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 30, 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 $192,948,079 $192,948,079 12.73 $192,948,079
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 166,986,788 $170,042,646 $170,042,646 11.22 $170,042,646
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 122,618,717 $125,252,567 $125,252,567 8.26 $125,252,567
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 136,700,000 $116,735,648 $116,735,648 7.70 $116,735,648
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 60,613,000 $62,681,116 $62,681,116 4.13 $62,681,116
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 30,738,000 $30,832,058 $30,832,058 2.03 $30,832,058
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,856,668 $16,856,668 1.10 $16,672,088
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.27776% 25-FEB-2045, 5.28%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,836,196 $16,836,196 1.10 $16,821,405
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.62776% 25-DEC-2041, 10.63%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,422,733 $15,422,733 1.01 $15,396,149
Connecticut Avenue Securities, Series 2021-R01 1B2 9.62776% 25-OCT-2041, 9.63%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,126,000 $15,361,300 $15,361,300 1.00 $15,337,028
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.12776% 25-OCT-2041, 11.13%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,794,850 $14,794,850 0.98 $14,723,771
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 12,941,000 $13,415,086 $13,415,086 0.89 $13,106,839
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,345,860 $12,345,860 0.82 $12,021,600
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.12776% 25-FEB-2042, 12.13%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,663,969 $12,201,336 $12,201,336 0.81 $12,177,760
ALA Trust 2025-OANA A 5.36863% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,127,140 $12,127,140 0.80 $12,098,379
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,145,734 $11,145,734 0.74 $11,023,317
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.42776% 25-NOV-2041, 11.43%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 10,790,945 $11,077,214 $11,077,214 0.73 $11,056,661
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $10,589,086 $10,589,086 0.70 $10,551,855
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,115,520 $10,115,520 0.67 $10,084,302
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,105,890 $10,105,890 0.67 $10,003,650
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,100,363 $10,100,363 0.67 $10,071,553
BX Trust 2025-VLT7 E 7.37539% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,910,204 $9,910,204 0.65 $9,877,536
Connecticut Avenue Securities Trust 2022-R06 1M2 7.47776% 25-MAY-2042, 7.48%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,576,633 $9,576,633 0.63 $9,564,980
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.37776% 25-FEB-2042, 7.38%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,520,983 $9,520,983 0.63 $9,509,491
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,983,202 $9,020,208 $9,020,208 0.60 $8,978,586
Connecticut Avenue Securities, Series 2021-R02 2B2 9.82776% 25-NOV-2041, 9.83%, 11/25/41 CAS 2021-R02 20754KAJ0 - 8,783,000 $8,958,294 $8,958,294 0.59 $8,943,907
BX Commercial Mortgage Trust 2024-XL4 A 5.06742% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 8,560,069 $8,590,812 $8,590,812 0.57 $8,571,533
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,203,102 $8,203,102 0.54 $8,015,897
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.87776% 25-SEP-2041, 9.88%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $7,964,058 $7,964,058 0.53 $7,951,111
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,868,454 $7,868,454 0.52 $7,859,079
BX Trust 2024-FNX A 5.06769% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,601,395 $7,622,007 $7,622,007 0.50 $7,604,886
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,530,900 $7,530,900 0.50 $7,512,233
HILT 2025-NVIL A 5.36839% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,438,240 $7,438,240 0.49 $7,420,584
Extended Stay America Trust 2025-ESH B 5.22539% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,254,072 $7,254,072 0.48 $7,237,296
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,109,054 $7,109,054 0.47 $7,074,995
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,059,631 $7,059,631 0.47 $7,026,136
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 $6,981,734 $6,981,734 0.46 $6,961,915
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,777,917 $6,777,917 0.45 $6,747,614
Connecticut Avenue Securities Trust 2022-R01 1B2 9.62776% 25-DEC-2041, 9.63%, 12/25/41 CAS 2022-R01 20754LAJ8 - 6,608,409 $6,758,938 $6,758,938 0.45 $6,748,334
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,718,022 $6,718,022 0.44 $6,706,967
Great Wolf Trust 2024-WOLF D 6.51539% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,653,414 $6,653,414 0.44 $6,634,293
Connecticut Avenue Securities, Series 2021-R03 1B2 9.12776% 25-DEC-2041, 9.13%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,611,611 $6,611,611 0.44 $6,601,753
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,530,298 $6,556,099 $6,556,099 0.43 $6,525,619
PNW Trust 2026-ARTE A 5.33665% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,500,827 $6,500,827 0.43 $6,485,410
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92539% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,454,654 $6,454,654 0.43 $6,440,537
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,419,470 $6,419,470 0.42 $6,413,619
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,412,824 $6,412,824 0.42 $6,397,762
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,331,230 $6,331,230 0.42 $6,318,709
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.77%, 06/15/31 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,304,943 $6,304,943 0.42 $6,303,933
SMRT Commercial Mortgage Trust 2022-MINI D 5.57539% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,257,808 $6,257,808 0.41 $6,242,319
BX Trust 2025-TAIL D 6.07539% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,029,415 $6,029,415 0.40 $6,013,214
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,920,485 $5,920,485 0.39 $5,911,740
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,862,227 $5,862,227 0.39 $5,825,952
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,861,351 $5,861,351 0.39 $5,816,392
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01282% 25-OCT-2057, 6.01%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,654,471 $5,844,013 $5,844,013 0.39 $5,838,346
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.72776% 25-JAN-2042, 10.73%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 5,601,396 $5,780,195 $5,780,195 0.38 $5,770,180
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,750,824 $5,750,824 0.38 $5,723,252
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,747,244 $5,726,415 $5,726,415 0.38 $5,699,101
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
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,693,972 $5,699,730 $5,699,730 0.38 $5,672,546
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,680,029 $5,680,029 0.38 $5,648,276
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,826,538 $5,618,922 $5,618,922 0.37 $5,599,500
BX Trust 2024-CNYN D 6.31548% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,618,297 $5,618,297 0.37 $5,602,579
BLP Commercial Mortgage Trust 2024-IND2 A 4.96754% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,553,654 $5,553,654 0.37 $5,541,422
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.12776% 25-MAY-2045, 5.13%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,520,891 $5,520,891 0.36 $5,516,181
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,500,895 $5,500,895 0.36 $5,476,557
