Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - US Advisor
{{banner.link_text}}
For Financial Professionals in the US

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 07/01/2025)

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 $65,543,340 $65,543,340 7.53 $65,543,340
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 60,613,000 $62,553,222 $62,553,222 7.19 $62,553,222
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 61,479,000 $60,198,884 $60,198,884 6.92 $60,198,884
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 57,605,000 $58,513,431 $58,513,431 6.73 $58,513,431
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 30,930,000 $27,842,691 $27,842,691 3.20 $27,842,691
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - 25,880,000 $24,732,947 $24,732,947 2.84 $24,732,947
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 25,640,000 $22,171,190 $22,171,190 2.55 $22,171,190
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 $16,804,581 $16,804,581 1.93 $16,785,110
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,065,984 $13,026,615 $13,026,615 1.50 $13,012,883
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 12,031,517 $12,039,489 $12,039,489 1.38 $12,027,078
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,574,539 $11,574,539 1.33 $11,543,470
Affirm Master Trust|5.6|07/15/2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,528,427 $7,528,427 0.87 $7,519,093
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,371,905 $7,435,391 $7,435,391 0.85 $7,399,506
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,967,376 $6,967,376 0.80 $6,932,182
BX Trust 2024-CNYN D 7.00185% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,713,950 $6,741,985 $6,741,985 0.78 $6,719,782
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 $6,702,192 $6,702,192 0.77 $6,693,757
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,260,205 $6,260,205 0.72 $6,253,003
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,353,402 $6,147,670 $6,147,670 0.71 $6,125,786
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,059,736 $6,059,736 0.70 $6,053,391
BX Trust 2025-TAIL D 6.76176% 15-JUN-2035, 6.75%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,029,919 $6,029,919 0.69 $5,999,544
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,977,366 $5,977,366 0.69 $5,930,908
PRET 2025-RPL3 Trust|4.15|04/25/2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,153,506 $5,935,776 $5,935,776 0.68 $5,913,786
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61176% 15-MAR-2042, 5.61%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,904,727 $5,904,727 0.68 $5,889,084
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,817,602 $5,817,602 0.67 $5,810,246
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 $5,678,133 $5,678,133 0.65 $5,672,450
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,660,130 $5,660,130 0.65 $5,654,114
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 $5,530,166 $5,530,166 0.64 $5,523,946
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,446,520 $5,518,642 $5,518,642 0.63 $5,491,388
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,410,707 $5,410,707 0.62 $5,377,398
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 $5,332,990 $5,332,990 0.61 $5,327,339
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 $5,318,531 $5,318,531 0.61 $5,312,270
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,190,357 $5,211,123 $5,211,123 0.60 $5,186,541
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,176,404 $5,176,404 0.60 $5,170,571
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,158,809 $5,158,809 0.59 $5,143,130
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,151,995 $5,151,995 0.59 $5,120,017
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,144,521 $5,144,521 0.59 $5,137,040
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,072,527 $5,072,527 0.58 $4,902,300
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,001,458 $5,001,551 $5,001,551 0.58 $4,996,197
Foundation Finance Trust 2025-2|5.09|04/15/2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,994,971 $4,994,971 0.57 $4,994,971
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 $4,988,837 $4,988,837 0.57 $4,958,712
Avis Budget Rental Car Funding AESOP LLC|7.31|06/20/2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,911,115 $4,911,115 0.56 $4,889,369
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 $4,890,653 $4,890,653 0.56 $4,884,470
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 $4,873,754 $4,873,754 0.56 $4,866,805
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 $4,840,630 $4,840,630 0.56 $4,834,310
StoneX Group Inc. 6.875% 15-JUL-2032, 6.88%, 07/15/32 SNEX 86189AAA7 - - 4,783,000 $4,833,526 $4,833,526 0.56 $4,833,526
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,942,844 $4,827,826 $4,827,826 0.56 $4,818,281
BX Commercial Mortgage Trust 2024-MF D 7.00158% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,787,325 $4,787,325 0.55 $4,743,029
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,735,699 $4,735,699 0.54 $4,719,868
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,714,698 $4,714,698 0.54 $4,690,440
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,707,656 $4,707,656 0.54 $4,675,387
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,557,285 $4,605,930 $4,605,930 0.53 $4,583,612
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 $4,538,700 $4,538,700 0.52 $4,513,213
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 $4,500,213 $4,500,213 0.52 $4,489,863
Great Wolf Trust 2024-WOLF D 7.20176% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,451,257 $4,451,257 0.51 $4,436,208
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 $4,391,174 $4,391,174 0.50 $4,384,486
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 $4,363,375 $4,363,375 0.50 $4,350,423
