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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of August 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% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 65,610,000 $65,673,642 $65,673,642 6.39 $65,673,642
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 60,613,000 $62,670,205 $62,670,205 6.09 $62,670,205
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 61,479,000 $60,324,056 $60,324,056 5.86 $60,324,056
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 57,605,000 $58,634,401 $58,634,401 5.70 $58,634,401
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,987,950 $39,987,950 3.88 $39,781,796
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - 30,930,000 $27,919,181 $27,919,181 2.71 $27,919,181
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 25,880,000 $24,782,041 $24,782,041 2.40 $24,782,041
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 25,640,000 $22,185,702 $22,185,702 2.15 $22,185,702
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00001% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,909,901 $16,909,901 1.65 $16,881,876
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,964,396 $12,928,688 $12,928,688 1.26 $12,911,024
PRPM 2025-5 0%30, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,251,802 $12,251,802 1.19 $12,129,385
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,923,954 $11,920,474 $11,920,474 1.16 $11,904,526
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,629,856 $11,629,856 1.13 $11,595,133
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,491,850 $11,609,790 $11,609,790 1.13 $11,551,220
Vista Point Securitization Trust 2025-CES2|5.601|08/25/2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,500,000 $9,548,775 $9,548,775 0.93 $9,500,000
MetroNet Infrastructure Issuer LLC|5.4|08/20/2055, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,200,290 $8,200,290 0.80 $8,200,290
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45001% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 8,117,708 $8,141,250 $8,141,250 0.79 $8,128,961
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,676,273 $7,676,273 0.75 $7,665,800
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,596,050 $7,596,050 0.74 $7,549,383
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,220,524 $7,314,709 $7,314,709 0.71 $7,277,292
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,861,310 $6,861,310 0.67 $6,823,845
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85001% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,697,058 $6,697,058 0.65 $6,634,343
BX Trust 2025-VLT7 E 8.05% 15-JUL-2044, 8.05%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,674,696 $6,674,696 0.65 $6,645,000
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.71448% 25-OCT-2057, 6.72%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,411,998 $6,580,127 $6,580,127 0.64 $6,568,164
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60001% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,572,134 $6,572,134 0.64 $6,553,619
BX Trust 2024-CNYN D 7.03203% 15-APR-2041, 7.03%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,318,573 $6,318,573 0.62 $6,294,002
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00001% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,266,021 $6,266,021 0.61 $6,255,655
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,314,247 $6,120,098 $6,120,098 0.60 $6,096,945
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,086,509 $6,086,509 0.59 $6,078,351
BX Trust 2025-TAIL D 6.79194% 15-JUN-2035, 6.79%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,021,381 $6,021,381 0.59 $5,998,741
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,125,828 $5,942,403 $5,942,403 0.58 $5,919,099
KRE Commercial Mortgage Trust 2025-AIP4 A 5.64194% 15-MAR-2042, 5.64%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,912,879 $5,912,879 0.58 $5,894,380
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,908,521 $5,908,521 0.58 $5,860,661
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,696,531 $5,747,150 $5,747,150 0.56 $5,737,829
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.85001% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,522,714 $5,522,714 0.54 $5,513,758
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,498,791 $5,464,557 $5,464,557 0.53 $5,456,276
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,374,123 $5,463,611 $5,463,611 0.53 $5,434,984
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,410,200 $5,410,200 0.53 $5,387,759
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15001% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,320,387 $5,320,387 0.52 $5,311,376
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,250,028 $5,276,378 $5,276,378 0.51 $5,268,020
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50001% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,197,676 $5,197,676 0.51 $5,189,746
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,184,141 $5,184,141 0.50 $5,175,743
BX Commercial Mortgage Trust 2021-VOLT E 6.456% 15-SEP-2036, 6.46%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,171,460 $5,171,460 0.50 $5,152,927
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,154,039 $5,154,039 0.50 $5,144,420
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35001% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,153,330 $5,153,330 0.50 $5,139,243
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,051,747 $5,092,441 $5,092,441 0.50 $5,066,972
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,054,763 $5,054,763 0.49 $5,047,568
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $5,040,404 $5,040,404 0.49 $5,028,410
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,002,639 $5,002,639 0.49 $4,984,258
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,989,782 $4,982,328 $4,982,328 0.49 $4,975,405