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,583,085 $5,453,741 $5,453,741 0.36 $5,434,433
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,345,542 $5,345,542 0.35 $5,331,179
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 $5,345,401 $5,345,401 0.35 $5,336,364
SWCH Commercial Mortgage Trust 2025-DATA E 6.96561% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,293,334 $5,293,334 0.35 $5,276,802
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,234,546 $5,234,546 0.35 $5,208,695
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,196,871 $5,196,871 0.34 $5,185,130
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,190,955 $5,190,955 0.34 $5,134,511
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.13%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,182,999 $5,182,999 0.34 $5,178,582
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,170,926 $5,170,926 0.34 $5,164,513
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,069,475 $5,069,475 0.33 $5,040,097
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,065,649 $5,065,649 0.33 $5,011,897
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,064,872 $5,064,872 0.33 $5,033,191
SCG Trust 2025-SNIP E 7.02539% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,034,351 $5,034,351 0.33 $5,018,739
Connecticut Avenue Securities Trust 2022-R03 1B2 13.47776% 25-MAR-2042, 13.48%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $5,033,423 $5,033,423 0.33 $5,022,766
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $4,994,690 $4,994,690 0.33 $4,990,150
BX Trust 2025-DIME E 6.62539% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,971,004 $4,971,004 0.33 $4,956,281
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,952,198 $4,952,198 0.33 $4,947,402
SCG Commercial Mortgage Trust 2025-DLFN E 6.57539% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,933,635 $4,933,635 0.33 $4,919,303
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,859,618 $4,900,259 $4,900,259 0.32 $4,894,958
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,898,515 $4,898,515 0.32 $4,876,422
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,894,974 $4,894,974 0.32 $4,838,815
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.87776% 25-MAR-2042, 8.88%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,892,833 $4,892,833 0.32 $4,885,806
Extended Stay America Trust 2026-ESH2 D 5.87539% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,873,271 $4,873,271 0.32 $4,860,667
BX Commercial Mortgage Trust 2024-MF D 6.31521% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,849,463 $4,849,463 0.32 $4,835,919
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,814,254 $4,814,254 0.32 $4,792,561
Connecticut Avenue Securities Trust 2022-R07 1B2 15.62776% 25-JUN-2042, 15.63%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,721,729 $4,721,729 0.31 $4,710,630
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,667,044 $4,667,044 0.31 $4,649,044
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,565,500 $4,624,398 $4,624,398 0.31 $4,591,671
NRTH Commercial Mortgage Trust 2025-PARK B 5.26831% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,519,515 $4,519,515 0.30 $4,508,978
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 $4,513,308 $4,513,308 0.30 $4,503,648
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,457,583 $4,499,185 $4,499,185 0.30 $4,487,793
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 $4,483,896 $4,483,896 0.30 $4,477,765
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,473,390 $4,473,390 0.30 $4,410,933
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,450,009 $4,450,009 0.29 $4,430,220
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,466,378 $4,439,393 $4,439,393 0.29 $4,429,289
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,448,043 $4,436,641 $4,436,641 0.29 $4,416,309
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 $4,385,654 $4,385,654 0.29 $4,334,395
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26382% 15-MAY-2041, 7.26%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,354,188 $4,354,188 0.29 $4,340,235
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.28%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,309,496 $4,309,496 0.28 $4,305,765
COMM 2024-WCL1 Mortgage Trust D 6.915% 17-JUN-2041, 6.91%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,309,444 $4,309,444 0.28 $4,296,383
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,249,412 $4,249,412 0.28 $4,233,473
GGP Trust 2026-2PAK A 5.83237% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,214,249 $4,245,267 $4,245,267 0.28 $4,224,102
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26282% 25-OCT-2057, 6.26%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,084,687 $4,233,227 $4,233,227 0.28 $4,228,964
BX Commercial Mortgage Trust 2026-XL6 D 5.72539% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,171,939 $4,192,695 $4,192,695 0.28 $4,182,079
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 $4,179,699 $4,179,699 0.28 $4,169,967
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,198,931 $4,169,855 $4,169,855 0.28 $4,152,472
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,167,976 $4,167,976 0.28 $4,149,919
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,140,949 $4,145,581 $4,145,581 0.27 $4,125,656
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,102,288 $4,102,288 0.27 $4,092,485
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 $4,029,754 $4,029,754 0.27 $4,016,350
BLP Trust 2025-IND2 D 6.27539% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,020,572 $4,020,572 0.27 $4,009,416
Connecticut Avenue Securities Trust 2022-R04 1B2 13.12776% 25-MAR-2042, 13.13%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,995,332 $3,995,332 0.26 $3,987,074
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,156,612 $3,993,609 $3,993,609 0.26 $3,985,451
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,991,126 $3,991,126 0.26 $3,981,828
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,941,640 $3,941,640 0.26 $3,891,253
BX Trust 2024-VLT4 E 6.514794% 15-JUN-2041, 6.51%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,934,871 $3,934,871 0.26 $3,923,350
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,856,856 $3,890,270 $3,890,270 0.26 $3,885,514
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 3,840,252 $3,871,276 $3,871,276 0.26 $3,852,679
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,833,532 $3,830,890 $3,830,890 0.25 $3,821,502
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,821,950 $3,821,950 0.25 $3,804,452
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,832,492 $3,797,803 $3,797,803 0.25 $3,793,955
Connecticut Avenue Securities Trust 2023-R02 1B2 11.52776% 25-JAN-2043, 11.53%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,772,147 $3,772,147 0.25 $3,765,528
JW Commercial Mortgage Trust 2026-MRCO B 5.32539% 15-JUN-2039, 5.33%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,771,467 $3,771,467 0.25 $3,762,591
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,770,827 $3,770,827 0.25 $3,767,218
FREMF 2023-K511 Mortgage Trust C 5.634038% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,769,870 $3,769,870 0.25 $3,750,463
BMP Commercial Mortgage Trust 2024-MF23 D 6.01588% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,768,090 $3,768,090 0.25 $3,758,063
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,738,198 $3,738,198 0.25 $3,720,127
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,615,654 $3,734,125 $3,734,125 0.25 $3,713,883
LEX Trust 2026-450 D 5.97539% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,727,715 $3,727,715 0.25 $3,717,878
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,701,601 $3,701,601 0.24 $3,697,618
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,676,251 $3,671,738 $3,671,738 0.24 $3,664,304
