Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Advisor
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For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 05/16/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% June Delivery, 5.50%, 06/12/25 FNCL 01F052664 - - 65,610,000 $64,831,603 $64,831,603 8.46 $64,831,603
UMBS TBA 30yr 6.5% June Delivery, 6.50%, 06/12/25 FNCL 01F062663 - - 60,613,000 $62,150,146 $62,150,146 8.11 $62,150,146
UMBS TBA 30yr 5% June Delivery, 5.00%, 06/12/25 FNCL 01F050668 - - 61,479,000 $59,424,003 $59,424,003 7.75 $59,424,003
UMBS TBA 30yr 6% June Delivery, 6.00%, 06/12/25 FNCL 01F060667 - - 57,605,000 $58,047,406 $58,047,406 7.57 $58,047,406
UMBS TBA 30yr 3.5% June Delivery, 3.50%, 06/12/25 FNCL 01F032666 - - 30,930,000 $27,415,269 $27,415,269 3.57 $27,415,269
UMBS TBA 30yr 4.5% June Delivery, 4.50%, 06/12/25 FNCL 01F042665 - - 25,880,000 $24,386,569 $24,386,569 3.19 $24,386,569
UMBS TBA 30yr 3% June Delivery, 3.00%, 06/12/25 FNCL 01F030660 - - 25,640,000 $21,830,947 $21,830,947 2.85 $21,830,947
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,819,060 $16,819,060 2.20 $16,751,759
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,285,002 $13,285,492 $13,285,492 1.74 $13,237,190
United States of America|5.35068|04/25/2055, 5.35%, 04/25/55 STRU JP-7441 BCCJ1VWS3 - - 12,146,690 $12,151,921 $12,151,921 1.59 $12,142,894
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,409,189 $11,409,189 1.49 $11,401,879
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,645,596 $7,716,269 $7,716,269 1.01 $7,658,642
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,967,682 $6,967,682 0.91 $6,944,976
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,643,395 $6,853,402 $6,853,402 0.90 $6,823,767
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.02%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,713,950 $6,720,851 $6,720,851 0.88 $6,715,615
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 6,343,044 $6,346,015 $6,346,015 0.83 $6,286,813
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,275,741 $6,275,741 0.82 $6,250,847
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,517,100 $6,248,119 $6,248,119 0.82 $6,213,361
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,953,714 $5,974,705 $5,974,705 0.78 $5,948,727
KRE Commercial Mortgage Trust 2025-AIP4 A 5.62186% 15-MAR-2042, 5.63%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,903,838 $5,903,838 0.77 $5,900,147
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,878,267 $5,878,267 0.77 $5,852,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,789,591 $5,803,597 $5,803,597 0.76 $5,782,354
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,653,257 $5,653,257 0.74 $5,632,631
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,559,543 $5,632,243 $5,632,243 0.74 $5,589,168
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,430,000 $5,412,839 $5,412,839 0.71 $5,403,234
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,335,955 $5,335,955 0.70 $5,314,317
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,290,469 $5,290,469 0.69 $5,286,651
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,195,658 $5,195,658 0.68 $5,170,006
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,067,638 $5,126,763 $5,126,763 0.67 $5,086,093
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,052,311 $5,074,818 $5,074,818 0.66 $5,056,112
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,018,103 $5,067,970 $5,067,970 0.66 $5,043,220
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 5,216,446 $5,061,509 $5,061,509 0.66 $5,057,388
Compass Datacenters Issuer II LLC|5.756|05/25/2050, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,000,000 $5,000,000 0.65 $5,000,000
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,968,530 $4,968,530 0.65 $4,834,539
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,799,067 $4,950,561 $4,950,561 0.65 $4,928,354
BX Commercial Mortgage Trust 2024-MF D 7.01168% 15-FEB-2039, 7.02%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,743,996 $4,743,996 0.62 $4,740,302
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,711,009 $4,711,009 0.62 $4,707,284
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,580,208 $4,700,980 $4,700,980 0.61 $4,659,953
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,678,641 $4,678,641 0.61 $4,660,509
RCKT Mortgage Trust 2025-CES5|5.687|06/25/2055, 5.69%, 06/25/55 RCKT 2025-CES5 74942CAA7 - - 4,605,000 $4,627,047 $4,627,047 0.60 $4,611,770
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 $4,497,189 $4,497,189 0.59 $4,456,479
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.22%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,436,372 $4,436,372 0.58 $4,408,002
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 $4,356,242 $4,356,242 0.57 $4,340,078
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 4,314,119 $4,319,712 $4,319,712 0.56 $4,313,608
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 $4,301,003 $4,301,003 0.56 $4,253,431
BX Commercial Mortgage Trust 2021-SOAR D 5.836% 15-JUN-2038, 5.84%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,154,447 $4,154,447 0.54 $4,151,743
