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 19, 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 $213,087,310 $213,087,310 14.13 $213,087,310
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 196,415,000 $190,093,383 $190,093,383 12.61 $190,093,383
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 136,700,000 $114,632,109 $114,632,109 7.60 $114,632,109
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 1,383,590 $70,064,998 $70,064,998 4.64 $70,064,998
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 46,233,238 $47,770,493 $47,770,493 3.17 $47,770,493
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,646,900 $33,646,900 2.23 $33,646,900
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 30,738,000 $30,490,989 $30,490,989 2.02 $30,490,989
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 $16,886,937 $16,886,937 1.12 $16,830,052
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,406,017 $16,406,017 1.09 $16,382,454
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 $14,964,707 $14,964,707 0.99 $14,817,506
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 14,379,762 $14,828,554 $14,828,554 0.98 $14,828,554
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,273,356 $12,273,356 0.81 $12,020,400
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 $12,240,028 $12,240,028 0.81 $12,150,298
ALA Trust 2025-OANA A 5.39763% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,100,679 $12,100,679 0.80 $12,091,688
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,063,528 $11,063,528 0.73 $11,007,884
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,155,251 $10,155,251 0.67 $10,146,248
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,095,816 $10,095,816 0.67 $10,076,045
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,032,557 $10,032,557 0.67 $10,001,225
BX Trust 2025-VLT7 E 7.40471% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,923,860 $9,923,860 0.66 $9,913,649
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,641,228 $9,641,228 0.64 $9,596,454
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 $9,570,172 $9,570,172 0.64 $9,526,015
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,511,571 $9,558,258 $9,558,258 0.63 $9,486,277
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,271,769 $9,271,769 0.62 $9,183,200
BX Commercial Mortgage Trust 2024-XL4 A 5.09674% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,163,651 $9,163,651 0.61 $9,157,216
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,143,062 $8,143,062 0.54 $8,003,222
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 $8,036,553 $8,036,553 0.53 $7,986,837
BX Trust 2024-FNX A 5.09701% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,828,727 $7,828,727 0.52 $7,823,222
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,798,338 $7,798,338 0.52 $7,762,402
Ally Bank/Utah|6.37|03/15/2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 7,550,000 $7,550,000 $7,550,000 0.50 $7,550,000
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 $7,542,108 $7,542,108 0.50 $7,492,744
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,528,891 $7,528,891 0.50 $7,523,058
HILT 2025-NVIL A 5.39771% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,419,742 $7,419,742 0.49 $7,414,222
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 $7,242,325 $7,242,325 0.48 $7,168,973
Extended Stay America Trust 2025-ESH B 5.25471% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,241,368 $7,241,368 0.48 $7,236,124
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,041,358 $7,041,358 0.47 $7,019,787
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,975,163 $7,024,923 $7,024,923 0.47 $6,971,747
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,022,066 $7,022,066 0.47 $7,001,537
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,808,752 $6,808,752 0.45 $6,759,257
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,708,080 $6,708,080 0.45 $6,677,930
Great Wolf Trust 2024-WOLF D 6.54471% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,657,839 $6,657,839 0.44 $6,651,862
PNW Trust 2026-ARTE A 5.36597% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,493,418 $6,493,418 0.43 $6,488,599
KRE Commercial Mortgage Trust 2025-AIP4 A 4.95471% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,445,924 $6,445,924 0.43 $6,441,511
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,439,122 $6,439,122 0.43 $6,414,742
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,398,915 $6,398,915 0.42 $6,394,207
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,330,083 $6,330,083 0.42 $6,300,518
SMRT Commercial Mortgage Trust 2022-MINI D 5.60471% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,243,173 $6,243,173 0.41 $6,238,331
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 $6,235,073 $6,235,073 0.41 $6,191,200
BX Trust 2025-TAIL D 6.10471% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,012,750 $6,012,750 0.40 $6,007,686
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,000,000 $5,995,664 $5,995,664 0.40 $5,977,604
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 $5,963,547 $5,963,547 0.40 $5,941,319
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,925,492 $5,925,492 0.39 $5,901,642
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,910,204 $5,910,204 0.39 $5,850,955
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,862,714 $5,862,714 0.39 $5,835,158
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,765,752 $5,793,444 $5,793,444 0.38 $5,748,484
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,678,425 $5,678,425 0.38 $5,626,562
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,929,464 $5,678,036 $5,678,036 0.38 $5,645,753
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,603,714 $5,603,714 0.37 $5,598,801
BLP Commercial Mortgage Trust 2024-IND2 A 4.99686% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,547,486 $5,547,486 0.37 $5,543,662
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 $5,531,516 $5,531,516 0.37 $5,513,401
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,527,997 $5,527,997 0.37 $5,488,246
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,675,885 $5,506,231 $5,506,231 0.37 $5,474,171
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 $5,365,613 $5,365,613 0.36 $5,277,701
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,337,425 $5,337,425 0.35 $5,332,936
SWCH Commercial Mortgage Trust 2025-DATA E 6.99493% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,279,817 $5,279,817 0.35 $5,274,649
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29516% 25-DEC-2041, 5.30%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,213,730 $5,244,662 $5,244,662 0.35 $5,227,023
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,204,823 $5,204,823 0.35 $5,201,154
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.15%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,195,666 $5,195,666 0.34 $5,178,677
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,193,943 $5,193,943 0.34 $5,167,222
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,155,523 $5,155,523 0.34 $5,139,679
