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 September 22, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/13/26 FNCL 01F0606A8 - 139,241,500 $139,048,372 $139,048,372 8.99 $139,048,372
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - 129,985,000 $123,324,959 $123,324,959 7.98 $123,324,959
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 90,700,000 $74,585,784 $74,585,784 4.83 $74,585,784
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 78,790,000 $70,634,368 $70,634,368 4.57 $70,634,368
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 40,163,000 $40,991,964 $40,991,964 2.66 $40,991,964
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - 20,338,000 $19,817,368 $19,817,368 1.29 $19,817,368
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.14319% 25-FEB-2042, 12.14%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,471,925 $17,471,925 1.14 $17,307,341
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.44319% 25-NOV-2041, 11.44%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $17,014,184 $17,014,184 1.11 $16,860,555
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89319% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 16,863,963 $17,002,707 $17,002,707 1.10 $16,868,310
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,701,841 $16,701,841 1.08 $16,571,461
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,868,035 $15,868,035 1.02 $15,746,246
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.64319% 25-DEC-2041, 10.64%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,344,141 $15,344,141 0.99 $15,215,465
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64319% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,241,757 $15,241,757 0.98 $15,125,558
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.14319% 25-OCT-2041, 11.14%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,705,780 $14,705,780 0.95 $14,531,751
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,643,487 $12,643,487 0.82 $12,440,195
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,141,566 $12,141,566 0.78 $12,030,000
ALA Trust 2025-OANA A 5.55963% 15-JUN-2040, 5.56%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,101,357 $12,101,357 0.78 $12,086,465
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,129,577 $11,129,577 0.72 $11,016,581
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,138,369 $10,138,369 0.65 $10,123,964
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,115,973 $10,115,973 0.65 $10,093,080
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,033,260 $10,033,260 0.65 $9,995,772
BX Trust 2025-VLT7 E 7.56676% 15-JUL-2044, 7.57%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,919,396 $9,919,396 0.64 $9,843,317
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,606,698 $9,606,698 0.62 $9,334,621
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,856,766 $8,856,766 0.57 $8,754,301
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,664,596 $8,664,596 0.56 $8,654,080
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,602,792 $8,602,792 0.56 $8,348,983
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,575,452 $8,545,093 $8,545,093 0.55 $8,476,223
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,085,052 $8,085,052 0.52 $8,010,241
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.74319% 25-JAN-2042, 10.74%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 7,698,980 $7,938,741 $7,938,741 0.51 $7,872,112
HILT 2025-NVIL A 5.55976% 15-JUL-2042, 5.56%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,422,029 $7,422,029 0.48 $7,412,886
Extended Stay America Trust 2025-ESH B 5.41676% 15-OCT-2042, 5.42%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,218,054 $7,218,054 0.47 $7,178,958
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,984,545 $6,984,545 0.45 $6,940,797
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,894,390 $6,894,390 0.45 $6,869,827
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.39319% 25-FEB-2042, 7.39%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,761,127 $6,761,127 0.44 $6,721,515
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,677,401 $6,677,401 0.43 $6,624,875
Great Wolf Trust 2024-WOLF D 6.70676% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,644,760 $6,644,760 0.43 $6,634,919
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,594,748 $6,594,748 0.43 $6,591,733
Connecticut Avenue Securities, Series 2021-R03 1B2 9.14319% 25-DEC-2041, 9.14%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,592,777 $6,592,777 0.43 $6,545,049
PNW Trust 2026-ARTE A 5.52802% 15-APR-2041, 5.53%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,499,860 $6,499,860 0.42 $6,491,875
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,438,324 $6,438,324 0.42 $6,411,019
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,387,053 $6,387,053 0.41 $6,345,869
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,359,101 $6,359,101 0.41 $6,349,363
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.97%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,322,712 $6,322,712 0.41 $6,314,359
SMRT Commercial Mortgage Trust 2022-MINI D 5.76676% 15-JAN-2039, 5.77%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,279,560 $6,279,560 0.41 $6,243,406
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.29319% 25-FEB-2045, 5.29%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 6,176,241 $6,221,835 $6,221,835 0.40 $6,195,500
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 6,237,678 $6,218,454 $6,218,454 0.40 $6,209,624
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,160,854 $6,153,807 $6,153,807 0.40 $6,103,964
BX Trust 2025-TAIL D 6.26676% 15-JUN-2035, 6.27%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,043,820 $6,043,820 0.39 $6,006,033
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,868,024 $5,868,024 0.38 $5,865,639
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,800,767 $5,800,767 0.37 $5,767,797
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,727,769 $5,727,769 0.37 $5,664,892
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.03175% 25-OCT-2057, 6.03%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,514,276 $5,706,795 $5,706,795 0.37 $5,680,002
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,674,915 $5,674,915 0.37 $5,627,125
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,660,437 $5,660,437 0.37 $5,610,402
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,627,491 $5,651,882 $5,651,882 0.37 $5,605,314
BX Trust 2024-CNYN D 6.50685% 15-APR-2041, 6.51%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,631,960 $5,631,960 0.36 $5,623,862
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,617,617 $5,617,617 0.36 $5,562,579
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $5,588,039 $5,588,039 0.36 $5,581,217
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,740,616 $5,553,766 $5,553,766 0.36 $5,520,598
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.14319% 25-MAY-2045, 5.14%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,538,284 $5,538,284 0.36 $5,515,452
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,492,440 $5,492,440 0.35 $5,450,255
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 5,481,934 $5,481,934 $5,481,934 0.35 $5,481,934
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,505,665 $5,452,963 $5,452,963 0.35 $5,407,609
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,446,244 $5,446,244 0.35 $5,423,716
Ellington Financial Operating Partnership LLC 7.375% 30-SEP-2030, 7.38%, 09/30/30 EFC 31574BAB2 - 5,274,000 $5,443,598 $5,443,598 0.35 $5,256,682
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,404,448 $5,404,448 0.35 $5,385,429
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,344,489 $5,344,489 0.35 $5,337,308
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,478,406 $5,306,561 $5,306,561 0.34 $5,273,721