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,637,897 $3,620,713 $3,620,713 0.24 $3,610,746
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,616,697 $3,616,697 0.24 $3,613,553
BX Commercial Mortgage Trust 2024-XL5 D 6.31519% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,585,938 $3,585,938 0.24 $3,575,918
Extended Stay America Trust 2025-ESH E 6.97539% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,576,958 $3,576,958 0.24 $3,565,985
Extended Stay America Trust 2025-ESH D 6.22539% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,564,424 $3,564,424 0.24 $3,554,631
SCG Trust 2025-SNIP D 6.22539% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,520,948 $3,520,948 0.23 $3,511,264
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,517,265 $3,517,265 0.23 $3,514,245
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,483,566 $3,483,566 0.23 $3,479,024
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,469,078 $3,469,078 0.23 $3,450,517
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,454,301 $3,450,957 $3,450,957 0.23 $3,435,220
CSMC 2021-BHAR C 5.74% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,425,229 $3,425,229 0.23 $3,416,437
NATL Commercial Mortgage Trust 2026-IND E 6.77123% 15-JUN-2043, 6.78%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,399,889 $3,399,889 0.22 $3,389,726
BAY Trust 2026-MDWS C 5.9924% 15-JUN-2041, 5.99%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,377,828 $3,377,828 0.22 $3,375,012
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,359,974 $3,359,974 0.22 $3,343,222
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,346,841 $3,346,841 0.22 $3,332,039
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,321,333 $3,321,333 0.22 $3,313,558
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,281,250 $3,303,421 $3,303,421 0.22 $3,287,961
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,207,678 $3,202,792 $3,202,792 0.21 $3,199,153
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,197,623 $3,197,623 0.21 $3,194,711
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,196,888 $3,196,888 0.21 $3,186,484
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,191,242 $3,191,242 0.21 $3,185,923
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,189,938 $3,189,938 0.21 $3,177,010
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,184,860 $3,184,860 0.21 $3,168,251
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.19834% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,175,126 $3,182,923 $3,182,923 0.21 $3,180,172
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,180,853 $3,180,853 0.21 $3,177,603
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,176,314 $3,176,314 0.21 $3,160,157
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,182,685 $3,169,296 $3,169,296 0.21 $3,156,125
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 $3,163,878 $3,163,878 0.21 $3,148,488
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,141,246 $3,163,630 $3,163,630 0.21 $3,148,743
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.49224% 25-SEP-2048, 11.49%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,162,780 $3,162,780 0.21 $3,157,422
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,136,188 $3,136,188 0.21 $3,133,010
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 $3,135,960 $3,135,960 0.21 $3,130,529
BX Trust 2025-LUNR D 6.12539% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,130,985 $3,130,985 0.21 $3,122,510
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.62776% 25-MAR-2042, 10.63%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,129,503 $3,129,503 0.21 $3,124,190
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,140,492 $3,110,522 $3,110,522 0.21 $3,097,444
Connecticut Avenue Securities Trust 2022-R02 2B2 11.27776% 25-JAN-2042, 11.28%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,105,951 $3,105,951 0.21 $3,100,312
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 $3,090,495 $3,090,495 0.20 $3,081,851
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,098,816 $3,084,685 $3,084,685 0.20 $3,071,463
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,083,857 $3,083,857 0.20 $3,070,630
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,067,386 $3,067,386 0.20 $3,056,288
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,046,863 $3,046,863 0.20 $3,043,367
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,013,165 $3,044,287 $3,044,287 0.20 $3,029,274
Connecticut Avenue Securities, Series 2021-R01 1B1 6.72776% 25-OCT-2041, 6.73%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,022,881 $3,022,881 0.20 $3,019,518
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 $3,009,119 $3,009,119 0.20 $3,006,259
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,000,658 $3,000,658 0.20 $2,986,575
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,996,281 $2,996,281 0.20 $2,987,198
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,972,697 $2,972,697 0.20 $2,970,015
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 $2,965,915 $2,965,915 0.20 $2,952,360
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 $2,964,536 $2,964,536 0.20 $2,961,818
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 $2,962,896 $2,962,896 0.20 $2,944,660
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,961,178 $2,961,178 0.20 $2,948,223
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,959,184 $2,959,184 0.20 $2,945,059
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 $2,903,538 $2,903,538 0.19 $2,889,507
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,861,758 $2,881,943 $2,881,943 0.19 $2,867,589
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,870,398 $2,870,398 0.19 $2,863,543
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,864,901 $2,864,901 0.19 $2,835,661
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,849,103 $2,849,103 0.19 $2,835,112
SCG Commercial Mortgage Trust 2025-FLWR E 6.37539% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,845,501 $2,845,501 0.19 $2,837,377
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 $2,838,293 $2,838,293 0.19 $2,831,075
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,745,538 $2,828,192 $2,828,192 0.19 $2,812,023
BX Trust 2026-CART D 5.52539% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,813,390 $2,813,390 0.19 $2,806,490
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,810,867 $2,810,867 0.19 $2,801,459
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,791,729 $2,803,864 $2,803,864 0.19 $2,790,642
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 $2,802,781 $2,802,781 0.19 $2,773,253
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,791,465 $2,797,204 $2,797,204 0.18 $2,783,061
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 $2,794,247 $2,794,247 0.18 $2,791,842
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,776,239 $2,783,879 $2,783,879 0.18 $2,777,574
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,806,018 $2,781,003 $2,781,003 0.18 $2,769,045
Great Wolf Trust 2024-WOLF G 9.06139% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,778,247 $2,778,247 0.18 $2,767,172
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.42776% 25-JUL-2048, 5.43%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,772,161 $2,777,729 $2,777,729 0.18 $2,775,221
JW Commercial Mortgage Trust 2026-MRCO D 6.07539% 15-JUN-2039, 6.08%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,770,084 $2,770,084 0.18 $2,762,658
Firstlight Issuer LLC|6.167|06/20/2056, 6.17%, 06/20/56 FLF 2026-1A 33769GAC0 - 2,712,000 $2,698,958 $2,698,958 0.18 $2,698,958
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,695,264 $2,695,264 0.18 $2,687,585
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 - 2,677,273 $2,688,273 $2,688,273 0.18 $2,685,748
