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 09/17/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - 65,610,000 $66,364,515 $66,364,515 5.48 $66,364,515
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 60,613,000 $62,723,545 $62,723,545 5.18 $62,723,545
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - 61,479,000 $61,327,946 $61,327,946 5.07 $61,327,946
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 57,605,000 $58,943,740 $58,943,740 4.87 $58,943,740
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,947,381 $39,947,381 3.30 $39,947,381
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - 30,930,000 $28,497,201 $28,497,201 2.36 $28,497,201
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 25,880,000 $25,304,274 $25,304,274 2.09 $25,304,274
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 25,640,000 $22,693,759 $22,693,759 1.87 $22,693,759
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,896,209 $16,896,209 1.39 $16,828,968
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,903,924 $12,961,518 $12,961,518 1.07 $12,916,601
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,989,821 $12,079,175 $12,079,175 1.00 $11,989,497
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,825,124 $11,894,552 $11,894,552 0.98 $11,854,145
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,269,061 $11,501,583 $11,501,583 0.95 $11,419,782
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,285,398 $10,285,398 0.85 $10,279,997
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,419,128 $9,545,243 $9,545,243 0.79 $9,476,366
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,620,985 $8,620,985 0.71 $8,605,787
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,371,623 $8,371,623 0.69 $8,329,803
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,853,692 $7,886,862 $7,886,862 0.65 $7,858,329
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,717,356 $7,717,356 0.64 $7,690,592
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,541,551 $7,541,551 0.62 $7,538,051
Affirm Master Trust Series 2025-3|5.09|10/16/2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,272,967 $7,272,967 0.60 $7,272,967
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,058,058 $7,192,400 $7,192,400 0.59 $7,140,310
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,096,433 $7,096,433 0.59 $7,077,133
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,725,803 $6,725,803 0.55 $6,568,390
BX Trust 2025-VLT7 E 8.1131% 15-JUL-2044, 7.90%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,663,669 $6,663,669 0.55 $6,659,297
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.59839% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,567,033 $6,567,033 0.54 $6,522,604
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,357,234 $6,564,553 $6,564,553 0.54 $6,536,212
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,508,527 $6,508,527 0.54 $6,505,797
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,285,992 $6,285,992 0.52 $6,261,120
BX Trust 2024-CNYN D 7.05319% 15-APR-2041, 6.84%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,151,378 $6,172,338 $6,172,338 0.51 $6,168,832
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,280,590 $6,123,383 $6,123,383 0.50 $6,090,584
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,115,433 $6,115,433 0.50 $6,094,584
BX Trust 2025-TAIL D 6.8131% 15-JUN-2035, 6.60%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,010,780 $6,010,780 0.50 $6,007,480
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,963,000 $5,967,864 $5,967,864 0.49 $5,966,052
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,943,431 $5,943,431 0.49 $5,917,954
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,065,424 $5,913,227 $5,913,227 0.49 $5,880,364
KRE Commercial Mortgage Trust 2025-AIP4 A 5.6631% 15-MAR-2042, 5.45%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,895,078 $5,895,078 0.49 $5,892,397
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,613,785 $5,713,661 $5,713,661 0.47 $5,690,187
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,500,000 $5,559,239 $5,559,239 0.46 $5,519,854
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.84839% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,535,059 $5,535,059 0.46 $5,513,572
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,408,687 $5,408,687 0.45 $5,405,995
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,294,033 $5,408,532 $5,408,532 0.45 $5,368,368
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,332,334 $5,351,608 $5,351,608 0.44 $5,331,085
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,343,588 $5,343,588 0.44 $5,321,969
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,212,323 $5,212,323 0.43 $5,193,296
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,187,867 $5,187,867 0.43 $5,163,284
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,185,136 $5,185,136 0.43 $5,164,985
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,129,474 $5,179,687 $5,179,687 0.43 $5,158,819
BX Commercial Mortgage Trust 2021-VOLT E 6.478% 15-SEP-2036, 6.26%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,157,841 $5,157,841 0.43 $5,155,144
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,149,807 $5,149,807 0.42 $5,116,002
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.14839% 25-NOV-2041, 12.15%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,137,583 $5,137,583 0.42 $5,098,709
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,077,184 $5,077,184 0.42 $5,058,797
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,054,139 $5,054,139 0.42 $5,001,049
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 $5,021,956 $5,021,956 0.41 $4,994,279
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,941,385 $5,012,045 $5,012,045 0.41 $4,976,563
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,007,443 $5,007,443 0.41 $5,005,322
Truist Bank Auto Credit-Linked Notes Series 2025-1|6.807|09/26/2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 5,000,000 $5,003,798 $5,003,798 0.41 $5,002,853
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,950,116 $4,978,877 $4,978,877 0.41 $4,961,330
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 $4,943,370 $4,943,370 0.41 $4,928,942
