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 May 5, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 210,506,500 $214,497,703 $214,497,703 14.15 $214,497,703
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 196,415,000 $192,906,439 $192,906,439 12.73 $192,906,439
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 136,700,000 $116,866,880 $116,866,880 7.71 $116,866,880
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $70,232,200 $70,232,200 4.63 $69,954,310
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 60,613,000 $62,867,804 $62,867,804 4.14 $62,867,804
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,787,012 $33,787,012 2.22 $33,618,500
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 30,738,000 $30,804,701 $30,804,701 2.02 $30,804,701
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29516% 25-FEB-2045, 5.30%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,835,714 $16,835,714 1.10 $16,813,454
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14516% 25-OCT-2041, 11.15%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,913,920 $14,913,920 0.97 $14,829,373
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,261,589 $12,261,589 0.80 $12,032,400
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14516% 25-FEB-2042, 12.15%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,563,969 $12,206,189 $12,206,189 0.80 $12,171,077
ALA Trust 2025-OANA A 5.39763% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,131,875 $12,131,875 0.79 $12,093,923
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,041,420 $11,041,420 0.72 $11,008,033
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,218,464 $10,218,464 0.66 $10,180,652
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,125,742 $10,125,742 0.66 $10,089,321
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,065,633 $10,065,633 0.65 $10,005,993
BX Trust 2025-VLT7 E 7.40471% 15-JUL-2044, 7.40%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,996,625 $9,996,625 0.65 $9,953,577
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,628,073 $9,628,073 0.63 $9,610,553
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,511,571 $9,582,059 $9,582,059 0.62 $9,530,643
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39516% 25-FEB-2042, 7.40%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,551,967 $9,551,967 0.62 $9,534,688
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,325,505 $9,325,505 0.61 $9,271,379
BX Commercial Mortgage Trust 2024-XL4 A 5.09674% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,168,564 $9,168,564 0.61 $9,141,389
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,126,909 $8,126,909 0.54 $8,002,858
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89516% 25-SEP-2041, 9.90%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $8,019,835 $8,019,835 0.53 $8,000,382
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,888,478 $7,888,478 0.52 $7,824,418
BX Trust 2024-FNX A 5.09701% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,845,865 $7,845,865 0.52 $7,822,615
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,554,717 $7,554,717 0.50 $7,530,217
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64516% 25-DEC-2041, 10.65%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 7,258,276 $7,520,142 $7,520,142 0.50 $7,500,826
HILT 2025-NVIL A 5.39771% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,433,319 $7,433,319 0.49 $7,410,019
Extended Stay America Trust 2025-ESH B 5.25471% 15-OCT-2042, 5.25%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,256,206 $7,256,206 0.48 $7,234,064
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A2 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAB7 - 7,185,500 $7,221,368 $7,221,368 0.48 $7,168,973
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,114,233 $7,114,233 0.47 $7,074,497
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,108,284 $7,108,284 0.47 $7,069,207
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,975,163 $7,026,559 $7,026,559 0.46 $6,988,577
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,847,900 $6,847,900 0.45 $6,812,547
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,745,836 $6,745,836 0.45 $6,729,756
PNW Trust 2026-ARTE A 5.36597% 15-APR-2041, 5.37%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,516,446 $6,516,446 0.43 $6,496,100
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95471% 15-MAR-2042, 4.95%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,458,478 $6,458,478 0.43 $6,439,839
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,425,535 $6,425,535 0.42 $6,414,808
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,392,733 $6,392,733 0.42 $6,372,855
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,319,390 $6,319,390 0.42 $6,294,695
SMRT Commercial Mortgage Trust 2022-MINI D 5.60471% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,256,936 $6,256,936 0.41 $6,236,501
BLP Commercial Mortgage Trust 2024-IND2 A 4.99686% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - 6,236,454 $6,256,289 $6,256,289 0.41 $6,238,110
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44516% 25-NOV-2041, 11.45%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,216,782 $6,216,782 0.41 $6,199,615
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 6,014,000 $6,038,034 $6,038,034 0.40 $6,027,726
BX Trust 2025-TAIL D 6.10471% 15-JUN-2035, 6.10%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,025,773 $6,025,773 0.40 $6,004,407
FIGRE Trust 2026-HE4|5.703|05/25/2056, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,000,000 $5,991,564 $5,991,564 0.40 $5,984,911
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.01879% 25-OCT-2057, 6.02%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,780,344 $5,956,844 $5,956,844 0.39 $5,948,146
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,941,268 $5,941,268 0.39 $5,928,548
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,913,496 $5,913,496 0.39 $5,871,175
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,893,751 $5,893,751 0.39 $5,841,299
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,765,752 $5,781,433 $5,781,433 0.38 $5,749,319
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,929,464 $5,747,256 $5,747,256 0.38 $5,724,197
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.34%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,703,694 $5,724,247 $5,724,247 0.38 $5,703,137
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,693,957 $5,693,957 0.38 $5,656,912
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,675,885 $5,545,407 $5,545,407 0.37 $5,522,506
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,526,833 $5,526,833 0.36 $5,498,440
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.14516% 25-MAY-2045, 5.15%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,521,757 $5,521,757 0.36 $5,514,668
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,395,852 $5,395,852 0.36 $5,377,002
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 $5,386,664 $5,386,664 0.36 $5,310,254
SWCH Commercial Mortgage Trust 2025-DATA E 6.99493% 15-FEB-2042, 6.99%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,280,831 $5,280,831 0.35 $5,259,041
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,254,488 $5,254,488 0.35 $5,224,328
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29516% 25-DEC-2041, 5.30%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,213,730 $5,237,482 $5,237,482 0.35 $5,230,580
