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 09/10/2025)

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 $66,344,832 $66,344,832 5.51 $66,344,832
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 60,613,000 $62,788,401 $62,788,401 5.21 $62,788,401
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - 61,479,000 $61,220,235 $61,220,235 5.08 $61,220,235
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 57,605,000 $58,978,303 $58,978,303 4.89 $58,978,303
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,947,381 $39,947,381 3.31 $39,947,381
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - 30,930,000 $28,379,667 $28,379,667 2.35 $28,379,667
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 25,880,000 $25,221,328 $25,221,328 2.09 $25,221,328
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 25,640,000 $22,597,840 $22,597,840 1.88 $22,597,840
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 $16,928,828 $16,928,828 1.41 $16,881,199
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,903,924 $12,947,920 $12,947,920 1.08 $12,916,673
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,989,821 $12,063,351 $12,063,351 1.00 $11,987,029
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,825,124 $11,877,888 $11,877,888 0.99 $11,849,778
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,269,061 $11,496,395 $11,496,395 0.96 $11,426,777
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,308,019 $10,308,019 0.86 $10,246,800
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,419,128 $9,547,092 $9,547,092 0.79 $9,488,473
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,376,952 $8,376,952 0.70 $8,343,742
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,853,692 $7,877,991 $7,877,991 0.65 $7,857,779
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,700,726 $7,700,726 0.64 $7,682,108
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,565,064 $7,565,064 0.63 $7,534,731
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,058,058 $7,189,702 $7,189,702 0.60 $7,145,369
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,798,231 $6,798,231 0.57 $6,752,818
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 $6,713,223 $6,713,223 0.56 $6,572,266
BX Trust 2025-VLT7 E 8.1131% 15-JUL-2044, 8.11%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,710,785 $6,710,785 0.56 $6,670,382
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 $6,560,624 $6,560,624 0.55 $6,529,154
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 $6,544,324 $6,544,324 0.54 $6,524,249
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,535,229 $6,535,229 0.54 $6,511,565
BX Trust 2024-CNYN D 7.05319% 15-APR-2041, 7.05%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,343,655 $6,343,655 0.53 $6,310,384
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,274,747 $6,274,747 0.52 $6,257,130
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,280,590 $6,127,735 $6,127,735 0.51 $6,099,822
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,116,334 $6,116,334 0.51 $6,101,830
BX Trust 2025-TAIL D 6.8131% 15-JUN-2035, 6.81%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,039,866 $6,039,866 0.50 $6,009,207
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,970,806 $5,970,806 0.50 $5,910,861
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,065,424 $5,925,310 $5,925,310 0.49 $5,897,342
KRE Commercial Mortgage Trust 2025-AIP4 A 5.6631% 15-MAR-2042, 5.66%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,918,951 $5,918,951 0.49 $5,893,884
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,613,785 $5,704,151 $5,704,151 0.47 $5,687,821
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,500,000 $5,556,458 $5,556,458 0.46 $5,522,939
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 $5,534,753 $5,534,753 0.46 $5,519,533
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,450,984 $5,450,984 0.45 $5,427,645
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,294,033 $5,407,023 $5,407,023 0.45 $5,372,841
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 $5,335,049 $5,335,049 0.44 $5,319,735
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 $5,312,954 $5,312,954 0.44 $5,298,677
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 $5,206,882 $5,206,882 0.43 $5,193,405
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,184,128 $5,184,128 0.43 $5,169,855
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,176,209 $5,176,209 0.43 $5,159,108
BX Commercial Mortgage Trust 2021-VOLT E 6.478% 15-SEP-2036, 6.48%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,171,811 $5,171,811 0.43 $5,146,710
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,129,474 $5,171,578 $5,171,578 0.43 $5,157,061
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,145,530 $5,145,530 0.43 $5,121,585
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 $5,138,563 $5,138,563 0.43 $5,111,027
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,085,842 $5,085,842 0.42 $5,073,051
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,044,892 $5,044,892 0.42 $4,997,700
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,027,538 $5,027,538 0.42 $5,009,157
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 $5,017,880 $5,017,880 0.42 $4,997,122
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,941,385 $5,001,326 $5,001,326 0.42 $4,971,129
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,950,116 $4,971,039 $4,971,039 0.41 $4,958,832
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 $4,938,943 $4,938,943 0.41 $4,928,122
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,845,156 $4,845,156 0.40 $4,790,632
BX Commercial Mortgage Trust 2024-MF D 7.05292% 15-FEB-2039, 7.05%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,771,161 $4,771,161 0.40 $4,746,103
