Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Investor
{{banner.link_text}}
For Individual Investors in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of August 14, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/14/26 FNCL 01F060691 - 139,241,500 $141,252,147 $141,252,147 9.17 $141,252,147
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/14/26 FNCL 01F050692 - 129,985,000 $125,988,091 $125,988,091 8.18 $125,988,091
GNMA II TBA 30yr 2.5% September Delivery, 2.50%, 09/21/26 G2SF 21H022697 - 90,700,000 $75,982,202 $75,982,202 4.94 $75,982,202
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/14/26 FNCL 01F040693 - 78,790,000 $72,256,418 $72,256,418 4.70 $72,256,418
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/14/26 FNCL 01F062697 - 40,163,000 $41,516,895 $41,516,895 2.69 $41,516,895
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/14/26 FNCL 01F052698 - 20,338,000 $20,211,803 $20,211,803 1.31 $20,211,803
Figure Technology Solutions, Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 FIGR 349381AA1 - 17,590,000 $17,685,678 $17,685,678 1.15 $17,544,469
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 $17,561,283 $17,561,283 1.14 $17,442,367
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 $17,087,805 $17,087,805 1.11 $16,976,820
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 $17,051,209 $17,051,209 1.11 $16,954,153
Connecticut Avenue Securities, Series 2021-R01 1B2 9.61608% 25-OCT-2041, 9.62%, 10/25/41 CAS 2021-R01 20754RAJ5 - 15,678,000 $15,900,117 $15,900,117 1.03 $15,812,173
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 $15,422,595 $15,422,595 1.00 $15,329,653
Connecticut Avenue Securities Trust 2022-R01 1B2 9.61608% 25-DEC-2041, 9.62%, 12/25/41 CAS 2022-R01 20754LAJ8 - 14,958,409 $15,277,801 $15,277,801 0.99 $15,193,893
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 $14,767,505 $14,767,505 0.96 $14,629,500
Connecticut Avenue Securities, Series 2021-R02 2B2 9.81608% 25-NOV-2041, 9.82%, 11/25/41 CAS 2021-R02 20754KAJ0 - 11,958,000 $12,185,180 $12,185,180 0.79 $12,116,708
ALA Trust 2025-OANA A 5.41963% 15-JUN-2040, 5.42%, 06/15/40 ALA 2025-OANA 009920AA7 - 12,053,651 $12,156,312 $12,156,312 0.79 $12,096,429
OHA CREDIT FUNDING 24 FLTG 2039 A2, 5.15%, 01/20/39 OAKC 2025-24A 67123CAC8 - 12,000,000 $12,070,859 $12,070,859 0.78 $12,022,800
AB BSL CLO 1 A2R2 5.28292% 15-OCT-2038, 5.28%, 10/15/38 ABBSL 2020-1A 00038KBL4 - 11,000,000 $11,070,141 $11,070,141 0.72 $11,016,872
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - 10,200,000 $10,137,093 $10,137,093 0.66 $10,079,475
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - 10,505,000 $10,099,537 $10,099,537 0.66 $10,082,888
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 5.94%, 03/15/40 WB 2024-HQ 92943PAA9 - 10,000,000 $10,071,037 $10,071,037 0.65 $9,995,182
CoreWeave, Inc. 9.625% 15-JUL-2032, 9.62%, 07/15/32 CRWV 21873SAK4 - 10,712,000 $9,997,881 $9,997,881 0.65 $9,828,907
BX Trust 2025-VLT7 E 7.42637% 15-JUL-2044, 7.43%, 07/15/44 BX 2025-VLT7 123913AJ4 - 9,966,000 $9,919,509 $9,919,509 0.64 $9,851,665
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 9,000,000 $9,039,582 $9,039,582 0.59 $8,998,782
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - 8,838,098 $8,880,623 $8,880,623 0.58 $8,817,833
Rithm Capital Corp. 8.5% 01-JUN-2031, 8.50%, 06/01/31 RITM 64828TAD4 - 8,333,000 $8,610,126 $8,610,126 0.56 $8,427,147
BAIN CAPITAL CREDIT CLO 2018-1, 5.18%, 01/19/39 BCC 2025-5A 056917AC1 - 8,000,000 $8,042,710 $8,042,710 0.52 $8,010,484
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - 7,900,000 $7,866,660 $7,866,660 0.51 $7,835,411
HILT 2025-NVIL A 5.41937% 15-JUL-2042, 5.42%, 07/15/42 HILT 2025-NVIL 432826AA3 - 7,400,000 $7,457,094 $7,457,094 0.48 $7,420,332
Extended Stay America Trust 2025-ESH B 5.27637% 15-OCT-2042, 5.28%, 10/15/42 ESA 2025-ESH 30227TAC4 - 7,223,500 $7,273,006 $7,273,006 0.47 $7,238,068
BX Trust 2025-ARIA C 5.701211% 13-DEC-2042, 5.70%, 12/13/42 BX 2025-ARIA 05619TAE8 - 7,050,000 $7,013,212 $7,013,212 0.45 $6,995,348
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 $6,861,870 $6,861,870 0.45 $6,820,307
PRPM 2025-RCF6 LLC 6.4% 55, 5.31%, 12/25/55 PRPM 2025-RCF6 69393BAC9 - 6,852,000 $6,771,228 $6,771,228 0.44 $6,724,764
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 $6,770,779 $6,770,779 0.44 $6,742,199
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 $6,759,284 $6,759,284 0.44 $6,721,117
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - 6,700,000 $6,733,733 $6,733,733 0.44 $6,706,598
Great Wolf Trust 2024-WOLF D 6.56637% 15-MAR-2039, 6.57%, 03/15/39 GWT 2024-WOLF 39152MAG0 - 6,603,000 $6,668,751 $6,668,751 0.43 $6,629,006
Black Pearl Compute LLC 6.125% 15-FEB-2031, 6.12%, 02/15/31 BLKPRL 09216NAA8 - 6,370,000 $6,613,276 $6,613,276 0.43 $6,411,692
Connecticut Avenue Securities, Series 2021-R03 1B2 9.11608% 25-DEC-2041, 9.12%, 12/25/41 CAS 2021-R03 20754AAJ2 - 6,480,000 $6,610,175 $6,610,175 0.43 $6,575,716
PNW Trust 2026-ARTE A 5.38763% 15-APR-2041, 5.39%, 04/15/41 PNW 2026-ARTE 73020TAA7 - 6,500,000 $6,515,851 $6,515,851 0.42 $6,483,750
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - 6,411,000 $6,434,127 $6,434,127 0.42 $6,412,673
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - 6,347,502 $6,391,583 $6,391,583 0.41 $6,346,155
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 6,434,392 $6,374,307 $6,374,307 0.41 $6,345,786
MLTI TRUST 2026-MLT1 MB FLTG 39, 5.83%, 06/15/39 MLTI 2026-MLTI 55292MAG7 - 6,300,000 $6,364,364 $6,364,364 0.41 $6,330,717
BX Commercial Mortgage Trust 2024-AIRC A 5.36724% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - 6,252,976 $6,304,042 $6,304,042 0.41 $6,273,275
SMRT Commercial Mortgage Trust 2022-MINI D 5.62637% 15-JAN-2039, 5.63%, 01/15/39 SMRT 2022-MINI 78457JAL6 - 6,250,000 $6,274,578 $6,274,578 0.41 $6,242,340
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 $6,230,240 $6,230,240 0.40 $6,211,267
BX Trust 2025-TAIL D 6.12637% 15-JUN-2035, 6.13%, 06/15/35 BX 2025-TAIL 123912AG2 - 6,000,000 $6,038,214 $6,038,214 0.39 $6,004,519
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - 6,000,000 $5,954,639 $5,954,639 0.39 $5,933,174
RCKT Mortgage Trust 2025-CES1 B1 7.653% 25-JAN-2045, 7.65%, 01/25/45 RCKT 2025-CES1 749427AF7 - 5,688,000 $5,890,143 $5,890,143 0.38 $5,834,521
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - 5,750,000 $5,814,785 $5,814,785 0.38 $5,790,807
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 $5,784,639 $5,784,639 0.38 $5,764,782
Woodward Capital Manage MB FLTG 56, 5.76%, 05/25/56 RCKT 2026-CES5 74940FAE4 - 5,741,000 $5,745,369 $5,745,369 0.37 $5,703,093
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - 5,672,758 $5,693,015 $5,693,015 0.37 $5,651,488
RCKT Mortgage Trust 2025-CES3 B1 6.732% 25-MAR-2055, 6.73%, 03/25/55 RCKT 2025-CES3 749420AF2 - 5,660,000 $5,689,735 $5,689,735 0.37 $5,641,047
BX Trust 2024-CNYN D 6.36646% 15-APR-2041, 6.37%, 04/15/41 BX 2024- CNYN 05612HAG6 - 5,600,000 $5,653,619 $5,653,619 0.37 $5,620,938
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - 5,761,241 $5,620,196 $5,620,196 0.36 $5,590,749
FIGRE TRUST 2026-HE4 MB FLTG 56, 5.70%, 05/25/56 FIGRE 2026-HE4 31685MAE8 - 5,602,008 $5,593,232 $5,593,232 0.36 $5,552,409
NYC Commercial Mortgage Trust 2026-31W D 6.702376% 15-JUL-2038, 6.70%, 07/15/38 NYC 2026-31W 62979RAG2 - 5,500,000 $5,544,383 $5,544,383 0.36 $5,497,280
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 $5,531,104 $5,531,104 0.36 $5,514,657
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - 5,500,000 $5,513,935 $5,513,935 0.36 $5,476,617
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 $5,391,793 $5,391,793 0.35 $5,362,444
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 $5,371,643 $5,371,643 0.35 $5,324,811
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - 5,368,000 $5,367,380 $5,367,380 0.35 $5,338,655
SWCH Commercial Mortgage Trust 2025-DATA E 7.01659% 15-FEB-2042, 7.02%, 02/15/42 SWCH 2025-DATA 78489CAE9 - 5,340,000 $5,306,919 $5,306,919 0.34 $5,272,573
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - 5,238,786 $5,211,182 $5,211,182 0.34 $5,171,544
Talen Energy Supply, LLC 6.375% 01-MAY-2033, 6.38%, 05/01/33 TLN 87422VAP3 - 5,141,000 $5,207,206 $5,207,206 0.34 $5,108,885
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.12%, 05/25/45 CAS 2025-R04 20755TAC5 - 5,168,240 $5,191,196 $5,191,196 0.34 $5,175,772
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - 5,160,000 $5,187,475 $5,187,475 0.34 $5,163,961
