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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of May 1, 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% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - 99,760,000 $99,315,469 $99,315,469 13.88 $99,315,469
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 60,613,000 $62,337,440 $62,337,440 8.72 $62,337,440
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - 61,479,000 $59,999,262 $59,999,262 8.39 $59,999,262
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 57,605,000 $58,334,855 $58,334,855 8.16 $58,334,855
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 30,930,000 $27,788,162 $27,788,162 3.89 $27,788,162
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 25,880,000 $24,662,708 $24,662,708 3.46 $24,662,708
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 25,640,000 $22,147,217 $22,147,217 3.10 $22,147,217
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,693,592 $16,693,592 2.33 $16,673,963
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,285,002 $13,198,032 $13,198,032 1.84 $13,183,944
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,505,196 $11,505,196 1.61 $11,474,128
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,645,596 $7,717,587 $7,717,587 1.08 $7,680,369
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,643,395 $6,775,828 $6,775,828 0.95 $6,767,184
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,762,264 $6,724,665 $6,724,665 0.94 $6,702,274
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 6,343,044 $6,318,887 $6,318,887 0.88 $6,280,653
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,517,100 $6,262,727 $6,262,727 0.87 $6,240,280
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,240,954 $6,240,954 0.87 $6,233,693
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,953,714 $5,966,646 $5,966,646 0.83 $5,959,069
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,900,638 $5,900,638 0.82 $5,854,180
KRE Commercial Mortgage Trust 2025-AIP4 A 5.62186% 15-MAR-2042, 5.62%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,850,542 $5,850,542 0.82 $5,834,873
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,789,591 $5,776,259 $5,776,259 0.81 $5,770,063
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,644,576 $5,644,576 0.79 $5,638,560
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,559,543 $5,630,465 $5,630,465 0.79 $5,602,645
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 5,422,872 $5,441,460 $5,441,460 0.76 $5,422,703
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,430,000 $5,432,880 $5,432,880 0.76 $5,429,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,296,159 $5,296,159 0.74 $5,289,848
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 5,427,666 $5,265,528 $5,265,528 0.74 $5,255,046
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,265,443 $5,265,443 0.74 $5,249,234
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,018,103 $5,180,908 $5,180,908 0.72 $5,045,312
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,162,759 $5,162,759 0.72 $5,155,277
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,067,638 $5,123,840 $5,123,840 0.72 $5,097,574
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,052,311 $5,029,479 $5,029,479 0.70 $5,024,024
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,964,718 $4,964,718 0.69 $4,845,053
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,799,067 $4,894,270 $4,894,270 0.68 $4,887,793
BX Commercial Mortgage Trust 2024-MF D 7.01168% 15-FEB-2039, 7.01%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,727,739 $4,727,739 0.66 $4,712,053
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,580,208 $4,724,582 $4,724,582 0.66 $4,698,086
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,708,016 $4,708,016 0.66 $4,680,508
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,698,757 $4,698,757 0.66 $4,682,926
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 $4,520,611 $4,520,611 0.63 $4,491,631
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,407,151 $4,407,151 0.62 $4,393,854
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 $4,313,822 $4,313,822 0.60 $4,307,133
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 $4,289,857 $4,289,857 0.60 $4,255,991
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,203,533 $4,228,707 $4,228,707 0.59 $4,213,299
COOPR Residential Mortgage Trust 2025-CES1|5.654|05/25/2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,116,000 $4,151,354 $4,151,354 0.58 $4,131,314
BX Commercial Mortgage Trust 2021-SOAR D 5.836% 15-JUN-2038, 5.84%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,138,874 $4,138,874 0.58 $4,127,396
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,100,868 $4,100,868 0.57 $4,095,722
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,817,549 $3,833,286 $3,833,286 0.54 $3,814,605
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,688,119 $3,780,895 $3,780,895 0.53 $3,763,181
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,623,347 $3,753,556 $3,753,556 0.52 $3,731,506
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,745,711 $3,745,711 0.52 $3,741,500
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 $3,745,623 $3,745,623 0.52 $3,721,589
FREMF 2023-K511 Mortgage Trust C 5.634605% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,716,324 $3,716,324 0.52 $3,696,269
BMP Commercial Mortgage Trust 2024-MF23 D 6.71235% 15-JUN-2041, 6.71%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,704,691 $3,704,691 0.52 $3,692,805
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,698,916 $3,698,916 0.52 $3,694,270
PRPM 2025-2 LLC|6.469|05/25/2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,429,000 $3,465,063 $3,465,063 0.48 $3,442,265
