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 8, 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 $140,338,723 $140,338,723 9.05 $140,338,723
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/13/26 FNCL 01F0506A9 - 129,985,000 $124,934,433 $124,934,433 8.06 $124,934,433
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 90,700,000 $75,634,639 $75,634,639 4.88 $75,634,639
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/13/26 FNCL 01F0406A0 - 78,790,000 $71,689,682 $71,689,682 4.63 $71,689,682
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/13/26 FNCL 01F0626A4 - 40,163,000 $41,271,499 $41,271,499 2.67 $41,271,499
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/13/26 FNCL 01F0526A5 - 20,338,000 $20,054,631 $20,054,631 1.30 $20,054,631
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 $17,530,890 $17,530,890 1.14 $17,445,761
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.89319% 25-SEP-2041, 9.89%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 16,863,963 $17,021,389 $17,021,389 1.11 $16,951,873
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 $16,962,196 $16,962,196 1.10 $16,882,732
Connecticut Avenue Securities, Series 2021-R02 2B2 9.84319% 25-NOV-2041, 9.84%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,669,590 $16,669,590 1.08 $16,602,152
Connecticut Avenue Securities, Series 2021-R01 1B2 9.64319% 25-OCT-2041, 9.64%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,846,512 $15,846,512 1.03 $15,783,518
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 $15,353,147 $15,353,147 1.00 $15,286,591
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.64%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,211,057 $15,211,057 0.99 $15,150,954
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 $14,677,115 $14,677,115 0.96 $14,565,728
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,575,756 $12,575,756 0.82 $12,413,123
ALA Trust 2025-OANA A 5.38263% 15-JUN-2040, 5.38%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,130,431 $12,130,431 0.79 $12,085,376
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,116,337 $12,116,337 0.79 $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 $11,107,069 $11,107,069 0.73 $11,016,673
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,220,438 $10,220,438 0.67 $10,177,224
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,123,365 $10,123,365 0.66 $10,083,823
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,060,262 $10,060,262 0.66 $9,995,511
BX Trust 2025-VLT7 E 7.3892% 15-JUL-2044, 7.39%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,892,564 $9,892,564 0.65 $9,841,425
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,877,594 $9,877,594 0.65 $9,645,612
Connecticut Avenue Securities Trust 2022-R07 1B2 15.64319% 25-JUN-2042, 15.64%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,841,308 $8,841,308 0.58 $8,788,308
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,717,321 $8,717,321 0.56 $8,685,774
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,642,601 $8,642,601 0.56 $8,416,337
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,575,452 $8,572,932 $8,572,932 0.55 $8,522,604
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,069,009 $8,069,009 0.52 $8,010,311
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 $7,909,292 $7,909,292 0.51 $7,874,829
HILT 2025-NVIL A 5.3822% 15-JUL-2042, 5.38%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,442,890 $7,442,890 0.48 $7,415,232
Extended Stay America Trust 2025-ESH B 5.2392% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,206,004 $7,206,004 0.46 $7,179,739
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,007,878 $7,007,878 0.45 $6,986,004
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,995,370 $6,995,370 0.45 $6,952,943
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 $6,750,332 $6,750,332 0.43 $6,729,842
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,727,776 $6,727,776 0.43 $6,689,392
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,676,768 $6,676,768 0.43 $6,657,673
Great Wolf Trust 2024-WOLF D 6.5292% 15-MAR-2039, 6.53%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,660,021 $6,660,021 0.43 $6,630,082
Connecticut Avenue Securities, Series 2021-R03 1B2 9.14319% 25-DEC-2041, 9.14%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,579,612 $6,579,612 0.42 $6,554,925
PNW Trust 2026-ARTE A 5.35046% 15-APR-2041, 5.35%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,511,964 $6,511,964 0.42 $6,487,812
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 6,481,833 $6,475,178 $6,475,178 0.42 $6,447,652
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,425,269 $6,425,269 0.41 $6,411,617
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,401,591 $6,401,591 0.41 $6,375,580
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,358,976 $6,358,976 0.41 $6,354,107
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.79%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,333,050 $6,333,050 0.41 $6,307,722
BX Commercial Mortgage Trust 2024-AIRC A 5.33024% 15-AUG-2041, 5.33%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,252,976 $6,292,858 $6,292,858 0.41 $6,269,711
SMRT Commercial Mortgage Trust 2022-MINI D 5.5892% 15-JAN-2039, 5.59%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,266,676 $6,266,676 0.40 $6,242,414
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 $6,213,752 $6,213,752 0.40 $6,200,131
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,160,854 $6,152,815 $6,152,815 0.40 $6,116,391
BX Trust 2025-TAIL D 6.0892% 15-JUN-2035, 6.09%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,030,505 $6,030,505 0.39 $6,005,134
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,971,157 $5,971,157 0.38 $5,956,052
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,834,473 $5,834,473 0.38 $5,777,525
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,814,531 $5,814,531 0.37 $5,768,583
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 $5,698,615 $5,698,615 0.37 $5,684,757
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,691,842 $5,691,842 0.37 $5,656,918
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,685,811 $5,685,811 0.37 $5,645,591
Connecticut Avenue Securities Trust 2022-R02 2B2 11.29319% 25-JAN-2042, 11.29%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,649,419 $5,649,419 0.36 $5,623,539
BX Trust 2024-CNYN D 6.32929% 15-APR-2041, 6.33%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,642,481 $5,642,481 0.36 $5,617,867
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,627,491 $5,640,010 $5,640,010 0.36 $5,605,979
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,740,616 $5,572,022 $5,572,022 0.36 $5,547,783
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 $5,528,454 $5,528,454 0.36 $5,516,644
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,505,391 $5,505,391 0.35 $5,466,480
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,496,840 $5,496,840 0.35 $5,466,012
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
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,470,751 $5,470,751 0.35 $5,437,900
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,505,665 $5,445,665 $5,445,665 0.35 $5,412,522
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,395,304 $5,395,304 0.35 $5,373,760
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 $5,359,503 $5,359,503 0.35 $5,294,596
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,478,406 $5,322,422 $5,322,422 0.34 $5,298,423