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 7.31% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,960,678 $4,960,678 0.48 $4,946,839
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,943,032 $4,943,032 0.48 $4,927,021
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 $4,912,049 $4,912,049 0.48 $4,904,835
PRPM 2025-6 LLC|5.774|08/25/2030, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,814,103 $4,814,103 0.47 $4,787,993
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,739,984 $4,787,403 $4,787,403 0.47 $4,778,636
BX Commercial Mortgage Trust 2024-MF D 7.03176% 15-FEB-2039, 7.03%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,761,077 $4,761,077 0.46 $4,742,571
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,757,071 $4,757,071 0.46 $4,739,377
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.96448% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,631,911 $4,752,820 $4,752,820 0.46 $4,743,856
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,731,912 $4,729,290 $4,729,290 0.46 $4,698,926
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,714,706 $4,714,706 0.46 $4,681,463
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,692,295 $4,692,295 0.46 $4,681,771
Jersey Mike's Funding|5.61|08/16/2055, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,683,503 $4,683,503 0.46 $4,676,334
FIGRE Trust 2025-FL1|5.467|07/25/2055, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,650,000 $4,676,096 $4,676,096 0.46 $4,649,968
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,757,933 $4,673,367 $4,673,367 0.46 $4,663,343
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,504,994 $4,589,143 $4,589,143 0.45 $4,565,659
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,586,056 $4,586,056 0.45 $4,579,307
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,521,348 $4,577,922 $4,577,922 0.45 $4,552,975
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 $4,534,516 $4,534,516 0.44 $4,522,786
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,314,097 $4,455,875 $4,455,875 0.43 $4,429,308
Great Wolf Trust 2024-WOLF D 7.23194% 15-MAR-2039, 7.23%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,454,818 $4,454,818 0.43 $4,437,040
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 $4,394,069 $4,394,069 0.43 $4,386,266
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 $4,370,633 $4,370,633 0.43 $4,356,157
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 $4,313,507 $4,313,507 0.42 $4,278,029
BX Commercial Mortgage Trust 2021-SOAR D 5.856% 15-JUN-2038, 5.86%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,176,293 $4,176,293 0.41 $4,162,744
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,157,169 $4,157,169 0.40 $4,135,107
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45001% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,143,822 $4,143,822 0.40 $4,136,475
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,140,549 $4,140,549 0.40 $4,128,908
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,007,991 $4,058,322 $4,058,322 0.40 $4,037,549
BX Trust 2024-BRBK A 7.22158% 15-OCT-2041, 7.22%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,036,544 $4,036,544 0.39 $4,020,533
BX Trust 2025-LUNR D 6.84194% 15-JUN-2040, 6.84%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,025,618 $4,025,618 0.39 $4,010,413
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,976,243 $3,985,169 $3,985,169 0.39 $3,979,039
BX Commercial Mortgage Trust 2024-XL5 D 7.03174% 15-MAR-2041, 7.03%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,978,162 $3,978,162 0.39 $3,962,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35001% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,946,300 $3,946,300 0.38 $3,934,575
BMP Commercial Mortgage Trust 2024-MF23 D 6.73243% 15-JUN-2041, 6.73%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,768,543 $3,768,543 0.37 $3,754,517
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,767,550 $3,767,550 0.37 $3,762,135
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,752,198 $3,764,435 $3,764,435 0.37 $3,759,257
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 $3,763,750 $3,763,750 0.37 $3,738,165
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,701,988 $3,759,762 $3,759,762 0.37 $3,744,596
FREMF 2023-K511 Mortgage Trust C 5.822411% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,739,964 $3,739,964 0.36 $3,719,304
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,703,182 $3,703,182 0.36 $3,697,209
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15001% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,652,356 $3,652,356 0.36 $3,646,172
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,608,520 $3,644,688 $3,644,688 0.35 $3,625,889
Chase Auto Owner Trust 2025-1|5.24|11/26/2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,629,355 $3,629,355 0.35 $3,627,259
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,568,195 $3,568,195 0.35 $3,563,169
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,422,626 $3,550,179 $3,550,179 0.35 $3,528,007
ALA Trust 2025-OANA A 6.08463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,531,270 $3,531,270 0.34 $3,519,439
CSMC 2021-BHAR C 6.457% 15-NOV-2038, 6.46%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,433,587 $3,433,587 0.33 $3,421,227
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 $3,419,618 $3,419,618 0.33 $3,408,590
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,410,362 $3,410,362 0.33 $3,403,097
SCG Commercial Mortgage Trust 2025-DLFN E 7.29194% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,342,034 $3,342,034 0.33 $3,328,463
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,339,720 $3,339,720 0.33 $3,328,024
BX Trust 2021-ARIA D 6.3514% 15-OCT-2036, 6.35%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,307,806 $3,307,806 0.32 $3,296,161
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,248,070 $3,295,772 $3,295,772 0.32 $3,278,337
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,295,382 $3,295,382 0.32 $3,290,508
