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 October 7, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 87,101,500 $85,182,218 $85,182,218 5.57 $85,182,218
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 90,700,000 $72,354,111 $72,354,111 4.73 $72,354,111
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 62,233,000 $62,458,283 $62,458,283 4.09 $62,458,283
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,334,699 $17,334,699 1.14 $17,260,633
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $16,867,744 $16,867,744 1.11 $16,798,592
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,597,365 $16,597,365 1.09 $16,538,639
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,765,346 $15,765,346 1.04 $15,710,484
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,241,903 $15,241,903 1.01 $15,183,965
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,153,891 $15,153,891 0.99 $15,101,548
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,600,406 $14,600,406 0.95 $14,497,722
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,391,686 $12,391,686 0.81 $12,144,832
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,161,312 $12,161,312 0.79 $12,024,000
ALA Trust 2025-OANA A 5.55963% 15-JUN-2040, 5.56%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,105,316 $12,105,316 0.79 $12,062,501
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,150,734 $11,150,734 0.73 $11,013,524
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,168,322 $10,168,322 0.66 $10,126,909
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,152,631 $10,152,631 0.66 $10,114,129
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,051,642 $10,051,642 0.66 $9,988,595
BX Trust 2025-VLT7 E 7.56676% 15-JUL-2044, 7.57%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,907,076 $9,907,076 0.65 $9,858,897
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,350,641 $9,350,641 0.61 $9,035,604
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,801,222 $8,801,222 0.57 $8,755,151
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,673,704 $8,673,704 0.57 $8,643,471
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,461,673 $8,461,673 0.55 $8,178,351
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,336,252 $8,236,735 $8,236,735 0.54 $8,189,098
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,099,987 $8,099,987 0.53 $8,007,912
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 7,698,980 $7,853,437 $7,853,437 0.51 $7,823,438
HILT 2025-NVIL A 5.55976% 15-JUL-2042, 5.56%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,430,762 $7,430,762 0.49 $7,404,477
Extended Stay America Trust 2025-ESH B 5.41676% 15-OCT-2042, 5.42%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,199,964 $7,199,964 0.47 $7,175,157
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,877,121 $6,877,121 0.45 $6,856,809
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,787,305 $6,787,305 0.44 $6,745,995
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44029% 25-FEB-2042, 7.44%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,731,516 $6,731,516 0.44 $6,713,646
Great Wolf Trust 2024-WOLF D 6.70676% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,645,737 $6,645,737 0.43 $6,617,444
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,618,889 $6,618,889 0.43 $6,581,515
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,563,233 $6,563,233 0.43 $6,545,143
Connecticut Avenue Securities, Series 2021-R03 1B2 9.19029% 25-DEC-2041, 9.19%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,556,167 $6,556,167 0.43 $6,534,662
PNW Trust 2026-ARTE A 5.52802% 15-APR-2041, 5.53%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,490,494 $6,490,494 0.42 $6,467,537
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,373,794 $6,373,794 0.42 $6,358,838
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,341,436 $6,341,436 0.41 $6,283,995
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.97%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,325,260 $6,325,260 0.41 $6,301,244
SMRT Commercial Mortgage Trust 2022-MINI D 5.76676% 15-JAN-2039, 5.77%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,271,088 $6,271,088 0.41 $6,248,060
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 $6,219,253 $6,219,253 0.41 $6,193,867
BX Trust 2025-TAIL D 6.26676% 15-JUN-2035, 6.27%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,013,230 $6,013,230 0.39 $5,989,207
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 5,925,430 $5,935,855 $5,935,855 0.39 $5,924,138
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 5,967,295 $5,931,119 $5,931,119 0.39 $5,896,768
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,886,581 $5,886,581 0.38 $5,872,271
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,813,411 $5,813,411 0.38 $5,757,962
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,709,983 $5,709,983 0.37 $5,665,244
BX Trust 2024-CNYN D 6.50685% 15-APR-2041, 6.51%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,640,031 $5,640,031 0.37 $5,616,751
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,618,755 $5,618,755 0.37 $5,596,232
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,604,185 $5,604,185 0.37 $5,565,024
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $5,597,941 $5,597,941 0.37 $5,578,327
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,594,464 $5,594,464 0.37 $5,560,460
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,440,179 $5,584,324 $5,584,324 0.36 $5,572,016
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,616,952 $5,544,165 $5,544,165 0.36 $5,511,092
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,708,039 $5,535,091 $5,535,091 0.36 $5,511,624
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,474,069 $5,474,069 0.36 $5,444,053
NYC Commercial Mortgage Trust 2026-31W D 6.48617% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,426,521 $5,426,521 0.35 $5,388,634
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,380,033 $5,380,033 0.35 $5,348,046
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,317,408 $5,317,408 0.35 $5,296,762
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,378,374 $5,296,329 $5,296,329 0.35 $5,264,804
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 $5,254,036 $5,254,036 0.34 $5,239,247
SWCH Commercial Mortgage Trust 2025-DATA E 7.15698% 15-FEB-2042, 7.16%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,250,288 $5,250,288 0.34 $5,225,871
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,425,343 $5,226,890 $5,226,890 0.34 $5,203,750
EF Holdco Inc. 7.375% 30-SEP-2030, 7.38%, 09/30/30 EFC 31574BAA4 - 5,274,000 $5,192,598 $5,192,598 0.34 $5,183,954
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,174,009 $5,174,009 0.34 $5,160,115
Atlantic Avenue 2026-5 D1 6.943076% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,114,367 $5,114,367 0.33 $5,086,376
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,101,263 $5,101,263 0.33 $4,956,512
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,097,447 $5,097,447 0.33 $5,032,224
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,058,447 $5,058,447 0.33 $5,003,376
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,040,549 $5,040,549 0.33 $5,030,255
SCG Trust 2025-SNIP E 7.21676% 15-SEP-2042, 7.22%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,010,568 $5,010,568 0.33 $4,987,514
BX Trust 2025-DIME E 6.81676% 15-FEB-2035, 6.82%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,009,291 $5,009,291 0.33 $4,987,516
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,000,353 $5,000,353 0.33 $4,964,119