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,425,957 $3,425,957 0.48 $3,421,070
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,416,630 $3,416,630 0.48 $3,406,764
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,404,023 $3,404,023 0.48 $3,398,373
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,355,839 $3,374,263 $3,374,263 0.47 $3,358,399
SCG Commercial Mortgage Trust 2025-DLFN E 7.27186% 15-MAR-2027, 7.27%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,336,595 $3,336,595 0.47 $3,325,091
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,289,764 $3,286,539 $3,286,539 0.46 $3,270,667
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,236,621 $3,236,621 0.45 $3,226,156
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.60235% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,229,150 $3,235,641 $3,235,641 0.45 $3,229,129
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,231,291 $3,231,291 0.45 $3,209,105
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 - - 3,137,624 $3,177,735 $3,177,735 0.44 $3,173,593
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,150,220 $3,174,810 $3,174,810 0.44 $3,170,995
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,141,601 $3,140,269 $3,140,269 0.44 $3,126,316
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,126,080 $3,126,080 0.44 $3,122,372
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,122,429 $3,111,378 $3,111,378 0.43 $3,107,854
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.41101% 15-AUG-2041, 7.41%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,103,833 $3,103,833 0.43 $3,092,984
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,085,768 $3,085,768 0.43 $3,081,517
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,075,335 $3,075,335 0.43 $3,071,256
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,048,117 $3,048,117 0.43 $3,039,072
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,023,123 $3,023,123 0.42 $3,012,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,020,337 $3,020,337 0.42 $3,016,631
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 $3,010,340 $3,010,340 0.42 $2,979,834
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,005,972 $3,005,972 0.42 $2,986,838
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,965,209 $2,938,231 $2,938,231 0.41 $2,928,178
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,922,974 $2,922,974 0.41 $2,913,112
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,876,514 $2,876,514 0.40 $2,867,128
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 $2,868,571 $2,868,571 0.40 $2,860,903
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 $2,846,692 $2,846,692 0.40 $2,828,635
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 $2,779,094 $2,779,094 0.39 $2,763,838
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,903,214 $2,777,175 $2,777,175 0.39 $2,775,199
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,748,213 $2,748,213 0.38 $2,738,671
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,883,955 $2,747,549 $2,747,549 0.38 $2,745,587
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,732,253 $2,732,253 0.38 $2,722,257
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,728,792 $2,728,792 0.38 $2,720,633
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 2,699,216 $2,710,007 $2,710,007 0.38 $2,706,883
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 $2,705,511 $2,705,511 0.38 $2,701,815
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,649,340 $2,684,554 $2,684,554 0.38 $2,670,759
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,655,500 $2,655,500 0.37 $2,647,488
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,644,335 $2,644,335 0.37 $2,636,535
BX Trust 2024-BIO C 6.96186% 15-FEB-2041, 6.96%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,618,962 $2,618,962 0.37 $2,610,250
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,593,537 $2,593,537 0.36 $2,584,588
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,548,614 $2,548,614 0.36 $2,545,814
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,529,046 $2,529,046 0.35 $2,513,689
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,524,659 $2,524,659 0.35 $2,517,186
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,232 $2,521,232 0.35 $2,513,475
Sandstone Peak III C 6.95007% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,515,870 $2,515,870 0.35 $2,512,500
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,511,159 $2,511,159 0.35 $2,503,735
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,509,609 $2,509,609 0.35 $2,504,980
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 $2,503,197 $2,503,197 0.35 $2,489,347
MTN Commercial Mortgage Trust 2022-LPFL B 6.2256% 15-MAR-2039, 6.23%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,498,038 $2,498,038 0.35 $2,490,688
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45369% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,495,318 $2,495,318 0.35 $2,490,085
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,493,690 $2,493,690 0.35 $2,480,543
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,477,243 $2,477,243 0.35 $2,471,985
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,457,276 $2,472,894 $2,472,894 0.35 $2,460,458
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,418,627 $2,418,627 0.34 $2,408,066
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,363,627 $2,363,627 0.33 $2,354,690
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 $2,357,755 $2,357,755 0.33 $2,355,515
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,355,549 $2,355,549 0.33 $2,348,071
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,329,553 $2,329,553 0.33 $2,326,399