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,751,746 $4,751,746 0.40 $4,718,055
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,747,709 $4,747,709 0.39 $4,706,071
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 $4,727,119 $4,727,119 0.39 $4,712,076
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 $4,711,340 $4,711,340 0.39 $4,696,047
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,710,465 $4,710,465 0.39 $4,668,465
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,705,746 $4,705,746 0.39 $4,681,534
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 $4,625,406 $4,625,406 0.38 $4,589,511
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,613,185 $4,613,185 0.38 $4,601,187
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 $4,558,064 $4,558,064 0.38 $4,541,504
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,496,235 $4,548,033 $4,548,033 0.38 $4,520,721
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,434,007 $4,529,096 $4,529,096 0.38 $4,501,078
Great Wolf Trust 2024-WOLF D 7.2531% 15-MAR-2039, 7.25%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,468,794 $4,468,794 0.37 $4,444,722
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,265,245 $4,425,979 $4,425,979 0.37 $4,161,044
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 $4,420,527 $4,420,527 0.37 $4,408,822
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 $4,391,007 $4,391,007 0.37 $4,359,565
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 $4,390,280 $4,390,280 0.36 $4,370,470
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,329,837 $4,365,869 $4,365,869 0.36 $4,348,719
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,304,602 $4,355,995 $4,355,995 0.36 $4,327,207
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 $4,343,035 $4,343,035 0.36 $4,277,723
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.00%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,311,986 $4,311,986 0.36 $4,299,972
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,231,631 $4,231,631 0.35 $4,203,998
BX Commercial Mortgage Trust 2021-SOAR D 5.878% 15-JUN-2038, 5.88%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,177,783 $4,177,783 0.35 $4,159,422
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,173,880 $4,173,880 0.35 $4,157,950
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 $4,150,499 $4,150,499 0.35 $4,138,012
BX Trust 2024-BRBK A 7.24274% 15-OCT-2041, 7.24%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,043,707 $4,043,707 0.34 $4,022,032
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,953,087 $4,029,355 $4,029,355 0.33 $4,004,520
BX Trust 2025-LUNR D 6.8631% 15-JUN-2040, 6.86%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,029,263 $4,029,263 0.33 $4,008,674
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 $3,953,920 $3,953,920 0.33 $3,933,990
ALA Trust 2025-OANA A 6.10663% 15-JUN-2040, 6.11%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,883,651 $3,922,104 $3,922,104 0.33 $3,904,317
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,886,786 $3,902,636 $3,902,636 0.32 $3,892,453
BX Commercial Mortgage Trust 2024-XL5 D 7.0529% 15-MAR-2041, 7.05%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,866,839 $3,886,558 $3,886,558 0.32 $3,866,104
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,791,782 $3,791,782 0.32 $3,782,157
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 $3,776,874 $3,776,874 0.31 $3,745,861
BMP Commercial Mortgage Trust 2024-MF23 D 6.75359% 15-JUN-2041, 6.75%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,771,985 $3,771,985 0.31 $3,752,991
FREMF 2023-K511 Mortgage Trust C 5.822407% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,769,549 $3,769,549 0.31 $3,743,672
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,748,959 $3,748,959 0.31 $3,738,339
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,664,608 $3,664,608 0.30 $3,656,224
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 $3,643,528 $3,643,528 0.30 $3,633,018
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,585,670 $3,633,821 $3,633,821 0.30 $3,625,024
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,543,777 $3,604,189 $3,604,189 0.30 $3,584,323
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,595,322 $3,595,322 0.30 $3,580,804
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,527,034 $3,572,056 $3,572,056 0.30 $3,549,785
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,360,627 $3,507,611 $3,507,611 0.29 $3,481,222
SCG Trust 2025-SNIP|6.85|09/15/2030, 6.85%, 09/15/30 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,501,099 $3,501,099 0.29 $3,501,099
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $3,497,735 $3,497,735 0.29 $3,450,219
CSMC 2021-BHAR C 6.478% 15-NOV-2038, 6.48%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,425,710 $3,425,710 0.28 $3,408,966
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 $3,421,104 $3,421,104 0.28 $3,406,013
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,415,538 $3,415,538 0.28 $3,402,622
SCG Commercial Mortgage Trust 2025-DLFN E 7.3131% 15-MAR-2027, 7.31%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,349,998 $3,349,998 0.28 $3,331,624
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,320,117 $3,320,117 0.28 $3,304,626
BX Trust 2021-ARIA D 6.3734% 15-OCT-2036, 6.37%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,317,829 $3,317,829 0.28 $3,302,056
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,291,431 $3,291,431 0.27 $3,282,766
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,237,657 $3,271,007 $3,271,007 0.27 $3,247,735
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,236,497 $3,236,497 0.27 $3,222,357
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 $3,204,468 $3,204,468 0.27 $3,194,100
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,109,258 $3,177,813 $3,177,813 0.26 $3,154,974