SCG Commercial Mortgage Trust 2025-DLFN E 7.3131% 15-MAR-2027, 7.10%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,902,261 $4,902,261 0.40 $4,899,359
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,852,729 $4,852,729 0.40 $4,792,830
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,748,493 $4,748,493 0.39 $4,709,784
BX Commercial Mortgage Trust 2024-MF D 7.05292% 15-FEB-2039, 6.84%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,747,317 $4,747,317 0.39 $4,744,617
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,592,350 $4,741,892 $4,741,892 0.39 $4,720,654
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,650,911 $4,722,370 $4,722,370 0.39 $4,700,387
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,708,339 $4,708,339 0.39 $4,662,139
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,696,167 $4,696,167 0.39 $4,678,471
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,676,424 $4,676,424 0.39 $4,673,630
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,615,047 $4,632,645 $4,632,645 0.38 $4,590,469
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,608,137 $4,608,137 0.38 $4,590,890
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 $4,557,660 $4,557,660 0.38 $4,536,270
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,496,235 $4,548,638 $4,548,638 0.38 $4,516,546
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,434,007 $4,526,875 $4,526,875 0.37 $4,493,954
Great Wolf Trust 2024-WOLF D 7.2531% 15-MAR-2039, 7.04%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,452,774 $4,452,774 0.37 $4,450,178
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 $4,423,713 $4,423,713 0.36 $4,408,106
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,212,325 $4,391,882 $4,391,882 0.36 $4,354,937
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 $4,374,155 $4,374,155 0.36 $4,371,870
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,304,602 $4,363,514 $4,363,514 0.36 $4,329,688
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 $4,348,810 $4,348,810 0.36 $4,277,854
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,329,837 $4,339,869 $4,339,869 0.36 $4,317,002
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.00%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,316,940 $4,316,940 0.36 $4,299,981
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,208,016 $4,208,016 0.35 $4,196,272
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,265,245 $4,170,533 $4,170,533 0.34 $4,167,538
BX Commercial Mortgage Trust 2021-SOAR D 5.878% 15-JUN-2038, 5.67%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,161,250 $4,161,250 0.34 $4,159,284
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,154,153 $4,154,153 0.34 $4,152,315
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,149,273 $4,149,273 0.34 $4,131,644
BX Trust 2024-BRBK A 7.24274% 15-OCT-2041, 7.03%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,045,702 $4,045,702 0.33 $4,018,479
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,953,087 $4,028,264 $4,028,264 0.33 $3,999,084
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.34839% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,961,398 $3,961,398 0.33 $3,933,261
ALA Trust 2025-OANA A 6.10663% 15-JUN-2040, 5.89%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,883,651 $3,905,679 $3,905,679 0.32 $3,903,772
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,886,786 $3,905,504 $3,905,504 0.32 $3,891,127
BX Trust 2025-LUNR D 6.8631% 15-JUN-2040, 6.65%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,822,340 $3,832,528 $3,832,528 0.32 $3,830,410
Connecticut Avenue Securities Trust 2024-R05 2M1 5.34839% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 3,802,189 $3,815,152 $3,815,152 0.31 $3,801,595
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $3,801,098 $3,801,098 0.31 $3,795,616
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,800,002 $3,800,002 0.31 $3,786,165
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 $3,783,593 $3,783,593 0.31 $3,747,153
Chord Energy Corp|6|10/01/2030, 6.00%, 10/01/30 CHRD 674215AQ1 - - 3,780,000 $3,770,845 $3,770,845 0.31 $3,770,845
FREMF 2023-K511 Mortgage Trust C 5.822407% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,770,360 $3,770,360 0.31 $3,739,954
BMP Commercial Mortgage Trust 2024-MF23 D 6.75359% 15-JUN-2041, 6.54%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,757,120 $3,757,120 0.31 $3,755,076
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,756,541 $3,756,541 0.31 $3,741,276
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,660,925 $3,660,925 0.30 $3,648,873
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,657,463 $3,657,463 0.30 $3,642,625
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,585,670 $3,636,674 $3,636,674 0.30 $3,624,028
BX Commercial Mortgage Trust 2024-XL5 D 7.0529% 15-MAR-2041, 6.84%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,593,002 $3,593,968 $3,593,968 0.30 $3,591,920
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,575,465 $3,575,465 0.29 $3,573,790
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,527,034 $3,572,836 $3,572,836 0.29 $3,546,667
SCG Trust 2025-SNIP D 6.85% 15-SEP-2027, 6.85%, 09/15/30 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,510,713 $3,510,713 0.29 $3,510,713
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,360,627 $3,508,568 $3,508,568 0.29 $3,477,562
Affirm Master Trust Series 2025-3|4.75|10/16/2034, 4.75%, 10/16/34 AFRMT 2025-3A 00833BAP3 - - 3,500,000 $3,499,795 $3,499,795 0.29 $3,499,795
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,387,696 $3,443,917 $3,443,917 0.28 $3,441,726
Taco Bell Funding LLC|4.821|08/25/2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,429,920 $3,429,920 0.28 $3,429,461
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,421,051 $3,421,051 0.28 $3,402,484
CSMC 2021-BHAR C 6.478% 15-NOV-2038, 6.27%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,408,959 $3,408,959 0.28 $3,407,160
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 $3,406,441 $3,406,441 0.28 $3,404,700
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,304,137 $3,304,137 0.27 $3,302,349
BX Trust 2021-ARIA D 6.3734% 15-OCT-2036, 6.16%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,301,692 $3,301,692 0.27 $3,299,998
