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 August 11, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 139,241,500 $140,929,107 $140,929,107 9.34 $140,929,107
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - 129,985,000 $125,739,040 $125,739,040 8.33 $125,739,040
GNMA II TBA 30yr 2.5% August Delivery, 2.50%, 08/20/26 G2SF 21H022689 - 90,700,000 $76,048,776 $76,048,776 5.04 $76,048,776
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 40,163,000 $41,438,175 $41,438,175 2.74 $41,438,175
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 24,590,000 $24,603,205 $24,603,205 1.63 $24,434,832
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 20,338,000 $20,163,622 $20,163,622 1.34 $20,163,622
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B2 12.11608% 25-FEB-2042, 12.12%, 02/25/42 STACR 2022-DNA2 35564KSQ3 - 16,825,157 $17,548,747 $17,548,747 1.16 $17,458,144
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 16,633,000 $17,142,931 $17,142,931 1.14 $16,797,334
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.41608% 25-NOV-2041, 11.42%, 11/25/41 STACR 2021-DNA7 35564KNE5 - 16,665,945 $17,056,643 $17,056,643 1.13 $16,972,083
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 9.86608% 25-SEP-2041, 9.87%, 09/25/41 STACR 2021-HQA3 35564KKL2 - 16,863,963 $17,034,930 $17,034,930 1.13 $16,960,983
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,891,325 $15,891,325 1.05 $15,824,320
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 10.61608% 25-DEC-2041, 10.62%, 12/25/41 STACR 2021-HQA4 35564KPP8 - 15,008,276 $15,402,705 $15,402,705 1.02 $15,331,892
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,271,256 $15,271,256 1.01 $15,207,326
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.11608% 25-OCT-2041, 11.12%, 10/25/41 STACR 2021-DNA6 35564KLV9 - 14,455,553 $14,751,246 $14,751,246 0.98 $14,635,559
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 12,941,000 $13,399,372 $13,399,372 0.89 $13,000,852
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 11,958,000 $12,176,742 $12,176,742 0.81 $12,124,573
ALA Trust 2025-OANA A 5.41963% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,129,076 $12,129,076 0.80 $12,078,267
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,061,077 $12,061,077 0.80 $12,021,600
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,062,101 $11,062,101 0.73 $11,016,903
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,128,085 $10,128,085 0.67 $10,085,421
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,118,520 $10,118,520 0.67 $10,069,904
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,068,201 $10,068,201 0.67 $10,000,590
BX Trust 2025-VLT7 E 7.42637% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $10,036,046 $10,036,046 0.67 $9,978,482
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,778,645 $9,778,645 0.65 $9,623,991
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 9,000,000 $9,027,763 $9,027,763 0.60 $8,993,763
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,838,098 $8,865,904 $8,865,904 0.59 $8,809,939
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,036,980 $8,036,980 0.53 $8,010,509
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,911,774 $7,911,774 0.52 $7,888,337
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - 7,500,000 $7,557,247 $7,557,247 0.50 $7,525,747
HILT 2025-NVIL A 5.41937% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,451,983 $7,451,983 0.49 $7,420,791
Extended Stay America Trust 2025-ESH B 5.27637% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,267,060 $7,267,060 0.48 $7,237,416
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.52%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,032,681 $7,032,681 0.47 $6,988,381
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 10.71608% 25-JAN-2042, 10.72%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - 6,648,980 $6,851,078 $6,851,078 0.45 $6,819,411
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.36608% 25-FEB-2042, 7.37%, 02/25/42 STACR 2022-DNA2 35564KRN1 - 6,651,290 $6,769,253 $6,769,253 0.45 $6,747,478
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,756,290 $6,756,290 0.45 $6,714,876
Ally Bank Auto Credit-Linked Notes, Series 2026-A E 6.37% 15-MAR-2034, 6.37%, 03/15/34 ABCLN 2026-A 02009EAE6 - 6,740,586 $6,724,881 $6,724,881 0.45 $6,692,677
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,721,852 $6,721,852 0.45 $6,699,742
Great Wolf Trust 2024-WOLF D 6.56637% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,662,784 $6,662,784 0.44 $6,629,061
Connecticut Avenue Securities, Series 2021-R03 1B2 9.11608% 25-DEC-2041, 9.12%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,606,178 $6,606,178 0.44 $6,579,923
PNW Trust 2026-ARTE A 5.38763% 15-APR-2041, 5.39%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,511,006 $6,511,006 0.43 $6,483,768
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,429,212 $6,429,212 0.43 $6,412,634
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,347,502 $6,385,412 $6,385,412 0.42 $6,344,922
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,368,697 $6,368,697 0.42 $6,341,915
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.83%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,356,357 $6,356,357 0.42 $6,327,807
BX Commercial Mortgage Trust 2024-AIRC A 5.36724% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,252,976 $6,296,001 $6,296,001 0.42 $6,269,896
SMRT Commercial Mortgage Trust 2022-MINI D 5.62637% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,269,715 $6,269,715 0.42 $6,242,362
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.26608% 25-FEB-2045, 5.27%, 02/25/45 STACR 2025-HQA1 35564NHA4 - 6,176,241 $6,221,578 $6,221,578 0.41 $6,207,122
BX Trust 2025-TAIL D 6.12637% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,033,579 $6,033,579 0.40 $6,004,989
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,952,461 $5,952,461 0.39 $5,934,971
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,880,957 $5,880,957 0.39 $5,831,381
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,853,174 $5,853,174 0.39 $5,793,712
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.08888% 25-OCT-2057, 6.09%, 10/25/57 CHASE 2020-CL1 46591HAG5 - 5,590,667 $5,778,227 $5,778,227 0.38 $5,763,098
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,733,405 $5,733,405 0.38 $5,695,724
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,672,758 $5,688,345 $5,688,345 0.38 $5,651,332
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,678,893 $5,678,893 0.38 $5,635,498
BX Trust 2024-CNYN D 6.36646% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,648,705 $5,648,705 0.37 $5,620,976
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,761,241 $5,587,548 $5,587,548 0.37 $5,561,302
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,602,008 $5,582,825 $5,582,825 0.37 $5,546,439
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.11608% 25-MAY-2045, 5.12%, 05/25/45 STACR 2025-DNA2 35564NJA2 - 5,510,949 $5,527,987 $5,527,987 0.37 $5,515,456
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,523,963 $5,523,963 0.37 $5,481,980
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,506,078 $5,506,078 0.37 $5,472,817
BGSL Big Sky Funding LLC|8.5|12/31/2027, 8.50%, 12/31/27 BigSky - 5,481,934 $5,481,934 $5,481,934 0.36 $5,481,934
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - 5,534,610 $5,393,296 $5,393,296 0.36 $5,367,137
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 $5,361,443 $5,361,443 0.36 $5,318,719
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,358,999 $5,358,999 0.36 $5,334,763
SWCH Commercial Mortgage Trust 2025-DATA E 7.01659% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,299,703 $5,299,703 0.35 $5,270,560
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,200,740 $5,200,740 0.35 $5,166,550
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,191,986 $5,191,986 0.34 $5,098,216
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.12%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,186,834 $5,186,834 0.34 $5,175,083
