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 August 15, 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% September Delivery, 5.50%, 09/15/25 FNCL 01F052698 - - 65,610,000 $65,638,212 $65,638,212 6.13 $65,638,212
UMBS TBA 30yr 6.5% September Delivery, 6.50%, 09/15/25 FNCL 01F062697 - - 60,613,000 $62,681,722 $62,681,722 5.86 $62,681,722
UMBS TBA 30yr 5% September Delivery, 5.00%, 09/15/25 FNCL 01F050692 - - 61,479,000 $60,215,238 $60,215,238 5.63 $60,215,238
UMBS TBA 30yr 6% September Delivery, 6.00%, 09/15/25 FNCL 01F060691 - - 57,605,000 $58,637,282 $58,637,282 5.48 $58,637,282
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $40,063,291 $40,063,291 3.74 $40,063,291
UMBS TBA 30yr 3.5% September Delivery, 3.50%, 09/15/25 FNCL 01F032690 - - 30,930,000 $27,717,548 $27,717,548 2.58 $27,717,548
UMBS TBA 30yr 4.5% September Delivery, 4.50%, 09/15/25 FNCL 01F042699 - - 25,880,000 $24,692,341 $24,692,341 2.30 $24,692,341
UMBS TBA 30yr 3% September Delivery, 3.00%, 09/15/25 FNCL 01F030694 - - 25,640,000 $22,044,452 $22,044,452 2.06 $22,044,452
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00001% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,925,618 $16,925,618 1.58 $16,858,358
Fannie Mae REMIC Trust 2025-12 FC 5.45001% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,964,396 $12,986,345 $12,986,345 1.22 $12,941,204
PRPM 2025-5 0%30, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,255,918 $12,255,918 1.15 $12,105,641
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35001% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,923,954 $11,947,781 $11,947,781 1.12 $11,907,024
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,662,286 $11,662,286 1.09 $11,601,977
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,491,850 $11,616,293 $11,616,293 1.09 $11,532,874
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,210,761 $10,210,761 0.96 $10,190,955
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,500,000 $9,582,441 $9,582,441 0.90 $9,512,973
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,261,340 $8,261,340 0.77 $8,256,420
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45001% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 8,117,708 $8,152,274 $8,152,274 0.76 $8,122,781
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,687,703 $7,687,703 0.72 $7,660,940
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,603,699 $7,603,699 0.71 $7,540,699
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,220,524 $7,328,944 $7,328,944 0.69 $7,275,654
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,774,492 $6,774,492 0.63 $6,755,192
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.85001% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,716,714 $6,716,714 0.63 $6,625,306
BX Trust 2025-VLT7 E 8.09194% 15-JUL-2044, 8.05%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,696,093 $6,696,093 0.63 $6,645,610
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.71448% 25-OCT-2057, 6.72%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,411,998 $6,608,134 $6,608,134 0.62 $6,579,423
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60001% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,596,624 $6,596,624 0.62 $6,552,189
BX Trust 2024-CNYN D 7.03203% 15-APR-2041, 7.05%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,336,025 $6,336,025 0.59 $6,294,243
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00001% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,276,462 $6,276,462 0.59 $6,251,584
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,314,247 $6,144,493 $6,144,493 0.58 $6,111,518
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,076,701 $6,076,701 0.57 $6,055,852
BX Trust 2025-TAIL D 6.79194% 15-JUN-2035, 6.81%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,038,511 $6,038,511 0.57 $6,000,012
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,125,828 $5,992,302 $5,992,302 0.56 $5,959,112
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,953,631 $5,953,631 0.56 $5,928,154
KRE Commercial Mortgage Trust 2025-AIP4 A 5.64194% 15-MAR-2042, 5.66%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,925,024 $5,925,024 0.55 $5,893,565
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,696,531 $5,760,836 $5,760,836 0.54 $5,737,015
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.85001% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,540,734 $5,540,734 0.52 $5,519,241
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,498,791 $5,495,714 $5,495,714 0.51 $5,474,551
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,374,123 $5,455,331 $5,455,331 0.51 $5,414,559
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,416,801 $5,416,801 0.51 $5,381,793
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15001% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,335,604 $5,335,604 0.50 $5,313,979
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,250,028 $5,288,428 $5,288,428 0.49 $5,267,070
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50001% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,215,762 $5,215,762 0.49 $5,196,729
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,193,561 $5,193,561 0.49 $5,173,405
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.15001% 25-NOV-2041, 12.15%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,177,554 $5,177,554 0.48 $5,138,674
BX Commercial Mortgage Trust 2021-VOLT E 6.456% 15-SEP-2036, 6.48%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,174,782 $5,174,782 0.48 $5,143,270
Connecticut Avenue Securities Trust 2022-R01 1B2 10.35001% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,171,987 $5,171,987 0.48 $5,138,177
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,170,724 $5,170,724 0.48 $5,146,141
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,051,747 $5,106,263 $5,106,263 0.48 $5,069,989
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,069,454 $5,069,454 0.47 $5,051,067
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $5,042,795 $5,042,795 0.47 $5,020,923
Fannie Mae REMIC Trust 2025-9 FA 5.55001% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,989,782 $5,000,581 $5,000,581 0.47 $4,982,888