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,273,471 $3,295,061 $3,295,061 0.32 $3,275,650
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,292,008 $3,292,008 0.32 $3,280,687
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,250,100 $3,250,100 0.32 $3,227,803
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 $3,177,447 $3,177,447 0.31 $3,170,536
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,136,796 $3,163,539 $3,163,539 0.31 $3,147,755
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,115,053 $3,149,231 $3,149,231 0.31 $3,133,232
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,138,900 $3,138,900 0.31 $3,134,133
BX Trust 2024-VLT4 E 7.231344% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,130,246 $3,130,246 0.30 $3,117,672
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,318 $3,124,642 $3,124,642 0.30 $3,123,930
BX Trust 2024-BIO C 6.98194% 15-FEB-2041, 6.98%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,106,547 $3,106,547 0.30 $3,094,495
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.43109% 15-AUG-2041, 7.43%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,106,144 $3,106,144 0.30 $3,093,346
BX Trust 2021-ARIA F 7.0495% 15-OCT-2036, 7.05%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,095,583 $3,095,583 0.30 $3,083,489
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,090,606 $3,090,606 0.30 $3,085,141
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,079,687 $3,079,687 0.30 $3,074,443
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35001% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,041,939 $3,041,939 0.30 $3,036,647
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 $3,038,243 $3,038,243 0.30 $3,033,953
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05001% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,017,123 $3,017,123 0.29 $3,012,082
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 $2,997,534 $2,997,534 0.29 $2,977,474
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,933,308 $2,972,581 $2,972,581 0.29 $2,968,013
Extended Stay America Trust 2021-ESH F 8.156% 15-JUL-2038, 8.16%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,972,570 $2,972,570 0.29 $2,959,161
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,951,954 $2,951,954 0.29 $2,934,389
SREIT Trust 2021-FLWR F 7.128549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,948,325 $2,948,325 0.29 $2,936,691
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59798% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,909,592 $2,917,036 $2,917,036 0.28 $2,909,570
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 $2,902,224 $2,902,224 0.28 $2,893,653
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,879,712 $2,886,047 $2,886,047 0.28 $2,872,431
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,869,469 $2,869,469 0.28 $2,859,799
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,843,840 $2,843,840 0.28 $2,832,668
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,804,223 $2,804,223 0.27 $2,788,506
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,761,550 $2,792,777 $2,792,777 0.27 $2,778,121
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,740,382 $2,740,382 0.27 $2,731,263
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,830,875 $2,737,242 $2,737,242 0.27 $2,734,765
BX Trust 2025-ROIC E 7.28323% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,730,621 $2,730,621 0.27 $2,719,408
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,831,464 $2,726,699 $2,726,699 0.27 $2,724,221
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,719,981 $2,719,981 0.26 $2,695,266
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 $2,704,953 $2,704,953 0.26 $2,700,200
MHC Commercial Mortgage Trust 2021-MHC F 7.057442% 15-APR-2038, 7.06%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,672,899 $2,672,899 0.26 $2,662,469
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95001% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,663,529 $2,663,529 0.26 $2,659,153
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,630,508 $2,630,508 0.26 $2,620,506
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,570,461 $2,570,461 0.25 $2,556,465
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,552,960 $2,552,960 0.25 $2,547,790
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,551,494 $2,551,494 0.25 $2,507,256
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,547,859 $2,547,859 0.25 $2,544,270
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 - - 2,513,870 $2,545,460 $2,545,460 0.25 $2,541,193
BX Commercial Mortgage Trust 2024-GPA3 C 6.23398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,545,418 $2,545,418 0.25 $2,536,656
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,537,725 $2,537,725 0.25 $2,521,905
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,537,723 $2,537,723 0.25 $2,530,598
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,536,343 $2,536,343 0.25 $2,530,208
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,534,971 $2,534,971 0.25 $2,520,702
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,521,429 $2,521,429 0.25 $2,516,590
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,172 $2,521,172 0.25 $2,512,503
Western Funding Auto Loan Trust 2025-1|5.79|01/15/2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,517,082 $2,517,082 0.25 $2,515,474
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 $2,516,410 $2,516,410 0.25 $2,508,571
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45001% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,513,091 $2,513,091 0.24 $2,505,616
MTN Commercial Mortgage Trust 2022-LPFL B 6.2456% 15-MAR-2039, 6.25%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,507,148 $2,507,148 0.24 $2,498,474
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 $2,476,326 $2,476,326 0.24 $2,467,372
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,428,795 $2,467,660 $2,467,660 0.24 $2,463,412
