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 16, 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 $193,427,331 $193,427,331 12.71 $193,427,331
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - 166,562,609 $170,182,014 $170,182,014 11.18 $170,182,014
GNMA II TBA 30yr 2.5% July Delivery, 2.50%, 07/20/26 G2SF 21H022671 - 136,700,000 $117,165,707 $117,165,707 7.70 $117,165,707
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/26 FNCL 01F060683 - 87,887,783 $89,591,048 $89,591,048 5.89 $89,591,048
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 60,613,000 $62,801,129 $62,801,129 4.13 $62,801,129
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/13/26 FNCL 01F052672 - 30,738,000 $30,884,006 $30,884,006 2.04 $30,884,006
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 356,590 $18,047,020 $18,047,020 1.18 $18,047,020
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 $16,902,635 $16,902,635 1.11 $16,848,563
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,723,071 $16,723,071 1.10 $16,593,472
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 $14,900,925 $14,900,925 0.98 $14,758,492
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 12,941,000 $13,391,048 $13,391,048 0.88 $13,113,625
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,320,892 $12,320,892 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 $12,187,372 $12,187,372 0.80 $12,101,778
ALA Trust 2025-OANA A 5.37063% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,103,402 $12,103,402 0.79 $12,099,807
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,123,579 $11,123,579 0.73 $11,023,419
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $10,808,010 $10,808,010 0.71 $10,808,010
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,164,358 $10,164,358 0.67 $10,160,757
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,113,078 $10,113,078 0.66 $10,096,428
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,080,700 $10,080,700 0.66 $10,004,844
BX Trust 2025-VLT7 E 7.37709% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $10,011,813 $10,011,813 0.66 $10,007,729
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,627,887 $9,627,887 0.63 $9,585,249
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 $9,555,264 $9,555,264 0.63 $9,513,216
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,206,979 $9,294,967 $9,294,967 0.61 $9,229,556
BX Commercial Mortgage Trust 2024-XL4 A 5.06912% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 8,560,069 $8,576,764 $8,576,764 0.56 $8,574,354
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,186,268 $8,186,268 0.54 $8,014,851
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 $8,023,974 $8,023,974 0.53 $7,976,579
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,892,971 $7,892,971 0.52 $7,860,159
BX Trust 2024-FNX A 5.06939% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,601,395 $7,614,665 $7,614,665 0.50 $7,612,525
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,527,262 $7,527,262 0.49 $7,524,928
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 $7,507,580 $7,507,580 0.49 $7,460,509
HILT 2025-NVIL A 5.37009% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,423,317 $7,423,317 0.49 $7,421,110
Extended Stay America Trust 2025-ESH B 5.22709% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,241,131 $7,241,131 0.48 $7,239,034
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - - $7,230,409 $7,230,409 0.47 $0
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,109,439 $7,109,439 0.47 $7,059,161
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,071,732 $7,071,732 0.46 $7,053,567
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 $6,988,340 $6,988,340 0.46 $6,985,862
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,808,927 $6,808,927 0.45 $6,762,462
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,697,092 $6,753,284 $6,753,284 0.44 $6,705,354
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,749,582 $6,749,582 0.44 $6,722,447
Great Wolf Trust 2024-WOLF D 6.51709% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,641,533 $6,641,533 0.44 $6,639,143
PNW Trust 2026-ARTE A 5.33835% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,485,814 $6,485,814 0.43 $6,483,887
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92709% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,443,722 $6,443,722 0.42 $6,441,957
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,436,978 $6,436,978 0.42 $6,415,524
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,397,716 $6,397,716 0.42 $6,395,834
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,326,198 $6,326,198 0.42 $6,318,546
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8121% 25-NOV-2041, 9.81%, 11/25/41 CAS 2021-R02 20754KAJ0 - 6,158,000 $6,317,604 $6,317,604 0.41 $6,280,679
MLTI Trust 2026-MLTI|5.77128|06/15/2031, 5.77%, 06/15/31 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,300,000 $6,300,000 0.41 $6,300,000
SMRT Commercial Mortgage Trust 2022-MINI D 5.57709% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,274,285 $6,274,285 0.41 $6,242,328
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 $6,203,533 $6,203,533 0.41 $6,161,688
BX Trust 2025-TAIL D 6.07709% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,009,321 $6,009,321 0.39 $6,007,296
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,942,847 $5,942,847 0.39 $5,921,382
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 $5,919,122 $5,919,122 0.39 $5,898,360
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,893,267 $5,893,267 0.39 $5,825,780
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,891,821 $5,891,821 0.39 $5,836,199
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,879,805 $5,862,854 $5,862,854 0.38 $5,847,951
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,777,968 $5,777,968 0.38 $5,746,455
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,741,461 $5,762,410 $5,762,410 0.38 $5,720,380
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 0.37 $5,700,000
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,886,762 $5,681,273 $5,681,273 0.37 $5,651,185
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,680,575 $5,680,575 0.37 $5,631,888
BX Trust 2024-CNYN D 6.31718% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,604,558 $5,604,558 0.37 $5,602,593
BLP Commercial Mortgage Trust 2024-IND2 A 4.96924% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,545,882 $5,545,882 0.36 $5,544,353
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 $5,533,283 $5,533,283 0.36 $5,516,067
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,523,012 $5,523,012 0.36 $5,485,694
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,612,785 $5,494,350 $5,494,350 0.36 $5,464,587
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 $5,455,278 $5,455,278 0.36 $5,345,181
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,349,260 $5,349,260 0.35 $5,347,465
SWCH Commercial Mortgage Trust 2025-DATA E 6.96731% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,279,458 $5,279,458 0.35 $5,277,392
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,252,608 $5,252,608 0.34 $5,213,804
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,202,436 $5,202,436 0.34 $5,200,969
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,190,611 $5,190,611 0.34 $5,167,097
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.11%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,189,541 $5,189,541 0.34 $5,173,395
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,184,545 $5,184,545 0.34 $5,140,846