BX Trust 2025-ROIC E 6.56668% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,687,912 $2,687,912 0.18 $2,680,086
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 $2,686,143 $2,686,143 0.18 $2,682,975
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,634,975 $2,634,975 0.17 $2,632,319
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,633,458 $2,633,999 $2,633,999 0.17 $2,628,536
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,628,962 $2,628,962 0.17 $2,619,437
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,639,235 $2,612,480 $2,612,480 0.17 $2,600,944
BX Commercial Mortgage Trust 2026-CSMO D 6.07539% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,593,885 $2,593,885 0.17 $2,586,919
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,571,268 $2,571,268 0.17 $2,564,710
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,569,190 $2,569,190 0.17 $2,560,768
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 $2,556,143 $2,556,143 0.17 $2,528,805
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,597,019 $2,550,006 $2,550,006 0.17 $2,548,492
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,548,703 $2,548,703 0.17 $2,545,256
QTS Issuer ABS II LLC|7.142|07/05/2056, 7.14%, 07/05/56 QTSII 2026-6A 74690FBN5 - 2,544,000 $2,545,659 $2,545,659 0.17 $2,545,154
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 $2,544,389 $2,544,389 0.17 $2,526,184
Firstlight Issuer LLC|7.543|06/20/2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,542,931 $2,542,931 0.17 $2,542,931
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,532,816 $2,532,816 0.17 $2,527,996
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 $2,532,066 $2,532,066 0.17 $2,505,259
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,529,206 $2,529,206 0.17 $2,501,880
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,594,005 $2,522,629 $2,522,629 0.17 $2,521,116
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,516,219 $2,516,219 0.17 $2,486,496
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 $2,515,972 $2,515,972 0.17 $2,509,516
PFDR Trust 2026-DLVR C 6.12539% 15-JUN-2043, 6.11%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,514,030 $2,514,030 0.17 $2,507,217
SLG Office Trust 2026-PAT C 5.28582% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,510,817 $2,510,817 0.17 $2,487,849
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,509,518 $2,509,518 0.17 $2,503,518
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,505,189 $2,505,189 0.17 $2,491,807
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,504,458 $2,504,458 0.17 $2,502,008
BX Commercial Mortgage Trust 2024-AIR2 D 6.41545% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,501,230 $2,501,230 0.17 $2,494,132
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,500,343 $2,500,343 0.17 $2,498,011
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 $2,499,328 $2,499,328 0.17 $2,493,781
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,490,004 $2,490,004 0.16 $2,487,941
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 $2,478,890 $2,478,890 0.16 $2,472,457
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,525,571 $2,476,973 $2,476,973 0.16 $2,472,318
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 $2,473,262 $2,473,262 0.16 $2,471,342
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,465,954 $2,467,197 $2,467,197 0.16 $2,464,928
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,435,098 $2,435,098 0.16 $2,430,994
Connecticut Avenue Securities Trust 2023-R02 1M2 6.97776% 25-JAN-2043, 6.98%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,410,538 $2,410,538 0.16 $2,407,823
MTN Commercial Mortgage Trust 2026-LPFX D 5.863% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,405,449 $2,405,449 0.16 $2,393,332
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,404,188 $2,397,558 $2,397,558 0.16 $2,387,041
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 $2,396,934 $2,396,934 0.16 $2,391,023
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,383,957 $2,383,957 0.16 $2,370,364
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,405,435 $2,382,867 $2,382,867 0.16 $2,373,021
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 $2,373,697 $2,373,697 0.16 $2,366,156
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,370,493 $2,370,493 0.16 $2,360,273
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.46927% 27-SEP-2052, 0.47%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,346,593 $2,346,593 0.15 $2,344,691
ALA Trust 2025-OANA D 6.71672% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,345,638 $2,345,638 0.15 $2,338,674
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,326,841 $2,343,964 $2,343,964 0.15 $2,332,737
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3582% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,339,883 $2,339,883 0.15 $2,333,288
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,339,769 $2,339,769 0.15 $2,334,291
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,332,261 $2,332,261 0.15 $2,325,223
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,363,142 $2,296,037 $2,296,037 0.15 $2,287,865
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 $2,292,376 $2,292,376 0.15 $2,285,573
Connecticut Avenue Securities, Series 2021-R03 1B1 6.37776% 25-DEC-2041, 6.38%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,274,113 $2,274,113 0.15 $2,271,721
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,265,610 $2,265,610 0.15 $2,258,797
JW Commercial Mortgage Trust 2026-MRCO C 5.57539% 15-JUN-2039, 5.58%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,264,040 $2,264,040 0.15 $2,258,464
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 $2,254,226 $2,254,226 0.15 $2,249,369
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.10872% 20-FEB-2034, 8.11%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,239,727 $2,244,249 $2,244,249 0.15 $2,239,708
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,237,358 $2,237,358 0.15 $2,210,014
COMM 2024-WCL1 Mortgage Trust C 6.515% 17-JUN-2041, 6.51%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,233,780 $2,233,780 0.15 $2,227,364
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,223,149 $2,232,437 $2,232,437 0.15 $2,222,267
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 $2,219,140 $2,219,140 0.15 $2,211,595
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,206,801 $2,206,801 0.15 $2,200,201
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,184,927 $2,198,931 $2,198,931 0.15 $2,196,663
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,192,720 $2,192,720 0.14 $2,190,782
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 $2,186,176 $2,186,176 0.14 $2,180,954
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,169,949 $2,175,195 $2,175,195 0.14 $2,165,063
CONE Trust 2024-DFW1 A 5.26712% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,160,209 $2,160,209 0.14 $2,155,140
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,156,656 $2,137,300 $2,137,300 0.14 $2,128,056
DBGS 2021-W52 Mortgage Trust C 6.1895% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,126,914 $2,126,914 0.14 $2,120,997
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,111,164 $2,111,164 0.14 $2,101,288
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,102,280 $2,102,280 0.14 $2,098,525
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 $2,099,332 $2,099,332 0.14 $2,075,615
Connecticut Avenue Securities Trust 2023-R05 1B2 10.47776% 25-JUN-2043, 10.48%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,090,822 $2,090,822 0.14 $2,087,504
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 $2,085,017 $2,085,017 0.14 $2,078,736
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,082,737 $2,082,737 0.14 $2,070,922
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,068,631 $2,068,631 0.14 $2,062,300
