILM C 4.874% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,756,351 $1,756,351 0.12 $1,750,014
Gracie Point International Funding, Series 2024-1 B 6.29671% 01-MAR-2028, 5.83%, 03/01/28 GPIF 2024-1A 38410KAB5 - - - $1,751,440 $1,751,440 0.12 $0
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,744,852 $1,744,852 0.12 $1,740,636
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,727,747 $1,727,747 0.12 $1,723,500
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,689,183 $1,716,350 $1,716,350 0.11 $1,703,957
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 01/01/61 COOPR 2026-CES1 21689GAF5 - - 1,700,000 $1,713,425 $1,713,425 0.11 $1,702,645
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.41721% 25-JUN-2042, 10.42%, 06/25/42 STACR 2022-DNA5 35564KYW3 - - 1,596,344 $1,712,766 $1,712,766 0.11 $1,706,299
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - - 1,708,000 $1,711,501 $1,711,501 0.11 $1,705,642
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,640,925 $1,705,489 $1,705,489 0.11 $1,700,194
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,669,029 $1,702,461 $1,702,461 0.11 $1,691,872
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,669,029 $1,697,132 $1,697,132 0.11 $1,686,172
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,671,123 $1,693,618 $1,693,618 0.11 $1,682,908
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,660,317 $1,660,317 0.11 $1,653,297
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 $1,659,091 $1,659,091 0.11 $1,644,947
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,634,751 $1,634,751 0.11 $1,626,897
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,615,000 $1,631,263 $1,631,263 0.11 $1,618,637
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.01721% 25-DEC-2041, 6.02%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,619,178 $1,619,178 0.11 $1,615,434
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,594,203 $1,604,236 $1,604,236 0.11 $1,596,020
BX Commercial Mortgage Trust 2024-WPT D 6.34935% 15-APR-2041, 6.35%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,584,183 $1,584,183 0.11 $1,577,495
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,558,464 $1,558,464 0.10 $1,552,430
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 $1,534,982 $1,534,982 0.10 $1,527,784
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 $1,529,669 $1,529,669 0.10 $1,522,227
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,524,448 $1,524,448 0.10 $1,519,074
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,500,000 $1,517,828 $1,517,828 0.10 $1,510,678
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,520,588 $1,517,683 $1,517,683 0.10 $1,514,304
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,481,250 $1,517,356 $1,517,356 0.10 $1,511,920
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 $1,513,361 $1,513,361 0.10 $1,506,564
Gracie Point International Funding, Series 2025-1 C 6.40819% 15-AUG-2028, 6.55%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,513,117 $1,513,117 0.10 $1,506,567
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,507,882 $1,507,882 0.10 $1,499,015
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - - 1,500,000 $1,506,455 $1,506,455 0.10 $1,498,867
JW Commercial Mortgage Trust 2024-MRCO C 6.0497% 15-JUN-2039, 6.05%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,504,049 $1,504,049 0.10 $1,497,999
Credibly Asset Securitization II LLC|5.4|04/15/2029, 5.40%, 04/15/29 CRDBL 2026-1A 22530DAA2 - - 1,500,000 $1,500,023 $1,500,023 0.10 $1,499,798
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - 1,485,916 $1,489,976 $1,489,976 0.10 $1,481,668
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,486,448 $1,486,448 0.10 $1,486,448
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,473,988 $1,476,462 $1,476,462 0.10 $1,468,536
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.26154% 20-OCT-2032, 6.26%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,433,937 $1,441,902 $1,441,902 0.10 $1,437,163
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,414,599 $1,428,010 $1,428,010 0.10 $1,419,144
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,427,100 $1,427,100 0.10 $1,423,301
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,405,868 $1,418,193 $1,418,193 0.09 $1,410,152
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,416,474 $1,416,474 0.09 $1,411,264
Vista Point Securitization Trust 2026-CES1|5.226|02/25/2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - - 1,400,000 $1,397,326 $1,397,326 0.09 $1,394,277
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,394,023 $1,394,023 0.09 $1,394,003
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 $1,389,641 $1,389,641 0.09 $1,384,284
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,367,347 $1,386,488 $1,386,488 0.09 $1,377,968
JP Morgan Mortgage Trust Series 2026-ACES1|6.503|04/25/2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - - 1,378,456 $1,383,451 $1,383,451 0.09 $1,380,961
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - - 1,375,613 $1,378,427 $1,378,427 0.09 $1,375,323
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) D_2026_1 5.193% 15-MAR-2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - - 1,375,000 $1,377,385 $1,377,385 0.09 $1,371,633
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 1,335,905 $1,350,874 $1,350,874 0.09 $1,346,843