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,153,931 $3,153,931 0.26 $3,145,478
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,108,483 $3,152,882 $3,152,882 0.26 $3,125,101
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,147,356 $3,147,356 0.26 $3,138,881
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,137,486 $3,137,486 0.26 $3,113,903
BX Trust 2024-VLT4 E 7.252504% 15-JUN-2041, 7.25%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,137,276 $3,137,276 0.26 $3,120,251
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,118,458 $3,118,458 0.26 $3,106,531
BX Trust 2024-BIO C 7.0031% 15-FEB-2041, 7.00%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,115,558 $3,115,558 0.26 $3,099,239
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.45225% 15-AUG-2041, 7.45%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,110,812 $3,110,812 0.26 $3,093,486
BX Trust 2021-ARIA F 7.0715% 15-OCT-2036, 7.07%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,106,298 $3,106,298 0.26 $3,089,921
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,049,923 $3,094,565 $3,094,565 0.26 $3,075,962
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,093,045 $3,093,045 0.26 $3,082,541
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,092,842 $3,092,842 0.26 $3,083,127
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,046,654 $3,092,285 $3,092,285 0.26 $3,073,318
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,084,500 $3,084,500 0.26 $3,075,177
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 $3,053,141 $3,053,141 0.25 $3,045,514
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 $3,042,744 $3,042,744 0.25 $3,033,750
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,019,929 $3,019,929 0.25 $3,011,360
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,992,876 $2,992,876 0.25 $2,968,561
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,967,828 $2,967,828 0.25 $2,956,690
SWCH Commercial Mortgage Trust 2025-DATA E 7.70332% 15-FEB-2042, 7.70%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,955,992 $2,955,992 0.25 $2,938,948
Extended Stay America Trust 2021-ESH F 8.178% 15-JUL-2038, 8.18%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,935,590 $2,952,676 $2,952,676 0.25 $2,934,672
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 $2,939,794 $2,939,794 0.24 $2,928,066
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,935,069 $2,935,069 0.24 $2,922,958
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,847,193 $2,912,092 $2,912,092 0.24 $2,904,210
SCG Commercial Mortgage Trust 2025-FLWR E 7.1% 15-AUG-2042, 7.10%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,883,295 $2,883,295 0.24 $2,870,290
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,871,231 $2,871,231 0.24 $2,855,943
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,840,199 $2,840,199 0.24 $2,835,535
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 $2,825,566 $2,825,566 0.23 $2,814,255
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 $2,803,196 $2,803,196 0.23 $2,783,511
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,775,572 $2,796,971 $2,796,971 0.23 $2,781,064
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,732,498 $2,778,546 $2,778,546 0.23 $2,760,967
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,737,003 $2,737,003 0.23 $2,724,525
BX Trust 2025-ROIC E 7.30439% 15-FEB-2042, 7.30%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,734,373 $2,734,373 0.23 $2,719,192
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,806,510 $2,731,619 $2,731,619 0.23 $2,727,253
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 $2,716,125 $2,716,125 0.23 $2,711,765
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 $2,708,710 $2,708,710 0.23 $2,700,262
MHC Commercial Mortgage Trust 2021-MHC F 7.079442% 15-APR-2038, 7.08%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,677,425 $2,677,425 0.22 $2,663,304
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,663,152 $2,663,152 0.22 $2,655,715
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,615,606 $2,615,606 0.22 $2,601,920
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,572,761 $2,572,761 0.21 $2,554,416
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,542,885 $2,570,630 $2,570,630 0.21 $2,555,796
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,561,736 $2,561,736 0.21 $2,551,986
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 $2,555,321 $2,555,321 0.21 $2,544,866
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,550,064 $2,550,064 0.21 $2,540,873
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 $2,549,335 $2,549,335 0.21 $2,531,463
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,546,387 $2,546,387 0.21 $2,537,185
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,540,091 $2,540,091 0.21 $2,516,863
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,539,919 $2,539,919 0.21 $2,520,103
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 $2,530,767 $2,530,767 0.21 $2,519,700
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,529,505 $2,529,505 0.21 $2,507,422
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,566 $2,521,566 0.21 $2,509,704
MTN Commercial Mortgage Trust 2022-LPFL B 6.2656% 15-MAR-2039, 6.27%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,513,333 $2,513,333 0.21 $2,501,585
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 $2,510,676 $2,510,676 0.21 $2,497,972
BX Commercial Mortgage Trust 2024-AIR2 D 7.15345% 15-OCT-2041, 7.15%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,506,380 $2,506,380 0.21 $2,493,024
BX Commercial Mortgage Trust 2024-GPA3 C 6.25498% 15-DEC-2039, 6.26%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,473,953 $2,494,371 $2,494,371 0.21 $2,482,765
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 $2,474,032 $2,474,032 0.21 $2,468,912
