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 November 4, 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 - 241,101,500 $241,634,334 $241,634,334 15.64 $241,634,334
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/10/26 FNCL 01F0606C4 - 154,000,000 $153,985,062 $153,985,062 9.97 $153,985,062
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - 62,233,000 $63,432,230 $63,432,230 4.11 $63,432,230
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/10/26 FNCL 01F0626C0 - 31,117,204 $31,646,508 $31,646,508 2.06 $31,646,508
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.38787% 25-FEB-2042, 12.39%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,234,347 $17,234,347 1.12 $17,176,451
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.68787% 25-NOV-2041, 11.69%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $16,810,507 $16,810,507 1.10 $16,756,399
Connecticut Avenue Securities, Series 2021-R02 2B2 10.08787% 25-NOV-2041, 10.09%, 11/25/41 CAS 2021-R02 20754KAJ0 - 16,443,000 $16,561,670 $16,561,670 1.08 $16,515,594
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 $15,192,017 $15,192,017 0.99 $15,146,626
Connecticut Avenue Securities Trust 2022-R01 1B2 9.88787% 25-DEC-2041, 9.89%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,112,389 $15,112,389 0.99 $15,071,304
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 12,300,000 $12,207,358 $12,207,358 0.80 $11,882,092
ALA Trust 2025-OANA A 5.66763% 15-JUN-2040, 5.67%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,113,307 $12,113,307 0.79 $12,073,456
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.50%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,053,357 $12,053,357 0.79 $12,024,000
AB BSL CLO 1 A2R2 5.57249% 15-OCT-2038, 5.57%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,048,971 $11,048,971 0.72 $11,013,214
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,197,972 $10,197,972 0.67 $10,162,592
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,191,062 $10,191,062 0.66 $10,155,051
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,041,108 $10,041,108 0.65 $9,985,041
BX Trust 2025-VLT7 E 7.67465% 15-JUL-2044, 7.67%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,813,538 $9,813,538 0.63 $9,768,921
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $8,776,236 $8,776,236 0.57 $8,383,872
Connecticut Avenue Securities Trust 2022-R07 1B2 15.88787% 25-JUN-2042, 15.89%, 06/25/42 CAS 2022-R07 20754MAL1 - 8,131,205 $8,695,566 $8,695,566 0.56 $8,659,681
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 8,698,661 $8,682,074 $8,682,074 0.56 $8,655,785
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,615,279 $8,615,279 0.56 $8,278,834
BAIN CAPITAL CREDIT CLO 2018-1, 5.57%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,028,797 $8,028,797 0.52 $8,007,769
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 $7,814,330 $7,814,330 0.51 $7,790,831
HILT 2025-NVIL A 5.66765% 15-JUL-2042, 5.67%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,425,761 $7,425,761 0.48 $7,401,296
Extended Stay America Trust 2025-ESH B 5.52465% 15-OCT-2042, 5.52%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,168,076 $7,182,810 $7,182,810 0.46 $7,159,709
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $6,874,628 $6,874,628 0.44 $6,837,892
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $6,856,647 $6,856,647 0.44 $6,794,149
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 6,872,000 $6,779,820 $6,779,820 0.44 $6,757,593
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.63787% 25-FEB-2042, 7.64%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,716,445 $6,716,445 0.43 $6,702,334
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,677,943 $6,677,943 0.43 $6,643,599
Great Wolf Trust 2024-WOLF D 6.81465% 15-MAR-2039, 6.81%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,635,280 $6,635,280 0.43 $6,609,031
Connecticut Avenue Securities, Series 2021-R03 1B2 9.38787% 25-DEC-2041, 9.39%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,532,221 $6,532,221 0.42 $6,515,323
PNW Trust 2026-ARTE A 5.63591% 15-APR-2041, 5.64%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,486,617 $6,486,617 0.42 $6,465,248
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,397,142 $6,397,142 0.41 $6,372,795
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,346,984 $6,346,984 0.41 $6,260,281
MLTI TRUST 2026-MLT1 MB FLTG 39, 6.07%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,255,362 $6,255,362 0.40 $6,233,037
BX Trust 2025-TAIL D 6.37465% 15-JUN-2035, 6.37%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $5,997,559 $5,997,559 0.39 $5,975,248
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 $5,963,311 $5,963,311 0.39 $5,942,076
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 5,547,212 $5,959,825 $5,959,825 0.39 $5,546,130
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,909,938 $5,909,938 0.38 $5,898,013
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,808,059 $5,808,059 0.38 $5,758,749
LEX Trust 2026-450 D 6.27465% 15-MAR-2043, 6.27%, 03/15/43 LEXT 2026-450 501970AG2 - 5,704,000 $5,728,994 $5,728,994 0.37 $5,708,116
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 5,844,000 $5,725,975 $5,725,975 0.37 $5,691,630
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,665,980 $5,665,980 0.37 $5,624,868
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,643,128 $5,643,128 0.36 $5,611,881
BX Trust 2024-CNYN D 6.61474% 15-APR-2041, 6.61%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,635,063 $5,635,063 0.36 $5,613,455
Connecticut Avenue Securities Trust 2022-R02 2B2 11.53787% 25-JAN-2042, 11.54%, 01/25/42 CAS 2022-R02 20754BAJ0 - 5,500,000 $5,591,088 $5,591,088 0.36 $5,573,460
BX Commercial Mortgage Trust 2024-AIRC A 5.61624% 15-AUG-2041, 5.62%, 08/15/41 BX 2024-AIRC 12433CAA3 - 5,573,762 $5,590,479 $5,590,479 0.36 $5,572,220
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,589,936 $5,531,439 $5,531,439 0.36 $5,501,194
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,520,131 $5,520,131 0.36 $5,484,145
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.30309% 25-OCT-2057, 6.30%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,372,079 $5,519,838 $5,519,838 0.36 $5,510,433
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,479,850 $5,479,850 0.35 $5,452,268
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.49%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,469,042 $5,469,042 0.35 $5,435,350
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 5,525,000 $5,455,971 $5,455,971 0.35 $5,427,526
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,319,969 $5,319,969 0.34 $5,302,016
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 $5,311,625 $5,311,625 0.34 $5,274,653
EF Holdco Inc. 7.375% 30-SEP-2030, 7.38%, 09/30/30 EFC 31574BAA4 - 5,274,000 $5,244,531 $5,244,531 0.34 $5,206,716
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,611,606 $5,230,001 $5,230,001 0.34 $5,208,802
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,284,286 $5,197,599 $5,197,599 0.34 $5,169,137
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,385,076 $5,174,344 $5,174,344 0.33 $5,153,238
SWCH Commercial Mortgage Trust 2025-DATA E 7.26487% 15-FEB-2042, 7.26%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,166,350 $5,166,350 0.33 $5,143,720
Atlantic Avenue 2026-5 D1 7.16003% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,102,510 $5,102,510 0.33 $5,047,495
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,033,559 $5,033,559 0.33 $5,005,206
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.74%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,031,280 $5,031,280 0.33 $5,022,512
NATL Commercial Mortgage Trust 2026-IND E 7.07465% 15-JUN-2043, 7.07%, 06/15/43 NATL 2026-IND 62881KAJ8 - 5,036,090 $5,019,125 $5,019,125 0.32 $4,998,341
Ares LXXI CLO Ltd AB FLTG 37, 5.53%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,015,621 $5,015,621 0.32 $5,003,322
