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 June 23, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 196,415,000 $192,439,364 $192,439,364 12.69 $192,439,364
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 166,562,609 $169,752,283 $169,752,283 11.20 $169,752,283
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 136,700,000 $116,573,932 $116,573,932 7.68 $116,573,932
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 87,887,783 $89,358,146 $89,358,146 5.89 $89,358,146
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 60,613,000 $62,653,840 $62,653,840 4.13 $62,653,840
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 30,738,000 $30,762,590 $30,762,590 2.03 $30,762,590
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.2621% 25-FEB-2045, 5.26%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,949,531 $16,949,531 1.12 $16,878,255
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,707,157 $16,707,157 1.10 $16,550,068
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6121% 25-OCT-2041, 9.61%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,126,000 $15,464,900 $15,464,900 1.02 $15,347,778
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1121% 25-OCT-2041, 11.11%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,910,035 $14,910,035 0.98 $14,736,368
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 12,941,000 $13,396,269 $13,396,269 0.88 $13,103,434
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6121% 25-DEC-2041, 10.61%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 12,008,276 $12,433,739 $12,433,739 0.82 $12,331,085
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,333,976 $12,333,976 0.81 $12,021,600
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1121% 25-FEB-2042, 12.11%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,663,969 $12,308,096 $12,308,096 0.81 $12,194,291
ALA Trust 2025-OANA A 5.36863% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,100,638 $12,100,638 0.80 $12,084,460
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.4121% 25-NOV-2041, 11.41%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 10,790,945 $11,166,921 $11,166,921 0.74 $11,067,719
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,134,698 $11,134,698 0.73 $11,023,409
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $10,715,702 $10,715,702 0.71 $10,698,518
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,115,018 $10,115,018 0.67 $10,091,085
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,099,979 $10,099,979 0.67 $10,011,316
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,078,218 $10,078,218 0.66 $10,062,012
BX Trust 2025-VLT7 E 7.37539% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,912,425 $9,912,425 0.65 $9,894,050
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,628,278 $9,628,278 0.63 $9,572,074
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.3621% 25-FEB-2042, 7.36%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,557,921 $9,557,921 0.63 $9,502,494
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,206,979 $9,269,725 $9,269,725 0.61 $9,194,361
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 8,783,000 $9,019,360 $9,019,360 0.59 $8,949,938
BX Commercial Mortgage Trust 2024-XL4 A 5.06742% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 8,560,069 $8,574,599 $8,574,599 0.57 $8,563,754
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,194,400 $8,194,400 0.54 $8,015,089
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.8621% 25-SEP-2041, 9.86%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $8,017,942 $8,017,942 0.53 $7,955,467
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,893,011 $7,893,011 0.52 $7,849,262
BX Trust 2024-FNX A 5.06769% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,601,395 $7,620,661 $7,620,661 0.50 $7,611,031
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,522,873 $7,522,873 0.50 $7,512,373
HILT 2025-NVIL A 5.36839% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,431,793 $7,431,793 0.49 $7,421,861
Extended Stay America Trust 2025-ESH B 5.22539% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,248,617 $7,248,617 0.48 $7,239,181
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,074,734 $7,074,734 0.47 $7,048,622
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,070,984 $7,070,984 0.47 $7,012,891
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 7,000,429 $6,966,312 $6,966,312 0.46 $6,955,164
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,788,330 $6,788,330 0.45 $6,734,794
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,697,092 $6,742,062 $6,742,062 0.44 $6,686,838
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,730,610 $6,730,610 0.44 $6,696,440
Great Wolf Trust 2024-WOLF D 6.51539% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,648,565 $6,648,565 0.44 $6,637,810
Connecticut Avenue Securities, Series 2021-R03 1B2 9.1121% 25-DEC-2041, 9.11%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,609,513 $6,609,513 0.44 $6,605,868
PNW Trust 2026-ARTE A 5.33665% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,492,970 $6,492,970 0.43 $6,484,298
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92539% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,449,089 $6,449,089 0.42 $6,441,148
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,442,720 $6,442,720 0.42 $6,414,440
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,403,211 $6,403,211 0.42 $6,394,739
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,326,377 $6,326,377 0.42 $6,316,290
MLTI Trust 2026-MLTI|5.77128|06/15/2031, 5.77%, 06/15/31 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,300,642 $6,300,642 0.42 $6,300,642
SMRT Commercial Mortgage Trust 2022-MINI D 5.57539% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,251,077 $6,251,077 0.41 $6,242,364
BX Trust 2025-TAIL D 6.07539% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,018,017 $6,018,017 0.40 $6,008,904
Chase Mortgage Reference Notes, Series 2020-CL1 M1 5.9488% 25-OCT-2057, 5.95%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,711,116 $5,922,233 $5,922,233 0.39 $5,894,864
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,906,206 $5,906,206 0.39 $5,903,026
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,898,488 $5,898,488 0.39 $5,820,511
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,886,550 $5,886,550 0.39 $5,822,463
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,879,805 $5,843,690 $5,843,690 0.39 $5,822,266
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.7121% 25-JAN-2042, 10.71%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 5,601,396 $5,825,477 $5,825,477 0.38 $5,777,142
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,741,461 $5,768,710 $5,768,710 0.38 $5,720,285
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,753,824 $5,753,824 0.38 $5,715,878
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 5,700,000 $5,700,000 $5,700,000 0.38 $5,700,000
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,693,308 $5,693,308 0.38 $5,637,212
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,826,538 $5,669,953 $5,669,953 0.37 $5,575,218
BX Trust 2024-CNYN D 6.31548% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,610,185 $5,610,185 0.37 $5,601,343
BLP Commercial Mortgage Trust 2024-IND2 A 4.96754% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,548,761 $5,548,761 0.37 $5,541,880
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.1121% 25-MAY-2045, 5.11%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,537,888 $5,537,888 0.36 $5,515,193
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,517,240 $5,517,240 0.36 $5,474,244
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,612,785 $5,490,557 $5,490,557 0.36 $5,456,264
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,340,592 $5,340,592 0.35 $5,332,513
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 $5,331,439 $5,331,439 0.35 $5,328,152
