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 08/13/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - 65,610,000 $65,838,323 $65,838,323 6.22 $65,838,323
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/15/25 FNCL 01F062697 - - 60,613,000 $62,765,368 $62,765,368 5.93 $62,765,368
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - 61,479,000 $60,486,544 $60,486,544 5.71 $60,486,544
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/15/25 FNCL 01F060691 - - 57,605,000 $58,751,916 $58,751,916 5.55 $58,751,916
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $40,030,174 $40,030,174 3.78 $40,030,174
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/15/25 FNCL 01F032690 - - 30,930,000 $27,894,097 $27,894,097 2.63 $27,894,097
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - 25,880,000 $24,830,204 $24,830,204 2.34 $24,830,204
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/15/25 FNCL 01F030694 - - 25,640,000 $22,186,292 $22,186,292 2.10 $22,186,292
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00001% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,886,937 $16,886,937 1.59 $16,830,887
Fannie Mae REMIC Trust 2025-12 FC 5.45001% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,964,396 $12,983,935 $12,983,935 1.23 $12,946,644
PRPM 2025-5 0%30, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,269,381 $12,269,381 1.16 $12,127,064
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35001% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,923,954 $11,937,883 $11,937,883 1.13 $11,904,215
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,667,106 $11,667,106 1.10 $11,614,107
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,491,850 $11,624,961 $11,624,961 1.10 $11,548,642
Libra Solutions 2025-1 LLC|6.355|08/15/2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,222,378 $10,222,378 0.97 $10,209,774
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,500,000 $9,592,269 $9,592,269 0.91 $9,528,714
MetroNet Infrastructure Issuer LLC|5.4|08/20/2055, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,283,602 $8,283,602 0.78 $8,282,372
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45001% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 8,117,708 $8,147,358 $8,147,358 0.77 $8,122,781
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,689,474 $7,689,474 0.73 $7,667,365
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,610,426 $7,610,426 0.72 $7,552,092
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,220,524 $7,313,834 $7,313,834 0.69 $7,265,079
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,799,547 $6,799,547 0.64 $6,784,788
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85001% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,711,835 $6,711,835 0.63 $6,628,625
BX Trust 2025-VLT7 E 8.09194% 15-JUL-2044, 8.05%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,689,438 $6,689,438 0.63 $6,644,895
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.71448% 25-OCT-2057, 6.72%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,411,998 $6,601,497 $6,601,497 0.62 $6,577,571
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60001% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,582,676 $6,582,676 0.62 $6,545,647
BX Trust 2024-CNYN D 7.03203% 15-APR-2041, 7.03%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,330,446 $6,330,446 0.60 $6,293,590
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00001% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,272,363 $6,272,363 0.59 $6,251,631
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,314,247 $6,132,275 $6,132,275 0.58 $6,102,107
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,091,304 $6,091,304 0.58 $6,074,081
BX Trust 2025-TAIL D 6.79194% 15-JUN-2035, 6.79%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,034,173 $6,034,173 0.57 $6,000,213
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,125,828 $5,978,465 $5,978,465 0.56 $5,948,099
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,954,367 $5,954,367 0.56 $5,934,885
KRE Commercial Mortgage Trust 2025-AIP4 A 5.64194% 15-MAR-2042, 5.64%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,921,317 $5,921,317 0.56 $5,893,568
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,696,531 $5,765,477 $5,765,477 0.54 $5,745,800
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.85001% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,537,213 $5,537,213 0.52 $5,519,302
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,498,791 $5,498,148 $5,498,148 0.52 $5,480,665
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,374,123 $5,462,854 $5,462,854 0.52 $5,425,553
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,420,798 $5,420,798 0.51 $5,389,380
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15001% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,331,074 $5,331,074 0.50 $5,313,053
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,250,028 $5,286,184 $5,286,184 0.50 $5,268,541
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50001% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,212,436 $5,212,436 0.49 $5,196,576
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,188,267 $5,188,267 0.49 $5,171,470
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,170,454 $5,170,454 0.49 $5,150,146
BX Commercial Mortgage Trust 2021-VOLT E 6.456% 15-SEP-2036, 6.46%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,169,891 $5,169,891 0.49 $5,142,092
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35001% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,168,179 $5,168,179 0.49 $5,140,004
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.15001% 25-NOV-2041, 12.15%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,166,582 $5,166,582 0.49 $5,134,182
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,051,747 $5,107,579 $5,107,579 0.48 $5,074,391
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,078,382 $5,078,382 0.48 $5,063,192
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $5,046,124 $5,046,124 0.48 $5,027,074
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,996,932 $4,996,932 0.47 $4,971,482