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.52%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - 5,000,000 $5,038,973 $5,038,973 0.33 $5,022,104
NYC Commercial Mortgage Trust 2025-1155 D 7.603267% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - 5,000,000 $5,036,381 $5,036,381 0.33 $5,019,485
Connecticut Avenue Securities Trust 2022-R03 1B2 13.46608% 25-MAR-2042, 13.47%, 03/25/42 CAS 2022-R03 20753XAJ3 - 4,744,000 $5,035,350 $5,035,350 0.33 $4,998,085
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 5,000,000 $5,033,741 $5,033,741 0.33 $5,017,672
SCG Trust 2025-SNIP E 7.07637% 15-SEP-2042, 7.08%, 09/15/42 SCG 2025-SNIP 78398JAJ3 - 5,000,000 $5,032,425 $5,032,425 0.33 $4,999,992
BX Trust 2025-DIME E 6.67637% 15-FEB-2035, 6.68%, 02/15/35 BX 2025-DIME 05613UAJ0 - 5,000,000 $5,030,595 $5,030,595 0.33 $4,999,995
RCKT Mortgage Trust 2025-CES7 B1 6.97% 25-JUL-2055, 6.97%, 07/25/55 RCKT 2025-CES7 74943AAJ1 - 5,058,000 $5,024,508 $5,024,508 0.33 $4,979,461
Ares LXXI CLO Ltd AB FLTG 37, 5.22%, 04/20/37 ARES 2024-71AR 04020MAN9 - 5,000,000 $5,022,148 $5,022,148 0.33 $5,004,758
Atlantic Avenue 2026-5 Ltd|7.043|03/31/2039, 7.04%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 5,000,000 $5,000,000 $5,000,000 0.32 $5,000,000
SCG Commercial Mortgage Trust 2025-DLFN E 6.62637% 15-MAR-2035, 6.63%, 03/15/35 SCG 2025 78398EAJ4 - 4,904,000 $4,949,079 $4,949,079 0.32 $4,919,291
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - 5,000,000 $4,936,609 $4,936,609 0.32 $4,919,021
COOPR Residential Mortgage Trust 2026-CES1 A3 5.358% 25-FEB-2061, 5.36%, 02/25/61 COOPR 2026-CES1 21689GAE8 - 4,948,000 $4,903,584 $4,903,584 0.32 $4,869,709
Extended Stay America Trust 2026-ESH2 D 5.92637% 15-FEB-2043, 5.93%, 02/15/43 ESA 2026-ESH2 30227WAG8 - 4,827,014 $4,880,360 $4,880,360 0.32 $4,854,137
BX Commercial Mortgage Trust 2024-MF D 6.36619% 15-FEB-2039, 6.37%, 02/15/39 BX 2024-MF 05612EAG3 - 4,825,727 $4,870,424 $4,870,424 0.32 $4,842,263
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - 4,790,844 $4,840,161 $4,840,161 0.31 $4,820,999
JP Morgan Mortgage Trust 2026-CES1 A3 5.332% 25-JUN-2056, 5.33%, 06/25/56 JPMMT 2026-CES1 46660BAE9 - 4,882,000 $4,838,366 $4,838,366 0.31 $4,805,104
Meridian Arc Holdco LLC 6.25% 30-APR-2031, 6.25%, 04/30/31 MERIDI 58990CAA1 - 4,828,000 $4,735,354 $4,735,354 0.31 $4,640,638
Connecticut Avenue Securities Trust 2022-R05 2B2 10.61608% 25-APR-2042, 10.62%, 04/25/42 CAS 2022-R05 20754DAJ6 - 4,487,188 $4,681,139 $4,681,139 0.30 $4,653,351
Connecticut Avenue Securities Trust 2022-R07 1B2 15.61608% 25-JUN-2042, 15.62%, 06/25/42 CAS 2022-R07 20754MAL1 - 4,261,041 $4,674,029 $4,674,029 0.30 $4,635,214
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - 4,800,000 $4,666,336 $4,666,336 0.30 $4,638,736
Connecticut Avenue Securities, Series 2020-SBT1 1B1 10.48056% 25-FEB-2040, 10.48%, 02/25/40 CAS 2020-SBT1 20753VBT4 - 4,500,000 $4,650,982 $4,650,982 0.30 $4,623,471
NRTH Commercial Mortgage Trust 2025-PARK B 5.31929% 15-OCT-2040, 5.32%, 10/15/40 NRTH 2025-PARK 669985AC7 - 4,500,000 $4,529,513 $4,529,513 0.29 $4,507,570
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 $4,528,053 $4,528,053 0.29 $4,507,353
Central Park Funding Trust 2026-1|7.25|07/27/2028, 7.25%, 07/27/28 CPFTR 2026-1 154808AA7 - 4,500,000 $4,517,219 $4,517,219 0.29 $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 $4,498,667 $4,498,667 0.29 $4,483,618
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - 4,702,000 $4,470,553 $4,470,553 0.29 $4,422,669
RCKT Mortgage Trust 2026-CES2 A3 5.255% 25-FEB-2056, 5.25%, 02/25/56 RCKT 2026-CES2 74940EAD9 - 4,519,000 $4,451,526 $4,451,526 0.29 $4,421,183
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 $4,375,362 $4,375,362 0.28 $4,337,331
GWT Commercial Mortgage Trust 2024-WLF2 E 7.3148% 15-MAY-2041, 7.31%, 05/15/41 GWT 2024-WLF2 362414AJ3 - 4,322,000 $4,375,216 $4,375,216 0.28 $4,346,236
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.27%, 07/25/65 TPMT 2025-HE1 89183LAD7 - 4,300,000 $4,360,784 $4,360,784 0.28 $4,325,618
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - 4,343,916 $4,334,580 $4,334,580 0.28 $4,304,135
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - 4,356,750 $4,332,313 $4,332,313 0.28 $4,312,601
COMM 2024-WCL1 Mortgage Trust D 6.966% 17-JUN-2041, 6.97%, 06/15/41 COMM 2024-WCL1 20047DAG9 - 4,250,000 $4,301,653 $4,301,653 0.28 $4,274,518
CALI Mortgage Trust 2019-101C C 4.258% 10-MAR-2039, 4.26%, 03/10/39 CALI 129890AJ8 - 4,492,000 $4,246,151 $4,246,151 0.28 $4,237,650
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 $4,212,378 $4,212,378 0.27 $4,212,378
FHF ISSUER TRUST 2024-1 0% 30, 5.75%, 05/15/30 FHF 2025-2A 30343DAB0 - 4,160,721 $4,211,341 $4,211,341 0.27 $4,190,075
BX Commercial Mortgage Trust 2026-XL6 D 5.77637% 15-MAR-2043, 5.78%, 03/15/43 BX 2026-XL6 12433NAG6 - 4,171,939 $4,209,482 $4,209,482 0.27 $4,187,392
GGP Trust 2026-2PAK A 6.026782% 10-MAY-2043, 6.03%, 05/10/43 GGP 2026-2PAK 37441HAA9 - 4,207,891 $4,202,203 $4,202,203 0.27 $4,190,932
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 $4,190,426 $4,190,426 0.27 $4,175,492
RCKT Mortgage Trust 2026-CES1 A2 5.124% 25-JAN-2056, 5.12%, 01/25/56 RCKT 2026-CES1 74939BAC0 - 4,229,000 $4,163,110 $4,163,110 0.27 $4,135,421
RFT 2026-RR1 Trust|6.631|07/27/2030, 6.63%, 07/27/30 RFT 2026-RR1 76201CAA8 - 4,121,000 $4,137,802 $4,137,802 0.27 $4,122,620
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - 4,127,961 $4,124,381 $4,124,381 0.27 $4,098,177
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - 4,085,667 $4,100,520 $4,100,520 0.27 $4,070,376
BLP Trust 2025-IND2 D 6.32637% 15-DEC-2042, 6.33%, 12/15/42 BLP 2025-IND2 05556WAG1 - 4,000,000 $4,032,635 $4,032,635 0.26 $4,009,438
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 $4,031,591 $4,031,591 0.26 $4,027,123
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - 4,000,000 $4,013,628 $4,013,628 0.26 $3,995,032
Connecticut Avenue Securities Trust 2022-R04 1B2 13.11608% 25-MAR-2042, 13.12%, 03/25/42 CAS 2022-R04 20753YAL6 - 3,774,099 $3,992,577 $3,992,577 0.26 $3,963,701
BX Trust 2024-VLT4 E 6.565774% 15-JUN-2041, 6.57%, 06/15/41 BX 2024-VLT4 05612TAJ4 - 3,979,046 $3,948,524 $3,948,524 0.26 $3,924,575
Accelerated 2024-1 D 7.85% 22-AUG-2044, 7.85%, 08/22/44 AALLC 2024-1A 00440MAD1 - 4,009,764 $3,878,645 $3,878,645 0.25 $3,856,787
SE Cosmos, LLC 8.875% 01-MAY-2031, 8.88%, 05/01/31 SECMOS 78438PAA0 - 3,785,000 $3,847,769 $3,847,769 0.25 $3,754,458
RCKT MORTGAGE TR 2026-CES2 M1A, 5.36%, 02/25/56 RCKT 2026-CES2 74940EAE7 - 3,921,000 $3,838,570 $3,838,570 0.25 $3,811,740
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 $3,824,981 $3,824,981 0.25 $3,807,856
Ally Bank/Utah|6.815|06/15/2034, 6.82%, 06/15/34 ABCLN 2026-B 02009FAE3 - 3,795,000 $3,798,526 $3,798,526 0.25 $3,797,808
FREMF 2023-K511 Mortgage Trust C 5.821769% 25-NOV-2028, 5.64%, 11/25/28 FREMF 2023-K511 30334FAG5 - 4,000,000 $3,786,582 $3,786,582 0.25 $3,757,762
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - 3,766,000 $3,780,478 $3,780,478 0.25 $3,767,242
JW Commercial Mortgage Trust 2026-MRCO B 5.37637% 15-JUN-2039, 5.38%, 06/15/39 JW 2026-MRCO 481948AC1 - 3,750,000 $3,779,397 $3,779,397 0.25 $3,760,916
Connecticut Avenue Securities Trust 2023-R02 1B2 11.51608% 25-JAN-2043, 11.52%, 01/25/43 CAS 2023-R02 20755AAE2 - 3,445,000 $3,777,138 $3,777,138 0.25 $3,753,996
BMP Commercial Mortgage Trust 2024-MF23 D 6.06686% 15-JUN-2041, 6.07%, 06/15/41 BMP 2024-MF23 05593JAG5 - 3,750,000 $3,773,740 $3,773,740 0.24 $3,752,885
SALUDA GRADE ALTERNATIVE M 5.749% 31, 5.75%, 03/25/31 GRADE 2026-RTL7 79584UAA9 - 3,772,000 $3,749,722 $3,749,722 0.24 $3,722,013
LEX Trust 2026-450 D 6.02637% 15-MAR-2043, 6.03%, 03/15/43 LEXT 2026-450 501970AG2 - 3,704,000 $3,738,329 $3,738,329 0.24 $3,717,867
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - 3,672,000 $3,708,654 $3,708,654 0.24 $3,694,053
Alphabet Inc. Depository Shs Repr 1/20th Conv Pfd Registered Shs, 6.25%, 05/15/29 GOOGN 02079K602 - 74,800 $3,707,836 $3,707,836 0.24 $3,662,956
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 $3,677,406 $3,677,406 0.24 $3,663,826
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 $3,656,428 $3,656,428 0.24 $3,625,921
BX Commercial Mortgage Trust 2024-XL5 D 6.36617% 15-MAR-2041, 6.37%, 03/15/41 BX 2024-XL5 05612GAG8 - 3,570,000 $3,607,579 $3,607,579 0.23 $3,586,746
RCKT Mortgage Trust|6.047|08/25/2056, 6.05%, 08/25/56 RCKT 2026-CES8 74941AAJ3 - 3,591,000 $3,601,250 $3,601,250 0.23 $3,590,996