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 4,986,137 $4,986,137 $4,986,137 0.33 $4,986,137
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $4,972,463 $4,972,463 0.32 $4,940,581
Connecticut Avenue Securities Trust 2022-R03 1B2 13.54029% 25-MAR-2042, 13.54%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,949,235 $4,949,235 0.32 $4,926,039
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,942,087 $4,942,087 0.32 $4,903,015
SCG Commercial Mortgage Trust 2025-DLFN E 6.76676% 15-MAR-2035, 6.77%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,916,027 $4,916,027 0.32 $4,894,826
Extended Stay America Trust 2026-ESH2 D 6.06676% 15-FEB-2043, 6.07%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,854,442 $4,854,442 0.32 $4,835,733
BX Commercial Mortgage Trust 2024-MF D 6.50658% 15-FEB-2039, 6.51%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,833,764 $4,833,764 0.32 $4,813,704
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,809,079 $4,809,079 0.31 $4,798,686
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,787,024 $4,787,024 0.31 $4,759,776
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,692,912 $4,692,912 0.31 $4,666,159
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,654,816 $4,677,142 $4,677,142 0.31 $4,666,140
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,634,280 $4,634,280 0.30 $4,616,957
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,617,651 $4,617,651 0.30 $4,600,500
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,567,360 $4,567,360 0.30 $4,545,160
NRTH Commercial Mortgage Trust 2025-PARK B 5.45968% 15-OCT-2040, 5.46%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,509,526 $4,509,526 0.29 $4,493,829
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - 4,500,000 $4,500,896 $4,500,896 0.29 $4,490,863
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,453,232 $4,428,462 $4,428,462 0.29 $4,420,390
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,402,329 $4,402,329 0.29 $4,363,814
GWT Commercial Mortgage Trust 2024-WLF2 E 7.45519% 15-MAY-2041, 7.46%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,348,828 $4,348,828 0.28 $4,328,242
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,341,725 $4,341,725 0.28 $4,317,318
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,338,305 $4,338,305 0.28 $4,306,695
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.34%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,331,882 $4,331,882 0.28 $4,302,807
COMM 2024-WCL1 Mortgage Trust D 7.106% 17-JUN-2041, 7.11%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,274,251 $4,274,251 0.28 $4,254,957
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,195,720 $4,195,720 0.27 $4,176,062
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,146,659 $4,096,049 $4,096,049 0.27 $4,072,673
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,080,371 $4,080,371 0.27 $4,058,099
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,142,308 $4,069,244 $4,069,244 0.27 $4,055,773
GGP Trust 2026-2PAK A 5.83237% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,205,087 $4,058,922 $4,058,922 0.26 $4,032,875
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 3,929,886 $4,045,006 $4,045,006 0.26 $4,035,760
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 $4,034,901 $4,034,901 0.26 $3,962,710
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 $4,013,500 $4,013,500 0.26 $3,995,628
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,024,429 $4,005,659 $4,005,659 0.26 $3,997,505
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,994,652 $3,994,652 0.26 $3,981,286
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,001,821 $3,948,757 $3,948,757 0.26 $3,925,009
BX Trust 2024-VLT4 E 6.706164% 15-JUN-2041, 6.71%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,941,272 $3,941,272 0.26 $3,924,224
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,924,570 $3,924,570 0.26 $3,906,593
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 3,917,139 $3,849,715 $3,849,715 0.25 $3,829,714
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,774,857 $3,774,857 0.25 $3,753,277
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,773,508 $3,773,508 0.25 $3,765,687
JW Commercial Mortgage Trust 2026-MRCO B 5.51676% 15-JUN-2039, 5.52%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,769,077 $3,769,077 0.25 $3,755,859
BMP Commercial Mortgage Trust 2024-MF23 D 6.20725% 15-JUN-2041, 6.21%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,763,495 $3,763,495 0.25 $3,748,624
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,754,951 $3,754,951 0.25 $3,740,533
FREMF 2023-K511 Mortgage Trust C 5.633869% 25-NOV-2028, 5.83%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,752,388 $3,752,388 0.24 $3,728,434
LEX Trust 2026-450 D 6.16676% 15-MAR-2043, 6.17%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,716,283 $3,716,283 0.24 $3,701,690
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,703,658 $3,703,658 0.24 $3,681,371
BLP Trust 2025-IND2 D 6.46676% 15-DEC-2042, 6.47%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,675,778 $3,692,331 $3,692,331 0.24 $3,677,144
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,692,128 $3,692,128 0.24 $3,692,128
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,687,949 $3,687,949 0.24 $3,679,321
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,654,957 $3,672,489 $3,672,489 0.24 $3,662,725
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,773,041 $3,620,945 $3,620,945 0.24 $3,607,781
BX Commercial Mortgage Trust 2024-XL5 D 6.50656% 15-MAR-2041, 6.51%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,590,486 $3,590,486 0.23 $3,575,646
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 $3,546,257 $3,546,257 0.23 $3,530,835
Extended Stay America Trust 2025-ESH D 6.41676% 15-OCT-2042, 6.42%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,538,965 $3,538,965 0.23 $3,524,566
Extended Stay America Trust 2025-ESH E 7.16676% 15-OCT-2042, 7.17%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,535,854 $3,535,854 0.23 $3,519,772
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,527,089 $3,527,089 0.23 $3,504,771
SCG Trust 2025-SNIP D 6.41676% 15-SEP-2042, 6.42%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,510,683 $3,510,683 0.23 $3,496,335
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,434,426 $3,434,426 0.22 $3,426,352
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,387,852 $3,417,666 $3,417,666 0.22 $3,394,274
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,399,216 $3,399,216 0.22 $3,392,671
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,424,124 $3,392,834 $3,392,834 0.22 $3,385,385
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,377,498 $3,377,498 0.22 $3,354,606
BAY Trust 2026-MDWS C 6.20916% 15-JUN-2041, 6.21%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,366,855 $3,366,855 0.22 $3,353,431
SWVP Trust 2026-PNCL A 5.43572% 15-OCT-2039, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,334,371 $3,334,371 0.22 $3,330,000
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,322,844 $3,322,844 0.22 $3,302,184
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,264,292 $3,264,292 0.21 $3,246,037
BX Commercial Mortgage Trust 2026-XL6 D 5.91676% 15-MAR-2043, 5.92%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,250,672 $3,250,672 0.21 $3,238,463
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,244,927 $3,244,927 0.21 $3,224,442
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,213,998 $3,213,998 0.21 $3,201,275
