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 9, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 210,506,500 $214,236,675 $214,236,675 14.15 $214,236,675
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/13/26 FNCL 01F050676 - 196,415,000 $191,834,602 $191,834,602 12.67 $191,834,602
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 136,700,000 $116,234,780 $116,234,780 7.67 $116,234,780
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 60,613,000 $62,691,420 $62,691,420 4.14 $62,691,420
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,639,800 $33,639,800 2.22 $33,639,800
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 30,738,000 $30,699,086 $30,699,086 2.03 $30,699,086
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 356,590 $18,032,756 $18,032,756 1.19 $18,032,756
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 $16,860,066 $16,860,066 1.11 $16,823,199
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,573,588 $16,573,588 1.09 $16,471,480
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 $14,884,709 $14,884,709 0.98 $14,773,510
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,309,008 $12,309,008 0.81 $12,020,400
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 - 11,563,969 $12,186,206 $12,186,206 0.80 $12,127,846
ALA Trust 2025-OANA A 5.37063% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,133,611 $12,133,611 0.80 $12,086,857
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,112,480 $11,112,480 0.73 $11,023,449
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,190,569 $10,190,569 0.67 $10,145,554
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,108,189 $10,108,189 0.67 $10,067,607
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,073,085 $10,073,085 0.66 $10,008,773
BX Trust 2025-VLT7 E 7.37709% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $10,034,653 $10,034,653 0.66 $9,981,556
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,615,378 $9,615,378 0.63 $9,586,307
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 $9,544,662 $9,544,662 0.63 $9,515,993
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,206,979 $9,263,859 $9,263,859 0.61 $9,208,403
BX Commercial Mortgage Trust 2024-XL4 A 5.06912% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,186,491 $9,186,491 0.61 $9,153,028
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,178,152 $8,178,152 0.54 $8,014,630
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 $8,009,394 $8,009,394 0.53 $7,977,079
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 7,747,000 $7,992,174 $7,992,174 0.53 $7,874,678
BX Trust 2024-FNX A 5.06939% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,853,426 $7,853,426 0.52 $7,824,796
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,845,607 $7,845,607 0.52 $7,823,733
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 7,550,000 $7,563,125 $7,563,125 0.50 $7,544,422
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,547,713 $7,547,713 0.50 $7,518,547
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 - 7,258,276 $7,495,883 $7,495,883 0.49 $7,463,789
HILT 2025-NVIL A 5.37009% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,447,879 $7,447,879 0.49 $7,419,179
Extended Stay America Trust 2025-ESH B 5.22709% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,264,483 $7,264,483 0.48 $7,237,214
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,074,686 $7,074,686 0.47 $7,030,409
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,059,619 $7,059,619 0.47 $7,017,481
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,774,325 $6,774,325 0.45 $6,734,932
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,738,502 $6,738,502 0.44 $6,718,402
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,697,092 $6,737,143 $6,737,143 0.44 $6,696,506
Great Wolf Trust 2024-WOLF D 6.51709% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,670,642 $6,670,642 0.44 $6,639,563
PNW Trust 2026-ARTE A 5.33835% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,514,135 $6,514,135 0.43 $6,489,074
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92709% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,464,997 $6,464,997 0.43 $6,442,048
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,429,981 $6,429,981 0.42 $6,415,354
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,410,939 $6,410,939 0.42 $6,386,455
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,314,862 $6,314,862 0.42 $6,309,645
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 6,158,000 $6,309,655 $6,309,655 0.42 $6,284,479
SMRT Commercial Mortgage Trust 2022-MINI D 5.57709% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,267,558 $6,267,558 0.41 $6,242,380
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 - 6,000,000 $6,198,093 $6,198,093 0.41 $6,169,563
BX Trust 2025-TAIL D 6.07709% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,034,456 $6,034,456 0.40 $6,008,122
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,924,668 $5,924,668 0.39 $5,908,768
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 $5,906,325 $5,906,325 0.39 $5,892,169
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,886,356 $5,886,356 0.39 $5,839,199
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,884,009 $5,884,009 0.39 $5,827,448
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,879,805 $5,846,963 $5,846,963 0.39 $5,838,580
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,741,461 $5,758,978 $5,758,978 0.38 $5,723,344
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,664,745 $5,664,745 0.37 $5,623,467
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,886,762 $5,650,685 $5,650,685 0.37 $5,625,175
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 5,491,000 $5,647,414 $5,647,414 0.37 $5,536,240
BX Trust 2024-CNYN D 6.31718% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,632,542 $5,632,542 0.37 $5,606,992
BLP Commercial Mortgage Trust 2024-IND2 A 4.96924% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,562,724 $5,562,724 0.37 $5,542,841
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 $5,528,043 $5,528,043 0.36 $5,516,305
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,512,609 $5,512,609 0.36 $5,480,971
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,612,785 $5,477,616 $5,477,616 0.36 $5,452,382
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 $5,435,168 $5,435,168 0.36 $5,330,823
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,373,172 $5,373,172 0.35 $5,350,731
SWCH Commercial Mortgage Trust 2025-DATA E 6.96731% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,302,820 $5,302,820 0.35 $5,275,950
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,218,498 $5,218,498 0.34 $5,200,154
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,216,175 $5,216,175 0.34 $5,183,654
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.11%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,184,411 $5,184,411 0.34 $5,173,403
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,182,680 $5,182,680 0.34 $5,166,647
Connecticut Avenue Securities, Series 2021-R03 1M2 5.2621% 25-DEC-2041, 5.26%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,138,240 $5,160,423 $5,160,423 0.34 $5,149,157
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,123,454 $5,123,454 0.34 $5,086,128
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 $5,079,955 $5,079,955 0.34 $5,075,197
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,077,979 $5,077,979 0.34 $5,039,786