SWCH Commercial Mortgage Trust 2025-DATA E 6.97942% 15-FEB-2042, 6.98%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,304,468 $5,304,468 0.34 $5,278,586
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,187,372 $5,187,372 0.33 $5,069,022
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.14%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,178,017 $5,178,017 0.33 $5,166,941
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,177,454 $5,177,454 0.33 $5,162,490
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,155,900 $5,155,900 0.33 $5,123,156
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,071,782 $5,071,782 0.33 $5,033,972
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,066,831 $5,066,831 0.33 $5,029,618
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,038,686 $5,038,686 0.32 $5,004,629
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,032,993 $5,032,993 0.32 $4,992,864
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.47%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,031,494 $5,031,494 0.32 $5,020,104
SCG Trust 2025-SNIP E 7.0392% 15-SEP-2042, 7.04%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,024,438 $5,024,438 0.32 $4,999,996
BX Trust 2025-DIME E 6.6392% 15-FEB-2035, 6.64%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,023,060 $5,023,060 0.32 $5,000,007
Connecticut Avenue Securities Trust 2022-R03 1B2 13.49319% 25-MAR-2042, 13.49%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $5,019,916 $5,019,916 0.32 $4,993,244
Atlantic Avenue 2026-5 Ltd|7.043|03/31/2039, 7.04%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,000,000 $5,000,000 0.32 $5,000,000
SCG Commercial Mortgage Trust 2025-DLFN E 6.5892% 15-MAR-2035, 6.59%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,938,687 $4,938,687 0.32 $4,916,247
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,879,784 $4,879,784 0.31 $4,868,592
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,873,274 $4,873,274 0.31 $4,845,290
Extended Stay America Trust 2026-ESH2 D 5.8892% 15-FEB-2043, 5.89%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,869,945 $4,869,945 0.31 $4,850,204
BX Commercial Mortgage Trust 2024-MF D 6.32902% 15-FEB-2039, 6.33%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,861,061 $4,861,061 0.31 $4,839,851
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,806,043 $4,806,043 0.31 $4,778,566
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,722,325 $4,758,684 $4,758,684 0.31 $4,746,664
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,699,822 $4,699,822 0.30 $4,586,666
Connecticut Avenue Securities Trust 2022-R05 2B2 10.64319% 25-APR-2042, 10.64%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,657,653 $4,657,653 0.30 $4,637,754
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.50767% 25-FEB-2040, 10.51%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,643,856 $4,643,856 0.30 $4,624,154
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,633,674 $4,633,674 0.30 $4,610,874
NRTH Commercial Mortgage Trust 2025-PARK B 5.28212% 15-OCT-2040, 5.28%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,523,283 $4,523,283 0.29 $4,506,776
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 $4,518,895 $4,518,895 0.29 $4,503,715
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 $4,496,952 $4,496,952 0.29 $4,486,362
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,500,000 $4,487,673 $4,487,673 0.29 $4,487,673
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,442,763 $4,442,763 0.29 $4,403,207
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,423,513 $4,423,513 0.29 $4,398,446
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 $4,410,514 $4,410,514 0.28 $4,410,514
GWT Commercial Mortgage Trust 2024-WLF2 E 7.27763% 15-MAY-2041, 7.28%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,365,693 $4,365,693 0.28 $4,343,850
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 $4,357,216 $4,357,216 0.28 $4,324,752
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.29%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,349,201 $4,349,201 0.28 $4,318,951
COMM 2024-WCL1 Mortgage Trust D 6.929% 17-JUN-2041, 6.93%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,271,769 $4,271,769 0.28 $4,251,321
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,242,940 $4,242,940 0.27 $4,222,750
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,251,941 $4,213,765 $4,213,765 0.27 $4,189,147
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,255,770 $4,210,519 $4,210,519 0.27 $4,196,078
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,207,891 $4,178,024 $4,178,024 0.27 $4,151,255
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,139,541 $4,139,541 0.27 $4,116,667
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 $4,127,883 $4,127,883 0.27 $4,117,456
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,072,217 $4,075,836 $4,075,836 0.26 $4,066,835
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,059,177 $4,068,460 $4,068,460 0.26 $4,043,720
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 $4,040,779 $4,040,779 0.26 $4,022,268
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,010,568 $4,010,568 0.26 $3,996,622
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,025,180 $3,990,907 $3,990,907 0.26 $3,969,799
Connecticut Avenue Securities Trust 2022-R04 1B2 13.14319% 25-MAR-2042, 13.14%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,981,921 $3,981,921 0.26 $3,961,253
BX Trust 2024-VLT4 E 6.528604% 15-JUN-2041, 6.53%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,942,375 $3,942,375 0.25 $3,924,335
BLP Trust 2025-IND2 D 6.2892% 15-DEC-2042, 6.29%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,874,637 $3,900,994 $3,900,994 0.25 $3,884,071
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,805,893 $3,805,893 0.25 $3,783,729
Ally Bank Auto Credit-Linked Notes, Series 2026-B E 6.815% 15-JUN-2034, 6.82%, 06/15/34 ABCLN 2026-B 02009FAE3 - 3,795,000 $3,798,669 $3,798,669 0.24 $3,788,611
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,782,896 $3,782,896 0.24 $3,669,057
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,775,171 $3,775,171 0.24 $3,766,748
JW Commercial Mortgage Trust 2026-MRCO B 5.3392% 15-JUN-2039, 5.34%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,773,723 $3,773,723 0.24 $3,759,819
FREMF 2023-K511 Mortgage Trust C 5.821717% 25-NOV-2028, 5.83%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,771,932 $3,771,932 0.24 $3,747,331
BMP Commercial Mortgage Trust 2024-MF23 D 6.02969% 15-JUN-2041, 6.03%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,769,311 $3,769,311 0.24 $3,753,609
Connecticut Avenue Securities Trust 2023-R02 1B2 11.54319% 25-JAN-2043, 11.54%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,766,627 $3,766,627 0.24 $3,750,057
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,889,078 $3,766,230 $3,766,230 0.24 $3,751,813
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 $3,746,368 $3,746,368 0.24 $3,735,664
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,733,166 $3,733,166 0.24 $3,710,276
LEX Trust 2026-450 D 5.9892% 15-MAR-2043, 5.99%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,730,618 $3,730,618 0.24 $3,716,445
BX Commercial Mortgage Trust 2026-XL6 D 5.7392% 15-MAR-2043, 5.74%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,687,727 $3,713,989 $3,713,989 0.24 $3,699,291
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,698,866 $3,698,866 0.24 $3,689,574
BX Commercial Mortgage Trust 2024-XL5 D 6.329% 15-MAR-2041, 6.33%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,600,887 $3,600,887 0.23 $3,585,196