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,084,988 $5,084,988 0.34 $5,037,003
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,001,584 $5,067,281 $5,067,281 0.34 $5,044,548
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,061,599 $5,061,599 0.34 $5,042,480
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,052,540 $5,052,540 0.34 $5,033,601
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,042,130 $5,042,130 0.33 $5,022,713
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,034,425 $5,034,425 0.33 $5,012,028
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 $5,024,757 $5,024,757 0.33 $5,010,483
SCG Trust 2025-SNIP E 7.05471% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,023,620 $5,023,620 0.33 $5,018,740
BX Trust 2025-DIME E 6.65471% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,961,112 $4,961,112 0.33 $4,956,509
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,928,169 $4,928,169 0.33 $4,908,183
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,926,737 $4,926,737 0.33 $4,890,652
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 $4,926,351 $4,926,351 0.33 $4,899,362
SCG Commercial Mortgage Trust 2025-DLFN E 6.60471% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,916,135 $4,916,135 0.33 $4,911,656
Extended Stay America Trust 2026-ESH2 D 5.90471% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,852,997 $4,852,997 0.32 $4,849,057
BX Commercial Mortgage Trust 2024-MF D 6.34453% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,846,274 $4,846,274 0.32 $4,842,040
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,840,731 $4,840,731 0.32 $4,805,300
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,828,778 $4,828,778 0.32 $4,806,985
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,727,149 $4,755,111 $4,755,111 0.32 $4,751,336
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,677,642 $4,677,642 0.31 $4,648,242
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,652,228 $4,656,122 $4,656,122 0.31 $4,621,390
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,609,754 $4,554,703 $4,554,703 0.30 $4,551,444
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,519,817 $4,540,450 $4,540,450 0.30 $4,520,464
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,514,783 $4,514,783 0.30 $4,511,217
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 $4,512,904 $4,512,904 0.30 $4,510,834
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,511,732 $4,511,732 0.30 $4,492,592
NRTH Commercial Mortgage Trust 2025-PARK B 5.29763% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,501,964 $4,501,964 0.30 $4,498,671
Ally Bank/Utah|5.248|03/15/2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,500,000 $4,500,000 $4,500,000 0.30 $4,500,000
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,488,576 $4,488,576 0.30 $4,469,829
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 $4,480,492 $4,480,492 0.30 $4,463,771
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,473,310 $4,473,310 0.30 $4,440,988
BX Commercial Mortgage Trust 2026-XL6 D 5.75471% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,384,781 $4,400,255 $4,400,255 0.29 $4,396,767
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,390,343 $4,377,289 $4,377,289 0.29 $4,347,602
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 $4,348,844 $4,348,844 0.29 $4,345,035
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.30%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,345,896 $4,345,896 0.29 $4,330,301
GWT Commercial Mortgage Trust 2024-WLF2 E 7.29314% 15-MAY-2041, 7.27%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,336,288 $4,336,288 0.29 $4,331,927
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,334,810 $4,334,810 0.29 $4,319,102
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 $4,320,330 $4,320,330 0.29 $4,303,606
COMM 2024-WCL1 Mortgage Trust D 6.944% 17-JUN-2041, 6.92%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,272,460 $4,272,460 0.28 $4,268,378
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,236,323 $4,256,421 $4,256,421 0.28 $4,223,127
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,433,931 $4,254,225 $4,254,225 0.28 $4,227,153
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,227,470 $4,227,470 0.28 $4,217,375
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,158,730 $4,214,681 $4,214,681 0.28 $4,181,788
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,202,715 $4,202,715 0.28 $4,134,009
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,190,971 $4,190,971 0.28 $4,161,477
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,165,186 $4,165,186 0.28 $4,151,772
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 $4,101,269 $4,101,269 0.27 $4,084,052
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,094,571 $4,094,571 0.27 $4,091,508
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,086,691 $4,066,684 $4,066,684 0.27 $4,063,557
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 $4,058,653 $4,058,653 0.27 $4,038,103
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 $4,019,462 $4,019,462 0.27 $4,013,079
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,011,229 $4,011,229 0.27 $4,007,742
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,993,826 $3,993,826 0.27 $3,990,921
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,965,908 $3,979,119 $3,979,119 0.26 $3,967,095
BX Trust 2024-VLT4 E 6.544114% 15-JUN-2041, 6.52%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,944,340 $3,944,340 0.26 $3,940,739
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,801,848 $3,801,848 0.25 $3,789,718
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,783,039 $3,783,039 0.25 $3,767,999
FREMF 2023-K511 Mortgage Trust C 5.634155% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,771,692 $3,771,692 0.25 $3,739,994
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,788,938 $3,770,648 $3,770,648 0.25 $3,767,405
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,761,081 $3,761,081 0.25 $3,758,294
BMP Commercial Mortgage Trust 2024-MF23 D 6.0452% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,759,844 $3,759,844 0.25 $3,756,710
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,749,159 $3,749,159 0.25 $3,719,643
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,731,777 $3,722,651 $3,722,651 0.25 $3,720,293
LEX Trust 2026-450 D 6.00471% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,720,956 $3,720,956 0.25 $3,717,881
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,719,227 $3,719,227 0.25 $3,702,634
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,668,899 $3,675,539 $3,675,539 0.24 $3,648,238
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,632,863 $3,632,863 0.24 $3,619,763
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 $3,616,738 $3,616,738 0.24 $3,584,540
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64516% 25-OCT-2041, 9.65%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,598,335 $3,598,335 0.24 $3,576,700
BX Commercial Mortgage Trust 2024-XL5 D 6.34451% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,576,015 $3,576,015 0.24 $3,572,883
