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 07/17/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 65,610,000 $65,010,456 $65,010,456 7.07 $65,010,456
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 60,613,000 $62,381,687 $62,381,687 6.78 $62,381,687
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 61,479,000 $59,561,163 $59,561,163 6.48 $59,561,163
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 57,605,000 $58,228,286 $58,228,286 6.33 $58,228,286
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - 30,930,000 $27,504,719 $27,504,719 3.00 $27,504,719
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 25,880,000 $24,426,812 $24,426,812 2.66 $24,426,812
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 25,640,000 $21,850,946 $21,850,946 2.38 $21,850,946
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 $16,925,482 $16,925,482 1.84 $16,861,507
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,065,984 $13,076,210 $13,076,210 1.42 $13,031,089
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,175,511 $12,175,511 1.32 $12,085,136
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 12,031,517 $12,063,604 $12,063,604 1.31 $12,022,824
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,514,720 $11,514,720 1.25 $11,509,237
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,668,090 $7,668,090 0.83 $7,641,326
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,534,518 $7,534,518 0.82 $7,506,518
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,371,905 $7,449,103 $7,449,103 0.81 $7,394,696
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,838,765 $6,838,765 0.74 $6,819,465
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 $6,684,744 $6,684,744 0.73 $6,657,032
BX Trust 2025-VLT7 E 8.05% 15-JUL-2044, 8.05%, 07/15/27 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,647,492 $6,647,492 0.72 $6,643,038
BX Trust 2024-CNYN D 7.00185% 15-APR-2041, 7.03%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,295,711 $6,295,711 0.68 $6,292,025
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,281,150 $6,281,150 0.68 $6,257,486
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,353,402 $6,101,290 $6,101,290 0.66 $6,068,111
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,032,805 $6,032,805 0.66 $6,011,956
BX Trust 2025-TAIL D 6.76176% 15-JUN-2035, 6.79%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,009,480 $6,009,480 0.65 $6,006,084
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,153,506 $5,965,143 $5,965,143 0.65 $5,885,149
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61176% 15-MAR-2042, 5.64%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,925,236 $5,925,236 0.64 $5,895,781
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,867,498 $5,867,498 0.64 $5,842,843
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,811,768 $5,811,768 0.63 $5,787,599
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,660,000 $5,680,271 $5,680,271 0.62 $5,659,435
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.80517% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,538,004 $5,538,004 0.60 $5,517,564
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,446,520 $5,527,424 $5,527,424 0.60 $5,486,103
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,357,422 $5,357,422 0.58 $5,335,715
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,354,796 $5,354,796 0.58 $5,346,717
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 $5,350,852 $5,350,852 0.58 $5,332,285
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 $5,333,870 $5,333,870 0.58 $5,313,297
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,190,357 $5,210,733 $5,210,733 0.57 $5,173,463
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,192,908 $5,192,908 0.56 $5,173,740
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,156,724 $5,156,724 0.56 $5,132,141
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.46%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,132,597 $5,132,597 0.56 $5,129,817
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,096,020 $5,096,020 0.55 $5,077,633
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 $5,006,770 $5,006,770 0.54 $4,961,096
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,001,458 $5,004,232 $5,004,232 0.54 $4,986,641
Westlake Automobile Receivables Trust 2025-2|5.08|05/15/2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $4,997,528 $4,997,528 0.54 $4,996,823
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,980,453 $4,980,453 0.54 $4,973,384
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 8.01% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,946,659 $4,946,659 0.54 $4,918,982
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 $4,898,563 $4,898,563 0.53 $4,884,135
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,881,530 $4,881,530 0.53 $4,879,002
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 $4,881,447 $4,881,447 0.53 $4,858,614
StoneX Group Inc. 6.875% 15-JUL-2032, 6.88%, 07/15/32 SNEX 86189AAA7 - - 4,783,000 $4,863,812 $4,863,812 0.53 $4,854,678
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 $4,823,163 $4,823,163 0.52 $4,802,395
BX Commercial Mortgage Trust 2024-MF D 7.00158% 15-FEB-2039, 7.03%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,771,159 $4,771,159 0.52 $4,741,664
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,734,000 $4,734,000 0.51 $4,697,223
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,702,283 $4,702,283 0.51 $4,699,489
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,661,198 $4,661,198 0.51 $4,644,073
Sierra Timeshare 2025-2 Receivables Funding LLC|6.79|04/20/2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,657,363 $4,657,363 0.51 $4,656,486
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,757,933 $4,643,518 $4,643,518 0.50 $4,640,177
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,557,285 $4,619,827 $4,619,827 0.50 $4,585,991
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,557,089 $4,557,089 0.49 $4,539,842
