Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Advisor
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Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 10/17/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
GNMA II TBA 30yr 2.5% November Delivery, 2.50%, 11/20/25 G2SF 21H0226B2 - - 136,700,000 $119,331,992 $119,331,992 9.50 $119,331,992
UMBS TBA 30yr 5.5% November Delivery, 5.50%, 11/13/25 FNCL 01F0526B3 - - 65,610,000 $66,378,293 $66,378,293 5.29 $66,378,293
UMBS TBA 30yr 6.5% November Delivery, 6.50%, 11/13/25 FNCL 01F0626B2 - - 60,613,000 $62,725,363 $62,725,363 5.00 $62,725,363
UMBS TBA 30yr 6% November Delivery, 6.00%, 11/13/25 FNCL 01F0606B6 - - 57,605,000 $58,935,676 $58,935,676 4.70 $58,935,676
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,682,445 $39,682,445 3.17 $39,682,445
UMBS TBA 30yr 3.5% November Delivery, 3.50%, 11/13/25 FNCL 01F0326B5 - - 30,930,000 $28,640,500 $28,640,500 2.29 $28,640,500
UMBS TBA 30yr 4.5% November Delivery, 4.50%, 11/13/25 FNCL 01F0426B4 - - 25,880,000 $25,348,942 $25,348,942 2.02 $25,348,942
UMBS TBA 30yr 3% November Delivery, 3.00%, 11/13/25 FNCL 01F0306B9 - - 25,640,000 $22,849,906 $22,849,906 1.82 $22,849,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00603% 25-FEB-2045, 6.01%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,936,725 $16,936,725 1.35 $16,866,592
CENT Trust 2025-CITY A 5.090927% 10-JUL-2040, 4.92%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,938,420 $12,938,420 1.03 $12,852,008
Fannie Mae REMIC Trust 2025-12 FC 5.45603% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,875,977 $12,937,181 $12,937,181 1.03 $12,888,395
ALA Trust 2025-OANA A 5.89363% 15-JUN-2040, 5.78%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,097,098 $12,097,098 0.96 $12,087,429
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,896,209 $11,983,488 $11,983,488 0.95 $11,890,723
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35603% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 11,744,594 $11,816,528 $11,816,528 0.94 $11,772,845
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,100,948 $11,328,661 $11,328,661 0.90 $11,244,652
BX Commercial Mortgage Trust 2024-XL4 A 5.59219% 15-FEB-2039, 5.47%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,622,227 $10,622,227 0.84 $10,614,158
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,303,647 $10,303,647 0.82 $10,294,644
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,085,006 $10,085,006 0.80 $10,001,511
BX Trust 2025-VLT7 E 7.90016% 15-JUL-2044, 7.78%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,046,467 $10,046,467 0.80 $10,035,695
BX Trust 2024-FNX A 5.59246% 15-NOV-2041, 5.47%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,906,538 $9,906,538 0.79 $9,899,016
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,365,670 $9,484,080 $9,484,080 0.75 $9,412,680
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,622,746 $8,622,746 0.69 $8,605,760
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,376,742 $8,376,742 0.67 $8,339,842
PMT Loan Trust 2025-J3|5.6932|11/27/2056, 5.69%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 8,028,000 $8,022,535 $8,022,535 0.64 $8,022,535
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $8,017,619 $8,017,619 0.64 $7,978,558
OBX 2025-J3 Trust|5.80757|10/25/2055, 5.81%, 10/25/55 OBX 2025-J3 67449KAU7 - - 7,972,000 $8,003,913 $8,003,913 0.64 $7,971,762
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,719,638 $7,719,638 0.61 $7,690,547
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45603% 25-JAN-2045, 5.46%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,598,386 $7,634,916 $7,634,916 0.61 $7,606,127
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,557,577 $7,557,577 0.60 $7,551,744
Extended Stay America Trust 2025-ESH B 5.75% 15-OCT-2042, 5.75%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,519,271 $7,519,271 0.60 $7,519,271
HILT 2025-NVIL A 5.89316% 15-JUL-2042, 5.78%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,435,381 $7,435,381 0.59 $7,429,445
Affirm Master Trust Series 2025-3 D 5.09% 15-OCT-2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,288,610 $7,288,610 0.58 $7,260,841
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,990,000 $6,990,000 0.56 $6,968,429
BLP Commercial Mortgage Trust 2024-IND2 A 5.49231% 15-MAR-2041, 5.37%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,907,463 $6,912,125 $6,912,125 0.55 $6,906,969
BX Commercial Mortgage Trust 2024-AIRC A 5.84124% 15-AUG-2041, 5.72%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 6,881,035 $6,903,077 $6,903,077 0.55 $6,897,607
KRE Commercial Mortgage Trust 2025-AIP4 A 5.45016% 15-MAR-2042, 5.33%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,902,000 $6,891,287 $6,891,287 0.55 $6,886,176
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85603% 25-OCT-2041, 11.86%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,676,045 $6,676,045 0.53 $6,580,318
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60603% 25-SEP-2041, 10.61%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,557,775 $6,557,775 0.52 $6,511,462
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.52239% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,298,945 $6,503,987 $6,503,987 0.52 $6,475,456
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,488,856 $6,488,856 0.52 $6,484,305
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00603% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,282,379 $6,282,379 0.50 $6,256,438
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,249,192 $6,172,127 $6,172,127 0.49 $6,138,104
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,162,064 $6,162,064 0.49 $6,139,401
HPEFS Equipment Trust 2025-2|4.77|05/20/2033, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,007,297 $6,007,297 0.48 $6,006,502
BX Trust 2025-TAIL D 6.60016% 15-JUN-2035, 6.48%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,003,261 $6,003,261 0.48 $5,997,859
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,963,000 $6,000,658 $6,000,658 0.48 $5,969,850
BX Trust 2024-CNYN D 6.84025% 15-APR-2041, 6.72%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,942,296 $5,950,498 $5,950,498 0.47 $5,944,950
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,934,245 $5,934,245 0.47 $5,906,690
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,014,405 $5,876,435 $5,876,435 0.47 $5,842,462
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,532,626 $5,641,392 $5,641,392 0.45 $5,616,245
PRPM 2025-RCF5 LLC|5.31|10/25/2055, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,555,199 $5,555,199 0.44 $5,515,447
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.85603% 25-MAY-2045, 5.86%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,532,379 $5,532,379 0.44 $5,509,967
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,421,330 $5,421,330 0.43 $5,416,841
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,350,832 $5,409,934 $5,409,934 0.43 $5,369,987