LUXURY LEASE PARTN 2025-A 5.51%32 A, 5.51%, 03/15/32 LLP 2025-A 55069BAA5 - 3,571,921 $3,591,697 $3,591,697 0.23 $3,574,202
Extended Stay America Trust 2025-ESH E 7.02637% 15-OCT-2042, 7.03%, 10/15/42 ESA 2025-ESH 30227TAJ9 - 3,539,515 $3,582,323 $3,582,323 0.23 $3,559,526
Extended Stay America Trust 2025-ESH D 6.27637% 15-OCT-2042, 6.28%, 10/15/42 ESA 2025-ESH 30227TAG5 - 3,539,515 $3,580,387 $3,580,387 0.23 $3,560,023
Avtech Equipment Receivables Funding 2026-1 A 4.55% 15-FEB-2033, 4.55%, 02/15/33 AVT 2026-1A 05452AAA7 - 3,522,328 $3,533,034 $3,533,034 0.23 $3,518,788
SCG Trust 2025-SNIP D 6.27637% 15-SEP-2042, 6.28%, 09/15/42 SCG 2025-SNIP 78398JAG9 - 3,500,000 $3,526,244 $3,526,244 0.23 $3,506,107
STACK INFRASTRUCTURE ISSUER A2, 5.00%, 03/27/56 SIDC 2026-1A 85236KAR3 - 3,625,000 $3,498,434 $3,498,434 0.23 $3,487,358
Dell Equipment Finance Trust 2026-1 D 5.19% 22-DEC-2031, 5.19%, 11/22/32 DEFT 2026-1A 246921AL4 - 3,500,000 $3,490,611 $3,490,611 0.23 $3,477,996
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - 3,487,605 $3,489,806 $3,489,806 0.23 $3,470,697
AOA 2025-1301 D 6.430113% 11-AUG-2042, 6.43%, 08/11/42 AOA 2025-1301 682461AJ7 - 3,464,000 $3,444,570 $3,444,570 0.22 $3,434,670
CSMC 2021-BHAR C 5.791% 15-NOV-2038, 5.79%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - 3,446,000 $3,437,260 $3,437,260 0.22 $3,418,966
NATL Commercial Mortgage Trust 2026-IND E 6.82637% 15-JUN-2043, 6.83%, 06/15/43 NATL 2026-IND 62881KAJ8 - 3,375,000 $3,406,370 $3,406,370 0.22 $3,385,251
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.94%, 04/25/56 RCKT 2026-CES4 74940CAE1 - 3,383,000 $3,398,117 $3,398,117 0.22 $3,372,432
BAY Trust 2026-MDWS C 6.06877% 15-JUN-2041, 6.07%, 06/15/41 BAY1 2026-MDWS 05494UAE5 - 3,384,000 $3,390,166 $3,390,166 0.22 $3,371,341
RCKT Mortgage Trust 2026-CES1 A3 5.224% 25-JAN-2056, 5.22%, 01/25/56 RCKT 2026-CES1 74939BAD8 - 3,400,000 $3,348,621 $3,348,621 0.22 $3,325,926
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - 3,338,794 $3,343,274 $3,343,274 0.22 $3,319,950
ZAYO ISSUER LLC 7.784% 56, 7.78%, 04/20/56 ZAYO 2026-1A 98919WAY9 - 3,269,000 $3,306,279 $3,306,279 0.21 $3,287,195
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - 3,250,000 $3,242,839 $3,242,839 0.21 $3,230,925
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - 3,195,222 $3,224,241 $3,224,241 0.21 $3,201,157
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - 3,100,000 $3,203,921 $3,203,921 0.21 $3,178,066
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - 3,194,000 $3,178,069 $3,178,069 0.21 $3,165,013
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 $3,174,947 $3,174,947 0.21 $3,151,350
BPR Trust 2024-PMDW E 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAL8 - 3,407,000 $3,174,730 $3,174,730 0.21 $3,165,872
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 $3,173,169 $3,173,169 0.21 $3,154,438
EFMT 2026-CES2 MB FLTG 61, 6.16%, 06/25/61 EFMT 2026-CES2 26846UAF3 - 3,150,000 $3,168,661 $3,168,661 0.21 $3,143,887
SF ABS ISSUER 2025-1 0%55 A2, 5.38%, 11/25/55 SFARM 2025-1A 784193AA2 - 3,250,000 $3,160,580 $3,160,580 0.21 $3,149,901
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 $3,146,426 $3,146,426 0.20 $3,133,096
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - 3,130,000 $3,142,105 $3,142,105 0.20 $3,130,453
BX Trust 2025-LUNR D 6.17637% 15-JUN-2040, 6.18%, 06/15/40 BX 2025-LUNR 05594CAK0 - 3,113,040 $3,139,768 $3,139,768 0.20 $3,122,143
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 $3,138,493 $3,138,493 0.20 $3,119,915
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 $3,109,429 $3,109,429 0.20 $3,092,141
Connecticut Avenue Securities Trust 2022-R02 2B2 11.26608% 25-JAN-2042, 11.27%, 01/25/42 CAS 2022-R02 20754BAJ0 - 3,000,000 $3,100,474 $3,100,474 0.20 $3,080,759
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 $3,099,975 $3,099,975 0.20 $3,089,581
RCKT Mortgage Trust 2026-CES2 A2 5.055% 25-FEB-2056, 5.05%, 02/25/56 RCKT 2026-CES2 74940EAC1 - 3,140,000 $3,082,878 $3,082,878 0.20 $3,062,597
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - 3,100,000 $3,081,146 $3,081,146 0.20 $3,058,950
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 $3,055,614 $3,055,614 0.20 $3,042,938
A&D MORTGAGE TRUST 2025 NQM1 0% 70, 5.12%, 12/25/70 ADMT 2025-NQM5 00250AAC8 - 3,051,064 $3,040,248 $3,040,248 0.20 $3,020,287
Galaxy XXVI CLO Ltd., 6.41%, 07/23/27 GLXYT 2025-1 362922AA4 - 3,011,187 $3,027,285 $3,027,285 0.20 $3,027,285
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 $3,026,011 $3,026,011 0.20 $3,015,524
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - 3,043,998 $3,020,855 $3,020,855 0.20 $3,001,419
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - 3,080,000 $3,004,471 $3,004,471 0.19 $2,999,627
BFLD Commercial Mortgage Trust 2025-5MW C 5.632938% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - 3,000,000 $2,983,134 $2,983,134 0.19 $2,975,623
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 $2,980,072 $2,980,072 0.19 $2,959,287
RCKT Mortgage Trust 2025-CES12 M1 5.65% 25-DEC-2055, 5.65%, 11/25/55 RCKT 2025-CES12 749349AE6 - 3,000,000 $2,965,498 $2,965,498 0.19 $2,943,840
JP Morgan Mortgage Trust 2026-CES1 A2 5.182% 25-JUN-2056, 5.18%, 06/25/56 JPMMT 2026-CES1 46660BAD1 - 3,000,000 $2,964,683 $2,964,683 0.19 $2,944,819
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - 3,000,000 $2,957,556 $2,957,556 0.19 $2,947,720
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - 11,502,000 $2,894,142 $2,894,142 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 $2,886,078 $2,886,078 0.19 $2,872,369
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 $2,858,125 $2,858,125 0.19 $2,851,650
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 $2,853,691 $2,853,691 0.19 $2,839,256
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - 2,870,000 $2,848,302 $2,848,302 0.18 $2,840,840
SCG Commercial Mortgage Trust 2025-FLWR E 6.42637% 15-AUG-2042, 6.43%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - 2,867,000 $2,843,015 $2,843,015 0.18 $2,826,126
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - 2,700,000 $2,830,115 $2,830,115 0.18 $2,811,299
BX Trust 2026-CART D 5.57637% 15-FEB-2036, 5.58%, 02/15/36 BX 2026-CART 12433MAG8 - 2,810,000 $2,813,840 $2,813,840 0.18 $2,799,476
Zenith Arc LLC|8.875|08/31/2031, 8.88%, 08/31/31 ZENARC 98935UAA5 - 2,894,000 $2,810,392 $2,810,392 0.18 $2,810,392
NetCredit Combined Receivables B LLC|5.88|09/20/2032, 5.88%, 09/20/32 ENVA 2026-A 64112VAA0 - 2,800,000 $2,801,224 $2,801,224 0.18 $2,799,852
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 $2,796,961 $2,796,961 0.18 $2,775,053
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 $2,789,450 $2,789,450 0.18 $2,780,632
Great Wolf Trust 2024-WOLF G 9.11237% 15-MAR-2039, 9.11%, 03/15/39 GWT 2024-WOLF 39152MAN5 - 2,750,000 $2,782,753 $2,782,753 0.18 $2,759,782
JW Commercial Mortgage Trust 2026-MRCO D 6.12637% 15-JUN-2039, 6.13%, 06/15/39 JW 2026-MRCO 481948AG2 - 2,750,000 $2,780,169 $2,780,169 0.18 $2,764,725
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - 2,743,052 $2,768,159 $2,768,159 0.18 $2,747,062
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - 2,681,219 $2,766,300 $2,766,300 0.18 $2,742,088
JPMorgan Chase Bank, Na AB 0% 34, 6.31%, 07/25/34 CACLN 2026-1 48128DAJ6 - 2,750,000 $2,761,448 $2,761,448 0.18 $2,752,777
A&D Mortgage Trust 2026-NQM1 A2 5.114% 25-FEB-2070, 5.11%, 02/25/71 ADMT 2026-NQM1 00040DAF0 - 2,772,046 $2,750,172 $2,750,172 0.18 $2,732,058
Westgate Resorts 2026-1 C 6.08% 20-OCT-2039, 6.08%, 10/20/39 WESTR 2026-1A 959921AC1 - 2,729,568 $2,739,001 $2,739,001 0.18 $2,717,796
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-JUL-2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - 2,650,000 $2,705,816 $2,705,816 0.18 $2,690,458
BX Trust 2025-ROIC E 6.61766% 15-FEB-2042, 6.62%, 03/15/30 BX 2025-ROIC 05593VAN3 - 2,681,722 $2,696,954 $2,696,954 0.17 $2,680,687
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 $2,694,212 $2,694,212 0.17 $2,685,735
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 $2,692,836 $2,692,836 0.17 $2,681,219
UPG HI 2025-2 ISSUER TRU 0%47 B, 5.98%, 09/25/47 UPGHI 2025-2A 90321EAB8 - 2,665,000 $2,663,003 $2,663,003 0.17 $2,653,264
Regents Capital Equipment Receivables 2026-1 A 5.11% 31-JAN-2034, 5.11%, 01/31/34 RCER 2026-1A 758976AA2 - 2,618,384 $2,640,062 $2,640,062 0.17 $2,628,168
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 $2,627,514 $2,627,514 0.17 $2,602,701
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - 2,749,000 $2,625,805 $2,625,805 0.17 $2,620,725
