Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Investor
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For Individual Investors in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of May 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% June Delivery, 6.00%, 06/11/26 FNCL 01F060667 - 210,506,500 $213,807,242 $213,807,242 14.14 $213,807,242
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/11/26 FNCL 01F050668 - 196,415,000 $191,594,779 $191,594,779 12.67 $191,594,779
GNMA II TBA 30yr 2.5% June Delivery, 2.50%, 06/22/26 G2SF 21H022663 - 136,700,000 $115,695,772 $115,695,772 7.65 $115,695,772
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/11/26 FNCL 01F062663 - 46,233,238 $47,853,713 $47,853,713 3.16 $47,853,713
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - 710,000 $33,625,600 $33,625,600 2.22 $33,625,600
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/11/26 FNCL 01F052664 - 30,738,000 $30,671,083 $30,671,083 2.02 $30,671,083
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 356,590 $18,064,849 $18,064,849 1.19 $18,064,849
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 $16,890,317 $16,890,317 1.11 $16,828,486
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $16,588,107 $16,588,107 1.09 $16,556,689
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 $14,969,140 $14,969,140 0.99 $14,812,989
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/13/26 FNCL 01F062671 - 14,379,762 $14,854,582 $14,854,582 0.98 $14,854,582
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.09%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,271,952 $12,271,952 0.81 $12,015,600
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 $12,243,313 $12,243,313 0.81 $12,145,781
ALA Trust 2025-OANA A 5.37063% 15-JUN-2040, 5.37%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,112,383 $12,112,383 0.80 $12,099,795
AB BSL CLO 1 A2R2 5.2031% 15-OCT-2038, 5.20%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,066,693 $11,066,693 0.73 $11,007,869
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,169,205 $10,169,205 0.67 $10,156,601
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,095,288 $10,095,288 0.67 $10,073,436
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,044,247 $10,044,247 0.66 $10,009,617
BX Trust 2025-VLT7 E 7.37709% 15-JUL-2044, 7.38%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,941,367 $9,941,367 0.66 $9,927,071
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 9,350,000 $9,646,998 $9,646,998 0.64 $9,598,331
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 9,511,571 $9,587,482 $9,587,482 0.63 $9,512,562
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 $9,573,299 $9,573,299 0.63 $9,525,302
CoreWeave, Inc. 9.75% 01-OCT-2031, 9.75%, 10/01/31 CRWV 21873SAG3 - 9,084,000 $9,395,496 $9,395,496 0.62 $9,302,007
BX Commercial Mortgage Trust 2024-XL4 A 5.06912% 15-FEB-2039, 5.07%, 02/15/39 BX 2024-XL4 05611VAA9 - 9,140,257 $9,165,360 $9,165,360 0.61 $9,156,351
BAIN CAPITAL CREDIT CLO 2018-1, 5.07%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,145,373 $8,145,373 0.54 $8,003,278
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 $8,040,828 $8,040,828 0.53 $7,986,790
BX Trust 2024-FNX A 5.06939% 15-NOV-2041, 5.07%, 11/15/41 BX 2024-FNX 05593TAA6 - 7,819,728 $7,830,981 $7,830,981 0.52 $7,823,273
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,817,102 $7,817,102 0.52 $7,778,041
Ally Bank/Utah|6.37|03/15/2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 7,550,000 $7,550,266 $7,550,266 0.50 $7,550,266
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 $7,546,931 $7,546,931 0.50 $7,493,275
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,529,682 $7,529,682 0.50 $7,521,516
HILT 2025-NVIL A 5.37009% 15-JUL-2042, 5.37%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,421,934 $7,421,934 0.49 $7,414,207
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 $7,245,319 $7,245,319 0.48 $7,168,973
Extended Stay America Trust 2025-ESH B 5.22709% 15-OCT-2042, 5.23%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,243,545 $7,243,545 0.48 $7,236,203
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 7,007,000 $7,064,626 $7,064,626 0.47 $7,040,785
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,048,753 $7,048,753 0.47 $7,026,063
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,697,092 $7,033,960 $7,033,960 0.47 $6,701,452
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,799,937 $6,799,937 0.45 $6,748,422
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,699,099 $6,699,099 0.44 $6,697,089
Great Wolf Trust 2024-WOLF D 6.51709% 15-MAR-2039, 6.52%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,654,903 $6,654,903 0.44 $6,646,536
PNW Trust 2026-ARTE A 5.33835% 15-APR-2041, 5.34%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,492,224 $6,492,224 0.43 $6,485,477
KRE Commercial Mortgage Trust 2025-AIP4 A 4.92709% 15-MAR-2042, 4.93%, 03/15/42 KRE 2025-AIP4 50077KAA6 - 6,449,056 $6,447,825 $6,447,825 0.43 $6,441,647
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,441,191 $6,441,191 0.43 $6,414,861
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,374,296 $6,400,827 $6,400,827 0.42 $6,394,236
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,329,532 $6,329,532 0.42 $6,299,273
SMRT Commercial Mortgage Trust 2022-MINI D 5.57709% 15-JAN-2039, 5.58%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,246,525 $6,246,525 0.41 $6,239,746
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 $6,233,738 $6,233,738 0.41 $6,186,049
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 6,000,000 $6,018,767 $6,018,767 0.40 $5,998,807
BX Trust 2025-TAIL D 6.07709% 15-JUN-2035, 6.08%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,014,676 $6,014,676 0.40 $6,007,586
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 $5,969,986 $5,969,986 0.40 $5,945,826
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,921,274 $5,921,274 0.39 $5,919,684
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,919,155 $5,919,155 0.39 $5,857,487
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,864,556 $5,864,556 0.39 $5,834,100
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,765,752 $5,795,124 $5,795,124 0.38 $5,748,329
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,929,464 $5,692,043 $5,692,043 0.38 $5,658,443
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,682,587 $5,682,587 0.38 $5,628,607
BX Trust 2024-CNYN D 6.3448% 15-APR-2041, 6.32%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,607,035 $5,607,035 0.37 $5,600,157
BLP Commercial Mortgage Trust 2024-IND2 A 4.96924% 15-MAR-2041, 4.97%, 03/15/41 BLP 2024-IND2 05625AAA9 - 5,540,205 $5,549,015 $5,549,015 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 $5,533,142 $5,533,142 0.37 $5,513,451
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,525,648 $5,525,648 0.37 $5,484,274
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,675,885 $5,517,343 $5,517,343 0.37 $5,483,974
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 $5,378,435 $5,378,435 0.36 $5,288,880
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,341,578 $5,341,578 0.35 $5,335,294
SWCH Commercial Mortgage Trust 2025-DATA E 6.96731% 15-FEB-2042, 6.97%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,281,602 $5,281,602 0.35 $5,274,367
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29516% 25-DEC-2041, 5.30%, 12/25/41 CAS 2021-R03 20754AAB9 - 5,213,730 $5,250,618 $5,250,618 0.35 $5,231,446
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - 5,200,000 $5,210,190 $5,210,190 0.34 $5,205,053
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.15%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,197,122 $5,197,122 0.34 $5,178,656