Regatta X Funding D1R2 7.11624% 17-JUL-2037, 7.12%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,007,645 $5,007,645 0.32 $4,990,842
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $4,981,384 $4,981,384 0.32 $4,946,638
SCG Trust 2025-SNIP E 7.32465% 15-SEP-2042, 7.32%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $4,969,786 $4,969,786 0.32 $4,948,423
BX Trust 2025-DIME E 6.92465% 15-FEB-2035, 6.92%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $4,945,224 $4,945,224 0.32 $4,925,027
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $4,943,695 $4,943,695 0.32 $4,910,400
Connecticut Avenue Securities Trust 2022-R03 1B2 13.73787% 25-MAR-2042, 13.74%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $4,939,132 $4,939,132 0.32 $4,921,029
SCG Commercial Mortgage Trust 2025-DLFN E 6.87465% 15-MAR-2035, 6.87%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,876,315 $4,876,315 0.32 $4,856,649
Extended Stay America Trust 2026-ESH2 D 6.17465% 15-FEB-2043, 6.17%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,841,969 $4,841,969 0.31 $4,824,583
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,818,318 $4,818,318 0.31 $4,810,323
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,813,750 $4,813,750 0.31 $4,788,712
BX Commercial Mortgage Trust 2024-MF D 6.61447% 15-FEB-2039, 6.61%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,804,226 $4,804,226 0.31 $4,785,607
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,724,786 $4,724,786 0.31 $4,700,201
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 10.88787% 25-APR-2042, 10.89%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,611,552 $4,611,552 0.30 $4,597,981
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.75235% 25-FEB-2040, 10.75%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,609,085 $4,609,085 0.30 $4,595,645
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,588,302 $4,607,883 $4,607,883 0.30 $4,599,542
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,585,055 $4,585,055 0.30 $4,564,655
NRTH Commercial Mortgage Trust 2025-PARK B 5.56757% 15-OCT-2040, 5.57%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,517,507 $4,517,507 0.29 $4,502,892
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 $4,505,476 $4,505,476 0.29 $4,497,115
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,444,782 $4,444,782 0.29 $4,410,532
Central Park Funding Trust 2026-1 PT 7.25% 29-JUL-2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,430,811 $4,415,713 $4,415,713 0.29 $4,408,574
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,379,143 $4,379,143 0.28 $4,356,715
GWT Commercial Mortgage Trust 2024-WLF2 E 7.56308% 15-MAY-2041, 7.56%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,349,156 $4,349,156 0.28 $4,330,088
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 $4,340,136 $4,340,136 0.28 $4,312,027
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.54%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,327,406 $4,327,406 0.28 $4,299,333
COMM 2024-WCL1 Mortgage Trust D 7.214% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,243,095 $4,243,095 0.27 $4,225,211
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,235,819 $4,235,819 0.27 $4,217,755
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 5.83%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,201,465 $4,098,921 $4,098,921 0.27 $4,075,778
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,082,668 $4,082,668 0.26 $4,062,202
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,064,631 $4,017,653 $4,017,653 0.26 $3,996,597
Saluda Grade Alternative Mortgage Trust 2026-LOC7|5.52987|07/25/2066, 5.53%, 07/25/66 GRADE 2026-LOC7 79582XAA5 - 4,000,000 $4,003,288 $4,003,288 0.26 $4,002,060
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.55309% 25-OCT-2057, 6.55%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 3,880,692 $3,998,220 $3,998,220 0.26 $3,991,156
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $3,982,241 $3,982,241 0.26 $3,970,618
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 $3,976,114 $3,976,114 0.26 $3,960,157
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,023,665 $3,970,130 $3,970,130 0.26 $3,958,752
RFT 2026-RR1 TRUST MB 6.55%30, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 3,977,224 $3,965,256 $3,965,256 0.26 $3,959,395
PRPM 2025-6 LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 3,974,390 $3,932,412 $3,932,412 0.25 $3,910,739
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 3,928,794 $3,929,219 $3,929,219 0.25 $3,889,142
Connecticut Avenue Securities Trust 2022-R04 1B2 13.38787% 25-MAR-2042, 13.39%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,918,222 $3,918,222 0.25 $3,904,187
BX Trust 2024-VLT4 E 6.814054% 15-JUN-2041, 6.81%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,875,607 $3,875,607 0.25 $3,859,790
BAMLL Commercial Mortgage Securities Trust 2026-RMP A 5.95% 15-NOV-2043, 5.95%, 11/15/43 BAMLL 2026-RMP 05495DAA0 - 3,810,000 $3,810,000 $3,810,000 0.25 $3,810,000
FREMF 2023-K511 Mortgage Trust C 5.82161% 25-NOV-2028, 5.64%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,772,155 $3,772,155 0.24 $3,750,854
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,771,768 $3,771,768 0.24 $3,765,752
Connecticut Avenue Securities Trust 2023-R02 1B2 11.78787% 25-JAN-2043, 11.79%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,768,926 $3,768,926 0.24 $3,723,263
JW Commercial Mortgage Trust 2026-MRCO B 5.62465% 15-JUN-2039, 5.62%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,763,732 $3,763,732 0.24 $3,751,428
Erste Kulmbacher Actien Brau|5.432|10/23/2071, 5.43%, 10/23/71 ATLSPRIV - 3,752,000 $3,759,360 $3,759,360 0.24 $3,752,000
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,757,563 $3,757,563 0.24 $3,737,733
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,718,673 $3,718,673 0.24 $3,698,192
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,686,143 $3,686,143 0.24 $3,679,506
BMP Commercial Mortgage Trust 2024-MF23 D 6.31514% 15-JUN-2041, 6.32%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,673,120 $3,673,120 0.24 $3,659,306
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 3,700,000 $3,647,713 $3,647,713 0.24 $3,639,388
BX Commercial Mortgage Trust 2024-XL5 D 6.61445% 15-MAR-2041, 6.61%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,589,762 $3,589,762 0.23 $3,575,988
Extended Stay America Trust 2025-ESH E 7.27465% 15-OCT-2042, 7.27%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,512,357 $3,534,770 $3,534,770 0.23 $3,519,865
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 $3,529,122 $3,529,122 0.23 $3,529,122
Extended Stay America Trust 2025-ESH D 6.52465% 15-OCT-2042, 6.52%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,512,357 $3,517,634 $3,517,634 0.23 $3,504,266
RCKT Mortgage Trust 202 MB FLTG 56, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,515,191 $3,515,191 0.23 $3,494,683
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 3,656,764 $3,508,512 $3,508,512 0.23 $3,498,146
SCG Trust 2025-SNIP D 6.52465% 15-SEP-2042, 6.52%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,501,089 $3,501,089 0.23 $3,487,768
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,470,676 $3,470,676 0.22 $3,464,116
BLP Trust 2025-IND2 D 6.57465% 15-DEC-2042, 6.57%, 12/15/42 BLP 2025-IND2 05556WAG1 - 3,415,512 $3,429,347 $3,429,347 0.22 $3,416,247
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 $3,415,708 $3,415,708 0.22 $3,402,750
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 $3,399,721 $3,399,721 0.22 $3,378,549
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,395,983 $3,395,983 0.22 $3,390,948
BAY Trust 2026-MDWS C 6.31705% 15-JUN-2041, 6.32%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,358,475 $3,358,475 0.22 $3,346,005
SWVP Trust 2026-PNCL A 5.47465% 15-OCT-2039, 5.47%, 10/15/39 SWVP 2026-PNCL 78504YAA0 - 3,330,000 $3,334,032 $3,334,032 0.22 $3,323,397