Extended Stay America Trust 2025-ESH D 6.25471% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,556,552 $3,556,552 0.24 $3,553,491
Extended Stay America Trust 2025-ESH E 7.00471% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,553,929 $3,553,929 0.24 $3,550,499
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 $3,536,053 $3,536,053 0.23 $3,519,397
SCG Trust 2025-SNIP D 6.25471% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,517,735 $3,517,735 0.23 $3,514,708
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,465,037 $3,503,417 $3,503,417 0.23 $3,476,751
RCKT Mortgage Trust 2026-CES5|5.763|05/25/2056, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 3,500,000 $3,502,065 $3,502,065 0.23 $3,491,419
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 $3,501,452 $3,501,452 0.23 $3,478,447
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,500,567 $3,500,567 0.23 $3,486,439
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,496,970 $3,496,970 0.23 $3,484,383
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,415,884 $3,456,608 $3,456,608 0.23 $3,430,167
CSMC 2021-BHAR C 5.77% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,414,305 $3,414,305 0.23 $3,411,557
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,374,692 $3,366,497 $3,366,497 0.22 $3,343,686
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,365,012 $3,365,012 0.22 $3,340,836
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,373,013 $3,349,753 $3,349,753 0.22 $3,326,811
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 $3,341,175 $3,341,175 0.22 $3,330,117
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 $3,332,006 $3,332,006 0.22 $3,321,701
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.75%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,320,050 $3,320,050 0.22 $3,310,010
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,299,751 $3,299,751 0.22 $3,281,373
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,223,324 $3,218,137 $3,218,137 0.21 $3,195,674
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,209,081 $3,209,081 0.21 $3,189,927
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,186,833 $3,186,833 0.21 $3,183,581
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,186,392 $3,186,392 0.21 $3,171,886
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,183,432 $3,183,432 0.21 $3,179,392
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 $3,171,402 $3,171,402 0.21 $3,146,266
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,164,413 $3,164,413 0.21 $3,150,874
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,158,164 $3,158,164 0.21 $3,147,645
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,148,130 $3,148,130 0.21 $3,134,888
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,142,847 $3,142,847 0.21 $3,121,198
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,137,426 $3,137,426 0.21 $3,125,291
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 $3,136,623 $3,136,623 0.21 $3,121,812
BX Trust 2025-LUNR D 6.15471% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,121,574 $3,121,574 0.21 $3,118,925
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,074,508 $3,109,196 $3,109,196 0.21 $3,084,008
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,104,220 $3,104,220 0.21 $3,082,615
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,102,356 $3,102,356 0.21 $3,078,079
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,090,443 $3,090,443 0.21 $3,087,742
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,063,186 $3,063,186 0.20 $3,048,620
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,014,079 $3,038,774 $3,038,774 0.20 $3,030,192
Connecticut Avenue Securities, Series 2021-R01 1B1 6.74516% 25-OCT-2041, 6.75%, 10/25/41 CAS 2021-R01 20754RAF3 - 3,000,000 $3,038,143 $3,038,143 0.20 $3,025,215
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 $3,020,004 $3,020,004 0.20 $3,008,087
Switch ABS Issuer, Series 2026-1 A2I_2601 5.609% 25-MAR-2056, 5.61%, 03/27/56 SWTCH 2026-1A 871044BA0 - 3,014,000 $3,010,159 $3,010,159 0.20 $2,998,419
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 $2,988,075 $2,988,075 0.20 $2,965,935
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,986,501 $2,986,501 0.20 $2,980,934
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 $2,982,412 $2,982,412 0.20 $2,952,626
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 3,000,000 $2,975,720 $2,975,720 0.20 $2,964,395
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,974,164 $2,974,164 0.20 $2,953,004
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,971,616 $2,971,616 0.20 $2,962,985
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 $2,966,635 $2,966,635 0.20 $2,956,362
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,868,724 $2,961,565 $2,961,565 0.20 $2,933,971
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 $2,958,194 $2,958,194 0.20 $2,946,622
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,942,775 $2,942,775 0.20 $2,931,598
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,919,169 $2,935,088 $2,935,088 0.19 $2,910,930
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,925,260 $2,925,260 0.19 $2,902,382
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,907,194 $2,923,333 $2,923,333 0.19 $2,897,735
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,881,045 $2,875,213 $2,875,213 0.19 $2,858,911
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,850,704 $2,850,704 0.19 $2,841,843
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,844,798 $2,844,798 0.19 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.40471% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,838,373 $2,838,373 0.19 $2,835,833
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,830,447 $2,830,447 0.19 $2,828,305
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,845,611 $2,826,451 $2,826,451 0.19 $2,806,643
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,821,571 $2,821,571 0.19 $2,812,264
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,812,798 $2,815,462 $2,815,462 0.19 $2,813,465
BX Trust 2026-CART D 5.55471% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,810,400 $2,810,400 0.19 $2,808,242
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 $2,803,236 $2,803,236 0.19 $2,800,980
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,785,975 $2,785,975 0.18 $2,783,035
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,758,105 $2,782,019 $2,782,019 0.18 $2,760,684
Great Wolf Trust 2024-WOLF G 9.09071% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,780,662 $2,780,662 0.18 $2,777,200
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,779,641 $2,779,641 0.18 $2,770,592
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,766,075 $2,766,075 0.18 $2,763,745
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,777,960 $2,746,964 $2,746,964 0.18 $2,727,132
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,690,750 $2,690,750 0.18 $2,677,549
BX Trust 2025-ROIC E 6.596% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,683,178 $2,683,178 0.18 $2,680,732
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,681,398 $2,681,398 0.18 $2,678,998