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,196,200 $5,196,200 0.34 $5,167,341
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,193,499 $5,193,499 0.34 $5,175,988
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,129,413 $5,129,413 0.34 $5,108,475
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,095,846 $5,095,846 0.34 $5,045,903
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 5,001,584 $5,069,685 $5,069,685 0.34 $5,045,134
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,061,081 $5,061,081 0.33 $5,039,620
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.45%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,055,024 $5,055,024 0.33 $5,034,571
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 $5,043,799 $5,043,799 0.33 $5,027,622
Ares LXXI CLO A2 5.37523% 20-APR-2037, 5.38%, 04/20/37 ARES 2024-71A 04020MAC3 - 5,000,000 $5,035,903 $5,035,903 0.33 $5,012,014
SCG Trust 2025-SNIP E 7.02709% 15-SEP-2042, 7.03%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,025,634 $5,025,634 0.33 $5,018,802
BX Trust 2025-DIME E 6.62709% 15-FEB-2035, 6.63%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,962,703 $4,962,703 0.33 $4,956,260
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,944,470 $4,944,470 0.33 $4,922,885
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,940,856 $4,940,856 0.33 $4,903,298
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 $4,927,752 $4,927,752 0.33 $4,898,416
SCG Commercial Mortgage Trust 2025-DLFN E 6.57709% 15-MAR-2035, 6.58%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,917,929 $4,917,929 0.33 $4,911,657
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,863,726 $4,863,726 0.32 $4,840,257
Extended Stay America Trust 2026-ESH2 D 5.87709% 15-FEB-2043, 5.88%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,855,528 $4,855,528 0.32 $4,850,012
BX Commercial Mortgage Trust 2024-MF D 6.31691% 15-FEB-2039, 6.32%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,847,880 $4,847,880 0.32 $4,841,952
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,842,239 $4,842,239 0.32 $4,805,362
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,727,149 $4,747,425 $4,747,425 0.31 $4,742,140
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,692,298 $4,692,298 0.31 $4,661,698
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,652,228 $4,670,874 $4,670,874 0.31 $4,634,724
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,609,754 $4,562,908 $4,562,908 0.30 $4,558,345
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - 4,519,817 $4,541,776 $4,541,776 0.30 $4,520,190
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 4,577,000 $4,539,066 $4,539,066 0.30 $4,534,073
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,523,321 $4,523,321 0.30 $4,502,166
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 $4,514,324 $4,514,324 0.30 $4,510,874
NRTH Commercial Mortgage Trust 2025-PARK B 5.27001% 15-OCT-2040, 5.27%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,502,531 $4,502,531 0.30 $4,497,919
Ally Bank/Utah|5.248|03/15/2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,500,000 $4,500,614 $4,500,614 0.30 $4,500,614
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - 4,500,000 $4,500,186 $4,500,186 0.30 $4,479,939
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,488,543 $4,488,543 0.30 $4,454,901
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 $4,466,709 $4,466,709 0.30 $4,465,594
BX Commercial Mortgage Trust 2026-XL6 D 5.72709% 15-MAR-2043, 5.73%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,384,781 $4,400,084 $4,400,084 0.29 $4,395,201
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,390,343 $4,382,907 $4,382,907 0.29 $4,352,008
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 $4,350,012 $4,350,012 0.29 $4,344,679
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.30%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,349,194 $4,349,194 0.29 $4,332,351
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,341,253 $4,341,253 0.29 $4,323,891
GWT Commercial Mortgage Trust 2024-WLF2 E 7.26552% 15-MAY-2041, 7.27%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,336,110 $4,336,110 0.29 $4,330,004
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 $4,325,040 $4,325,040 0.29 $4,306,862
COMM 2024-WCL1 Mortgage Trust D 6.917% 17-JUN-2041, 6.92%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,273,160 $4,273,160 0.28 $4,267,445
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,236,323 $4,262,435 $4,262,435 0.28 $4,227,783
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,433,931 $4,257,440 $4,257,440 0.28 $4,228,434
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,239,043 $4,239,043 0.28 $4,227,886
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - 4,158,730 $4,218,554 $4,218,554 0.28 $4,184,318
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 4,079,000 $4,211,739 $4,211,739 0.28 $4,141,645
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,204,103 $4,204,103 0.28 $4,173,404
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 04/10/43 GGP 2026-2PAK 37441HAA9 - 4,217,000 $4,186,273 $4,186,273 0.28 $4,171,448
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 $4,104,315 $4,104,315 0.27 $4,085,720
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - 4,077,000 $4,102,789 $4,102,789 0.27 $4,098,500
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 4,086,691 $4,069,323 $4,069,323 0.27 $4,064,944
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 $4,060,068 $4,060,068 0.27 $4,037,874
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 $4,027,394 $4,027,394 0.27 $4,019,735
BLP Trust 2025-IND2 D 6.30471% 15-DEC-2042, 6.28%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,012,607 $4,012,607 0.27 $4,007,725
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,995,494 $3,995,494 0.26 $3,991,426
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 3,965,908 $3,978,979 $3,978,979 0.26 $3,965,911
BX Trust 2024-VLT4 E 6.516494% 15-JUN-2041, 6.52%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,938,040 $3,938,040 0.26 $3,932,998
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,897,543 $3,897,543 0.26 $3,883,546
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,784,370 $3,784,370 0.25 $3,768,127
FREMF 2023-K511 Mortgage Trust C 5.634155% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,778,671 $3,778,671 0.25 $3,745,679
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,788,938 $3,773,624 $3,773,624 0.25 $3,769,083
JW Commercial Mortgage Trust 2026-MRCO B 5.35% 15-JUN-2039, 5.35%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,762,255 $3,762,255 0.25 $3,758,354
BMP Commercial Mortgage Trust 2024-MF23 D 6.01758% 15-JUN-2041, 6.02%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,760,590 $3,760,590 0.25 $3,756,202
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,754,611 $3,754,611 0.25 $3,723,890
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,731,777 $3,723,378 $3,723,378 0.25 $3,720,077
LEX Trust 2026-450 D 5.97709% 15-MAR-2043, 5.98%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,722,186 $3,722,186 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 $3,721,128 $3,721,128 0.25 $3,703,208
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,668,899 $3,680,819 $3,680,819 0.24 $3,652,404
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 $3,629,490 $3,629,490 0.24 $3,595,978
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - 3,600,000 $3,621,750 $3,621,750 0.24 $3,607,602
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64516% 25-OCT-2041, 9.65%, 10/25/41 CAS 2021-R01 20754RAJ5 - 3,511,000 $3,600,057 $3,600,057 0.24 $3,576,540