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 $4,261,637 $4,261,637 0.49 $4,251,961
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,191,271 $4,191,271 0.48 $4,158,855
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 $4,143,052 $4,143,052 0.48 $4,137,944
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,123,416 $4,123,416 0.47 $4,113,000
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,103,018 $4,103,018 0.47 $4,098,639
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,050,097 $4,083,418 $4,083,418 0.47 $4,063,699
BX Trust 2024-BRBK A 7.1914% 15-OCT-2041, 7.19%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,030,626 $4,030,626 0.46 $4,017,066
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,029,661 $4,029,661 0.46 $4,021,075
BX Trust 2025-LUNR D 6.81176% 15-JUN-2040, 6.83%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,023,679 $4,023,679 0.46 $4,003,189
BX Commercial Mortgage Trust 2024-XL5 D 7.00156% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $4,010,282 $4,010,282 0.46 $3,971,280
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 $3,930,887 $3,930,887 0.45 $3,890,620
BMP Commercial Mortgage Trust 2024-MF23 D 6.70225% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,781,895 $3,781,895 0.43 $3,748,327
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 $3,766,096 $3,766,096 0.43 $3,742,061
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,760,369 $3,760,369 0.43 $3,756,158
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,721,735 $3,721,735 0.43 $3,701,680
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,685,926 $3,712,491 $3,712,491 0.43 $3,694,453
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,696,740 $3,696,740 0.43 $3,692,094
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 $3,636,562 $3,636,562 0.42 $3,632,265
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,628,596 $3,628,596 0.42 $3,607,253
ALA Trust 2025-OANA A 6.05463% 15-JUN-2040, 6.04%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,522,945 $3,522,945 0.41 $3,511,783
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,457,679 $3,457,679 0.40 $3,428,100
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,388,980 $3,431,871 $3,431,871 0.39 $3,416,551
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 $3,417,140 $3,417,140 0.39 $3,407,273
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,410,893 $3,410,893 0.39 $3,405,242
SCG Commercial Mortgage Trust 2025-DLFN E 7.26176% 15-MAR-2027, 7.26%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,384,367 $3,384,367 0.39 $3,372,879
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,335,148 $3,353,370 $3,353,370 0.39 $3,334,792
BX Trust 2021-ARIA D 6.3214% 15-OCT-2036, 6.34%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,298,709 $3,298,709 0.38 $3,288,832
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,284,626 $3,284,626 0.38 $3,274,161
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 3,257,024 $3,268,116 $3,268,116 0.38 $3,256,850
FinBe USA Trust 2025-1|6.6|12/16/2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,264,660 $3,264,660 0.38 $3,261,085
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,210,011 $3,225,200 $3,225,200 0.37 $3,210,026
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,179,757 $3,198,980 $3,198,980 0.37 $3,183,638
Lendbuzz Securitization Trust 2025-2|6.18|04/15/2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,191,149 $3,191,149 0.37 $3,186,255
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 $3,170,309 $3,170,309 0.36 $3,164,385
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,190 $3,145,421 $3,145,421 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 $3,134,157 $3,134,157 0.36 $3,130,449
BX Trust 2024-VLT4 E 7.201164% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,123,053 $3,123,053 0.36 $3,112,409
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 $3,104,051 $3,104,051 0.36 $3,093,216
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,092,131 $3,092,131 0.36 $3,087,880
BX Trust 2021-ARIA F 7.0195% 15-OCT-2036, 7.02%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,082,830 $3,082,830 0.35 $3,072,594
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,077,795 $3,077,795 0.35 $3,073,716
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,039,161 $3,039,161 0.35 $3,035,517
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,032,096 $3,032,096 0.35 $3,014,038
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 $3,031,684 $3,031,684 0.35 $3,028,006
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 $3,030,715 $3,030,715 0.35 $3,027,379
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 $3,015,112 $3,015,112 0.35 $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 $2,997,105 $2,997,105 0.34 $2,978,261
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,972,698 $2,974,344 $2,974,344 0.34 $2,961,141
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.13%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,968,332 $2,968,332 0.34 $2,956,976
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.10%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,949,267 $2,949,267 0.34 $2,939,420
Lendbuzz Securitization Trust 2025-2|5.28|04/15/2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,939,323 $2,939,323 0.34 $2,935,468
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 $2,907,849 $2,907,849 0.33 $2,900,181
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,855,473 $2,855,473 0.33 $2,846,087
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,818,785 $2,818,785 0.32 $2,808,789
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,789,786 $2,815,957 $2,815,957 0.32 $2,802,048
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 $2,800,580 $2,800,580 0.32 $2,785,325
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 $2,744,650 $2,744,650 0.32 $2,741,068
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,741,536 $2,741,536 0.32 $2,733,377