SWCH Commercial Mortgage Trust 2025-DATA E 6.96561% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,286,993 $5,286,993 0.35 $5,277,694
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,209,202 $5,209,202 0.34 $5,189,383
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,195,903 $5,195,903 0.34 $5,164,907
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.11%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,194,817 $5,194,817 0.34 $5,173,534
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,192,720 $5,192,720 0.34 $5,186,116
Connecticut Avenue Securities, Series 2021-R03 1M2 5.2621% 25-DEC-2041, 5.26%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,138,240 $5,169,645 $5,169,645 0.34 $5,147,864
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,165,448 $5,165,448 0.34 $5,115,377
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,081,576 $5,081,576 0.33 $5,029,674
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,060,435 $5,060,435 0.33 $5,011,908
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 99,926 $5,060,253 $5,060,253 0.33 $5,060,253
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,050,172 $5,050,172 0.33 $5,025,884
SCG Trust 2025-SNIP E 7.02539% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,027,398 $5,027,398 0.33 $5,018,616
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,020,327 $5,020,327 0.33 $4,997,893
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,929,805 $4,992,317 $4,992,317 0.33 $4,966,325
BX Trust 2025-DIME E 6.62539% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,964,565 $4,964,565 0.33 $4,956,283
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,948,710 $4,948,710 0.33 $4,925,526
SCG Commercial Mortgage Trust 2025-DLFN E 6.57539% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,927,380 $4,927,380 0.32 $4,919,318
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.8621% 25-MAR-2042, 8.86%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,921,604 $4,921,604 0.32 $4,887,700
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,906,841 $4,906,841 0.32 $4,867,810
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,895,914 $4,895,914 0.32 $4,845,622
Extended Stay America Trust 2026-ESH2 D 5.87539% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,866,650 $4,866,650 0.32 $4,859,559
BX Commercial Mortgage Trust 2024-MF D 6.31521% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,844,288 $4,844,288 0.32 $4,836,669
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,825,090 $4,825,090 0.32 $4,786,767
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,761,440 $4,761,440 0.31 $4,705,886
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,672,151 $4,672,151 0.31 $4,640,351
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,565,500 $4,595,773 $4,595,773 0.30 $4,568,026
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,548,046 $4,546,381 $4,546,381 0.30 $4,509,655
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 $4,508,677 $4,508,677 0.30 $4,503,847
NRTH Commercial Mortgage Trust 2025-PARK B 5.26831% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,507,576 $4,507,576 0.30 $4,501,649
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,457,583 $4,494,079 $4,494,079 0.30 $4,487,671
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 $4,479,505 $4,479,505 0.30 $4,477,275
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,460,068 $4,460,068 0.29 $4,425,107
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,466,378 $4,430,306 $4,430,306 0.29 $4,424,623
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,421,792 $4,421,792 0.29 $4,397,850
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,374,620 $4,374,620 0.29 $4,330,168
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26382% 15-MAY-2041, 7.26%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,347,390 $4,347,390 0.29 $4,339,542
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.26%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,328,387 $4,328,387 0.29 $4,309,790
COMM 2024-WCL1 Mortgage Trust D 6.915% 17-JUN-2041, 6.91%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,317,401 $4,317,401 0.28 $4,284,743
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.1988% 25-OCT-2057, 6.20%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,125,606 $4,290,384 $4,290,384 0.28 $4,269,783
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,284,338 $4,270,093 $4,270,093 0.28 $4,238,757
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,238,398 $4,238,398 0.28 $4,226,178
GGP Trust 2026-2PAK A 5.83237% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,214,249 $4,212,953 $4,212,953 0.28 $4,196,726
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,140,949 $4,205,261 $4,205,261 0.28 $4,125,917
BX Commercial Mortgage Trust 2026-XL6 D 5.72539% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,171,939 $4,198,003 $4,198,003 0.28 $4,192,031
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,178,542 $4,178,542 0.28 $4,146,640
Ally Bank Auto Credit-Linked Notes, Series 2026-A D 5.248% 15-MAR-2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,172,441 $4,174,302 $4,174,302 0.28 $4,168,827
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,096,255 $4,096,255 0.27 $4,090,740
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 $4,019,764 $4,019,764 0.26 $4,010,828
BLP Trust 2025-IND2 D 6.27539% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,015,835 $4,015,835 0.26 $4,009,560
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 3,840,252 $4,005,075 $4,005,075 0.26 $3,854,004
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,991,019 $3,991,019 0.26 $3,985,789
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,156,612 $3,986,117 $3,986,117 0.26 $3,984,305
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,927,564 $3,981,646 $3,981,646 0.26 $3,958,240
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,970,460 $3,970,460 0.26 $3,926,604
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,967,797 $3,946,406 $3,946,406 0.26 $3,927,152
BX Trust 2024-VLT4 E 6.514794% 15-JUN-2041, 6.51%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,929,966 $3,929,966 0.26 $3,923,485
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,833,532 $3,825,068 $3,825,068 0.25 $3,819,787
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,809,388 $3,809,388 0.25 $3,791,864
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,683,855 $3,808,215 $3,808,215 0.25 $3,773,120
Connecticut Avenue Securities Trust 2023-R02 1B2 11.5121% 25-JAN-2043, 11.51%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,797,300 $3,797,300 0.25 $3,765,352
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,785,190 $3,785,190 0.25 $3,767,743
JW Commercial Mortgage Trust 2026-MRCO B 5.32539% 15-JUN-2039, 5.33%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,781,914 $3,781,914 0.25 $3,759,646
FREMF 2023-K511 Mortgage Trust C 5.821891% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,777,636 $3,777,636 0.25 $3,744,457
BMP Commercial Mortgage Trust 2024-MF23 D 6.01588% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,764,944 $3,764,944 0.25 $3,759,305
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,637,897 $3,763,785 $3,763,785 0.25 $3,607,138
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,748,286 $3,748,286 0.25 $3,716,361
LEX Trust 2026-450 D 5.97539% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,727,058 $3,727,058 0.25 $3,721,525
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,717,462 $3,717,462 0.24 $3,698,214
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,608,409 $3,714,756 $3,714,756 0.24 $3,686,816
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,676,251 $3,667,992 $3,667,992 0.24 $3,663,810
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,622,411 $3,622,411 0.24 $3,607,215
BX Commercial Mortgage Trust 2024-XL5 D 6.31519% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,581,718 $3,581,718 0.24 $3,576,082