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,182,106 $5,182,106 0.34 $5,163,936
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.36%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,052,793 $5,052,793 0.34 $5,010,894
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,034,628 $5,034,628 0.33 $5,021,594
BX Trust 2025-DIME E 6.67637% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,030,623 $5,030,623 0.33 $5,004,659
SCG Trust 2025-SNIP E 7.07637% 15-SEP-2042, 7.08%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,027,523 $5,027,523 0.33 $5,000,004
Connecticut Avenue Securities Trust 2022-R03 1B2 13.46608% 25-MAR-2042, 13.47%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $5,023,239 $5,023,239 0.33 $4,994,847
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,022,666 $5,022,666 0.33 $4,982,515
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,021,290 $5,021,290 0.33 $5,009,947
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,018,543 $5,018,543 0.33 $5,004,776
Atlantic Avenue 2026-5 Ltd|7.043|03/31/2039, 7.04%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,000,000 $5,000,000 0.33 $5,000,000
SCG Commercial Mortgage Trust 2025-DLFN E 6.62637% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,944,589 $4,944,589 0.33 $4,919,315
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,931,384 $4,931,384 0.33 $4,917,794
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,893,253 $4,893,253 0.32 $4,863,060
Extended Stay America Trust 2026-ESH2 D 5.92637% 15-FEB-2043, 5.93%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,867,422 $4,867,422 0.32 $4,845,172
BX Commercial Mortgage Trust 2024-MF D 6.36619% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,866,190 $4,866,190 0.32 $4,842,295
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,790,844 $4,834,637 $4,834,637 0.32 $4,819,830
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,831,863 $4,831,863 0.32 $4,802,217
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,762,707 $4,762,707 0.32 $4,672,182
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,680,836 $4,680,836 0.31 $4,659,664
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,671,445 $4,671,445 0.31 $4,641,872
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,656,245 $4,656,245 0.31 $4,631,645
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,647,586 $4,647,586 0.31 $4,626,625
NRTH Commercial Mortgage Trust 2025-PARK B 5.31929% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,526,392 $4,526,392 0.30 $4,507,774
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 68237DAB9 - 4,500,000 $4,523,273 $4,523,273 0.30 $4,506,023
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,500,000 $4,512,688 $4,512,688 0.30 $4,500,000
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 $4,494,982 $4,494,982 0.30 $4,482,720
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,457,703 $4,457,703 0.30 $4,416,401
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,440,483 $4,440,483 0.29 $4,413,437
GWT Commercial Mortgage Trust 2024-WLF2 E 7.3148% 15-MAY-2041, 7.31%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,368,176 $4,368,176 0.29 $4,343,587
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 $4,367,272 $4,367,272 0.29 $4,333,375
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.27%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,359,175 $4,359,175 0.29 $4,327,111
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,343,916 $4,328,397 $4,328,397 0.29 $4,301,262
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,356,750 $4,325,992 $4,325,992 0.29 $4,309,360
COMM 2024-WCL1 Mortgage Trust D 6.966% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,295,176 $4,295,176 0.28 $4,272,151
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,252,983 $4,252,983 0.28 $4,231,199
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 5.83%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,210,679 $4,218,192 $4,218,192 0.28 $4,190,223
BX Commercial Mortgage Trust 2026-XL6 D 5.77637% 15-MAR-2043, 5.78%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,171,939 $4,206,124 $4,206,124 0.28 $4,187,381
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,160,721 $4,199,405 $4,199,405 0.28 $4,181,462
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.33888% 25-OCT-2057, 6.34%, 10/25/57 CHASE 2020-CL1 46591HAH3 - 4,038,596 $4,185,682 $4,185,682 0.28 $4,174,304
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,155,312 $4,155,312 0.28 $4,130,633
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,121,000 $4,132,958 $4,132,958 0.27 $4,121,572
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,127,961 $4,118,725 $4,118,725 0.27 $4,095,369
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,085,667 $4,096,306 $4,096,306 0.27 $4,069,439
Oracle Corporation Depositary Shs Repr 1/2,000th Int 6.50% Mand Con Pfd Shs Ser -D-, 6.50%, 01/15/29 ORCL 68389X204 - 88,850 $4,062,222 $4,062,222 0.27 $4,062,222
Ally Bank Auto Credit-Linked Notes, Series 2026-A D 5.248% 15-MAR-2034, 5.25%, 03/15/34 ABCLN 2026-A 02009EAD8 - 4,017,568 $4,031,064 $4,031,064 0.27 $4,015,251
BLP Trust 2025-IND2 D 6.32637% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,029,404 $4,029,404 0.27 $4,009,722
United Auto Credit Securitization Trust 2026-1 D 5.65% 10-JUL-2031, 5.65%, 07/10/31 UACST 2026-1 90945FAD7 - 4,067,000 $4,021,416 $4,021,416 0.27 $4,020,139
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,014,911 $4,014,911 0.27 $3,999,221
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,984,441 $3,984,441 0.26 $3,962,441
BX Trust 2024-VLT4 E 6.565774% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,958,262 $3,958,262 0.26 $3,937,942
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,009,764 $3,869,878 $3,869,878 0.26 $3,852,391
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,857,587 $3,857,587 0.26 $3,768,942
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,843,818 $3,843,818 0.26 $3,819,905
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - 3,787,869 $3,821,820 $3,821,820 0.25 $3,808,587
Ally Bank/Utah|6.53|06/15/2034, 6.53%, 06/15/34 ABCLN 2026-B 02009FAE3 - 3,795,000 $3,795,234 $3,795,234 0.25 $3,795,234
FREMF 2023-K511 Mortgage Trust C 5.821769% 25-NOV-2028, 5.64%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,778,541 $3,778,541 0.25 $3,752,853
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,777,330 $3,777,330 0.25 $3,767,103
JW Commercial Mortgage Trust 2026-MRCO B 5.37637% 15-JUN-2039, 5.38%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,776,685 $3,776,685 0.25 $3,761,004
BMP Commercial Mortgage Trust 2024-MF23 D 6.06686% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,773,639 $3,773,639 0.25 $3,755,944
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,771,567 $3,771,567 0.25 $3,753,935
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,742,659 $3,742,659 0.25 $3,717,962
LEX Trust 2026-450 D 6.02637% 15-MAR-2043, 6.03%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,735,244 $3,735,244 0.25 $3,717,883
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,713,072 $3,713,072 0.25 $3,668,192
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,704,299 $3,704,299 0.25 $3,693,016
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - 3,688,888 $3,657,953 $3,657,953 0.24 $3,647,460
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - 3,553,854 $3,650,370 $3,650,370 0.24 $3,623,180
BX Commercial Mortgage Trust 2024-XL5 D 6.36617% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,600,815 $3,600,815 0.24 $3,583,138
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,571,921 $3,587,271 $3,587,271 0.24 $3,572,510
Extended Stay America Trust 2025-ESH E 7.02637% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,579,200 $3,579,200 0.24 $3,559,856
Extended Stay America Trust 2025-ESH D 6.27637% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,577,081 $3,577,081 0.24 $3,559,802
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,522,328 $3,528,338 $3,528,338 0.23 $3,516,318