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15603% 25-NOV-2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,340,240 $5,340,240 0.42 $5,317,691
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,194,761 $5,315,932 $5,315,932 0.42 $5,274,845
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.86%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,192,553 $5,192,553 0.41 $5,171,536
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,191,036 $5,191,036 0.41 $5,164,315
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,171,104 $5,170,345 $5,170,345 0.41 $5,148,712
BX Commercial Mortgage Trust 2021-VOLT E 6.265% 15-SEP-2036, 6.15%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,158,568 $5,158,568 0.41 $5,154,157
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35603% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,153,205 $5,153,205 0.41 $5,117,966
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.15603% 25-NOV-2041, 12.16%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,128,139 $5,128,139 0.41 $5,087,619
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,083,285 $5,083,285 0.40 $5,003,227
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,077,329 $5,077,329 0.40 $5,057,343
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,018,422 $5,064,733 $5,064,733 0.40 $5,042,541
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 5,000,000 $5,033,230 $5,033,230 0.40 $4,999,420
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 5,000,000 $5,033,222 $5,033,222 0.40 $5,009,587
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50603% 25-FEB-2045, 5.51%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,001,470 $5,026,186 $5,026,186 0.40 $5,007,062
Saluda Grade Alternative Mortgage Trust 2025-LOC5|5.92649|10/25/2055, 5.93%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,010,307 $5,010,307 0.40 $5,000,429
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,964,384 $4,964,384 0.39 $4,960,849
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 5,000,000 $4,950,242 $4,950,242 0.39 $4,934,783
Fannie Mae REMIC Trust 2025-9 FA 5.55603% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,905,614 $4,934,797 $4,934,797 0.39 $4,915,869
SCG Commercial Mortgage Trust 2025-DLFN E 7.10016% 15-MAR-2035, 6.98%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,887,131 $4,887,131 0.39 $4,882,376
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,755,184 $4,838,165 $4,838,165 0.38 $4,802,567
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,777,479 $4,777,479 0.38 $4,715,832
BX Commercial Mortgage Trust 2024-MF D 6.83998% 15-FEB-2039, 6.72%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,746,610 $4,746,610 0.38 $4,742,187
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,722,299 $4,722,299 0.38 $4,703,159
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,704,236 $4,704,236 0.37 $4,674,836
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.77239% 25-OCT-2057, 6.77%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,550,243 $4,698,184 $4,698,184 0.37 $4,676,784
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,563,423 $4,633,752 $4,633,752 0.37 $4,610,308
SMRT Commercial Mortgage Trust 2022-MINI D 6.10016% 15-JAN-2039, 5.98%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 4,610,000 $4,611,568 $4,611,568 0.37 $4,584,299
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,607,944 $4,607,944 0.37 $4,589,197
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,560,409 $4,598,688 $4,598,688 0.37 $4,562,847
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,567,097 $4,592,669 $4,592,669 0.37 $4,542,938
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 $4,565,918 $4,565,918 0.36 $4,543,148
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,503,251 $4,503,251 0.36 $4,498,595
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $4,499,265 $4,499,265 0.36 $4,435,301
NRTH Commercial Mortgage Trust 2025-PARK B 5.79292% 15-OCT-2040, 5.79%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,496,945 $4,496,945 0.36 $4,493,325
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,375,770 $4,464,801 $4,464,801 0.36 $4,430,929
Great Wolf Trust 2024-WOLF D 7.04016% 15-MAR-2039, 6.92%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,448,730 $4,448,730 0.35 $4,444,476
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 $4,424,525 $4,424,525 0.35 $4,407,804
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,378,699 $4,422,164 $4,422,164 0.35 $4,389,582
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 4,333,000 $4,372,012 $4,372,012 0.35 $4,368,202
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.01%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,331,260 $4,331,260 0.34 $4,313,571
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,120,423 $4,303,684 $4,303,684 0.34 $4,266,007
Sotheby's ArtFi Master Trust, Series 2024-1 C 6.83% 20-DEC-2031, 6.83%, 12/22/31 ARTFI 2024-1A 83589CAD0 - - 4,250,000 $4,296,452 $4,296,452 0.34 $4,272,262
MTN Commercial Mortgage Trust 2022-LPFL A 5.5569% 15-MAR-2039, 5.44%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,237,467 $4,237,467 0.34 $4,234,265
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,234,270 $4,234,270 0.34 $4,201,512
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,146,298 $4,205,548 $4,205,548 0.33 $4,171,579
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,129,314 $4,164,524 $4,164,524 0.33 $4,141,159
BX Trust 2024-VLT4 E 7.039564% 15-JUN-2041, 6.92%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,153,958 $4,153,958 0.33 $4,149,971
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45603% 25-SEP-2041, 6.46%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,151,278 $4,151,278 0.33 $4,132,892
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,118,388 $4,118,388 0.33 $4,115,325
BX Trust 2024-BRBK A 7.0298% 15-OCT-2041, 6.91%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,021,934 $4,021,934 0.32 $4,018,102
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,898,958 $3,974,473 $3,974,473 0.32 $3,944,468
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,940,000 $3,971,260 $3,971,260 0.32 $3,944,462
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,057,488 $3,951,839 $3,951,839 0.31 $3,948,277
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35603% 25-DEC-2041, 11.36%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,948,635 $3,948,635 0.31 $3,919,306
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,837,080 $3,859,503 $3,859,503 0.31 $3,844,698
BX Trust 2025-LUNR D 6.65016% 15-JUN-2040, 6.53%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,822,340 $3,832,006 $3,832,006 0.30 $3,828,538
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,803,445 $3,803,445 0.30 $3,788,405
FREMF 2023-K511 Mortgage Trust C 5.634583% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,790,341 $3,790,341 0.30 $3,758,641
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 3,721,485 $3,778,998 $3,778,998 0.30 $3,741,008