BX Commercial Mortgage Trust 2024-XL5 D 6.31689% 15-MAR-2041, 6.32%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,577,024 $3,577,024 0.24 $3,572,639
Extended Stay America Trust 2025-ESH E 6.97709% 15-OCT-2042, 6.98%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,567,272 $3,567,272 0.24 $3,562,470
Extended Stay America Trust 2025-ESH D 6.22709% 15-OCT-2042, 6.23%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,558,372 $3,558,372 0.24 $3,554,087
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 $3,537,655 $3,537,655 0.23 $3,519,667
SCG Trust 2025-SNIP D 6.22709% 15-SEP-2042, 6.23%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,516,920 $3,516,920 0.23 $3,512,682
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,514,555 $3,514,555 0.23 $3,500,961
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,465,037 $3,507,823 $3,507,823 0.23 $3,480,069
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,507,143 $3,507,143 0.23 $3,492,006
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 $3,503,571 $3,503,571 0.23 $3,478,567
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 3,500,000 $3,503,141 $3,503,141 0.23 $3,491,375
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - 3,415,884 $3,461,562 $3,461,562 0.23 $3,434,041
CSMC 2021-BHAR C 5.742% 15-NOV-2038, 5.74%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,415,641 $3,415,641 0.23 $3,411,794
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,375,425 $3,375,425 0.22 $3,350,263
National Commercial Mortgage Trust 2026-IND|6.8|06/15/2043, 6.80%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,375,000 $3,375,000 0.22 $3,375,000
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - 3,374,692 $3,370,504 $3,370,504 0.22 $3,346,762
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,373,013 $3,353,761 $3,353,761 0.22 $3,329,883
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.22855% 25-APR-2056, 5.20%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,325,918 $3,344,213 $3,344,213 0.22 $3,332,193
FHLMC STACR REMIC TR 2025-DNA3 M1, 4.75%, 09/25/45 STACR 2025-DNA3 35564UAR8 - 3,311,863 $3,321,050 $3,321,050 0.22 $3,310,137
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,319,731 $3,319,731 0.22 $3,299,940
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,183,781 $3,221,963 $3,221,963 0.21 $3,159,158
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64516% 25-DEC-2041, 9.65%, 12/25/41 CAS 2022-R01 20754LAJ8 - 3,108,409 $3,208,877 $3,208,877 0.21 $3,188,057
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - 3,144,000 $3,204,493 $3,204,493 0.21 $3,199,941
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,188,470 $3,188,470 0.21 $3,182,814
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 $3,181,698 $3,181,698 0.21 $3,155,536
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,177,981 $3,177,981 0.21 $3,177,014
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,172,584 $3,172,584 0.21 $3,157,961
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,167,265 $3,167,265 0.21 $3,155,639
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,149,672 $3,149,672 0.21 $3,136,566
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,149,141 $3,149,141 0.21 $3,134,840
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29516% 25-JAN-2042, 11.30%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,144,136 $3,144,136 0.21 $3,120,604
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 $3,127,872 $3,127,872 0.21 $3,126,885
BX Trust 2025-LUNR D 6.12709% 15-JUN-2040, 6.13%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,122,905 $3,122,905 0.21 $3,119,196
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,114,173 $3,114,173 0.21 $3,091,687
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 3,074,508 $3,109,778 $3,109,778 0.21 $3,083,562
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,106,813 $3,106,813 0.21 $3,081,149
Santander Bank Auto Credit-Linked Notes, Series 2025-A E 6.274% 15-JAN-2034, 6.27%, 01/16/34 SBCLN 2025-A 80290CCU6 - 3,100,000 $3,092,797 $3,092,797 0.20 $3,089,016
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - 3,040,000 $3,064,087 $3,064,087 0.20 $3,048,355
Galaxy XXVI CLO Ltd., 6.41%, 07/31/26 GLXYT 2025-1 362922AA4 - 3,014,079 $3,039,847 $3,039,847 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 $3,038,982 $3,038,982 0.20 $3,024,929
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 $3,025,679 $3,025,679 0.20 $3,013,000
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 $3,022,816 $3,022,816 0.20 $3,009,946
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $2,987,801 $2,987,801 0.20 $2,981,648
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 $2,984,018 $2,984,018 0.20 $2,960,975
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,983,871 $2,983,871 0.20 $2,974,332
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 $2,983,494 $2,983,494 0.20 $2,952,492
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 $2,983,125 $2,983,125 0.20 $2,970,894
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,978,705 $2,978,705 0.20 $2,956,682
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 $2,967,526 $2,967,526 0.20 $2,956,360
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,868,724 $2,964,984 $2,964,984 0.20 $2,936,263
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,955,798 $2,955,798 0.20 $2,943,727
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 $2,946,012 $2,946,012 0.19 $2,933,515
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14516% 25-MAR-2042, 13.15%, 03/25/42 CAS 2022-R04 20753YAL6 - 2,724,099 $2,925,681 $2,925,681 0.19 $2,900,814
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - 2,839,441 $2,924,148 $2,924,148 0.19 $2,830,008
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,855,805 $2,860,108 $2,860,108 0.19 $2,849,980
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,858,586 $2,858,586 0.19 $2,848,792
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
SCG Commercial Mortgage Trust 2025-FLWR E 6.37709% 15-AUG-2042, 6.38%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,839,413 $2,839,413 0.19 $2,835,857
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,845,611 $2,830,746 $2,830,746 0.19 $2,810,130
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 2,834,000 $2,829,753 $2,829,753 0.19 $2,819,466
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,821,400 $2,821,400 0.19 $2,818,401
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,812,798 $2,816,879 $2,816,879 0.19 $2,814,084
BX Trust 2026-CART D 5.52709% 15-FEB-2036, 5.53%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,811,261 $2,811,261 0.19 $2,808,241
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 $2,795,863 $2,795,863 0.19 $2,792,705
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,790,264 $2,790,264 0.18 $2,786,148
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,758,105 $2,783,526 $2,783,526 0.18 $2,761,321
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,782,664 $2,782,664 0.18 $2,772,663
Great Wolf Trust 2024-WOLF G 9.06309% 15-MAR-2039, 9.06%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,772,020 $2,772,020 0.18 $2,767,174
JW Commercial Mortgage Trust 2026-MRCO D 6.1% 15-JUN-2039, 6.10%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,767,007 $2,767,007 0.18 $2,763,745
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,777,960 $2,753,921 $2,753,921 0.18 $2,733,280
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,754,255 $2,735,623 $2,735,623 0.18 $2,734,584
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 $2,691,584 $2,691,584 0.18 $2,677,327