SCG Trust 2025-SNIP D 6.27637% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,522,907 $3,522,907 0.23 $3,505,821
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,491,196 $3,491,196 0.23 $3,482,637
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,486,311 $3,486,311 0.23 $3,476,219
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,487,605 $3,473,533 $3,473,533 0.23 $3,457,410
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.22%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,455,275 $3,455,275 0.23 $3,430,726
CSMC 2021-BHAR C 5.791% 15-NOV-2038, 5.79%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,432,999 $3,432,999 0.23 $3,417,476
NATL Commercial Mortgage Trust 2026-IND E 6.82637% 15-JUN-2043, 6.83%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,403,465 $3,403,465 0.23 $3,385,546
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,391,001 $3,391,001 0.22 $3,368,107
BAY Trust 2026-MDWS C 6.06877% 15-JUN-2041, 6.07%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,387,299 $3,387,299 0.22 $3,371,326
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,340,518 $3,340,518 0.22 $3,320,289
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,338,794 $3,338,898 $3,338,898 0.22 $3,318,109
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,293,200 $3,293,200 0.22 $3,277,649
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,237,299 $3,237,299 0.21 $3,228,092
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,195,222 $3,221,234 $3,221,234 0.21 $3,200,659
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,199,873 $3,199,873 0.21 $3,178,058
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 $3,179,974 $3,179,974 0.21 $3,158,942
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,172,278 $3,172,278 0.21 $3,150,197
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,171,422 $3,171,422 0.21 $3,160,784
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,170,641 $3,170,641 0.21 $3,164,551
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-DNA3 B2 11.48056% 25-SEP-2048, 11.48%, 09/25/48 STACR 2018-DNA3 35563WBE3 - 2,797,000 $3,168,507 $3,168,507 0.21 $3,154,236
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,154,335 $3,154,335 0.21 $3,146,083
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,139,721 $3,139,721 0.21 $3,130,716
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 $3,139,061 $3,139,061 0.21 $3,128,200
BX Trust 2025-LUNR D 6.17637% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,136,957 $3,136,957 0.21 $3,122,002
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 B1 10.61608% 25-MAR-2042, 10.62%, 03/25/42 STACR 2022-HQA1 35564KUE7 - 3,000,000 $3,135,588 $3,135,588 0.21 $3,121,433
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,104,378 $3,104,378 0.21 $3,089,356
Saluda Grade Alternative Mortgage Trust 2026-HB1 A1B 5.2744% 25-APR-2056, 5.27%, 04/25/56 GRADE 2026-HB1 795939AC1 - 3,084,691 $3,097,562 $3,097,562 0.21 $3,089,427
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 $3,093,812 $3,093,812 0.21 $3,079,225
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,074,974 $3,074,974 0.20 $3,056,897
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,074,823 $3,074,823 0.20 $3,056,095
Katayma CLO II Ltd|6.761|04/20/2037, 6.76%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 3,067,000 $3,067,000 $3,067,000 0.20 $3,067,000
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - 3,047,146 $3,051,320 $3,051,320 0.20 $3,041,525
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,051,064 $3,035,207 $3,035,207 0.20 $3,017,416
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 $3,022,540 $3,022,540 0.20 $3,014,436
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,043,998 $3,015,322 $3,015,322 0.20 $2,997,999
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,008,928 $3,008,928 0.20 $2,996,914
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,988,256 $2,988,256 0.20 $2,969,630
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 $2,975,044 $2,975,044 0.20 $2,956,519
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,967,714 $2,967,714 0.20 $2,948,410
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,961,178 $2,961,178 0.20 $2,943,473
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,955,835 $2,955,835 0.20 $2,948,234
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,885,004 $2,885,004 0.19 $2,835,661
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - 2,921,000 $2,879,150 $2,879,150 0.19 $2,867,583
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 $2,851,311 $2,851,311 0.19 $2,847,534
SCG Commercial Mortgage Trust 2025-FLWR E 6.42637% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,850,927 $2,850,927 0.19 $2,836,596
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - 2,854,000 $2,848,237 $2,848,237 0.19 $2,836,057
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,842,164 $2,842,164 0.19 $2,837,034
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,825,273 $2,825,273 0.19 $2,809,397
BX Trust 2026-CART D 5.57637% 15-FEB-2036, 5.58%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,811,658 $2,811,658 0.19 $2,799,470
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 $2,790,954 $2,790,954 0.19 $2,771,428
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 $2,783,607 $2,783,607 0.18 $2,776,793
Great Wolf Trust 2024-WOLF G 9.11237% 15-MAR-2039, 9.11%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,779,314 $2,779,314 0.18 $2,759,824
JW Commercial Mortgage Trust 2026-MRCO D 6.12637% 15-JUN-2039, 6.13%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,777,571 $2,777,571 0.18 $2,764,468
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,743,052 $2,765,277 $2,765,277 0.18 $2,746,473
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,681,219 $2,761,799 $2,761,799 0.18 $2,740,219
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,750,000 $2,756,558 $2,756,558 0.18 $2,750,296
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,772,046 $2,746,262 $2,746,262 0.18 $2,730,117
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,729,568 $2,733,684 $2,733,684 0.18 $2,714,783
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - 2,699,347 $2,715,818 $2,715,818 0.18 $2,698,347
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,700,276 $2,700,276 0.18 $2,687,318
BX Trust 2025-ROIC E 6.61766% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,694,488 $2,694,488 0.18 $2,680,685
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.41608% 25-JUL-2048, 5.42%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - 2,683,092 $2,692,206 $2,692,206 0.18 $2,685,747
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - 2,677,000 $2,690,642 $2,690,642 0.18 $2,681,665
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,647,571 $2,647,571 0.18 $2,640,045
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,618,384 $2,634,227 $2,634,227 0.17 $2,624,192
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,629,879 $2,629,879 0.17 $2,616,861
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - 2,610,399 $2,625,410 $2,625,410 0.17 $2,603,294
BX Commercial Mortgage Trust 2026-CSMO D 6.12637% 15-FEB-2043, 6.13%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,614,038 $2,614,038 0.17 $2,601,744
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,580,500 $2,602,023 $2,602,023 0.17 $2,567,038
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,573,206 $2,573,206 0.17 $2,558,994
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,567,550 $2,567,550 0.17 $2,556,484
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 - 2,543,344 $2,560,875 $2,560,875 0.17 $2,554,078
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,576,925 $2,546,642 $2,546,642 0.17 $2,531,249
QTS ISSUER ABS II, LLC AB 0% 56, 7.14%, 07/05/56 QTSII 2026-6A 74690FBN5 - 2,544,000 $2,543,782 $2,543,782 0.17 $2,540,250
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 $2,541,427 $2,541,427 0.17 $2,534,692
