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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of October 14, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - 87,101,500 $85,815,882 $85,815,882 5.58 $85,815,882
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 62,233,000 $62,778,161 $62,778,161 4.08 $62,778,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.19%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,377,833 $17,377,833 1.14 $17,263,886
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.49%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $16,885,325 $16,885,325 1.11 $16,778,938
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 9.89%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,615,694 $16,615,694 1.09 $16,525,346
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,794,819 $15,794,819 1.03 $15,710,417
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.69029% 25-DEC-2041, 10.69%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,254,745 $15,254,745 1.00 $15,165,610
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.69%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,167,746 $15,167,746 0.99 $15,087,217
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.19029% 25-OCT-2041, 11.19%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,614,531 $14,614,531 0.96 $14,480,394
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,398,707 $12,398,707 0.81 $12,131,523
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,175,727 $12,175,727 0.80 $12,026,400
ALA Trust 2025-OANA A 5.55963% 15-JUN-2040, 5.56%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,122,292 $12,122,292 0.80 $12,066,447
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,162,131 $11,162,131 0.73 $11,013,622
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,173,354 $10,173,354 0.67 $10,119,336
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,136,659 $10,136,659 0.66 $10,122,091
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,058,995 $10,058,995 0.65 $9,984,019
BX Trust 2025-VLT7 E 7.56676% 15-JUL-2044, 7.57%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,902,028 $9,902,028 0.64 $9,839,186
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.69%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,774,725 $8,774,725 0.57 $8,703,847
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $8,709,271 $8,709,271 0.56 $8,374,186
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,677,330 $8,677,330 0.56 $8,637,896
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,353,275 $8,353,275 0.54 $8,056,180
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,336,252 $8,295,455 $8,295,455 0.54 $8,238,806
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,108,107 $8,108,107 0.53 $8,007,976
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.79029% 25-JAN-2042, 10.79%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 7,698,980 $7,862,750 $7,862,750 0.51 $7,816,598
HILT 2025-NVIL A 5.55976% 15-JUL-2042, 5.56%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,433,251 $7,433,251 0.48 $7,398,966
Extended Stay America Trust 2025-ESH B 5.41676% 15-OCT-2042, 5.42%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,203,379 $7,203,379 0.47 $7,171,022
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,889,982 $6,889,982 0.45 $6,858,733
BX Trust 2025-ARIA C 5.517301% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,803,588 $6,803,588 0.44 $6,754,463
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44029% 25-FEB-2042, 7.44%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,737,867 $6,737,867 0.44 $6,710,373
Great Wolf Trust 2024-WOLF D 6.70676% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,648,524 $6,648,524 0.43 $6,611,620
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,626,853 $6,626,853 0.43 $6,582,409
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,568,520 $6,568,520 0.43 $6,543,395
Connecticut Avenue Securities, Series 2021-R03 1B2 9.19029% 25-DEC-2041, 9.19%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,567,573 $6,567,573 0.43 $6,534,488
PNW Trust 2026-ARTE A 5.52802% 15-APR-2041, 5.53%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,507,679 $6,507,679 0.42 $6,477,735
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,377,869 $6,377,869 0.41 $6,360,478
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,328,668 $6,328,668 0.41 $6,263,641
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.97%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,283,663 $6,283,663 0.41 $6,252,338
SMRT Commercial Mortgage Trust 2022-MINI D 5.76676% 15-JAN-2039, 5.77%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,278,113 $6,278,113 0.41 $6,248,076
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 $6,197,213 $6,197,213 0.40 $6,164,101
BX Trust 2025-TAIL D 6.26676% 15-JUN-2035, 6.27%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,014,179 $6,014,179 0.39 $5,982,845
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 5,925,430 $5,942,235 $5,942,235 0.39 $5,924,209
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 5,967,295 $5,937,152 $5,937,152 0.39 $5,896,301
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,889,028 $5,889,028 0.38 $5,869,154
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,773,418 $5,773,418 0.37 $5,753,114
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,713,703 $5,713,703 0.37 $5,660,500
BX Trust 2024-CNYN D 6.50685% 15-APR-2041, 6.51%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,640,857 $5,640,857 0.37 $5,610,492
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.34%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,624,378 $5,624,378 0.36 $5,589,727
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,607,768 $5,607,768 0.36 $5,561,198
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $5,599,032 $5,599,032 0.36 $5,573,448
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,596,542 $5,596,542 0.36 $5,556,104
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.27%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,440,179 $5,590,430 $5,590,430 0.36 $5,571,494
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,616,952 $5,546,993 $5,546,993 0.36 $5,507,663
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,708,039 $5,536,917 $5,536,917 0.36 $5,509,011
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,477,296 $5,477,296 0.36 $5,441,601
NYC Commercial Mortgage Trust 2026-31W D 6.48617% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,428,498 $5,428,498 0.35 $5,383,443
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,353,884 $5,353,884 0.35 $5,342,172
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,302,911 $5,302,911 0.34 $5,275,982
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,378,374 $5,292,922 $5,292,922 0.34 $5,255,433
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 $5,258,969 $5,258,969 0.34 $5,238,428
SWCH Commercial Mortgage Trust 2025-DATA E 7.15698% 15-FEB-2042, 7.16%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,253,380 $5,253,380 0.34 $5,221,532
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,425,343 $5,214,913 $5,214,913 0.34 $5,187,394
EF Holdco Inc. 7.375% 30-SEP-2030, 7.38%, 09/30/30 EFC 31574BAA4 - 5,274,000 $5,194,029 $5,194,029 0.34 $5,177,822
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,181,310 $5,181,310 0.34 $5,159,933
Atlantic Avenue 2026-5 D1 6.943076% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,120,803 $5,120,803 0.33 $5,086,056
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,104,056 $5,104,056 0.33 $5,032,217
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,089,179 $5,089,179 0.33 $4,938,055
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,063,559 $5,063,559 0.33 $5,003,415
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.70%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,045,974 $5,045,974 0.33 $5,030,138