BX Trust 2025-ROIC E 6.56838% 15-FEB-2042, 6.57%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,684,254 $2,684,254 0.18 $2,680,829
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,670,240 $2,670,240 0.18 $2,666,881
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,706,594 $2,648,001 $2,648,001 0.18 $2,645,150
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - 2,647,115 $2,647,051 $2,647,051 0.18 $2,636,092
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,637,870 $2,637,870 0.17 $2,625,917
Di Issuer LLC, 5.90%, 12/15/55 LMDV 2025-1A 538908AC8 - 2,652,000 $2,635,929 $2,635,929 0.17 $2,632,887
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,624,409 $2,624,409 0.17 $2,617,742
BX Commercial Mortgage Trust 2026-CSMO D 6.07709% 15-FEB-2043, 6.08%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,597,870 $2,597,870 0.17 $2,594,822
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 $2,582,414 $2,582,414 0.17 $2,575,454
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,624,905 $2,580,819 $2,580,819 0.17 $2,573,928
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $2,569,086 $2,569,086 0.17 $2,553,576
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,564,771 $2,564,771 0.17 $2,561,902
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 $2,564,332 $2,564,332 0.17 $2,533,383
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,544,433 $2,544,433 0.17 $2,540,749
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 $2,539,791 $2,539,791 0.17 $2,527,904
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,528,138 $2,528,138 0.17 $2,527,262
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,519,268 $2,519,268 0.17 $2,512,324
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,517,652 $2,517,652 0.17 $2,508,573
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 $2,516,813 $2,516,813 0.17 $2,514,507
Zais CLO 11 BR 5.46523% 20-JAN-2032, 5.47%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,500,000 $2,514,407 $2,514,407 0.17 $2,502,262
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,508,787 $2,508,787 0.17 $2,506,162
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,502,638 $2,502,638 0.17 $2,493,572
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,500,053 $2,500,053 0.17 $2,489,986
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,497,668 $2,497,668 0.17 $2,487,173
BX Commercial Mortgage Trust 2024-AIR2 D 6.41745% 15-OCT-2041, 6.42%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,497,285 $2,497,285 0.17 $2,494,178
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,496,683 $2,496,683 0.17 $2,488,089
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 2,500,000 $2,491,943 $2,491,943 0.16 $2,491,428
280 Park Avenue 2017-280P Mortgage Trust B 5.018% 15-SEP-2034, 5.02%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,491,782 $2,491,782 0.16 $2,489,342
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,480,670 $2,480,670 0.16 $2,472,890
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 $2,474,582 $2,474,582 0.16 $2,465,942
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,437,780 $2,437,780 0.16 $2,437,034
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 $2,430,609 $2,430,609 0.16 $2,427,794
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,399,258 $2,429,335 $2,429,335 0.16 $2,409,655
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,439,376 $2,428,452 $2,428,452 0.16 $2,411,477
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99516% 25-JAN-2043, 7.00%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,425,630 $2,425,630 0.16 $2,414,287
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,403,437 $2,403,437 0.16 $2,396,283
Westlake Automobile Receivables Trust Series 2025-P1 D 5.59% 15-JUL-2032, 5.59%, 07/15/32 WLAKE 2025-P1 96043LAG5 - 2,379,000 $2,395,566 $2,395,566 0.16 $2,392,980
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - 2,369,078 $2,391,671 $2,391,671 0.16 $2,373,247
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,389,924 $2,389,924 0.16 $2,381,442
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 2,383,000 $2,388,805 $2,388,805 0.16 $2,368,746
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,378,161 $2,378,161 0.16 $2,368,953
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 $2,366,750 $2,366,750 0.16 $2,363,451
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,324,989 $2,356,278 $2,356,278 0.16 $2,345,416
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - 2,331,559 $2,348,066 $2,348,066 0.16 $2,329,559
ALA Trust 2025-OANA D 6.71872% 15-JUN-2040, 6.72%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,343,331 $2,343,331 0.16 $2,340,283
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 $2,341,615 $2,341,615 0.15 $2,338,128
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,339,796 $2,339,796 0.15 $2,336,717
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.3602% 15-NOV-2036, 6.36%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,336,163 $2,336,163 0.15 $2,333,277
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,318,097 $2,318,097 0.15 $2,315,700
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,389,390 $2,314,491 $2,314,491 0.15 $2,300,443
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.616865% 27-SEP-2052, 0.89%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,311,710 $2,311,710 0.15 $2,308,684
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14014% 20-FEB-2034, 8.13%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,309,980 $2,311,015 $2,311,015 0.15 $2,309,973
Connecticut Avenue Securities, Series 2021-R03 1B1 6.39516% 25-DEC-2041, 6.40%, 12/25/41 CAS 2021-R03 20754AAF0 - 2,250,000 $2,281,985 $2,281,985 0.15 $2,271,993
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,261,859 $2,261,859 0.15 $2,257,244
JW Commercial Mortgage Trust 2026-MRCO C 5.6% 15-JUN-2039, 5.60%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,260,884 $2,260,884 0.15 $2,258,434
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 $2,260,263 $2,260,263 0.15 $2,256,375
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 $2,258,825 $2,258,825 0.15 $2,231,447
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,270,016 $2,250,875 $2,250,875 0.15 $2,234,333
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,222,299 $2,222,299 0.15 $2,199,056
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,201,059 $2,201,059 0.15 $2,198,172
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,199,312 $2,199,312 0.15 $2,191,236
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 $2,187,020 $2,187,020 0.14 $2,184,736
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,173,441 $2,159,415 $2,159,415 0.14 $2,143,659
CONE Trust 2024-DFW1 A 5.26882% 15-AUG-2041, 5.27%, 08/15/41 CONE 2024-DFW1 20682AAA8 - 2,165,000 $2,157,544 $2,157,544 0.14 $2,155,326
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - 2,149,120 $2,127,476 $2,127,476 0.14 $2,119,224
DBGS 2021-W52 Mortgage Trust C 6.1915% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,108,109 $2,108,109 0.14 $2,105,519
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,036,989 $2,107,773 $2,107,773 0.14 $2,028,846
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 $2,105,644 $2,105,644 0.14 $2,101,635
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,093,167 $2,093,167 0.14 $2,073,083
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 $2,092,464 $2,092,464 0.14 $2,080,089
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 $2,088,710 $2,088,710 0.14 $2,080,157
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 2,086,503 $2,070,578 $2,070,578 0.14 $2,055,154
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 $2,068,140 $2,068,140 0.14 $2,065,392