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,217,130 $5,217,130 0.34 $5,201,721
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.15%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,180,690 $5,180,690 0.34 $5,174,042
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,180,156 $5,180,156 0.34 $5,168,399
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,150,924 $5,150,924 0.34 $5,144,551
Great Wolf Trust 2024-WOLF D 6.54471% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 5,103,000 $5,145,799 $5,145,799 0.34 $5,126,317
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,099,290 $5,099,290 0.34 $5,062,330
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,091,199 $5,091,199 0.34 $5,012,159
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 $5,089,773 $5,089,773 0.34 $5,060,274
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,080,570 $5,080,570 0.34 $5,046,295
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,061,241 $5,061,241 0.33 $5,029,320
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,001,584 $5,059,479 $5,059,479 0.33 $5,049,476
SCG Trust 2025-SNIP E 7.05471% 15-SEP-2042, 7.05%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,039,467 $5,039,467 0.33 $5,018,891
BX Trust 2025-DIME E 6.65471% 15-FEB-2035, 6.65%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,975,683 $4,975,683 0.33 $4,956,274
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,891,000 $4,937,746 $4,937,746 0.33 $4,921,340
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,934,880 $4,934,880 0.33 $4,926,086
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,934,629 $4,934,629 0.33 $4,908,854
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89516% 25-MAR-2042, 8.90%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,920,550 $4,920,550 0.32 $4,909,989
SCG Commercial Mortgage Trust 2025-DLFN E 6.60471% 15-MAR-2035, 6.60%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,893,278 $4,893,278 0.32 $4,874,384
Extended Stay America Trust 2026-ESH2 D 5.90471% 15-FEB-2043, 5.90%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,844,319 $4,883,911 $4,883,911 0.32 $4,867,226
BX Commercial Mortgage Trust 2024-MF D 6.34453% 15-FEB-2039, 6.34%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,856,657 $4,856,657 0.32 $4,838,797
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,849,652 $4,849,652 0.32 $4,839,594
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,845,108 $4,845,108 0.32 $4,819,800
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,797,821 $4,804,182 $4,804,182 0.32 $4,789,936
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,702,532 $4,702,532 0.31 $4,681,532
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,652,228 $4,663,742 $4,663,742 0.31 $4,638,933
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,614,288 $4,614,288 0.30 $4,556,515
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,519,817 $4,531,054 $4,531,054 0.30 $4,522,260
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,531,020 $4,531,020 0.30 $4,494,587
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 $4,526,592 $4,526,592 0.30 $4,513,482
NRTH Commercial Mortgage Trust 2025-PARK B 5.29763% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,503,382 $4,503,382 0.30 $4,489,476
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,491,640 $4,491,640 0.30 $4,483,391
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,474,047 $4,474,047 0.30 $4,450,959
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 $4,472,027 $4,472,027 0.30 $4,463,109
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,390,343 $4,383,206 $4,383,206 0.29 $4,362,000
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - 4,333,000 $4,356,668 $4,356,668 0.29 $4,340,669
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 $4,350,879 $4,350,879 0.29 $4,320,978
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.30%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,348,024 $4,348,024 0.29 $4,321,759
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29314% 15-MAY-2041, 7.29%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,347,094 $4,347,094 0.29 $4,328,707
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,325,437 $4,321,959 $4,321,959 0.29 $4,308,056
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.26879% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,175,615 $4,315,243 $4,315,243 0.28 $4,308,699
COMM 2024-WCL1 Mortgage Trust D 6.944% 17-JUN-2041, 6.94%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,286,189 $4,286,189 0.28 $4,268,974
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - 4,240,000 $4,251,227 $4,251,227 0.28 $4,238,720
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,236,323 $4,249,817 $4,249,817 0.28 $4,226,036
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,229,002 $4,229,002 0.28 $4,217,000
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,158,730 $4,208,673 $4,208,673 0.28 $4,185,178
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,200,390 $4,200,390 0.28 $4,141,401
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,193,246 $4,193,246 0.28 $4,172,178
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,117,841 $4,117,841 0.27 $4,104,975
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 4,101,460 $4,101,971 $4,101,971 0.27 $4,091,085
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 4,115,580 $4,086,162 $4,086,162 0.27 $4,078,586
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 4,000,046 $4,050,925 $4,050,925 0.27 $4,041,883
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 $4,048,686 $4,048,686 0.27 $4,032,091
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.30%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,021,022 $4,021,022 0.27 $4,006,311
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,006,611 $4,006,611 0.26 $3,994,408
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,965,908 $3,971,346 $3,971,346 0.26 $3,966,641
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,947,629 $3,935,962 $3,935,962 0.26 $3,921,768
BX Trust 2024-VLT4 E 6.544114% 15-JUN-2041, 6.54%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,934,598 $3,934,598 0.26 $3,919,408
BX Commercial Mortgage Trust 2026-XL6 D 5.75471% 15-MAR-2043, 5.75%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,854,000 $3,850,918 $3,850,918 0.25 $3,837,980
FREMF 2023-K511 Mortgage Trust C 5.634155% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,776,592 $3,776,592 0.25 $3,753,951
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,775,191 $3,775,191 0.25 $3,768,573
SE Cosmos LLC|8.875|05/01/2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,771,741 $3,771,741 0.25 $3,771,741
BMP Commercial Mortgage Trust 2024-MF23 D 6.0452% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,768,617 $3,768,617 0.25 $3,755,394
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,753,847 $3,753,847 0.25 $3,732,764
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,752,781 $3,752,781 0.25 $3,752,781
LEX Trust 2026-450 D 6.00471% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,716,981 $3,716,981 0.25 $3,704,007
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,713,712 $3,713,712 0.25 $3,706,411
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,668,899 $3,677,210 $3,677,210 0.24 $3,657,709
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,521,204 $3,642,265 $3,642,265 0.24 $3,619,267
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,639,783 $3,639,783 0.24 $3,634,019