FirstLight Issuer, Series 2026-1 C_261 8.932% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,541,345 $2,541,345 0.17 $2,524,294
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - 2,516,000 $2,533,275 $2,533,275 0.17 $2,508,395
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,529,290 $2,529,290 0.17 $2,519,650
PFDR Trust 2026-DLVR C 6.17637% 15-JUN-2043, 6.18%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,524,944 $2,524,944 0.17 $2,512,896
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,512,370 $2,522,155 $2,522,155 0.17 $2,511,730
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 $2,520,891 $2,520,891 0.17 $2,503,163
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,515,874 $2,515,874 0.17 $2,505,749
NYC Commercial Mortgage Trust 2025-3BP D 6.11762% 15-FEB-2042, 6.12%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,515,094 $2,515,094 0.17 $2,503,199
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,554,578 $2,515,005 $2,515,005 0.17 $2,510,783
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,507,920 $2,507,920 0.17 $2,500,976
BX Commercial Mortgage Trust 2024-AIR2 D 6.46645% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,506,212 $2,506,212 0.17 $2,493,691
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,504,372 $2,504,372 0.17 $2,484,717
280 Park Avenue 2017-280P Mortgage Trust B 5.049% 15-SEP-2034, 5.05%, 09/15/34 PRK 2017-280P 90205FAG5 - 2,500,000 $2,503,600 $2,503,600 0.17 $2,493,782
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,494,932 $2,494,932 0.17 $2,489,776
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.22%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,494,566 $2,494,566 0.17 $2,476,866
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,486,542 $2,486,542 0.16 $2,479,935
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - 2,549,787 $2,484,603 $2,484,603 0.16 $2,480,389
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - 2,500,000 $2,484,502 $2,484,502 0.16 $2,473,646
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,479,258 $2,479,258 0.16 $2,464,070
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 $2,472,810 $2,472,810 0.16 $2,467,370
Switch ABS Issuer, Series 2024-2 A2_2402 5.436% 25-MAY-2054, 5.44%, 06/25/54 SWTCH 2024-2A 871044AE3 - 2,489,000 $2,467,930 $2,467,930 0.16 $2,461,540
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,443,250 $2,443,250 0.16 $2,435,044
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 5.86%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,419,092 $2,419,092 0.16 $2,403,067
Connecticut Avenue Securities Trust 2023-R02 1M2 6.96608% 25-JAN-2043, 6.97%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,415,198 $2,415,198 0.16 $2,407,969
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.0% 27-SEP-2052, 0.00%, 09/27/52 BAMLL 05494BAJ6 - 2,405,067 $2,379,505 $2,379,505 0.16 $2,379,504
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 $2,374,836 $2,374,836 0.16 $2,362,111
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.62%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,374,075 $2,374,075 0.16 $2,356,097
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,356,309 $2,356,309 0.16 $2,352,561
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,376,313 $2,352,837 $2,352,837 0.16 $2,339,543
ALA Trust 2025-OANA D 6.76772% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,349,842 $2,349,842 0.16 $2,337,562
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,351,759 $2,348,353 $2,348,353 0.16 $2,334,294
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4092% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,344,931 $2,344,931 0.16 $2,333,297
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,335,837 $2,335,837 0.15 $2,323,960
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,319,858 $2,319,858 0.15 $2,310,612
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,285,651 $2,304,020 $2,304,020 0.15 $2,288,948
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 $2,293,337 $2,293,337 0.15 $2,292,689
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,272,957 $2,272,957 0.15 $2,263,947
JW Commercial Mortgage Trust 2026-MRCO C 5.62637% 15-JUN-2039, 5.63%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,269,688 $2,269,688 0.15 $2,259,842
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,341,945 $2,268,016 $2,268,016 0.15 $2,256,947
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,263,632 $2,263,632 0.15 $2,254,330
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 $2,241,817 $2,241,817 0.15 $2,232,102
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,236,707 $2,236,707 0.15 $2,228,850
COMM 2024-WCL1 Mortgage Trust C 6.566% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,235,467 $2,235,467 0.15 $2,224,151
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,227,103 $2,227,103 0.15 $2,194,746
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,219,864 $2,219,864 0.15 $2,208,727
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,185,165 $2,185,165 0.14 $2,180,319
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 D 8.12139% 20-FEB-2034, 8.12%, 02/20/34 HACLN 2026-1 44644NAY5 - 2,167,020 $2,178,243 $2,178,243 0.14 $2,167,000
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 671,000 $2,156,710 $2,156,710 0.14 $2,153,071
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,203,590 $2,154,291 $2,154,291 0.14 $2,153,905
DBGS 2021-W52 Mortgage Trust C 6.2405% 15-JAN-2038, 6.24%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,141,435 $2,141,435 0.14 $2,130,993
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,106,091 $2,127,142 $2,127,142 0.14 $2,120,947
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - 2,075,567 $2,107,471 $2,107,471 0.14 $2,095,388
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,103,408 $2,103,408 0.14 $2,089,910
Connecticut Avenue Securities Trust 2023-R05 1B2 10.46608% 25-JUN-2043, 10.47%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,086,963 $2,086,963 0.14 $2,078,125
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,085,094 $2,085,094 0.14 $2,068,947
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 $2,082,923 $2,082,923 0.14 $2,078,257
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,105,740 $2,082,309 $2,082,309 0.14 $2,069,973
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,076,391 $2,076,391 0.14 $2,068,881
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,073,978 $2,073,978 0.14 $2,065,605
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 $2,071,477 $2,071,477 0.14 $2,060,878
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,049,926 $2,049,926 0.14 $2,041,762
SMRT Commercial Mortgage Trust 2022-MINI F 7.02637% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,029,299 $2,029,299 0.13 $2,018,231
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $2,018,456 $2,018,456 0.13 $2,006,751
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 2,000,000 $2,012,754 $2,012,754 0.13 $1,998,734
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 6.96608% 25-SEP-2041, 6.97%, 09/25/41 STACR 2021-HQA3 35564KKK4 - 2,000,000 $2,011,576 $2,011,576 0.13 $2,005,373
BOCA Commercial Mortgage Trust 2025-BOCA D 6.17637% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,011,447 $2,011,447 0.13 $2,001,839
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,031,020 $2,010,967 $2,010,967 0.13 $1,999,131
FS Commercial Mortgage Trust 2026-PALM D 6.07637% 15-JUL-2041, 6.05%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,010,472 $2,010,472 0.13 $2,003,750
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,010,434 $2,010,434 0.13 $1,999,814
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,006,606 $2,006,606 0.13 $1,997,621
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,001,301 $2,001,301 0.13 $1,988,865
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 8.86608% 25-MAR-2042, 8.87%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - 1,942,932 $1,999,607 $1,999,607 0.13 $1,991,951
RKTL 2026-3|6.29|08/27/2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $1,998,291 $1,998,291 0.13 $1,997,942