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,227,159 $3,206,980 $3,206,980 0.21 $3,188,847
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,202,362 $3,191,452 $3,191,452 0.21 $3,178,840
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,170,206 $3,170,206 0.21 $3,151,623
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,152,109 $3,152,109 0.21 $3,143,405
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,137,591 $3,137,591 0.20 $3,130,705
BX Trust 2025-LUNR D 6.31676% 15-JUN-2040, 6.32%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,125,601 $3,125,601 0.20 $3,113,038
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,121,278 $3,121,278 0.20 $3,109,607
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,112,864 $3,112,864 0.20 $3,084,773
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,109,093 $3,109,093 0.20 $3,102,053
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 $3,099,989 $3,099,989 0.20 $3,091,102
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 $3,096,754 $3,096,754 0.20 $3,084,328
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 $3,090,974 $3,090,974 0.20 $3,071,994
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.69029% 25-MAR-2042, 10.69%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,087,839 $3,087,839 0.20 $3,076,258
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,076,735 $3,076,735 0.20 $3,060,781
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,067,621 $3,067,621 0.20 $3,047,694
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,060,861 $3,060,861 0.20 $3,054,550
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,975,000 $3,057,461 $3,057,461 0.20 $3,049,898
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,034,888 $3,033,090 $3,033,090 0.20 $3,015,455
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 3,011,897 $3,031,078 $3,031,078 0.20 $3,020,013
Millrose Properties, Inc. 6.75% 15-OCT-2031, 6.75%, 10/15/31 MRP 601137AD4 - 3,131,000 $3,028,065 $3,028,065 0.20 $3,026,891
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,018,219 $3,018,219 0.20 $3,007,016
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,013,739 $3,013,739 0.20 $2,997,425
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,008,978 $3,011,095 $3,011,095 0.20 $3,011,095
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 $2,995,658 $2,995,658 0.20 $2,989,461
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 2,966,032 $2,966,995 $2,966,995 0.19 $2,958,373
NATL Commercial Mortgage Trust 2026-IND E 6.96676% 15-JUN-2043, 6.97%, 06/15/43 NATL 2026-IND 62881KAJ8 - 2,949,810 $2,961,099 $2,961,099 0.19 $2,947,969
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 2,988,724 $2,944,209 $2,944,209 0.19 $2,928,481
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,934,119 $2,934,119 0.19 $2,916,699
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 $2,926,432 $2,926,432 0.19 $2,909,714
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,883,633 $2,883,633 0.19 $2,867,655
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,877,694 $2,877,694 0.19 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.56676% 15-AUG-2042, 6.57%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,874,293 $2,874,293 0.19 $2,862,265
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 2,857,378 $2,868,033 $2,868,033 0.19 $2,862,409
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,863,191 $2,863,191 0.19 $2,853,338
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,858,341 $2,858,341 0.19 $2,852,529
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 $2,840,374 $2,840,374 0.19 $2,829,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 2,718,000 $2,798,375 $2,798,375 0.18 $2,791,465
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,787,230 $2,787,230 0.18 $2,769,974
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,816,218 $2,783,589 $2,783,589 0.18 $2,769,126
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,775,030 $2,777,944 $2,777,944 0.18 $2,768,175
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,776,306 $2,776,306 0.18 $2,758,097
Great Wolf Trust 2024-WOLF G 9.25276% 15-MAR-2039, 9.25%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,775,505 $2,775,505 0.18 $2,759,248
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,774,228 $2,774,228 0.18 $2,760,704
JW Commercial Mortgage Trust 2026-MRCO D 6.26676% 15-JUN-2039, 6.27%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,765,704 $2,765,704 0.18 $2,754,694
BX Trust 2026-CART D 5.71676% 15-FEB-2036, 5.72%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,751,704 $2,751,704 0.18 $2,741,627
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 2,754,007 $2,744,149 $2,744,149 0.18 $2,737,379
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 $2,736,500 $2,736,500 0.18 $2,734,881
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 $2,718,590 $2,718,590 0.18 $2,713,380
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,691,899 $2,691,899 0.18 $2,684,068
BX Trust 2025-ROIC E 6.75805% 15-FEB-2042, 6.76%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,689,953 $2,689,953 0.18 $2,678,374
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,742,196 $2,685,528 $2,685,528 0.18 $2,671,115
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,680,733 $2,680,733 0.18 $2,669,695
NetCredit Combined Receivables B 2026-B (ENVA 2026-A) A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,668,063 $2,675,749 $2,675,749 0.17 $2,668,340
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,665,900 $2,665,900 0.17 $2,630,227
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,614,652 $2,614,652 0.17 $2,608,897
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,613,702 $2,613,702 0.17 $2,572,170
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,605,326 $2,610,213 $2,610,213 0.17 $2,604,281
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,544,561 $2,592,408 $2,592,408 0.17 $2,573,926
BX Commercial Mortgage Trust 2026-CSMO D 6.26676% 15-FEB-2043, 6.27%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,592,405 $2,592,405 0.17 $2,582,076
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,590,973 $2,590,973 0.17 $2,579,225
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,585,503 $2,585,503 0.17 $2,576,077
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,605,210 $2,577,139 $2,577,139 0.17 $2,560,859
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,523,033 $2,530,821 $2,530,821 0.17 $2,515,213
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 $2,530,067 $2,530,067 0.17 $2,507,614
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 $2,528,075 $2,528,075 0.17 $2,522,925
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49029% 25-JUL-2048, 5.49%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,522,043 $2,523,902 $2,523,902 0.16 $2,518,901
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,574,000 $2,518,538 $2,518,538 0.16 $2,497,279
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,518,397 $2,518,397 0.16 $2,510,509
PFDR Trust 2026-DLVR C 6.31676% 15-JUN-2043, 6.32%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,517,341 $2,517,341 0.16 $2,507,220
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 $2,511,798 $2,511,798 0.16 $2,495,267
OnDeck Asset Securitization IV, Series 2026-1 C 6.73% 17-OCT-2032, 6.73%, 10/18/32 ONDK 2026-1A 67108SAP3 - 2,500,000 $2,506,357 $2,506,357 0.16 $2,500,282
NYC Commercial Mortgage Trust 2025-3BP D 6.25801% 15-FEB-2042, 6.26%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,503,074 $2,503,074 0.16 $2,493,079
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,495,996 $2,495,996 0.16 $2,487,371