Connecticut Avenue Securities, Series 2021-R03 1M2 5.2621% 25-DEC-2041, 5.26%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,138,240 $5,164,390 $5,164,390 0.34 $5,147,867
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 $5,110,538 $5,110,538 0.34 $5,099,119
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,061,705 $5,061,705 0.33 $5,044,809
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,055,155 $5,055,155 0.33 $5,011,854
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,051,358 $5,051,358 0.33 $5,006,311
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.38%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,045,349 $5,045,349 0.33 $5,028,149
SCG Trust 2025-SNIP E 7.02709% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,020,607 $5,020,607 0.33 $5,018,655
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,929,805 $4,992,820 $4,992,820 0.33 $4,973,102
BX Trust 2025-DIME E 6.62709% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,958,124 $4,958,124 0.33 $4,956,284
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,957,518 $4,957,518 0.33 $4,939,930
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,921,082 $4,921,082 0.32 $4,887,206
SCG Commercial Mortgage Trust 2025-DLFN E 6.57709% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,919,150 $4,919,150 0.32 $4,917,358
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 $4,917,864 $4,917,864 0.32 $4,892,144
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,891,227 $4,891,227 0.32 $4,846,803
Extended Stay America Trust 2026-ESH2 D 5.87709% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,865,081 $4,865,081 0.32 $4,863,506
BX Commercial Mortgage Trust 2024-MF D 6.31691% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,844,149 $4,844,149 0.32 $4,842,456
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,841,990 $4,841,990 0.32 $4,808,728
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6121% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,747,372 $4,747,372 0.31 $4,704,780
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,685,719 $4,685,719 0.31 $4,658,119
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,565,500 $4,609,095 $4,609,095 0.30 $4,586,328
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,548,046 $4,563,409 $4,563,409 0.30 $4,531,533
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 $4,530,030 $4,530,030 0.30 $4,509,330
NRTH Commercial Mortgage Trust 2025-PARK B 5.27001% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,502,943 $4,502,943 0.30 $4,501,626
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 $4,493,307 $4,493,307 0.29 $4,478,258
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,457,583 $4,491,018 $4,491,018 0.29 $4,489,594
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,481,103 $4,481,103 0.29 $4,450,759
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,429,623 $4,429,623 0.29 $4,412,968
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,466,378 $4,428,494 $4,428,494 0.29 $4,427,231
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 $4,375,188 $4,375,188 0.29 $4,337,158
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.26%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,341,040 $4,341,040 0.28 $4,326,782
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26552% 15-MAY-2041, 7.26%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,336,938 $4,336,938 0.28 $4,335,193
COMM 2024-WCL1 Mortgage Trust D 6.917% 17-JUN-2041, 6.91%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,295,846 $4,295,846 0.28 $4,268,903
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 $4,288,013 $4,288,013 0.28 $4,272,385
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,284,338 $4,279,345 $4,279,345 0.28 $4,252,148
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,246,051 $4,246,051 0.28 $4,237,550
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,184,881 $4,200,801 $4,200,801 0.28 $4,169,926
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,214,249 $4,200,338 $4,200,338 0.28 $4,189,050
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,199,390 $4,199,390 0.28 $4,171,702
BX Commercial Mortgage Trust 2026-XL6 D 5.72709% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,171,939 $4,195,461 $4,195,461 0.28 $4,194,134
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 $4,168,428 $4,168,428 0.27 $4,167,211
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,297,891 $4,155,920 $4,155,920 0.27 $4,132,491
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,103,184 $4,103,184 0.27 $4,101,959
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 $4,029,236 $4,029,236 0.26 $4,024,768
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 3,957,899 $4,015,347 $4,015,347 0.26 $3,985,959
BLP Trust 2025-IND2 D 6.27709% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,011,431 $4,011,431 0.26 $4,010,037
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,995,808 $3,995,808 0.26 $3,994,645
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 $3,979,069 $3,979,069 0.26 $3,961,312
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,968,272 $3,968,272 0.26 $3,930,948
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 $3,957,513 $3,957,513 0.26 $3,942,906
BX Trust 2024-VLT4 E 6.516494% 15-JUN-2041, 6.51%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,925,818 $3,925,818 0.26 $3,924,378
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,825,950 $3,825,950 0.25 $3,812,508
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,833,532 $3,825,869 $3,825,869 0.25 $3,824,696
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,683,855 $3,820,121 $3,820,121 0.25 $3,789,839
Connecticut Avenue Securities Trust 2023-R02 1B2 11.5121% 25-JAN-2043, 11.51%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,795,913 $3,795,913 0.25 $3,771,677
FREMF 2023-K511 Mortgage Trust C 5.821891% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,782,380 $3,782,380 0.25 $3,753,583
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,782,102 $3,782,102 0.25 $3,768,866
JW Commercial Mortgage Trust 2026-MRCO B 5.32709% 15-JUN-2039, 5.33%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,778,684 $3,778,684 0.25 $3,760,299
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,788,938 $3,773,750 $3,773,750 0.25 $3,772,453
BMP Commercial Mortgage Trust 2024-MF23 D 6.01758% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,761,381 $3,761,381 0.25 $3,760,128
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,753,867 $3,753,867 0.25 $3,726,159
LEX Trust 2026-450 D 5.97709% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,723,729 $3,723,729 0.24 $3,722,500
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,718,249 $3,718,249 0.24 $3,703,648
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,676,251 $3,668,005 $3,668,005 0.24 $3,667,075
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,626,557 $3,626,557 0.24 $3,615,029
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6121% 25-OCT-2041, 9.61%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,586,604 $3,586,604 0.24 $3,565,980
BX Commercial Mortgage Trust 2024-XL5 D 6.31689% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,577,474 $3,577,474 0.23 $3,576,222
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,554,786 $3,567,078 $3,567,078 0.23 $3,542,246
Extended Stay America Trust 2025-ESH D 6.22709% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,554,982 $3,554,982 0.23 $3,553,758
Extended Stay America Trust 2025-ESH E 6.97709% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,548,400 $3,548,400 0.23 $3,547,029