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,085,506 $2,059,110 $2,059,110 0.14 $2,050,217
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,056,051 $2,056,051 0.14 $2,051,213
SMRT Commercial Mortgage Trust 2022-MINI F 6.97539% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,023,810 $2,023,810 0.13 $2,017,532
BX Trust 2026-CIP E 6.72539% 15-MAY-2038, 6.73%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,985,946 $2,019,785 $2,019,785 0.13 $1,999,795
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 $2,016,840 $2,016,840 0.13 $2,009,713
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.97776% 25-SEP-2041, 6.98%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,010,861 $2,010,861 0.13 $2,008,541
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12539% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,009,560 $2,009,560 0.13 $2,004,115
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,008,298 $2,008,298 0.13 $2,002,004
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,007,199 $2,007,199 0.13 $2,001,875
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,004,289 $2,004,289 0.13 $1,998,742
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,000,845 $2,000,845 0.13 $1,991,452
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
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,999,622 $1,999,622 0.13 $1,989,519
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,999,226 $1,999,226 0.13 $1,990,126
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,022,945 $1,995,766 $1,995,766 0.13 $1,994,586
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,988,503 $1,988,503 0.13 $1,978,377
FS Commercial Mortgage Trust 2026-PALM|6.05|07/15/2041, 6.05%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $1,987,091 $1,987,091 0.13 $1,987,091
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 $1,986,311 $1,986,311 0.13 $1,981,440
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 $1,985,398 $1,985,398 0.13 $1,976,723
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,980,584 $1,980,584 0.13 $1,971,907
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,002,086 $1,977,025 $1,977,025 0.13 $1,968,319
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 1,994,574 $1,976,037 $1,976,037 0.13 $1,974,335
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,973,863 $1,973,863 0.13 $1,965,021
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,965,189 $1,965,189 0.13 $1,963,397
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,026,813 $1,959,486 $1,959,486 0.13 $1,953,997
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,951,452 $1,945,908 $1,945,908 0.13 $1,937,371
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,939,995 $1,939,995 0.13 $1,935,280
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.85872% 20-MAR-2033, 5.86%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,931,458 $1,934,655 $1,934,655 0.13 $1,931,826
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,940,065 $1,929,525 $1,929,525 0.13 $1,926,573
BX Commercial Mortgage Trust 2024-AIR2 C 5.86624% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,928,123 $1,928,123 0.13 $1,923,120
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,924,140 $1,924,140 0.13 $1,917,524
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.02776% 25-NOV-2050, 11.03%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,916,363 $1,916,363 0.13 $1,899,108
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,903,019 $1,915,743 $1,915,743 0.13 $1,906,423
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,901,827 $1,901,827 0.13 $1,899,367
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,894,902 $1,894,902 0.13 $1,893,127
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 1,876,283 $1,877,604 $1,877,604 0.12 $1,869,539
BX Trust 2024-BRBK B 7.55199% 15-OCT-2041, 7.56%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,856,699 $1,856,699 0.12 $1,850,483
BX Trust 2021-BXMF G 7.089513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,811,702 $1,811,702 0.12 $1,806,004
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 $1,804,404 $1,804,404 0.12 $1,800,489
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 $1,802,370 $1,802,370 0.12 $1,797,938
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 $1,788,694 $1,788,694 0.12 $1,787,089
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,759,930 $1,759,930 0.12 $1,755,776
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 $1,759,123 $1,759,123 0.12 $1,754,697
Santander Bank Auto Credit-Linked Notes, Series 2026-A E 6.807% 15-JUL-2034, 6.81%, 07/17/34 SBCLN 2026-A 80290CDD3 - 1,750,000 $1,749,272 $1,749,272 0.12 $1,746,956
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,735,698 $1,735,698 0.11 $1,731,724
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,729,886 $1,729,886 0.11 $1,728,305
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,712,196 $1,712,196 0.11 $1,710,604
BXHPP Trust 2021-FILM C 4.84% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,709,711 $1,709,711 0.11 $1,705,517
Extended Stay America Trust 2025-ESH F 7.72539% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,705,157 $1,705,157 0.11 $1,699,370
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 $1,705,008 $1,705,008 0.11 $1,703,248
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,692,797 $1,701,153 $1,701,153 0.11 $1,699,179
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,691,458 $1,691,458 0.11 $1,689,693
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,688,396 $1,688,396 0.11 $1,684,790
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.37776% 25-JUN-2042, 10.38%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,687,278 $1,687,278 0.11 $1,684,517
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 $1,665,313 $1,665,313 0.11 $1,663,423
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,664,584 $1,664,584 0.11 $1,662,950
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,663,262 $1,663,262 0.11 $1,655,177
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,665,620 $1,663,139 $1,663,139 0.11 $1,655,950
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,642,520 $1,642,520 0.11 $1,638,200
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,619,291 $1,619,291 0.11 $1,609,485
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.97776% 25-DEC-2041, 5.98%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,610,156 $1,610,156 0.11 $1,608,562
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,603,532 $1,603,586 $1,603,586 0.11 $1,600,251
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 $1,597,887 $1,597,887 0.11 $1,596,508
BX Commercial Mortgage Trust 2024-WPT D 6.31509% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,587,897 $1,587,897 0.10 $1,583,462
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,584,264 $1,587,098 $1,587,098 0.10 $1,585,718
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,578,760 $1,577,563 $1,577,563 0.10 $1,570,052
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,574,591 $1,574,591 0.10 $1,557,541
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,537,508 $1,537,508 0.10 $1,535,245
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,527,856 $1,536,121 $1,536,121 0.10 $1,528,777
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,522,859 $1,522,859 0.10 $1,519,138
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 $1,521,618 $1,521,618 0.10 $1,517,038
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 $1,518,442 $1,518,442 0.10 $1,514,013
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,518,361 $1,518,361 0.10 $1,514,190
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,500,000 $1,517,391 $1,517,391 0.10 $1,507,849
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 $1,513,293 $1,513,293 0.10 $1,505,366
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,509,304 $1,509,304 0.10 $1,502,619