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,071,814 $5,071,814 0.33 $5,031,958
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,049,956 $5,049,956 0.33 $5,011,882
SCG Trust 2025-SNIP E 7.02709% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,044,115 $5,044,115 0.33 $5,018,740
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,041,488 $5,041,488 0.33 $5,029,523
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,929,805 $4,986,262 $4,986,262 0.33 $4,972,818
BX Trust 2025-DIME E 6.62709% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,979,988 $4,979,988 0.33 $4,956,056
SCG Commercial Mortgage Trust 2025-DLFN E 6.57709% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,939,542 $4,939,542 0.33 $4,916,247
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,934,330 $4,934,330 0.33 $4,922,338
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 $4,910,600 $4,910,600 0.32 $4,893,063
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,902,116 $4,902,116 0.32 $4,873,395
Extended Stay America Trust 2026-ESH2 D 5.87709% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,878,527 $4,878,527 0.32 $4,858,038
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,864,682 $4,864,682 0.32 $4,826,125
BX Commercial Mortgage Trust 2024-MF D 6.31691% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,863,997 $4,863,997 0.32 $4,841,981
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,829,067 $4,829,067 0.32 $4,800,867
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,727,149 $4,782,008 $4,782,008 0.32 $4,763,132
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,734,293 $4,734,293 0.31 $4,704,664
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,663,215 $4,663,215 0.31 $4,639,815
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,609,754 $4,580,530 $4,580,530 0.30 $4,564,236
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,565,500 $4,576,125 $4,576,125 0.30 $4,558,339
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,548,046 $4,550,760 $4,550,760 0.30 $4,523,735
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 $4,525,488 $4,525,488 0.30 $4,509,618
NRTH Commercial Mortgage Trust 2025-PARK B 5.27001% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,519,113 $4,519,113 0.30 $4,501,985
Ally Bank Auto Credit-Linked Notes, Series 2026-A D 5.248% 15-MAR-2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,500,000 $4,508,706 $4,508,706 0.30 $4,499,522
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 $4,479,497 $4,479,497 0.30 $4,468,349
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,471,630 $4,471,630 0.30 $4,445,903
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,439,251 $4,439,251 0.29 $4,399,963
BX Commercial Mortgage Trust 2026-XL6 D 5.72709% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,384,781 $4,400,012 $4,400,012 0.29 $4,381,875
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,362,616 $4,362,616 0.29 $4,330,372
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 $4,361,097 $4,361,097 0.29 $4,342,050
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26552% 15-MAY-2041, 7.27%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,352,293 $4,352,293 0.29 $4,329,614
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.26%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,338,638 $4,338,638 0.29 $4,328,720
COMM 2024-WCL1 Mortgage Trust D 6.917% 17-JUN-2041, 6.92%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,286,794 $4,286,794 0.28 $4,265,565
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 $4,278,602 $4,278,602 0.28 $4,267,946
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,284,338 $4,274,768 $4,274,768 0.28 $4,251,710
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,246,801 $4,246,801 0.28 $4,226,080
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,184,881 $4,205,681 $4,205,681 0.28 $4,179,504
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,202,243 $4,202,243 0.28 $4,174,711
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,192,263 $4,192,263 0.28 $4,168,788
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,297,891 $4,153,144 $4,153,144 0.27 $4,136,274
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,104,098 $4,104,098 0.27 $4,088,781
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,086,691 $4,090,361 $4,090,361 0.27 $4,074,724
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 $4,033,028 $4,033,028 0.27 $4,013,879
BLP Trust 2025-IND2 D 6.27709% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,026,914 $4,026,914 0.27 $4,008,781
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,008,952 $4,008,952 0.26 $3,994,424
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 3,957,899 $4,007,712 $4,007,712 0.26 $3,982,796
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 $3,974,298 $3,974,298 0.26 $3,962,192
BX Trust 2024-VLT4 E 6.516494% 15-JUN-2041, 6.52%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,943,170 $3,943,170 0.26 $3,924,443
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 $3,925,633 $3,925,633 0.26 $3,915,674
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,924,602 $3,924,602 0.26 $3,893,809
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,832,297 $3,832,297 0.25 $3,822,938
Connecticut Avenue Securities Trust 2023-R02 1B2 11.5121% 25-JAN-2043, 11.51%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,792,066 $3,792,066 0.25 $3,775,541
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,777,570 $3,777,570 0.25 $3,768,546
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,773,832 $3,773,832 0.25 $3,759,342
BMP Commercial Mortgage Trust 2024-MF23 D 6.01758% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,773,255 $3,773,255 0.25 $3,756,957
FREMF 2023-K511 Mortgage Trust C 5.821891% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,769,367 $3,769,367 0.25 $3,744,952
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,788,938 $3,764,914 $3,764,914 0.25 $3,748,696
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,743,839 $3,743,839 0.25 $3,720,347
LEX Trust 2026-450 D 5.97709% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,738,498 $3,738,498 0.25 $3,722,509
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,731,777 $3,734,041 $3,734,041 0.25 $3,722,249
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,713,294 $3,713,294 0.25 $3,703,338
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,602,255 $3,602,255 0.24 $3,594,395
BX Commercial Mortgage Trust 2024-XL5 D 6.31689% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,590,341 $3,590,341 0.24 $3,574,054
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6121% 25-OCT-2041, 9.61%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,583,211 $3,583,211 0.24 $3,569,149
Extended Stay America Trust 2025-ESH E 6.97709% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,572,928 $3,572,928 0.24 $3,555,093
Extended Stay America Trust 2025-ESH D 6.22709% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,568,271 $3,568,271 0.24 $3,552,352
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,554,786 $3,558,184 $3,558,184 0.23 $3,537,131
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,444,465 $3,554,604 $3,554,604 0.23 $3,529,536
SCG Trust 2025-SNIP D 6.22709% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,530,576 $3,530,576 0.23 $3,514,835
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 3,500,000 $3,519,918 $3,519,918 0.23 $3,498,066