SWCH Commercial Mortgage Trust 2025-DATA E 7.15698% 15-FEB-2042, 7.16%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,282,083 $5,282,083 0.34 $5,273,590
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 $5,248,982 $5,248,982 0.34 $5,246,517
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.14%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,197,014 $5,197,014 0.34 $5,175,602
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,191,046 $5,191,046 0.34 $5,161,118
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,130,704 $5,130,704 0.33 $4,999,608
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,083,190 $5,083,190 0.33 $5,032,146
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,083,169 $5,083,169 0.33 $5,064,211
Atlantic Avenue 2026-5 D1 6.943076% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,069,759 $5,069,759 0.33 $5,056,246
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,056,352 $5,056,352 0.33 $5,034,331
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,048,802 $5,048,802 0.33 $5,004,600
BX Trust 2025-DIME E 6.81676% 15-FEB-2035, 6.82%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,020,063 $5,020,063 0.32 $5,012,489
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,012,971 $5,012,971 0.32 $4,962,048
SCG Trust 2025-SNIP E 7.21676% 15-SEP-2042, 7.22%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,008,016 $5,008,016 0.32 $4,999,997
Connecticut Avenue Securities Trust 2022-R03 1B2 13.49319% 25-MAR-2042, 13.49%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,997,798 $4,997,798 0.32 $4,946,233
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,964,615 $4,964,615 0.32 $4,941,382
SCG Commercial Mortgage Trust 2025-DLFN E 6.76676% 15-MAR-2035, 6.77%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,919,023 $4,919,023 0.32 $4,911,649
Extended Stay America Trust 2026-ESH2 D 6.06676% 15-FEB-2043, 6.07%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,854,470 $4,854,470 0.31 $4,847,962
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,845,363 $4,845,363 0.31 $4,807,069
BX Commercial Mortgage Trust 2024-MF D 6.50658% 15-FEB-2039, 6.51%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,844,754 $4,844,754 0.31 $4,837,777
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,837,264 $4,837,264 0.31 $4,814,879
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,768,175 $4,768,175 0.31 $4,730,574
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,722,325 $4,762,041 $4,762,041 0.31 $4,738,002
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,665,183 $4,665,183 0.30 $4,626,712
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,642,333 $4,642,333 0.30 $4,604,243
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,600,733 $4,600,733 0.30 $4,569,533
NRTH Commercial Mortgage Trust 2025-PARK B 5.45968% 15-OCT-2040, 5.46%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,531,198 $4,531,198 0.29 $4,506,590
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 $4,489,867 $4,489,867 0.29 $4,488,195
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,472,498 $4,437,673 $4,437,673 0.29 $4,437,673
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,399,322 $4,399,322 0.28 $4,365,020
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,392,599 $4,392,599 0.28 $4,369,698
GWT Commercial Mortgage Trust 2024-WLF2 E 7.45519% 15-MAY-2041, 7.46%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,349,940 $4,349,940 0.28 $4,342,779
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.29%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,347,192 $4,347,192 0.28 $4,308,212
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,326,073 $4,326,073 0.28 $4,307,278
COMM 2024-WCL1 Mortgage Trust D 7.106% 17-JUN-2041, 7.11%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,279,794 $4,279,794 0.28 $4,249,363
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,251,941 $4,222,374 $4,222,374 0.27 $4,188,687
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,205,740 $4,205,740 0.27 $4,194,051
Oracle Corporation Depositary Shs Repr 1/2,000th Int 6.50% Mand Con Pfd Shs Ser -D-, 6.50%, 01/15/29 ORCL 68389X204 - 88,850 $4,175,950 $4,175,950 0.27 $4,175,950
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.28175% 25-OCT-2057, 6.28%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 3,983,413 $4,134,011 $4,134,011 0.27 $4,113,854
GGP Trust 2026-2PAK A 5.83237% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,205,087 $4,126,821 $4,126,821 0.27 $4,111,334
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,107,786 $4,107,786 0.27 $4,076,485
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,059,177 $4,077,039 $4,077,039 0.26 $4,043,185
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,072,217 $4,065,075 $4,065,075 0.26 $4,045,573
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,142,308 $4,056,093 $4,056,093 0.26 $4,051,408
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 $4,007,445 $4,007,445 0.26 $3,999,147
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,988,605 $3,988,605 0.26 $3,983,956
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,025,180 $3,976,301 $3,976,301 0.26 $3,947,417
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,959,272 $3,959,272 0.26 $3,919,313
BX Trust 2024-VLT4 E 6.706164% 15-JUN-2041, 6.71%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,930,579 $3,930,579 0.25 $3,924,649
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,796,061 $3,796,061 0.25 $3,765,732
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,782,942 $3,782,942 0.24 $3,766,097
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,779,395 $3,779,395 0.24 $3,747,361
JW Commercial Mortgage Trust 2026-MRCO B 5.51676% 15-JUN-2039, 5.52%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,764,595 $3,764,595 0.24 $3,759,998
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,773,041 $3,760,425 $3,760,425 0.24 $3,618,124
FREMF 2023-K511 Mortgage Trust C 5.821717% 25-NOV-2028, 5.83%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,759,895 $3,759,895 0.24 $3,726,230
BMP Commercial Mortgage Trust 2024-MF23 D 6.20725% 15-JUN-2041, 6.21%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,758,675 $3,758,675 0.24 $3,753,502
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,720,574 $3,753,279 $3,753,279 0.24 $3,731,870
LEX Trust 2026-450 D 6.16676% 15-MAR-2043, 6.17%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,738,514 $3,738,514 0.24 $3,715,567
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,720,865 $3,720,865 0.24 $3,689,541
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,701,268 $3,701,268 0.24 $3,682,684
BLP Trust 2025-IND2 D 6.46676% 15-DEC-2042, 6.47%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,675,778 $3,686,678 $3,686,678 0.24 $3,681,395
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,682,404 $3,682,404 0.24 $3,682,404
BX Commercial Mortgage Trust 2024-XL5 D 6.50656% 15-MAR-2041, 6.51%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,588,809 $3,588,809 0.23 $3,583,648
Extended Stay America Trust 2025-ESH E 7.16676% 15-OCT-2042, 7.17%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,555,446 $3,555,446 0.23 $3,529,972
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,552,869 $3,552,869 0.23 $3,521,504
Extended Stay America Trust 2025-ESH D 6.41676% 15-OCT-2042, 6.42%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,550,506 $3,550,506 0.23 $3,527,844
Ally Bank Auto Credit-Linked Notes, Series 2026-B E 6.815% 15-JUN-2034, 6.82%, 06/15/34 ABCLN 2026-B 02009FAE3 - 3,541,845 $3,545,336 $3,545,336 0.23 $3,539,973
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,547,082 $3,534,440 $3,534,440 0.23 $3,517,820
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,483,481 $3,521,062 $3,521,062 0.23 $3,487,259
SCG Trust 2025-SNIP D 6.41676% 15-SEP-2042, 6.42%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,513,764 $3,513,764 0.23 $3,508,773
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,456,430 $3,456,430 0.22 $3,440,788