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,758,854 $3,758,854 0.30 $3,742,262
BMP Commercial Mortgage Trust 2024-MF23 D 6.54065% 15-JUN-2041, 6.42%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,753,558 $3,753,558 0.30 $3,750,213
BX Trust 2021-MFM1 E 6.515% 15-JAN-2034, 6.40%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 3,733,520 $3,734,507 $3,734,507 0.30 $3,731,191
Extended Stay America Trust 2025-ESH D 6.75% 15-OCT-2042, 6.75%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,690,739 $3,690,739 0.29 $3,690,739
Extended Stay America Trust 2025-ESH E 7.5% 15-OCT-2042, 7.50%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,688,216 $3,688,216 0.29 $3,688,216
Bayview Opportunity Master Fund VII 2025-EDU1 C 6.133% 25-JUL-2048, 6.13%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,675,000 $3,687,507 $3,687,507 0.29 $3,674,985
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,657,721 $3,657,721 0.29 $3,644,621
BX Commercial Mortgage Trust 2024-XL5 D 6.83996% 15-MAR-2041, 6.72%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,593,002 $3,598,125 $3,598,125 0.29 $3,594,771
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,583,882 $3,583,882 0.28 $3,581,090
DROP Mortgage Trust 2021-FILE A 5.415% 15-OCT-2043, 5.30%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,556,921 $3,556,921 0.28 $3,554,236
SCG Trust 2025-SNIP D 6.75016% 15-SEP-2042, 6.63%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,520,003 $3,520,003 0.28 $3,504,125
Affirm Master Trust Series 2025-3 B 4.75% 15-OCT-2034, 4.75%, 10/16/34 AFRMT 2025-3A 00833BAP3 - - 3,500,000 $3,515,353 $3,515,353 0.28 $3,502,885
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,442,191 $3,501,648 $3,501,648 0.28 $3,475,022
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,434,628 $3,500,013 $3,500,013 0.28 $3,486,847
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35603% 25-JUL-2044, 5.36%, 07/25/44 CAS 2024-R05 20754XAB9 - - 3,458,357 $3,471,312 $3,471,312 0.28 $3,458,449
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,303,555 $3,454,825 $3,454,825 0.27 $3,423,048
Taco Bell Funding Series 2025-1 A2I 4.821% 25-AUG-2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,449,591 $3,449,591 0.27 $3,437,666
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,418,751 $3,418,751 0.27 $3,398,570
CSMC 2021-BHAR C 6.265% 15-NOV-2038, 6.15%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,406,388 $3,406,388 0.27 $3,403,445
BX Trust 2021-ARIA D 6.1604% 15-OCT-2036, 6.04%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,296,592 $3,296,592 0.26 $3,293,823
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,288,268 $3,288,268 0.26 $3,274,729
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,244,745 $3,284,205 $3,284,205 0.26 $3,280,707
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,195,179 $3,231,191 $3,231,191 0.26 $3,203,058
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,222,050 $3,222,050 0.26 $3,212,379
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,214,468 $3,214,468 0.26 $3,211,489
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 $3,203,813 $3,203,813 0.25 $3,189,003
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,156,609 $3,156,609 0.25 $3,143,367
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,150,341 $3,150,341 0.25 $3,147,090
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,144,512 $3,144,512 0.25 $3,120,235
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 3,000,000 $3,140,824 $3,140,824 0.25 $3,093,345
BX Trust 2021-ARIA F 6.8585% 15-OCT-2036, 6.74%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,103,468 $3,103,468 0.25 $3,082,930
BX Trust 2024-BIO C 6.79016% 15-FEB-2041, 6.67%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,097,399 $3,097,399 0.25 $3,094,519
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.23931% 15-AUG-2041, 7.12%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,096,686 $3,096,686 0.25 $3,093,620
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,093,878 $3,093,878 0.25 $3,078,699
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,088,273 $3,088,273 0.25 $3,084,233
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,087,724 $3,087,724 0.25 $3,073,157
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45603% 25-OCT-2041, 7.46%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,072,078 $3,072,078 0.24 $3,056,544
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 $3,053,382 $3,053,382 0.24 $3,041,466
Switch ABS Issuer LLC|5.365|10/25/2055, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $3,017,439 $3,017,439 0.24 $3,015,650
Sierra Timeshare 2025-3 Receivables Funding LLC|4.98|08/22/2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 3,000,000 $3,016,958 $3,016,958 0.24 $3,014,883
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,965,522 $3,014,830 $3,014,830 0.24 $2,992,214
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,013,989 $3,013,989 0.24 $3,005,358
CarMax Select Receivables Trust 2025-B D 5.33% 15-JUL-2031, 5.33%, 07/15/31 CMXS 2025-B 14320BAF6 - - 3,000,000 $3,012,360 $3,012,360 0.24 $3,010,139
Galaxy XXVI CLO Ltd., 6.99%, 07/31/26 GLXYT 2025-1 362922AA4 - - 2,980,791 $3,006,563 $3,006,563 0.24 $2,996,727
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,960,188 $3,006,180 $3,006,180 0.24 $2,984,062
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,995,479 $2,995,479 0.24 $2,965,693
Carvana Auto Receivables Trust 2025-P3 D 5.47% 10-SEP-2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,985,783 $2,985,783 0.24 $2,981,224
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,942,675 $2,942,675 0.23 $2,937,108
SWCH Commercial Mortgage Trust 2025-DATA E 7.49038% 15-FEB-2042, 7.37%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,932,866 $2,932,866 0.23 $2,929,846
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,846,892 $2,911,613 $2,911,613 0.23 $2,907,592
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,893,535 $2,893,535 0.23 $2,891,393
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 $2,881,923 $2,881,923 0.23 $2,879,668
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,842,147 $2,869,415 $2,869,415 0.23 $2,859,310
SCG Commercial Mortgage Trust 2025-FLWR E 6.90016% 15-AUG-2042, 6.78%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,868,025 $2,868,025 0.23 $2,865,324
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,846,118 $2,846,118 0.23 $2,837,257
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,781,330 $2,839,565 $2,839,565 0.23 $2,827,534
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,829,787 $2,829,787 0.23 $2,826,847
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,808,362 $2,808,362 0.22 $2,784,248
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,714,176 $2,761,201 $2,761,201 0.22 $2,739,811
BX Trust 2025-ROIC E 7.09145% 15-FEB-2042, 6.97%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,748,275 $2,748,275 0.22 $2,745,591