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,307,948 $3,307,948 0.21 $3,288,963
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,263,342 $3,263,342 0.21 $3,246,568
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,261,322 $3,261,322 0.21 $3,242,499
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 $3,254,988 $3,254,988 0.21 $3,249,473
BX Commercial Mortgage Trust 2026-XL6 D 6.02465% 15-MAR-2043, 6.02%, 03/15/43 BX 2026-XL6 12433NAG6 - 3,229,800 $3,240,954 $3,240,954 0.21 $3,229,604
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,233,451 $3,233,451 0.21 $3,222,849
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,212,006 $3,212,006 0.21 $3,153,568
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,168,083 $3,168,083 0.20 $3,151,924
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,163,755 $3,163,755 0.20 $3,156,502
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,136,195 $3,136,195 0.20 $3,130,899
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,167,876 $3,133,132 $3,133,132 0.20 $3,116,775
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,129,697 $3,129,697 0.20 $3,124,282
BX Trust 2025-LUNR D 6.42465% 15-JUN-2040, 6.42%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,127,018 $3,127,018 0.20 $3,115,352
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 $3,123,866 $3,123,866 0.20 $3,116,461
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.75235% 25-SEP-2048, 11.75%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,116,204 $3,116,204 0.20 $3,107,073
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 $3,107,327 $3,107,327 0.20 $3,089,886
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,091,137 $3,091,137 0.20 $3,072,825
Millrose Properties, Inc. 6.75% 15-OCT-2031, 6.75%, 10/15/31 MRP 601137AD4 - 3,131,000 $3,087,775 $3,087,775 0.20 $3,070,751
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 $3,086,483 $3,086,483 0.20 $3,075,678
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,083,681 $3,083,681 0.20 $3,069,809
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.23787% 25-JUN-2043, 7.24%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 2,993,000 $3,080,172 $3,080,172 0.20 $3,074,155
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.88787% 25-MAR-2042, 10.89%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,072,058 $3,072,058 0.20 $3,062,985
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,069,605 $3,069,605 0.20 $3,064,751
Connecticut Avenue Securities Trust 2023-R02 1M2 7.23787% 25-JAN-2043, 7.24%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,975,000 $3,065,268 $3,065,268 0.20 $3,041,250
Katayma CLO II, Ltd. AB FLTG 37, 7.08%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,060,729 $3,060,729 0.20 $3,051,072
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,072,209 $3,051,802 $3,051,802 0.20 $3,041,281
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,027,679 $3,027,679 0.20 $3,012,688
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,024,316 $3,024,316 0.20 $3,014,353
Galaxy XXVI CLO Ltd., 4.85%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,006,142 $3,022,277 $3,022,277 0.20 $3,006,065
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - 3,000,000 $3,002,711 $3,002,711 0.19 $2,997,944
Truist Bank|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
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 2,968,949 $2,963,970 $2,963,970 0.19 $2,948,116
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 $2,923,697 $2,923,697 0.19 $2,908,334
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,905,962 $2,905,962 0.19 $2,889,954
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 2,960,375 $2,901,136 $2,901,136 0.19 $2,886,821
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,901,097 $2,901,097 0.19 $2,886,415
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,889,725 $2,889,725 0.19 $2,885,254
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,872,212 $2,872,212 0.19 $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 $2,868,698 $2,868,698 0.19 $2,857,535
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,838,001 $2,838,001 0.18 $2,829,433
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 $2,813,032 $2,813,032 0.18 $2,804,010
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.48861% 25-APR-2056, 5.49%, 04/25/56 GRADE 2026-HB1 795939AC1 - 2,799,491 $2,805,739 $2,805,739 0.18 $2,801,044
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 2,789,003 $2,799,276 $2,799,276 0.18 $2,790,367
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,782,069 $2,782,069 0.18 $2,766,212
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 $2,778,605 $2,778,605 0.18 $2,762,412
Great Wolf Trust 2024-WOLF G 9.36065% 15-MAR-2039, 9.36%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,773,995 $2,773,995 0.18 $2,758,979
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 2,767,336 $2,772,078 $2,772,078 0.18 $2,753,462
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 $2,771,850 $2,771,850 0.18 $2,755,661
JW Commercial Mortgage Trust 2026-MRCO D 6.37465% 15-JUN-2039, 6.37%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,763,141 $2,763,141 0.18 $2,752,915
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,759,346 $2,759,346 0.18 $2,747,586
BX Trust 2026-CART D 5.82465% 15-FEB-2036, 5.82%, 02/15/36 BX 2026-CART 12433MAG8 - 2,758,776 $2,725,189 $2,725,189 0.18 $2,715,815
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 $2,716,306 $2,716,306 0.18 $2,712,299
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 2,722,151 $2,682,690 $2,682,690 0.17 $2,669,843
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,668,737 $2,668,737 0.17 $2,659,138
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,719,538 $2,654,407 $2,654,407 0.17 $2,641,272
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,611,955 $2,611,955 0.17 $2,607,528
BX Trust 2025-ROIC E 6.86594% 15-FEB-2042, 6.87%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,627,095 $2,609,267 $2,609,267 0.17 $2,598,745
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 $2,608,215 $2,608,215 0.17 $2,603,265
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,606,797 $2,606,797 0.17 $2,596,001
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 2,599,775 $2,603,781 $2,603,781 0.17 $2,595,823
BX Commercial Mortgage Trust 2026-CSMO D 6.37465% 15-FEB-2043, 6.37%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,596,522 $2,596,522 0.17 $2,586,928
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,587,718 $2,587,718 0.17 $2,579,521
GoldenTree Loan Management US CLO 28 DJ 7.68444% 20-OCT-2039, 7.68%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,550,000 $2,580,734 $2,580,734 0.17 $2,572,025
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,500,019 $2,555,825 $2,555,825 0.17 $2,539,139
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,536,240 $2,546,811 $2,546,811 0.16 $2,542,368
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 $2,533,681 $2,533,681 0.16 $2,529,719
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 $2,528,294 $2,528,294 0.16 $2,507,661
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,542,882 $2,524,992 $2,524,992 0.16 $2,510,390
Zenith Arc LLC 8.875% 31-AUG-2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,523,390 $2,523,390 0.16 $2,468,454
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 $2,523,251 $2,523,251 0.16 $2,504,556
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,516,180 $2,516,180 0.16 $2,509,607
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 $2,511,109 $2,511,109 0.16 $2,496,408
PFDR Trust 2026-DLVR C 6.42465% 15-JUN-2043, 6.42%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,508,000 $2,508,000 0.16 $2,498,601
MHC Commercial Mortgage Trust 2026-MHC1 E 7.17987% 15-NOV-2043, 7.18%, 11/15/44 MHC 2026-MHC1 59325AAJ0 - 2,500,000 $2,504,505 $2,504,505 0.16 $2,504,505
