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 September 19, 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% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - 65,610,000 $66,310,715 $66,310,715 5.44 $66,310,715
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 60,613,000 $62,721,120 $62,721,120 5.15 $62,721,120
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - 61,479,000 $61,155,866 $61,155,866 5.02 $61,155,866
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 57,605,000 $58,929,339 $58,929,339 4.84 $58,929,339
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,930,823 $39,930,823 3.28 $39,930,823
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - 30,930,000 $28,381,090 $28,381,090 2.33 $28,381,090
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 25,880,000 $25,205,179 $25,205,179 2.07 $25,205,179
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 25,640,000 $22,601,763 $22,601,763 1.85 $22,601,763
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,910,072 $16,910,072 1.39 $16,831,624
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,903,924 $12,970,857 $12,970,857 1.06 $12,918,128
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,989,821 $12,086,036 $12,086,036 0.99 $11,988,726
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,825,124 $11,902,148 $11,902,148 0.97 $11,854,714
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,269,061 $11,522,955 $11,522,955 0.94 $11,434,193
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,285,382 $10,285,382 0.84 $10,272,778
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,419,128 $9,539,337 $9,539,337 0.78 $9,464,598
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,625,574 $8,625,574 0.71 $8,606,800
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,369,305 $8,369,305 0.69 $8,322,565
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,853,692 $7,891,944 $7,891,944 0.65 $7,858,655
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,721,680 $7,721,680 0.63 $7,690,262
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,541,918 $7,541,918 0.62 $7,533,751
Affirm Master Trust Series 2025-3|5.09|10/16/2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,274,068 $7,274,068 0.60 $7,273,040
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,090,350 $7,090,350 0.58 $7,066,508
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,666,349 $6,666,349 0.55 $6,564,483
BX Trust 2025-VLT7 E 7.90016% 15-JUL-2044, 7.90%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,665,904 $6,665,904 0.55 $6,655,704
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.59839% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,572,016 $6,572,016 0.54 $6,520,183
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,357,234 $6,568,698 $6,568,698 0.54 $6,535,634
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,506,987 $6,506,987 0.53 $6,500,616
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,287,987 $6,287,987 0.52 $6,258,970
BX Trust 2024-CNYN D 6.84025% 15-APR-2041, 6.84%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,151,378 $6,164,146 $6,164,146 0.50 $6,155,964
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,163,557 $6,163,557 0.50 $6,139,082
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,280,590 $6,121,268 $6,121,268 0.50 $6,085,678
BX Trust 2025-TAIL D 6.60016% 15-JUN-2035, 6.60%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,012,657 $6,012,657 0.49 $6,004,957
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,963,000 $5,972,217 $5,972,217 0.49 $5,966,780
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,948,212 $5,948,212 0.49 $5,916,740
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,065,424 $5,914,491 $5,914,491 0.48 $5,878,831
KRE Commercial Mortgage Trust 2025-AIP4 A 5.45016% 15-MAR-2042, 5.45%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,899,071 $5,899,071 0.48 $5,892,816
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,613,785 $5,713,132 $5,713,132 0.47 $5,685,576
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,500,000 $5,601,825 $5,601,825 0.46 $5,559,088
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.84839% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,538,245 $5,538,245 0.45 $5,513,177
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,294,033 $5,404,099 $5,404,099 0.44 $5,360,517
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,394,018 $5,394,018 0.44 $5,387,734
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,332,334 $5,353,677 $5,353,677 0.44 $5,329,585
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,347,151 $5,347,151 0.44 $5,321,929
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,214,198 $5,214,198 0.43 $5,192,000
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,192,456 $5,192,456 0.43 $5,163,597
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,187,717 $5,187,717 0.42 $5,164,208
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,129,474 $5,182,219 $5,182,219 0.42 $5,157,722
BX Commercial Mortgage Trust 2021-VOLT E 6.265% 15-SEP-2036, 6.26%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,161,408 $5,161,408 0.42 $5,155,114
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,154,110 $5,154,110 0.42 $5,114,672
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.14839% 25-NOV-2041, 12.15%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,141,533 $5,141,533 0.42 $5,096,179
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,082,582 $5,082,582 0.42 $5,060,997
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,048,544 $5,048,544 0.41 $4,992,083
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 $5,021,798 $5,021,798 0.41 $4,990,167
Towd Point Mortgage Trust 2025-FIX1|4.968|07/25/2045, 4.97%, 07/25/45 TPMT 2025-FIX1 89183MAA1 - - 5,000,000 $5,015,760 $5,015,760 0.41 $4,999,890
Truist Bank Auto Credit-Linked Notes Series 2025-1|6.807|09/26/2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 5,000,000 $5,007,000 $5,007,000 0.41 $5,006,054
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,941,385 $5,006,438 $5,006,438 0.41 $4,967,936
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,003,598 $5,003,598 0.41 $4,998,650
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,950,116 $4,981,624 $4,981,624 0.41 $4,961,025