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,003,855 $5,003,855 0.32 $4,960,766
SCG Trust 2025-SNIP E 7.21676% 15-SEP-2042, 7.22%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,000,705 $5,000,705 0.32 $4,970,636
BX Trust 2025-DIME E 6.81676% 15-FEB-2035, 6.82%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,990,932 $4,990,932 0.32 $4,962,529
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 4,986,137 $4,986,137 $4,986,137 0.32 $4,986,137
Connecticut Avenue Securities Trust 2022-R03 1B2 13.54029% 25-MAR-2042, 13.54%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,961,630 $4,961,630 0.32 $4,925,943
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $4,938,932 $4,938,932 0.32 $4,901,017
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,912,624 $4,912,624 0.32 $4,898,317
SCG Commercial Mortgage Trust 2025-DLFN E 6.76676% 15-MAR-2035, 6.77%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,895,032 $4,895,032 0.32 $4,867,379
Extended Stay America Trust 2026-ESH2 D 6.06676% 15-FEB-2043, 6.07%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,851,742 $4,851,742 0.31 $4,827,338
BX Commercial Mortgage Trust 2024-MF D 6.50658% 15-FEB-2039, 6.51%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,812,759 $4,812,759 0.31 $4,786,593
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,794,795 $4,794,795 0.31 $4,778,806
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,791,071 $4,791,071 0.31 $4,758,668
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,689,777 $4,689,777 0.30 $4,657,962
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,654,816 $4,680,746 $4,680,746 0.30 $4,663,820
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.69%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,638,638 $4,638,638 0.30 $4,611,988
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.55%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,626,361 $4,626,361 0.30 $4,599,974
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,536,377 $4,536,377 0.29 $4,509,977
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 $4,512,633 $4,512,633 0.29 $4,498,698
NRTH Commercial Mortgage Trust 2025-PARK B 5.45968% 15-OCT-2040, 5.46%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,509,442 $4,509,442 0.29 $4,488,968
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,453,232 $4,431,851 $4,431,851 0.29 $4,417,502
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,410,589 $4,410,589 0.29 $4,364,787
GWT Commercial Mortgage Trust 2024-WLF2 E 7.45519% 15-MAY-2041, 7.46%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,354,902 $4,354,902 0.28 $4,328,051
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,344,264 $4,344,264 0.28 $4,315,239
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,340,739 $4,340,739 0.28 $4,303,150
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.34%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,334,177 $4,334,177 0.28 $4,300,698
COMM 2024-WCL1 Mortgage Trust D 7.106% 17-JUN-2041, 7.11%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,271,504 $4,271,504 0.28 $4,246,338
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,183,021 $4,183,021 0.27 $4,175,582
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,146,659 $4,097,599 $4,097,599 0.27 $4,069,800
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,085,323 $4,085,323 0.26 $4,058,838
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,142,308 $4,067,006 $4,067,006 0.26 $4,049,436
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 3,929,886 $4,049,566 $4,049,566 0.26 $4,035,341
GGP Trust 2026-2PAK A 5.83237% 10-MAY-2043, 5.83%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,201,465 $4,014,915 $4,014,915 0.26 $4,005,386
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,024,429 $4,011,542 $4,011,542 0.26 $3,998,199
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,993,007 $3,993,007 0.26 $3,975,574
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 $3,971,112 $3,971,112 0.26 $3,967,920
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,001,821 $3,950,837 $3,950,837 0.26 $3,922,596
BX Trust 2024-VLT4 E 6.706164% 15-JUN-2041, 6.71%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,946,175 $3,946,175 0.26 $3,923,938
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.19%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,934,206 $3,934,206 0.26 $3,906,550
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 3,917,139 $3,853,429 $3,853,429 0.25 $3,829,644
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,777,793 $3,777,793 0.25 $3,765,761
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,774,617 $3,774,617 0.24 $3,748,954
JW Commercial Mortgage Trust 2026-MRCO B 5.51676% 15-JUN-2039, 5.52%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,770,536 $3,770,536 0.24 $3,753,296
BMP Commercial Mortgage Trust 2024-MF23 D 6.20725% 15-JUN-2041, 6.21%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,770,459 $3,770,459 0.24 $3,751,062
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,759,518 $3,759,518 0.24 $3,737,336
FREMF 2023-K511 Mortgage Trust C 5.633869% 25-NOV-2028, 5.83%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,756,314 $3,756,314 0.24 $3,727,828
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 $3,732,366 $3,732,366 0.24 $3,660,176
LEX Trust 2026-450 D 6.16676% 15-MAR-2043, 6.17%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,720,727 $3,720,727 0.24 $3,701,692
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,705,990 $3,705,990 0.24 $3,679,486
BLP Trust 2025-IND2 D 6.46676% 15-DEC-2042, 6.47%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,675,778 $3,695,188 $3,695,188 0.24 $3,675,380
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,690,769 $3,690,769 0.24 $3,677,495
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,651,736 $3,651,736 0.24 $3,651,736
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,773,041 $3,619,145 $3,619,145 0.23 $3,600,222
BX Commercial Mortgage Trust 2024-XL5 D 6.50656% 15-MAR-2041, 6.51%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,594,611 $3,594,611 0.23 $3,575,254
Extended Stay America Trust 2025-ESH D 6.41676% 15-OCT-2042, 6.42%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,535,241 $3,535,241 0.23 $3,516,459
Extended Stay America Trust 2025-ESH E 7.16676% 15-OCT-2042, 7.17%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,534,620 $3,534,620 0.23 $3,513,643
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 $3,532,219 $3,532,219 0.23 $3,512,104
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,526,731 $3,526,731 0.23 $3,500,190
SCG Trust 2025-SNIP D 6.41676% 15-SEP-2042, 6.42%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,504,877 $3,504,877 0.23 $3,486,161
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,457,275 $3,457,275 0.22 $3,445,669
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,387,852 $3,423,066 $3,423,066 0.22 $3,395,249
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,404,745 $3,404,745 0.22 $3,394,676
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,424,124 $3,383,249 $3,383,249 0.22 $3,371,790
AOA 2025-1301 D 6.22269% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,378,179 $3,378,179 0.22 $3,351,833
BAY Trust 2026-MDWS C 6.20916% 15-JUN-2041, 6.21%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,367,794 $3,367,794 0.22 $3,350,285
SWVP Trust 2026-PNCL A 5.43572% 15-OCT-2039, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,337,774 $3,337,774 0.22 $3,330,004
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,322,885 $3,322,885 0.22 $3,298,316
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,261,793 $3,261,793 0.21 $3,240,084
BX Commercial Mortgage Trust 2026-XL6 D 5.91676% 15-MAR-2043, 5.92%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,248,315 $3,248,315 0.21 $3,232,390
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,232,719 $3,232,719 0.21 $3,224,968
