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 28, 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 $86,613,470 $86,613,470 5.60 $86,613,470
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 62,233,000 $63,078,746 $63,078,746 4.08 $63,078,746
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.19029% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,277,608 $17,277,608 1.13 $17,260,239
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.49029% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $16,773,351 $16,773,351 1.09 $16,757,118
Connecticut Avenue Securities, Series 2021-R02 2B2 9.89029% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,529,509 $16,529,509 1.08 $16,515,686
Connecticut Avenue Securities, Series 2021-R01 1B2 9.69029% 25-OCT-2041, 9.69%, 10/25/41 CAS 2021-R01 20754RAJ5 - - $15,678,000 $15,678,000 1.02 $0
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.88787% 25-DEC-2041, 10.89%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,160,265 $15,160,265 0.99 $15,146,648
Connecticut Avenue Securities Trust 2022-R01 1B2 9.69029% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,084,777 $15,084,777 0.98 $15,072,452
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 - - $14,639,117 $14,639,117 0.95 $0
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,263,629 $12,263,629 0.79 $11,955,787
ALA Trust 2025-OANA A 5.66763% 15-JUN-2040, 5.67%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,095,046 $12,095,046 0.78 $12,068,479
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.50%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,039,313 $12,039,313 0.78 $12,022,800
AB BSL CLO 1 A2R2 5.57249% 15-OCT-2038, 5.57%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,037,184 $11,037,184 0.71 $11,013,346
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,178,575 $10,178,575 0.66 $10,149,439
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,160,779 $10,160,779 0.66 $10,135,571
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,027,633 $10,027,633 0.65 $9,981,461
BX Trust 2025-VLT7 E 7.67465% 15-JUL-2044, 7.67%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,817,194 $9,817,194 0.63 $9,787,449
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,269,907 $9,269,907 0.60 $8,894,726
Connecticut Avenue Securities Trust 2022-R07 1B2 15.69029% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,705,503 $8,705,503 0.56 $8,694,738
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,666,344 $8,666,344 0.56 $8,647,941
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,572,569 $8,572,569 0.55 $8,247,929
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,126,018 $8,057,701 $8,057,701 0.52 $8,022,560
BAIN CAPITAL CREDIT CLO 2018-1, 5.57%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,020,240 $8,020,240 0.52 $8,007,870
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.98787% 25-JAN-2042, 10.99%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 7,698,980 $7,822,182 $7,822,182 0.51 $7,815,132
HILT 2025-NVIL A 5.66765% 15-JUL-2042, 5.67%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,414,933 $7,414,933 0.48 $7,398,623
Extended Stay America Trust 2025-ESH B 5.52465% 15-OCT-2042, 5.52%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,172,950 $7,172,950 0.46 $7,157,549
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,822,140 $6,822,140 0.44 $6,769,017
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,815,057 $6,815,057 0.44 $6,784,804
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 6,872,000 $6,770,646 $6,770,646 0.44 $6,752,341
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.44029% 25-FEB-2042, 7.64%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,709,977 $6,709,977 0.43 $6,705,744
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,645,710 $6,645,710 0.43 $6,617,427
Great Wolf Trust 2024-WOLF D 6.81465% 15-MAR-2039, 6.81%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,620,552 $6,620,552 0.43 $6,603,053
Connecticut Avenue Securities, Series 2021-R03 1B2 9.19029% 25-DEC-2041, 9.39%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,538,184 $6,538,184 0.42 $6,533,115
PNW Trust 2026-ARTE A 5.63591% 15-APR-2041, 5.64%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,481,047 $6,481,047 0.42 $6,466,801
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,391,333 $6,391,333 0.41 $6,369,073
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,353,698 $6,353,698 0.41 $6,273,498
MLTI TRUST 2026-MLT1 MB FLTG 39, 6.07%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,233,822 $6,233,822 0.40 $6,218,939
BX Trust 2025-TAIL D 6.37465% 15-JUN-2035, 6.37%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $5,990,162 $5,990,162 0.39 $5,975,288
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 6,000,618 $5,950,578 $5,950,578 0.38 $5,935,713
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 5,925,430 $5,927,630 $5,927,630 0.38 $5,924,024
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,888,774 $5,888,774 0.38 $5,881,619
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,784,467 $5,784,467 0.37 $5,743,859
LEX Trust 2026-450 D 6.27465% 15-MAR-2043, 6.27%, 03/15/43 LEXT 2026-450 501970AG2 - 5,704,000 $5,717,093 $5,717,093 0.37 $5,703,174
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 5,763,878 $5,710,274 $5,710,274 0.37 $5,685,164
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 5,844,000 $5,658,778 $5,658,778 0.37 $5,630,494
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,641,945 $5,641,945 0.36 $5,608,088
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,625,780 $5,625,780 0.36 $5,600,047
BX Trust 2024-CNYN D 6.61474% 15-APR-2041, 6.61%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,623,607 $5,623,607 0.36 $5,609,202
Connecticut Avenue Securities Trust 2022-R02 2B2 11.34029% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,592,715 $5,592,715 0.36 $5,587,427
BX Commercial Mortgage Trust 2024-AIRC A 5.61624% 15-AUG-2041, 5.62%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $5,582,514 $5,582,514 0.36 $5,570,342
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,589,936 $5,518,874 $5,518,874 0.36 $5,493,966
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.26546% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,372,079 $5,515,285 $5,515,285 0.36 $5,512,463
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,495,013 $5,495,013 0.35 $5,465,377
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,470,575 $5,470,575 0.35 $5,447,860
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.49%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,432,802 $5,432,802 0.35 $5,405,055
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,391,391 $5,391,391 0.35 $5,367,966
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,304,432 $5,304,432 0.34 $5,291,865
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 $5,285,399 $5,285,399 0.34 $5,253,357
EF Holdco Inc. 7.375% 30-SEP-2030, 7.38%, 09/30/30 EFC 31574BAA4 - 5,274,000 $5,241,004 $5,241,004 0.34 $5,209,671
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,284,286 $5,199,930 $5,199,930 0.34 $5,176,490
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,611,606 $5,180,527 $5,180,527 0.33 $5,163,068
SWCH Commercial Mortgage Trust 2025-DATA E 7.26487% 15-FEB-2042, 7.26%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,170,375 $5,170,375 0.33 $5,155,289
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,385,076 $5,154,290 $5,154,290 0.33 $5,136,908
Atlantic Avenue 2026-5 D1 7.16003% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,111,127 $5,111,127 0.33 $5,062,868
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 7.12%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,089,766 $5,089,766 0.33 $5,004,262
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,051,410 $5,051,410 0.33 $5,024,473
Ares LXXI CLO Ltd AB FLTG 37, 5.53%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,010,305 $5,010,305 0.32 $5,003,386