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,321,683 $2,321,683 0.32 $2,313,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35369% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,289,111 $2,289,111 0.32 $2,284,364
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,400,000 $2,280,944 $2,280,944 0.32 $2,267,727
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10369% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,277,413 $2,277,413 0.32 $2,274,305
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,239,955 $2,239,955 0.31 $2,237,331
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.9504% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,227,844 $2,239,784 $2,239,784 0.31 $2,235,053
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,200,330 $2,200,330 0.31 $2,193,291
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,277,961 $2,193,573 $2,193,573 0.31 $2,192,023
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,084,178 $2,152,482 $2,152,482 0.30 $2,149,540
OPEN Trust 2023-AIR B 8.159857% 15-NOV-2040, 8.16%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,083,976 $2,083,976 0.29 $2,075,961
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,004,303 $2,061,335 $2,061,335 0.29 $2,049,939
BX Commercial Mortgage Trust 2021-VINO E 6.38833% 15-MAY-2038, 6.39%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,052,776 $2,052,776 0.29 $2,046,540
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70369% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,037,365 $2,037,365 0.28 $2,034,375
LIFE 2022-BMR2 Mortgage Trust C 6.41498% 15-MAY-2039, 6.41%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,032,081 $2,032,081 0.28 $2,025,265
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,030,935 $2,030,935 0.28 $2,024,248
Gracie Point International Funding, Series 2023-1 D 8.92441% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,023,181 $2,023,181 0.28 $1,993,433
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 $2,017,171 $2,017,171 0.28 $2,008,038
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.955534% 27-SEP-2052, 0.96%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,005,157 $2,005,157 0.28 $2,003,167
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,002,317 $2,002,317 0.28 $2,001,664
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,000,829 $2,000,829 0.28 $1,995,172
CONE Trust 2024-DFW1 A 5.96359% 15-AUG-2041, 5.96%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,996,810 $1,996,810 0.28 $1,991,177
BX Commercial Mortgage Trust 2024-WPT D 7.01156% 15-APR-2041, 7.01%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $1,984,858 $1,984,858 0.28 $1,978,236
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,976,890 $1,976,890 0.28 $1,970,272
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,980,000 $1,971,754 $1,971,754 0.28 $1,952,980
GWT Commercial Mortgage Trust 2024-WLF2 E 7.96029% 15-MAY-2041, 7.96%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,969,213 $1,969,213 0.28 $1,961,695
CSMC 2021-BHAR C 6.437% 15-NOV-2038, 6.44%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,968,229 $1,968,229 0.27 $1,962,865
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,959,145 $1,959,145 0.27 $1,951,966
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,947,893 $1,947,893 0.27 $1,941,390
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5004% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,931,747 $1,945,138 $1,945,138 0.27 $1,940,711
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,917,975 $1,917,975 0.27 $1,914,808
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 $1,914,522 $1,914,522 0.27 $1,907,510
SMRT Commercial Mortgage Trust 2022-MINI F 7.67186% 15-JAN-2039, 7.67%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,911,186 $1,911,186 0.27 $1,903,849
BX Commercial Mortgage Trust 2024-AIR2 C 6.56324% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,910,488 $1,910,488 0.27 $1,904,542
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,880,043 $1,880,043 0.26 $1,874,311
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,867,467 $1,879,846 $1,879,846 0.26 $1,870,776
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,864,974 $1,864,974 0.26 $1,858,896
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 1,794,071 $1,862,031 $1,862,031 0.26 $1,859,204
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,808,658 $1,828,076 $1,828,076 0.26 $1,820,895
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,786,224 $1,823,030 $1,823,030 0.25 $1,820,795
BX Commercial Mortgage Trust 2024-XL5 D 7.01166% 15-MAR-2041, 7.01%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,815,877 $1,797,501 $1,797,501 0.25 $1,791,488
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90369% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,789,449 $1,789,449 0.25 $1,786,790
BXHPP Trust 2021-FILM C 5.536% 15-AUG-2036, 5.54%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,763,780 $1,763,780 0.25 $1,758,682
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 $1,748,839 $1,748,839 0.24 $1,738,176
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 $1,733,372 $1,733,372 0.24 $1,730,703
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,726,529 $1,726,529 0.24 $1,707,789
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,701,855 $1,723,488 $1,723,488 0.24 $1,717,924
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,727,763 $1,697,908 $1,697,908 0.24 $1,696,228
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 $1,662,431 $1,662,431 0.23 $1,651,469
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,643,965 $1,643,965 0.23 $1,639,375
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - 1,738,000 $1,612,254 $1,612,254 0.23 $1,612,254
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,608,597 $1,608,597 0.22 $1,606,512