Fannie Mae REMIC Trust 2025-9 FA 5.55001% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,989,782 $4,996,544 $4,996,544 0.47 $4,981,928
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 7.31% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,964,482 $4,964,482 0.47 $4,940,758
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,961,652 $4,961,652 0.47 $4,937,213
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 $4,921,102 $4,921,102 0.46 $4,908,736
PRPM 2025-6 LLC|5.774|08/25/2030, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,811,005 $4,811,005 0.45 $4,777,216
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,739,984 $4,797,850 $4,797,850 0.45 $4,779,342
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,773,021 $4,773,021 0.45 $4,746,015
BX Commercial Mortgage Trust 2024-MF D 7.03176% 15-FEB-2039, 7.03%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,770,238 $4,770,238 0.45 $4,742,479
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.96448% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,631,911 $4,768,529 $4,768,529 0.45 $4,750,601
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,731,912 $4,741,231 $4,741,231 0.45 $4,701,667
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,724,428 $4,724,428 0.45 $4,681,111
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,712,219 $4,712,219 0.45 $4,692,924
Jersey Mike's Funding|5.61|08/16/2055, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,687,200 $4,687,200 0.44 $4,672,864
FIGRE Trust 2025-FL1|5.467|07/25/2055, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,650,000 $4,659,148 $4,659,148 0.44 $4,649,968
PRPM 2025-RCF4 LLC|4.5|08/25/2055, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,650,440 $4,650,440 0.44 $4,622,240
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,609,983 $4,609,983 0.44 $4,595,735
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,504,994 $4,592,760 $4,592,760 0.43 $4,562,159
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,521,348 $4,581,996 $4,581,996 0.43 $4,549,491
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 $4,541,264 $4,541,264 0.43 $4,522,634
Great Wolf Trust 2024-WOLF D 7.23194% 15-MAR-2039, 7.23%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,465,634 $4,465,634 0.42 $4,438,966
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,314,097 $4,461,636 $4,461,636 0.42 $4,427,018
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,517,908 $4,426,594 $4,426,594 0.42 $4,425,008
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 $4,407,891 $4,407,891 0.42 $4,394,514
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 $4,388,492 $4,388,492 0.41 $4,366,397
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 $4,321,020 $4,321,020 0.41 $4,277,479
Towd Point Mortgage Trust 2025-HE1|5.98666|07/25/2065, 5.99%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,302,116 $4,302,116 0.41 $4,300,000
BX Commercial Mortgage Trust 2021-SOAR D 5.856% 15-JUN-2038, 5.86%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,182,261 $4,182,261 0.39 $4,161,937
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,172,799 $4,172,799 0.39 $4,144,051
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45001% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,150,144 $4,150,144 0.39 $4,135,449
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,137,485 $4,137,485 0.39 $4,119,717
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,007,991 $4,066,764 $4,066,764 0.38 $4,039,697
BX Trust 2024-BRBK A 7.22158% 15-OCT-2041, 7.22%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,043,455 $4,043,455 0.38 $4,019,438
BX Trust 2025-LUNR D 6.84194% 15-JUN-2040, 6.84%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,029,800 $4,029,800 0.38 $4,006,993
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,976,243 $3,991,828 $3,991,828 0.38 $3,979,568
BX Commercial Mortgage Trust 2024-XL5 D 7.03174% 15-MAR-2041, 7.03%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,986,132 $3,986,132 0.38 $3,962,909
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35001% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,963,077 $3,963,077 0.37 $3,939,627
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,752,198 $3,795,645 $3,795,645 0.36 $3,784,714
BMP Commercial Mortgage Trust 2024-MF23 D 6.73243% 15-JUN-2041, 6.73%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,776,308 $3,776,308 0.36 $3,755,269
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,775,196 $3,775,196 0.36 $3,763,766
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,701,988 $3,774,259 $3,774,259 0.36 $3,751,112
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 $3,763,289 $3,763,289 0.36 $3,729,951
FREMF 2023-K511 Mortgage Trust C 5.822411% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,747,604 $3,747,604 0.35 $3,720,683
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,711,510 $3,711,510 0.35 $3,698,899
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15001% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,652,865 $3,652,865 0.34 $3,640,496
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,608,520 $3,651,446 $3,651,446 0.34 $3,626,951
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,629,899 $3,629,899 0.34 $3,622,563
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,574,324 $3,574,324 0.34 $3,563,715
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,422,626 $3,555,010 $3,555,010 0.34 $3,526,119
ALA Trust 2025-OANA A 6.08463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,535,654 $3,535,654 0.33 $3,517,908
CSMC 2021-BHAR C 6.457% 15-NOV-2038, 6.46%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,434,392 $3,434,392 0.32 $3,415,852
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 $3,425,113 $3,425,113 0.32 $3,408,281
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,419,599 $3,419,599 0.32 $3,404,261
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,351,785 $3,351,785 0.32 $3,333,933
SCG Commercial Mortgage Trust 2025-DLFN E 7.29194% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,349,415 $3,349,415 0.32 $3,329,059
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,248,070 $3,317,321 $3,317,321 0.31 $3,290,709