NATL Commercial Mortgage Trust 2026-IND E 7.07465% 15-JUN-2043, 7.07%, 06/15/43 NATL 2026-IND 62881KAJ8 - 5,036,090 $5,005,378 $5,005,378 0.32 $4,991,522
BX Trust 2025-DIME E 6.92465% 15-FEB-2035, 6.92%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,976,001 $4,976,001 0.32 $4,962,537
SCG Trust 2025-SNIP E 7.32465% 15-SEP-2042, 7.32%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $4,972,523 $4,972,523 0.32 $4,958,280
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $4,942,835 $4,942,835 0.32 $4,919,486
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,941,851 $4,941,851 0.32 $4,913,237
Connecticut Avenue Securities Trust 2022-R03 1B2 13.54029% 25-MAR-2042, 13.74%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,928,562 $4,928,562 0.32 $4,923,131
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $4,918,302 $4,918,302 0.32 $4,890,882
SCG Commercial Mortgage Trust 2025-DLFN E 6.87465% 15-MAR-2035, 6.87%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,879,701 $4,879,701 0.32 $4,866,590
Extended Stay America Trust 2026-ESH2 D 6.17465% 15-FEB-2043, 6.17%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,833,393 $4,833,393 0.31 $4,821,802
BX Commercial Mortgage Trust 2024-MF D 6.61447% 15-FEB-2039, 6.61%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,804,774 $4,804,774 0.31 $4,792,361
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,800,029 $4,800,029 0.31 $4,779,409
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,783,743 $4,783,743 0.31 $4,780,545
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,710,138 $4,710,138 0.30 $4,689,892
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 4,628,420 $4,628,420 $4,628,420 0.30 $4,628,420
Connecticut Avenue Securities Trust 2022-R05 2B2 10.69029% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,616,153 $4,616,153 0.30 $4,612,081
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,588,302 $4,602,470 $4,602,470 0.30 $4,599,134
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.55477% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,601,578 $4,601,578 0.30 $4,597,546
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,558,319 $4,558,319 0.29 $4,541,519
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - 4,500,000 $4,500,916 $4,500,916 0.29 $4,495,899
NRTH Commercial Mortgage Trust 2025-PARK B 5.56757% 15-OCT-2040, 5.57%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,495,548 $4,495,548 0.29 $4,485,804
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,430,811 $4,451,360 $4,451,360 0.29 $4,402,043
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,418,965 $4,418,965 0.29 $4,390,758
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,366,396 $4,366,396 0.28 $4,347,925
GWT Commercial Mortgage Trust 2024-WLF2 E 7.56308% 15-MAY-2041, 7.56%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,346,180 $4,346,180 0.28 $4,333,468
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - 4,309,000 $4,329,016 $4,329,016 0.28 $4,305,867
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.54%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,325,737 $4,325,737 0.28 $4,302,231
COMM 2024-WCL1 Mortgage Trust D 7.214% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,240,633 $4,240,633 0.27 $4,228,710
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,207,532 $4,207,532 0.27 $4,192,655
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,081,705 $4,081,705 0.26 $4,064,851
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.51546% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 3,880,692 $4,065,987 $4,065,987 0.26 $3,992,626
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 5.83%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,201,465 $4,065,236 $4,065,236 0.26 $4,046,177
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,024,429 $4,024,265 $4,024,265 0.26 $4,000,544
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,064,631 $4,012,194 $4,012,194 0.26 $3,994,854
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,977,775 $3,977,775 0.26 $3,969,640
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 $3,968,277 $3,968,277 0.26 $3,956,149
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 $3,963,598 $3,963,598 0.26 $3,963,598
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,023,665 $3,944,957 $3,944,957 0.25 $3,936,992
BX Trust 2024-VLT4 E 6.814054% 15-JUN-2041, 6.81%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,934,196 $3,934,196 0.25 $3,923,652
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 3,974,390 $3,923,134 $3,923,134 0.25 $3,905,285
Connecticut Avenue Securities Trust 2022-R04 1B2 13.19029% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,909,484 $3,909,484 0.25 $3,905,273
BAMLL Commercial Mortgage Securities Trust 2026-RMP|5.95|11/15/2043, 5.95%, 11/15/43 BAMLL 2026-RMP 05495DAA0 - 3,810,000 $3,810,000 $3,810,000 0.25 $3,810,000
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,768,012 $3,768,012 0.24 $3,765,605
Connecticut Avenue Securities Trust 2023-R02 1B2 11.59029% 25-JAN-2043, 11.59%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,766,982 $3,766,982 0.24 $3,729,272
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 3,846,354 $3,766,570 $3,766,570 0.24 $3,751,707
FREMF 2023-K511 Mortgage Trust C 5.633869% 25-NOV-2028, 5.64%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,755,990 $3,755,990 0.24 $3,738,448
JW Commercial Mortgage Trust 2026-MRCO B 5.62465% 15-JUN-2039, 5.62%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,754,283 $3,754,283 0.24 $3,746,081
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,743,614 $3,743,614 0.24 $3,727,283
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,706,490 $3,706,490 0.24 $3,689,624
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,681,660 $3,681,660 0.24 $3,679,005
BMP Commercial Mortgage Trust 2024-MF23 D 6.31514% 15-JUN-2041, 6.32%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,667,192 $3,667,192 0.24 $3,657,983
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 3,700,000 $3,623,965 $3,623,965 0.23 $3,618,970
BX Commercial Mortgage Trust 2024-XL5 D 6.61445% 15-MAR-2041, 6.61%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,581,995 $3,581,995 0.23 $3,572,812
Extended Stay America Trust 2025-ESH E 7.27465% 15-OCT-2042, 7.27%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,525,770 $3,525,770 0.23 $3,515,834
Extended Stay America Trust 2025-ESH D 6.52465% 15-OCT-2042, 6.52%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,524,410 $3,524,410 0.23 $3,515,498
SCG Trust 2025-SNIP D 6.52465% 15-SEP-2042, 6.52%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,493,074 $3,493,074 0.23 $3,484,193
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,493,031 $3,493,031 0.23 $3,476,141
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,656,764 $3,491,964 $3,491,964 0.23 $3,486,382
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,487,176 $3,487,176 0.23 $3,487,176
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,456,686 $3,456,686 0.22 $3,453,154
BLP Trust 2025-IND2 D 6.57465% 15-DEC-2042, 6.57%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,415,512 $3,424,912 $3,424,912 0.22 $3,416,179
Ally Bank Auto Credit-Linked Notes, Series 2026-B E 6.815% 15-JUN-2034, 6.82%, 06/15/34 ABCLN 2026-B 02009FAE3 - 3,422,507 $3,406,827 $3,406,827 0.22 $3,397,757
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,336,870 $3,380,576 $3,380,576 0.22 $3,363,140
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,365,935 $3,365,935 0.22 $3,363,921
BAY Trust 2026-MDWS C 6.31705% 15-JUN-2041, 6.32%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,347,122 $3,347,122 0.22 $3,338,809
SWVP Trust 2026-PNCL A 5.47465% 15-OCT-2039, 5.47%, 10/15/39 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,328,768 $3,328,768 0.21 $3,321,679
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,293,296 $3,293,296 0.21 $3,277,662
