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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of April 30, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - 99,760,000 $99,528,457 $99,528,457 13.82 $99,528,457
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 60,613,000 $62,419,267 $62,419,267 8.67 $62,419,267
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - 61,479,000 $60,183,146 $60,183,146 8.36 $60,183,146
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 57,605,000 $58,432,208 $58,432,208 8.11 $58,432,208
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 30,930,000 $27,900,778 $27,900,778 3.87 $27,900,778
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 25,640,000 $22,228,906 $22,228,906 3.09 $22,228,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,694,854 $16,694,854 2.32 $16,678,028
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,285,002 $13,214,479 $13,214,479 1.83 $13,202,403
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,529,642 $11,529,642 1.60 $11,500,401
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,645,596 $7,728,613 $7,728,613 1.07 $7,692,596
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,643,395 $6,774,971 $6,774,971 0.94 $6,767,563
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,762,264 $6,716,782 $6,716,782 0.93 $6,695,707
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 6,343,044 $6,317,820 $6,317,820 0.88 $6,280,819
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,517,100 $6,277,420 $6,277,420 0.87 $6,255,697
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,239,924 $6,239,924 0.87 $6,233,700
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 6,139,000 $6,207,796 $6,207,796 0.86 $6,162,036
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,902,469 $5,902,469 0.82 $5,857,510
KRE Commercial Mortgage Trust 2025-AIP4 A 5.62186% 15-MAR-2042, 5.62%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,849,056 $5,849,056 0.81 $5,834,309
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,789,591 $5,775,310 $5,775,310 0.80 $5,770,000
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,650,960 $5,650,960 0.78 $5,645,803
RCKT Mortgage Trust 2025-CES4|5.811|05/25/2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,559,543 $5,638,626 $5,638,626 0.78 $5,611,704
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 5,422,872 $5,440,705 $5,440,705 0.76 $5,422,801
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,430,000 $5,432,880 $5,432,880 0.75 $5,429,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.13969% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,295,397 $5,295,397 0.74 $5,289,987
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 5,427,666 $5,266,932 $5,266,932 0.73 $5,256,927
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,255,788 $5,255,788 0.73 $5,240,532
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,018,103 $5,185,365 $5,185,365 0.72 $5,050,800
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,167,233 $5,167,233 0.72 $5,160,820
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,067,638 $5,129,412 $5,129,412 0.71 $5,103,994
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,052,311 $5,033,985 $5,033,985 0.70 $5,029,308
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,983,965 $4,983,965 0.69 $4,865,143
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,799,067 $4,893,616 $4,893,616 0.68 $4,888,064
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,580,208 $4,734,890 $4,734,890 0.66 $4,709,249
BX Commercial Mortgage Trust 2024-MF D 7.01168% 15-FEB-2039, 7.01%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,726,769 $4,726,769 0.66 $4,712,006
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,709,307 $4,709,307 0.65 $4,682,840
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,708,754 $4,708,754 0.65 $4,693,854
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 $4,532,213 $4,532,213 0.63 $4,503,923
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,406,246 $4,406,246 0.61 $4,393,835
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 $4,318,284 $4,318,284 0.60 $4,312,153
Sotheby's ArtFi Master Trust, Series 2024-1 C 6.83% 20-DEC-2031, 6.83%, 12/22/31 ARTFI 2024-1A 83589CAD0 - - 4,250,000 $4,289,487 $4,289,487 0.60 $4,256,428
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,203,533 $4,231,485 $4,231,485 0.59 $4,216,984
COOPR Residential Mortgage Trust 2025-CES1|5.654|05/25/2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,116,000 $4,157,901 $4,157,901 0.58 $4,138,508
BX Commercial Mortgage Trust 2021-SOAR D 5.836% 15-JUN-2038, 5.84%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,137,299 $4,137,299 0.57 $4,126,497
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,100,133 $4,100,133 0.57 $4,095,722
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,817,549 $3,838,449 $3,838,449 0.53 $3,820,370
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,688,119 $3,783,644 $3,783,644 0.53 $3,766,972
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,623,347 $3,761,618 $3,761,618 0.52 $3,740,280