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,531,669 $3,531,669 0.23 $3,520,593
SCG Trust 2025-SNIP D 6.22709% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,516,084 $3,516,084 0.23 $3,514,874
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,501,970 $3,501,970 0.23 $3,489,356
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 $3,481,931 $3,481,931 0.23 $3,459,994
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,466,745 $3,466,745 0.23 $3,456,845
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,386,104 $3,427,221 $3,427,221 0.22 $3,402,758
CSMC 2021-BHAR C 5.742% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,419,588 $3,419,588 0.22 $3,418,489
NATL Commercial Mortgage Trust 2026-IND E 6.77123% 15-JUN-2043, 6.80%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,395,442 $3,395,442 0.22 $3,386,517
BAY Trust 2026-MDWS C 5.9924% 15-JUN-2028, 5.99%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,375,541 $3,375,541 0.22 $3,375,541
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,370,505 $3,370,505 0.22 $3,347,810
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,370,039 $3,370,039 0.22 $3,349,305
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,359,581 $3,369,431 $3,369,431 0.22 $3,355,456
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,361,567 $3,361,567 0.22 $3,324,105
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 $3,296,126 $3,296,126 0.22 $3,285,373
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,249,407 $3,290,385 $3,290,385 0.22 $3,266,773
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,260,480 $3,260,501 $3,260,501 0.21 $3,239,811
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,240,358 $3,249,241 $3,249,241 0.21 $3,239,910
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,243,621 $3,226,655 $3,226,655 0.21 $3,205,945
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,215,091 $3,215,091 0.21 $3,203,177
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,208,784 $3,208,784 0.21 $3,195,729
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6121% 25-DEC-2041, 9.61%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,203,015 $3,203,015 0.21 $3,184,756
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 $3,188,996 $3,188,996 0.21 $3,169,380
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,183,650 $3,183,650 0.21 $3,182,350
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,182,783 $3,182,783 0.21 $3,181,167
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,183,781 $3,182,206 $3,182,206 0.21 $3,161,377
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,179,915 $3,179,915 0.21 $3,171,056
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 $3,172,989 $3,172,989 0.21 $3,149,392
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,167,688 $3,167,688 0.21 $3,157,009
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 $3,153,057 $3,153,057 0.21 $3,139,727
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,145,742 $3,145,742 0.21 $3,134,089
Connecticut Avenue Securities Trust 2022-R02 2B2 11.2621% 25-JAN-2042, 11.26%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,127,603 $3,127,603 0.21 $3,106,956
BX Trust 2025-LUNR D 6.12709% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,123,364 $3,123,364 0.21 $3,122,304
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,106,579 $3,106,579 0.20 $3,086,298
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 $3,092,539 $3,092,539 0.20 $3,091,459
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,083,953 $3,083,953 0.20 $3,082,566
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,058,237 $3,058,237 0.20 $3,045,418
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,013,165 $3,036,781 $3,036,781 0.20 $3,029,274
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7121% 25-OCT-2041, 6.71%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,032,885 $3,032,885 0.20 $3,020,580
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 $3,025,162 $3,025,162 0.20 $3,014,675
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.71%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,006,224 $3,014,485 $3,014,485 0.20 $3,005,829
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,012,357 $3,012,357 0.20 $2,991,218
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,001,380 $3,001,380 0.20 $2,987,745
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,959,898 $2,993,303 $2,993,303 0.20 $2,970,539
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 $2,985,224 $2,985,224 0.20 $2,964,440
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 $2,976,279 $2,976,279 0.20 $2,948,317
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,974,744 $2,974,744 0.20 $2,954,880
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 $2,973,294 $2,973,294 0.20 $2,963,328
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,969,773 $2,969,773 0.19 $2,959,937
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1121% 25-MAR-2042, 13.11%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,774,099 $2,959,811 $2,959,811 0.19 $2,937,582
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,947,914 $2,947,914 0.19 $2,940,380
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,797,478 $2,894,980 $2,894,980 0.19 $2,869,719
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,855,805 $2,874,930 $2,874,930 0.19 $2,852,744
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,869,990 $2,869,990 0.19 $2,869,133
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 $2,867,289 $2,867,289 0.19 $2,857,847
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,863,372 $2,863,372 0.19 $2,855,910
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - $2,854,748 $2,854,748 0.19 $0
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,839,316 $2,839,316 0.19 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.37709% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,838,279 $2,838,279 0.19 $2,837,263
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 $2,835,707 $2,835,707 0.19 $2,834,805
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 $2,828,062 $2,828,062 0.19 $2,818,350
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,812,798 $2,818,379 $2,818,379 0.19 $2,817,580
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,829,388 $2,818,323 $2,818,323 0.19 $2,799,834
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,816,062 $2,816,062 0.18 $2,814,886
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 $2,807,441 $2,807,441 0.18 $2,798,624
BX Trust 2026-CART D 5.52709% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,807,350 $2,807,350 0.18 $2,806,488
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 $2,797,727 $2,797,727 0.18 $2,775,820
JW Commercial Mortgage Trust 2026-MRCO D 6.07709% 15-JUN-2039, 6.08%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,779,743 $2,779,743 0.18 $2,764,370
Great Wolf Trust 2024-WOLF G 9.06309% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,768,648 $2,768,648 0.18 $2,767,264
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,754,255 $2,767,541 $2,767,541 0.18 $2,753,515
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,694,606 $2,694,606 0.18 $2,693,646
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,704,250 $2,693,979 $2,693,979 0.18 $2,675,856
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 $2,693,072 $2,693,072 0.18 $2,681,455
BX Trust 2025-ROIC E 6.56838% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,682,698 $2,682,698 0.18 $2,681,719
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,647,434 $2,669,759 $2,669,759 0.18 $2,650,534