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,292,760 $3,292,760 0.27 $3,280,304
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,237,657 $3,276,442 $3,276,442 0.27 $3,249,098
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,218,373 $3,218,373 0.27 $3,216,742
Amur Equipment Finance Receivables XV, Series 2025-1 D 5.68% 20-AUG-2032, 5.68%, 08/20/32 AXIS 2025-1A 03237FAE5 - - 3,129,000 $3,203,344 $3,203,344 0.26 $3,189,521
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,154,563 $3,154,563 0.26 $3,142,381
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,144,304 $3,144,304 0.26 $3,142,353
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,144,181 $3,144,181 0.26 $3,115,742
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,091,235 $3,140,469 $3,140,469 0.26 $3,107,761
BX Trust 2024-VLT4 E 7.252504% 15-JUN-2041, 7.04%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,135,627 $3,135,627 0.26 $3,133,790
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,120,804 $3,120,804 0.26 $3,105,785
BX Trust 2021-ARIA F 7.0715% 15-OCT-2036, 6.86%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,107,958 $3,107,958 0.26 $3,087,390
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 3,000,000 $3,101,194 $3,101,194 0.26 $3,071,382
BX Trust 2024-BIO C 7.0031% 15-FEB-2041, 6.79%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,100,996 $3,100,996 0.26 $3,099,238
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,097,038 $3,097,038 0.26 $3,083,073
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,049,923 $3,096,025 $3,096,025 0.26 $3,074,167
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.45225% 15-AUG-2041, 7.24%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,095,383 $3,095,383 0.26 $3,093,513
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,046,654 $3,091,749 $3,091,749 0.25 $3,069,463
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,090,576 $3,090,576 0.25 $3,077,174
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,082,196 $3,082,196 0.25 $3,079,772
Connecticut Avenue Securities, Series 2021-R01 1B1 7.44839% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,076,463 $3,076,463 0.25 $3,061,566
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $3,053,539 $3,053,539 0.25 $3,042,575
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,043,832 $3,043,832 0.25 $3,031,136
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,972,315 $3,021,746 $3,021,746 0.25 $3,019,227
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,018,597 $3,018,597 0.25 $3,006,500
BFLD Commercial Mortgage Trust 2025-5MW|5.45123|10/10/2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,013,174 $3,013,174 0.25 $3,000,000
Carmax Select Receivables Trust 2025-B|5.33|07/15/2031, 5.33%, 07/15/31 CMXS 2025-B 14320BAF6 - - 3,000,000 $2,999,283 $2,999,283 0.25 $2,999,283
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 $2,998,883 $2,998,883 0.25 $2,970,313
Carvana Auto Receivables Trust 2025-P3|5.47|09/12/2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,993,356 $2,993,356 0.25 $2,993,356
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,956,437 $2,956,437 0.24 $2,955,151
Extended Stay America Trust 2021-ESH F 8.178% 15-JUL-2038, 7.96%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,909,302 $2,931,905 $2,931,905 0.24 $2,909,302
SWCH Commercial Mortgage Trust 2025-DATA E 7.70332% 15-FEB-2042, 7.49%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,931,899 $2,931,899 0.24 $2,930,058
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,930,430 $2,930,430 0.24 $2,925,283
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 $2,927,158 $2,927,158 0.24 $2,925,804
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,847,193 $2,913,861 $2,913,861 0.24 $2,902,530
SCG Commercial Mortgage Trust 2025-FLWR E 7.1131% 15-AUG-2042, 6.90%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,886,375 $2,886,375 0.24 $2,869,460
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,840,674 $2,840,674 0.23 $2,838,910
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,839,152 $2,839,152 0.23 $2,831,224
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59503% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,806,396 $2,834,445 $2,834,445 0.23 $2,819,536
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,805,222 $2,805,222 0.23 $2,782,092
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,775,572 $2,797,904 $2,797,904 0.23 $2,779,213
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,732,498 $2,781,178 $2,781,178 0.23 $2,760,523
BX Trust 2025-ROIC E 7.30439% 15-FEB-2042, 7.09%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,766,465 $2,766,465 0.23 $2,764,827
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,806,510 $2,734,610 $2,734,610 0.23 $2,728,334
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,724,317 $2,724,317 0.22 $2,722,877
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,802,991 $2,718,382 $2,718,382 0.22 $2,712,114
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 $2,713,153 $2,713,153 0.22 $2,701,008
MHC Commercial Mortgage Trust 2021-MHC F 7.079442% 15-APR-2038, 6.87%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,679,392 $2,679,392 0.22 $2,661,657
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,663,869 $2,663,869 0.22 $2,653,370
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,599,071 $2,599,071 0.21 $2,597,492
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,582,060 $2,582,060 0.21 $2,560,923
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,542,885 $2,572,274 $2,572,274 0.21 $2,554,844
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,552,443 $2,552,443 0.21 $2,531,444
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,552,402 $2,552,402 0.21 $2,539,190
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,550,444 $2,550,444 0.21 $2,538,174
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,550,182 $2,550,182 0.21 $2,549,057
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,544,009 $2,544,009 0.21 $2,517,393
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,543,188 $2,543,188 0.21 $2,519,905
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,532,427 $2,532,427 0.21 $2,507,371
