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 April 21, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - 210,506,500 $215,167,114 $215,167,114 14.20 $215,167,114
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/26 FNCL 01F050650 - 196,415,000 $194,564,378 $194,564,378 12.84 $194,564,378
GNMA II TBA 30yr 2.5% May Delivery, 2.50%, 05/20/26 G2SF 21H022655 - 136,700,000 $117,845,926 $117,845,926 7.77 $117,845,926
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $70,009,654 $70,009,654 4.61 $70,009,654
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/26 FNCL 01F062655 - 60,613,000 $62,883,563 $62,883,563 4.15 $62,883,563
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 33,905,499 $34,621,922 $34,621,922 2.29 $34,621,922
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,348,700 $33,348,700 2.20 $33,348,700
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.3119% 25-FEB-2045, 5.31%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 16,814,815 $16,881,850 $16,881,850 1.12 $16,812,380
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - 15,372,414 $15,497,084 $15,497,084 1.02 $15,497,084
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 15,370,628 $15,479,759 $15,479,759 1.02 $15,479,759
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.1619% 25-OCT-2041, 11.16%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $15,039,786 $15,039,786 0.99 $14,870,021
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.1619% 25-FEB-2042, 12.16%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 11,563,969 $12,317,038 $12,317,038 0.81 $12,207,651
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,228,155 $12,228,155 0.81 $12,022,800
ALA Trust 2025-OANA A 5.39763% 15-JUN-2040, 5.40%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,115,567 $12,115,567 0.80 $12,102,916
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $10,999,211 $10,999,211 0.73 $10,988,083
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,220,267 $10,220,267 0.68 $10,207,663
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,052,533 $10,052,533 0.66 $10,016,749
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,837,711 $10,007,674 $10,007,674 0.66 $9,930,186
BX Trust 2025-VLT7 E 7.40471% 15-JUL-2044, 7.40%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,942,371 $9,942,371 0.66 $9,866,378
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,664,082 $9,664,082 0.64 $9,609,454
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.4119% 25-FEB-2042, 7.41%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 9,345,955 $9,600,864 $9,600,864 0.63 $9,546,987
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,200,563 $9,200,563 0.61 $9,180,881
BX Commercial Mortgage Trust 2024-XL4 A 5.09674% 15-FEB-2039, 5.10%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,152,107 $9,152,107 0.60 $9,143,049
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 9,025,000 $8,668,987 $8,668,987 0.57 $8,650,214
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,095,558 $8,095,558 0.53 $7,987,294
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.9119% 25-SEP-2041, 9.91%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 7,863,963 $8,068,017 $8,068,017 0.53 $8,007,392
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,944,345 $7,944,345 0.52 $7,902,159
BX Trust 2024-FNX A 5.09701% 15-NOV-2041, 5.10%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,861,475 $7,861,475 0.52 $7,819,237
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.6619% 25-DEC-2041, 10.66%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 7,258,276 $7,554,360 $7,554,360 0.50 $7,494,170
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,538,358 $7,538,358 0.50 $7,530,191
HILT 2025-NVIL A 5.39771% 15-JUL-2042, 5.40%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,415,527 $7,415,527 0.49 $7,407,760
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 7,178,975 $7,249,576 $7,249,576 0.48 $7,192,613
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 $7,247,475 $7,247,475 0.48 $7,171,129
Extended Stay America Trust 2025-ESH B 5.25471% 15-OCT-2042, 5.25%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,233,608 $7,233,608 0.48 $7,226,228
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,135,069 $7,135,069 0.47 $7,111,228
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,119,130 $7,119,130 0.47 $7,095,684
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,897,766 $6,897,766 0.46 $6,846,250
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,757,841 $6,757,841 0.45 $6,755,831
PNW Trust 2026-ARTE A 5.37221% 15-APR-2041, 5.37%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,492,685 $6,492,685 0.43 $6,485,903
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95471% 15-MAR-2042, 4.95%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,467,283 $6,467,283 0.43 $6,434,346
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,441,671 $6,441,671 0.43 $6,415,341
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,421,450 $6,421,450 0.42 $6,386,332
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,312,328 $6,312,328 0.42 $6,292,502
SMRT Commercial Mortgage Trust 2022-MINI D 5.60471% 15-JAN-2039, 5.61%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,273,434 $6,273,434 0.41 $6,236,362
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.4619% 25-NOV-2041, 11.46%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 6,000,000 $6,258,949 $6,258,949 0.41 $6,205,461
BLP Commercial Mortgage Trust 2024-IND2 A 4.99686% 15-MAR-2041, 5.00%, 03/15/41 BLP 2024-IND2 05625AAA9 - 6,236,454 $6,242,783 $6,242,783 0.41 $6,236,724
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 6,025,489 $6,088,023 $6,088,023 0.40 $6,039,119
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 $6,064,228 $6,064,228 0.40 $6,038,929
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.04303% 25-OCT-2057, 6.04%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,847,619 $6,047,069 $6,047,069 0.40 $6,019,584
BX Trust 2025-TAIL D 6.10471% 15-JUN-2035, 6.10%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,044,340 $6,044,340 0.40 $6,006,605
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,963,946 $5,963,946 0.39 $5,902,279
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,958,983 $5,958,983 0.39 $5,957,393
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,875,889 $5,875,889 0.39 $5,844,418
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,965,092 $5,818,730 $5,818,730 0.38 $5,784,927
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,729,059 $5,729,059 0.38 $5,675,079
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.34%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,703,694 $5,709,025 $5,709,025 0.38 $5,701,988
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,720,758 $5,633,920 $5,633,920 0.37 $5,600,286
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,548,397 $5,548,397 0.37 $5,507,024
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.1619% 25-MAY-2045, 5.16%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,535,612 $5,535,612 0.37 $5,513,487
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,400,696 $5,400,696 0.36 $5,394,413
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 $5,397,279 $5,397,279 0.36 $5,332,372
Connecticut Avenue Securities, Series 2021-R03 1M2 5.3119% 25-DEC-2041, 5.31%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,278,228 $5,316,172 $5,316,172 0.35 $5,294,365
SWCH Commercial Mortgage Trust 2025-DATA E 6.99493% 15-FEB-2042, 6.99%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,305,824 $5,305,824 0.35 $5,266,314
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,266,128 $5,266,128 0.35 $5,248,032
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,217,480 $5,217,480 0.34 $5,212,344