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 $4,945,412 $4,945,412 0.41 $4,928,923
SCG Commercial Mortgage Trust 2025-DLFN E 7.10016% 15-MAR-2027, 7.10%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,910,760 $4,910,760 0.40 $4,903,989
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,855,681 $4,855,681 0.40 $4,792,710
BX Commercial Mortgage Trust 2024-MF D 6.83998% 15-FEB-2039, 6.84%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,750,941 $4,750,941 0.39 $4,744,641
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,592,350 $4,745,020 $4,745,020 0.39 $4,720,243
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,737,887 $4,737,887 0.39 $4,696,311
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,650,911 $4,726,076 $4,726,076 0.39 $4,700,271
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,706,318 $4,706,318 0.39 $4,657,718
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,695,111 $4,695,111 0.38 $4,673,251
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,683,729 $4,683,729 0.38 $4,677,210
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 4,559,631 $4,649,978 $4,649,978 0.38 $4,601,693
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,615,047 $4,636,197 $4,636,197 0.38 $4,590,431
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,613,141 $4,613,141 0.38 $4,592,894
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,496,235 $4,547,456 $4,547,456 0.37 $4,512,633
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 $4,536,109 $4,536,109 0.37 $4,532,659
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,434,007 $4,529,796 $4,529,796 0.37 $4,494,073
Great Wolf Trust 2024-WOLF D 7.04016% 15-MAR-2039, 7.04%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,456,332 $4,456,332 0.36 $4,450,274
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 $4,428,405 $4,428,405 0.36 $4,410,569
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,212,325 $4,388,843 $4,388,843 0.36 $4,348,753
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 $4,377,086 $4,377,086 0.36 $4,371,753
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,304,602 $4,368,117 $4,368,117 0.36 $4,331,412
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 $4,350,807 $4,350,807 0.36 $4,276,626
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.00%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,319,777 $4,319,777 0.35 $4,299,990
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,193,798 $4,193,798 0.34 $4,179,291
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,265,245 $4,177,658 $4,177,658 0.34 $4,173,166
BX Commercial Mortgage Trust 2021-SOAR D 5.665% 15-JUN-2038, 5.67%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,163,680 $4,163,680 0.34 $4,159,092
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,152,211 $4,152,211 0.34 $4,131,644
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,143,706 $4,143,706 0.34 $4,139,418
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,129,314 $4,137,952 $4,137,952 0.34 $4,111,819
BX Trust 2024-BRBK A 7.0298% 15-OCT-2041, 7.03%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,048,158 $4,048,158 0.33 $4,017,819
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,953,087 $4,028,254 $4,028,254 0.33 $3,996,591
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,952,753 $3,975,981 $3,975,981 0.33 $3,958,923
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.34839% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,966,450 $3,966,450 0.32 $3,933,625
RCKT Mortgage Trust 2025-CES8|4.997|09/25/2055, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,940,000 $3,953,640 $3,953,640 0.32 $3,939,968
ALA Trust 2025-OANA A 5.89363% 15-JUN-2040, 5.89%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,883,651 $3,903,494 $3,903,494 0.32 $3,899,043
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $3,852,547 $3,852,547 0.32 $3,839,754
BX Trust 2025-LUNR D 6.65016% 15-JUN-2040, 6.65%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,822,340 $3,835,585 $3,835,585 0.31 $3,830,643
Connecticut Avenue Securities Trust 2024-R05 2M1 5.34839% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 3,802,189 $3,817,715 $3,817,715 0.31 $3,801,898
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,801,632 $3,801,632 0.31 $3,785,388
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 $3,785,712 $3,785,712 0.31 $3,746,171
FREMF 2023-K511 Mortgage Trust C 5.822407% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,770,730 $3,770,730 0.31 $3,737,737
BMP Commercial Mortgage Trust 2024-MF23 D 6.54065% 15-JUN-2041, 6.54%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,760,050 $3,760,050 0.31 $3,755,280
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,757,500 $3,757,500 0.31 $3,739,580
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,660,746 $3,660,746 0.30 $3,643,435
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,657,900 $3,657,900 0.30 $3,643,752
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,585,670 $3,635,998 $3,635,998 0.30 $3,621,153
BX Commercial Mortgage Trust 2024-XL5 D 6.83996% 15-MAR-2041, 6.84%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,593,002 $3,596,878 $3,596,878 0.29 $3,592,100
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,584,073 $3,584,073 0.29 $3,580,164
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,527,034 $3,572,679 $3,572,679 0.29 $3,544,283
SCG Trust 2025-SNIP D 6.85% 15-SEP-2027, 6.85%, 09/15/30 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,510,044 $3,510,044 0.29 $3,510,044
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,360,627 $3,506,324 $3,506,324 0.29 $3,472,679
Affirm Master Trust Series 2025-3|4.75|10/16/2034, 4.75%, 10/16/34 AFRMT 2025-3A 00833BAP3 - - 3,500,000 $3,500,292 $3,500,292 0.29 $3,499,830
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,387,696 $3,446,998 $3,446,998 0.28 $3,441,885
Taco Bell Funding LLC|4.821|08/25/2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,424,357 $3,424,357 0.28 $3,423,898
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,423,731 $3,423,731 0.28 $3,401,936
CSMC 2021-BHAR C 6.265% 15-NOV-2038, 6.27%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,409,965 $3,409,965 0.28 $3,405,767
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 $3,408,429 $3,408,429 0.28 $3,404,366