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - 2,039,547 $2,049,126 $2,049,126 0.14 $2,034,223
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,045,912 $2,045,912 0.14 $2,041,624
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,065,801 $2,040,626 $2,040,626 0.14 $2,035,204
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,987,022 $2,040,436 $2,040,436 0.14 $1,982,374
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,035,675 $2,035,675 0.13 $2,033,558
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,957,064 $2,031,841 $2,031,841 0.13 $1,964,790
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 $2,022,549 $2,022,549 0.13 $2,012,810
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $2,018,875 $2,018,875 0.13 $2,002,906
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $2,016,080 $2,016,080 0.13 $2,012,197
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89014% 20-MAR-2033, 5.88%, 03/21/33 HACLN 2025-1 446438SZ7 - 2,007,478 $2,013,791 $2,013,791 0.13 $2,013,136
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,012,228 $2,012,228 0.13 $2,011,545
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,051,875 $2,012,089 $2,012,089 0.13 $1,979,397
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,008,302 $2,008,302 0.13 $1,992,832
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,007,139 $2,007,139 0.13 $2,004,386
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,006,265 $2,006,265 0.13 $2,003,936
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $2,006,219 $2,006,219 0.13 $1,999,146
BOCA Commercial Mortgage Trust 2025-BOCA D 6.12709% 15-DEC-2042, 6.13%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,005,957 $2,005,957 0.13 $2,003,575
BX Trust 2026-CIP E 6.75% 15-MAY-2028, 6.75%, 05/15/38 BX 2026-CIP 123917AJ5 - 2,000,000 $2,005,010 $2,005,010 0.13 $2,004,635
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 $2,001,475 $2,001,475 0.13 $1,994,831
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,998,789 $1,998,789 0.13 $1,991,603
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - 2,000,000 $1,992,422 $1,992,422 0.13 $1,984,263
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 2,040,607 $1,990,090 $1,990,090 0.13 $1,989,526
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 $1,987,615 $1,987,615 0.13 $1,985,484
SMRT Commercial Mortgage Trust 2022-MINI F 6.97709% 15-JAN-2039, 6.98%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $1,987,399 $1,987,399 0.13 $1,984,652
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,986,682 $1,986,682 0.13 $1,971,931
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,980,529 $1,980,529 0.13 $1,965,498
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,969,830 $1,969,830 0.13 $1,961,766
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,942,000 $1,942,001 $1,942,001 0.13 $1,937,580
BX Commercial Mortgage Trust 2024-AIR2 C 5.86824% 15-OCT-2041, 5.87%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,924,115 $1,924,115 0.13 $1,921,926
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 $1,917,813 $1,917,813 0.13 $1,905,798
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,900,143 $1,900,143 0.13 $1,892,154
Di Issuer LLC, 7.88%, 12/15/55 LMDV 2025-1A 538908AE4 - 1,889,000 $1,894,381 $1,894,381 0.13 $1,891,486
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,873,648 $1,882,579 $1,882,579 0.12 $1,875,755
BX Trust 2024-BRBK B 7.55369% 15-OCT-2041, 7.55%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,854,189 $1,854,189 0.12 $1,851,473
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 $1,837,154 $1,837,154 0.12 $1,827,616
BX Trust 2021-BXMF G 7.091513% 15-OCT-2038, 7.09%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,808,470 $1,807,591 $1,807,591 0.12 $1,805,098
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 $1,799,236 $1,799,236 0.12 $1,797,523
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 $1,796,787 $1,796,787 0.12 $1,789,564
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 $1,794,053 $1,794,053 0.12 $1,792,114
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,776,796 $1,784,841 $1,784,841 0.12 $1,771,803
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,760,007 $1,760,007 0.12 $1,758,190
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,746,593 $1,746,593 0.12 $1,745,763
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,738,678 $1,738,678 0.12 $1,736,939
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,734,893 $1,734,893 0.11 $1,728,306
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,720,787 $1,720,787 0.11 $1,713,620
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 $1,706,414 $1,706,414 0.11 $1,698,495
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 $1,705,090 $1,705,090 0.11 $1,693,566
BXHPP Trust 2021-FILM C 4.842% 15-AUG-2036, 4.84%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,704,294 $1,704,294 0.11 $1,702,458
Hertz Vehicle Financing III LLC|0|11/25/2030, 0.00%, 11/25/30 HERTZ 2026-1A 42806MEH8 - 1,700,000 $1,699,626 $1,699,626 0.11 $1,699,626
Extended Stay America Trust 2025-ESH F 7.72709% 15-OCT-2042, 7.73%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,698,156 $1,698,156 0.11 $1,695,623
FIGRE TRUST 2026-HE4 MB FLTG 56, 6.23%, 05/25/56 FIGRE 2026-HE4 31685MAF5 - 1,700,000 $1,695,112 $1,695,112 0.11 $1,690,700
Westlake Automobile Receivables Trust 2026-1 D 4.75% 15-JUL-2031, 4.75%, 07/15/31 WLAKE 2026-1A 96043BAG7 - 1,708,000 $1,686,406 $1,686,406 0.11 $1,684,828
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,679,081 $1,679,081 0.11 $1,665,337
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,664,183 $1,677,003 $1,677,003 0.11 $1,663,544
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 1,669,000 $1,675,127 $1,675,127 0.11 $1,661,903
Reneu Redi Q-1 Trust 2026-RTL1|5.892|06/25/2041, 5.89%, 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 $1,642,482 $1,642,482 0.11 $1,640,592
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,626,000 $1,625,185 $1,625,185 0.11 $1,623,705
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 $1,619,364 $1,619,364 0.11 $1,612,703
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,617,950 $1,617,950 0.11 $1,611,321
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,582,756 $1,604,441 $1,604,441 0.11 $1,591,189
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,585,928 $1,603,139 $1,603,139 0.11 $1,590,179
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,582,756 $1,602,075 $1,602,075 0.11 $1,589,272
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,559,128 $1,596,210 $1,596,210 0.11 $1,587,720
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 $1,592,917 $1,592,917 0.11 $1,592,314
BX Commercial Mortgage Trust 2024-WPT D 6.31679% 15-APR-2041, 6.32%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,584,710 $1,584,710 0.10 $1,582,770
Mineral Resources Ltd|6.25|05/01/2034, 6.25%, 05/01/34 MINAU 603051AH6 - 1,584,000 $1,569,036 $1,569,036 0.10 $1,562,711
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,554,337 $1,556,439 $1,556,439 0.10 $1,554,282
ExteNet Issuer, Series 2024-1 C_241 9.362069% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,552,316 $1,552,316 0.10 $1,542,135
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 $1,522,493 $1,522,493 0.10 $1,520,556
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,519,645 $1,519,645 0.10 $1,518,948
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,519,141 $1,519,141 0.10 $1,517,651
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 $1,514,823 $1,514,823 0.10 $1,512,819
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 1,528,000 $1,512,984 $1,512,984 0.10 $1,508,810