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,992,431 $4,992,431 0.47 $4,964,153
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 7.31% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,974,020 $4,974,020 0.47 $4,946,343
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,963,369 $4,963,369 0.46 $4,935,559
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 $4,922,158 $4,922,158 0.46 $4,907,730
PRPM 2025-RCF3, LLC, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,818,092 $4,818,092 0.45 $4,781,231
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,739,984 $4,798,233 $4,798,233 0.45 $4,775,829
BX Commercial Mortgage Trust 2024-MF D 7.03176% 15-FEB-2039, 7.05%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,774,251 $4,774,251 0.45 $4,742,782
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.96448% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,631,911 $4,773,444 $4,773,444 0.45 $4,751,931
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,768,827 $4,768,827 0.45 $4,738,096
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,731,912 $4,745,480 $4,745,480 0.44 $4,702,236
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,718,941 $4,718,941 0.44 $4,670,017
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,708,206 $4,708,206 0.44 $4,685,402
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,669,473 $4,669,473 0.44 $4,652,269
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,650,000 $4,661,973 $4,661,973 0.44 $4,649,968
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,652,072 $4,652,072 0.44 $4,623,872
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,603,627 $4,603,627 0.43 $4,586,380
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,504,994 $4,586,395 $4,586,395 0.43 $4,552,947
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,521,348 $4,577,211 $4,577,211 0.43 $4,541,682
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 $4,533,937 $4,533,937 0.42 $4,512,547
Great Wolf Trust 2024-WOLF D 7.23194% 15-MAR-2039, 7.25%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,470,131 $4,470,131 0.42 $4,439,900
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,314,097 $4,454,489 $4,454,489 0.42 $4,416,651
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,517,908 $4,427,130 $4,427,130 0.41 $4,423,957
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 $4,408,509 $4,408,509 0.41 $4,392,903
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 $4,388,430 $4,388,430 0.41 $4,363,288
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 $4,322,858 $4,322,858 0.40 $4,276,092
TOWD POINT MORTGAGE TRUS 5.98666% 65, 5.99%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,304,937 $4,304,937 0.40 $4,300,000
BX Commercial Mortgage Trust 2021-SOAR D 5.856% 15-JUN-2038, 5.88%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,184,957 $4,184,957 0.39 $4,161,917
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45001% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,153,083 $4,153,083 0.39 $4,135,449
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,152,275 $4,152,275 0.39 $4,120,475
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,132,577 $4,132,577 0.39 $4,112,359
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,007,991 $4,061,686 $4,061,686 0.38 $4,032,101
BX Trust 2024-BRBK A 7.22158% 15-OCT-2041, 7.24%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,047,885 $4,047,885 0.38 $4,020,660
BX Trust 2025-LUNR D 6.84194% 15-JUN-2040, 6.86%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,033,354 $4,033,354 0.38 $4,007,500
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,976,243 $3,994,295 $3,994,295 0.37 $3,979,583
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35001% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,968,384 $3,968,384 0.37 $3,940,244
BX Commercial Mortgage Trust 2024-XL5 D 7.03174% 15-MAR-2041, 7.05%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,866,839 $3,893,617 $3,893,617 0.36 $3,867,347
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,752,198 $3,791,198 $3,791,198 0.35 $3,777,965
BMP Commercial Mortgage Trust 2024-MF23 D 6.73243% 15-JUN-2041, 6.75%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,779,529 $3,779,529 0.35 $3,755,678
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,773,702 $3,773,702 0.35 $3,759,865
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 $3,765,373 $3,765,373 0.35 $3,728,934
FREMF 2023-K511 Mortgage Trust C 5.822411% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,742,656 $3,742,656 0.35 $3,713,230
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,709,538 $3,709,538 0.35 $3,694,273
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15001% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,655,123 $3,655,123 0.34 $3,640,281
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,608,520 $3,647,287 $3,647,287 0.34 $3,620,513
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,622,023 $3,622,023 0.34 $3,612,591
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,543,777 $3,616,199 $3,616,199 0.34 $3,589,961
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,568,574 $3,568,574 0.33 $3,555,731
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,422,626 $3,549,498 $3,549,498 0.33 $3,517,920
ALA Trust 2025-OANA A 6.08463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,537,096 $3,537,096 0.33 $3,516,983
CSMC 2021-BHAR C 6.457% 15-NOV-2038, 6.48%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,437,111 $3,437,111 0.32 $3,416,090
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 $3,426,764 $3,426,764 0.32 $3,407,610
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,422,173 $3,422,173 0.32 $3,403,606
SCG Commercial Mortgage Trust 2025-DLFN E 7.29194% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,352,154 $3,352,154 0.31 $3,329,083
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,348,292 $3,348,292 0.31 $3,327,978
BX Trust 2021-ARIA D 6.3514% 15-OCT-2036, 6.37%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,316,428 $3,316,428 0.31 $3,296,625
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,273,471 $3,302,122 $3,302,122 0.31 $3,274,475
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,296,000 $3,296,000 0.31 $3,276,337
