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

Full Portfolio Holdings

(As of 11/19/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5% December Delivery, 5.00%, 12/11/25 FNCL 01F0506C5 - - 188,560,000 $186,945,172 $186,945,172 14.40 $186,945,172
GNMA II TBA 30yr 2.5% December Delivery, 2.50%, 12/18/25 G2SF 21H0226C0 - - 136,700,000 $117,749,006 $117,749,006 9.07 $117,749,006
UMBS TBA 30yr 5.5% December Delivery, 5.50%, 12/11/25 FNCL 01F0526C1 - - 65,610,000 $66,135,536 $66,135,536 5.09 $66,135,536
UMBS TBA 30yr 6.5% December Delivery, 6.50%, 12/11/25 FNCL 01F0626C0 - - 60,613,000 $62,708,998 $62,708,998 4.83 $62,708,998
UMBS TBA 30yr 6% December Delivery, 6.00%, 12/11/25 FNCL 01F0606C4 - - 57,605,000 $58,823,346 $58,823,346 4.53 $58,823,346
UMBS TBA 30yr 3.5% December Delivery, 3.50%, 12/11/25 FNCL 01F0326C3 - - 30,930,000 $28,374,502 $28,374,502 2.19 $28,374,502
UMBS TBA 30yr 4.5% December Delivery, 4.50%, 12/11/25 FNCL 01F0426C2 - - 25,880,000 $25,124,640 $25,124,640 1.94 $25,124,640
UMBS TBA 30yr 3% December Delivery, 3.00%, 12/11/25 FNCL 01F0306C7 - - 25,640,000 $22,588,584 $22,588,584 1.74 $22,588,584
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.83279% 25-FEB-2045, 5.83%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,898,282 $16,898,282 1.30 $16,832,898
Fannie Mae REMIC Trust 2025-12 FC 5.28279% 25-MAR-2055, 5.28%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,816,584 $12,886,025 $12,886,025 0.99 $12,839,006
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 5.09%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,818,207 $12,818,207 0.99 $12,784,258
Orion Clo 2023-1 Ltd|5.12924|10/25/2038, 5.13%, 10/25/38 ANTOR 2023-1A 68626CAJ3 - - 12,500,000 $12,501,781 $12,501,781 0.96 $12,500,000
ALA Trust 2025-OANA A 5.77563% 15-JUN-2040, 5.70%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,107,667 $12,107,667 0.93 $12,098,121
OHA Credit Funding 24 Ltd|5.285|01/20/2039, 5.29%, 01/20/39 OAKC 2025-24A 67123CAC8 - - 12,000,000 $12,000,000 $12,000,000 0.92 $12,000,000
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,818,440 $11,893,671 $11,893,671 0.92 $11,801,513
Freddie Mac Multiclass Certificates, Series 5544 FC 5.18279% 25-JUN-2055, 5.18%, 06/25/55 FHR 5544 3137HLNP3 - - 11,659,739 $11,747,077 $11,747,077 0.90 $11,705,111
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 10,863,417 $11,044,200 $11,044,200 0.85 $10,961,988
AB BSL CLO 1 A2R2 5.46673% 15-OCT-2038, 5.47%, 10/15/38 ABBSL 2020-1A 00038KBL4 - - 11,000,000 $11,024,855 $11,024,855 0.85 $10,999,799
BX Commercial Mortgage Trust 2024-XL4 A 5.4742% 15-FEB-2039, 5.40%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,629,548 $10,629,548 0.82 $10,621,586
Apld Computeco LLC 9.25% 15-DEC-2030, 9.25%, 12/15/30 APLD 00202DAA5 - - 10,892,000 $10,505,263 $10,505,263 0.81 $10,505,263
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,271,757 $10,271,757 0.79 $10,262,754
WB Commercial Mortgage Trust 2024-HQ A 6.134383% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,025,222 $10,025,222 0.77 $9,992,846
Ares LXXVIII CLO Ltd|5.32|01/15/2039, 5.32%, 01/15/39 ARES 2025-78A 03990NAC9 - - 10,000,000 $10,000,000 $10,000,000 0.77 $10,000,000
BX Trust 2025-VLT7 E 7.78217% 15-JUL-2044, 7.71%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $9,972,263 $9,972,263 0.77 $9,961,593
BX Trust 2024-FNX A 5.47447% 15-NOV-2041, 5.40%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,902,691 $9,902,691 0.76 $9,895,270
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,295,479 $9,399,869 $9,399,869 0.72 $9,329,005
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,617,923 $8,617,923 0.66 $8,600,937
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,321,604 $8,321,604 0.64 $8,284,704
PMT LOAN TRUST 2025-J3 FLTG 2056 A3, 5.71%, 11/27/56 PMTLT 2025-J3 69392XBM9 - - 8,028,000 $8,076,398 $8,076,398 0.62 $8,044,539
Radian Mortgage Capital Trust 2025-J4 A25 5.73078% 25-MAR-2056, 5.73%, 03/25/56 RMCT 2025-J4 75024UBP1 - - 8,017,000 $8,048,191 $8,048,191 0.62 $8,016,206
CBAMR 2019-11R Ltd|5.369|03/20/2038, 5.37%, 03/20/38 CBAMR 2019-11RA 14988AAC8 - - 8,000,000 $8,000,000 $8,000,000 0.62 $8,000,000
OBX 2025-J3 TRUST FLTG 2055 AF, 5.68%, 10/25/55 OBX 2025-J3 67449KAU7 - - 7,915,703 $7,946,755 $7,946,755 0.61 $7,915,517
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 7,900,000 $7,899,680 $7,899,680 0.61 $7,863,744
WULF Compute LLC 7.75% 15-OCT-2030, 7.75%, 10/15/30 WULF 982911AA7 - - 7,439,000 $7,647,630 $7,647,630 0.59 $7,604,391
Extended Stay America Trust 2025-ESH B 5.63217% 15-OCT-2042, 5.56%, 10/15/42 ESA 2025-ESH 30227TAC4 - - 7,500,000 $7,558,848 $7,558,848 0.58 $7,522,550
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,524,286 $7,524,286 0.58 $7,518,452
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 7.93279% 25-FEB-2042, 7.93%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 7,158,664 $7,421,450 $7,421,450 0.57 $7,383,591
HILT 2025-NVIL A 5.77517% 15-JUL-2042, 5.70%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,421,244 $7,421,244 0.57 $7,415,384
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,305,719 $7,336,079 $7,336,079 0.57 $7,310,349
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,198,797 $7,198,797 0.55 $7,177,226
Affirm Master Trust Series 2025-3 D 5.09% 15-OCT-2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,166,114 $7,166,114 0.55 $7,160,971
BLP Commercial Mortgage Trust 2024-IND2 A 5.37432% 15-MAR-2041, 5.30%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,907,463 $6,906,163 $6,906,163 0.53 $6,901,077
KRE Commercial Mortgage Trust 2025-AIP4 A 5.33217% 15-MAR-2042, 5.26%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,902,000 $6,895,259 $6,895,259 0.53 $6,890,217
BX Commercial Mortgage Trust 2024-AIRC A 5.72324% 15-AUG-2041, 5.65%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 6,881,035 $6,894,875 $6,894,875 0.53 $6,889,475
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.28279% 25-SEP-2041, 6.28%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 6,717,256 $6,791,736 $6,791,736 0.52 $6,763,600
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.68279% 25-OCT-2041, 11.68%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,653,547 $6,653,547 0.51 $6,560,600
RAD CLO 31 Ltd|5.339|04/17/2039, 5.34%, 04/17/39 RAD 2025-31A 74939NAC4 - - 6,600,000 $6,600,000 $6,600,000 0.51 $6,600,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.43279% 25-SEP-2041, 10.43%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,560,058 $6,560,058 0.51 $6,516,324
Cipher Compute LLC 7.125% 15-NOV-2030, 7.12%, 11/15/30 CIFR 17253NAA5 - - 6,464,000 $6,494,914 $6,494,914 0.50 $6,485,959
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,463,243 $6,463,243 0.50 $6,458,693
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 6,411,000 $6,461,195 $6,461,195 0.50 $6,436,816
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.35551% 25-OCT-2057, 6.36%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,230,876 $6,437,542 $6,437,542 0.50 $6,411,142
Connecticut Avenue Securities, Series 2021-R03 1M2 5.83279% 25-DEC-2041, 5.83%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,274,927 $6,274,927 0.48 $6,250,742
SMRT Commercial Mortgage Trust 2022-MINI D 5.98217% 15-JAN-2039, 5.91%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 6,250,000 $6,255,361 $6,255,361 0.48 $6,218,036