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,206,300 $5,206,300 0.34 $5,177,441
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.16%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,191,471 $5,191,471 0.34 $5,170,722
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,169,450 $5,169,450 0.34 $5,169,450
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - 4,811,000 $5,143,523 $5,143,523 0.34 $4,992,127
Great Wolf Trust 2024-WOLF D 6.54471% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 5,103,000 $5,138,186 $5,138,186 0.34 $5,131,692
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,074,078 $5,132,921 $5,132,921 0.34 $5,108,014
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,118,440 $5,118,440 0.34 $5,068,496
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,099,511 $5,099,511 0.34 $5,077,334
Ares LXXI CLO A2 5.36763% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,076,744 $5,076,744 0.34 $5,008,156
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 $5,038,204 $5,038,204 0.33 $5,022,026
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.48%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,036,099 $5,036,099 0.33 $5,014,793
SCG Trust 2025-SNIP E 7.05471% 15-SEP-2042, 7.05%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,006,855 $5,006,855 0.33 $4,999,997
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,970,305 $4,970,305 0.33 $4,932,748
BX Trust 2025-DIME E 6.65471% 15-FEB-2035, 6.65%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,962,740 $4,962,740 0.33 $4,956,271
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,961,553 $4,961,553 0.33 $4,939,968
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.9119% 25-MAR-2042, 8.91%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 4,749,193 $4,954,449 $4,954,449 0.33 $4,921,530
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,891,000 $4,933,331 $4,933,331 0.33 $4,927,862
SCG Commercial Mortgage Trust 2025-DLFN E 6.60471% 15-MAR-2035, 6.60%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,872,552 $4,872,552 0.32 $4,866,254
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,869,802 $4,869,802 0.32 $4,832,925
Extended Stay America Trust 2026-ESH2 D 5.90471% 15-FEB-2043, 5.90%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,844,319 $4,863,249 $4,863,249 0.32 $4,857,687
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,840,247 $4,840,247 0.32 $4,840,247
BX Commercial Mortgage Trust 2024-MF D 6.34453% 15-FEB-2039, 6.34%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,832,825 $4,832,825 0.32 $4,826,872
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,787,485 $4,826,660 $4,826,660 0.32 $4,789,459
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,797,821 $4,792,027 $4,792,027 0.32 $4,787,278
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,733,212 $4,733,212 0.31 $4,702,612
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,675,342 $4,675,342 0.31 $4,627,554
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,600,430 $4,622,799 $4,622,799 0.31 $4,600,828
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 4,577,769 $4,595,596 $4,595,596 0.30 $4,578,642
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,544,484 $4,544,484 0.30 $4,522,625
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 $4,520,032 $4,520,032 0.30 $4,516,582
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,515,697 $4,515,697 0.30 $4,495,450
NRTH Commercial Mortgage Trust 2025-PARK B 5.29763% 15-OCT-2040, 5.30%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,512,320 $4,512,320 0.30 $4,487,752
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,504,286 $4,504,286 0.30 $4,470,644
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,491,956 $4,498,285 $4,498,285 0.30 $4,466,671
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - 4,500,000 $4,463,835 $4,463,835 0.29 $4,462,720
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,345,913 $4,413,803 $4,413,803 0.29 $4,378,026
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.29303% 25-OCT-2057, 6.29%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,224,213 $4,381,108 $4,381,108 0.29 $4,360,432
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,298,416 $4,347,423 $4,347,423 0.29 $4,312,262
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 $4,346,655 $4,346,655 0.29 $4,341,322
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,338,999 $4,338,999 0.29 $4,321,058
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.31%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,338,584 $4,338,584 0.29 $4,321,062
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29314% 15-MAY-2041, 7.29%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,335,790 $4,335,790 0.29 $4,329,661
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,325,437 $4,317,397 $4,317,397 0.29 $4,312,763
COMM 2024-WCL1 Mortgage Trust D 6.944% 17-JUN-2041, 6.94%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,298,091 $4,298,091 0.28 $4,267,697
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 4,270,958 $4,260,190 $4,260,190 0.28 $4,240,894
MTN Commercial Mortgage Trust 2022-LPFL A 5.0569% 15-MAR-2039, 5.06%, 03/15/39 MTN 2022-LPFL 62475WAA3 - 4,240,000 $4,242,944 $4,242,944 0.28 $4,238,775
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,223,509 $4,223,509 0.28 $4,192,811
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,193,205 $4,193,205 0.28 $4,143,931
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 4,074,423 $4,123,825 $4,123,825 0.27 $4,101,218
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,096,859 $4,096,859 0.27 $4,092,570
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 4,101,460 $4,093,507 $4,093,507 0.27 $4,089,878
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.30%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,007,213 $4,007,213 0.26 $4,002,309
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,999,508 $3,999,508 0.26 $3,995,440
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 $3,967,695 $3,967,695 0.26 $3,960,035
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,947,629 $3,932,258 $3,932,258 0.26 $3,927,526
BX Trust 2024-VLT4 E 6.544114% 15-JUN-2041, 6.54%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,925,108 $3,925,108 0.26 $3,920,045
BX Commercial Mortgage Trust 2026-XL6 D 5.75471% 15-MAR-2043, 5.75%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,854,000 $3,857,594 $3,857,594 0.25 $3,834,742
FREMF 2023-K511 Mortgage Trust C 5.822011% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,794,799 $3,794,799 0.25 $3,762,871
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,785,101 $3,785,101 0.25 $3,768,857
BMP Commercial Mortgage Trust 2024-MF23 D 6.07049% 15-JUN-2041, 6.05%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,776,476 $3,776,476 0.25 $3,753,121
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,752,224 $3,774,711 $3,774,711 0.25 $3,745,651
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,773,751 $3,773,751 0.25 $3,743,030
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,618,039 $3,765,946 $3,765,946 0.25 $3,731,512
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,728,217 $3,728,217 0.25 $3,710,297
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,708,967 $3,720,399 $3,720,399 0.25 $3,701,464
LEX Trust 2026-450 D 6.00471% 15-MAR-2043, 6.00%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,708,335 $3,708,335 0.24 $3,704,010
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,679,481 $3,679,481 0.24 $3,665,333
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,587,885 $3,640,889 $3,640,889 0.24 $3,611,983
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,563,914 $3,615,071 $3,615,071 0.24 $3,586,524