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 $4,527,323 $4,527,323 0.49 $4,488,681
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 $4,513,635 $4,513,635 0.49 $4,492,245
Great Wolf Trust 2024-WOLF D 7.20176% 15-MAR-2039, 7.23%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,443,534 $4,443,534 0.48 $4,440,868
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 $4,392,687 $4,392,687 0.48 $4,377,080
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 $4,346,761 $4,346,761 0.47 $4,344,476
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 $4,297,165 $4,297,165 0.47 $4,274,588
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.86%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,181,734 $4,181,734 0.45 $4,160,155
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 $4,156,323 $4,156,323 0.45 $4,139,541
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,113,653 $4,113,653 0.45 $4,111,815
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,110,416 $4,110,416 0.45 $4,096,027
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,050,097 $4,092,263 $4,092,263 0.44 $4,062,366
BX Trust 2025-LUNR D 6.81176% 15-JUN-2040, 6.84%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,030,775 $4,030,775 0.44 $4,006,486
BX Trust 2024-BRBK A 7.1914% 15-OCT-2041, 7.22%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,022,742 $4,022,742 0.44 $4,020,341
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,008,453 $4,008,453 0.44 $3,990,053
BX Commercial Mortgage Trust 2024-XL5 D 7.00156% 15-MAR-2041, 7.03%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,992,727 $3,992,727 0.43 $3,968,053
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,701,988 $3,788,997 $3,788,997 0.41 $3,762,451
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 $3,773,919 $3,773,919 0.41 $3,737,479
BMP Commercial Mortgage Trust 2024-MF23 D 6.70225% 15-JUN-2041, 6.73%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,772,098 $3,772,098 0.41 $3,749,748
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,761,695 $3,761,695 0.41 $3,747,857
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,720,009 $3,720,009 0.40 $3,689,603
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,685,926 $3,712,146 $3,712,146 0.40 $3,684,799
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,697,407 $3,697,407 0.40 $3,682,141
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 $3,646,483 $3,646,483 0.40 $3,632,363
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,620,187 $3,620,187 0.39 $3,587,827
ALA Trust 2025-OANA A 6.05463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,540,139 $3,540,139 0.38 $3,519,565
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,248,070 $3,442,166 $3,442,166 0.37 $3,270,737
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.46%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,427,693 $3,427,693 0.37 $3,425,839
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,422,304 $3,422,304 0.37 $3,403,737
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 $3,407,324 $3,407,324 0.37 $3,405,583
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,335,148 $3,358,266 $3,358,266 0.36 $3,330,098
SCG Commercial Mortgage Trust 2025-DLFN E 7.26176% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,329,015 $3,329,015 0.36 $3,326,980
BX Trust 2021-ARIA D 6.3214% 15-OCT-2036, 6.35%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,315,400 $3,315,400 0.36 $3,296,222
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,314,248 $3,314,248 0.36 $3,312,401
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,310,870 $3,310,870 0.36 $3,309,083
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,281,536 $3,281,536 0.36 $3,269,080
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,210,011 $3,237,104 $3,237,104 0.35 $3,214,098
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,205,181 $3,205,181 0.35 $3,191,585
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,179,757 $3,204,031 $3,204,031 0.35 $3,180,771
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 $3,165,125 $3,165,125 0.34 $3,151,302
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,138,335 $3,138,335 0.34 $3,126,153
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,080,060 $3,108,525 $3,108,525 0.34 $3,096,526
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,099,505 $3,099,505 0.34 $3,085,540
BX Trust 2024-VLT4 E 7.201164% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,097,882 $3,097,882 0.34 $3,095,996
BX Trust 2024-BIO C 6.95176% 15-FEB-2041, 6.98%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,097,142 $3,097,142 0.34 $3,095,335
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40091% 15-AUG-2041, 7.43%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,095,219 $3,095,219 0.34 $3,093,299
BX Trust 2021-ARIA F 7.0195% 15-OCT-2036, 7.05%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,084,544 $3,084,544 0.33 $3,082,730
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,081,896 $3,081,896 0.33 $3,068,494
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 $3,048,764 $3,048,764 0.33 $3,036,679
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,042,346 $3,042,346 0.33 $3,030,374
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 $3,023,887 $3,023,887 0.33 $3,008,556
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 $3,021,550 $3,021,550 0.33 $3,010,587
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,020,704 $3,020,704 0.33 $3,009,194
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 $3,000,970 $3,000,970 0.33 $2,972,400
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,972,698 $2,975,580 $2,975,580 0.32 $2,955,562
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.16%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,961,948 $2,961,948 0.32 $2,959,936
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,943,013 $2,943,013 0.32 $2,941,268
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,930,128 $2,930,128 0.32 $2,919,418
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 $2,887,509 $2,887,509 0.31 $2,886,156