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,669,048 $2,669,048 0.18 $2,659,309
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,658,631 $2,658,631 0.17 $2,657,762
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,627,746 $2,627,746 0.17 $2,622,666
BX Commercial Mortgage Trust 2026-CSMO D 6.07709% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,600,727 $2,600,727 0.17 $2,599,856
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,574,076 $2,574,076 0.17 $2,573,257
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,558,365 $2,569,277 $2,569,277 0.17 $2,560,647
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,567,888 $2,567,888 0.17 $2,566,835
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,563,908 $2,563,908 0.17 $2,551,270
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 $2,563,118 $2,563,118 0.17 $2,557,496
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 $2,558,132 $2,558,132 0.17 $2,530,217
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,597,019 $2,556,092 $2,556,092 0.17 $2,550,537
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 $2,552,820 $2,552,820 0.17 $2,531,028
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,546,254 $2,546,254 0.17 $2,534,423
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 $2,527,559 $2,527,559 0.17 $2,507,670
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,527,523 $2,527,523 0.17 $2,518,536
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 $2,526,852 $2,526,852 0.17 $2,513,019
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,524,138 $2,524,138 0.17 $2,502,126
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,512,639 $2,512,639 0.16 $2,490,587
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,509,427 $2,509,427 0.16 $2,500,876
PFDR Trust 2026-DLVR C 6.11264% 15-JUN-2027, 6.11%, 06/15/31 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,508,844 $2,508,844 0.16 $2,507,993
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,508,478 $2,508,478 0.16 $2,491,437
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 $2,504,250 $2,504,250 0.16 $2,492,751
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,503,231 $2,503,231 0.16 $2,496,093
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 $2,502,330 $2,502,330 0.16 $2,495,374
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,501,177 $2,501,177 0.16 $2,500,427
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,495,178 $2,495,178 0.16 $2,487,960
BX Commercial Mortgage Trust 2024-AIR2 D 6.41745% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,494,778 $2,494,778 0.16 $2,493,891
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 $2,481,888 $2,481,888 0.16 $2,474,848
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 $2,478,229 $2,478,229 0.16 $2,477,424
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,525,571 $2,471,627 $2,471,627 0.16 $2,470,075
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,453,078 $2,453,078 0.16 $2,443,007
Connecticut Avenue Securities Trust 2023-R02 1M2 6.9621% 25-JAN-2043, 6.96%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,420,088 $2,420,088 0.16 $2,410,154
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,425,468 $2,417,548 $2,417,548 0.16 $2,402,325
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,416,475 $2,416,475 0.16 $2,397,895
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 $2,395,478 $2,395,478 0.16 $2,394,739
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,395,154 $2,395,154 0.16 $2,374,751
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,358,717 $2,385,836 $2,385,836 0.16 $2,368,385
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 $2,369,858 $2,369,858 0.16 $2,368,916
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,364,270 $2,364,270 0.16 $2,358,819
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,345,839 $2,345,839 0.15 $2,345,154
ALA Trust 2025-OANA D 6.71872% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,339,509 $2,339,509 0.15 $2,338,639
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.46927% 27-SEP-2052, 0.62%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,334,138 $2,334,138 0.15 $2,332,219
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3602% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,334,098 $2,334,098 0.15 $2,333,274
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,331,952 $2,331,952 0.15 $2,331,072
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 $2,324,562 $2,324,562 0.15 $2,309,964
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,376,027 $2,319,208 $2,319,208 0.15 $2,306,609
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,287,180 $2,307,578 $2,307,578 0.15 $2,291,534
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 $2,286,355 $2,286,355 0.15 $2,284,087
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,254,401 $2,281,926 $2,281,926 0.15 $2,273,344
Connecticut Avenue Securities, Series 2021-R03 1B1 6.3621% 25-DEC-2041, 6.36%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,280,374 $2,280,374 0.15 $2,271,626
JW Commercial Mortgage Trust 2026-MRCO C 5.57709% 15-JUN-2039, 5.58%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,271,652 $2,271,652 0.15 $2,260,105
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,251,581 $2,266,943 $2,266,943 0.15 $2,250,823
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 $2,265,169 $2,265,169 0.15 $2,253,688
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,264,496 $2,264,496 0.15 $2,260,863
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,245,927 $2,245,927 0.15 $2,211,291
COMM 2024-WCL1 Mortgage Trust C 6.517% 17-JUN-2041, 6.51%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,226,768 $2,226,768 0.15 $2,225,966
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 $2,216,502 $2,216,502 0.15 $2,215,559
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,209,783 $2,204,327 $2,204,327 0.14 $2,189,803
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,204,252 $2,204,252 0.14 $2,197,468
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,203,689 $2,203,689 0.14 $2,202,864
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 $2,189,604 $2,189,604 0.14 $2,188,951
CONE Trust 2024-DFW1 A 5.26882% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,158,083 $2,158,083 0.14 $2,157,450
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,124,279 $2,124,279 0.14 $2,111,233
DBGS 2021-W52 Mortgage Trust C 6.1915% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,120,368 $2,120,368 0.14 $2,119,629
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,111,086 $2,111,086 0.14 $2,101,869
Connecticut Avenue Securities Trust 2023-R05|10.4621|06/25/2043, 10.46%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,100,268 $2,100,268 0.14 $2,087,014
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,116,558 $2,098,723 $2,098,723 0.14 $2,084,884
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,092,473 $2,092,473 0.14 $2,074,357
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 $2,090,393 $2,090,393 0.14 $2,072,120
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 $2,083,314 $2,083,314 0.14 $2,082,529
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,072,486 $2,072,486 0.14 $2,062,983
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,068,203 $2,056,576 $2,056,576 0.14 $2,050,105
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 $2,055,784 $2,055,784 0.13 $2,044,767
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,054,642 $2,054,642 0.13 $2,054,037
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,036,989 $2,043,405 $2,043,405 0.13 $2,029,743