BX Trust 2021-ARIA D 6.3514% 15-OCT-2036, 6.35%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,313,715 $3,313,715 0.31 $3,296,247
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,273,471 $3,301,015 $3,301,015 0.31 $3,275,721
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,299,475 $3,299,475 0.31 $3,282,196
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,261,728 $3,261,728 0.31 $3,251,438
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,247,292 $3,247,292 0.31 $3,219,556
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 $3,183,899 $3,183,899 0.30 $3,172,050
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,136,796 $3,164,684 $3,164,684 0.30 $3,144,116
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,115,053 $3,153,556 $3,153,556 0.30 $3,132,709
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,318 $3,152,958 $3,152,958 0.30 $3,123,930
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,144,427 $3,144,427 0.30 $3,134,363
BX Trust 2024-VLT4 E 7.231344% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,137,161 $3,137,161 0.30 $3,118,299
VERTICAL BRIDGE CC LLC|7.446|08/16/2055, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,131,318 $3,131,318 0.30 $3,130,668
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.43109% 15-AUG-2041, 7.43%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,112,609 $3,112,609 0.29 $3,093,412
BX Trust 2024-BIO C 6.98194% 15-FEB-2041, 6.98%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,112,126 $3,112,126 0.29 $3,094,048
Hilton Grand Vacations Trust 2025-2|5.12|05/25/2044, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,109,968 $3,109,968 0.29 $3,109,526
Libra Solutions 2025-1 LLC|8.055|08/15/2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,107,845 $3,107,845 0.29 $3,102,990
BX Trust 2021-ARIA F 7.0495% 15-OCT-2036, 7.05%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,101,803 $3,101,803 0.29 $3,083,661
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,096,594 $3,096,594 0.29 $3,085,057
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,084,613 $3,084,613 0.29 $3,073,542
VERTICAL BRIDGE CC LLC|9.383|08/16/2055, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,069,539 $3,069,539 0.29 $3,068,731
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35001% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,045,271 $3,045,271 0.29 $3,034,688
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 $3,042,620 $3,042,620 0.29 $3,033,563
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05001% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,024,769 $3,024,769 0.29 $3,014,686
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 $2,993,723 $2,993,723 0.28 $2,967,584
Extended Stay America Trust 2021-ESH F 8.156% 15-JUL-2038, 8.16%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,977,806 $2,977,806 0.28 $2,957,692
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,933,308 $2,977,081 $2,977,081 0.28 $2,967,438
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,958,765 $2,958,765 0.28 $2,936,916
SREIT Trust 2021-FLWR F 7.128549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,954,150 $2,954,150 0.28 $2,936,698
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59798% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,909,592 $2,922,376 $2,922,376 0.28 $2,909,578
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 $2,914,764 $2,914,764 0.28 $2,901,683
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,910,079 $2,910,079 0.27 $2,897,480
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,879,712 $2,888,814 $2,888,814 0.27 $2,871,072
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,870,712 $2,870,712 0.27 $2,853,660
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,801,535 $2,801,535 0.26 $2,781,056
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,761,550 $2,799,660 $2,799,660 0.26 $2,780,562
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,743,395 $2,743,395 0.26 $2,729,477
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,830,875 $2,741,789 $2,741,789 0.26 $2,736,560
BX Trust 2025-ROIC E 7.28323% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,736,092 $2,736,092 0.26 $2,719,273
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,831,464 $2,731,321 $2,731,321 0.26 $2,726,090
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,724,252 $2,724,252 0.26 $2,695,614
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 $2,710,113 $2,710,113 0.26 $2,700,081
MHC Commercial Mortgage Trust 2021-MHC F 7.057442% 15-APR-2038, 7.06%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,678,136 $2,678,136 0.25 $2,662,492
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95001% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,661,978 $2,661,978 0.25 $2,653,227
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,638,410 $2,638,410 0.25 $2,623,145
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,568,489 $2,568,489 0.24 $2,562,976
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,558,446 $2,558,446 0.24 $2,547,531
BX Commercial Mortgage Trust 2024-GPA3 C 6.23398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,548,876 $2,548,876 0.24 $2,535,733
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,548,779 $2,548,779 0.24 $2,538,262
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 - - 2,513,870 $2,548,614 $2,548,614 0.24 $2,539,607
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,545,616 $2,545,616 0.24 $2,527,024
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,545,044 $2,545,044 0.24 $2,534,169
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,542,838 $2,542,838 0.24 $2,522,224
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 $2,538,531 $2,538,531 0.24 $2,532,902
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,537,834 $2,537,834 0.24 $2,530,257
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,525,873 $2,525,873 0.24 $2,516,195
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,525,311 $2,525,311 0.24 $2,512,079
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 $2,521,082 $2,521,082 0.24 $2,508,632
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,517,302 $2,517,302 0.24 $2,507,110
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45001% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,516,043 $2,516,043 0.24 $2,501,095