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,428,412 $3,428,412 0.22 $3,414,315
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,394,113 $3,394,113 0.22 $3,380,501
BAY Trust 2026-MDWS C 6.20916% 15-JUN-2041, 6.21%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,364,767 $3,364,767 0.22 $3,360,098
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,342,832 $3,342,832 0.22 $3,313,796
SWVP Trust 2026-PNCL A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,330,834 $3,330,834 0.22 $3,330,834
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,309,050 $3,309,050 0.21 $3,283,394
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,291,281 $3,284,227 $3,284,227 0.21 $3,258,236
BX Commercial Mortgage Trust 2026-XL6 D 5.91676% 15-MAR-2043, 5.92%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,245,856 $3,245,856 0.21 $3,241,609
CSDC Finance I LLC|7.875|10/01/2031, 7.88%, 10/01/31 CLSPRK 126315AA8 - 3,263,000 $3,245,012 $3,245,012 0.21 $3,242,871
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,244,226 $3,244,226 0.21 $3,232,046
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,231,408 $3,231,408 0.21 $3,229,288
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,196,284 $3,203,003 $3,203,003 0.21 $3,187,652
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,202,362 $3,185,803 $3,185,803 0.21 $3,181,417
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.50767% 25-SEP-2048, 11.51%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,175,005 $3,175,005 0.21 $3,149,077
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,157,548 $3,157,548 0.20 $3,151,084
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,150,038 $3,150,038 0.20 $3,134,874
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,146,620 $3,146,620 0.20 $3,131,790
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,136,172 $3,136,172 0.20 $3,134,721
Millrose Properties Inc|6.75|10/15/2031, 6.75%, 10/15/31 MRP 601137AD4 - 3,131,000 $3,131,000 $3,131,000 0.20 $3,131,000
BX Trust 2025-LUNR D 6.31676% 15-JUN-2040, 6.32%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,125,938 $3,125,938 0.20 $3,121,568
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,113,027 $3,125,338 $3,125,338 0.20 $3,099,914
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,118,822 $3,118,822 0.20 $3,099,330
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 $3,112,935 $3,112,935 0.20 $3,086,260
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.64319% 25-MAR-2042, 10.64%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,110,795 $3,110,795 0.20 $3,085,074
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 $3,101,248 $3,101,248 0.20 $3,099,767
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,093,916 $3,093,916 0.20 $3,065,911
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 $3,091,412 $3,091,412 0.20 $3,087,090
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,080,143 $3,080,143 0.20 $3,066,551
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 6.99%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,975,000 $3,068,453 $3,068,453 0.20 $3,051,693
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,064,972 $3,064,972 0.20 $3,059,423
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,040,975 $3,040,975 0.20 $3,018,047
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 3,011,897 $3,025,242 $3,025,242 0.20 $3,021,394
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 $3,009,871 $3,009,871 0.19 $2,996,525
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,009,183 $3,009,183 0.19 $3,002,522
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,009,045 $3,009,008 $3,009,008 0.19 $3,009,008
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.21727% 25-APR-2056, 5.22%, 04/25/56 GRADE 2026-HB1 795939AC1 - 2,982,434 $3,001,919 $3,001,919 0.19 $2,989,384
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,010,551 $2,974,541 $2,974,541 0.19 $2,952,277
NATL Commercial Mortgage Trust 2026-IND E 6.96676% 15-JUN-2043, 6.97%, 06/15/43 NATL 2026-IND 62881KAJ8 - 2,949,810 $2,954,375 $2,954,375 0.19 $2,949,808
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 $2,948,824 $2,948,824 0.19 $2,925,329
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,944,711 $2,944,711 0.19 $2,920,227
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,926,292 $2,926,292 0.19 $2,903,837
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,942,409 $2,922,885 $2,922,885 0.19 $2,901,647
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,899,528 $2,899,528 0.19 $2,887,010
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 2,895,755 $2,897,195 $2,897,195 0.19 $2,881,864
SCG Commercial Mortgage Trust 2025-FLWR E 6.56676% 15-AUG-2042, 6.57%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,875,017 $2,875,017 0.19 $2,870,834
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,857,970 $2,857,970 0.18 $2,854,543
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,850,281 $2,850,281 0.18 $2,835,661
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 $2,831,967 $2,831,967 0.18 $2,828,358
BX Trust 2026-CART D 5.71676% 15-FEB-2036, 5.72%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,815,704 $2,815,704 0.18 $2,748,437
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,808,168 $2,808,168 0.18 $2,797,908
QTS Issuer ABS II, Series 2026-1 B_2601 6.729% 05-JAN-2056, 6.73%, 01/05/56 QTSII 2026-1A 74690FAS5 - 2,887,069 $2,795,105 $2,795,105 0.18 $2,785,391
Great Wolf Trust 2024-WOLF G 9.25276% 15-MAR-2039, 9.25%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,785,229 $2,785,229 0.18 $2,759,388
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,777,611 $2,777,611 0.18 $2,772,907
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,775,030 $2,770,473 $2,770,473 0.18 $2,767,075
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,768,890 $2,768,890 0.18 $2,758,064
JW Commercial Mortgage Trust 2026-MRCO D 6.26676% 15-JUN-2039, 6.27%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,767,673 $2,767,673 0.18 $2,763,843
Switch ABS Issuer, Series 2025-1 A2_2501 5.036% 25-MAR-2055, 5.04%, 03/25/55 SWTCH 2025-1A 871044AL7 - 2,865,000 $2,731,890 $2,731,890 0.18 $2,720,668
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,750,160 $2,700,444 $2,700,444 0.17 $2,680,129
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 $2,697,085 $2,697,085 0.17 $2,682,300
BX Trust 2025-ROIC E 6.75805% 15-FEB-2042, 6.76%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,685,748 $2,685,748 0.17 $2,681,721
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,685,599 $2,685,599 0.17 $2,660,628
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,675,089 $2,683,180 $2,683,180 0.17 $2,670,060
NetCredit Combined Receivables B 2026-B A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,668,063 $2,682,562 $2,682,562 0.17 $2,667,992
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,675,328 $2,675,328 0.17 $2,671,488
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,612,877 $2,669,881 $2,669,881 0.17 $2,643,209
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,619,579 $2,641,091 $2,641,091 0.17 $2,618,316
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,630,410 $2,630,410 0.17 $2,618,015
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.44319% 25-JUL-2048, 5.44%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,591,921 $2,605,788 $2,605,788 0.17 $2,594,423
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,605,661 $2,605,661 0.17 $2,571,916
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,599,617 $2,599,617 0.17 $2,592,632
BX Commercial Mortgage Trust 2026-CSMO D 6.26676% 15-FEB-2043, 6.27%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,595,930 $2,595,930 0.17 $2,592,337
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,581,464 $2,581,464 0.17 $2,578,185
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,605,210 $2,575,027 $2,575,027 0.17 $2,565,347
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 $2,537,740 $2,537,740 0.16 $2,506,184