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 $2,450,947 $2,450,947 0.24 $2,448,067
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,442,176 $2,442,176 0.24 $2,430,934
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10001% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,432,816 $2,432,816 0.24 $2,427,551
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 $2,431,895 $2,431,895 0.24 $2,424,877
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.957% 15-JUN-2036, 8.96%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,403,897 $2,403,897 0.23 $2,391,955
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,354,306 $2,390,935 $2,390,935 0.23 $2,378,251
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,389,374 $2,389,374 0.23 $2,381,016
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0742% 15-NOV-2036, 7.07%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,342,450 $2,342,450 0.23 $2,333,276
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,328,692 $2,328,692 0.23 $2,324,638
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 2,294,735 $2,303,383 $2,303,383 0.22 $2,294,724
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10001% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,297,593 $2,297,593 0.22 $2,293,155
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,303,084 $2,238,844 $2,238,844 0.22 $2,231,983
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,193,783 $2,220,522 $2,220,522 0.22 $2,209,458
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,285,754 $2,211,725 $2,211,725 0.22 $2,203,175
Exeter Select Automobile Receivables Trust 2025-2|5.34|01/15/2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,210,181 $2,210,181 0.22 $2,208,876
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,189,746 $2,189,746 0.21 $2,182,494
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 $2,167,044 $2,167,044 0.21 $2,158,628
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,228,017 $2,165,296 $2,165,296 0.21 $2,163,347
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,092,606 $2,092,606 0.20 $2,081,694
OPEN Trust 2023-AIR B 8.179937% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,089,796 $2,089,796 0.20 $2,080,344
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,073,678 $2,073,678 0.20 $2,071,774
LIFE 2022-BMR2 Mortgage Trust C 6.43506% 15-MAY-2039, 6.44%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,060,251 $2,060,251 0.20 $2,052,207
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70001% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,046,453 $2,046,453 0.20 $2,042,200
LIFE 2022-BMR2 Mortgage Trust D 6.88385% 15-MAY-2039, 6.88%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,042,257 $2,042,257 0.20 $2,033,786
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,031,075 $2,031,075 0.20 $2,024,752
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 $2,029,209 $2,029,209 0.20 $1,998,240
GWT Commercial Mortgage Trust 2024-WLF2 E 7.98037% 15-MAY-2041, 7.98%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,019,647 $2,019,647 0.20 $2,010,780
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,019,534 $2,019,534 0.20 $2,012,060
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,947,248 $2,015,850 $2,015,850 0.20 $2,012,316
BX Commercial Mortgage Trust 2024-WPT D 7.03164% 15-APR-2041, 7.03%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,010,616 $2,010,616 0.20 $2,002,803
CONE Trust 2024-DFW1 A 5.98367% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,004,154 $2,004,154 0.20 $1,997,505
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,990,313 $1,990,313 0.19 $1,981,465
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,988,889 $1,988,889 0.19 $1,987,582
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 $1,981,172 $1,981,172 0.19 $1,961,959
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94798% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,964,247 $1,977,294 $1,977,294 0.19 $1,971,987
SMRT Commercial Mortgage Trust 2022-MINI F 7.69194% 15-JAN-2039, 7.69%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,972,904 $1,972,904 0.19 $1,964,250
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,951,053 $1,951,053 0.19 $1,943,785
BX Trust 2022-FOX2 D 6.45291% 15-APR-2039, 6.45%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,940,999 $1,940,999 0.19 $1,934,035
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,912,281 $1,926,711 $1,926,711 0.19 $1,916,351
BX Commercial Mortgage Trust 2024-AIR2 C 6.58324% 15-OCT-2041, 6.58%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,926,617 $1,926,617 0.19 $1,919,601
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,912,281 $1,926,518 $1,926,518 0.19 $1,916,509
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,905,077 $1,925,419 $1,925,419 0.19 $1,913,888
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,896,306 $1,918,889 $1,918,889 0.19 $1,908,862
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,882,927 $1,882,927 0.18 $1,876,825
BX Trust 2024-BRBK B 8.26854% 15-OCT-2041, 8.27%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,864,236 $1,864,236 0.18 $1,855,740
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,765,912 $1,765,912 0.17 $1,760,980
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,745,574 $1,764,579 $1,764,579 0.17 $1,755,553
Chase Auto Owner Trust 2025-1|4.93|12/26/2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,761,943 $1,761,943 0.17 $1,760,985
BXHPP Trust 2021-FILM C 5.556% 15-AUG-2036, 5.56%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,758,477 $1,758,477 0.17 $1,752,457
RCKT Trust 2025-PL1|7.12|07/25/2034, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,755,191 $1,755,191 0.17 $1,753,807
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,752,661 $1,752,661 0.17 $1,741,676
RCKT Trust 2025-PL1|5.42|07/25/2034, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,748,222 $1,748,222 0.17 $1,747,168
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 $1,746,444 $1,746,444 0.17 $1,743,462