BX Commercial Mortgage Trust 2024-AIR2 D 6.60745% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,495,281 $2,495,281 0.16 $2,484,774
BX Trust 2026-SUMT D 5.85% 15-OCT-2051, 5.85%, 10/15/51 BX 2026-SUMT 05595QAG7 - 2,500,000 $2,490,626 $2,490,626 0.16 $2,490,626
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,489,322 $2,489,322 0.16 $2,470,993
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,530,146 $2,487,918 $2,487,918 0.16 $2,484,720
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,487,750 $2,487,750 0.16 $2,483,282
280 Park Avenue 2017-280P Mortgage Trust B 5.123% 15-SEP-2034, 5.12%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,485,461 $2,485,461 0.16 $2,477,278
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,466,518 $2,466,518 0.16 $2,456,927
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 $2,463,337 $2,463,337 0.16 $2,454,089
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,452,859 $2,452,859 0.16 $2,446,145
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,518,003 $2,442,058 $2,442,058 0.16 $2,438,876
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,439,507 $2,439,507 0.16 $2,434,197
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,431,490 $2,437,861 $2,437,861 0.16 $2,429,923
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,434,899 $2,434,899 0.16 $2,418,393
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 $2,433,854 $2,433,854 0.16 $2,429,694
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,421,841 $2,421,841 0.16 $2,416,789
SLG Office Trust 2026-PAT C 5.28582% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,417,305 $2,417,305 0.16 $2,403,142
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,453,155 $2,406,565 $2,406,565 0.16 $2,393,341
UNIV Trust 2026-STDY E 7.6% 15-OCT-2043, 7.60%, 10/15/28 UNIV 2026-STDY 91336YAJ8 - 2,400,000 $2,386,502 $2,386,502 0.16 $2,386,502
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,395,993 $2,370,438 $2,370,438 0.15 $2,369,940
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,364,896 $2,364,896 0.15 $2,352,291
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 $2,358,500 $2,358,500 0.15 $2,347,660
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,348,271 $2,348,271 0.15 $2,309,504
ALA Trust 2025-OANA D 6.90772% 15-JUN-2040, 6.91%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,341,750 $2,341,750 0.15 $2,331,454
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,332,760 $2,332,760 0.15 $2,291,743
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,324,679 $2,324,679 0.15 $2,314,562
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 - 2,314,013 $2,315,491 $2,315,491 0.15 $2,310,763
MTN Commercial Mortgage Trust 2026-LPFX D 5.863% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,312,844 $2,312,844 0.15 $2,297,900
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,303,862 $2,303,862 0.15 $2,287,098
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,301,729 $2,301,729 0.15 $2,293,853
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,350,724 $2,299,397 $2,299,397 0.15 $2,287,530
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 $2,283,572 $2,283,572 0.15 $2,274,501
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,275,297 $2,275,297 0.15 $2,266,895
JW Commercial Mortgage Trust 2026-MRCO C 5.76676% 15-JUN-2039, 5.77%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,262,138 $2,262,138 0.15 $2,253,848
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,268,027 $2,256,121 $2,256,121 0.15 $2,248,421
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,255,891 $2,255,891 0.15 $2,228,560
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,314,532 $2,238,022 $2,238,022 0.15 $2,228,150
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,230,967 $2,230,967 0.15 $2,221,479
COMM 2024-WCL1 Mortgage Trust C 6.706% 17-JUN-2041, 6.71%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,224,132 $2,224,132 0.15 $2,214,638
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,204,816 $2,204,816 0.14 $2,174,281
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,203,817 $2,203,817 0.14 $2,197,120
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,210,031 $2,193,978 $2,193,978 0.14 $2,182,055
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 $2,185,642 $2,185,642 0.14 $2,177,694
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,176,949 $2,176,949 0.14 $2,163,005
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,174,085 $2,174,085 0.14 $2,169,886
DBGS 2021-W52 Mortgage Trust C 6.3815% 15-JAN-2038, 6.38%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,139,095 $2,139,095 0.14 $2,130,326
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 2,128,494 $2,138,230 $2,138,230 0.14 $2,121,957
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,132,921 $2,132,921 0.14 $2,097,935
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,121,161 $2,130,114 $2,130,114 0.14 $2,122,756
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,084,200 $2,084,200 0.14 $2,050,811
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,083,072 $2,083,072 0.14 $2,047,851
Connecticut Avenue Securities Trust 2023-R05 1B2 10.54029% 25-JUN-2043, 10.54%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,079,678 $2,079,678 0.14 $2,072,446
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 $2,060,681 $2,060,681 0.13 $2,034,243
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,059,859 $2,059,859 0.13 $2,045,288
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,054,712 $2,054,712 0.13 $2,042,532
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,053,223 $2,053,223 0.13 $2,016,186
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14783% 20-FEB-2034, 8.15%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,033,426 $2,041,229 $2,041,229 0.13 $2,033,405
SMRT Commercial Mortgage Trust 2022-MINI F 7.16676% 15-JAN-2039, 7.17%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,033,652 $2,033,652 0.13 $2,024,380
Crossroads Asset Trust 2026-A|6.97|07/20/2033, 6.97%, 07/20/33 XROAD 2026-A 22767HAE9 - 2,000,000 $2,032,356 $2,032,356 0.13 $2,031,194
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,031,334 $2,031,334 0.13 $2,024,379
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,025,702 $2,025,702 0.13 $2,017,895
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,024,378 $2,024,378 0.13 $2,018,556
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,017,197 $2,017,197 0.13 $2,008,151
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,042,324 $2,017,026 $2,017,026 0.13 $2,012,006
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 $2,015,775 $2,015,775 0.13 $2,006,746
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,015,603 $2,015,603 0.13 $2,009,458
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,013,188 $2,013,188 0.13 $2,005,534
FS Commercial Mortgage Trust 2026-PALM D 6.21676% 15-JUL-2041, 6.22%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,007,600 $2,007,600 0.13 $1,999,656
BOCA Commercial Mortgage Trust 2025-BOCA D 6.31676% 15-DEC-2042, 6.32%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,007,248 $2,007,248 0.13 $1,999,177
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 2,110,000 $1,995,328 $1,995,328 0.13 $1,935,516
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,993,973 $1,993,973 0.13 $1,991,360
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,990,766 $1,990,766 0.13 $1,979,543
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,989,545 $1,989,545 0.13 $1,985,002