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,263,542 $3,263,542 0.21 $3,249,728
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,295,707 $3,248,243 $3,248,243 0.21 $3,246,037
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,246,699 $3,246,699 0.21 $3,231,197
BX Commercial Mortgage Trust 2026-XL6 D 6.02465% 15-MAR-2043, 6.02%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,239,109 $3,239,109 0.21 $3,231,542
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,214,053 $3,214,053 0.21 $3,207,692
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,160,588 $3,160,588 0.20 $3,149,277
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,152,963 $3,152,963 0.20 $3,148,611
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,133,094 $3,133,094 0.20 $3,130,975
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,167,876 $3,128,896 $3,128,896 0.20 $3,115,426
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,125,028 $3,125,028 0.20 $3,122,862
BX Trust 2025-LUNR D 6.42465% 15-JUN-2040, 6.42%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,120,816 $3,120,816 0.20 $3,113,038
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.55477% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,112,277 $3,112,277 0.20 $3,109,538
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 $3,108,353 $3,108,353 0.20 $3,103,910
Katayma CLO II, Ltd. AB FLTG 37, 7.08%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,091,507 $3,091,507 0.20 $3,051,104
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 $3,086,117 $3,086,117 0.20 $3,071,754
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 $3,081,147 $3,081,147 0.20 $3,073,583
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,073,618 $3,073,618 0.20 $3,063,907
Millrose Properties, Inc. 6.75% 15-OCT-2031, 6.75%, 10/15/31 MRP 601137AD4 - 3,131,000 $3,071,905 $3,071,905 0.20 $3,058,403
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.69029% 25-MAR-2042, 10.89%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,068,120 $3,068,120 0.20 $3,065,398
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,975,000 $3,066,807 $3,066,807 0.20 $3,047,025
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,062,793 $3,062,793 0.20 $3,047,713
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,072,209 $3,046,230 $3,046,230 0.20 $3,038,866
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,045,966 $3,045,966 0.20 $3,044,024
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,019,851 $3,019,851 0.19 $3,011,646
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,016,493 $3,016,493 0.19 $3,004,148
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,006,142 $3,006,065 $3,006,065 0.19 $3,006,065
Truist Bank Auto Credit-Linked Notes Series 2025-1|6.648|07/20/2048, 6.65%, 07/20/48 TBCLN 2026-MRV1 897926ES6 - 3,000,000 $3,000,000 $3,000,000 0.19 $3,000,000
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 $2,994,879 $2,994,879 0.19 $2,992,972
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 2,968,949 $2,964,065 $2,964,065 0.19 $2,951,009
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 $2,925,141 $2,925,141 0.19 $2,912,490
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,890,291 $2,890,291 0.19 $2,878,200
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 2,960,375 $2,890,003 $2,890,003 0.19 $2,878,215
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,888,606 $2,888,606 0.19 $2,875,423
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,866,960 $2,866,960 0.19 $2,865,171
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,861,246 $2,861,246 0.18 $2,835,661
SCG Commercial Mortgage Trust 2025-FLWR E 6.67465% 15-AUG-2042, 6.67%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,854,452 $2,854,452 0.18 $2,847,010
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,832,511 $2,832,511 0.18 $2,826,513
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 $2,809,419 $2,809,419 0.18 $2,803,104
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.45098% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 2,799,491 $2,803,653 $2,803,653 0.18 $2,801,946
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 2,789,003 $2,796,825 $2,796,825 0.18 $2,790,588
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.24%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 2,718,000 $2,792,393 $2,792,393 0.18 $2,790,753
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - 2,776,000 $2,771,593 $2,771,593 0.18 $2,758,258
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 $2,770,649 $2,770,649 0.18 $2,757,697
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 2,767,336 $2,769,577 $2,769,577 0.18 $2,753,059
Great Wolf Trust 2024-WOLF G 9.36065% 15-MAR-2039, 9.36%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,769,047 $2,769,047 0.18 $2,759,036
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,765,777 $2,765,777 0.18 $2,752,718
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,758,419 $2,758,419 0.18 $2,750,187
JW Commercial Mortgage Trust 2026-MRCO D 6.37465% 15-JUN-2039, 6.37%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,757,602 $2,757,602 0.18 $2,750,785
BX Trust 2026-CART D 5.82465% 15-FEB-2036, 5.82%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,728,334 $2,728,334 0.18 $2,722,085
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 $2,702,338 $2,702,338 0.17 $2,681,856
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 $2,699,926 $2,699,926 0.17 $2,698,323
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,722,151 $2,676,740 $2,676,740 0.17 $2,666,160
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,670,926 $2,670,926 0.17 $2,664,207
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,719,538 $2,636,912 $2,636,912 0.17 $2,626,095
BX Trust 2025-ROIC E 6.86594% 15-FEB-2042, 6.87%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,627,095 $2,605,833 $2,605,833 0.17 $2,598,819
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,602,725 $2,602,725 0.17 $2,600,954
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 2,617,727 $2,602,683 $2,602,683 0.17 $2,600,704
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,599,775 $2,600,956 $2,600,956 0.17 $2,595,385
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,591,184 $2,591,184 0.17 $2,582,293
BX Commercial Mortgage Trust 2026-CSMO D 6.37465% 15-FEB-2043, 6.37%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,591,053 $2,591,053 0.17 $2,584,657
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,584,002 $2,584,002 0.17 $2,578,264
GoldenTree Loan Management US CLO 28 DJ 7.68444% 20-OCT-2039, 7.68%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,576,995 $2,576,995 0.17 $2,572,096
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,500,019 $2,547,308 $2,547,308 0.16 $2,533,566
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,542,369 $2,542,369 0.16 $2,491,714
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,536,240 $2,537,851 $2,537,851 0.16 $2,536,074
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 $2,525,448 $2,525,448 0.16 $2,508,456
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 $2,524,606 $2,524,606 0.16 $2,523,021
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 $2,518,739 $2,518,739 0.16 $2,502,848
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,542,882 $2,513,762 $2,513,762 0.16 $2,501,737
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,512,839 $2,512,839 0.16 $2,508,895
PFDR Trust 2026-DLVR C 6.42465% 15-JUN-2043, 6.42%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,510,572 $2,510,572 0.16 $2,504,306
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - 2,500,000 $2,507,010 $2,507,010 0.16 $2,494,904
NYC Commercial Mortgage Trust 2025-3BP D 6.3659% 15-FEB-2042, 6.37%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,496,823 $2,496,823 0.16 $2,490,634
BX Trust 2026-SUMT D 5.85% 15-OCT-2051, 5.85%, 10/15/51 BX 2026-SUMT 05595QAG7 - 2,500,000 $2,490,062 $2,490,062 0.16 $2,484,375