BX Trust 2026-SUMT D 5.85% 15-OCT-2051, 5.85%, 10/15/51 BX 2026-SUMT 05595QAG7 - 2,500,000 $2,493,411 $2,493,411 0.16 $2,484,879
BX Commercial Mortgage Trust 2024-AIR2 D 6.71545% 15-OCT-2041, 6.72%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,492,682 $2,492,682 0.16 $2,482,932
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,502,508 $2,489,034 $2,489,034 0.16 $2,486,601
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,487,362 $2,487,362 0.16 $2,479,862
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,486,682 $2,486,682 0.16 $2,470,383
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,485,559 $2,485,559 0.16 $2,471,809
NYC Commercial Mortgage Trust 2025-3BP D 6.3659% 15-FEB-2042, 6.37%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,483,411 $2,483,411 0.16 $2,474,128
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 $2,477,641 $2,477,641 0.16 $2,469,916
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.68787% 25-JUL-2048, 5.69%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,459,492 $2,460,741 $2,460,741 0.16 $2,456,855
FirstLight Issuer, Series 2026-1 C_261 7.543% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,460,686 $2,460,686 0.16 $2,452,693
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,459,045 $2,459,045 0.16 $2,453,450
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - 2,560,000 $2,448,777 $2,448,777 0.16 $2,445,577
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 2,484,000 $2,446,449 $2,446,449 0.16 $2,432,851
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,441,897 $2,441,897 0.16 $2,437,812
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,439,936 $2,439,936 0.16 $2,427,340
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 $2,439,266 $2,439,266 0.16 $2,431,225
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,431,333 $2,431,333 0.16 $2,416,655
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,425,164 $2,425,164 0.16 $2,421,277
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,410,307 $2,421,845 $2,421,845 0.16 $2,408,144
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 $2,412,714 $2,412,714 0.16 $2,410,301
UNIV Trust 2026-STDY E 7.6% 15-OCT-2043, 7.60%, 10/15/43 UNIV 2026-STDY 91336YAJ8 - 2,400,000 $2,392,137 $2,392,137 0.15 $2,381,497
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 $2,384,060 $2,384,060 0.15 $2,378,619
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,395,993 $2,370,028 $2,370,028 0.15 $2,370,028
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 $2,362,002 $2,362,002 0.15 $2,352,576
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,387,562 $2,348,999 $2,348,999 0.15 $2,337,172
ALA Trust 2025-OANA D 7.01572% 15-JUN-2040, 7.02%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,345,911 $2,345,911 0.15 $2,336,364
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 5.86%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,337,262 $2,337,262 0.15 $2,323,973
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,336,561 $2,334,074 $2,334,074 0.15 $2,327,441
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,317,235 $2,317,235 0.15 $2,302,327
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,316,588 $2,316,588 0.15 $2,307,791
Trimaran CAVU 2023-2 D2R 7.88444% 20-JAN-2039, 7.88%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,317,000 $2,313,188 $2,313,188 0.15 $2,305,068
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,307,336 $2,307,336 0.15 $2,300,487
Benefit Street Partners CLO XXI D2R2 7.84249% 15-JAN-2039, 7.84%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,300,000 $2,298,208 $2,298,208 0.15 $2,287,686
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 $2,275,422 $2,275,422 0.15 $2,267,322
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,331,301 $2,267,998 $2,267,998 0.15 $2,257,183
JW Commercial Mortgage Trust 2026-MRCO C 5.87465% 15-JUN-2039, 5.87%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,258,887 $2,258,887 0.15 $2,251,177
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 $2,232,433 $2,232,433 0.14 $2,228,926
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,232,266 $2,232,266 0.14 $2,224,016
COMM 2024-WCL1 Mortgage Trust C 6.814% 17-JUN-2041, 6.81%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,221,415 $2,221,415 0.14 $2,212,607
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,191,432 $2,191,432 0.14 $2,185,851
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,179,282 $2,179,282 0.14 $2,166,361
RCKT Mortgage Trust 2026-CES9 A2 6.229% 25-SEP-2056, 6.23%, 09/25/56 RCKT 2026-CES9 74940BAC7 - 2,178,000 $2,162,504 $2,162,504 0.14 $2,149,691
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 $2,160,629 $2,160,629 0.14 $2,154,005
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,159,108 $2,159,108 0.14 $2,129,941
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,277,614 $2,153,406 $2,153,406 0.14 $2,142,853
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,299,666 $2,150,324 $2,150,324 0.14 $2,141,311
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,158,685 $2,143,285 $2,143,285 0.14 $2,137,178
DBGS 2021-W52 Mortgage Trust C 6.7395% 15-JAN-2038, 6.74%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,140,321 $2,140,321 0.14 $2,131,865
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,156,001 $2,136,453 $2,136,453 0.14 $2,125,765
Benefit Street Partners CLO IV D2R5 7.83444% 20-OCT-2038, 7.83%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,105,000 $2,102,169 $2,102,169 0.14 $2,094,839
Connecticut Avenue Securities Trust 2023-R05 1B2 10.73787% 25-JUN-2043, 10.74%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,075,340 $2,075,340 0.13 $2,069,673
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,072,533 $2,072,533 0.13 $2,061,340
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 $2,064,303 $2,064,303 0.13 $2,062,359
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,062,841 $2,062,841 0.13 $2,049,452
720 East CLO VII D2 7.68444% 20-APR-2037, 7.68%, 04/20/37 NWML 2025-7A 81800WAQ4 - 2,050,000 $2,057,789 $2,057,789 0.13 $2,050,788
MidOcean Credit CLO XI D2RR 8.21624% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 2,050,000 $2,054,968 $2,054,968 0.13 $2,047,835
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,054,867 $2,054,867 0.13 $2,047,924
Crossroads Asset Trust AB 0% 33, 6.97%, 07/20/33 XROAD 2026-A 22767HAE9 - 2,000,000 $2,052,316 $2,052,316 0.13 $2,042,248
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,041,625 $2,041,625 0.13 $2,035,577
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,030,412 $2,030,412 0.13 $2,025,291
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 $2,025,220 $2,025,220 0.13 $2,017,369
Bain Capital Credit CLO 2023-1 D2R 8.01116% 16-JUL-2038, 8.01%, 07/16/38 BCC 2023-1A 05685NAY6 - 2,050,000 $2,022,083 $2,022,083 0.13 $2,012,959
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,016,203 $2,016,203 0.13 $2,008,337
Connecticut Avenue Securities Trust 2023-R05 1B1 8.63787% 25-JUN-2043, 8.64%, 06/25/43 CAS 2023-R05 207942AC7 - 1,910,000 $2,011,625 $2,011,625 0.13 $2,007,042
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,010,399 $2,010,399 0.13 $2,003,744
BOCA Commercial Mortgage Trust 2025-BOCA D 6.42465% 15-DEC-2042, 6.42%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,001,341 $2,001,341 0.13 $1,993,845
RKTL 2026-3 D 6.29% 25-AUG-2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,995,553 $1,995,553 0.13 $1,981,576
FS Commercial Mortgage Trust 2026-PALM D 6.32465% 15-JUL-2041, 6.32%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $1,993,667 $1,993,667 0.13 $1,986,288
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $1,992,468 $1,992,468 0.13 $1,982,154
Diamond Infrastructure Funding, Series 2021-1 A_2021_1 1.76% 15-APR-2049, 1.76%, 04/15/49 DNFRA 2021-1A 25265LAA8 - 2,000,000 $1,992,236 $1,992,236 0.13 $1,990,769
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $1,991,826 $1,991,826 0.13 $1,984,803