BX Trust 2025-ROIC E 7.25305% 15-FEB-2042, 7.25%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,736,076 $2,736,076 0.31 $2,726,548
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,727,294 $2,727,294 0.31 $2,725,363
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 $2,722,043 $2,722,043 0.31 $2,720,107
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 $2,704,983 $2,704,983 0.31 $2,701,287
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,701,565 $2,701,565 0.31 $2,689,404
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,668,819 $2,668,819 0.31 $2,659,992
BX Trust 2024-BIO C 6.95176% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,658,523 $2,658,523 0.31 $2,633,920
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,621,622 $2,621,622 0.30 $2,612,673
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,579,989 $2,579,989 0.30 $2,553,196
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,549,376 $2,549,376 0.29 $2,516,643
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,542,118 $2,542,118 0.29 $2,528,970
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,540,525 $2,540,525 0.29 $2,533,113
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,537,767 $2,537,767 0.29 $2,507,470
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 $2,531,963 $2,531,963 0.29 $2,518,113
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 $2,531,611 $2,531,611 0.29 $2,526,400
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,529,054 $2,529,054 0.29 $2,513,697
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,526,074 $2,526,074 0.29 $2,518,032
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,523,351 $2,523,351 0.29 $2,518,851
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,042 $2,521,042 0.29 $2,513,285
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,519,974 $2,519,974 0.29 $2,514,716
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,519,443 $2,519,443 0.29 $2,498,702
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 $2,508,422 $2,508,422 0.29 $2,505,506
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,481,623 $2,501,131 $2,501,131 0.29 $2,488,209
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 $2,496,549 $2,496,549 0.29 $2,489,632
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 $2,467,178 $2,467,178 0.28 $2,459,166
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,439,115 $2,439,115 0.28 $2,428,554
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 $2,435,889 $2,435,889 0.28 $2,433,649
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 $2,435,699 $2,435,699 0.28 $2,432,034
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,423,090 $2,423,090 0.28 $2,337,406
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 $2,420,954 $2,420,954 0.28 $2,414,674
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,391,929 $2,416,244 $2,416,244 0.28 $2,404,139
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,387,961 $2,387,961 0.27 $2,377,845
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,372,941 $2,372,941 0.27 $2,365,463
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,339,841 $2,339,841 0.27 $2,332,076
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,328,922 $2,328,922 0.27 $2,325,769
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,301,497 $2,301,497 0.26 $2,298,411
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 $2,289,826 $2,289,826 0.26 $2,285,100
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,279,790 $2,279,790 0.26 $2,277,165
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,214,000 $2,232,038 $2,232,038 0.26 $2,221,548
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,335,903 $2,231,519 $2,231,519 0.26 $2,224,982
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,225,054 $2,225,054 0.26 $2,216,924
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,180,780 $2,180,780 0.25 $2,173,741
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,164,939 $2,164,939 0.25 $2,163,414
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 $2,164,493 $2,164,493 0.25 $2,156,586
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 2,090,000 $2,107,019 $2,107,019 0.24 $2,096,611
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 2,090,000 $2,105,291 $2,105,291 0.24 $2,094,919
OPEN Trust 2023-AIR B 8.149757% 15-NOV-2040, 8.15%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,102,598 $2,102,598 0.24 $2,079,965
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,097,945 $2,097,945 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 $2,076,354 $2,076,354 0.24 $2,057,106
BX Commercial Mortgage Trust 2021-VINO E 6.37833% 15-MAY-2038, 6.38%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,072,676 $2,072,676 0.24 $2,066,450
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 $2,060,282 $2,060,282 0.24 $2,055,572
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,052,324 $2,052,324 0.24 $2,049,516
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 $2,048,758 $2,048,758 0.24 $2,045,774
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.945663% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,047,928 $2,047,928 0.24 $2,045,960
BX Commercial Mortgage Trust 2024-WPT D 7.00146% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,022,628 $2,022,628 0.23 $2,003,927
LIFE 2022-BMR2 Mortgage Trust D 6.85367% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,018,344 $2,018,344 0.23 $2,011,175
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95019% 15-MAY-2041, 7.95%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,018,319 $2,018,319 0.23 $1,997,088
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,013,767 $2,013,767 0.23 $2,007,081
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,011,538 $2,011,538 0.23 $2,005,881
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 $2,011,355 $2,011,355 0.23 $2,002,222
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 $2,011,287 $2,011,287 0.23 $1,996,540
