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 15, 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 $138,593,331 $138,593,331 8.98 $138,593,331
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - 129,985,000 $122,900,298 $122,900,298 7.96 $122,900,298
GNMA II TBA 30yr 2.5% October Delivery, 2.50%, 10/20/26 G2SF 21H0226A4 - 90,700,000 $74,378,082 $74,378,082 4.82 $74,378,082
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 78,790,000 $70,442,830 $70,442,830 4.57 $70,442,830
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 40,163,000 $40,844,164 $40,844,164 2.65 $40,844,164
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - 20,338,000 $19,747,913 $19,747,913 1.29 $19,747,913
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 $17,566,717 $17,566,717 1.15 $17,441,860
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 $16,985,500 $16,985,500 1.11 $16,883,543
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 $16,978,271 $16,978,271 1.11 $16,861,725
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,682,248 $16,682,248 1.08 $16,583,339
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,853,502 $15,853,502 1.03 $15,761,111
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 $15,381,917 $15,381,917 1.00 $15,284,301
Connecticut Avenue Securities Trust 2022-R01 1B2 9.64319% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,226,918 $15,226,918 0.99 $15,138,767
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 $14,690,298 $14,690,298 0.95 $14,547,590
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,554,708 $12,554,708 0.81 $12,371,746
ALA Trust 2025-OANA A 5.38263% 15-JUN-2040, 5.56%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,155,232 $12,155,232 0.79 $12,097,501
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,128,351 $12,128,351 0.78 $12,028,800
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,118,326 $11,118,326 0.72 $11,016,630
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,189,587 $10,189,587 0.66 $10,133,769
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,101,790 $10,101,790 0.65 $10,086,181
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,068,744 $10,068,744 0.65 $9,992,064
BX Trust 2025-VLT7 E 7.3892% 15-JUL-2044, 7.57%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,903,151 $9,903,151 0.64 $9,841,735
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,689,784 $9,689,784 0.63 $9,437,754
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,851,942 $8,851,942 0.57 $8,774,210
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,697,219 $8,697,219 0.56 $8,656,470
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,556,516 $8,556,516 0.55 $8,316,479
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,575,452 $8,545,991 $8,545,991 0.55 $8,486,392
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,077,033 $8,077,033 0.52 $8,010,278
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 $7,924,476 $7,924,476 0.51 $7,873,930
HILT 2025-NVIL A 5.3822% 15-JUL-2042, 5.56%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,449,094 $7,449,094 0.48 $7,413,655
Extended Stay America Trust 2025-ESH B 5.2392% 15-OCT-2042, 5.42%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,213,613 $7,213,613 0.47 $7,179,966
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,980,460 $6,980,460 0.45 $6,947,649
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,891,794 $6,891,794 0.45 $6,875,047
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 $6,756,234 $6,756,234 0.44 $6,726,183
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,675,708 $6,675,708 0.43 $6,630,254
Great Wolf Trust 2024-WOLF D 6.5292% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,666,186 $6,666,186 0.43 $6,627,831
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,651,491 $6,651,491 0.43 $6,625,361
Connecticut Avenue Securities, Series 2021-R03 1B2 9.14319% 25-DEC-2041, 9.14%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,585,310 $6,585,310 0.43 $6,549,103
PNW Trust 2026-ARTE A 5.35046% 15-APR-2041, 5.53%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,522,829 $6,522,829 0.42 $6,491,883
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 $6,475,859 $6,475,859 0.42 $6,196,193
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,431,575 $6,431,575 0.42 $6,411,096
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,365,576 $6,365,576 0.41 $6,331,979
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,359,851 $6,359,851 0.41 $6,352,547
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.97%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,356,170 $6,356,170 0.41 $6,323,719
BX Commercial Mortgage Trust 2024-AIRC A 5.33024% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $6,299,512 $6,299,512 0.41 $5,590,743
SMRT Commercial Mortgage Trust 2022-MINI D 5.5892% 15-JAN-2039, 5.77%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,271,552 $6,271,552 0.41 $6,242,407
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 $6,220,383 $6,220,383 0.40 $6,200,404
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,160,854 $6,153,808 $6,153,808 0.40 $6,110,674
BX Trust 2025-TAIL D 6.0892% 15-JUN-2035, 6.27%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,032,151 $6,032,151 0.39 $6,001,675
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,906,021 $5,906,021 0.38 $5,885,351
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,794,607 $5,794,607 0.37 $5,772,127
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,723,409 $5,723,409 0.37 $5,668,996
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 $5,697,134 $5,697,134 0.37 $5,676,808
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,675,960 $5,675,960 0.37 $5,634,603
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,654,446 $5,654,446 0.37 $5,616,489
BX Trust 2024-CNYN D 6.32929% 15-APR-2041, 6.51%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,653,472 $5,653,472 0.37 $5,621,938
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,627,491 $5,645,421 $5,645,421 0.37 $5,605,121
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,614,370 $5,614,370 0.36 $5,566,741
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,740,616 $5,551,028 $5,551,028 0.36 $5,522,325
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 $5,533,976 $5,533,976 0.36 $5,516,655
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,487,985 $5,487,985 0.36 $5,451,478
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
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,471,596 $5,471,596 0.35 $5,425,517
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,505,665 $5,447,845 $5,447,845 0.35 $5,408,596
EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM|7.375|09/30/2030, 7.38%, 09/30/30 EFC 31574BAB2 - 5,274,000 $5,406,512 $5,406,512 0.35 $5,226,079
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,401,443 $5,401,443 0.35 $5,388,476
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,373,597 $5,373,597 0.35 $5,345,770
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 $5,328,589 $5,328,589 0.34 $5,257,930
SWCH Commercial Mortgage Trust 2025-DATA E 6.97942% 15-FEB-2042, 7.16%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,305,975 $5,305,975 0.34 $5,272,820
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,478,406 $5,303,395 $5,303,395 0.34 $5,274,976
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.14%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,184,488 $5,184,488 0.34 $5,168,244