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64516% 25-OCT-2041, 9.65%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,590,195 $3,590,195 0.24 $3,581,729
BX Commercial Mortgage Trust 2024-XL5 D 6.34451% 15-MAR-2041, 6.34%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,586,187 $3,586,187 0.24 $3,572,975
Extended Stay America Trust 2025-ESH E 7.00471% 15-OCT-2042, 7.00%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,569,106 $3,569,106 0.24 $3,554,643
Extended Stay America Trust 2025-ESH D 6.25471% 15-OCT-2042, 6.25%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,564,769 $3,564,769 0.24 $3,551,855
SCG Trust 2025-SNIP D 6.25471% 15-SEP-2042, 6.25%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,527,588 $3,527,588 0.23 $3,514,818
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,523,517 $3,521,097 $3,521,097 0.23 $3,513,769
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,520,247 $3,520,247 0.23 $3,514,709
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,613,215 $3,515,620 $3,515,620 0.23 $3,504,590
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,465,037 $3,503,560 $3,503,560 0.23 $3,484,512
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,502,298 $3,502,298 0.23 $3,495,234
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74516% 25-JAN-2042, 10.75%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,478,334 $3,478,334 0.23 $3,469,332
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,415,884 $3,452,537 $3,452,537 0.23 $3,433,650
CSMC 2021-BHAR C 5.77% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,422,877 $3,422,877 0.23 $3,411,279
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,372,830 $3,372,830 0.22 $3,355,562
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,374,692 $3,370,983 $3,370,983 0.22 $3,354,690
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,373,013 $3,354,595 $3,354,595 0.22 $3,338,208
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,325,918 $3,344,185 $3,344,185 0.22 $3,323,438
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 3,333,333 $3,326,972 $3,326,972 0.22 $3,321,476
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.75%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,315,223 $3,315,223 0.22 $3,311,294
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,294,570 $3,294,570 0.22 $3,286,088
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,223,324 $3,222,174 $3,222,174 0.21 $3,206,129
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,200,526 $3,200,526 0.21 $3,193,031
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,198,088 $3,198,088 0.21 $3,184,432
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,193,835 $3,193,835 0.21 $3,186,098
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,185,315 $3,185,315 0.21 $3,168,348
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 $3,183,977 $3,183,977 0.21 $3,166,022
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,181,530 $3,181,530 0.21 $3,175,573
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,177,090 $3,177,090 0.21 $3,157,713
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,155,659 $3,155,659 0.21 $3,150,320
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 $3,148,449 $3,148,449 0.21 $3,140,550
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,141,314 $3,141,314 0.21 $3,135,488
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,134,833 $3,134,833 0.21 $3,126,362
BX Trust 2025-LUNR D 6.15471% 15-JUN-2040, 6.15%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,129,536 $3,129,536 0.21 $3,118,359
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,105,779 $3,105,779 0.21 $3,090,347
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,074,508 $3,102,708 $3,102,708 0.20 $3,084,717
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,102,703 $3,102,703 0.20 $3,088,137
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 $3,097,607 $3,097,607 0.20 $3,086,262
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,032,098 $3,065,003 $3,065,003 0.20 $3,048,308
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,056,747 $3,056,747 0.20 $3,050,338
Connecticut Avenue Securities, Series 2021-R01 1B1 6.74516% 25-OCT-2041, 6.75%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,031,493 $3,031,493 0.20 $3,026,434
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 $3,023,862 $3,023,862 0.20 $3,018,618
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,007,931 $3,007,931 0.20 $2,991,502
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 3,000,000 $3,003,047 $3,003,047 0.20 $2,997,511
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 $2,991,905 $2,991,905 0.20 $2,976,091
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,989,992 $2,989,992 0.20 $2,979,394
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 $2,976,486 $2,976,486 0.20 $2,955,211
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,971,960 $2,971,960 0.20 $2,956,846
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,967,051 $2,967,051 0.20 $2,962,133
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,868,724 $2,965,435 $2,965,435 0.20 $2,945,725
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.44516% 25-JUL-2048, 5.45%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,953,133 $2,960,441 $2,960,441 0.20 $2,956,420
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 - 2,944,491 $2,953,283 $2,953,283 0.19 $2,948,191
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,907,194 $2,938,800 $2,938,800 0.19 $2,920,516
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,919,169 $2,933,277 $2,933,277 0.19 $2,916,021
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,916,737 $2,916,737 0.19 $2,907,785
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,874,039 $2,874,039 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 $2,869,625 $2,869,625 0.19 $2,853,302
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,881,045 $2,869,001 $2,869,001 0.19 $2,860,307
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,853,573 $2,853,573 0.19 $2,835,857
SCG Commercial Mortgage Trust 2025-FLWR E 6.40471% 15-AUG-2042, 6.40%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,847,192 $2,847,192 0.19 $2,836,480
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,899,684 $2,846,192 $2,846,192 0.19 $2,839,574
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,832,036 $2,832,036 0.19 $2,823,039
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,845,611 $2,828,087 $2,828,087 0.19 $2,813,939
BX Trust 2026-CART D 5.55471% 15-FEB-2036, 5.55%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,817,333 $2,817,333 0.19 $2,808,228
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 $2,804,053 $2,804,053 0.19 $2,794,580
Great Wolf Trust 2024-WOLF G 9.09071% 15-MAR-2039, 9.09%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,793,605 $2,793,605 0.18 $2,779,022
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,792,533 $2,792,533 0.18 $2,780,185
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 $2,791,222 $2,791,222 0.18 $2,773,998
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,758,105 $2,777,749 $2,777,749 0.18 $2,762,510
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,777,960 $2,754,907 $2,754,907 0.18 $2,740,742
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,750,391 $2,750,391 0.18 $2,750,391
BX Trust 2025-ROIC E 6.596% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,715,276 $2,725,862 $2,725,862 0.18 $2,715,414
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,691,523 $2,691,523 0.18 $2,681,444