Gracie Point International Funding, Series 2025-1 C 6.39285% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,511,371 $1,511,371 0.10 $1,505,771
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,507,770 $1,507,770 0.10 $1,506,324
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,504,199 $1,504,199 0.10 $1,492,894
Tesla Sustainable Energy Business Trust 2026-1|5.73|05/20/2052, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,499,620 $1,499,620 0.10 $1,499,620
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 $1,496,013 $1,496,013 0.10 $1,495,343
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,495,044 $1,495,044 0.10 $1,495,044
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 $1,494,338 $1,494,338 0.10 $1,492,763
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,490,311 $1,490,311 0.10 $1,488,455
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,489,262 $1,489,262 0.10 $1,477,922
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 $1,480,533 $1,480,533 0.10 $1,478,873
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,477,500 $1,479,582 $1,479,582 0.10 $1,475,316
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 1,510,214 $1,454,270 $1,454,270 0.10 $1,450,610
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,446,174 $1,439,304 $1,439,304 0.10 $1,433,881
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 $1,426,462 $1,426,462 0.09 $1,416,282
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 $1,425,629 $1,425,629 0.09 $1,410,119
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,426,602 $1,422,407 $1,422,407 0.09 $1,412,625
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - 1,400,000 $1,414,483 $1,414,483 0.09 $1,405,691
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,407,456 $1,407,456 0.09 $1,407,431
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,416,245 $1,401,292 $1,401,292 0.09 $1,400,733
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,396,935 $1,396,935 0.09 $1,390,524
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,385,471 $1,387,914 $1,387,914 0.09 $1,386,503
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,379,941 $1,379,941 0.09 $1,367,242
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,378,637 $1,378,637 0.09 $1,373,149
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 $1,355,142 $1,355,142 0.09 $1,353,699
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 $1,351,544 $1,351,544 0.09 $1,350,155
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,318,352 $1,329,732 $1,329,732 0.09 $1,319,197
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,320,856 $1,329,035 $1,329,035 0.09 $1,313,715
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - 1,558,446 $1,306,152 $1,306,152 0.09 $1,301,732
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,298,420 $1,302,270 $1,302,270 0.09 $1,292,801
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,288,206 $1,301,436 $1,301,436 0.09 $1,291,201
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 $1,270,488 $1,270,488 0.08 $1,268,534
Great Wolf Trust 2024-WOLF C 6.01809% 15-MAR-2039, 6.02%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,266,258 $1,266,258 0.08 $1,264,783
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,275,000 $1,257,385 $1,257,385 0.08 $1,255,970
COMM 2024-WCL1 Mortgage Trust C 6.517% 17-JUN-2041, 6.52%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 1,250,000 $1,256,982 $1,256,982 0.08 $1,255,398
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24014% 20-OCT-2032, 6.23%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,232,560 $1,241,085 $1,241,085 0.08 $1,240,659
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 $1,229,367 $1,229,367 0.08 $1,228,098
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,221,037 $1,221,037 0.08 $1,215,025
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,209,627 $1,209,627 0.08 $1,206,984
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,200,000 $1,204,729 $1,204,729 0.08 $1,196,077
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 $1,204,251 $1,204,251 0.08 $1,202,651
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 $1,203,054 $1,203,054 0.08 $1,201,551
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,190,290 $1,201,865 $1,201,865 0.08 $1,192,588
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 $1,184,799 $1,184,799 0.08 $1,183,126
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - 1,175,000 $1,183,120 $1,183,120 0.08 $1,175,279
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 $1,182,712 $1,182,712 0.08 $1,180,728
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 $1,180,526 $1,180,526 0.08 $1,173,856
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14014% 20-MAR-2033, 7.13%, 03/21/33 HACLN 2025-1 446438TA1 - 1,166,791 $1,172,764 $1,172,764 0.08 $1,172,302
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,101,410 $1,157,080 $1,157,080 0.08 $1,097,504
Arixa Mortgage Trust 2026-RTL1|6.051|05/25/2031, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,155,996 $1,155,996 0.08 $1,155,996
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,199,346 $1,150,679 $1,150,679 0.08 $1,145,582
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 $1,145,528 $1,145,528 0.08 $1,144,170
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,110,924 $1,127,692 $1,127,692 0.07 $1,126,197
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,120,620 $1,120,620 0.07 $1,118,434
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,068,892 $1,112,816 $1,112,816 0.07 $1,111,127
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 1,109,754 $1,109,263 $1,109,263 0.07 $1,101,011
OBX 2026-HE1 Trust M2 5.44516% 25-FEB-2056, 5.45%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,108,411 $1,108,411 0.07 $1,103,919
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79014% 20-MAY-2032, 6.78%, 05/20/32 HACLN 2024-1 44644NAC3 - 1,094,876 $1,105,774 $1,105,774 0.07 $1,105,362
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,100,872 $1,101,234 $1,101,234 0.07 $1,100,882
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,091,174 $1,094,359 $1,094,359 0.07 $1,085,959
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 $1,064,624 $1,064,624 0.07 $1,059,263
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,059,112 $1,059,112 0.07 $1,055,346
BX Trust 2024-CNYN C 5.59587% 15-APR-2041, 5.57%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,051,166 $1,051,166 0.07 $1,050,030
BX Trust 2024-VLT4 D 6.067142% 15-JUN-2041, 6.07%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,050,644 $1,050,644 0.07 $1,049,399
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,045,857 $1,045,857 0.07 $1,044,140
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,025,566 $1,025,566 0.07 $1,024,011
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 1,015,651 $1,024,585 $1,024,585 0.07 $1,019,851
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,061,057 $1,022,756 $1,022,756 0.07 $1,016,368
LIFE 2021-BMR Mortgage Trust E 5.492% 15-MAR-2038, 5.49%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $1,022,374 $1,022,374 0.07 $1,021,253
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,020,847 $1,020,847 0.07 $1,019,598
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 $1,017,761 $1,017,761 0.07 $1,012,695
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 $1,008,715 $1,008,715 0.07 $1,006,100
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 $1,008,075 $1,008,075 0.07 $1,003,762
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - 1,000,000 $1,003,296 $1,003,296 0.07 $1,001,854
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - 996,582 $1,000,760 $1,000,760 0.07 $993,125