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.63881% 20-MAR-2033, 6.64%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,712,016 $2,744,972 $2,744,972 0.22 $2,730,969
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,796,518 $2,731,502 $2,731,502 0.22 $2,724,705
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,790,008 $2,713,304 $2,713,304 0.22 $2,706,523
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,686,732 $2,710,580 $2,710,580 0.22 $2,691,717
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 $2,710,435 $2,710,435 0.22 $2,697,234
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,704,508 $2,704,508 0.22 $2,702,108
MHC Commercial Mortgage Trust 2021-MHC F 6.866442% 15-APR-2038, 6.75%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,677,673 $2,677,673 0.21 $2,659,962
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95603% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,661,710 $2,661,710 0.21 $2,650,760
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,569,553 $2,569,553 0.20 $2,535,655
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,560,857 $2,560,857 0.20 $2,547,711
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,557,649 $2,557,649 0.20 $2,543,288
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,555,476 $2,555,476 0.20 $2,513,375
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,553,253 $2,553,253 0.20 $2,528,980
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,550,149 $2,550,149 0.20 $2,528,257
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,546,702 $2,546,702 0.20 $2,508,055
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,505,426 $2,545,661 $2,545,661 0.20 $2,527,758
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 2,500,000 $2,535,587 $2,535,587 0.20 $2,520,370
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,530,836 $2,530,836 0.20 $2,528,961
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,528,198 $2,528,198 0.20 $2,525,566
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,500,000 $2,525,466 $2,525,466 0.20 $2,507,573
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,508,769 $2,508,769 0.20 $2,506,488
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45603% 25-JAN-2042, 11.46%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,508,484 $2,508,484 0.20 $2,489,788
MTN Commercial Mortgage Trust 2022-LPFL B 6.0556% 15-MAR-2039, 5.94%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,507,468 $2,507,468 0.20 $2,505,407
RCKTL 2025-2|4.95|11/25/2034, 4.95%, 11/25/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,499,962 $2,499,962 0.20 $2,499,618
BX Commercial Mortgage Trust 2024-AIR2 D 6.94045% 15-OCT-2041, 6.82%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,495,857 $2,495,857 0.20 $2,493,499
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,492,249 $2,492,249 0.20 $2,479,566
280 Park Avenue 2017-280P Mortgage Trust B 5.598% 15-SEP-2034, 5.60%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,487,258 $2,487,258 0.20 $2,473,652
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 $2,477,363 $2,477,363 0.20 $2,469,363
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 $2,466,150 $2,466,150 0.20 $2,464,139
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10603% 25-FEB-2042, 8.11%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,433,348 $2,433,348 0.19 $2,420,175
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,429,203 $2,429,203 0.19 $2,422,731
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,400,000 $2,424,883 $2,424,883 0.19 $2,407,301
Westlake Automobile Receivables Trust Series 2025-P1 D 5.59% 15-JUL-2032, 5.59%, 07/15/32 WLAKE 2025-P1 96043LAG5 - - 2,379,000 $2,423,067 $2,423,067 0.19 $2,421,220
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 $2,416,904 $2,416,904 0.19 $2,414,548
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15603% 25-AUG-2044, 6.16%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 2,373,032 $2,397,105 $2,397,105 0.19 $2,386,960
Connecticut Avenue Securities Trust 2025-R06|5.30603|09/25/2045, 5.31%, 09/25/45 CAS 2025-R06 20754YAB7 - - 2,395,000 $2,396,883 $2,396,883 0.19 $2,395,118
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,384,548 $2,384,548 0.19 $2,382,349
PRM7 Trust 2025-PRM7 E 6.839055% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,367,627 $2,367,627 0.19 $2,359,018
ALA Trust 2025-OANA D 7.24172% 15-JUN-2040, 7.12%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,341,968 $2,341,968 0.19 $2,339,660
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,333,137 $2,333,137 0.19 $2,321,876
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.8832% 15-NOV-2036, 6.76%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,332,149 $2,332,149 0.19 $2,329,956
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,283,874 $2,330,163 $2,330,163 0.19 $2,311,894
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,284,057 $2,328,043 $2,328,043 0.19 $2,316,946
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10603% 25-DEC-2041, 7.11%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,299,851 $2,299,851 0.18 $2,288,748
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,233,982 $2,233,982 0.18 $2,229,806
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,259,351 $2,226,544 $2,226,544 0.18 $2,213,871
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,225,800 $2,225,800 0.18 $2,224,169
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,258,792 $2,194,321 $2,194,321 0.17 $2,184,329
BX Commercial Mortgage Trust 2024-GPA3 C 6.04198% 15-DEC-2039, 5.92%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,171,424 $2,171,424 0.17 $2,169,642
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,206,635 $2,163,690 $2,163,690 0.17 $2,158,327
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 - - 2,131,122 $2,162,868 $2,162,868 0.17 $2,152,821
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 2,210,000 $2,144,071 $2,144,071 0.17 $2,139,225
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.854433% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,137,297 $2,137,297 0.17 $2,134,196
GS Mortgage Backed Securities Trust 2025 CES2|5.18|09/25/2055, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 2,114,000 $2,133,927 $2,133,927 0.17 $2,119,023
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,085,445 $2,085,445 0.17 $2,069,556
OPEN Trust 2023-AIR B 7.988157% 15-NOV-2040, 7.87%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,082,181 $2,082,181 0.17 $2,079,907
CONE Trust 2024-DFW1 A 5.79189% 15-AUG-2041, 5.67%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,080,000 $2,079,239 $2,079,239 0.17 $2,077,600
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 2,055,000 $2,070,750 $2,070,750 0.16 $2,057,338
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70603% 25-SEP-2041, 7.71%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,045,716 $2,045,716 0.16 $2,035,024
LIFE 2022-BMR2 Mortgage Trust C 6.24328% 15-MAY-2039, 6.13%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,044,972 $2,044,972 0.16 $2,043,058