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,589,002 $3,589,002 0.23 $3,566,081
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,576,936 $3,576,936 0.23 $3,576,936
Extended Stay America Trust 2025-ESH E 6.9892% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,548,447 $3,548,447 0.23 $3,531,308
Extended Stay America Trust 2025-ESH D 6.2392% 15-OCT-2042, 6.24%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,546,173 $3,546,173 0.23 $3,532,172
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 $3,546,139 $3,546,139 0.23 $3,521,437
SCG Trust 2025-SNIP D 6.2392% 15-SEP-2042, 6.24%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,522,140 $3,522,140 0.23 $3,506,975
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 $3,521,324 $3,521,324 0.23 $3,513,015
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,475,213 $3,475,213 0.22 $3,466,636
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,460,522 $3,460,522 0.22 $3,453,474
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,435,783 $3,435,783 0.22 $3,412,272
NATL Commercial Mortgage Trust 2026-IND E 6.7892% 15-JUN-2043, 6.79%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,395,490 $3,395,490 0.22 $3,379,578
BAY Trust 2026-MDWS C 6.0316% 15-JUN-2041, 6.03%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,379,620 $3,379,620 0.22 $3,365,446
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,359,214 $3,359,214 0.22 $3,337,995
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,341,627 $3,331,705 $3,331,705 0.21 $3,317,973
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,327,852 $3,327,852 0.21 $3,309,104
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,291,281 $3,292,981 $3,292,981 0.21 $3,273,988
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,278,185 $3,278,185 0.21 $3,264,755
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 3,222,953 $3,249,184 $3,249,184 0.21 $3,236,830
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,196,284 $3,202,067 $3,202,067 0.21 $3,192,372
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,186,612 $3,186,612 0.21 $3,167,220
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,184,997 $3,184,997 0.21 $3,163,959
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,163,804 $3,163,804 0.20 $3,154,617
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 $3,163,678 $3,163,678 0.20 $3,150,267
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 $3,161,601 $3,161,601 0.20 $3,142,108
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,161,583 $3,161,583 0.20 $3,154,000
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,140,639 $3,140,639 0.20 $3,133,223
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,139,610 $3,139,610 0.20 $3,119,145
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 $3,138,327 $3,138,327 0.20 $3,128,947
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,125,948 $3,134,407 $3,134,407 0.20 $3,122,924
BX Trust 2025-LUNR D 6.1392% 15-JUN-2040, 6.14%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,133,997 $3,133,997 0.20 $3,120,725
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,113,027 $3,128,027 $3,128,027 0.20 $3,109,448
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,109,948 $3,109,948 0.20 $3,103,152
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,107,868 $3,107,868 0.20 $3,096,402
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 $3,106,322 $3,106,322 0.20 $3,093,018
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 $3,098,290 $3,098,290 0.20 $3,085,323
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,091,375 $3,091,375 0.20 $3,074,728
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,064,907 $3,064,907 0.20 $3,048,153
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,009,420 $3,025,509 $3,025,509 0.19 $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 $3,015,835 $3,015,835 0.19 $3,009,161
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,015,501 $3,015,501 0.19 $3,003,995
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 $2,991,290 $2,991,290 0.19 $2,984,806
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,010,551 $2,987,550 $2,987,550 0.19 $2,971,280
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,970,818 $2,970,818 0.19 $2,952,927
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 $2,951,638 $2,951,638 0.19 $2,934,468
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,948,633 $2,948,633 0.19 $2,932,224
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,942,409 $2,926,449 $2,926,449 0.19 $2,910,929
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,924,378 $2,924,378 0.19 $2,918,119
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 $2,895,459 $2,895,459 0.19 $2,887,793
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,880,048 $2,880,048 0.19 $2,869,766
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,879,522 $2,879,522 0.19 $2,835,661
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - 2,854,000 $2,848,670 $2,848,670 0.18 $2,837,844
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,840,818 $2,840,818 0.18 $2,823,096
SCG Commercial Mortgage Trust 2025-FLWR E 6.3892% 15-AUG-2042, 6.39%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,836,184 $2,836,184 0.18 $2,823,463
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 $2,828,558 $2,828,558 0.18 $2,810,211
BX Trust 2026-CART D 5.5392% 15-FEB-2036, 5.54%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,811,004 $2,811,004 0.18 $2,800,189
NetCredit Combined Receivables B 2026-B A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,800,000 $2,807,907 $2,807,907 0.18 $2,799,675
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,804,668 $2,804,668 0.18 $2,790,556
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 $2,787,105 $2,787,105 0.18 $2,768,404
Zenith LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,781,886 $2,781,886 0.18 $2,766,903
JW Commercial Mortgage Trust 2026-MRCO D 6.0892% 15-JUN-2039, 6.09%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,776,861 $2,776,861 0.18 $2,765,233
Great Wolf Trust 2024-WOLF G 9.0752% 15-MAR-2039, 9.11%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,775,551 $2,775,551 0.18 $2,759,541
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 $2,760,616 $2,760,616 0.18 $2,755,005
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,750,160 $2,710,974 $2,710,974 0.17 $2,696,128
BX Trust 2025-ROIC E 6.58049% 15-FEB-2042, 6.58%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,694,875 $2,694,875 0.17 $2,682,620
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,691,462 $2,691,462 0.17 $2,684,069
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,675,089 $2,690,672 $2,690,672 0.17 $2,684,111
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,689,943 $2,689,943 0.17 $2,678,424
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,612,877 $2,680,527 $2,680,527 0.17 $2,661,036
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,666,363 $2,659,160 $2,659,160 0.17 $2,642,048
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,619,579 $2,637,280 $2,637,280 0.17 $2,620,636
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,636,391 $2,636,391 0.17 $2,630,194
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,622,910 $2,622,910 0.17 $2,610,845
BX Commercial Mortgage Trust 2026-CSMO D 6.0892% 15-FEB-2043, 6.09%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,611,740 $2,611,740 0.17 $2,600,830
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 $2,600,347 $2,600,347 0.17 $2,594,469
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,578,072 $2,578,072 0.17 $2,551,595