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 $1,741,582 $1,741,582 0.17 $1,721,906
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,683,470 $1,695,784 $1,695,784 0.17 $1,687,438
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49798% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,682,473 $1,694,641 $1,694,641 0.17 $1,689,735
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 $1,678,475 $1,678,475 0.16 $1,666,806
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,620,268 $1,670,114 $1,670,114 0.16 $1,664,193
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,675,804 $1,662,152 $1,662,152 0.16 $1,660,057
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,658,748 $1,658,748 0.16 $1,653,618
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70001% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,625,347 $1,625,347 0.16 $1,622,369
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,619,716 $1,619,716 0.16 $1,611,419
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - 1,738,000 $1,618,890 $1,618,890 0.16 $1,618,890
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,574,608 $1,599,614 $1,599,614 0.16 $1,592,626
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,592,706 $1,592,706 0.16 $1,582,860
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,584,277 $1,584,277 0.15 $1,578,917
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,553,250 $1,553,250 0.15 $1,549,857
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,549,647 $1,549,647 0.15 $1,543,167
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,543,874 $1,543,874 0.15 $1,537,058
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 $1,541,676 $1,541,676 0.15 $1,536,237
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 $1,529,604 $1,529,604 0.15 $1,524,344
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,522,436 $1,522,436 0.15 $1,518,510
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 $1,519,313 $1,519,313 0.15 $1,512,253
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 $1,517,490 $1,517,490 0.15 $1,512,202
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,500,000 $1,515,085 $1,515,085 0.15 $1,507,553
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 $1,509,945 $1,509,945 0.15 $1,490,645
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,509,192 $1,509,192 0.15 $1,499,517
JW Commercial Mortgage Trust 2024-MRCO C 6.73199% 15-JUN-2039, 6.73%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,504,914 $1,504,914 0.15 $1,499,304
BX Trust 2021-ARIA E 6.7005% 15-OCT-2036, 6.70%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,503,570 $1,503,570 0.15 $1,497,986
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,483,897 $1,483,897 0.14 $1,445,165
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 $1,477,487 $1,477,487 0.14 $1,465,946
LIFE 2021-BMR Mortgage Trust F 6.806% 15-MAR-2038, 6.81%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,472,238 $1,472,238 0.14 $1,466,626
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,456,997 $1,469,988 $1,469,988 0.14 $1,466,730
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,461,865 $1,461,865 0.14 $1,459,728
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,431,302 $1,439,090 $1,439,090 0.14 $1,434,046
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,415,374 $1,415,374 0.14 $1,412,444
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,403,414 $1,403,414 0.14 $1,403,414
Western Funding Auto Loan Trust 2025-1|5.34|11/15/2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,398,677 $1,398,677 0.14 $1,397,853
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,359,737 $1,381,376 $1,381,376 0.13 $1,375,609
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.751362% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,380,649 $1,380,649 0.13 $1,379,225
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,298,323 $1,373,949 $1,373,949 0.13 $1,368,379
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,318,874 $1,327,478 $1,327,478 0.13 $1,320,773
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,316,551 $1,316,551 0.13 $1,302,554
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,307,297 $1,307,297 0.13 $1,307,281
BX Trust 2021-MFM1 E 6.706% 15-JAN-2034, 6.71%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,289,494 $1,289,494 0.13 $1,284,712
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34798% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,249,344 $1,266,975 $1,266,975 0.12 $1,262,919
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84798% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,257,499 $1,261,323 $1,261,323 0.12 $1,257,485
COMM 2024-WCL1 Mortgage Trust C 7.231% 17-JUN-2041, 7.23%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,242,446 $1,242,446 0.12 $1,237,425
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 $1,242,249 $1,242,249 0.12 $1,238,169
COMM 2024-WCL1 Mortgage Trust D 7.631% 17-JUN-2041, 7.63%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,240,919 $1,240,919 0.12 $1,235,620
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,313,281 $1,233,038 $1,233,038 0.12 $1,229,426
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 $1,230,967 $1,230,967 0.12 $1,227,002
DROP Mortgage Trust 2021-FILE A 5.606% 15-OCT-2043, 5.61%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,213,656 $1,213,656 0.12 $1,209,762
SREIT Trust 2021-FLWR D 5.831042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,203,516 $1,203,516 0.12 $1,199,628
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,197,110 $1,197,110 0.12 $1,191,726
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,188,665 $1,188,665 0.12 $1,186,052
BX Trust 2024-CNYN C 6.2831% 15-APR-2041, 6.28%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,184,585 $1,184,585 0.12 $1,180,468
MTN Commercial Mortgage Trust 2022-LPFL D 7.2928% 15-MAR-2039, 7.29%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,180,712 $1,180,712 0.11 $1,175,952