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,574,000 $2,537,450 $2,537,450 0.16 $2,522,208
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 $2,534,023 $2,534,023 0.16 $2,522,929
PFDR Trust 2026-DLVR C 6.31676% 15-JUN-2043, 6.32%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,528,912 $2,528,912 0.16 $2,512,988
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,554,576 $2,516,261 $2,516,261 0.16 $2,509,307
BX Commercial Mortgage Trust 2024-AIR2 D 6.60745% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,515,008 $2,515,008 0.16 $2,498,460
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,508,600 $2,508,600 0.16 $2,507,286
NYC Commercial Mortgage Trust 2025-3BP D 6.25801% 15-FEB-2042, 6.26%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,505,491 $2,505,491 0.16 $2,502,015
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,505,205 $2,505,205 0.16 $2,495,375
OnDeck Asset Securitization Trust LLC|6.73|10/18/2032, 6.73%, 10/18/32 ONDK 2026-1A 67108SAP3 - 2,500,000 $2,501,029 $2,501,029 0.16 $2,499,627
BX Trust 2026-SUMT D 5.9% 15-OCT-2051, 5.85%, 10/15/51 BX 2026-SUMT 05595QAG7 - 2,500,000 $2,500,000 $2,500,000 0.16 $2,500,000
280 Park Avenue 2017-280P Mortgage Trust B 5.027% 15-SEP-2034, 5.12%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,496,685 $2,496,685 0.16 $2,493,839
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,490,521 $2,490,521 0.16 $2,480,896
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,487,132 $2,487,132 0.16 $2,484,132
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,484,259 $2,484,259 0.16 $2,473,361
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,508,998 $2,480,261 $2,480,261 0.16 $2,461,253
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,476,672 $2,476,672 0.16 $2,475,073
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,535,450 $2,465,614 $2,465,614 0.16 $2,458,711
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,465,009 $2,465,009 0.16 $2,463,890
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 $2,461,086 $2,461,086 0.16 $2,457,869
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,460,753 $2,460,753 0.16 $2,449,316
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 $2,449,895 $2,449,895 0.16 $2,440,935
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,448,609 $2,448,609 0.16 $2,437,726
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,443,061 $2,443,061 0.16 $2,433,247
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,439,371 $2,439,371 0.16 $2,430,950
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,431,490 $2,432,387 $2,432,387 0.16 $2,429,625
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 - 2,414,773 $2,425,085 $2,425,085 0.16 $2,414,457
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,396,491 $2,371,337 $2,371,337 0.15 $2,370,933
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 2,342,963 $2,360,061 $2,360,061 0.15 $2,334,886
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 $2,359,349 $2,359,349 0.15 $2,355,579
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,354,598 $2,354,598 0.15 $2,347,103
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,346,673 $2,346,673 0.15 $2,337,787
ALA Trust 2025-OANA D 6.90772% 15-JUN-2040, 6.91%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,341,581 $2,341,581 0.15 $2,338,000
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,340,670 $2,340,670 0.15 $2,309,172
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,328,816 $2,328,816 0.15 $2,318,848
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,325,265 $2,325,265 0.15 $2,291,487
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,320,865 $2,320,865 0.15 $2,317,346
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,357,551 $2,320,747 $2,320,747 0.15 $2,304,020
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,311,964 $2,311,964 0.15 $2,309,224
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 $2,280,495 $2,280,495 0.15 $2,276,283
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,271,317 $2,271,317 0.15 $2,266,322
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,271,448 $2,263,649 $2,263,649 0.15 $2,246,427
JW Commercial Mortgage Trust 2026-MRCO C 5.76676% 15-JUN-2039, 5.77%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,263,139 $2,263,139 0.15 $2,260,256
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,268,027 $2,259,691 $2,259,691 0.15 $2,258,408
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,250,805 $2,250,805 0.15 $2,228,599
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,326,764 $2,245,363 $2,245,363 0.15 $2,231,415
COMM 2024-WCL1 Mortgage Trust C 6.706% 17-JUN-2041, 6.71%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,231,033 $2,231,033 0.14 $2,216,077
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,226,993 $2,226,993 0.14 $2,223,693
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,224,643 $2,224,643 0.14 $2,187,272
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 $2,193,999 $2,193,999 0.14 $2,192,674
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,186,441 $2,186,441 0.14 $2,185,325
RCKT Mortgage Trust 2026-CES9|6.229|09/25/2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,183,281 $2,183,281 0.14 $2,174,990
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,180,209 $2,180,209 0.14 $2,171,164
DBGS 2021-W52 Mortgage Trust C 6.3815% 15-JAN-2038, 6.38%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,144,657 $2,144,657 0.14 $2,130,857
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,126,367 $2,126,367 0.14 $2,097,941
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,121,161 $2,126,047 $2,126,047 0.14 $2,123,488
Connecticut Avenue Securities Trust 2023-R05 1B2 10.49319% 25-JUN-2043, 10.49%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,091,215 $2,091,215 0.14 $2,075,154
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,083,505 $2,083,505 0.13 $2,066,387
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,081,579 $2,081,579 0.13 $2,051,156
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,077,880 $2,077,880 0.13 $2,050,752
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 $2,072,280 $2,072,280 0.13 $2,051,674
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,071,069 $2,071,069 0.13 $2,050,591
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,053,634 $2,068,677 $2,068,677 0.13 $2,058,727
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,052,943 $2,052,943 0.13 $2,048,301
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 2,041,000 $2,050,525 $2,050,525 0.13 $1,982,095
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,035,834 $2,035,834 0.13 $2,007,301
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.13884% 20-FEB-2034, 8.15%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,033,426 $2,034,341 $2,034,341 0.13 $2,033,421
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 2,110,000 $2,033,808 $2,033,808 0.13 $1,979,710
SMRT Commercial Mortgage Trust 2022-MINI F 7.16676% 15-JAN-2039, 7.17%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,033,363 $2,033,363 0.13 $2,018,735
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,032,527 $2,032,527 0.13 $2,031,503
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,031,717 $2,031,717 0.13 $2,018,803
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,028,199 $2,028,199 0.13 $2,025,780
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,050,233 $2,024,172 $2,024,172 0.13 $2,008,938
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,017,292 $2,017,292 0.13 $2,014,145
BOCA Commercial Mortgage Trust 2025-BOCA D 6.31676% 15-DEC-2042, 6.32%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,016,863 $2,016,863 0.13 $2,004,165
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 $2,016,030 $2,016,030 0.13 $2,012,889
FS Commercial Mortgage Trust 2026-PALM D 6.21676% 15-JUL-2041, 6.22%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,014,779 $2,014,779 0.13 $2,002,286
