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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of September 26, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - 65,610,000 $66,125,695 $66,125,695 5.41 $66,125,695
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 60,613,000 $62,642,929 $62,642,929 5.13 $62,642,929
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - 61,479,000 $60,932,021 $60,932,021 4.99 $60,932,021
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 57,605,000 $58,823,346 $58,823,346 4.82 $58,823,346
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,905,985 $39,905,985 3.27 $39,905,985
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - 30,930,000 $28,239,863 $28,239,863 2.31 $28,239,863
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 25,880,000 $25,095,370 $25,095,370 2.05 $25,095,370
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 25,640,000 $22,497,408 $22,497,408 1.84 $22,497,408
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.01%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,836,950 $16,836,950 1.38 $16,825,729
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.46%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,875,977 $12,896,959 $12,896,959 1.05 $12,889,154
CENT Trust 2025-CITY A 4.919988% 10-JUL-2040, 5.09%, 07/10/40 CENT 2025-CITY 12517TAA5 - - 12,635,000 $12,800,410 $12,800,410 1.05 $12,750,381
ALA Trust 2025-OANA A 5.89363% 15-JUN-2040, 5.89%, 06/15/40 ALA 2025-OANA 009920AA7 - - 12,053,651 $12,129,806 $12,129,806 0.99 $12,102,179
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,896,209 $11,941,738 $11,941,738 0.98 $11,888,730
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.36%, 06/25/55 FHR 5544 3137HLNP3 - - 11,744,594 $11,785,321 $11,785,321 0.96 $11,778,331
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,100,948 $11,291,380 $11,291,380 0.92 $11,243,375
BX Commercial Mortgage Trust 2024-XL4 A 5.59219% 15-FEB-2039, 5.59%, 02/15/39 BX 2024-XL4 05611VAA9 - - 10,613,938 $10,642,604 $10,642,604 0.87 $10,619,521
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,274,084 $10,274,084 0.84 $10,248,875
WB Commercial Mortgage Trust 2024-HQ A 5.9365% 16-MAR-2040, 6.13%, 03/15/40 WB 2024-HQ 92943PAA9 - - 10,000,000 $10,048,061 $10,048,061 0.82 $10,000,349
BX Trust 2025-VLT7 E 7.90016% 15-JUL-2044, 7.90%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 9,966,000 $10,018,087 $10,018,087 0.82 $9,987,469
BX Trust 2024-FNX|5.59246|11/15/2041, 5.59%, 11/15/41 BX 2024-FNX 05593TAA6 - - 9,892,917 $9,926,851 $9,926,851 0.81 $9,903,799
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,365,670 $9,434,954 $9,434,954 0.77 $9,394,154
Olympic Tower 2017-OT A 3.566% 10-MAY-2039, 3.57%, 05/10/39 OT 68162MAA0 - - 9,025,000 $8,621,638 $8,621,638 0.70 $8,596,607
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,313,930 $8,313,930 0.68 $8,302,860
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,688,461 $7,688,461 0.63 $7,683,806
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,598,386 $7,607,136 $7,607,136 0.62 $7,602,537
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,547,539 $7,547,539 0.62 $7,531,205
ESA 2025-ESH B|||10/15/2042 ESA - - 7,500,000 $7,500,000 $7,500,000 0.61 $7,500,000
HILT 2025-NVIL A 5.89316% 15-JUL-2042, 5.89%, 07/15/42 HILT 2025-NVIL 432826AA3 - - 7,400,000 $7,437,622 $7,437,622 0.61 $7,420,663
Affirm Master Trust Series 2025-3 D 5.09% 15-OCT-2034, 5.09%, 10/16/34 AFRMT 2025-3A 00833BAR9 - - 7,274,000 $7,244,209 $7,244,209 0.59 $7,238,039
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,935,780 $6,935,780 0.57 $6,903,991
BLP Commercial Mortgage Trust 2024-IND2 A 5.49231% 15-MAR-2041, 5.49%, 03/15/41 BLP 2024-IND2 05625AAA9 - - 6,907,463 $6,928,688 $6,928,688 0.57 $6,913,935
BX Commercial Mortgage Trust 2024-AIRC A 5.84124% 15-AUG-2041, 5.84%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 6,881,035 $6,913,101 $6,913,101 0.56 $6,897,469
KRE Commercial Mortgage Trust 2025-AIP4 A 5.45016% 15-MAR-2042, 5.45%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 6,902,000 $6,907,961 $6,907,961 0.56 $6,893,332
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,675,832 $6,675,832 0.55 $6,559,567
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.59839% 25-SEP-2041, 10.61%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,526,912 $6,526,912 0.53 $6,519,502