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,508,773 $1,508,773 0.10 $1,507,182
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,508,294 $1,508,294 0.10 $1,508,294
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,505,887 $1,505,887 0.10 $1,502,580
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,476,195 $1,502,880 $1,502,880 0.10 $1,501,093
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,499,468 $1,499,468 0.10 $1,492,818
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,494,833 $1,499,425 $1,499,425 0.10 $1,492,063
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,494,833 $1,497,616 $1,497,616 0.10 $1,490,503
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 $1,496,945 $1,496,945 0.10 $1,486,359
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 $1,495,825 $1,495,825 0.10 $1,492,225
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 $1,495,379 $1,495,379 0.10 $1,490,689
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,485,254 $1,488,120 $1,488,120 0.10 $1,483,409
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 $1,482,627 $1,482,627 0.10 $1,478,833
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,475,678 $1,475,678 0.10 $1,469,007
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,461,656 $1,461,656 0.10 $1,455,879
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 $1,454,425 $1,454,425 0.10 $1,449,196
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,421,546 $1,421,546 0.09 $1,421,531
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,411,824 $1,411,824 0.09 $1,410,400
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,404,181 $1,404,181 0.09 $1,402,228
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 $1,393,888 $1,393,888 0.09 $1,389,379
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 $1,386,881 $1,386,881 0.09 $1,381,006
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,396,009 $1,384,987 $1,384,987 0.09 $1,383,823
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 $1,379,064 $1,379,064 0.09 $1,375,768
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,375,435 $1,375,435 0.09 $1,374,216
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,369,665 $1,369,665 0.09 $1,362,195
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,370,746 $1,361,485 $1,361,485 0.09 $1,355,956
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 $1,350,842 $1,350,842 0.09 $1,347,668
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,347,493 $1,350,743 $1,350,743 0.09 $1,347,605
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,333,318 $1,334,567 $1,334,567 0.09 $1,331,675
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,302,536 $1,302,536 0.09 $1,296,394
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 $1,277,821 $1,277,821 0.08 $1,276,654
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,278,809 $1,274,859 $1,274,859 0.08 $1,263,628
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,268,214 $1,273,927 $1,273,927 0.08 $1,268,112
Great Wolf Trust 2024-WOLF C 6.01639% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,268,309 $1,268,309 0.08 $1,264,940
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,258,527 $1,258,527 0.08 $1,255,291
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,237,145 $1,241,918 $1,241,918 0.08 $1,236,102
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,238,382 $1,238,382 0.08 $1,234,480
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 $1,235,377 $1,235,377 0.08 $1,232,477
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,222,083 $1,221,215 $1,221,215 0.08 $1,215,504
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 $1,215,972 $1,215,972 0.08 $1,211,438
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 $1,215,342 $1,215,342 0.08 $1,211,907
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,214,199 $1,214,199 0.08 $1,212,863
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 $1,212,073 $1,212,073 0.08 $1,207,810
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 $1,211,371 $1,211,371 0.08 $1,207,713
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,204,116 $1,201,574 $1,201,574 0.08 $1,196,409
GS Mortgage-Backed Securities Trust 2026-AH2|5.48179|11/25/2056, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,200,000 $1,200,000 0.08 $1,200,000
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.20872% 20-OCT-2032, 6.21%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,174,123 $1,180,789 $1,180,789 0.08 $1,178,966
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.37776% 25-FEB-2042, 8.38%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,172,862 $1,172,862 0.08 $1,171,265
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 $1,169,842 $1,169,842 0.08 $1,166,017
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,155,834 $1,162,132 $1,162,132 0.08 $1,154,656
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,155,412 $1,155,412 0.08 $1,154,246
CPTS 2019-CPT Mortgage Trust C 2.9968% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,132,874 $1,132,874 0.07 $1,129,648
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,101,589 $1,130,245 $1,130,245 0.07 $1,126,855
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.10872% 20-MAR-2033, 7.11%, 03/21/33 HACLN 2025-1 446438TA1 - 1,122,606 $1,129,752 $1,129,752 0.07 $1,127,757
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,169,825 $1,120,101 $1,120,101 0.07 $1,117,177
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 $1,102,071 $1,102,071 0.07 $1,099,093
OBX 2026-HE1 Trust M2 5.42776% 25-FEB-2056, 5.43%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,098,981 $1,098,981 0.07 $1,097,986
OBX 2026-HE2 Trust|5.20136|06/25/2056, 5.20%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,096,908 $1,096,908 0.07 $1,096,116
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,047,384 $1,090,491 $1,090,491 0.07 $1,086,706
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,069,708 $1,077,442 $1,077,442 0.07 $1,076,156
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,064,534 $1,067,872 $1,067,872 0.07 $1,063,012
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,061,391 $1,067,786 $1,067,786 0.07 $1,065,922
BX Trust 2024-VLT4 D 6.065442% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,058,295 $1,058,295 0.07 $1,055,450
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,055,753 $1,055,753 0.07 $1,054,852
BX Trust 2024-CNYN C 5.56655% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,053,137 $1,053,137 0.07 $1,050,539
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.75872% 20-MAY-2032, 6.76%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,038,495 $1,047,718 $1,047,718 0.07 $1,045,963
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,044,985 $1,044,985 0.07 $1,041,061
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,051,991 $1,043,714 $1,043,714 0.07 $1,038,951
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,027,548 $1,027,548 0.07 $1,023,992
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,029,153 $1,027,315 $1,027,315 0.07 $1,022,813
LIFE 2021-BMR Mortgage Trust E 5.49% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,024,733 $1,024,733 0.07 $1,022,171
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,022,395 $1,022,395 0.07 $1,018,899
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.27776% 25-NOV-2041, 7.28%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,011,363 $1,011,363 0.07 $1,010,150
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 $1,010,478 $1,010,478 0.07 $1,004,500
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 $1,005,318 $1,005,318 0.07 $1,002,020
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,042,255 $1,004,441 $1,004,441 0.07 $1,000,750
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,002,366 $1,002,366 0.07 $999,905
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 992,769 $1,001,041 $1,001,041 0.07 $994,431