BX Commercial Mortgage Trust 2024-AIR2 D 6.71545% 15-OCT-2041, 6.72%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,487,783 $2,487,783 0.16 $2,481,282
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,482,234 $2,482,234 0.16 $2,468,811
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,479,548 $2,479,548 0.16 $2,474,298
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,479,242 $2,479,242 0.16 $2,467,555
280 Park Avenue 2017-280P Mortgage Trust B 5.297% 15-SEP-2034, 5.30%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,473,014 $2,473,014 0.16 $2,467,864
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,502,508 $2,462,457 $2,462,457 0.16 $2,461,484
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.49029% 25-JUL-2048, 5.69%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,459,492 $2,457,583 $2,457,583 0.16 $2,456,417
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,451,438 $2,451,438 0.16 $2,448,081
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,441,817 $2,441,817 0.16 $2,437,022
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 $2,437,301 $2,437,301 0.16 $2,436,021
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 2,484,000 $2,436,729 $2,436,729 0.16 $2,425,531
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 $2,434,174 $2,434,174 0.16 $2,428,545
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,422,778 $2,422,778 0.16 $2,410,690
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,422,454 $2,422,454 0.16 $2,420,820
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,416,644 $2,416,644 0.16 $2,406,271
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,410,307 $2,415,494 $2,415,494 0.16 $2,404,210
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,412,415 $2,412,415 0.16 $2,410,860
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,482,095 $2,407,193 $2,407,193 0.16 $2,406,228
NetCredit Combined Receivables B 2026-B (ENVA 2026-A) A 5.88% 20-SEP-2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,379,717 $2,392,748 $2,392,748 0.15 $2,376,612
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,395,993 $2,368,061 $2,368,061 0.15 $2,368,061
UNIV Trust 2026-STDY E 7.6% 15-OCT-2043, 7.60%, 10/15/43 UNIV 2026-STDY 91336YAJ8 - 2,400,000 $2,365,761 $2,365,761 0.15 $2,358,668
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 $2,352,787 $2,352,787 0.15 $2,346,189
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,387,562 $2,347,282 $2,347,282 0.15 $2,337,542
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,336,561 $2,329,150 $2,329,150 0.15 $2,324,507
ALA Trust 2025-OANA D 7.01572% 15-JUN-2040, 7.02%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,318,101 $2,318,101 0.15 $2,311,735
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,314,843 $2,314,843 0.15 $2,308,685
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 5.86%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,313,414 $2,313,414 0.15 $2,302,470
Trimaran CAVU 2023-2 D2R 7.88444% 20-JAN-2039, 7.88%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,309,680 $2,309,680 0.15 $2,305,113
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,300,260 $2,300,260 0.15 $2,287,983
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,299,628 $2,299,628 0.15 $2,294,834
Benefit Street Partners CLO XXI D2R2 7.84249% 15-JAN-2039, 7.84%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,294,737 $2,294,737 0.15 $2,287,722
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 $2,279,020 $2,279,020 0.15 $2,272,864
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,331,301 $2,259,564 $2,259,564 0.15 $2,250,658
JW Commercial Mortgage Trust 2026-MRCO C 5.87465% 15-JUN-2039, 5.87%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,252,889 $2,252,889 0.15 $2,247,749
Zais CLO 11 BR 5.87444% 20-JAN-2032, 5.87%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,231,960 $2,231,960 0.14 $2,228,688
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,229,286 $2,229,286 0.14 $2,223,511
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 - 2,231,319 $2,225,821 $2,225,821 0.14 $2,224,418
COMM 2024-WCL1 Mortgage Trust C 6.814% 17-JUN-2041, 6.81%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,220,368 $2,220,368 0.14 $2,214,496
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,173,694 $2,173,694 0.14 $2,170,345
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,173,159 $2,173,159 0.14 $2,162,176
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,160,749 $2,160,749 0.14 $2,150,197
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,277,614 $2,147,519 $2,147,519 0.14 $2,138,829
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,146,778 $2,146,778 0.14 $2,120,345
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,299,666 $2,142,670 $2,142,670 0.14 $2,135,247
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 $2,140,392 $2,140,392 0.14 $2,136,418
DBGS 2021-W52 Mortgage Trust C 6.7395% 15-JAN-2038, 6.74%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,137,124 $2,137,124 0.14 $2,131,487
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,158,685 $2,134,713 $2,134,713 0.14 $2,131,049
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,156,001 $2,132,355 $2,132,355 0.14 $2,123,553
Benefit Street Partners CLO IV D2R5 7.83444% 20-OCT-2038, 7.83%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,099,000 $2,099,000 0.14 $2,094,877
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 $2,083,992 $2,083,992 0.13 $2,049,390
Connecticut Avenue Securities Trust 2023-R05 1B2 10.54029% 25-JUN-2043, 10.74%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,073,102 $2,073,102 0.13 $2,071,402
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,066,275 $2,066,275 0.13 $2,057,057
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,058,315 $2,058,315 0.13 $2,047,288
720 East CLO VII D2 7.68444% 20-APR-2037, 7.68%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,054,772 $2,054,772 0.13 $2,050,834
MidOcean Credit CLO XI D2RR 8.21624% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,051,893 $2,051,893 0.13 $2,047,881
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,038,187 $2,038,187 0.13 $2,032,469
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,033,563 $2,033,563 0.13 $2,029,330
Crossroads Asset Trust AB 0% 33, 6.97%, 07/20/33 XROAD 2026-A 22767HAE9 - 2,000,000 $2,021,175 $2,021,175 0.13 $2,013,430
Bain Capital Credit CLO 2023-1 D2R 8.01116% 16-JUL-2038, 8.01%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,018,902 $2,018,902 0.13 $2,012,972
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 $2,012,056 $2,012,056 0.13 $2,006,560
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,010,177 $2,010,177 0.13 $2,004,670
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,009,700 $2,009,700 0.13 $2,006,627
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,009,068 $2,009,068 0.13 $2,004,409
Connecticut Avenue Securities Trust 2023-R05 1B1 8.44029% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,008,785 $2,008,785 0.13 $2,007,410
BOCA Commercial Mortgage Trust 2025-BOCA D 6.42465% 15-DEC-2042, 6.42%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $1,997,711 $1,997,711 0.13 $1,992,714
FS Commercial Mortgage Trust 2026-PALM D 6.32465% 15-JUL-2041, 6.32%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $1,992,898 $1,992,898 0.13 $1,987,979
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,989,041 $1,989,041 0.13 $1,980,548
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,989,000 $1,989,000 0.13 $1,977,119
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.37449% 20-FEB-2034, 8.37%, 02/20/34 HACLN 2026-1 44644NAY5 - 1,979,056 $1,983,178 $1,983,178 0.13 $1,979,034
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 $1,976,166 $1,976,166 0.13 $1,971,904
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $1,975,194 $1,975,194 0.13 $1,970,980