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,178,151 $6,044,849 $6,044,849 0.47 $6,011,212
HPEFS EQUIPMENT TRUST 2025-2 0% 33, 4.77%, 05/20/33 HPEFS 2025-2A 442927AF6 - - 6,000,000 $6,006,963 $6,006,963 0.46 $5,984,703
BX Trust 2025-TAIL D 6.48217% 15-JUN-2035, 6.41%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,000,298 $6,000,298 0.46 $5,994,958
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,925,545 $5,925,545 0.46 $5,897,071
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 5,981,209 $5,876,582 $5,876,582 0.45 $5,842,797
BX Trust 2024-CNYN D 6.72226% 15-APR-2041, 6.65%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 5,769,688 $5,787,783 $5,787,783 0.45 $5,782,455
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 5,517,000 $5,599,496 $5,599,496 0.43 $5,578,658
PRPM 2025-RCF5 5.31%55 A2, 5.31%, 10/25/55 PRPM 2025-RCF5 69384AAB4 - - 5,500,000 $5,552,396 $5,552,396 0.43 $5,488,307
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,453,193 $5,546,571 $5,546,571 0.43 $5,521,785
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.68279% 25-MAY-2045, 5.68%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,534,189 $5,534,189 0.43 $5,513,310
FHLMC STACR REMIC TR 2025-DNA3 M1, 5.28%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,436,739 $5,451,598 $5,451,598 0.42 $5,432,450
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,399,042 $5,399,042 0.42 $5,394,554
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,338,844 $5,338,844 0.41 $5,317,807
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,244,786 $5,295,203 $5,295,203 0.41 $5,256,047
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.68%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,189,423 $5,189,423 0.40 $5,169,843
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,185,261 $5,185,261 0.40 $5,158,540
BX Commercial Mortgage Trust 2021-VOLT E 6.147% 15-SEP-2036, 6.07%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,168,850 $5,168,850 0.40 $5,164,492
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,062,127 $5,165,945 $5,165,945 0.40 $5,125,907
NYC Commercial Mortgage Trust 2025-1155 D 7.358% 10-JUN-2042, 7.60%, 06/10/42 NYC 2025-1155 67122BAE7 - - 5,000,000 $5,161,259 $5,161,259 0.40 $5,141,195
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 11.98279% 25-NOV-2041, 11.98%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,128,526 $5,128,526 0.40 $5,090,181
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,094,811 $5,094,811 0.39 $5,074,824
Ares LXXI CLO A2 5.58444% 20-APR-2037, 5.99%, 04/20/37 ARES 2024-71A 04020MAC3 - - 5,000,000 $5,039,247 $5,039,247 0.39 $5,014,276
SALUDA GR ALT MTG TR 2025-LOC5 A1B, 5.79%, 10/25/55 GRADE 2025-LOC5 79581XAC2 - - 5,000,000 $5,034,146 $5,034,146 0.39 $5,014,843
GoldenTree Loan Management US CLO 27 Ltd|5.321|01/20/2039, 5.32%, 01/20/39 GLM 2025-27A 38140AAE8 - - 5,000,000 $5,022,000 $5,022,000 0.39 $5,022,000
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,018,085 $5,019,149 $5,019,149 0.39 $4,998,157
BX Trust 2025-DIME|6.95896|02/15/2035, 6.96%, 02/15/35 BX 2025-DIME 05613UAJ0 - - 5,000,000 $5,004,612 $5,004,612 0.39 $4,998,813
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 4,940,434 $4,980,249 $4,980,249 0.38 $4,958,402
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,980,123 $4,980,123 0.38 $4,976,588
ALLY BK AUTO CR LKD NT 2025-B E, 6.16%, 09/15/33 ABCLN 2025-B 02007G6S7 - - 4,960,000 $4,962,579 $4,962,579 0.38 $4,961,730
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 $4,955,677 $4,955,677 0.38 $4,940,219
TOWD POINT MORTGAGE TRUST 2025 0% 65, 4.97%, 09/25/65 TPMT 2025-FIX1 89183MAA1 - - 4,926,995 $4,950,918 $4,950,918 0.38 $4,917,602
Fannie Mae REMIC Trust 2025-9 FA 5.38279% 25-MAR-2055, 5.38%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,872,517 $4,907,674 $4,907,674 0.38 $4,889,460
SCG Commercial Mortgage Trust 2025-DLFN E 6.98217% 15-MAR-2035, 6.91%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,889,273 $4,889,273 0.38 $4,884,567
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 4,722,485 $4,781,697 $4,781,697 0.37 $4,739,745
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,588,500 $4,777,167 $4,777,167 0.37 $4,682,524
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 4,735,500 $4,753,566 $4,753,566 0.37 $4,736,730
BX Commercial Mortgage Trust 2024-MF D 6.72199% 15-FEB-2039, 6.65%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,745,921 $4,745,921 0.37 $4,741,547
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,688,584 $4,688,584 0.36 $4,659,184
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.60551% 25-OCT-2057, 6.61%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,501,071 $4,650,134 $4,650,134 0.36 $4,630,313
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 4,602,729 $4,626,406 $4,626,406 0.36 $4,604,648
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,591,862 $4,591,862 0.35 $4,573,115
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,591,336 $4,591,336 0.35 $4,571,558
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,579,110 $4,579,110 0.35 $4,574,454
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,477,772 $4,539,995 $4,539,995 0.35 $4,516,991
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 $4,531,613 $4,531,613 0.35 $4,529,543
NRTH Commercial Mortgage Trust 2025-PARK B 5.67509% 15-OCT-2040, 5.60%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,526,300 $4,526,300 0.35 $4,500,808
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,483,275 $4,515,516 $4,515,516 0.35 $4,480,282
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,408,527 $4,461,645 $4,461,645 0.34 $4,428,643
Great Wolf Trust 2024-WOLF D 6.92217% 15-MAR-2039, 6.85%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,445,622 $4,445,622 0.34 $4,441,412
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 $4,430,386 $4,430,386 0.34 $4,413,664
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 8.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,358,471 $4,383,603 $4,383,603 0.34 $4,336,144
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,287,449 $4,373,571 $4,373,571 0.34 $4,340,384
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 $4,364,759 $4,364,759 0.34 $4,360,950
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.83%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,329,332 $4,329,332 0.33 $4,311,466
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 $4,316,250 $4,316,250 0.33 $4,267,871
COMM 2024-WCL1 Mortgage Trust D 7.322% 17-JUN-2041, 7.25%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 4,250,000 $4,296,105 $4,296,105 0.33 $4,265,030
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,238,664 $4,268,935 $4,268,935 0.33 $4,237,394
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,245,956 $4,245,956 0.33 $4,232,830
MTN Commercial Mortgage Trust 2022-LPFL A 5.4369% 15-MAR-2039, 5.36%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,240,000 $4,238,741 $4,238,741 0.33 $4,235,587
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,040,281 $4,206,885 $4,206,885 0.32 $4,169,941
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,128,658 $4,128,658 0.32 $4,125,595