Extended Stay America Trust 2025-ESH E 6.97539% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,571,396 $3,571,396 0.24 $3,565,223
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,554,786 $3,561,243 $3,561,243 0.23 $3,532,631
Extended Stay America Trust 2025-ESH D 6.22539% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,559,831 $3,559,831 0.23 $3,554,322
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,517,737 $3,517,737 0.23 $3,503,137
SCG Trust 2025-SNIP D 6.22539% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,517,440 $3,517,440 0.23 $3,511,993
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,476,605 $3,476,605 0.23 $3,475,596
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,458,518 $3,458,518 0.23 $3,444,287
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,281,250 $3,421,170 $3,421,170 0.23 $3,288,509
CSMC 2021-BHAR C 5.74% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,419,931 $3,419,931 0.23 $3,414,986
NATL Commercial Mortgage Trust 2026-IND E 6.77123% 15-JUN-2043, 6.78%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,396,894 $3,396,894 0.22 $3,383,527
BAY Trust 2026-MDWS C 5.9924% 15-JUN-2041, 5.99%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,375,542 $3,375,542 0.22 $3,375,542
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,359,581 $3,369,190 $3,369,190 0.22 $3,350,768
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,356,839 $3,356,839 0.22 $3,332,196
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,354,562 $3,354,562 0.22 $3,328,413
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,349,070 $3,349,070 0.22 $3,306,660
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.13432% 25-APR-2056, 5.13%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,278,258 $3,298,484 $3,298,484 0.22 $3,284,458
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,182,685 $3,253,802 $3,253,802 0.21 $3,152,417
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,240,358 $3,252,662 $3,252,662 0.21 $3,240,362
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,140,492 $3,220,573 $3,220,573 0.21 $3,093,911
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,203,776 $3,203,776 0.21 $3,188,070
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.47658% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,196,814 $3,196,814 0.21 $3,170,955
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,185,386 $3,185,386 0.21 $3,183,452
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,180,774 $3,180,774 0.21 $3,173,502
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,178,402 $3,178,402 0.21 $3,172,549
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,183,781 $3,177,480 $3,177,480 0.21 $3,153,481
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,174,124 $3,174,124 0.21 $3,161,390
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 $3,163,186 $3,163,186 0.21 $3,135,998
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,141,246 $3,159,555 $3,159,555 0.21 $3,148,142
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,157,957 $3,157,957 0.21 $3,143,880
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.6121% 25-MAR-2042, 10.61%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,149,941 $3,149,941 0.21 $3,123,408
Ellington Financial Mortgage Trust Series 2026-CES2|6.155|06/25/2061, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,149,788 $3,149,788 0.21 $3,149,788
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,148,955 $3,148,955 0.21 $3,133,594
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,131,660 $3,131,660 0.21 $3,104,443
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 $3,128,389 $3,128,389 0.21 $3,126,415
BX Trust 2025-LUNR D 6.12539% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,127,017 $3,127,017 0.21 $3,122,250
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,091,227 $3,091,227 0.20 $3,067,859
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,083,690 $3,083,690 0.20 $3,078,828
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,061,365 $3,061,365 0.20 $3,044,468
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,059,666 $3,059,666 0.20 $3,053,423
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,013,165 $3,040,534 $3,040,534 0.20 $3,029,274
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7121% 25-OCT-2041, 6.71%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,036,984 $3,036,984 0.20 $3,020,763
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 $3,022,266 $3,022,266 0.20 $3,008,443
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.71%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,006,224 $3,017,637 $3,017,637 0.20 $3,006,226
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,002,515 $3,002,515 0.20 $2,978,090
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,000,830 $3,000,830 0.20 $2,985,075
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,959,898 $2,992,749 $2,992,749 0.20 $2,966,521
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 $2,978,516 $2,978,516 0.20 $2,946,298
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 $2,972,558 $2,972,558 0.20 $2,948,611
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 3,000,000 $2,971,775 $2,971,775 0.20 $2,958,638
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,967,879 $2,967,879 0.20 $2,944,992
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,774,099 $2,964,352 $2,964,352 0.20 $2,935,051
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,959,402 $2,959,402 0.20 $2,946,436
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,943,859 $2,943,859 0.19 $2,933,030
QTS Issuer ABS II, Series 2026-1 B_2601 6.729% 05-JAN-2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - 2,887,069 $2,893,998 $2,893,998 0.19 $2,883,745
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,791,729 $2,893,381 $2,893,381 0.19 $2,790,380
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,797,478 $2,890,430 $2,890,430 0.19 $2,861,324
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.4121% 25-JUL-2048, 5.41%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,854,733 $2,870,271 $2,870,271 0.19 $2,857,825
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,863,501 $2,863,501 0.19 $2,859,646
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,853,428 $2,853,428 0.19 $2,842,702
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,852,109 $2,852,109 0.19 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.37539% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,841,952 $2,841,952 0.19 $2,837,382
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 $2,831,057 $2,831,057 0.19 $2,826,997
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 2,808,263 $2,826,669 $2,826,669 0.19 $2,813,867
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,829,388 $2,813,088 $2,813,088 0.19 $2,791,786
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,811,085 $2,811,085 0.19 $2,805,793
BX Trust 2026-CART D 5.52539% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,810,370 $2,810,370 0.19 $2,806,488
Switch ABS Issuer, Series 2025-1 A2_2501 5.036% 25-MAR-2055, 5.04%, 03/25/55 SWTCH 2025-1A 871044AL7 - 2,865,000 $2,799,652 $2,799,652 0.18 $2,788,029
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,797,185 $2,797,185 0.18 $2,771,578
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,791,465 $2,792,366 $2,792,366 0.18 $2,781,523
JW Commercial Mortgage Trust 2026-MRCO D 6.07539% 15-JUN-2039, 6.08%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,781,455 $2,781,455 0.18 $2,762,833
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,776,239 $2,779,530 $2,779,530 0.18 $2,775,983
Great Wolf Trust 2024-WOLF G 9.06139% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,773,401 $2,773,401 0.18 $2,767,172
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,695,989 $2,695,989 0.18 $2,680,676
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,691,764 $2,691,764 0.18 $2,687,444
BX Trust 2025-ROIC E 6.56668% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,683,887 $2,683,887 0.18 $2,679,484