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 $2,689,116 $2,689,116 0.18 $2,683,307
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,667,355 $2,667,355 0.18 $2,662,486
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,647,115 $2,656,657 $2,656,657 0.18 $2,652,193
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,639,774 $2,639,774 0.17 $2,630,647
BX Commercial Mortgage Trust 2026-CSMO D 6.10471% 15-FEB-2043, 6.10%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,601,637 $2,601,637 0.17 $2,592,449
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,579,505 $2,579,505 0.17 $2,570,898
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,651,521 $2,579,500 $2,579,500 0.17 $2,576,665
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,576,348 $2,576,348 0.17 $2,573,541
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,558,445 $2,558,445 0.17 $2,552,126
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 $2,557,546 $2,557,546 0.17 $2,536,307
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,553,305 $2,553,305 0.17 $2,542,251
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,542,479 $2,542,479 0.17 $2,502,297
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,537,237 $2,537,237 0.17 $2,530,226
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 $2,530,981 $2,530,981 0.17 $2,525,434
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 $2,526,695 $2,526,695 0.17 $2,511,058
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 $2,525,115 $2,525,115 0.17 $2,516,354
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,515,803 $2,515,803 0.17 $2,507,928
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,509,330 $2,509,330 0.17 $2,491,992
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - 2,500,000 $2,507,515 $2,507,515 0.17 $2,499,413
Mtp Abs Funding LLC|5.882|04/25/2056, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,504,703 $2,504,703 0.17 $2,504,295
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,504,461 $2,504,461 0.17 $2,500,185
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,503,179 $2,503,179 0.17 $2,489,085
BX Commercial Mortgage Trust 2024-AIR2 D 6.44545% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,503,107 $2,503,107 0.17 $2,493,749
280 Park Avenue 2017-280P Mortgage Trust B 5.041% 15-SEP-2034, 5.04%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,496,462 $2,496,462 0.16 $2,489,110
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 $2,477,150 $2,477,150 0.16 $2,473,630
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,439,437 $2,477,060 $2,477,060 0.16 $2,466,015
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 $2,444,182 $2,444,182 0.16 $2,435,738
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,444,151 $2,444,151 0.16 $2,438,183
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,439,376 $2,427,741 $2,427,741 0.16 $2,416,091
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,399,258 $2,425,703 $2,425,703 0.16 $2,412,198
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,420,912 $2,420,912 0.16 $2,408,989
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99516% 25-JAN-2043, 7.00%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,419,349 $2,419,349 0.16 $2,415,266
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,407,613 $2,407,613 0.16 $2,391,755
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 $2,403,306 $2,403,306 0.16 $2,395,548
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,397,216 $2,397,216 0.16 $2,391,966
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14014% 20-FEB-2034, 8.14%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,386,723 $2,395,331 $2,395,331 0.16 $2,386,696
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 $2,391,368 $2,391,368 0.16 $2,381,471
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,369,078 $2,386,883 $2,386,883 0.16 $2,374,239
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,379,932 $2,379,932 0.16 $2,366,166
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,324,989 $2,352,243 $2,352,243 0.16 $2,347,817
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,348,592 $2,348,592 0.16 $2,339,355
ALA Trust 2025-OANA D 6.74572% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,346,615 $2,346,615 0.15 $2,337,435
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,331,559 $2,344,150 $2,344,150 0.15 $2,331,449
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3872% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,341,968 $2,341,968 0.15 $2,333,271
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,329,657 $2,329,657 0.15 $2,322,466
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,389,390 $2,311,675 $2,311,675 0.15 $2,302,035
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.616865% 27-SEP-2052, 0.89%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,296,738 $2,296,738 0.15 $2,294,661
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 $2,284,074 $2,284,074 0.15 $2,275,650
Connecticut Avenue Securities, Series 2021-R03 1B1 6.39516% 25-DEC-2041, 6.40%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,273,653 $2,273,653 0.15 $2,270,055
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,265,479 $2,265,479 0.15 $2,257,531
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 $2,264,988 $2,264,988 0.15 $2,244,675
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,270,016 $2,251,698 $2,251,698 0.15 $2,240,346
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,250,000 $2,250,000 0.15 $2,250,000
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,140,326 $2,232,283 $2,232,283 0.15 $2,219,584
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,214,240 $2,214,240 0.15 $2,205,577
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,211,994 $2,211,994 0.15 $2,196,043
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,206,508 $2,206,508 0.15 $2,193,264
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - 2,200,000 $2,194,587 $2,194,587 0.14 $2,187,734
CONE Trust 2024-DFW1 A 5.29644% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,162,076 $2,162,076 0.14 $2,155,387
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,173,441 $2,154,742 $2,154,742 0.14 $2,143,930
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,149,120 $2,135,425 $2,135,425 0.14 $2,132,063
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 2,210,000 $2,130,014 $2,130,014 0.14 $2,121,088
DBGS 2021-W52 Mortgage Trust C 6.2195% 15-JAN-2038, 6.22%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,116,488 $2,116,488 0.14 $2,108,685
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,151,217 $2,112,750 $2,112,750 0.14 $2,107,988
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,100,491 $2,104,954 $2,104,954 0.14 $2,094,235
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89014% 20-MAR-2033, 5.89%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,092,185 $2,104,307 $2,104,307 0.14 $2,098,830
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,094,750 $2,097,523 $2,097,523 0.14 $2,071,673
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,130,665 $2,093,006 $2,093,006 0.14 $2,084,513
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,092,186 $2,092,186 0.14 $2,078,402
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 $2,082,981 $2,082,981 0.14 $2,074,736
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,086,503 $2,065,963 $2,065,963 0.14 $2,055,378
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,051,640 $2,051,640 0.14 $2,044,255