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,147,967 $4,147,967 0.54 $4,130,323
COOPR Residential Mortgage Trust 2025-CES1|5.654|05/25/2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,116,000 $4,147,057 $4,147,057 0.54 $4,116,028
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,030,858 $4,042,592 $4,042,592 0.53 $4,039,116
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,817,549 $3,844,304 $3,844,304 0.50 $3,815,377
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 $3,769,771 $3,769,771 0.49 $3,732,556
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,751,239 $3,751,239 0.49 $3,736,800
BMP Commercial Mortgage Trust 2024-MF23 D 6.71235% 15-JUN-2041, 6.72%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,738,152 $3,738,152 0.49 $3,735,353
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,623,347 $3,735,515 $3,735,515 0.49 $3,701,374
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,703,995 $3,703,995 0.48 $3,688,066
FREMF 2023-K511 Mortgage Trust C 5.634605% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,696,773 $3,696,773 0.48 $3,665,720
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,652,429 $3,666,627 $3,666,627 0.48 $3,652,496
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,642,058 $3,642,058 0.48 $3,627,207
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,536,616 $3,564,984 $3,564,984 0.47 $3,560,987
ALA Trust 2025-OANA A 6.04263% 15-JUN-2027, 6.04%, 06/15/30 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,512,013 $3,512,013 0.46 $3,512,013
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,466,653 $3,466,653 0.45 $3,449,897
PRPM 2025-2 LLC|6.469|05/25/2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,429,000 $3,442,194 $3,442,194 0.45 $3,412,618
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,423,942 $3,423,942 0.45 $3,404,568
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,402,868 $3,402,868 0.44 $3,400,547
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,355,839 $3,375,698 $3,375,698 0.44 $3,351,135
SCG Commercial Mortgage Trust 2025-DLFN E 7.27186% 15-MAR-2027, 7.28%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,353,760 $3,353,760 0.44 $3,351,051
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,289,764 $3,290,012 $3,290,012 0.43 $3,265,436
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.6004% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,229,150 $3,245,724 $3,245,724 0.42 $3,229,147
Galaxy Senior Participation Interest Trust 1|6.9263834|07/31/2026, 6.93%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,217,703 $3,217,703 0.42 $3,209,105
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,207,088 $3,207,088 0.42 $3,204,625
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 - - 3,137,624 $3,182,573 $3,182,573 0.42 $3,168,372
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,150,220 $3,175,882 $3,175,882 0.41 $3,162,801
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,141,601 $3,134,814 $3,134,814 0.41 $3,113,208
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,134,606 $3,134,606 0.41 $3,121,894
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,105,317 $3,105,317 0.41 $3,090,745
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.41101% 15-AUG-2041, 7.42%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,095,619 $3,095,619 0.40 $3,093,064
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,083,656 $3,083,656 0.40 $3,069,672
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.04%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,080,279 $3,080,279 0.40 $3,060,980
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.22%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,046,696 $3,046,696 0.40 $3,044,186
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,036,278 $3,036,278 0.40 $3,023,570
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,017,264 $3,017,264 0.39 $3,005,157
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 $2,992,177 $2,992,177 0.39 $2,963,762
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,980,589 $2,980,589 0.39 $2,959,147
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $2,973,299 $2,973,299 0.39 $2,961,859
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.12%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,925,323 $2,925,323 0.38 $2,923,000
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 $2,845,383 $2,845,383 0.37 $2,843,579
A&D Mortgage Trust 2025-NQM2|5.79|06/25/2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,830,000 $2,838,840 $2,838,840 0.37 $2,830,647
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,827,062 $2,827,062 0.37 $2,821,788
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,903,214 $2,777,042 $2,777,042 0.36 $2,770,268
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,765,685 $2,765,685 0.36 $2,742,825
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,756,662 $2,756,662 0.36 $2,754,310
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,883,955 $2,746,468 $2,746,468 0.36 $2,739,739
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 2,699,216 $2,725,985 $2,725,985 0.36 $2,715,272
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.27%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,719,579 $2,719,579 0.36 $2,717,332