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,042,324 $2,012,052 $2,012,052 0.13 $2,009,721
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.99319% 25-SEP-2041, 6.99%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,011,455 $2,011,455 0.13 $2,000,232
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,008,052 $2,008,052 0.13 $2,005,390
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $2,005,068 $2,005,068 0.13 $1,991,090
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,998,543 $1,998,543 0.13 $1,991,029
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,997,570 $1,997,570 0.13 $1,981,797
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89319% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,995,297 $1,995,297 0.13 $1,981,377
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $1,989,310 $1,989,310 0.13 $1,987,905
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,972,599 $1,972,599 0.13 $1,968,531
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,984,432 $1,971,609 $1,971,609 0.13 $1,953,966
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,969,324 $1,969,324 0.13 $1,953,042
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,986,206 $1,967,733 $1,967,733 0.13 $1,962,326
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 $1,965,620 $1,965,620 0.13 $1,963,185
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,959,147 $1,959,147 0.13 $1,941,634
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,050,864 $1,954,824 $1,954,824 0.13 $1,942,678
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,948,561 $1,948,561 0.13 $1,933,522
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,947,492 $1,947,492 0.13 $1,939,130
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,946,028 $1,946,028 0.13 $1,930,702
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,982,844 $1,945,299 $1,945,299 0.13 $1,930,643
BX Commercial Mortgage Trust 2024-AIR2 C 6.05824% 15-OCT-2041, 6.06%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,935,517 $1,935,517 0.13 $1,923,846
BX Trust 2026-CIP E 6.91676% 15-MAY-2038, 6.92%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,915,668 $1,915,668 0.12 $1,902,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.04319% 25-NOV-2050, 11.04%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,913,642 $1,913,642 0.12 $1,899,706
RCKT Mortgage Trust 2026-CES9|6.627|09/25/2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,912,796 $1,912,796 0.12 $1,905,081
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,901,164 $1,901,164 0.12 $1,898,352
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,889,908 $1,889,908 0.12 $1,881,624
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 1,849,433 $1,871,946 $1,871,946 0.12 $1,868,756
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,887,076 $1,869,978 $1,869,978 0.12 $1,855,668
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,903,530 $1,867,849 $1,867,849 0.12 $1,853,502
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,984,397 $1,864,635 $1,864,635 0.12 $1,855,320
BX Trust 2024-BRBK B 7.74336% 15-OCT-2041, 7.79%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,853,877 $1,853,877 0.12 $1,850,676
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,780,915 $1,792,704 $1,792,704 0.12 $1,777,585
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,792,268 $1,792,268 0.12 $1,790,064
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 $1,790,334 $1,790,334 0.12 $1,782,844
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,622,665 $1,785,438 $1,785,438 0.12 $1,669,779
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 $1,770,367 $1,770,367 0.11 $1,768,410
Santander Bank Auto Credit-Linked Notes, Series 2026-A E 6.807% 15-JUL-2034, 6.81%, 07/17/34 SBCLN 2026-A 80290CDD3 - 1,750,000 $1,751,546 $1,751,546 0.11 $1,748,898
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,748,762 $1,748,762 0.11 $1,746,686
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,727,825 $1,727,825 0.11 $1,725,838
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,725,911 $1,725,911 0.11 $1,718,534
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 $1,723,977 $1,723,977 0.11 $1,721,764
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,710,206 $1,710,206 0.11 $1,702,774
BXHPP Trust 2021-FILM C 5.031% 15-AUG-2036, 5.03%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,706,002 $1,706,002 0.11 $1,703,822
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.88884% 20-MAR-2033, 5.90%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,705,789 $1,701,532 $1,701,532 0.11 $1,700,973
Extended Stay America Trust 2025-ESH F 7.91676% 15-OCT-2042, 7.92%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,694,479 $1,694,479 0.11 $1,681,109
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 - 1,666,288 $1,675,148 $1,675,148 0.11 $1,667,098
BFLD Commercial Mortgage Trust 2025-5MW E 7.91263% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,672,784 $1,672,784 0.11 $1,664,504
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,659,197 $1,659,197 0.11 $1,651,572
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,654,357 $1,654,357 0.11 $1,640,344
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,657,906 $1,635,069 $1,635,069 0.11 $1,634,381
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,633,382 $1,633,382 0.11 $1,631,222
Connecticut Avenue Securities Trust 2023-R06 1B2 9.54319% 25-JUL-2043, 9.54%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,629,084 $1,629,084 0.11 $1,617,553
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,629,013 $1,629,013 0.11 $1,615,249
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,605,305 $1,605,305 0.10 $1,598,114
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.64319% 25-MAR-2042, 14.64%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 1,500,000 $1,590,440 $1,590,440 0.10 $1,572,746
BX Commercial Mortgage Trust 2024-WPT D 6.50646% 15-APR-2041, 6.51%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,587,875 $1,587,875 0.10 $1,585,590
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,566,732 $1,572,323 $1,572,323 0.10 $1,563,797
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,550,140 $1,547,252 $1,547,252 0.10 $1,535,653
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,521,842 $1,521,842 0.10 $1,521,842
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,515,187 $1,515,187 0.10 $1,513,327
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 $1,512,900 $1,512,900 0.10 $1,510,686
Gracie Point International Funding, Series 2025-1 C 6.3985% 15-AUG-2028, 6.40%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,510,246 $1,510,246 0.10 $1,504,383
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,510,164 $1,510,164 0.10 $1,508,376
Exeter Select Automobile Receivables Trust 2026-2|7.27|11/15/2034, 7.27%, 11/15/34 ESART 2026-2 301864AJ3 - 1,500,000 $1,499,978 $1,499,978 0.10 $1,499,978
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,497,647 $1,497,647 0.10 $1,486,120
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,494,720 $1,494,720 0.10 $1,487,295
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,492,618 $1,492,618 0.10 $1,490,965
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,491,830 $1,487,843 $1,487,843 0.10 $1,475,541
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,484,644 $1,484,644 0.10 $1,471,975
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,480,529 $1,480,985 $1,480,985 0.10 $1,468,650
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 $1,479,647 $1,479,647 0.10 $1,477,750
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 1,505,206 $1,471,323 $1,471,323 0.10 $1,464,959
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 $1,470,669 $1,470,669 0.09 $1,467,766
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 $1,470,654 $1,470,654 0.09 $1,468,854
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,473,750 $1,470,315 $1,470,315 0.09 $1,461,816