GS Mortgage-Backed Securities Trust 2026-AH2|5.33179|11/25/2056, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,000,000 $1,000,000 0.07 $1,000,000
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $991,277 $991,277 0.07 $990,221
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $990,843 $990,843 0.07 $989,957
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $986,367 $986,367 0.07 $983,456
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 945,427 $945,951 $945,951 0.06 $941,690
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 $922,275 $922,275 0.06 $918,605
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $912,663 $912,663 0.06 $911,482
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $903,344 $903,344 0.06 $902,596
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 909,999 $901,105 $901,105 0.06 $897,469
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 917,197 $900,482 $900,482 0.06 $897,425
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 $896,984 $896,984 0.06 $893,687
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $896,266 $896,266 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 $888,412 $888,412 0.06 $885,788
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 837,557 $881,459 $881,459 0.06 $878,072
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 880,164 $880,122 $880,122 0.06 $879,458
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 870,105 $871,317 $871,317 0.06 $869,186
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 877,786 $871,103 $871,103 0.06 $867,523
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 840,278 $848,135 $848,135 0.06 $844,066
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 841,324 $847,910 $847,910 0.06 $843,873
Aligned Data Centers Issuer LLC|6.688|06/15/2056, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $847,505 $847,505 0.06 $847,505
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $845,342 $845,342 0.06 $841,461
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $840,650 $840,650 0.06 $837,841
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $839,903 $839,903 0.06 $839,170
BX Trust 2026-CIP D 5.72539% 15-MAY-2038, 5.73%, 05/15/38 BX 2026-CIP 123917AG1 - 820,196 $832,007 $832,007 0.05 $824,116
OBX 2026-HE2 Trust|5.40136|06/25/2056, 5.40%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $823,300 $823,300 0.05 $822,683
BFLD Commercial Mortgage Trust 2025-5MW E 7.91263% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $817,139 $817,139 0.05 $811,757
Connecticut Avenue Securities Trust 2022-R07 1M2 8.27776% 25-JUN-2042, 8.28%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $809,957 $809,957 0.05 $808,877
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 - 804,071 $809,359 $809,359 0.05 $808,450
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 814,969 $806,384 $806,384 0.05 $805,909
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 $803,347 $803,347 0.05 $799,318
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 789,452 $803,106 $803,106 0.05 $800,327
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $776,116 $776,116 0.05 $773,486
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $769,717 $769,717 0.05 $766,275
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.42776% 25-JUN-2047, 5.43%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $745,914 $745,914 0.05 $745,244
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.60872% 20-OCT-2032, 7.61%, 10/20/32 HACLN 2024-2 44644NAK5 - 746,792 $744,689 $744,689 0.05 $743,269
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.37776% 25-JUN-2047, 6.38%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $734,556 $734,556 0.05 $733,790
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $722,004 $722,004 0.05 $721,455
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 $720,655 $720,655 0.05 $719,586
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11282% 25-OCT-2057, 8.11%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 666,507 $710,988 $710,988 0.05 $710,087
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 $707,111 $707,111 0.05 $703,183
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 706,143 $698,821 $698,821 0.05 $695,771
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 651,515 $684,167 $684,167 0.05 $682,145
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $678,017 $678,017 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 $658,001 $658,001 0.04 $656,651
Planet Fitness Master Issuer Series 2022-1 A2II 4.008% 05-MAR-2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $645,050 $645,050 0.04 $643,040
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.99224% 25-JAN-2050, 8.99%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $628,618 $628,618 0.04 $627,769
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 $628,275 $628,275 0.04 $624,956
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 629,467 $623,381 $623,381 0.04 $622,825
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 610,487 $620,866 $620,866 0.04 $618,457
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 $614,223 $614,223 0.04 $612,379
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.28%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,436 $607,436 0.04 $606,905
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 $594,997 $594,997 0.04 $593,450
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.67776% 25-DEC-2031, 5.68%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 569,958 $572,964 $572,964 0.04 $572,425
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $561,855 $561,855 0.04 $561,107
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $548,195 $548,195 0.04 $545,889
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 519,405 $527,849 $527,849 0.03 $525,967
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 514,897 $526,812 $526,812 0.03 $522,839
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 514,897 $521,540 $521,540 0.03 $518,511
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $518,323 $518,323 0.03 $515,490
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 $515,555 $515,555 0.03 $515,197
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $512,183 $512,183 0.03 $510,372
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 $509,422 $509,422 0.03 $508,008
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $508,595 $508,595 0.03 $501,696
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $508,205 $508,205 0.03 $506,865
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $507,977 $507,977 0.03 $506,515
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $506,531 $506,531 0.03 $505,234
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 $505,565 $505,565 0.03 $504,208
NATL Commercial Mortgage Trust 2026-IND D 5.77123% 15-JUN-2043, 5.78%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $502,511 $502,511 0.03 $501,228
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 $494,648 $494,648 0.03 $493,695
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 $487,062 $487,062 0.03 $485,558
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 479,120 $475,855 $475,855 0.03 $473,813
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $459,539 $459,539 0.03 $457,839
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 441,274 $444,351 $444,351 0.03 $442,025
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.85872% 20-SEP-2033, 6.86%, 09/20/33 HACLN 2025-2 44644NAR0 - 432,400 $433,455 $433,455 0.03 $432,713
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 427,722 $428,323 $428,323 0.03 $427,979
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 412,101 $419,036 $419,036 0.03 $417,997
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $418,981 $418,981 0.03 $417,572
BXHPP Trust 2021-FILM A 4.39% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $417,355 $417,355 0.03 $416,503