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.94029% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,974,003 $1,974,003 0.13 $1,972,524
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,952,927 $1,952,927 0.13 $1,944,160
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 2,110,000 $1,951,346 $1,951,346 0.13 $1,883,533
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 1,945,154 $1,946,740 $1,946,740 0.13 $1,945,394
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,961,488 $1,941,526 $1,941,526 0.13 $1,940,763
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,940,091 $1,940,091 0.13 $1,931,993
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,940,043 $1,940,043 0.13 $1,930,613
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,936,389 $1,936,389 0.13 $1,928,136
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,932,544 $1,932,544 0.12 $1,931,350
BX Commercial Mortgage Trust 2024-AIR2 C 6.16624% 15-OCT-2041, 6.17%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,922,448 $1,922,448 0.12 $1,917,848
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 1,951,001 $1,915,216 $1,915,216 0.12 $1,907,410
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,902,989 $1,902,989 0.12 $1,898,068
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,025,365 $1,901,981 $1,901,981 0.12 $1,895,523
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 1,887,409 $1,892,701 $1,892,701 0.12 $1,881,781
BX Trust 2026-CIP E 7.02465% 15-MAY-2038, 7.02%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,888,132 $1,888,132 0.12 $1,882,954
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,883,567 $1,883,567 0.12 $1,873,748
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.28787% 25-NOV-2050, 11.29%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,882,658 $1,882,658 0.12 $1,881,185
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 1,903,943 $1,882,341 $1,882,341 0.12 $1,879,165
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,881,594 $1,881,594 0.12 $1,880,411
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,882,507 $1,865,874 $1,865,874 0.12 $1,856,862
SMRT Commercial Mortgage Trust 2026-MINI D 6.32465% 15-OCT-2043, 6.30%, 10/15/43 SMRT 2026-MINI 78457AAG6 - 1,869,000 $1,864,189 $1,864,189 0.12 $1,859,610
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,912,428 $1,858,091 $1,858,091 0.12 $1,850,480
BX Trust 2024-BRBK B 7.85125% 15-OCT-2041, 7.86%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,845,787 $1,845,787 0.12 $1,840,133
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,926,630 $1,838,746 $1,838,746 0.12 $1,833,876
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 1,811,470 $1,815,216 $1,815,216 0.12 $1,813,727
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,819,626 $1,808,020 $1,808,020 0.12 $1,806,606
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,802,516 $1,802,516 0.12 $1,798,660
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 $1,785,882 $1,785,882 0.12 $1,784,812
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 $1,780,383 $1,780,383 0.11 $1,776,957
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,835,931 $1,777,116 $1,777,116 0.11 $1,769,665
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,786,446 $1,761,269 $1,761,269 0.11 $1,753,975
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 1,743,541 $1,758,135 $1,758,135 0.11 $1,752,872
GW Issuer LLC|0|10/20/2056, 0.00%, 10/20/56 GWF 2026-1A 36277TAC0 - 1,770,000 $1,749,085 $1,749,085 0.11 $1,749,085
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 1,739,037 $1,743,258 $1,743,258 0.11 $1,739,586
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 $1,742,361 $1,742,361 0.11 $1,737,729
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,739,367 $1,739,367 0.11 $1,735,733
Channel EF (Channel Partners Equipment Finance) 2026-1 C 5.69% 15-JAN-2034, 5.69%, 01/17/34 CPEF 2026-1A 15915AAD1 - 1,750,000 $1,733,120 $1,733,120 0.11 $1,729,248
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,729,835 $1,729,835 0.11 $1,726,358
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,719,257 $1,719,257 0.11 $1,710,299
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,693,217 $1,693,217 0.11 $1,692,155
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,676,953 $1,674,330 $1,674,330 0.11 $1,666,665
Extended Stay America Trust 2025-ESH F 8.02465% 15-OCT-2042, 8.02%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,671,107 $1,671,107 0.11 $1,665,887
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,654,509 $1,654,509 0.11 $1,644,311
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,652,144 $1,652,144 0.11 $1,651,055
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.12449% 20-MAR-2033, 6.12%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,638,647 $1,648,310 $1,648,310 0.11 $1,637,417
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,636,344 $1,636,344 0.11 $1,628,798
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,607,706 $1,607,706 0.10 $1,598,868
Connecticut Avenue Securities Trust 2023-R06 1B2 9.59029% 25-JUL-2043, 9.79%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,603,423 $1,603,423 0.10 $1,602,199
BXHPP Trust 2021-FILM C 5.139% 15-AUG-2036, 5.14%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,603,313 $1,603,313 0.10 $1,599,416
BX Commercial Mortgage Trust 2024-WPT D 6.61435% 15-APR-2041, 6.61%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,580,114 $1,580,114 0.10 $1,576,050
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,529,757 $1,577,784 $1,577,784 0.10 $1,571,733
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,580,802 $1,563,229 $1,563,229 0.10 $1,561,261
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.69029% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 1,500,000 $1,558,051 $1,558,051 0.10 $1,556,190
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,537,815 $1,537,815 0.10 $1,537,815
Gracie Point International Funding, Series 2025-1 C 6.59841% 15-AUG-2028, 6.49%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,511,434 $1,511,434 0.10 $1,503,863
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,510,976 $1,510,976 0.10 $1,507,401
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 $1,504,685 $1,504,685 0.10 $1,500,810
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,504,530 $1,504,530 0.10 $1,501,274
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 $1,499,997 $1,499,997 0.10 $1,495,715
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,491,348 $1,491,348 0.10 $1,485,141
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,477,799 $1,477,799 0.10 $1,476,739
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 $1,477,742 $1,477,742 0.10 $1,474,422
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 $1,474,232 $1,474,232 0.10 $1,469,988
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 $1,474,178 $1,474,178 0.10 $1,471,028
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 - 1,473,848 $1,473,876 $1,473,876 0.10 $1,472,859
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 $1,473,292 $1,473,292 0.10 $1,455,522
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,464,553 $1,464,553 0.09 $1,457,732
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,459,916 $1,459,916 0.09 $1,459,916
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,458,480 $1,458,480 0.09 $1,458,466
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 $1,454,079 $1,454,079 0.09 $1,453,169
EDI ABS Issuer 1 LLC|5.9|10/25/2056, 5.90%, 10/25/56 ECORE 2026-1A 280922AA3 - 1,500,000 $1,449,055 $1,449,055 0.09 $1,448,563
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,458,178 $1,443,193 $1,443,193 0.09 $1,437,318
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,456,365 $1,442,093 $1,442,093 0.09 $1,435,559
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,441,071 $1,441,071 0.09 $1,434,846
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,464,833 $1,437,991 $1,437,991 0.09 $1,435,893