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,751,312 $3,751,312 0.52 $3,747,702
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 $3,746,485 $3,746,485 0.52 $3,723,226
FREMF 2023-K511 Mortgage Trust C 5.634605% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,745,933 $3,745,933 0.52 $3,707,116
BMP Commercial Mortgage Trust 2024-MF23 D 6.71235% 15-JUN-2041, 6.71%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,704,104 $3,704,104 0.51 $3,692,917
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 3,680,000 $3,518,371 $3,518,371 0.49 $3,518,371
PRPM 2025-2 LLC|6.469|05/25/2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,429,000 $3,459,793 $3,459,793 0.48 $3,436,994
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,429,930 $3,429,930 0.48 $3,425,741
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,417,941 $3,417,941 0.47 $3,408,654
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,404,095 $3,404,095 0.47 $3,399,252
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,355,839 $3,380,297 $3,380,297 0.47 $3,364,945
SCG Commercial Mortgage Trust 2025-DLFN E 7.27186% 15-MAR-2027, 7.27%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,330,384 $3,330,384 0.46 $3,319,557
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,289,764 $3,291,271 $3,291,271 0.46 $3,275,910
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,243,613 $3,243,613 0.45 $3,233,763
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.60235% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,229,150 $3,235,050 $3,235,050 0.45 $3,229,129
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,230,598 $3,230,598 0.45 $3,209,105
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,150,220 $3,179,706 $3,179,706 0.44 $3,176,435
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,137,624 $3,178,721 $3,178,721 0.44 $3,175,171
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,141,601 $3,145,073 $3,145,073 0.44 $3,131,570
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,128,425 $3,128,425 0.43 $3,125,247
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,122,429 $3,111,129 $3,111,129 0.43 $3,108,108
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.41101% 15-AUG-2041, 7.41%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,103,191 $3,103,191 0.43 $3,092,980
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,085,987 $3,085,987 0.43 $3,082,344
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,077,411 $3,077,411 0.43 $3,073,915
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,045,213 $3,045,213 0.42 $3,036,771
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 $3,023,721 $3,023,721 0.42 $2,993,691
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,020,457 $3,020,457 0.42 $3,010,426
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,005,607 $3,005,607 0.42 $2,986,978
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.33969% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,001,497 $3,001,497 0.42 $2,998,320
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,965,209 $2,937,526 $2,937,526 0.41 $2,928,144
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,921,917 $2,921,917 0.41 $2,912,635
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,881,580 $2,881,580 0.40 $2,872,496
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 $2,873,692 $2,873,692 0.40 $2,866,475
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 $2,848,545 $2,848,545 0.40 $2,831,071
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,903,214 $2,782,423 $2,782,423 0.39 $2,780,729
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,777,988 $2,777,988 0.39 $2,763,224
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,883,955 $2,768,562 $2,768,562 0.38 $2,751,799
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,749,397 $2,749,397 0.38 $2,740,417
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,737,996 $2,737,996 0.38 $2,728,588
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,732,366 $2,732,366 0.38 $2,724,686
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 2,699,216 $2,709,351 $2,709,351 0.38 $2,706,673
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 $2,706,729 $2,706,729 0.38 $2,703,561
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,649,340 $2,688,126 $2,688,126 0.37 $2,674,775
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,654,956 $2,654,956 0.37 $2,647,415
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,643,507 $2,643,507 0.37 $2,636,227
BX Trust 2024-BIO C 6.96186% 15-FEB-2041, 6.96%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,611,825 $2,611,825 0.36 $2,603,625
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,597,977 $2,597,977 0.36 $2,589,555
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,531,780 $2,531,780 0.35 $2,516,918
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,526,962 $2,526,962 0.35 $2,519,929
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,691 $2,521,691 0.35 $2,514,391
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,510,644 $2,510,644 0.35 $2,503,657