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,849,001 $2,849,001 0.31 $2,844,020
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,822,347 $2,822,347 0.31 $2,820,583
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,789,786 $2,816,229 $2,816,229 0.31 $2,795,140
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,801,777 $2,801,777 0.30 $2,779,394
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 $2,750,471 $2,750,471 0.30 $2,738,704
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,727,188 $2,727,188 0.30 $2,720,843
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,724,754 $2,724,754 0.30 $2,723,314
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 $2,720,766 $2,720,766 0.30 $2,714,405
BX Trust 2025-ROIC E 7.25305% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,717,471 $2,717,471 0.30 $2,715,789
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 $2,709,802 $2,709,802 0.29 $2,697,657
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,697,788 $2,697,788 0.29 $2,679,351
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,667,379 $2,667,379 0.29 $2,657,391
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.06%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,666,225 $2,666,225 0.29 $2,664,661
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,604,709 $2,604,709 0.28 $2,603,130
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,569,261 $2,569,261 0.28 $2,536,070
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,556,158 $2,556,158 0.28 $2,515,723
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,544,514 $2,544,514 0.28 $2,507,484
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,534,885 $2,534,885 0.28 $2,517,652
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,534,425 $2,534,425 0.28 $2,533,111
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,531,546 $2,531,546 0.27 $2,511,224
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,527,855 $2,527,855 0.27 $2,505,323
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 $2,523,359 $2,523,359 0.27 $2,506,235
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,522,354 $2,522,354 0.27 $2,515,144
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,521,477 $2,521,477 0.27 $2,520,352
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,515,529 $2,515,529 0.27 $2,503,259
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,513,262 $2,513,262 0.27 $2,511,893
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,500,000 $2,510,841 $2,510,841 0.27 $2,500,152
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 $2,505,592 $2,505,592 0.27 $2,491,297
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.25%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,499,745 $2,499,745 0.27 $2,498,444
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 $2,451,637 $2,451,637 0.27 $2,450,223
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 $2,442,101 $2,442,101 0.27 $2,430,059
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 $2,430,307 $2,430,307 0.26 $2,422,947
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,429,365 $2,429,365 0.26 $2,423,573
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,391,929 $2,419,572 $2,419,572 0.26 $2,401,219
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 $2,417,058 $2,417,058 0.26 $2,415,950
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.96%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,387,605 $2,387,605 0.26 $2,385,813
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,368,912 $2,368,912 0.26 $2,367,592
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,348,075 $2,348,075 0.25 $2,331,111
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.07%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,334,404 $2,334,404 0.25 $2,333,028
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,333,967 $2,333,967 0.25 $2,323,607
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,307,172 $2,307,172 0.25 $2,297,030
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 $2,302,066 $2,302,066 0.25 $2,286,537
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 2,294,735 $2,297,458 $2,297,458 0.25 $2,294,572
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,214,000 $2,240,428 $2,240,428 0.24 $2,224,525
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,335,903 $2,225,971 $2,225,971 0.24 $2,216,060
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,217,305 $2,217,305 0.24 $2,204,979
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,175,015 $2,175,015 0.24 $2,171,279
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,165,447 $2,165,447 0.24 $2,160,438
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 $2,157,109 $2,157,109 0.23 $2,152,774
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,090,671 $2,090,671 0.23 $2,085,050
OPEN Trust 2023-AIR B 8.149757% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,081,770 $2,081,770 0.23 $2,080,353
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 $2,066,333 $2,066,333 0.22 $2,055,345
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,058,303 $2,058,303 0.22 $2,055,318
LIFE 2022-BMR2 Mortgage Trust C 6.40488% 15-MAY-2039, 6.44%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,054,976 $2,054,976 0.22 $2,042,161
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 $2,052,655 $2,052,655 0.22 $2,042,852
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,050,825 $2,050,825 0.22 $2,041,600
LIFE 2022-BMR2 Mortgage Trust D 6.85367% 15-MAY-2039, 6.88%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,036,954 $2,036,954 0.22 $2,035,684
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 $2,019,937 $2,019,937 0.22 $1,997,325
BX Commercial Mortgage Trust 2024-WPT D 7.00146% 15-APR-2041, 7.03%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,014,494 $2,014,494 0.22 $2,002,042
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,010,846 $2,010,846 0.22 $2,009,847
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95019% 15-MAY-2041, 7.98%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,007,975 $2,007,975 0.22 $2,006,645