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,039,547 $2,047,082 $2,047,082 0.14 $2,036,854
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,045,131 $2,045,131 0.14 $2,038,781
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,065,801 $2,036,525 $2,036,525 0.13 $2,034,316
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,030,117 $2,035,007 $2,035,007 0.13 $2,024,645
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,007,574 $2,026,692 $2,026,692 0.13 $2,015,222
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,019,887 $2,019,887 0.13 $2,013,415
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.99516% 25-SEP-2041, 7.00%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,017,398 $2,017,398 0.13 $2,013,892
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,017,245 $2,017,245 0.13 $2,008,985
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,015,539 $2,015,539 0.13 $2,008,550
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,075,057 $2,012,368 $2,012,368 0.13 $2,005,811
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,010,677 $2,010,677 0.13 $1,999,718
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,009,933 $2,009,933 0.13 $1,999,316
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15471% 15-DEC-2042, 6.15%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,009,812 $2,009,812 0.13 $2,002,631
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $2,001,182 $2,001,182 0.13 $1,990,867
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $2,001,038 $2,001,038 0.13 $1,990,915
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 $1,998,838 $1,998,838 0.13 $1,992,445
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,998,401 $1,998,401 0.13 $1,995,077
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 1,995,206 $1,997,163 $1,997,163 0.13 $1,994,771
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,994,829 $1,994,829 0.13 $1,992,869
SMRT Commercial Mortgage Trust 2022-MINI F 7.00471% 15-JAN-2039, 7.00%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,992,931 $1,992,931 0.13 $1,984,656
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,978,232 $1,978,232 0.13 $1,974,946
RAM 2026-1 LLC|5.463|06/15/2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,942,295 $1,942,295 0.13 $1,942,000
BX Commercial Mortgage Trust 2024-AIR2 C 5.89624% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,928,107 $1,928,107 0.13 $1,921,509
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.04516% 25-NOV-2050, 11.05%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,923,065 $1,923,065 0.13 $1,902,854
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,910,403 $1,910,403 0.13 $1,901,720
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,898,336 $1,898,336 0.13 $1,895,081
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,873,648 $1,877,859 $1,877,859 0.12 $1,875,403
BX Trust 2024-BRBK B 7.58131% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,859,713 $1,859,713 0.12 $1,851,521
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,817,836 $1,834,033 $1,834,033 0.12 $1,830,147
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,812,242 $1,812,242 0.12 $1,804,732
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 $1,808,186 $1,808,186 0.12 $1,803,048
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 $1,807,064 $1,807,064 0.12 $1,801,247
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 $1,799,405 $1,799,405 0.12 $1,796,462
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,776,796 $1,773,638 $1,773,638 0.12 $1,764,690
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,758,416 $1,758,416 0.12 $1,752,964
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,744,809 $1,744,809 0.12 $1,739,593
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,742,226 $1,742,226 0.12 $1,731,423
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,718,660 $1,718,660 0.11 $1,715,740
BXHPP Trust 2021-FILM C 4.869% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,712,410 $1,712,410 0.11 $1,706,871
Extended Stay America Trust 2025-ESH F 7.75471% 15-OCT-2042, 7.75%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,701,505 $1,701,505 0.11 $1,693,881
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 $1,701,206 $1,701,206 0.11 $1,697,979
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39516% 25-JUN-2042, 10.40%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,700,275 $1,700,275 0.11 $1,696,126
FIGRE Trust 2026-HE4|6.23|05/25/2056, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,692,807 $1,692,807 0.11 $1,692,807
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,692,228 $1,692,228 0.11 $1,687,496
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,682,632 $1,682,632 0.11 $1,673,200
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,664,183 $1,672,209 $1,672,209 0.11 $1,662,972
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,669,841 $1,669,841 0.11 $1,660,765
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,647,556 $1,647,556 0.11 $1,641,886
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,635,780 $1,642,363 $1,642,363 0.11 $1,637,363
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,630,974 $1,630,974 0.11 $1,626,535
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,626,014 $1,626,014 0.11 $1,614,573
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 1,700,000 $1,625,372 $1,625,372 0.11 $1,618,500
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99516% 25-DEC-2041, 6.00%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,613,857 $1,613,857 0.11 $1,611,459
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,594,203 $1,601,016 $1,601,016 0.11 $1,594,380
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,585,928 $1,600,495 $1,600,495 0.11 $1,591,601
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,582,756 $1,597,879 $1,597,879 0.11 $1,588,784
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,559,128 $1,596,133 $1,596,133 0.11 $1,592,674
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,582,756 $1,595,427 $1,595,427 0.11 $1,586,640
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 $1,592,431 $1,592,431 0.11 $1,590,621
BX Commercial Mortgage Trust 2024-WPT D 6.34441% 15-APR-2041, 6.34%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,585,149 $1,585,149 0.10 $1,579,302
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,562,860 $1,562,860 0.10 $1,560,935
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,547,257 $1,547,257 0.10 $1,543,109
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 $1,527,992 $1,527,992 0.10 $1,522,179
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 $1,522,417 $1,522,417 0.10 $1,516,406
Affirm Asset Securitization Trust 2026-X1|5.5|04/15/2031, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,521,443 $1,521,443 0.10 $1,521,443
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,532,000 $1,517,733 $1,517,733 0.10 $1,511,119
Gracie Point International Funding, Series 2025-1 C 6.3898% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,515,303 $1,515,303 0.10 $1,505,964
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,512,264 $1,512,264 0.10 $1,507,924
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,511,952 $1,511,952 0.10 $1,506,291
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,481,250 $1,507,477 $1,507,477 0.10 $1,487,805
JW Commercial Mortgage Trust 2024-MRCO C 6.04476% 15-JUN-2039, 6.04%, 06/15/39 JW 2024-MRCO 46657XAE6 - 1,500,000 $1,505,922 $1,505,922 0.10 $1,500,633