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,040,789 $2,040,789 0.16 $2,038,823
MKT 2020-525M Mortgage Trust D 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,039,568 $2,039,568 0.16 $2,029,358
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,036,696 $2,036,696 0.16 $2,035,032
PRPM 2025-RCF5 LLC|5.46|10/25/2055, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,020,473 $2,020,473 0.16 $2,005,610
GWT Commercial Mortgage Trust 2024-WLF2 E 7.78859% 15-MAY-2041, 7.67%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,016,047 $2,016,047 0.16 $2,013,916
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,007,348 $2,007,348 0.16 $2,000,815
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,965,665 $1,988,558 $1,988,558 0.16 $1,973,284
SMRT Commercial Mortgage Trust 2022-MINI F 7.50016% 15-JAN-2039, 7.38%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,986,478 $1,986,478 0.16 $1,971,744
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,970,000 $1,982,704 $1,982,704 0.16 $1,966,936
LIFE 2022-BMR2 Mortgage Trust D 6.69207% 15-MAY-2039, 6.57%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,965,298 $1,965,298 0.16 $1,963,276
BX Trust 2022-FOX2 D 6.26113% 15-APR-2039, 6.14%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,936,817 $1,936,817 0.15 $1,935,159
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,846,613 $1,924,350 $1,924,350 0.15 $1,915,040
BX Commercial Mortgage Trust 2024-AIR2 C 6.39124% 15-OCT-2041, 6.27%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,923,159 $1,923,159 0.15 $1,921,487
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,905,547 $1,905,547 0.15 $1,893,044
Lennar Corporation Class A LEN US 526057104 - - 14,999 $1,894,674 $1,894,674 0.15 $1,887,174
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,884,052 $1,884,052 0.15 $1,880,539
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,848,852 $1,880,187 $1,880,187 0.15 $1,865,672
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,847,233 $1,875,911 $1,875,911 0.15 $1,861,051
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,836,829 $1,875,798 $1,875,798 0.15 $1,859,289
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,847,233 $1,875,598 $1,875,598 0.15 $1,861,242
BX Trust 2024-BRBK B 8.07676% 15-OCT-2041, 7.96%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,862,669 $1,862,669 0.15 $1,848,178
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.98881% 20-OCT-2032, 6.99%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,795,280 $1,825,885 $1,825,885 0.15 $1,816,126
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 $1,823,867 $1,823,867 0.15 $1,807,817
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.50%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,815,201 $1,815,201 0.14 $1,800,372
Exeter Select Automobile Receivables Trust 2025-3|5.54|05/17/2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - - 1,800,000 $1,802,362 $1,802,362 0.14 $1,802,085
BXHPP Trust 2021-FILM C 5.365% 15-AUG-2036, 5.25%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,788,265 $1,788,265 0.14 $1,786,844
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,783,706 $1,783,706 0.14 $1,771,442
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,782,256 $1,782,256 0.14 $1,776,264
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,771,104 $1,771,104 0.14 $1,769,807
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,764,641 $1,764,641 0.14 $1,747,786
Carmax Auto Owner Trust 2025-4|5.11|05/17/2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,756,811 $1,756,811 0.14 $1,756,562
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,754,282 $1,754,282 0.14 $1,747,695
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,741,294 $1,741,294 0.14 $1,726,455
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 1,640,000 $1,675,618 $1,675,618 0.13 $1,658,292
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,647,294 $1,674,093 $1,674,093 0.13 $1,661,445
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,672,861 $1,673,974 $1,673,974 0.13 $1,668,165
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,658,736 $1,658,736 0.13 $1,657,386
UMBS TBA 30yr 4% November Delivery, 4.00%, 11/13/25 FNCL 01F0406B8 - - 1,738,000 $1,658,134 $1,658,134 0.13 $1,658,134
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,615,856 $1,641,970 $1,641,970 0.13 $1,630,076
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,568,936 $1,630,913 $1,630,913 0.13 $1,620,352
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70603% 25-DEC-2041, 6.71%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,628,462 $1,628,462 0.13 $1,621,011
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,610,597 $1,610,597 0.13 $1,606,867
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,595,339 $1,595,339 0.13 $1,583,854
BX Commercial Mortgage Trust 2024-WPT D 6.83986% 15-APR-2041, 6.72%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,584,568 $1,584,568 0.13 $1,583,093
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,566,332 $1,582,847 $1,582,847 0.13 $1,571,872
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,564,767 $1,564,767 0.12 $1,554,532
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.53881% 20-MAY-2032, 7.54%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,525,328 $1,558,146 $1,558,146 0.12 $1,549,202
ExteNet Issuer, Series 2024-1 C_241 8.484375% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,554,673 $1,554,673 0.12 $1,545,245
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,521,577 $1,542,000 $1,542,000 0.12 $1,530,386
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,488,750 $1,531,720 $1,531,720 0.12 $1,516,110
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - - 1,500,000 $1,526,121 $1,526,121 0.12 $1,524,690
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,521,423 $1,521,423 0.12 $1,520,390
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 $1,520,055 $1,520,055 0.12 $1,518,671
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,522,510 $1,518,274 $1,518,274 0.12 $1,516,992
Gracie Point International Funding, Series 2025-1 C 0.0% 15-AUG-2028, 7.06%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,512,253 $1,512,253 0.12 $1,501,912
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,511,584 $1,511,584 0.12 $1,506,014
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,500,000 $1,509,122 $1,509,122 0.12 $1,506,180
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,506,345 $1,506,345 0.12 $1,504,954
BX Trust 2021-ARIA E 6.5095% 15-OCT-2036, 6.39%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,505,280 $1,505,280 0.12 $1,495,813
JW Commercial Mortgage Trust 2024-MRCO C 6.54021% 15-JUN-2039, 6.42%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,503,385 $1,503,385 0.12 $1,502,047
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,465,984 $1,489,141 $1,489,141 0.12 $1,478,211
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 1,450,000 $1,480,984 $1,480,984 0.12 $1,463,847