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,040,607 $2,036,152 $2,036,152 0.13 $2,028,530
BX Trust 2026-CIP E 6.72709% 15-MAY-2038, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,023,673 $2,023,673 0.13 $2,013,548
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 $2,021,059 $2,021,059 0.13 $2,012,510
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 $2,020,261 $2,020,261 0.13 $2,011,088
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,042,001 $2,018,837 $2,018,837 0.13 $2,014,470
SMRT Commercial Mortgage Trust 2022-MINI F 6.97709% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,017,646 $2,017,646 0.13 $2,016,861
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,016,557 $2,016,557 0.13 $2,002,154
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,031,896 $2,015,137 $2,015,137 0.13 $2,001,590
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,012,604 $2,012,604 0.13 $2,009,646
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,009,132 $2,009,132 0.13 $2,008,467
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $2,008,692 $2,008,692 0.13 $1,993,200
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,007,360 $2,007,360 0.13 $1,993,406
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12709% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,006,574 $2,006,574 0.13 $2,005,893
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,005,892 $2,005,892 0.13 $2,005,105
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
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,997,871 $1,997,871 0.13 $1,992,317
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,987,022 $1,993,580 $1,993,580 0.13 $1,980,250
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 $1,993,392 $1,993,392 0.13 $1,992,783
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,989,671 $1,989,671 0.13 $1,976,367
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,051,875 $1,989,095 $1,989,095 0.13 $1,980,574
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,982,942 $1,982,942 0.13 $1,969,385
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,919,015 $1,982,873 $1,982,873 0.13 $1,981,789
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,957,064 $1,979,386 $1,979,386 0.13 $1,964,689
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,972,393 $1,972,393 0.13 $1,965,822
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 1,947,433 $1,955,853 $1,955,853 0.13 $1,943,018
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,939,363 $1,939,363 0.13 $1,938,774
BX Commercial Mortgage Trust 2024-AIR2 C 5.86824% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,924,378 $1,924,378 0.13 $1,923,753
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 $1,906,835 $1,906,835 0.13 $1,896,293
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,902,586 $1,902,586 0.12 $1,896,076
Exeter Automobile Receivables Trust 2026-3|6.67|07/17/2034, 6.67%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,899,997 $1,899,997 0.12 $1,899,997
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,896,710 $1,896,710 0.12 $1,895,883
BX Trust 2024-BRBK B 7.55369% 15-OCT-2041, 7.56%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,862,943 $1,862,943 0.12 $1,850,136
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,806,407 $1,806,407 0.12 $1,805,694
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 $1,806,325 $1,806,325 0.12 $1,805,836
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 $1,799,501 $1,799,501 0.12 $1,793,616
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 $1,799,412 $1,799,412 0.12 $1,798,858
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 $1,769,522 $1,769,522 0.12 $1,762,029
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 $1,761,078 $1,761,078 0.12 $1,760,524
Connecticut Avenue Securities Trust 2022-R03 1B2 13.4621% 25-MAR-2042, 13.46%, 03/25/42 CAS 2022-R03 20753XAJ3 - 1,644,000 $1,758,867 $1,758,867 0.12 $1,745,342
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,758,027 $1,758,027 0.12 $1,757,508
Santander Bank Auto Credit-Linked Notes Series 2026-A|6.807|07/17/2034, 6.81%, 07/17/34 SBCLN 2026-A 80290CDD3 - 1,750,000 $1,750,000 $1,750,000 0.11 $1,750,000
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,743,550 $1,743,550 0.11 $1,738,017
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,726,745 $1,733,313 $1,733,313 0.11 $1,721,884
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,729,461 $1,729,461 0.11 $1,728,964
Hertz Vehicle Financing III, Series 2026-1 C 6.45% 25-NOV-2030, 6.45%, 11/25/30 HERTZ 2026-1A 42806MEH8 - 1,700,000 $1,721,733 $1,721,733 0.11 $1,715,946
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,719,192 $1,719,192 0.11 $1,713,353
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 $1,713,253 $1,713,253 0.11 $1,708,282
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,711,895 $1,711,895 0.11 $1,705,443
Extended Stay America Trust 2025-ESH F 7.72709% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,702,388 $1,702,388 0.11 $1,701,665
BXHPP Trust 2021-FILM C 4.842% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,701,959 $1,701,959 0.11 $1,701,435
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 $1,696,410 $1,696,410 0.11 $1,686,301
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,695,966 $1,695,966 0.11 $1,689,494
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,689,720 $1,689,720 0.11 $1,689,269
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,668,075 $1,668,075 0.11 $1,664,807
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,667,709 $1,667,709 0.11 $1,655,312
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,638,018 $1,638,018 0.11 $1,637,478
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,619,518 $1,626,971 $1,626,971 0.11 $1,615,157
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,626,704 $1,626,704 0.11 $1,612,005
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 $1,614,278 $1,614,278 0.11 $1,608,449
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,603,532 $1,601,954 $1,601,954 0.11 $1,601,537
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 $1,595,616 $1,595,616 0.10 $1,595,444
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,584,264 $1,590,719 $1,590,719 0.10 $1,585,672
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,587,810 $1,587,810 0.10 $1,574,610
BX Commercial Mortgage Trust 2024-WPT D 6.31679% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,586,269 $1,586,269 0.10 $1,585,715
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,570,253 $1,586,038 $1,586,038 0.10 $1,574,465
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,521,728 $1,556,774 $1,556,774 0.10 $1,550,022
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,546,805 $1,546,805 0.10 $1,538,510
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,532,071 $1,544,603 $1,544,603 0.10 $1,533,033
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,532,071 $1,543,141 $1,543,141 0.10 $1,531,963
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 $1,540,845 $1,540,845 0.10 $1,540,292
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,527,302 $1,527,302 0.10 $1,518,364
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,521,080 $1,521,080 0.10 $1,512,594
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - 1,500,000 $1,518,960 $1,518,960 0.10 $1,518,388
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,518,475 $1,518,475 0.10 $1,518,010
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 $1,514,486 $1,514,486 0.10 $1,512,143