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 $2,004,769 $2,004,769 0.23 $1,956,151
CONE Trust 2024-DFW1 A 5.95349% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,003,203 $2,003,203 0.23 $1,997,580
SMRT Commercial Mortgage Trust 2022-MINI F 7.66176% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,987,205 $1,987,205 0.23 $1,979,878
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,985,267 $1,985,267 0.23 $1,977,775
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,984,187 $1,984,187 0.23 $1,983,534
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 $1,967,786 $1,967,786 0.23 $1,956,356
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,962,675 $1,962,675 0.23 $1,944,697
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,957,517 $1,957,517 0.23 $1,947,607
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,957,313 $1,957,313 0.23 $1,947,737
BX Trust 2022-FOX2 D 6.42273% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,941,124 $1,941,124 0.22 $1,935,232
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,938,814 $1,938,814 0.22 $1,929,276
BX Commercial Mortgage Trust 2024-AIR2 C 6.55324% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,937,749 $1,937,749 0.22 $1,920,958
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,877,956 $1,877,956 0.22 $1,872,224
BX Trust 2024-BRBK B 8.23836% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,868,166 $1,868,166 0.21 $1,855,153
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,786,317 $1,797,384 $1,797,384 0.21 $1,788,707
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 $1,773,135 $1,773,135 0.20 $1,768,761
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,768,387 $1,768,387 0.20 $1,753,989
SBNA Auto Receivables Trust 2025-SF1|5.34|09/15/2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,756,054 $1,756,054 0.20 $1,754,497
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 $1,748,297 $1,748,297 0.20 $1,737,633
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 $1,741,773 $1,741,773 0.20 $1,739,105
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 $1,730,999 $1,730,999 0.20 $1,721,630
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 $1,687,477 $1,687,477 0.19 $1,672,642
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 $1,683,760 $1,683,760 0.19 $1,665,082
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 $1,678,525 $1,678,525 0.19 $1,676,871
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 $1,677,396 $1,677,396 0.19 $1,666,434
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,659,585 $1,659,585 0.19 $1,654,995
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 $1,624,456 $1,624,456 0.19 $1,622,385
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,623,756 $1,623,756 0.19 $1,613,951
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - 1,738,000 $1,615,104 $1,615,104 0.19 $1,615,104
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 $1,582,571 $1,582,571 0.18 $1,581,297
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,579,941 $1,579,941 0.18 $1,575,347
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,577,766 $1,577,766 0.18 $1,574,350
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,553,155 $1,553,155 0.18 $1,550,515
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,546,744 $1,546,744 0.18 $1,540,646
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 $1,539,021 $1,539,021 0.18 $1,534,154
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,538,555 $1,538,555 0.18 $1,532,468
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,527,650 $1,527,650 0.18 $1,522,944
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 $1,519,912 $1,519,912 0.17 $1,513,440
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 $1,517,675 $1,517,675 0.17 $1,512,943
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,512,596 $1,512,596 0.17 $1,510,116
JW Commercial Mortgage Trust 2024-MRCO C 6.70181% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,509,052 $1,509,052 0.17 $1,495,626
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,505,906 $1,505,906 0.17 $1,496,494
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 $1,503,150 $1,503,150 0.17 $1,492,196
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,489,937 $1,501,602 $1,501,602 0.17 $1,498,746
BX Trust 2021-ARIA E 6.6705% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,501,328 $1,501,328 0.17 $1,496,602
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 $1,487,403 $1,487,403 0.17 $1,482,711
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,479,283 $1,479,283 0.17 $1,465,853
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 $1,477,289 $1,477,289 0.17 $1,466,447
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,462,013 $1,462,013 0.17 $1,433,358
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,456,953 $1,456,953 0.17 $1,455,291
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 $1,434,156 $1,434,156 0.16 $1,428,791
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,419,822 $1,419,822 0.16 $1,417,543
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,323,442 $1,401,905 $1,401,905 0.16 $1,387,685
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,387,975 $1,387,975 0.16 $1,387,975
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 $1,370,469 $1,370,469 0.16 $1,368,992
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,357,823 $1,357,823 0.16 $1,351,362
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,351,314 $1,351,314 0.16 $1,201,851
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 $1,320,712 $1,320,712 0.15 $1,317,109
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,310,633 $1,310,633 0.15 $1,303,746
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 $1,303,641 $1,303,641 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 $1,294,572 $1,294,572 0.15 $1,283,127
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,291,920 $1,291,920 0.15 $1,291,905