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,263,082 $3,263,082 0.31 $3,250,626
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,242,406 $3,242,406 0.30 $3,212,494
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 $3,180,932 $3,180,932 0.30 $3,167,108
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,109,258 $3,179,392 $3,179,392 0.30 $3,149,227
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,136,796 $3,161,396 $3,161,396 0.30 $3,138,914
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,115,053 $3,151,257 $3,151,257 0.29 $3,128,471
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,144,657 $3,144,657 0.29 $3,132,475
BX Trust 2024-VLT4 E 7.231344% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,139,652 $3,139,652 0.29 $3,118,276
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,131,318 $3,131,318 0.29 $3,130,668
BX Trust 2024-BIO C 6.98194% 15-FEB-2041, 7.00%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,118,263 $3,118,263 0.29 $3,097,770
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,089,376 $3,116,511 $3,116,511 0.29 $3,105,892
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.43109% 15-AUG-2041, 7.45%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,115,181 $3,115,181 0.29 $3,093,419
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,105,510 $3,105,510 0.29 $3,103,743
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,105,078 $3,105,078 0.29 $3,097,448
BX Trust 2021-ARIA F 7.0495% 15-OCT-2036, 7.07%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,103,746 $3,103,746 0.29 $3,083,179
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,098,437 $3,098,437 0.29 $3,084,472
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,084,967 $3,084,967 0.29 $3,071,566
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,069,539 $3,069,539 0.29 $3,068,731
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35001% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,046,847 $3,046,847 0.29 $3,034,147
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 $3,037,301 $3,037,301 0.28 $3,026,337
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05001% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,030,249 $3,030,249 0.28 $3,018,149
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,994,141 $2,994,141 0.28 $2,965,571
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,933,308 $2,975,165 $2,975,165 0.28 $2,963,491
Extended Stay America Trust 2021-ESH F 8.156% 15-JUL-2038, 8.18%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,935,590 $2,957,030 $2,957,030 0.28 $2,934,246
SREIT Trust 2021-FLWR F 7.128549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,956,460 $2,956,460 0.28 $2,936,682
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,956,434 $2,956,434 0.28 $2,932,871
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59798% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,909,592 $2,924,518 $2,924,518 0.27 $2,909,586
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 $2,912,016 $2,912,016 0.27 $2,897,130
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,899,923 $2,899,923 0.27 $2,894,775
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,879,712 $2,885,250 $2,885,250 0.27 $2,865,858
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,867,050 $2,867,050 0.27 $2,847,646
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,761,550 $2,801,139 $2,801,139 0.26 $2,780,264
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 $2,799,470 $2,799,470 0.26 $2,776,340
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,741,611 $2,741,611 0.26 $2,725,773
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,830,875 $2,739,361 $2,739,361 0.26 $2,733,031
BX Trust 2025-ROIC E 7.28323% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,739,359 $2,739,359 0.26 $2,720,297
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,831,464 $2,728,385 $2,728,385 0.26 $2,722,054
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,721,436 $2,721,436 0.25 $2,691,230
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 $2,711,198 $2,711,198 0.25 $2,699,053
MHC Commercial Mortgage Trust 2021-MHC F 7.057442% 15-APR-2038, 7.08%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,680,204 $2,680,204 0.25 $2,662,470
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95001% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,664,765 $2,664,765 0.25 $2,654,264
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,637,585 $2,637,585 0.25 $2,620,214
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,564,269 $2,564,269 0.24 $2,557,059
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,557,218 $2,557,218 0.24 $2,544,006
BX Commercial Mortgage Trust 2024-GPA3 C 6.23398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,550,618 $2,550,618 0.24 $2,535,723
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 2,513,870 $2,549,458 $2,549,458 0.24 $2,538,554
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,546,391 $2,546,391 0.24 $2,534,122
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 $2,544,471 $2,544,471 0.24 $2,523,472
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,542,043 $2,542,043 0.24 $2,532,870
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,541,249 $2,541,249 0.24 $2,528,874
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,540,995 $2,540,995 0.24 $2,517,712
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 $2,534,530 $2,534,530 0.24 $2,527,293
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,527,977 $2,527,977 0.24 $2,516,363
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,526,641 $2,526,641 0.24 $2,511,585
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45001% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,519,122 $2,519,122 0.24 $2,501,184
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,518,980 $2,518,980 0.24 $2,507,089
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 $2,517,088 $2,517,088 0.24 $2,502,794
MTN Commercial Mortgage Trust 2022-LPFL B 6.2456% 15-MAR-2039, 6.27%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,512,804 $2,512,804 0.24 $2,498,053
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 $2,483,190 $2,483,190 0.23 $2,467,637