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,221,055 $3,221,055 0.21 $3,203,384
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,227,159 $3,207,971 $3,207,971 0.21 $3,186,407
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,202,362 $3,181,787 $3,181,787 0.21 $3,165,338
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,175,693 $3,175,693 0.21 $3,151,453
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,151,826 $3,151,826 0.20 $3,139,738
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,141,095 $3,141,095 0.20 $3,130,502
BX Trust 2025-LUNR D 6.31676% 15-JUN-2040, 6.32%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,128,458 $3,128,458 0.20 $3,112,071
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.55%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,128,028 $3,128,028 0.20 $3,110,073
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,116,947 $3,116,947 0.20 $3,084,842
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,114,186 $3,114,186 0.20 $3,103,355
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 $3,109,781 $3,109,781 0.20 $3,097,439
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 $3,095,952 $3,095,952 0.20 $3,073,381
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.69029% 25-MAR-2042, 10.69%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,095,907 $3,095,907 0.20 $3,078,090
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 $3,088,447 $3,088,447 0.20 $3,072,239
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,079,548 $3,079,548 0.20 $3,058,740
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,073,332 $3,073,332 0.20 $3,049,636
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,975,000 $3,061,631 $3,061,631 0.20 $3,049,995
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,051,284 $3,051,284 0.20 $3,041,576
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,034,888 $3,037,742 $3,037,742 0.20 $3,016,769
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 3,011,897 $3,030,644 $3,030,644 0.20 $3,016,212
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,018,580 $3,018,580 0.20 $3,005,258
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,016,143 $3,016,143 0.20 $2,996,743
Millrose Properties, Inc. 6.75% 15-OCT-2031, 6.75%, 10/15/31 MRP 601137AD4 - 3,131,000 $3,013,100 $3,013,100 0.20 $3,007,816
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,007,041 $3,007,100 $3,007,100 0.20 $3,007,100
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - 3,000,000 $2,996,674 $2,996,674 0.19 $2,987,141
NATL Commercial Mortgage Trust 2026-IND E 6.96676% 15-JUN-2043, 6.97%, 06/15/43 NATL 2026-IND 62881KAJ8 - 2,949,810 $2,963,312 $2,963,312 0.19 $2,946,187
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 2,966,032 $2,963,267 $2,963,267 0.19 $2,952,021
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 2,988,724 $2,938,952 $2,938,952 0.19 $2,920,250
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,936,233 $2,936,233 0.19 $2,915,517
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 $2,924,927 $2,924,927 0.19 $2,905,046
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,890,487 $2,890,487 0.19 $2,835,661
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,882,427 $2,882,427 0.19 $2,863,426
SCG Commercial Mortgage Trust 2025-FLWR E 6.56676% 15-AUG-2042, 6.57%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,877,946 $2,877,946 0.19 $2,862,257
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.45%, 04/25/56 GRADE 2026-HB1 795939AC1 - 2,857,378 $2,871,107 $2,871,107 0.19 $2,862,454
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,860,289 $2,860,289 0.19 $2,851,347
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,846,823 $2,846,823 0.18 $2,833,971
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 $2,827,787 $2,827,787 0.18 $2,814,254
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 2,718,000 $2,798,806 $2,798,806 0.18 $2,788,175
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,816,218 $2,783,530 $2,783,530 0.18 $2,766,330
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,775,030 $2,782,415 $2,782,415 0.18 $2,769,673
Great Wolf Trust 2024-WOLF G 9.25276% 15-MAR-2039, 9.25%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,780,415 $2,780,415 0.18 $2,759,211
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,777,699 $2,777,699 0.18 $2,756,045
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,775,788 $2,775,788 0.18 $2,758,148
JW Commercial Mortgage Trust 2026-MRCO D 6.26676% 15-JUN-2039, 6.27%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,765,828 $2,765,828 0.18 $2,751,466
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,760,618 $2,760,618 0.18 $2,754,089
BX Trust 2026-CART D 5.71676% 15-FEB-2036, 5.72%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,748,720 $2,748,720 0.18 $2,735,577
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 2,754,007 $2,746,083 $2,746,083 0.18 $2,735,669
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 $2,741,456 $2,741,456 0.18 $2,736,059
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 $2,695,243 $2,695,243 0.17 $2,687,228
New Residential Mortgage Loan Trust 2024-RTL1 A2 8.101% 25-MAR-2039, 8.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,690,559 $2,690,559 0.17 $2,678,511
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,682,024 $2,682,024 0.17 $2,667,625
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,742,196 $2,678,575 $2,678,575 0.17 $2,661,435
NetCredit Combined Receivables B 2026-B (ENVA 2026-A) A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,668,063 $2,674,287 $2,674,287 0.17 $2,663,828
BX Trust 2025-ROIC E 6.75805% 15-FEB-2042, 6.76%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,671,866 $2,671,866 0.17 $2,656,763
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,617,346 $2,617,346 0.17 $2,572,180
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,611,642 $2,611,642 0.17 $2,602,788
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,605,326 $2,611,066 $2,611,066 0.17 $2,601,938
BX Commercial Mortgage Trust 2026-CSMO D 6.26676% 15-FEB-2043, 6.27%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,597,503 $2,597,503 0.17 $2,584,030
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,544,561 $2,593,789 $2,593,789 0.17 $2,571,810
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,578,347 $2,578,347 0.17 $2,573,902
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,577,947 $2,577,947 0.17 $2,565,652
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,605,210 $2,577,424 $2,577,424 0.17 $2,558,064
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 $2,533,197 $2,533,197 0.16 $2,506,496
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,523,033 $2,531,699 $2,531,699 0.16 $2,513,138
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 $2,531,517 $2,531,517 0.16 $2,523,593
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49029% 25-JUL-2048, 5.49%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,522,043 $2,526,616 $2,526,616 0.16 $2,518,924
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,574,000 $2,522,767 $2,522,767 0.16 $2,498,700
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,518,839 $2,518,839 0.16 $2,507,884
PFDR Trust 2026-DLVR C 6.31676% 15-JUN-2043, 6.32%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,518,304 $2,518,304 0.16 $2,505,102
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 $2,513,490 $2,513,490 0.16 $2,493,831
OnDeck Asset Securitization IV, Series 2026-1 C 6.73% 17-OCT-2032, 6.73%, 10/18/32 ONDK 2026-1A 67108SAP3 - 2,500,000 $2,507,976 $2,507,976 0.16 $2,498,629
NYC Commercial Mortgage Trust 2025-3BP D 6.25801% 15-FEB-2042, 6.26%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,507,668 $2,507,668 0.16 $2,494,630
BX Commercial Mortgage Trust 2024-AIR2 D 6.60745% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,495,863 $2,495,863 0.16 $2,482,157