MTN Commercial Mortgage Trust 2022-LPFL B 6.2456% 15-MAR-2039, 6.25%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,510,833 $2,510,833 0.24 $2,497,821
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 $2,484,145 $2,484,145 0.23 $2,470,477
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,428,795 $2,464,160 $2,464,160 0.23 $2,455,192
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 $2,455,406 $2,455,406 0.23 $2,449,326
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10001% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,438,172 $2,438,172 0.23 $2,427,642
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 $2,436,501 $2,436,501 0.23 $2,425,788
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,430,232 $2,430,232 0.23 $2,425,803
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.957% 15-JUN-2036, 8.96%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,413,400 $2,413,400 0.23 $2,395,488
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,396,319 $2,396,319 0.23 $2,383,563
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,354,306 $2,391,691 $2,391,691 0.23 $2,375,164
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0742% 15-NOV-2036, 7.07%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,347,042 $2,347,042 0.22 $2,333,281
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,333,477 $2,333,477 0.22 $2,324,919
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10001% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,303,868 $2,303,868 0.22 $2,294,993
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,303,084 $2,239,672 $2,239,672 0.21 $2,230,731
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,193,783 $2,225,981 $2,225,981 0.21 $2,211,564
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 $2,215,070 $2,215,070 0.21 $2,210,502
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,285,754 $2,214,840 $2,214,840 0.21 $2,203,686
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,205,093 $2,205,093 0.21 $2,195,643
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,228,017 $2,168,867 $2,168,867 0.20 $2,164,752
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 $2,148,708 $2,148,708 0.20 $2,145,393
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,097,646 $2,097,646 0.20 $2,083,428
OPEN Trust 2023-AIR B 8.179937% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,094,155 $2,094,155 0.20 $2,079,977
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.942563% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,083,366 $2,083,366 0.20 $2,080,885
Towd Point Mortgage Trust 2025-CES3|5.667|08/25/2065, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,066,143 $2,066,143 0.20 $2,059,982
LIFE 2022-BMR2 Mortgage Trust C 6.43506% 15-MAY-2039, 6.44%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,065,267 $2,065,267 0.20 $2,053,201
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70001% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,048,840 $2,048,840 0.19 $2,040,334
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,043,411 $2,043,411 0.19 $2,033,760
Gracie Point International Funding, Series 2023-1 D 8.84828% 01-SEP-2026, 8.85%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,034,703 $2,034,703 0.19 $1,998,819
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,024,087 $2,024,087 0.19 $2,012,680
GWT Commercial Mortgage Trust 2024-WLF2 E 7.98037% 15-MAY-2041, 7.98%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,019,635 $2,019,635 0.19 $2,006,334
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,947,248 $2,019,100 $2,019,100 0.19 $2,011,639
LIFE 2022-BMR2 Mortgage Trust D 6.88385% 15-MAY-2039, 6.88%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,017,897 $2,017,897 0.19 $2,005,191
BX Commercial Mortgage Trust 2024-WPT D 7.03164% 15-APR-2041, 7.03%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,013,928 $2,013,928 0.19 $2,002,209
CONE Trust 2024-DFW1 A 5.98367% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,007,221 $2,007,221 0.19 $1,997,248
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,996,043 $1,996,043 0.19 $1,982,771
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,992,612 $1,992,612 0.19 $1,988,039
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,975,000 $1,983,847 $1,983,847 0.19 $1,962,202
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94798% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,964,247 $1,980,944 $1,980,944 0.19 $1,971,845
SMRT Commercial Mortgage Trust 2022-MINI F 7.69194% 15-JAN-2039, 7.69%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,977,230 $1,977,230 0.19 $1,964,250
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,954,677 $1,954,677 0.18 $1,943,584
BX Trust 2022-FOX2 D 6.45291% 15-APR-2039, 6.45%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,944,498 $1,944,498 0.18 $1,934,052
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,912,281 $1,931,340 $1,931,340 0.18 $1,917,841
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,912,281 $1,931,029 $1,931,029 0.18 $1,917,986
BX Commercial Mortgage Trust 2024-AIR2 C 6.58324% 15-OCT-2041, 6.58%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,930,403 $1,930,403 0.18 $1,919,879
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,905,077 $1,928,086 $1,928,086 0.18 $1,913,060
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,896,306 $1,922,512 $1,922,512 0.18 $1,909,447
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,879,371 $1,879,371 0.18 $1,876,967
BX Trust 2024-BRBK B 8.26854% 15-OCT-2041, 8.27%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,867,369 $1,867,369 0.18 $1,854,625
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,769,700 $1,769,700 0.17 $1,762,172
RCKT Trust 2025-PL1|7.12|07/25/2034, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,768,516 $1,768,516 0.17 $1,763,670
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,745,574 $1,766,778 $1,766,778 0.17 $1,755,017
BXHPP Trust 2021-FILM C 5.556% 15-AUG-2036, 5.56%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,766,356 $1,766,356 0.17 $1,757,326
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,763,097 $1,763,097 0.17 $1,759,742