Gracie Point International Funding, Series 2025-1 C 6.39285% 15-AUG-2028, 6.34%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,509,749 $1,509,749 0.10 $1,505,520
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,509,494 $1,509,494 0.10 $1,506,152
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,506,032 $1,506,032 0.10 $1,505,618
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,505,613 $1,505,613 0.10 $1,505,613
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,505,460 $1,505,460 0.10 $1,495,263
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,500,000 $1,504,759 $1,504,759 0.10 $1,499,988
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 $1,496,527 $1,496,527 0.10 $1,489,555
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 $1,495,406 $1,495,406 0.10 $1,494,956
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 $1,494,961 $1,494,961 0.10 $1,493,397
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,487,036 $1,487,036 0.10 $1,476,808
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,485,254 $1,485,251 $1,485,251 0.10 $1,484,662
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 $1,483,894 $1,483,894 0.10 $1,483,420
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,453,111 $1,453,111 0.10 $1,450,322
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 $1,433,700 $1,433,700 0.09 $1,429,302
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,416,245 $1,425,645 $1,425,645 0.09 $1,418,104
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,418,302 $1,418,302 0.09 $1,418,279
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,410,729 $1,410,729 0.09 $1,403,566
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,409,575 $1,409,575 0.09 $1,404,352
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 $1,407,187 $1,407,187 0.09 $1,398,100
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,408,190 $1,404,529 $1,404,529 0.09 $1,395,820
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 $1,392,032 $1,392,032 0.09 $1,391,469
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,380,439 $1,380,439 0.09 $1,375,968
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,378,155 $1,378,155 0.09 $1,366,701
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 $1,375,482 $1,375,482 0.09 $1,375,070
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,347,493 $1,349,352 $1,349,352 0.09 $1,348,960
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 $1,347,052 $1,347,052 0.09 $1,346,656
RCKT 2026-CES6 A2|5.67|06/25/2056, 5.67%, 06/25/56 RCKT - 1,300,000 $1,304,479 $1,304,479 0.09 $1,299,974
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,292,132 $1,304,377 $1,304,377 0.09 $1,295,888
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,296,435 $1,300,425 $1,300,425 0.09 $1,286,194
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 $1,297,428 $1,297,428 0.09 $1,297,282
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,272,777 $1,282,750 $1,282,750 0.08 $1,273,576
Great Wolf Trust 2024-WOLF C 6.01809% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,265,646 $1,265,646 0.08 $1,265,225
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,259,863 $1,259,863 0.08 $1,259,459
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,253,633 $1,259,596 $1,259,596 0.08 $1,250,612
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 $1,245,204 $1,245,204 0.08 $1,239,236
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 $1,242,118 $1,242,118 0.08 $1,229,909
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,235,437 $1,239,701 $1,239,701 0.08 $1,231,575
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 $1,237,800 $1,237,800 0.08 $1,237,438
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,219,985 $1,219,985 0.08 $1,215,087
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,219,908 $1,219,908 0.08 $1,214,051
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 $1,211,491 $1,211,491 0.08 $1,211,034
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,193,603 $1,210,522 $1,210,522 0.08 $1,209,989
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 $1,190,142 $1,190,142 0.08 $1,189,713
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,185,027 $1,185,027 0.08 $1,178,639
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 $1,183,770 $1,183,770 0.08 $1,183,203
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 $1,178,538 $1,178,538 0.08 $1,172,072
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.3621% 25-FEB-2042, 8.36%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,178,300 $1,178,300 0.08 $1,172,454
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 $1,168,087 $1,168,087 0.08 $1,167,609
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,159,955 $1,159,955 0.08 $1,156,263
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,136,959 $1,136,959 0.07 $1,132,117
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,110,924 $1,134,085 $1,134,085 0.07 $1,133,658
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,180,938 $1,133,345 $1,133,345 0.07 $1,128,818
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,113,774 $1,127,773 $1,127,773 0.07 $1,122,866
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,100,872 $1,111,513 $1,111,513 0.07 $1,106,765
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 $1,109,574 $1,109,574 0.07 $1,103,804
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,101,410 $1,106,435 $1,106,435 0.07 $1,098,726
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 $1,101,589 $1,101,589 0.07 $1,101,216
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,047,384 $1,091,429 $1,091,429 0.07 $1,090,956
OBX 2026-HE1 Trust M2 5.4121% 25-FEB-2056, 5.41%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,090,828 $1,090,828 0.07 $1,087,025
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,070,389 $1,068,389 $1,068,389 0.07 $1,060,956
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,061,277 $1,061,277 0.07 $1,060,786
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,058,168 $1,058,168 0.07 $1,054,875
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,055,922 $1,055,915 $1,055,915 0.07 $1,048,833
BX Trust 2024-VLT4 D 6.067142% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,054,065 $1,054,065 0.07 $1,053,710
BX Trust 2024-CNYN C 5.56825% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,050,884 $1,050,884 0.07 $1,050,560
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,032,582 $1,032,582 0.07 $1,025,090
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,015,651 $1,027,886 $1,027,886 0.07 $1,017,517
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,026,471 $1,026,471 0.07 $1,026,026
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,050,367 $1,022,152 $1,022,152 0.07 $1,016,448
LIFE 2021-BMR Mortgage Trust E 5.492% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,021,697 $1,021,697 0.07 $1,021,376
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.2621% 25-NOV-2041, 7.26%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,016,086 $1,016,086 0.07 $1,011,648
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 $1,005,247 $1,005,247 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 $1,003,491 $1,003,491 0.07 $1,003,078
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $995,616 $995,616 0.07 $991,741
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $995,424 $995,424 0.07 $993,920
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $994,861 $994,861 0.07 $991,613
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $984,997 $984,997 0.06 $984,027
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 969,835 $974,935 $974,935 0.06 $968,233