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,610,874 $1,597,690 $1,597,690 0.22 $1,592,610
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 $1,582,033 $1,582,033 0.22 $1,578,510
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,579,733 $1,579,733 0.22 $1,575,139
MVW 2025-1 LLC|5.75|09/22/2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,544,000 $1,555,686 $1,555,686 0.22 $1,555,440
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,553,859 $1,553,859 0.22 $1,551,219
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,530,330 $1,549,993 $1,549,993 0.22 $1,544,186
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,544,445 $1,544,445 0.22 $1,538,346
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 $1,539,675 $1,539,675 0.22 $1,534,809
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 $1,532,418 $1,532,418 0.21 $1,527,712
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 $1,522,473 $1,522,473 0.21 $1,517,742
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 $1,522,436 $1,522,436 0.21 $1,515,964
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,516,718 $1,516,718 0.21 $1,507,307
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 1,500,000 $1,509,480 $1,509,480 0.21 $1,497,860
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,508,973 $1,508,973 0.21 $1,502,887
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,491,078 $1,491,078 0.21 $1,472,252
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,478,664 $1,487,691 $1,487,691 0.21 $1,485,252
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,485,462 $1,485,462 0.21 $1,481,287
JW Commercial Mortgage Trust 2024-MRCO C 6.71191% 15-JUN-2039, 6.71%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,482,267 $1,482,267 0.21 $1,477,512
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 $1,464,352 $1,464,352 0.20 $1,453,510
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,463,425 $1,463,344 $1,463,344 0.20 $1,461,821
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,374,252 $1,450,243 $1,450,243 0.20 $1,444,967
LIFE 2021-BMR Mortgage Trust F 6.786% 15-MAR-2038, 6.79%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,444,815 $1,444,815 0.20 $1,440,059
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.3504% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,417,003 $1,428,824 $1,428,824 0.20 $1,425,208
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,421,366 $1,428,452 $1,428,452 0.20 $1,421,664
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,423,226 $1,423,226 0.20 $1,413,464
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,412,944 $1,412,944 0.20 $1,410,664
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.85235% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,395,609 $1,398,943 $1,398,943 0.20 $1,395,596
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,393,573 $1,393,573 0.19 $1,366,045
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,369,649 $1,369,649 0.19 $1,369,649
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,337,246 $1,359,453 $1,359,453 0.19 $1,355,048
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 $1,331,960 $1,331,960 0.19 $1,330,484
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,320,472 $1,330,511 $1,330,511 0.19 $1,326,352
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 $1,285,377 $1,285,377 0.18 $1,280,736
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,283,671 $1,283,671 0.18 $1,250,123
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40369% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,264,544 $1,277,279 $1,277,279 0.18 $1,275,704
BX Trust 2021-MFM1 E 6.686% 15-JAN-2034, 6.69%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,276,043 $1,276,043 0.18 $1,271,990
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,272,413 $1,272,413 0.18 $1,272,398
BX Trust 2024-CNYN C 6.26302% 15-APR-2041, 6.26%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,259,070 $1,259,070 0.18 $1,255,320
COMM 2024-WCL1 Mortgage Trust D 7.611% 17-JUN-2041, 7.61%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,246,773 $1,246,773 0.17 $1,242,809
COMM 2024-WCL1 Mortgage Trust C 7.211% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,243,975 $1,243,975 0.17 $1,240,219
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 $1,237,794 $1,237,794 0.17 $1,234,144
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 $1,226,090 $1,226,090 0.17 $1,222,542
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60369% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,210,219 $1,210,219 0.17 $1,207,807
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 $1,203,096 $1,203,096 0.17 $1,198,278
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,167,152 $1,199,183 $1,199,183 0.17 $1,197,652
SREIT Trust 2021-FLWR D 5.811042% 22-JUL-2036, 5.81%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,195,424 $1,195,424 0.17 $1,192,518
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,120,000 $1,195,294 $1,195,294 0.17 $1,190,481
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,186,738 $1,186,738 0.17 $1,184,705
MTN Commercial Mortgage Trust 2022-LPFL D 7.2728% 15-MAR-2039, 7.27%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,173,925 $1,173,925 0.16 $1,169,890
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,165,090 $1,165,090 0.16 $1,161,793
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,162,667 $1,162,667 0.16 $1,160,969
FIGRE Trust 2025-PF1|5.758|06/25/2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,145,000 $1,152,406 $1,152,406 0.16 $1,151,307
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,047,515 $1,047,515 0.15 $1,046,316
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 $1,032,646 $1,032,646 0.14 $1,029,142