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,428,795 $2,462,961 $2,462,961 0.23 $2,452,105
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,450,728 $2,450,728 0.23 $2,443,368
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10001% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,438,859 $2,438,859 0.23 $2,426,223
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 $2,433,432 $2,433,432 0.23 $2,421,242
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,432,198 $2,432,198 0.23 $2,426,407
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.957% 15-JUN-2036, 8.98%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,416,557 $2,416,557 0.23 $2,396,250
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,393,557 $2,393,557 0.22 $2,379,041
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,354,306 $2,389,568 $2,389,568 0.22 $2,371,504
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0742% 15-NOV-2036, 7.10%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,348,867 $2,348,867 0.22 $2,333,269
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,334,715 $2,334,715 0.22 $2,324,355
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10001% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,305,318 $2,305,318 0.22 $2,294,668
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,303,084 $2,242,392 $2,242,392 0.21 $2,232,620
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,193,783 $2,220,903 $2,220,903 0.21 $2,205,145
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,285,754 $2,212,139 $2,212,139 0.21 $2,199,943
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 $2,210,184 $2,210,184 0.21 $2,204,310
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,197,313 $2,197,313 0.21 $2,193,453
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,228,017 $2,167,387 $2,167,387 0.20 $2,162,405
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 $2,150,248 $2,150,248 0.20 $2,145,913
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,096,124 $2,096,124 0.20 $2,080,583
OPEN Trust 2023-AIR B 8.179937% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,096,001 $2,096,001 0.20 $2,079,986
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.942563% 27-SEP-2052, 0.86%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,083,996 $2,083,996 0.20 $2,081,284
LIFE 2022-BMR2 Mortgage Trust C 6.43506% 15-MAY-2039, 6.46%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,066,570 $2,066,570 0.19 $2,052,892
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,066,143 $2,066,143 0.19 $2,059,982
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70001% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,051,139 $2,051,139 0.19 $2,040,932
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,041,737 $2,041,737 0.19 $2,030,755
Gracie Point International Funding, Series 2023-1 D 8.84828% 01-SEP-2026, 8.85%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,036,909 $2,036,909 0.19 $1,999,058
GWT Commercial Mortgage Trust 2024-WLF2 E 7.98037% 15-MAY-2041, 8.00%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,025,069 $2,025,069 0.19 $2,009,991
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,021,767 $2,021,767 0.19 $2,008,787
LIFE 2022-BMR2 Mortgage Trust D 6.88385% 15-MAY-2039, 6.91%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,020,682 $2,020,682 0.19 $2,006,277
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,947,248 $2,016,455 $2,016,455 0.19 $2,007,423
CONE Trust 2024-DFW1 A 5.98367% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,008,802 $2,008,802 0.19 $1,997,500
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.83%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,998,281 $1,998,281 0.19 $1,983,236
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,991,213 $1,991,213 0.19 $1,985,333
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,975,000 $1,983,213 $1,983,213 0.19 $1,960,596
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94798% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,964,247 $1,982,401 $1,982,401 0.19 $1,971,786
SMRT Commercial Mortgage Trust 2022-MINI F 7.69194% 15-JAN-2039, 7.71%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,979,336 $1,979,336 0.19 $1,964,621
BX Trust 2022-FOX2 D 6.45291% 15-APR-2039, 6.47%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,945,874 $1,945,874 0.18 $1,934,033
BX Commercial Mortgage Trust 2024-AIR2 C 6.58324% 15-OCT-2041, 6.61%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,931,925 $1,931,925 0.18 $1,919,994
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,912,281 $1,929,967 $1,929,967 0.18 $1,915,213
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,912,281 $1,929,626 $1,929,626 0.18 $1,915,370
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,905,077 $1,923,416 $1,923,416 0.18 $1,906,993
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,896,306 $1,920,846 $1,920,846 0.18 $1,906,566
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,878,599 $1,878,599 0.18 $1,875,456
BX Trust 2024-BRBK B 8.26854% 15-OCT-2041, 8.29%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,869,067 $1,869,067 0.17 $1,854,620
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,819,528 $1,843,870 $1,843,870 0.17 $1,831,312
SoFi Consumer Loan Program 2025-3 Trust|5.35|08/15/2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,795,675 $1,795,675 0.17 $1,795,408
BXHPP Trust 2021-FILM C 5.556% 15-AUG-2036, 5.58%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,769,480 $1,769,480 0.17 $1,759,245
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,768,767 $1,768,767 0.17 $1,760,201
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,765,614 $1,765,614 0.17 $1,759,384
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,745,574 $1,765,571 $1,765,571 0.17 $1,752,716
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,759,572 $1,759,572 0.16 $1,755,259
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,758,872 $1,758,872 0.16 $1,754,129
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 $1,754,323 $1,754,323 0.16 $1,738,156
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 $1,750,710 $1,750,710 0.16 $1,745,530
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,746,116 $1,746,116 0.16 $1,722,067