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,704,250 $2,683,631 $2,683,631 0.18 $2,662,750
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,660,779 $2,660,779 0.18 $2,647,941
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,641,535 $2,641,535 0.17 $2,637,623
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,633,458 $2,629,653 $2,629,653 0.17 $2,627,666
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,622,410 $2,622,410 0.17 $2,615,107
BX Commercial Mortgage Trust 2026-CSMO D 6.07539% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,603,247 $2,603,247 0.17 $2,599,328
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,566,586 $2,566,586 0.17 $2,562,898
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,558,365 $2,566,499 $2,566,499 0.17 $2,555,123
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,564,269 $2,564,269 0.17 $2,559,531
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,561,915 $2,561,915 0.17 $2,545,256
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,628,370 $2,560,248 $2,560,248 0.17 $2,552,837
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 $2,559,188 $2,559,188 0.17 $2,527,026
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,597,019 $2,554,517 $2,554,517 0.17 $2,547,195
Research-Driven Pagaya Motor Asset Trust 2026-2 (RPM 2026-2) A4 5.62% 25-FEB-2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,548,181 $2,548,181 0.17 $2,523,616
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,529,753 $2,529,753 0.17 $2,528,000
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,528,207 $2,528,207 0.17 $2,504,960
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,526,568 $2,526,568 0.17 $2,501,898
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 $2,513,034 $2,513,034 0.17 $2,509,806
PFDR Trust 2026-DLVR C 6.12539% 15-JUN-2043, 6.11%, 06/15/31 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,511,807 $2,511,807 0.17 $2,507,974
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,510,900 $2,510,900 0.17 $2,485,124
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,503,999 $2,503,999 0.17 $2,500,624
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,503,732 $2,503,732 0.16 $2,491,886
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,502,638 $2,502,638 0.16 $2,491,366
SLG Office Trust 2026-PAT C 5.28582% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,502,278 $2,502,278 0.16 $2,482,361
BX Commercial Mortgage Trust 2024-AIR2 D 6.41545% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,498,304 $2,498,304 0.16 $2,494,311
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,498,157 $2,498,157 0.16 $2,487,897
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,497,447 $2,497,447 0.16 $2,487,822
280 Park Avenue 2017-280P Mortgage Trust B 4.992% 15-SEP-2034, 4.99%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,496,869 $2,496,869 0.16 $2,493,749
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 $2,476,438 $2,476,438 0.16 $2,467,158
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 $2,472,231 $2,472,231 0.16 $2,468,613
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,525,571 $2,469,466 $2,469,466 0.16 $2,466,362
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,467,267 $2,464,857 $2,464,857 0.16 $2,447,673
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,428,509 $2,428,509 0.16 $2,427,017
Connecticut Avenue Securities Trust 2023-R02 1M2 6.9621% 25-JAN-2043, 6.96%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,422,905 $2,422,905 0.16 $2,409,810
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,425,468 $2,410,427 $2,410,427 0.16 $2,392,887
MTN Commercial Mortgage Trust 2026-LPFX D 5.863% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,392,310 $2,392,310 0.16 $2,383,020
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 $2,392,247 $2,392,247 0.16 $2,388,922
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,388,592 $2,388,592 0.16 $2,365,017
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,365,294 $2,365,294 0.16 $2,357,459
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 $2,359,214 $2,359,214 0.16 $2,354,972
ALA Trust 2025-OANA D 6.71672% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,342,478 $2,342,478 0.15 $2,338,561
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.46927% 27-SEP-2052, 0.62%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,340,656 $2,340,656 0.15 $2,338,446
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,326,841 $2,340,642 $2,340,642 0.15 $2,332,034
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3582% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,336,983 $2,336,983 0.15 $2,333,274
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,336,780 $2,336,780 0.15 $2,333,699
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,330,355 $2,330,355 0.15 $2,326,396
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,363,142 $2,311,697 $2,311,697 0.15 $2,284,329
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,223,149 $2,305,353 $2,305,353 0.15 $2,223,062
Connecticut Avenue Securities, Series 2021-R03 1B1 6.3621% 25-DEC-2041, 6.36%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,283,154 $2,283,154 0.15 $2,271,623
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 $2,281,711 $2,281,711 0.15 $2,277,175
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,254,401 $2,277,955 $2,277,955 0.15 $2,266,642
JW Commercial Mortgage Trust 2026-MRCO C 5.57539% 15-JUN-2039, 5.58%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,272,536 $2,272,536 0.15 $2,258,550
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,169,949 $2,263,788 $2,263,788 0.15 $2,163,875
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,263,438 $2,263,438 0.15 $2,258,215
MetroNet Infrastructure Issuer, Series 2026-1 C_2026_1 7.1% 20-APR-2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,262,241 $2,262,241 0.15 $2,246,785
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,242,157 $2,242,157 0.15 $2,204,331
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.12513% 20-FEB-2034, 8.11%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,239,727 $2,240,731 $2,240,731 0.15 $2,239,722
COMM 2024-WCL1 Mortgage Trust C 6.515% 17-JUN-2041, 6.51%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,229,577 $2,229,577 0.15 $2,225,968
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,187,197 $2,215,063 $2,215,063 0.15 $2,210,819
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,203,703 $2,203,703 0.15 $2,199,991
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,198,691 $2,198,691 0.14 $2,189,647
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,209,783 $2,195,670 $2,195,670 0.14 $2,178,935
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 $2,181,188 $2,181,188 0.14 $2,178,251
CONE Trust 2024-DFW1 A 5.26712% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,159,264 $2,159,264 0.14 $2,156,413
DBGS 2021-W52 Mortgage Trust C 6.1895% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,124,287 $2,124,287 0.14 $2,120,959
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,114,303 $2,114,303 0.14 $2,098,952
Connecticut Avenue Securities Trust 2023-R05 1B2 10.4621% 25-JUN-2043, 10.46%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,102,447 $2,102,447 0.14 $2,085,880
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,100,379 $2,100,379 0.14 $2,088,773
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,100,000 $2,091,738 $2,091,738 0.14 $2,070,743
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,116,558 $2,090,892 $2,090,892 0.14 $2,074,947
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,089,635 $2,089,635 0.14 $2,068,762
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 $2,078,431 $2,078,431 0.14 $2,074,898
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,067,976 $2,067,976 0.14 $2,056,997
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,068,203 $2,054,339 $2,054,339 0.14 $2,045,809
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,049,716 $2,049,716 0.14 $2,046,995