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,995,726 $1,995,726 0.13 $1,981,918
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,991,979 $1,991,979 0.13 $1,984,398
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 $1,991,386 $1,991,386 0.13 $1,983,166
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,011,081 $1,989,861 $1,989,861 0.13 $1,986,537
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,985,911 $1,985,911 0.13 $1,973,074
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,984,212 $1,984,212 0.13 $1,980,292
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - 2,065,223 $1,980,127 $1,980,127 0.13 $1,970,483
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,973,324 $1,973,324 0.13 $1,961,466
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,966,923 $1,966,923 0.13 $1,954,840
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,960,768 $1,960,768 0.13 $1,955,691
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,006,499 $1,944,271 $1,944,271 0.13 $1,936,844
BX Commercial Mortgage Trust 2024-AIR2 C 5.91724% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,931,936 $1,931,936 0.13 $1,923,105
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,949,779 $1,930,803 $1,930,803 0.13 $1,919,216
BX Trust 2026-CIP E 6.77637% 15-MAY-2038, 6.78%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,903,370 $1,924,959 $1,924,959 0.13 $1,914,927
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-HQA5 B2 11.01608% 25-NOV-2050, 11.02%, 11/25/50 STACR 2020-HQA5 35565TBE8 - 1,566,527 $1,922,214 $1,922,214 0.13 $1,914,545
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,914,643 $1,912,623 $1,912,623 0.13 $1,901,175
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,909,482 $1,909,482 0.13 $1,899,991
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,896,642 $1,896,642 0.13 $1,891,612
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - 1,821,072 $1,894,393 $1,894,393 0.13 $1,880,502
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,864,311 $1,863,220 $1,863,220 0.12 $1,855,581
BX Trust 2024-BRBK B 7.60297% 15-OCT-2041, 7.63%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,861,782 $1,861,782 0.12 $1,850,801
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 5.87139% 20-MAR-2033, 5.87%, 03/21/33 HACLN 2025-1 446438SZ7 - 1,852,622 $1,859,623 $1,859,623 0.12 $1,852,673
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 1,600,000 $1,854,720 $1,854,720 0.12 $1,854,720
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,833,657 $1,848,596 $1,848,596 0.12 $1,836,323
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $1,841,414 $1,841,414 0.12 $1,831,648
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,825,310 $1,817,410 $1,817,410 0.12 $1,811,855
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 $1,801,730 $1,801,730 0.12 $1,797,183
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 $1,799,954 $1,799,954 0.12 $1,793,347
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,767,500 $1,775,856 $1,775,856 0.12 $1,766,041
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,754,260 $1,754,260 0.12 $1,747,251
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 $1,748,901 $1,748,901 0.12 $1,739,967
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,747,861 $1,747,861 0.12 $1,741,154
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 $1,746,123 $1,746,123 0.12 $1,738,655
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,731,401 $1,731,401 0.11 $1,727,449
BXHPP Trust 2021-FILM C 4.891% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,716,114 $1,716,114 0.11 $1,708,696
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,714,261 $1,714,261 0.11 $1,709,749
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 - 1,700,000 $1,706,980 $1,706,980 0.11 $1,701,994
Extended Stay America Trust 2025-ESH F 7.77637% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,699,910 $1,699,910 0.11 $1,689,716
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,667,432 $1,667,432 0.11 $1,656,382
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,666,375 $1,666,375 0.11 $1,661,745
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,644,767 $1,644,767 0.11 $1,637,477
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,644,377 $1,644,377 0.11 $1,633,525
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - 1,629,367 $1,639,885 $1,639,885 0.11 $1,634,503
Connecticut Avenue Securities Trust 2023-R06 1B2 9.51608% 25-JUL-2043, 9.52%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,626,344 $1,626,344 0.11 $1,620,000
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,612,140 $1,615,625 $1,615,625 0.11 $1,606,114
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,615,500 $1,615,500 0.11 $1,602,559
BX Commercial Mortgage Trust 2024-WPT D 6.36607% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,593,464 $1,593,464 0.11 $1,585,641
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,539,860 $1,538,616 $1,538,616 0.10 $1,528,604
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,523,778 $1,523,778 0.10 $1,516,330
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,521,524 $1,521,524 0.10 $1,515,246
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,521,357 $1,521,357 0.10 $1,521,357
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 $1,521,275 $1,521,275 0.10 $1,513,801
Gracie Point International Funding, Series 2025-1 C 6.37539% 15-AUG-2028, 6.38%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,516,049 $1,516,049 0.10 $1,504,881
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,501,938 $1,509,919 $1,509,919 0.10 $1,500,052
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,506,071 $1,506,071 0.10 $1,500,491
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - 1,477,500 $1,504,917 $1,504,917 0.10 $1,483,745
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,501,898 $1,501,898 0.10 $1,496,646
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,500,988 $1,500,988 0.10 $1,491,900
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,498,981 $1,498,981 0.10 $1,494,473
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,489,898 $1,494,331 $1,494,331 0.10 $1,489,101
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 $1,493,805 $1,493,805 0.10 $1,487,730
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 $1,487,626 $1,487,626 0.10 $1,481,224
Kapitus Asset Securitization VI, Series 2026-1 A 5.36% 10-MAY-2033, 5.36%, 05/10/33 KAPT 2026-1A 48554WAA6 - 1,500,000 $1,486,820 $1,486,820 0.10 $1,486,373
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,470,688 $1,476,005 $1,476,005 0.10 $1,466,441
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,470,688 $1,475,793 $1,475,793 0.10 $1,465,894
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,468,857 $1,468,857 0.10 $1,459,740
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,458,186 $1,458,186 0.10 $1,458,186
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,432,261 $1,458,085 $1,458,085 0.10 $1,453,175
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,451,331 $1,457,592 $1,457,592 0.10 $1,449,825
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,435,350 $1,448,238 $1,448,238 0.10 $1,439,433
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,438,817 $1,443,530 $1,443,530 0.10 $1,440,195
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,436,613 $1,436,613 0.10 $1,436,593
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,398,092 $1,398,092 0.09 $1,394,056
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 $1,384,769 $1,384,769 0.09 $1,379,206
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,378,110 $1,378,110 0.09 $1,367,901
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,376,275 $1,376,275 0.09 $1,369,441
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,367,717 $1,367,717 0.09 $1,364,262
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - 1,366,114 $1,354,897 $1,354,897 0.09 $1,351,671
Ally Bank Auto Credit-Linked Notes, Series 2026-A F 7.294% 15-MAR-2034, 7.29%, 03/15/34 ABCLN 2026-A 02009EAF3 - 1,339,189 $1,349,905 $1,349,905 0.09 $1,342,579