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,183,445 $5,183,445 0.34 $5,160,999
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,106,051 $5,106,051 0.33 $4,981,328
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,078,893 $5,078,893 0.33 $5,034,466
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,064,565 $5,064,565 0.33 $5,051,640
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,050,929 $5,050,929 0.33 $5,034,224
Atlantic Avenue 2026-5 Ltd|6.9493|03/31/2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,050,376 $5,050,376 0.33 $5,043,620
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,043,743 $5,043,743 0.33 $5,004,613
SCG Trust 2025-SNIP E 7.0392% 15-SEP-2042, 7.22%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,031,304 $5,031,304 0.33 $4,999,994
BX Trust 2025-DIME E 6.6392% 15-FEB-2035, 6.82%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,029,527 $5,029,527 0.33 $4,999,995
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,012,790 $5,012,790 0.32 $4,968,722
Connecticut Avenue Securities Trust 2022-R03 1B2 13.49319% 25-MAR-2042, 13.49%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,993,917 $4,993,917 0.32 $4,954,799
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,960,260 $4,960,260 0.32 $4,944,420
SCG Commercial Mortgage Trust 2025-DLFN E 6.5892% 15-MAR-2035, 6.77%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,941,331 $4,941,331 0.32 $4,912,584
Extended Stay America Trust 2026-ESH2 D 5.8892% 15-FEB-2043, 6.07%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,873,907 $4,873,907 0.32 $4,848,615
BX Commercial Mortgage Trust 2024-MF D 6.32902% 15-FEB-2039, 6.51%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,865,821 $4,865,821 0.31 $4,838,648
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,847,166 $4,847,166 0.31 $4,814,026
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,836,955 $4,836,955 0.31 $4,820,167
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,773,686 $4,773,686 0.31 $4,741,148
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 5,000,000 $4,767,870 $4,767,870 0.31 $4,645,092
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,722,325 $4,758,757 $4,758,757 0.31 $4,740,728
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,660,360 $4,660,360 0.30 $4,631,174
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,631,908 $4,631,908 0.30 $4,603,012
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,600,151 $4,600,151 0.30 $4,573,151
NRTH Commercial Mortgage Trust 2025-PARK B 5.28212% 15-OCT-2040, 5.46%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,525,474 $4,525,474 0.29 $4,505,644
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 68237DAB9 - 4,500,000 $4,519,252 $4,519,252 0.29 $4,499,242
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 $4,500,984 $4,500,984 0.29 $4,486,492
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,472,498 $4,444,412 $4,444,412 0.29 $4,444,412
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,400,591 $4,400,591 0.28 $4,370,907
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,387,910 $4,387,910 0.28 $4,372,296
GWT Commercial Mortgage Trust 2024-WLF2 E 7.27763% 15-MAY-2041, 7.46%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,373,716 $4,373,716 0.28 $4,345,736
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 $4,348,331 $4,348,331 0.28 $4,309,887
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.29%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,343,179 $4,343,179 0.28 $4,308,564
COMM 2024-WCL1 Mortgage Trust D 6.929% 17-JUN-2041, 7.11%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,270,947 $4,270,947 0.28 $4,246,389
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,251,941 $4,222,977 $4,222,977 0.27 $4,193,825
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,205,376 $4,205,376 0.27 $4,197,407
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,255,770 $4,193,178 $4,193,178 0.27 $4,174,524
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 $4,126,900 $4,126,900 0.27 $4,111,609
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,205,087 $4,118,743 $4,118,743 0.27 $4,108,184
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,106,876 $4,106,876 0.27 $4,079,789
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,059,177 $4,072,371 $4,072,371 0.26 $4,043,074
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,072,217 $4,066,313 $4,066,313 0.26 $4,052,061
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 $4,009,999 $4,009,999 0.26 $4,006,169
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,005,614 $4,005,614 0.26 $3,987,600
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 $3,992,030 $3,992,030 0.26 $3,992,030
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,025,180 $3,977,272 $3,977,272 0.26 $3,952,276
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,955,594 $3,955,594 0.26 $3,925,281
BX Trust 2024-VLT4 E 6.528604% 15-JUN-2041, 6.71%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,947,594 $3,947,594 0.26 $3,924,483
BLP Trust 2025-IND2 D 6.2892% 15-DEC-2042, 6.47%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,675,778 $3,902,677 $3,902,677 0.25 $3,682,174
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 $3,800,331 $3,800,331 0.25 $3,532,137
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,778,688 $3,778,688 0.24 $3,766,054
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,778,657 $3,778,657 0.24 $3,658,287
JW Commercial Mortgage Trust 2026-MRCO B 5.3392% 15-JUN-2039, 5.52%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,776,560 $3,776,560 0.24 $3,758,744
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,773,128 $3,773,128 0.24 $3,748,827
BMP Commercial Mortgage Trust 2024-MF23 D 6.02969% 15-JUN-2041, 6.21%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,773,095 $3,773,095 0.24 $3,752,977
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,763,816 $3,763,816 0.24 $3,737,570
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,889,078 $3,762,277 $3,762,277 0.24 $3,741,924
FREMF 2023-K511 Mortgage Trust C 5.821717% 25-NOV-2028, 5.83%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,757,931 $3,757,931 0.24 $3,728,797
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 $3,749,212 $3,749,212 0.24 $3,733,156
LEX Trust 2026-450 D 5.9892% 15-MAR-2043, 6.17%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,734,820 $3,734,820 0.24 $3,716,315
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,719,833 $3,719,833 0.24 $3,692,727
BX Commercial Mortgage Trust 2026-XL6 D 5.7392% 15-MAR-2043, 5.92%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,715,798 $3,715,798 0.24 $3,239,115
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,698,584 $3,698,584 0.24 $3,684,646
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,637,524 $3,637,524 0.24 $3,637,524
BX Commercial Mortgage Trust 2024-XL5 D 6.329% 15-MAR-2041, 6.51%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,604,529 $3,604,529 0.23 $3,584,427
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,558,102 $3,558,102 0.23 $3,530,959
Extended Stay America Trust 2025-ESH E 6.9892% 15-OCT-2042, 7.17%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,551,916 $3,551,916 0.23 $3,529,965
Extended Stay America Trust 2025-ESH D 6.2392% 15-OCT-2042, 6.42%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,550,418 $3,550,418 0.23 $3,532,139
SCG Trust 2025-SNIP D 6.2392% 15-SEP-2042, 6.42%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,525,290 $3,525,290 0.23 $3,505,862