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,509,968 $2,509,968 0.35 $2,463,981
Sandstone Peak III C 6.95007% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,509,325 $2,509,325 0.35 $2,506,437
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,509,198 $2,509,198 0.35 $2,504,990
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,507,030 $2,507,030 0.35 $2,494,307
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,506,355 $2,506,355 0.35 $2,492,951
MTN Commercial Mortgage Trust 2022-LPFL B 6.2256% 15-MAR-2039, 6.23%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,500,247 $2,500,247 0.35 $2,493,330
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.43969% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,494,746 $2,494,746 0.35 $2,490,260
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,482,312 $2,482,312 0.34 $2,477,492
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,457,276 $2,475,902 $2,475,902 0.34 $2,463,868
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,418,943 $2,418,943 0.34 $2,408,723
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 $2,364,904 $2,364,904 0.33 $2,362,984
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,362,934 $2,362,934 0.33 $2,354,593
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,357,942 $2,357,942 0.33 $2,350,904
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,330,136 $2,330,136 0.32 $2,327,433
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,320,465 $2,320,465 0.32 $2,313,147
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 2,283,000 $2,315,480 $2,315,480 0.32 $2,301,037
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35369% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,299,122 $2,299,122 0.32 $2,295,054
PRPM 2025-RPL3 LLC|3.25|04/25/2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,400,000 $2,285,532 $2,285,532 0.32 $2,272,532
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10369% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,278,421 $2,278,421 0.32 $2,275,757
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,246,983 $2,246,983 0.31 $2,244,733
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.9504% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,227,844 $2,239,374 $2,239,374 0.31 $2,235,073
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,202,426 $2,202,426 0.31 $2,195,613
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,277,961 $2,197,156 $2,197,156 0.30 $2,195,827
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,084,178 $2,157,566 $2,157,566 0.30 $2,155,044
OPEN Trust 2023-AIR B 8.159857% 15-NOV-2040, 8.16%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,083,390 $2,083,390 0.29 $2,075,846
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,004,303 $2,067,292 $2,067,292 0.29 $2,056,264
BX Commercial Mortgage Trust 2021-VINO E 6.38833% 15-MAY-2038, 6.39%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,051,449 $2,051,449 0.28 $2,045,579
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70369% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,036,938 $2,036,938 0.28 $2,034,375
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,036,382 $2,036,382 0.28 $2,030,089
LIFE 2022-BMR2 Mortgage Trust C 6.41498% 15-MAY-2039, 6.41%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,031,415 $2,031,415 0.28 $2,025,000
Gracie Point International Funding, Series 2023-1 D 8.92441% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,022,630 $2,022,630 0.28 $1,993,378
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 $2,016,803 $2,016,803 0.28 $2,008,208
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,016,169 $2,016,169 0.28 $2,006,043
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.955534% 27-SEP-2052, 0.96%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,006,498 $2,006,498 0.28 $2,004,573
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,003,101 $2,003,101 0.28 $1,997,776
CONE Trust 2024-DFW1 A 5.96359% 15-AUG-2041, 5.96%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,996,473 $1,996,473 0.28 $1,991,172
BX Commercial Mortgage Trust 2024-WPT D 7.01156% 15-APR-2041, 7.01%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $1,983,388 $1,983,388 0.28 $1,977,155
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,976,323 $1,976,323 0.27 $1,970,146
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,980,000 $1,974,341 $1,974,341 0.27 $1,955,811
CSMC 2021-BHAR C 6.437% 15-NOV-2038, 6.44%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,968,035 $1,968,035 0.27 $1,963,029
GWT Commercial Mortgage Trust 2024-WLF2 E 7.96029% 15-MAY-2041, 7.96%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,967,082 $1,967,082 0.27 $1,960,006
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,958,877 $1,958,877 0.27 $1,952,120
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,949,303 $1,949,303 0.27 $1,943,183
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5004% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,931,747 $1,944,763 $1,944,763 0.27 $1,940,739
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,917,833 $1,917,833 0.27 $1,915,118