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,328 $1,502,328 0.10 $1,494,570
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,493,903 $1,493,903 0.10 $1,493,903
UPG HI 2026-1 Issuer Trust|6.39|02/25/2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,492,117 $1,492,117 0.10 $1,491,321
Credibly Asset Securitization II, Series 2026-1 A 5.4% 15-MAR-2032, 5.40%, 03/15/32 CRDBL 2026-1A 22530DAA2 - 1,500,000 $1,491,491 $1,491,491 0.10 $1,486,766
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - 1,500,000 $1,489,727 $1,489,727 0.10 $1,484,748
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,482,977 $1,482,977 0.10 $1,475,194
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,475,998 $1,460,398 $1,460,398 0.10 $1,455,741
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,446,174 $1,439,277 $1,439,277 0.10 $1,437,068
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,410,509 $1,421,908 $1,421,908 0.09 $1,411,264
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,428,157 $1,420,572 $1,420,572 0.09 $1,413,585
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,426,602 $1,420,409 $1,420,409 0.09 $1,413,696
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,410,650 $1,410,650 0.09 $1,407,068
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,404,915 $1,404,915 0.09 $1,404,898
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,404,631 $1,404,631 0.09 $1,402,019
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,388,415 $1,388,415 0.09 $1,386,179
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,378,350 $1,378,350 0.09 $1,369,635
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 $1,375,455 $1,375,455 0.09 $1,371,129
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 $1,362,543 $1,362,543 0.09 $1,358,378
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,311,440 $1,330,310 $1,330,310 0.09 $1,324,162
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,318,352 $1,326,984 $1,326,984 0.09 $1,319,754
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,320,856 $1,326,194 $1,326,194 0.09 $1,313,855
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24014% 20-OCT-2032, 6.24%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,296,945 $1,309,301 $1,309,301 0.09 $1,305,704
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 - 1,562,354 $1,303,336 $1,303,336 0.09 $1,299,590
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,298,420 $1,302,438 $1,302,438 0.09 $1,295,939
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,288,206 $1,298,513 $1,298,513 0.09 $1,291,489
Great Wolf Trust 2024-WOLF C 6.04571% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,269,140 $1,269,140 0.08 $1,264,697
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,266,496 $1,266,496 0.08 $1,262,249
COMM 2024-WCL1 Mortgage Trust C 6.544% 17-JUN-2041, 6.54%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,259,355 $1,259,355 0.08 $1,254,584
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 $1,235,807 $1,235,807 0.08 $1,232,001
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14014% 20-MAR-2033, 7.14%, 03/21/33 HACLN 2025-1 446438TA1 - 1,216,024 $1,225,557 $1,225,557 0.08 $1,221,698
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,218,743 $1,218,743 0.08 $1,216,294
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,214,542 $1,214,542 0.08 $1,209,989
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 $1,208,836 $1,208,836 0.08 $1,204,034
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 $1,205,981 $1,205,981 0.08 $1,201,472
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,202,227 $1,202,227 0.08 $1,197,420
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,190,290 $1,200,177 $1,200,177 0.08 $1,193,810
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,201,166 $1,196,638 $1,196,638 0.08 $1,192,388
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 $1,189,870 $1,189,870 0.08 $1,184,850
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 $1,185,245 $1,185,245 0.08 $1,179,294
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,179,967 $1,179,967 0.08 $1,176,773
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39516% 25-FEB-2042, 8.40%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,177,539 $1,177,539 0.08 $1,175,137
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - 1,175,000 $1,177,458 $1,177,458 0.08 $1,172,932
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79014% 20-MAY-2032, 6.79%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,157,345 $1,172,036 $1,172,036 0.08 $1,168,543
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,152,206 $1,156,119 $1,156,119 0.08 $1,149,982
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,199,346 $1,153,079 $1,153,079 0.08 $1,149,581
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,135,201 $1,146,451 $1,146,451 0.08 $1,143,550
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,120,260 $1,145,139 $1,145,139 0.08 $1,140,614
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,090,426 $1,143,299 $1,143,299 0.08 $1,138,128
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,109,754 $1,108,947 $1,108,947 0.07 $1,103,284
OBX 2026-HE1 Trust M2 5.44516% 25-FEB-2056, 5.45%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,108,842 $1,108,842 0.07 $1,101,837
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,091,174 $1,092,108 $1,092,108 0.07 $1,086,343
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,069,443 $1,072,829 $1,072,829 0.07 $1,069,338
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 1,052,852 $1,062,218 $1,062,218 0.07 $1,060,034
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,056,178 $1,056,178 0.07 $1,054,822
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,038,186 $1,050,578 $1,050,578 0.07 $1,042,513
BX Trust 2024-VLT4 D 6.094762% 15-JUN-2041, 6.09%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,050,433 $1,050,433 0.07 $1,046,681
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,045,357 $1,045,357 0.07 $1,040,206
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,061,057 $1,034,706 $1,034,706 0.07 $1,030,322
LIFE 2021-BMR Mortgage Trust E 5.519% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,025,693 $1,025,693 0.07 $1,022,312
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,024,313 $1,024,313 0.07 $1,019,646
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.29516% 25-NOV-2041, 7.30%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,014,949 $1,014,949 0.07 $1,013,125
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,013,946 $1,013,946 0.07 $1,006,100
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,013,710 $1,013,710 0.07 $1,008,965
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 993,716 $1,013,695 $1,013,695 0.07 $1,008,821
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 1,000,000 $1,013,324 $1,013,324 0.07 $1,007,330
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 $1,013,043 $1,013,043 0.07 $1,008,715
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - 1,000,000 $1,006,352 $1,006,352 0.07 $1,004,595
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - 1,000,000 $1,004,097 $1,004,097 0.07 $998,879
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 996,582 $1,001,249 $1,001,249 0.07 $996,010
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $998,197 $998,197 0.07 $993,343
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $995,497 $995,497 0.07 $993,560
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $995,080 $995,080 0.07 $993,456