Upstart Securitization Trust 2025-1|5.43|09/20/2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,472,785 $2,472,785 0.21 $2,472,785
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 $2,454,828 $2,454,828 0.20 $2,442,574
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 $2,450,807 $2,450,807 0.20 $2,441,203
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 $2,435,076 $2,435,076 0.20 $2,426,127
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,422,272 $2,422,272 0.20 $2,418,866
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.978% 15-JUN-2036, 8.98%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,417,328 $2,417,328 0.20 $2,401,167
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 $2,395,118 $2,395,118 0.20 $2,387,795
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,389,328 $2,389,328 0.20 $2,377,892
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,316,883 $2,358,221 $2,358,221 0.20 $2,343,092
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0962% 15-NOV-2036, 7.10%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,346,697 $2,346,697 0.20 $2,334,276
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 $2,345,663 $2,345,663 0.19 $2,338,683
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,331,692 $2,331,692 0.19 $2,324,484
Connecticut Avenue Securities, Series 2021-R03 1B1 7.09839% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,295,532 $2,295,532 0.19 $2,287,990
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 $2,239,028 $2,239,028 0.19 $2,230,543
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 $2,236,969 $2,236,969 0.19 $2,226,603
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,282,557 $2,231,228 $2,231,228 0.19 $2,222,986
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,228,684 $2,228,684 0.19 $2,219,600
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,172,021 $2,209,448 $2,209,448 0.18 $2,196,170
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,213,350 $2,162,901 $2,162,901 0.18 $2,159,458
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 $2,138,507 $2,138,507 0.18 $2,135,956
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.941055% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,107,571 $2,107,571 0.18 $2,105,036
OPEN Trust 2023-AIR B 8.201097% 15-NOV-2040, 8.20%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,092,797 $2,092,797 0.17 $2,080,003
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,079,335 $2,079,335 0.17 $2,066,364
LIFE 2022-BMR2 Mortgage Trust C 6.45622% 15-MAY-2039, 6.46%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,067,369 $2,067,369 0.17 $2,056,474
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,049,564 $2,049,564 0.17 $2,039,337
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 $2,046,022 $2,046,022 0.17 $2,038,750
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,044,566 $2,044,566 0.17 $2,032,590
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,040,826 $2,040,826 0.17 $2,032,174
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,012,862 $2,040,393 $2,040,393 0.17 $2,027,624
LIFE 2022-BMR2 Mortgage Trust D 6.90501% 15-MAY-2039, 6.91%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,039,897 $2,039,897 0.17 $2,028,426
GWT Commercial Mortgage Trust 2024-WLF2 E 8.00153% 15-MAY-2041, 8.00%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,022,314 $2,022,314 0.17 $2,010,312
CONE Trust 2024-DFW1 A 6.00483% 15-AUG-2041, 6.00%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,006,536 $2,006,536 0.17 $1,997,528
SMRT Commercial Mortgage Trust 2022-MINI F 7.7131% 15-JAN-2039, 7.71%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,001,369 $2,001,369 0.17 $1,989,653
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,996,560 $1,996,560 0.17 $1,992,967
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,899,616 $1,977,291 $1,977,291 0.16 $1,971,162
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 $1,968,540 $1,968,540 0.16 $1,962,233
BX Trust 2022-FOX2 D 6.47407% 15-APR-2039, 6.47%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,943,451 $1,943,451 0.16 $1,934,019
BX Commercial Mortgage Trust 2024-AIR2 C 6.60424% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,932,430 $1,932,430 0.16 $1,922,926
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,884,207 $1,916,395 $1,916,395 0.16 $1,904,320
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,875,208 $1,908,029 $1,908,029 0.16 $1,895,715
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,875,208 $1,907,804 $1,907,804 0.16 $1,895,907
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 $1,907,591 $1,907,591 0.16 $1,893,856
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 $1,897,332 $1,897,332 0.16 $1,889,370
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,888,869 $1,888,869 0.16 $1,881,473
BX Trust 2024-BRBK B 8.2897% 15-OCT-2041, 8.29%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,866,025 $1,866,025 0.16 $1,854,527
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,819,528 $1,831,886 $1,831,886 0.15 $1,822,508
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 $1,815,829 $1,815,829 0.15 $1,810,212
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,780,569 $1,780,569 0.15 $1,773,820
BXHPP Trust 2021-FILM C 5.578% 15-AUG-2036, 5.58%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,779,949 $1,779,949 0.15 $1,771,792
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,776,621 $1,776,621 0.15 $1,771,084
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,773,505 $1,773,505 0.15 $1,769,290
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,770,793 $1,770,793 0.15 $1,766,959
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 $1,760,889 $1,760,889 0.15 $1,747,130
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,729,991 $1,729,991 0.14 $1,727,209