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 $2,713,350 $2,713,350 0.35 $2,700,677
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,709,025 $2,709,025 0.35 $2,707,105
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,649,340 $2,684,218 $2,684,218 0.35 $2,662,857
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,670,521 $2,670,521 0.35 $2,653,880
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.38%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,664,048 $2,664,048 0.35 $2,662,161
BX Trust 2024-BIO C 6.96186% 15-FEB-2041, 6.97%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,625,625 $2,625,625 0.34 $2,623,573
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,577,782 $2,577,782 0.34 $2,575,676
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,536,425 $2,536,425 0.33 $2,513,414
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.22%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,527,978 $2,527,978 0.33 $2,526,229
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45369% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,525,755 $2,525,755 0.33 $2,507,811
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,524,483 $2,524,483 0.33 $2,512,930
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,519,781 $2,519,781 0.33 $2,510,183
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,514,380 $2,514,380 0.33 $2,502,598
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,513,278 $2,513,278 0.33 $2,500,570
Freddie Mac STACR REMIC Trust 2025-DNA2|5.83128|05/25/2045, 5.83%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 2,510,949 $2,512,972 $2,512,972 0.33 $2,512,972
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,512,478 $2,512,478 0.33 $2,510,653
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,511,577 $2,511,577 0.33 $2,509,819
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,507,283 $2,507,283 0.33 $2,486,529
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,501,771 $2,501,771 0.33 $2,494,137
MTN Commercial Mortgage Trust 2022-LPFL B 6.2256% 15-MAR-2039, 6.23%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,495,004 $2,495,004 0.33 $2,493,275
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,457,276 $2,483,974 $2,483,974 0.32 $2,464,719
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,450,153 $2,450,153 0.32 $2,437,511
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,417,297 $2,417,297 0.32 $2,411,165
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,376,933 $2,376,933 0.31 $2,357,866
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 $2,355,386 $2,355,386 0.31 $2,347,706
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,342,480 $2,342,480 0.31 $2,340,721
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,337,124 $2,337,124 0.31 $2,326,314
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.06%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,317,662 $2,317,662 0.30 $2,315,830
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10369% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,306,592 $2,306,592 0.30 $2,295,937
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35369% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,300,614 $2,300,614 0.30 $2,284,340
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,400,000 $2,277,634 $2,277,634 0.30 $2,260,734
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.9504% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,227,844 $2,246,876 $2,246,876 0.29 $2,234,832
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,243,690 $2,243,690 0.29 $2,234,692
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,277,961 $2,194,033 $2,194,033 0.29 $2,188,718
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,168,013 $2,168,013 0.28 $2,157,464
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 $2,156,812 $2,156,812 0.28 $2,152,221
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,084,178 $2,142,504 $2,142,504 0.28 $2,132,417
OPEN Trust 2023-AIR B 8.159857% 15-NOV-2040, 8.17%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,081,835 $2,081,835 0.27 $2,079,948
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,004,303 $2,062,544 $2,062,544 0.27 $2,044,898
BX Commercial Mortgage Trust 2021-VINO E 6.38833% 15-MAY-2038, 6.40%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,056,496 $2,056,496 0.27 $2,055,027
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70369% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,050,878 $2,050,878 0.27 $2,040,625
LIFE 2022-BMR2 Mortgage Trust C 6.41498% 15-MAY-2039, 6.42%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,043,480 $2,043,480 0.27 $2,041,875
Gracie Point International Funding, Series 2023-1 D 8.92441% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,032,580 $2,032,580 0.27 $1,994,403
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.867772% 27-SEP-2052, 0.96%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,010,851 $2,010,851 0.26 $2,007,771
BX Commercial Mortgage Trust 2024-WPT D 7.01156% 15-APR-2041, 7.02%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,008,961 $2,008,961 0.26 $1,996,494
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 $2,006,530 $2,006,530 0.26 $2,004,381