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 $3,522,965 $3,522,965 0.23 $3,510,501
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 $3,520,713 $3,520,713 0.23 $3,491,460
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,459,743 $3,459,743 0.22 $3,447,633
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,423,081 $3,423,081 0.22 $3,412,508
NATL Commercial Mortgage Trust 2026-IND E 6.7892% 15-JUN-2043, 6.97%, 06/15/43 NATL 2026-IND 62881KAJ8 - 2,949,810 $3,398,932 $3,398,932 0.22 $2,953,440
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,386,906 $3,386,906 0.22 $3,377,625
BAY Trust 2026-MDWS C 6.0316% 15-JUN-2041, 6.21%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,383,782 $3,383,782 0.22 $3,365,622
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,341,013 $3,341,013 0.22 $3,315,886
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,202,362 $3,331,817 $3,331,817 0.22 $3,174,839
SWVP 2026-PNCL A|5.25|10/15/2043, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,330,000 $3,330,000 0.22 $3,330,000
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,310,092 $3,310,092 0.21 $3,287,890
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,291,281 $3,282,738 $3,282,738 0.21 $3,260,247
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,250,480 $3,250,480 0.21 $3,232,103
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 3,222,953 $3,249,673 $3,249,673 0.21 $3,233,714
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,196,284 $3,201,697 $3,201,697 0.21 $3,189,173
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,179,865 $3,179,865 0.21 $3,154,818
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 $3,169,621 $3,169,621 0.21 $3,149,951
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,153,285 $3,153,285 0.20 $3,140,714
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,148,356 $3,148,356 0.20 $3,140,051
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,145,009 $3,145,009 0.20 $3,133,636
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,143,094 $3,143,094 0.20 $3,131,971
BX Trust 2025-LUNR D 6.1392% 15-JUN-2040, 6.32%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,136,508 $3,136,508 0.20 $3,119,504
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,775,030 $3,132,008 $3,132,008 0.20 $2,766,312
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,113,027 $3,121,509 $3,121,509 0.20 $3,099,508
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 $3,115,614 $3,115,614 0.20 $3,092,530
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 $3,115,421 $3,115,421 0.20 $3,102,585
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,114,406 $3,114,406 0.20 $3,098,927
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 $3,109,950 $3,109,950 0.20 $3,090,437
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 $3,098,440 $3,098,440 0.20 $3,081,692
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,096,291 $3,096,291 0.20 $3,072,056
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,083,634 $3,083,634 0.20 $3,062,131
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,079,751 $3,079,751 0.20 $3,069,557
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,040,020 $3,040,020 0.20 $3,020,179
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,009,420 $3,025,509 $3,025,509 0.20 $3,025,509
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 $3,007,474 $3,007,474 0.19 $2,997,464
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,006,622 $3,006,622 0.19 $3,002,080
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 $2,998,727 $2,998,727 0.19 $2,989,218
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,010,551 $2,975,384 $2,975,384 0.19 $2,956,117
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 $2,949,549 $2,949,549 0.19 $2,929,216
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,947,120 $2,947,120 0.19 $2,925,932
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,928,165 $2,928,165 0.19 $2,908,733
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,942,409 $2,920,461 $2,920,461 0.19 $2,902,082
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,898,785 $2,898,785 0.19 $2,889,396
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 $2,894,300 $2,894,300 0.19 $2,882,802
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,872,405 $2,872,405 0.19 $2,859,124
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 $2,844,634 $2,844,634 0.18 $2,830,650
SCG Commercial Mortgage Trust 2025-FLWR E 6.3892% 15-AUG-2042, 6.57%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,839,748 $2,839,748 0.18 $2,823,451
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,837,488 $2,837,488 0.18 $2,835,661
BX Trust 2026-CART D 5.5392% 15-FEB-2036, 5.72%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,813,515 $2,813,515 0.18 $2,748,444
NetCredit Combined Receivables B 2026-B A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,800,000 $2,808,860 $2,808,860 0.18 $2,797,427
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,804,320 $2,804,320 0.18 $2,797,324
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,796,456 $2,796,456 0.18 $2,778,228
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 $2,789,422 $2,789,422 0.18 $2,783,486
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 $2,781,673 $2,781,673 0.18 $2,759,528
Great Wolf Trust 2024-WOLF G 9.0752% 15-MAR-2039, 9.25%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,780,376 $2,780,376 0.18 $2,759,482
JW Commercial Mortgage Trust 2026-MRCO D 6.0892% 15-JUN-2039, 6.27%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,776,236 $2,776,236 0.18 $2,761,337
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 $2,737,870 $2,737,870 0.18 $2,729,454
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,750,160 $2,702,951 $2,702,951 0.17 $2,685,371
BX Trust 2025-ROIC E 6.58049% 15-FEB-2042, 6.76%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,697,491 $2,697,491 0.17 $2,681,791
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 $2,694,011 $2,694,011 0.17 $2,682,922
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,691,353 $2,691,353 0.17 $2,671,377
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,688,146 $2,688,146 0.17 $2,673,268
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,675,089 $2,682,502 $2,682,502 0.17 $2,672,662
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,612,877 $2,670,671 $2,670,671 0.17 $2,647,589
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,666,363 $2,650,363 $2,650,363 0.17 $2,630,098
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,619,579 $2,639,389 $2,639,389 0.17 $2,619,680
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,629,473 $2,629,473 0.17 $2,620,177
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 $2,603,061 $2,603,061 0.17 $2,594,439
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,602,195 $2,602,195 0.17 $2,572,084
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,599,675 $2,599,675 0.17 $2,594,912
BX Commercial Mortgage Trust 2026-CSMO D 6.0892% 15-FEB-2043, 6.27%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,599,189 $2,599,189 0.17 $2,585,212
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,568,778 $2,568,778 0.17 $2,552,460
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,552,114 $2,552,114 0.17 $2,539,409
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,574,000 $2,535,125 $2,535,125 0.16 $2,522,690
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 $2,534,371 $2,534,371 0.16 $2,507,063