Connecticut Avenue Securities, Series 2021-R01 1B2 9.6619% 25-OCT-2041, 9.66%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,611,761 $3,611,761 0.24 $3,585,376
BX Commercial Mortgage Trust 2024-XL5 D 6.34451% 15-MAR-2041, 6.34%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,573,555 $3,573,555 0.24 $3,569,151
Extended Stay America Trust 2025-ESH D 6.25471% 15-OCT-2042, 6.25%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,560,604 $3,560,604 0.24 $3,556,299
Extended Stay America Trust 2025-ESH E 7.00471% 15-OCT-2042, 7.00%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,554,213 $3,554,213 0.23 $3,549,392
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,521,160 $3,521,160 0.23 $3,507,566
SCG Trust 2025-SNIP D 6.25471% 15-SEP-2042, 6.25%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,517,060 $3,517,060 0.23 $3,512,803
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,516,776 $3,512,292 $3,512,292 0.23 $3,487,396
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.7619% 25-JAN-2042, 10.76%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 3,351,000 $3,511,237 $3,511,237 0.23 $3,483,188
Dell Equipment Finance Trust 2026-1|5.19|11/22/2032, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,506,419 $3,506,419 0.23 $3,505,914
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,465,192 $3,477,873 $3,477,873 0.23 $3,453,495
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.23%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,425,926 $3,431,003 $3,431,003 0.23 $3,417,071
CSMC 2021-BHAR C 5.77% 15-NOV-2038, 5.77%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,427,902 $3,427,902 0.23 $3,407,416
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,399,964 $3,399,964 0.22 $3,374,801
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.76%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,324,088 $3,324,088 0.22 $3,311,821
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 $3,318,363 $3,318,363 0.22 $3,317,676
Zayo Issuer LLC|7.784|04/20/2056, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,300,242 $3,300,242 0.22 $3,300,242
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,249,850 $3,291,673 $3,291,673 0.22 $3,263,962
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,260,954 $3,276,117 $3,276,117 0.22 $3,252,464
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 $3,222,675 $3,222,675 0.21 $3,196,513
Connecticut Avenue Securities Trust 2022-R01 1B2 9.6619% 25-DEC-2041, 9.66%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,221,135 $3,221,135 0.21 $3,197,776
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,198,847 $3,198,847 0.21 $3,194,295
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,185,933 $3,185,933 0.21 $3,184,966
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,183,996 $3,183,996 0.21 $3,178,340
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,178,589 $3,178,589 0.21 $3,163,967
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,171,841 $3,171,841 0.21 $3,160,215
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,159,030 $3,159,030 0.21 $3,145,923
Connecticut Avenue Securities Trust 2022-R02 2B2 11.3119% 25-JAN-2042, 11.31%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,158,859 $3,158,859 0.21 $3,132,465
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 $3,153,412 $3,153,412 0.21 $3,152,424
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,150,577 $3,150,577 0.21 $3,136,276
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,129,089 $3,129,089 0.21 $3,106,603
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 - 3,100,000 $3,119,640 $3,119,640 0.21 $3,105,508
BX Trust 2025-LUNR D 6.15471% 15-JUN-2040, 6.15%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,118,549 $3,118,549 0.21 $3,114,823
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,100,865 $3,100,865 0.20 $3,096,010
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 $3,094,933 $3,094,933 0.20 $3,091,151
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.4619% 25-JUL-2048, 5.46%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 3,070,238 $3,086,684 $3,086,684 0.20 $3,073,641
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,067,949 $3,067,949 0.20 $3,052,217
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,953,097 $3,066,389 $3,066,389 0.20 $3,036,823
Galaxy XXVI CLO Ltd., 6.01%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,032,098 $3,057,920 $3,057,920 0.20 $3,048,308
Connecticut Avenue Securities, Series 2021-R01 1B1 6.7619% 25-OCT-2041, 6.76%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,045,695 $3,045,695 0.20 $3,029,917
RCKT Mortgage Trust 2026-CES4|5.942|04/25/2056, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,029,000 $3,043,562 $3,043,562 0.20 $3,032,063
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 $3,032,414 $3,032,414 0.20 $3,019,544
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 $3,014,192 $3,014,192 0.20 $2,991,149
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $3,007,277 $3,007,277 0.20 $2,997,419
Regents Capital Equipment Receivables 2026-1 LLC|5.11|01/31/2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 3,000,000 $2,999,707 $2,999,707 0.20 $2,999,281
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,989,840 $2,989,840 0.20 $2,967,817
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 $2,988,751 $2,988,751 0.20 $2,957,749
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,980,130 $2,980,130 0.20 $2,973,771
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,947,785 $2,965,395 $2,965,395 0.20 $2,938,380
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,957,056 $2,957,056 0.20 $2,944,985
Connecticut Avenue Securities Trust 2022-R04 1B2 13.1619% 25-MAR-2042, 13.16%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,938,870 $2,938,870 0.19 $2,910,983
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,919,169 $2,936,846 $2,936,846 0.19 $2,925,986
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,867,930 $2,897,128 $2,897,128 0.19 $2,874,038
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,871,470 $2,871,470 0.19 $2,861,676
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,864,057 $2,858,118 $2,858,118 0.19 $2,837,368
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,848,454 $2,848,454 0.19 $2,835,661
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,844,419 $2,844,419 0.19 $2,833,789
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,899,684 $2,840,656 $2,840,656 0.19 $2,837,602
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,881,045 $2,838,975 $2,838,975 0.19 $2,837,888
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,844,782 $2,836,914 $2,836,914 0.19 $2,815,776
SCG Commercial Mortgage Trust 2025-FLWR E 6.40471% 15-AUG-2042, 6.40%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,832,618 $2,832,618 0.19 $2,829,048
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,824,140 $2,824,140 0.19 $2,821,141
BX Trust 2026-CART D 5.55471% 15-FEB-2036, 5.55%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,811,253 $2,811,253 0.19 $2,808,218
Great Wolf Trust 2024-WOLF G 9.09071% 15-MAR-2039, 9.09%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,796,468 $2,796,468 0.18 $2,791,607
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 $2,796,283 $2,796,283 0.18 $2,793,125
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,790,992 $2,790,992 0.18 $2,786,876
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,787,467 $2,787,467 0.18 $2,777,132
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,741,734 $2,767,481 $2,767,481 0.18 $2,756,131
BX Trust 2025-ROIC E 6.596% 15-FEB-2042, 6.60%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,715,276 $2,710,381 $2,710,381 0.18 $2,706,899