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,001,055 $2,001,055 0.22 $1,999,875
CONE Trust 2024-DFW1 A 5.95349% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,994,533 $1,994,533 0.22 $1,993,535
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,984,765 $1,984,765 0.22 $1,978,885
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,981,136 $1,981,136 0.22 $1,979,809
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 $1,966,508 $1,966,508 0.21 $1,951,186
SMRT Commercial Mortgage Trust 2022-MINI F 7.66176% 15-JAN-2039, 7.69%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,965,548 $1,965,548 0.21 $1,964,250
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 $1,958,591 $1,958,591 0.21 $1,941,765
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,957,412 $1,957,412 0.21 $1,942,386
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,957,020 $1,957,020 0.21 $1,942,502
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,941,356 $1,941,356 0.21 $1,940,209
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,938,498 $1,938,498 0.21 $1,924,038
BX Trust 2022-FOX2 D 6.42273% 15-APR-2039, 6.45%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,936,270 $1,936,270 0.21 $1,935,225
BX Commercial Mortgage Trust 2024-AIR2 C 6.55324% 15-OCT-2041, 6.58%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,920,768 $1,920,768 0.21 $1,919,715
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,874,998 $1,874,998 0.20 $1,871,854
BX Trust 2024-BRBK B 8.23836% 15-OCT-2041, 8.27%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,870,613 $1,870,613 0.20 $1,857,061
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,786,317 $1,800,282 $1,800,282 0.20 $1,787,127
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 $1,778,676 $1,778,676 0.19 $1,768,470
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.56%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,768,693 $1,768,693 0.19 $1,759,109
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,753,411 $1,753,411 0.19 $1,752,632
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,747,586 $1,747,586 0.19 $1,731,940
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 $1,741,865 $1,741,865 0.19 $1,741,394
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 $1,736,125 $1,736,125 0.19 $1,721,758
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,726,079 $1,726,079 0.19 $1,713,978
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 $1,679,538 $1,679,538 0.18 $1,662,919
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 $1,676,693 $1,676,693 0.18 $1,671,258
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,574,608 $1,675,337 $1,675,337 0.18 $1,588,732
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,655,270 $1,655,270 0.18 $1,654,460
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,620,268 $1,652,846 $1,652,846 0.18 $1,651,911
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 $1,629,810 $1,629,810 0.18 $1,623,007
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,618,225 $1,618,225 0.18 $1,613,951
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - 1,738,000 $1,596,788 $1,596,788 0.17 $1,596,788
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,577,992 $1,577,992 0.17 $1,567,273
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,559,706 $1,559,706 0.17 $1,553,075
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,555,480 $1,555,480 0.17 $1,546,807
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,535,599 $1,535,599 0.17 $1,534,522
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 $1,532,620 $1,532,620 0.17 $1,531,761
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,532,085 $1,532,085 0.17 $1,528,747
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 $1,519,661 $1,519,661 0.17 $1,518,830
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 $1,514,723 $1,514,723 0.16 $1,512,370
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,512,166 $1,512,166 0.16 $1,511,332
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,509,380 $1,509,380 0.16 $1,508,760
BX Trust 2021-ARIA E 6.6705% 15-OCT-2036, 6.70%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,507,157 $1,507,157 0.16 $1,497,980
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 $1,498,226 $1,498,226 0.16 $1,483,099
JW Commercial Mortgage Trust 2024-MRCO C 6.70181% 15-JUN-2039, 6.73%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,498,027 $1,498,027 0.16 $1,497,186
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,496,480 $1,496,480 0.16 $1,491,496
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,489,937 $1,495,802 $1,495,802 0.16 $1,489,139
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 1,450,000 $1,480,586 $1,480,586 0.16 $1,464,149
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,472,715 $1,472,715 0.16 $1,439,022
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.81%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,468,111 $1,468,111 0.16 $1,467,269
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,453,259 $1,453,259 0.16 $1,447,798
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,431,302 $1,443,779 $1,443,779 0.16 $1,442,982
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,417,764 $1,417,764 0.15 $1,410,275
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,387,336 $1,387,336 0.15 $1,387,336
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,359,737 $1,373,300 $1,373,300 0.15 $1,372,390
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 $1,360,646 $1,360,646 0.15 $1,358,173
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,359,846 $1,359,846 0.15 $1,350,050
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,298,323 $1,359,058 $1,359,058 0.15 $1,358,178
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 $1,325,074 $1,325,074 0.14 $1,316,668
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 $1,308,159 $1,308,159 0.14 $1,300,269
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,305,937 $1,305,937 0.14 $1,295,495
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,292,576 $1,292,576 0.14 $1,292,553