BX Commercial Mortgage Trust 2026-CSMO D 6.12637% 15-FEB-2043, 6.13%, 02/15/43 BX 2026-CSMO 12433LAG0 - 2,580,000 $2,615,758 $2,615,758 0.17 $2,601,270
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - 2,580,500 $2,608,670 $2,608,670 0.17 $2,571,674
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - 2,593,000 $2,581,231 $2,581,231 0.17 $2,568,116
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - 2,500,000 $2,576,375 $2,576,375 0.17 $2,559,530
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 $2,564,304 $2,564,304 0.17 $2,555,509
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - 2,576,925 $2,550,389 $2,550,389 0.17 $2,533,119
QTS ISSUER ABS II, LLC AB 0% 56, 7.14%, 07/05/56 QTSII 2026-6A 74690FBN5 - 2,544,000 $2,549,973 $2,549,973 0.17 $2,543,916
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 $2,546,206 $2,546,206 0.17 $2,537,490
FirstLight Issuer, Series 2026-1 C_261 8.932% 20-JUN-2056, 7.54%, 06/20/56 FLF 2026-1A 33769GAE6 - 2,543,000 $2,545,141 $2,545,141 0.17 $2,525,426
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 $2,535,581 $2,535,581 0.16 $2,507,666
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - 2,500,000 $2,532,430 $2,532,430 0.16 $2,520,598
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - 2,512,370 $2,527,954 $2,527,954 0.16 $2,515,160
PFDR Trust 2026-DLVR C 6.17637% 15-JUN-2043, 6.18%, 06/15/43 PFDR 2026-DLVR 69415PAE8 - 2,508,000 $2,526,689 $2,526,689 0.16 $2,512,490
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 $2,524,008 $2,524,008 0.16 $2,504,118
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - 2,500,000 $2,520,128 $2,520,128 0.16 $2,508,128
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - 2,554,578 $2,518,516 $2,518,516 0.16 $2,513,052
NYC Commercial Mortgage Trust 2025-3BP D 6.11762% 15-FEB-2042, 6.12%, 02/15/42 NYC 2025-3BP 67120UAG2 - 2,500,000 $2,517,205 $2,517,205 0.16 $2,503,186
MTP ABS FUNDING LLC AB 5.88%56, 5.88%, 04/25/56 TOWR 2026-1A 55378HAB6 - 2,500,000 $2,511,402 $2,511,402 0.16 $2,502,415
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - 2,500,000 $2,509,479 $2,509,479 0.16 $2,487,426
BX Commercial Mortgage Trust 2024-AIR2 D 6.46645% 15-OCT-2041, 6.47%, 10/15/41 BX 2024-AIR2 05613QAG5 - 2,489,072 $2,508,430 $2,508,430 0.16 $2,493,674
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 $2,504,102 $2,504,102 0.16 $2,492,531
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - 2,500,000 $2,498,376 $2,498,376 0.16 $2,491,501
LIGHTPATH FIBER ISSUER 5.597%56 A2, 5.60%, 03/25/56 LPATH 2026-1A 53229YAA7 - 2,500,000 $2,492,141 $2,492,141 0.16 $2,483,590
SLG Office Trust 2026-PAT C 5.462014% 15-FEB-2039, 5.29%, 02/15/39 SLG 2026-PAT 78451CAE3 - 2,523,000 $2,492,044 $2,492,044 0.16 $2,475,003
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 $2,491,721 $2,491,721 0.16 $2,478,854
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 $2,488,999 $2,488,999 0.16 $2,483,546
VEGAS Trust 2024-GCS D 6.423717% 10-JUL-2036, 6.42%, 07/10/36 VEGAS 2024-GCS 92254BAC9 - 2,500,000 $2,487,105 $2,487,105 0.16 $2,479,968
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 $2,479,833 $2,479,833 0.16 $2,472,793
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 $2,473,263 $2,473,263 0.16 $2,464,994
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - 2,473,000 $2,452,330 $2,452,330 0.16 $2,442,258
MTN Commercial Mortgage Trust 2026-LPFX D 6.058433% 15-MAY-2043, 5.86%, 05/15/43 MTN 2026-LPFX 624944AG9 - 2,400,000 $2,419,669 $2,419,669 0.16 $2,401,689
Connecticut Avenue Securities Trust 2023-R02 1M2 6.96608% 25-JAN-2043, 6.97%, 01/25/43 CAS 2023-R02 20755AAC6 - 2,335,000 $2,415,777 $2,415,777 0.16 $2,406,288
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 0.15 $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 $2,376,059 $2,376,059 0.15 $2,360,977
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - 2,385,000 $2,366,702 $2,366,702 0.15 $2,359,453
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - 2,500,000 $2,361,040 $2,361,040 0.15 $2,355,590
A&D Mortgage Trust 2026-NQM1 A1 4.912% 25-FEB-2070, 4.91%, 02/25/71 ADMT 2026-NQM1 00040DAC7 - 2,376,313 $2,357,926 $2,357,926 0.15 $2,343,011
TOWD PT MTG TR 2025-FIX2 FLTG A1, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - 2,351,759 $2,352,185 $2,352,185 0.15 $2,336,412
ALA Trust 2025-OANA D 6.76772% 15-JUN-2040, 6.77%, 06/15/40 ALA 2025-OANA 009920AG4 - 2,333,000 $2,352,036 $2,352,036 0.15 $2,337,563
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.4092% 15-NOV-2036, 6.41%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - 2,334,000 $2,347,005 $2,347,005 0.15 $2,333,293
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - 2,295,000 $2,340,462 $2,340,462 0.15 $2,326,386
Reach ABS Trust 2026-1 D 5.16% 15-FEB-2033, 5.16%, 02/15/33 REACH 2026-1A 75526XAD6 - 2,389,000 $2,332,933 $2,332,933 0.15 $2,321,976
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - 2,285,651 $2,306,762 $2,306,762 0.15 $2,289,852
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 $2,300,339 $2,300,339 0.15 $2,298,071
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - 2,341,945 $2,275,655 $2,275,655 0.15 $2,263,237
JW Commercial Mortgage Trust 2026-MRCO C 5.62637% 15-JUN-2039, 5.63%, 06/15/39 JW 2026-MRCO 481948AE7 - 2,250,000 $2,271,428 $2,271,428 0.15 $2,259,824
Adams Outdoor Advertisi AB 5.95%56, 5.95%, 07/20/56 ADMSO 2026-1 006346AZ3 - 2,250,000 $2,269,269 $2,269,269 0.15 $2,258,107
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - 2,310,000 $2,269,185 $2,269,185 0.15 $2,265,552
Applied Digital Corporation 2.75% 01-JUN-2030, 2.75%, 06/01/30 APLD 038169AB4 - 671,000 $2,258,036 $2,258,036 0.15 $2,254,141
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 $2,245,104 $2,245,104 0.15 $2,233,182
Zais CLO 11 BR 5.51921% 20-JAN-2032, 5.52%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - 2,228,344 $2,238,403 $2,238,403 0.15 $2,228,837
COMM 2024-WCL1 Mortgage Trust C 6.566% 17-JUN-2041, 6.57%, 06/15/41 COMM 2024-WCL1 20047DAE4 - 2,216,000 $2,237,374 $2,237,374 0.15 $2,224,038
RCKT Mortgage Trust 2025-CES8 B2A 7.28202% 25-AUG-2055, 7.28%, 08/25/55 RCKT 2025-CES8 74939WAS9 - 2,253,000 $2,232,610 $2,232,610 0.14 $2,197,974
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - 2,250,000 $2,229,867 $2,229,867 0.14 $2,216,667
RKTL 2026-1 5.21%35 D, 5.21%, 02/26/35 RKTL 2026-1A 74990JAD7 - 2,232,000 $2,189,974 $2,189,974 0.14 $2,183,514
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 $2,180,699 $2,180,699 0.14 $2,167,010
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - 2,203,590 $2,156,548 $2,156,548 0.14 $2,155,195
DBGS 2021-W52 Mortgage Trust C 6.2405% 15-JAN-2038, 6.24%, 10/15/39 DBGS 2021-W52 23308LAJ3 - 2,151,000 $2,139,551 $2,139,551 0.14 $2,127,245
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - 2,106,091 $2,129,603 $2,129,603 0.14 $2,121,586
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 $2,114,730 $2,114,730 0.14 $2,100,409
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.59%, 04/25/56 RCKT 2026-CES4 74940CAD3 - 2,119,000 $2,107,649 $2,107,649 0.14 $2,092,505
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 $2,089,776 $2,089,776 0.14 $2,083,167
Connecticut Avenue Securities Trust 2023-R05 1B2 10.46608% 25-JUN-2043, 10.47%, 06/25/43 CAS 2023-R05 207942AD5 - 1,900,000 $2,089,532 $2,089,532 0.14 $2,077,932
SALUDA GRADE ALTERNATIVE MORT A2, 6.75%, 03/25/31 GRADE 2026-RTL7 79584UAB7 - 2,101,000 $2,089,359 $2,089,359 0.14 $2,071,243
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - 2,105,740 $2,085,383 $2,085,383 0.14 $2,071,542
Zayo Issuer, Series 2025-3 B_253 5.716% 20-OCT-2055, 5.72%, 10/20/55 ZAYO 2025-3A 98919WAQ6 - 2,150,000 $2,085,220 $2,085,220 0.14 $2,076,003
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 $2,075,814 $2,075,814 0.13 $2,063,251
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - 2,500,000 $2,073,316 $2,073,316 0.13 $2,069,940
Oaktree ABF Equipment ST 2026-1 C 5.31% 15-OCT-2033, 5.31%, 10/17/33 OAKEF 2026-1A 67403GAD8 - 2,050,000 $2,054,330 $2,054,330 0.13 $2,044,654
SMRT Commercial Mortgage Trust 2022-MINI F 7.02637% 15-JAN-2039, 7.03%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - 2,025,000 $2,031,391 $2,031,391 0.13 $2,018,348
Adams Outdoor Advertisi AB 8.43%56, 8.43%, 07/20/56 ADMSO 2026-1 006346BB5 - 2,000,000 $2,026,617 $2,026,617 0.13 $2,012,571
FIG SIX TRUST 2026-PF1 MB FLTG 56, 6.16%, 08/25/56 FIGX 2026-PF1 316935AC9 - 2,000,000 $2,016,670 $2,016,670 0.13 $2,000,940
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - 2,000,000 $2,015,465 $2,015,465 0.13 $2,004,816