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,507,966 $6,507,966 0.53 $6,495,224
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.52%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,298,945 $6,486,273 $6,486,273 0.53 $6,481,708
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.01%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,263,311 $6,263,311 0.51 $6,259,160
BX Trust 2024-CNYN D 6.84025% 15-APR-2041, 6.84%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,151,378 $6,172,418 $6,172,418 0.50 $6,156,055
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,120,336 $6,120,336 0.50 $6,116,710
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,249,192 $6,061,421 $6,061,421 0.50 $6,041,979
BX Trust 2025-TAIL D 6.60016% 15-JUN-2035, 6.60%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,010,696 $6,010,696 0.49 $5,995,295
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,963,000 $5,975,177 $5,975,177 0.49 $5,963,397
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,948,325 $5,948,325 0.49 $5,906,363
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,014,405 $5,842,914 $5,842,914 0.48 $5,823,501
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,532,626 $5,595,281 $5,595,281 0.46 $5,591,258
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.84839% 25-MAY-2045, 5.86%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,514,020 $5,514,020 0.45 $5,510,434
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,350,832 $5,421,367 $5,421,367 0.44 $5,398,540
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,395,331 $5,395,331 0.44 $5,382,764
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.16%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,312,362 $5,312,362 0.43 $5,308,754
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,194,761 $5,291,819 $5,291,819 0.43 $5,268,340
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.86%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,175,753 $5,175,753 0.42 $5,172,390
BX Commercial Mortgage Trust 2021-VOLT E 6.265% 15-SEP-2036, 6.26%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,169,176 $5,169,176 0.42 $5,156,588
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,165,005 $5,165,005 0.42 $5,160,730
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,171,104 $5,160,054 $5,160,054 0.42 $5,156,593
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.36%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,123,746 $5,123,746 0.42 $5,118,108
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.14839% 25-NOV-2041, 12.16%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,097,037 $5,097,037 0.42 $5,090,554
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,049,301 $5,049,301 0.41 $5,046,103
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,018,422 $5,048,613 $5,048,613 0.41 $5,045,062
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,041,227 $5,041,227 0.41 $4,978,866
Towd Point Mortgage Trust 2025-FIX1|4.968|07/25/2045, 4.97%, 07/25/45 TPMT 2025-FIX1 89183MAA1 - - 5,000,000 $5,019,210 $5,019,210 0.41 $4,999,890
Truist Bank Auto Credit Linked Notes, Series 2025-1 C 6.807% 25-SEP-2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 5,000,000 $5,004,825 $5,004,825 0.41 $5,001,044
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.51%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,001,470 $5,004,715 $5,004,715 0.41 $5,001,655
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,994,797 $4,994,797 0.41 $4,984,899
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 $4,987,198 $4,987,198 0.41 $4,978,302
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 $4,932,414 $4,932,414 0.40 $4,927,777
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.56%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,905,614 $4,920,368 $4,920,368 0.40 $4,917,339
SCG Commercial Mortgage Trust 2025-DLFN E 7.10016% 15-MAR-2027, 7.10%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,914,202 $4,914,202 0.40 $4,900,661
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,755,184 $4,791,896 $4,791,896 0.39 $4,771,554
BX Commercial Mortgage Trust 2024-MF D 6.83998% 15-FEB-2039, 6.84%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,759,426 $4,759,426 0.39 $4,746,826
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,563,423 $4,729,409 $4,729,409 0.39 $4,609,497