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,472,480 $1,472,480 0.12 $1,466,543
LIFE 2021-BMR Mortgage Trust F 6.615% 15-MAR-2038, 6.50%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,469,410 $1,469,410 0.12 $1,468,071
FIGRE Trust 2025-HE6|5.245|09/25/2055, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 1,454,000 $1,458,649 $1,458,649 0.12 $1,453,988
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,444,218 $1,444,218 0.11 $1,438,235
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,440,539 $1,440,539 0.11 $1,440,539
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,431,287 $1,431,287 0.11 $1,423,147
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,386,155 $1,424,192 $1,424,192 0.11 $1,417,550
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 $1,408,229 $1,408,229 0.11 $1,407,199
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,356,408 $1,380,476 $1,380,476 0.11 $1,378,892
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,585,551 $1,358,141 $1,358,141 0.11 $1,357,769
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,338,737 $1,350,327 $1,350,327 0.11 $1,340,763
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,344,289 $1,344,289 0.11 $1,344,264
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,310,531 $1,334,842 $1,334,842 0.11 $1,325,028
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,332,144 $1,332,144 0.11 $1,301,263
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,225,223 $1,297,826 $1,297,826 0.10 $1,296,442
FIGRE Trust 2025-HE6|5.144|09/25/2055, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 1,281,000 $1,284,992 $1,284,992 0.10 $1,280,965
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,262,337 $1,267,897 $1,267,897 0.10 $1,266,726
Great Wolf Trust 2024-WOLF C 6.54116% 15-MAR-2039, 6.42%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,264,236 $1,264,236 0.10 $1,263,112
COMM 2024-WCL1 Mortgage Trust D 7.44% 17-JUN-2041, 7.32%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,254,402 $1,254,402 0.10 $1,253,131
COMM 2024-WCL1 Mortgage Trust C 7.04% 17-JUN-2041, 6.92%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,252,007 $1,252,007 0.10 $1,250,806
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,234,178 $1,249,980 $1,249,980 0.10 $1,240,663
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 $1,225,672 $1,225,672 0.10 $1,224,598
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,290,631 $1,222,604 $1,222,604 0.10 $1,217,334
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,199,220 $1,217,297 $1,217,297 0.10 $1,215,959
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 $1,216,951 $1,216,951 0.10 $1,215,908
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,197,777 $1,197,777 0.10 $1,190,517
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,188,607 $1,188,607 0.09 $1,187,190
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.88881% 20-MAR-2033, 7.89%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,172,108 $1,179,300 $1,179,300 0.09 $1,172,108
MTN Commercial Mortgage Trust 2022-LPFL D 7.1028% 15-MAR-2039, 6.98%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,178,372 $1,178,372 0.09 $1,177,233
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65603% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,170,683 $1,170,683 0.09 $1,164,616
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.38881% 20-OCT-2032, 8.39%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,141,874 $1,161,499 $1,161,499 0.09 $1,154,048
BX Trust 2024-CNYN C 6.09132% 15-APR-2041, 5.97%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,114,181 $1,114,615 $1,114,615 0.09 $1,113,690
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,107,392 $1,107,392 0.09 $1,105,001
BX Trust 2024-VLT4 D 6.590212% 15-JUN-2041, 6.47%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,101,496 $1,101,496 0.09 $1,100,507
Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1|4.25|02/25/2065, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,113,000 $1,099,717 $1,099,717 0.09 $1,093,279
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,032,253 $1,064,712 $1,064,712 0.08 $1,059,874
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 993,561 $1,061,791 $1,061,791 0.08 $1,060,535
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85603% 25-JAN-2045, 5.86%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,058,642 $1,058,642 0.08 $1,054,355
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,030,582 $1,058,590 $1,058,590 0.08 $1,050,513
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,049,395 $1,049,395 0.08 $1,048,168
LIFE 2021-BMR Mortgage Trust E 6.015% 15-MAR-2038, 5.90%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,670 $1,047,670 0.08 $1,041,547
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,034,952 $1,034,952 0.08 $1,026,711
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,033,183 $1,033,183 0.08 $1,032,072
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00603% 25-NOV-2041, 8.01%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,032,077 $1,032,077 0.08 $1,026,518
MHC Commercial Mortgage Trust 2021-MHC G 7.466442% 15-APR-2038, 7.35%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,027,995 $1,027,995 0.08 $1,020,609
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 $1,023,374 $1,023,374 0.08 $1,022,344
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,019,232 $1,019,232 0.08 $1,012,678
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 $1,012,328 $1,012,328 0.08 $1,010,022
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,011,368 $1,011,368 0.08 $1,007,375
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 $1,011,168 $1,011,168 0.08 $1,009,300
Sotheby's ArtFi Master Trust, Series 2024-1 D 7.91% 20-DEC-2031, 7.91%, 12/22/31 ARTFI 2024-1A 83589CAE8 - - 1,000,000 $1,009,947 $1,009,947 0.08 $1,003,356
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 998,505 $1,005,445 $1,005,445 0.08 $998,971
MTN Commercial Mortgage Trust 2022-LPFL F 9.445169% 15-MAR-2039, 9.33%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,002,254 $1,002,254 0.08 $1,000,959
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $996,751 $996,751 0.08 $995,365
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80603% 25-OCT-2044, 5.81%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $994,467 $994,467 0.08 $990,476
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40603% 25-DEC-2031, 6.41%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 983,024 $993,269 $993,269 0.08 $988,896
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 985,826 $970,238 $970,238 0.08 $964,871
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $932,484 $932,484 0.07 $919,928
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $917,672 $917,672 0.07 $914,554
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $917,096 $917,096 0.07 $916,106
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 865,838 $876,168 $876,168 0.07 $874,697