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,569,535 $2,569,535 0.17 $2,556,902
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,574,000 $2,561,532 $2,561,532 0.17 $2,551,905
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,559,040 $2,559,040 0.16 $2,549,203
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 $2,535,698 $2,535,698 0.16 $2,530,151
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 $2,531,788 $2,531,788 0.16 $2,508,728
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,516,356 $2,529,964 $2,529,964 0.16 $2,521,392
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,521,674 $2,521,674 0.16 $2,513,349
PFDR Trust 2026-DLVR C 6.1392% 15-JUN-2043, 6.14%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,520,407 $2,520,407 0.16 $2,509,715
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 $2,517,527 $2,517,527 0.16 $2,500,549
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,554,576 $2,515,447 $2,515,447 0.16 $2,511,969
NYC Commercial Mortgage Trust 2025-3BP D 6.08045% 15-FEB-2042, 6.08%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,513,459 $2,513,459 0.16 $2,502,903
BX Commercial Mortgage Trust 2024-AIR2 D 6.42945% 15-OCT-2041, 6.43%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,513,407 $2,513,407 0.16 $2,502,292
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,510,017 $2,510,017 0.16 $2,499,893
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,508,943 $2,508,943 0.16 $2,499,943
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,500,040 $2,508,139 $2,508,139 0.16 $2,499,089
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 $2,502,497 $2,502,497 0.16 $2,493,770
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,501,116 $2,501,116 0.16 $2,482,292
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,492,532 $2,492,532 0.16 $2,487,720
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,508,998 $2,488,935 $2,488,935 0.16 $2,475,044
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 $2,484,841 $2,484,841 0.16 $2,475,191
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,482,331 $2,482,331 0.16 $2,476,612
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,478,310 $2,478,310 0.16 $2,461,358
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,468,994 $2,468,994 0.16 $2,454,448
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 $2,468,213 $2,468,213 0.16 $2,464,762
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 $2,462,610 $2,462,610 0.16 $2,458,130
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,458,691 $2,458,691 0.16 $2,453,250
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 $2,453,742 $2,453,742 0.16 $2,448,480
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,453,335 $2,453,335 0.16 $2,446,248
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 $2,427,601 $2,427,601 0.16 $2,422,287
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 6.99%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,406,630 $2,406,630 0.16 $2,399,826
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,377,542 $2,389,719 $2,389,719 0.15 $2,381,199
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,381,479 $2,381,479 0.15 $2,366,131
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,396,892 $2,379,509 $2,379,509 0.15 $2,371,331
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,372,177 $2,372,177 0.15 $2,359,232
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - 2,373,000 $2,366,132 $2,366,132 0.15 $2,354,821
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,359,449 $2,359,449 0.15 $2,342,231
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 $2,355,235 $2,355,235 0.15 $2,336,837
ALA Trust 2025-OANA D 6.73072% 15-JUN-2040, 6.73%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,348,015 $2,348,015 0.15 $2,337,110
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,335,927 $2,335,927 0.15 $2,327,709
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,333,027 $2,333,027 0.15 $2,322,470
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,330,912 $2,330,912 0.15 $2,306,198
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,357,551 $2,326,005 $2,326,005 0.15 $2,313,781
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,323,937 $2,323,937 0.15 $2,296,915
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 $2,296,246 $2,296,246 0.15 $2,286,850
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,276,902 $2,276,902 0.15 $2,268,273
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,271,448 $2,270,095 $2,270,095 0.15 $2,257,509
JW Commercial Mortgage Trust 2026-MRCO C 5.5892% 15-JUN-2039, 5.59%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,268,464 $2,268,464 0.15 $2,259,730
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,253,399 $2,253,399 0.15 $2,222,409
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,326,764 $2,250,891 $2,250,891 0.15 $2,240,698
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,246,081 $2,246,081 0.14 $2,228,658
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,241,893 $2,241,893 0.14 $2,231,993
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 $2,229,935 $2,229,935 0.14 $2,221,545
COMM 2024-WCL1 Mortgage Trust C 6.529% 17-JUN-2041, 6.53%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,227,833 $2,227,833 0.14 $2,217,787
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,211,236 $2,211,236 0.14 $2,204,167
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,190,901 $2,190,901 0.14 $2,186,379
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,203,590 $2,177,776 $2,177,776 0.14 $2,172,166
DBGS 2021-W52 Mortgage Trust C 6.2035% 15-JAN-2038, 6.20%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,139,210 $2,139,210 0.14 $2,129,943
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,123,691 $2,123,691 0.14 $2,101,387
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 $2,104,697 $2,104,697 0.14 $2,095,223
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,091,577 $2,091,577 0.13 $2,079,067
SEB Funding Series 2026-1 (Purpose Brands) A2 6.665% 30-JAN-2056, 6.67%, 01/30/56 SEB4P 2026-1A 78433DAD6 - 2,100,000 $2,088,682 $2,088,682 0.13 $2,073,519
Connecticut Avenue Securities Trust 2023-R05 1B2 10.49319% 25-JUN-2043, 10.49%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,083,324 $2,083,324 0.13 $2,075,017
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,078,420 $2,078,420 0.13 $2,063,455
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,072,388 $2,072,388 0.13 $2,064,369
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,072,021 $2,072,021 0.13 $2,050,736
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,066,550 $2,066,550 0.13 $2,060,064
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,053,634 $2,066,476 $2,066,476 0.13 $2,061,501
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,066,072 $2,066,072 0.13 $2,041,821
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $2,055,399 $2,055,399 0.13 $2,046,503
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,054,893 $2,054,893 0.13 $2,032,602
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,045,992 $2,045,992 0.13 $2,038,735
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 $2,040,868 $2,040,868 0.13 $2,031,446
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,034,451 $2,034,451 0.13 $2,025,011
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,050,233 $2,033,670 $2,033,670 0.13 $2,022,537
SMRT Commercial Mortgage Trust 2022-MINI F 6.9892% 15-JAN-2039, 6.99%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,027,742 $2,027,742 0.13 $2,017,912
