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 06/30/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 65,610,000 $65,607,310 $65,607,310 7.49 $65,607,310
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 60,613,000 $62,572,618 $62,572,618 7.15 $62,572,618
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 61,479,000 $60,260,548 $60,260,548 6.89 $60,260,548
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 57,605,000 $58,545,690 $58,545,690 6.70 $58,545,690
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 30,930,000 $27,847,671 $27,847,671 3.19 $27,847,671
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - 25,880,000 $24,752,978 $24,752,978 2.83 $24,752,978
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 25,640,000 $22,178,959 $22,178,959 2.54 $22,178,959
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,793,650 $16,793,650 1.92 $16,776,961
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,065,984 $13,024,097 $13,024,097 1.49 $13,012,326
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 12,031,517 $12,036,763 $12,036,763 1.38 $12,026,125
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,590,172 $11,590,172 1.33 $11,560,931
Affirm Master Trust|5.6|07/15/2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,536,151 $7,536,151 0.86 $7,527,984
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,371,905 $7,442,811 $7,442,811 0.85 $7,408,083
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,986,331 $6,986,331 0.80 $6,952,272
BX Trust 2024-CNYN D 7.00185% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,713,950 $6,741,190 $6,741,190 0.77 $6,720,294
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,489,925 $6,701,346 $6,701,346 0.77 $6,694,116
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,259,252 $6,259,252 0.72 $6,253,078
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,353,402 $6,157,572 $6,157,572 0.70 $6,136,394
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,071,836 $6,071,836 0.69 $6,066,397
BX Trust 2025-TAIL D 6.76176% 15-JUN-2035, 6.75%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,029,008 $6,029,008 0.69 $5,999,758
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,979,360 $5,979,360 0.68 $5,934,401
PRET 2025-RPL3 Trust|4.15|04/25/2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,153,506 $5,929,883 $5,929,883 0.68 $5,908,602
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61176% 15-MAR-2042, 5.61%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,901,971 $5,901,971 0.68 $5,887,248
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,828,204 $5,828,204 0.67 $5,821,899
Chase Auto Credit Linked Notes Series 2025-1|6.024|02/25/2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,660,000 $5,682,652 $5,682,652 0.65 $5,677,917
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,663,200 $5,663,200 0.65 $5,658,043
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.83128% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,526,818 $5,526,818 0.63 $5,521,486
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,446,520 $5,516,145 $5,516,145 0.63 $5,489,770
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,418,959 $5,418,959 0.62 $5,386,594
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,327,339 $5,330,988 $5,330,988 0.61 $5,326,144
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,317,712 $5,317,712 0.61 $5,312,345
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,190,357 $5,218,014 $5,218,014 0.60 $5,194,225
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,178,461 $5,178,461 0.59 $5,173,460
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,163,832 $5,163,832 0.59 $5,132,654
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,154,322 $5,154,322 0.59 $5,139,565
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,146,186 $5,146,186 0.59 $5,139,773
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,074,647 $5,074,647 0.58 $4,905,263
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,001,458 $4,999,575 $4,999,575 0.57 $4,994,986
Foundation Finance Trust 2025-2|6.1|04/15/2052, 6.10%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,999,106 $4,999,106 0.57 $4,999,106
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,997,731 $4,988,098 $4,988,098 0.57 $4,958,945
Avis Budget Rental Car Funding AESOP LLC|7.31|06/20/2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,938,160 $4,938,160 0.56 $4,897,632
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 $4,891,569 $4,891,569 0.56 $4,885,901
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,830,788 $4,875,138 $4,875,138 0.56 $4,869,181
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,688,204 $4,839,984 $4,839,984 0.55 $4,834,566
StoneX Group Inc. 6.875% 15-JUL-2032, 6.88%, 07/15/32 SNEX 86189AAA7 - - 4,783,000 $4,831,109 $4,831,109 0.55 $4,831,109
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,942,844 $4,828,856 $4,828,856 0.55 $4,819,744
BX Commercial Mortgage Trust 2024-MF D 7.00158% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,784,207 $4,784,207 0.55 $4,740,834
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,743,840 $4,743,840 0.54 $4,728,940
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,731,202 $4,731,202 0.54 $4,707,726
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,716,251 $4,716,251 0.54 $4,685,023
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,557,285 $4,616,209 $4,616,209 0.53 $4,594,612
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,405,808 $4,542,569 $4,542,569 0.52 $4,517,904