BX Trust 2021-ARIA D 6.1604% 15-OCT-2036, 6.16%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,302,201 $3,302,201 0.27 $3,298,248
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,293,463 $3,293,463 0.27 $3,289,292
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,290,523 $3,290,523 0.27 $3,275,901
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,237,657 $3,278,081 $3,278,081 0.27 $3,248,410
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,224,337 $3,224,337 0.26 $3,220,530
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 $3,197,705 $3,197,705 0.26 $3,181,907
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,156,480 $3,156,480 0.26 $3,142,179
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,144,849 $3,144,849 0.26 $3,113,636
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,144,257 $3,144,257 0.26 $3,139,705
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,091,235 $3,143,303 $3,143,303 0.26 $3,107,761
BX Trust 2024-VLT4 E 7.039564% 15-JUN-2041, 7.04%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,132,801 $3,132,801 0.26 $3,128,517
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,120,244 $3,120,244 0.26 $3,103,458
BX Trust 2021-ARIA F 6.8585% 15-OCT-2036, 6.86%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,109,641 $3,109,641 0.25 $3,086,720
BX Trust 2024-BIO C 6.79016% 15-FEB-2041, 6.79%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,103,350 $3,103,350 0.25 $3,099,248
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 3,000,000 $3,101,180 $3,101,180 0.25 $3,069,159
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,098,857 $3,098,857 0.25 $3,082,463
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.23931% 15-AUG-2041, 7.24%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,097,882 $3,097,882 0.25 $3,093,518
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,092,452 $3,092,452 0.25 $3,076,720
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,046,654 $3,091,681 $3,091,681 0.25 $3,067,498
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,049,923 $3,091,464 $3,091,464 0.25 $3,067,746
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,082,606 $3,082,606 0.25 $3,076,950
Connecticut Avenue Securities, Series 2021-R01 1B1 7.44839% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,076,550 $3,076,550 0.25 $3,059,170
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 $3,056,620 $3,056,620 0.25 $3,043,750
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,050,867 $3,050,867 0.25 $3,036,054
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,972,315 $3,024,862 $3,024,862 0.25 $3,018,984
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,022,868 $3,022,868 0.25 $3,008,755
BFLD Commercial Mortgage Trust 2025-5MW C 5.75858% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $3,002,762 $3,002,762 0.25 $3,002,762
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $3,000,773 $3,000,773 0.25 $2,969,771
Carmax Select Receivables Trust 2025-B|5.33|07/15/2031, 5.33%, 07/15/31 CMXS 2025-B 14320BAF6 - - 3,000,000 $2,995,743 $2,995,743 0.25 $2,995,298
Carvana Auto Receivables Trust 2025-P3|5.47|09/12/2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,987,876 $2,987,876 0.24 $2,987,420
Extended Stay America Trust 2021-ESH F 7.965% 15-JUL-2038, 7.96%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,909,302 $2,960,769 $2,960,769 0.24 $2,909,302
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,938,778 $2,938,778 0.24 $2,935,779
SWCH Commercial Mortgage Trust 2025-DATA E 7.49038% 15-FEB-2042, 7.49%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,935,851 $2,935,851 0.24 $2,931,554
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,931,717 $2,931,717 0.24 $2,925,358
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,847,193 $2,914,104 $2,914,104 0.24 $2,900,803
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - - 2,854,000 $2,907,594 $2,907,594 0.24 $2,904,437
SCG Commercial Mortgage Trust 2025-FLWR E 7.1131% 15-AUG-2042, 6.90%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,888,363 $2,888,363 0.24 $2,869,250
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,837,719 $2,837,719 0.23 $2,833,603
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,837,611 $2,837,611 0.23 $2,827,818
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59503% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,806,396 $2,836,244 $2,836,244 0.23 $2,819,278
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,775,572 $2,798,514 $2,798,514 0.23 $2,778,233
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,790,021 $2,790,021 0.23 $2,779,686
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,732,498 $2,786,458 $2,786,458 0.23 $2,764,045
BX Trust 2025-ROIC E 7.09145% 15-FEB-2042, 7.09%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,767,936 $2,767,936 0.23 $2,764,115
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,806,510 $2,734,824 $2,734,824 0.22 $2,727,457
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,724,900 $2,724,900 0.22 $2,721,541
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,802,991 $2,718,205 $2,718,205 0.22 $2,710,847
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 $2,714,562 $2,714,562 0.22 $2,700,305
MHC Commercial Mortgage Trust 2021-MHC F 6.866442% 15-APR-2038, 6.87%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,681,400 $2,681,400 0.22 $2,661,635
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,665,406 $2,665,406 0.22 $2,653,157
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,603,056 $2,603,056 0.21 $2,599,372
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,586,832 $2,586,832 0.21 $2,564,100
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,542,885 $2,572,307 $2,572,307 0.21 $2,553,395
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,555,094 $2,555,094 0.21 $2,539,584
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,550,081 $2,550,081 0.21 $2,536,059
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,548,978 $2,548,978 0.21 $2,546,353
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,546,475 $2,546,475 0.21 $2,517,923
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,539,735 $2,539,735 0.21 $2,530,352