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 1,988,413 $1,989,303 $1,989,303 0.13 $1,984,830
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,983,111 $1,983,111 0.13 $1,976,839
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $1,975,889 $1,975,889 0.13 $1,967,461
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 $1,973,876 $1,973,876 0.13 $1,966,874
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,970,853 $1,970,853 0.13 $1,964,011
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,004,601 $1,968,820 $1,968,820 0.13 $1,958,222
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,975,645 $1,954,682 $1,954,682 0.13 $1,952,185
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,943,092 $1,943,092 0.13 $1,930,631
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,942,066 $1,942,066 0.13 $1,930,481
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,039,761 $1,931,908 $1,931,908 0.13 $1,923,312
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,930,391 $1,930,391 0.13 $1,919,690
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,927,859 $1,927,859 0.13 $1,916,954
BX Commercial Mortgage Trust 2024-AIR2 C 6.05824% 15-OCT-2041, 6.06%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,927,335 $1,927,335 0.13 $1,919,910
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,921,775 $1,921,775 0.13 $1,917,892
BX Trust 2026-CIP E 6.91676% 15-MAY-2038, 6.92%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,906,928 $1,906,928 0.12 $1,898,552
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,906,509 $1,906,509 0.12 $1,898,424
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,948,304 $1,901,443 $1,901,443 0.12 $1,891,196
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,901,017 $1,901,017 0.12 $1,888,042
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,917,839 $1,894,396 $1,894,396 0.12 $1,882,264
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,890,528 $1,891,829 $1,891,829 0.12 $1,887,053
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.09029% 25-NOV-2050, 11.09%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,889,418 $1,889,418 0.12 $1,883,145
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,882,489 $1,882,489 0.12 $1,878,642
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 $1,874,271 $1,874,271 0.12 $1,865,099
SMRT Commercial Mortgage Trust 2026-MINI D 6.3% 15-OCT-2043, 6.30%, 10/15/43 SMRT 2026-MINI 78457AAG6 - 1,869,000 $1,866,634 $1,866,634 0.12 $1,866,634
BX Trust 2024-BRBK B 7.74336% 15-OCT-2041, 7.79%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,854,253 $1,854,253 0.12 $1,845,048
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,948,012 $1,829,449 $1,829,449 0.12 $1,822,942
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,844,977 $1,823,754 $1,823,754 0.12 $1,813,799
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,870,371 $1,821,878 $1,821,878 0.12 $1,811,847
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,792,293 $1,792,293 0.12 $1,785,959
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 $1,787,075 $1,787,075 0.12 $1,783,598
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 $1,775,888 $1,775,888 0.12 $1,770,260
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,753,784 $1,753,784 0.11 $1,747,814
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 $1,751,928 $1,751,928 0.11 $1,744,317
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 $1,732,451 $1,732,451 0.11 $1,726,089
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,728,047 $1,728,047 0.11 $1,722,334
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,722,838 $1,726,148 $1,726,148 0.11 $1,715,742
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,720,785 $1,720,785 0.11 $1,717,359
BXHPP Trust 2021-FILM C 5.031% 15-AUG-2036, 5.03%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,714,436 $1,714,436 0.11 $1,708,168
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89783% 20-MAR-2033, 5.90%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,705,789 $1,704,371 $1,704,371 0.11 $1,699,621
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,692,903 $1,692,903 0.11 $1,689,452
Extended Stay America Trust 2025-ESH F 7.91676% 15-OCT-2042, 7.92%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,685,123 $1,685,123 0.11 $1,676,663
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 $1,678,426 $1,678,426 0.11 $1,667,882
BFLD Commercial Mortgage Trust 2025-5MW E 7.91263% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,656,856 $1,656,856 0.11 $1,642,932
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,652,526 $1,652,526 0.11 $1,648,986
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,643,877 $1,643,877 0.11 $1,633,905
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,657,906 $1,639,999 $1,639,999 0.11 $1,635,871
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,636,990 $1,636,990 0.11 $1,630,780
Connecticut Avenue Securities Trust 2023-R06 1B2 9.59029% 25-JUL-2043, 9.59%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,620,823 $1,620,823 0.11 $1,615,628
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,612,796 $1,612,796 0.11 $1,603,002
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,610,510 $1,610,510 0.11 $1,598,416
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 - 1,589,729 $1,591,782 $1,591,782 0.10 $1,588,216
BX Commercial Mortgage Trust 2024-WPT D 6.50646% 15-APR-2041, 6.51%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,589,874 $1,589,874 0.10 $1,583,306
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 1,500,000 $1,571,103 $1,571,103 0.10 $1,563,145
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,527,118 $1,527,118 0.10 $1,527,118
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 $1,514,803 $1,514,803 0.10 $1,508,436
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,514,745 $1,514,745 0.10 $1,509,397
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,514,381 $1,514,381 0.10 $1,508,124
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 $1,513,938 $1,513,938 0.10 $1,504,078
Exeter Select Automobile Receivables Trust 2026-2 N 7.34% 15-NOV-2034, 7.34%, 11/15/34 ESART 2026-2 301864AJ3 - 1,500,000 $1,504,264 $1,504,264 0.10 $1,501,206
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,493,665 $1,493,665 0.10 $1,488,912
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,492,642 $1,492,642 0.10 $1,484,441
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,502,111 $1,491,892 $1,491,892 0.10 $1,483,895
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,485,200 $1,485,200 0.10 $1,481,753
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - 1,500,000 $1,481,914 $1,481,914 0.10 $1,476,460
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 $1,472,593 $1,472,593 0.10 $1,466,340
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 $1,472,479 $1,472,479 0.10 $1,467,304
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,465,513 $1,465,513 0.10 $1,456,499
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 $1,465,114 $1,465,114 0.10 $1,452,752
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,463,159 $1,463,606 $1,463,606 0.10 $1,454,932
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 $1,461,944 $1,461,944 0.10 $1,458,989
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,456,456 $1,456,456 0.10 $1,456,456
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,464,577 $1,449,670 $1,449,670 0.09 $1,441,076
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,447,772 $1,447,772 0.09 $1,447,754
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,439,919 $1,439,919 0.09 $1,431,692