BX Trust 2021-MFM1 E 6.676% 15-JAN-2034, 6.71%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,292,497 $1,292,497 0.14 $1,284,877
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,329,856 $1,242,093 $1,242,093 0.13 $1,236,888
COMM 2024-WCL1 Mortgage Trust D 7.601% 17-JUN-2041, 7.63%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,238,487 $1,238,487 0.13 $1,237,693
COMM 2024-WCL1 Mortgage Trust C 7.201% 17-JUN-2041, 7.23%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,238,146 $1,238,146 0.13 $1,237,393
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 $1,234,979 $1,234,979 0.13 $1,234,334
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 $1,228,549 $1,228,549 0.13 $1,220,659
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 $1,224,433 $1,224,433 0.13 $1,223,807
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,206,338 $1,206,338 0.13 $1,202,262
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.61%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,206,207 $1,206,207 0.13 $1,205,623
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,198,512 $1,198,512 0.13 $1,197,929
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,192,112 $1,192,112 0.13 $1,185,433
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 $1,188,693 $1,188,693 0.13 $1,187,843
BX Trust 2024-CNYN C 6.25292% 15-APR-2041, 6.28%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,180,143 $1,180,143 0.13 $1,179,526
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.29%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,174,339 $1,174,339 0.13 $1,173,625
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,171,749 $1,171,749 0.13 $1,162,996
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,170,486 $1,170,486 0.13 $1,164,942
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.35517% 25-DEC-2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,146,704 $1,158,947 $1,158,947 0.13 $1,154,291
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,131,907 $1,155,946 $1,155,946 0.13 $1,147,957
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,127,922 $1,127,922 0.12 $1,123,163
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,054,756 $1,121,160 $1,121,160 0.12 $1,120,360
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,094,030 $1,098,420 $1,098,420 0.12 $1,090,196
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 $1,079,249 $1,079,249 0.12 $1,073,446
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,058,994 $1,058,994 0.11 $1,055,084
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,051,850 $1,054,295 $1,054,295 0.11 $1,053,710
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,045,061 $1,045,061 0.11 $1,044,325
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.21%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,040,740 $1,040,740 0.11 $1,040,197
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 $1,039,926 $1,039,926 0.11 $1,039,308
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,036,294 $1,036,294 0.11 $1,035,628
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 $1,034,723 $1,034,723 0.11 $1,029,640
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,028,406 $1,028,406 0.11 $1,020,665
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 $1,024,153 $1,024,153 0.11 $1,018,000
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.66%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,022,560 $1,022,560 0.11 $1,021,909
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,022,047 $1,022,047 0.11 $1,015,890
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 $1,021,479 $1,021,479 0.11 $1,019,635
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,017,331 $1,017,331 0.11 $1,015,192
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 $1,017,021 $1,017,021 0.11 $1,015,900
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 $1,010,976 $1,010,976 0.11 $1,007,303
BX Trust 2024-VLT4 D 6.751812% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,001,007 $1,001,007 0.11 $995,003
MTN Commercial Mortgage Trust 2022-LPFL F 9.605169% 15-MAR-2039, 9.64%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,000,425 $1,000,425 0.11 $999,622
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $970,427 $970,427 0.11 $965,143
BX Commercial Mortgage Trust 2024-AIR2 D 7.10245% 15-OCT-2041, 7.13%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $960,978 $960,978 0.10 $960,408
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $948,518 $948,518 0.10 $944,750
ALA Trust 2025-OANA D 7.40272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $943,296 $943,296 0.10 $936,589
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $916,284 $916,284 0.10 $915,613
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $909,678 $909,678 0.10 $909,084
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $906,263 $906,263 0.10 $905,345
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $906,252 $906,252 0.10 $905,586
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $875,005 $875,005 0.10 $872,987
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 833,333 $866,778 $866,778 0.09 $860,193
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 852,417 $864,035 $864,035 0.09 $856,969
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 833,333 $847,104 $847,104 0.09 $842,709
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $828,212 $828,212 0.09 $825,388
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.90517% 25-DEC-2031, 7.91%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 810,965 $827,453 $827,453 0.09 $823,357
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $810,423 $810,423 0.09 $806,130
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.10517% 25-JUN-2047, 6.11%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 805,390 $805,358 $805,358 0.09 $802,208
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.05517% 25-JUN-2047, 7.06%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 782,379 $804,566 $804,566 0.09 $801,039
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $801,733 $801,733 0.09 $799,523