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 $1,914,895 $1,914,895 0.27 $1,908,109
SMRT Commercial Mortgage Trust 2022-MINI F 7.67186% 15-JAN-2039, 7.67%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,910,596 $1,910,596 0.27 $1,903,691
BX Commercial Mortgage Trust 2024-AIR2 C 6.56324% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,910,308 $1,910,308 0.27 $1,904,713
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,867,467 $1,882,963 $1,882,963 0.26 $1,874,185
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,881,422 $1,881,422 0.26 $1,875,875
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,869,028 $1,869,028 0.26 $1,863,308
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 1,794,071 $1,861,692 $1,861,692 0.26 $1,859,269
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,808,658 $1,829,204 $1,829,204 0.25 $1,822,445
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,786,224 $1,826,158 $1,826,158 0.25 $1,824,242
BX Commercial Mortgage Trust 2024-XL5 D 7.01166% 15-MAR-2041, 7.01%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,815,877 $1,797,004 $1,797,004 0.25 $1,791,345
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90369% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,789,069 $1,789,069 0.25 $1,786,790
BXHPP Trust 2021-FILM C 5.536% 15-AUG-2036, 5.54%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,763,106 $1,763,106 0.24 $1,758,308
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,753,047 $1,753,047 0.24 $1,742,727
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.23%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - 1,750,000 $1,733,206 $1,733,206 0.24 $1,730,695
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,701,855 $1,728,290 $1,728,290 0.24 $1,723,053
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,726,161 $1,726,161 0.24 $1,707,734
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,727,763 $1,702,298 $1,702,298 0.24 $1,700,858
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 $1,663,458 $1,663,458 0.23 $1,652,850
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,647,553 $1,647,553 0.23 $1,643,233
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - 1,738,000 $1,618,977 $1,618,977 0.22 $1,618,977
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,607,745 $1,607,745 0.22 $1,605,957
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,610,874 $1,599,522 $1,599,522 0.22 $1,594,741
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,584,259 $1,584,259 0.22 $1,580,048
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 1.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,581,723 $1,581,723 0.22 $1,578,275
MVW 2025-1 LLC|5.75|09/22/2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,544,000 $1,559,734 $1,559,734 0.22 $1,559,487
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,485 $1,556,485 0.22 $1,554,222
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,530,330 $1,551,353 $1,551,353 0.22 $1,545,887
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,545,117 $1,545,117 0.21 $1,539,377
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 $1,540,602 $1,540,602 0.21 $1,536,022
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 $1,535,129 $1,535,129 0.21 $1,530,700
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 $1,523,089 $1,523,089 0.21 $1,518,635
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,500,000 $1,522,231 $1,522,231 0.21 $1,516,054
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,519,530 $1,519,530 0.21 $1,510,423
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 1,500,000 $1,513,212 $1,513,212 0.21 $1,501,868
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,510,545 $1,510,545 0.21 $1,504,654
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,498,671 $1,498,671 0.21 $1,480,106
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,478,664 $1,487,471 $1,487,471 0.21 $1,485,380
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,484,741 $1,484,741 0.21 $1,480,287
JW Commercial Mortgage Trust 2024-MRCO C 6.71191% 15-JUN-2039, 6.71%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,481,975 $1,481,975 0.21 $1,477,500
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 $1,465,239 $1,465,239 0.20 $1,454,747
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,463,425 $1,463,128 $1,463,128 0.20 $1,461,822
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,374,252 $1,455,460 $1,455,460 0.20 $1,450,494
LIFE 2021-BMR Mortgage Trust F 6.786% 15-MAR-2038, 6.79%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,444,390 $1,444,390 0.20 $1,439,913
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,421,366 $1,430,304 $1,430,304 0.20 $1,423,735
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.3504% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,417,003 $1,428,518 $1,428,518 0.20 $1,425,231
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,424,136 $1,424,136 0.20 $1,414,689
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,421,945 $1,421,945 0.20 $1,394,619
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,413,811 $1,413,811 0.20 $1,411,858