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,085,976 $2,035,745 $2,035,745 0.13 $2,006,095
SMRT Commercial Mortgage Trust 2022-MINI F 6.97539% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,020,977 $2,020,977 0.13 $2,017,445
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.9621% 25-SEP-2041, 6.96%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,020,451 $2,020,451 0.13 $2,009,181
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,042,001 $2,018,431 $2,018,431 0.13 $2,012,674
BX Trust 2026-CIP E 6.72709% 15-MAY-2038, 6.73%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,017,445 $2,017,445 0.13 $2,014,083
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,031,896 $2,010,410 $2,010,410 0.13 $1,994,801
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,007,935 $2,007,935 0.13 $2,003,682
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12539% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,007,077 $2,007,077 0.13 $2,004,014
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,006,629 $2,006,629 0.13 $1,990,035
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,005,346 $2,005,346 0.13 $1,989,269
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,004,243 $2,004,243 0.13 $2,001,248
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,003,603 $2,003,603 0.13 $2,000,063
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $2,000,994 $2,000,994 0.13 $1,983,145
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 2,000,000 $1,999,945 $1,999,945 0.13 $1,999,945
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,951,452 $1,989,734 $1,989,734 0.13 $1,938,926
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,051,875 $1,986,079 $1,986,079 0.13 $1,976,261
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,985,157 $1,985,157 0.13 $1,977,317
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,983,296 $1,983,296 0.13 $1,967,967
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,919,015 $1,982,879 $1,982,879 0.13 $1,977,999
Corporate One Auto Receivables Trust 2026-1 D 5.48% 15-JUL-2034, 5.48%, 07/15/34 COART 2026-1A 22004UAG8 - 2,000,000 $1,980,869 $1,980,869 0.13 $1,978,129
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,903,019 $1,976,988 $1,976,988 0.13 $1,906,212
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,976,691 $1,976,691 0.13 $1,961,071
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,967,054 $1,967,054 0.13 $1,958,393
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 1,876,283 $1,955,271 $1,955,271 0.13 $1,869,567
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,935,751 $1,935,751 0.13 $1,933,098
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.87513% 20-MAR-2033, 5.86%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,931,458 $1,933,187 $1,933,187 0.13 $1,932,558
BX Commercial Mortgage Trust 2024-AIR2 C 5.86624% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,926,006 $1,926,006 0.13 $1,923,192
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,940,065 $1,924,862 $1,924,862 0.13 $1,923,789
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.0121% 25-NOV-2050, 11.01%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,908,109 $1,908,109 0.13 $1,894,213
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,900,348 $1,900,348 0.13 $1,899,997
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,900,208 $1,900,208 0.13 $1,891,627
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,891,774 $1,891,774 0.12 $1,888,052
BX Trust 2024-BRBK B 7.55199% 15-OCT-2041, 7.56%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,853,952 $1,853,952 0.12 $1,850,456
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,809,049 $1,809,049 0.12 $1,805,844
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 $1,799,707 $1,799,707 0.12 $1,797,505
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 $1,797,829 $1,797,829 0.12 $1,795,336
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 $1,796,253 $1,796,253 0.12 $1,788,496
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,752,561 $1,768,337 $1,768,337 0.12 $1,758,460
Connecticut Avenue Securities Trust 2022-R03 1B2 13.4621% 25-MAR-2042, 13.46%, 03/25/42 CAS 2022-R03 20753XAJ3 - 1,644,000 $1,760,728 $1,760,728 0.12 $1,742,899
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,757,330 $1,757,330 0.12 $1,754,994
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,755,654 $1,755,654 0.12 $1,753,165
Santander Bank Auto Credit-Linked Notes Series 2026-A|6.807|07/17/2034, 6.81%, 07/17/34 SBCLN 2026-A 80290CDD3 - 1,750,000 $1,745,866 $1,745,866 0.12 $1,745,535
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,738,983 $1,738,983 0.11 $1,731,606
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,730,667 $1,730,667 0.11 $1,728,432
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,665,620 $1,728,686 $1,728,686 0.11 $1,654,595
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,717,429 $1,717,429 0.11 $1,709,732
Hertz Vehicle Financing III, Series 2026-1 C 6.45% 25-NOV-2030, 6.45%, 11/25/30 HERTZ 2026-1A 42806MEH8 - 1,700,000 $1,716,847 $1,716,847 0.11 $1,708,928
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 1,708,282 $1,714,835 $1,714,835 0.11 $1,708,282
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,709,959 $1,709,959 0.11 $1,701,453
BXHPP Trust 2021-FILM C 4.84% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,705,819 $1,705,819 0.11 $1,703,460
Extended Stay America Trust 2025-ESH F 7.72539% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,702,370 $1,702,370 0.11 $1,699,114
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.3621% 25-JUN-2042, 10.36%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,698,537 $1,698,537 0.11 $1,685,212
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,685,940 $1,685,940 0.11 $1,677,408
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,685,829 $1,685,829 0.11 $1,683,801
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,669,251 $1,669,251 0.11 $1,654,968
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,665,851 $1,665,851 0.11 $1,660,677
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 1,666,667 $1,663,584 $1,663,584 0.11 $1,662,897
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,639,637 $1,639,637 0.11 $1,637,207
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,625,301 $1,625,301 0.11 $1,608,313
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,619,518 $1,621,945 $1,621,945 0.11 $1,608,333
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.9621% 25-DEC-2041, 5.96%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,616,141 $1,616,141 0.11 $1,608,456
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,603,532 $1,601,507 $1,601,507 0.11 $1,599,630
Aligned Data Centers Issuer, Series 2021-1 A2_2021_1 1.937% 15-AUG-2046, 1.94%, 08/15/46 ADC 2021-1A 01627AAA6 - 1,602,000 $1,596,395 $1,596,395 0.11 $1,595,620
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,584,264 $1,592,267 $1,592,267 0.10 $1,585,615
BX Commercial Mortgage Trust 2024-WPT D 6.31509% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,585,409 $1,585,409 0.10 $1,582,914
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,570,253 $1,584,431 $1,584,431 0.10 $1,571,097
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,579,541 $1,579,541 0.10 $1,564,416
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,521,728 $1,554,512 $1,554,512 0.10 $1,545,612
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,546,181 $1,546,181 0.10 $1,535,245
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,532,071 $1,540,357 $1,540,357 0.10 $1,527,027
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,532,071 $1,538,367 $1,538,367 0.10 $1,525,488
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 $1,534,065 $1,534,065 0.10 $1,531,574
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,520,177 $1,520,177 0.10 $1,518,084
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 $1,518,736 $1,518,736 0.10 $1,516,160