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,723,609 $4,723,609 0.39 $4,677,015
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,687,946 $4,687,946 0.38 $4,658,800
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.77%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,550,243 $4,684,689 $4,684,689 0.38 $4,681,265
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,659,347 $4,659,347 0.38 $4,642,547
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,646,540 $4,646,540 0.38 $4,633,503
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,560,409 $4,629,187 $4,629,187 0.38 $4,561,862
SMRT Commercial Mortgage Trust 2022-MINI D 6.10016% 15-JAN-2039, 6.10%, 01/15/39 SMRT 2022-MINI 78457JAL6 - - 4,610,000 $4,594,179 $4,594,179 0.38 $4,583,242
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,583,382 $4,583,382 0.37 $4,580,382
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 8.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,567,097 $4,570,950 $4,570,950 0.37 $4,542,533
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 $4,529,011 $4,529,011 0.37 $4,520,731
NRTH Commercial Mortgage Trust 2025-PARK|5.79292|10/15/2040, 5.79%, 10/15/40 NRTH 2025-PARK 669985AC7 - - 4,500,000 $4,488,750 $4,488,750 0.37 $4,488,750
Great Wolf Trust 2024-WOLF D 7.04016% 15-MAR-2039, 7.04%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,462,898 $4,462,898 0.36 $4,450,783
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,375,770 $4,446,361 $4,446,361 0.36 $4,427,006
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 $4,414,680 $4,414,680 0.36 $4,409,663
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,378,699 $4,403,579 $4,403,579 0.36 $4,384,960
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 $4,379,278 $4,379,278 0.36 $4,368,611
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.01%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,302,818 $4,302,818 0.35 $4,299,988
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 $4,282,096 $4,282,096 0.35 $4,274,839
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,120,423 $4,264,944 $4,264,944 0.35 $4,243,414
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,146,298 $4,192,210 $4,192,210 0.34 $4,172,799
IRV Trust 2025-200P C 5.73037% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,180,720 $4,180,720 0.34 $4,161,377
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,265,245 $4,175,727 $4,175,727 0.34 $4,168,613
BX Commercial Mortgage Trust 2021-SOAR D 5.665% 15-JUN-2038, 5.67%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,168,714 $4,168,714 0.34 $4,159,539
BX Trust 2024-VLT4 E 7.039564% 15-JUN-2041, 7.04%, 06/15/41 BX 2024-VLT4 05612TAJ4 - - 4,147,000 $4,163,926 $4,163,926 0.34 $4,152,574
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,134,482 $4,134,482 0.34 $4,125,905
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.46%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,127,582 $4,127,582 0.34 $4,124,640
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,129,314 $4,090,643 $4,090,643 0.33 $4,083,634
BX Trust 2024-BRBK A 7.0298% 15-OCT-2041, 7.03%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,028,566 $4,028,566 0.33 $4,017,658
MTN Commercial Mortgage Trust 2022-LPFL A 5.5569% 15-MAR-2039, 5.56%, 03/15/39 MTN 2022-LPFL 62475WAA3 - - 4,015,000 $4,022,543 $4,022,543 0.33 $4,013,867
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,898,958 $3,956,259 $3,956,259 0.32 $3,939,113
RCKT Mortgage Trust 2025-CES8|4.997|09/25/2055, 5.00%, 09/25/55 RCKT 2025-CES9 74942JAB0 - - 3,940,000 $3,955,281 $3,955,281 0.32 $3,939,968
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.34839% 25-DEC-2041, 11.36%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,937,875 $3,937,875 0.32 $3,933,182
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.56%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,837,080 $3,844,131 $3,844,131 0.31 $3,841,762
BX Trust 2025-LUNR D 6.65016% 15-JUN-2040, 6.65%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,822,340 $3,838,800 $3,838,800 0.31 $3,828,915
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $3,833,366 $3,833,366 0.31 $3,807,781
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,784,500 $3,784,500 0.31 $3,782,094
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 $3,765,899 $3,765,899 0.31 $3,744,190