BXHPP Trust 2021-FILM A 5.076% 15-AUG-2036, 5.11%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $790,444 $790,444 0.09 $790,095
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $781,823 $781,823 0.08 $781,329
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $772,972 $772,972 0.08 $772,327
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 743,939 $762,195 $762,195 0.08 $753,201
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 749,573 $759,667 $759,667 0.08 $753,477
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $758,419 $758,419 0.08 $757,984
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 743,939 $757,776 $757,776 0.08 $750,919
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 $721,563 $721,563 0.08 $718,842
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $720,338 $720,338 0.08 $719,863
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $706,086 $706,086 0.08 $705,684
Great Wolf Trust 2024-WOLF C 6.70276% 15-MAR-2039, 6.73%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $701,397 $701,397 0.08 $701,005
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 694,440 $701,274 $701,274 0.08 $695,790
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 $680,562 $680,562 0.07 $675,656
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 660,294 $661,432 $661,432 0.07 $657,873
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $646,856 $646,856 0.07 $644,453
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 $609,289 $609,289 0.07 $600,417
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 590,679 $608,905 $608,905 0.07 $608,418
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 570,440 $581,479 $581,479 0.06 $578,160
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,579 $568,579 0.06 $565,710
BX Trust 2022-FOX2 E 7.27093% 15-APR-2039, 7.30%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $548,187 $548,187 0.06 $544,652
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,115 $542,115 0.06 $538,801
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $528,020 $528,020 0.06 $525,992
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,219 $527,219 0.06 $525,665
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $526,060 $526,060 0.06 $525,628
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $519,897 $519,897 0.06 $519,557
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 514,658 $519,408 $519,408 0.06 $516,434
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,372 $518,372 0.06 $515,164
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 $512,896 $512,896 0.06 $509,443
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 $512,374 $512,374 0.06 $512,109
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $511,658 $511,658 0.06 $511,402
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $511,510 $511,510 0.06 $511,236
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 $510,588 $510,588 0.06 $507,793
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $509,914 $509,914 0.06 $509,663
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $508,422 $508,422 0.06 $503,193
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $507,636 $507,636 0.06 $507,393
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $505,501 $505,501 0.05 $505,259
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $504,955 $504,955 0.05 $504,664
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $504,347 $504,347 0.05 $504,060
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,717 $502,717 0.05 $497,656
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $502,259 $502,259 0.05 $502,002
BX Commercial Mortgage Trust 2023-VLT3 C 7.74976% 15-NOV-2042, 7.78%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $500,446 $500,446 0.05 $500,122
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 $499,328 $499,328 0.05 $498,415
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 463,683 $474,488 $474,488 0.05 $474,182
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,171 $463,171 0.05 $462,852
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $434,701 $434,701 0.05 $434,420
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.31%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $429,927 $429,927 0.05 $429,666
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $428,067 $428,067 0.05 $427,803
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $409,786 $409,786 0.04 $409,560
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $405,572 $405,572 0.04 $403,626
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $404,767 $404,767 0.04 $403,768
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 400,987 $402,005 $402,005 0.04 $401,762
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 $401,077 $401,077 0.04 $400,314
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 $389,164 $389,164 0.04 $387,635
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 $386,681 $386,681 0.04 $383,863
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $385,848 $385,848 0.04 $385,061
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $383,898 $383,898 0.04 $383,159
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $377,406 $377,406 0.04 $376,527
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $363,307 $363,307 0.04 $360,772
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 354,407 $357,284 $357,284 0.04 $356,907
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 338,678 $342,402 $342,402 0.04 $339,521
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,621 $335,621 0.04 $334,330
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,011 $326,011 0.04 $324,545
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $324,676 $324,676 0.04 $318,870
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $318,811 $318,811 0.03 $318,604
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 314,922 $318,469 $318,469 0.03 $318,294
BX Commercial Mortgage Trust 2024-MF C 6.25266% 15-FEB-2039, 6.28%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,299 $310,299 0.03 $310,137
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 301,464 $303,235 $303,235 0.03 $303,061