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 $4,499,328 $4,499,328 0.51 $4,489,668
Great Wolf Trust 2024-WOLF D 7.20176% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,452,289 $4,452,289 0.51 $4,438,125
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 $4,393,015 $4,393,015 0.50 $4,386,884
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 $4,364,521 $4,364,521 0.50 $4,352,330
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 $4,260,827 $4,260,827 0.49 $4,251,958
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,190,162 $4,190,162 0.48 $4,158,421
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,138,150 $4,138,150 0.47 $4,133,772
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,131,731 $4,131,731 0.47 $4,121,928
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,101,946 $4,101,946 0.47 $4,098,192
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,050,097 $4,090,646 $4,090,646 0.47 $4,071,563
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,037,414 $4,037,414 0.46 $4,029,441
BX Trust 2024-BRBK A 7.1914% 15-OCT-2041, 7.19%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,029,818 $4,029,818 0.46 $4,017,056
BX Trust 2025-LUNR D 6.81176% 15-JUN-2040, 6.83%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,022,615 $4,022,615 0.46 $4,002,884
BX Commercial Mortgage Trust 2024-XL5 D 7.00156% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $4,009,619 $4,009,619 0.46 $3,971,388
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,862,590 $3,935,765 $3,935,765 0.45 $3,896,331
BMP Commercial Mortgage Trust 2024-MF23 D 6.70225% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,781,555 $3,781,555 0.43 $3,748,685
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 $3,765,745 $3,765,745 0.43 $3,742,486
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,763,438 $3,763,438 0.43 $3,759,828
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,727,412 $3,727,412 0.43 $3,708,004
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,685,926 $3,717,369 $3,717,369 0.43 $3,699,913
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,700,488 $3,700,488 0.42 $3,696,506
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,631,661 $3,631,661 0.42 $3,611,006
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,630,727 $3,630,727 0.42 $3,627,044
ALA Trust 2025-OANA A 6.05463% 15-JUN-2040, 6.04%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,523,418 $3,523,418 0.40 $3,512,843
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,456,740 $3,456,740 0.40 $3,427,775
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,388,980 $3,432,541 $3,432,541 0.39 $3,418,178
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 $3,416,999 $3,416,999 0.39 $3,407,712
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,410,096 $3,410,096 0.39 $3,405,253
SCG Commercial Mortgage Trust 2025-DLFN E 7.26176% 15-MAR-2027, 7.26%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,388,729 $3,388,729 0.39 $3,377,917
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,335,148 $3,353,633 $3,353,633 0.38 $3,335,654
BX Trust 2021-ARIA D 6.3214% 15-OCT-2036, 6.34%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,299,435 $3,299,435 0.38 $3,290,138
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,290,294 $3,290,294 0.38 $3,280,444
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 3,257,024 $3,267,737 $3,267,737 0.37 $3,256,983
FinBe USA Trust 2025-1|6.6|12/16/2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,267,631 $3,267,631 0.37 $3,264,652
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,210,011 $3,227,416 $3,227,416 0.37 $3,212,731
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,179,757 $3,203,233 $3,203,233 0.37 $3,188,386
Lendbuzz Securitization Trust 2025-2|6.18|04/15/2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,196,778 $3,196,778 0.37 $3,192,428
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 $3,176,118 $3,176,118 0.36 $3,170,688
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,190 $3,144,675 $3,144,675 0.36 $3,123,801
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,134,985 $3,134,985 0.36 $3,131,807
BX Trust 2024-VLT4 E 7.201164% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,120,526 $3,120,526 0.36 $3,110,508
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40091% 15-AUG-2041, 7.40%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,103,411 $3,103,411 0.35 $3,093,213
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,091,561 $3,091,561 0.35 $3,087,917
BX Trust 2021-ARIA F 7.0195% 15-OCT-2036, 7.02%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,083,995 $3,083,995 0.35 $3,074,360
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,078,462 $3,078,462 0.35 $3,074,966
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,041,610 $3,041,610 0.35 $3,038,487
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 $3,036,815 $3,036,815 0.35 $3,033,955
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,031,843 $3,031,843 0.35 $3,028,690
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,027,870 $3,027,870 0.35 $3,010,312
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.55185% 20-MAR-2033, 6.55%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,008,564 $3,014,565 $3,014,565 0.34 $3,008,542
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 $2,997,761 $2,997,761 0.34 $2,979,525
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,972,698 $2,973,342 $2,973,342 0.34 $2,960,564