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $1,996,946 $1,996,946 0.26 $1,995,372
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,995,830 $1,995,830 0.26 $1,989,623
GWT Commercial Mortgage Trust 2024-WLF2 E 7.96029% 15-MAY-2041, 7.97%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,993,144 $1,993,144 0.26 $1,991,374
CONE Trust 2024-DFW1 A 5.96359% 15-AUG-2041, 5.97%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,991,344 $1,991,344 0.26 $1,990,017
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.87%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,989,074 $1,989,074 0.26 $1,974,713
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $1,988,676 $1,988,676 0.26 $1,987,345
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,986,501 $1,986,501 0.26 $1,972,379
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - - $1,980,000 $1,980,000 0.26 $0
CSMC 2021-BHAR C 6.437% 15-NOV-2038, 6.44%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,974,950 $1,974,950 0.26 $1,963,506
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5004% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,931,747 $1,951,631 $1,951,631 0.25 $1,940,362
SMRT Commercial Mortgage Trust 2022-MINI F 7.67186% 15-JAN-2039, 7.68%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,948,083 $1,948,083 0.25 $1,934,271
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,942,927 $1,942,927 0.25 $1,941,397
BX Commercial Mortgage Trust 2024-AIR2 C 6.56324% 15-OCT-2041, 6.57%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,929,468 $1,929,468 0.25 $1,918,275
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,924,095 $1,924,095 0.25 $1,913,236
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,867,467 $1,878,947 $1,878,947 0.25 $1,864,902
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,869,097 $1,869,097 0.24 $1,865,769
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,851,693 $1,851,693 0.24 $1,850,263
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,786,224 $1,817,697 $1,817,697 0.24 $1,810,033
BXHPP Trust 2021-FILM C 5.536% 15-AUG-2036, 5.54%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,766,255 $1,766,255 0.23 $1,765,054
BX Commercial Mortgage Trust 2024-XL5 D 7.01166% 15-MAR-2041, 7.02%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,760,259 $1,760,050 $1,760,050 0.23 $1,758,677
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,746,851 $1,746,851 0.23 $1,730,872
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,728,603 $1,740,713 $1,740,713 0.23 $1,739,098
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.23%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - 1,750,000 $1,733,088 $1,733,088 0.23 $1,732,460
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,732,645 $1,732,645 0.23 $1,708,596
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,727,763 $1,696,809 $1,696,809 0.22 $1,691,050
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 $1,674,895 $1,674,895 0.22 $1,657,922
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,645,388 $1,646,898 $1,646,898 0.22 $1,645,632
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,637,521 $1,637,521 0.21 $1,636,441
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,625,357 $1,625,357 0.21 $1,618,206
UMBS TBA 30yr 4% June Delivery, 4.00%, 06/12/25 FNCL 01F040669 - - 1,738,000 $1,592,218 $1,592,218 0.21 $1,592,218
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 1.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,582,996 $1,582,996 0.21 $1,582,696
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,576,504 $1,576,504 0.21 $1,565,402
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,570,160 $1,570,160 0.21 $1,561,110
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,544,000 $1,543,101 $1,543,101 0.20 $1,539,895
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,537,306 $1,537,306 0.20 $1,535,871
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 $1,531,557 $1,531,557 0.20 $1,530,412
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,548,040 $1,530,581 $1,530,581 0.20 $1,529,433
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,524,517 $1,524,517 0.20 $1,520,983
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 $1,519,967 $1,519,967 0.20 $1,518,859
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 $1,517,480 $1,517,480 0.20 $1,514,832
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 $1,515,655 $1,515,655 0.20 $1,514,541
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,503,504 $1,503,504 0.20 $1,489,432
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 1,500,000 $1,502,613 $1,502,613 0.20 $1,486,290
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.69%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,501,463 $1,501,463 0.20 $1,492,554
JW Commercial Mortgage Trust 2024-MRCO C 6.71191% 15-JUN-2039, 6.72%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,495,495 $1,495,495 0.20 $1,494,375
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,494,644 $1,494,644 0.20 $1,463,700
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,478,664 $1,492,518 $1,492,518 0.20 $1,484,157
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,480,421 $1,480,421 0.19 $1,457,150