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,510,198 $3,510,198 0.23 $3,502,646
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,491,539 $3,491,539 0.23 $3,482,456
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 - 3,351,000 $3,478,048 $3,478,048 0.23 $3,463,092
CSMC 2021-BHAR C 5.742% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,430,395 $3,430,395 0.23 $3,416,104
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,386,104 $3,421,730 $3,421,730 0.23 $3,400,990
NATL Commercial Mortgage Trust 2026-IND E 6.8% 15-JUN-2043, 6.80%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,397,252 $3,397,252 0.22 $3,392,790
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,370,436 $3,370,436 0.22 $3,353,610
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 $3,364,541 $3,364,541 0.22 $3,355,013
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,364,524 $3,364,524 0.22 $3,345,283
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,340,102 $3,340,102 0.22 $3,307,588
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 $3,293,875 $3,293,875 0.22 $3,286,394
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,249,407 $3,284,681 $3,284,681 0.22 $3,264,662
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,260,480 $3,253,491 $3,253,491 0.21 $3,235,950
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,240,358 $3,246,980 $3,246,980 0.21 $3,240,617
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,243,621 $3,217,778 $3,217,778 0.21 $3,200,219
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,200,151 $3,200,151 0.21 $3,192,028
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,198,555 $3,198,555 0.21 $3,186,106
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,198,026 $3,198,026 0.21 $3,188,355
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,197,407 $3,197,407 0.21 $3,177,208
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,195,168 $3,195,168 0.21 $3,178,911
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 $3,182,463 $3,182,463 0.21 $3,169,088
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,183,781 $3,175,216 $3,175,216 0.21 $3,157,556
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 $3,173,519 $3,173,519 0.21 $3,153,512
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,163,952 $3,163,952 0.21 $3,158,969
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,142,228 $3,142,228 0.21 $3,134,283
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,141,731 $3,141,731 0.21 $3,134,450
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 $3,140,406 $3,140,406 0.21 $3,130,532
BX Trust 2025-LUNR D 6.12709% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,135,136 $3,135,136 0.21 $3,121,360
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,124,653 $3,124,653 0.21 $3,110,575
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,116,162 $3,116,162 0.21 $3,078,013
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,100,996 $3,100,996 0.20 $3,083,800
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 $3,083,881 $3,083,881 0.20 $3,070,374
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,054,960 $3,054,960 0.20 $3,046,220
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,014,079 $3,033,947 $3,033,947 0.20 $3,030,192
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7121% 25-OCT-2041, 6.71%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,031,325 $3,031,325 0.20 $3,022,934
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 $3,019,420 $3,019,420 0.20 $3,012,270
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.71%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,006,224 $3,011,691 $3,011,691 0.20 $3,005,789
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,997,683 $2,997,683 0.20 $2,986,256
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,993,849 $2,993,849 0.20 $2,976,132
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,959,898 $2,988,168 $2,988,168 0.20 $2,968,867
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 $2,977,401 $2,977,401 0.20 $2,959,780
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 $2,972,659 $2,972,659 0.20 $2,948,951
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 $2,970,370 $2,970,370 0.20 $2,963,575
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,966,988 $2,966,988 0.20 $2,950,146
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,955,425 $2,955,425 0.20 $2,948,719
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,945,891 $2,945,891 0.19 $2,941,653
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,904,421 $2,904,421 0.19 $2,889,539
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,797,478 $2,887,471 $2,887,471 0.19 $2,866,054
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,881,349 $2,881,349 0.19 $2,835,661
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,871,669 $2,871,669 0.19 $2,860,959
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 $2,864,302 $2,864,302 0.19 $2,857,864
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,855,805 $2,863,737 $2,863,737 0.19 $2,844,927
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,839,441 $2,851,145 $2,851,145 0.19 $2,831,246
SCG Commercial Mortgage Trust 2025-FLWR E 6.37709% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,850,011 $2,850,011 0.19 $2,836,806
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,849,022 $2,849,022 0.19 $2,844,825
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 $2,840,498 $2,840,498 0.19 $2,829,221
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,840,010 $2,840,010 0.19 $2,820,906
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 $2,826,722 $2,826,722 0.19 $2,820,100
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,812,798 $2,825,982 $2,825,982 0.19 $2,816,000
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,824,351 $2,824,351 0.19 $2,809,651
BX Trust 2026-CART D 5.52709% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,819,479 $2,819,479 0.19 $2,808,262
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,829,388 $2,815,204 $2,815,204 0.19 $2,799,529
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,791,124 $2,791,124 0.18 $2,772,550
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 $2,790,680 $2,790,680 0.18 $2,784,668
Great Wolf Trust 2024-WOLF G 9.06309% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,785,174 $2,785,174 0.18 $2,767,174
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,776,710 $2,776,710 0.18 $2,764,594
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,754,255 $2,760,917 $2,760,917 0.18 $2,750,528
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,705,877 $2,705,877 0.18 $2,693,878
BX Trust 2025-ROIC E 6.56838% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,694,445 $2,694,445 0.18 $2,681,723
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 $2,690,023 $2,690,023 0.18 $2,682,103
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,704,250 $2,683,620 $2,683,620 0.18 $2,668,254
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,647,434 $2,666,096 $2,666,096 0.18 $2,649,797
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,706,594 $2,660,481 $2,660,481 0.18 $2,653,354
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,632,926 $2,632,926 0.17 $2,626,286
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,628,481 $2,628,481 0.17 $2,616,098
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,628,291 $2,628,291 0.17 $2,617,425