Connecticut Avenue Securities Trust 2023-R05 1B1 8.39319% 25-JUN-2043, 8.39%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,026,668 $2,026,668 0.13 $2,019,988
FS Commercial Mortgage Trust 2026-PALM D 6.0392% 15-JUL-2041, 6.04%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,011,650 $2,011,650 0.13 $2,003,262
BOCA Commercial Mortgage Trust 2025-BOCA D 6.1392% 15-DEC-2042, 6.14%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,011,468 $2,011,468 0.13 $2,002,941
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 $2,008,915 $2,008,915 0.13 $2,003,110
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,002,516 $2,002,516 0.13 $1,994,529
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,999,048 $1,999,048 0.13 $1,987,522
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,997,756 $1,997,756 0.13 $1,994,816
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,996,770 $1,996,770 0.13 $1,987,685
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.89319% 25-MAR-2042, 8.89%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,995,565 $1,995,565 0.13 $1,988,366
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 $1,990,083 $1,990,083 0.13 $1,979,938
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,985,619 $1,985,619 0.13 $1,978,593
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,984,432 $1,984,672 $1,984,672 0.13 $1,971,779
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 $1,983,165 $1,983,165 0.13 $1,975,858
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,979,899 $1,979,899 0.13 $1,967,101
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,967,865 $1,967,865 0.13 $1,955,967
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 $1,963,562
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,963,957 $1,963,957 0.13 $1,952,967
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,961,244 $1,961,244 0.13 $1,950,045
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 $1,959,836 $1,959,836 0.13 $1,950,960
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,982,844 $1,955,022 $1,955,022 0.13 $1,944,312
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,943,304 $1,943,304 0.13 $1,939,123
BX Commercial Mortgage Trust 2024-AIR2 C 5.88024% 15-OCT-2041, 5.88%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,934,091 $1,934,091 0.12 $1,926,256
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,984,397 $1,922,436 $1,922,436 0.12 $1,915,629
BX Trust 2026-CIP E 6.7392% 15-MAY-2038, 6.74%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,914,564 $1,914,564 0.12 $1,905,693
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,907,255 $1,907,255 0.12 $1,898,819
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 $1,906,620 $1,906,620 0.12 $1,899,412
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,892,986 $1,892,986 0.12 $1,888,844
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,887,076 $1,878,567 $1,878,567 0.12 $1,868,109
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,903,530 $1,877,087 $1,877,087 0.12 $1,866,602
BX Trust 2024-BRBK B 7.5658% 15-OCT-2041, 7.57%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,860,294 $1,860,294 0.12 $1,850,574
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,841,515 $1,834,205 $1,834,205 0.12 $1,827,498
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 $1,795,133 $1,795,133 0.12 $1,791,388
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,780,915 $1,793,140 $1,793,140 0.12 $1,782,092
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 $1,792,426 $1,792,426 0.12 $1,786,554
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 $1,784,985 $1,784,985 0.12 $1,773,322
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 $1,778,740 $1,778,740 0.11 $1,772,932
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 $1,754,433 $1,754,433 0.11 $1,746,492
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,753,255 $1,753,255 0.11 $1,747,025
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,746,180 $1,746,180 0.11 $1,740,219
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 $1,740,835 $1,740,835 0.11 $1,734,196
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,730,605 $1,730,605 0.11 $1,726,917
QTS Central Issuer, LLC 6.625% 01-SEP-2031, 6.62%, 09/01/31 QTSODY 74751QAA6 - 1,741,000 $1,725,483 $1,725,483 0.11 $1,721,639
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,736,783 $1,722,957 $1,722,957 0.11 $1,718,392
BXHPP Trust 2021-FILM C 4.854% 15-AUG-2036, 4.85%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,714,635 $1,714,635 0.11 $1,708,063
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,711,748 $1,711,748 0.11 $1,708,032
Extended Stay America Trust 2025-ESH F 7.7392% 15-OCT-2042, 7.74%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,685,702 $1,685,702 0.11 $1,676,710
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 $1,677,495 $1,677,495 0.11 $1,673,470
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,662,682 $1,662,682 0.11 $1,658,869
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,654,006 $1,654,006 0.11 $1,643,766
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,640,999 $1,640,999 0.11 $1,634,519
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,628,384 $1,628,384 0.10 $1,618,326
Connecticut Avenue Securities Trust 2023-R06 1B2 9.54319% 25-JUL-2043, 9.54%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,623,433 $1,623,433 0.10 $1,617,468
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,616,400 $1,616,400 0.10 $1,603,979
BX Commercial Mortgage Trust 2024-WPT D 6.3289% 15-APR-2041, 6.33%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,591,573 $1,591,573 0.10 $1,584,629
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 $1,584,472 $1,584,472 0.10 $1,575,320
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 $1,573,361 $1,573,361 0.10 $1,569,098
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,550,140 $1,547,506 $1,547,506 0.10 $1,539,030
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,526,918 $1,526,918 0.10 $1,526,918
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,525,866 $1,525,866 0.10 $1,520,285
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,518,323 $1,518,323 0.10 $1,511,769
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 $1,517,187 $1,517,187 0.10 $1,510,543
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 $1,514,851 $1,514,851 0.10 $1,504,498
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,502,588 $1,502,588 0.10 $1,497,628
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,498,829 $1,498,829 0.10 $1,490,405
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,498,380 $1,498,380 0.10 $1,494,667
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,493,467 $1,493,467 0.10 $1,484,209
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,492,454 $1,492,454 0.10 $1,487,918
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 $1,486,764 $1,486,764 0.10 $1,481,073
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 $1,486,661 $1,486,661 0.10 $1,481,261
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 $1,486,503 $1,486,503 0.10 $1,480,026
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,491,830 $1,483,197 $1,483,197 0.10 $1,474,207
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,480,529 $1,482,470 $1,482,470 0.10 $1,473,456
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 $1,476,746 $1,476,746 0.10 $1,471,852
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,460,907 $1,460,907 0.09 $1,452,457
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,458,474 $1,458,474 0.09 $1,458,474