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 $1,343,628 $1,343,628 0.09 $1,338,273
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,338,581 $1,327,379 $1,327,379 0.09 $1,320,001
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,298,447 $1,298,447 0.09 $1,290,053
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,281,519 $1,281,519 0.09 $1,272,641
Great Wolf Trust 2024-WOLF C 6.06737% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,270,366 $1,270,366 0.08 $1,264,420
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,272,266 $1,262,836 $1,262,836 0.08 $1,249,660
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,259,324 $1,262,419 $1,262,419 0.08 $1,256,955
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,254,791 $1,254,791 0.08 $1,252,002
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,250,000 $1,254,629 $1,254,629 0.08 $1,249,065
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,242,762 $1,249,543 $1,249,543 0.08 $1,241,756
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,241,945 $1,241,945 0.08 $1,236,784
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 $1,235,839 $1,235,839 0.08 $1,230,945
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,236,868 $1,223,171 $1,223,171 0.08 $1,217,874
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 $1,218,021 $1,218,021 0.08 $1,212,225
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,214,568 $1,214,568 0.08 $1,210,782
VB-S1 Issuer, Secured Tower Revenue Notes, Series 2026-1 (Vertical Bridge) F_2026_1 6.843% 15-MAR-2056, 6.84%, 03/15/56 VBTEL 2026-1A 91825HAE4 - 1,203,000 $1,205,254 $1,205,254 0.08 $1,199,080
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,203,223 $1,203,223 0.08 $1,200,300
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,193,734 $1,200,421 $1,200,421 0.08 $1,192,752
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,191,971 $1,191,103 $1,191,103 0.08 $1,183,490
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 $1,182,297 $1,182,297 0.08 $1,174,646
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 $1,173,697 $1,173,697 0.08 $1,167,243
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,168,374 $1,172,347 $1,172,347 0.08 $1,167,756
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 B1 8.36608% 25-FEB-2042, 8.37%, 02/25/42 STACR 2022-DNA2 35564KSJ9 - 1,144,034 $1,170,267 $1,170,267 0.08 $1,166,013
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,163,296 $1,163,617 $1,163,617 0.08 $1,156,797
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - 1,136,656 $1,155,976 $1,155,976 0.08 $1,149,125
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,155,424 $1,155,424 0.08 $1,152,121
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.00%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,134,654 $1,134,654 0.08 $1,130,387
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $1,131,474 $1,131,474 0.08 $1,125,063
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.22139% 20-OCT-2032, 6.22%, 10/20/32 HACLN 2024-2 44644NAJ8 - 1,115,867 $1,124,366 $1,124,366 0.07 $1,119,930
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,092,253 $1,118,215 $1,118,215 0.07 $1,112,543
Structured Agency Credit Risk (STACR) Debt Notes, Series 2018-HQA2 B2 14.73056% 25-OCT-2048, 14.73%, 10/25/48 STACR 2018-HQA2 35563XBE1 - 918,000 $1,107,403 $1,107,403 0.07 $1,101,393
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,156,652 $1,107,026 $1,107,026 0.07 $1,103,074
OBX 2026-HE1 Trust M2 5.41608% 25-FEB-2056, 5.42%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,106,361 $1,106,361 0.07 $1,103,382
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,104,425 $1,104,425 0.07 $1,102,230
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,104,358 $1,104,358 0.07 $1,102,071
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,103,173 $1,103,173 0.07 $1,100,632
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.12139% 20-MAR-2033, 7.12%, 03/21/33 HACLN 2025-1 446438TA1 - 1,076,785 $1,086,620 $1,086,620 0.07 $1,081,721
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,024,726 $1,068,719 $1,068,719 0.07 $1,062,471
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,058,203 $1,058,203 0.07 $1,051,581
BX Trust 2024-CNYN C 5.61753% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,057,210 $1,057,210 0.07 $1,052,622
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - 1,058,553 $1,057,013 $1,057,013 0.07 $1,052,197
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,056,965 $1,056,965 0.07 $1,054,568
BX Trust 2024-VLT4 D 6.116422% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,052,024 $1,052,024 0.07 $1,047,003
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,030,506 $1,036,792 $1,036,792 0.07 $1,033,284
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,027,916 $1,031,839 $1,031,839 0.07 $1,025,426
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,027,423 $1,027,423 0.07 $1,021,180
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,026,478 $1,026,478 0.07 $1,020,478
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,014,641 $1,023,451 $1,023,451 0.07 $1,019,886
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,031,088 $1,021,920 $1,021,920 0.07 $1,015,539
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 $1,012,488 $1,012,488 0.07 $1,002,400
FirstLight Issuer, Series 2026-1 B_261 6.167% 20-JUN-2056, 6.17%, 06/20/56 FLF 2026-1A 33769GAC0 - 1,017,000 $1,011,306 $1,011,306 0.07 $1,005,731
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 $1,006,044 $1,006,044 0.07 $1,000,479
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,004,751 $1,004,751 0.07 $999,487
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,002,691 $1,002,691 0.07 $1,000,322
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $1,001,701 $1,001,701 0.07 $998,501
Ally Bank/Utah|10.404|06/15/2034, 10.40%, 06/15/34 ABCLN 2026-B 02009FAG8 - 1,000,000 $1,000,061 $1,000,061 0.07 $1,000,061
Ally Bank/Utah|7.501|06/15/2034, 7.50%, 06/15/34 ABCLN 2026-B 02009FAF0 - 1,000,000 $1,000,015 $1,000,015 0.07 $1,000,015
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,035,951 $994,476 $994,476 0.07 $989,462
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 994,264 $992,610 $992,610 0.07 $986,667
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $992,382 $992,382 0.07 $989,388
LIFE 2021-BMR Mortgage Trust E 5.541% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $992,124 $992,124 0.07 $987,600
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $991,743 $991,743 0.07 $989,233
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 6.77139% 20-MAY-2032, 6.77%, 05/20/32 HACLN 2024-1 44644NAC3 - 980,692 $990,999 $990,999 0.07 $986,757
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $983,168 $983,168 0.07 $982,891
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 970,755 $980,286 $980,286 0.07 $971,453
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.96608% 25-APR-2042, 7.97%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 888,100 $911,048 $911,048 0.06 $907,904
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $904,215 $904,215 0.06 $902,094
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $900,212 $900,212 0.06 $890,526
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - 901,658 $884,788 $884,788 0.06 $880,680
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 882,039 $876,125 $876,125 0.06 $871,308
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 820,112 $864,598 $864,598 0.06 $859,001
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 810,000 $860,599 $860,599 0.06 $857,588
Truist Bank Auto Credit-Linked Notes, Series 2026-1 C 7.196% 25-JUN-2034, 7.20%, 06/26/34 TACLN 2026-1 897926DR9 - 849,169 $854,084 $854,084 0.06 $851,198
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 847,985 $850,062 $850,062 0.06 $846,558
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 853,080 $849,374 $849,374 0.06 $844,619
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 846,303 $847,609 $847,609 0.06 $845,804