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,170,712 $1,170,712 0.11 $1,168,287
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,140,489 $1,153,999 $1,153,999 0.11 $1,147,961
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,054,756 $1,127,813 $1,127,813 0.11 $1,122,748
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,077,305 $1,103,138 $1,103,138 0.11 $1,101,321
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40001% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,091,331 $1,100,534 $1,100,534 0.11 $1,098,594
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35001% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,093,524 $1,093,524 0.11 $1,091,900
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,073,752 $1,080,631 $1,080,631 0.11 $1,074,963
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,060,510 $1,060,510 0.10 $1,055,849
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,051,850 $1,057,810 $1,057,810 0.10 $1,054,108
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85001% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,056,441 $1,056,441 0.10 $1,054,728
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,035,853 $1,053,878 $1,053,878 0.10 $1,049,978
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,048,677 $1,048,677 0.10 $1,044,454
LIFE 2021-BMR Mortgage Trust E 6.206% 15-MAR-2038, 6.21%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,044,284 $1,044,284 0.10 $1,040,663
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 $1,043,477 $1,043,477 0.10 $1,039,561
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,035,782 $1,035,782 0.10 $1,031,537
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,032,643 $1,032,643 0.10 $1,028,489
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 $1,031,865 $1,031,865 0.10 $1,026,331
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00001% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,031,489 $1,031,489 0.10 $1,029,267
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 $1,027,725 $1,027,725 0.10 $1,018,057
MHC Commercial Mortgage Trust 2021-MHC G 7.657442% 15-APR-2038, 7.66%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,025,596 $1,025,596 0.10 $1,021,256
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 $1,022,999 $1,022,999 0.10 $1,015,900
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,020,381 $1,020,381 0.10 $1,017,005
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 $1,011,045 $1,011,045 0.10 $1,009,607
MTN Commercial Mortgage Trust 2022-LPFL F 9.635169% 15-MAR-2039, 9.64%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,004,873 $1,004,873 0.10 $999,520
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80001% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,509 $993,509 0.10 $991,914
BX Trust 2024-VLT4 D 6.781992% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $992,293 $992,293 0.10 $988,525
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,001,736 $968,057 $968,057 0.09 $964,384
BX Commercial Mortgage Trust 2024-AIR2 D 7.13245% 15-OCT-2041, 7.13%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $962,987 $962,987 0.09 $959,186
ALA Trust 2025-OANA D 7.43272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $941,137 $941,137 0.09 $937,285
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 915,750 $924,638 $924,638 0.09 $923,023
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $918,818 $918,818 0.09 $914,567
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $917,137 $917,137 0.09 $913,375
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $913,399 $913,399 0.09 $907,589
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $912,148 $912,148 0.09 $907,930
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 898,883 $903,003 $903,003 0.09 $901,096
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $902,618 $902,618 0.09 $900,622
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,391 $879,158 $879,158 0.09 $878,368
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 817,205 $850,386 $850,386 0.08 $847,158
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 817,205 $836,957 $836,957 0.08 $834,802
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 823,457 $834,463 $834,463 0.08 $829,670
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 813,814 $810,421 $810,421 0.08 $809,343
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $808,430 $808,430 0.08 $804,141
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.81448% 25-OCT-2057, 8.82%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 755,798 $798,363 $798,363 0.08 $796,512
BXHPP Trust 2021-FILM A 5.106% 15-AUG-2036, 5.11%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $795,184 $795,184 0.08 $792,857
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15001% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 790,635 $788,815 $788,815 0.08 $787,474
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10001% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 768,045 $788,085 $788,085 0.08 $786,571
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $788,043 $788,043 0.08 $784,920
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95001% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 771,804 $785,374 $785,374 0.08 $783,670
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $776,381 $776,381 0.08 $772,297
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $761,296 $761,296 0.07 $758,541
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 724,024 $741,795 $741,795 0.07 $735,650
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 724,024 $737,966 $737,966 0.07 $733,281
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 $728,036 $728,036 0.07 $726,675
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $726,359 $726,359 0.07 $723,348
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 716,186 $725,688 $725,688 0.07 $721,535
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $708,003 $708,003 0.07 $705,458