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.13%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,967,643 $2,967,643 0.34 $2,956,955
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.10%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,947,735 $2,947,735 0.34 $2,938,467
Lendbuzz Securitization Trust 2025-2|5.28|04/15/2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,944,451 $2,944,451 0.34 $2,941,024
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 $2,912,083 $2,912,083 0.33 $2,904,866
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,858,012 $2,858,012 0.33 $2,848,929
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,819,380 $2,819,380 0.32 $2,809,972
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,789,786 $2,819,236 $2,819,236 0.32 $2,805,776
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,804,619 $2,804,619 0.32 $2,789,855
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 - - 2,712,900 $2,744,339 $2,744,339 0.31 $2,741,269
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,744,131 $2,744,131 0.31 $2,736,452
BX Trust 2025-ROIC E 7.25305% 15-FEB-2042, 7.25%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,735,497 $2,735,497 0.31 $2,726,529
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,730,300 $2,730,300 0.31 $2,728,645
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,844,564 $2,725,572 $2,725,572 0.31 $2,723,912
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 $2,705,041 $2,705,041 0.31 $2,701,873
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,700,454 $2,700,454 0.31 $2,687,900
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,668,378 $2,668,378 0.31 $2,660,070
BX Trust 2024-BIO C 6.95176% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,657,498 $2,657,498 0.30 $2,633,407
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,625,017 $2,625,017 0.30 $2,616,595
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,579,278 $2,579,278 0.30 $2,552,885
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,548,645 $2,548,645 0.29 $2,516,393
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,547,045 $2,547,045 0.29 $2,534,321
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,539,440 $2,539,440 0.29 $2,532,464
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,537,351 $2,537,351 0.29 $2,507,474
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,534,475 $2,534,475 0.29 $2,521,071
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,532,555 $2,532,555 0.29 $2,517,694
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.40517% 25-JAN-2042, 11.41%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,530,654 $2,530,654 0.29 $2,526,187
ExteNet Issuer LLC|8.272|07/25/2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,528,364 $2,528,364 0.29 $2,520,896
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,527,734 $2,527,734 0.29 $2,523,609
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,522,921 $2,522,921 0.29 $2,518,101
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,520,739 $2,520,739 0.29 $2,513,439
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,519,064 $2,519,064 0.29 $2,498,755
Chase Auto Credit Linked Notes Series 2025-1|6.996|02/25/2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,500,000 $2,510,430 $2,510,430 0.29 $2,508,000
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,481,623 $2,506,634 $2,506,634 0.29 $2,494,129
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 $2,495,976 $2,495,976 0.29 $2,489,520
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 $2,470,544 $2,470,544 0.28 $2,463,003
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 $2,440,576 $2,440,576 0.28 $2,438,656
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,438,442 $2,438,442 0.28 $2,428,222
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,434,812 $2,434,812 0.28 $2,431,671
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,400,000 $2,425,152 $2,425,152 0.28 $2,402,912
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 $2,423,995 $2,423,995 0.28 $2,418,085
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,391,929 $2,421,172 $2,421,172 0.28 $2,409,457
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,386,665 $2,386,665 0.27 $2,377,143
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,377,967 $2,377,967 0.27 $2,370,929
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,341,993 $2,341,993 0.27 $2,334,686
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,328,692 $2,328,692 0.27 $2,325,990
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,300,607 $2,300,607 0.26 $2,297,962
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,283,930 $2,283,930 0.26 $2,281,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.30517% 25-DEC-2041, 11.31%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,279,759 $2,279,759 0.26 $2,275,708
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,214,000 $2,235,209 $2,235,209 0.26 $2,225,058
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,335,903 $2,234,281 $2,234,281 0.26 $2,227,954
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,224,792 $2,224,792 0.25 $2,216,924
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,182,802 $2,182,802 0.25 $2,175,989
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,166,782 $2,166,782 0.25 $2,165,475
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 $2,163,986 $2,163,986 0.25 $2,156,335
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 2,090,000 $2,109,920 $2,109,920 0.24 $2,099,848