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,461,358 $1,461,358 0.09 $1,461,358
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,451,554 $1,451,554 0.09 $1,439,991
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,441,016 $1,441,016 0.09 $1,440,990
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,397,077 $1,433,841 $1,433,841 0.09 $1,425,953
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,426,983 $1,428,181 $1,428,181 0.09 $1,415,999
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,426,983 $1,423,967 $1,423,967 0.09 $1,412,197
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,385,157 $1,385,157 0.09 $1,378,509
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,377,870 $1,377,870 0.09 $1,369,203
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,292,927 $1,369,589 $1,369,589 0.09 $1,289,646
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 $1,365,015 $1,365,015 0.09 $1,363,366
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,351,734 $1,351,734 0.09 $1,346,043
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,344,998 $1,345,303 $1,345,303 0.09 $1,343,170
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,360,152 $1,338,763 $1,338,763 0.09 $1,333,473
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,327,766 $1,327,766 0.09 $1,314,818
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 $1,317,538 $1,317,538 0.09 $1,315,951
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,309,758 $1,316,894 $1,316,894 0.09 $1,311,362
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,324,898 $1,302,300 $1,302,300 0.08 $1,301,668
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,307,913 $1,298,992 $1,298,992 0.08 $1,296,615
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,307,777 $1,283,853 $1,283,853 0.08 $1,274,711
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,282,546 $1,282,546 0.08 $1,271,899
SWVP Trust 2026-PNCL D 6.85% 15-OCT-2043, 6.85%, 10/15/43 SWVP 2026-PNCL 78504YAG7 - 1,280,000 $1,280,000 $1,280,000 0.08 $1,280,000
Great Wolf Trust 2024-WOLF C 6.20776% 15-MAR-2039, 6.21%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,266,392 $1,266,392 0.08 $1,264,654
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,253,633 $1,253,633 0.08 $1,242,373
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,253,959 $1,237,229 $1,237,229 0.08 $1,222,213
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,239,274 $1,237,059 $1,237,059 0.08 $1,235,051
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,235,308 $1,235,308 0.08 $1,234,664
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,229,326 $1,229,326 0.08 $1,226,465
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,212,809 $1,212,809 0.08 $1,206,574
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 $1,211,755 $1,211,755 0.08 $1,210,038
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,215,607 $1,211,177 $1,211,177 0.08 $1,201,516
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,205,854 $1,205,854 0.08 $1,200,544
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 $1,205,795 $1,205,795 0.08 $1,204,345
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,203,812 $1,203,812 0.08 $1,202,091
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 $1,196,896 $1,196,896 0.08 $1,194,629
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.39319% 25-FEB-2042, 8.39%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,172,269 $1,172,269 0.08 $1,164,534
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 $1,163,942 $1,163,942 0.08 $1,162,029
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,153,360 $1,158,641 $1,158,641 0.07 $1,149,244
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,154,792 $1,150,290 $1,150,290 0.07 $1,140,935
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,146,158 $1,146,158 0.07 $1,140,717
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,163,011 $1,139,675 $1,139,675 0.07 $1,138,199
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,120,424 $1,120,424 0.07 $1,110,843
CPTS 2019-CPT Mortgage Trust C 2.9968% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,119,934 $1,119,934 0.07 $1,117,568
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,117,048 $1,110,692 $1,110,692 0.07 $1,102,386
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.75767% 25-OCT-2048, 14.76%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,108,839 $1,108,839 0.07 $1,097,925
OBX 2026-HE1 Trust M2 5.44319% 25-FEB-2056, 5.44%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,107,448 $1,107,448 0.07 $1,102,625
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,102,561 $1,102,561 0.07 $1,097,932
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,117,196 $1,102,222 $1,102,222 0.07 $1,101,561
US Bank NA|6.0715|09/25/2033, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,100,000 $1,093,723 $1,093,723 0.07 $1,090,199
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,092,761 $1,092,761 0.07 $1,083,247
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,092,406 $1,092,406 0.07 $1,082,496
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,148,513 $1,091,513 $1,091,513 0.07 $1,086,536
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $1,068,042 $1,068,042 0.07 $1,065,073
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,060,640 $1,060,640 0.07 $1,056,273
BX Trust 2024-CNYN C 5.75792% 15-APR-2041, 5.76%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,053,806 $1,053,806 0.07 $1,052,463
BX Trust 2024-VLT4 D 6.256812% 15-JUN-2041, 6.26%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,043,441 $1,043,441 0.07 $1,041,973
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,030,598 $1,040,187 $1,040,187 0.07 $1,038,347
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,030,277 $1,030,256 $1,030,256 0.07 $1,029,057
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,027,962 $1,027,962 0.07 $1,025,999
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,018,545 $1,018,545 0.07 $1,017,047
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,016,831 $1,016,831 0.07 $1,015,053
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 980,451 $1,011,212 $1,011,212 0.07 $1,009,441
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.23884% 20-OCT-2032, 6.25%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,008,631 $1,010,138 $1,010,138 0.07 $1,009,788
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,004,768 $1,004,768 0.06 $1,000,464
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 $1,004,589 $1,004,589 0.06 $1,001,600
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $1,000,451 $1,000,451 0.06 $995,473
BX Trust 2026-SUMT E 6.9% 15-OCT-2051, 6.75%, 10/15/51 BX 2026-SUMT 05595QAJ1 - 1,000,000 $1,000,000 $1,000,000 0.06 $1,000,000
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 $999,969 $999,969 0.06 $998,321
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.13884% 20-MAR-2033, 7.15%, 03/21/33 HACLN 2025-1 446438TA1 - 991,442 $996,443 $996,443 0.06 $996,049
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $994,392 $994,392 0.06 $992,478
LIFE 2021-BMR Mortgage Trust E 5.681% 15-MAR-2038, 5.68%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $993,547 $993,547 0.06 $987,566
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $993,257 $993,257 0.06 $989,554
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 992,694 $993,206 $993,206 0.06 $985,351
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,009,621 $990,850 $990,850 0.06 $982,926
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 980,770 $987,623 $987,623 0.06 $986,114
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $986,276 $986,276 0.06 $981,345
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $985,551 $985,551 0.06 $981,417
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 987,715 $985,079 $985,079 0.06 $979,540
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,027,928 $977,369 $977,369 0.06 $971,058