BX Trust 2024-VLT4 E 6.921574% 15-JUN-2041, 6.85%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,126,692 $4,126,692 0.32 $4,122,747
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA1 M2 9.43279% 25-MAR-2042, 9.43%, 03/25/42 STACR 2022-HQA1 35564KTJ8 - - 3,856,000 $4,084,791 $4,084,791 0.31 $4,060,543
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,002,961 $4,062,563 $4,062,563 0.31 $4,029,769
BX Trust 2024-BRBK A 6.91181% 15-OCT-2041, 6.84%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,008,762 $4,008,762 0.31 $4,004,969
BLP 2025-IND2 D 6.65% 15-DEC-2042, 6.65%, 12/15/42 BLP 2025-IND2 05556WAG1 - - 4,000,000 $4,001,087 $4,001,087 0.31 $4,001,087
Affirm Asset Securitization Trust 2025-X2 D 5.23% 15-OCT-2030, 5.23%, 10/15/30 AFFRM 2025-X2 00835DAD4 - - 4,000,000 $3,999,125 $3,999,125 0.31 $3,997,963
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.18279% 25-DEC-2041, 11.18%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,943,779 $3,943,779 0.30 $3,916,054
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 3,900,050 $3,940,718 $3,940,718 0.30 $3,918,650
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,861,055 $3,921,478 $3,921,478 0.30 $3,891,764
RCKT MOR 2025-CES9 FLT 2055 A1B, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,897,472 $3,914,783 $3,914,783 0.30 $3,888,274
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 3,878,493 $3,812,070 $3,812,070 0.29 $3,808,665
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,797,522 $3,797,522 0.29 $3,782,481
FREMF 2023-K511 Mortgage Trust C 5.822334% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,765,106 $3,765,106 0.29 $3,753,211
BMP Commercial Mortgage Trust 2024-MF23 D 6.42266% 15-JUN-2041, 6.35%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,754,343 $3,754,343 0.29 $3,751,036
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,749,812 $3,749,812 0.29 $3,733,220
BX Trust 2021-MFM1 E 6.397% 15-JAN-2034, 6.32%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 3,733,520 $3,734,585 $3,734,585 0.29 $3,731,306
Extended Stay America Trust 2025-ESH E 7.38217% 15-OCT-2042, 7.31%, 10/15/42 ESA 2025-ESH 30227TAJ9 - - 3,675,000 $3,726,495 $3,726,495 0.29 $3,703,170
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,705,231 $3,719,744 $3,719,744 0.29 $3,706,447
Extended Stay America Trust 2025-ESH D 6.63217% 15-OCT-2042, 6.56%, 10/15/42 ESA 2025-ESH 30227TAG5 - - 3,675,000 $3,717,460 $3,717,460 0.29 $3,696,509
RCKT Mortgage Trust 2025-CES11|4.966|11/25/2055, 4.97%, 11/25/55 RCKT 2025-CES11 749423AA7 - - 3,658,000 $3,664,410 $3,664,410 0.28 $3,654,318
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,631,147 $3,631,147 0.28 $3,618,047
BX Commercial Mortgage Trust 2024-XL5 D 6.72197% 15-MAR-2041, 6.65%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,579,163 $3,583,256 $3,583,256 0.28 $3,579,951
Bayview Opportunity Master Fund VII 2025-EDU1 C 5.98279% 25-JUL-2048, 5.98%, 07/27/48 BVCLN 2025-EDU1 07337GAC7 - - 3,596,791 $3,583,199 $3,583,199 0.28 $3,568,854
BX Trust 2025-LUNR D 6.53217% 15-JUN-2040, 6.46%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,550,721 $3,558,087 $3,558,087 0.27 $3,554,902
DROP Mortgage Trust 2021-FILE A 5.297% 15-OCT-2043, 5.22%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,545,554 $3,545,554 0.27 $3,542,906
SCG Trust 2025-SNIP D 6.63217% 15-SEP-2042, 6.56%, 09/15/42 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,506,202 $3,506,202 0.27 $3,503,014
Taco Bell Funding Series 2025-1 A2I 4.821% 25-AUG-2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,445,402 $3,445,402 0.27 $3,419,717
CSMC 2021-BHAR C 6.147% 15-NOV-2038, 6.07%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,430,623 $3,430,623 0.26 $3,427,716
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,415,431 $3,415,431 0.26 $3,395,250
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,361,326 $3,408,053 $3,408,053 0.26 $3,382,052
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,259,475 $3,393,643 $3,393,643 0.26 $3,362,290
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,274,648 $3,331,964 $3,331,964 0.26 $3,319,412
BX Trust 2021-ARIA D 6.0424% 15-OCT-2036, 5.97%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,297,507 $3,297,507 0.25 $3,294,771
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,274,001 $3,274,001 0.25 $3,260,461
Connecticut Avenue Securities Trust 2022-R01 1B2 10.18279% 25-DEC-2041, 10.18%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 3,108,409 $3,260,104 $3,260,104 0.25 $3,239,002
Wingspire Equipment Finance 2025-1 D 5.45% 20-SEP-2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,213,178 $3,213,178 0.25 $3,198,671
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 $3,187,848 $3,187,848 0.25 $3,173,038
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,187,319 $3,187,319 0.25 $3,184,339
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,144,495 $3,174,303 $3,174,303 0.24 $3,146,615
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 3,000,000 $3,164,822 $3,164,822 0.24 $3,100,781
Galaxy XXVI CLO Ltd., 6.84%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,126,500 $3,153,320 $3,153,320 0.24 $3,143,214
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,152,538 $3,152,538 0.24 $3,139,297
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,098,550 $3,144,063 $3,144,063 0.24 $3,140,723
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,142,412 $3,142,412 0.24 $3,139,160
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,114,570 $3,114,570 0.24 $3,111,102
Connecticut Avenue Securities Trust 2024-R05 2M1 5.18279% 25-JUL-2044, 5.18%, 07/25/44 CAS 2024-R05 20754XAB9 - - 3,091,021 $3,100,733 $3,100,733 0.24 $3,090,053
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,090,110 $3,090,110 0.24 $3,074,931
BX Trust 2021-ARIA F 6.7405% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,088,497 $3,088,497 0.24 $3,085,638
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,082,763 $3,082,763 0.24 $3,068,197
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,081,755 $3,081,755 0.24 $3,077,715
FIGRE TRUST 2025-HE6 FLTG 2055 C, 5.25%, 09/25/55 FIGRE 2025-HE6 31684NAC1 - - 3,090,000 $3,080,938 $3,080,938 0.24 $3,066,029
BX Trust 2024-BIO C 6.67217% 15-FEB-2041, 6.60%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,078,884 $3,078,884 0.24 $3,076,037
Connecticut Avenue Securities, Series 2021-R01 1B1 7.28279% 25-OCT-2041, 7.28%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,067,607 $3,067,607 0.24 $3,053,041
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 $3,047,962 $3,047,962 0.23 $3,036,045
SWITCH ABS ISSUER 2025-2 A2 II, 5.37%, 10/25/55 SWTCH 2025-2A 871044AU7 - - 3,000,000 $3,021,633 $3,021,633 0.23 $3,006,432
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.63%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,020,971 $3,020,971 0.23 $3,012,052
OnDeck Asset Securitization IV, Series 2025-2 B 5.23% 17-NOV-2032, 5.23%, 11/17/32 ONDK 2025-2A 67108SAJ7 - - 3,000,000 $3,004,345 $3,004,345 0.23 $3,001,294
Carvana Auto Receivables Trust 2025-P3 D 5.47% 10-SEP-2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $3,001,258 $3,001,258 0.23 $2,996,700
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 $2,989,995 $2,989,995 0.23 $2,960,209