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,700,000 $1,700,522 $1,700,522 0.16 $1,699,663
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49798% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,682,473 $1,699,309 $1,699,309 0.16 $1,689,498
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,683,470 $1,696,700 $1,696,700 0.16 $1,684,814
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 $1,674,507 $1,674,507 0.16 $1,657,887
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,662,969 $1,662,969 0.16 $1,654,059
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,675,804 $1,662,778 $1,662,778 0.16 $1,657,425
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,644,877 $1,644,877 0.15 $1,632,218
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70001% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,630,916 $1,630,916 0.15 $1,623,769
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,581,290 $1,630,701 $1,630,701 0.15 $1,620,440
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,625,435 $1,625,435 0.15 $1,613,618
UMBS TBA 30yr 4% September Delivery, 4.00%, 09/15/25 FNCL 01F040693 - - 1,738,000 $1,608,931 $1,608,931 0.15 $1,608,931
BX Commercial Mortgage Trust 2024-WPT D 7.03164% 15-APR-2041, 7.05%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,594,249 $1,594,249 0.15 $1,581,210
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,584,801 $1,584,801 0.15 $1,574,082
RCKT Mortgage Trust 2025-CES8|5.14773|08/25/2055, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,576,000 $1,580,507 $1,580,507 0.15 $1,576,000
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,555,836 $1,555,836 0.15 $1,547,163
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,546,241 $1,546,241 0.14 $1,534,402
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,542,367 $1,542,367 0.14 $1,539,029
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 $1,542,181 $1,542,181 0.14 $1,532,735
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 $1,530,825 $1,530,825 0.14 $1,521,689
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,498,473 $1,527,242 $1,527,242 0.14 $1,515,159
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,524,043 $1,524,043 0.14 $1,517,223
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 $1,520,551 $1,520,551 0.14 $1,511,366
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,500,000 $1,517,732 $1,517,732 0.14 $1,507,004
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 $1,513,457 $1,513,457 0.14 $1,511,104
JW Commercial Mortgage Trust 2024-MRCO C 6.73199% 15-JUN-2039, 6.75%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,509,258 $1,509,258 0.14 $1,499,719
BX Trust 2021-ARIA E 6.7005% 15-OCT-2036, 6.72%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,507,525 $1,507,525 0.14 $1,498,030
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,492,500 $1,506,102 $1,506,102 0.14 $1,483,150
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,502,298 $1,502,298 0.14 $1,497,138
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,486,745 $1,486,745 0.14 $1,443,606
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,456,997 $1,482,298 $1,482,298 0.14 $1,475,782
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 $1,481,588 $1,481,588 0.14 $1,465,151
LIFE 2021-BMR Mortgage Trust F 6.806% 15-MAR-2038, 6.83%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,477,141 $1,477,141 0.14 $1,467,598
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,465,868 $1,465,868 0.14 $1,460,407
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,432,253 $1,432,253 0.13 $1,424,763
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 1,419,144 $1,421,005 $1,421,005 0.13 $1,419,220
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,404,740 $1,404,740 0.13 $1,404,740
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 $1,399,481 $1,399,481 0.13 $1,395,773
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,371,526 $1,386,035 $1,386,035 0.13 $1,377,307
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.809297% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,380,088 $1,380,088 0.13 $1,377,614
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,273,553 $1,351,215 $1,351,215 0.13 $1,341,556
RCKT Mortgage Trust 2025-CES8|5.24863|08/25/2055, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,347,000 $1,351,124 $1,351,124 0.13 $1,347,000
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,330,895 $1,330,895 0.12 $1,313,789
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,318,874 $1,329,288 $1,329,288 0.12 $1,319,739
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,302,949 $1,327,372 $1,327,372 0.12 $1,317,394
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,309,406 $1,309,406 0.12 $1,309,382
BX Trust 2021-MFM1 E 6.706% 15-JAN-2034, 6.73%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,292,765 $1,292,765 0.12 $1,284,633
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34798% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,249,344 $1,270,670 $1,270,670 0.12 $1,262,558
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84798% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,257,499 $1,265,171 $1,265,171 0.12 $1,257,495
COMM 2024-WCL1 Mortgage Trust C 7.231% 17-JUN-2041, 7.25%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,246,543 $1,246,543 0.12 $1,238,005
COMM 2024-WCL1 Mortgage Trust D 7.631% 17-JUN-2041, 7.65%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,246,404 $1,246,404 0.12 $1,237,393
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,242,986 $1,242,986 0.12 $1,235,901
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,313,281 $1,233,290 $1,233,290 0.12 $1,228,146
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 $1,231,527 $1,231,527 0.12 $1,224,641
DROP Mortgage Trust 2021-FILE A 5.606% 15-OCT-2043, 5.63%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,216,401 $1,216,401 0.11 $1,209,780
SREIT Trust 2021-FLWR D 5.831042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,206,234 $1,206,234 0.11 $1,199,625
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,200,553 $1,200,553 0.11 $1,193,874
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 $1,198,582 $1,198,582 0.11 $1,189,230