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - 2,031,020 $2,014,477 $2,014,477 0.13 $2,001,197
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - 2,000,000 $2,014,007 $2,014,007 0.13 $2,001,421
BOCA Commercial Mortgage Trust 2025-BOCA D 6.17637% 15-DEC-2042, 6.18%, 12/15/42 BOCA 2025-BOCA 05619RAD4 - 2,000,000 $2,013,243 $2,013,243 0.13 $2,001,920
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 $2,012,851 $2,012,851 0.13 $2,004,711
FS Commercial Mortgage Trust 2026-PALM D 6.07637% 15-JUL-2041, 6.05%, 07/15/41 FS 2026-PALM 302720AG2 - 2,000,000 $2,012,144 $2,012,144 0.13 $2,003,742
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - 2,000,000 $2,004,208 $2,004,208 0.13 $1,990,255
RKTL 2026-3|6.29|08/27/2035, 6.29%, 08/27/35 RKTL 2026-3A 74990PAD3 - 2,000,000 $2,002,343 $2,002,343 0.13 $2,000,945
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 $1,998,705 $1,998,705 0.13 $1,988,656
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 $1,997,000 $1,997,000 0.13 $1,987,258
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 $1,995,486 $1,995,486 0.13 $1,984,667
Woodward Capital Manage MB FLTG 56, 6.06%, 05/25/56 RCKT 2026-CES5 74940FAF1 - 2,000,000 $1,993,671 $1,993,671 0.13 $1,978,180
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - 2,011,081 $1,992,147 $1,992,147 0.13 $1,987,846
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - 2,120,000 $1,991,129 $1,991,129 0.13 $1,988,170
OBX 2022-NQM7 Trust MB FLTG 66, 5.64%, 04/25/56 OBX 2026-CES1 67124LAE3 - 2,000,000 $1,989,940 $1,989,940 0.13 $1,975,537
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - 2,000,000 $1,986,914 $1,986,914 0.13 $1,981,361
PRPM 2026-RCF1 A2 5.206% 25-JAN-2056, 5.21%, 01/25/56 PRPM 2026-RCF1 69383VAB9 - 2,000,000 $1,977,685 $1,977,685 0.13 $1,964,381
PRPM 2026-RCF1 A3 5.305% 25-JAN-2056, 5.30%, 01/25/56 PRPM 2026-RCF1 69383VAF0 - 2,000,000 $1,971,317 $1,971,317 0.13 $1,957,760
Vista Point Securitization Trust 2026-CES1 A3 5.376% 25-FEB-2056, 5.38%, 02/25/56 VSTA 2026-CES1 92790EAC4 - 2,000,000 $1,965,202 $1,965,202 0.13 $1,958,632
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - 2,006,499 $1,947,297 $1,947,297 0.13 $1,938,965
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - 1,949,779 $1,934,195 $1,934,195 0.13 $1,921,195
BX Commercial Mortgage Trust 2024-AIR2 C 5.91724% 15-OCT-2041, 5.92%, 10/15/41 BX 2024-AIR2 05613QAE0 - 1,918,360 $1,933,414 $1,933,414 0.13 $1,923,007
BX Trust 2026-CIP E 6.77637% 15-MAY-2038, 6.78%, 05/15/38 BX 2026-CIP 123917AJ5 - 1,903,370 $1,926,852 $1,926,852 0.12 $1,915,029
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 $1,924,696 $1,924,696 0.12 $1,914,630
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - 1,914,643 $1,916,509 $1,916,509 0.12 $1,903,665
TeraWulf Inc. 0.0% 01-MAY-2032, 0.00%, 05/01/32 WULF 88080TAE4 - 1,600,000 $1,912,732 $1,912,732 0.12 $1,912,732
Exeter Automobile Recei AB 6.67%34, 6.66%, 07/17/34 EART 2026-3A 30167AAH6 - 1,900,000 $1,911,334 $1,911,334 0.12 $1,900,086
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 $1,900,201 $1,900,201 0.12 $1,883,737
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - 1,900,000 $1,899,725 $1,899,725 0.12 $1,893,215
BX Trust 2024-BRBK B 7.60297% 15-OCT-2041, 7.63%, 10/15/41 BX 2024-BRBK 05613NAG2 - 1,850,000 $1,863,412 $1,863,412 0.12 $1,850,470
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 $1,861,083 $1,861,083 0.12 $1,852,623
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - 1,833,657 $1,851,127 $1,851,127 0.12 $1,837,357
RAM 2026-1 A 5.463% 15-JUN-2046, 5.46%, 06/15/46 RAM 2026-1 74890FAA2 - 1,841,515 $1,843,451 $1,843,451 0.12 $1,834,398
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - 1,825,310 $1,819,277 $1,819,277 0.12 $1,812,460
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 $1,804,086 $1,804,086 0.12 $1,798,201
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 $1,803,404 $1,803,404 0.12 $1,795,574
BX Trust 2021-BXMF G 7.140513% 15-OCT-2038, 7.14%, 10/15/26 BX 2021-BXMF 05609RAS3 - 1,767,500 $1,777,724 $1,777,724 0.12 $1,766,156
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 $1,762,295 $1,762,295 0.11 $1,751,707
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-SEP-2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - 1,750,000 $1,755,649 $1,755,649 0.11 $1,747,343
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAY-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - 1,750,000 $1,751,210 $1,751,210 0.11 $1,743,261
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 $1,749,958 $1,749,958 0.11 $1,741,107
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - 1,750,000 $1,738,585 $1,738,585 0.11 $1,733,316
EFMT 2025-RTL1 0% 40, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - 1,717,000 $1,716,894 $1,716,894 0.11 $1,711,055
BXHPP Trust 2021-FILM C 4.891% 15-AUG-2036, 4.89%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - 1,950,000 $1,709,905 $1,709,905 0.11 $1,701,163
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 $1,709,329 $1,709,329 0.11 $1,702,877
Extended Stay America Trust 2025-ESH F 7.77637% 15-OCT-2042, 7.78%, 10/15/42 ESA 2025-ESH 30227TAL4 - 1,685,483 $1,701,721 $1,701,721 0.11 $1,689,707
RENEU 2026-RTL1 MB 5.93%41, 5.89%, 06/25/41 RENEU 2026-RTL1 759964AA7 - 1,664,000 $1,669,214 $1,669,214 0.11 $1,663,222
COOPR Residential Mortgage Trust 2026-CES1 M1 5.707% 25-FEB-2061, 5.71%, 02/25/61 COOPR 2026-CES1 21689GAF5 - 1,700,000 $1,668,349 $1,668,349 0.11 $1,655,952
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.80%, 07/25/56 BVCES 2026-1 07337MAC4 - 1,644,000 $1,647,925 $1,647,925 0.11 $1,635,749
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - 1,620,000 $1,647,070 $1,647,070 0.11 $1,638,430
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 $1,642,391 $1,642,391 0.11 $1,635,425
Connecticut Avenue Securities Trust 2023-R06 1B2 9.51608% 25-JUL-2043, 9.52%, 07/25/43 CAS 2023-R06 20754EAJ4 - 1,500,000 $1,628,185 $1,628,185 0.11 $1,619,858
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - 1,612,140 $1,617,612 $1,617,612 0.10 $1,606,942
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - 1,615,000 $1,612,064 $1,612,064 0.10 $1,606,834
BX Commercial Mortgage Trust 2024-WPT D 6.36607% 15-APR-2041, 6.37%, 03/15/34 BX 2024-WPT 05612JAG2 - 1,580,000 $1,594,199 $1,594,199 0.10 $1,584,979
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - 1,539,860 $1,540,969 $1,540,969 0.10 $1,529,736
Affirm Asset Securitiza AB 0% 31, 5.50%, 04/15/31 AFFRM 2026-X1 00835EAD2 - 1,522,000 $1,526,253 $1,526,253 0.10 $1,518,812
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - 1,500,000 $1,525,613 $1,525,613 0.10 $1,516,676
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - 1,892,604 $1,524,370 $1,524,370 0.10 $1,524,370
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 $1,522,320 $1,522,320 0.10 $1,513,461
Gracie Point International Funding, Series 2025-1 C 6.37539% 15-AUG-2028, 6.37%, 08/15/28 GPIF 2025-1A 38411WAC6 - 1,500,000 $1,517,313 $1,517,313 0.10 $1,504,821
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - 1,501,938 $1,512,217 $1,512,217 0.10 $1,501,148
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - 1,500,000 $1,508,776 $1,508,776 0.10 $1,502,163
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 $1,508,136 $1,508,136 0.10 $1,485,673
TESLA SUSTAINABLE ENERG AB 0% 52, 5.73%, 05/20/52 TSET 2026-1A 881938AB0 - 1,500,000 $1,504,971 $1,504,971 0.10 $1,498,524
UPG HI 2026-1 Issuer Trust B 6.39% 25-FEB-2048, 6.39%, 02/25/48 UPGHI 2026-1 90321BAB4 - 1,494,000 $1,504,588 $1,504,588 0.10 $1,498,754
RCKT Mortgage Trust|5.847|08/25/2056, 5.85%, 08/25/56 RCKT 2026-CES8 74941AAE4 - 1,500,000 $1,504,105 $1,504,105 0.10 $1,499,964
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - 1,500,000 $1,503,140 $1,503,140 0.10 $1,492,943
Lendbuzz Securitization Trust 2026-1 A2 4.68% 15-JUL-2030, 4.68%, 07/15/30 LBZZ 2026-1A 525952AB3 - 1,489,898 $1,496,790 $1,496,790 0.10 $1,490,592
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 $1,496,641 $1,496,641 0.10 $1,489,441
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 $1,489,965 $1,489,965 0.10 $1,482,377
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 $1,489,640 $1,489,640 0.10 $1,488,076
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - 1,470,688 $1,478,345 $1,478,345 0.10 $1,467,239
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - 1,470,688 $1,477,114 $1,477,114 0.10 $1,466,383