Sierra Timeshare 2025-3 Receivables Funding C 4.98% 20-AUG-2044, 4.98%, 08/22/44 SRFC 2025-3A 82650FAC1 - - 3,000,000 $2,987,807 $2,987,807 0.23 $2,973,282
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,942,282 $2,942,282 0.23 $2,936,529
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,885,882 $2,923,670 $2,923,670 0.23 $2,901,662
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,880,839 $2,916,442 $2,916,442 0.22 $2,894,916
SWCH Commercial Mortgage Trust 2025-DATA E 7.37239% 15-FEB-2042, 7.30%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,907,784 $2,907,784 0.22 $2,904,793
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,906,664 $2,906,664 0.22 $2,904,522
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 $2,871,029 $2,871,029 0.22 $2,868,773
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,870,580 $2,870,580 0.22 $2,861,719
SCG Commercial Mortgage Trust 2025-FLWR E 6.78217% 15-AUG-2042, 6.71%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,868,758 $2,868,758 0.22 $2,866,086
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,820,555 $2,820,555 0.22 $2,817,615
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,718,623 $2,791,402 $2,791,402 0.22 $2,787,561
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 $2,787,888 $2,787,888 0.21 $2,778,538
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $2,784,176 $2,784,176 0.21 $2,665,386
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,717,131 $2,755,764 $2,755,764 0.21 $2,744,010
BX Trust 2025-ROIC E 6.97346% 15-FEB-2042, 6.90%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,755,116 $2,755,116 0.21 $2,752,460
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,730,692 $2,748,937 $2,748,937 0.21 $2,739,228
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,701,410 $2,744,382 $2,744,382 0.21 $2,723,092
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 $2,707,007 $2,707,007 0.21 $2,693,806
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,771,764 $2,704,733 $2,704,733 0.21 $2,697,996
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,776,673 $2,696,493 $2,696,493 0.21 $2,689,744
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.12132% 15-AUG-2041, 7.05%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 2,695,567 $2,692,759 $2,692,759 0.21 $2,690,120
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,681,253 $2,681,253 0.21 $2,678,854
MHC Commercial Mortgage Trust 2021-MHC F 6.748442% 15-APR-2038, 6.67%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,676,990 $2,676,990 0.21 $2,659,066
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,661,292 $2,661,292 0.21 $2,651,086
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.43379% 20-MAR-2033, 6.43%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,618,167 $2,634,666 $2,634,666 0.20 $2,620,161
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,578,641 $2,598,252 $2,598,252 0.20 $2,580,148
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 2,593,000 $2,582,725 $2,582,725 0.20 $2,580,676
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,553,140 $2,553,140 0.20 $2,539,994
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,550,135 $2,550,135 0.20 $2,547,503
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,549,519 $2,549,519 0.20 $2,535,158
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,745,000 $2,549,375 $2,549,375 0.20 $2,539,432
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 $2,530,075 $2,530,075 0.19 $2,521,586
Sandstone Peak III C 6.50798% 25-APR-2037, 6.51%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,523,674 $2,523,674 0.19 $2,512,828
FIGRE TRUST 2025-HE6 FLTG 2055 B, 5.14%, 09/25/55 FIGRE 2025-HE6 31684NAB3 - - 2,525,000 $2,523,366 $2,523,366 0.19 $2,511,020
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,522,666 $2,522,666 0.19 $2,520,791
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,087,767 $2,520,559 $2,520,559 0.19 $2,092,733
Zais CLO 11 BR 5.67444% 20-JAN-2032, 5.67%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,516,896 $2,516,896 0.19 $2,504,680
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 $2,514,402 $2,514,402 0.19 $2,513,018
MTN Commercial Mortgage Trust 2022-LPFL B 5.9356% 15-MAR-2039, 5.86%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,503,591 $2,503,591 0.19 $2,501,558
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.28279% 25-JAN-2042, 11.28%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,502,115 $2,502,115 0.19 $2,484,438
RCKTL 2025-2 0% 34, 4.95%, 11/27/34 RCKTL 2025-2A 74939HAC7 - - 2,500,000 $2,501,625 $2,501,625 0.19 $2,494,407
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,500,862 $2,500,862 0.19 $2,491,450
BX Commercial Mortgage Trust 2024-AIR2 D 6.82245% 15-OCT-2041, 6.75%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,493,372 $2,493,372 0.19 $2,491,039
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,447,988 $2,480,453 $2,480,453 0.19 $2,462,961
280 Park Avenue 2017-280P Mortgage Trust B 5.464% 15-SEP-2034, 5.35%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,476,344 $2,476,344 0.19 $2,474,485
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 $2,470,553 $2,470,553 0.19 $2,462,553
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,464,215 $2,464,215 0.19 $2,453,025
FIGRE TRUST 2025-PF2 FLTG 2055 B, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,463,814 $2,462,038 $2,462,038 0.19 $2,444,878
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,428,529 $2,428,529 0.19 $2,422,056
PRET 2025-RPL5 TRUST FLTG 2070 A1, 4.15%, 01/25/70 PRET 2025-RPL5 69393AAA5 - - 2,475,000 $2,425,863 $2,425,863 0.19 $2,411,883
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 $2,422,253 $2,422,253 0.19 $2,420,243
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 $2,415,618 $2,415,618 0.19 $2,413,771
Towd Point Mortgage Trust 2025-FIX2|5.249|10/25/2065, 5.25%, 10/25/65 TPMT 2025-FIX2 89183RAA0 - - 2,386,000 $2,403,417 $2,403,417 0.19 $2,386,370
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,365,955 $2,365,955 0.18 $2,363,756
FIGRE TRUST 2025-PF2 FLTG 2055 C, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,365,261 $2,364,012 $2,364,012 0.18 $2,347,214
PRM7 Trust 2025-PRM7 E 6.61844% 10-NOV-2042, 6.84%, 11/10/42 PRM7 2025-PRM7 74290HAJ5 - - 2,385,000 $2,361,158 $2,361,158 0.18 $2,352,550
Connecticut Avenue Securities Trust 2025-R06 1M1 5.13279% 25-SEP-2045, 5.13%, 09/25/45 CAS 2025-R06 20754YAB7 - - 2,339,650 $2,345,892 $2,345,892 0.18 $2,337,886
ALA Trust 2025-OANA D 7.12372% 15-JUN-2040, 7.05%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,341,852 $2,341,852 0.18 $2,339,567
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.7652% 15-NOV-2036, 6.69%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,333,576 $2,333,576 0.18 $2,331,406
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,330,718 $2,330,718 0.18 $2,319,457
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 $2,329,707 $2,329,707 0.18 $2,327,350
Connecticut Avenue Securities, Series 2021-R03 1B1 6.93279% 25-DEC-2041, 6.93%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,293,662 $2,293,662 0.18 $2,283,263
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,245,249 $2,283,438 $2,283,438 0.18 $2,265,477
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,216,469 $2,254,988 $2,254,988 0.17 $2,244,220