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,464,833 $1,423,430 $1,423,430 0.09 $1,419,233
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,389,061 $1,389,061 0.09 $1,377,894
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,357,059 $1,380,657 $1,380,657 0.09 $1,377,099
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,387,179 $1,378,131 $1,378,131 0.09 $1,369,705
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,387,179 $1,377,338 $1,377,338 0.09 $1,369,197
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,376,292 $1,376,292 0.09 $1,373,205
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 $1,364,656 $1,364,656 0.09 $1,359,917
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,344,998 $1,349,561 $1,349,561 0.09 $1,343,429
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,343,863 $1,343,863 0.09 $1,341,221
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,327,071 $1,327,071 0.09 $1,317,858
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 $1,310,826 $1,310,826 0.09 $1,306,264
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,338,768 $1,310,581 $1,310,581 0.09 $1,308,163
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,307,913 $1,301,605 $1,301,605 0.08 $1,294,771
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,292,927 $1,290,165 $1,290,165 0.08 $1,286,299
SWVP Trust 2026-PNCL D 7.03572% 15-OCT-2039, 6.85%, 10/15/43 SWVP 2026-PNCL 78504YAG7 - 1,280,000 $1,282,189 $1,282,189 0.08 $1,279,997
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,269,867 $1,269,867 0.08 $1,262,292
Great Wolf Trust 2024-WOLF C 6.20776% 15-MAR-2039, 6.21%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,265,587 $1,265,587 0.08 $1,260,590
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,279,006 $1,258,959 $1,258,959 0.08 $1,252,597
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,243,021 $1,243,021 0.08 $1,235,009
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,242,171 $1,242,171 0.08 $1,238,308
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 $1,241,275 $1,241,275 0.08 $1,235,500
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,230,064 $1,230,064 0.08 $1,225,252
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,239,157 $1,221,695 $1,221,695 0.08 $1,209,409
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 $1,214,191 $1,214,191 0.08 $1,209,253
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 $1,210,327 $1,210,327 0.08 $1,206,159
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,208,071 $1,208,071 0.08 $1,205,177
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,205,704 $1,205,704 0.08 $1,200,757
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,201,866 $1,201,866 0.08 $1,199,465
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 $1,198,757 $1,198,757 0.08 $1,192,239
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,194,454 $1,197,856 $1,197,856 0.08 $1,195,574
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,183,719 $1,179,567 $1,179,567 0.08 $1,172,873
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 $1,168,145 $1,168,145 0.08 $1,162,646
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,160,301 $1,160,301 0.08 $1,156,814
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,139,855 $1,139,855 0.07 $1,137,329
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,163,011 $1,138,932 $1,138,932 0.07 $1,134,690
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,133,696 $1,123,444 $1,123,444 0.07 $1,116,910
CPTS 2019-CPT Mortgage Trust C 2.9968% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,119,636 $1,119,636 0.07 $1,115,658
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,113,877 $1,113,877 0.07 $1,109,566
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,117,196 $1,109,745 $1,109,745 0.07 $1,105,779
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,105,637 $1,106,092 $1,106,092 0.07 $1,099,682
OBX 2026-HE1 Trust M2 5.49029% 25-FEB-2056, 5.49%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,102,903 $1,102,903 0.07 $1,100,722
US Bank NA|6.0715|09/25/2033, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,100,000 $1,099,448 $1,099,448 0.07 $1,093,141
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,098,882 $1,098,882 0.07 $1,093,975
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,097,967 $1,097,967 0.07 $1,095,873
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,085,182 $1,085,182 0.07 $1,078,131
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,137,403 $1,080,834 $1,080,834 0.07 $1,077,327
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,079,359 $1,079,359 0.07 $1,072,589
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,072,963 $1,063,830 $1,063,830 0.07 $1,058,154
BX Trust 2024-CNYN C 5.75792% 15-APR-2041, 5.76%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,055,174 $1,055,174 0.07 $1,051,311
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,048,203 $1,048,203 0.07 $1,042,562
BX Trust 2024-VLT4 D 6.256812% 15-JUN-2041, 6.26%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,045,299 $1,045,299 0.07 $1,041,080
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 $1,043,449 $1,043,449 0.07 $1,038,157
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,030,277 $1,032,209 $1,032,209 0.07 $1,028,760
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,022,747 $1,022,747 0.07 $1,017,503
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,020,752 $1,020,752 0.07 $1,015,641
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24783% 20-OCT-2032, 6.25%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,008,631 $1,011,822 $1,011,822 0.07 $1,008,846
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 980,451 $1,011,561 $1,011,561 0.07 $1,006,468
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,007,593 $1,007,593 0.07 $999,000
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 $1,002,160 $1,002,160 0.07 $997,419
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,001,593 $1,001,593 0.07 $999,647
BX Trust 2026-SUMT E 6.75% 15-OCT-2051, 6.75%, 10/15/51 BX 2026-SUMT 05595QAJ1 - 1,000,000 $999,417 $999,417 0.07 $999,417
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14783% 20-MAR-2033, 7.15%, 03/21/33 HACLN 2025-1 446438TA1 - 991,442 $999,279 $999,279 0.07 $995,932
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $995,082 $995,082 0.06 $988,854
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $994,780 $994,780 0.06 $991,841
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $993,988 $993,988 0.06 $991,677
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 980,770 $990,915 $990,915 0.06 $986,577
LIFE 2021-BMR Mortgage Trust E 5.681% 15-MAR-2038, 5.68%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $990,158 $990,158 0.06 $986,347
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $981,910 $981,910 0.06 $979,620
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $981,423 $981,423 0.06 $979,503
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $980,860 $980,860 0.06 $976,979
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 $967,260 $967,260 0.06 $963,498
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 988,540 $957,897 $957,897 0.06 $952,376
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,020,320 $952,567 $952,567 0.06 $948,110
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 954,561 $950,227 $950,227 0.06 $944,853
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 $935,753 $935,753 0.06 $929,811
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 946,973 $931,879 $931,879 0.06 $929,414
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 926,528 $930,945 $930,945 0.06 $923,337