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,538,099 $2,538,099 0.21 $2,535,285
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,533,620 $2,533,620 0.21 $2,506,865
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,528,479 $2,528,479 0.21 $2,518,076
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.44839% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,517,933 $2,517,933 0.21 $2,497,008
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 $2,516,622 $2,516,622 0.21 $2,514,316
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,512,617 $2,512,617 0.21 $2,509,423
BX Commercial Mortgage Trust 2024-AIR2 D 6.94045% 15-OCT-2041, 6.94%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,512,157 $2,512,157 0.21 $2,493,463
FIGRE Trust 2025-PF2|5.418|10/25/2055, 5.42%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,500,000 $2,508,968 $2,508,968 0.21 $2,499,938
MTN Commercial Mortgage Trust 2022-LPFL B 6.0556% 15-MAR-2039, 6.06%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,504,725 $2,504,725 0.21 $2,501,782
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,472,650 $2,472,650 0.20 $2,470,412
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 $2,472,453 $2,472,453 0.20 $2,463,813
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 $2,443,930 $2,443,930 0.20 $2,440,631
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,440,359 $2,440,359 0.20 $2,425,620
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 $2,438,430 $2,438,430 0.20 $2,435,844
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,430,006 $2,430,006 0.20 $2,422,852
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.765% 15-JUN-2036, 8.77%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,424,926 $2,424,926 0.20 $2,402,280
FIGRE Trust 2025-PF2|5.568|10/25/2055, 5.57%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,400,000 $2,408,904 $2,408,904 0.20 $2,399,995
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,355,271 $2,399,549 $2,399,549 0.20 $2,387,191
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,378,650 $2,378,650 0.19 $2,375,571
BX Commercial Mortgage Trust 2024-GPA3 C 6.04198% 15-DEC-2039, 6.04%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,354,064 $2,363,363 $2,363,363 0.19 $2,360,598
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,316,883 $2,358,730 $2,358,730 0.19 $2,339,440
ALA Trust 2025-OANA D 7.24172% 15-JUN-2040, 7.24%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,356,628 $2,356,628 0.19 $2,353,343
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 - - 2,313,171 $2,350,502 $2,350,502 0.19 $2,338,724
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.8832% 15-NOV-2036, 6.88%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,336,866 $2,336,866 0.19 $2,333,743
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,336,387 $2,336,387 0.19 $2,324,224
Carmax Select Receivables Trust 2025-B|6.89|09/15/2032, 6.89%, 09/15/32 CMXS 2025-B 14320BAG4 - - 2,330,000 $2,326,488 $2,326,488 0.19 $2,326,042
Connecticut Avenue Securities, Series 2021-R03 1B1 7.09839% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,301,311 $2,301,311 0.19 $2,288,889
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,275,493 $2,237,051 $2,237,051 0.18 $2,223,834
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,282,557 $2,228,306 $2,228,306 0.18 $2,217,797
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,225,727 $2,225,727 0.18 $2,220,958
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,225,350 $2,225,350 0.18 $2,223,066
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,213,350 $2,166,237 $2,166,237 0.18 $2,160,427
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 $2,144,958 $2,144,958 0.18 $2,139,603
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.941055% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,115,903 $2,115,903 0.17 $2,112,671
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,094,543 $2,094,543 0.17 $2,078,005
OPEN Trust 2023-AIR B 7.988157% 15-NOV-2040, 7.99%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,087,864 $2,087,864 0.17 $2,084,634
RCKT Mortgage Trust 2025-CES8|4.795|09/25/2055, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 2,055,000 $2,061,826 $2,061,826 0.17 $2,054,983
LIFE 2022-BMR2 Mortgage Trust C 6.24328% 15-MAY-2039, 6.24%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,059,992 $2,059,992 0.17 $2,057,261
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.69839% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,049,180 $2,049,180 0.17 $2,037,202
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,012,862 $2,049,172 $2,049,172 0.17 $2,032,892
LIFE 2022-BMR2 Mortgage Trust D 6.69207% 15-MAY-2039, 6.69%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,045,700 $2,045,700 0.17 $2,042,818
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,038,979 $2,038,979 0.17 $2,036,226
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,034,204 $2,034,204 0.17 $2,031,183
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,030,721 $2,030,721 0.17 $2,028,392
GWT Commercial Mortgage Trust 2024-WLF2 E 7.78859% 15-MAY-2041, 7.79%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,017,717 $2,017,717 0.17 $2,014,688
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,004,655 $2,004,655 0.16 $1,997,469
CONE Trust 2024-DFW1 A 5.79189% 15-AUG-2041, 5.79%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,001,145 $2,001,145 0.16 $1,998,893
SMRT Commercial Mortgage Trust 2022-MINI F 7.50016% 15-JAN-2039, 7.50%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,993,737 $1,993,737 0.16 $1,990,784
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,899,616 $1,977,287 $1,977,287 0.16 $1,966,944
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,970,000 $1,974,056 $1,974,056 0.16 $1,965,080
BX Trust 2022-FOX2 D 6.26113% 15-APR-2039, 6.26%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,936,405 $1,936,405 0.16 $1,934,040
BX Commercial Mortgage Trust 2024-AIR2 C 6.39124% 15-OCT-2041, 6.39%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,925,858 $1,925,858 0.16 $1,923,473
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,884,207 $1,917,987 $1,917,987 0.16 $1,902,591
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,875,208 $1,917,676 $1,917,676 0.16 $1,902,507