BX Commercial Mortgage Trust 2026-CSMO D 6.07709% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,617,093 $2,617,093 0.17 $2,605,770
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,578,480 $2,578,480 0.17 $2,565,320
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,575,251 $2,575,251 0.17 $2,565,005
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,558,365 $2,560,010 $2,560,010 0.17 $2,554,126
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 $2,558,646 $2,558,646 0.17 $2,554,813
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,556,202 $2,556,202 0.17 $2,547,585
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 $2,554,286 $2,554,286 0.17 $2,530,619
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,597,019 $2,552,967 $2,552,967 0.17 $2,549,180
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 $2,547,180 $2,547,180 0.17 $2,528,162
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,541,717 $2,541,717 0.17 $2,532,953
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,524,443 $2,524,443 0.17 $2,507,581
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 $2,523,960 $2,523,960 0.17 $2,513,354
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,521,511 $2,521,511 0.17 $2,502,155
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,514,192 $2,514,192 0.17 $2,504,818
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,510,372 $2,510,372 0.17 $2,504,245
PFDR Trust 2026-DLVR|6.11264|06/15/2031, 6.11%, 06/15/31 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,508,000 $2,508,000 0.17 $2,508,000
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,506,910 $2,506,910 0.17 $2,488,213
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,506,736 $2,506,736 0.17 $2,489,900
BX Commercial Mortgage Trust 2024-AIR2 D 6.41745% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,506,282 $2,506,282 0.17 $2,494,744
280 Park Avenue 2017-280P Mortgage Trust B 5.018% 15-SEP-2034, 5.02%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,502,097 $2,502,097 0.17 $2,493,037
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 2,500,000 $2,499,437 $2,499,437 0.16 $2,494,284
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,494,221 $2,494,221 0.16 $2,488,391
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,490,678 $2,490,678 0.16 $2,476,231
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,489,344 $2,489,344 0.16 $2,484,531
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 $2,478,215 $2,478,215 0.16 $2,468,163
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 $2,472,834 $2,472,834 0.16 $2,468,034
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,444,092 $2,444,092 0.16 $2,436,632
Connecticut Avenue Securities Trust 2023-R02 1M2 6.9621% 25-JAN-2043, 6.96%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,418,047 $2,418,047 0.16 $2,411,273
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,425,468 $2,411,012 $2,411,012 0.16 $2,398,106
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,403,514 $2,403,514 0.16 $2,387,762
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 $2,401,428 $2,401,428 0.16 $2,392,193
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 $2,399,174 $2,399,174 0.16 $2,387,392
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,383,188 $2,383,188 0.16 $2,366,088
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,358,717 $2,382,918 $2,382,918 0.16 $2,368,122
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,359,344 $2,359,344 0.16 $2,356,278
ALA Trust 2025-OANA D 6.71872% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,349,928 $2,349,928 0.16 $2,338,607
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,348,029 $2,348,029 0.15 $2,339,469
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3602% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,344,007 $2,344,007 0.15 $2,333,287
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,342,545 $2,342,545 0.15 $2,331,548
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,310,273 $2,342,238 $2,342,238 0.15 $2,329,785
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.46927% 27-SEP-2052, 0.62%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,327,518 $2,327,518 0.15 $2,325,891
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.12513% 20-FEB-2034, 8.13%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,309,980 $2,320,899 $2,320,899 0.15 $2,309,950
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,376,027 $2,317,944 $2,317,944 0.15 $2,307,262
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,287,180 $2,305,349 $2,305,349 0.15 $2,291,748
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 $2,291,448 $2,291,448 0.15 $2,281,728
Connecticut Avenue Securities, Series 2021-R03 1B1 6.3621% 25-DEC-2041, 6.36%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,277,993 $2,277,993 0.15 $2,272,028
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,254,401 $2,277,562 $2,277,562 0.15 $2,271,710
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,268,934 $2,268,934 0.15 $2,259,834
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,268,675 $2,268,675 0.15 $2,260,104
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,251,581 $2,261,641 $2,261,641 0.15 $2,247,974
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 $2,243,720 $2,243,720 0.15 $2,235,330
COMM 2024-WCL1 Mortgage Trust C 6.517% 17-JUN-2041, 6.52%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,237,530 $2,237,530 0.15 $2,227,101
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,231,474 $2,231,474 0.15 $2,200,029
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,211,583 $2,211,583 0.15 $2,201,271
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,197,176 $2,197,176 0.15 $2,192,654
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,209,783 $2,195,741 $2,195,741 0.14 $2,183,426
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 $2,194,033 $2,194,033 0.14 $2,185,875
CONE Trust 2024-DFW1 A 5.26882% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,163,827 $2,163,827 0.14 $2,155,589
DBGS 2021-W52 Mortgage Trust C 6.1915% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,126,116 $2,126,116 0.14 $2,116,496
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,027,000 $2,111,862 $2,111,862 0.14 $2,097,545
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,098,173 $2,098,173 0.14 $2,091,346
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,116,558 $2,096,577 $2,096,577 0.14 $2,084,844
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 $2,096,408 $2,096,408 0.14 $2,080,856
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,086,297 $2,086,297 0.14 $2,070,938
NMEF Funding 2026-A (North Mill Equipment Finance) E 6.73% 15-FEB-2034, 6.73%, 02/15/34 NMEF 2026-A 62919FAG1 - 2,100,000 $2,085,999 $2,085,999 0.14 $2,076,184
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,059,429 $2,059,429 0.14 $2,051,465
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,059,245 $2,059,245 0.14 $2,051,686
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,068,203 $2,049,105 $2,049,105 0.14 $2,044,692
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,102,977 $2,042,849 $2,042,849 0.13 $2,033,509
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,036,989 $2,038,662 $2,038,662 0.13 $2,027,078
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,040,607 $2,027,360 $2,027,360 0.13 $2,021,714
SMRT Commercial Mortgage Trust 2022-MINI F 6.97709% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,026,430 $2,026,430 0.13 $2,016,225