Acacia 2025-1 A 5.24% 15-NOV-2037, 5.24%, 11/15/37 ACACIA 2025-1 00401PAA7 - - 2,251,000 $2,253,819 $2,253,819 0.17 $2,251,525
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,234,553 $2,234,553 0.17 $2,230,239
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,246,489 $2,207,543 $2,207,543 0.17 $2,195,007
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 $2,195,606 $2,195,606 0.17 $2,193,975
BX Commercial Mortgage Trust 2024-GPA3 C 5.92398% 15-DEC-2039, 5.85%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,165,574 $2,170,745 $2,170,745 0.17 $2,168,985
CONE Trust 2024-DFW1 A 5.6739% 15-AUG-2041, 5.60%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,165,000 $2,164,109 $2,164,109 0.17 $2,162,425
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,237,820 $2,162,935 $2,162,935 0.17 $2,153,036
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.937924% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,160,186 $2,160,186 0.17 $2,157,370
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,194,116 $2,150,131 $2,150,131 0.17 $2,144,798
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 $2,149,367 $2,149,367 0.17 $2,144,521
OPEN Trust 2023-AIR B 7.870167% 15-NOV-2040, 7.80%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,096,460 $2,096,460 0.16 $2,080,102
GS MTG-BKD TRUST 2025-CES2 A1, 5.18%, 09/25/55 GSMBS 2025-CES2 36273BAA7 - - 2,059,213 $2,075,324 $2,075,324 0.16 $2,060,805
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $2,045,813 $2,045,813 0.16 $2,041,804
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.53279% 25-SEP-2041, 7.53%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,042,651 $2,042,651 0.16 $2,032,376
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,033,016 $2,033,016 0.16 $2,031,049
SMRT Commercial Mortgage Trust 2022-MINI F 7.38217% 15-JAN-2039, 7.31%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,022,802 $2,022,802 0.16 $2,007,874
PRPM 2025-RCF5 6.7%55 A3, 5.46%, 10/25/55 PRPM 2025-RCF5 69384AAC2 - - 2,000,000 $2,019,737 $2,019,737 0.16 $1,995,773
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,013,116 $2,013,116 0.16 $2,011,452
GWT Commercial Mortgage Trust 2024-WLF2 E 7.6706% 15-MAY-2041, 7.60%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,008,944 $2,008,944 0.15 $2,006,834
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,003,040 $2,003,040 0.15 $1,996,507
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,965,000 $1,987,005 $1,987,005 0.15 $1,958,963
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 - - 1,950,478 $1,978,490 $1,978,490 0.15 $1,969,294
LIFE 2022-BMR2 Mortgage Trust D 6.57408% 15-MAY-2039, 6.50%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,952,534 $1,952,534 0.15 $1,950,534
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,928,006 $1,949,054 $1,949,054 0.15 $1,934,073
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,925,831 $1,925,831 0.15 $1,913,329
BX Commercial Mortgage Trust 2024-AIR2 C 6.27324% 15-OCT-2041, 6.20%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,922,676 $1,922,676 0.15 $1,921,024
EASY STREET MORTGAGE LN 5.606%40 A1, 5.61%, 10/25/40 EASY 2025-RTL2 27786YAA6 - - 1,900,000 $1,905,405 $1,905,405 0.15 $1,900,967
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,876,218 $1,876,218 0.14 $1,872,704
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,806,258 $1,875,532 $1,875,532 0.14 $1,866,425
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,830,709 $1,857,603 $1,857,603 0.14 $1,843,230
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,807,707 $1,846,641 $1,846,641 0.14 $1,832,591
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,805,329 $1,835,976 $1,835,976 0.14 $1,819,751
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,807,707 $1,831,055 $1,831,055 0.14 $1,816,513
BX Trust 2024-BRBK B 7.95877% 15-OCT-2041, 7.89%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,830,959 $1,830,959 0.14 $1,828,932
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 $1,811,846 $1,811,846 0.14 $1,805,158
BX Trust 2021-BXMF G 7.496513% 15-OCT-2038, 7.42%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 1,808,470 $1,802,910 $1,802,910 0.14 $1,801,045
Exeter Select Automobile Receivables Trust 2025-3 D 5.54% 15-MAY-2032, 5.54%, 05/17/32 ESART 2025-3 30185FAF7 - - 1,800,000 $1,798,819 $1,798,819 0.14 $1,797,434
BXHPP Trust 2021-FILM C 5.247% 15-AUG-2036, 5.17%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,798,644 $1,798,644 0.14 $1,797,243
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,771,603 $1,771,603 0.14 $1,769,851
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,770,331 $1,770,331 0.14 $1,769,033
Flagship Credit Auto Trust 2021-1 D 1.27% 15-MAR-2027, 1.27%, 03/15/27 FCAT 2021-1 33843WAG6 - - 1,788,387 $1,767,903 $1,767,903 0.14 $1,767,588
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 $1,750,317 $1,750,317 0.13 $1,725,895
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 $1,749,730 $1,749,730 0.13 $1,743,194
CarMax Auto Owner Trust 2025-4 D 5.11% 15-MAR-2032, 5.11%, 05/17/32 CARMX 2025-4 14320HAH9 - - 1,750,000 $1,742,881 $1,742,881 0.13 $1,741,639
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.78379% 20-OCT-2032, 6.78%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,716,877 $1,735,174 $1,735,174 0.13 $1,725,145
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,734,570 $1,734,570 0.13 $1,728,510
Lennar Corporation Class A LEN US 526057104 - - 14,999 $1,727,285 $1,727,285 0.13 $1,727,285
EFMT 2025-RTL1|5.565|11/25/2040, 5.57%, 11/25/40 EFMT 2025-RTL1 26846FAB5 - - 1,717,000 $1,717,000 $1,717,000 0.13 $1,716,469
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 $1,672,116 $1,672,116 0.13 $1,654,789
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,655,054 $1,655,054 0.13 $1,653,704
UMBS TBA 30yr 4% December Delivery, 4.00%, 12/11/25 FNCL 01F0406C6 - - 1,738,000 $1,642,073 $1,642,073 0.13 $1,642,073
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.53279% 25-DEC-2041, 6.53%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,626,924 $1,626,924 0.13 $1,619,955
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,629,421 $1,625,850 $1,625,850 0.13 $1,620,192
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,603,138 $1,623,888 $1,623,888 0.13 $1,611,580
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,607,270 $1,607,270 0.12 $1,603,539
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,556,583 $1,602,635 $1,602,635 0.12 $1,601,138
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.33379% 20-MAY-2032, 7.33%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,574,477 $1,598,618 $1,598,618 0.12 $1,588,675
BX Commercial Mortgage Trust 2024-WPT D 6.72187% 15-APR-2041, 6.65%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,586,778 $1,586,778 0.12 $1,585,319
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,569,375 $1,569,375 0.12 $1,557,890
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,534,167 $1,551,343 $1,551,343 0.12 $1,540,594
ExteNet Issuer, Series 2024-1 C_241 9.696429% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,548,913 $1,548,913 0.12 $1,539,486
COOPR Residential Mortgage Trust 2025-CES3 A1A 4.84% 25-SEP-2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,539,790 $1,543,564 $1,543,564 0.12 $1,533,420