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 2,090,000 $2,107,870 $2,107,870 0.24 $2,097,833
OPEN Trust 2023-AIR B 8.149757% 15-NOV-2040, 8.15%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,102,323 $2,102,323 0.24 $2,080,160
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,088,026 $2,088,026 0.24 $2,085,050
LIFE 2022-BMR2 Mortgage Trust C 6.40488% 15-MAY-2039, 6.40%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,075,442 $2,075,442 0.24 $2,056,594
BX Commercial Mortgage Trust 2021-VINO E 6.37833% 15-MAY-2038, 6.38%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,073,673 $2,073,673 0.24 $2,067,813
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.90185% 20-OCT-2032, 6.90%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,046,937 $2,057,668 $2,057,668 0.24 $2,053,351
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,055,259 $2,055,259 0.24 $2,052,852
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.945663% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,047,831 $2,047,831 0.23 $2,045,926
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.65517% 25-SEP-2041, 7.66%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,047,692 $2,047,692 0.23 $2,045,135
BX Commercial Mortgage Trust 2024-WPT D 7.00146% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,022,286 $2,022,286 0.23 $2,003,974
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,016,912 $2,016,912 0.23 $2,010,618
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,016,534 $2,016,534 0.23 $2,011,209
LIFE 2022-BMR2 Mortgage Trust D 6.85367% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,015,995 $2,015,995 0.23 $2,009,248
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 $2,011,014 $2,011,014 0.23 $2,002,418
Gracie Point International Funding, Series 2023-1 D 8.84828% 01-SEP-2026, 8.85%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,010,749 $2,010,749 0.23 $1,996,494
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95019% 15-MAY-2041, 7.95%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,010,620 $2,010,620 0.23 $1,989,831
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,951,860 $2,006,242 $2,006,242 0.23 $1,957,981
CONE Trust 2024-DFW1 A 5.95349% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,002,650 $2,002,650 0.23 $1,997,358
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,996,353 $1,996,353 0.23 $1,986,226
SMRT Commercial Mortgage Trust 2022-MINI F 7.66176% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,986,685 $1,986,685 0.23 $1,979,789
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,984,714 $1,984,714 0.23 $1,977,663
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,975,000 $1,969,047 $1,969,047 0.23 $1,957,860
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,963,254 $1,963,254 0.22 $1,945,658
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,959,140 $1,959,140 0.22 $1,949,549
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,958,953 $1,958,953 0.22 $1,949,687
BX Trust 2022-FOX2 D 6.42273% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,939,917 $1,939,917 0.22 $1,934,372
BX Commercial Mortgage Trust 2024-AIR2 C 6.55324% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,937,431 $1,937,431 0.22 $1,920,989
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,936,598 $1,936,598 0.22 $1,927,369
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,879,748 $1,879,748 0.21 $1,874,200
BX Trust 2024-BRBK B 8.23836% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,867,744 $1,867,744 0.21 $1,855,155
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,786,317 $1,799,750 $1,799,750 0.21 $1,791,353
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.45185% 20-MAY-2032, 7.45%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,760,944 $1,772,792 $1,772,792 0.20 $1,768,783
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,768,134 $1,768,134 0.20 $1,754,035
SBNA Auto Receivables Trust 2025-SF1|5.34|09/15/2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,758,207 $1,758,207 0.20 $1,756,909
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,750,598 $1,750,598 0.20 $1,740,279
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.23%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - 1,750,000 $1,741,591 $1,741,591 0.20 $1,739,079
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,730,679 $1,730,679 0.20 $1,721,622
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,724,020 $1,724,020 0.20 $1,713,978
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,632,828 $1,690,496 $1,690,496 0.19 $1,675,975
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,648,941 $1,684,062 $1,684,062 0.19 $1,665,770
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,701,645 $1,681,303 $1,681,303 0.19 $1,679,885
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 1,640,000 $1,677,772 $1,677,772 0.19 $1,667,164
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,661,056 $1,661,056 0.19 $1,656,736
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,623,493 $1,623,493 0.19 $1,621,719
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,616,214 $1,616,214 0.18 $1,613,951
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - 1,738,000 $1,616,131 $1,616,131 0.18 $1,616,131
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,582,466 $1,582,466 0.18 $1,578,255
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 1.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,581,402 $1,581,402 0.18 $1,580,203
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,557,685 $1,557,685 0.18 $1,555,422