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 $2,691,649 $2,691,649 0.18 $2,677,392
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,686,165 $2,686,165 0.18 $2,682,805
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,678,295 $2,678,295 0.18 $2,666,342
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,631,174 $2,631,174 0.17 $2,628,132
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,666,657 $2,621,706 $2,621,706 0.17 $2,614,706
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,660,172 $2,594,385 $2,594,385 0.17 $2,587,402
BX Commercial Mortgage Trust 2026-CSMO D 6.10471% 15-FEB-2043, 6.10%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,585,101 $2,585,101 0.17 $2,582,039
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,578,071 $2,578,071 0.17 $2,575,202
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 6.80952% 20-FEB-2034, 8.17%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,550,000 $2,574,304 $2,574,304 0.17 $2,549,993
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,571,789 $2,571,789 0.17 $2,556,279
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 $2,569,580 $2,569,580 0.17 $2,538,631
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,544,571 $2,544,571 0.17 $2,540,886
Zais CLO 11 BR 5.45763% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,536,860 $2,536,860 0.17 $2,501,990
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,531,870 $2,531,870 0.17 $2,530,993
Research-Driven Pagaya Motor Asset Trust 2026-2|5.62|02/26/2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,529,827 $2,529,827 0.17 $2,529,430
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,528,647 $2,528,647 0.17 $2,509,602
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,523,125 $2,523,125 0.17 $2,513,742
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 $2,520,728 $2,520,728 0.17 $2,518,422
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,511,017 $2,511,017 0.17 $2,508,392
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,507,385 $2,507,385 0.17 $2,496,982
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,501,539 $2,501,539 0.17 $2,492,258
MTN Commercial Mortgage Trust 2022-LPFL B 5.5556% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAC9 - 2,500,000 $2,501,019 $2,501,019 0.17 $2,498,319
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,458,745 $2,496,016 $2,496,016 0.16 $2,475,848
BX Commercial Mortgage Trust 2024-AIR2 D 6.44545% 15-OCT-2041, 6.45%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,495,298 $2,495,298 0.16 $2,492,178
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,454,692 $2,479,212 $2,479,212 0.16 $2,460,122
280 Park Avenue 2017-280P Mortgage Trust B 5.05% 15-SEP-2034, 5.04%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,476,671 $2,476,671 0.16 $2,474,221
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 $2,471,505 $2,471,505 0.16 $2,467,823
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 $2,470,428 $2,470,428 0.16 $2,461,788
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,455,189 $2,454,994 $2,454,994 0.16 $2,437,909
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,438,793 $2,438,793 0.16 $2,438,047
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 $2,437,495 $2,437,495 0.16 $2,434,680
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,415,551 $2,436,984 $2,436,984 0.16 $2,417,810
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,396,195 $2,432,939 $2,432,939 0.16 $2,421,744
Connecticut Avenue Securities Trust 2023-R02 1M2 7.0119% 25-JAN-2043, 7.01%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,428,000 $2,428,000 0.16 $2,415,266
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,414,699 $2,414,699 0.16 $2,407,545
MTN Commercial Mortgage Trust 2026-LPFX|6.05843|05/15/2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,404,847 $2,404,847 0.16 $2,400,000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,395,050 $2,404,762 $2,404,762 0.16 $2,395,798
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 $2,399,936 $2,399,936 0.16 $2,397,351
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 $2,395,862 $2,395,862 0.16 $2,392,563
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,382,252 $2,382,252 0.16 $2,372,737
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4052% 15-NOV-2036, 6.39%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,349,041 $2,349,041 0.16 $2,333,269
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,345,582 $2,345,582 0.15 $2,342,502
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,402,330 $2,344,343 $2,344,343 0.15 $2,330,220
ALA Trust 2025-OANA D 6.74572% 15-JUN-2040, 6.75%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,339,124 $2,339,124 0.15 $2,336,063
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,327,651 $2,327,651 0.15 $2,325,254
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,324,619 $2,318,724 $2,318,724 0.15 $2,301,784
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.879747% 27-SEP-2052, 0.84%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,285,490 $2,285,490 0.15 $2,282,617
Connecticut Avenue Securities, Series 2021-R03 1B1 6.4119% 25-DEC-2041, 6.41%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,283,721 $2,283,721 0.15 $2,272,500
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 $2,282,707 $2,282,707 0.15 $2,278,819
MetroNet Infrastructure Issuer LLC|7.1|04/20/2056, 7.10%, 04/20/56 MNET 2026-1A 59170JBL1 - 2,239,000 $2,261,235 $2,261,235 0.15 $2,247,104
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,260,757 $2,260,757 0.15 $2,255,988
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,242,644 $2,241,086 $2,241,086 0.15 $2,232,475
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 $2,228,210 $2,228,210 0.15 $2,223,977
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,217,548 $2,217,548 0.15 $2,207,978
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,219,962 $2,210,405 $2,210,405 0.15 $2,194,312
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,209,091 $2,209,091 0.15 $2,206,203
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,206,586 $2,206,586 0.15 $2,197,865
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 $2,196,832 $2,196,832 0.15 $2,194,547
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.92294% 20-MAR-2033, 5.92%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,183,146 $2,191,877 $2,191,877 0.14 $2,180,024
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,148,677 $2,161,363 $2,161,363 0.14 $2,145,385
CONE Trust 2024-DFW1 A 5.29644% 15-AUG-2041, 5.30%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,155,651 $2,155,651 0.14 $2,153,421
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,141,396 $2,155,392 $2,155,392 0.14 $2,139,744
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 2,129,121 $2,140,334 $2,140,334 0.14 $2,131,620
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,115,859 $2,126,355 $2,126,355 0.14 $2,110,619
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,162,751 $2,125,608 $2,125,608 0.14 $2,113,046
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 $2,123,770 $2,123,770 0.14 $2,118,414
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,131,164 $2,122,385 $2,122,385 0.14 $2,106,631
DBGS 2021-W52 Mortgage Trust C 6.2195% 15-JAN-2038, 6.22%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,121,761 $2,121,761 0.14 $2,107,980
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,151,217 $2,118,409 $2,118,409 0.14 $2,117,813
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 $2,111,433 $2,111,433 0.14 $2,096,270
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,104,412 $2,104,412 0.14 $2,084,327
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 $2,086,945 $2,086,945 0.14 $2,084,197