BMP Commercial Mortgage Trust 2024-MF23 D 6.54065% 15-JUN-2041, 6.54%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,765,032 $3,765,032 0.31 $3,755,493
FREMF 2023-K511 Mortgage Trust C 5.822407% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,746,974 $3,746,974 0.31 $3,728,860
BX Trust 2021-MFM1 E 6.515% 15-JAN-2034, 6.51%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 3,733,520 $3,744,415 $3,744,415 0.31 $3,734,956
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,738,020 $3,738,020 0.31 $3,735,366
ESA 2025-ESH D|||10/15/2042 ESA - - 3,675,000 $3,675,000 $3,675,000 0.30 $3,675,000
ESA 2025-ESH E|||10/15/2042 ESA - - 3,675,000 $3,675,000 $3,675,000 0.30 $3,675,000
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,631,714 $3,631,714 0.30 $3,629,618
BX Commercial Mortgage Trust 2024-XL5 D 6.83996% 15-MAR-2041, 6.84%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,593,002 $3,602,286 $3,602,286 0.29 $3,592,729
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,577,224 $3,577,224 0.29 $3,569,406
DROP Mortgage Trust 2021-FILE A 5.415% 15-OCT-2043, 5.41%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 3,650,000 $3,554,923 $3,554,923 0.29 $3,547,238
SCG Trust 2025-SNIP D 6.85% 15-SEP-2027, 6.85%, 09/15/30 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,504,926 $3,504,926 0.29 $3,502,928
Affirm Master Trust Series 2025-3 B 4.75% 15-OCT-2034, 4.75%, 10/16/34 AFRMT 2025-3A 00833BAP3 - - 3,500,000 $3,494,698 $3,494,698 0.29 $3,491,928
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,442,191 $3,474,253 $3,474,253 0.28 $3,459,038
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,434,628 $3,469,978 $3,469,978 0.28 $3,467,871
Connecticut Avenue Securities Trust 2024-R05 2M1 5.34839% 25-JUL-2044, 5.36%, 07/25/44 CAS 2024-R05 20754XAB9 - - 3,458,357 $3,458,863 $3,458,863 0.28 $3,456,805
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,387,696 $3,446,591 $3,446,591 0.28 $3,436,365
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,303,555 $3,423,545 $3,423,545 0.28 $3,405,386
CSMC 2021-BHAR C 6.265% 15-NOV-2038, 6.27%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,414,990 $3,414,990 0.28 $3,406,594
Taco Bell Funding LLC|4.821|08/25/2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,413,511 $3,413,511 0.28 $3,411,218
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 $3,412,023 $3,412,023 0.28 $3,403,897
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,404,510 $3,404,510 0.28 $3,401,281
BX Trust 2021-ARIA D 6.1604% 15-OCT-2036, 6.16%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,302,535 $3,302,535 0.27 $3,294,630
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,258,426 $3,258,426 0.27 $3,256,260
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,251,305 $3,251,305 0.27 $3,242,963
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,195,179 $3,220,704 $3,220,704 0.26 $3,204,628
Wingspire Equipment Finance 2025-1 LLC|5.45|09/20/2033, 5.45%, 09/20/33 WEF 2025-1A 97415CAE8 - - 3,194,000 $3,190,812 $3,190,812 0.26 $3,190,329
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 $3,179,844 $3,179,844 0.26 $3,175,401
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,091,235 $3,148,262 $3,148,262 0.26 $3,107,761
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,142,734 $3,142,734 0.26 $3,106,665
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,141,981 $3,141,981 0.26 $3,139,862
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,141,145 $3,141,145 0.26 $3,132,041
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 3,000,000 $3,105,213 $3,105,213 0.25 $3,069,327
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.23931% 15-AUG-2041, 7.24%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,102,269 $3,102,269 0.25 $3,093,541
BX Trust 2024-BIO C 6.79016% 15-FEB-2041, 6.79%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,102,052 $3,102,052 0.25 $3,093,848
BX Trust 2021-ARIA F 6.8585% 15-OCT-2036, 6.86%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,095,177 $3,095,177 0.25 $3,086,942
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,084,108 $3,084,108 0.25 $3,081,680
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,081,141 $3,081,141 0.25 $3,069,829
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,077,208 $3,077,208 0.25 $3,074,877