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 $2,531,461 $2,531,461 0.21 $2,530,255
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 $2,530,879 $2,530,879 0.21 $2,516,584
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.44839% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,513,892 $2,513,892 0.21 $2,495,956
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,511,310 $2,511,310 0.21 $2,509,941
BX Commercial Mortgage Trust 2024-AIR2 D 7.15345% 15-OCT-2041, 6.94%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,511,150 $2,511,150 0.21 $2,494,376
FIGRE Trust 2025-PF2|5.418|10/25/2055, 5.42%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,500,000 $2,508,111 $2,508,111 0.21 $2,499,938
MTN Commercial Mortgage Trust 2022-LPFL B 6.2656% 15-MAR-2039, 6.06%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,503,442 $2,503,442 0.21 $2,502,180
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 $2,473,703 $2,473,703 0.20 $2,466,343
Upstart Securitization Trust 2025-3|5.43|09/20/2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,473,188 $2,473,188 0.20 $2,472,442
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 $2,440,189 $2,440,189 0.20 $2,438,775
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 $2,439,354 $2,439,354 0.20 $2,438,246
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,436,940 $2,436,940 0.20 $2,424,306
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,427,588 $2,427,588 0.20 $2,421,797
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.978% 15-JUN-2036, 8.77%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,422,311 $2,422,311 0.20 $2,402,002
FIGRE Trust 2025-PF2|5.568|10/25/2055, 5.57%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,400,000 $2,408,533 $2,408,533 0.20 $2,399,995
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,355,271 $2,398,528 $2,398,528 0.20 $2,388,000
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,379,545 $2,379,545 0.20 $2,378,225
BX Commercial Mortgage Trust 2024-GPA3 C 6.25498% 15-DEC-2039, 6.04%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,354,064 $2,362,528 $2,362,528 0.19 $2,361,343
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,316,883 $2,357,336 $2,357,336 0.19 $2,339,559
ALA Trust 2025-OANA D 7.45472% 15-JUN-2040, 7.24%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,354,540 $2,354,540 0.19 $2,353,132
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 - - 2,313,171 $2,348,953 $2,348,953 0.19 $2,338,920
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0962% 15-NOV-2036, 6.88%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,335,128 $2,335,128 0.19 $2,333,789
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,335,127 $2,335,127 0.19 $2,324,767
Connecticut Avenue Securities, Series 2021-R03 1B1 7.09839% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,299,525 $2,299,525 0.19 $2,288,878
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,275,493 $2,237,348 $2,237,348 0.18 $2,225,167
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 $2,226,925 $2,226,925 0.18 $2,225,946
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,282,557 $2,226,645 $2,226,645 0.18 $2,216,960
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,224,933 $2,224,933 0.18 $2,221,073
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,172,021 $2,208,936 $2,208,936 0.18 $2,193,334
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,213,350 $2,165,697 $2,165,697 0.18 $2,160,748
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 $2,142,962 $2,142,962 0.18 $2,138,627
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.941055% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,114,292 $2,114,292 0.17 $2,111,313
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,094,891 $2,094,891 0.17 $2,079,650
OPEN Trust 2023-AIR B 8.201097% 15-NOV-2040, 7.99%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,081,341 $2,081,341 0.17 $2,079,957
LIFE 2022-BMR2 Mortgage Trust C 6.45622% 15-MAY-2039, 6.24%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,057,801 $2,057,801 0.17 $2,056,630
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.69839% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,047,469 $2,047,469 0.17 $2,037,202
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,012,862 $2,041,480 $2,041,480 0.17 $2,026,478
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,038,948 $2,038,948 0.17 $2,037,768
LIFE 2022-BMR2 Mortgage Trust D 6.90501% 15-MAY-2039, 6.69%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,038,669 $2,038,669 0.17 $2,037,434
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,032,408 $2,032,408 0.17 $2,031,113
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,032,340 $2,032,340 0.17 $2,031,341
GWT Commercial Mortgage Trust 2024-WLF2 E 8.00153% 15-MAY-2041, 7.79%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,015,885 $2,015,885 0.17 $2,014,587
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,004,204 $2,004,204 0.17 $1,998,324
CONE Trust 2024-DFW1 A 6.00483% 15-AUG-2041, 5.79%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,999,574 $1,999,574 0.16 $1,998,609
SMRT Commercial Mortgage Trust 2022-MINI F 7.7131% 15-JAN-2039, 7.50%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,991,780 $1,991,780 0.16 $1,990,515
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,899,616 $1,977,519 $1,977,519 0.16 $1,968,708
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,970,000 $1,971,657 $1,971,657 0.16 $1,963,652
BX Trust 2022-FOX2 D 6.47407% 15-APR-2039, 6.26%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,935,027 $1,935,027 0.16 $1,934,014
BX Commercial Mortgage Trust 2024-AIR2 C 6.60424% 15-OCT-2041, 6.39%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,923,901 $1,923,901 0.16 $1,922,879
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,884,207 $1,916,412 $1,916,412 0.16 $1,902,223
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,875,208 $1,909,086 $1,909,086 0.16 $1,894,617
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,875,208 $1,908,782 $1,908,782 0.16 $1,894,803
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,872,118 $1,907,869 $1,907,869 0.16 $1,891,731
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94503% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,875,914 $1,903,462 $1,903,462 0.16 $1,892,967