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,045,468 $2,071,833 $2,071,833 0.14 $2,054,803
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,093,601 $2,066,652 $2,066,652 0.14 $2,061,156
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,128,306 $2,065,197 $2,065,197 0.14 $2,055,398
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,051,379 $2,051,379 0.14 $2,046,947
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,046,367 $2,046,367 0.14 $2,038,505
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.0119% 25-SEP-2041, 7.01%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,025,974 $2,025,974 0.13 $2,015,058
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,020,504 $2,020,504 0.13 $2,017,751
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,017,903 $2,017,903 0.13 $2,002,433
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $2,016,143 $2,016,143 0.13 $2,001,112
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $2,015,933 $2,015,933 0.13 $2,001,183
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,015,258 $2,015,258 0.13 $2,012,928
OBX 2026-CES1 Trust|5.636|04/25/2056, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,014,359 $2,014,359 0.13 $2,006,218
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15471% 15-DEC-2042, 6.15%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,012,676 $2,012,676 0.13 $1,999,995
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 $2,003,641 $2,003,641 0.13 $2,001,510
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $2,001,603 $2,001,603 0.13 $1,994,417
SMRT Commercial Mortgage Trust 2022-MINI F 7.00471% 15-JAN-2039, 7.00%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,999,504 $1,999,504 0.13 $1,984,500
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,992,108 $1,992,108 0.13 $1,983,950
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,991,278 $1,991,278 0.13 $1,983,214
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,933,351 $1,933,351 0.13 $1,929,468
BX Commercial Mortgage Trust 2024-AIR2 C 5.89624% 15-OCT-2041, 5.90%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,923,322 $1,923,322 0.13 $1,921,123
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.0619% 25-NOV-2050, 11.06%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,920,847 $1,920,847 0.13 $1,907,369
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,914,653 $1,914,653 0.13 $1,911,758
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,886,465 $1,911,656 $1,911,656 0.13 $1,901,757
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,906,749 $1,906,749 0.13 $1,898,760
BX Trust 2024-BRBK B 7.58131% 15-OCT-2041, 7.59%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,867,296 $1,867,296 0.12 $1,852,841
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,841,753 $1,854,477 $1,854,477 0.12 $1,840,962
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 $1,812,347 $1,812,347 0.12 $1,810,634
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 $1,808,762 $1,808,762 0.12 $1,806,823
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.12%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,806,920 $1,806,920 0.12 $1,804,417
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 $1,804,438 $1,804,438 0.12 $1,797,216
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,762,867 $1,762,867 0.12 $1,761,050
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,730,834 $1,748,929 $1,748,929 0.12 $1,734,931
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,741,642 $1,741,642 0.12 $1,739,904
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,741,016 $1,741,016 0.12 $1,733,903
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,725,678 $1,725,678 0.11 $1,718,511
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,721,460 $1,725,231 $1,725,231 0.11 $1,723,477
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.4119% 25-JUN-2042, 10.41%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 1,596,344 $1,711,101 $1,711,101 0.11 $1,698,173
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,700,000 $1,705,671 $1,705,671 0.11 $1,697,165
BXHPP Trust 2021-FILM C 4.869% 15-AUG-2036, 4.87%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,704,670 $1,704,670 0.11 $1,702,823
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,702,151 $1,702,151 0.11 $1,688,406
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,693,409 $1,693,409 0.11 $1,691,832
Extended Stay America Trust 2025-ESH F 7.75471% 15-OCT-2042, 7.75%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,691,281 $1,691,281 0.11 $1,688,739
RCKT Mortgage Trust 2026-CES4|5.593|04/25/2056, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,668,023 $1,668,023 0.11 $1,662,059
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,615,295 $1,663,494 $1,663,494 0.11 $1,654,698
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,637,027 $1,659,742 $1,659,742 0.11 $1,646,036
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 1,640,000 $1,658,827 $1,658,827 0.11 $1,640,793
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,637,027 $1,657,719 $1,657,719 0.11 $1,644,477
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,644,489 $1,644,489 0.11 $1,642,599
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,620,306 $1,641,069 $1,641,069 0.11 $1,627,829
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,628,073 $1,628,073 0.11 $1,626,593
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 1,700,000 $1,627,071 $1,627,071 0.11 $1,622,947
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,625,192 $1,625,192 0.11 $1,618,328
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.0119% 25-DEC-2041, 6.01%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 1,600,000 $1,620,196 $1,620,196 0.11 $1,612,714
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,594,203 $1,596,151 $1,596,151 0.11 $1,593,939
BX Commercial Mortgage Trust 2024-WPT D 6.34441% 15-APR-2041, 6.34%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,588,882 $1,588,882 0.10 $1,578,556
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 $1,588,565 $1,588,565 0.10 $1,587,961
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,584,000 $1,584,000 0.10 $1,584,000
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,555,961 $1,555,961 0.10 $1,545,779
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 $1,525,129 $1,525,129 0.10 $1,523,191
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 $1,518,227 $1,518,227 0.10 $1,516,223
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 $1,515,764 $1,515,764 0.10 $1,510,368
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 $1,515,635 $1,515,635 0.10 $1,499,586
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,512,244 $1,512,244 0.10 $1,510,797
Gracie Point International Funding, Series 2025-1 C 6.42223% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,511,697 $1,511,697 0.10 $1,506,094
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,509,925 $1,509,925 0.10 $1,508,435
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,508,074 $1,508,074 0.10 $1,496,769
JW Commercial Mortgage Trust 2024-MRCO C 6.04476% 15-JUN-2039, 6.04%, 06/15/39 JW 2024-MRCO 46657XAE6 - 1,500,000 $1,501,761 $1,501,761 0.10 $1,499,998
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 $1,494,466 $1,494,466 0.10 $1,492,891
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,493,753 $1,493,753 0.10 $1,493,753
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 $1,485,537 $1,485,537 0.10 $1,483,877
RCKT Mortgage Trust 2026-CES4|5.394|04/25/2056, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,480,166 $1,480,166 0.10 $1,475,052
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,480,401 $1,473,035 $1,473,035 0.10 $1,467,483