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,697,230 $1,721,678 $1,721,678 0.14 $1,711,041
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 $1,698,418 $1,698,418 0.14 $1,690,970
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,654,653 $1,683,350 $1,683,350 0.14 $1,673,407
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 $1,673,975 $1,673,975 0.14 $1,659,831
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,671,301 $1,671,301 0.14 $1,664,281
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 $1,670,991 $1,670,991 0.14 $1,667,271
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 1,738,000 $1,645,679 $1,645,679 0.14 $1,645,679
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,581,290 $1,640,495 $1,640,495 0.14 $1,632,588
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 $1,627,061 $1,627,061 0.14 $1,622,000
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 $1,626,463 $1,626,463 0.14 $1,619,125
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,593,785 $1,593,785 0.13 $1,585,746
BX Commercial Mortgage Trust 2024-WPT D 7.0528% 15-APR-2041, 7.05%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,591,793 $1,591,793 0.13 $1,583,435
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,576,000 $1,590,771 $1,590,771 0.13 $1,581,757
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,558,111 $1,582,295 $1,582,295 0.13 $1,572,587
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,564,277 $1,564,277 0.13 $1,556,423
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,556,949 $1,556,949 0.13 $1,553,607
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,550,453 $1,550,453 0.13 $1,544,420
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 $1,543,666 $1,543,666 0.13 $1,536,224
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,533,846 $1,533,846 0.13 $1,528,472
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 $1,533,763 $1,533,763 0.13 $1,526,565
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,498,473 $1,529,527 $1,529,527 0.13 $1,520,428
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 $1,519,588 $1,519,588 0.13 $1,510,469
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 $1,518,786 $1,518,786 0.13 $1,511,549
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,517,311 $1,517,311 0.13 $1,505,168
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 $1,517,268 $1,517,268 0.13 $1,511,804
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,487,819 $1,509,262 $1,509,262 0.13 $1,500,206
JW Commercial Mortgage Trust 2024-MRCO C 6.75315% 15-JUN-2039, 6.75%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,509,161 $1,509,161 0.13 $1,501,563
BX Trust 2021-ARIA E 6.7225% 15-OCT-2036, 6.72%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,508,499 $1,508,499 0.13 $1,500,937
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,505,924 $1,505,924 0.13 $1,455,542
Gracie Point International Funding 2025-1 C 7.10034% 15-AUG-2028, 0.00%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,500,818 $1,500,818 0.12 $1,500,818
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 1,450,000 $1,480,179 $1,480,179 0.12 $1,466,190
LIFE 2021-BMR Mortgage Trust F 6.828% 15-MAR-2038, 6.83%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,477,864 $1,477,864 0.12 $1,470,265
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,472,381 $1,472,381 0.12 $1,468,582
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,419,068 $1,448,883 $1,448,883 0.12 $1,444,123
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,430,838 $1,430,838 0.12 $1,425,628
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 1,419,144 $1,426,333 $1,426,333 0.12 $1,419,416
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,424,266 $1,424,266 0.12 $1,424,266
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 $1,415,759 $1,415,759 0.12 $1,410,402
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 - - 1,593,018 $1,384,970 $1,384,970 0.12 $1,383,026
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,371,526 $1,381,744 $1,381,744 0.11 $1,375,129
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,347,000 $1,360,379 $1,360,379 0.11 $1,352,523
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,273,553 $1,356,648 $1,356,648 0.11 $1,349,170
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,345,852 $1,345,852 0.11 $1,323,635
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,302,949 $1,327,733 $1,327,733 0.11 $1,320,171
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,327,642 $1,327,642 0.11 $1,327,622
BX Trust 2021-MFM1 E 6.728% 15-JAN-2034, 6.73%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,291,075 $1,291,075 0.11 $1,284,598
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,272,780 $1,284,534 $1,284,534 0.11 $1,276,690
Great Wolf Trust 2024-WOLF C 6.7541% 15-MAR-2039, 6.75%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,269,938 $1,269,938 0.11 $1,263,555
COMM 2024-WCL1 Mortgage Trust D 7.653% 17-JUN-2041, 7.65%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,251,800 $1,251,800 0.10 $1,244,626
COMM 2024-WCL1 Mortgage Trust C 7.253% 17-JUN-2041, 7.25%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,251,098 $1,251,098 0.10 $1,244,299
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 $1,238,951 $1,238,951 0.10 $1,233,369
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 $1,237,456 $1,237,456 0.10 $1,232,031
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,302,528 $1,229,785 $1,229,785 0.10 $1,225,443
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 $1,218,699 $1,218,699 0.10 $1,212,884
DROP Mortgage Trust 2021-FILE A 5.628% 15-OCT-2043, 5.63%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,214,879 $1,214,879 0.10 $1,209,603
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 $1,211,808 $1,211,808 0.10 $1,205,723