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,470,638 $1,480,382 $1,480,382 0.19 $1,479,069
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 $1,480,144 $1,480,144 0.19 $1,463,357
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,463,425 $1,467,025 $1,467,025 0.19 $1,461,802
LIFE 2021-BMR Mortgage Trust F 6.786% 15-MAR-2038, 6.79%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,445,920 $1,445,920 0.19 $1,444,800
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.3504% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,417,003 $1,431,421 $1,431,421 0.19 $1,422,218
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,431,141 $1,431,141 0.19 $1,416,026
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,421,366 $1,430,994 $1,430,994 0.19 $1,420,484
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,421,739 $1,421,739 0.19 $1,413,925
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,348,199 $1,411,989 $1,411,989 0.18 $1,410,771
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.8504% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,395,609 $1,404,128 $1,404,128 0.18 $1,395,607
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,337,246 $1,365,740 $1,365,740 0.18 $1,355,987
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,361,145 $1,361,145 0.18 $1,361,145
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 B1_2020_1 2.28% 15-JUL-2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 $1,339,628 $1,339,628 0.18 $1,339,281
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,307,143 $1,307,143 0.17 $1,269,819
BX Trust 2021-MFM1 E 6.686% 15-JAN-2034, 6.69%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,287,178 $1,287,178 0.17 $1,279,549
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 $1,280,985 $1,280,985 0.17 $1,279,893
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40369% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,264,544 $1,280,629 $1,280,629 0.17 $1,275,230
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,266,086 $1,266,086 0.17 $1,266,063
BX Trust 2024-CNYN C 6.26302% 15-APR-2041, 6.27%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,258,866 $1,260,583 $1,260,583 0.16 $1,259,706
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 1,239,410 $1,251,623 $1,251,623 0.16 $1,246,717
COMM 2024-WCL1 Mortgage Trust D 7.611% 17-JUN-2041, 7.62%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,251,355 $1,251,355 0.16 $1,242,897
COMM 2024-WCL1 Mortgage Trust C 7.211% 17-JUN-2041, 7.22%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,246,275 $1,246,275 0.16 $1,238,262
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 $1,228,209 $1,228,209 0.16 $1,227,350
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,216,580 $1,223,476 $1,223,476 0.16 $1,215,429
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60369% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,222,116 $1,222,116 0.16 $1,213,846
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 $1,218,084 $1,218,084 0.16 $1,217,250
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,207,441 $1,212,521 $1,212,521 0.16 $1,211,626
SREIT Trust 2021-FLWR D 5.811042% 22-JUL-2036, 5.82%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,200,976 $1,200,976 0.16 $1,194,776
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,193,797 $1,193,797 0.16 $1,186,828
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,192,002 $1,192,002 0.16 $1,190,869
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,167,152 $1,187,947 $1,187,947 0.16 $1,182,695
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,173,460 $1,173,460 0.15 $1,167,638
MTN Commercial Mortgage Trust 2022-LPFL D 7.2728% 15-MAR-2039, 7.27%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,173,402 $1,173,402 0.15 $1,172,452
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,166,402 $1,166,402 0.15 $1,165,625
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,097,426 $1,162,777 $1,162,777 0.15 $1,161,667
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,145,000 $1,142,353 $1,142,353 0.15 $1,139,057
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,058,172 $1,058,172 0.14 $1,054,060
LIFE 2021-BMR Mortgage Trust E 6.186% 15-MAR-2038, 6.19%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,040,874 $1,040,874 0.14 $1,035,099
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00369% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,035,547 $1,035,547 0.14 $1,030,211
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 $1,026,649 $1,026,649 0.13 $1,025,824
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,072 $1,024,072 0.13 $1,017,146
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,020,441 $1,020,441 0.13 $1,012,450
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,017,172 $1,017,172 0.13 $1,010,816
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 $1,016,928 $1,016,928 0.13 $1,014,853
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,016,661 $1,016,661 0.13 $1,015,680
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,007,056 $1,014,613 $1,014,613 0.13 $1,010,929
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 $1,013,794 $1,013,794 0.13 $1,012,300