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,706,594 $2,647,139 $2,647,139 0.18 $2,644,763
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,647,115 $2,642,131 $2,642,131 0.18 $2,631,984
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,630,707 $2,630,707 0.17 $2,619,640
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,621,860 $2,621,860 0.17 $2,619,686
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,617,429 $2,617,429 0.17 $2,611,396
BX Commercial Mortgage Trust 2026-CSMO D 6.10471% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,597,005 $2,597,005 0.17 $2,594,827
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 $2,580,331 $2,580,331 0.17 $2,573,886
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,579,726 $2,579,726 0.17 $2,573,346
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,565,462 $2,565,462 0.17 $2,551,101
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 $2,563,217 $2,563,217 0.17 $2,533,482
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,559,712 $2,559,712 0.17 $2,557,663
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,549,835 $2,549,835 0.17 $2,547,203
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,539,415 $2,539,415 0.17 $2,526,269
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 $2,530,132 $2,530,132 0.17 $2,519,038
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,516,548 $2,516,548 0.17 $2,508,333
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - 2,500,000 $2,515,919 $2,515,919 0.17 $2,514,536
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,513,576 $2,513,576 0.17 $2,502,190
Mtp Abs Funding LLC|5.882|04/25/2056, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,511,537 $2,511,537 0.17 $2,505,410
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,504,857 $2,504,857 0.17 $2,502,982
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,496,951 $2,496,951 0.17 $2,487,842
BX Commercial Mortgage Trust 2024-AIR2 D 6.44545% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,496,460 $2,496,460 0.17 $2,494,241
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,492,950 $2,492,950 0.17 $2,485,043
280 Park Avenue 2017-280P Mortgage Trust B 5.041% 15-SEP-2034, 5.02%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,492,375 $2,492,375 0.17 $2,490,633
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,487,050 $2,487,050 0.17 $2,477,333
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,471,009 $2,471,009 0.16 $2,463,970
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 $2,469,036 $2,469,036 0.16 $2,461,036
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,444,341 $2,444,341 0.16 $2,433,151
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 $2,440,071 $2,440,071 0.16 $2,438,060
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,399,258 $2,427,116 $2,427,116 0.16 $2,408,208
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99516% 25-JAN-2043, 7.00%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,424,971 $2,424,971 0.16 $2,414,536
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,439,376 $2,423,225 $2,423,225 0.16 $2,406,916
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 $2,402,914 $2,402,914 0.16 $2,386,723
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,401,996 $2,401,996 0.16 $2,395,523
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 $2,392,522 $2,392,522 0.16 $2,390,675
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,369,078 $2,390,251 $2,390,251 0.16 $2,372,549
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,380,305 $2,380,305 0.16 $2,372,631
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,378,298 $2,378,298 0.16 $2,369,968
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,373,989 $2,373,989 0.16 $2,354,716
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 $2,364,747 $2,364,747 0.16 $2,362,390
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,324,989 $2,353,215 $2,353,215 0.16 $2,343,158
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,331,559 $2,344,975 $2,344,975 0.16 $2,327,194
ALA Trust 2025-OANA D 6.74572% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,340,956 $2,340,956 0.16 $2,338,778
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,310,273 $2,340,758 $2,340,758 0.16 $2,338,268
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,339,440 $2,339,440 0.16 $2,337,240
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3872% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,335,336 $2,335,336 0.16 $2,333,275
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,313,283 $2,313,283 0.15 $2,311,571
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.616865% 27-SEP-2052, 0.89%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,309,900 $2,309,900 0.15 $2,306,992
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,389,390 $2,309,336 $2,309,336 0.15 $2,295,840
Connecticut Avenue Securities, Series 2021-R03 1B1 6.39516% 25-DEC-2041, 6.40%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,281,175 $2,281,175 0.15 $2,271,982
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 $2,273,648 $2,273,648 0.15 $2,270,408
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,261,790 $2,261,790 0.15 $2,257,614
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,260,184 $2,260,184 0.15 $2,258,434
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 $2,249,794 $2,249,794 0.15 $2,223,299
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,270,016 $2,245,507 $2,245,507 0.15 $2,229,613
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,212,789 $2,212,789 0.15 $2,190,458
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,196,074 $2,196,074 0.15 $2,188,644
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,195,288 $2,195,288 0.15 $2,193,226
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 $2,180,420 $2,180,420 0.14 $2,178,788
CONE Trust 2024-DFW1 A 5.29644% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,157,222 $2,157,222 0.14 $2,155,637
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,173,441 $2,145,905 $2,145,905 0.14 $2,130,767
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,149,120 $2,123,537 $2,123,537 0.14 $2,115,895
DBGS 2021-W52 Mortgage Trust C 6.2195% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,117,972 $2,117,972 0.14 $2,104,974
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 $2,107,657 $2,107,657 0.14 $2,097,387
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,100,491 $2,105,042 $2,105,042 0.14 $2,090,036
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 2,027,000 $2,104,787 $2,104,787 0.14 $2,101,924
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,151,217 $2,101,882 $2,101,882 0.14 $2,092,955
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,089,861 $2,089,861 0.14 $2,070,564
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 $2,079,642 $2,079,642 0.14 $2,067,752
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 $2,078,134 $2,078,134 0.14 $2,070,358
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 $2,062,110 $2,062,110 0.14 $2,060,147
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,086,503 $2,057,652 $2,057,652 0.14 $2,042,833