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 $1,986,396 $1,986,396 0.13 $1,979,030
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 $1,984,444 $1,984,444 0.13 $1,978,355
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.13787% 25-MAR-2042, 9.14%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,977,777 $1,977,777 0.13 $1,972,845
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,958,840 $1,958,840 0.13 $1,948,195
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,957,027 $1,957,027 0.13 $1,945,576
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,949,885 $1,949,885 0.13 $1,940,052
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 1,945,154 $1,949,077 $1,949,077 0.13 $1,945,712
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,946,200 $1,946,200 0.13 $1,936,180
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 1,961,488 $1,943,907 $1,943,907 0.13 $1,942,000
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,938,202 $1,938,202 0.13 $1,935,215
BX Commercial Mortgage Trust 2024-AIR2 C 6.16624% 15-OCT-2041, 6.17%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,924,776 $1,924,776 0.12 $1,917,875
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 1,951,001 $1,917,378 $1,917,378 0.12 $1,907,900
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 $1,914,675 $1,914,675 0.12 $1,906,833
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,905,438 $1,905,438 0.12 $1,898,408
RCKT Mortgage Trust 2026-CES9 M1 6.627% 25-SEP-2056, 6.63%, 09/25/56 RCKT 2026-CES9 74940BAE3 - 1,905,000 $1,896,885 $1,896,885 0.12 $1,884,962
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 $1,895,193 $1,895,193 0.12 $1,881,932
BX Trust 2026-CIP E 7.02465% 15-MAY-2038, 7.02%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,895,418 $1,893,717 $1,893,717 0.12 $1,885,950
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,885,766 $1,885,766 0.12 $1,882,807
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 1,903,943 $1,884,921 $1,884,921 0.12 $1,880,743
PR RNO Property Owner 1, LLC 6.5% 01-MAY-2031, 6.50%, 05/01/31 TRACTD 69393LAA1 - 2,110,000 $1,883,622 $1,883,622 0.12 $1,882,098
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 $1,877,723 $1,877,723 0.12 $1,872,811
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 1,882,507 $1,876,239 $1,876,239 0.12 $1,865,296
SMRT Commercial Mortgage Trust 2026-MINI D 6.32465% 15-OCT-2043, 6.30%, 10/15/43 SMRT 2026-MINI 78457AAG6 - 1,869,000 $1,873,536 $1,873,536 0.12 $1,866,668
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 1,912,428 $1,861,218 $1,861,218 0.12 $1,851,976
BX Trust 2024-BRBK B 7.85125% 15-OCT-2041, 7.86%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,846,116 $1,846,116 0.12 $1,837,634
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 1,926,630 $1,842,627 $1,842,627 0.12 $1,836,714
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 $1,816,968 $1,816,968 0.12 $1,813,246
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 $1,812,429 $1,812,429 0.12 $1,808,893
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,814,896 $1,807,919 $1,807,919 0.12 $1,802,411
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 $1,790,909 $1,790,909 0.12 $1,788,234
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 $1,786,667 $1,786,667 0.12 $1,781,773
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,835,931 $1,784,271 $1,784,271 0.12 $1,775,223
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,786,446 $1,765,275 $1,765,275 0.11 $1,756,417
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 $1,760,625 $1,760,625 0.11 $1,753,107
GW Issuer LLC|0|10/20/2056, 0.00%, 10/20/56 GWF 2026-1A 36277TAC0 - 1,770,000 $1,758,608 $1,758,608 0.11 $1,758,608
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 $1,746,780 $1,746,780 0.11 $1,740,162
Flagship Credit Auto Trust 2023-1 C 5.43% 15-MAY-2029, 5.43%, 05/15/29 FCAT 2023-1 337955AJ7 - 1,739,037 $1,743,959 $1,743,959 0.11 $1,738,713
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,740,313 $1,740,313 0.11 $1,735,121
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 $1,739,669 $1,739,669 0.11 $1,734,137
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,729,173 $1,729,173 0.11 $1,724,205
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,723,518 $1,723,518 0.11 $1,712,979
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,697,796 $1,697,796 0.11 $1,695,142
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,676,953 $1,678,134 $1,678,134 0.11 $1,668,826
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 1,657,000 $1,677,359 $1,677,359 0.11 $1,664,976
Extended Stay America Trust 2025-ESH F 8.02465% 15-OCT-2042, 8.02%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,672,551 $1,676,315 $1,676,315 0.11 $1,668,486
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,655,734 $1,655,734 0.11 $1,653,010
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 $1,651,752 $1,651,752 0.11 $1,638,908
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,647,598 $1,647,598 0.11 $1,638,435
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,612,280 $1,612,280 0.10 $1,601,548
BXHPP Trust 2021-FILM C 5.139% 15-AUG-2036, 5.14%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,607,272 $1,607,272 0.10 $1,601,426
Connecticut Avenue Securities Trust 2023-R06 1B2 9.78787% 25-JUL-2043, 9.79%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,605,295 $1,605,295 0.10 $1,601,217
BX Commercial Mortgage Trust 2024-WPT D 6.61435% 15-APR-2041, 6.61%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,582,146 $1,582,146 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 $1,580,558 $1,580,558 0.10 $1,571,914
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,580,802 $1,566,590 $1,566,590 0.10 $1,563,310
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B2 14.88787% 25-MAR-2042, 14.89%, 03/25/42 STACR 2022-HQA1 35564KUL1 - 1,500,000 $1,559,668 $1,559,668 0.10 $1,553,464
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,544,968 $1,544,968 0.10 $1,544,968
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 $1,513,247 $1,513,247 0.10 $1,503,784
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 $1,511,812 $1,511,812 0.10 $1,506,275
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,509,148 $1,509,148 0.10 $1,503,785
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,507,210 $1,507,210 0.10 $1,502,560
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 $1,502,479 $1,502,479 0.10 $1,496,363
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,493,962 $1,493,962 0.10 $1,486,426
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,483,169 $1,483,169 0.10 $1,480,517
Upgrade Master Pass-Thru Trust, Series 2026-ST1 D 5.691% 15-MAR-2034, 5.69%, 03/15/34 UMPT 2026-ST1 91533VAD8 - 1,500,000 $1,481,503 $1,481,503 0.10 $1,476,761
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 $1,481,395 $1,481,395 0.10 $1,462,080
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 $1,481,184 $1,481,184 0.10 $1,476,684
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 $1,481,149 $1,481,149 0.10 $1,475,566
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 $1,472,157 $1,472,157 0.10 $1,469,614
RCKT Mortgage Trust 202 MB FLTG 56, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,464,710 $1,464,710 0.09 $1,456,426
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,464,657 $1,464,657 0.09 $1,464,640
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,462,101 $1,462,101 0.09 $1,456,168
EDI ABS Issuer 1, EDI ABS Issuer 2, Series 2026-1 A2I_2601 5.9% 25-OCT-2056, 5.90%, 10/25/56 ECORE 2026-1A 280922AA3 - 1,500,000 $1,461,972 $1,461,972 0.09 $1,460,005
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 $1,459,329 $1,459,329 0.09 $1,457,056
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,464,833 $1,450,942 $1,450,942 0.09 $1,447,445
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,456,365 $1,449,536 $1,449,536 0.09 $1,441,602
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,449,141 $1,449,141 0.09 $1,441,581