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - 1,453,221 $1,453,000 $1,453,000 0.10 $1,442,640
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,475,998 $1,452,129 $1,452,129 0.10 $1,451,547
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,451,222 $1,451,081 $1,451,081 0.10 $1,441,130
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,417,096 $1,417,096 0.09 $1,408,305
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,413,453 $1,413,453 0.09 $1,407,042
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,403,503 $1,403,503 0.09 $1,403,478
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,399,006 $1,399,006 0.09 $1,393,518
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,388,754 $1,388,754 0.09 $1,376,055
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,365,994 $1,379,025 $1,379,025 0.09 $1,368,109
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - 1,389,000 $1,377,064 $1,377,064 0.09 $1,375,622
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 $1,374,135 $1,374,135 0.09 $1,325,506
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,355,301 $1,364,132 $1,364,132 0.09 $1,354,248
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,350,250 $1,363,280 $1,363,280 0.09 $1,347,749
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 $1,362,893 $1,362,893 0.09 $1,361,504
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,339,800 $1,358,348 $1,358,348 0.09 $1,347,704
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 $1,329,646 $1,329,646 0.09 $1,326,926
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.27294% 20-OCT-2032, 6.24%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,296,945 $1,301,000 $1,301,000 0.09 $1,300,550
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.17294% 20-MAR-2033, 7.17%, 03/21/33 HACLN 2025-1 446438TA1 - 1,268,892 $1,283,303 $1,283,303 0.08 $1,274,959
Great Wolf Trust 2024-WOLF C 6.04571% 15-MAR-2039, 6.05%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,266,935 $1,266,935 0.08 $1,265,454
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,262,776 $1,262,776 0.08 $1,261,360
COMM 2024-WCL1 Mortgage Trust C 6.544% 17-JUN-2041, 6.54%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,260,550 $1,260,550 0.08 $1,252,125
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.82294% 20-MAY-2032, 6.82%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,226,475 $1,242,934 $1,242,934 0.08 $1,235,263
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 $1,230,908 $1,230,908 0.08 $1,229,639
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,223,859 $1,223,859 0.08 $1,217,847
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,209,571 $1,223,496 $1,223,496 0.08 $1,214,068
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,211,052 $1,219,855 $1,219,855 0.08 $1,210,457
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,215,882 $1,215,882 0.08 $1,213,151
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 - 1,200,642 $1,214,738 $1,214,738 0.08 $1,208,625
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 $1,211,049 $1,211,049 0.08 $1,209,448
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,202,812 $1,202,812 0.08 $1,201,370
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 $1,202,023 $1,202,023 0.08 $1,200,520
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 $1,195,307 $1,195,307 0.08 $1,193,891
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - 1,172,000 $1,188,425 $1,188,425 0.08 $1,186,752
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,185,929 $1,185,929 0.08 $1,178,089
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 $1,183,117 $1,183,117 0.08 $1,181,133
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.4119% 25-FEB-2042, 8.41%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,182,702 $1,182,702 0.08 $1,175,217
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,206,953 $1,164,426 $1,164,426 0.08 $1,159,297
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,158,369 $1,162,203 $1,162,203 0.08 $1,153,590
MTN Commercial Mortgage Trust 2022-LPFL D 6.6028% 15-MAR-2039, 6.60%, 03/15/39 MTN 2022-LPFL 62475WAG0 - 1,175,000 $1,153,442 $1,153,442 0.08 $1,151,934
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,135,201 $1,148,808 $1,148,808 0.08 $1,148,446
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,120,260 $1,145,440 $1,145,440 0.08 $1,143,932
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,090,426 $1,140,339 $1,140,339 0.08 $1,138,615
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,120,827 $1,129,200 $1,129,200 0.07 $1,120,572
OBX 2026-HE1 Trust M2 5.46521% 25-FEB-2056, 5.46%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,100,708 $1,100,708 0.07 $1,096,035
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.60%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,069,443 $1,070,287 $1,070,287 0.07 $1,069,123
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,058,563 $1,058,563 0.07 $1,054,331
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,072,665 $1,051,570 $1,051,570 0.07 $1,045,112
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,050,358 $1,050,358 0.07 $1,048,641
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 1,046,582 $1,050,161 $1,050,161 0.07 $1,046,580
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 1,036,495 $1,048,603 $1,048,603 0.07 $1,040,662
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,038,186 $1,046,320 $1,046,320 0.07 $1,041,244
BX Trust 2024-VLT4 D 6.094762% 15-JUN-2041, 6.09%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,046,008 $1,046,008 0.07 $1,044,757
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,042,122 $1,042,122 0.07 $1,040,567
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 $1,023,533 $1,023,533 0.07 $973,240
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.3119% 25-NOV-2041, 7.31%, 11/25/41 STACR 2021-DNA7 35564KND7 - 1,000,000 $1,020,586 $1,020,586 0.07 $1,014,899
LIFE 2021-BMR Mortgage Trust E 5.519% 15-MAR-2038, 5.52%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,019,354 $1,019,354 0.07 $1,018,228
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 1,019,032 $1,018,748 $1,018,748 0.07 $1,011,826
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 $1,015,515 $1,015,515 0.07 $1,012,900
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 $1,013,454 $1,013,454 0.07 $1,012,012
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,013,272 $1,013,272 0.07 $1,012,024
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 $1,011,044 $1,011,044 0.07 $1,008,278
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 $1,010,704 $1,010,704 0.07 $1,009,079
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 $1,008,641 $1,008,641 0.07 $1,004,328
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $1,001,051 $1,001,051 0.07 $996,296
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,000,849 $1,000,849 0.07 $996,952
MTN Commercial Mortgage Trust 2022-LPFL F 8.945169% 15-MAR-2039, 8.95%, 03/15/39 MTN 2022-LPFL 62475WAL9 - 1,000,000 $1,000,586 $1,000,586 0.07 $998,847
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $1,000,212 $1,000,212 0.07 $996,226
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $983,952 $983,952 0.06 $982,289
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 979,112 $979,609 $979,609 0.06 $972,821
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 935,000 $937,170 $937,170 0.06 $935,024
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 942,380 $933,674 $933,674 0.06 $928,334
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 876,251 $924,997 $924,997 0.06 $923,447
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $924,211 $924,211 0.06 $917,224
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $921,837 $921,837 0.06 $916,303