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,875,208 $1,916,200 $1,916,200 0.16 $1,900,500
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94503% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,875,914 $1,905,503 $1,905,503 0.16 $1,893,560
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,872,118 $1,905,283 $1,905,283 0.16 $1,887,771
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,892,134 $1,892,134 0.15 $1,889,634
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,888,012 $1,888,012 0.15 $1,884,129
BX Trust 2024-BRBK B 8.07676% 15-OCT-2041, 8.07%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,875,327 $1,875,327 0.15 $1,859,222
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,836,753 $1,836,753 0.15 $1,771,751
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,817,257 $1,817,257 0.15 $1,808,697
BXHPP Trust 2021-FILM C 5.365% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,781,408 $1,781,408 0.15 $1,779,374
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,772,220 $1,772,220 0.15 $1,762,875
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,771,928 $1,771,928 0.15 $1,765,457
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,769,793 $1,769,793 0.14 $1,767,976
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,768,731 $1,768,731 0.14 $1,761,617
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,752,090 $1,752,090 0.14 $1,744,866
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,733,197 $1,733,197 0.14 $1,727,014
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,697,230 $1,721,807 $1,721,807 0.14 $1,708,244
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,654,653 $1,687,226 $1,687,226 0.14 $1,674,549
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 $1,678,460 $1,678,460 0.14 $1,660,426
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,673,688 $1,671,255 $1,671,255 0.14 $1,664,978
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,665,088 $1,665,088 0.14 $1,663,198
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 1,738,000 $1,645,121 $1,645,121 0.13 $1,645,121
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49503% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,602,050 $1,634,099 $1,634,099 0.13 $1,623,093
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,628,351 $1,628,351 0.13 $1,620,015
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,568,936 $1,618,254 $1,618,254 0.13 $1,616,142
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,593,084 $1,593,084 0.13 $1,580,833
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,558,111 $1,590,536 $1,590,536 0.13 $1,578,157
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,576,000 $1,589,583 $1,589,583 0.13 $1,578,090
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,579,922 $1,588,992 $1,588,992 0.13 $1,587,128
BX Commercial Mortgage Trust 2024-WPT D 6.83986% 15-APR-2041, 6.84%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,585,161 $1,585,161 0.13 $1,583,059
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,557,719 $1,557,719 0.13 $1,553,596
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,556,016 $1,556,016 0.13 $1,551,630
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,555,416 $1,555,416 0.13 $1,545,235
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 $1,535,393 $1,535,393 0.13 $1,533,390
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,527,979 $1,527,979 0.13 $1,526,041
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,525,437 $1,525,437 0.12 $1,523,990
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 $1,512,933 $1,512,933 0.12 $1,509,403
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 $1,512,917 $1,512,917 0.12 $1,510,968
BX Trust 2021-ARIA E 6.5095% 15-OCT-2036, 6.51%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,510,110 $1,510,110 0.12 $1,499,529
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,509,642 $1,509,642 0.12 $1,503,266
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,488,750 $1,508,788 $1,508,788 0.12 $1,500,463
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,487,819 $1,507,600 $1,507,600 0.12 $1,496,054
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,506,482 $1,506,482 0.12 $1,452,636
JW Commercial Mortgage Trust 2024-MRCO C 6.54021% 15-JUN-2039, 6.54%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,504,107 $1,504,107 0.12 $1,502,199
Gracie Point International Funding 2025-1 C 7.10034% 15-AUG-2028, 7.12%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,503,417 $1,503,417 0.12 $1,501,340
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 $1,484,122 $1,484,122 0.12 $1,466,286
LIFE 2021-BMR Mortgage Trust F 6.615% 15-MAR-2038, 6.61%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,473,240 $1,473,240 0.12 $1,471,331
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,469,207 $1,469,207 0.12 $1,462,796
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,424,315 $1,450,212 $1,450,212 0.12 $1,447,883
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,434,469 $1,434,469 0.12 $1,425,678
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,424,005 $1,424,005 0.12 $1,424,005
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,386,155 $1,416,489 $1,416,489 0.12 $1,409,236
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,408,331 $1,408,331 0.12 $1,406,889
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,589,331 $1,378,988 $1,378,988 0.11 $1,372,536
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,347,000 $1,359,188 $1,359,188 0.11 $1,349,173
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,321,815 $1,348,226 $1,348,226 0.11 $1,334,025
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,346,885 $1,346,885 0.11 $1,322,224
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,328,390 $1,328,390 0.11 $1,328,365
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,316,167 $1,328,195 $1,328,195 0.11 $1,326,485
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,247,565 $1,314,892 $1,314,892 0.11 $1,312,920
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,272,780 $1,290,195 $1,290,195 0.11 $1,280,195
BX Trust 2021-MFM1 E 6.515% 15-JAN-2034, 6.51%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,285,106 $1,285,106 0.11 $1,283,480
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,250,358 $1,268,920 $1,268,920 0.10 $1,266,966