Connecticut Avenue Securities, Series 2021-R01 1B1 7.44839% 25-OCT-2041, 7.46%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,054,252 $3,054,252 0.25 $3,051,767
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 $3,033,656 $3,033,656 0.25 $3,031,749
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,972,315 $3,027,643 $3,027,643 0.25 $3,015,886
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 2,965,522 $2,998,629 $2,998,629 0.24 $2,985,706
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 2,960,188 $2,993,710 $2,993,710 0.24 $2,981,071
CarMax Select Receivables Trust 2025-B D 5.33% 15-JUL-2031, 5.33%, 07/15/31 CMXS 2025-B 14320BAF6 - - 3,000,000 $2,990,488 $2,990,488 0.24 $2,988,267
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 $2,984,842 $2,984,842 0.24 $2,967,822
BFLD Commercial Mortgage Trust 2025-5MW C 5.45123% 10-OCT-2042, 5.45%, 10/10/42 BFLD 2025-5MW 088921AC5 - - 3,000,000 $2,983,212 $2,983,212 0.24 $2,983,212
Carvana Auto Receivables Trust 2025-P3|5.47|09/12/2033, 5.47%, 09/12/33 CRVNA 2025-P3 14688AAG2 - - 3,000,000 $2,978,731 $2,978,731 0.24 $2,975,996
SWCH Commercial Mortgage Trust 2025-DATA E 7.49038% 15-FEB-2042, 7.49%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,945,619 $2,945,619 0.24 $2,937,026
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,936,627 $2,936,627 0.24 $2,928,149
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,927,719 $2,927,719 0.24 $2,921,721
Extended Stay America Trust 2021-ESH F 7.965% 15-JUL-2038, 7.96%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,909,302 $2,918,479 $2,918,479 0.24 $2,909,468
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 $2,895,586 $2,895,586 0.24 $2,889,271
SCG Commercial Mortgage Trust 2025-FLWR E 6.90016% 15-AUG-2042, 6.90%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,877,249 $2,877,249 0.24 $2,869,555
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 2,842,147 $2,866,560 $2,866,560 0.23 $2,846,831
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,833,213 $2,833,213 0.23 $2,820,154
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,781,330 $2,832,288 $2,832,288 0.23 $2,830,363
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,831,840 $2,831,840 0.23 $2,823,608
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 2,753,492 $2,791,396 $2,791,396 0.23 $2,779,289
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 $2,789,302 $2,789,302 0.23 $2,775,523
BX Trust 2025-ROIC E 7.09145% 15-FEB-2042, 7.09%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,771,758 $2,771,758 0.23 $2,764,116
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,714,176 $2,750,486 $2,750,486 0.22 $2,738,263
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.63881% 20-MAR-2033, 6.64%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,712,016 $2,727,421 $2,727,421 0.22 $2,723,920
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,724,070 $2,724,070 0.22 $2,717,351
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,796,518 $2,716,036 $2,716,036 0.22 $2,714,948
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 $2,701,429 $2,701,429 0.22 $2,699,317
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,686,732 $2,697,277 $2,697,277 0.22 $2,686,498
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,790,008 $2,695,294 $2,695,294 0.22 $2,694,209
MHC Commercial Mortgage Trust 2021-MHC F 6.866442% 15-APR-2038, 6.87%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,668,815 $2,668,815 0.22 $2,661,713
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.96%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,655,643 $2,655,643 0.22 $2,653,891
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,594,802 $2,594,802 0.21 $2,569,279
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,557,546 $2,557,546 0.21 $2,550,177
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,550,467 $2,550,467 0.21 $2,518,528
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,544,217 $2,544,217 0.21 $2,541,919
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,543,982 $2,543,982 0.21 $2,538,732
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,542,595 $2,542,595 0.21 $2,538,651
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 $2,539,361 $2,539,361 0.21 $2,526,851
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,536,546 $2,536,546 0.21 $2,506,818
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,534,988 $2,534,988 0.21 $2,521,118