BX Trust 2024-CNYN C 6.2831% 15-APR-2041, 6.30%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,187,055 $1,187,055 0.11 $1,180,055
MTN Commercial Mortgage Trust 2022-LPFL D 7.2928% 15-MAR-2039, 7.31%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,182,906 $1,182,906 0.11 $1,174,811
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65001% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,173,238 $1,173,238 0.11 $1,167,419
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,140,489 $1,157,983 $1,157,983 0.11 $1,149,385
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,033,732 $1,108,690 $1,108,690 0.10 $1,099,908
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,077,305 $1,104,042 $1,104,042 0.10 $1,099,396
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40001% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,091,331 $1,102,983 $1,102,983 0.10 $1,098,327
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35001% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,096,027 $1,096,027 0.10 $1,092,130
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,073,752 $1,086,410 $1,086,410 0.10 $1,078,339
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,068,380 $1,068,380 0.10 $1,060,285
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85001% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,061,893 $1,061,893 0.10 $1,057,782
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,035,853 $1,058,242 $1,058,242 0.10 $1,050,931
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 $1,052,361 $1,052,361 0.10 $1,045,559
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,050,038 $1,050,038 0.10 $1,042,705
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,039,383 $1,047,976 $1,047,976 0.10 $1,041,552
LIFE 2021-BMR Mortgage Trust E 6.206% 15-MAR-2038, 6.23%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,047,074 $1,047,074 0.10 $1,040,918
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,037,642 $1,037,642 0.10 $1,029,900
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 $1,033,529 $1,033,529 0.10 $1,021,200
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00001% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,033,146 $1,033,146 0.10 $1,027,812
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,030,951 $1,030,951 0.10 $1,028,739
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 $1,029,651 $1,029,651 0.10 $1,016,907
MHC Commercial Mortgage Trust 2021-MHC G 7.657442% 15-APR-2038, 7.68%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,028,634 $1,028,634 0.10 $1,021,256
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 $1,026,745 $1,026,745 0.10 $1,024,900
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,022,076 $1,022,076 0.10 $1,015,919
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 $1,011,400 $1,011,400 0.09 $1,007,726
MTN Commercial Mortgage Trust 2022-LPFL F 9.635169% 15-MAR-2039, 9.66%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,008,254 $1,008,254 0.09 $999,152
BX Trust 2024-VLT4 D 6.781992% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,002,515 $1,002,515 0.09 $996,110
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80001% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $994,306 $994,306 0.09 $990,478
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,001,736 $981,966 $981,966 0.09 $976,735
BX Commercial Mortgage Trust 2024-AIR2 D 7.13245% 15-OCT-2041, 7.15%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $966,045 $966,045 0.09 $959,582
ALA Trust 2025-OANA D 7.43272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $943,908 $943,908 0.09 $937,358
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35001% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 915,750 $926,781 $926,781 0.09 $922,905
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $924,438 $924,438 0.09 $917,904
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $920,596 $920,596 0.09 $913,212
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $916,641 $916,641 0.09 $906,550
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $914,166 $914,166 0.09 $906,839
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 898,883 $905,542 $905,542 0.08 $900,670
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $903,914 $903,914 0.08 $900,171
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,391 $880,146 $880,146 0.08 $878,128
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 817,205 $852,058 $852,058 0.08 $845,600
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 817,205 $840,069 $840,069 0.08 $835,759
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 823,457 $835,528 $835,528 0.08 $828,701
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 813,814 $811,068 $811,068 0.08 $808,312
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $802,698 $802,698 0.08 $800,415
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.81448% 25-OCT-2057, 8.82%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 755,798 $802,000 $802,000 0.08 $797,557
BXHPP Trust 2021-FILM A 5.106% 15-AUG-2036, 5.13%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $798,240 $798,240 0.07 $794,284
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15001% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 790,635 $790,729 $790,729 0.07 $787,511
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $790,460 $790,460 0.07 $783,366
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10001% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 768,045 $790,000 $790,000 0.07 $786,364
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $788,223 $788,223 0.07 $782,798
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95001% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 771,804 $787,323 $787,323 0.07 $783,233
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $762,757 $762,757 0.07 $757,972
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 750,000 $753,273 $753,273 0.07 $752,839
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 724,024 $743,409 $743,409 0.07 $734,656
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 724,024 $739,055 $739,055 0.07 $732,381
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 $727,710 $727,710 0.07 $724,989