RCKT Trust 2025-PL1|5.42|07/25/2034, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,762,053 $1,762,053 0.17 $1,758,364
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,755,714 $1,755,714 0.17 $1,741,399
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 $1,749,830 $1,749,830 0.17 $1,745,278
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,744,842 $1,744,842 0.16 $1,722,043
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,700,000 $1,702,320 $1,702,320 0.16 $1,701,460
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,683,470 $1,697,992 $1,697,992 0.16 $1,687,118
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49798% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,682,473 $1,697,976 $1,697,976 0.16 $1,689,566
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 $1,674,283 $1,674,283 0.16 $1,659,078
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,620,268 $1,673,185 $1,673,185 0.16 $1,664,148
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,675,804 $1,664,974 $1,664,974 0.16 $1,660,552
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,663,814 $1,663,814 0.16 $1,655,984
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,654,285 $1,654,285 0.16 $1,642,430
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70001% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,629,057 $1,629,057 0.15 $1,623,102
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,626,641 $1,626,641 0.15 $1,615,829
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - 1,738,000 $1,618,467 $1,618,467 0.15 $1,618,467
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,574,608 $1,602,834 $1,602,834 0.15 $1,592,169
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,587,570 $1,587,570 0.15 $1,578,382
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,585 $1,556,585 0.15 $1,549,421
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,545,834 $1,545,834 0.15 $1,535,430
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,544,589 $1,544,589 0.15 $1,542,036
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 $1,542,628 $1,542,628 0.15 $1,534,327
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 $1,531,809 $1,531,809 0.14 $1,523,781
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,526,632 $1,526,632 0.14 $1,520,639
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 $1,519,951 $1,519,951 0.14 $1,511,879
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,500,000 $1,519,787 $1,519,787 0.14 $1,509,972
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 $1,512,726 $1,512,726 0.14 $1,511,549
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,492,500 $1,512,522 $1,512,522 0.14 $1,490,614
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,512,364 $1,512,364 0.14 $1,499,758
JW Commercial Mortgage Trust 2024-MRCO C 6.73199% 15-JUN-2039, 6.73%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,508,074 $1,508,074 0.14 $1,499,659
BX Trust 2021-ARIA E 6.7005% 15-OCT-2036, 6.70%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,506,781 $1,506,781 0.14 $1,498,405
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,495,237 $1,495,237 0.14 $1,453,356
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,456,997 $1,484,189 $1,484,189 0.14 $1,478,604
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 $1,481,360 $1,481,360 0.14 $1,466,322
LIFE 2021-BMR Mortgage Trust F 6.806% 15-MAR-2038, 6.81%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,475,758 $1,475,758 0.14 $1,467,341
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,461,272 $1,461,272 0.14 $1,456,760
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,431,302 $1,446,099 $1,446,099 0.14 $1,438,399
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,432,102 $1,432,102 0.14 $1,425,915
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 1,419,144 $1,420,135 $1,420,135 0.13 $1,419,242
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,407,298 $1,407,298 0.13 $1,407,298
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 $1,401,240 $1,401,240 0.13 $1,398,356
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,359,737 $1,384,270 $1,384,270 0.13 $1,375,468
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,298,323 $1,376,327 $1,376,327 0.13 $1,367,824
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.809297% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,369,936 $1,369,936 0.13 $1,367,762
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,332,536 $1,332,536 0.13 $1,316,318
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,318,874 $1,330,145 $1,330,145 0.13 $1,321,408
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,311,444 $1,311,444 0.12 $1,311,423
BX Trust 2021-MFM1 E 6.706% 15-JAN-2034, 6.71%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,292,216 $1,292,216 0.12 $1,285,042
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34798% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,249,344 $1,269,620 $1,269,620 0.12 $1,262,667
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84798% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,257,499 $1,264,069 $1,264,069 0.12 $1,257,490
COMM 2024-WCL1 Mortgage Trust C 7.231% 17-JUN-2041, 7.23%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,245,563 $1,245,563 0.12 $1,238,031
COMM 2024-WCL1 Mortgage Trust D 7.631% 17-JUN-2041, 7.63%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,245,105 $1,245,105 0.12 $1,237,156
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 $1,243,826 $1,243,826 0.12 $1,237,600
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,313,281 $1,234,731 $1,234,731 0.12 $1,230,025
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 $1,232,190 $1,232,190 0.12 $1,226,139
DROP Mortgage Trust 2021-FILE A 5.606% 15-OCT-2043, 5.61%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,215,564 $1,215,564 0.11 $1,209,724
SREIT Trust 2021-FLWR D 5.831042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,205,462 $1,205,462 0.11 $1,199,631
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,200,066 $1,200,066 0.11 $1,194,548
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 $1,199,246 $1,199,246 0.11 $1,191,028
BX Trust 2024-CNYN C 6.2831% 15-APR-2041, 6.28%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,186,854 $1,186,854 0.11 $1,180,679