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.85235% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,395,609 $1,398,640 $1,398,640 0.19 $1,395,596
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,373,863 $1,373,863 0.19 $1,373,863
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,337,246 $1,359,487 $1,359,487 0.19 $1,355,397
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 B1_2020_1 2.28% 15-JUL-2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 $1,351,099 $1,351,099 0.19 $1,349,709
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40369% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,264,544 $1,347,018 $1,347,018 0.19 $1,275,738
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,320,472 $1,330,914 $1,330,914 0.18 $1,327,000
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 $1,285,133 $1,285,133 0.18 $1,280,765
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,280,164 $1,280,164 0.18 $1,246,839
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,276,042 $1,276,042 0.18 $1,276,027
BX Trust 2021-MFM1 E 6.686% 15-JAN-2034, 6.69%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,275,562 $1,275,562 0.18 $1,271,748
BX Trust 2024-CNYN C 6.26302% 15-APR-2041, 6.26%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,258,813 $1,258,813 0.17 $1,255,284
COMM 2024-WCL1 Mortgage Trust D 7.611% 17-JUN-2041, 7.61%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,246,362 $1,246,362 0.17 $1,242,662
COMM 2024-WCL1 Mortgage Trust C 7.211% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,242,906 $1,242,906 0.17 $1,239,401
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 $1,239,724 $1,239,724 0.17 $1,236,289
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 $1,227,457 $1,227,457 0.17 $1,224,119
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60369% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,209,588 $1,209,588 0.17 $1,207,520
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 $1,205,125 $1,205,125 0.17 $1,200,591
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,167,152 $1,201,173 $1,201,173 0.17 $1,199,860
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,120,000 $1,198,982 $1,198,982 0.17 $1,194,452
SREIT Trust 2021-FLWR D 5.811042% 22-JUL-2036, 5.81%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,195,212 $1,195,212 0.17 $1,192,500
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,187,197 $1,187,197 0.16 $1,185,455
MTN Commercial Mortgage Trust 2022-LPFL D 7.2728% 15-MAR-2039, 7.27%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,172,169 $1,172,169 0.16 $1,168,371
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,164,910 $1,164,910 0.16 $1,161,806
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,162,424 $1,162,424 0.16 $1,160,969
FIGRE Trust 2025-PF1|5.758|06/25/2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,145,000 $1,150,137 $1,150,137 0.16 $1,149,038
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,052,640 $1,052,640 0.15 $1,046,312
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 $1,034,342 $1,034,342 0.14 $1,031,044
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,034,295 $1,034,295 0.14 $1,031,514
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,031,266 $1,031,266 0.14 $1,027,342
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 $1,030,978 $1,030,978 0.14 $1,025,000
LIFE 2021-BMR Mortgage Trust E 6.186% 15-MAR-2038, 6.19%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,029,936 $1,029,936 0.14 $1,027,410
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.98969% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,027,271 $1,027,271 0.14 $1,025,938
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,027,113 $1,027,113 0.14 $1,023,617
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 $1,022,476 $1,022,476 0.14 $1,017,634
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,007,056 $1,017,456 $1,017,456 0.14 $1,016,535
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 $1,011,604 $1,011,604 0.14 $1,010,646
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,011,137 $1,011,137 0.14 $1,007,581
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,008,639 $1,008,639 0.14 $1,005,177
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,039,000 $1,007,976 $1,007,976 0.14 $997,586
BX Trust 2024-VLT4 D 6.761912% 15-JUN-2041, 6.76%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $985,423 $985,423 0.14 $982,418
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 971,000 $979,189 $979,189 0.14 $974,516
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95369% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 894,303 $961,332 $961,332 0.13 $909,438
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $950,214 $950,214 0.13 $947,561
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35369% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $941,609 $941,609 0.13 $940,612
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 910,953 $922,686 $922,686 0.13 $917,866
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $919,879 $919,879 0.13 $916,299