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 - - 1,570,396 $1,328,902 $1,328,902 0.09 $1,324,769
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,305,005 $1,312,318 $1,312,318 0.09 $1,306,601
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.81154% 20-MAY-2032, 6.81%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,290,752 $1,306,400 $1,306,400 0.09 $1,301,760
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,273,376 $1,285,353 $1,285,353 0.09 $1,277,602
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,279,449 $1,279,449 0.09 $1,274,191
Great Wolf Trust 2024-WOLF C 6.05065% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,266,425 $1,266,425 0.08 $1,261,342
COMM 2024-WCL1 Mortgage Trust C 6.55% 17-JUN-2041, 6.55%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,256,982 $1,256,982 0.08 $1,251,525
NMEF Funding 2026-A (North Mill Equipment Finance) D 5.22% 15-FEB-2034, 5.22%, 02/15/34 NMEF 2026-A 62919FAF3 - - 1,250,000 $1,251,907 $1,251,907 0.08 $1,248,101
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,226,620 $1,241,476 $1,241,476 0.08 $1,233,977
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,206,837 $1,236,452 $1,236,452 0.08 $1,232,404
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - - 1,203,000 $1,228,350 $1,228,350 0.08 $1,221,718
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - - 1,200,000 $1,223,961 $1,223,961 0.08 $1,220,398
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,218,408 $1,218,408 0.08 $1,213,373
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 $1,211,353 $1,211,353 0.08 $1,205,771
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,201,589 $1,208,060 $1,208,060 0.08 $1,201,053
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,134,874 $1,204,176 $1,204,176 0.08 $1,197,512
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 $1,201,524 $1,201,524 0.08 $1,195,308
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 $1,193,331 $1,193,331 0.08 $1,185,963
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,186,095 $1,186,095 0.08 $1,181,449
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,226,015 $1,184,982 $1,184,982 0.08 $1,180,895
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,182,438 $1,182,438 0.08 $1,177,266
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,138,931 $1,180,539 $1,180,539 0.08 $1,174,844
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - - 1,136,638 $1,143,318 $1,143,318 0.08 $1,140,573
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,124,880 $1,142,933 $1,142,933 0.08 $1,140,016
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,110,091 $1,135,163 $1,135,163 0.08 $1,128,422
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,100,912 $1,103,143 $1,103,143 0.07 $1,100,908
OBX 2026-HE1 Trust|5.45786|02/25/2056, 5.46%, 02/25/56 OBX 2026-HE1 67124BAE5 - - 1,100,000 $1,103,139 $1,103,139 0.07 $1,100,971
BX Trust 2024-VLT4 D 6.099702% 15-JUN-2041, 6.10%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,097,728 $1,097,728 0.07 $1,093,255
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,065,790 $1,078,563 $1,078,563 0.07 $1,073,423
BX Trust 2024-CNYN C 5.60081% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,069,443 $1,072,228 $1,072,228 0.07 $1,068,235
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,057,806 $1,071,892 $1,071,892 0.07 $1,065,536
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,079,076 $1,067,680 $1,067,680 0.07 $1,062,585
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,061,982 $1,061,982 0.07 $1,055,605
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,058,865 $1,060,547 $1,060,547 0.07 $1,054,905
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,130 $1,055,130 0.07 $1,053,012
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,050,703 $1,050,703 0.07 $1,044,926
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,012,501 $1,030,180 $1,030,180 0.07 $1,024,304
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,027,194 $1,027,194 0.07 $1,021,201
LIFE 2021-BMR Mortgage Trust E 5.524% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,025,132 $1,025,132 0.07 $1,021,265
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 $1,024,214 $1,024,214 0.07 $1,014,500
MHC Commercial Mortgage Trust 2021-MHC G 6.975442% 15-APR-2038, 6.98%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,023,945 $1,023,945 0.07 $1,019,201
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.31721% 25-NOV-2041, 7.32%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,020,823 $1,020,823 0.07 $1,017,977
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 $1,014,639 $1,014,639 0.07 $1,007,492
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 $1,011,141 $1,011,141 0.07 $1,005,782
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,009,826 $1,009,826 0.07 $1,007,271
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $1,008,639 $1,008,639 0.07 $1,004,342
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,007,412 $1,007,412 0.07 $1,001,448
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,003,493 $1,007,298 $1,007,298 0.07 $1,001,841
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - - 1,000,000 $1,003,613 $1,003,613 0.07 $1,000,795
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - - 1,000,000 $1,003,169 $1,003,169 0.07 $1,000,806
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 1,072,890 $1,000,454 $1,000,454 0.07 $999,360