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 $1,524,658 $1,524,658 0.12 $1,523,226
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,519,973 $1,519,973 0.12 $1,518,939
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 $1,516,862 $1,516,862 0.12 $1,515,478
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,492,426 $1,509,724 $1,509,724 0.12 $1,498,332
SALUDA GR ALT MTG TR 25 RRTL1 A1, 5.32%, 10/25/40 GRADE 2025-RRTL1 79582NAA7 - - 1,500,000 $1,508,096 $1,508,096 0.12 $1,497,234
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 $1,507,955 $1,507,955 0.12 $1,484,541
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,506,743 $1,506,743 0.12 $1,500,975
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 $1,505,134 $1,505,134 0.12 $1,503,742
Gracie Point International Funding, Series 2025-1 C 0.0% 15-AUG-2028, 7.06%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,504,182 $1,504,182 0.12 $1,502,710
JW Commercial Mortgage Trust 2024-MRCO C 6.42222% 15-JUN-2039, 6.35%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,503,186 $1,503,186 0.12 $1,501,864
BX Trust 2021-ARIA E 6.3915% 15-OCT-2036, 6.32%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,500,373 $1,500,373 0.12 $1,499,057
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 $1,477,662 $1,477,662 0.11 $1,460,525
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,463,147 $1,463,147 0.11 $1,457,211
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,442,969 $1,460,248 $1,460,248 0.11 $1,449,489
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,462,845 $1,459,292 $1,459,292 0.11 $1,458,059
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,454,421 $1,454,421 0.11 $1,438,992
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,447,135 $1,447,135 0.11 $1,447,135
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,427,893 $1,427,893 0.11 $1,419,753
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 $1,384,007 $1,384,007 0.11 $1,382,976
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,342,243 $1,377,114 $1,377,114 0.11 $1,370,683
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,585,551 $1,376,700 $1,376,700 0.11 $1,374,095
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,351,989 $1,351,989 0.10 $1,351,965
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,330,044 $1,330,044 0.10 $1,292,498
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,311,246 $1,319,805 $1,319,805 0.10 $1,310,438
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,297,446 $1,317,105 $1,317,105 0.10 $1,307,389
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,287,099 $1,308,545 $1,308,545 0.10 $1,307,042
FOUNDATION FINANCE TRUST 20 5.71% 52, 5.71%, 08/15/52 FFIN 2025-3A 35042TAD4 - - 1,275,000 $1,278,065 $1,278,065 0.10 $1,276,043
COMM 2024-WCL1 Mortgage Trust C 6.922% 17-JUN-2041, 6.85%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,269,327 $1,269,327 0.10 $1,260,688
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,199,851 $1,267,873 $1,267,873 0.10 $1,266,518
Great Wolf Trust 2024-WOLF C 6.42317% 15-MAR-2039, 6.35%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,264,631 $1,264,631 0.10 $1,263,520
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,245,051 $1,252,534 $1,252,534 0.10 $1,250,092
Oceanview Mortgage Trust 2025-INV4|4.99888|12/25/2055, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 1,230,000 $1,229,320 $1,229,320 0.09 $1,229,320
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,209,093 $1,214,570 $1,214,570 0.09 $1,213,448
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,198,607 $1,210,746 $1,210,746 0.09 $1,201,698
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,279,843 $1,209,821 $1,209,821 0.09 $1,204,595
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 $1,198,752 $1,198,752 0.09 $1,197,709
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,195,066 $1,195,066 0.09 $1,187,806
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 $1,185,091 $1,185,091 0.09 $1,183,674
MTN Commercial Mortgage Trust 2022-LPFL D 6.9828% 15-MAR-2039, 6.90%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,176,492 $1,176,492 0.09 $1,175,366
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 $1,176,257 $1,176,257 0.09 $1,175,184
Connecticut Avenue Securities, Series 2021-R02 2B1 7.48279% 25-NOV-2041, 7.48%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,172,417 $1,172,417 0.09 $1,166,725
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,154,570 $1,172,378 $1,172,378 0.09 $1,161,940
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,148,639 $1,166,388 $1,166,388 0.09 $1,165,106
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.68379% 20-MAR-2033, 7.68%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,131,547 $1,139,034 $1,139,034 0.09 $1,131,547
RCKT MORT 2025-CES9 FLT 2055 A1A, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 1,129,344 $1,137,322 $1,137,322 0.09 $1,126,341
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.18379% 20-OCT-2032, 8.18%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,092,007 $1,111,105 $1,111,105 0.09 $1,103,410
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,109,501 $1,109,501 0.09 $1,107,029
BX Trust 2024-VLT4 D 6.472222% 15-JUN-2041, 6.40%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,092,061 $1,092,061 0.08 $1,091,084
MS RES MTG LN TR 2025-SPL1 A1, 4.25%, 02/25/65 MSRM 2025-SPL1 617946AA6 - - 1,104,556 $1,086,650 $1,086,650 0.08 $1,080,261
BX Trust 2024-CNYN C 5.97333% 15-APR-2041, 5.90%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,081,816 $1,082,532 $1,082,532 0.08 $1,081,646
RCKT Mortgage Trust 2025-CES10 A1A 4.894% 25-OCT-2055, 4.89%, 11/25/55 RCKT 2025-CES10 74939LAA2 - - 1,063,000 $1,068,377 $1,068,377 0.08 $1,061,296
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 973,266 $1,066,592 $1,066,592 0.08 $1,037,533
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,054,253 $1,054,253 0.08 $1,050,259
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,050,085 $1,050,085 0.08 $1,048,858
FHF Issuer Trust 2024-2 (First Help Financial) A2 5.89% 15-JUN-2030, 5.89%, 06/15/30 FHF 2024-2A 30336NAC5 - - 1,039,499 $1,045,550 $1,045,550 0.08 $1,044,700
LIFE 2021-BMR Mortgage Trust E 5.897% 15-MAR-2038, 5.82%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,044,071 $1,044,071 0.08 $1,043,221
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,013,283 $1,037,561 $1,037,561 0.08 $1,029,620
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,010,382 $1,035,151 $1,035,151 0.08 $1,030,416
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.83279% 25-NOV-2041, 7.83%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,031,135 $1,031,135 0.08 $1,025,913
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,027,011 $1,027,011 0.08 $1,025,900
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,021,870 $1,021,870 0.08 $1,021,120
MHC Commercial Mortgage Trust 2021-MHC G 7.348442% 15-APR-2038, 7.27%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,020,773 $1,020,773 0.08 $1,019,742
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 $1,015,971 $1,015,971 0.08 $1,002,788
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 $1,011,727 $1,011,727 0.08 $1,010,696
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,011,283 $1,011,283 0.08 $1,010,687