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $727,431 $727,431 0.07 $722,201
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 716,186 $726,618 $726,618 0.07 $720,704
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $709,585 $709,585 0.07 $705,164
Great Wolf Trust 2024-WOLF C 6.73294% 15-MAR-2039, 6.75%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $706,363 $706,363 0.07 $701,910
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 672,382 $680,254 $680,254 0.06 $674,944
SCG Commercial Mortgage Trust 2025-FLWR E 7.1% 15-AUG-2027, 7.10%, 08/15/30 SCG 2025-FLWR 78438AAJ4 - - 667,000 $667,355 $667,355 0.06 $667,355
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59798% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 630,927 $649,919 $649,919 0.06 $645,209
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 621,933 $628,609 $628,609 0.06 $625,256
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90001% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 615,785 $620,604 $620,604 0.06 $618,182
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $615,247 $615,247 0.06 $600,396
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 595,884 $600,879 $600,879 0.06 $597,269
Huntington Bank Auto Credit-Linked Notes Series 2025-2|7.73931|09/20/2033, 7.74%, 09/20/33 HACLN 2025-2 44644NAR0 - - 600,000 $599,994 $599,994 0.06 $599,994
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 565,001 $587,966 $587,966 0.06 $582,631
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,615 $566,615 0.05 $563,745
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 544,355 $553,436 $553,436 0.05 $550,269
BX Trust 2022-FOX2 E 7.30111% 15-APR-2039, 7.32%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $548,087 $548,087 0.05 $544,317
Mello Warehouse Securitization Trust 2024-1 F 9.6% 25-OCT-2057, 9.60%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,827 $542,827 0.05 $539,357
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $532,080 $532,080 0.05 $527,325
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,091 $529,091 0.05 $527,486
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15001% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,956 $526,956 0.05 $524,824
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,353 $523,353 0.05 $519,618
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,944 $518,944 0.05 $515,735
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 $516,212 $516,212 0.05 $513,297
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $515,242 $515,242 0.05 $512,423
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $514,953 $514,953 0.05 $511,500
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,608 $514,608 0.05 $511,593
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $514,116 $514,116 0.05 $511,352
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $512,046 $512,046 0.05 $506,642
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $510,907 $510,907 0.05 $508,230
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $509,620 $509,620 0.05 $506,961
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $507,529 $507,529 0.05 $504,326
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,769 $506,769 0.05 $503,611
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $506,433 $506,433 0.05 $497,961
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 $505,420 $505,420 0.05 $504,506
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $505,124 $505,124 0.05 $502,301
BX Commercial Mortgage Trust 2023-VLT3 C 7.77994% 15-NOV-2042, 7.80%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $503,647 $503,647 0.05 $499,972
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 486,521 $501,666 $501,666 0.05 $498,947
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,811 $466,811 0.04 $463,305
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 443,526 $455,120 $455,120 0.04 $451,769
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $437,519 $437,519 0.04 $434,430
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 430,201 $434,071 $434,071 0.04 $431,584
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $430,933 $430,933 0.04 $428,026
Extended Stay America Trust 2021-ESH E 7.306% 15-JUL-2038, 7.33%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 425,448 $428,799 $428,799 0.04 $425,841
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $412,492 $412,492 0.04 $410,009
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,275 $405,275 0.04 $404,243
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 400,987 $404,947 $404,947 0.04 $402,267
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.81448% 25-OCT-2057, 7.82%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 386,591 $401,383 $401,383 0.04 $399,369
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30001% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $389,420 $389,420 0.04 $387,813
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 441,111 $389,323 $389,323 0.04 $388,565
BAMLL Re-REMIC Trust 2024-FRR4 E 1.277647% 27-NOV-2048, 1.21%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $387,942 $387,942 0.04 $387,309
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $387,750 $387,750 0.04 $384,932
BAMLL Re-REMIC Trust 2024-FRR4 F 1.198909% 27-JAN-2026, 1.14%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $386,306 $386,306 0.04 $385,712
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $382,442 $382,442 0.04 $381,562
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $368,166 $368,166 0.03 $364,012
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 339,000 $345,983 $345,983 0.03 $341,858
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 325,270 $342,483 $342,483 0.03 $326,308
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15001% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,701 $335,701 0.03 $334,344
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $327,957 $327,957 0.03 $320,278
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,162 $326,162 0.03 $324,696
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $321,927 $321,927 0.03 $319,644
BX Commercial Mortgage Trust 2024-MF C 6.28284% 15-FEB-2039, 6.30%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $312,063 $312,063 0.03 $310,224