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 $1,199,636 $1,199,636 0.10 $1,192,268
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,198,142 $1,198,142 0.10 $1,193,495
BX Trust 2024-CNYN C 6.30426% 15-APR-2041, 6.30%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,185,351 $1,185,351 0.10 $1,179,775
MTN Commercial Mortgage Trust 2022-LPFL D 7.3128% 15-MAR-2039, 7.31%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,185,274 $1,185,274 0.10 $1,178,830
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,169,725 $1,169,725 0.10 $1,165,604
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,033,732 $1,112,263 $1,112,263 0.09 $1,105,469
BX Trust 2024-VLT4 D 6.803152% 15-JUN-2041, 6.80%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,102,864 $1,102,864 0.09 $1,097,252
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,100,955 $1,100,955 0.09 $1,095,752
Connecticut Avenue Securities Trust 2024-R05 2M1 5.34839% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,094,864 $1,094,864 0.09 $1,092,104
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,057,414 $1,092,931 $1,092,931 0.09 $1,089,759
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,052,354 $1,073,333 $1,073,333 0.09 $1,066,600
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,066,645 $1,066,645 0.09 $1,060,268
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,057,270 $1,057,270 0.09 $1,054,358
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,054,470 $1,054,470 0.09 $1,048,692
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,039,383 $1,046,724 $1,046,724 0.09 $1,041,717
LIFE 2021-BMR Mortgage Trust E 6.228% 15-MAR-2038, 6.23%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,045,778 $1,045,778 0.09 $1,040,874
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 $1,045,401 $1,045,401 0.09 $1,042,272
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,040,040 $1,040,040 0.09 $1,034,046
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 $1,036,496 $1,036,496 0.09 $1,031,137
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 $1,033,893 $1,033,893 0.09 $1,016,096
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 $1,032,525 $1,032,525 0.09 $1,025,378
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 $1,031,723 $1,031,723 0.09 $1,027,946
MHC Commercial Mortgage Trust 2021-MHC G 7.679442% 15-APR-2038, 7.68%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,027,267 $1,027,267 0.09 $1,021,393
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,020,977 $1,020,977 0.08 $1,016,210
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 $1,018,014 $1,018,014 0.08 $1,008,300
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,012,790 $1,012,790 0.08 $1,010,234
MTN Commercial Mortgage Trust 2022-LPFL F 9.655169% 15-MAR-2039, 9.66%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,006,157 $1,006,157 0.08 $998,915
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 $993,400 $993,400 0.08 $990,689
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 990,420 $976,464 $976,464 0.08 $972,063
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 942,709 $960,832 $960,832 0.08 $955,731
UWM Holdings LLC|6.25|03/15/2031, 6.25%, 03/15/31 UWMC 903522AB6 - - 949,000 $950,421 $950,421 0.08 $950,421
ALA Trust 2025-OANA D 7.45472% 15-JUN-2040, 7.45%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $943,313 $943,313 0.08 $938,097
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $925,896 $925,896 0.08 $920,748
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $916,435 $916,435 0.08 $908,485
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $915,546 $915,546 0.08 $913,550
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $914,947 $914,947 0.08 $909,130
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $914,628 $914,628 0.08 $908,855
Connecticut Avenue Securities, Series 2021-R02 2M2 6.34839% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 896,791 $907,046 $907,046 0.08 $904,357
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 892,212 $873,916 $873,916 0.07 $872,528
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,002 $842,002 0.07 $841,635
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 803,030 $838,639 $838,639 0.07 $833,880
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 803,030 $826,038 $826,038 0.07 $822,862
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 797,102 $809,856 $809,856 0.07 $804,232
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 798,161 $802,669 $802,669 0.07 $800,788
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $801,202 $801,202 0.07 $789,164
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 $800,207 $800,207 0.07 $798,864
BXHPP Trust 2021-FILM A 5.128% 15-AUG-2036, 5.13%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $798,979 $798,979 0.07 $795,825
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $796,732 $796,732 0.07 $792,458
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78703% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 749,343 $794,102 $794,102 0.07 $790,993
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 $774,362 $774,362 0.06 $772,111
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 $773,686 $773,686 0.06 $771,162
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $763,712 $763,712 0.06 $759,942
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 $759,074 $759,074 0.06 $755,314
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 $745,929 $745,929 0.06 $743,180
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 $731,531 $731,531 0.06 $729,490
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 $727,066 $727,066 0.06 $724,340
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 703,158 $722,407 $722,407 0.06 $715,172
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $722,227 $722,227 0.06 $718,107