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,032,386 $1,032,386 0.14 $1,029,406
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 $1,031,351 $1,031,351 0.14 $1,025,000
LIFE 2021-BMR Mortgage Trust E 6.186% 15-MAR-2038, 6.19%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,030,282 $1,030,282 0.14 $1,027,575
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,028,709 $1,028,709 0.14 $1,024,539
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00369% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,027,494 $1,027,494 0.14 $1,025,938
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,347 $1,025,347 0.14 $1,021,601
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 $1,021,223 $1,021,223 0.14 $1,016,151
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,007,056 $1,015,646 $1,015,646 0.14 $1,014,571
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,009,269 $1,009,269 0.14 $1,006,023
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,009,188 $1,009,188 0.14 $1,005,410
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,008,833 $1,008,833 0.14 $1,007,715
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,039,000 $1,005,599 $1,005,599 0.14 $995,094
BX Trust 2024-VLT4 D 6.761912% 15-JUN-2041, 6.76%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $986,158 $986,158 0.14 $982,965
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $950,158 $950,158 0.13 $947,315
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 942,025 $948,398 $948,398 0.13 $943,713
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35369% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $947,224 $947,224 0.13 $946,061
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 910,953 $921,955 $921,955 0.13 $916,974
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $920,027 $920,027 0.13 $916,223
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95369% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 894,303 $910,775 $910,775 0.13 $909,392
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $908,178 $908,178 0.13 $904,812
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $906,930 $906,930 0.13 $901,732
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $904,980 $904,980 0.13 $901,206
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 859,071 $895,018 $895,018 0.13 $892,108
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 665,144 $893,540 $893,540 0.12 $665,862
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 922,343 $890,607 $890,607 0.12 $889,979
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $882,288 $882,288 0.12 $878,255
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 871,312 $862,346 $862,346 0.12 $861,448
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 859,071 $860,954 $860,954 0.12 $859,012
BX Trust 2024-BRBK A 7.2015% 15-OCT-2041, 7.20%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $850,069 $850,069 0.12 $847,518
BX Trust 2024-BRBK B 8.24846% 15-OCT-2041, 8.25%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $844,824 $844,824 0.12 $841,513
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15369% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 837,036 $834,650 $834,650 0.12 $833,651
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10369% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 813,121 $834,141 $834,141 0.12 $833,018
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78348% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 783,074 $822,468 $822,468 0.11 $821,129
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 807,749 $817,469 $817,469 0.11 $813,070
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 786,995 $804,310 $804,310 0.11 $798,034
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 786,995 $802,813 $802,813 0.11 $798,029
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $798,709 $798,709 0.11 $775,708
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 $793,769 $793,769 0.11 $789,606
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $792,899 $792,899 0.11 $791,933
BXHPP Trust 2021-FILM A 5.086% 15-AUG-2036, 5.09%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $785,105 $785,105 0.11 $783,135
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 767,000 $771,374 $771,374 0.11 $770,389
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $766,420 $766,420 0.11 $763,625
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,623 $759,623 0.11 $757,158
CENT Trust 2023-CITY B 7.47186% 15-SEP-2038, 7.47%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $750,756 $750,756 0.10 $748,110
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6004% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 724,405 $741,278 $741,278 0.10 $739,153
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 734,979 $740,877 $740,877 0.10 $737,049
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 736,135 $720,563 $720,563 0.10 $718,862
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $710,591 $710,591 0.10 $707,897
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.65%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $708,670 $708,670 0.10 $707,531
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,178 $705,178 0.10 $702,900
Great Wolf Trust 2024-WOLF C 6.71286% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $697,375 $697,375 0.10 $695,156
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 691,264 $696,566 $696,566 0.10 $694,854
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 690,775 $690,954 $690,954 0.10 $690,161
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 669,384 $682,155 $682,155 0.10 $679,028
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $674,362 $674,362 0.09 $674,362
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 628,198 $632,884 $632,884 0.09 $631,318