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 $1,283,659 $1,283,659 0.15 $1,279,018
BX Trust 2024-CNYN C 6.25292% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,258,866 $1,270,056 $1,270,056 0.15 $1,259,542
COMM 2024-WCL1 Mortgage Trust D 7.601% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,245,351 $1,245,351 0.14 $1,240,864
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 $1,242,631 $1,242,631 0.14 $1,238,981
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,328,139 $1,242,020 $1,242,020 0.14 $1,238,589
COMM 2024-WCL1 Mortgage Trust C 7.201% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,240,596 $1,240,596 0.14 $1,236,345
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 $1,231,266 $1,231,266 0.14 $1,227,718
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 $1,221,621 $1,221,621 0.14 $1,219,220
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,201,790 $1,201,790 0.14 $1,198,503
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 $1,196,335 $1,196,335 0.14 $1,191,518
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 1,183,588 $1,195,741 $1,195,741 0.14 $1,194,374
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,190,110 $1,190,110 0.14 $1,188,077
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,178,543 $1,178,543 0.14 $1,175,241
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,177,685 $1,177,685 0.14 $1,173,655
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,094,030 $1,174,126 $1,174,126 0.13 $1,093,048
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,172,738 $1,172,738 0.13 $1,171,051
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,170,918 $1,170,918 0.13 $1,165,144
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 $1,162,222 $1,162,222 0.13 $1,154,617
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,153,014 $1,159,696 $1,159,696 0.13 $1,156,064
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,131,907 $1,150,483 $1,150,483 0.13 $1,146,755
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,074,785 $1,145,990 $1,145,990 0.13 $1,141,371
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,124,670 $1,124,670 0.13 $1,123,221
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 $1,075,847 $1,075,847 0.12 $1,074,081
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,030 $1,055,030 0.12 $1,053,840
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,047,376 $1,047,376 0.12 $1,043,206
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 $1,047,014 $1,047,014 0.12 $1,043,510
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,042,623 $1,042,623 0.12 $1,039,561
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,041,909 $1,041,909 0.12 $1,038,131
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 $1,033,418 $1,033,418 0.12 $1,031,872
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,026,570 $1,026,570 0.12 $1,022,824
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 $1,024,051 $1,024,051 0.12 $1,017,700
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,023,671 $1,023,671 0.12 $1,019,997
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 $1,023,481 $1,023,481 0.12 $1,018,408
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,021,502 $1,021,502 0.12 $1,017,470
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,015,459 $1,015,459 0.12 $1,012,480
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 $1,008,396 $1,008,396 0.12 $1,005,760
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 $1,007,567 $1,007,567 0.12 $1,006,449
MTN Commercial Mortgage Trust 2022-LPFL F 9.605169% 15-MAR-2039, 9.61%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,004,258 $1,004,258 0.12 $999,722
BX Trust 2024-VLT4 D 6.751812% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,003,127 $1,003,127 0.12 $994,110
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $979,367 $979,367 0.11 $975,882
BX Commercial Mortgage Trust 2024-AIR2 D 7.10245% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $965,802 $965,802 0.11 $962,585
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $943,326 $943,326 0.11 $942,179
ALA Trust 2025-OANA D 7.40272% 15-JUN-2040, 7.39%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $937,931 $937,931 0.11 $934,292
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $919,236 $919,236 0.11 $915,870
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,681 $917,681 0.11 $913,877
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $905,633 $905,633 0.10 $900,435
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $903,683 $903,683 0.10 $899,909
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $874,544 $874,544 0.10 $873,930
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 833,333 $865,727 $865,727 0.10 $862,905
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 852,417 $861,776 $861,776 0.10 $857,115
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 833,333 $849,097 $849,097 0.10 $847,214
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 $830,576 $830,576 0.10 $823,889
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $827,422 $827,422 0.10 $826,563
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $816,592 $816,592 0.09 $780,693
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $812,793 $812,793 0.09 $811,487
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 $808,176 $808,176 0.09 $807,211
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 $807,622 $807,622 0.09 $803,459
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 $807,437 $807,437 0.09 $806,357
BXHPP Trust 2021-FILM A 5.076% 15-AUG-2036, 5.08%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $787,363 $787,363 0.09 $785,397
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $783,622 $783,622 0.09 $780,827
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 743,939 $760,578 $760,578 0.09 $754,646
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,154 $760,154 0.09 $757,689