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,546,864 $1,546,864 0.18 $1,541,124
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,543,525 $1,543,525 0.18 $1,540,310
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,541,355 $1,541,355 0.18 $1,535,464
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 $1,539,563 $1,539,563 0.18 $1,534,983
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,528,948 $1,528,948 0.17 $1,524,518
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 $1,519,562 $1,519,562 0.17 $1,513,385
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 $1,517,604 $1,517,604 0.17 $1,513,151
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,515,552 $1,515,552 0.17 $1,513,279
JW Commercial Mortgage Trust 2024-MRCO C 6.70181% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,508,864 $1,508,864 0.17 $1,495,717
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,507,969 $1,507,969 0.17 $1,498,862
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,492,500 $1,504,541 $1,504,541 0.17 $1,493,848
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,489,937 $1,502,922 $1,502,922 0.17 $1,500,304
BX Trust 2021-ARIA E 6.6705% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,500,708 $1,500,708 0.17 $1,496,261
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,488,113 $1,490,282 $1,490,282 0.17 $1,485,865
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,478,940 $1,478,940 0.17 $1,465,788
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 $1,477,554 $1,477,554 0.17 $1,467,062
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,459,959 $1,459,959 0.17 $1,431,619
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,459,801 $1,459,801 0.17 $1,458,376
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,413,707 $1,434,654 $1,434,654 0.16 $1,429,605
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,071 $1,420,071 0.16 $1,418,117
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,323,442 $1,403,684 $1,403,684 0.16 $1,389,763
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,390,384 $1,390,384 0.16 $1,390,384
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 B1_2020_1 2.28% 15-JUL-2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 $1,370,195 $1,370,195 0.16 $1,368,805
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,359,006 $1,359,006 0.16 $1,352,754
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,351,231 $1,351,231 0.15 $1,201,945
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.30185% 20-OCT-2032, 8.30%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,301,939 $1,320,447 $1,320,447 0.15 $1,317,144
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,307,745 $1,307,745 0.15 $1,301,080
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.80185% 20-MAR-2033, 7.80%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,300,274 $1,303,360 $1,303,360 0.15 $1,300,260
BX Trust 2021-MFM1 E 6.676% 15-JAN-2034, 6.68%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,294,527 $1,294,527 0.15 $1,283,320
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,293,955 $1,293,955 0.15 $1,293,940
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 $1,283,479 $1,283,479 0.15 $1,279,111
BX Trust 2024-CNYN C 6.25292% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,258,866 $1,269,952 $1,269,952 0.15 $1,259,656
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,131,907 $1,264,725 $1,264,725 0.14 $1,146,802
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,328,139 $1,260,845 $1,260,845 0.14 $1,240,795
COMM 2024-WCL1 Mortgage Trust D 7.601% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,247,484 $1,247,484 0.14 $1,243,261
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,243,900 $1,243,900 0.14 $1,240,465
COMM 2024-WCL1 Mortgage Trust C 7.201% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,240,293 $1,240,293 0.14 $1,236,292
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 $1,232,239 $1,232,239 0.14 $1,228,900
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.55517% 25-SEP-2041, 10.56%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,229,921 $1,229,921 0.14 $1,227,862
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,201,599 $1,201,599 0.14 $1,198,505
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 $1,197,279 $1,197,279 0.14 $1,192,745
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 1,183,588 $1,196,721 $1,196,721 0.14 $1,195,550
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,190,082 $1,190,082 0.14 $1,188,339
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,178,107 $1,178,107 0.13 $1,175,000
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,177,775 $1,177,775 0.13 $1,173,983
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,172,472 $1,172,472 0.13 $1,171,026
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,171,934 $1,171,934 0.13 $1,166,346
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.37197% 25-DEC-2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,146,704 $1,162,042 $1,162,042 0.13 $1,154,640
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,153,014 $1,159,564 $1,159,564 0.13 $1,156,146
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,074,785 $1,147,457 $1,147,457 0.13 $1,143,110
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,125,640 $1,125,640 0.13 $1,124,398
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,094,030 $1,099,440 $1,099,440 0.13 $1,094,190
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,070,775 $1,075,717 $1,075,717 0.12 $1,074,203