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,516,345 $1,516,345 0.10 $1,514,260
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,516,232 $1,516,232 0.10 $1,505,889
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,500,000 $1,513,260 $1,513,260 0.10 $1,506,104
Gracie Point International Funding, Series 2025-1 C 6.34301% 15-AUG-2028, 6.34%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,511,514 $1,511,514 0.10 $1,505,436
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,503,934 $1,503,934 0.10 $1,492,185
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,503,710 $1,503,710 0.10 $1,503,710
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,503,014 $1,503,014 0.10 $1,498,000
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,502,826 $1,502,826 0.10 $1,500,966
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,477,500 $1,492,641 $1,492,641 0.10 $1,483,862
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,491,879 $1,491,879 0.10 $1,489,854
Kapitus Asset Securitization VI, Series 2026-1 A 5.36% 10-MAY-2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 1,500,000 $1,491,466 $1,491,466 0.10 $1,488,339
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,485,254 $1,486,196 $1,486,196 0.10 $1,483,546
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 $1,481,365 $1,481,365 0.10 $1,479,231
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,479,459 $1,479,459 0.10 $1,467,674
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,453,038 $1,453,038 0.10 $1,449,029
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,439,347 $1,431,257 $1,431,257 0.09 $1,425,460
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,417,201 $1,417,201 0.09 $1,417,175
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,412,340 $1,412,340 0.09 $1,402,897
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,408,719 $1,408,719 0.09 $1,401,833
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,401,126 $1,403,742 $1,403,742 0.09 $1,381,101
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,370,746 $1,402,785 $1,402,785 0.09 $1,355,422
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,390,814 $1,391,044 $1,391,044 0.09 $1,388,508
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,376,679 $1,376,679 0.09 $1,370,785
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,372,263 $1,372,263 0.09 $1,359,066
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 $1,371,457 $1,371,457 0.09 $1,369,603
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,347,493 $1,349,592 $1,349,592 0.09 $1,347,827
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 $1,348,282 $1,348,282 0.09 $1,346,497
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,333,318 $1,332,361 $1,332,361 0.09 $1,331,309
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,299,434 $1,299,434 0.09 $1,294,724
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,268,214 $1,298,786 $1,298,786 0.09 $1,267,485
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,296,435 $1,296,535 $1,296,535 0.09 $1,281,025
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,237,145 $1,282,068 $1,282,068 0.08 $1,235,994
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 - 1,554,514 $1,280,278 $1,280,278 0.08 $1,279,621
Great Wolf Trust 2024-WOLF C 6.01639% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,266,883 $1,266,883 0.08 $1,264,987
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,257,393 $1,257,393 0.08 $1,255,573
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,253,633 $1,255,491 $1,255,491 0.08 $1,245,141
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,230,972 $1,243,433 $1,243,433 0.08 $1,229,367
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,237,502 $1,237,502 0.08 $1,230,734
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 $1,232,601 $1,232,601 0.08 $1,230,970
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,219,495 $1,219,495 0.08 $1,213,038
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,193,603 $1,210,291 $1,210,291 0.08 $1,207,893
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - 1,203,000 $1,207,866 $1,207,866 0.08 $1,205,808
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,204,116 $1,198,975 $1,198,975 0.08 $1,195,015
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 $1,191,489 $1,191,489 0.08 $1,189,556
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,186,380 $1,186,380 0.08 $1,177,959
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 $1,182,962 $1,182,962 0.08 $1,180,412
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.12513% 20-MAR-2033, 7.11%, 03/21/33 HACLN 2025-1 446438TA1 - 1,122,606 $1,180,069 $1,180,069 0.08 $1,127,820
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.22513% 20-OCT-2032, 6.21%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,174,123 $1,179,810 $1,179,810 0.08 $1,179,405
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.3621% 25-FEB-2042, 8.36%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,178,095 $1,178,095 0.08 $1,170,389
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 $1,167,608 $1,167,608 0.08 $1,165,456
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,158,009 $1,158,009 0.08 $1,152,957
CPTS 2019-CPT Mortgage Trust C 2.9968% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,132,602 $1,132,602 0.07 $1,127,008
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,169,825 $1,131,988 $1,131,988 0.07 $1,115,680
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,101,589 $1,127,128 $1,127,128 0.07 $1,125,221
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,113,774 $1,124,918 $1,124,918 0.07 $1,118,449
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.77513% 20-MAY-2032, 6.76%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,038,495 $1,109,890 $1,109,890 0.07 $1,046,320
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,064,534 $1,104,589 $1,104,589 0.07 $1,058,959
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,104,585 $1,099,754 $1,099,754 0.07 $1,098,079
Onslow Bay Mortgage Loan Trust|5.212|06/25/2056, 5.21%, 06/25/56 OBX 2026-HE2 BCC3WNL70 - 1,096,000 $1,096,000 $1,096,000 0.07 $1,096,000
OBX 2026-HE1 Trust M2 5.4121% 25-FEB-2056, 5.41%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,093,000 $1,093,000 0.07 $1,088,039
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,047,384 $1,089,502 $1,089,502 0.07 $1,087,373
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,061,391 $1,065,122 $1,065,122 0.07 $1,064,444
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,070,389 $1,064,424 $1,064,424 0.07 $1,055,861
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,059,574 $1,059,574 0.07 $1,057,367
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,058,936 $1,058,936 0.07 $1,054,596
BX Trust 2024-VLT4 D 6.065442% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,057,050 $1,057,050 0.07 $1,055,450
BX Trust 2024-CNYN C 5.56655% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,051,787 $1,051,787 0.07 $1,050,326
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,025,568 $1,025,568 0.07 $1,023,568
LIFE 2021-BMR Mortgage Trust E 5.49% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,023,199 $1,023,199 0.07 $1,021,758
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,029,153 $1,022,604 $1,022,604 0.07 $1,019,153
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,020,878 $1,020,878 0.07 $1,019,130
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.2621% 25-NOV-2041, 7.26%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,016,038 $1,016,038 0.07 $1,010,188
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 $1,007,862 $1,007,862 0.07 $1,004,500
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,042,255 $1,004,909 $1,004,909 0.07 $1,002,079
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 $999,900 $999,900 0.07 $998,045
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 992,769 $998,377 $998,377 0.07 $993,309
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $994,330 $994,330 0.07 $989,222