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $909,230 $909,230 0.13 $906,062
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $907,719 $907,719 0.13 $902,827
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $905,902 $905,902 0.13 $902,349
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 859,071 $896,714 $896,714 0.12 $894,047
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 665,144 $893,421 $893,421 0.12 $665,893
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 922,343 $891,925 $891,925 0.12 $891,387
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $884,735 $884,735 0.12 $880,833
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 871,312 $863,725 $863,725 0.12 $862,955
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 859,071 $862,546 $862,546 0.12 $860,767
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15369% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 837,036 $854,769 $854,769 0.12 $833,641
BX Trust 2024-BRBK A 7.2015% 15-OCT-2041, 7.20%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $850,278 $850,278 0.12 $847,898
BX Trust 2024-BRBK B 8.24846% 15-OCT-2041, 8.25%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $844,625 $844,625 0.12 $841,509
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10369% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 813,121 $844,528 $844,528 0.12 $833,080
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 783,074 $822,389 $822,389 0.11 $821,241
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 807,749 $818,111 $818,111 0.11 $813,854
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 786,995 $804,465 $804,465 0.11 $798,392
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 786,995 $803,644 $803,644 0.11 $799,014
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $798,492 $798,492 0.11 $775,706
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $793,708 $793,708 0.11 $789,679
Connecticut Avenue Securities Trust 2024-R03 2M2 6.28969% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $792,997 $792,997 0.11 $787,901
BXHPP Trust 2021-FILM|5.08648|08/15/2036, 5.09%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $775,139 $775,139 0.11 $773,170
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 767,000 $770,893 $770,893 0.11 $770,049
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $767,634 $767,634 0.11 $765,004
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,130 $760,130 0.11 $757,810
CENT Trust 2023-CITY B 7.47186% 15-SEP-2038, 7.47%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $750,610 $750,610 0.10 $748,119
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 734,979 $741,223 $741,223 0.10 $737,518
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6004% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 724,405 $741,129 $741,129 0.10 $739,197
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 736,135 $720,747 $720,747 0.10 $719,188
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $711,218 $711,218 0.10 $708,682
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.65%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $710,519 $710,519 0.10 $709,475
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,098 $705,098 0.10 $702,954
Great Wolf Trust 2024-WOLF C 6.71286% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $697,246 $697,246 0.10 $695,158
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 691,264 $696,505 $696,505 0.10 $694,936
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 690,775 $690,827 $690,827 0.10 $690,147
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 669,384 $682,646 $682,646 0.09 $679,703
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $669,613 $669,613 0.09 $669,613
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 628,198 $633,007 $633,007 0.09 $631,571
Gracie Point International Funding, Series 2024-1 D 11.57441% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $610,781 $610,781 0.08 $599,402
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $577,198 $577,198 0.08 $576,625
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 $574,438 $574,438 0.08 $574,079
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $563,335 $563,335 0.08 $562,586
BX Trust 2022-FOX2 E 7.28103% 15-APR-2039, 7.28%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 558,389 $553,228 $553,228 0.08 $551,421
Mello Warehouse Securitization Trust 2024-1 F 9.569% 25-OCT-2057, 9.58%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $533,926 $533,926 0.07 $533,061
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 525,467 $530,639 $530,639 0.07 $528,790
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $526,465 $526,465 0.07 $524,160
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $526,048 $526,048 0.07 $523,215
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,363 $523,363 0.07 $521,552
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $520,745 $520,745 0.07 $520,212
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $519,585 $519,585 0.07 $518,325