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.87513% 20-MAR-2033, 5.88%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,007,478 $2,020,814 $2,020,814 0.13 $2,013,934
BX Trust 2026-CIP E 6.75% 15-MAY-2038, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,020,309 $2,020,309 0.13 $2,012,809
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 $2,018,232 $2,018,232 0.13 $2,012,403
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,042,001 $2,016,807 $2,016,807 0.13 $2,013,829
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12709% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,014,255 $2,014,255 0.13 $2,005,405
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,012,673 $2,012,673 0.13 $2,005,461
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,012,500 $2,012,500 0.13 $2,004,180
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,012,454 $2,012,454 0.13 $2,000,242
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,012,328 $2,012,328 0.13 $2,002,495
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,031,896 $2,010,262 $2,010,262 0.13 $1,998,776
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $2,007,959 $2,007,959 0.13 $1,994,825
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $2,004,802 $2,004,802 0.13 $1,991,735
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,003,507 $2,003,507 0.13 $1,991,677
Fig Six Trust 2026-PF1|6.155|08/25/2056, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 2,000,000 $1,999,945 $1,999,945 0.13 $1,999,945
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 $1,989,631 $1,989,631 0.13 $1,982,020
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,987,022 $1,989,227 $1,989,227 0.13 $1,977,926
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,988,535 $1,988,535 0.13 $1,984,003
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,051,875 $1,985,601 $1,985,601 0.13 $1,978,377
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,979,213 $1,979,213 0.13 $1,967,934
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,957,064 $1,974,392 $1,974,392 0.13 $1,961,931
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,972,466 $1,972,466 0.13 $1,960,972
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,967,535 $1,967,535 0.13 $1,963,055
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 1,947,433 $1,953,824 $1,953,824 0.13 $1,942,942
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,945,359 $1,945,359 0.13 $1,935,634
BX Commercial Mortgage Trust 2024-AIR2 C 5.86824% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,931,229 $1,931,229 0.13 $1,923,098
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 $1,902,747 $1,902,747 0.13 $1,895,559
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,899,376 $1,899,376 0.13 $1,889,039
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,898,112 $1,898,112 0.13 $1,893,674
BX Trust 2024-BRBK B 7.55369% 15-OCT-2041, 7.55%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,860,440 $1,860,440 0.12 $1,850,351
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,814,793 $1,814,793 0.12 $1,805,531
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 $1,801,889 $1,801,889 0.12 $1,795,771
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 $1,800,049 $1,800,049 0.12 $1,793,124
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 $1,793,713 $1,793,713 0.12 $1,789,701
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 $1,772,557 $1,772,557 0.12 $1,766,749
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 $1,766,263 $1,766,263 0.12 $1,761,154
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,763,807 $1,763,807 0.12 $1,757,318
Connecticut Avenue Securities Trust 2022-R03 1B2 13.4621% 25-MAR-2042, 13.46%, 03/25/42 CAS 2022-R03 20753XAJ3 - 1,644,000 $1,757,480 $1,757,480 0.12 $1,748,258
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,741,166 $1,741,166 0.11 $1,734,956
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,738,220 $1,738,220 0.11 $1,734,532
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,726,745 $1,730,119 $1,730,119 0.11 $1,720,429
Hertz Vehicle Financing III LLC|6.45|11/25/2030, 6.45%, 11/25/30 HERTZ 2026-1A 42806MEH8 - 1,700,000 $1,720,576 $1,720,576 0.11 $1,716,921
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,718,832 $1,718,832 0.11 $1,714,851
BXHPP Trust 2021-FILM C 4.842% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,714,891 $1,714,891 0.11 $1,708,073
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 $1,712,101 $1,712,101 0.11 $1,708,712
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 $1,708,426 $1,708,426 0.11 $1,704,026
Extended Stay America Trust 2025-ESH F 7.72709% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,702,732 $1,702,732 0.11 $1,693,326
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 $1,693,925 $1,693,925 0.11 $1,687,032
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,691,606 $1,691,606 0.11 $1,685,972
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,691,359 $1,691,359 0.11 $1,686,946
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,670,540 $1,670,540 0.11 $1,660,428
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,669,242 $1,669,242 0.11 $1,658,732
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,664,308 $1,664,308 0.11 $1,662,947
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,646,186 $1,646,186 0.11 $1,639,436
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,629,270 $1,629,270 0.11 $1,623,985
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,619,518 $1,622,740 $1,622,740 0.11 $1,612,724
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,622,426 $1,622,426 0.11 $1,610,116
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 $1,613,475 $1,613,475 0.11 $1,609,500
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 $1,596,537 $1,596,537 0.11 $1,594,382
BX Commercial Mortgage Trust 2024-WPT D 6.31679% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,591,326 $1,591,326 0.11 $1,584,117
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,584,264 $1,589,098 $1,589,098 0.10 $1,585,658
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,570,253 $1,585,648 $1,585,648 0.10 $1,575,836
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,573,522 $1,573,522 0.10 $1,562,247
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,554,337 $1,561,503 $1,561,503 0.10 $1,553,801
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,521,728 $1,552,289 $1,552,289 0.10 $1,547,686
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,549,040 $1,549,040 0.10 $1,543,384
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 $1,542,196 $1,542,196 0.10 $1,535,275
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,532,071 $1,540,908 $1,540,908 0.10 $1,531,099
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,532,071 $1,539,132 $1,539,132 0.10 $1,529,655
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 $1,525,810 $1,525,810 0.10 $1,518,654
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,525,241 $1,525,241 0.10 $1,518,389
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,521,533 $1,521,533 0.10 $1,516,650
Gracie Point International Funding, Series 2025-1 C 6.39285% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,516,261 $1,516,261 0.10 $1,505,596
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,513,274 $1,513,274 0.10 $1,506,645
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,528,000 $1,513,124 $1,513,124 0.10 $1,511,388