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,494,521 $2,494,521 0.16 $2,453,854
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,489,466 $2,489,466 0.16 $2,467,669
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,530,146 $2,488,656 $2,488,656 0.16 $2,483,736
BX Trust 2026-SUMT D 5.85% 15-OCT-2051, 5.85%, 10/15/51 BX 2026-SUMT 05595QAG7 - 2,500,000 $2,484,339 $2,484,339 0.16 $2,484,339
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,482,731 $2,482,731 0.16 $2,471,481
280 Park Avenue 2017-280P Mortgage Trust B 5.123% 15-SEP-2034, 5.12%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,479,503 $2,479,503 0.16 $2,468,831
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,470,295 $2,470,295 0.16 $2,463,420
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,456,958 $2,456,958 0.16 $2,447,633
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 $2,446,902 $2,446,902 0.16 $2,434,840
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,518,003 $2,441,887 $2,441,887 0.16 $2,436,991
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,437,914 $2,437,914 0.16 $2,424,593
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 $2,434,104 $2,434,104 0.16 $2,427,704
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,431,490 $2,430,572 $2,430,572 0.16 $2,420,218
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,428,366 $2,428,366 0.16 $2,420,196
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,422,281 $2,422,281 0.16 $2,414,507
VEGAS Trust 2024-GCS D 6.2165% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,419,142 $2,419,142 0.16 $2,413,098
SLG Office Trust 2026-PAT C 5.28582% 15-FEB-2039, 5.46%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,414,721 $2,414,721 0.16 $2,397,878
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,453,155 $2,407,637 $2,407,637 0.16 $2,391,911
UNIV Trust 2026-STDY E 7.6% 15-OCT-2043, 7.60%, 10/15/28 UNIV 2026-STDY 91336YAJ8 - 2,400,000 $2,386,504 $2,386,504 0.15 $2,386,504
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,395,993 $2,370,839 $2,370,839 0.15 $2,369,940
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 $2,354,005 $2,354,005 0.15 $2,339,866
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,351,729 $2,351,729 0.15 $2,309,570
ALA Trust 2025-OANA D 6.90772% 15-JUN-2040, 6.91%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,340,557 $2,340,557 0.15 $2,327,127
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,336,213 $2,336,213 0.15 $2,291,818
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,329,217 $2,329,217 0.15 $2,316,021
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) A 5.659% 25-JUL-2034, 5.66%, 07/25/34 RPM 2026-R1A 76089TAA8 - 2,314,013 $2,317,410 $2,317,410 0.15 $2,310,135
MTN Commercial Mortgage Trust 2026-LPFX D 5.863% 15-MAY-2043, 6.06%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,314,946 $2,314,946 0.15 $2,297,175
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,307,602 $2,307,602 0.15 $2,297,329
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,294,823 $2,294,823 0.15 $2,288,684
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,350,724 $2,285,313 $2,285,313 0.15 $2,271,200
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 $2,275,477 $2,275,477 0.15 $2,273,857
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,274,690 $2,274,690 0.15 $2,264,698
JW Commercial Mortgage Trust 2026-MRCO C 5.76676% 15-JUN-2039, 5.77%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,261,643 $2,261,643 0.15 $2,250,831
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,258,297 $2,258,297 0.15 $2,228,575
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,268,027 $2,246,604 $2,246,604 0.15 $2,235,910
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,233,715 $2,233,715 0.14 $2,221,340
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,314,532 $2,232,582 $2,232,582 0.14 $2,220,842
COMM 2024-WCL1 Mortgage Trust C 6.706% 17-JUN-2041, 6.71%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,228,096 $2,228,096 0.14 $2,215,712
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,206,943 $2,206,943 0.14 $2,197,642
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,195,736 $2,195,736 0.14 $2,162,012
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,210,031 $2,192,780 $2,192,780 0.14 $2,178,602
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 $2,177,484 $2,177,484 0.14 $2,166,444
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,174,891 $2,174,891 0.14 $2,168,431
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,174,094 $2,174,094 0.14 $2,157,512
DBGS 2021-W52 Mortgage Trust C 6.3815% 15-JAN-2038, 6.38%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,142,201 $2,142,201 0.14 $2,130,763
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 2,128,494 $2,140,636 $2,140,636 0.14 $2,121,284
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,277,614 $2,137,719 $2,137,719 0.14 $2,133,374
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,136,043 $2,136,043 0.14 $2,097,996
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 2,121,161 $2,132,272 $2,132,272 0.14 $2,122,674
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,087,162 $2,087,162 0.14 $2,050,852
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,086,248 $2,086,248 0.14 $2,047,907
Connecticut Avenue Securities Trust 2023-R05 1B2 10.54029% 25-JUN-2043, 10.54%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,083,595 $2,083,595 0.14 $2,072,470
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 $2,066,386 $2,066,386 0.13 $2,037,227
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,060,263 $2,060,263 0.13 $2,042,935
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,056,433 $2,056,433 0.13 $2,016,309
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,055,625 $2,055,625 0.13 $2,041,140
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.14783% 20-FEB-2034, 8.15%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,033,426 $2,044,459 $2,044,459 0.13 $2,033,414
SMRT Commercial Mortgage Trust 2022-MINI F 7.16676% 15-JAN-2039, 7.17%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,036,472 $2,036,472 0.13 $2,024,378
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,031,635 $2,031,635 0.13 $2,022,564
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.44%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,027,502 $2,027,502 0.13 $2,018,546
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,023,342 $2,023,342 0.13 $2,020,483
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,021,386 $2,021,386 0.13 $2,012,852
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,018,718 $2,018,718 0.13 $2,006,918
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 $2,018,060 $2,018,060 0.13 $2,006,283
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,008,055 $2,008,055 0.13 $1,998,072
FS Commercial Mortgage Trust 2026-PALM D 6.21676% 15-JUL-2041, 6.22%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,007,316 $2,007,316 0.13 $1,996,954
BOCA Commercial Mortgage Trust 2025-BOCA D 6.31676% 15-DEC-2042, 6.32%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,006,760 $2,006,760 0.13 $1,996,232
Crossroads Asset Trust AB 0% 33, 6.97%, 07/20/33 XROAD 2026-A 22767HAE9 - 2,000,000 $2,004,097 $2,004,097 0.13 $2,001,774
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,995,237 $1,995,237 0.13 $1,990,337
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,991,611 $1,991,611 0.13 $1,978,265
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 1,988,413 $1,990,088 $1,990,088 0.13 $1,983,207
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,986,964 $1,986,964 0.13 $1,979,975
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 8.94%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,985,137 $1,985,137 0.13 $1,975,487
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $1,980,697 $1,980,697 0.13 $1,968,991