Gracie Point International Funding, Series 2024-1 D 11.57441% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $610,977 $610,977 0.09 $599,405
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $575,698 $575,698 0.08 $575,029
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.846333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $571,664 $571,664 0.08 $571,273
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $562,386 $562,386 0.08 $561,512
BX Trust 2022-FOX2 E 7.28103% 15-APR-2039, 7.28%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 558,389 $553,334 $553,334 0.08 $551,414
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 525,467 $534,578 $534,578 0.07 $532,614
Mello Warehouse Securitization Trust 2024-1 F 9.569% 25-OCT-2057, 9.58%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $534,090 $534,090 0.07 $533,081
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $525,937 $525,937 0.07 $523,488
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $524,981 $524,981 0.07 $522,053
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $522,477 $522,477 0.07 $520,553
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $520,879 $520,879 0.07 $520,257
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,555 $516,555 0.07 $515,180
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $511,860 $511,860 0.07 $510,306
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $511,434 $511,434 0.07 $507,870
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 $510,519 $510,519 0.07 $509,017
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $509,638 $509,638 0.07 $508,185
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $507,459 $507,459 0.07 $506,090
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 $507,410 $507,410 0.07 $506,058
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $507,370 $507,370 0.07 $505,946
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $506,775 $506,775 0.07 $505,396
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,237 $506,237 0.07 $504,586
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,698 $503,698 0.07 $502,072
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,631 $503,631 0.07 $502,176
Gracie Point International Funding, Series 2024-1 C 7.92441% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,289 $502,289 0.07 $495,688
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 $502,033 $502,033 0.07 $500,553
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 497,093 $500,978 $500,978 0.07 $500,404
BX Commercial Mortgage Trust 2023-VLT3 C 7.75986% 15-NOV-2042, 7.76%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $500,649 $500,649 0.07 $498,816
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.26186% 15-OCT-2039, 10.26%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $495,752 $495,752 0.07 $493,614
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 480,996 $484,484 $484,484 0.07 $482,827
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $468,105 $468,105 0.07 $466,299
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 440,089 $443,231 $443,231 0.06 $441,613
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 437,776 $442,073 $442,073 0.06 $441,480
Extended Stay America Trust 2021-ESH E 7.286% 15-JUL-2038, 7.29%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 429,740 $428,280 $428,280 0.06 $426,975
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $425,341 $425,341 0.06 $423,843
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78348% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 400,542 $412,812 $412,812 0.06 $412,205
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,385 $411,385 0.06 $410,106
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 403,666 $409,877 $409,877 0.06 $407,447
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 - - 451,659 $406,750 $406,750 0.06 $406,417
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 $405,133 $405,133 0.06 $403,251
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 390,243 $392,408 $392,408 0.05 $391,030
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25369% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $391,193 $391,193 0.05 $390,591
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $384,672 $384,672 0.05 $384,203
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 $384,401 $384,401 0.05 $383,193
BAMLL Re-REMIC Trust 2024-FRR4 E 1.495808% 27-NOV-2048, 1.52%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $381,148 $381,148 0.05 $380,626
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 375,987 $379,908 $379,908 0.05 $377,799
BAMLL Re-REMIC Trust 2024-FRR4 F 1.403625% 27-JAN-2026, 1.42%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $378,405 $378,405 0.05 $377,915
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 361,732 $366,096 $366,096 0.05 $364,958
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $360,531 $360,531 0.05 $358,928
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 328,235 $332,252 $332,252 0.05 $331,175
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $330,876 $330,876 0.05 $330,479
Celanese Corporation CE US 150870103 - - 7,169 $325,688 $325,688 0.05 $325,473
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,533 $325,533 0.05 $325,087
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,005 $322,005 0.04 $320,829
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $310,320 $310,320 0.04 $309,258
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $308,911 $308,911 0.04 $307,995
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 $302,666 $302,666 0.04 $301,180
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 309,191 $296,793 $296,793 0.04 $296,438