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,425,432 $1,413,245 $1,413,245 0.09 $1,406,915
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,401,771 $1,401,771 0.09 $1,392,104
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 $1,363,834 $1,363,834 0.09 $1,360,949
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,362,323 $1,362,323 0.09 $1,361,373
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,347,482 $1,347,482 0.09 $1,346,669
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,352,195 $1,345,307 $1,345,307 0.09 $1,339,091
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,352,195 $1,341,181 $1,341,181 0.09 $1,335,176
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,311,984 $1,336,597 $1,336,597 0.09 $1,335,539
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 $1,309,701 $1,309,701 0.08 $1,308,957
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,307,135 $1,307,135 0.08 $1,300,163
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 $1,299,469 $1,299,469 0.08 $1,296,692
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,295,830 $1,297,694 $1,297,694 0.08 $1,294,098
SWVP Trust 2026-PNCL D 7.07465% 15-OCT-2039, 7.07%, 10/15/39 SWVP 2026-PNCL 78504YAG7 - 1,280,000 $1,281,915 $1,281,915 0.08 $1,278,394
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,287,667 $1,274,969 $1,274,969 0.08 $1,270,873
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,271,820 $1,271,820 0.08 $1,259,944
Great Wolf Trust 2024-WOLF C 6.31565% 15-MAR-2039, 6.32%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,262,569 $1,262,569 0.08 $1,259,475
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,243,053 $1,243,053 0.08 $1,241,122
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,241,116 $1,241,116 0.08 $1,235,052
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,236,260 $1,236,260 0.08 $1,232,736
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,253,219 $1,230,213 $1,230,213 0.08 $1,225,496
NMEF Funding 2026-A (North Mill Equipment Finance) D 5.22% 15-FEB-2034, 5.22%, 02/15/34 NMEF 2026-A 62919FAF3 - 1,250,000 $1,212,383 $1,212,383 0.08 $1,209,846
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,205,703 $1,205,703 0.08 $1,204,812
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,203,214 $1,203,214 0.08 $1,200,202
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 $1,200,744 $1,200,744 0.08 $1,197,738
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,227,208 $1,193,933 $1,193,933 0.08 $1,183,267
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,193,118 $1,193,118 0.08 $1,192,353
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,192,176 $1,191,192 $1,191,192 0.08 $1,187,811
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 $1,188,852 $1,188,852 0.08 $1,184,885
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 $1,164,769 $1,164,769 0.08 $1,161,422
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.44029% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,156,635 $1,156,635 0.07 $1,155,812
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,161,286 $1,155,903 $1,155,903 0.07 $1,150,933
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,141,075 $1,141,075 0.07 $1,140,298
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,124,940 $1,124,940 0.07 $1,122,026
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,131,046 $1,104,053 $1,104,053 0.07 $1,101,541
OBX 2026-HE1 Trust M2 5.49029% 25-FEB-2056, 5.69%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,103,390 $1,103,390 0.07 $1,097,668
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,101,567 $1,101,567 0.07 $1,096,073
Connecticut Avenue Securities Trust 2023-R04 1B2 11.94029% 25-MAY-2043, 11.94%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,098,003 $1,098,003 0.07 $1,097,008
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,093,320 $1,094,235 $1,094,235 0.07 $1,093,735
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,103,395 $1,092,377 $1,092,377 0.07 $1,087,564
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.80477% 25-OCT-2048, 15.00%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,087,678 $1,087,678 0.07 $1,086,531
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,078,849 $1,078,849 0.07 $1,073,726
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,075,230 $1,075,230 0.07 $1,069,894
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,123,474 $1,069,389 $1,069,389 0.07 $1,066,768
US BANK NA /CINCINNATI 6.071% 33, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,063,523 $1,057,519 $1,057,519 0.07 $1,056,802
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,061,345 $1,057,287 $1,057,287 0.07 $1,052,631
BX Trust 2024-CNYN C 5.86581% 15-APR-2041, 5.87%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,053,445 $1,053,445 0.07 $1,051,050
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,061,483 $1,051,526 $1,051,526 0.07 $1,049,642
BX Trust 2024-VLT4 D 6.364702% 15-JUN-2041, 6.36%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,043,870 $1,043,870 0.07 $1,041,258
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,039,052 $1,039,052 0.07 $1,035,619
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,016,771 $1,016,771 0.07 $1,013,774
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,011,256 $1,011,256 0.07 $1,008,145
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,004,231 $1,004,231 0.06 $999,000
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,000,570 $1,000,570 0.06 $999,949
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 $998,277 $998,277 0.06 $995,391
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $996,997 $996,997 0.06 $992,621
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 981,811 $991,991 $991,991 0.06 $988,922
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $990,463 $990,463 0.06 $988,107
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $989,117 $989,117 0.06 $988,406
LIFE 2021-BMR Mortgage Trust E 5.789% 15-MAR-2038, 5.79%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $988,633 $988,633 0.06 $986,269
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $982,125 $982,125 0.06 $981,534
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $981,316 $981,316 0.06 $978,683
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $981,039 $981,039 0.06 $980,335
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 972,242 $978,213 $978,213 0.06 $975,595
BX Trust 2026-SUMT E 6.75% 15-OCT-2051, 6.75%, 10/15/51 BX 2026-SUMT 05595QAJ1 - 1,000,000 $977,090 $977,090 0.06 $974,465
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.37449% 20-MAR-2033, 7.37%, 03/21/33 HACLN 2025-1 446438TA1 - 952,418 $964,428 $964,428 0.06 $956,767
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.47449% 20-OCT-2032, 6.47%, 10/20/32 HACLN 2024-2 44644NAJ8 - 959,388 $963,355 $963,355 0.06 $961,802
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,015,035 $945,786 $945,786 0.06 $942,431
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 970,470 $945,142 $945,142 0.06 $941,040
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 930,305 $922,390 $922,390 0.06 $920,195
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 923,728 $916,004 $916,004 0.06 $912,069
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 904,362 $906,927 $906,927 0.06 $901,307
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.23787% 25-APR-2042, 8.24%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $902,631 $902,631 0.06 $902,021
Ally Bank Auto Credit-Linked Notes, Series 2026-B G 9.965% 15-JUN-2034, 9.96%, 06/15/34 ABCLN 2026-B 02009FAG8 - 901,846 $902,192 $902,192 0.06 $898,697
Ally Bank Auto Credit-Linked Notes, Series 2026-B F 7.301% 15-JUN-2034, 7.30%, 06/15/34 ABCLN 2026-B 02009FAF0 - 901,846 $898,051 $898,051 0.06 $895,490
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $896,407 $896,407 0.06 $895,908