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.16154% 20-MAR-2033, 7.16%, 03/21/33 HACLN 2025-1 446438TA1 - - 978,033 $986,396 $986,396 0.07 $982,699
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 916,797 $981,639 $981,639 0.07 $975,614
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 928,893 $947,579 $947,579 0.06 $941,636
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 923,145 $946,619 $946,619 0.06 $943,850
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 947,195 $940,786 $940,786 0.06 $936,576
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - - 921,000 $927,817 $927,817 0.06 $922,337
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $923,815 $923,815 0.06 $918,667
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 888,100 $920,602 $920,602 0.06 $917,833
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.66154% 20-OCT-2032, 7.66%, 10/20/32 HACLN 2024-2 44644NAK5 - - 912,045 $919,151 $919,151 0.06 $915,463
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.53169% 25-SEP-2048, 11.53%, 09/25/48 STACR 2018-DNA3 35563WBE3 - - 797,000 $917,195 $917,195 0.06 $913,621
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $910,714 $910,714 0.06 $908,718
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $899,853 $899,853 0.06 $890,526
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 899,913 $897,222 $897,222 0.06 $896,396
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - - 852,000 $857,704 $857,704 0.06 $852,529
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 847,558 $855,375 $855,375 0.06 $851,769
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 856,181 $844,615 $844,615 0.06 $843,284
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $843,190 $843,190 0.06 $841,237
Connecticut Avenue Securities Trust 2022-R07 1M2 8.31721% 25-JUN-2042, 8.32%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $817,959 $817,959 0.05 $815,427
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 $801,399 $801,399 0.05 $800,099
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - - 762,962 $789,116 $789,116 0.05 $765,602
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $783,497 $783,497 0.05 $779,223
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 794,725 $782,308 $782,308 0.05 $781,360
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - - 777,000 $781,613 $781,613 0.05 $777,023
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 735,840 $772,097 $772,097 0.05 $765,597
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 735,840 $761,521 $761,521 0.05 $756,801
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $755,914 $755,914 0.05 $752,144
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.46721% 25-JUN-2047, 5.47%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $752,992 $752,992 0.05 $751,391
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 712,121 $747,819 $747,819 0.05 $743,598
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.71721% 25-DEC-2031, 5.72%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 741,928 $747,329 $747,329 0.05 $745,680
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13821% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 698,978 $743,417 $743,417 0.05 $741,205
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.41721% 25-JUN-2047, 6.42%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $739,006 $739,006 0.05 $737,191
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 $726,641 $726,641 0.05 $724,600
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 712,121 $721,801 $721,801 0.05 $718,984
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $720,509 $720,509 0.05 $716,182
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,878 $716,878 0.05 $712,758
Connecticut Avenue Securities, Series 2021-R02 2B2 9.86721% 25-NOV-2041, 9.87%, 11/25/41 CAS 2021-R02 20754KAJ0 - - 683,000 $706,130 $706,130 0.05 $703,510
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $705,983 $705,983 0.05 $704,353
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 691,674 $693,995 $693,995 0.05 $692,365
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $684,173 $684,173 0.05 $668,167
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 681,701 $683,222 $683,222 0.05 $681,866
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 648,435 $651,643 $651,643 0.04 $648,520
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 638,270 $639,753 $639,753 0.04 $638,544
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 604,113 $619,367 $619,367 0.04 $615,462
Gracie Point International Funding, Series 2024-1 D 11.34671% 01-MAR-2028, 11.35%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - - $617,209 $617,209 0.04 $0
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 651,100 $615,031 $615,031 0.04 $614,084
OBX 2026-HE1 Trust|5.30786|02/25/2056, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - - 604,000 $605,338 $605,338 0.04 $604,180
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 587,684 $602,100 $602,100 0.04 $596,053
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 587,684 $599,699 $599,699 0.04 $595,089
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 575,738 $579,198 $579,198 0.04 $576,312
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $565,775 $565,775 0.04 $563,779
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $546,766 $546,766 0.04 $543,020