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 939,882 $936,088 $936,088 0.06 $930,329
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 $931,313 $931,313 0.06 $927,487
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 922,008 $923,810 $923,810 0.06 $921,268
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 $920,439 $920,439 0.06 $919,338
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 $916,736 $916,736 0.06 $912,414
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 923,960 $909,653 $909,653 0.06 $904,930
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $906,262 $906,262 0.06 $903,518
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 906,451 $904,291 $904,291 0.06 $898,623
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 $896,828 $896,828 0.06 $896,416
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $891,243 $891,243 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 $887,563 $887,563 0.06 $887,235
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 837,557 $881,345 $881,345 0.06 $880,921
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 864,035 $878,113 $878,113 0.06 $877,733
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 860,668 $871,004 $871,004 0.06 $864,671
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 870,105 $870,783 $870,783 0.06 $870,517
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $849,354 $849,354 0.06 $843,403
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 840,278 $846,056 $846,056 0.06 $844,700
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $842,896 $842,896 0.06 $840,211
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $839,700 $839,700 0.06 $839,349
BX Trust 2026-CIP D 5.72709% 15-MAY-2038, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $833,752 $833,752 0.05 $830,190
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $821,510 $821,510 0.05 $813,430
Connecticut Avenue Securities Trust 2022-R07 1M2 8.2621% 25-JUN-2042, 8.26%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $813,749 $813,749 0.05 $809,795
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 818,405 $811,369 $811,369 0.05 $809,618
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 $800,540 $800,540 0.05 $798,391
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 $784,988 $784,988 0.05 $780,338
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $778,690 $778,690 0.05 $778,362
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $773,421 $773,421 0.05 $768,143
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 $747,773 $747,773 0.05 $745,304
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 $736,801 $736,801 0.05 $733,998
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $724,417 $724,417 0.05 $722,494
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 $723,196 $723,196 0.05 $720,572
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.0488% 25-OCT-2057, 8.05%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 673,184 $720,595 $720,595 0.05 $717,284
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 718,493 $715,556 $715,556 0.05 $710,798
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 700,000 $705,447 $705,447 0.05 $704,268
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 666,667 $704,163 $704,163 0.05 $699,083
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 666,667 $676,414 $676,414 0.04 $673,024
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $669,398 $669,398 0.04 $668,167
Planet Fitness Master Issuer Series 2022-1 A2II 4.008% 05-MAR-2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $643,769 $643,769 0.04 $642,842
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 643,190 $640,121 $640,121 0.04 $638,037
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 $631,842 $631,842 0.04 $631,427
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 $630,559 $630,559 0.04 $627,452
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 610,487 $625,041 $625,041 0.04 $624,740
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 $613,854 $613,854 0.04 $611,746
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 $610,460 $610,460 0.04 $609,246
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.26%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,720 $607,720 0.04 $605,689
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 $593,921 $593,921 0.04 $593,728
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 519,405 $580,190 $580,190 0.04 $527,931
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $564,286 $564,286 0.04 $561,541
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 531,969 $547,030 $547,030 0.04 $540,736
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,189 $545,189 0.04 $544,900
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 531,969 $541,085 $541,085 0.04 $536,286
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $520,853 $520,853 0.03 $516,601
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $511,777 $511,777 0.03 $511,551
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 $509,179 $509,179 0.03 $509,002
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 $508,339 $508,339 0.03 $505,009
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $508,061 $508,061 0.03 $507,894
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $507,668 $507,668 0.03 $502,550
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $506,990 $506,990 0.03 $506,807
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $506,423 $506,423 0.03 $506,260
NATL Commercial Mortgage Trust 2026-IND D 5.77123% 15-JUN-2043, 5.80%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $502,376 $502,376 0.03 $501,249
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 $502,343 $502,343 0.03 $501,462
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 $494,440 $494,440 0.03 $494,320
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 493,570 $492,946 $492,946 0.03 $489,719
Connecticut Avenue Securities, Series 2021-R03 1B2 9.1121% 25-DEC-2041, 9.11%, 12/25/41 CAS 2021-R03 20754AAJ2 - 480,000 $492,449 $492,449 0.03 $489,654
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 487,317 $486,408 $486,408 0.03 $486,220
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 470,376 $471,995 $471,995 0.03 $470,611
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 464,179 $469,247 $469,247 0.03 $465,496
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $459,036 $459,036 0.03 $458,824
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 441,452 $451,536 $451,536 0.03 $448,805
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 $449,160 $449,160 0.03 $446,773
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.2121% 25-DEC-2031, 7.21%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 430,805 $436,052 $436,052 0.03 $434,154
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $418,365 $418,365 0.03 $418,189
BXHPP Trust 2021-FILM A 4.392% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,245 $416,245 0.03 $416,139
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 404,762 $409,183 $409,183 0.03 $408,981
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,413 $405,413 0.03 $405,262
BX Commercial Mortgage Trust 2026-CSMO C 5.62709% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,378 $403,378 0.03 $403,253
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 393,162 $394,991 $394,991 0.03 $392,947
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 $390,169 $390,169 0.03 $386,875
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 $385,371 $385,371 0.03 $382,755