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,010,821 $1,010,821 0.08 $1,006,828
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 $1,009,868 $1,009,868 0.08 $1,008,000
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 $1,006,455 $1,006,455 0.08 $1,004,149
MTN Commercial Mortgage Trust 2022-LPFL F 9.325169% 15-MAR-2039, 9.25%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,002,340 $1,002,340 0.08 $1,001,056
Carvana Auto Receivables Trust 2025-P3 C 4.99% 10-JAN-2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $999,668 $999,668 0.08 $998,282
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.63279% 25-OCT-2044, 5.63%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,740 $993,740 0.08 $990,022
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 974,079 $961,387 $961,387 0.07 $956,083
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.23279% 25-DEC-2031, 6.23%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 930,361 $939,249 $939,249 0.07 $935,383
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $919,484 $919,484 0.07 $918,494
Flagship Credit Auto Trust 2022-1 C 3.06% 15-MAR-2028, 3.06%, 03/15/28 FCAT 2022-1 33845VAE1 - - 924,278 $917,363 $917,363 0.07 $916,970
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $912,500 $912,500 0.07 $909,381
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 870,934 $872,192 $872,192 0.07 $871,385
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 887,058 $871,632 $871,632 0.07 $869,476
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $844,158 $844,158 0.07 $841,106
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 830,448 $839,175 $839,175 0.06 $837,764
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 830,448 $839,093 $839,093 0.06 $838,069
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $835,148 $835,148 0.06 $833,355
Connecticut Avenue Securities Trust 2022-R07 1M2 8.83279% 25-JUN-2042, 8.83%, 06/25/42 CAS 2022-R07 20754MCB1 - - 783,000 $830,043 $830,043 0.06 $825,432
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 $803,664 $803,664 0.06 $801,112
BXHPP Trust 2021-FILM A 4.797% 15-AUG-2036, 4.72%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $797,503 $797,503 0.06 $793,578
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $781,080 $781,080 0.06 $780,258
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.45551% 25-OCT-2057, 8.46%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 734,449 $780,926 $780,926 0.06 $776,786
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 772,727 $777,692 $777,692 0.06 $773,326
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 763,044 $775,012 $775,012 0.06 $774,063
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 772,727 $773,205 $773,205 0.06 $766,662
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 757,451 $759,274 $759,274 0.06 $756,486
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $757,784 $757,784 0.06 $757,060
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 743,697 $756,179 $756,179 0.06 $749,751
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 5.98279% 25-JUN-2047, 5.98%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 748,701 $751,366 $751,366 0.06 $748,293
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 6.93279% 25-JUN-2047, 6.93%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 727,309 $746,574 $746,574 0.06 $743,212
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $733,649 $733,649 0.06 $730,733
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $715,547 $715,547 0.06 $714,755
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $704,956 $704,956 0.05 $702,409
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,153 $703,153 0.05 $702,483
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 642,672 $681,164 $681,164 0.05 $652,983
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 642,672 $676,758 $676,758 0.05 $650,538
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.78279% 25-DEC-2031, 7.78%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 657,964 $667,245 $667,245 0.05 $663,831
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $666,998 $666,998 0.05 $626,984
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 654,416 $661,501 $661,501 0.05 $661,193
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 645,373 $650,108 $650,108 0.05 $649,486
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 633,785 $644,358 $644,358 0.05 $638,902
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 609,418 $617,533 $617,533 0.05 $612,516
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 $617,021 $617,021 0.05 $601,872
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 571,500 $577,588 $577,588 0.04 $570,923
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.43379% 20-SEP-2033, 7.43%, 09/20/33 HACLN 2025-2 44644NAR0 - - 563,788 $567,844 $567,844 0.04 $564,235
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,539 $567,539 0.04 $564,419
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.43379% 20-MAY-2032, 9.43%, 05/20/32 HACLN 2024-1 44644NAD1 - - 545,011 $564,640 $564,640 0.04 $560,213
Mello Warehouse Securitization Trust 2024-1 F 9.24103% 25-OCT-2057, 9.24%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,287 $543,287 0.04 $539,948
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 537,442 $541,402 $541,402 0.04 $539,348
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 532,389 $535,067 $535,067 0.04 $531,992
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $532,688 $532,688 0.04 $531,967
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $528,186 $528,186 0.04 $526,392
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,043 $520,043 0.04 $519,477
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $517,430 $517,430 0.04 $516,451
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $515,795 $515,795 0.04 $512,095
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $515,189 $515,189 0.04 $511,752
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,441 $512,441 0.04 $512,014
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $511,627 $511,627 0.04 $511,185
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,254 $510,254 0.04 $509,797
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 494,857 $510,202 $510,202 0.04 $509,522
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $509,301 $509,301 0.04 $500,681
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $509,259 $509,259 0.04 $508,856
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $508,380 $508,380 0.04 $507,975
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $507,218 $507,218 0.04 $506,799
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,252 $502,252 0.04 $501,773
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $501,873 $501,873 0.04 $499,688
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 471,062 $479,849 $479,849 0.04 $476,913
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $460,671 $460,671 0.04 $460,140
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $426,597 $426,597 0.03 $426,156
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 412,951 $413,693 $413,693 0.03 $413,246
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 410,302 $412,812 $412,812 0.03 $410,395