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 $1,974,595 $1,974,595 0.13 $1,965,462
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,004,601 $1,969,548 $1,969,548 0.13 $1,956,945
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,966,528 $1,966,528 0.13 $1,963,940
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 2,110,000 $1,964,471 $1,964,471 0.13 $1,901,992
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,975,645 $1,955,745 $1,955,745 0.13 $1,951,903
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,946,606 $1,946,606 0.13 $1,931,788
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,942,930 $1,942,930 0.13 $1,929,153
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,933,941 $1,933,941 0.13 $1,921,215
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,930,334 $1,930,334 0.13 $1,917,366
BX Commercial Mortgage Trust 2024-AIR2 C 6.05824% 15-OCT-2041, 6.06%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,927,919 $1,927,919 0.13 $1,918,234
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,922,905 $1,922,905 0.12 $1,916,932
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,039,761 $1,921,791 $1,921,791 0.12 $1,911,569
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,908,706 $1,908,706 0.12 $1,898,161
BX Trust 2026-CIP E 6.91676% 15-MAY-2038, 6.92%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,905,060 $1,905,060 0.12 $1,894,135
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,901,429 $1,901,429 0.12 $1,886,000
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,917,839 $1,897,227 $1,897,227 0.12 $1,882,800
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.09029% 25-NOV-2050, 11.09%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,892,701 $1,892,701 0.12 $1,883,049
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,948,304 $1,887,851 $1,887,851 0.12 $1,875,666
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,883,343 $1,883,343 0.12 $1,877,425
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,890,528 $1,882,558 $1,882,558 0.12 $1,875,210
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 1,903,943 $1,876,962 $1,876,962 0.12 $1,876,126
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 1,849,433 $1,871,887 $1,871,887 0.12 $1,859,924
SMRT Commercial Mortgage Trust 2026-MINI D 6.3% 15-OCT-2043, 6.30%, 10/15/43 SMRT 2026-MINI 78457AAG6 - 1,869,000 $1,866,625 $1,866,625 0.12 $1,866,625
BX Trust 2024-BRBK B 7.74336% 15-OCT-2041, 7.79%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,857,011 $1,857,011 0.12 $1,845,004
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 1,843,725 $1,854,576 $1,854,576 0.12 $1,846,998
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,948,012 $1,829,959 $1,829,959 0.12 $1,822,221
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,844,977 $1,824,071 $1,824,071 0.12 $1,812,232
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,870,371 $1,805,642 $1,805,642 0.12 $1,793,714
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,801,550 $1,801,550 0.12 $1,793,287
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - 1,800,000 $1,787,675 $1,787,675 0.12 $1,782,325
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 $1,781,068 $1,781,068 0.12 $1,773,727
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,750,761 $1,750,761 0.11 $1,742,973
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 $1,745,765 $1,745,765 0.11 $1,735,838
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,732,306 $1,732,306 0.11 $1,724,008
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,727,584 $1,727,584 0.11 $1,720,132
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,722,838 $1,722,601 $1,722,601 0.11 $1,710,226
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,717,802 $1,717,802 0.11 $1,712,533
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.89783% 20-MAR-2033, 5.90%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,705,789 $1,710,357 $1,710,357 0.11 $1,703,650
BXHPP Trust 2021-FILM C 5.031% 15-AUG-2036, 5.03%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,707,746 $1,707,746 0.11 $1,699,570
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,693,740 $1,693,740 0.11 $1,688,432
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,622,665 $1,682,045 $1,682,045 0.11 $1,668,292
Extended Stay America Trust 2025-ESH F 7.91676% 15-OCT-2042, 7.92%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,681,807 $1,681,807 0.11 $1,670,773
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,653,297 $1,653,297 0.11 $1,647,851
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,646,308 $1,646,308 0.11 $1,634,450
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,657,906 $1,643,074 $1,643,074 0.11 $1,637,340
BFLD Commercial Mortgage Trust 2025-5MW E 7.91263% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,642,454 $1,642,454 0.11 $1,637,356
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,628,974 $1,628,974 0.11 $1,620,874
Connecticut Avenue Securities Trust 2023-R06 1B2 9.59029% 25-JUL-2043, 9.59%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,623,553 $1,623,553 0.11 $1,615,561
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,613,611 $1,613,611 0.10 $1,601,965
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,611,686 $1,611,686 0.10 $1,597,304
Research-Driven Pagaya Motor Asset Trust 2026-R1 (RPM 2026-R1) B 6.211% 25-JUL-2034, 6.21%, 07/25/34 RPM 2026-R1A 76089TAB6 - 1,589,729 $1,595,079 $1,595,079 0.10 $1,589,593
BX Commercial Mortgage Trust 2024-WPT D 6.50646% 15-APR-2041, 6.51%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,590,523 $1,590,523 0.10 $1,581,956
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.69%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 1,500,000 $1,575,024 $1,575,024 0.10 $1,562,782
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,528,976 $1,528,976 0.10 $1,528,976
Gracie Point International Funding, Series 2025-1 C 6.3985% 15-AUG-2028, 6.49%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,515,748 $1,515,748 0.10 $1,503,968
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,515,444 $1,515,444 0.10 $1,507,102
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,512,910 $1,512,910 0.10 $1,505,934
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 $1,509,936 $1,509,936 0.10 $1,501,631
Exeter Select Automobile Receivables Trust 2026-2 N 7.34% 15-NOV-2034, 7.34%, 11/15/34 ESART 2026-2 301864AJ3 - 1,500,000 $1,500,273 $1,500,273 0.10 $1,495,073
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,493,241 $1,493,241 0.10 $1,483,488
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,492,687 $1,492,687 0.10 $1,486,487
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,502,111 $1,490,930 $1,490,930 0.10 $1,481,420
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,483,358 $1,483,358 0.10 $1,478,054
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 $1,478,037 $1,478,037 0.10 $1,470,924
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 $1,473,757 $1,473,757 0.10 $1,467,007
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 $1,467,161 $1,467,161 0.10 $1,452,997
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 $1,467,134 $1,467,134 0.10 $1,466,018
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,463,381 $1,463,381 0.09 $1,452,662
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,463,159 $1,461,228 $1,461,228 0.09 $1,450,913
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,457,898 $1,457,898 0.09 $1,457,898
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 1,505,206 $1,456,659 $1,456,659 0.09 $1,452,113
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,464,577 $1,450,294 $1,450,294 0.09 $1,440,075
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,449,754 $1,449,754 0.09 $1,449,732
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,442,379 $1,442,379 0.09 $1,432,596
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,464,833 $1,428,335 $1,428,335 0.09 $1,422,506