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 703,158 $719,732 $719,732 0.06 $714,216
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $707,898 $707,898 0.06 $704,414
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $705,441 $705,441 0.06 $703,403
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 687,610 $698,545 $698,545 0.06 $693,713
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 650,980 $659,666 $659,666 0.05 $655,291
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 $617,801 $617,801 0.05 $614,279
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $604,328 $604,328 0.05 $602,602
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 $603,374 $603,374 0.05 $600,536
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 587,752 $594,259 $594,259 0.05 $591,883
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 589,498 $593,147 $593,147 0.05 $591,505
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 565,001 $587,111 $587,111 0.05 $583,075
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,289 $567,289 0.05 $565,293
BX Trust 2022-FOX2 E 7.32227% 15-APR-2039, 7.32%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $547,316 $547,316 0.05 $544,313
Mello Warehouse Securitization Trust 2024-1 F 9.587% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $541,897 $541,897 0.05 $539,447
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $534,042 $534,042 0.04 $530,265
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $533,819 $533,819 0.04 $530,073
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 519,428 $527,857 $527,857 0.04 $525,591
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,307 $526,307 0.04 $524,797
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $524,958 $524,958 0.04 $522,015
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $520,363 $520,363 0.04 $517,957
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 $518,613 $518,613 0.04 $517,927
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 $516,985 $516,985 0.04 $514,689
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 $516,917 $516,917 0.04 $514,327
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $516,182 $516,182 0.04 $513,962
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $515,203 $515,203 0.04 $513,025
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $514,029 $514,029 0.04 $509,430
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,353 $512,353 0.04 $509,977
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,942 $511,942 0.04 $509,833
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $510,690 $510,690 0.04 $508,595
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $505,911 $505,911 0.04 $503,423
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,290 $504,290 0.04 $502,066
BX Commercial Mortgage Trust 2023-VLT3 C 7.8011% 15-NOV-2042, 7.80%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $502,910 $502,910 0.04 $499,985
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $501,669 $501,669 0.04 $500,687
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 449,542 $471,801 $471,801 0.04 $467,827
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 $468,463 $468,463 0.04 $466,501
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $465,496 $465,496 0.04 $462,733
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $459,327 $459,327 0.04 $450,000
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 443,526 $453,365 $453,365 0.04 $450,829
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $436,821 $436,821 0.04 $434,387
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $431,821 $431,821 0.04 $429,530
Extended Stay America Trust 2021-ESH E 7.328% 15-JUL-2038, 7.33%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 425,448 $427,697 $427,697 0.04 $425,358
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $421,064 $421,064 0.04 $405,058
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $413,111 $413,111 0.03 $411,155
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 $405,224 $405,224 0.03 $404,627
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78703% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 383,289 $397,445 $397,445 0.03 $396,035
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 $396,059 $396,059 0.03 $395,496
BAMLL Re-REMIC Trust 2024-FRR4 E 1.099014% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $389,829 $389,829 0.03 $389,253
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 $388,566 $388,566 0.03 $386,453
BAMLL Re-REMIC Trust 2024-FRR4 F 1.031285% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $388,473 $388,473 0.03 $387,932
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 $387,109 $387,109 0.03 $385,971
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $369,205 $369,205 0.03 $367,047
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 356,889 $360,360 $360,360 0.03 $358,480
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $350,737 $350,737 0.03 $348,668
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 339,000 $348,959 $348,959 0.03 $345,838
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,106 $335,106 0.03 $334,145
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $329,252 $329,252 0.03 $320,137
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,848 $325,848 0.03 $324,828
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,316 $322,316 0.03 $320,517
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 310,654 $315,032 $315,032 0.03 $312,783
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 311,998 $314,268 $314,268 0.03 $312,916
BX Commercial Mortgage Trust 2024-MF C 6.304% 15-FEB-2039, 6.30%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,765 $311,765 0.03 $310,300
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 299,695 $305,359 $305,359 0.03 $303,916
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 $303,947 $303,947 0.03 $301,674