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 $930,828 $930,828 0.06 $926,475
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 934,799 $928,058 $928,058 0.06 $925,371
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 917,056 $910,094 $910,094 0.06 $905,147
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04029% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $905,505 $905,505 0.06 $902,927
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $904,916 $904,916 0.06 $901,549
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $898,777 $898,777 0.06 $890,526
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $898,215 $898,215 0.06 $896,593
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79783% 20-MAY-2032, 6.80%, 05/20/32 HACLN 2024-1 44644NAC3 - 874,346 $880,228 $880,228 0.06 $877,421
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 885,823 $862,911 $862,911 0.06 $859,270
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $838,877 $838,877 0.05 $837,290
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $838,826 $838,826 0.05 $838,826
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $835,417 $835,417 0.05 $830,631
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $826,768 $826,768 0.05 $822,729
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $824,256 $824,256 0.05 $822,627
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $823,987 $823,987 0.05 $820,364
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 783,392 $818,615 $818,615 0.05 $814,060
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 816,036 $802,768 $802,768 0.05 $798,746
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 $801,796 $801,796 0.05 $796,827
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 804,855 $799,710 $799,710 0.05 $798,693
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 786,008 $790,361 $790,361 0.05 $788,318
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 798,546 $787,172 $787,172 0.05 $783,156
BX Trust 2026-CIP D 5.91676% 15-MAY-2038, 5.92%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $786,591 $786,591 0.05 $783,631
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 782,779 $780,282 $780,282 0.05 $775,649
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,112 $772,112 0.05 $768,331
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 $766,645 $766,645 0.05 $763,388
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 767,423 $764,088 $764,088 0.05 $761,387
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $762,106 $762,106 0.05 $757,861
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 743,000 $756,891 $756,891 0.05 $729,232
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 $742,885 $742,885 0.05 $738,959
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $711,966 $711,966 0.05 $710,776
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 $708,434 $708,434 0.05 $706,684
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49029% 25-JUN-2047, 5.49%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 697,750 $697,140 $697,140 0.05 $695,769
EQT Trust 2026-IND1 E 6.51676% 15-JUL-2041, 6.52%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $693,141 $693,141 0.05 $690,268
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.36546% 25-OCT-2057, 8.37%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 641,248 $691,033 $691,033 0.05 $689,096
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $683,689 $683,689 0.04 $678,106
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $682,326 $682,326 0.04 $668,167
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44029% 25-JUN-2047, 6.44%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 677,814 $677,276 $677,276 0.04 $675,700
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64783% 20-OCT-2032, 7.65%, 10/20/32 HACLN 2024-2 44644NAK5 - 641,532 $644,660 $644,660 0.04 $642,343
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 663,552 $641,313 $641,313 0.04 $637,778
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 606,061 $631,631 $631,631 0.04 $628,552
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $628,160 $628,160 0.04 $626,308
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 615,342 $624,146 $624,146 0.04 $621,032
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 $609,854 $609,854 0.04 $607,702
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $605,697 $605,697 0.04 $604,533
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 599,352 $599,476 $599,476 0.04 $597,290
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 606,061 $599,458 $599,458 0.04 $597,404
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 587,767 $593,228 $593,228 0.04 $589,433
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 581,209 $572,420 $572,420 0.04 $571,308
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $561,813 $561,813 0.04 $560,191
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $555,621 $555,621 0.04 $552,308
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $542,744 $542,744 0.04 $539,387
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 $537,946 $537,946 0.04 $533,849
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 $531,874 $531,874 0.03 $528,899
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 $512,067 $512,067 0.03 $509,847
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $508,942 $508,942 0.03 $505,448
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 $507,451 $507,451 0.03 $505,419
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $505,648 $505,648 0.03 $503,722
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 495,797 $505,631 $505,631 0.03 $495,797
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $505,467 $505,467 0.03 $503,365
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 $503,205 $503,205 0.03 $500,180
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $501,845 $501,845 0.03 $497,591
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 $494,740 $494,740 0.03 $493,370
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 - 486,087 $488,328 $488,328 0.03 $487,136
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 465,029 $473,714 $473,714 0.03 $469,288
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 465,029 $468,922 $468,922 0.03 $465,548
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 $461,757 $461,757 0.03 $461,169
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74029% 25-DEC-2031, 5.74%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 457,234 $458,864 $458,864 0.03 $457,916
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $456,147 $456,147 0.03 $453,703
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 $448,920 $448,920 0.03 $447,241
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 438,444 $446,793 $446,793 0.03 $444,510
NATL Commercial Mortgage Trust 2026-IND D 5.96676% 15-JUN-2043, 5.97%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $438,402 $438,402 0.03 $436,736
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 438,725 $433,812 $433,812 0.03 $431,506
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 $427,917 $427,917 0.03 $426,018
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 $417,791 $417,791 0.03 $415,945
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $415,696 $415,696 0.03 $413,669
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $408,369 $408,369 0.03 $404,617
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $403,528 $403,528 0.03 $401,798
BX Commercial Mortgage Trust 2026-CSMO C 5.81676% 15-FEB-2043, 5.82%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,487 $403,487 0.03 $402,000