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,886,622 $1,886,622 0.16 $1,883,478
BX Trust 2024-BRBK B 8.2897% 15-OCT-2041, 8.07%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,871,277 $1,871,277 0.15 $1,856,831
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,835,213 $1,835,213 0.15 $1,771,613
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,815,389 $1,815,389 0.15 $1,807,899
BXHPP Trust 2021-FILM C 5.578% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,776,072 $1,776,072 0.15 $1,775,200
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,773,067 $1,773,067 0.15 $1,767,555
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,772,842 $1,772,842 0.15 $1,764,882
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,771,159 $1,771,159 0.15 $1,770,381
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,769,664 $1,769,664 0.15 $1,763,604
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,762,104 $1,762,104 0.15 $1,745,937
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,732,003 $1,732,003 0.14 $1,727,056
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,697,230 $1,721,617 $1,721,617 0.14 $1,709,118
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,654,653 $1,684,074 $1,684,074 0.14 $1,672,392
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 $1,677,384 $1,677,384 0.14 $1,660,765
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,673,688 $1,671,512 $1,671,512 0.14 $1,666,166
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,664,966 $1,664,966 0.14 $1,664,156
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 1,738,000 $1,652,019 $1,652,019 0.14 $1,652,019
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49503% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,602,050 $1,631,403 $1,631,403 0.13 $1,621,730
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,627,160 $1,627,160 0.13 $1,620,015
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,568,936 $1,618,898 $1,618,898 0.13 $1,617,992
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,593,645 $1,593,645 0.13 $1,582,926
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,576,000 $1,590,618 $1,590,618 0.13 $1,580,027
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,579,922 $1,588,290 $1,588,290 0.13 $1,587,491
BX Commercial Mortgage Trust 2024-WPT D 7.0528% 15-APR-2041, 6.84%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,584,431 $1,584,431 0.13 $1,583,531
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,558,111 $1,583,074 $1,583,074 0.13 $1,571,667
Tronox Incorporated 9.125% 30-SEP-2030, 9.12%, 09/30/30 TROX 897051AD0 - - 1,567,000 $1,573,732 $1,573,732 0.13 $1,573,732
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,558,096 $1,558,096 0.13 $1,554,758
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,555,197 $1,555,197 0.13 $1,551,646
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,552,350 $1,552,350 0.13 $1,543,677
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 $1,538,140 $1,538,140 0.13 $1,537,281
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 $1,527,499 $1,527,499 0.13 $1,526,669
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,526,217 $1,526,217 0.13 $1,525,597
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,488,750 $1,516,577 $1,516,577 0.13 $1,509,293
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 $1,513,082 $1,513,082 0.12 $1,510,728
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 $1,512,214 $1,512,214 0.12 $1,511,379
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,509,436 $1,509,436 0.12 $1,504,275
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,487,819 $1,508,880 $1,508,880 0.12 $1,498,239
BX Trust 2021-ARIA E 6.7225% 15-OCT-2036, 6.51%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,508,870 $1,508,870 0.12 $1,499,374
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,506,353 $1,506,353 0.12 $1,453,767
JW Commercial Mortgage Trust 2024-MRCO C 6.75315% 15-JUN-2039, 6.54%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,502,994 $1,502,994 0.12 $1,502,176
Gracie Point International Funding 2025-1 C 7.10034% 15-AUG-2028, 7.12%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,502,234 $1,502,234 0.12 $1,501,344
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 $1,483,037 $1,483,037 0.12 $1,466,600
LIFE 2021-BMR Mortgage Trust F 6.828% 15-MAR-2038, 6.61%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,471,721 $1,471,721 0.12 $1,470,903
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,470,711 $1,470,711 0.12 $1,465,250
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,419,068 $1,449,995 $1,449,995 0.12 $1,443,649
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,424,315 $1,448,929 $1,448,929 0.12 $1,447,931
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,433,488 $1,433,488 0.12 $1,425,999
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,424,426 $1,424,426 0.12 $1,424,426
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 $1,409,511 $1,409,511 0.12 $1,408,892
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,593,018 $1,378,653 $1,378,653 0.11 $1,378,428
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,347,000 $1,360,156 $1,360,156 0.11 $1,350,926
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,345,601 $1,345,601 0.11 $1,321,829
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,328,531 $1,328,531 0.11 $1,328,508
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,316,167 $1,327,364 $1,327,364 0.11 $1,326,632
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,247,565 $1,315,017 $1,315,017 0.11 $1,314,172
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,272,780 $1,286,140 $1,286,140 0.11 $1,276,925
BX Trust 2021-MFM1 E 6.728% 15-JAN-2034, 6.51%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,284,089 $1,284,089 0.11 $1,283,392
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,250,358 $1,268,383 $1,268,383 0.10 $1,267,546
Great Wolf Trust 2024-WOLF C 6.7541% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,264,216 $1,264,216 0.10 $1,263,529
COMM 2024-WCL1 Mortgage Trust D 7.653% 17-JUN-2041, 7.44%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,252,309 $1,252,309 0.10 $1,243,298