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,443,869 $1,443,869 0.09 $1,443,850
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,426,983 $1,430,876 $1,430,876 0.09 $1,421,974
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,426,983 $1,422,007 $1,422,007 0.09 $1,413,406
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,413,798 $1,420,130 $1,420,130 0.09 $1,412,421
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,397,077 $1,419,146 $1,419,146 0.09 $1,415,202
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,393,285 $1,393,285 0.09 $1,389,961
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,380,405 $1,380,405 0.09 $1,374,072
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 $1,380,255 $1,380,255 0.09 $1,375,310
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,376,243 $1,376,243 0.09 $1,366,781
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,366,197 $1,368,699 $1,368,699 0.09 $1,364,436
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,366,160 $1,366,160 0.09 $1,363,314
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,358,712 $1,364,270 $1,364,270 0.09 $1,357,806
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 $1,343,749 $1,343,749 0.09 $1,341,104
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 $1,331,563 $1,331,563 0.09 $1,326,803
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,309,758 $1,313,663 $1,313,663 0.08 $1,310,802
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,287,781 $1,294,942 $1,294,942 0.08 $1,288,680
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,307,777 $1,292,444 $1,292,444 0.08 $1,285,763
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,288,727 $1,288,727 0.08 $1,280,947
Great Wolf Trust 2024-WOLF C 6.0302% 15-MAR-2039, 6.03%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,270,135 $1,270,135 0.08 $1,264,858
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,267,892 $1,267,892 0.08 $1,259,664
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,250,662 $1,250,662 0.08 $1,246,585
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,253,959 $1,240,915 $1,240,915 0.08 $1,228,375
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,240,594 $1,240,594 0.08 $1,235,651
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 $1,219,550 $1,219,550 0.08 $1,215,200
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 $1,216,699 $1,216,699 0.08 $1,211,546
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,215,607 $1,216,446 $1,216,446 0.08 $1,209,386
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,212,346 $1,212,346 0.08 $1,209,229
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,211,709 $1,211,709 0.08 $1,206,547
GS Mortgage Securities MB FLTG 56, 5.49%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,204,930 $1,204,930 0.08 $1,202,183
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,181,512 $1,183,552 $1,183,552 0.08 $1,179,125
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,196,237 $1,180,497 $1,180,497 0.08 $1,175,943
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 $1,177,459 $1,177,459 0.08 $1,170,658
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 $1,171,813 $1,171,813 0.08 $1,166,076
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 $1,169,728 $1,169,728 0.08 $1,165,727
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,153,360 $1,158,756 $1,158,756 0.07 $1,151,889
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,151,247 $1,151,247 0.07 $1,148,527
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,154,792 $1,148,264 $1,148,264 0.07 $1,141,428
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,130,508 $1,130,508 0.07 $1,126,422
Connecticut Avenue Securities Trust 2023-R04 1B2 11.89319% 25-MAY-2043, 11.89%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,115,996 $1,115,996 0.07 $1,111,040
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,117,048 $1,113,259 $1,113,259 0.07 $1,107,189
OBX 2026-HE1 Trust M2 5.44319% 25-FEB-2056, 5.44%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,107,038 $1,107,038 0.07 $1,104,543
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 $1,105,397 $1,105,397 0.07 $1,099,752
OBX 2026-HE2 Trust MB FLTG 56, 5.24%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,103,211 $1,103,211 0.07 $1,100,817
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,102,388 $1,102,388 0.07 $1,095,146
US Bank NA|6.0715|09/25/2033, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,100,000 $1,098,914 $1,098,914 0.07 $1,097,986
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,082,192 $1,098,571 $1,098,571 0.07 $1,092,773
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,097,453 $1,097,453 0.07 $1,090,501
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,148,513 $1,096,412 $1,096,412 0.07 $1,092,776
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,086,637 $1,089,926 $1,089,926 0.07 $1,086,130
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $1,067,888 $1,067,888 0.07 $1,065,290
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,047,501 $1,066,756 $1,066,756 0.07 $1,061,920
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 $1,065,858 $1,065,858 0.07 $1,062,185
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,056,193 $1,056,193 0.07 $1,053,934
BX Trust 2024-CNYN C 5.58036% 15-APR-2041, 5.58%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,056,143 $1,056,143 0.07 $1,052,074
BX Trust 2024-VLT4 D 6.079252% 15-JUN-2041, 6.08%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,048,791 $1,048,791 0.07 $1,044,335
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,001,028 $1,040,758 $1,040,758 0.07 $1,035,333
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 $1,040,688 $1,040,688 0.07 $1,036,595
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,038,057 $1,038,057 0.07 $1,032,170
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,026,907 $1,026,907 0.07 $1,021,574
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,025,997 $1,025,997 0.07 $1,020,503
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,013,036 $1,012,041 $1,012,041 0.07 $1,007,944
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 $1,010,567 $1,010,567 0.07 $1,001,600
Ally Bank Auto Credit-Linked Notes, Series 2026-B G 9.965% 15-JUN-2034, 9.96%, 06/15/34 ABCLN 2026-B 02009FAG8 - 1,000,000 $1,004,997 $1,004,997 0.06 $1,001,122
GS Mortgage Securities MB FLTG 56, 5.34%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,004,401 $1,004,401 0.06 $1,002,175
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 $1,002,854 $1,002,854 0.06 $997,908
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $1,002,819 $1,002,819 0.06 $1,000,330
Ally Bank Auto Credit-Linked Notes, Series 2026-B F 7.301% 15-JUN-2034, 7.30%, 06/15/34 ABCLN 2026-B 02009FAF0 - 1,000,000 $1,000,616 $1,000,616 0.06 $997,777
Zip Asset Securitization Trust 2026-A|6.06|02/18/2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $999,176 $999,176 0.06 $997,830
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $997,945 $997,945 0.06 $996,987
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 992,694 $994,184 $994,184 0.06 $988,444
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 987,715 $993,010 $993,010 0.06 $990,241
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,009,621 $992,910 $992,910 0.06 $987,118
LIFE 2021-BMR Mortgage Trust E 5.504% 15-MAR-2038, 5.50%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $991,885 $991,885 0.06 $987,872
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $989,571 $989,571 0.06 $987,105