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,039,547 $2,048,963 $2,048,963 0.14 $2,034,644
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,065,801 $2,039,983 $2,039,983 0.14 $2,034,962
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,039,312 $2,039,312 0.14 $2,035,432
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 2,030,117 $2,036,784 $2,036,784 0.14 $2,022,277
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,032,019 $2,032,019 0.13 $2,030,507
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 2,007,574 $2,029,296 $2,029,296 0.13 $2,013,237
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 $2,023,240 $2,023,240 0.13 $2,014,280
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,013,600 $2,013,600 0.13 $2,010,087
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,075,057 $2,011,835 $2,011,835 0.13 $2,002,656
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,011,249 $2,011,249 0.13 $2,001,007
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,010,476 $2,010,476 0.13 $1,995,612
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,010,317 $2,010,317 0.13 $1,994,974
BOCA Commercial Mortgage Trust 2025-BOCA D 6.15471% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,005,521 $2,005,521 0.13 $2,003,819
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,004,461 $2,004,461 0.13 $2,002,494
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,003,363 $2,003,363 0.13 $2,001,699
BX Trust 2026-CIP E 6.75% 15-MAY-2028, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,003,276 $2,003,276 0.13 $2,003,276
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 $2,000,944 $2,000,944 0.13 $1,994,831
SMRT Commercial Mortgage Trust 2022-MINI F 7.00471% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,998,443 $1,998,443 0.13 $1,984,660
RCKT Mortgage Trust 2026-CES5|6.062|05/25/2056, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,998,366 $1,998,366 0.13 $1,991,968
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,997,775 $1,997,775 0.13 $1,991,241
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,988,933 $1,988,933 0.13 $1,974,491
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,988,677 $1,988,677 0.13 $1,974,506
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,986,920 $1,986,920 0.13 $1,979,365
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 $1,982,757 $1,982,757 0.13 $1,981,234
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,964,269 $1,964,269 0.13 $1,956,802
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,939,652 $1,939,652 0.13 $1,935,821
BX Commercial Mortgage Trust 2024-AIR2 C 5.89624% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,923,615 $1,923,615 0.13 $1,922,051
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 $1,910,407 $1,910,407 0.13 $1,899,353
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,897,752 $1,897,752 0.13 $1,890,356
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,887,610 $1,887,610 0.13 $1,885,542
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,873,648 $1,882,269 $1,882,269 0.12 $1,875,990
BX Trust 2024-BRBK B 7.58131% 15-OCT-2041, 7.55%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,865,186 $1,865,186 0.12 $1,851,558
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 $1,835,910 $1,835,910 0.12 $1,827,079
BX Trust 2021-BXMF G 7.118513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,817,566 $1,817,566 0.12 $1,805,057
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 $1,794,852 $1,794,852 0.12 $1,793,628
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 $1,794,189 $1,794,189 0.12 $1,787,502
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 $1,790,019 $1,790,019 0.12 $1,788,634
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,776,796 $1,774,592 $1,774,592 0.12 $1,762,065
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,759,740 $1,759,740 0.12 $1,758,442
Channel EF 2026-1 LLC|5.69|01/17/2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,742,942 $1,742,942 0.12 $1,742,665
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,734,188 $1,734,188 0.12 $1,732,946
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,732,389 $1,732,389 0.11 $1,726,329
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,719,014 $1,719,014 0.11 $1,712,379
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 $1,709,557 $1,709,557 0.11 $1,702,225
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 $1,704,176 $1,704,176 0.11 $1,693,574
BXHPP Trust 2021-FILM C 4.869% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,703,177 $1,703,177 0.11 $1,701,866
Extended Stay America Trust 2025-ESH F 7.75471% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,697,104 $1,697,104 0.11 $1,695,295
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,683,320 $1,683,320 0.11 $1,682,193
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,680,878 $1,680,878 0.11 $1,677,054
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,675,934 $1,675,934 0.11 $1,662,728
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,664,183 $1,671,834 $1,671,834 0.11 $1,658,903
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,668,074 $1,668,074 0.11 $1,655,369
RENEU 2026-RTL1 A1|5.925|06/25/2041, 5.92%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,663,999 $1,663,999 0.11 $1,663,999
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,641,302 $1,641,302 0.11 $1,639,952
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,627,109 $1,627,109 0.11 $1,626,052
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 $1,618,379 $1,618,379 0.11 $1,612,251
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,616,037 $1,616,037 0.11 $1,610,040
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,585,928 $1,602,010 $1,602,010 0.11 $1,589,559
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,582,756 $1,599,052 $1,599,052 0.11 $1,586,320
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,582,756 $1,596,802 $1,596,802 0.11 $1,584,501
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,559,128 $1,593,766 $1,593,766 0.11 $1,585,905
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 $1,592,543 $1,592,543 0.11 $1,592,113
BX Commercial Mortgage Trust 2024-WPT D 6.34441% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,583,912 $1,583,912 0.11 $1,582,526
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,561,792 $1,561,792 0.10 $1,556,018
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,554,337 $1,555,844 $1,555,844 0.10 $1,554,303
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,551,299 $1,551,299 0.10 $1,541,872
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 $1,521,968 $1,521,968 0.10 $1,520,584
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 $1,520,522 $1,520,522 0.10 $1,512,689
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,518,477 $1,518,477 0.10 $1,517,583
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,518,410 $1,518,410 0.10 $1,518,177
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 $1,518,230 $1,518,230 0.10 $1,516,798
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 $1,510,864 $1,510,864 0.10 $1,505,798