COMM 2024-WCL1 Mortgage Trust C 7.253% 17-JUN-2041, 7.04%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,244,307 $1,244,307 0.10 $1,243,574
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 $1,233,757 $1,233,757 0.10 $1,233,113
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 $1,232,622 $1,232,622 0.10 $1,231,996
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,302,528 $1,230,244 $1,230,244 0.10 $1,225,143
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84503% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,212,898 $1,220,557 $1,220,557 0.10 $1,212,892
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34503% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,193,161 $1,213,578 $1,213,578 0.10 $1,205,557
DROP Mortgage Trust 2021-FILE A 5.628% 15-OCT-2043, 5.41%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,210,124 $1,210,124 0.10 $1,209,560
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,200,044 $1,200,044 0.10 $1,193,365
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 $1,192,964 $1,192,964 0.10 $1,192,114
MTN Commercial Mortgage Trust 2022-LPFL D 7.3128% 15-MAR-2039, 7.10%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,177,055 $1,177,055 0.10 $1,176,359
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,170,895 $1,170,895 0.10 $1,165,077
BX Trust 2024-CNYN C 6.30426% 15-APR-2041, 6.09%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,153,383 $1,154,055 $1,154,055 0.10 $1,153,470
BX Trust 2024-VLT4 D 6.803152% 15-JUN-2041, 6.59%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,101,190 $1,101,190 0.09 $1,100,586
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,097,757 $1,097,757 0.09 $1,095,546
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,057,414 $1,093,545 $1,093,545 0.09 $1,088,985
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,012,691 $1,082,754 $1,082,754 0.09 $1,081,986
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,052,354 $1,073,889 $1,073,889 0.09 $1,065,978
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,059,212 $1,059,212 0.09 $1,055,101
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,050,649 $1,050,649 0.09 $1,049,913
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,048,774 $1,048,774 0.09 $1,048,107
LIFE 2021-BMR Mortgage Trust E 6.228% 15-MAR-2038, 6.01%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,019 $1,047,019 0.09 $1,040,862
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.39839% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,035,722 $1,046,566 $1,046,566 0.09 $1,042,148
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,037,728 $1,037,728 0.09 $1,029,987
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 $1,035,116 $1,035,116 0.09 $1,015,781
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.99839% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,031,900 $1,031,900 0.09 $1,026,567
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 $1,031,438 $1,031,438 0.09 $1,030,820
MHC Commercial Mortgage Trust 2021-MHC G 7.679442% 15-APR-2038, 7.47%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,028,222 $1,028,222 0.08 $1,020,843
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 $1,024,983 $1,024,983 0.08 $1,023,138
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,022,359 $1,022,359 0.08 $1,016,202
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 $1,013,297 $1,013,297 0.08 $1,009,623
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 $1,009,421 $1,009,421 0.08 $1,008,300
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 998,505 $1,002,540 $1,002,540 0.08 $1,001,985
MTN Commercial Mortgage Trust 2022-LPFL F 9.655169% 15-MAR-2039, 9.45%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,002,002 $1,002,002 0.08 $1,001,215
Carvana Auto Receivables Trust 2025-P3|4.99|01/12/2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $997,617 $997,617 0.08 $997,617
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.79839% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,964 $993,964 0.08 $990,137
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 990,420 $973,545 $973,545 0.08 $968,373
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 942,709 $963,804 $963,804 0.08 $957,150
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $921,390 $921,390 0.08 $920,796
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $917,608 $917,608 0.08 $914,739
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $910,907 $910,907 0.08 $909,831
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $910,486 $910,486 0.08 $909,820
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $910,324 $910,324 0.08 $909,406
Connecticut Avenue Securities, Series 2021-R02 2M2 6.34839% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 896,791 $908,153 $908,153 0.07 $904,357
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 887,358 $896,821 $896,821 0.07 $896,159
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 892,212 $875,149 $875,149 0.07 $873,154
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,910 $842,910 0.07 $842,178
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 803,030 $839,878 $839,878 0.07 $833,533
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 803,030 $827,325 $827,325 0.07 $823,090
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 797,102 $811,022 $811,022 0.07 $804,414
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $809,094 $809,094 0.07 $795,551
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 798,161 $803,103 $803,103 0.07 $800,400
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $803,042 $803,042 0.07 $800,759
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78703% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 749,343 $796,627 $796,627 0.07 $792,238
BXHPP Trust 2021-FILM A 5.128% 15-AUG-2036, 4.91%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $795,583 $795,583 0.07 $795,247
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $788,568 $788,568 0.07 $788,075
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.14839% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 775,198 $775,307 $775,307 0.06 $772,129
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.09839% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 753,049 $774,629 $774,629 0.06 $771,065
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,521 $759,521 0.06 $759,086