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89783% 20-SEP-2033, 6.90%, 09/20/33 HACLN 2025-2 44644NAR0 - 396,295 $397,902 $397,902 0.03 $396,611
BXHPP Trust 2021-FILM A 4.581% 15-AUG-2036, 4.58%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $396,002 $396,002 0.03 $394,723
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 $387,054 $387,054 0.03 $385,243
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 381,198 $386,170 $386,170 0.03 $384,185
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,704 $376,704 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 $366,897 $366,897 0.02 $365,534
EQT Trust 2026-IND1 D 5.81676% 15-JUL-2041, 5.82%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $363,076 $363,076 0.02 $361,730
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $360,909 $360,909 0.02 $358,913
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.36546% 25-OCT-2057, 7.37%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 327,998 $343,941 $343,941 0.02 $343,069
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $343,559 $343,559 0.02 $342,282
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 329,747 $334,559 $334,559 0.02 $333,199
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 331,587 $333,742 $333,742 0.02 $332,870
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 330,346 $326,352 $326,352 0.02 $325,207
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29029% 25-DEC-2031, 7.29%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 323,362 $326,225 $326,225 0.02 $325,374
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $325,015 $325,015 0.02 $324,306
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $322,062 $322,062 0.02 $319,981
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 $316,701 $316,701 0.02 $316,291
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 $314,297 $314,297 0.02 $312,368
BX Commercial Mortgage Trust 2024-MF C 5.75766% 15-FEB-2039, 5.76%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,567 $310,567 0.02 $309,427
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89783% 20-MAY-2032, 8.90%, 05/20/32 HACLN 2024-1 44644NAD1 - 302,658 $310,027 $310,027 0.02 $308,756
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $304,857 $304,857 0.02 $303,267
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 $301,976 $301,976 0.02 $299,965
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 298,328 $298,632 $298,632 0.02 $297,516
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $291,023 $291,023 0.02 $289,404
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 289,489 $290,114 $290,114 0.02 $289,566
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,618 $283,618 0.02 $282,727
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,186 $269,186 0.02 $268,292
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 268,388 $261,622 $261,622 0.02 $261,114
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $252,626 $252,626 0.02 $251,418
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 $243,070 $243,070 0.02 $241,858
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 239,887 $242,434 $242,434 0.02 $241,062
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 $236,203 $236,203 0.02 $235,323
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $228,437 $228,437 0.01 $227,086
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 $227,331 $227,331 0.01 $225,617
BXHPP Trust 2021-FILM B 4.831% 15-AUG-2036, 4.83%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $225,468 $225,468 0.01 $224,696
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $222,442 $222,442 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 $212,024 $212,024 0.01 $210,622
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $210,182 $210,182 0.01 $209,436
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,977 $202,977 0.01 $201,766
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 195,321 $196,583 $196,583 0.01 $195,716
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 $189,046 $189,046 0.01 $187,554
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $177,017 $177,017 0.01 $176,516
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 7.07%, 04/25/48 RCLT 75576AAA1 - 159,135 $160,858 $160,858 0.01 $160,452
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 162,198 $160,051 $160,051 0.01 $159,744
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $152,665 $152,665 0.01 $152,448
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 $147,918 $147,918 0.01 $147,296
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 $146,448 $146,448 0.01 $145,815
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 162,791 $117,938 $117,938 0.01 $117,856
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 $113,153 $113,153 0.01 $112,773
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $105,951 $105,951 0.01 $81,250
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 $100,070 $100,070 0.01 $99,577
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $98,688 $98,688 0.01 $98,539
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $98,328 $98,328 0.01 $98,175
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 90,032 $91,677 $91,677 0.01 $90,739
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $90,680 $90,680 0.01 $90,529
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 87,386 $85,939 $85,939 0.01 $85,757
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $70,905 $70,905 0.00 $70,779
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $64,965 $64,965 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 $42,870 $42,870 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 $34,908 $34,908 0.00 $34,800
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 $26,322 $26,322 0.00 $26,200
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 17,866 $17,945 $17,945 0.00 $17,911
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 - 15,990 $16,112 $16,112 0.00 $16,055
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 15,610 $15,670 $15,670 0.00 $15,634
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $23,217,188 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - 122.00 $12,827,156 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 629.00 $128,173,493 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 680.00 $70,459,688 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - 1,022 $106,783,031 $0 0.00 $0
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - -90,700,000 $-72,354,111 $-72,354,111 -4.72 $-72,354,111
SEGREGATED CASH SEGCASH $0.00 17,595,953 $17,595,953 $17,595,953 1.15 $17,595,953
US DOLLARS USD MD_142224 - -84,055,550 $-84,055,550 $-84,055,550 -5.49 $-84,055,550
Janus Henderson AAA CLO ETF 03/30/27 - 47103U845 $50.47 1,196,612 $60,440,872 $47,864 0.00 $47,864
Janus Henderson AAA CLO ETF 04/05/27 - 47103U845 $50.50 957,290 $48,352,718 $9,573 0.00 $9,573
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 645.00 $153,647,062 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,068,750 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - 322.00 $306,737,200 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,284,293 $-62,445 0.00 $-62,445
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,284,293 $-62,445 0.00 $-62,445
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,016,452 $-185,167 -0.01 $-185,167
Janus Henderson AAA CLO ETF 03/29/27 - 47103U845 $50.70 1,185,046 $59,856,673 $-225,159 -0.01 $-225,159
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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