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,479 $1,055,479 0.12 $1,054,459
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,049,283 $1,049,283 0.12 $1,045,358
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 $1,048,059 $1,048,059 0.12 $1,044,761
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,043,300 $1,043,300 0.12 $1,039,744
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,042,562 $1,042,562 0.12 $1,039,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.95517% 25-NOV-2041, 7.96%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,033,255 $1,033,255 0.12 $1,031,929
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,026,724 $1,026,724 0.12 $1,023,228
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 $1,023,678 $1,023,678 0.12 $1,017,700
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 $1,023,659 $1,023,659 0.12 $1,018,817
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,023,454 $1,023,454 0.12 $1,019,996
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,023,298 $1,023,298 0.12 $1,019,396
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,015,497 $1,015,497 0.12 $1,012,716
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 $1,008,242 $1,008,242 0.12 $1,005,825
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 $1,008,104 $1,008,104 0.12 $1,007,146
MTN Commercial Mortgage Trust 2022-LPFL F 9.605169% 15-MAR-2039, 9.61%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,003,890 $1,003,890 0.11 $999,621
BX Trust 2024-VLT4 D 6.751812% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,003,500 $1,003,500 0.11 $994,670
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $981,007 $981,007 0.11 $977,634
BX Commercial Mortgage Trust 2024-AIR2 D 7.10245% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $965,573 $965,573 0.11 $962,545
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $942,812 $942,812 0.11 $941,829
ALA Trust 2025-OANA D 7.40272% 15-JUN-2040, 7.39%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $937,374 $937,374 0.11 $933,926
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $919,692 $919,692 0.11 $916,524
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,617 $917,617 0.10 $914,037
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $905,828 $905,828 0.10 $900,935
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $903,983 $903,983 0.10 $900,430
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $875,136 $875,136 0.10 $874,609
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 833,333 $866,619 $866,619 0.10 $864,032
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 852,417 $862,233 $862,233 0.10 $857,722
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 833,333 $850,053 $850,053 0.10 $848,327
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.92197% 25-DEC-2031, 7.91%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 810,965 $830,434 $830,434 0.09 $823,925
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $828,117 $828,117 0.09 $827,381
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $818,404 $818,404 0.09 $782,720
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $812,687 $812,687 0.09 $811,567
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.12197% 25-JUN-2047, 6.11%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 810,461 $808,032 $808,032 0.09 $807,205
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.07197% 25-JUN-2047, 7.06%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 787,304 $807,322 $807,322 0.09 $806,396
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 $807,240 $807,240 0.09 $803,211
BXHPP Trust 2021-FILM A 5.076% 15-AUG-2036, 5.08%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $787,210 $787,210 0.09 $785,360
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $783,778 $783,778 0.09 $781,148
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 743,939 $760,933 $760,933 0.09 $755,192
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,217 $760,217 0.09 $757,897
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 749,573 $758,139 $758,139 0.09 $754,188
CENT Trust 2023-CITY B 7.46176% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $757,347 $757,347 0.09 $750,029
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 743,939 $757,047 $757,047 0.09 $752,670
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 $725,437 $725,437 0.08 $724,368
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $722,175 $722,175 0.08 $719,640
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $708,560 $708,560 0.08 $706,416
Great Wolf Trust 2024-WOLF C 6.70276% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $704,010 $704,010 0.08 $701,925
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 694,440 $699,712 $699,712 0.08 $696,211
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.55185% 20-MAY-2032, 9.55%, 05/20/32 HACLN 2024-1 44644NAD1 - - 660,354 $678,233 $678,233 0.08 $676,306
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $644,547 $644,547 0.07 $643,920
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 615,720 $643,211 $643,211 0.07 $635,206
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 660,294 $641,068 $641,068 0.07 $639,670
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $606,069 $606,069 0.07 $600,476
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $579,815 $579,815 0.07 $579,247
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.973667% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $577,132 $577,132 0.07 $576,773