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 905,045 $918,791 $918,791 0.06 $911,408
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 900,000 $914,713 $914,713 0.06 $913,327
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.52638% 25-SEP-2048, 11.53%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 797,000 $912,252 $912,252 0.06 $905,106
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $906,073 $906,073 0.06 $902,704
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $893,037 $893,037 0.06 $890,526
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $855,846 $855,846 0.06 $849,248
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 852,838 $844,030 $844,030 0.06 $841,791
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $843,930 $843,930 0.06 $840,634
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $836,058 $836,058 0.06 $834,829
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.67294% 20-OCT-2032, 7.64%, 10/20/32 HACLN 2024-2 44644NAK5 - 824,912 $821,246 $821,246 0.05 $820,896
Connecticut Avenue Securities Trust 2022-R07 1M2 8.3119% 25-JUN-2042, 8.31%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $819,186 $819,186 0.05 $814,124
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $803,259 $803,259 0.05 $800,439
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $779,524 $779,524 0.05 $773,673
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,728 $772,728 0.05 $771,578
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 752,349 $756,724 $756,724 0.05 $751,199
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.4619% 25-JUN-2047, 5.46%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 741,971 $748,738 $748,738 0.05 $745,583
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.14303% 25-OCT-2057, 8.14%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 689,274 $736,836 $736,836 0.05 $732,471
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.4119% 25-JUN-2047, 6.41%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 720,772 $733,731 $733,731 0.05 $730,137
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $729,880 $729,880 0.05 $727,409
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 681,818 $724,805 $724,805 0.05 $709,268
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 $723,579 $723,579 0.05 $722,756
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 $719,850 $719,850 0.05 $719,656
Connecticut Avenue Securities, Series 2021-R02 2B2 9.8619% 25-NOV-2041, 9.86%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $705,824 $705,824 0.05 $700,585
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.7119% 25-DEC-2031, 5.71%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 698,954 $705,304 $705,304 0.05 $702,198
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 681,818 $701,343 $701,343 0.05 $685,935
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 $699,738 $699,738 0.05 $698,139
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 672,095 $691,301 $691,301 0.05 $690,140
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 674,623 $676,193 $676,193 0.04 $673,510
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $672,476 $672,476 0.04 $668,167
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.02638% 25-JAN-2050, 9.03%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $635,261 $635,261 0.04 $631,284
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 619,041 $629,092 $629,092 0.04 $628,111
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 $617,410 $617,410 0.04 $614,614
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.31%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $604,418 $604,418 0.04 $601,922
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 593,800 $596,270 $596,270 0.04 $594,024
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $565,397 $565,397 0.04 $562,028
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 549,639 $563,372 $563,372 0.04 $560,403
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 549,639 $557,229 $557,229 0.04 $554,965
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 555,211 $556,337 $556,337 0.04 $555,617
Mello Warehouse Securitization Trust 2024-1 F 8.92855% 25-OCT-2057, 8.93%, 10/25/57 MWST 2024-1 58553FAF2 - 542,000 $544,979 $544,979 0.04 $541,215
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $543,479 $543,479 0.04 $542,470
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 $530,546 $530,546 0.04 $529,831
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $522,444 $522,444 0.03 $520,461
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 511,264 $517,858 $517,858 0.03 $513,277
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 515,949 $517,742 $517,742 0.03 $514,003
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 508,738 $516,597 $516,597 0.03 $515,712
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 512,238 $514,354 $514,354 0.03 $512,318
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $513,511 $513,511 0.03 $512,719
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 $511,525 $511,525 0.03 $511,460
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 $510,408 $510,408 0.03 $509,789
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,006 $509,006 0.03 $508,420
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 $508,293 $508,293 0.03 $508,047
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $507,568 $507,568 0.03 $507,000
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $506,366 $506,366 0.03 $505,726
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $504,221 $504,221 0.03 $501,807
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.2619% 25-DEC-2031, 7.26%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 494,310 $501,299 $501,299 0.03 $498,507
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 498,093 $499,721 $499,721 0.03 $499,047
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 $494,255 $494,255 0.03 $493,838
Connecticut Avenue Securities Trust 2022-R07 1B2 15.6619% 25-JUN-2042, 15.66%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $487,825 $487,825 0.03 $482,556
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 474,496 $487,085 $487,085 0.03 $483,430
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.92294% 20-SEP-2033, 6.89%, 09/20/33 HACLN 2025-2 44644NAR0 - 465,761 $466,315 $466,315 0.03 $466,137
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $462,046 $462,046 0.03 $461,303
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.92294% 20-MAY-2032, 8.92%, 05/20/32 HACLN 2024-1 44644NAD1 - 424,549 $432,681 $432,681 0.03 $429,209
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 424,871 $427,252 $427,252 0.03 $425,530
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $422,397 $422,397 0.03 $421,781
BXHPP Trust 2021-FILM A 4.419% 15-AUG-2036, 4.42%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,911 $416,911 0.03 $416,536
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $406,152 $406,152 0.03 $405,626
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 $404,047 $404,047 0.03 $403,290
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 411,350 $403,938 $403,938 0.03 $403,780
BX Commercial Mortgage Trust 2026-CSMO C 5.65471% 15-FEB-2043, 5.65%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,469 $402,469 0.03 $402,029
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 314,635 $387,215 $387,215 0.03 $317,144
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 $382,075 $382,075 0.03 $381,874
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $375,151 $375,151 0.02 $374,471
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.14303% 25-OCT-2057, 7.14%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 352,563 $372,965 $372,965 0.02 $371,006