Great Wolf Trust 2024-WOLF C 6.54116% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,265,190 $1,265,190 0.10 $1,263,588
COMM 2024-WCL1 Mortgage Trust D 7.44% 17-JUN-2041, 7.44%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,253,608 $1,253,608 0.10 $1,243,563
COMM 2024-WCL1 Mortgage Trust C 7.04% 17-JUN-2041, 7.04%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,245,894 $1,245,894 0.10 $1,244,183
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 $1,233,742 $1,233,742 0.10 $1,232,240
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,302,528 $1,230,202 $1,230,202 0.10 $1,224,666
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84503% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,212,898 $1,221,621 $1,221,621 0.10 $1,212,898
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34503% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,193,161 $1,215,165 $1,215,165 0.10 $1,206,038
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 $1,215,145 $1,215,145 0.10 $1,213,684
DROP Mortgage Trust 2021-FILE A 5.415% 15-OCT-2043, 5.41%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,211,248 $1,211,248 0.10 $1,209,932
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,200,756 $1,200,756 0.10 $1,192,916
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 $1,193,412 $1,193,412 0.10 $1,191,428
MTN Commercial Mortgage Trust 2022-LPFL D 7.1028% 15-MAR-2039, 7.10%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,178,165 $1,178,165 0.10 $1,176,542
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,171,865 $1,171,865 0.10 $1,165,077
BX Trust 2024-CNYN C 6.09132% 15-APR-2041, 6.09%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,153,383 $1,154,872 $1,154,872 0.09 $1,153,506
BX Trust 2024-VLT4 D 6.590212% 15-JUN-2041, 6.59%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,101,835 $1,101,835 0.09 $1,100,426
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,097,659 $1,097,659 0.09 $1,094,927
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,057,414 $1,093,627 $1,093,627 0.09 $1,088,275
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,012,691 $1,081,094 $1,081,094 0.09 $1,079,302
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,052,354 $1,073,917 $1,073,917 0.09 $1,065,333
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,060,380 $1,060,380 0.09 $1,055,585
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,050,583 $1,050,583 0.09 $1,048,866
LIFE 2021-BMR Mortgage Trust E 6.015% 15-MAR-2038, 6.01%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,818 $1,047,818 0.09 $1,040,959
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.39839% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,035,722 $1,047,232 $1,047,232 0.09 $1,042,078
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 $1,035,547 $1,035,547 0.08 $1,015,333
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,035,487 $1,035,487 0.08 $1,033,931
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.99839% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,032,630 $1,032,630 0.08 $1,026,409
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 $1,031,597 $1,031,597 0.08 $1,030,154
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,030,651 $1,030,651 0.08 $1,029,403
MHC Commercial Mortgage Trust 2021-MHC G 7.466442% 15-APR-2038, 7.47%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,029,055 $1,029,055 0.08 $1,020,830
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 $1,023,877 $1,023,877 0.08 $1,021,110
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,016,812 $1,016,812 0.08 $1,015,819
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 $1,013,608 $1,013,608 0.08 $1,009,296
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 $1,010,915 $1,010,915 0.08 $1,008,300
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 998,505 $1,003,178 $1,003,178 0.08 $1,001,883
MTN Commercial Mortgage Trust 2022-LPFL F 9.445169% 15-MAR-2039, 9.45%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,003,042 $1,003,042 0.08 $1,001,206
Carvana Auto Receivables Trust 2025-P3|4.99|01/12/2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $996,001 $996,001 0.08 $995,862
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.79839% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $994,588 $994,588 0.08 $990,123
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 990,420 $973,772 $973,772 0.08 $968,159
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $934,823 $934,823 0.08 $932,311
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $922,017 $922,017 0.08 $920,631
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $917,419 $917,419 0.08 $914,050
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $911,491 $911,491 0.07 $909,351
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $911,317 $911,317 0.07 $909,763
Connecticut Avenue Securities, Series 2021-R02 2M2 6.34839% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 896,791 $908,505 $908,505 0.07 $904,077
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 887,358 $897,295 $897,295 0.07 $895,750
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 892,212 $875,468 $875,468 0.07 $873,126
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 854,458 $867,515 $867,515 0.07 $866,711
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,575 $842,575 0.07 $841,354
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 803,030 $840,826 $840,826 0.07 $833,574
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 803,030 $827,574 $827,574 0.07 $822,734
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $812,815 $812,815 0.07 $798,412
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 797,102 $811,755 $811,755 0.07 $804,584
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $808,659 $808,659 0.07 $804,350
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 $804,467 $804,467 0.07 $801,647
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 798,161 $803,139 $803,139 0.07 $799,965
BXHPP Trust 2021-FILM A 4.915% 15-AUG-2036, 4.91%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $799,800 $799,800 0.07 $795,396
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78703% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 749,343 $797,222 $797,222 0.07 $792,100