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 $300,208 $300,208 0.03 $299,945
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $295,782 $295,782 0.03 $294,643
CSMC 2021-BHAR E 7.927% 15-NOV-2038, 7.96%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $292,555 $292,555 0.03 $292,356
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $289,649 $289,649 0.03 $287,592
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $286,398 $286,398 0.03 $286,398
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,371 $261,371 0.03 $260,128
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 $254,763 $254,763 0.03 $254,601
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,311 $252,311 0.03 $252,169
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $251,510 $251,510 0.03 $251,327
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,070 $251,070 0.03 $250,908
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,017 $247,017 0.03 $246,866
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 $246,316 $246,316 0.03 $246,158
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,124 $239,124 0.03 $237,431
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,405 $232,405 0.03 $232,294
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $231,762 $231,762 0.03 $230,982
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 $216,597 $216,597 0.02 $215,673
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 192,749 $216,496 $216,496 0.02 $193,386
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 $204,506 $204,506 0.02 $203,507
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $203,981 $203,981 0.02 $203,798
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,205 $203,205 0.02 $203,047
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 194,841 $194,975 $194,975 0.02 $194,841
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $156,206 $156,206 0.02 $155,823
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 203,870 $156,088 $156,088 0.02 $155,906
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 151,814 $153,328 $153,328 0.02 $153,234
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $151,472 $151,472 0.02 $150,823
SWCH Commercial Mortgage Trust 2025-DATA E 7.65198% 15-FEB-2042, 7.68%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,024 $149,024 0.02 $148,928
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 142,816 $147,441 $147,441 0.02 $145,551
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 $138,952 $138,952 0.02 $138,644
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 139,580 $138,817 $138,817 0.02 $138,782
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 107,358 $106,029 $106,029 0.01 $105,647
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,649 $100,649 0.01 $100,378
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,160 $100,160 0.01 $99,896
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,563 $95,563 0.01 $95,296
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 $92,209 $92,209 0.01 $91,651
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 89,286 $88,939 $88,939 0.01 $88,491
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $76,699 $76,699 0.01 $76,477
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 $67,639 $67,639 0.01 $67,383
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 65,235 $65,403 $65,403 0.01 $65,363
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 64,254 $64,110 $64,110 0.01 $63,930
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 51,361 $51,892 $51,892 0.01 $51,849
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 43,123 $42,873 $42,873 0.00 $42,794
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,874 $37,874 0.00 $37,721
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - - $12,505 $12,505 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 10,163 $10,113 $10,113 0.00 $10,110
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $10,037 $10,037 0.00 $0
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 9,205 $9,233 $9,233 0.00 $9,204
CENT Trust 2023-CITY B 7.46176% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - - $4,508 $4,508 0.00 $0
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.78%, 05/15/38 BX 2021-VINO 05608KAG5 - - - $817 $817 0.00 $0
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-50,837,188 $0 0.00 $0
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,373,844 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,441,562 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,606,320 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-14,919,609 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,071,062 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,402,740 $-580 0.00 $-580
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,402,740 $-580 0.00 $-580
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,373,844 $-4,609 0.00 $-4,609
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-52,626,150 $-12,450 0.00 $-12,450
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $50,837,188 $-79,062 -0.01 $-79,062
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $52,626,150 $-95,450 -0.01 $-95,450
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - -44,565,000 $-36,339,549 $-36,339,549 -3.95 $-36,339,549
SEGREGATED CASH SEGCASH - $0.00 3,780,000 $3,780,000 $3,780,000 0.41 $3,780,000
US DOLLARS USD MD_142224 - - -231,883,537 $-231,883,537 $-231,883,537 -25.18 $-231,883,537
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,798,560 $99,393 0.01 $27,720
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,182,804 $32,640 0.00 $32,640
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,124,807 $21,771 0.00 $21,771
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,093,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,101,562 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,175,000 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,220,312 $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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