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - 830,749 $847,070 $847,070 0.06 $841,831
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - 841,967 $846,834 $846,834 0.06 $842,617
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $844,134 $844,134 0.06 $838,830
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $843,855 $843,855 0.06 $841,492
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $841,082 $841,082 0.06 $836,340
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,044 $841,044 0.06 $838,970
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - 833,333 $834,848 $834,848 0.06 $832,958
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 823,095 $829,989 $829,989 0.06 $824,592
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $825,194 $825,194 0.05 $823,215
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 7.91%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $812,257 $812,257 0.05 $805,138
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - 805,109 $809,937 $809,937 0.05 $802,820
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 813,469 $807,365 $807,365 0.05 $806,021
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - 859,000 $797,574 $797,574 0.05 $796,097
BX Trust 2026-CIP D 5.77637% 15-MAY-2038, 5.78%, 05/15/38 BX 2026-CIP 123917AG1 - 786,092 $793,100 $793,100 0.05 $789,568
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $781,863 $781,863 0.05 $777,425
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $768,557 $768,557 0.05 $763,853
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 728,467 $742,379 $742,379 0.05 $738,052
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.41608% 25-JUN-2047, 5.42%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - 726,378 $731,280 $731,280 0.05 $729,528
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $727,192 $727,192 0.05 $725,819
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.36608% 25-JUN-2047, 6.37%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - 705,624 $720,162 $720,162 0.05 $718,166
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 $718,609 $718,609 0.05 $716,471
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.18888% 25-OCT-2057, 8.19%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 658,986 $715,864 $715,864 0.05 $713,465
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 7.62139% 20-OCT-2032, 7.62%, 10/20/32 HACLN 2024-2 44644NAK5 - 709,739 $709,796 $709,796 0.05 $706,340
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 - 689,198 $693,902 $693,902 0.05 $691,693
EQT Trust 2026-IND1 E 6.37637% 15-JUL-2041, 6.35%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $693,671 $693,671 0.05 $690,872
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $684,788 $684,788 0.05 $668,167
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 692,112 $683,633 $683,633 0.05 $679,547
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $678,708 $678,708 0.05 $675,291
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 673,750 $676,733 $676,733 0.04 $676,422
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 636,364 $668,547 $668,547 0.04 $664,596
Truist Bank Auto Credit-Linked Notes, Series 2026-1 D 10.101% 25-JUN-2034, 10.10%, 06/26/34 TACLN 2026-1 897926DS7 - 647,514 $652,939 $652,939 0.04 $649,850
Planet Fitness Master Issuer Series 2022-1 A2II 4.008% 05-MAR-2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $645,686 $645,686 0.04 $640,508
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 636,364 $643,331 $643,331 0.04 $640,695
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA1 B2 8.98056% 25-JAN-2050, 8.98%, 01/25/50 STACR 2020-DNA1 35565HBE4 - 566,405 $633,240 $633,240 0.04 $630,980
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 649,400 $615,065 $615,065 0.04 $611,377
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 615,719 $611,347 $611,347 0.04 $609,806
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $609,693 $609,693 0.04 $608,103
Santander Bank Auto Credit-Linked Notes, Series 2024-B G 12.231% 15-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - 580,893 $598,998 $598,998 0.04 $593,670
Santander Bank Auto Credit-Linked Notes, Series 2024-B F 8.881% 15-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - 580,893 $591,751 $591,751 0.04 $587,882
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,074 $563,074 0.04 $560,953
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $552,203 $552,203 0.04 $551,114
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $549,952 $549,952 0.04 $546,061
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - 539,427 $543,634 $543,634 0.04 $541,251
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 5.66608% 25-DEC-2031, 5.67%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - 530,248 $532,721 $532,721 0.04 $531,385
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $515,843 $515,843 0.03 $512,096
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $512,459 $512,459 0.03 $509,403
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 497,986 $510,058 $510,058 0.03 $504,807
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 $510,032 $510,032 0.03 $507,647
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $508,892 $508,892 0.03 $506,631
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $508,571 $508,571 0.03 $506,104
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 $506,064 $506,064 0.03 $503,351
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 497,986 $504,974 $504,974 0.03 $500,970
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $504,787 $504,787 0.03 $500,226
NATL Commercial Mortgage Trust 2026-IND D 5.82637% 15-JUN-2043, 5.83%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $503,516 $503,516 0.03 $501,250
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) D_2022_1 4.02% 15-FEB-2052, 4.29%, 02/15/52 VBTEL 2022-1A 91823AAY7 - 500,000 $496,082 $496,082 0.03 $494,474
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - 615,000 $494,289 $494,289 0.03 $493,571
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 470,307 $478,586 $478,586 0.03 $475,711
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - 467,009 $468,860 $468,860 0.03 $466,429
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 466,118 $462,991 $462,991 0.03 $460,275
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $460,305 $460,305 0.03 $457,437
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 6.87139% 20-SEP-2033, 6.87%, 09/20/33 HACLN 2025-2 44644NAR0 - 423,021 $425,224 $425,224 0.03 $423,366
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - 420,206 $423,731 $423,731 0.03 $420,704
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $419,267 $419,267 0.03 $416,888
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - 432,410 $414,893 $414,893 0.03 $414,344
BXHPP Trust 2021-FILM A 4.441% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $414,793 $414,793 0.03 $413,284
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,372 $405,372 0.03 $403,341
BX Commercial Mortgage Trust 2026-CSMO C 5.67637% 15-FEB-2043, 5.68%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $402,782 $402,782 0.03 $401,016
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 384,349 $391,227 $391,227 0.03 $389,289
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 $381,323 $381,323 0.03 $379,110
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.21608% 25-DEC-2031, 7.22%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - 374,999 $378,858 $378,858 0.03 $377,656
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $377,093 $377,093 0.03 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $367,263 $367,263 0.02 $365,051
DBGS 2021-W52 Mortgage Trust B 5.6877% 15-JAN-2038, 5.69%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $366,725 $366,725 0.02 $365,106
EQT Trust 2026-IND1 D 5.67637% 15-JUL-2041, 5.65%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $363,589 $363,589 0.02 $362,282
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 358,808 $359,728 $359,728 0.02 $358,209