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 570,440 $571,140 $571,140 0.07 $569,837
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,101 $568,101 0.06 $567,352
BX Trust 2022-FOX2 E 7.27093% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $549,832 $549,832 0.06 $544,559
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $539,355 $539,355 0.06 $538,491
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $531,854 $531,854 0.06 $529,021
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $528,487 $528,487 0.06 $526,181
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $525,729 $525,729 0.06 $525,200
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,721 $523,721 0.06 $521,910
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,430 $518,430 0.06 $517,169
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 514,658 $518,017 $518,017 0.06 $516,848
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,596 $514,596 0.06 $513,134
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,201 $514,201 0.06 $512,788
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $514,157 $514,157 0.06 $512,790
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 $513,679 $513,679 0.06 $512,323
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,905 $511,905 0.06 $510,565
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,274 $510,274 0.06 $508,976
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 500,000 $510,092 $510,092 0.06 $508,830
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $509,125 $509,125 0.06 $505,676
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,737 $506,737 0.06 $505,184
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $506,225 $506,225 0.06 $504,936
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,114 $506,114 0.06 $504,583
BX Commercial Mortgage Trust 2023-VLT3 C 7.74976% 15-NOV-2042, 7.75%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $505,050 $505,050 0.06 $499,983
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,685 $503,685 0.06 $502,316
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $500,690 $500,690 0.06 $497,499
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.25176% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $496,864 $496,864 0.06 $494,586
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 483,340 $491,549 $491,549 0.06 $489,849
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,305 $466,305 0.05 $464,605
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 458,627 $461,472 $461,472 0.05 $459,986
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - - $440,314 $440,314 0.05 $0
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 434,358 $438,021 $438,021 0.05 $436,518
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $432,000 $432,000 0.05 $430,590
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.28%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,322 $431,322 0.05 $429,935
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $412,165 $412,165 0.05 $410,961
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $406,823 $406,823 0.05 $406,316
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,157 $406,157 0.05 $404,336
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 - - 443,811 $401,448 $401,448 0.05 $401,149
Celanese Corporation CE US 150870103 - - 7,169 $396,661 $396,661 0.05 $396,661
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,476 $388,476 0.04 $388,077
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 $386,872 $386,872 0.04 $385,765
BAMLL Re-REMIC Trust 2024-FRR4 E 1.485913% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $384,625 $384,625 0.04 $384,122
BAMLL Re-REMIC Trust 2024-FRR4 F 1.394339% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $382,511 $382,511 0.04 $382,040
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 369,432 $374,742 $374,742 0.04 $372,649
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $371,494 $371,494 0.04 $369,942
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $364,184 $364,184 0.04 $362,458
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 338,678 $341,804 $341,804 0.04 $339,965
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,269 $334,269 0.04 $333,932
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 329,788 $334,207 $334,207 0.04 $333,230
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,444 $325,444 0.04 $325,061
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $321,478 $321,478 0.04 $320,371
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $320,638 $320,638 0.04 $315,894
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 314,691 $320,109 $320,109 0.04 $317,247
BX Commercial Mortgage Trust 2024-MF C 6.25266% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,990 $310,990 0.04 $310,129
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 $302,392 $302,392 0.03 $300,993
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.87197% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $298,698 $298,698 0.03 $296,899
CSMC 2021-BHAR E 7.927% 15-NOV-2038, 7.93%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,083 $293,083 0.03 $292,027
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $290,186 $290,186 0.03 $288,786
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $272,195 $272,195 0.03 $272,195
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,206 $261,206 0.03 $260,882
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 $256,775 $256,775 0.03 $255,911