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,503,910 $1,503,910 0.10 $1,502,876
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,502,812 $1,502,812 0.10 $1,491,950
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 $1,498,423 $1,498,423 0.10 $1,475,127
Kapitus Asset Securitization VI, Series 2026-1 A 5.36% 10-MAY-2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 1,500,000 $1,492,481 $1,492,481 0.10 $1,492,257
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,492,016 $1,492,016 0.10 $1,492,016
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 $1,491,204 $1,491,204 0.10 $1,490,079
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,485,413 $1,485,413 0.10 $1,484,087
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,483,726 $1,483,726 0.10 $1,472,830
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 $1,479,229 $1,479,229 0.10 $1,478,043
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,475,998 $1,465,359 $1,465,359 0.10 $1,456,626
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,453,473 $1,453,473 0.10 $1,450,162
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 $1,437,184 $1,437,184 0.10 $1,432,162
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 $1,425,149 $1,425,149 0.09 $1,410,247
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 $1,424,612 $1,424,612 0.09 $1,414,830
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,426,602 $1,420,434 $1,420,434 0.09 $1,411,036
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,414,011 $1,414,011 0.09 $1,405,871
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,404,920 $1,404,920 0.09 $1,404,896
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,392,552 $1,392,552 0.09 $1,386,616
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,385,471 $1,387,395 $1,387,395 0.09 $1,386,386
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,374,744 $1,374,744 0.09 $1,369,663
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,373,297 $1,373,297 0.09 $1,361,096
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 $1,365,591 $1,365,591 0.09 $1,364,560
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) D_2026_1 5.193% 15-MAR-2056, 5.19%, 03/15/56 VBTEL 2026-1A 91825HAC8 - 1,375,000 $1,346,009 $1,346,009 0.09 $1,345,017
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,318,352 $1,329,125 $1,329,125 0.09 $1,319,003
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,320,856 $1,328,142 $1,328,142 0.09 $1,313,195
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 $1,311,971 $1,311,971 0.09 $1,305,227
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 $1,301,293 $1,301,293 0.09 $1,300,927
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,298,420 $1,300,876 $1,300,876 0.09 $1,291,779
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,288,206 $1,297,464 $1,297,464 0.09 $1,287,631
Great Wolf Trust 2024-WOLF C 6.04571% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,264,801 $1,264,801 0.08 $1,263,748
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,250,922 $1,263,724 $1,263,724 0.08 $1,262,328
COMM 2024-WCL1 Mortgage Trust C 6.544% 17-JUN-2041, 6.52%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,256,503 $1,256,503 0.08 $1,255,372
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,255,989 $1,255,989 0.08 $1,254,978
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 $1,229,032 $1,229,032 0.08 $1,221,797
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 $1,225,822 $1,225,822 0.08 $1,224,916
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,220,368 $1,220,368 0.08 $1,214,801
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,205,666 $1,205,666 0.08 $1,203,275
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 $1,205,562 $1,205,562 0.08 $1,204,488
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,202,094 $1,202,094 0.08 $1,193,923
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,190,290 $1,200,136 $1,200,136 0.08 $1,191,222
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 $1,199,425 $1,199,425 0.08 $1,198,282
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 $1,183,992 $1,183,992 0.08 $1,182,796
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,182,727 $1,182,727 0.08 $1,175,467
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 $1,182,249 $1,182,249 0.08 $1,180,832
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 $1,179,591 $1,179,591 0.08 $1,173,455
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 $1,175,151 $1,175,151 0.08 $1,168,602
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,152,206 $1,155,238 $1,155,238 0.08 $1,146,647
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,199,346 $1,149,401 $1,149,401 0.08 $1,144,503
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,151,150 $1,144,720 $1,144,720 0.08 $1,143,750
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,135,201 $1,138,370 $1,138,370 0.08 $1,132,931
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,110,924 $1,124,982 $1,124,982 0.07 $1,123,914
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,117,334 $1,117,334 0.07 $1,115,357
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,068,892 $1,111,944 $1,111,944 0.07 $1,110,737
OBX 2026-HE1 Trust M2 5.44516% 25-FEB-2056, 5.45%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,109,176 $1,109,176 0.07 $1,105,017
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,109,754 $1,107,712 $1,107,712 0.07 $1,099,784
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,091,174 $1,091,176 $1,091,176 0.07 $1,083,105
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 $1,064,385 $1,064,385 0.07 $1,059,421
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,058,845 $1,058,845 0.07 $1,055,380
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,038,186 $1,052,998 $1,052,998 0.07 $1,041,707
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,050,587 $1,050,587 0.07 $1,049,775
BX Trust 2024-VLT4 D 6.094762% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,049,996 $1,049,996 0.07 $1,049,106
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,043,630 $1,043,630 0.07 $1,042,404
LIFE 2021-BMR Mortgage Trust E 5.519% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,021,971 $1,021,971 0.07 $1,021,170
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,020,342 $1,020,342 0.07 $1,019,593
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 $1,017,411 $1,017,411 0.07 $1,012,750
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,015,667 $1,015,667 0.07 $1,014,556
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,061,057 $1,015,386 $1,015,386 0.07 $1,009,249
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 $1,007,984 $1,007,984 0.07 $1,003,991
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 $1,007,968 $1,007,968 0.07 $1,006,100
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 $1,002,689 $1,002,689 0.07 $1,001,659
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 996,582 $998,312 $998,312 0.07 $990,976
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $995,299 $995,299 0.07 $989,488
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $994,441 $994,441 0.07 $990,038