RCKT MORTGAGE TRUST 2026-CES4 0% 56, 5.39%, 04/25/56 RCKT 2026-CES4 74940CAC5 - 1,484,000 $1,471,717 $1,471,717 0.10 $1,461,488
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - 1,432,261 $1,460,939 $1,460,939 0.09 $1,454,584
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 28,835 $1,459,051 $1,459,051 0.09 $1,459,051
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 1,438,817 $1,444,523 $1,444,523 0.09 $1,440,145
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - 1,784,783 $1,439,406 $1,439,406 0.09 $1,439,383
Business Jet Securities AB 0% 41, 8.18%, 06/15/41 BJETS 2026-1A 12013JAE8 - 1,413,798 $1,429,923 $1,429,923 0.09 $1,419,488
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - 1,442,000 $1,401,644 $1,401,644 0.09 $1,396,420
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 $1,390,635 $1,390,635 0.09 $1,384,042
JP Morgan Mortgage Trust 2026-ACES1 B1 6.503% 25-APR-2066, 6.50%, 04/25/66 JPMMT 2026-ACES1 46664MBS9 - 1,378,456 $1,379,794 $1,379,794 0.09 $1,368,340
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAB2 - 1,500,000 $1,379,549 $1,379,549 0.09 $1,371,882
Vista Point Securitization Trust 2026-CES1 A2 5.226% 25-FEB-2056, 5.23%, 02/25/56 VSTA 2026-CES1 92790EAB6 - 1,400,000 $1,374,383 $1,374,383 0.09 $1,369,912
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - 1,358,712 $1,366,796 $1,366,796 0.09 $1,357,590
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 $1,358,099 $1,358,099 0.09 $1,353,925
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 $1,352,043 $1,352,043 0.09 $1,343,360
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 $1,346,084 $1,346,084 0.09 $1,339,737
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - 1,338,581 $1,329,465 $1,329,465 0.09 $1,321,187
RCKT Mortgage Trust 202 MB FLTG 56, 5.67%, 06/25/56 RCKT 2026-CES6 74942DAC1 - 1,300,000 $1,301,211 $1,301,211 0.08 $1,291,793
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.09%, 07/25/56 BVCES 2026-1 07337MAE0 - 1,279,000 $1,280,035 $1,280,035 0.08 $1,270,074
Great Wolf Trust 2024-WOLF C 6.06737% 15-MAR-2039, 6.07%, 03/15/39 GWT 2024-WOLF 39152MAE5 - 1,260,000 $1,271,586 $1,271,586 0.08 $1,264,578
Sierra Timeshare 2026-1 Receivables Funding D 7.1% 20-DEC-2042, 7.10%, 12/22/42 SRFC 2026-1A 82652VAD2 - 1,259,324 $1,265,755 $1,265,755 0.08 $1,259,049
HOMES 2026-INV1 Trust A1D 5.077% 25-AUG-2060, 5.08%, 08/25/60 HOMES 2026-INV1 43761FAD7 - 1,272,266 $1,264,420 $1,264,420 0.08 $1,250,347
Gordon Brothers Commerc AB 0% 34, 6.18%, 06/20/34 GBEF 2026-1A 38272DAE2 - 1,250,000 $1,257,825 $1,257,825 0.08 $1,253,962
ACACIA 2026-1 LLC AB 0% 41, 6.41%, 07/15/41 ACACIA 2026-1 00402VAB1 - 1,250,000 $1,256,430 $1,256,430 0.08 $1,249,753
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - 1,242,762 $1,251,349 $1,251,349 0.08 $1,242,612
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - 1,541,000 $1,241,571 $1,241,571 0.08 $1,239,490
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 $1,238,589 $1,238,589 0.08 $1,232,789
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - 1,236,868 $1,225,216 $1,225,216 0.08 $1,218,939
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 $1,219,424 $1,219,424 0.08 $1,212,554
TVC Mortgage Trust 2025-RRTL1 A2 6.68% 25-APR-2040, 6.68%, 04/25/40 TVC 2025-RRTL1 900927AB0 - 1,200,000 $1,216,027 $1,216,027 0.08 $1,211,129
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 $1,209,191 $1,209,191 0.08 $1,201,874
GS Mortgage Securities MB FLTG 56, 5.48%, 11/25/56 GSMBS 2026-AH2 362984AD8 - 1,200,000 $1,204,376 $1,204,376 0.08 $1,200,538
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - 1,193,734 $1,201,867 $1,201,867 0.08 $1,193,263
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - 1,191,971 $1,192,842 $1,192,842 0.08 $1,184,301
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 $1,183,601 $1,183,601 0.08 $1,174,533
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 $1,175,603 $1,175,603 0.08 $1,167,953
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - 1,168,374 $1,173,463 $1,173,463 0.08 $1,168,021
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 $1,172,246 $1,172,246 0.08 $1,166,663
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - 1,163,296 $1,165,225 $1,165,225 0.08 $1,157,573
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 $1,158,229 $1,158,229 0.08 $1,150,110
ARIXA MORTGAGE TRUST 20 MB 6.05%31, 6.05%, 05/25/31 ARIXA 2026-RTL1 04046CAA9 - 1,156,000 $1,157,723 $1,157,723 0.08 $1,153,448
CPTS 2019-CPT Mortgage Trust C 3.096693% 13-NOV-2039, 3.10%, 11/13/39 CPTS 12654YAG4 - 1,250,000 $1,133,622 $1,133,622 0.07 $1,131,902
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 $1,125,305 $1,125,305 0.07 $1,119,906
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - 1,092,253 $1,120,699 $1,120,699 0.07 $1,113,977
Connecticut Avenue Securities Trust 2023-R04 1B2 11.86608% 25-MAY-2043, 11.87%, 05/25/43 CAS 2023-R04 20754QAJ7 - 1,000,000 $1,119,108 $1,119,108 0.07 $1,112,186
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 $1,109,499 $1,109,499 0.07 $1,101,611
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - 1,156,652 $1,109,400 $1,109,400 0.07 $1,104,966
OBX 2026-HE1 Trust M2 5.41608% 25-FEB-2056, 5.42%, 02/25/56 OBX 2026-HE1 67124BAE5 - 1,100,000 $1,107,397 $1,107,397 0.07 $1,103,591
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 6.24%, 05/25/56 BVCES 2026-2 07338CAE1 - 1,100,000 $1,106,747 $1,106,747 0.07 $1,103,698
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.99%, 05/25/56 BVCES 2026-2 07338CAD3 - 1,100,000 $1,106,661 $1,106,661 0.07 $1,103,733
OBX 2026-HE2 Trust MB FLTG 56, 5.22%, 06/25/56 OBX 2026-HE2 67124WAD1 - 1,096,000 $1,104,309 $1,104,309 0.07 $1,100,974
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 $1,087,649 $1,087,649 0.07 $1,081,685
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - 1,024,726 $1,071,199 $1,071,199 0.07 $1,063,794
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 $1,060,818 $1,060,818 0.07 $1,055,111
BX Trust 2024-CNYN C 5.61753% 15-APR-2041, 5.62%, 04/15/41 BX 2024- CNYN 05612HAE1 - 1,050,000 $1,058,024 $1,058,024 0.07 $1,052,617
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 1,054,000 $1,057,981 $1,057,981 0.07 $1,054,836
BX Trust 2024-VLT4 D 6.116422% 15-JUN-2041, 6.12%, 06/15/41 BX 2024-VLT4 05612TAG0 - 1,055,450 $1,050,126 $1,050,126 0.07 $1,044,209
Hilton Grand Vacations Trust 2026-1 D 7.21% 25-FEB-2043, 7.21%, 02/25/43 HGVT 2026-1A 43284KAD4 - 1,030,506 $1,039,518 $1,039,518 0.07 $1,034,977
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - 1,000,000 $1,036,990 $1,036,990 0.07 $1,029,141
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - 1,027,916 $1,032,770 $1,032,770 0.07 $1,025,575
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - 1,000,000 $1,029,936 $1,029,936 0.07 $1,022,445
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - 1,000,000 $1,028,457 $1,028,457 0.07 $1,021,346
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - 1,014,641 $1,025,790 $1,025,790 0.07 $1,021,414
FIGRE Trust 2026-HE1 C 5.434% 25-JAN-2056, 5.43%, 01/25/56 FIGRE 2026-HE1 30249NAE7 - 1,031,088 $1,023,606 $1,023,606 0.07 $1,016,447
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 $1,014,356 $1,014,356 0.07 $1,002,400
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 1,072,890 $1,006,827 $1,006,827 0.07 $1,001,221
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 $1,006,516 $1,006,516 0.07 $999,920
UPG HI ISSUER TRUST 202 AB 0% 48, 6.40%, 04/27/48 UPGHI 2026-2 914931AB6 - 1,000,000 $1,005,140 $1,005,140 0.07 $1,001,051
GS Mortgage Securities MB FLTG 56, 5.33%, 11/25/56 GSMBS 2026-AH2 362984AC0 - 1,000,000 $1,003,687 $1,003,687 0.07 $1,000,577
Ally Bank/Utah|9.965|06/15/2034, 9.96%, 06/15/34 ABCLN 2026-B 02009FAG8 - 1,000,000 $1,000,277 $1,000,277 0.06 $1,000,000
Ally Bank/Utah|7.301|06/15/2034, 7.30%, 06/15/34 ABCLN 2026-B 02009FAF0 - 1,000,000 $1,000,203 $1,000,203 0.06 $1,000,000
TVC Mortgage Trust 2026-RRTL1 M1 6.34% 25-FEB-2041, 6.34%, 02/25/41 TVC 2026-RRTL1 87306XAC9 - 1,000,000 $994,347 $994,347 0.06 $990,473
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - 994,264 $993,735 $993,735 0.06 $987,067
LIFE 2021-BMR Mortgage Trust E 5.541% 15-MAR-2038, 5.54%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - 1,050,000 $993,704 $993,704 0.06 $988,372
TVC Mortgage Trust 2026-RRTL1 A2 5.315% 25-FEB-2041, 5.32%, 02/25/41 TVC 2026-RRTL1 87306XAB1 - 1,000,000 $993,582 $993,582 0.06 $990,334
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 $991,887 $991,887 0.06 $986,722
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - 1,035,951 $990,404 $990,404 0.06 $984,778