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,537 $252,537 0.03 $251,561
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,032 $252,032 0.03 $251,164
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $251,191 $251,191 0.03 $250,274
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $250,714 $250,714 0.03 $249,959
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 $247,779 $247,779 0.03 $246,939
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,726 $247,726 0.03 $246,923
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,271 $239,271 0.03 $238,190
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,445 $232,445 0.03 $231,853
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $231,319 $231,319 0.03 $231,115
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 219,264 $218,041 $218,041 0.02 $217,675
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 214,747 $217,297 $217,297 0.02 $215,571
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,740 $205,740 0.02 $204,765
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 199,687 $204,590 $204,590 0.02 $204,138
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,432 $204,432 0.02 $203,590
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.78%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $176,310 $176,310 0.02 $174,987
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 171,619 $172,464 $172,464 0.02 $171,893
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 - - 167,861 $170,021 $170,021 0.02 $169,463
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 159,797 $159,033 $159,033 0.02 $158,822
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 203,870 $158,259 $158,259 0.02 $158,212
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $156,314 $156,314 0.02 $156,214
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 $152,157 $152,157 0.02 $151,903
SWCH Commercial Mortgage Trust 2025-DATA E 7.65198% 15-FEB-2042, 7.65%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,032 $149,032 0.02 $148,522
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 142,816 $147,058 $147,058 0.02 $145,852
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 $139,288 $139,288 0.02 $138,743
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 107,358 $105,770 $105,770 0.01 $105,620
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,636 $100,636 0.01 $100,565
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,100 $100,100 0.01 $100,031
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,506 $95,506 0.01 $95,437
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 - - 89,240 $91,081 $91,081 0.01 $90,936
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 89,286 $88,599 $88,599 0.01 $88,313
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,654 $77,654 0.01 $77,596
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 67,055 $67,393 $67,393 0.01 $67,326
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 64,254 $63,933 $63,933 0.01 $63,856
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 61,749 $62,478 $62,478 0.01 $62,202
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 52,543 $52,344 $52,344 0.01 $52,173
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,891 $37,891 0.00 $37,851
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 15,398 $15,360 $15,360 0.00 $15,333
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 9,205 $9,204 $9,204 0.00 $9,193
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 7,210 $7,731 $7,731 0.00 $7,217
Connecticut Avenue Securities Trust 2024-R03 2M2 6.25517% 25-MAR-2044, 6.26%, 03/25/44 CAS 2024-R03 207941AB1 - - - $3,980 $3,980 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $110,044,399 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,538,000 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-35,079,547 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,136,875 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C BBG01TJDMWB9 GCQ5 COMDTY $3,825.00 -58.00 $-19,184,660 $-2,900 0.00 $-2,900
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,431,000 $-4,148 0.00 $-4,148
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,431,000 $-4,609 0.00 $-4,609
GOLD FUT OPT(CMX) Aug25P 2870 2870 GCQ5P BBG01MYQZMW3 GCQ5 COMDTY $2,870.00 -58.00 $19,184,660 $-5,220 0.00 $-5,220
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-51,906,125 $-14,525 0.00 $-14,525
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-51,577,500 $-50,312 -0.01 $-50,312
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $51,577,500 $-57,500 -0.01 $-57,500
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $51,906,125 $-153,550 -0.02 $-153,550
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -44,565,000 $-36,955,303 $-36,955,303 -4.23 $-36,955,303
SEGREGATED CASH SEGCASH - $0.00 3,430,000 $3,430,000 $3,430,000 0.39 $3,430,000
US DOLLARS USD MD_142224 - - -257,683,008 $-257,683,008 $-257,683,008 -29.47 $-257,683,008
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,815,500 $116,333 0.01 $44,660
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,202,751 $52,587 0.01 $52,587
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,138,111 $35,075 0.00 $35,075
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,412,500 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,292,188 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,187,500 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,256,250 $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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