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,458,178 $1,445,579 $1,445,579 0.09 $1,438,445
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,425,432 $1,414,616 $1,414,616 0.09 $1,406,931
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,411,314 $1,411,314 0.09 $1,400,648
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,371,254 $1,371,254 0.09 $1,368,879
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 $1,360,720 $1,360,720 0.09 $1,356,599
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,355,470 $1,355,470 0.09 $1,353,438
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,352,195 $1,346,602 $1,346,602 0.09 $1,339,055
Zais CLO 11 BR 5.87444% 20-JAN-2032, 5.87%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 1,342,833 $1,346,523 $1,346,523 0.09 $1,343,017
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,352,195 $1,342,889 $1,342,889 0.09 $1,335,597
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,311,984 $1,338,973 $1,338,973 0.09 $1,336,327
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,324,982 $1,324,982 0.09 $1,316,516
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 $1,314,518 $1,314,518 0.09 $1,312,659
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 $1,309,763 $1,309,763 0.08 $1,305,797
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,295,830 $1,299,420 $1,299,420 0.08 $1,294,283
SWVP Trust 2026-PNCL D 7.07465% 15-OCT-2039, 7.07%, 10/15/39 SWVP 2026-PNCL 78504YAG7 - 1,280,000 $1,282,878 $1,282,878 0.08 $1,277,595
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,287,667 $1,281,131 $1,281,131 0.08 $1,275,280
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,271,378 $1,271,378 0.08 $1,264,417
Great Wolf Trust 2024-WOLF C 6.31565% 15-MAR-2039, 6.32%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,264,701 $1,264,701 0.08 $1,260,059
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,252,610 $1,252,610 0.08 $1,245,248
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,248,322 $1,248,322 0.08 $1,245,103
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,244,832 $1,244,832 0.08 $1,240,552
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,253,219 $1,227,860 $1,227,860 0.08 $1,222,131
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 $1,218,101 $1,218,101 0.08 $1,214,476
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,207,198 $1,207,198 0.08 $1,204,972
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,208,147 $1,205,137 $1,205,137 0.08 $1,200,835
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 $1,201,831 $1,201,831 0.08 $1,197,537
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,227,208 $1,199,458 $1,199,458 0.08 $1,187,754
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 $1,194,443 $1,194,443 0.08 $1,189,612
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 $1,192,157 $1,192,157 0.08 $1,186,490
GS Mortgage Securities MB FLTG 56, 5.74%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,190,529 $1,190,529 0.08 $1,188,425
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 $1,167,653 $1,167,653 0.08 $1,162,872
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.63787% 25-FEB-2042, 8.64%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,158,459 $1,158,459 0.07 $1,155,714
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,161,286 $1,155,004 $1,155,004 0.07 $1,148,969
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,144,762 $1,144,762 0.07 $1,142,819
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,133,431 $1,133,431 0.07 $1,129,893
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,131,046 $1,108,021 $1,108,021 0.07 $1,104,433
OBX 2026-HE1 Trust M2 5.68787% 25-FEB-2056, 5.69%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,101,740 $1,101,740 0.07 $1,094,796
OBX 2026-HE2 Trust MB FLTG 56, 5.49%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,101,229 $1,101,229 0.07 $1,094,560
Connecticut Avenue Securities Trust 2023-R04 1B2 12.13787% 25-MAY-2043, 12.14%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,100,522 $1,100,522 0.07 $1,097,150
Connecticut Avenue Securities Trust 2024-R06 1M2 5.48787% 25-SEP-2044, 5.49%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,093,320 $1,095,671 $1,095,671 0.07 $1,094,004
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,103,395 $1,093,863 $1,093,863 0.07 $1,088,018
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 15.00235% 25-OCT-2048, 15.00%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,088,535 $1,088,535 0.07 $1,084,710
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,081,491 $1,081,491 0.07 $1,075,012
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,078,803 $1,078,803 0.07 $1,072,582
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,123,474 $1,073,481 $1,073,481 0.07 $1,070,298
US BANK NA /CINCINNATI 6.071% 33, 6.07%, 09/25/33 USCLN 2026-XOV1 90355PAY2 - 1,063,523 $1,061,219 $1,061,219 0.07 $1,059,425
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,061,345 $1,059,332 $1,059,332 0.07 $1,053,677
BX Trust 2024-CNYN C 5.86581% 15-APR-2041, 5.87%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,055,184 $1,055,184 0.07 $1,051,591
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,061,483 $1,050,997 $1,050,997 0.07 $1,047,857
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,044,088 $1,044,088 0.07 $1,039,183
BX Trust 2024-VLT4 D 6.364702% 15-JUN-2041, 6.36%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,027,736 $1,027,736 0.07 $1,023,817
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,018,279 $1,018,279 0.07 $1,013,784
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,014,419 $1,014,419 0.07 $1,009,974
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - 1,000,000 $1,007,672 $1,007,672 0.07 $1,000,200
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - 1,000,000 $1,001,648 $1,001,648 0.06 $997,526
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,001,105 $1,001,105 0.06 $996,319
GS Mortgage Securities MB FLTG 56, 5.59%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $999,139 $999,139 0.06 $997,431
Zip Asset Securitization Trust 2026-A C 6.06% 15-FEB-2031, 6.06%, 02/18/31 ZIPUS 2026-A 98973QAC3 - 1,000,000 $994,489 $994,489 0.06 $991,123
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 $993,938 $993,938 0.06 $989,555
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $992,721 $992,721 0.06 $990,943
LIFE 2021-BMR Mortgage Trust E 5.789% 15-MAR-2038, 5.79%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $990,532 $990,532 0.06 $986,986
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $986,206 $986,206 0.06 $982,740
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $985,071 $985,071 0.06 $983,595
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $983,250 $983,250 0.06 $981,489
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 972,242 $983,096 $983,096 0.06 $979,356
BX Trust 2026-SUMT E 6.75% 15-OCT-2051, 6.75%, 10/15/51 BX 2026-SUMT 05595QAJ1 - 1,000,000 $979,095 $979,095 0.06 $975,158
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 $965,743 $965,743 0.06 $956,716
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 $965,196 $965,196 0.06 $962,436
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,015,035 $962,407 $962,407 0.06 $958,332
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 970,470 $947,252 $947,252 0.06 $942,271
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 $923,979 $923,979 0.06 $920,844
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 923,728 $918,132 $918,132 0.06 $913,352
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 904,362 $906,096 $906,096 0.06 $899,272
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 $905,301 $905,301 0.06 $900,308
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 $903,072 $903,072 0.06 $901,040
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 $900,848 $900,848 0.06 $897,190