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - 1,000,000 $985,681 $985,681 0.06 $984,710
Westgate Resorts 2026-1 D 7.99% 20-OCT-2039, 7.99%, 10/20/39 WESTR 2026-1A 959921AD9 - 970,755 $982,594 $982,594 0.06 $972,683
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 $911,455 $911,455 0.06 $907,328
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - 900,000 $905,844 $905,844 0.06 $903,100
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - 1,500,000 $902,006 $902,006 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 $886,950 $886,950 0.06 $882,342
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - 882,039 $877,494 $877,494 0.06 $872,090
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - 820,112 $866,700 $866,700 0.06 $860,066
Connecticut Avenue Securities Trust 2023-R05 1B1 8.36608% 25-JUN-2043, 8.37%, 06/25/43 CAS 2023-R05 207942AC7 - 810,000 $861,589 $861,589 0.06 $857,636
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 $859,755 $859,755 0.06 $856,021
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - 853,080 $849,814 $849,814 0.06 $844,480
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 $849,625 $849,625 0.06 $844,627
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 $849,512 $849,512 0.06 $843,303
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 846,303 $847,902 $847,902 0.06 $845,567
EFMT 2026-CES1 A3 5.466% 25-DEC-2060, 5.47%, 12/25/60 EFMT 2026-CES1 26846MAE4 - 852,000 $845,996 $845,996 0.05 $840,045
Aligned Data Centers Is AB 6.69%56, 6.69%, 06/15/56 ADC 2026-1A 01627AAH1 - 848,000 $845,348 $845,348 0.05 $842,197
Post Road Equipment Finance 2026-1 E 7.7% 15-JAN-2034, 7.70%, 01/17/34 PREF 2026-1A 73747RAF2 - 821,000 $842,800 $842,800 0.05 $837,181
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 839,000 $841,944 $841,944 0.05 $839,259
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 $835,511 $835,511 0.05 $833,192
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - 823,095 $831,274 $831,274 0.05 $825,218
OBX 2026-HE2 Trust MB FLTG 56, 5.42%, 06/25/56 OBX 2026-HE2 67124WAE9 - 822,000 $826,019 $826,019 0.05 $823,422
FNA 9, Series 2026-1 A 5.509% 15-DEC-2038, 5.51%, 04/16/46 FNH 2026-1 34411JAA8 - 813,032 $816,055 $816,055 0.05 $811,902
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 $810,613 $810,613 0.05 $802,628
BFLD Commercial Mortgage Trust 2025-5MW E 8.176384% 10-OCT-2042, 8.18%, 10/10/42 BFLD 2025-5MW 088921AE1 - 790,000 $809,106 $809,106 0.05 $806,235
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - 813,469 $808,171 $808,171 0.05 $806,431
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 $799,391 $799,391 0.05 $797,242
BX Trust 2026-CIP D 5.77637% 15-MAY-2038, 5.78%, 05/15/38 BX 2026-CIP 123917AG1 - 786,092 $793,725 $793,725 0.05 $789,562
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - 750,000 $785,688 $785,688 0.05 $780,428
EFMT 2026-CES1 A2 5.316% 25-DEC-2060, 5.32%, 12/25/60 EFMT 2026-CES1 26846MAD6 - 777,000 $770,312 $770,312 0.05 $765,034
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - 728,467 $744,043 $744,043 0.05 $738,915
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 $731,817 $731,817 0.05 $729,518
WIRELESS PROPCO 2025-1 4.3%55 B, 4.30%, 06/25/55 SYMTOW 2025-1A 97655EAE3 - 766,400 $728,319 $728,319 0.05 $726,488
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 $720,745 $720,745 0.05 $718,124
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - 735,000 $720,317 $720,317 0.05 $717,693
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.18888% 25-OCT-2057, 8.19%, 10/25/57 CHASE 2020-CL1 46591HAK6 - 658,986 $716,738 $716,738 0.05 $713,590
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 $710,580 $710,580 0.05 $706,373
EQT Trust 2026-IND1 E 6.37637% 15-JUL-2041, 6.35%, 07/15/41 EQT 2026-IND1 29439AAJ6 - 690,000 $694,765 $694,765 0.05 $691,357
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 $694,487 $694,487 0.05 $691,627
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - 3,240,000 $687,866 $687,866 0.04 $668,167
FIGRE Trust 2026-HE1 B 5.183% 25-JAN-2056, 5.18%, 01/25/56 FIGRE 2026-HE1 30249NAD9 - 692,112 $684,791 $684,791 0.04 $680,208
NEW RESIDENTIAL MORTGAG MB 0% 65, 4.00%, 12/25/65 NRZT 2026-RPL1 64832TAC0 - 750,000 $680,372 $680,372 0.04 $676,538
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - 673,750 $677,184 $677,184 0.04 $676,097
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - 636,364 $669,693 $669,693 0.04 $664,844
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 $654,294 $654,294 0.04 $650,297
Planet Fitness Master Issuer Series 2022-1 A2II 4.008% 05-MAR-2051, 4.01%, 12/05/51 PLNT 2022-1A 72703PAE3 - 694,188 $647,361 $647,361 0.04 $641,797
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - 636,364 $644,364 $644,364 0.04 $641,128
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 $633,948 $633,948 0.04 $630,981
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 $619,049 $619,049 0.04 $615,137
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - 615,719 $612,110 $612,110 0.04 $610,115
OBX TRUST 2026-HE1 FLTG 2056 M1, 5.27%, 02/25/56 OBX 2026-HE1 67124BAD7 - 604,000 $610,300 $610,300 0.04 $608,268
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 $600,716 $600,716 0.04 $594,401
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 $592,963 $592,963 0.04 $588,378
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - 560,000 $563,699 $563,699 0.04 $560,954
BAYVIEW OPPORTUNITY MAS MB FLTG 56, 5.94%, 05/25/56 BVCES 2026-2 07338CAC5 - 550,000 $553,318 $553,318 0.04 $551,866
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - 546,000 $550,741 $550,741 0.04 $546,130
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 $544,537 $544,537 0.04 $541,713
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 $533,238 $533,238 0.03 $531,485
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - 500,000 $514,104 $514,104 0.03 $512,593
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - 500,000 $513,531 $513,531 0.03 $509,909
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - 497,986 $510,758 $510,758 0.03 $504,866
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 $510,570 $510,570 0.03 $507,743
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - 500,000 $509,479 $509,479 0.03 $506,799
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - 500,000 $509,402 $509,402 0.03 $506,477
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 $507,080 $507,080 0.03 $503,750
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - 500,000 $505,890 $505,890 0.03 $500,772
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - 497,986 $505,674 $505,674 0.03 $501,181
NATL Commercial Mortgage Trust 2026-IND D 5.82637% 15-JUN-2043, 5.83%, 06/15/43 NATL 2026-IND 62881KAG4 - 500,000 $503,822 $503,822 0.03 $501,152
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 $496,359 $496,359 0.03 $494,453
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 $495,435 $495,435 0.03 $494,554
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - 470,307 $479,501 $479,501 0.03 $476,094
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 $469,493 $469,493 0.03 $466,611
EFMT 2026-CES1 A1B 5.116% 25-DEC-2060, 5.12%, 12/25/60 EFMT 2026-CES1 26846MAB0 - 466,118 $463,596 $463,596 0.03 $460,549
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - 450,000 $460,745 $460,745 0.03 $457,345
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 $425,626 $425,626 0.03 $423,365
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - 400,000 $419,926 $419,926 0.03 $417,106
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 $415,593 $415,593 0.03 $414,795
BXHPP Trust 2021-FILM A 4.441% 15-AUG-2036, 4.44%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - 437,000 $413,918 $413,918 0.03 $412,140
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - 400,000 $405,788 $405,788 0.03 $403,381
BX Commercial Mortgage Trust 2026-CSMO C 5.67637% 15-FEB-2043, 5.68%, 02/15/43 BX 2026-CSMO 12433LAE5 - 400,000 $405,457 $405,457 0.03 $403,375
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - 384,349 $391,850 $391,850 0.03 $389,472
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 $382,031 $382,031 0.02 $379,314
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 $379,174 $379,174 0.02 $377,595
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - 500,000 $377,578 $377,578 0.02 $374,471
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - 369,875 $368,031 $368,031 0.02 $365,550