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 404,762 $410,611 $410,611 0.03 $409,000
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.22776% 25-DEC-2031, 7.23%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 403,082 $406,761 $406,761 0.03 $406,275
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,666 $405,666 0.03 $404,462
BX Commercial Mortgage Trust 2026-CSMO C 5.62539% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $404,494 $404,494 0.03 $403,494
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 $380,702 $380,702 0.03 $379,595
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,025 $376,025 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 $375,513 $375,513 0.02 $374,717
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 $368,504 $368,504 0.02 $366,938
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $367,982 $367,982 0.02 $366,363
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.85872% 20-MAY-2032, 8.86%, 05/20/32 HACLN 2024-1 44644NAD1 - 359,479 $363,892 $363,892 0.02 $363,095
DBGS 2021-W52 Mortgage Trust B 5.6367% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $362,583 $362,583 0.02 $361,666
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11282% 25-OCT-2057, 7.11%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 340,918 $360,142 $360,142 0.02 $359,738
Connecticut Avenue Securities, Series 2021-R01 1M2 5.17776% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 357,032 $357,559 $357,559 0.02 $357,252
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,848 $348,848 0.02 $347,960
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 336,332 $339,893 $339,893 0.02 $339,125
Connecticut Avenue Securities Trust 2023-R05 1B1 8.37776% 25-JUN-2043, 8.38%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $328,731 $328,731 0.02 $328,298
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $327,886 $327,886 0.02 $327,488
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 - 378,010 $325,803 $325,803 0.02 $325,548
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $313,983 $313,983 0.02 $312,876
BX Commercial Mortgage Trust 2024-MF C 5.56629% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,172 $311,172 0.02 $310,405
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 $301,691 $301,691 0.02 $300,292
CSMC 2021-BHAR E 7.24% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $298,393 $298,393 0.02 $297,428
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $296,753 $296,753 0.02 $295,440
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 $285,526 $285,526 0.02 $284,543
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,200 $283,200 0.02 $282,580
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 $274,884 $274,884 0.02 $273,444
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 273,383 $274,435 $274,435 0.02 $273,589
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.17776% 25-FEB-2050, 5.18%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 276,800 $271,693 $271,693 0.02 $271,454
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,102 $270,102 0.02 $269,480
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 $265,444 $265,444 0.02 $264,789
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 $254,653 $254,653 0.02 $253,813
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 $251,377 $251,377 0.02 $250,518
BXHPP Trust 2021-FILM B 4.64% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,261 $233,261 0.02 $232,745
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $230,186 $230,186 0.02 $229,091
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 226,489 $227,138 $227,138 0.01 $226,439
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 $221,169 $221,169 0.01 $219,958
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 218,404 $220,910 $220,910 0.01 $220,668
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $214,832 $214,832 0.01 $214,207
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,134 $212,134 0.01 $211,158
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,347 $203,347 0.01 $202,505
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 201,215 $202,608 $202,608 0.01 $201,992
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 178,913 $179,412 $179,412 0.01 $178,441
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 $178,903 $178,903 0.01 $178,381
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.54224% 25-FEB-2050, 8.54%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $177,220 $177,220 0.01 $176,991
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 175,665 $174,697 $174,697 0.01 $174,544
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 169,125 $171,061 $171,061 0.01 $170,869
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 $170,654 $170,654 0.01 $170,142
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,134 $157,134 0.01 $157,034
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 174,144 $131,836 $131,836 0.01 $131,796
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 $127,189 $127,189 0.01 $126,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.07776% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 119,724 $119,826 $119,826 0.01 $119,724
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 100,031 $102,352 $102,352 0.01 $101,506
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,623 $100,623 0.01 $100,552
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,102 $100,102 0.01 $100,033
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,579 $92,579 0.01 $92,509
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 89,423 $89,720 $89,720 0.01 $89,526
Ginnie Mae REMIC Trust 2005-065 FA 3.86712% 20-AUG-2035, 3.90%, 08/20/35 GNR 2005-65 38374LL25 - 90,296 $89,208 $89,208 0.01 $89,100
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 83,143 $83,515 $83,515 0.01 $83,272
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $70,968 $70,968 0.00 $70,910
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 69,020 $69,080 $69,080 0.00 $68,986
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 $60,115 $60,115 0.00 $59,921
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.27776% 25-JAN-2034, 5.28%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 28,506 $28,572 $28,572 0.00 $28,547
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 - 26,450 $26,744 $26,744 0.00 $26,701
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 18,500 $18,594 $18,594 0.00 $18,575
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - $8,712 $8,712 0.00 $0
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 8,413 $8,439 $8,439 0.00 $8,417
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
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - $1,392 $1,392 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - 742.00 $79,428,781 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 4,092 $843,495,467 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -108.00 $-12,544,875 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -282.00 $-31,716,188 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,846,266 $0 0.00 $0
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -79,099,005 $-80,798,052 $-80,798,052 -5.33 $-80,798,052
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - -189,990,000 $-158,728,095 $-158,728,095 -10.48 $-158,728,095
SEGREGATED CASH SEGCASH $0.00 7,190,000 $7,190,000 $7,190,000 0.47 $7,190,000
US DOLLARS USD MD_142224 - -477,895,218 $-477,895,218 $-477,895,218 -31.55 $-477,895,218
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,145,202 $358,816 0.02 $-194,500
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,834,083 $35,968 0.00 $-201,462
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,106,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,371,875 $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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