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $787,811 $787,811 0.06 $786,661
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.14839% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 775,198 $775,850 $775,850 0.06 $772,142
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.09839% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 753,049 $775,160 $775,160 0.06 $771,002
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,457 $759,457 0.06 $758,442
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.94839% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 732,477 $747,388 $747,388 0.06 $742,860
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 $731,259 $731,259 0.06 $728,150
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 723,195 $728,712 $728,712 0.06 $724,112
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 682,896 $724,368 $724,368 0.06 $694,990
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 682,896 $720,344 $720,344 0.06 $693,132
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $717,273 $717,273 0.06 $716,164
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $706,150 $706,150 0.06 $702,992
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,168 $705,168 0.06 $704,230
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 697,024 $702,746 $702,746 0.06 $701,805
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 687,610 $700,176 $700,176 0.06 $694,014
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 650,980 $660,789 $660,789 0.05 $655,211
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59503% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 600,769 $619,982 $619,982 0.05 $614,698
Gracie Point International Funding, Series 2024-1 D 11.50559% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $606,273 $606,273 0.05 $602,438
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.58666% 20-SEP-2033, 7.74%, 09/20/33 HACLN 2025-2 44644NAR0 - - 600,000 $604,805 $604,805 0.05 $600,549
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 589,498 $593,798 $593,798 0.05 $591,093
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 580,092 $581,272 $581,272 0.05 $580,177
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,807 $568,807 0.05 $565,438
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 559,008 $562,253 $562,253 0.05 $558,632
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 541,416 $560,110 $560,110 0.05 $559,068
BX Trust 2022-FOX2 E 7.10933% 15-APR-2039, 7.11%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $545,074 $545,074 0.04 $544,319
Mello Warehouse Securitization Trust 2024-1 F 9.587% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,664 $543,664 0.04 $539,629
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $531,554 $531,554 0.04 $530,546
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $530,948 $530,948 0.04 $528,965
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,712 $526,712 0.04 $524,225
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $520,644 $520,644 0.04 $516,977
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 2.037333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $519,689 $519,689 0.04 $518,645
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $518,552 $518,552 0.04 $517,760
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 $517,379 $517,379 0.04 $513,432
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,782 $514,782 0.04 $514,164
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,982 $512,982 0.04 $512,384
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $512,858 $512,858 0.04 $512,272
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $511,194 $511,194 0.04 $508,780
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,606 $510,606 0.04 $510,038
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $510,136 $510,136 0.04 $509,572
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,132 $510,132 0.04 $509,492
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,852 $503,852 0.04 $503,182
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,820 $502,820 0.04 $500,638
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $502,422 $502,422 0.04 $501,823
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 492,679 $500,227 $500,227 0.04 $496,773
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,414 $463,414 0.04 $462,670
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 427,294 $446,698 $446,698 0.04 $445,681
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $435,435 $435,435 0.04 $434,780
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 425,012 $434,880 $434,880 0.04 $434,225
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 420,385 $432,075 $432,075 0.04 $431,696
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $428,191 $428,191 0.04 $427,574
Extended Stay America Trust 2021-ESH E 7.115% 15-JUL-2038, 7.11%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 421,638 $422,116 $422,116 0.03 $421,532
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,253 $410,253 0.03 $409,726
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.24%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,181 $406,181 0.03 $404,929
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78703% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 383,289 $399,006 $399,006 0.03 $396,685
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 - - 436,417 $396,524 $396,524 0.03 $395,666
BAMLL Re-REMIC Trust 2024-FRR4 E 1.099014% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $390,670 $390,670 0.03 $389,935
BAMLL Re-REMIC Trust 2024-FRR4 F 1.031285% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $389,397 $389,397 0.03 $388,708
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 $389,212 $389,212 0.03 $385,992
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,555 $388,555 0.03 $386,681
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $368,971 $368,971 0.03 $366,221
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 316,269 $361,029 $361,029 0.03 $317,792
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $356,762 $356,762 0.03 $356,082
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $351,738 $351,738 0.03 $350,652
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,972 $334,972 0.03 $333,389