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $895,548 $895,548 0.06 $890,526
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 906,480 $890,166 $890,166 0.06 $889,440
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.02449% 20-MAY-2032, 7.02%, 05/20/32 HACLN 2024-1 44644NAC3 - 874,346 $885,064 $885,064 0.06 $878,740
Business Jet Securities AB 0% 41, 6.10%, 06/15/41 BJETS 2026-1A 12013JAC2 - 901,849 $884,359 $884,359 0.06 $882,220
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 892,770 $884,316 $884,316 0.06 $883,033
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 887,816 $876,808 $876,808 0.06 $873,184
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 874,334 $840,936 $840,936 0.05 $838,216
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $838,220 $838,220 0.05 $837,732
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $829,965 $829,965 0.05 $827,507
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $829,793 $829,793 0.05 $826,171
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $824,302 $824,302 0.05 $820,026
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $815,039 $815,039 0.05 $812,833
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 768,536 $799,723 $799,723 0.05 $797,003
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 $798,554 $798,554 0.05 $794,915
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $784,847 $784,847 0.05 $780,924
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $784,658 $784,658 0.05 $784,658
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 788,579 $783,874 $783,874 0.05 $783,567
BX Trust 2026-CIP D 6.02465% 15-MAY-2038, 6.02%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $783,002 $783,002 0.05 $781,168
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 788,779 $769,517 $769,517 0.05 $766,576
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 766,176 $759,080 $759,080 0.05 $755,649
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 743,000 $757,324 $757,324 0.05 $725,819
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 757,431 $757,184 $757,184 0.05 $756,578
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 773,871 $756,466 $756,466 0.05 $753,521
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $753,662 $753,662 0.05 $750,449
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 733,897 $729,546 $729,546 0.05 $727,974
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 727,267 $726,871 $726,871 0.05 $724,983
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $710,612 $710,612 0.05 $707,499
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 $704,499 $704,499 0.05 $703,624
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 686,059 $694,476 $694,476 0.04 $692,233
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $688,557 $688,557 0.04 $683,724
EQT Trust 2026-IND1 E 6.62465% 15-JUL-2041, 6.62%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $685,630 $685,630 0.04 $683,852
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.49029% 25-JUN-2047, 5.69%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 684,247 $682,605 $682,605 0.04 $682,292
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.36546% 25-OCT-2057, 8.40%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 633,221 $682,249 $682,249 0.04 $681,806
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $676,786 $676,786 0.04 $668,167
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 663,236 $664,144 $664,144 0.04 $662,793
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.44029% 25-JUN-2047, 6.64%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 664,696 $662,974 $662,974 0.04 $662,607
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 651,423 $630,149 $630,149 0.04 $627,523
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.05477% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $627,281 $627,281 0.04 $626,844
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 590,909 $612,833 $612,833 0.04 $611,332
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.87449% 20-OCT-2032, 7.87%, 10/20/32 HACLN 2024-2 44644NAK5 - 610,211 $612,196 $612,196 0.04 $610,994
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 $610,381 $610,381 0.04 $607,286
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,501 $607,501 0.04 $604,445
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 590,909 $582,272 $582,272 0.04 $581,270
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 577,561 $576,588 $576,588 0.04 $575,940
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 559,063 $565,095 $565,095 0.04 $563,374
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $560,597 $560,597 0.04 $560,098
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 568,328 $560,227 $560,227 0.04 $559,893
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $553,319 $553,319 0.04 $551,301
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $539,263 $539,263 0.03 $536,723
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 516,255 $519,804 $519,804 0.03 $517,543
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 $509,265 $509,265 0.03 $508,155
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 497,532 $509,063 $509,063 0.03 $506,696
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $508,830 $508,830 0.03 $506,272
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 $505,273 $505,273 0.03 $504,036
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $504,335 $504,335 0.03 $503,162
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $503,775 $503,775 0.03 $502,495
Santander Bank Auto Credit-Linked Notes, Series 2024-B F 8.881% 15-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 497,532 $503,513 $503,513 0.03 $501,795
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $499,570 $499,570 0.03 $496,455
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 $499,202 $499,202 0.03 $497,360
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 495,797 $496,851 $496,851 0.03 $495,797
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.149677% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $493,317 $493,317 0.03 $492,484
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 11.086849% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - 615,000 $464,465 $464,465 0.03 $464,172
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $454,505 $454,505 0.03 $453,018
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 447,509 $454,045 $454,045 0.03 $450,822
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 447,509 $450,356 $450,356 0.03 $447,898
NATL Commercial Mortgage Trust 2026-IND D 6.07465% 15-JUN-2043, 6.07%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $434,228 $434,228 0.03 $433,196
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.74029% 25-DEC-2031, 5.94%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 423,302 $426,139 $426,139 0.03 $423,670
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 424,117 $417,588 $417,588 0.03 $415,900
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $414,765 $414,765 0.03 $413,532
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 410,429 $408,929 $408,929 0.03 $407,821
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $406,554 $406,554 0.03 $405,134
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 398,983 $404,991 $404,991 0.03 $403,726
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $402,532 $402,532 0.03 $401,479
BX Commercial Mortgage Trust 2026-CSMO C 5.92465% 15-FEB-2043, 5.92%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $400,817 $400,817 0.03 $399,895
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 398,925 $400,489 $400,489 0.03 $399,575
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.12449% 20-SEP-2033, 7.12%, 09/20/33 HACLN 2025-2 44644NAR0 - 396,295 $399,518 $399,518 0.03 $396,610
BXHPP Trust 2021-FILM A 4.689% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $395,804 $395,804 0.03 $395,007