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 749,573 $757,710 $757,710 0.09 $753,627
CENT Trust 2023-CITY B 7.46176% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $757,504 $757,504 0.09 $750,031
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 743,939 $756,694 $756,694 0.09 $752,171
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 $723,950 $723,950 0.08 $722,784
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $722,631 $722,631 0.08 $719,937
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $708,625 $708,625 0.08 $706,348
Great Wolf Trust 2024-WOLF C 6.70276% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $703,593 $703,593 0.08 $701,377
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 694,440 $699,275 $699,275 0.08 $695,658
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 $678,366 $678,366 0.08 $676,263
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $644,655 $644,655 0.07 $643,924
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 $643,032 $643,032 0.07 $634,858
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 660,294 $641,509 $641,509 0.07 $639,984
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 $606,257 $606,257 0.07 $600,471
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $579,816 $579,816 0.07 $579,153
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 $576,930 $576,930 0.07 $576,538
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 570,440 $571,529 $571,529 0.07 $570,107
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,627 $567,627 0.07 $566,754
BX Trust 2022-FOX2 E 7.27093% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $550,039 $550,039 0.06 $544,655
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $539,507 $539,507 0.06 $538,498
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $530,947 $530,947 0.06 $528,020
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $528,327 $528,327 0.06 $525,878
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $525,723 $525,723 0.06 $525,106
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,287 $523,287 0.06 $521,363
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,182 $518,182 0.06 $516,807
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 514,658 $518,056 $518,056 0.06 $516,782
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,298 $514,298 0.06 $512,744
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 $513,643 $513,643 0.06 $512,142
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,518 $513,518 0.06 $512,065
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 $512,880 $512,880 0.06 $511,400
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,256 $511,256 0.06 $509,832
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,061 $510,061 0.06 $508,682
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 $509,933 $509,933 0.06 $508,581
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $508,449 $508,449 0.06 $504,885
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,796 $506,796 0.06 $505,145
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,161 $506,161 0.06 $504,534
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $505,883 $505,883 0.06 $504,513
BX Commercial Mortgage Trust 2023-VLT3 C 7.74976% 15-NOV-2042, 7.75%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $505,155 $505,155 0.06 $499,980
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,706 $503,706 0.06 $502,251
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $500,809 $500,809 0.06 $497,508
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.25176% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $496,894 $496,894 0.06 $494,473
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 $490,705 $490,705 0.06 $488,898
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $465,944 $465,944 0.05 $464,138
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 $438,080 $438,080 0.05 $436,483
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.28%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,405 $431,405 0.05 $429,931
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $431,376 $431,376 0.05 $429,878
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 422,828 $425,431 $425,431 0.05 $423,975
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,858 $411,858 0.05 $410,580
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $406,882 $406,882 0.05 $406,290
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 $406,244 $406,244 0.05 $404,362
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 $400,966 $400,966 0.05 $400,640
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 $388,474 $388,474 0.04 $388,009
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 $386,380 $386,380 0.04 $385,172
BAMLL Re-REMIC Trust 2024-FRR4 E 1.485913% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $384,714 $384,714 0.04 $384,195
BAMLL Re-REMIC Trust 2024-FRR4 F 1.394339% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $382,610 $382,610 0.04 $382,123
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $380,812 $380,812 0.04 $379,209
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 $374,701 $374,701 0.04 $372,477
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $364,688 $364,688 0.04 $363,016
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 338,678 $341,752 $341,752 0.04 $339,852
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,250 $334,250 0.04 $333,857
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 $334,159 $334,159 0.04 $333,121
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,437 $325,437 0.04 $324,990
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $321,720 $321,720 0.04 $316,913
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $321,054 $321,054 0.04 $319,878
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 314,691 $319,907 $319,907 0.04 $316,984
BX Commercial Mortgage Trust 2024-MF C 6.25266% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,091 $311,091 0.04 $310,176