Great Wolf Trust 2024-WOLF C 6.73294% 15-MAR-2039, 6.73%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $704,310 $704,310 0.07 $701,692
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 672,382 $679,107 $679,107 0.07 $675,379
SCG Commercial Mortgage Trust 2025-FLWR|7.1|08/15/2030, 7.10%, 08/15/30 SCG 2025-FLWR 78438AAJ4 - - 667,000 $667,000 $667,000 0.06 $667,000
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59798% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 630,927 $648,063 $648,063 0.06 $645,708
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 621,933 $625,887 $625,887 0.06 $624,211
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90001% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 615,785 $618,622 $618,622 0.06 $617,612
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 $612,544 $612,544 0.06 $600,394
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 590,679 $612,319 $612,319 0.06 $609,235
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 595,884 $599,238 $599,238 0.06 $597,160
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $564,486 $564,486 0.05 $563,363
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 544,355 $551,875 $551,875 0.05 $550,292
BX Trust 2022-FOX2 E 7.30111% 15-APR-2039, 7.30%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $546,535 $546,535 0.05 $544,318
Mello Warehouse Securitization Trust 2024-1 F 9.6% 25-OCT-2057, 9.60%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $540,006 $540,006 0.05 $538,560
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $532,005 $532,005 0.05 $528,989
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $529,332 $529,332 0.05 $526,594
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15001% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $525,419 $525,419 0.05 $524,530
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $522,672 $522,672 0.05 $520,521
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,328 $518,328 0.05 $516,724
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 $515,721 $515,721 0.05 $514,042
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $514,922 $514,922 0.05 $513,299
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,489 $514,489 0.05 $512,753
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 $514,162 $514,162 0.05 $512,435
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $513,713 $513,713 0.05 $512,122
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $511,193 $511,193 0.05 $507,521
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,024 $511,024 0.05 $509,483
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 $510,000 $510,000 0.05 $509,543
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $508,821 $508,821 0.05 $507,291
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,951 $506,951 0.05 $505,106
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $505,505 $505,505 0.05 $503,686
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $504,739 $504,739 0.05 $497,808
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,071 $504,071 0.05 $502,445
BX Commercial Mortgage Trust 2023-VLT3 C 7.77994% 15-NOV-2042, 7.78%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $502,162 $502,162 0.05 $500,000
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 486,521 $498,668 $498,668 0.05 $497,177
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 463,683 $473,236 $473,236 0.05 $471,299
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,156 $466,156 0.05 $464,138
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $436,296 $436,296 0.04 $434,518
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 430,201 $433,005 $433,005 0.04 $431,762
Extended Stay America Trust 2021-ESH E 7.306% 15-JUL-2038, 7.31%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $432,330 $432,330 0.04 $430,589
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $430,659 $430,659 0.04 $428,985
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,948 $411,948 0.04 $410,519
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,472 $406,472 0.04 $404,533
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 400,987 $403,879 $403,879 0.04 $402,336
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 441,111 $400,910 $400,910 0.04 $400,531
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.81448% 25-OCT-2057, 7.82%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 386,591 $399,572 $399,572 0.04 $398,732
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30001% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,136 $388,136 0.04 $387,466
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $387,041 $387,041 0.04 $385,633
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.21%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $386,801 $386,801 0.04 $386,357
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.14%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $385,028 $385,028 0.04 $384,611
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $382,231 $382,231 0.04 $380,524
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $368,235 $368,235 0.04 $364,836
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 354,407 $359,952 $359,952 0.04 $357,568
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 325,259 $343,900 $343,900 0.03 $326,700
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15001% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,021 $335,021 0.03 $334,455
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,415 $325,415 0.03 $324,842
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $324,041 $324,041 0.03 $317,236
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $321,206 $321,206 0.03 $319,892
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 314,922 $320,052 $320,052 0.03 $318,944
BX Commercial Mortgage Trust 2024-MF C 6.28284% 15-FEB-2039, 6.28%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,396 $311,396 0.03 $310,314
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 301,464 $305,045 $305,045 0.03 $303,940