Research-Driven Pagaya Motor Asset Trust 2026-2 (RPM 2026-2) A4 5.62% 25-FEB-2035, 5.62%, 02/26/35 RPM 2026-2A 76091HAD4 - 2,538,000 $2,530,581 $2,530,581 0.16 $2,522,261
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,431,490 $2,526,653 $2,526,653 0.16 $2,430,727
PFDR Trust 2026-DLVR C 6.1392% 15-JUN-2043, 6.32%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,526,599 $2,526,599 0.16 $2,513,756
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,520,362 $2,520,362 0.16 $2,508,969
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 $2,516,560 $2,516,560 0.16 $2,496,455
NYC Commercial Mortgage Trust 2025-3BP D 6.08045% 15-FEB-2042, 6.26%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,515,450 $2,515,450 0.16 $2,501,925
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,554,576 $2,513,843 $2,513,843 0.16 $2,508,628
BX Commercial Mortgage Trust 2024-AIR2 D 6.42945% 15-OCT-2041, 6.43%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,512,810 $2,512,810 0.16 $2,498,583
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,500,040 $2,511,025 $2,511,025 0.16 $2,499,336
280 Park Avenue 2017-280P Mortgage Trust B 5.027% 15-SEP-2034, 5.03%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,504,963 $2,504,963 0.16 $2,493,792
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,503,015 $2,503,015 0.16 $2,491,390
OnDeck Asset Securitization Trust LLC|6.73|10/18/2032, 6.73%, 10/18/32 ONDK 2026-1A 67108SAP3 - 2,500,000 $2,499,627 $2,499,627 0.16 $2,499,627
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,496,255 $2,496,255 0.16 $2,473,963
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,485,266 $2,485,266 0.16 $2,478,047
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,484,964 $2,484,964 0.16 $2,471,110
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,508,998 $2,480,955 $2,480,955 0.16 $2,464,505
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 $2,475,239 $2,475,239 0.16 $2,462,775
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,475,012 $2,475,012 0.16 $2,465,314
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 $2,463,342 $2,463,342 0.16 $2,458,165
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,458,563 $2,458,563 0.16 $2,449,985
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 $2,448,125 $2,448,125 0.16 $2,441,405
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,446,831 $2,446,831 0.16 $2,429,605
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,446,712 $2,446,712 0.16 $2,440,021
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,446,353 $2,446,353 0.16 $2,438,191
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 2,489,000 $2,434,883 $2,434,883 0.16 $2,426,991
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 $2,422,692 $2,422,692 0.16 $2,414,720
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 6.99%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,410,340 $2,410,340 0.16 $2,400,361
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,377,542 $2,380,910 $2,380,910 0.15 $2,369,251
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
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 $2,370,509 $2,370,509 0.15 $2,355,899
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,363,847 $2,363,847 0.15 $2,345,672
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 $2,357,419 $2,357,419 0.15 $2,335,632
ALA Trust 2025-OANA D 6.73072% 15-JUN-2040, 6.91%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,350,434 $2,350,434 0.15 $2,336,465
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,350,365 $2,350,365 0.15 $2,345,255
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,334,435 $2,334,435 0.15 $2,320,799
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,332,080 $2,332,080 0.15 $2,303,974
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,326,600 $2,326,600 0.15 $2,319,804
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,317,531 $2,317,531 0.15 $2,306,916
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,316,586 $2,316,586 0.15 $2,286,186
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,357,551 $2,314,418 $2,314,418 0.15 $2,299,942
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 $2,281,266 $2,281,266 0.15 $2,279,322
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,269,994 $2,269,994 0.15 $2,266,588
JW Commercial Mortgage Trust 2026-MRCO C 5.5892% 15-JUN-2039, 5.77%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,269,420 $2,269,420 0.15 $2,258,230
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,271,448 $2,262,194 $2,262,194 0.15 $2,247,291
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,248,464 $2,248,464 0.15 $2,228,650
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,326,764 $2,242,740 $2,242,740 0.15 $2,230,670
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,242,120 $2,242,120 0.15 $2,229,333
COMM 2024-WCL1 Mortgage Trust C 6.529% 17-JUN-2041, 6.71%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,228,404 $2,228,404 0.14 $2,216,338
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,223,739 $2,223,739 0.14 $2,189,559
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 $2,207,592 $2,207,592 0.14 $2,196,111
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,195,088 $2,195,088 0.14 $2,185,414
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,186,823 $2,186,823 0.14 $2,180,040
RCKT Mortgage Trust 2026-CES9|6.229|09/25/2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,179,736 $2,179,736 0.14 $2,173,329
DBGS 2021-W52 Mortgage Trust C 6.2035% 15-JAN-2038, 6.38%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,142,281 $2,142,281 0.14 $2,130,408
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,118,586 $2,118,586 0.14 $2,093,221
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.13884% 20-FEB-2034, 8.14%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,095,249 $2,108,024 $2,108,024 0.14 $2,095,235
Connecticut Avenue Securities Trust 2023-R05 1B2 10.49319% 25-JUN-2043, 10.49%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,087,150 $2,087,150 0.14 $2,074,966
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,083,967 $2,083,967 0.13 $2,069,153
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,078,727 $2,078,727 0.13 $2,051,390
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,074,947 $2,074,947 0.13 $2,050,740
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 $2,071,178 $2,071,178 0.13 $2,053,294
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,068,575 $2,068,575 0.13 $2,050,853
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,053,634 $2,068,518 $2,068,518 0.13 $2,061,056
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,058,102 $2,058,102 0.13 $2,032,689
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,051,302 $2,051,302 0.13 $2,048,137
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,046,892 $2,046,892 0.13 $2,038,016
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,036,442 $2,036,442 0.13 $2,027,069
SMRT Commercial Mortgage Trust 2022-MINI F 6.9892% 15-JAN-2039, 7.17%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,030,604 $2,030,604 0.13 $2,018,798
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,029,918 $2,029,918 0.13 $2,020,121
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,028,451 $2,028,451 0.13 $2,016,258
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,050,233 $2,024,382 $2,024,382 0.13 $2,011,199
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 $2,022,216 $2,022,216 0.13 $2,010,046