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,510,017 $1,510,017 0.10 $1,504,851
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,500,000 $1,505,440 $1,505,440 0.10 $1,499,988
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,500,000 $1,504,453 $1,504,453 0.10 $1,500,199
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,584 $1,502,584 0.10 $1,493,939
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,500,252 $1,500,252 0.10 $1,498,581
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,499,905 $1,499,905 0.10 $1,499,905
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 $1,496,569 $1,496,569 0.10 $1,490,944
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 $1,494,114 $1,494,114 0.10 $1,489,424
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 $1,490,575 $1,490,575 0.10 $1,485,411
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 $1,489,334 $1,489,334 0.10 $1,483,405
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,483,963 $1,483,963 0.10 $1,475,291
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 $1,447,019 $1,447,019 0.10 $1,445,450
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 $1,429,810 $1,429,810 0.09 $1,426,812
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,416,245 $1,420,353 $1,420,353 0.09 $1,414,766
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,413,029 $1,413,029 0.09 $1,413,010
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,408,998 $1,408,998 0.09 $1,404,114
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,413,337 $1,405,277 $1,405,277 0.09 $1,397,572
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,408,190 $1,402,424 $1,402,424 0.09 $1,395,041
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,400,729 $1,400,729 0.09 $1,397,167
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,385,471 $1,391,678 $1,391,678 0.09 $1,386,636
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 $1,377,382 $1,377,382 0.09 $1,372,231
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,377,229 $1,377,229 0.09 $1,374,181
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,373,629 $1,373,629 0.09 $1,363,918
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 $1,346,153 $1,346,153 0.09 $1,341,195
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 - 1,558,446 $1,306,155 $1,306,155 0.09 $1,304,326
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,292,132 $1,301,676 $1,301,676 0.09 $1,294,569
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,296,435 $1,299,772 $1,299,772 0.09 $1,286,821
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,272,777 $1,281,150 $1,281,150 0.08 $1,273,372
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,250,922 $1,274,536 $1,274,536 0.08 $1,267,556
Great Wolf Trust 2024-WOLF C 6.01809% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,270,322 $1,270,322 0.08 $1,264,845
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,264,686 $1,264,686 0.08 $1,259,630
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,253,633 $1,255,271 $1,255,271 0.08 $1,247,654
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.22513% 20-OCT-2032, 6.23%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,232,560 $1,245,336 $1,245,336 0.08 $1,240,860
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 $1,240,752 $1,240,752 0.08 $1,230,401
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 $1,237,816 $1,237,816 0.08 $1,233,285
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,235,437 $1,237,166 $1,237,166 0.08 $1,230,276
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,218,313 $1,218,313 0.08 $1,214,973
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,213,794 $1,213,794 0.08 $1,208,884
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 $1,211,112 $1,211,112 0.08 $1,205,395
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 $1,193,646 $1,193,646 0.08 $1,188,279
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 $1,188,406 $1,188,406 0.08 $1,182,430
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 $1,187,557 $1,187,557 0.08 $1,180,473
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,183,573 $1,183,573 0.08 $1,179,218
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.12513% 20-MAR-2033, 7.13%, 03/21/33 HACLN 2025-1 446438TA1 - 1,166,791 $1,176,979 $1,176,979 0.08 $1,172,129
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 $1,176,529 $1,176,529 0.08 $1,172,543
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,155,691 $1,155,691 0.08 $1,153,360
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,151,150 $1,143,396 $1,143,396 0.08 $1,138,547
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,110,924 $1,135,965 $1,135,965 0.07 $1,130,624
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,132,810 $1,132,810 0.07 $1,128,752
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,180,938 $1,129,637 $1,129,637 0.07 $1,125,799
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,113,774 $1,126,636 $1,126,636 0.07 $1,123,290
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,068,892 $1,119,307 $1,119,307 0.07 $1,113,273
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.77513% 20-MAY-2032, 6.78%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,094,876 $1,109,335 $1,109,335 0.07 $1,105,008
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,100,872 $1,107,173 $1,107,173 0.07 $1,103,656
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,101,410 $1,103,553 $1,103,553 0.07 $1,097,017
OBX 2026-HE1 Trust M2 5.4121% 25-FEB-2056, 5.41%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,101,211 $1,101,211 0.07 $1,098,565
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,070,389 $1,065,496 $1,065,496 0.07 $1,059,194
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,065,313 $1,065,313 0.07 $1,059,181
BX Trust 2024-VLT4 D 6.067142% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,058,103 $1,058,103 0.07 $1,053,479
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,056,889 $1,056,889 0.07 $1,054,644
BX Trust 2024-CNYN C 5.56825% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,055,533 $1,055,533 0.07 $1,051,311
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,055,922 $1,053,092 $1,053,092 0.07 $1,047,088
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,030,118 $1,030,118 0.07 $1,024,562
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,015,651 $1,028,417 $1,028,417 0.07 $1,019,626
LIFE 2021-BMR Mortgage Trust E 5.492% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,027,166 $1,027,166 0.07 $1,023,002
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,024,322 $1,024,322 0.07 $1,018,578
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,050,367 $1,017,236 $1,017,236 0.07 $1,012,400
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 $1,015,078 $1,015,078 0.07 $1,009,925
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 $1,014,754 $1,014,754 0.07 $1,011,728
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 $1,013,840 $1,013,840 0.07 $1,004,500
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $992,827 $992,827 0.07 $990,185
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $992,364 $992,364 0.07 $991,339
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $992,243 $992,243 0.07 $990,029
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $984,237 $984,237 0.06 $980,079
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 969,835 $971,386 $971,386 0.06 $965,704
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 936,210 $955,704 $955,704 0.06 $950,237