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 $302,742 $302,742 0.03 $301,081
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,060 $297,060 0.03 $294,304
CSMC 2021-BHAR E 7.957% 15-NOV-2038, 7.96%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,657 $294,657 0.03 $293,331
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90001% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 301,696 $293,528 $293,528 0.03 $293,033
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $286,721 $286,721 0.03 $286,721
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 $256,652 $256,652 0.02 $255,627
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 249,728 $253,251 $253,251 0.02 $252,725
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,098 $252,098 0.02 $250,940
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,703 $251,703 0.02 $250,673
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $251,670 $251,670 0.02 $250,773
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,507 $248,507 0.02 $247,553
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $248,128 $248,128 0.02 $247,131
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 234,340 $237,385 $237,385 0.02 $236,210
BXHPP Trust 2021-FILM B 5.356% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,242 $234,242 0.02 $233,498
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 227,111 $226,799 $226,799 0.02 $226,501
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $217,215 $217,215 0.02 $216,753
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,984 $204,984 0.02 $203,826
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,603 $204,603 0.02 $203,602
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 194,841 $195,689 $195,689 0.02 $194,841
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 192,749 $194,379 $194,379 0.02 $193,781
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 185,843 $190,537 $190,537 0.02 $190,027
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $158,362 $158,362 0.02 $158,212
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 201,386 $156,361 $156,361 0.02 $156,290
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 151,814 $153,828 $153,828 0.01 $153,228
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $152,131 $152,131 0.01 $151,807
SWCH Commercial Mortgage Trust 2025-DATA E 7.68216% 15-FEB-2042, 7.68%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,842 $149,842 0.01 $149,202
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 139,376 $143,754 $143,754 0.01 $142,458
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 $139,461 $139,461 0.01 $138,862
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 139,580 $139,186 $139,186 0.01 $138,967
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 106,402 $105,004 $105,004 0.01 $104,813
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,623 $101,623 0.01 $101,517
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,803 $100,803 0.01 $100,700
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,156 $96,156 0.01 $96,052
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 - - 82,693 $84,657 $84,657 0.01 $84,455
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 81,700 $81,391 $81,391 0.01 $81,104
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,798 $77,798 0.01 $77,711
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 65,235 $65,543 $65,543 0.01 $65,286
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00001% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 63,290 $63,638 $63,638 0.01 $63,533
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 55,237 $55,088 $55,088 0.01 $55,005
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 51,361 $51,997 $51,997 0.01 $51,724
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 43,123 $43,010 $43,010 0.00 $42,855
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 35,282 $35,674 $35,674 0.00 $35,617
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 10,163 $10,152 $10,152 0.00 $10,131
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 932.00 $101,609,844 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,990,672 $0 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -107.00 $-12,716,281 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-35,098,734 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,147,422 $0 0.00 $0
US 10YR FUT OPTN Sep25P 110 110 TYU5P TYU5 COMDTY $110.00 -25.00 $2,805,078 $-1,562 0.00 $-1,562
GOLD FUT OPT(CMX) Sep25P 3000 3000 GCU5P 3381664 GCV5 COMDTY $3,000.00 -25.00 $8,302,750 $-1,750 0.00 $-1,750
US 5YR FUTR OPTN Sep25Put 107.5 FVU5P FVU5 COMDTY $107.50 -207.00 $22,567,852 $-6,469 0.00 $-6,469
US 10YR FUT OPTN Sep25C 113 113 TYU5C TYU5 COMDTY $113.00 -25.00 $-2,805,078 $-7,422 0.00 $-7,422
Leeward Off Bull&B Ptg Shs Ser'k'2003 Usd0.01 GCU5C 3377429 GCV5 COMDTY $3,585.00 -25.00 $-8,302,750 $-15,750 0.00 $-15,750
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6650 ESU5C ESU5 INDEX $6,650.00 -70.00 $-21,925,750 $-36,750 0.00 $-36,750
US 5YR FUTR OPTN Sep25Call 109.5 FVU5C FVU5 COMDTY $109.50 -207.00 $-22,567,852 $-45,281 0.00 $-45,281
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6050 ESU5P ESU5 INDEX $6,050.00 -70.00 $21,925,750 $-290,500 -0.03 $-290,500
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - -44,565,000 $-36,932,531 $-36,932,531 -3.60 $-36,932,531
SEGREGATED CASH SEGCASH - $0.00 3,070,000 $3,070,000 $3,070,000 0.30 $3,070,000
US DOLLARS USD MD_142224 - - -255,219,909 $-255,219,909 $-255,219,909 -24.85 $-255,219,909
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,551,050 $62,539 0.01 $-135,133
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,276,562 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,228,125 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,325,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,154,688 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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