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $993,572 $993,572 0.07 $989,881
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 986,119 $989,230 $989,230 0.07 $986,117
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $980,500 $980,500 0.07 $979,114
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 977,375 $971,728 $971,728 0.06 $965,349
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 936,210 $952,710 $952,710 0.06 $951,617
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 943,280 $939,661 $939,661 0.06 $933,377
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 926,050 $933,437 $933,437 0.06 $931,302
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 926,609 $929,539 $929,539 0.06 $928,679
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 934,986 $920,126 $920,126 0.06 $915,036
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 $918,295 $918,295 0.06 $913,759
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 $906,969 $906,969 0.06 $901,108
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $906,196 $906,196 0.06 $903,077
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $906,135 $906,135 0.06 $899,422
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 856,552 $900,319 $900,319 0.06 $899,236
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 896,236 $896,929 $896,929 0.06 $896,243
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $892,320 $892,320 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 $885,600 $885,600 0.06 $878,732
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 864,035 $877,418 $877,418 0.06 $876,467
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $849,454 $849,454 0.06 $843,115
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $842,654 $842,654 0.06 $839,602
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $836,382 $836,382 0.06 $835,504
BX Trust 2026-CIP D 5.75% 15-MAY-2028, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $827,292 $827,292 0.05 $827,292
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 $826,152 $826,152 0.05 $820,900
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 833,166 $825,195 $825,195 0.05 $823,170
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $816,446 $816,446 0.05 $812,297
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $801,297 $801,297 0.05 $798,827
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $773,563 $773,563 0.05 $767,941
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,931 $772,931 0.05 $772,109
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 $748,012 $748,012 0.05 $745,423
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 $737,433 $737,433 0.05 $734,488
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 732,444 $730,390 $730,390 0.05 $725,223
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.12%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 681,344 $726,237 $726,237 0.05 $722,703
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - 735,000 $720,423 $720,423 0.05 $717,508
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $720,295 $720,295 0.05 $718,190
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 678,164 $707,483 $707,483 0.05 $701,741
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $703,546 $703,546 0.05 $699,250
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 678,164 $682,913 $682,913 0.05 $679,081
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $671,245 $671,245 0.04 $668,167
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-DEC-2032, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 640,516 $665,057 $665,057 0.04 $663,969
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 661,512 $660,953 $660,953 0.04 $658,518
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 $657,623 $657,623 0.04 $655,249
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 653,691 $657,314 $657,314 0.04 $656,779
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 640,516 $657,295 $657,295 0.04 $656,505
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 $630,537 $630,537 0.04 $627,277
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 $614,880 $614,880 0.04 $610,822
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $611,062 $611,062 0.04 $608,841
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 567,573 $577,578 $577,578 0.04 $576,936
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 531,969 $565,859 $565,859 0.04 $541,347
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $564,749 $564,749 0.04 $561,630
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 531,969 $559,254 $559,254 0.04 $536,368
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - 555,211 $558,811 $558,811 0.04 $555,211
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,078 $545,078 0.04 $544,357
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 534,825 $536,541 $536,541 0.04 $534,886
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $517,876 $517,876 0.03 $516,140
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $512,038 $512,038 0.03 $511,472
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 $510,049 $510,049 0.03 $509,070
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $509,647 $509,647 0.03 $509,205
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 $508,138 $508,138 0.03 $504,438
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $507,871 $507,871 0.03 $507,452
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 507,860 $507,481 $507,481 0.03 $506,991
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $507,114 $507,114 0.03 $506,709
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $505,922 $505,922 0.03 $505,465
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $504,379 $504,379 0.03 $502,265
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 503,292 $503,987 $503,987 0.03 $500,483
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 $494,331 $494,331 0.03 $494,033
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 486,680 $492,448 $492,448 0.03 $488,258
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 474,496 $486,585 $486,585 0.03 $483,322
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $486,453 $486,453 0.03 $482,129
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 463,588 $471,051 $471,051 0.03 $470,475
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 $468,806 $468,806 0.03 $466,131
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 $467,239 $467,239 0.03 $465,104
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $460,606 $460,606 0.03 $460,074
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $419,114 $419,114 0.03 $418,674
BXHPP Trust 2021-FILM A 4.419% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $416,832 $416,832 0.03 $416,566
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 411,350 $408,970 $408,970 0.03 $406,595
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 $407,900 $407,900 0.03 $404,932
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 405,041 $406,829 $406,829 0.03 $405,485
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,772 $405,772 0.03 $405,396
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 $403,163 $403,163 0.03 $402,622