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 $1,010,880 $1,010,880 0.13 $1,007,046
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,000,227 $1,000,227 0.13 $997,961
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,028,307 $1,000,191 $1,000,191 0.13 $980,515
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $999,532 $999,532 0.13 $998,643
BX Trust 2024-VLT4 D 6.761912% 15-JUN-2041, 6.77%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $977,316 $977,316 0.13 $976,563
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.12%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $964,940 $964,940 0.13 $958,875
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35369% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $951,079 $951,079 0.12 $947,093
ALA Trust 2025-OANA D 7.39072% 15-JUN-2027, 7.39%, 06/15/30 ALA 2025-OANA 009920AG4 - - 933,000 $933,001 $933,001 0.12 $933,001
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 910,953 $923,166 $923,166 0.12 $915,454
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $914,995 $914,995 0.12 $914,100
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95369% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 894,303 $913,495 $913,495 0.12 $908,753
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $903,014 $903,014 0.12 $902,222
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $899,979 $899,979 0.12 $898,756
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $898,996 $898,996 0.12 $898,108
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 859,071 $893,475 $893,475 0.12 $886,444
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 922,343 $890,974 $890,974 0.12 $888,822
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 859,071 $873,134 $873,134 0.11 $868,442
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 871,312 $861,733 $861,733 0.11 $858,654
BX Trust 2024-BRBK A 7.2015% 15-OCT-2041, 7.21%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $851,773 $851,773 0.11 $846,332
BX Trust 2024-BRBK B 8.24846% 15-OCT-2041, 8.26%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $842,316 $842,316 0.11 $841,536
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15369% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 837,036 $837,141 $837,141 0.11 $833,715
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10369% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 813,121 $836,446 $836,446 0.11 $832,595
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78348% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 783,074 $831,523 $831,523 0.11 $826,933
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 807,749 $818,474 $818,474 0.11 $811,662
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $811,116 $811,116 0.11 $784,460
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 786,995 $805,471 $805,471 0.11 $795,754
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 786,995 $801,892 $801,892 0.10 $794,484
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $797,221 $797,221 0.10 $793,910
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 $795,209 $795,209 0.10 $792,869
BXHPP Trust 2021-FILM A 5.086% 15-AUG-2036, 5.09%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $786,170 $786,170 0.10 $785,706
Connecticut Avenue Securities Trust 2025-R03 2M2 6.60369% 25-MAR-2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 767,000 $783,151 $783,151 0.10 $779,774
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $770,881 $770,881 0.10 $770,223
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,207 $757,207 0.10 $756,627
CENT Trust 2023-CITY B 7.47186% 15-SEP-2038, 7.48%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $748,740 $748,740 0.10 $748,117
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6004% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 724,405 $743,974 $743,974 0.10 $738,564
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 734,979 $741,620 $741,620 0.10 $735,692
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 $714,300 $714,300 0.09 $711,481
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 736,135 $713,428 $713,428 0.09 $709,318
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $710,533 $710,533 0.09 $709,900
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,681 $703,681 0.09 $703,145
Great Wolf Trust 2024-WOLF C 6.71286% 15-MAR-2039, 6.72%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $702,942 $702,942 0.09 $698,765
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 691,264 $698,391 $698,391 0.09 $694,253
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 690,775 $695,221 $695,221 0.09 $692,502
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 641,769 $649,784 $649,784 0.08 $649,078
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 628,198 $628,937 $628,937 0.08 $625,151
Gracie Point International Funding, Series 2024-1 D 11.57441% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $614,317 $614,317 0.08 $599,466
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $581,536 $581,536 0.08 $579,244
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.846333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $575,377 $575,377 0.08 $574,431
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,166 $566,166 0.07 $563,171