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.94839% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 732,477 $746,858 $746,858 0.06 $742,977
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 $731,196 $731,196 0.06 $728,475
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 723,195 $728,089 $728,089 0.06 $724,170
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 703,158 $724,256 $724,256 0.06 $715,756
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 703,158 $720,404 $720,404 0.06 $713,923
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,736 $716,736 0.06 $716,260
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,086 $706,086 0.06 $703,335
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $704,835 $704,835 0.06 $704,433
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 697,024 $702,567 $702,567 0.06 $702,164
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 687,610 $699,541 $699,541 0.06 $693,863
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 650,980 $660,307 $660,307 0.05 $655,166
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59503% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 600,769 $618,690 $618,690 0.05 $614,047
Gracie Point International Funding, Series 2024-1 D 11.50559% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $605,541 $605,541 0.05 $602,473
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.58666% 20-SEP-2033, 7.74%, 09/20/33 HACLN 2025-2 44644NAR0 - - 600,000 $604,275 $604,275 0.05 $600,534
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 589,498 $593,487 $593,487 0.05 $591,169
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 587,752 $591,171 $591,171 0.05 $588,003
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 580,092 $580,929 $580,929 0.05 $580,199
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,451 $568,451 0.05 $565,581
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 541,416 $559,859 $559,859 0.05 $559,413
BX Trust 2022-FOX2 E 7.32227% 15-APR-2039, 7.11%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $544,635 $544,635 0.04 $544,311
Mello Warehouse Securitization Trust 2024-1 F 9.587% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,059 $543,059 0.04 $539,601
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $531,137 $531,137 0.04 $529,531
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $530,958 $530,958 0.04 $530,525
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 519,428 $526,854 $526,854 0.04 $523,832
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,732 $526,732 0.04 $524,601
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $521,632 $521,632 0.04 $521,292
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $521,013 $521,013 0.04 $517,804
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 2.037333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $520,293 $520,293 0.04 $519,379
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $517,293 $517,293 0.04 $513,840
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $514,563 $514,563 0.04 $509,159
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 $514,370 $514,370 0.04 $514,105
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,305 $513,305 0.04 $513,049
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $512,533 $512,533 0.04 $512,282
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,585 $510,585 0.04 $510,341
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,401 $510,401 0.04 $510,127
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $510,000 $510,000 0.04 $509,758
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,608 $503,608 0.04 $503,321
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,394 $502,394 0.04 $500,649
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $502,129 $502,129 0.04 $501,872
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 453,530 $469,719 $469,719 0.04 $467,184
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,107 $463,107 0.04 $462,788
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 427,294 $446,293 $446,293 0.04 $445,857
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $435,111 $435,111 0.04 $434,830
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 425,012 $434,578 $434,578 0.04 $434,298
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $428,612 $428,612 0.04 $428,347
Extended Stay America Trust 2021-ESH E 7.328% 15-JUL-2038, 7.11%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 421,638 $421,786 $421,786 0.03 $421,536
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,908 $410,908 0.03 $410,683
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.24%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,900 $405,900 0.03 $404,886
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $400,546 $400,546 0.03 $398,699
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78703% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 383,289 $398,717 $398,717 0.03 $396,728
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 - - 436,417 $396,461 $396,461 0.03 $395,711
BAMLL Re-REMIC Trust 2024-FRR4 E 1.099014% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $390,487 $390,487 0.03 $389,811
BAMLL Re-REMIC Trust 2024-FRR4 F 1.031285% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $389,197 $389,197 0.03 $388,562
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $389,073 $389,073 0.03 $386,255
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,502 $388,502 0.03 $386,895
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $369,096 $369,096 0.03 $366,561
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $354,776 $354,776 0.03 $354,485
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $349,338 $349,338 0.03 $348,459
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,596 $334,596 0.03 $333,238
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 324,850 $332,028 $332,028 0.03 $331,683
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $329,347 $329,347 0.03 $319,795
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,380 $326,380 0.03 $324,914
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,509 $320,509 0.03 $320,302
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 316,269 $318,006 $318,006 0.03 $317,814