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 865,838 $876,140 $876,140 0.07 $875,072
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 888,370 $873,094 $873,094 0.07 $870,935
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 854,458 $871,433 $871,433 0.07 $865,000
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $846,106 $846,106 0.07 $843,054
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 822,418 $836,720 $836,720 0.07 $835,698
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 787,879 $825,651 $825,651 0.07 $818,981
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $815,740 $815,740 0.06 $794,194
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 787,879 $815,691 $815,691 0.06 $811,240
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $803,840 $803,840 0.06 $801,371
BXHPP Trust 2021-FILM A 4.915% 15-AUG-2036, 4.80%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $795,069 $795,069 0.06 $794,523
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.62239% 25-OCT-2057, 8.62%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 742,473 $789,274 $789,274 0.06 $784,828
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $783,580 $783,580 0.06 $782,758
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 769,269 $783,519 $783,519 0.06 $776,870
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 776,514 $779,482 $779,482 0.06 $776,624
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15603% 25-JUN-2047, 6.16%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 761,477 $764,310 $764,310 0.06 $761,058
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10603% 25-JUN-2047, 7.11%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 739,720 $759,676 $759,676 0.06 $756,026
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $758,848 $758,848 0.06 $758,123
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 $733,970 $733,970 0.06 $731,054
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $714,156 $714,156 0.06 $713,364
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,750 $706,750 0.06 $704,204
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95603% 25-DEC-2031, 7.96%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 695,208 $705,904 $705,904 0.06 $702,063
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $704,242 $704,242 0.06 $703,572
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 682,896 $703,528 $703,528 0.06 $694,921
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 682,896 $699,308 $699,308 0.06 $692,746
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 671,696 $677,642 $677,642 0.05 $676,995
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 660,847 $673,056 $673,056 0.05 $667,366
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 625,689 $635,210 $635,210 0.05 $630,058
Gracie Point International Funding, Series 2024-1 D 11.50559% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $611,624 $611,624 0.05 $602,419
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.63881% 20-MAY-2032, 9.64%, 05/20/32 HACLN 2024-1 44644NAD1 - - 571,998 $589,327 $589,327 0.05 $585,039
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.63881% 20-SEP-2033, 7.64%, 09/20/33 HACLN 2025-2 44644NAR0 - - 581,522 $585,504 $585,504 0.05 $582,049
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,797 $568,797 0.05 $565,678
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90603% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 562,572 $566,612 $566,612 0.05 $564,305
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 559,008 $565,336 $565,336 0.04 $562,107
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 553,624 $557,068 $557,068 0.04 $553,807
BX Trust 2022-FOX2 E 7.10933% 15-APR-2039, 6.99%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $544,979 $544,979 0.04 $544,448
Mello Warehouse Securitization Trust 2024-1 F 9.40791% 25-OCT-2057, 9.41%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,288 $543,288 0.04 $539,747
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $532,415 $532,415 0.04 $531,694
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 518,047 $531,419 $531,419 0.04 $530,707
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $531,102 $531,102 0.04 $529,366
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $519,556 $519,556 0.04 $518,990
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $519,182 $519,182 0.04 $515,745
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 $517,609 $517,609 0.04 $513,909
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $516,166 $516,166 0.04 $510,532
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 $515,891 $515,891 0.04 $514,912
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,919 $512,919 0.04 $512,492
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 $511,396 $511,396 0.04 $510,955
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,035 $511,035 0.04 $510,632
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,072 $510,072 0.04 $509,615
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $509,541 $509,541 0.04 $509,135
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $507,852 $507,852 0.04 $507,433
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $506,117 $506,117 0.04 $500,880
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,030 $503,030 0.04 $502,551
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 492,679 $502,004 $502,004 0.04 $498,933
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $462,032 $462,032 0.04 $461,501
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 420,385 $436,192 $436,192 0.03 $433,691
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $434,745 $434,745 0.03 $434,277
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,595 $427,595 0.03 $427,154
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 406,922 $424,968 $424,968 0.03 $424,276
Extended Stay America Trust 2021-ESH E 7.115% 15-JUL-2038, 7.12%, 07/15/38 ESA 2021-ESH 30227FAL4 - - - $424,138 $424,138 0.03 $0
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $416,221 $416,221 0.03 $412,823
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 406,667 $415,115 $415,115 0.03 $414,668
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,330 $410,330 0.03 $409,954
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,112 $406,112 0.03 $404,996
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 - - 433,492 $395,153 $395,153 0.03 $394,355
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.62239% 25-OCT-2057, 7.62%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 379,775 $395,041 $395,041 0.03 $393,030
BAMLL Re-REMIC Trust 2024-FRR4 E 0.693514% 27-NOV-2048, 1.12%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $392,634 $392,634 0.03 $392,027
BAMLL Re-REMIC Trust 2024-FRR4 F 0.650774% 27-JAN-2026, 1.05%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $391,666 $391,666 0.03 $391,096
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 $389,117 $389,117 0.03 $386,099
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $372,430 $372,430 0.03 $369,787