BOCA Commercial Mortgage Trust 2025-BOCA D 6.1392% 15-DEC-2042, 6.32%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,013,364 $2,013,364 0.13 $2,003,123
FS Commercial Mortgage Trust 2026-PALM D 6.0392% 15-JUL-2041, 6.22%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,013,055 $2,013,055 0.13 $2,002,979
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,042,324 $2,010,103 $2,010,103 0.13 $2,009,027
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 $2,009,562 $2,009,562 0.13 $2,001,048
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $2,000,126 $2,000,126 0.13 $1,987,952
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $1,998,736 $1,998,736 0.13 $1,988,420
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,996,849 $1,996,849 0.13 $1,991,622
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,995,893 $1,995,893 0.13 $1,982,243
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 $1,993,073 $1,993,073 0.13 $1,982,514
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 1,960,459 $1,992,893 $1,992,893 0.13 $1,979,789
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,988,102 $1,988,102 0.13 $1,976,570
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,972,674 $1,972,674 0.13 $1,969,900
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 $1,972,571 $1,972,571 0.13 $1,963,133
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,984,432 $1,970,837 $1,970,837 0.13 $1,955,569
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,969,759 $1,969,759 0.13 $1,955,669
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,986,206 $1,966,265 $1,966,265 0.13 $1,962,209
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,960,699 $1,960,699 0.13 $1,945,544
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,948,051 $1,948,051 0.13 $1,941,779
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,947,990 $1,947,990 0.13 $1,934,975
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,982,844 $1,945,985 $1,945,985 0.13 $1,933,302
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,945,398 $1,945,398 0.13 $1,932,136
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 $1,945,131 $1,945,131 0.13 $1,934,621
BX Commercial Mortgage Trust 2024-AIR2 C 5.88024% 15-OCT-2041, 5.88%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,934,310 $1,934,310 0.13 $1,924,282
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,984,397 $1,918,646 $1,918,646 0.12 $1,910,584
BX Trust 2026-CIP E 6.7392% 15-MAY-2038, 6.92%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,913,171 $1,913,171 0.12 $1,902,517
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 $1,910,103 $1,910,103 0.12 $1,899,531
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,909,284 $1,909,284 0.12 $1,898,387
RCKT Mortgage Trust 2026-CES9|6.627|09/25/2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,906,560 $1,906,560 0.12 $1,900,949
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,888,615 $1,888,615 0.12 $1,882,401
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,887,076 $1,874,808 $1,874,808 0.12 $1,862,424
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,903,530 $1,868,467 $1,868,467 0.12 $1,856,051
BX Trust 2024-BRBK B 7.5658% 15-OCT-2041, 7.79%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,862,788 $1,862,788 0.12 $1,850,336
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,827,279 $1,827,279 0.12 $1,792,002
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,780,915 $1,790,873 $1,790,873 0.12 $1,777,790
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 $1,789,528 $1,789,528 0.12 $1,783,911
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,720,078 $1,786,898 $1,786,898 0.12 $1,771,833
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.88884% 20-MAR-2033, 5.89%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,775,381 $1,780,970 $1,780,970 0.12 $1,773,129
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 $1,779,194 $1,779,194 0.12 $1,771,609
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 $1,754,702 $1,754,702 0.11 $1,744,444
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,754,476 $1,754,476 0.11 $1,746,428
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,734,935 $1,734,935 0.11 $1,727,234
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 $1,733,803 $1,733,803 0.11 $1,725,228
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,727,869 $1,727,869 0.11 $1,722,336
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,736,783 $1,718,866 $1,718,866 0.11 $1,712,619
BXHPP Trust 2021-FILM C 4.854% 15-AUG-2036, 5.03%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,710,180 $1,710,180 0.11 $1,701,758
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,708,755 $1,708,755 0.11 $1,703,181
Extended Stay America Trust 2025-ESH F 7.7392% 15-OCT-2042, 7.92%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,692,705 $1,692,705 0.11 $1,681,187
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 $1,673,870 $1,673,870 0.11 $1,667,833
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,667,060 $1,667,060 0.11 $1,661,415
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,658,180 $1,658,180 0.11 $1,652,460
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,655,808 $1,655,808 0.11 $1,643,681
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,640,770 $1,640,770 0.11 $1,632,400
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,627,799 $1,627,799 0.11 $1,615,888
Connecticut Avenue Securities Trust 2023-R06 1B2 9.54319% 25-JUL-2043, 9.54%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,626,209 $1,626,209 0.11 $1,617,461
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,603,263 $1,603,263 0.10 $1,598,360
BX Commercial Mortgage Trust 2024-WPT D 6.3289% 15-APR-2041, 6.51%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,594,473 $1,594,473 0.10 $1,585,577
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 $1,586,165 $1,586,165 0.10 $1,572,742
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 $1,571,183 $1,571,183 0.10 $1,564,789
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,550,140 $1,544,664 $1,544,664 0.10 $1,534,627
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,521,805 $1,521,805 0.10 $1,514,597
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,520,911 $1,520,911 0.10 $1,520,911
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,518,036 $1,518,036 0.10 $1,509,397
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 $1,517,003 $1,517,003 0.10 $1,508,421
Gracie Point International Funding, Series 2025-1 C 6.3865% 15-AUG-2028, 6.37%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,508,451 $1,508,451 0.10 $1,504,469
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,498,214 $1,498,214 0.10 $1,491,807
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,496,415 $1,496,415 0.10 $1,486,440
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,494,268 $1,494,268 0.10 $1,488,699
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,491,830 $1,488,148 $1,488,148 0.10 $1,477,502
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,485,740 $1,485,740 0.10 $1,474,777
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 $1,482,872 $1,482,872 0.10 $1,475,521
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,478,573 $1,478,573 0.10 $1,472,366
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,480,529 $1,478,306 $1,478,306 0.10 $1,467,632
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 $1,478,216 $1,478,216 0.10 $1,471,240
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 $1,471,474 $1,471,474 0.10 $1,470,134