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $973,365 $973,365 0.06 $971,563
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 970,819 $967,778 $967,778 0.06 $966,470
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $952,374 $952,374 0.06 $952,374
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 954,736 $952,223 $952,223 0.06 $944,985
Ally Bank Auto Credit-Linked Notes, Series 2026-B G 9.965% 15-JUN-2034, 9.96%, 06/15/34 ABCLN 2026-B 02009FAG8 - 933,292 $931,534 $931,534 0.06 $929,468
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 926,528 $929,090 $929,090 0.06 $924,566
Ally Bank Auto Credit-Linked Notes, Series 2026-B F 7.301% 15-JUN-2034, 7.30%, 06/15/34 ABCLN 2026-B 02009FAF0 - 933,292 $927,556 $927,556 0.06 $926,042
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 934,799 $927,375 $927,375 0.06 $926,927
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99319% 25-APR-2042, 7.99%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $909,915 $909,915 0.06 $904,197
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $901,063 $901,063 0.06 $897,570
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $893,396 $893,396 0.06 $890,526
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.78884% 20-MAY-2032, 6.80%, 05/20/32 HACLN 2024-1 44644NAC3 - 874,346 $878,629 $878,629 0.06 $878,299
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 891,998 $869,445 $869,445 0.06 $864,291
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $842,465 $842,465 0.05 $835,738
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 852,602 $842,274 $842,274 0.05 $836,369
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,055 $841,055 0.05 $837,638
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $828,314 $828,314 0.05 $826,910
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $827,858 $827,858 0.05 $824,253
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $827,817 $827,817 0.05 $826,556
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 815,566 $824,950 $824,950 0.05 $820,385
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 830,039 $822,399 $822,399 0.05 $816,531
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 783,392 $817,404 $817,404 0.05 $815,820
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 806,019 $807,394 $807,394 0.05 $800,690
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 804,855 $800,561 $800,561 0.05 $798,370
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $797,608 $797,608 0.05 $794,654
BX Trust 2026-CIP D 5.91676% 15-MAY-2038, 5.92%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $791,589 $791,589 0.05 $786,941
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $771,761 $771,761 0.05 $770,446
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $766,290 $766,290 0.05 $760,323
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 763,406 $766,147 $766,147 0.05 $765,014
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 767,423 $761,940 $761,940 0.05 $761,000
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 730,816 $741,743 $741,743 0.05 $740,378
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.44319% 25-JUN-2047, 5.44%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 711,550 $717,670 $717,670 0.05 $714,566
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $715,788 $715,788 0.05 $713,225
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 $708,416 $708,416 0.05 $708,125
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.39319% 25-JUN-2047, 6.39%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 691,220 $706,788 $706,788 0.05 $703,228
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13175% 25-OCT-2057, 8.13%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 649,982 $706,613 $706,613 0.05 $702,355
EQT Trust 2026-IND1 E 6.51676% 15-JUL-2041, 6.52%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $696,200 $696,200 0.04 $691,671
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $678,799 $678,799 0.04 $674,466
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $673,092 $673,092 0.04 $668,167
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 677,703 $660,897 $660,897 0.04 $655,823
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.63884% 20-OCT-2032, 7.65%, 10/20/32 HACLN 2024-2 44644NAK5 - 641,532 $638,656 $638,656 0.04 $638,383
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.00767% 25-JAN-2050, 9.01%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $629,985 $629,985 0.04 $625,875
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 606,061 $629,428 $629,428 0.04 $628,915
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 621,891 $624,648 $624,648 0.04 $619,762
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 615,342 $622,609 $622,609 0.04 $621,526
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $608,110 $608,110 0.04 $605,535
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 647,700 $606,055 $606,055 0.04 $604,575
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 606,061 $597,364 $597,364 0.04 $597,022
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 598,528 $593,533 $593,533 0.04 $591,065
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 587,767 $591,268 $591,268 0.04 $589,506
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 - 581,205 $585,126 $585,126 0.04 $582,057
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,890 $563,890 0.04 $560,397
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $554,020 $554,020 0.04 $552,867
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $546,867 $546,867 0.04 $542,149
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 524,342 $535,682 $535,682 0.03 $534,257
Santander Bank Auto Credit-Linked Notes, Series 2024-B F 8.881% 15-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 524,342 $530,088 $530,088 0.03 $529,053
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 $510,143 $510,143 0.03 $509,773
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $508,266 $508,266 0.03 $506,189
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 $506,298 $506,298 0.03 $505,592
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $505,163 $505,163 0.03 $504,493
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $504,414 $504,414 0.03 $503,683
FHF Issuer Trust 2026-2 (First Help Financial Trust) E 9.47% 15-SEP-2032, 9.47%, 09/15/32 FHF 2026-2A 30346HAF9 - 500,000 $501,952 $501,952 0.03 $500,900
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $500,380 $500,380 0.03 $497,850
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.69319% 25-DEC-2031, 5.69%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 491,528 $494,828 $494,828 0.03 $492,574
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 $493,641 $493,641 0.03 $493,164
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 $472,531 $472,531 0.03 $472,433
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 465,029 $472,189 $472,189 0.03 $469,557
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 465,029 $467,719 $467,719 0.03 $465,713
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $455,470 $455,470 0.03 $454,620
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 451,288 $448,604 $448,604 0.03 $445,269
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 446,158 $447,872 $447,872 0.03 $447,288
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 438,444 $446,076 $446,076 0.03 $445,282
NATL Commercial Mortgage Trust 2026-IND D 5.96676% 15-JUN-2043, 5.97%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $437,588 $437,588 0.03 $437,009
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 428,303 $426,490 $426,490 0.03 $425,829
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 432,410 $416,158 $416,158 0.03 $415,061
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $414,343 $414,343 0.03 $413,638
BXHPP Trust 2021-FILM A 4.581% 15-AUG-2036, 4.58%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $411,313 $411,313 0.03 $410,868
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $406,244 $406,244 0.03 $404,013