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,236 $512,236 0.07 $510,773
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $512,219 $512,219 0.07 $508,770
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $510,915 $510,915 0.07 $509,501
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $510,473 $510,473 0.07 $509,106
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $508,257 $508,257 0.07 $506,968
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 500,000 $507,995 $507,995 0.07 $506,733
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $507,856 $507,856 0.07 $506,558
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $507,807 $507,807 0.07 $506,467
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,354 $506,354 0.07 $504,800
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,824 $503,824 0.07 $502,455
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,641 $503,641 0.07 $502,110
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 $503,362 $503,362 0.07 $502,006
Gracie Point International Funding, Series 2024-1 C 7.92441% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,165 $502,165 0.07 $495,673
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 497,093 $501,759 $501,759 0.07 $501,267
BX Commercial Mortgage Trust 2023-VLT3 C 7.75986% 15-NOV-2042, 7.76%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $501,011 $501,011 0.07 $499,286
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.26186% 15-OCT-2039, 10.26%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $495,615 $495,615 0.07 $493,619
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 480,996 $484,738 $484,738 0.07 $483,180
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $468,893 $468,893 0.07 $467,193
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 440,089 $443,346 $443,346 0.06 $441,824
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 437,776 $442,639 $442,639 0.06 $442,132
Extended Stay America Trust 2021-ESH E 7.286% 15-JUL-2038, 7.29%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 429,740 $428,210 $428,210 0.06 $426,992
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $426,154 $426,154 0.06 $424,744
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 400,542 $412,760 $412,760 0.06 $412,240
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,994 $411,994 0.06 $410,790
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 403,666 $410,114 $410,114 0.06 $407,827
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 451,659 $407,605 $407,605 0.06 $407,300
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,215 $405,215 0.06 $403,393
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 390,243 $392,344 $392,344 0.05 $391,046
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25369% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $392,146 $392,146 0.05 $391,630
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 $385,281 $385,281 0.05 $384,174
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.28969% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $384,645 $384,645 0.05 $384,243
BAMLL Re-REMIC Trust 2024-FRR4 E 1.495808% 27-NOV-2048, 1.52%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $381,218 $381,218 0.05 $380,712
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 375,987 $380,086 $380,086 0.05 $378,044
BAMLL Re-REMIC Trust 2024-FRR4 F 1.403625% 27-JAN-2026, 1.42%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $378,464 $378,464 0.05 $377,989
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 361,732 $366,349 $366,349 0.05 $365,278
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $362,083 $362,083 0.05 $360,531
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 328,235 $332,685 $332,685 0.05 $331,672
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $330,864 $330,864 0.05 $330,524
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,680 $325,680 0.05 $325,298
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,705 $322,705 0.04 $321,598
Celanese Corporation CE US 150870103 - - 7,169 $319,307 $319,307 0.04 $319,092
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $310,295 $310,295 0.04 $309,296
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $308,856 $308,856 0.04 $307,993
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 $303,158 $303,158 0.04 $301,759
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.88969% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 309,191 $296,700 $296,700 0.04 $296,396
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 273,860 $277,258 $277,258 0.04 $276,912
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 259,458 $261,085 $261,085 0.04 $260,407
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 $255,039 $255,039 0.04 $254,176
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,955 $252,955 0.04 $251,980
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,746 $252,746 0.04 $251,878
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $252,169 $252,169 0.04 $251,252
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 244,160 $249,249 $249,249 0.03 $248,697