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $897,701 $897,701 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 $897,693 $897,693 0.06 $896,446
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 906,480 $896,886 $896,886 0.06 $895,071
Business Jet Securities AB 0% 41, 6.10%, 06/15/41 BJETS 2026-1A 12013JAC2 - 901,849 $890,394 $890,394 0.06 $887,338
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 892,770 $888,886 $888,886 0.06 $886,747
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.40309% 25-OCT-2057, 8.40%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 823,187 $887,930 $887,930 0.06 $886,009
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 887,816 $878,266 $878,266 0.06 $873,865
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 874,334 $847,241 $847,241 0.05 $843,938
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $839,067 $839,067 0.05 $837,847
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $835,152 $835,152 0.05 $831,640
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.02449% 20-MAY-2032, 7.02%, 05/20/32 HACLN 2024-1 44644NAC3 - 826,351 $833,351 $833,351 0.05 $830,771
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $832,164 $832,164 0.05 $827,765
OBX 2026-HE2 Trust MB FLTG 56, 5.69%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $822,771 $822,771 0.05 $817,581
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $821,505 $821,505 0.05 $818,354
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 768,536 $801,711 $801,711 0.05 $797,826
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 $800,990 $800,990 0.05 $796,571
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 788,579 $784,647 $784,647 0.05 $783,880
BX Trust 2026-CIP D 6.02465% 15-MAY-2038, 6.02%, 05/15/38 BX 2026-CIP 123917AG1 - 782,808 $783,784 $783,784 0.05 $781,033
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 788,779 $773,849 $773,849 0.05 $770,277
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 766,176 $762,238 $762,238 0.05 $758,071
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 $759,131 $759,131 0.05 $757,617
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 773,871 $757,926 $757,926 0.05 $754,349
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $756,392 $756,392 0.05 $752,491
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 827,000 $737,767 $737,767 0.05 $737,767
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 733,897 $731,369 $731,369 0.05 $729,123
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 $727,945 $727,945 0.05 $725,247
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $715,453 $715,453 0.05 $711,791
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 743,000 $710,244 $710,244 0.05 $709,512
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 $707,841 $707,841 0.05 $706,383
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 $695,349 $695,349 0.04 $692,144
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $693,216 $693,216 0.04 $687,882
EQT Trust 2026-IND1 E 6.62465% 15-JUL-2041, 6.62%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $686,767 $686,767 0.04 $684,101
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.68787% 25-JUN-2047, 5.69%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 684,247 $683,339 $683,339 0.04 $682,295
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $680,479 $680,479 0.04 $668,167
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 663,236 $664,763 $664,763 0.04 $662,832
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.63787% 25-JUN-2047, 6.64%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 664,696 $663,835 $663,835 0.04 $662,609
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 347,000 $654,534 $654,534 0.04 $650,452
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 651,423 $631,937 $631,937 0.04 $628,749
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 9.25235% 25-JAN-2050, 9.25%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $628,189 $628,189 0.04 $626,733
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 590,909 $614,795 $614,795 0.04 $612,293
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 $613,119 $613,119 0.04 $610,984
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 $612,488 $612,488 0.04 $609,124
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.54%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $607,595 $607,595 0.04 $603,885
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 590,909 $584,153 $584,153 0.04 $582,484
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 $578,520 $578,520 0.04 $576,899
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 559,063 $565,663 $565,663 0.04 $563,203
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $561,323 $561,323 0.04 $560,075
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 568,328 $560,958 $560,958 0.04 $560,121
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $553,884 $553,884 0.04 $551,002
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $539,665 $539,665 0.03 $536,580
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 516,255 $520,589 $520,589 0.03 $517,614
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 $510,973 $510,973 0.03 $509,123
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $510,727 $510,727 0.03 $507,620
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 $510,185 $510,185 0.03 $506,804
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 $506,050 $506,050 0.03 $504,284
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $504,481 $504,481 0.03 $502,806
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 $504,457 $504,457 0.03 $502,002
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $503,640 $503,640 0.03 $501,812
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $500,974 $500,974 0.03 $497,191
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 $498,081 $498,081 0.03 $495,450
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 495,797 $497,553 $497,553 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 $494,036 $494,036 0.03 $492,844
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.40309% 25-OCT-2057, 7.40%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 448,320 $470,554 $470,554 0.03 $469,632
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 $466,541 $466,541 0.03 $466,051
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.93787% 25-DEC-2031, 5.94%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 423,302 $460,520 $460,520 0.03 $423,608
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 447,509 $455,077 $455,077 0.03 $451,163
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $454,847 $454,847 0.03 $452,722
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 447,509 $451,434 $451,434 0.03 $448,450
NATL Commercial Mortgage Trust 2026-IND D 6.07465% 15-JUN-2043, 6.07%, 06/15/43 NATL 2026-IND 62881KAG4 - 437,009 $437,482 $437,482 0.03 $435,934
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 424,117 $418,585 $418,585 0.03 $416,536
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $415,347 $415,347 0.03 $413,585
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 $409,887 $409,887 0.03 $408,304
Zip Asset Securitization Trust 2026-A E 8.97% 15-FEB-2031, 8.97%, 02/18/31 ZIPUS 2026-A 98973QAE9 - 407,000 $408,284 $408,284 0.03 $406,255
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 398,983 $405,372 $405,372 0.03 $403,565
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $402,882 $402,882 0.03 $401,377
BX Commercial Mortgage Trust 2026-CSMO C 5.92465% 15-FEB-2043, 5.92%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $401,664 $401,664 0.03 $400,282
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 $400,761 $400,761 0.03 $399,455
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 $394,738 $394,738 0.03 $393,995
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.12449% 20-SEP-2033, 7.12%, 09/20/33 HACLN 2025-2 44644NAR0 - 385,831 $387,356 $387,356 0.03 $386,134