BX Commercial Mortgage Trust 2026-CSMO C 5.81676% 15-FEB-2043, 5.82%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,162 $403,162 0.03 $402,645
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $402,635 $402,635 0.03 $402,033
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.88884% 20-SEP-2033, 6.90%, 09/20/33 HACLN 2025-2 44644NAR0 - 396,295 $396,773 $396,773 0.03 $396,621
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 $385,769 $385,769 0.02 $385,467
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 381,198 $385,383 $385,383 0.02 $384,693
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $375,248 $375,248 0.02 $374,471
DBGS 2021-W52 Mortgage Trust B 5.8287% 15-JAN-2038, 5.83%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $365,653 $365,653 0.02 $365,179
EQT Trust 2026-IND1 D 5.81676% 15-JUL-2041, 5.82%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $364,800 $364,800 0.02 $362,684
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $363,304 $363,304 0.02 $360,499
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.24319% 25-DEC-2031, 7.24%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 347,615 $351,808 $351,808 0.02 $349,780
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13175% 25-OCT-2057, 7.13%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 332,466 $351,596 $351,596 0.02 $349,686
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 340,466 $344,710 $344,710 0.02 $342,782
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $342,883 $342,883 0.02 $342,439
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 329,747 $333,958 $333,958 0.02 $333,731
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 330,346 $327,654 $327,654 0.02 $327,463
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $325,381 $325,381 0.02 $324,008
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.19%, 10/25/41 CAS 2021-R01 20754RAB2 - 318,421 $320,011 $320,011 0.02 $318,678
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $319,792 $319,792 0.02 $318,554
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 - 370,749 $316,564 $316,564 0.02 $316,496
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 305,208 $313,375 $313,375 0.02 $312,704
BX Commercial Mortgage Trust 2024-MF C 5.75766% 15-FEB-2039, 5.76%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,886 $310,886 0.02 $310,489
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.88884% 20-MAY-2032, 8.90%, 05/20/32 HACLN 2024-1 44644NAD1 - 302,658 $309,212 $309,212 0.02 $309,062
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $303,853 $303,853 0.02 $303,299
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 298,328 $300,696 $300,696 0.02 $300,510
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $300,661 $300,661 0.02 $299,962
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $293,106 $293,106 0.02 $290,831
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,028 $283,028 0.02 $282,718
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $268,789 $268,789 0.02 $268,478
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 270,454 $266,193 $266,193 0.02 $265,062
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $251,754 $251,754 0.02 $251,334
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 232,395 $244,032 $244,032 0.02 $235,440
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 239,588 $242,865 $242,865 0.02 $242,444
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 239,887 $241,899 $241,899 0.02 $241,422
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $229,301 $229,301 0.01 $227,403
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 219,245 $226,500 $226,500 0.01 $225,904
BXHPP Trust 2021-FILM B 4.831% 15-AUG-2036, 4.83%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $225,909 $225,909 0.01 $224,638
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $221,670 $221,670 0.01 $218,066
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,123 $212,123 0.01 $211,636
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $211,363 $211,363 0.01 $210,877
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,433 $202,433 0.01 $202,012
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 195,321 $196,028 $196,028 0.01 $195,727
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 183,125 $188,281 $188,281 0.01 $187,762
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.55767% 25-FEB-2050, 8.56%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $179,234 $179,234 0.01 $178,122
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 167,031 $165,587 $165,587 0.01 $164,904
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 160,961 $163,209 $163,209 0.01 $162,325
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $153,866 $153,866 0.01 $153,400
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 146,163 $147,659 $147,659 0.01 $147,443
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 145,651 $146,361 $146,361 0.01 $146,141
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 165,152 $121,407 $121,407 0.01 $121,227
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 112,264 $112,919 $112,919 0.01 $112,811
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 - 99,328 $99,822 $99,822 0.01 $99,651
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $99,335 $99,335 0.01 $99,013
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $99,143 $99,143 0.01 $98,813
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $97,334 $97,334 0.01 $81,250
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 90,032 $91,384 $91,384 0.01 $90,826
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $90,961 $90,961 0.01 $90,636
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 87,386 $86,304 $86,304 0.01 $86,274
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,167 $71,167 0.00 $70,896
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $59,308 $59,308 0.00 $48,750
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 42,669 $42,720 $42,720 0.00 $42,669
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 34,798 $34,850 $34,850 0.00 $34,813
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 26,186 $26,247 $26,247 0.00 $26,205
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 21,235 $21,378 $21,378 0.00 $21,288
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 - 19,119 $19,321 $19,321 0.00 $19,176
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 16,473 $16,575 $16,575 0.00 $16,493
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - $4,487 $4,487 0.00 $0
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 4,208 $4,214 $4,214 0.00 $4,208
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $24,567,188 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 549.00 $111,863,039 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 606.00 $63,170,766 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - 84.00 $9,047,062 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -216.00 $-22,896,000 $0 0.00 $0
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - -78,790,000 $-65,938,799 $-65,938,799 -4.26 $-65,938,799
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - -125,740,000 $-100,682,533 $-100,682,533 -6.50 $-100,682,533
SEGREGATED CASH SEGCASH $0.00 8,385,310 $8,385,310 $8,385,310 0.54 $8,385,310
US DOLLARS USD MD_142224 - -256,533,080 $-256,533,080 $-256,533,080 -16.57 $-256,533,080
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,372,757 $26,019 0.00 $26,019
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,372,757 $26,019 0.00 $26,019
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $60,059,246 $23,701 0.00 $23,701
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,201,619 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,000,000 $0 0.00 $0
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 645.00 $153,598,688 $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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