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $993,261 $993,261 0.07 $988,979
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $992,491 $992,491 0.07 $990,508
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $982,718 $982,718 0.06 $980,777
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 969,835 $972,490 $972,490 0.06 $964,768
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 909,999 $933,739 $933,739 0.06 $897,313
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 - 922,181 $932,039 $932,039 0.06 $926,996
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 922,008 $924,604 $924,604 0.06 $921,253
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 918,000 $919,854 $919,854 0.06 $917,468
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $917,633 $917,633 0.06 $911,937
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 917,197 $908,472 $908,472 0.06 $896,285
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,530 $905,530 0.06 $901,912
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 877,786 $902,533 $902,533 0.06 $867,427
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 882,253 $896,111 $896,111 0.06 $894,256
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $893,755 $893,755 0.06 $890,526
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 884,150 $886,532 $886,532 0.06 $885,056
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 837,557 $880,426 $880,426 0.06 $878,521
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 870,105 $869,938 $869,938 0.06 $868,739
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 860,668 $869,769 $869,769 0.06 $862,474
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $846,766 $846,766 0.06 $839,910
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 840,278 $845,973 $845,973 0.06 $843,261
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $842,770 $842,770 0.06 $839,230
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $837,978 $837,978 0.06 $836,397
BX Trust 2026-CIP D 5.72709% 15-MAY-2038, 5.73%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $831,471 $831,471 0.05 $830,289
Onslow Bay Mortgage Loan Trust|5.362|06/25/2056, 5.36%, 06/25/56 OBX 2026-HE2 BCC3WNL88 - 822,000 $822,000 $822,000 0.05 $822,000
BFLD Commercial Mortgage Trust 2025-5MW E 7.91263% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $819,452 $819,452 0.05 $810,116
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $815,772 $815,772 0.05 $810,561
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 818,405 $811,441 $811,441 0.05 $809,133
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 789,452 $802,546 $802,546 0.05 $800,983
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $801,245 $801,245 0.05 $798,156
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $776,831 $776,831 0.05 $775,351
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $771,022 $771,022 0.05 $764,941
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.4121% 25-JUN-2047, 5.41%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $748,534 $748,534 0.05 $745,280
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.62513% 20-OCT-2032, 7.61%, 10/20/32 HACLN 2024-2 44644NAK5 - 746,792 $743,545 $743,545 0.05 $743,229
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.3621% 25-JUN-2047, 6.36%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $737,590 $737,590 0.05 $733,896
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $722,307 $722,307 0.05 $719,744
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 $721,427 $721,427 0.05 $718,122
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.0488% 25-OCT-2057, 8.05%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 673,184 $721,085 $721,085 0.05 $716,721
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 718,493 $712,783 $712,783 0.05 $707,300
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 700,000 $705,223 $705,223 0.05 $702,670
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 651,515 $703,473 $703,473 0.05 $681,941
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $673,708 $673,708 0.04 $668,167
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 651,515 $656,671 $656,671 0.04 $656,180
Planet Fitness Master Issuer Series 2022-1 A2II 4.008% 05-MAR-2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $641,686 $641,686 0.04 $640,217
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 643,190 $639,369 $639,369 0.04 $636,623
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 610,487 $632,043 $632,043 0.04 $630,176
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.97658% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $631,700 $631,700 0.04 $627,604
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 610,487 $624,967 $624,967 0.04 $623,612
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.6621% 25-DEC-2031, 5.66%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 609,159 $614,450 $614,450 0.04 $611,671
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 649,400 $609,389 $609,389 0.04 $607,860
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $608,558 $608,558 0.04 $605,909
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 590,861 $594,476 $594,476 0.04 $593,606
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $564,785 $564,785 0.04 $561,166
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,833 $545,833 0.04 $544,536
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 519,405 $527,436 $527,436 0.03 $526,378
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 514,897 $525,560 $525,560 0.03 $522,513
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 514,897 $520,618 $520,618 0.03 $518,296
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $517,110 $517,110 0.03 $514,938
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 $513,726 $513,726 0.03 $513,596
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $511,775 $511,775 0.03 $510,756
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 $508,866 $508,866 0.03 $508,071
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $507,631 $507,631 0.03 $506,877
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $507,384 $507,384 0.03 $501,402
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $506,606 $506,606 0.03 $505,783
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $505,911 $505,911 0.03 $505,181
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 $504,268 $504,268 0.03 $503,775
NATL Commercial Mortgage Trust 2026-IND D 5.77123% 15-JUN-2043, 5.78%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $502,938 $502,938 0.03 $501,249
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.288% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $494,045 $494,045 0.03 $493,509
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 493,570 $491,369 $491,369 0.03 $487,652
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 487,317 $486,222 $486,222 0.03 $485,377
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 470,376 $472,497 $472,497 0.03 $470,674
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $459,154 $459,154 0.03 $458,198
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.87513% 20-SEP-2033, 6.86%, 09/20/33 HACLN 2025-2 44644NAR0 - 432,400 $449,734 $449,734 0.03 $432,719
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 441,274 $443,809 $443,809 0.03 $442,025
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.2121% 25-DEC-2031, 7.21%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 430,805 $436,560 $436,560 0.03 $434,057
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 412,101 $418,646 $418,646 0.03 $418,269
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $417,922 $417,922 0.03 $417,129
BXHPP Trust 2021-FILM A 4.39% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,797 $416,797 0.03 $416,318
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 404,762 $410,009 $410,009 0.03 $409,104
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,361 $405,361 0.03 $404,684