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 986,119 $987,485 $987,485 0.07 $986,116
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $987,178 $987,178 0.07 $983,574
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 971,437 $976,221 $976,221 0.06 $972,436
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 977,375 $973,863 $973,863 0.06 $969,307
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 943,280 $941,301 $941,301 0.06 $936,813
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 935,000 $940,713 $940,713 0.06 $936,564
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 876,251 $927,337 $927,337 0.06 $922,685
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 934,986 $922,709 $922,709 0.06 $919,073
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $917,247 $917,247 0.06 $915,472
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 900,000 $917,234 $917,234 0.06 $913,076
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $911,487 $911,487 0.06 $906,692
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50964% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $908,034 $908,034 0.06 $905,740
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,841 $905,841 0.06 $904,468
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $898,060 $898,060 0.06 $890,526
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 876,284 $886,250 $886,250 0.06 $881,345
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $850,209 $850,209 0.06 $845,681
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,467 $841,467 0.06 $840,124
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $834,604 $834,604 0.06 $830,916
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64014% 20-OCT-2032, 7.64%, 10/20/32 HACLN 2024-2 44644NAK5 - 824,912 $823,786 $823,786 0.05 $820,985
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 833,166 $823,676 $823,676 0.05 $822,785
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $814,598 $814,598 0.05 $812,974
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 $806,521 $806,521 0.05 $801,820
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $774,225 $774,225 0.05 $770,209
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,988 $772,988 0.05 $769,536
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.44516% 25-JUN-2047, 5.45%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $746,489 $746,489 0.05 $745,476
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 732,444 $731,472 $731,472 0.05 $727,781
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 678,164 $731,385 $731,385 0.05 $703,616
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.39516% 25-JUN-2047, 6.40%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $731,007 $731,007 0.05 $729,855
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $727,704 $727,704 0.05 $723,951
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.12%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 681,344 $725,202 $725,202 0.05 $723,819
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 718,735 $724,893 $724,893 0.05 $722,423
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 $718,148 $718,148 0.05 $716,593
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 678,164 $705,662 $705,662 0.05 $680,875
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $701,637 $701,637 0.05 $699,956
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 672,095 $701,581 $701,581 0.05 $696,786
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 672,095 $692,552 $692,552 0.05 $689,070
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $681,095 $681,095 0.04 $668,167
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 661,512 $660,778 $660,778 0.04 $659,706
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.69516% 25-DEC-2031, 5.70%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 652,347 $659,997 $659,997 0.04 $655,409
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 619,041 $630,984 $630,984 0.04 $628,041
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00964% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $629,277 $629,277 0.04 $628,002
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 651,100 $616,177 $616,177 0.04 $612,750
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,545 $607,545 0.04 $603,804
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 549,639 $564,907 $564,907 0.04 $559,958
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,250 $563,250 0.04 $561,877
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 549,639 $558,167 $558,167 0.04 $554,395
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 555,211 $557,539 $557,539 0.04 $555,379
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,033 $545,033 0.04 $542,007
Mello Warehouse Securitization Trust 2024-1 F 8.90431% 25-OCT-2057, 8.90%, 10/25/57 MWST 2024-1 58553FAF2 - 542,000 $541,216 $541,216 0.04 $540,009
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 534,825 $535,991 $535,991 0.04 $535,343
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 529,926 $531,640 $531,640 0.04 $529,494
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $521,902 $521,902 0.03 $518,597
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 508,738 $517,799 $517,799 0.03 $515,143
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 $515,723 $515,723 0.03 $515,201
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $514,588 $514,588 0.03 $512,210
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $511,090 $511,090 0.03 $509,235
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,445 $509,445 0.03 $507,686
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $508,977 $508,977 0.03 $507,273
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 $508,282 $508,282 0.03 $506,308
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $507,571 $507,571 0.03 $505,652
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $506,804 $506,804 0.03 $502,780
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 503,292 $502,940 $502,940 0.03 $500,437
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 498,093 $500,728 $500,728 0.03 $498,706
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 $495,614 $495,614 0.03 $494,363
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 486,680 $491,464 $491,464 0.03 $488,471
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 474,496 $485,006 $485,006 0.03 $483,266
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $481,695 $481,695 0.03 $480,003
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.24516% 25-DEC-2031, 7.25%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 461,349 $469,437 $469,437 0.03 $465,311
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89014% 20-SEP-2033, 6.89%, 09/20/33 HACLN 2025-2 44644NAR0 - 465,761 $467,552 $467,552 0.03 $466,126
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $462,987 $462,987 0.03 $460,756
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $423,019 $423,019 0.03 $421,169
BXHPP Trust 2021-FILM A 4.419% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,787 $416,787 0.03 $415,661
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 411,350 $407,856 $407,856 0.03 $406,589
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $406,952 $406,952 0.03 $405,373
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89014% 20-MAY-2032, 8.89%, 05/20/32 HACLN 2024-1 44644NAD1 - 400,619 $406,435 $406,435 0.03 $404,852