FHF Trust 2023-1|6.57|06/15/2028, 6.57%, 06/15/28 FHF 2023-1A 30331GAC5 - - 409,770 $412,307 $412,307 0.03 $411,858
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,169 $409,169 0.03 $408,792
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 386,130 $402,513 $402,513 0.03 $401,856
BAMLL Re-REMIC Trust 2024-FRR4 E 0.011205% 27-NOV-2048, 0.71%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $394,956 $394,956 0.03 $394,571
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 388,463 $394,758 $394,758 0.03 $394,331
BAMLL Re-REMIC Trust 2024-FRR4 F 0.010514% 27-JAN-2026, 0.66%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $394,333 $394,333 0.03 $393,972
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.45551% 25-OCT-2057, 7.46%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 375,671 $390,959 $390,959 0.03 $389,092
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 $387,819 $387,819 0.03 $384,801
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 - - 420,934 $383,329 $383,329 0.03 $382,554
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $371,066 $371,066 0.03 $368,423
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 359,589 $370,107 $370,107 0.03 $369,913
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $357,648 $357,648 0.03 $351,338
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,606 $325,606 0.03 $324,012
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,569 $318,569 0.02 $318,223
BX Commercial Mortgage Trust 2024-MF C 5.97307% 15-FEB-2039, 5.90%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,197 $310,197 0.02 $309,943
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 296,914 $306,563 $306,563 0.02 $306,038
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 300,000 $302,571 $302,571 0.02 $301,477
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $300,224 $300,224 0.02 $299,787
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $299,531 $299,531 0.02 $297,387
CSMC 2021-BHAR E 7.647% 15-NOV-2038, 7.57%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,739 $293,739 0.02 $293,423
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.73279% 25-FEB-2050, 5.73%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 294,274 $288,941 $288,941 0.02 $287,816
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 279,560 $282,560 $282,560 0.02 $282,290
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 278,884 $282,390 $282,390 0.02 $279,917
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 242,256 $281,944 $281,944 0.02 $242,273
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 282,366 $279,621 $279,621 0.02 $278,827
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $276,830 $276,830 0.02 $276,830
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 257,420 $261,391 $261,391 0.02 $261,153
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 $255,103 $255,103 0.02 $254,834
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 $248,925 $248,925 0.02 $248,663
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,656 $248,656 0.02 $248,405
BXHPP Trust 2021-FILM B 5.047% 15-AUG-2036, 4.97%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $235,711 $235,711 0.02 $235,538
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 230,680 $232,100 $232,100 0.02 $231,882
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 $217,118 $217,118 0.02 $216,127
Readycap Lending Small Business Loan Trust 2023-3 A 7.32% 25-APR-2048, 7.32%, 04/25/48 RCLT 75576AAA1 - - 212,188 $214,632 $214,632 0.02 $213,596
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 211,382 $212,304 $212,304 0.02 $211,533
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,877 $203,877 0.02 $203,614
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $203,868 $203,868 0.02 $203,563
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 159,950 $163,875 $163,875 0.01 $163,797
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,173 $159,173 0.01 $158,756
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 193,056 $150,271 $150,271 0.01 $150,083
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 141,849 $143,041 $143,041 0.01 $142,163
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 128,517 $133,068 $133,068 0.01 $131,294
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 119,311 $120,028 $120,028 0.01 $119,931
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,945 $101,945 0.01 $101,650
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,035 $101,035 0.01 $100,747
Ginnie Mae REMIC Trust 2005-065 FA 4.39992% 20-AUG-2035, 4.30%, 08/20/35 GNR 2005-65 38374LL25 - - 100,903 $99,866 $99,866 0.01 $99,504
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $93,871 $93,871 0.01 $93,581
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 - - 88,376 $89,185 $89,185 0.01 $89,093
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $72,550 $72,550 0.01 $72,308
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 - - 64,160 $65,642 $65,642 0.01 $65,206
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 65,560 $65,480 $65,480 0.01 $65,453
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 59,729 $59,734 $59,734 0.00 $59,422
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.83279% 25-JAN-2034, 5.83%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 52,836 $53,171 $53,171 0.00 $52,965
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - - $41,509 $41,509 0.00 $0
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 29,286 $29,631 $29,631 0.00 $29,501
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 21,612 $28,822 $28,822 0.00 $21,592
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 12,915 $12,975 $12,975 0.00 $12,957
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - - $9,728 $9,728 0.00 $0
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - - $1,016 $1,016 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -899.00 $-101,306,062 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,252,453 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-12,936,375 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 2,141 $445,796,344 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 1,682 $183,719,079 $0 0.00 $0
ESZ5 19Dec25 Call (AMERICAN PHYSICAL) 7175 ESZ5C ESZ5 INDEX $7,175.00 -89.00 $-29,643,675 $-16,465 0.00 $-16,465
ESZ5 19Dec25 Put (AMERICAN PHYSICAL) 6150 ESZ5P ESZ5 INDEX $6,150.00 -89.00 $29,643,675 $-173,550 -0.01 $-173,550
UMBS TBA 30yr 2.5% December Delivery, 2.50%, 12/11/25 FNCL 01F0226C4 - - -189,990,000 $-160,425,276 $-160,425,276 -12.36 $-160,425,276
SEGREGATED CASH SEGCASH - $0.00 8,820,000 $8,820,000 $8,820,000 0.68 $8,820,000
US DOLLARS USD MD_142224 - - -455,095,403 $-455,095,403 $-455,095,403 -35.06 $-455,095,403
PGIM AAA CLO ETF 05/07/26 PAAA US 69344A834 $51.33 1,169,022 $60,064,350 $64,296 0.00 $64,296
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,643,103 $9,205 0.00 $9,205
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,744,177 $1,331 0.00 $1,331
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,206,250 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,198,438 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,253,125 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,120,312 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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