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 $383,000 $383,000 0.03 $380,283
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 380,944 $382,384 $382,384 0.03 $381,182
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $374,666 $374,666 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $369,623 $369,623 0.02 $367,142
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.0488% 25-OCT-2057, 7.05%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 344,333 $364,890 $364,890 0.02 $363,406
DBGS 2021-W52 Mortgage Trust B 5.6387% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $362,492 $362,492 0.02 $362,378
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 350,399 $355,764 $355,764 0.02 $353,798
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $347,887 $347,887 0.02 $347,776
Connecticut Avenue Securities Trust 2023-R05 1B1 8.3621% 25-JUN-2043, 8.36%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,348 $330,348 0.02 $328,764
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 $329,580 $329,580 0.02 $328,950
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $329,085 $329,085 0.02 $327,978
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $313,597 $313,597 0.02 $313,459
BX Commercial Mortgage Trust 2024-MF C 5.56799% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,742 $310,742 0.02 $310,646
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 $302,451 $302,451 0.02 $300,382
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 $300,759 $300,759 0.02 $300,584
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $298,062 $298,062 0.02 $296,049
CSMC 2021-BHAR E 7.242% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,486 $297,486 0.02 $297,366
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,078 $283,078 0.02 $283,001
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 $276,058 $276,058 0.02 $274,605
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.1621% 25-FEB-2050, 5.16%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 279,133 $274,767 $274,767 0.02 $273,887
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 $274,354 $274,354 0.02 $274,174
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 273,383 $273,909 $273,909 0.02 $273,804
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,545 $269,545 0.02 $269,467
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 253,028 $255,720 $255,720 0.02 $253,994
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $253,886 $253,886 0.02 $253,781
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 $250,991 $250,991 0.02 $250,883
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 234,355 $235,666 $235,666 0.02 $234,645
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 $234,437 $234,437 0.02 $231,890
BXHPP Trust 2021-FILM B 4.642% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $232,510 $232,510 0.02 $232,445
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $230,731 $230,731 0.02 $229,052
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 226,489 $227,738 $227,738 0.01 $227,650
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 223,023 $226,372 $226,372 0.01 $225,470
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $214,286 $214,286 0.01 $213,904
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $211,919 $211,919 0.01 $211,797
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 $209,666 $209,666 0.01 $209,019
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,695 $202,695 0.01 $202,590
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 189,604 $190,714 $190,714 0.01 $189,136
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 179,495 $179,380 $179,380 0.01 $178,804
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 $178,941 $178,941 0.01 $178,875
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 $177,609 $177,609 0.01 $176,769
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 173,695 $176,259 $176,259 0.01 $175,535
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 $170,501 $170,501 0.01 $170,437
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,929 $157,929 0.01 $157,562
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 151,660 $151,531 $151,531 0.01 $151,505
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 174,144 $132,313 $132,313 0.01 $132,164
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 $132,118 $132,118 0.01 $131,490
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 105,066 $108,076 $108,076 0.01 $106,715
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $101,108 $101,108 0.01 $100,849
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,611 $100,611 0.01 $100,358
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,920 $92,920 0.01 $92,665
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 91,119 $90,332 $90,332 0.01 $90,067
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 89,423 $89,572 $89,572 0.01 $89,548
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 83,143 $83,362 $83,362 0.01 $83,332
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $72,315 $72,315 0.00 $72,103
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 $59,979 $59,979 0.00 $59,955
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 $32,074 $32,074 0.00 $31,971
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - 30,335 $30,814 $30,814 0.00 $30,633
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 8,413 $23,788 $23,788 0.00 $8,422
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - $19,809 $19,809 0.00 $0
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 19,510 $19,669 $19,669 0.00 $19,593
US 10YR FUT OPTN Jul26Put 107.5 TYN6P TYU6 COMDTY $107.50 -69.00 $7,585,688 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - 742.00 $79,533,125 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - -108.00 $-12,497,625 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,856,438 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -282.00 $-31,680,938 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 5,455 $1,126,073,948 $0 0.00 $0
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 8025 ESM6C ESM6 INDEX $8,025.00 -22.00 $-8,306,100 $-110 0.00 $-110
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 7130 ESM6P ESM6 INDEX $7,130.00 -22.00 $8,306,100 $-770 0.00 $-770
US 10YR FUT OPTN Jul26Call 112.5 TYN6C TYU6 COMDTY $112.50 -69.00 $-7,585,688 $-1,078 0.00 $-1,078
US 5YR FUTR OPTN Jul26P 106 106 FVN6P FVU6 COMDTY $106.00 -264.00 $28,297,500 $-4,125 0.00 $-4,125
US 5YR FUTR OPTN Jul26Call 108.25 FVN6C FVU6 COMDTY $108.25 -264.00 $-28,297,500 $-4,125 0.00 $-4,125
GOLD FUT OPT(CMX) Jul26C 5035 5035 GCN6C GCQ6 COMDTY $5,035.00 -54.00 $-23,513,760 $-4,320 0.00 $-4,320
GOLD FUT OPT(CMX) Jul26P 3855 3855 GCN6P GCQ6 COMDTY $3,855.00 -54.00 $23,513,760 $-9,720 0.00 $-9,720
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/13/26 FNCL 01F060675 - -43,943,892 $-44,898,793 $-44,898,793 -2.95 $-44,898,793
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/13/26 FNCL 01F022675 - -189,990,000 $-159,275,647 $-159,275,647 -10.46 $-159,275,647
SEGREGATED CASH SEGCASH $0.00 9,820,000 $9,820,000 $9,820,000 0.64 $9,820,000
US DOLLARS USD MD_142224 - -466,388,221 $-466,388,221 $-466,388,221 -30.62 $-466,388,221
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,300,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,453,125 $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 $59,976,291 $-23,701 0.00 $-23,701
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,311,916 $-27,786 0.00 $-27,786
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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