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 324,850 $332,250 $332,250 0.03 $331,445
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $329,776 $329,776 0.03 $319,974
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,548 $326,548 0.03 $324,827
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,561 $320,561 0.03 $320,077
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 310,654 $315,469 $315,469 0.03 $312,601
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 311,998 $315,089 $315,089 0.03 $313,029
BX Commercial Mortgage Trust 2024-MF C 6.09106% 15-FEB-2039, 6.09%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,630 $310,630 0.03 $310,263
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 $302,167 $302,167 0.02 $301,555
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,784 $297,784 0.02 $295,553
CSMC 2021-BHAR E 7.765% 15-NOV-2038, 7.77%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,596 $294,596 0.02 $294,143
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 290,772 $294,293 $294,293 0.02 $293,900
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 299,093 $293,404 $293,404 0.02 $292,032
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 284,863 $289,588 $289,588 0.02 $289,219
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $256,834 $256,834 0.02 $256,834
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 $255,908 $255,908 0.02 $255,530
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,406 $252,406 0.02 $252,076
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 $249,072 $249,072 0.02 $248,705
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,583 $248,583 0.02 $248,231
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 241,506 $245,535 $245,535 0.02 $244,113
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 230,790 $234,400 $234,400 0.02 $232,611
BXHPP Trust 2021-FILM B 5.165% 15-AUG-2036, 5.16%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $233,750 $233,750 0.02 $233,499
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 222,743 $224,738 $224,738 0.02 $223,861
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 $217,920 $217,920 0.02 $216,863
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,735 $204,735 0.02 $204,309
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,654 $204,654 0.02 $204,286
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 172,352 $176,861 $176,861 0.01 $176,722
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $158,748 $158,748 0.01 $158,298
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 198,766 $156,431 $156,431 0.01 $156,222
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 154,750 $155,890 $155,890 0.01 $155,713
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 $152,197 $152,197 0.01 $151,456
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 135,556 $140,883 $140,883 0.01 $138,936
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 $139,422 $139,422 0.01 $139,041
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 - - 117,892 $119,198 $119,198 0.01 $119,027
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 104,902 $103,137 $103,137 0.01 $102,708
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,848 $101,848 0.01 $101,530
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,104 $101,104 0.01 $100,794
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 100,848 $100,580 $100,580 0.01 $100,522
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,390 $96,390 0.01 $96,077
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 86,040 $86,333 $86,333 0.01 $86,195
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 - - 76,091 $78,228 $78,228 0.01 $77,669
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,747 $77,747 0.01 $77,486
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 74,028 $74,069 $74,069 0.01 $73,667
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 59,514 $60,053 $60,053 0.00 $59,776
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 36,480 $36,400 $36,400 0.00 $36,386
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 33,113 $33,611 $33,611 0.00 $33,451
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 31,676 $31,926 $31,926 0.00 $31,864
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 27,012 $26,944 $26,944 0.00 $26,882
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $5,358 $5,358 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 1,413 $1,412 $1,412 0.00 $1,411
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-12,926,250 $0 0.00 $0
US 5YR FUTR OPTN Oct25Call 111.75 FVV5C FVZ5 COMDTY $111.75 -456.00 $-49,889,250 $0 0.00 $0
US 10YR FUT OPTN Oct25C 115 115 TYV5C TYZ5 COMDTY $115.00 -605.00 $-68,213,750 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -132.00 $-14,883,000 $0 0.00 $0
US 10YR FUT OPTN Oct25Put 109.5 TYV5P TYZ5 COMDTY $109.50 -605.00 $68,213,750 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 1,682 $184,021,312 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $94,910,156 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,210,688 $0 0.00 $0
US 5YR FUTR OPTN Oct25Put 106.25 FVV5P FVZ5 COMDTY $106.25 -456.00 $49,889,250 $0 0.00 $0
GOLD FUT OPT(CMX) Oct25P 3000 3000 GCV5P GCV5 COMDTY $3,000.00 -128.00 $47,052,800 $-1,280 0.00 $-1,280
GOLD FUT OPT(CMX) Oct25C 3700 3700 GCV5C GCV5 COMDTY $3,700.00 -128.00 $-47,052,800 $-190,720 -0.02 $-190,720
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - -44,565,000 $-37,671,641 $-37,671,641 -3.09 $-37,671,641
SEGREGATED CASH SEGCASH - $0.00 5,050,000 $5,050,000 $5,050,000 0.41 $5,050,000
US DOLLARS USD MD_142224 - - -178,798,822 $-178,798,822 $-178,798,822 -14.64 $-178,798,822
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,698,335 $12,151 0.00 $12,151
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,176,562 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,246,875 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,290,625 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,431,250 $0 0.00 $0
GOLD 100 OZ FUTR Oct25 OCT 25 GCV5 FUTURES_USD - 65.00 $23,894,000 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,752,163 $-1,331 0.00 $-1,331
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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