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $997,369 $997,369 0.07 $991,421
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $995,928 $995,928 0.07 $991,173
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $995,020 $995,020 0.07 $991,033
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 986,119 $989,479 $989,479 0.07 $986,118
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $981,543 $981,543 0.06 $979,880
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 977,375 $972,924 $972,924 0.06 $966,285
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 $953,143 $953,143 0.06 $951,613
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 943,280 $940,855 $940,855 0.06 $934,315
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 926,050 $933,732 $933,732 0.06 $931,170
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 $929,933 $929,933 0.06 $928,730
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 934,986 $921,062 $921,062 0.06 $915,763
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 $918,713 $918,713 0.06 $913,782
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 921,000 $911,064 $911,064 0.06 $904,077
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 $909,098 $909,098 0.06 $902,728
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $907,009 $907,009 0.06 $903,641
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 856,552 $900,674 $900,674 0.06 $899,158
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 896,236 $897,508 $897,508 0.06 $896,548
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
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 876,284 $886,432 $886,432 0.06 $879,284
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 864,035 $877,675 $877,675 0.06 $876,344
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $850,143 $850,143 0.06 $843,546
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $843,035 $843,035 0.06 $839,739
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $838,793 $838,793 0.06 $837,564
BX Trust 2026-CIP D 5.75% 15-MAY-2028, 5.75%, 05/15/38 BX 2026-CIP 123917AG1 - 826,000 $827,859 $827,859 0.05 $827,727
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 833,166 $825,434 $825,434 0.05 $823,247
Connecticut Avenue Securities Trust 2022-R07 1M2 8.29516% 25-JUN-2042, 8.30%, 06/25/42 CAS 2022-R07 20754MCB1 - 783,000 $816,530 $816,530 0.05 $812,020
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $812,685 $812,685 0.05 $809,039
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 $801,917 $801,917 0.05 $799,187
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64014% 20-OCT-2032, 7.63%, 10/20/32 HACLN 2024-2 44644NAK5 - 783,960 $780,502 $780,502 0.05 $780,170
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $776,057 $776,057 0.05 $770,205
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $773,961 $773,961 0.05 $772,810
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 $748,238 $748,238 0.05 $745,424
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 $737,690 $737,690 0.05 $734,489
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 732,444 $732,258 $732,258 0.05 $726,880
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.11879% 25-OCT-2057, 8.12%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 681,344 $727,075 $727,075 0.05 $723,233
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $722,678 $722,678 0.05 $720,389
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 $719,283 $719,283 0.05 $719,088
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84516% 25-NOV-2041, 9.85%, 11/25/41 CAS 2021-R02 20754KAJ0 - 683,000 $703,986 $703,986 0.05 $699,317
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 666,667 $690,643 $690,643 0.05 $690,266
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
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 666,667 $668,306 $668,306 0.04 $668,055
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 $665,407 $665,407 0.04 $663,884
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 661,512 $661,536 $661,536 0.04 $658,906
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 $657,806 $657,806 0.04 $655,226
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 640,516 $657,566 $657,566 0.04 $656,460
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 $656,831 $656,831 0.04 $656,082
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 $630,841 $630,841 0.04 $627,297
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 649,400 $611,937 $611,937 0.04 $610,147
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.30%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $610,605 $610,605 0.04 $608,206
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 567,573 $578,072 $578,072 0.04 $577,173
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $565,013 $565,013 0.04 $561,644
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - $557,474 $557,474 0.04 $0
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $545,379 $545,379 0.04 $544,370
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 531,969 $544,171 $544,171 0.04 $541,298
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 531,969 $538,502 $538,502 0.04 $536,312
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 534,825 $536,685 $536,685 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 $518,788 $518,788 0.03 $516,869
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $511,973 $511,973 0.03 $511,181
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 $510,997 $510,997 0.03 $510,932
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 $509,882 $509,882 0.03 $509,264
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $508,288 $508,288 0.03 $507,702
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 $507,423 $507,423 0.03 $506,738
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - 500,000 $507,410 $507,410 0.03 $506,843
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - 500,000 $505,217 $505,217 0.03 $504,970
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $504,937 $504,937 0.03 $502,600
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $504,249 $504,249 0.03 $503,609
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 503,292 $504,170 $504,170 0.03 $500,522
National Commercial Mortgage Trust 2026-IND|5.8|06/15/2043, 5.80%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $500,000 $500,000 0.03 $500,000
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 $494,580 $494,580 0.03 $494,163
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 486,680 $492,608 $492,608 0.03 $488,247
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64516% 25-JUN-2042, 15.65%, 06/25/42 CAS 2022-R07 20754MAL1 - 432,557 $486,854 $486,854 0.03 $482,154
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 463,588 $471,122 $471,122 0.03 $470,316
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 $467,395 $467,395 0.03 $465,074
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $460,711 $460,711 0.03 $459,967
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 441,452 $449,799 $449,799 0.03 $449,596
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89014% 20-SEP-2033, 6.88%, 09/20/33 HACLN 2025-2 44644NAR0 - 446,437 $446,959 $446,959 0.03 $446,789
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $420,314 $420,314 0.03 $419,698
BXHPP Trust 2021-FILM A 4.392% 15-AUG-2036, 4.39%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $415,259 $415,259 0.03 $414,886
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 405,041 $406,946 $406,946 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 $405,949 $405,949 0.03 $405,422
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 $403,344 $403,344 0.03 $402,586