BX Trust 2022-FOX2 E 7.28103% 15-APR-2039, 7.29%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 558,389 $554,668 $554,668 0.07 $554,216
Mello Warehouse Securitization Trust 2024-1 F 9.569% 25-OCT-2057, 9.58%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $540,056 $540,056 0.07 $536,595
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $527,176 $527,176 0.07 $525,043
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $526,183 $526,183 0.07 $524,538
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $523,045 $523,045 0.07 $522,468
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $517,221 $517,221 0.07 $513,898
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $516,956 $516,956 0.07 $516,504
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $516,098 $516,098 0.07 $510,758
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 503,789 $509,566 $509,566 0.07 $509,123
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 $509,215 $509,215 0.07 $508,862
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $509,005 $509,005 0.07 $508,639
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 500,000 $508,545 $508,545 0.07 $505,660
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $507,683 $507,683 0.07 $507,341
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $506,183 $506,183 0.07 $505,848
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $504,769 $504,769 0.07 $504,447
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $504,735 $504,735 0.07 $504,346
Gracie Point International Funding, Series 2024-1 C 7.92441% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $504,379 $504,379 0.07 $495,907
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $503,444 $503,444 0.07 $503,120
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,629 $502,629 0.07 $502,246
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $501,602 $501,602 0.07 $501,260
BX Commercial Mortgage Trust 2023-VLT3 C 7.75986% 15-NOV-2042, 7.77%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $500,429 $500,429 0.07 $499,998
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 $500,262 $500,262 0.07 $496,686
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.26186% 15-OCT-2039, 10.27%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $500,205 $500,205 0.07 $495,644
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $464,024 $464,024 0.06 $463,599
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 458,627 $459,950 $459,950 0.06 $459,579
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 437,776 $442,175 $442,175 0.06 $440,144
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 435,271 $438,429 $438,429 0.06 $438,052
Extended Stay America Trust 2021-ESH E 7.286% 15-JUL-2038, 7.29%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,646 $431,646 0.06 $428,863
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $423,213 $423,213 0.06 $422,861
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78348% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 400,542 $416,290 $416,290 0.05 $414,209
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $407,944 $407,944 0.05 $407,643
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 - - 451,659 $405,269 $405,269 0.05 $404,465
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 $404,295 $404,295 0.05 $403,238
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,777 $388,777 0.05 $387,169
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 385,062 $388,037 $388,037 0.05 $387,492
Celanese Corporation CE US 150870103 - - 7,169 $383,685 $383,685 0.05 $383,685
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 $383,420 $383,420 0.05 $380,502
BAMLL Re-REMIC Trust 2024-FRR4 E 1.217611% 27-NOV-2048, 1.52%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $381,878 $381,878 0.05 $381,069
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 375,987 $380,603 $380,603 0.05 $377,337
BAMLL Re-REMIC Trust 2024-FRR4 F 1.142573% 27-JAN-2026, 1.42%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $379,279 $379,279 0.05 $378,520
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $371,747 $371,747 0.05 $370,816
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 345,721 $348,183 $348,183 0.05 $347,927
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,621 $335,621 0.04 $334,263
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 325,896 $329,557 $329,557 0.04 $327,531
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,471 $326,471 0.04 $324,941
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,736 $318,736 0.04 $318,460
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $316,385 $316,385 0.04 $314,262
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.27%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $309,764 $309,764 0.04 $309,548
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 309,191 $301,154 $301,154 0.04 $299,937
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 $299,856 $299,856 0.04 $299,506
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 273,860 $278,534 $278,534 0.04 $277,152
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 273,706 $274,419 $274,419 0.04 $274,191
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $264,838 $264,838 0.03 $264,838