MTN Commercial Mortgage Trust 2022-LPFL D 7.2928% 15-MAR-2039, 7.29%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,182,062 $1,182,062 0.11 $1,174,921
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65001% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,171,884 $1,171,884 0.11 $1,167,035
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,140,489 $1,158,876 $1,158,876 0.11 $1,151,009
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,054,756 $1,129,543 $1,129,543 0.11 $1,121,811
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,077,305 $1,104,813 $1,104,813 0.10 $1,100,976
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40001% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,091,331 $1,102,285 $1,102,285 0.10 $1,098,405
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35001% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,095,382 $1,095,382 0.10 $1,092,134
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,073,752 $1,087,183 $1,087,183 0.10 $1,079,798
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,069,808 $1,069,808 0.10 $1,062,695
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,051,850 $1,059,814 $1,059,814 0.10 $1,054,163
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85001% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,057,285 $1,057,285 0.10 $1,053,859
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,035,853 $1,055,857 $1,055,857 0.10 $1,049,521
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 $1,053,148 $1,053,148 0.10 $1,047,171
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,050,935 $1,050,935 0.10 $1,044,491
LIFE 2021-BMR Mortgage Trust E 6.206% 15-MAR-2038, 6.21%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,046,349 $1,046,349 0.10 $1,040,918
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,037,459 $1,037,459 0.10 $1,030,717
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,032,352 $1,032,352 0.10 $1,030,661
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00001% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,032,298 $1,032,298 0.10 $1,027,853
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 $1,032,035 $1,032,035 0.10 $1,021,200
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 $1,029,256 $1,029,256 0.10 $1,017,391
MHC Commercial Mortgage Trust 2021-MHC G 7.657442% 15-APR-2038, 7.66%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,027,780 $1,027,780 0.10 $1,021,271
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 $1,027,572 $1,027,572 0.10 $1,026,650
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,021,907 $1,021,907 0.10 $1,016,545
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 $1,012,487 $1,012,487 0.10 $1,009,452
MTN Commercial Mortgage Trust 2022-LPFL F 9.635169% 15-MAR-2039, 9.64%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,007,288 $1,007,288 0.10 $999,259
BX Trust 2024-VLT4 D 6.781992% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,001,728 $1,001,728 0.09 $996,077
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80001% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,804 $993,804 0.09 $990,614
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,001,736 $979,978 $979,978 0.09 $975,192
BX Commercial Mortgage Trust 2024-AIR2 D 7.13245% 15-OCT-2041, 7.13%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $965,509 $965,509 0.09 $959,808
ALA Trust 2025-OANA D 7.43272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $942,864 $942,864 0.09 $937,085
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35001% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 915,750 $925,849 $925,849 0.09 $922,618
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $923,554 $923,554 0.09 $917,812
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $920,212 $920,212 0.09 $913,723
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $916,201 $916,201 0.09 $907,334
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $914,095 $914,095 0.09 $907,656
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $904,929 $904,929 0.09 $901,685
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 898,883 $904,795 $904,795 0.09 $900,771
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,391 $880,639 $880,639 0.08 $878,972
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 817,205 $852,452 $852,452 0.08 $846,916
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 817,205 $840,832 $840,832 0.08 $837,138
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 823,457 $835,842 $835,842 0.08 $829,596
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 813,814 $811,634 $811,634 0.08 $809,357
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $801,404 $801,404 0.08 $799,658
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.81448% 25-OCT-2057, 8.82%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 755,798 $801,146 $801,146 0.08 $797,444
BXHPP Trust 2021-FILM A 5.106% 15-AUG-2036, 5.11%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $797,722 $797,722 0.08 $794,233
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $793,533 $793,533 0.07 $787,299
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15001% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 790,635 $790,176 $790,176 0.07 $787,494
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10001% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 768,045 $789,480 $789,480 0.07 $786,451
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $788,539 $788,539 0.07 $783,772
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95001% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 771,804 $786,770 $786,770 0.07 $783,362
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $762,387 $762,387 0.07 $758,182
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 750,000 $754,093 $754,093 0.07 $753,659
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 724,024 $743,026 $743,026 0.07 $735,018
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 724,024 $739,072 $739,072 0.07 $732,966
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 $728,805 $728,805 0.07 $726,472
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $727,466 $727,466 0.07 $722,871