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 $1,469,386 $1,469,386 0.10 $1,462,690
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,460,204 $1,460,204 0.09 $1,460,204
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,450,799 $1,450,799 0.09 $1,440,793
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,439,733 $1,439,733 0.09 $1,439,711
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,397,077 $1,434,440 $1,434,440 0.09 $1,428,524
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,426,983 $1,428,471 $1,428,471 0.09 $1,417,929
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,426,983 $1,424,013 $1,424,013 0.09 $1,413,828
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,307,913 $1,413,983 $1,413,983 0.09 $1,298,164
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,383,996 $1,383,996 0.09 $1,379,010
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,374,787 $1,374,787 0.09 $1,367,287
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 $1,373,840 $1,373,840 0.09 $1,367,453
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,366,197 $1,368,816 $1,368,816 0.09 $1,363,310
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,358,712 $1,365,386 $1,365,386 0.09 $1,357,037
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,358,090 $1,358,090 0.09 $1,353,822
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 $1,338,160 $1,338,160 0.09 $1,334,193
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 $1,321,197 $1,321,197 0.09 $1,315,049
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,309,758 $1,316,142 $1,316,142 0.09 $1,311,945
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,315,657 $1,315,657 0.09 $1,304,452
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 $1,292,627 $1,292,627 0.08 $1,236,041
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,307,777 $1,284,089 $1,284,089 0.08 $1,276,177
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,281,592 $1,281,592 0.08 $1,272,378
SWVP 2026-PNCL D|6.85|10/15/2043, 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 6.0302% 15-MAR-2039, 6.21%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,271,330 $1,271,330 0.08 $1,264,570
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,254,598 $1,254,598 0.08 $1,244,854
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,241,401 $1,241,401 0.08 $1,235,822
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,253,959 $1,237,354 $1,237,354 0.08 $1,223,576
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,228,120 $1,228,120 0.08 $1,226,169
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 $1,216,640 $1,216,640 0.08 $1,209,984
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,215,607 $1,212,781 $1,212,781 0.08 $1,204,420
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 $1,212,124 $1,212,124 0.08 $1,206,505
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,211,939 $1,211,939 0.08 $1,207,263
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,208,443 $1,208,443 0.08 $1,201,775
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,207,293 $1,207,293 0.08 $1,203,265
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 $1,177,003 $1,177,003 0.08 $1,168,218
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,196,237 $1,176,288 $1,176,288 0.08 $1,170,407
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,181,512 $1,172,569 $1,172,569 0.08 $1,166,511
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 $1,171,124 $1,171,124 0.08 $1,165,256
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 $1,169,998 $1,169,998 0.08 $1,162,587
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,153,360 $1,157,506 $1,157,506 0.07 $1,149,374
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,154,792 $1,150,329 $1,150,329 0.07 $1,142,234
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,145,945 $1,145,945 0.07 $1,141,864
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,119,710 $1,119,710 0.07 $1,118,097
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,118,159 $1,118,159 0.07 $1,110,891
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,117,048 $1,111,323 $1,111,323 0.07 $1,104,136
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 $1,107,234 $1,107,234 0.07 $1,098,955
OBX 2026-HE1 Trust M2 5.44319% 25-FEB-2056, 5.44%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,104,360 $1,104,360 0.07 $1,100,701
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,101,558 $1,101,558 0.07 $1,098,046
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 $1,098,001 $1,098,001 0.07 $1,038,930
US Bank NA|6.0715|09/25/2033, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,100,000 $1,094,408 $1,094,408 0.07 $1,092,182
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,093,897 $1,093,897 0.07 $1,085,321
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,093,482 $1,093,482 0.07 $1,085,248
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,148,513 $1,090,941 $1,090,941 0.07 $1,086,634
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,086,637 $1,090,327 $1,090,327 0.07 $1,085,424
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.23884% 20-OCT-2032, 6.24%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,059,677 $1,067,127 $1,067,127 0.07 $1,062,169
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 980,770 $1,059,498 $1,059,498 0.07 $986,535
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,058,859 $1,058,859 0.07 $1,055,546
BX Trust 2024-CNYN C 5.58036% 15-APR-2041, 5.76%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,057,154 $1,057,154 0.07 $1,051,941
BX Trust 2024-VLT4 D 6.079252% 15-JUN-2041, 6.26%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,047,567 $1,047,567 0.07 $1,041,859
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.13884% 20-MAR-2033, 7.14%, 03/21/33 HACLN 2025-1 446438TA1 - 1,031,890 $1,042,063 $1,042,063 0.07 $1,036,538
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,001,028 $1,037,920 $1,037,920 0.07 $1,030,912
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,035,347 $1,035,347 0.07 $1,027,743
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,025,269 $1,025,269 0.07 $1,018,027
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,022,584 $1,022,584 0.07 $1,015,695
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,013,182 $1,013,182 0.07 $1,001,600
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 $1,012,440 $1,012,440 0.07 $964,939
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,009,240 $1,009,240 0.07 $1,005,975
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 $1,004,838 $1,004,838 0.07 $998,448
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 $1,003,011 $1,003,011 0.06 $930,509
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $1,000,053 $1,000,053 0.06 $996,319
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 $998,037 $998,037 0.06 $927,084
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $995,643 $995,643 0.06 $993,118
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $994,401 $994,401 0.06 $992,966
LIFE 2021-BMR Mortgage Trust E 5.504% 15-MAR-2038, 5.68%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $993,320 $993,320 0.06 $988,178
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 992,694 $992,343 $992,343 0.06 $985,546
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,009,621 $991,117 $991,117 0.06 $984,259
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $985,406 $985,406 0.06 $982,305
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $984,992 $984,992 0.06 $981,294