DBGS 2021-W52 Mortgage Trust B 5.6877% 15-JAN-2038, 5.69%, 10/15/39 DBGS 2021-W52 23308LAG9 - 366,000 $367,036 $367,036 0.02 $365,127
EQT Trust 2026-IND1 D 5.67637% 15-JUL-2041, 5.65%, 07/15/41 EQT 2026-IND1 29439AAG2 - 362,000 $364,255 $364,255 0.02 $362,664
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - 358,808 $360,674 $360,674 0.02 $358,809
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.18888% 25-OCT-2057, 7.19%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - 337,071 $356,484 $356,484 0.02 $355,070
JPMorgan Chase Bank, Na AB 0% 34, 7.28%, 07/25/34 CACLN 2026-1 48128DAK3 - 350,000 $352,124 $352,124 0.02 $350,850
Lendbuzz Securitization Trust 2026-1 C 5.74% 15-SEP-2031, 5.74%, 09/15/31 LBZZ 2026-1A 525952AD9 - 348,299 $351,730 $351,730 0.02 $349,953
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 $351,502 $351,502 0.02 $348,525
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - 345,083 $350,633 $350,633 0.02 $347,888
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 $349,025 $349,025 0.02 $346,683
Connecticut Avenue Securities, Series 2021-R01 1M2 5.16608% 25-OCT-2041, 5.17%, 10/25/41 CAS 2021-R01 20754RAB2 - 345,910 $347,302 $347,302 0.02 $346,260
DELL EQUIPMENT FINANCE TRUS 5.23% 32, 4.83%, 03/22/32 DEFT 2025-2 24703VAL5 - 330,000 $328,762 $328,762 0.02 $327,655
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - 322,422 $327,665 $327,665 0.02 $325,856
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 $324,356 $324,356 0.02 $323,733
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - 300,000 $314,155 $314,155 0.02 $311,942
BX Commercial Mortgage Trust 2024-MF C 5.61727% 15-FEB-2039, 5.62%, 02/15/39 BX 2024-MF 05612EAE8 - 309,909 $312,219 $312,219 0.02 $310,624
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 $303,143 $303,143 0.02 $300,345
CSMC 2021-BHAR E 7.291% 15-NOV-2038, 7.29%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - 300,000 $299,651 $299,651 0.02 $297,646
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - 300,000 $296,737 $296,737 0.02 $294,725
Affirm Asset Securitization Trust 2025-X2 C 4.93% 15-OCT-2030, 4.93%, 10/15/30 AFFRM 2025-X2 00835DAC6 - 283,000 $284,003 $284,003 0.02 $282,763
Lendbuzz Securitization Trust 2026-1 B 5.16% 15-DEC-2030, 5.16%, 12/16/30 LBZZ 2026-1A 525952AC1 - 271,000 $271,914 $271,914 0.02 $270,671
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 $271,217 $271,217 0.02 $269,347
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.16608% 25-FEB-2050, 5.17%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - 273,288 $268,671 $268,671 0.02 $267,847
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 $260,797 $260,797 0.02 $258,086
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 $255,331 $255,331 0.02 $253,651
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 $254,850 $254,850 0.02 $253,505
EFMT 2026-CES1 M1 5.616% 25-DEC-2060, 5.62%, 12/25/60 EFMT 2026-CES1 26846MAF1 - 234,000 $230,902 $230,902 0.01 $229,223
BXHPP Trust 2021-FILM B 4.691% 15-AUG-2036, 4.69%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - 250,000 $220,149 $220,149 0.01 $219,074
Big Sky Funding LLC|8.5|10/20/2035, 8.50%, 10/20/35 APCHIP DU0US0009600 - 218,066 $219,816 $219,816 0.01 $218,066
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - 200,000 $216,568 $216,568 0.01 $214,618
Taco Bell Funding Series 2021-1 A2III 2.542% 25-AUG-2051, 2.54%, 08/25/51 BELL 2021-1A 87342RAJ3 - 245,625 $215,706 $215,706 0.01 $214,284
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - 210,670 $212,010 $212,010 0.01 $210,668
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 $211,559 $211,559 0.01 $209,257
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - 200,000 $203,641 $203,641 0.01 $201,955
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 $201,561 $201,561 0.01 $200,186
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 $178,303 $178,303 0.01 $177,501
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - 173,123 $174,182 $174,182 0.01 $172,741
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - 171,829 $171,438 $171,438 0.01 $170,886
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 $169,068 $169,068 0.01 $168,084
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - 167,817 $168,855 $168,855 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 $167,214 $167,214 0.01 $166,558
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 $163,084 $163,084 0.01 $162,108
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - 172,925 $156,723 $156,723 0.01 $156,357
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - 146,358 $147,553 $147,553 0.01 $146,554
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - 168,355 $125,294 $125,294 0.01 $125,150
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 $122,086 $122,086 0.01 $121,505
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - 106,143 $100,615 $100,615 0.01 $100,356
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - 103,500 $100,484 $100,484 0.01 $100,231
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - 96,782 $99,226 $99,226 0.01 $97,972
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - 98,238 $92,417 $92,417 0.01 $92,162
Ginnie Mae REMIC Trust 2005-065 FA 3.93409% 20-AUG-2035, 3.93%, 08/20/35 GNR 2005-65 38374LL25 - 89,447 $88,527 $88,527 0.01 $88,263
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - 84,418 $73,146 $73,146 0.00 $72,934
Flagship Credit Auto Trust 2024-3 A 4.88% 15-NOV-2028, 4.88%, 11/15/28 FCAT 2024-3 33843YAA5 - 71,865 $72,250 $72,250 0.00 $71,939
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - 2,500,000 $62,638 $62,638 0.00 $50,000
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 $48,208 $48,208 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 $45,450 $45,450 0.00 $45,186
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 $41,145 $41,145 0.00 $40,881
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - 1,500,000 $38,296 $38,296 0.00 $30,000
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 $24,911 $24,911 0.00 $24,835
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 $22,942 $22,942 0.00 $22,806
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - 17,482 $17,597 $17,597 0.00 $17,528
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 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - $12,784 $12,784 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
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - $2,215 $2,215 0.00 $0
US ULTRA BOND CBT Sep26 SEP 26 WNU6 FUTURES_USD - 110.00 $12,096,562 $0 0.00 $0
US 10yr Ultra Fut Sep26 SEP 26 UXYU6 FUTURES_USD - -145.00 $-15,981,719 $0 0.00 $0
US 10YR NOTE (CBT)Sep26 SEP 26 TYU6 FUTURES_USD - -217.00 $-23,561,453 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - 2,054 $423,348,658 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -605.00 $-64,389,961 $0 0.00 $0
GOLD FUT OPT(CMX) Sep26P 3475 3475 GCU6P GCV6 COMDTY $3,475.00 -83.00 $36,322,460 $-1,660 0.00 $-1,660
US 5YR FUTR OPTN Sep26Put 105.25 FVU6P FVU6 COMDTY $105.25 -327.00 $34,802,508 $-2,555 0.00 $-2,555
US 10YR FUT OPTN Sep26Call 109.5 TYU6C TYU6 COMDTY $109.50 -275.00 $-29,858,984 $-4,297 0.00 $-4,297
US 10YR FUT OPTN Sep26Put 107.25 TYU6P TYU6 COMDTY $107.25 -275.00 $29,858,984 $-4,297 0.00 $-4,297
US 5YR FUTR OPTN Sep26C 107 107 FVU6C FVU6 COMDTY $107.00 -327.00 $-34,802,508 $-5,109 0.00 $-5,109
GOLD FUT OPT(CMX) Sep26C 4545 4545 GCU6C GCV6 COMDTY $4,545.00 -83.00 $-36,322,460 $-134,460 -0.01 $-134,460
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/14/26 FNCL 01F030694 - -78,790,000 $-67,365,844 $-67,365,844 -4.37 $-67,365,844
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/14/26 FNCL 01F022691 - -125,740,000 $-102,866,511 $-102,866,511 -6.67 $-102,866,511
SEGREGATED CASH SEGCASH $0.00 5,810,000 $5,810,000 $5,810,000 0.38 $5,810,000
US DOLLARS USD MD_142224 - -261,249,533 $-261,249,533 $-261,249,533 -16.95 $-261,249,533
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 $120,268,750 $0 0.00 $0
Janus Henderson AAA CLO ETF 11/23/26 - 47103U845 $50.63 520,378 $26,331,127 $-15,611 0.00 $-15,611
Janus Henderson AAA CLO ETF 01/21/27 - 47103U845 $50.63 520,378 $26,331,127 $-15,611 0.00 $-15,611
Janus Henderson AAA CLO ETF 02/23/27 - 47103U845 $50.63 1,089,219 $55,114,481 $-32,677 0.00 $-32,677
Janus Henderson AAA CLO ETF 09/25/26 JAAA US 47103U845 $50.63 1,185,068 $59,964,441 $-71,104 0.00 $-71,104
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.

Choose region

Country

Language

What type of investor are you?