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $989,161 $989,161 0.06 $987,094
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $983,722 $983,722 0.06 $979,703
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 972,947 $981,786 $981,786 0.06 $978,833
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,027,928 $981,033 $981,033 0.06 $976,422
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $979,499 $979,499 0.06 $979,499
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 948,277 $961,965 $961,965 0.06 $953,967
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 954,736 $953,200 $953,200 0.06 $947,910
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 $933,643 $933,643 0.06 $930,153
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 $908,188 $908,188 0.06 $905,230
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $903,015 $903,015 0.06 $901,269
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $899,136 $899,136 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 $873,085 $873,085 0.06 $869,319
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $846,319 $846,319 0.05 $841,404
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 852,602 $844,191 $844,191 0.05 $839,876
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 802,096 $843,457 $843,457 0.05 $838,591
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $840,482 $840,482 0.05 $838,774
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $838,733 $838,733 0.05 $834,518
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $836,251 $836,251 0.05 $832,470
OBX 2026-HE2 Trust MB FLTG 56, 5.44%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $825,528 $825,528 0.05 $823,664
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 830,039 $823,146 $823,146 0.05 $818,858
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 $821,694 $821,694 0.05 $819,412
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 813,032 $813,025 $813,025 0.05 $810,039
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 806,019 $810,099 $810,099 0.05 $805,200
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $808,360 $808,360 0.05 $801,542
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 801,624 $806,461 $806,461 0.05 $802,892
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $804,192 $804,192 0.05 $799,088
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 804,855 $799,493 $799,493 0.05 $798,397
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 779,454 $794,010 $794,010 0.05 $789,641
BX Trust 2026-CIP D 5.7392% 15-MAY-2038, 5.74%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $789,237 $789,237 0.05 $786,117
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $779,722 $779,722 0.05 $775,777
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $770,931 $770,931 0.05 $766,571
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $721,817 $721,817 0.05 $720,535
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 $716,224 $716,224 0.05 $714,618
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 $715,463 $715,463 0.05 $713,617
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.13175% 25-OCT-2057, 8.13%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 649,982 $705,657 $705,657 0.05 $703,455
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 $705,283 $705,283 0.05 $703,441
EQT Trust 2026-IND1 E 6.3392% 15-JUL-2041, 6.35%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $694,393 $694,393 0.04 $691,594
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $682,942 $682,942 0.04 $668,167
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 673,750 $680,097 $680,097 0.04 $675,592
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $679,979 $679,979 0.04 $676,812
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 668,418 $679,540 $679,540 0.04 $676,010
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 $676,012 $676,012 0.04 $673,141
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 677,703 $664,090 $664,090 0.04 $660,382
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 621,212 $650,903 $650,903 0.04 $647,572
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 $632,679 $632,679 0.04 $630,553
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 $625,123 $625,123 0.04 $622,680
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 621,212 $617,079 $617,079 0.04 $614,857
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 $611,922 $611,922 0.04 $611,070
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.29%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $610,129 $610,129 0.04 $608,797
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 598,528 $592,215 $592,215 0.04 $590,981
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 $584,128 $584,128 0.04 $582,593
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 551,698 $567,628 $567,628 0.04 $563,129
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $562,425 $562,425 0.04 $560,679
Santander Bank Auto Credit-Linked Notes, Series 2024-B F 8.881% 15-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 551,698 $561,025 $561,025 0.04 $557,758
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $555,930 $555,930 0.04 $552,472
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $549,684 $549,684 0.04 $546,237
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 $514,361 $514,361 0.03 $512,017
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $513,538 $513,538 0.03 $509,950
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $509,038 $509,038 0.03 $506,918
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $507,983 $507,983 0.03 $505,973
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $506,906 $506,906 0.03 $504,713
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $504,174 $504,174 0.03 $499,805
NATL Commercial Mortgage Trust 2026-IND D 5.7892% 15-JUN-2043, 5.79%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $502,535 $502,535 0.03 $500,525
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 $499,095 $499,095 0.03 $497,253
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 $495,224 $495,224 0.03 $493,794
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 $494,106 $494,106 0.03 $492,179
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 $493,606 $493,606 0.03 $492,440
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 480,878 $491,830 $491,830 0.03 $487,129
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 $487,677 $487,677 0.03 $487,057
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 475,748 $486,672 $486,672 0.03 $484,087
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 480,878 $486,508 $486,508 0.03 $482,924
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $457,842 $457,842 0.03 $455,292
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 451,288 $449,264 $449,264 0.03 $446,827
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 446,928 $447,851 $447,851 0.03 $445,783
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 424,075 $430,837 $430,837 0.03 $428,532
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $417,456 $417,456 0.03 $415,342
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 $417,145 $417,145 0.03 $415,248
BXHPP Trust 2021-FILM A 4.404% 15-AUG-2036, 4.40%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $413,324 $413,324 0.03 $411,987
Zip Asset Securitization Trust 2026-A|8.97|02/18/2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $407,762 $407,762 0.03 $406,951
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 $404,975 $404,975 0.03 $403,432
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $404,437 $404,437 0.03 $402,632