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $248,657 $248,657 0.03 $247,902
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,612 $247,612 0.03 $246,809
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $246,698 $246,698 0.03 $245,858
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $243,655 $243,655 0.03 $243,655
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 243,157 $241,267 $241,267 0.03 $241,054
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $229,766 $229,766 0.03 $229,247
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 221,105 $219,005 $219,005 0.03 $218,637
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,768 $205,768 0.03 $204,793
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,368 $204,368 0.03 $203,526
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 200,366 $202,979 $202,979 0.03 $202,313
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 203,222 $201,752 $201,752 0.03 $201,483
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 196,616 $194,724 $194,724 0.03 $194,162
BX Commercial Mortgage Trust 2021-VINO D 5.78833% 15-MAY-2038, 5.79%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $173,696 $173,696 0.02 $173,246
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 209,119 $163,947 $163,947 0.02 $163,898
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 151,609 $156,051 $156,051 0.02 $154,770
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $155,105 $155,105 0.02 $155,004
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $151,322 $151,322 0.02 $151,067
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 149,955 $150,793 $150,793 0.02 $150,275
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $138,935 $138,935 0.02 $138,391
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 113,221 $110,902 $110,902 0.02 $110,743
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 107,972 $106,428 $106,428 0.01 $106,083
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 103,211 $105,583 $105,583 0.01 $105,415
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,951 $99,951 0.01 $99,882
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $99,392 $99,392 0.01 $99,321
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,513 $95,513 0.01 $95,444
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 95,771 $95,366 $95,366 0.01 $95,054
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 84,121 $85,227 $85,227 0.01 $84,851
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 85,426 $84,890 $84,890 0.01 $84,787
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $78,256 $78,256 0.01 $78,198
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 73,973 $74,243 $74,243 0.01 $74,169
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 68,737 $68,621 $68,621 0.01 $68,536
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 42,517 $42,837 $42,837 0.01 $42,791
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 16,969 $17,003 $17,003 0.00 $16,964
PRPM 2024-RPL1 A2 4.296966% 25-DEC-2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $3,501 $3,501 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -310.00 $-35,567,656 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 600.00 $124,889,063 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 504.00 $55,034,438 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -141.00 $-15,822,844 $0 0.00 $0
ESM5 20Jun25 Call (AMERICAN PHYSICAL) 6450 ESM5C ESM5 INDEX $6,450.00 -24.00 $-6,704,400 $-1,620 0.00 $-1,620
US 10YR FUT OPTN Jun25Put 108.25 TYM5P TYM5 COMDTY $108.25 -236.00 $26,483,625 $-7,375 0.00 $-7,375
GOLD FUT OPT(CMX) Jun25P 2755 2755 GCM5P GCM5 COMDTY $2,755.00 -82.00 $27,216,620 $-7,380 0.00 $-7,380
CRUDE OIL FUT OPT Jun25C 69.5 69.5 CLM5C BBG00FPBHG91 CLM5 COMDTY $69.50 -130.00 $-7,567,300 $-13,000 0.00 $-13,000
ESM5 20Jun25 Put (AMERICAN PHYSICAL) 4575 ESM5P ESM5 INDEX $4,575.00 -24.00 $6,704,400 $-19,200 0.00 $-19,200
GOLD FUT OPT(CMX) Jun25C 3775 3775 GCM5C GCM5 COMDTY $3,775.00 -82.00 $-27,216,620 $-25,420 0.00 $-25,420
US 10YR FUT OPTN Jun25Call 115.25 TYM5C TYM5 COMDTY $115.25 -236.00 $-26,483,625 $-29,500 0.00 $-29,500
CRUDE OIL FUT OPT Jun25P 55.5 55.5 CLM5P BBG00FPBH407 CLM5 COMDTY $55.50 -130.00 $7,567,300 $-211,900 -0.03 $-211,900
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - -44,565,000 $-37,037,838 $-37,037,838 -5.14 $-37,037,838
SEGREGATED CASH SEGCASH - $0.00 2,500,000 $2,500,000 $2,500,000 0.35 $2,500,000
US DOLLARS USD MD_142224 - - -256,044,828 $-256,044,828 $-256,044,828 -35.54 $-256,044,828
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,164,671 $14,507 0.00 $14,507
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,783,160 $12,320 0.00 $12,320
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,112,712 $9,676 0.00 $9,676
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,320,312 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,868,750 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,331,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,284,375 $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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