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 987,715 $984,186 $984,186 0.06 $980,032
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,027,928 $976,717 $976,717 0.06 $971,256
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $971,527 $971,527 0.06 $970,696
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 972,947 $969,326 $969,326 0.06 $965,286
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 948,277 $958,758 $958,758 0.06 $949,287
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 954,736 $951,399 $951,399 0.06 $945,135
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.78884% 20-MAY-2032, 6.79%, 05/20/32 HACLN 2024-1 44644NAC3 - 925,336 $934,711 $934,711 0.06 $929,999
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 $909,260 $909,260 0.06 $904,921
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $901,947 $901,947 0.06 $899,164
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $900,703 $900,703 0.06 $898,083
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $890,885 $890,885 0.06 $890,526
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 891,998 $868,976 $868,976 0.06 $864,516
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $860,659 $860,659 0.06 $860,659
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $842,876 $842,876 0.05 $837,055
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 852,602 $842,290 $842,290 0.05 $837,180
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 802,096 $842,120 $842,120 0.05 $835,834
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $840,521 $840,521 0.05 $837,958
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $833,113 $833,113 0.05 $827,669
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $831,621 $831,621 0.05 $826,738
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $825,341 $825,341 0.05 $822,606
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 830,039 $822,040 $822,040 0.05 $816,962
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 $821,871 $821,871 0.05 $818,448
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 767,423 $811,084 $811,084 0.05 $761,625
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 806,019 $807,504 $807,504 0.05 $801,703
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 $806,779 $806,779 0.05 $763,959
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 804,855 $799,829 $799,829 0.05 $798,185
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 $795,834 $795,834 0.05 $793,819
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 $794,407 $794,407 0.05 $740,138
BX Trust 2026-CIP D 5.7392% 15-MAY-2038, 5.92%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $789,398 $789,398 0.05 $785,650
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $776,709 $776,709 0.05 $771,613
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $766,499 $766,499 0.05 $761,335
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 $716,939 $716,939 0.05 $714,584
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $715,653 $715,653 0.05 $713,731
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 $711,397 $711,397 0.05 $708,870
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 $706,005 $706,005 0.05 $703,305
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13175% 25-OCT-2057, 8.13%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 649,982 $705,367 $705,367 0.05 $702,137
EQT Trust 2026-IND1 E 6.3392% 15-JUL-2041, 6.52%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $695,082 $695,082 0.04 $691,428
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 615,342 $679,794 $679,794 0.04 $622,171
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.63884% 20-OCT-2032, 7.64%, 10/20/32 HACLN 2024-2 44644NAK5 - 676,374 $677,065 $677,065 0.04 $673,190
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $676,992 $676,992 0.04 $673,242
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $668,783 $668,783 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 $660,790 $660,790 0.04 $656,400
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 621,212 $648,922 $648,922 0.04 $644,364
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 $629,572 $629,572 0.04 $626,454
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 $624,078 $624,078 0.04 $620,413
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 621,212 $615,157 $615,157 0.04 $612,115
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 $608,279 $608,279 0.04 $607,113
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,550 $607,550 0.04 $605,596
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 598,528 $593,559 $593,559 0.04 $591,708
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 587,767 $590,466 $590,466 0.04 $589,653
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 $584,650 $584,650 0.04 $582,349
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 $567,888 $567,888 0.04 $534,730
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,007 $563,007 0.04 $560,387
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 $560,979 $560,979 0.04 $529,411
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $556,421 $556,421 0.04 $551,954
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $546,696 $546,696 0.04 $542,613
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 $512,203 $512,203 0.03 $508,996
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 $508,686 $508,686 0.03 $505,948
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $508,576 $508,576 0.03 $507,159
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $507,380 $507,380 0.03 $504,784
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $506,932 $506,932 0.03 $504,099
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 $504,079 $504,079 0.03 $501,317
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $503,305 $503,305 0.03 $498,131
NATL Commercial Mortgage Trust 2026-IND D 5.7892% 15-JUN-2043, 5.97%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $502,718 $502,718 0.03 $437,162
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.594286% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $495,069 $495,069 0.03 $493,223
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 490,687 $494,494 $494,494 0.03 $492,005
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 $494,285 $494,285 0.03 $492,575
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 480,878 $491,490 $491,490 0.03 $485,924
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 438,444 $486,387 $486,387 0.03 $445,752
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 480,878 $486,256 $486,256 0.03 $482,012
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 $472,950 $472,950 0.03 $472,101
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $458,043 $458,043 0.03 $454,749
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 451,288 $448,264 $448,264 0.03 $445,378
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 $447,331 $447,331 0.03 $426,038
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 381,198 $430,899 $430,899 0.03 $385,056
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $416,477 $416,477 0.03 $413,745
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 $415,638 $415,638 0.03 $414,889
BXHPP Trust 2021-FILM A 4.404% 15-AUG-2036, 4.58%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $412,633 $412,633 0.03 $410,920
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $405,982 $405,982 0.03 $404,461
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.88884% 20-SEP-2033, 6.89%, 09/20/33 HACLN 2025-2 44644NAR0 - 403,103 $405,513 $405,513 0.03 $403,430