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 299,695 $305,348 $305,348 0.03 $303,433
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 $303,604 $303,604 0.03 $300,719
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 297,420 $301,549 $301,549 0.03 $299,630
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $297,108 $297,108 0.03 $293,740
CSMC 2021-BHAR E 7.957% 15-NOV-2038, 7.98%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,026 $296,026 0.03 $293,771
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90001% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 301,696 $295,036 $295,036 0.03 $293,849
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $276,453 $276,453 0.03 $276,453
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 $257,216 $257,216 0.02 $255,436
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 249,728 $253,718 $253,718 0.02 $252,458
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,759 $252,759 0.02 $251,201
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,624 $252,624 0.02 $250,612
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,236 $252,236 0.02 $250,447
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 $249,262 $249,262 0.02 $247,530
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $249,096 $249,096 0.02 $247,439
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 234,340 $237,458 $237,458 0.02 $235,783
BXHPP Trust 2021-FILM B 5.356% 15-AUG-2036, 5.38%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,671 $234,671 0.02 $233,406
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 227,111 $226,962 $226,962 0.02 $226,200
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 $217,110 $217,110 0.02 $216,186
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,531 $205,531 0.02 $203,520
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,461 $205,461 0.02 $203,723
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 185,843 $190,853 $190,853 0.02 $189,923
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 174,717 $176,714 $176,714 0.02 $175,684
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $158,000 $158,000 0.01 $157,617
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 201,386 $156,622 $156,622 0.01 $156,442
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 $151,819 $151,819 0.01 $151,171
SWCH Commercial Mortgage Trust 2025-DATA E 7.68216% 15-FEB-2042, 7.70%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $150,261 $150,261 0.01 $149,173
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 139,376 $144,192 $144,192 0.01 $142,346
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 137,959 $139,394 $139,394 0.01 $137,959
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 $139,118 $139,118 0.01 $138,809
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 - - 134,804 $137,209 $137,209 0.01 $136,179
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 120,376 $120,286 $120,286 0.01 $119,910
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 106,402 $105,234 $105,234 0.01 $104,852
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,586 $101,586 0.01 $101,314
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,867 $100,867 0.01 $100,602
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,208 $96,208 0.01 $95,941
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 82,693 $84,977 $84,977 0.01 $84,460
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 81,700 $81,649 $81,649 0.01 $81,240
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $76,148 $76,148 0.01 $75,926
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00001% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 63,290 $63,756 $63,756 0.01 $63,503
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 55,237 $55,160 $55,160 0.01 $55,006
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 43,123 $42,925 $42,925 0.00 $42,845
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 41,676 $42,468 $42,468 0.00 $42,003
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 35,282 $35,761 $35,761 0.00 $35,616
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - - $23,899 $23,899 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 5,625 $5,654 $5,654 0.00 $5,619
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - - $407 $407 0.00 $0
US ULTRA BOND CBT Sep25 SEP 25 WNU5 FUTURES_USD - -107.00 $-12,478,875 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,841,891 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 932.00 $101,289,469 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,844,500 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,065,156 $0 0.00 $0
US 5YR FUTR OPTN Sep25Put 107.5 FVU5P FVU5 COMDTY $107.50 -207.00 $22,496,695 $0 0.00 $0
US 10YR FUT OPTN Sep25P 110 110 TYU5P TYU5 COMDTY $110.00 -25.00 $2,789,844 $-391 0.00 $-391
GOLD FUT OPT(CMX) Sep25P 3000 3000 GCU5P 3381664 GCV5 COMDTY $3,000.00 -25.00 $8,390,500 $-500 0.00 $-500
US 10YR FUT OPTN Sep25C 113 113 TYU5C TYU5 COMDTY $113.00 -25.00 $-2,789,844 $-781 0.00 $-781
Leeward Off Bull&B Ptg Shs Ser'k'2003 Usd0.01 GCU5C 3377429 GCV5 COMDTY $3,585.00 -25.00 $-8,390,500 $-1,250 0.00 $-1,250
US 5YR FUTR OPTN Sep25Call 109.5 FVU5C FVU5 COMDTY $109.50 -207.00 $-22,496,695 $-3,234 0.00 $-3,234
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6050 ESU5P ESU5 INDEX $6,050.00 -70.00 $22,650,250 $-70,000 -0.01 $-70,000
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6650 ESU5C ESU5 INDEX $6,650.00 -70.00 $-22,650,250 $-77,875 -0.01 $-77,875
UMBS TBA 30yr 2.5% September Delivery, 2.50%, 09/15/25 FNCL 01F022691 - - -44,565,000 $-36,723,031 $-36,723,031 -3.44 $-36,723,031
SEGREGATED CASH SEGCASH - $0.00 3,470,000 $3,470,000 $3,470,000 0.32 $3,470,000
US DOLLARS USD MD_142224 - - -259,705,017 $-259,705,017 $-259,705,017 -24.30 $-259,705,017
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,707,540 $21,356 0.00 $21,356
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,201,562 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,256,250 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,251,562 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,131,250 $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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