BX Commercial Mortgage Trust 2026-CSMO C 5.62709% 15-FEB-2043, 5.63%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,162 $402,162 0.03 $401,724
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 393,162 $389,313 $389,313 0.03 $389,161
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89014% 20-MAY-2032, 8.88%, 05/20/32 HACLN 2024-1 44644NAD1 - 378,995 $383,228 $383,228 0.03 $383,041
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 381,750 $382,665 $382,665 0.03 $382,149
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - 375,000 $380,588 $380,588 0.03 $380,387
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
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $371,962 $371,962 0.02 $369,211
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.11879% 25-OCT-2057, 7.12%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 348,507 $368,082 $368,082 0.02 $366,359
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - 364,478 $367,394 $367,394 0.02 $364,478
DBGS 2021-W52 Mortgage Trust B 5.6387% 15-JAN-2038, 5.64%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $363,720 $363,720 0.02 $363,318
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 350,399 $352,117 $352,117 0.02 $351,972
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $342,399 $342,399 0.02 $342,010
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 $338,118 $338,118 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 - 380,402 $334,234 $334,234 0.02 $331,800
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39516% 25-JUN-2043, 8.40%, 06/25/43 CAS 2023-R05 207942AC7 - 310,000 $331,052 $331,052 0.02 $329,244
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - 321,901 $323,670 $323,670 0.02 $321,949
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $314,211 $314,211 0.02 $313,727
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 $313,822 $313,822 0.02 $313,347
BX Commercial Mortgage Trust 2024-MF C 5.56799% 15-FEB-2039, 5.57%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,021 $311,021 0.02 $310,685
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 $302,106 $302,106 0.02 $300,925
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 $301,382 $301,382 0.02 $300,770
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $299,028 $299,028 0.02 $296,797
CSMC 2021-BHAR E 7.242% 15-NOV-2038, 7.24%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $297,344 $297,344 0.02 $296,921
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 $291,890 $291,890 0.02 $291,221
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,154 $283,154 0.02 $282,882
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19516% 25-FEB-2050, 5.20%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 281,296 $275,575 $275,575 0.02 $274,560
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 $274,551 $274,551 0.02 $274,309
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $266,413 $266,413 0.02 $266,141
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 253,028 $254,869 $254,869 0.02 $254,631
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 $254,281 $254,281 0.02 $253,914
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 $252,780 $252,780 0.02 $252,402
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 $246,947 $246,947 0.02 $246,355
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 233,722 $235,282 $235,282 0.02 $234,966
BXHPP Trust 2021-FILM B 4.642% 15-AUG-2036, 4.64%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $232,747 $232,747 0.02 $232,521
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $232,052 $232,052 0.02 $230,190
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 227,032 $230,752 $230,752 0.02 $229,704
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,786 $212,786 0.01 $212,360
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $212,566 $212,566 0.01 $211,057
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,429 $203,429 0.01 $203,060
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 201,247 $202,543 $202,543 0.01 $200,686
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 $190,048 $190,048 0.01 $189,806
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 184,608 $184,766 $184,766 0.01 $184,039
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 177,370 $180,181 $180,181 0.01 $179,341
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 $178,855 $178,855 0.01 $178,620
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 $177,587 $177,587 0.01 $176,629
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $157,986 $157,986 0.01 $157,536
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - 151,660 $151,462 $151,462 0.01 $151,371
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 176,770 $134,148 $134,148 0.01 $133,962
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 $131,556 $131,556 0.01 $131,451
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 127,060 $127,523 $127,523 0.01 $127,360
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 107,793 $107,987 $107,987 0.01 $107,885
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 105,066 $107,616 $107,616 0.01 $106,994
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,926 $100,926 0.01 $100,608
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,642 $100,642 0.01 $100,331
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,536 $92,536 0.01 $92,223
Ginnie Mae REMIC Trust 2005-065 FA 3.92549% 20-AUG-2035, 3.87%, 08/20/35 GNR 2005-65 38374LL25 - 91,119 $90,062 $90,062 0.01 $90,042
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - 88,117 $87,904 $87,904 0.01 $87,882
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 $81,436 $81,436 0.01 $81,321
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,296 $71,296 0.00 $71,035
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 $35,335 $35,335 0.00 $35,206
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 $35,250 $35,250 0.00 $34,996
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - 23,775 $23,839 $23,839 0.00 $23,812
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 20,681 $20,878 $20,878 0.00 $20,778
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 $11,041 $11,041 0.00 $11,025
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - 783.00 $83,652,539 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - 6,137 $1,266,523,375 $0 0.00 $0
US ULTRA BOND CBT Jun26 JUN 26 WNM6 FUTURES_USD - -109.00 $-12,286,344 $0 0.00 $0
US 10yr Ultra Fut Jun26 JUN 26 UXYM6 FUTURES_USD - -286.00 $-31,799,625 $0 0.00 $0
US 10YR NOTE (CBT)Jun26 JUN 26 TYM6 FUTURES_USD - -219.00 $-23,922,328 $0 0.00 $0
ESM6 18Jun26 Put (AMERICAN PHYSICAL) 5725 ESM6P ESM6 INDEX $5,725.00 -105.00 $39,196,500 $-9,188 0.00 $-9,188
ESM6 18Jun26 Call (AMERICAN PHYSICAL) 6900 ESM6C ESM6 INDEX $6,900.00 -105.00 $-39,196,500 $-3,054,188 -0.20 $-3,054,188
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/11/26 FNCL 01F022667 - -189,990,000 $-157,332,049 $-157,332,049 -10.41 $-157,332,049
SEGREGATED CASH SEGCASH $0.00 16,310,000 $16,310,000 $16,310,000 1.08 $16,310,000
US DOLLARS USD MD_142224 - -467,839,397 $-467,839,397 $-467,839,397 -30.96 $-467,839,397
Janus Henderson AAA CLO ETF 07/23/26 JAAA US 47103U845 $50.80 1,389,289 $70,381,381 $41,679 0.00 $41,679
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $60,035,545 $35,552 0.00 $35,552
S&P500 EMINI FUT Jun26 JUN 26 ESM6 FUTURES_USD - 78.00 $29,117,400 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,268,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $120,462,500 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,403,125 $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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