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 926,050 $939,808 $939,808 0.06 $933,403
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 939,882 $934,678 $934,678 0.06 $929,796
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 $930,065 $930,065 0.06 $927,456
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 926,609 $929,600 $929,600 0.06 $925,303
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 922,008 $922,875 $922,875 0.06 $921,142
Truist Bank Auto Credit-Linked Notes Series 2026-1|7.196|06/26/2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 918,000 $918,063 $918,063 0.06 $917,879
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 $915,966 $915,966 0.06 $913,020
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 923,960 $906,813 $906,813 0.06 $902,809
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 856,552 $906,340 $906,340 0.06 $900,927
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,577 $905,577 0.06 $903,706
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 906,451 $902,858 $902,858 0.06 $898,052
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 896,236 $899,699 $899,699 0.06 $896,271
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $899,495 $899,495 0.06 $890,526
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 864,035 $881,837 $881,837 0.06 $877,085
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 860,668 $869,042 $869,042 0.06 $863,674
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $846,074 $846,074 0.06 $841,029
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,849 $841,849 0.06 $840,018
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $841,279 $841,279 0.06 $836,889
BX Trust 2026-CIP D 5.75% 15-MAY-2038, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $832,539 $832,539 0.05 $829,900
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $813,224 $813,224 0.05 $810,529
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 818,405 $810,538 $810,538 0.05 $809,344
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $809,627 $809,627 0.05 $802,855
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $802,432 $802,432 0.05 $797,324
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.62513% 20-OCT-2032, 7.63%, 10/20/32 HACLN 2024-2 44644NAK5 - 783,960 $783,774 $783,774 0.05 $780,287
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $778,321 $778,321 0.05 $774,212
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $770,496 $770,496 0.05 $766,021
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 $746,998 $746,998 0.05 $745,315
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 $735,952 $735,952 0.05 $734,041
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $721,072 $721,072 0.05 $719,791
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 $720,957 $720,957 0.05 $719,014
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.0488% 25-OCT-2057, 8.05%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 673,184 $718,881 $718,881 0.05 $716,623
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 718,493 $713,731 $713,731 0.05 $709,696
Truist Bank Auto Credit-Linked Notes Series 2026-1|10.101|06/26/2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 700,000 $703,719 $703,719 0.05 $703,523
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 666,667 $702,510 $702,510 0.05 $698,747
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $683,557 $683,557 0.05 $668,167
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 666,667 $674,929 $674,929 0.04 $672,418
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 640,516 $668,122 $668,122 0.04 $662,682
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 653,691 $659,666 $659,666 0.04 $656,992
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 640,516 $659,563 $659,563 0.04 $655,613
Planet Fitness Master Issuer LLC|4.008|12/05/2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $642,732 $642,732 0.04 $642,269
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 643,190 $640,211 $640,211 0.04 $638,791
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 $629,509 $629,509 0.04 $627,391
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 $613,258 $613,258 0.04 $611,821
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $608,816 $608,816 0.04 $607,403
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 $608,728 $608,728 0.04 $607,828
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 567,573 $579,670 $579,670 0.04 $576,457
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,351 $563,351 0.04 $561,479
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $548,280 $548,280 0.04 $544,678
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 531,969 $546,722 $546,722 0.04 $541,386
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 531,969 $539,864 $539,864 0.04 $535,796
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $518,765 $518,765 0.03 $515,201
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $514,778 $514,778 0.03 $511,948
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 $512,452 $512,452 0.03 $511,799
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 $511,308 $511,308 0.03 $509,100
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,702 $509,702 0.03 $507,608
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $509,109 $509,109 0.03 $506,824
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 507,860 $509,106 $509,106 0.03 $506,658
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $508,447 $508,447 0.03 $506,419
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 $506,752 $506,752 0.03 $504,285
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $506,377 $506,377 0.03 $502,038
NATL Commercial Mortgage Trust 2026-IND D 5.8% 15-JUN-2043, 5.80%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $503,177 $503,177 0.03 $502,613
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 $494,645 $494,645 0.03 $493,156
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 493,570 $491,443 $491,443 0.03 $488,708
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 463,588 $471,731 $471,731 0.03 $468,850
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 470,376 $471,594 $471,594 0.03 $470,651
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 $468,783 $468,783 0.03 $434,251
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 464,179 $468,682 $468,682 0.03 $465,502
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $461,751 $461,751 0.03 $459,094
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 441,452 $450,861 $450,861 0.03 $448,837
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.87513% 20-SEP-2033, 6.88%, 09/20/33 HACLN 2025-2 44644NAR0 - 446,437 $448,565 $448,565 0.03 $446,775
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $420,107 $420,107 0.03 $417,904
BXHPP Trust 2021-FILM A 4.392% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,798 $416,798 0.03 $415,412
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $407,197 $407,197 0.03 $405,316
BX Commercial Mortgage Trust 2026-CSMO C 5.62709% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $404,924 $404,924 0.03 $403,298
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 393,162 $393,744 $393,744 0.03 $392,231
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 374,595 $385,048 $385,048 0.03 $382,475
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.87513% 20-MAY-2032, 8.88%, 05/20/32 HACLN 2024-1 44644NAD1 - 378,995 $384,792 $384,792 0.03 $382,830