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,395,224 $1,395,224 0.09 $1,382,891
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,357,059 $1,381,362 $1,381,362 0.09 $1,375,889
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,387,179 $1,378,720 $1,378,720 0.09 $1,368,700
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,387,179 $1,377,824 $1,377,824 0.09 $1,368,143
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,366,765 $1,366,765 0.09 $1,362,016
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 $1,366,320 $1,366,320 0.09 $1,360,139
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,344,998 $1,351,279 $1,351,279 0.09 $1,343,281
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,345,485 $1,345,485 0.09 $1,341,421
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,330,342 $1,330,342 0.09 $1,319,386
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,338,768 $1,310,476 $1,310,476 0.08 $1,306,757
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 $1,309,902 $1,309,902 0.08 $1,303,952
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,307,913 $1,300,424 $1,300,424 0.08 $1,291,510
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,292,927 $1,290,260 $1,290,260 0.08 $1,285,218
SWVP Trust 2026-PNCL D 7.03572% 15-OCT-2039, 6.85%, 10/15/43 SWVP 2026-PNCL 78504YAG7 - 1,280,000 $1,283,897 $1,283,897 0.08 $1,280,000
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,267,802 $1,267,802 0.08 $1,258,792
Great Wolf Trust 2024-WOLF C 6.20776% 15-MAR-2039, 6.21%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,266,886 $1,266,886 0.08 $1,260,367
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,279,006 $1,259,967 $1,259,967 0.08 $1,252,401
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,245,336 $1,245,336 0.08 $1,235,809
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,241,790 $1,241,790 0.08 $1,236,426
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,239,274 $1,241,649 $1,241,649 0.08 $1,234,116
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,227,219 $1,227,219 0.08 $1,225,457
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,239,157 $1,217,662 $1,217,662 0.08 $1,204,153
NMEF Funding 2026-A (North Mill Equipment Finance) D 5.22% 15-FEB-2034, 5.22%, 02/15/34 NMEF 2026-A 62919FAF3 - 1,250,000 $1,210,229 $1,210,229 0.08 $1,204,791
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 $1,209,862 $1,209,862 0.08 $1,203,422
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,208,884 $1,208,884 0.08 $1,204,431
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,205,965 $1,205,965 0.08 $1,199,511
GS Mortgage Securities MB FLTG 56, 5.54%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,202,211 $1,202,211 0.08 $1,198,517
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,194,454 $1,198,154 $1,198,154 0.08 $1,194,644
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - 1,150,000 $1,196,647 $1,196,647 0.08 $1,188,146
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,183,719 $1,182,595 $1,182,595 0.08 $1,174,635
Santander Bank Auto Credit-Linked Notes, Series 2025-A F 7.343% 15-JAN-2034, 7.34%, 01/16/34 SBCLN 2025-A 80290CCV4 - 1,172,000 $1,168,410 $1,168,410 0.08 $1,161,238
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.44%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,159,766 $1,159,766 0.08 $1,154,402
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,140,637 $1,140,637 0.07 $1,136,751
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,163,011 $1,135,477 $1,135,477 0.07 $1,129,943
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,133,696 $1,123,845 $1,123,845 0.07 $1,116,074
CPTS 2019-CPT Mortgage Trust C 2.9968% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,121,087 $1,121,087 0.07 $1,116,356
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,116,145 $1,116,145 0.07 $1,109,511
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,117,196 $1,110,611 $1,110,611 0.07 $1,105,102
OBX 2026-HE1 Trust M2 5.49029% 25-FEB-2056, 5.49%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,103,871 $1,103,871 0.07 $1,100,516
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,105,637 $1,103,347 $1,103,347 0.07 $1,095,725
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 14.80%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,099,432 $1,099,432 0.07 $1,091,881
US Bank NA|6.0715|09/25/2033, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,100,000 $1,099,410 $1,099,410 0.07 $1,091,804
OBX 2026-HE2 Trust MB FLTG 56, 5.29%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,098,281 $1,098,281 0.07 $1,095,060
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,085,120 $1,085,120 0.07 $1,076,735
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,137,403 $1,080,947 $1,080,947 0.07 $1,076,776
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,077,907 $1,077,907 0.07 $1,069,857
BX Trust 2024-CNYN C 5.75792% 15-APR-2041, 5.76%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,056,022 $1,056,022 0.07 $1,050,984
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,047,570 $1,047,570 0.07 $1,040,212
BX Trust 2024-VLT4 D 6.256812% 15-JUN-2041, 6.26%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,045,723 $1,045,723 0.07 $1,040,220
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 $1,044,515 $1,044,515 0.07 $1,037,613
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,030,277 $1,033,107 $1,033,107 0.07 $1,028,608
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,021,227 $1,021,227 0.07 $1,014,234
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.24783% 20-OCT-2032, 6.25%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,008,631 $1,015,606 $1,015,606 0.07 $1,011,405
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,014,032 $1,014,032 0.07 $1,007,366
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 $1,010,208 $1,010,208 0.07 $999,000
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 980,451 $1,008,979 $1,008,979 0.07 $1,002,337
GS Mortgage Securities MB FLTG 56, 5.39%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,001,106 $1,001,106 0.06 $998,112
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.14783% 20-MAR-2033, 7.15%, 03/21/33 HACLN 2025-1 446438TA1 - 991,442 $1,000,606 $1,000,606 0.06 $995,882
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - 1,000,000 $999,586 $999,586 0.06 $993,403
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $994,526 $994,526 0.06 $991,107
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $994,068 $994,068 0.06 $986,662
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $992,765 $992,765 0.06 $989,210
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 980,770 $991,899 $991,899 0.06 $986,240
BX Trust 2026-SUMT E 6.75% 15-OCT-2051, 6.75%, 10/15/51 BX 2026-SUMT 05595QAJ1 - 1,000,000 $991,486 $991,486 0.06 $991,486
LIFE 2021-BMR Mortgage Trust E 5.681% 15-MAR-2038, 5.68%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $991,477 $991,477 0.06 $986,506
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $981,989 $981,989 0.06 $978,467
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $981,931 $981,931 0.06 $978,978
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $976,406 $976,406 0.06 $975,713
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 $964,543 $964,543 0.06 $959,636
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 988,540 $958,591 $958,591 0.06 $952,025
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,020,320 $957,231 $957,231 0.06 $951,931
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 954,561 $950,127 $950,127 0.06 $943,736
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 $936,587 $936,587 0.06 $928,836
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 926,528 $931,698 $931,698 0.06 $922,650
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 $931,074 $931,074 0.06 $925,396