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 716,186 $726,906 $726,906 0.07 $721,496
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $709,254 $709,254 0.07 $705,369
Great Wolf Trust 2024-WOLF C 6.73294% 15-MAR-2039, 6.73%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $705,687 $705,687 0.07 $701,760
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 672,382 $680,398 $680,398 0.06 $675,540
SCG Commercial Mortgage Trust 2025-FLWR E 7.1% 15-AUG-2027, 7.10%, 08/15/30 SCG 2025-FLWR 78438AAJ4 - - 667,000 $667,277 $667,277 0.06 $667,277
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59798% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 630,927 $649,394 $649,394 0.06 $645,357
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 621,933 $629,322 $629,322 0.06 $626,449
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90001% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 615,785 $619,807 $619,807 0.06 $617,788
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $614,473 $614,473 0.06 $600,394
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 590,679 $613,583 $613,583 0.06 $608,876
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 595,884 $600,107 $600,107 0.06 $596,934
Huntington Bank Auto Credit-Linked Notes Series 2025-2|7.73931|09/20/2033, 7.74%, 09/20/33 HACLN 2025-2 44644NAR0 - - 600,000 $600,000 $600,000 0.06 $600,000
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,760 $566,760 0.05 $564,390
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 544,355 $553,702 $553,702 0.05 $550,987
BX Trust 2022-FOX2 E 7.30111% 15-APR-2039, 7.30%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $547,649 $547,649 0.05 $544,323
Mello Warehouse Securitization Trust 2024-1 F 9.6% 25-OCT-2057, 9.60%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,221 $542,221 0.05 $539,329
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $531,920 $531,920 0.05 $527,742
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,882 $529,882 0.05 $528,654
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15001% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,600 $526,600 0.05 $524,824
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,413 $523,413 0.05 $520,130
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $519,309 $519,309 0.05 $516,559
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 $516,187 $516,187 0.05 $513,625
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $515,676 $515,676 0.05 $513,199
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 $515,471 $515,471 0.05 $512,511
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,834 $514,834 0.05 $512,184
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $514,127 $514,127 0.05 $511,698
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $512,290 $512,290 0.05 $507,505
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,527 $511,527 0.05 $509,175
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $509,973 $509,973 0.05 $507,637
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $507,161 $507,161 0.05 $504,346
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 $506,789 $506,789 0.05 $506,006
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,526 $506,526 0.05 $503,750
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $505,970 $505,970 0.05 $497,938
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,881 $504,881 0.05 $502,400
BX Commercial Mortgage Trust 2023-VLT3 C 7.77994% 15-NOV-2042, 7.78%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $503,226 $503,226 0.05 $499,985
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 486,521 $501,344 $501,344 0.05 $498,976
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 463,683 $475,363 $475,363 0.04 $472,406
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $467,000 $467,000 0.04 $463,919
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $437,201 $437,201 0.04 $434,487
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 430,201 $433,793 $433,793 0.04 $431,662
Extended Stay America Trust 2021-ESH E 7.306% 15-JUL-2038, 7.31%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,911 $431,911 0.04 $429,300
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $431,400 $431,400 0.04 $428,845
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $412,596 $412,596 0.04 $410,415
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,049 $405,049 0.04 $404,260
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 400,987 $404,680 $404,680 0.04 $402,325
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.81448% 25-OCT-2057, 7.82%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 386,591 $400,950 $400,950 0.04 $399,271
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 - - 441,111 $389,573 $389,573 0.04 $388,923
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30001% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,960 $388,960 0.04 $387,621
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 $388,005 $388,005 0.04 $385,590
BAMLL Re-REMIC Trust 2024-FRR4 E 1.277647% 27-NOV-2048, 1.21%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $387,767 $387,767 0.04 $387,188
BAMLL Re-REMIC Trust 2024-FRR4 F 1.198909% 27-JAN-2026, 1.14%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $386,113 $386,113 0.04 $385,569
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $382,137 $382,137 0.04 $381,465
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $368,853 $368,853 0.03 $364,915
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 354,407 $361,273 $361,273 0.03 $357,634
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 325,270 $342,449 $342,449 0.03 $326,510
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15001% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,146 $335,146 0.03 $334,014
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $328,444 $328,444 0.03 $321,014
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,033 $326,033 0.03 $324,822
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,234 $322,234 0.03 $320,229
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 314,922 $320,530 $320,530 0.03 $318,840
BX Commercial Mortgage Trust 2024-MF C 6.28284% 15-FEB-2039, 6.28%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,829 $311,829 0.03 $310,207