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 297,420 $301,997 $301,997 0.03 $300,504
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,959 $297,959 0.02 $296,209
CSMC 2021-BHAR E 7.978% 15-NOV-2038, 7.98%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $295,730 $295,730 0.02 $293,935
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 299,093 $292,070 $292,070 0.02 $291,237
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $260,256 $260,256 0.02 $260,256
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $256,878 $256,878 0.02 $255,475
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $252,524 $252,524 0.02 $250,000
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,335 $252,335 0.02 $250,750
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,098 $252,098 0.02 $250,870
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,977 $251,977 0.02 $250,567
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 $250,096 $250,096 0.02 $248,731
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $249,356 $249,356 0.02 $248,051
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 241,506 $245,027 $245,027 0.02 $244,163
BXHPP Trust 2021-FILM B 5.378% 15-AUG-2036, 5.38%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $235,001 $235,001 0.02 $233,993
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 230,790 $234,555 $234,555 0.02 $233,151
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 222,743 $224,618 $224,618 0.02 $224,098
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 $217,729 $217,729 0.02 $217,036
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $206,064 $206,064 0.02 $204,480
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,628 $205,628 0.02 $204,258
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 $184,648 $184,648 0.02 $183,955
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 174,717 $176,496 $176,496 0.01 $175,754
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,448 $159,448 0.01 $159,181
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 198,766 $156,192 $156,192 0.01 $156,068
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 $152,857 $152,857 0.01 $152,371
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 135,556 $140,952 $140,952 0.01 $139,425
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 $139,157 $139,157 0.01 $138,976
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 137,959 $139,017 $139,017 0.01 $138,195
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 - - 134,804 $136,947 $136,947 0.01 $136,219
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 120,376 $120,216 $120,216 0.01 $119,958
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 104,902 $103,131 $103,131 0.01 $102,850
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,088 $102,088 0.01 $101,900
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,133 $101,133 0.01 $100,949
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,445 $96,445 0.01 $96,260
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 $77,893 $77,893 0.01 $77,563
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,501 $77,501 0.01 $77,346
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 74,028 $73,921 $73,921 0.01 $73,605
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 $60,011 $60,011 0.00 $59,842
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 45,538 $45,529 $45,529 0.00 $45,432
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 41,676 $42,177 $42,177 0.00 $41,874
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 33,113 $33,577 $33,577 0.00 $33,483
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 $26,901 $26,901 0.00 $26,872
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 5,625 $5,637 $5,637 0.00 $5,621
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
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-13,091,625 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,498,406 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -132.00 $-14,992,312 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 882.00 $96,937,312 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $95,023,906 $0 0.00 $0
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6900 ESU5C ESU5 INDEX $6,900.00 -26.00 $-8,501,675 $-260 0.00 $-260
US 5YR FUTR OPTN Oct25Put 106.25 FVV5P FVZ5 COMDTY $106.25 -456.00 $50,117,250 $-456 0.00 $-456
US 10YR FUT OPTN Oct25Put 109.5 TYV5P TYZ5 COMDTY $109.50 -605.00 $68,714,766 $-605 0.00 $-605
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6010 ESU5P ESU5 INDEX $6,010.00 -26.00 $8,501,675 $-2,665 0.00 $-2,665
GOLD FUT OPT(CMX) Oct25P 3000 3000 GCV5P GCV5 COMDTY $3,000.00 -128.00 $46,484,480 $-3,840 0.00 $-3,840
US 5YR FUTR OPTN Oct25Call 111.75 FVV5C FVZ5 COMDTY $111.75 -456.00 $-50,117,250 $-7,125 0.00 $-7,125
US 10YR FUT OPTN Oct25C 115 115 TYV5C TYZ5 COMDTY $115.00 -605.00 $-68,714,766 $-56,719 0.00 $-56,719
GOLD FUT OPT(CMX) Oct25C 3700 3700 GCV5C GCV5 COMDTY $3,700.00 -128.00 $-46,484,480 $-346,880 -0.03 $-346,880
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - -44,565,000 $-37,651,453 $-37,651,453 -3.13 $-37,651,453
SEGREGATED CASH SEGCASH - $0.00 5,280,000 $5,280,000 $5,280,000 0.44 $5,280,000
US DOLLARS USD MD_142224 - - -128,802,017 $-128,802,017 $-128,802,017 -10.71 $-128,802,017
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,317,188 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,437,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,185,938 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,264,062 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,744,177 $-9,317 0.00 $-9,317
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,643,103 $-43,081 0.00 $-43,081
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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