BX Commercial Mortgage Trust 2026-CSMO C 5.65471% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,083 $402,083 0.03 $401,771
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - 375,000 $383,205 $383,205 0.03 $380,186
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 381,750 $382,574 $382,574 0.03 $382,205
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $374,957 $374,957 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,715 $371,715 0.02 $369,072
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 363,857 $367,680 $367,680 0.02 $365,412
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.12%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 348,507 $367,665 $367,665 0.02 $366,080
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $367,237 $367,237 0.02 $364,478
DBGS 2021-W52 Mortgage Trust B 5.6667% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $363,593 $363,593 0.02 $363,307
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $345,210 $345,210 0.02 $344,932
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 $338,023 $338,023 0.02 $336,926
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 $333,701 $333,701 0.02 $332,996
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $330,908 $330,908 0.02 $329,245
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $323,576 $323,576 0.02 $321,982
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $313,961 $313,961 0.02 $313,615
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 $313,701 $313,701 0.02 $313,361
BX Commercial Mortgage Trust 2024-MF C 5.59561% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,920 $310,920 0.02 $310,680
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 $302,028 $302,028 0.02 $300,934
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 $301,213 $301,213 0.02 $300,776
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $298,153 $298,153 0.02 $296,009
CSMC 2021-BHAR E 7.27% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,190 $297,190 0.02 $296,888
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 280,863 $291,755 $291,755 0.02 $291,278
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 268,614 $283,446 $283,446 0.02 $274,136
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $282,983 $282,983 0.02 $282,790
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 281,296 $275,244 $275,244 0.02 $274,310
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $267,105 $267,105 0.02 $266,911
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 253,028 $254,799 $254,799 0.02 $254,680
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $254,184 $254,184 0.02 $253,921
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 $252,712 $252,712 0.02 $252,443
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 $246,813 $246,813 0.02 $246,391
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 233,722 $235,151 $235,151 0.02 $234,926
BXHPP Trust 2021-FILM B 4.669% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,618 $233,618 0.02 $232,485
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $231,281 $231,281 0.02 $229,492
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 227,032 $230,692 $230,692 0.02 $229,728
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,642 $212,642 0.01 $212,337
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $211,510 $211,510 0.01 $210,035
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,351 $203,351 0.01 $203,088
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 201,247 $202,485 $202,485 0.01 $200,700
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 187,242 $190,038 $190,038 0.01 $189,865
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 184,608 $184,611 $184,611 0.01 $183,938
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 177,370 $181,286 $181,286 0.01 $180,513
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-DEC-2032, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 177,921 $178,780 $178,780 0.01 $178,612
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 $177,503 $177,503 0.01 $176,621
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,328 $157,328 0.01 $156,911
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 151,660 $151,479 $151,479 0.01 $151,414
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 129,760 $135,875 $135,875 0.01 $131,385
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 176,770 $133,399 $133,399 0.01 $133,227
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 127,060 $127,528 $127,528 0.01 $127,412
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 108,115 $111,610 $111,610 0.01 $110,118
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 107,793 $108,001 $108,001 0.01 $107,928
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,590 $100,590 0.01 $100,295
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,441 $100,441 0.01 $100,153
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,211 $92,211 0.01 $91,921
Ginnie Mae REMIC Trust 2005-065 FA 3.93952% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 92,320 $91,530 $91,530 0.01 $91,228
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 88,117 $87,892 $87,892 0.01 $87,876
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 81,093 $81,411 $81,411 0.01 $81,328
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $70,834 $70,834 0.00 $70,592
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 $35,327 $35,327 0.00 $35,208
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 $35,240 $35,240 0.00 $35,005
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 23,775 $23,834 $23,834 0.00 $23,814
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 20,681 $20,874 $20,874 0.00 $20,782
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - 10,986 $11,033 $11,033 0.00 $11,022
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,153,500 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-31,594,062 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-23,805,984 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 783.00 $83,413,969 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 6,137 $1,265,708,308 $0 0.00 $0
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $38,734,500 $-14,700 0.00 $-14,700
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-38,734,500 $-2,656,500 -0.18 $-2,656,500
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - -189,990,000 $-155,783,820 $-155,783,820 -10.34 $-155,783,820
SEGREGATED CASH SEGCASH $0.00 18,050,000 $18,050,000 $18,050,000 1.20 $18,050,000
US DOLLARS USD MD_142224 - -513,104,407 $-513,104,407 $-513,104,407 -34.06 $-513,104,407
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,353,595 $13,893 0.00 $13,893
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $60,011,844 $11,851 0.00 $11,851
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $28,774,200 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,275,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,468,750 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,415,625 $0 0.00 $0
Janus Henderson 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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