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 - 393,623 $394,414 $394,414 0.03 $394,117
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - 375,000 $385,027 $385,027 0.02 $384,122
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $375,831 $375,831 0.02 $374,471
DBGS 2021-W52 Mortgage Trust B 6.1867% 15-JAN-2038, 6.19%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $364,302 $364,302 0.02 $363,421
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $361,973 $361,973 0.02 $360,463
EQT Trust 2026-IND1 D 5.92465% 15-JUL-2041, 5.92%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $361,307 $361,307 0.02 $360,473
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 357,717 $358,309 $358,309 0.02 $357,717
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 341,437 $344,843 $344,843 0.02 $343,761
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $344,075 $344,075 0.02 $343,297
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.36546% 25-OCT-2057, 7.40%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 323,892 $339,616 $339,616 0.02 $339,416
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $326,160 $326,160 0.02 $325,850
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 322,794 $322,955 $322,955 0.02 $322,694
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $320,787 $320,787 0.02 $320,000
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 - 368,614 $316,128 $316,128 0.02 $315,925
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 315,217 $313,102 $313,102 0.02 $312,555
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.12449% 20-MAY-2032, 9.12%, 05/20/32 HACLN 2024-1 44644NAD1 - 302,658 $311,545 $311,545 0.02 $308,685
BX Commercial Mortgage Trust 2024-MF C 5.86555% 15-FEB-2039, 5.87%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $309,472 $309,472 0.02 $308,765
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $309,234 $309,234 0.02 $308,265
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 304,617 $308,075 $308,075 0.02 $307,447
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.29029% 25-DEC-2031, 7.49%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 299,365 $302,549 $302,549 0.02 $300,332
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $301,226 $301,226 0.02 $300,003
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 289,896 $298,293 $298,293 0.02 $297,178
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $291,895 $291,895 0.02 $290,670
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - - $289,489 $289,489 0.02 $0
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 286,511 $286,269 $286,269 0.02 $285,733
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $282,972 $282,972 0.02 $282,430
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $267,995 $267,995 0.02 $267,451
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.24029% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 265,235 $258,721 $258,721 0.02 $258,601
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - 250,000 $251,751 $251,751 0.02 $251,016
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 227,569 $229,710 $229,710 0.01 $229,010
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 224,147 $227,424 $227,424 0.01 $226,939
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $224,620 $224,620 0.01 $223,598
BXHPP Trust 2021-FILM B 4.939% 15-AUG-2036, 4.94%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $220,533 $220,533 0.01 $220,053
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $218,529 $218,529 0.01 $218,066
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 205,818 $212,662 $212,662 0.01 $211,682
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $211,758 $211,758 0.01 $210,905
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $210,585 $210,585 0.01 $209,475
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,072 $202,072 0.01 $201,335
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 192,421 $194,006 $194,006 0.01 $193,336
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 187,102 $187,898 $187,898 0.01 $187,392
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 173,938 $179,306 $179,306 0.01 $178,443
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.80235% 25-FEB-2050, 8.80%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $176,022 $176,022 0.01 $175,904
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 7.07%, 04/25/48 RCLT 75576AAA1 - 155,884 $158,263 $158,263 0.01 $157,202
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 158,603 $156,256 $156,256 0.01 $156,163
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $153,894 $153,894 0.01 $153,828
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 138,203 $138,279 $138,279 0.01 $137,914
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 137,212 $138,234 $138,234 0.01 $137,879
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $118,014 $118,014 0.01 $81,250
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 160,833 $117,332 $117,332 0.01 $117,307
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 108,280 $108,942 $108,942 0.01 $108,733
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $98,916 $98,916 0.01 $98,869
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $98,796 $98,796 0.01 $98,750
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $90,969 $90,969 0.01 $90,922
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 86,898 $88,104 $88,104 0.01 $87,419
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 86,007 $84,496 $84,496 0.01 $84,405
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $72,883 $72,883 0.00 $48,750
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $71,210 $71,210 0.00 $71,171
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 - 51,911 $52,183 $52,183 0.00 $52,026
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 17,764 $17,798 $17,798 0.00 $17,764
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.53787% 25-JAN-2034, 5.54%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 14,842 $14,884 $14,884 0.00 $14,878
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 14,752 $14,774 $14,774 0.00 $14,764
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 - 12,948 $12,992 $12,992 0.00 $12,978
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 10,178 $10,212 $10,212 0.00 $10,183
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - $311 $311 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 629.00 $128,320,914 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - 1,022 $108,124,406 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 680.00 $70,905,938 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $24,356,250 $0 0.00 $0
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -764.00 $-81,879,312 $0 0.00 $0
SEGREGATED CASH SEGCASH $0.00 6,939,870 $6,939,870 $6,939,870 0.45 $6,939,870
US DOLLARS USD MD_142224 - -29,973,724 $-29,973,724 $-29,973,724 -1.94 $-29,973,724
Janus Henderson AAA CLO ETF 03/30/27 - 47103U845 $50.47 1,196,612 $60,584,466 $191,458 0.01 $191,458
Janus Henderson AAA CLO ETF 04/05/27 - 47103U845 $50.50 957,290 $48,467,593 $124,448 0.01 $124,448
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,346,738 $15,611 0.00 $15,611
Janus Henderson AAA CLO ETF 01/22/27 - 47103U845 $50.61 290,748 $14,720,571 $5,815 0.00 $5,815
Janus Henderson AAA CLO ETF 05/24/27 - 47103U845 $50.61 290,747 $14,720,521 $5,815 0.00 $5,815
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,346,738 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - 322.00 $306,946,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,093,750 $0 0.00 $0
3 MONTH SOFR FUT Sep27 SEP 27 SFRU7 FUTURES_USD - 645.00 $153,703,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,147,158 $-54,461 0.00 $-54,461
Janus Henderson AAA CLO ETF 03/29/27 - 47103U845 $50.70 1,185,046 $59,998,879 $-82,953 -0.01 $-82,953
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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