BX Commercial Mortgage Trust 2026-CSMO C 5.62539% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,093 $403,093 0.03 $402,531
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.87513% 20-MAY-2032, 8.86%, 05/20/32 HACLN 2024-1 44644NAD1 - 359,479 $385,947 $385,947 0.03 $363,170
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 380,944 $382,799 $382,799 0.03 $381,215
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 $379,827 $379,827 0.03 $379,424
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $375,345 $375,345 0.02 $374,471
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 375,703 $374,942 $374,942 0.02 $374,653
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $368,671 $368,671 0.02 $365,812
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 356,192 $368,028 $368,028 0.02 $367,147
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.0488% 25-OCT-2057, 7.05%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 344,333 $365,095 $365,095 0.02 $363,140
DBGS 2021-W52 Mortgage Trust B 5.6367% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $362,778 $362,778 0.02 $362,262
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $346,787 $346,787 0.02 $346,287
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 336,332 $339,417 $339,417 0.02 $339,138
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,282 $330,282 0.02 $328,194
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 - 380,402 $327,817 $327,817 0.02 $327,724
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $327,219 $327,219 0.02 $327,131
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $313,271 $313,271 0.02 $312,649
BX Commercial Mortgage Trust 2024-MF C 5.56629% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,867 $310,867 0.02 $310,435
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $301,130 $301,130 0.02 $300,344
CSMC 2021-BHAR E 7.24% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,843 $297,843 0.02 $297,300
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $297,269 $297,269 0.02 $294,950
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 279,611 $285,547 $285,547 0.02 $284,994
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,038 $283,038 0.02 $282,689
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 279,133 $274,949 $274,949 0.02 $273,789
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 264,676 $274,449 $274,449 0.02 $273,639
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 273,383 $274,183 $274,183 0.02 $273,707
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,138 $269,138 0.02 $268,789
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 259,556 $265,105 $265,105 0.02 $264,777
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 $253,835 $253,835 0.02 $253,363
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 - 248,693 $251,150 $251,150 0.02 $250,667
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 234,355 $235,904 $235,904 0.02 $234,558
BXHPP Trust 2021-FILM B 4.64% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $232,883 $232,883 0.02 $232,593
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $230,017 $230,017 0.02 $228,082
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 226,489 $226,766 $226,766 0.01 $226,372
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 223,023 $226,675 $226,675 0.01 $225,487
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 213,715 $220,760 $220,760 0.01 $220,079
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $213,553 $213,553 0.01 $213,050
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $211,793 $211,793 0.01 $211,244
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 209,019 $209,872 $209,872 0.01 $209,019
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,836 $202,836 0.01 $202,362
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 201,215 $202,408 $202,408 0.01 $202,124
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 178,913 $179,204 $179,204 0.01 $178,460
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 179,495 $179,002 $179,002 0.01 $178,243
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 176,451 $178,788 $178,788 0.01 $178,494
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.52658% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $177,991 $177,991 0.01 $176,884
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 173,695 $176,402 $176,402 0.01 $175,448
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 169,580 $170,293 $170,293 0.01 $170,005
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,370 $157,370 0.01 $156,887
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 174,144 $131,872 $131,872 0.01 $131,676
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 125,385 $126,899 $126,899 0.01 $126,757
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 100,031 $102,127 $102,127 0.01 $101,479
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,804 $100,804 0.01 $100,462
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,422 $100,422 0.01 $100,089
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,604 $92,604 0.01 $92,268
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 89,423 $89,640 $89,640 0.01 $89,531
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 90,296 $89,117 $89,117 0.01 $89,078
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 83,143 $83,446 $83,446 0.01 $83,310
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - $78,174 $78,174 0.01 $0
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $72,107 $72,107 0.00 $71,827
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 69,020 $69,017 $69,017 0.00 $68,964
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 59,816 $60,049 $60,049 0.00 $59,940
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.2621% 25-JAN-2034, 5.26%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 31,886 $32,106 $32,106 0.00 $31,971
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 - 30,335 $30,840 $30,840 0.00 $30,601
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - $19,809 $19,809 0.00 $0
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 19,510 $19,689 $19,689 0.00 $19,588
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 8,413 $8,432 $8,432 0.00 $8,420
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - $2,604 $2,604 0.00 $0
US 5YR FUTR OPTN Jul26P 106 106 FVN6P FVU6 COMDTY $106.00 -264.00 $28,175,813 $0 0.00 $0
US 5YR FUTR OPTN Jul26Call 108.25 FVN6C FVU6 COMDTY $108.25 -264.00 $-28,175,813 $0 0.00 $0
US 10YR FUT OPTN Jul26Put 107.5 TYN6P TYU6 COMDTY $107.50 -69.00 $7,546,875 $0 0.00 $0
US 10YR FUT OPTN Jul26Call 112.5 TYN6C TYU6 COMDTY $112.50 -69.00 $-7,546,875 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -108.00 $-12,470,625 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 5,455 $1,123,303,834 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,734,375 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -282.00 $-31,526,719 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - 742.00 $79,191,110 $0 0.00 $0
GOLD FUT OPT(CMX) Jul26C 5035 5035 GCN6C GCQ6 COMDTY $5,035.00 -54.00 $-22,729,140 $-540 0.00 $-540
GOLD FUT OPT(CMX) Jul26P 3855 3855 GCN6P GCQ6 COMDTY $3,855.00 -54.00 $22,729,140 $-7,560 0.00 $-7,560
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -43,943,892 $-44,785,418 $-44,785,418 -2.95 $-44,785,418
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - -189,990,000 $-158,410,622 $-158,410,622 -10.44 $-158,410,622
SEGREGATED CASH SEGCASH $0.00 9,300,000 $9,300,000 $9,300,000 0.61 $9,300,000
US DOLLARS USD MD_142224 - -481,710,266 $-481,710,266 $-481,710,266 -31.74 $-481,710,266
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,353,595 $13,893 0.00 $13,893
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $60,011,844 $11,851 0.00 $11,851
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,075,000 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,356,250 $0 0.00 $0
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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