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 310,654 $315,305 $315,305 0.03 $312,662
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 311,998 $314,653 $314,653 0.03 $312,850
BX Commercial Mortgage Trust 2024-MF C 6.304% 15-FEB-2039, 6.09%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,416 $310,416 0.03 $310,259
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 $301,927 $301,927 0.02 $301,665
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,880 $297,880 0.02 $295,824
CSMC 2021-BHAR E 7.978% 15-NOV-2038, 7.77%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,259 $294,259 0.02 $294,065
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 290,772 $294,134 $294,134 0.02 $293,966
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 299,093 $293,183 $293,183 0.02 $292,007
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 284,863 $289,392 $289,392 0.02 $289,234
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $258,990 $258,990 0.02 $258,990
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $255,755 $255,755 0.02 $255,593
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,224 $252,224 0.02 $252,083
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 $248,942 $248,942 0.02 $248,785
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,357 $248,357 0.02 $248,207
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 241,506 $245,362 $245,362 0.02 $244,143
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 230,790 $234,615 $234,615 0.02 $232,966
BXHPP Trust 2021-FILM B 5.378% 15-AUG-2036, 5.16%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,412 $234,412 0.02 $234,304
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 222,743 $224,731 $224,731 0.02 $223,983
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 $217,946 $217,946 0.02 $217,022
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,609 $204,609 0.02 $204,426
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,470 $204,470 0.02 $204,312
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 179,114 $184,719 $184,719 0.02 $183,823
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,085 $159,085 0.01 $158,702
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 198,766 $156,585 $156,585 0.01 $156,407
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 154,750 $155,824 $155,824 0.01 $155,748
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 $152,256 $152,256 0.01 $151,608
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 135,556 $140,820 $140,820 0.01 $139,025
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 $139,349 $139,349 0.01 $139,040
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 - - 117,892 $119,140 $119,140 0.01 $119,066
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 104,902 $103,014 $103,014 0.01 $102,639
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,953 $101,953 0.01 $101,681
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,126 $101,126 0.01 $100,862
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 100,848 $100,521 $100,521 0.01 $100,496
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,421 $96,421 0.01 $96,154
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 86,040 $86,277 $86,277 0.01 $86,218
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 - - 76,091 $78,179 $78,179 0.01 $77,703
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,749 $77,749 0.01 $77,527
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 74,028 $74,009 $74,009 0.01 $73,638
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 59,514 $60,005 $60,005 0.00 $59,767
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 45,538 $45,545 $45,545 0.00 $45,418
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 33,113 $33,593 $33,593 0.00 $33,458
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 31,676 $31,900 $31,900 0.00 $31,873
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 27,012 $26,933 $26,933 0.00 $26,883
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $5,358 $5,358 0.00 $0
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.24%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - - $2,045 $2,045 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 1,413 $1,411 $1,411 0.00 $1,411
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 1,682 $184,336,688 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,382,391 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -132.00 $-14,932,500 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $94,977,696 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-13,095,000 $0 0.00 $0
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6900 ESU5C ESU5 INDEX $6,900.00 -26.00 $-8,599,175 $-260 0.00 $-260
US 5YR FUTR OPTN Oct25Put 106.25 FVV5P FVZ5 COMDTY $106.25 -456.00 $49,974,750 $-456 0.00 $-456
US 5YR FUTR OPTN Oct25Call 111.75 FVV5C FVZ5 COMDTY $111.75 -456.00 $-49,974,750 $-456 0.00 $-456
US 10YR FUT OPTN Oct25Put 109.5 TYV5P TYZ5 COMDTY $109.50 -605.00 $68,440,625 $-605 0.00 $-605
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6010 ESU5P ESU5 INDEX $6,010.00 -26.00 $8,599,175 $-715 0.00 $-715
GOLD FUT OPT(CMX) Oct25P 3000 3000 GCV5P GCV5 COMDTY $3,000.00 -128.00 $47,206,400 $-1,280 0.00 $-1,280
US 10YR FUT OPTN Oct25C 115 115 TYV5C TYZ5 COMDTY $115.00 -605.00 $-68,440,625 $-9,453 0.00 $-9,453
GOLD FUT OPT(CMX) Oct25C 3700 3700 GCV5C GCV5 COMDTY $3,700.00 -128.00 $-47,206,400 $-426,240 -0.04 $-426,240
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - -44,565,000 $-37,820,889 $-37,820,889 -3.12 $-37,820,889
SEGREGATED CASH SEGCASH - $0.00 5,050,000 $5,050,000 $5,050,000 0.42 $5,050,000
US DOLLARS USD MD_142224 - - -180,307,540 $-180,307,540 $-180,307,540 -14.87 $-180,307,540
GOLD 100 OZ FUTR Oct25 OCT 25 GCV5 FUTURES_USD - 65.00 $23,972,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,187,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,306,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,260,938 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,450,000 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,745,508 $-7,986 0.00 $-7,986
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,652,308 $-33,875 0.00 $-33,875
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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