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 273,860 $277,613 $277,613 0.04 $277,210
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 259,458 $261,269 $261,269 0.04 $260,548
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 $254,794 $254,794 0.04 $253,877
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $253,031 $253,031 0.04 $251,994
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,769 $252,769 0.04 $251,847
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $252,200 $252,200 0.04 $251,226
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 244,160 $248,626 $248,626 0.03 $248,034
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $248,371 $248,371 0.03 $247,569
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,398 $247,398 0.03 $246,544
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 $246,276 $246,276 0.03 $245,384
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $245,110 $245,110 0.03 $245,110
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 243,157 $240,881 $240,881 0.03 $240,632
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $229,785 $229,785 0.03 $229,229
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 221,105 $218,448 $218,448 0.03 $218,046
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,279 $205,279 0.03 $204,243
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,150 $204,150 0.03 $203,255
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 - - 200,366 $202,969 $202,969 0.03 $202,261
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 203,222 $201,773 $201,773 0.03 $201,488
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 196,616 $194,709 $194,709 0.03 $194,112
BX Commercial Mortgage Trust 2021-VINO D 5.78833% 15-MAY-2038, 5.79%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $173,804 $173,804 0.02 $173,326
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 209,119 $163,230 $163,230 0.02 $163,173
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 151,609 $155,946 $155,946 0.02 $154,623
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $154,539 $154,539 0.02 $154,422
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 $150,924 $150,924 0.02 $150,646
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 149,955 $150,833 $150,833 0.02 $150,283
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 $138,902 $138,902 0.02 $138,339
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 113,221 $110,729 $110,729 0.02 $110,556
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 107,972 $106,450 $106,450 0.01 $106,093
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 - - 103,211 $105,546 $105,546 0.01 $105,350
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,687 $99,687 0.01 $99,607
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 85,426 $99,335 $99,335 0.01 $84,785
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $99,075 $99,075 0.01 $98,993
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 95,771 $95,339 $95,339 0.01 $95,017
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,263 $95,263 0.01 $95,182
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 84,121 $85,241 $85,241 0.01 $84,841
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,916 $77,916 0.01 $77,848
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 73,973 $74,118 $74,118 0.01 $74,032
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 68,737 $68,634 $68,634 0.01 $68,541
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 42,517 $42,819 $42,819 0.01 $42,766
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 16,969 $17,006 $17,006 0.00 $16,964
PRPM 2024-RPL1 A2 4.296966% 25-DEC-2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $3,501 $3,501 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 600.00 $124,692,187 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 504.00 $54,892,688 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -310.00 $-35,427,188 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -141.00 $-15,772,172 $0 0.00 $0
ESM5 20Jun25 Call (AMERICAN PHYSICAL) 6450 ESM5C ESM5 INDEX $6,450.00 -24.00 $-6,747,900 $-1,920 0.00 $-1,920
US 10YR FUT OPTN Jun25Put 108.25 TYM5P TYM5 COMDTY $108.25 -236.00 $26,398,812 $-7,375 0.00 $-7,375
GOLD FUT OPT(CMX) Jun25P 2755 2755 GCM5P GCM5 COMDTY $2,755.00 -82.00 $26,422,040 $-11,480 0.00 $-11,480
GOLD FUT OPT(CMX) Jun25C 3775 3775 GCM5C GCM5 COMDTY $3,775.00 -82.00 $-26,422,040 $-13,120 0.00 $-13,120
ESM5 20Jun25 Put (AMERICAN PHYSICAL) 4575 ESM5P ESM5 INDEX $4,575.00 -24.00 $6,747,900 $-16,800 0.00 $-16,800
CRUDE OIL FUT OPT Jun25C 69.5 69.5 CLM5C BBG00FPBHG91 CLM5 COMDTY $69.50 -130.00 $-7,701,200 $-16,900 0.00 $-16,900
US 10YR FUT OPTN Jun25Call 115.25 TYM5C TYM5 COMDTY $115.25 -236.00 $-26,398,812 $-22,125 0.00 $-22,125
CRUDE OIL FUT OPT Jun25P 55.5 55.5 CLM5P BBG00FPBH407 CLM5 COMDTY $55.50 -130.00 $7,701,200 $-156,000 -0.02 $-156,000
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - -34,150,000 $-33,997,828 $-33,997,828 -4.75 $-33,997,828
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - -44,565,000 $-36,873,616 $-36,873,616 -5.15 $-36,873,616
SEGREGATED CASH SEGCASH - $0.00 2,640,000 $2,640,000 $2,640,000 0.37 $2,640,000
US DOLLARS USD MD_142224 - - -247,915,644 $-247,915,644 $-247,915,644 -34.63 $-247,915,644
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,135,657 $30,021 0.00 $-14,507
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,758,520 $25,495 0.00 $-12,320
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,093,360 $20,024 0.00 $-9,676
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,731,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,248,438 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,285,938 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,298,438 $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?