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 405,041 $406,233 $406,233 0.03 $405,706
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 393,800 $404,986 $404,986 0.03 $402,714
BX Commercial Mortgage Trust 2026-CSMO C 5.65471% 15-FEB-2043, 5.65%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,969 $402,969 0.03 $401,650
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - 375,000 $382,706 $382,706 0.03 $381,096
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,510 $376,510 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,403 $371,403 0.02 $369,515
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.12%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 348,507 $367,228 $367,228 0.02 $366,608
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 363,857 $366,517 $366,517 0.02 $365,307
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $366,265 $366,265 0.02 $364,610
DBGS 2021-W52 Mortgage Trust B 5.6667% 15-JAN-2038, 5.67%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $363,480 $363,480 0.02 $362,270
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,031 $348,031 0.02 $346,865
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 336,926 $337,371 $337,371 0.02 $336,942
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 332,869 $332,770 $332,770 0.02 $332,523
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $329,813 $329,813 0.02 $329,162
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 - 382,789 $329,587 $329,587 0.02 $329,212
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $322,910 $322,910 0.02 $322,209
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 314,635 $317,863 $317,863 0.02 $316,531
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $315,541 $315,541 0.02 $314,088
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 309,133 $314,396 $314,396 0.02 $312,969
BX Commercial Mortgage Trust 2024-MF C 5.59561% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,708 $311,708 0.02 $310,697
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 298,115 $311,316 $311,316 0.02 $309,187
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $302,734 $302,734 0.02 $300,898
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - 300,000 $300,455 $300,455 0.02 $299,974
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $299,582 $299,582 0.02 $298,051
CSMC 2021-BHAR E 7.27% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,923 $297,923 0.02 $296,651
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 277,778 $284,773 $284,773 0.02 $283,822
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,647 $283,647 0.02 $282,833
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 281,296 $274,842 $274,842 0.02 $274,476
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,911 $269,911 0.02 $269,095
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 257,579 $257,634 $257,634 0.02 $257,174
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - 250,000 $253,760 $253,760 0.02 $252,627
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 $252,081 $252,081 0.02 $250,978
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 247,077 $248,772 $248,772 0.02 $247,770
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 238,600 $248,111 $248,111 0.02 $246,337
BXHPP Trust 2021-FILM B 4.669% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,530 $233,530 0.02 $232,850
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $232,004 $232,004 0.02 $230,726
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 227,032 $230,199 $230,199 0.02 $229,822
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $214,237 $214,237 0.01 $212,958
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $212,954 $212,954 0.01 $211,723
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $204,500 $204,500 0.01 $203,394
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 198,743 $202,187 $202,187 0.01 $201,415
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 201,247 $202,102 $202,102 0.01 $200,828
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 186,693 $187,933 $187,933 0.01 $187,193
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 184,608 $184,581 $184,581 0.01 $184,285
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 177,370 $180,629 $180,629 0.01 $180,326
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55964% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $176,869 $176,869 0.01 $176,524
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 170,412 $171,525 $171,525 0.01 $170,872
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $158,120 $158,120 0.01 $157,936
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 134,187 $136,532 $136,532 0.01 $136,120
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 176,770 $135,192 $135,192 0.01 $135,116
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 125,029 $125,530 $125,530 0.01 $125,174
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 108,115 $111,169 $111,169 0.01 $110,104
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,902 $100,902 0.01 $100,772
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 99,755 $100,791 $100,791 0.01 $100,366
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,503 $100,503 0.01 $100,376
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,902 $92,902 0.01 $92,775
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 92,320 $91,453 $91,453 0.01 $91,292
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,227 $71,227 0.00 $71,121
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - 54,939 $55,219 $55,219 0.00 $54,939
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 38,955 $39,179 $39,179 0.00 $39,046
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29516% 25-JAN-2034, 5.30%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 35,132 $35,261 $35,261 0.00 $35,214
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 - 34,633 $35,139 $35,139 0.00 $35,035
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - 22,233 $22,399 $22,399 0.00 $22,302
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 20,681 $20,826 $20,826 0.00 $20,785
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 20,499 $20,548 $20,548 0.00 $20,399
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,210,750 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,538,406 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,165,281 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $161,533,398 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 6,137 $1,269,927,493 $0 0.00 $0
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $38,258,062 $-35,700 0.00 $-35,700
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-38,258,062 $-2,323,125 -0.15 $-2,323,125
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - -189,990,000 $-158,834,680 $-158,834,680 -10.49 $-158,834,680
SEGREGATED CASH SEGCASH $0.00 15,000,000 $15,000,000 $15,000,000 0.99 $15,000,000
US DOLLARS USD MD_142224 - -470,298,317 $-470,298,317 $-470,298,317 -31.05 $-470,298,317
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,242,452 $181,784 0.01 $-97,250
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $28,420,275 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,393,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,434,375 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,443,750 $0 0.00 $0
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $59,994,209 $-93,522 -0.01 $-93,522
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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