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 934,799 $929,261 $929,261 0.06 $925,529
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 946,973 $927,702 $927,702 0.06 $923,909
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 917,056 $910,003 $910,003 0.06 $904,120
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04029% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $906,529 $906,529 0.06 $902,562
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $901,288 $901,288 0.06 $890,526
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $897,802 $897,802 0.06 $895,307
Business Jet Securities AB 0% 41, 6.10%, 06/15/41 BJETS 2026-1A 12013JAC2 - 908,112 $892,816 $892,816 0.06 $888,200
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.79783% 20-MAY-2032, 6.80%, 05/20/32 HACLN 2024-1 44644NAC3 - 874,346 $882,375 $882,375 0.06 $878,413
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 885,823 $863,211 $863,211 0.06 $858,880
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $839,551 $839,551 0.05 $837,110
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $835,843 $835,843 0.05 $830,151
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $825,672 $825,672 0.05 $820,404
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $824,950 $824,950 0.05 $822,443
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $817,474 $817,474 0.05 $812,747
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 783,392 $817,171 $817,171 0.05 $811,230
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 816,036 $802,279 $802,279 0.05 $797,497
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 804,855 $800,361 $800,361 0.05 $798,796
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $794,359 $794,359 0.05 $792,539
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $789,290 $789,290 0.05 $785,738
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 786,008 $787,625 $787,625 0.05 $784,483
BX Trust 2026-CIP D 5.91676% 15-MAY-2038, 5.92%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $786,930 $786,930 0.05 $783,070
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 798,546 $786,794 $786,794 0.05 $782,018
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 782,779 $775,913 $775,913 0.05 $770,404
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $772,467 $772,467 0.05 $767,536
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 $764,938 $764,938 0.05 $760,689
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 767,423 $763,873 $763,873 0.05 $760,349
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $762,471 $762,471 0.05 $757,423
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 743,000 $745,432 $745,432 0.05 $716,491
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 $743,346 $743,346 0.05 $738,226
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $708,955 $708,955 0.05 $707,124
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 $706,875 $706,875 0.05 $704,445
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49029% 25-JUN-2047, 5.49%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 697,750 $697,890 $697,890 0.05 $695,780
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $693,646 $693,646 0.04 $693,646
EQT Trust 2026-IND1 E 6.51676% 15-JUL-2041, 6.52%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $692,756 $692,756 0.04 $689,009
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.36546% 25-OCT-2057, 8.37%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 641,248 $691,887 $691,887 0.04 $688,907
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $686,635 $686,635 0.04 $668,167
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $685,608 $685,608 0.04 $679,441
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44029% 25-JUN-2047, 6.44%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 677,814 $678,137 $678,137 0.04 $675,712
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.64783% 20-OCT-2032, 7.65%, 10/20/32 HACLN 2024-2 44644NAK5 - 641,532 $645,606 $645,606 0.04 $642,335
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 663,552 $641,906 $641,906 0.04 $637,702
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 606,061 $631,880 $631,880 0.04 $627,604
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.05%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $629,838 $629,838 0.04 $626,989
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 615,342 $624,406 $624,406 0.04 $620,345
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 647,700 $609,911 $609,911 0.04 $607,444
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.34%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $605,932 $605,932 0.04 $604,140
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 599,352 $600,252 $600,252 0.04 $596,888
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 606,061 $599,684 $599,684 0.04 $596,830
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 581,209 $572,651 $572,651 0.04 $570,940
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $562,617 $562,617 0.04 $560,122
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $556,174 $556,174 0.04 $551,852
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $542,139 $542,139 0.04 $538,148
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 $539,170 $539,170 0.03 $533,826
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 $532,569 $532,569 0.03 $528,688
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 516,255 $517,956 $517,956 0.03 $517,360
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 $511,923 $511,923 0.03 $508,840
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - 500,000 $507,177 $507,177 0.03 $504,527
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $506,607 $506,607 0.03 $505,328
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 495,797 $506,450 $506,450 0.03 $495,797
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $505,797 $505,797 0.03 $503,055
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $505,768 $505,768 0.03 $503,255
FHF Issuer Trust 2026-2 (First Help Financial Trust) E 9.47% 15-SEP-2032, 9.47%, 09/15/32 FHF 2026-2A 30346HAF9 - 500,000 $503,557 $503,557 0.03 $499,611
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $501,224 $501,224 0.03 $496,165
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.288% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $494,166 $494,166 0.03 $492,380
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - 486,087 $488,791 $488,791 0.03 $486,957
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 465,029 $474,160 $474,160 0.03 $468,897
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 $470,978 $470,978 0.03 $470,163
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 465,029 $469,193 $469,193 0.03 $465,181
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74029% 25-DEC-2031, 5.74%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 457,234 $459,114 $459,114 0.03 $457,656
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $456,445 $456,445 0.03 $453,258
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 446,158 $449,199 $449,199 0.03 $447,009
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 438,444 $447,266 $447,266 0.03 $444,289
NATL Commercial Mortgage Trust 2026-IND D 5.96676% 15-JUN-2043, 5.97%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $438,429 $438,429 0.03 $436,256
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 438,725 $433,881 $433,881 0.03 $431,138
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 $428,006 $428,006 0.03 $425,529
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $415,829 $415,829 0.03 $413,185
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $408,827 $408,827 0.03 $404,364
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $403,950 $403,950 0.03 $401,694
BX Commercial Mortgage Trust 2026-CSMO C 5.81676% 15-FEB-2043, 5.82%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,833 $402,833 0.03 $400,894