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 $302,130 $302,130 0.03 $300,644
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $298,761 $298,761 0.03 $296,912
CSMC 2021-BHAR E 7.927% 15-NOV-2038, 7.93%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,164 $293,164 0.03 $292,042
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $290,680 $290,680 0.03 $289,324
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $280,819 $280,819 0.03 $280,819
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,268 $261,268 0.03 $260,890
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 $256,647 $256,647 0.03 $255,729
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,551 $252,551 0.03 $251,515
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,052 $252,052 0.03 $251,130
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $251,225 $251,225 0.03 $250,251
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $250,273 $250,273 0.03 $249,471
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,683 $247,683 0.03 $246,830
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 $247,547 $247,547 0.03 $246,654
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,468 $239,468 0.03 $238,351
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,490 $232,490 0.03 $231,861
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $231,124 $231,124 0.03 $230,886
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 $218,844 $218,844 0.03 $216,243
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 214,747 $217,341 $217,341 0.02 $215,580
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,496 $205,496 0.02 $204,460
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 $204,390 $204,390 0.02 $203,906
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,354 $204,354 0.02 $203,458
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.78%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $176,296 $176,296 0.02 $174,945
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 171,619 $172,483 $172,483 0.02 $171,877
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 $170,033 $170,033 0.02 $169,440
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 159,797 $159,046 $159,046 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 $157,775 $157,775 0.02 $157,720
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $156,008 $156,008 0.02 $155,891
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 $151,888 $151,888 0.02 $151,610
SWCH Commercial Mortgage Trust 2025-DATA E 7.65198% 15-FEB-2042, 7.65%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,043 $149,043 0.02 $148,501
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 142,816 $147,028 $147,028 0.02 $145,781
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 $139,312 $139,312 0.02 $138,749
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 107,358 $105,800 $105,800 0.01 $105,636
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,434 $100,434 0.01 $100,352
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,912 $99,912 0.01 $99,831
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,327 $95,327 0.01 $95,245
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 $92,036 $92,036 0.01 $91,866
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 89,286 $88,613 $88,613 0.01 $88,318
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,421 $77,421 0.01 $77,353
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 $67,397 $67,397 0.01 $67,319
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 64,254 $63,947 $63,947 0.01 $63,863
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 $62,461 $62,461 0.01 $62,168
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 $52,352 $52,352 0.01 $52,175
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,850 $37,850 0.00 $37,804
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 15,398 $15,363 $15,363 0.00 $15,335
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 9,205 $9,206 $9,206 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 $7,732 $7,732 0.00 $7,216
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 $109,920,414 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,428,797 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-35,012,391 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,101,016 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,428,840 $-2,900 0.00 $-2,900
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,417,633 $-3,688 0.00 $-3,688
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,428,840 $-4,060 0.00 $-4,060
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,417,633 $-5,992 0.00 $-5,992
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-51,864,625 $-12,865 0.00 $-12,865
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-51,455,312 $-35,938 0.00 $-35,938
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $51,455,312 $-64,688 -0.01 $-64,688
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $51,864,625 $-149,400 -0.02 $-149,400
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -44,565,000 $-36,946,702 $-36,946,702 -4.25 $-36,946,702
SEGREGATED CASH SEGCASH - $0.00 3,630,000 $3,630,000 $3,630,000 0.42 $3,630,000
US DOLLARS USD MD_142224 - - -261,461,266 $-261,461,266 $-261,461,266 -30.06 $-261,461,266
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,787,780 $123,026 0.01 $16,940
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,170,111 $60,469 0.01 $19,947
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,116,340 $40,332 0.00 $13,304
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,168,750 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,234,375 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,270,312 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,368,750 $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.

Choose region

Country

Language

What type of investor are you?