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 301,464 $305,621 $305,621 0.03 $303,933
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $303,638 $303,638 0.03 $301,103
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,657 $297,657 0.03 $294,464
CSMC 2021-BHAR E 7.957% 15-NOV-2038, 7.96%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $295,718 $295,718 0.03 $293,728
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90001% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 301,696 $294,653 $294,653 0.03 $293,664
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $279,121 $279,121 0.03 $279,121
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 $257,282 $257,282 0.02 $255,718
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 249,728 $253,522 $253,522 0.02 $252,472
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,780 $252,780 0.02 $251,411
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,476 $252,476 0.02 $250,708
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,085 $252,085 0.02 $250,512
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 $249,359 $249,359 0.02 $247,837
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $249,007 $249,007 0.02 $247,551
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 234,340 $237,770 $237,770 0.02 $236,238
BXHPP Trust 2021-FILM B 5.356% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,352 $234,352 0.02 $233,236
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 227,111 $227,124 $227,124 0.02 $226,495
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 $217,233 $217,233 0.02 $216,440
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,573 $205,573 0.02 $203,805
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,443 $205,443 0.02 $203,915
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 194,841 $196,136 $196,136 0.02 $194,841
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 192,749 $194,685 $194,685 0.02 $193,772
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 185,843 $190,787 $190,787 0.02 $189,977
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $158,517 $158,517 0.01 $158,200
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 201,386 $157,056 $157,056 0.01 $156,907
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 - - 151,814 $154,236 $154,236 0.01 $153,321
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 $151,972 $151,972 0.01 $151,416
SWCH Commercial Mortgage Trust 2025-DATA E 7.68216% 15-FEB-2042, 7.68%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $150,136 $150,136 0.01 $149,176
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 139,376 $144,009 $144,009 0.01 $142,321
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 139,580 $139,421 $139,421 0.01 $139,087
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 $139,062 $139,062 0.01 $138,827
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 106,402 $105,224 $105,224 0.01 $104,897
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,822 $101,822 0.01 $101,598
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,026 $101,026 0.01 $100,807
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,366 $96,366 0.01 $96,146
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 - - 82,693 $84,954 $84,954 0.01 $84,526
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 81,700 $81,570 $81,570 0.01 $81,195
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $76,314 $76,314 0.01 $76,131
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 65,235 $65,628 $65,628 0.01 $65,235
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00001% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 63,290 $63,718 $63,718 0.01 $63,507
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 55,237 $55,170 $55,170 0.01 $55,036
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 51,361 $52,122 $52,122 0.00 $51,706
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 43,123 $42,913 $42,913 0.00 $42,852
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 35,282 $35,756 $35,756 0.00 $35,637
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $23,899 $23,899 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 10,163 $10,182 $10,182 0.00 $10,149
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,143,203 $0 0.00 $0
US 5YR FUTR OPTN Sep25Put 107.5 FVU5P FVU5 COMDTY $107.50 -207.00 $22,563,000 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -107.00 $-12,679,500 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-35,079,547 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,994,805 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 932.00 $101,588,000 $0 0.00 $0
US 10YR FUT OPTN Sep25P 110 110 TYU5P TYU5 COMDTY $110.00 -25.00 $2,804,297 $0 0.00 $0
GOLD FUT OPT(CMX) Sep25P 3000 3000 GCU5P 3381664 GCV5 COMDTY $3,000.00 -25.00 $8,416,250 $-750 0.00 $-750
US 10YR FUT OPTN Sep25C 113 113 TYU5C TYU5 COMDTY $113.00 -25.00 $-2,804,297 $-1,953 0.00 $-1,953
Leeward Off Bull&B Ptg Shs Ser'k'2003 Usd0.01 GCU5C 3377429 GCV5 COMDTY $3,585.00 -25.00 $-8,416,250 $-3,500 0.00 $-3,500
US 5YR FUTR OPTN Sep25Call 109.5 FVU5C FVU5 COMDTY $109.50 -207.00 $-22,563,000 $-12,938 0.00 $-12,938
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6050 ESU5P ESU5 INDEX $6,050.00 -70.00 $22,710,625 $-68,250 -0.01 $-68,250
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6650 ESU5C ESU5 INDEX $6,650.00 -70.00 $-22,710,625 $-94,500 -0.01 $-94,500
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/15/25 FNCL 01F022691 - - -44,565,000 $-36,960,518 $-36,960,518 -3.49 $-36,960,518
SEGREGATED CASH SEGCASH - $0.00 3,650,000 $3,650,000 $3,650,000 0.34 $3,650,000
US DOLLARS USD MD_142224 - - -267,194,479 $-267,194,479 $-267,194,479 -25.23 $-267,194,479
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,381,250 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,278,125 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,234,375 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,167,188 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,615,487 $-70,696 -0.01 $-70,696
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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