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.89783% 20-SEP-2033, 6.90%, 09/20/33 HACLN 2025-2 44644NAR0 - 396,295 $398,431 $398,431 0.03 $396,609
BXHPP Trust 2021-FILM A 4.581% 15-AUG-2036, 4.58%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $395,360 $395,360 0.03 $393,692
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 $387,232 $387,232 0.03 $384,716
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 381,198 $386,608 $386,608 0.03 $384,019
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $377,384 $377,384 0.02 $374,471
DBGS 2021-W52 Mortgage Trust B 5.8287% 15-JAN-2038, 5.83%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $367,339 $367,339 0.02 $365,562
EQT Trust 2026-IND1 D 5.81676% 15-JUL-2041, 5.82%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $363,527 $363,527 0.02 $361,772
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $361,357 $361,357 0.02 $358,983
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.36546% 25-OCT-2057, 7.37%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 327,998 $344,352 $344,352 0.02 $343,009
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $343,966 $343,966 0.02 $342,300
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 329,747 $334,690 $334,690 0.02 $332,801
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 331,587 $332,497 $332,497 0.02 $331,156
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 330,346 $328,891 $328,891 0.02 $327,301
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29029% 25-DEC-2031, 7.29%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 323,362 $326,610 $326,610 0.02 $325,300
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $325,491 $325,491 0.02 $324,472
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $321,856 $321,856 0.02 $319,380
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - 370,749 $317,153 $317,153 0.02 $316,584
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 305,208 $314,954 $314,954 0.02 $312,438
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.89783% 20-MAY-2032, 8.90%, 05/20/32 HACLN 2024-1 44644NAD1 - 302,658 $310,409 $310,409 0.02 $308,613
BX Commercial Mortgage Trust 2024-MF C 5.75766% 15-FEB-2039, 5.76%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $310,126 $310,126 0.02 $308,639
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $304,949 $304,949 0.02 $302,874
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 $302,535 $302,535 0.02 $299,912
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 298,328 $298,838 $298,838 0.02 $297,289
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $291,290 $291,290 0.02 $289,365
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 289,489 $290,361 $290,361 0.02 $289,518
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,558 $283,558 0.02 $282,396
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $268,844 $268,844 0.02 $267,679
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.24%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 268,388 $261,907 $261,907 0.02 $261,126
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 $252,801 $252,801 0.02 $251,226
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 239,887 $243,042 $243,042 0.02 $241,253
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 239,588 $242,782 $242,782 0.02 $241,201
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 232,395 $236,289 $236,289 0.02 $235,116
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $228,613 $228,613 0.01 $227,007
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 219,245 $227,954 $227,954 0.01 $225,718
BXHPP Trust 2021-FILM B 4.831% 15-AUG-2036, 4.83%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $224,743 $224,743 0.01 $223,737
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $222,803 $222,803 0.01 $218,066
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,116 $212,116 0.01 $210,288
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $210,554 $210,554 0.01 $209,687
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,185 $203,185 0.01 $201,605
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 195,321 $196,688 $196,688 0.01 $195,557
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 183,125 $189,552 $189,552 0.01 $187,606
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.60477% 25-FEB-2050, 8.60%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $176,891 $176,891 0.01 $176,121
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 7.07%, 04/25/48 RCLT 75576AAA1 - 159,135 $160,986 $160,986 0.01 $160,361
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 162,198 $160,104 $160,104 0.01 $159,631
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $153,236 $153,236 0.01 $152,903
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 $148,115 $148,115 0.01 $147,303
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 145,651 $146,157 $146,157 0.01 $145,331
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 162,791 $118,350 $118,350 0.01 $118,223
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 112,264 $113,137 $113,137 0.01 $112,630
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $109,972 $109,972 0.01 $81,250
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - 99,328 $100,267 $100,267 0.01 $99,624
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $98,722 $98,722 0.01 $98,492
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $98,530 $98,530 0.01 $98,294
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 90,032 $91,776 $91,776 0.01 $90,661
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $90,834 $90,834 0.01 $90,602
Ginnie Mae REMIC Trust 2005-065 FA 3.91693% 20-AUG-2035, 4.16%, 08/20/35 GNR 2005-65 38374LL25 - 87,386 $86,037 $86,037 0.01 $85,785
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,231 $71,231 0.00 $71,038
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $67,604 $67,604 0.00 $48,750
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 42,669 $42,941 $42,941 0.00 $42,669
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 34,798 $34,942 $34,942 0.00 $34,801
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 26,186 $26,353 $26,353 0.00 $26,194
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 17,866 $17,963 $17,963 0.00 $17,910
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - 15,990 $16,126 $16,126 0.00 $16,039
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 15,610 $15,684 $15,684 0.00 $15,628
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - $4,603 $4,603 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 680.00 $70,523,438 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 629.00 $128,109,610 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $23,751,562 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -764.00 $-80,924,312 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - 1,022 $107,182,250 $0 0.00 $0
SEGREGATED CASH SEGCASH $0.00 8,419,827 $8,419,827 $8,419,827 0.55 $8,419,827
US DOLLARS USD MD_142224 - -61,510,734 $-61,510,734 $-61,510,734 -3.99 $-61,510,734
Janus Henderson AAA CLO ETF 03/30/27 - 47103U845 $50.47 1,196,612 $60,500,703 $107,695 0.01 $107,695
Janus Henderson AAA CLO ETF 04/05/27 - 47103U845 $50.50 957,290 $48,400,582 $57,437 0.00 $57,437
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,046,875 $0 0.00 $0
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 645.00 $153,574,500 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - 322.00 $306,705,000 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,310,312 $-36,426 0.00 $-36,426
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,310,312 $-36,426 0.00 $-36,426
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,070,913 $-130,706 -0.01 $-130,706
Janus Henderson AAA CLO ETF 03/29/27 - 47103U845 $50.70 1,185,046 $59,915,926 $-165,906 -0.01 $-165,906
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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