Mello Warehouse Securitization Trust 2024-1 F 8.92373% 25-OCT-2057, 8.92%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,456 $542,456 0.04 $540,575
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 534,737 $541,601 $541,601 0.04 $537,843
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 536,660 $539,482 $539,482 0.04 $536,936
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.26721% 25-DEC-2031, 7.27%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 524,702 $532,931 $532,931 0.04 $531,448
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $526,182 $526,182 0.04 $522,526
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - - 523,894 $526,123 $526,123 0.04 $523,145
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 285,483 $521,651 $521,651 0.03 $286,040
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,688 $520,688 0.03 $517,745
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 $514,093 $514,093 0.03 $511,796
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 $513,274 $513,274 0.03 $510,684
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 $513,058 $513,058 0.03 $512,372
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $512,654 $512,654 0.03 $510,247
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $512,598 $512,598 0.03 $510,421
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,415 $511,415 0.03 $509,306
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,814 $510,814 0.03 $508,438
Gracie Point International Funding, Series 2024-1 C 7.69671% 01-MAR-2028, 7.23%, 03/01/28 GPIF 2024-1A 38410KAC3 - - - $509,728 $509,728 0.03 $0
WB Commercial Mortgage Trust 2024-HQ D 7.476747% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $506,844 $506,844 0.03 $502,245
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.91154% 20-SEP-2033, 6.91%, 09/20/33 HACLN 2025-2 44644NAR0 - - 502,866 $505,104 $505,104 0.03 $503,269
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 500,876 $500,639 $500,639 0.03 $499,532
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.435862% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - - 500,000 $495,924 $495,924 0.03 $494,376
Connecticut Avenue Securities Trust 2022-R07 1B2 15.66721% 25-JUN-2042, 15.67%, 06/25/42 CAS 2022-R07 20754MAL1 - - 432,557 $491,111 $491,111 0.03 $488,475
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $460,566 $460,566 0.03 $457,804
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.91154% 20-MAY-2032, 8.91%, 05/20/32 HACLN 2024-1 44644NAD1 - - 446,799 $456,719 $456,719 0.03 $454,617
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 433,220 $447,108 $447,108 0.03 $444,013
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 444,282 $446,679 $446,679 0.03 $445,778
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 445,872 $446,490 $446,490 0.03 $444,688
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 440,813 $443,490 $443,490 0.03 $441,105
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,818 $427,818 0.03 $425,527
BXHPP Trust 2021-FILM A 4.424% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 437,000 $417,715 $417,715 0.03 $416,426
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,653 $409,653 0.03 $407,697
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 399,003 $403,231 $403,231 0.03 $401,490
BX Commercial Mortgage Trust 2026-CSMO C 5.65965% 15-FEB-2043, 5.67%, 02/15/43 BX 2026-CSMO 12433LAE5 - - 400,000 $401,207 $401,207 0.03 $400,011
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - - 383,000 $387,824 $387,824 0.03 $385,320
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 $385,632 $385,632 0.03 $383,519
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 380,861 $383,066 $383,066 0.03 $380,925
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $376,996 $376,996 0.03 $374,471
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13821% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 357,527 $375,057 $375,057 0.03 $374,064
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $372,537 $372,537 0.02 $370,380
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 333,027 $350,828 $350,828 0.02 $347,884
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 340,078 $349,369 $349,369 0.02 $347,424
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 - - 386,823 $334,405 $334,405 0.02 $333,906
Connecticut Avenue Securities Trust 2023-R05 1B1 8.41721% 25-JUN-2043, 8.42%, 06/25/43 CAS 2023-R05 207942AC7 - - 310,000 $333,902 $333,902 0.02 $332,888
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,041 $324,041 0.02 $323,021
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,096 $318,096 0.02 $316,298
BX Commercial Mortgage Trust 2024-MF C 5.60055% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,805 $310,805 0.02 $309,648
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 298,973 $308,431 $308,431 0.02 $307,137
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 $304,630 $304,630 0.02 $302,357
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 $302,180 $302,180 0.02 $301,480
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $302,177 $302,177 0.02 $300,427
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - - 298,000 $298,912 $298,912 0.02 $297,161
CSMC 2021-BHAR E 7.275% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $297,641 $297,641 0.02 $296,186