BX Commercial Mortgage Trust 2026-CSMO C 5.6392% 15-FEB-2043, 5.64%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $404,128 $404,128 0.03 $402,562
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 $388,732 $388,732 0.03 $386,820
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,801 $376,801 0.02 $374,471
DBGS 2021-W52 Mortgage Trust B 5.6507% 15-JAN-2038, 5.65%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $366,552 $366,552 0.02 $365,116
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $365,535 $365,535 0.02 $363,485
EQT Trust 2026-IND1 D 5.6392% 15-JUL-2041, 5.65%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $364,113 $364,113 0.02 $362,806
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 355,513 $361,827 $361,827 0.02 $360,279
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.13175% 25-OCT-2057, 7.13%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 332,466 $351,079 $351,079 0.02 $350,091
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 $350,987 $350,987 0.02 $349,938
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $348,807 $348,807 0.02 $347,474
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 343,651 $344,805 $344,805 0.02 $343,548
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 340,466 $343,327 $343,327 0.02 $342,364
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 321,033 $331,616 $331,616 0.02 $329,499
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 $328,588 $328,588 0.02 $327,006
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $327,699 $327,699 0.02 $326,946
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 $321,516 $321,516 0.02 $321,080
Zip Asset Securitization Trust 2026-A|6.31|02/18/2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $320,789 $320,789 0.02 $320,339
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.19%, 10/25/41 CAS 2021-R01 20754RAB2 - 318,421 $319,389 $319,389 0.02 $318,700
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 308,556 $313,273 $313,273 0.02 $312,055
BX Commercial Mortgage Trust 2024-MF C 5.5801% 15-FEB-2039, 5.58%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,801 $311,801 0.02 $310,601
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $305,785 $305,785 0.02 $304,125
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 $302,325 $302,325 0.02 $300,227
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $295,021 $295,021 0.02 $293,359
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 290,666 $294,233 $294,233 0.02 $292,499
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,668 $283,668 0.02 $282,737
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,722 $270,722 0.02 $269,790
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.19319% 25-FEB-2050, 5.19%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 270,454 $265,691 $265,691 0.02 $265,106
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 252,011 $256,207 $256,207 0.02 $254,877
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 $252,898 $252,898 0.02 $251,638
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 $245,980 $245,980 0.02 $245,025
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 233,836 $243,241 $243,241 0.02 $241,333
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $231,425 $231,425 0.01 $230,038
BXHPP Trust 2021-FILM B 4.654% 15-AUG-2036, 4.65%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $222,023 $222,023 0.01 $221,215
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $220,949 $220,949 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 $213,818 $213,818 0.01 $212,356
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $213,263 $213,263 0.01 $213,021
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 210,670 $212,669 $212,669 0.01 $211,693
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,337 $203,337 0.01 $202,073
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 193,385 $200,242 $200,242 0.01 $198,599
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 $178,099 $178,099 0.01 $177,525
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 167,031 $165,633 $165,633 0.01 $165,292
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 160,961 $162,515 $162,515 0.01 $162,058
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 155,891 $158,119 $158,119 0.01 $157,427
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $155,283 $155,283 0.01 $155,049
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 153,249 $154,378 $154,378 0.01 $153,683
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 - 148,062 $149,335 $149,335 0.01 $148,568
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 165,152 $121,139 $121,139 0.01 $121,049
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 $117,769 $117,769 0.01 $117,356
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $99,940 $99,940 0.01 $99,775
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $99,873 $99,873 0.01 $99,712
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 93,457 $95,646 $95,646 0.01 $94,646
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $95,542 $95,542 0.01 $87,500
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 91,937 $92,472 $92,472 0.01 $92,017
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $91,744 $91,744 0.01 $91,582
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 3.92%, 08/20/35 GNR 2005-65 38374LL25 - 88,173 $87,228 $87,228 0.01 $87,046
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,786 $71,786 0.00 $71,651
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 70,823 $71,152 $71,152 0.00 $70,823
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $57,779 $57,779 0.00 $52,500
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 53,287 $53,483 $53,483 0.00 $53,310
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 33,583 $33,771 $33,771 0.00 $33,607
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 $21,336 $21,336 0.00 $21,289
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 $19,274 $19,274 0.00 $19,201
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 16,473 $16,542 $16,542 0.00 $16,501
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 $4,226 $4,226 0.00 $4,208
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -575.00 $-60,626,562 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 1,827 $374,634,915 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 342.00 $37,566,562 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -144.00 $-15,700,500 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - -216.00 $-23,179,500 $0 0.00 $0
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/13/26 FNCL 01F0306A1 - -78,790,000 $-66,977,173 $-66,977,173 -4.32 $-66,977,173
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/13/26 FNCL 01F0226A8 - -125,740,000 $-102,246,738 $-102,246,738 -6.59 $-102,246,738
SEGREGATED CASH SEGCASH $0.00 5,754,260 $5,754,260 $5,754,260 0.37 $5,754,260
US DOLLARS USD MD_142224 - -248,637,695 $-248,637,695 $-248,637,695 -16.02 $-248,637,695
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,437,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,168,750 $0 0.00 $0
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,320,719 $-26,019 0.00 $-26,019
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,320,719 $-26,019 0.00 $-26,019
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,940,739 $-94,805 -0.01 $-94,805
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,092,697 $-108,922 -0.01 $-108,922
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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