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $404,534 $404,534 0.03 $402,203
BX Commercial Mortgage Trust 2026-CSMO C 5.6392% 15-FEB-2043, 5.82%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $403,830 $403,830 0.03 $401,823
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 $387,998 $387,998 0.03 $385,382
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $374,568 $374,568 0.02 $374,471
DBGS 2021-W52 Mortgage Trust B 5.6507% 15-JAN-2038, 5.83%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $366,988 $366,988 0.02 $365,148
EQT Trust 2026-IND1 D 5.6392% 15-JUL-2041, 5.82%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $364,637 $364,637 0.02 $362,931
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $363,286 $363,286 0.02 $360,858
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 355,513 $361,927 $361,927 0.02 $359,809
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 $351,397 $351,397 0.02 $349,858
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13175% 25-OCT-2057, 7.13%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 332,466 $350,979 $350,979 0.02 $349,530
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $346,973 $346,973 0.02 $345,251
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 340,466 $343,376 $343,376 0.02 $341,930
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 343,651 $342,629 $342,629 0.02 $340,910
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 $331,591 $331,591 0.02 $313,035
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.88884% 20-MAY-2032, 8.89%, 05/20/32 HACLN 2024-1 44644NAD1 - 320,309 $328,988 $328,988 0.02 $326,853
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $326,669 $326,669 0.02 $325,606
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $319,736 $319,736 0.02 $318,892
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.19%, 10/25/41 CAS 2021-R01 20754RAB2 - 318,421 $319,685 $319,685 0.02 $318,674
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 - 373,249 $319,532 $319,532 0.02 $318,936
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 308,556 $312,492 $312,492 0.02 $310,825
BX Commercial Mortgage Trust 2024-MF C 5.5801% 15-FEB-2039, 5.76%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $312,085 $312,085 0.02 $310,546
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $305,328 $305,328 0.02 $303,184
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 $302,750 $302,750 0.02 $300,039
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 290,666 $294,867 $294,867 0.02 $292,627
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $293,072 $293,072 0.02 $291,104
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,631 $283,631 0.02 $282,429
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $269,878 $269,878 0.02 $268,674
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 270,454 $265,653 $265,653 0.02 $264,795
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 $256,416 $256,416 0.02 $242,278
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 $252,939 $252,939 0.02 $251,312
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 240,736 $245,286 $245,286 0.02 $244,028
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 $243,206 $243,206 0.02 $226,156
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $229,494 $229,494 0.01 $227,851
BXHPP Trust 2021-FILM B 4.654% 15-AUG-2036, 4.83%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $221,494 $221,494 0.01 $220,459
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $221,310 $221,310 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 $213,444 $213,444 0.01 $211,555
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 195,321 $212,406 $212,406 0.01 $195,800
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $210,994 $210,994 0.01 $210,630
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,532 $203,532 0.01 $201,899
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 $200,341 $200,341 0.01 $187,961
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 $179,047 $179,047 0.01 $178,204
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 167,031 $165,567 $165,567 0.01 $165,055
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 160,961 $162,397 $162,397 0.01 $161,726
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 $158,156 $158,156 0.01 $147,536
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 $154,456 $154,456 0.01 $145,961
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $153,606 $153,606 0.01 $153,256
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 $149,418 $149,418 0.01 $99,704
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 165,152 $120,560 $120,560 0.01 $120,425
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 116,293 $117,517 $117,517 0.01 $116,972
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $99,314 $99,314 0.01 $99,072
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $99,072 $99,072 0.01 $98,824
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 93,457 $95,643 $95,643 0.01 $94,458
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $93,313 $93,313 0.01 $81,250
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 91,937 $92,559 $92,559 0.01 $91,954
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $90,964 $90,964 0.01 $90,721
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 88,173 $87,303 $87,303 0.01 $87,053
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 70,823 $71,248 $71,248 0.00 $70,823
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $70,943 $70,943 0.00 $70,740
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $56,669 $56,669 0.00 $48,750
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 34,798 $53,525 $53,525 0.00 $34,815
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 $33,817 $33,817 0.00 $26,211
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 $21,354 $21,354 0.00 $21,285
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 $19,298 $19,298 0.00 $19,188
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 16,473 $16,557 $16,557 0.00 $16,495
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 $4,231 $4,231 0.00 $4,208
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -124.00 $-12,941,531 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 1,340 $273,443,750 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -216.00 $-22,882,500 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - 84.00 $9,026,062 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $24,314,062 $0 0.00 $0
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - -78,790,000 $-65,788,941 $-65,788,941 -4.26 $-65,788,941
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - -125,740,000 $-100,437,214 $-100,437,214 -6.50 $-100,437,214
SEGREGATED CASH SEGCASH $0.00 8,724,070 $8,724,070 $8,724,070 0.56 $8,724,070
US DOLLARS USD MD_142224 - -265,426,455 $-265,426,455 $-265,426,455 -17.17 $-265,426,455
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,351,942 $5,204 0.00 $5,204
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,351,942 $5,204 0.00 $5,204
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,440,625 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,025,000 $0 0.00 $0
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $60,011,844 $-23,701 0.00 $-23,701
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,158,050 $-43,569 0.00 $-43,569
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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