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.18888% 25-OCT-2057, 7.19%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 337,071 $356,062 $356,062 0.02 $354,986
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 350,000 $351,197 $351,197 0.02 $350,277
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - 338,514 $350,475 $350,475 0.02 $347,963
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 345,083 $350,112 $350,112 0.02 $347,796
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $350,066 $350,066 0.02 $348,566
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 8.87139% 20-MAY-2032, 8.87%, 05/20/32 HACLN 2024-1 44644NAD1 - 339,470 $347,119 $347,119 0.02 $345,194
Connecticut Avenue Securities, Series 2021-R01 1M2 5.16608% 25-OCT-2041, 5.17%, 10/25/41 CAS 2021-R01 20754RAB2 - 345,910 $347,034 $347,034 0.02 $346,240
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $328,400 $328,400 0.02 $327,514
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 322,422 $326,983 $326,983 0.02 $325,509
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 - 375,530 $323,693 $323,693 0.02 $323,186
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $313,665 $313,665 0.02 $311,797
BX Commercial Mortgage Trust 2024-MF C 5.61727% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $311,980 $311,980 0.02 $310,626
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - 300,000 $302,672 $302,672 0.02 $300,312
CSMC 2021-BHAR E 7.291% 15-NOV-2038, 7.29%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $299,218 $299,218 0.02 $297,516
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $296,093 $296,093 0.02 $294,299
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $283,701 $283,701 0.02 $282,654
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - 265,733 $270,231 $270,231 0.02 $268,654
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $270,019 $270,019 0.02 $268,970
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 273,288 $268,338 $268,338 0.02 $267,711
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - 249,225 $259,881 $259,881 0.02 $257,593
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 $255,016 $255,016 0.02 $253,598
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - 248,667 $254,658 $254,658 0.02 $253,538
BXHPP Trust 2021-FILM B 4.691% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $233,889 $233,889 0.02 $232,977
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $231,133 $231,133 0.02 $229,636
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $219,559 $219,559 0.01 $218,066
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 217,128 $218,139 $218,139 0.01 $217,007
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $216,297 $216,297 0.01 $214,651
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $215,451 $215,451 0.01 $214,115
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - 203,108 $210,857 $210,857 0.01 $208,915
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,403 $203,403 0.01 $201,981
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 - 199,204 $201,398 $201,398 0.01 $200,237
Structured Agency Credit Risk (STACR) Debt Notes, Series 2020-DNA2 B2 8.53056% 25-FEB-2050, 8.53%, 02/25/50 STACR 2020-DNA2 35565KBE7 - 161,209 $178,101 $178,101 0.01 $177,490
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 173,123 $174,020 $174,020 0.01 $172,736
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 171,829 $171,260 $171,260 0.01 $170,833
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - 166,150 $168,746 $168,746 0.01 $167,916
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 167,817 $168,693 $168,693 0.01 $167,817
Readycap Lending Small Business Loan Trust 2023-3 A 6.82% 25-APR-2048, 6.82%, 04/25/48 RCLT 75576AAA1 - 164,911 $167,056 $167,056 0.01 $166,556
Santander Bank Auto Credit-Linked Notes, Series 2024-B E 6.799% 15-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - 161,359 $162,520 $162,520 0.01 $161,697
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $156,365 $156,365 0.01 $156,082
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 146,358 $147,437 $147,437 0.01 $146,611
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 168,355 $125,016 $125,016 0.01 $124,905
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - 120,124 $121,977 $121,977 0.01 $121,493
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,397 $100,397 0.01 $100,197
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,292 $100,292 0.01 $100,097
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 96,782 $99,091 $99,091 0.01 $97,974
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,244 $92,244 0.01 $92,047
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 89,447 $88,443 $88,443 0.01 $88,228
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $73,015 $73,015 0.00 $72,851
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 71,865 $72,180 $72,180 0.00 $71,917
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.06608% 25-OCT-2044, 5.07%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 48,064 $48,174 $48,174 0.00 $48,066
FHF Trust 2023-1 (First Help Financial) A2 6.57% 15-JUN-2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - 45,186 $45,416 $45,416 0.00 $45,193
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - 40,847 $41,108 $41,108 0.00 $40,885
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.26608% 25-JAN-2034, 5.27%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 24,775 $24,892 $24,892 0.00 $24,834
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 - 22,671 $22,914 $22,914 0.00 $22,809
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 17,482 $17,584 $17,584 0.00 $17,531
RCKT MORTGAGE TRUST 2025-C 5.212% 55, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - $12,822 $12,822 0.00 $0
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - $9,852 $9,852 0.00 $0
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - $7,742 $7,742 0.00 $0
Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 A2 5.032% 25-DEC-2070, 5.03%, 12/25/70 MSRM 2026-NQM1 61780XAF2 - - $5,808 $5,808 0.00 $0
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - $4,156 $4,156 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,054 $422,947,483 $0 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - 110.00 $12,151,562 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -605.00 $-64,323,789 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -145.00 $-15,986,250 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,541,109 $0 0.00 $0
GOLD FUT OPT(CMX) Sep26P 3475 3475 GCU6P GCV6 COMDTY $3,475.00 -83.00 $36,741,610 $-1,660 0.00 $-1,660
US 5YR FUTR OPTN Sep26Put 105.25 FVU6P FVU6 COMDTY $105.25 -327.00 $34,766,742 $-7,664 0.00 $-7,664
US 5YR FUTR OPTN Sep26C 107 107 FVU6C FVU6 COMDTY $107.00 -327.00 $-34,766,742 $-10,219 0.00 $-10,219
US 10YR FUT OPTN Sep26Call 109.5 TYU6C TYU6 COMDTY $109.50 -275.00 $-29,833,203 $-12,891 0.00 $-12,891
US 10YR FUT OPTN Sep26Put 107.25 TYU6P TYU6 COMDTY $107.25 -275.00 $29,833,203 $-17,188 0.00 $-17,188
GOLD FUT OPT(CMX) Sep26C 4545 4545 GCU6C GCV6 COMDTY $4,545.00 -83.00 $-36,741,610 $-294,650 -0.02 $-294,650
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - -125,740,000 $-102,832,813 $-102,832,813 -6.82 $-102,832,813
SEGREGATED CASH SEGCASH $0.00 7,165,700 $7,165,700 $7,165,700 0.48 $7,165,700
US DOLLARS USD MD_142224 - -315,334,524 $-315,334,524 $-315,334,524 -20.92 $-315,334,524
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $120,443,750 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $120,206,250 $0 0.00 $0
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,315,515 $-31,223 0.00 $-31,223
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,315,515 $-31,223 0.00 $-31,223
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,081,805 $-65,353 0.00 $-65,353
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,928,889 $-106,656 -0.01 $-106,656
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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