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 $256,012 $256,012 0.03 $255,796
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,129 $252,129 0.03 $251,885
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,767 $251,767 0.03 $251,550
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $251,142 $251,142 0.03 $250,912
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 244,160 $248,513 $248,513 0.03 $247,252
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $247,671 $247,671 0.03 $247,483
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $246,340 $246,340 0.03 $246,139
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 $244,998 $244,998 0.03 $244,788
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 243,157 $240,698 $240,698 0.03 $239,847
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 236,966 $237,946 $237,946 0.03 $237,791
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,573 $232,573 0.03 $231,387
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 221,105 $217,933 $217,933 0.03 $216,962
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,277 $204,277 0.03 $204,033
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,111 $203,111 0.03 $202,900
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.44%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 196,616 $195,286 $195,286 0.03 $195,146
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 - - 184,194 $186,390 $186,390 0.02 $186,237
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 180,695 $179,231 $179,231 0.02 $179,172
BX Commercial Mortgage Trust 2021-VINO D 5.78833% 15-MAY-2038, 5.80%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $174,358 $174,358 0.02 $174,245
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 209,119 $162,546 $162,546 0.02 $162,351
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 151,609 $156,536 $156,536 0.02 $154,486
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $154,112 $154,112 0.02 $153,712
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $150,289 $150,289 0.02 $149,617
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 $138,626 $138,626 0.02 $138,299
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 113,221 $111,485 $111,485 0.01 $111,067
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 107,972 $106,922 $106,922 0.01 $106,369
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 - - 103,211 $105,619 $105,619 0.01 $104,945
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,541 $99,541 0.01 $99,265
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $98,789 $98,789 0.01 $98,506
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,117 $95,117 0.01 $94,839
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 85,426 $85,094 $85,094 0.01 $84,848
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,554 $77,554 0.01 $77,322
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 77,286 $76,788 $76,788 0.01 $76,637
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 73,973 $74,593 $74,593 0.01 $74,297
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 73,161 $73,896 $73,896 0.01 $73,814
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 73,326 $73,525 $73,525 0.01 $73,461
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 68,737 $68,888 $68,888 0.01 $68,663
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 42,517 $42,846 $42,846 0.01 $42,664
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -310.00 $-34,850,781 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 504.00 $54,286,313 $0 0.00 $0
US 10YR FUT OPTN Jun25Call 115.25 TYM5C TYM5 COMDTY $115.25 -236.00 $-26,037,438 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 600.00 $123,993,750 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -141.00 $-15,556,266 $0 0.00 $0
GOLD FUT OPT(CMX) Jun25C 3775 3775 GCM5C GCM5 COMDTY $3,775.00 -82.00 $-26,135,040 $-820 0.00 $-820
ESM5 20Jun25 Call (AMERICAN PHYSICAL) 6450 ESM5C ESM5 INDEX $6,450.00 -24.00 $-7,170,600 $-2,520 0.00 $-2,520
ESM5 20Jun25 Put (AMERICAN PHYSICAL) 4575 ESM5P ESM5 INDEX $4,575.00 -24.00 $7,170,600 $-2,820 0.00 $-2,820
US 10YR FUT OPTN Jun25Put 108.25 TYM5P TYM5 COMDTY $108.25 -236.00 $26,037,438 $-3,688 0.00 $-3,688
GOLD FUT OPT(CMX) Jun25P 2755 2755 GCM5P GCM5 COMDTY $2,755.00 -82.00 $26,135,040 $-4,100 0.00 $-4,100
UMBS TBA 30yr 2.5% June Delivery, 2.50%, 06/12/25 FNCL 01F022667 - - -44,565,000 $-36,339,014 $-36,339,014 -4.75 $-36,339,014
SEGREGATED CASH SEGCASH - $0.00 5,270,000 $5,270,000 $5,270,000 0.69 $5,270,000
US DOLLARS USD MD_142224 - - -238,804,359 $-238,804,359 $-238,804,359 -31.20 $-238,804,359
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,173,738 $23,574 0.00 $23,574
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,790,860 $20,020 0.00 $20,020
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,118,759 $15,723 0.00 $15,723
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,218,750 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,187,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,117,188 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,160,938 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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