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 381,750 $383,700 $383,700 0.03 $381,854
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 380,944 $382,250 $382,250 0.03 $381,431
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 $382,063 $382,063 0.03 $380,051
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,898 $376,898 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $368,014 $368,014 0.02 $365,910
DBGS 2021-W52 Mortgage Trust B 5.6387% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $364,364 $364,364 0.02 $362,874
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.0488% 25-OCT-2057, 7.05%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 344,333 $364,057 $364,057 0.02 $363,045
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 350,399 $355,072 $355,072 0.02 $353,616
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,384 $348,384 0.02 $346,996
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 $331,988 $331,988 0.02 $331,521
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,128 $330,128 0.02 $329,048
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $323,362 $323,362 0.02 $322,406
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $315,109 $315,109 0.02 $313,380
BX Commercial Mortgage Trust 2024-MF C 5.56799% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,909 $311,909 0.02 $310,663
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 $302,821 $302,821 0.02 $300,636
CSMC 2021-BHAR E 7.242% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $298,816 $298,816 0.02 $297,247
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 294,057 $298,566 $298,566 0.02 $296,950
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $296,690 $296,690 0.02 $294,984
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 280,863 $293,002 $293,002 0.02 $290,615
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $284,040 $284,040 0.02 $283,071
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 268,614 $275,374 $275,374 0.02 $274,260
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 279,133 $274,092 $274,092 0.02 $273,491
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,023 $270,023 0.02 $269,052
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 253,028 $255,454 $255,454 0.02 $254,144
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $255,155 $255,155 0.02 $253,843
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - 250,000 $253,618 $253,618 0.02 $252,269
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 233,722 $235,980 $235,980 0.02 $234,852
BXHPP Trust 2021-FILM B 4.642% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,770 $233,770 0.02 $232,932
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 224,757 $233,649 $233,649 0.02 $231,659
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $231,006 $231,006 0.02 $229,582
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 223,023 $226,135 $226,135 0.01 $225,520
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $213,395 $213,395 0.01 $211,872
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $212,899 $212,899 0.01 $212,639
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 $209,460 $209,460 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 $204,173 $204,173 0.01 $202,856
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 187,242 $190,544 $190,544 0.01 $189,678
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 189,604 $190,529 $190,529 0.01 $189,190
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 179,495 $179,098 $179,098 0.01 $178,705
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 177,921 $178,777 $178,777 0.01 $177,937
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 $177,282 $177,282 0.01 $176,709
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 173,695 $176,093 $176,093 0.01 $175,599
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $156,929 $156,929 0.01 $156,679
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 151,660 $151,899 $151,899 0.01 $151,577
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 129,760 $131,798 $131,798 0.01 $131,317
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 174,144 $131,262 $131,262 0.01 $131,161
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 127,060 $127,877 $127,877 0.01 $127,297
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 107,793 $108,248 $108,248 0.01 $107,882
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 105,066 $108,089 $108,089 0.01 $106,935
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,706 $100,706 0.01 $100,529
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,413 $100,413 0.01 $100,240
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,441 $92,441 0.01 $92,267
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 91,119 $90,254 $90,254 0.01 $90,058
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 88,117 $88,151 $88,151 0.01 $88,073
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 81,093 $81,676 $81,676 0.01 $81,265
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,798 $71,798 0.00 $71,653
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 $32,051 $32,051 0.00 $31,981
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 $30,734 $30,734 0.00 $30,610
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 23,775 $23,891 $23,891 0.00 $23,794
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 19,510 $19,645 $19,645 0.00 $19,592
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 - 10,986 $11,069 $11,069 0.00 $11,012
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - 742.00 $79,196,906 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 5,455 $1,124,326,646 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -108.00 $-12,325,500 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -282.00 $-31,420,969 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,700,469 $0 0.00 $0
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 8025 ESM6C ESM6 INDEX $8,025.00 -22.00 $-8,132,025 $-165 0.00 $-165
US 10YR FUT OPTN Jul26Call 112.5 TYN6C TYU6 COMDTY $112.50 -69.00 $-7,536,094 $-1,078 0.00 $-1,078
US 10YR FUT OPTN Jul26Put 107.5 TYN6P TYU6 COMDTY $107.50 -69.00 $7,536,094 $-3,234 0.00 $-3,234
US 5YR FUTR OPTN Jul26Call 108.25 FVN6C FVU6 COMDTY $108.25 -264.00 $-28,177,875 $-6,188 0.00 $-6,188
GOLD FUT OPT(CMX) Jul26C 5035 5035 GCN6C GCQ6 COMDTY $5,035.00 -54.00 $-23,146,560 $-6,480 0.00 $-6,480
US 5YR FUTR OPTN Jul26P 106 106 FVN6P FVU6 COMDTY $106.00 -264.00 $28,177,875 $-24,750 0.00 $-24,750
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 7130 ESM6P ESM6 INDEX $7,130.00 -22.00 $8,132,025 $-25,575 0.00 $-25,575
GOLD FUT OPT(CMX) Jul26P 3855 3855 GCN6P GCQ6 COMDTY $3,855.00 -54.00 $23,146,560 $-50,760 0.00 $-50,760
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - -189,990,000 $-157,836,472 $-157,836,472 -10.42 $-157,836,472
SEGREGATED CASH SEGCASH $0.00 11,380,000 $11,380,000 $11,380,000 0.75 $11,380,000
US DOLLARS USD MD_142224 - -472,436,572 $-472,436,572 $-472,436,572 -31.18 $-472,436,572
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,256,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,459,375 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,415,625 $0 0.00 $0
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,928,889 $-71,104 0.00 $-71,104
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,256,345 $-83,357 -0.01 $-83,357
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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