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $372,687 $372,687 0.02 $369,936
DBGS 2021-W52 Mortgage Trust B 5.6667% 15-JAN-2038, 5.67%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $365,392 $365,392 0.02 $363,255
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $365,338 $365,338 0.02 $364,786
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 363,857 $363,077 $363,077 0.02 $362,925
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,558 $348,558 0.02 $348,169
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 332,869 $332,044 $332,044 0.02 $331,962
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 $331,469 $331,469 0.02 $331,422
Connecticut Avenue Securities Trust 2023-R05 1B1 8.4119% 25-JUN-2043, 8.41%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,923 $330,923 0.02 $328,895
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $324,162 $324,162 0.02 $322,441
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $314,858 $314,858 0.02 $314,374
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 $313,713 $313,713 0.02 $313,237
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 $310,508 $310,508 0.02 $309,799
BX Commercial Mortgage Trust 2024-MF C 5.59561% 15-FEB-2039, 5.60%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,222 $310,222 0.02 $309,885
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $301,614 $301,614 0.02 $301,002
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $301,612 $301,612 0.02 $299,380
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 $301,116 $301,116 0.02 $299,935
CSMC 2021-BHAR E 7.27% 15-NOV-2038, 7.27%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $298,661 $298,661 0.02 $296,415
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 $284,761 $284,761 0.02 $284,511
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.2119% 25-FEB-2050, 5.21%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 282,933 $277,345 $277,345 0.02 $276,198
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,231 $270,231 0.02 $269,959
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 257,579 $257,107 $257,107 0.02 $256,954
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 $253,122 $253,122 0.02 $252,744
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 $251,538 $251,538 0.02 $251,171
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 247,077 $248,371 $248,371 0.02 $248,037
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 $247,369 $247,369 0.02 $246,777
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $234,860 $234,860 0.02 $232,999
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 230,417 $234,526 $234,526 0.02 $233,332
BXHPP Trust 2021-FILM B 4.669% 15-AUG-2036, 4.67%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $232,229 $232,229 0.02 $232,002
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 212,652 $214,296 $214,296 0.01 $212,334
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $214,214 $214,214 0.01 $213,225
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $213,982 $213,982 0.01 $213,555
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,953 $203,953 0.01 $203,584
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 $201,689 $201,689 0.01 $201,431
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 184,894 $189,969 $189,969 0.01 $188,988
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 188,267 $188,890 $188,890 0.01 $188,149
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 $187,609 $187,609 0.01 $187,362
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.57638% 25-FEB-2050, 8.58%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $178,390 $178,390 0.01 $177,314
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 170,412 $171,229 $171,229 0.01 $171,011
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $158,442 $158,442 0.01 $157,992
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 179,256 $138,025 $138,025 0.01 $137,836
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 $136,477 $136,477 0.01 $136,369
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 108,115 $110,727 $110,727 0.01 $110,087
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $101,528 $101,528 0.01 $101,209
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,759 $100,759 0.01 $100,448
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 $100,582 $100,582 0.01 $100,440
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $93,868 $93,868 0.01 $93,555
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 92,320 $91,365 $91,365 0.01 $91,345
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $72,277 $72,277 0.00 $72,016
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - 54,939 $55,125 $55,125 0.00 $54,996
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 - 39,495 $40,239 $40,239 0.00 $39,949
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 38,955 $39,108 $39,108 0.00 $39,063
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.3119% 25-JAN-2034, 5.31%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 38,174 $38,464 $38,464 0.00 $38,306
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 $22,357 $22,357 0.00 $22,325
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 22,092 $22,303 $22,303 0.00 $22,197
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - 20,499 $20,653 $20,653 0.00 $20,435
Citigroup Mortgage Loan Trust 2025-LTV1 A1 5.237% 25-DEC-2055, 5.24%, 12/25/55 CMLTI 2025-LTV1 17332XAA8 - - $16,458 $16,458 0.00 $0
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - $14,961 $14,961 0.00 $0
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - $9,151 $9,151 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 5,137 $1,066,047,901 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-24,374,016 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,712,125 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 1,501 $162,588,790 $0 0.00 $0
US 10YR FUT OPTN May26Put 108.75 TYK6P TYM6 COMDTY $108.75 -76.00 $8,458,562 $0 0.00 $0
US 5YR FUTR OPTN May26Call 109.5 FVK6C FVM6 COMDTY $109.50 -78.00 $-8,448,984 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-32,528,031 $0 0.00 $0
US 10YR FUT OPTN May26Call 112.75 TYK6C TYM6 COMDTY $112.75 -76.00 $-8,458,562 $0 0.00 $0
US 5YR FUTR OPTN May26Put 106.5 FVK6P FVM6 COMDTY $106.50 -78.00 $8,448,984 $0 0.00 $0
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/26 FNCL 01F052656 - -5,042 $-5,083 $-5,083 0.00 $-5,083
GOLD FUT OPT(CMX) May26C 5320 5320 GCK6C GCM6 COMDTY $5,320.00 -74.00 $-34,925,040 $-5,180 0.00 $-5,180
GOLD FUT OPT(CMX) May26P 3965 3965 GCK6P GCM6 COMDTY $3,965.00 -74.00 $34,925,040 $-7,400 0.00 $-7,400
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $37,275,000 $-88,725 -0.01 $-88,725
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-37,275,000 $-1,682,625 -0.11 $-1,682,625
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/26 FNCL 01F060659 - -33,905,499 $-34,656,167 $-34,656,167 -2.29 $-34,656,167
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/26 FNCL 01F022659 - -189,990,000 $-160,169,360 $-160,169,360 -10.58 $-160,169,360
SEGREGATED CASH SEGCASH $0.00 14,800,000 $14,800,000 $14,800,000 0.98 $14,800,000
US DOLLARS USD MD_142224 - -451,481,662 $-451,481,662 $-451,481,662 -29.82 $-451,481,662
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 64.00 $22,720,000 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,450,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,421,875 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,412,500 $0 0.00 $0
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,040,970 $-46,761 0.00 $-46,761
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,298,023 $-277,858 -0.02 $-277,858
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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