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 266,130 $278,539 $278,539 0.02 $276,088
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.21721% 25-FEB-2050, 5.22%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 285,000 $277,462 $277,462 0.02 $276,884
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 262,559 $264,742 $264,742 0.02 $263,496
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 258,913 $262,656 $262,656 0.02 $261,357
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 $254,967 $254,967 0.02 $253,564
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 $253,035 $253,035 0.02 $251,670
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - - 234,000 $235,468 $235,468 0.02 $234,008
BXHPP Trust 2021-FILM B 4.674% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,163 $234,163 0.02 $233,384
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 222,018 $226,424 $226,424 0.02 $225,356
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 223,710 $225,371 $225,371 0.02 $223,752
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $216,671 $216,671 0.01 $215,087
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 204,400 $207,193 $207,193 0.01 $206,189
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,615 $205,615 0.01 $204,246
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 201,670 $202,036 $202,036 0.01 $201,669
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 193,358 $194,969 $194,969 0.01 $193,358
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 193,025 $193,873 $193,873 0.01 $193,423
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - - 186,936 $189,733 $189,733 0.01 $189,237
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 166,306 $168,560 $168,560 0.01 $167,684
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,637 $159,637 0.01 $159,371
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 144,426 $148,225 $148,225 0.01 $147,665
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 181,809 $143,212 $143,212 0.01 $143,099
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 115,410 $118,751 $118,751 0.01 $117,451
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,968 $101,968 0.01 $101,779
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,972 $100,972 0.01 $100,788
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $94,390 $94,390 0.01 $94,204
Ginnie Mae REMIC Trust 2005-065 FA 3.93984% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - - 94,083 $93,494 $93,494 0.01 $93,279
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $74,056 $74,056 0.00 $73,901
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 71,786 $72,318 $72,318 0.00 $72,014
Westgate Resorts 2022-1 C 2.488% 20-AUG-2036, 2.49%, 08/20/36 WESTR 2022-1A 96034JAC0 - - 60,233 $59,986 $59,986 0.00 $59,944
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 - - 47,052 $47,559 $47,559 0.00 $47,305
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 43,944 $44,793 $44,793 0.00 $44,602
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.31721% 25-JAN-2034, 5.32%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 40,918 $41,173 $41,173 0.00 $41,089
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 33,278 $33,219 $33,219 0.00 $33,077
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 23,320 $23,547 $23,547 0.00 $23,480
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 20,587 $20,628 $20,628 0.00 $20,584
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,921,281 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $163,902,165 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,967,594 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,627,234 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 3,981 $829,758,588 $0 0.00 $0
ESH6 20Mar26 Call (AMERICAN PHYSICAL) 7325 ESH6C ESH6 INDEX $7,325.00 -64.00 $-21,719,200 $-480 0.00 $-480
GOLD FUT OPT(CMX) Apr26P 3660 3660 GCJ6P GCJ6 COMDTY $3,660.00 -35.00 $18,347,350 $-1,750 0.00 $-1,750
US 10YR FUT OPTN Apr26Call 114.75 TYJ6C TYM6 COMDTY $114.75 -65.00 $-7,309,453 $-3,047 0.00 $-3,047
US 5YR FUTR OPTN Apr26Call 110.75 FVJ6C FVM6 COMDTY $110.75 -235.00 $-25,660,899 $-7,344 0.00 $-7,344
GOLD FUT OPT(CMX) Apr26C 6600 6600 GCJ6C GCJ6 COMDTY $6,600.00 -35.00 $-18,347,350 $-7,350 0.00 $-7,350
US 10YR FUT OPTN Apr26P 112 112 TYJ6P TYM6 COMDTY $112.00 -65.00 $7,309,453 $-19,297 0.00 $-19,297
US 5YR FUTR OPTN Apr26P 109 109 FVJ6P FVM6 COMDTY $109.00 -235.00 $25,660,899 $-55,078 0.00 $-55,078
ESH6 20Mar26 Put (AMERICAN PHYSICAL) 6525 ESH6P ESH6 INDEX $6,525.00 -64.00 $21,719,200 $-116,800 -0.01 $-116,800
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/13/26 FNCL 01F022642 - - -189,990,000 $-161,924,107 $-161,924,107 -10.82 $-161,924,107
SEGREGATED CASH SEGCASH - $0.00 10,874,032 $10,874,032 $10,874,032 0.73 $10,874,032
US DOLLARS USD MD_142224 - - -453,660,564 $-453,660,564 $-453,660,564 -30.32 $-453,660,564
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,750,000 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,562,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,412,500 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,387,500 $0 0.00 $0
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $59,900,687 $-187,044 -0.01 $-187,044
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,103,523 $-472,358 -0.03 $-472,358
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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