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $371,695 $371,695 0.03 $370,712
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,035 $326,035 0.03 $324,442
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,442 $320,442 0.03 $320,096
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 310,828 $320,175 $320,175 0.03 $319,625
BX Commercial Mortgage Trust 2024-MF C 6.09106% 15-FEB-2039, 5.97%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,293 $310,293 0.02 $310,036
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $300,600 $300,600 0.02 $298,457
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 $300,548 $300,548 0.02 $300,110
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 295,366 $299,546 $299,546 0.02 $296,927
CSMC 2021-BHAR E 7.765% 15-NOV-2038, 7.65%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,236 $294,236 0.02 $293,917
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90603% 25-FEB-2050, 5.91%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 296,870 $291,072 $291,072 0.02 $289,855
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 284,954 $288,560 $288,560 0.02 $288,285
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 281,681 $282,007 $282,007 0.02 $281,721
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 271,282 $275,751 $275,751 0.02 $275,500
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 - - 250,000 $255,855 $255,855 0.02 $255,585
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 $249,358 $249,358 0.02 $249,096
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,629 $248,629 0.02 $248,378
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $243,978 $243,978 0.02 $243,978
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 240,511 $241,954 $241,954 0.02 $241,727
BXHPP Trust 2021-FILM B 5.165% 15-AUG-2036, 5.05%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $237,042 $237,042 0.02 $235,791
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 227,042 $231,128 $231,128 0.02 $229,437
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.32%, 04/25/48 RCLT 75576AAA1 - - 227,587 $230,653 $230,653 0.02 $229,496
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 217,451 $219,534 $219,534 0.02 $218,188
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 216,702 $218,113 $218,113 0.02 $217,323
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $218,011 $218,011 0.02 $217,021
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,660 $204,660 0.02 $204,355
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,398 $204,398 0.02 $204,135
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 172,352 $177,384 $177,384 0.01 $176,466
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,564 $159,564 0.01 $159,147
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 195,420 $153,969 $153,969 0.01 $153,779
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $139,409 $139,409 0.01 $139,064
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 137,282 $138,197 $138,197 0.01 $138,085
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 132,112 $136,766 $136,766 0.01 $134,942
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 103,374 $104,315 $104,315 0.01 $104,208
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,265 $102,265 0.01 $101,971
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,357 $101,357 0.01 $101,070
Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.40%, 08/20/35 GNR 2005-65 38374LL25 - - 101,779 $100,891 $100,891 0.01 $100,518
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,395 $95,395 0.01 $95,105
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 82,661 $82,557 $82,557 0.01 $82,523
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $73,940 $73,940 0.01 $73,698
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 - - 70,103 $71,731 $71,731 0.01 $71,255
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 66,707 $66,700 $66,700 0.01 $66,351
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00603% 25-JAN-2034, 6.01%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 56,034 $56,460 $56,460 0.00 $56,226
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 41,225 $41,350 $41,350 0.00 $41,303
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 36,480 $36,522 $36,522 0.00 $36,413
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 31,026 $31,450 $31,450 0.00 $31,311
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 21,958 $22,079 $22,079 0.00 $22,049
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 17,720 $17,675 $17,675 0.00 $17,638
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.765% 15-JUN-2036, 8.77%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - - $17,531 $17,531 0.00 $0
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - - $12,971 $12,971 0.00 $0
US 5YR FUTR OPTN Nov25Put 108.25 FVX5P FVZ5 COMDTY $108.25 -34.00 $3,732,828 $0 0.00 $0
US 10YR FUT OPTN Nov25Put 109.25 TYX5P TYZ5 COMDTY $109.25 -201.00 $22,807,219 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 1,682 $184,665,204 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $95,038,125 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - 590.00 $66,946,562 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,549,453 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-13,246,875 $0 0.00 $0
US 5YR FUTR OPTN Nov25Call 110.5 FVX5C FVZ5 COMDTY $110.50 -34.00 $-3,732,828 $-1,594 0.00 $-1,594
US 10YR FUT OPTN Nov25Call 114.75 TYX5C TYZ5 COMDTY $114.75 -201.00 $-22,807,219 $-9,422 0.00 $-9,422
GOLD FUT OPT(CMX) Nov25P 3795 3795 GCX5P GCZ5 COMDTY $3,795.00 -47.00 $-25,850 $-25,850 0.00 $-25,850
ESZ5 19Dec25 Call (AMERICAN PHYSICAL) 7175 ESZ5C ESZ5 INDEX $7,175.00 -89.00 $-29,826,125 $-68,975 -0.01 $-68,975
ESZ5 19Dec25 Put (AMERICAN PHYSICAL) 6150 ESZ5P ESZ5 INDEX $6,150.00 -89.00 $29,826,125 $-283,688 -0.02 $-283,688
GOLD FUT OPT(CMX) Nov25C 4200 4200 GCX5C GCZ5 COMDTY $4,200.00 -47.00 $-444,620 $-444,620 -0.04 $-444,620
UMBS TBA 30yr 5% November Delivery, 5.00%, 11/13/25 FNCL 01F0506B7 - - -61,440,000 $-61,330,145 $-61,330,145 -4.88 $-61,330,145
UMBS TBA 30yr 2.5% November Delivery, 2.50%, 11/13/25 FNCL 01F0226B6 - - -189,990,000 $-162,516,496 $-162,516,496 -12.92 $-162,516,496
SEGREGATED CASH SEGCASH - $0.00 9,110,000 $9,110,000 $9,110,000 0.72 $9,110,000
US DOLLARS USD MD_142224 - - -158,432,609 $-158,432,609 $-158,432,609 -12.60 $-158,432,609
GOLD 100 OZ FUTR Dec25 DEC 25 GCZ5 GCZ5 COMB FUTURES_USD - 30.00 $12,639,900 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,487,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,318,750 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,273,438 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,201,562 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,737,522 $-15,972 0.00 $-15,972
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,597,077 $-89,107 -0.01 $-89,107
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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