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 $385,894 $385,894 0.02 $384,385
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $376,413 $376,413 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 $364,792 $364,792 0.02 $363,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $363,383 $363,383 0.02 $361,549
EQT Trust 2026-IND1 D 5.92465% 15-JUL-2041, 5.92%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $362,113 $362,113 0.02 $360,862
DU00XY7845DB|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP - 357,717 $358,815 $358,815 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 $345,159 $345,159 0.02 $343,613
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $343,129 $343,129 0.02 $342,018
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $327,044 $327,044 0.02 $326,468
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.48787% 25-DEC-2031, 7.49%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 299,365 $326,963 $326,963 0.02 $300,297
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 322,794 $323,850 $323,850 0.02 $323,197
Zip Asset Securitization Trust 2026-A D 6.31% 15-FEB-2031, 6.31%, 02/18/31 ZIPUS 2026-A 98973QAD1 - 321,000 $322,715 $322,715 0.02 $321,589
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 $317,861 $317,861 0.02 $317,521
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 315,217 $314,170 $314,170 0.02 $313,259
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $309,858 $309,858 0.02 $308,474
BX Commercial Mortgage Trust 2024-MF C 5.86555% 15-FEB-2039, 5.87%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $309,295 $309,295 0.02 $308,235
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 304,617 $308,593 $308,593 0.02 $307,546
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 $301,761 $301,761 0.02 $300,013
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 $298,808 $298,808 0.02 $297,215
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $293,117 $293,117 0.02 $291,630
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.12449% 20-MAY-2032, 9.12%, 05/20/32 HACLN 2024-1 44644NAD1 - 286,045 $292,766 $292,766 0.02 $291,606
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 286,511 $287,096 $287,096 0.02 $286,203
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,117 $283,117 0.02 $282,342
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $268,119 $268,119 0.02 $267,342
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.43787% 25-FEB-2050, 5.44%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 265,235 $258,866 $258,866 0.02 $258,465
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 $252,114 $252,114 0.02 $251,064
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 $230,024 $230,024 0.01 $229,023
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 $227,693 $227,693 0.01 $226,966
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $226,167 $226,167 0.01 $224,926
BXHPP Trust 2021-FILM B 4.939% 15-AUG-2036, 4.94%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $220,918 $220,918 0.01 $220,197
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $218,838 $218,838 0.01 $218,066
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $213,259 $213,259 0.01 $212,045
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 $213,078 $213,078 0.01 $211,678
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $212,124 $212,124 0.01 $210,905
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $202,274 $202,274 0.01 $201,220
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 192,421 $194,299 $194,299 0.01 $193,342
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 187,102 $188,278 $188,278 0.01 $187,555
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 $179,693 $179,693 0.01 $178,461
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 $176,212 $176,212 0.01 $175,818
Readycap Lending Small Business Loan Trust 2023-3 A 7.07% 25-APR-2048, 7.07%, 04/25/48 RCLT 75576AAA1 - 155,884 $161,713 $161,713 0.01 $157,206
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 158,603 $156,522 $156,522 0.01 $156,291
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $153,604 $153,604 0.01 $153,437
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 $138,489 $138,489 0.01 $137,967
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 $138,445 $138,445 0.01 $137,937
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $121,461 $121,461 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 $118,217 $118,217 0.01 $118,155
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 $109,044 $109,044 0.01 $108,729
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $98,971 $98,971 0.01 $98,856
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $98,028 $98,028 0.01 $97,910
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $91,614 $91,614 0.01 $91,498
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 86,898 $88,180 $88,180 0.01 $87,347
Ginnie Mae REMIC Trust 2005-065 FA 4.15525% 20-AUG-2035, 4.22%, 08/20/35 GNR 2005-65 38374LL25 - 86,007 $84,581 $84,581 0.01 $84,430
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $75,146 $75,146 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 $71,770 $71,770 0.00 $71,674
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 $52,232 $52,232 0.00 $52,008
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 - - $44,269 $44,269 0.00 $0
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - $42,971 $42,971 0.00 $0
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - $26,903 $26,903 0.00 $0
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 17,764 $17,812 $17,812 0.00 $17,764
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - $15,924 $15,924 0.00 $0
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 $14,896 $14,896 0.00 $14,873
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 14,752 $14,788 $14,788 0.00 $14,762
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 $13,006 $13,006 0.00 $12,971
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 $10,223 $10,223 0.00 $10,182
US 10yr Ultra Fut Dec26 DEC 26 UXYZ6 FUTURES_USD - -1,139 $-123,510,312 $0 0.00 $0
US ULTRA BOND CBT Dec26 DEC 26 WNZ6 FUTURES_USD - 225.00 $24,665,625 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - 629.00 $128,659,985 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - 680.00 $71,421,250 $0 0.00 $0
US 10YR NOTE (CBT)Dec26 DEC 26 TYZ6 FUTURES_USD - 1,022 $109,242,219 $0 0.00 $0
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/12/26 FNCL 01F0626B2 - -31,117,204 $-31,716,833 $-31,716,833 -2.05 $-31,716,833
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/10/26 FNCL 01F0526C1 - -123,200,000 $-120,565,614 $-120,565,614 -7.80 $-120,565,614
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/12/26 FNCL 01F0606B6 - -154,000,000 $-154,340,340 $-154,340,340 -9.98 $-154,340,340
SEGREGATED CASH SEGCASH $0.00 6,939,870 $6,939,870 $6,939,870 0.45 $6,939,870
US DOLLARS USD MD_142224 - -33,460,265 $-33,460,265 $-33,460,265 -2.16 $-33,460,265
Janus Henderson AAA CLO ETF 03/30/27 - 47103U845 $50.47 1,196,612 $60,428,906 $282,140 0.02 $35,898
Janus Henderson AAA CLO ETF 04/05/27 - 47103U845 $50.50 957,290 $48,343,145 $196,993 0.01 $0
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,279,089 $55,047 0.00 $-52,038
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,279,089 $39,435 0.00 $-67,649
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,005,560 $28,082 0.00 $-196,059
Janus Henderson AAA CLO ETF 01/22/27 - 47103U845 $50.61 290,748 $14,682,774 $27,848 0.00 $-31,982
Janus Henderson AAA CLO ETF 05/24/27 - 47103U845 $50.61 290,747 $14,682,724 $27,848 0.00 $-31,982
Janus Henderson AAA CLO ETF 03/29/27 - 47103U845 $50.70 1,185,046 $59,844,823 $6,852 0.00 $-237,009
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 $153,985,688 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - 322.00 $307,590,500 $0 0.00 $0
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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