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,505,426 $2,521,466 $2,521,466 0.21 $2,511,236
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,515,236 $2,515,236 0.21 $2,508,848
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 $2,515,111 $2,515,111 0.21 $2,509,482
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 $2,513,080 $2,513,080 0.21 $2,507,546
FIGRE Trust 2025-PF2|5.117|10/25/2055, 5.12%, 10/25/55 FIGRE 2025-PF2 316918AB7 - - 2,500,000 $2,510,369 $2,510,369 0.21 $2,499,938
MTN Commercial Mortgage Trust 2022-LPFL B 6.0556% 15-MAR-2039, 6.06%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,508,682 $2,508,682 0.20 $2,502,795
BX Commercial Mortgage Trust 2024-AIR2 D 6.94045% 15-OCT-2041, 6.94%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,499,278 $2,499,278 0.20 $2,492,559
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.44839% 25-JAN-2042, 11.46%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,487,779 $2,487,779 0.20 $2,484,787
280 Park Avenue 2017-280P Mortgage Trust B 5.598% 15-SEP-2034, 5.60%, 09/15/34 PRK 2017-280P 90205FAG5 - - 2,500,000 $2,483,992 $2,483,992 0.20 $2,478,550
Upstart Securitization Trust 2025-3 C 5.43% 20-SEP-2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,468,874 $2,468,874 0.20 $2,464,025
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 $2,457,897 $2,457,897 0.20 $2,456,617
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 $2,434,448 $2,434,448 0.20 $2,429,276
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,434,160 $2,434,160 0.20 $2,424,621
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 $2,428,226 $2,428,226 0.20 $2,421,627
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.11%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,423,994 $2,423,994 0.20 $2,421,887
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.765% 15-JUN-2036, 8.77%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,411,055 $2,411,055 0.20 $2,402,874
FIGRE Trust 2025-PF2|5.218|10/25/2055, 5.22%, 10/25/55 FIGRE 2025-PF2 316918AC5 - - 2,400,000 $2,410,272 $2,410,272 0.20 $2,399,995
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.16%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 2,373,032 $2,387,301 $2,387,301 0.20 $2,385,677
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,378,947 $2,378,947 0.19 $2,372,788
BX Commercial Mortgage Trust 2024-GPA3 C 6.04198% 15-DEC-2039, 6.04%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,354,064 $2,367,287 $2,367,287 0.19 $2,361,755
ALA Trust 2025-OANA D 7.24172% 15-JUN-2040, 7.24%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,358,779 $2,358,779 0.19 $2,352,208
SREIT Commercial Mortgage Trust 2021-MFP2 F 6.8832% 15-NOV-2036, 6.88%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,340,020 $2,340,020 0.19 $2,333,773
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,325,469 $2,325,469 0.19 $2,323,667
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,283,874 $2,317,612 $2,317,612 0.19 $2,307,172
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,284,057 $2,314,674 $2,314,674 0.19 $2,312,899
Connecticut Avenue Securities, Series 2021-R03 1B1 7.09839% 25-DEC-2041, 7.11%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,286,715 $2,286,715 0.19 $2,284,939
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,229,142 $2,229,142 0.18 $2,222,784
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 $2,217,392 $2,217,392 0.18 $2,212,823
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,259,351 $2,209,862 $2,209,862 0.18 $2,202,657
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,258,792 $2,162,660 $2,162,660 0.18 $2,156,950
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 - - 2,131,122 $2,157,054 $2,157,054 0.18 $2,155,446
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,206,635 $2,152,947 $2,152,947 0.18 $2,152,089
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 $2,148,381 $2,148,381 0.18 $2,141,240
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.941055% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,118,596 $2,118,596 0.17 $2,116,822
OPEN Trust 2023-AIR B 7.988157% 15-NOV-2040, 7.99%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,086,409 $2,086,409 0.17 $2,079,947
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,077,718 $2,077,718 0.17 $2,068,638
LIFE 2022-BMR2 Mortgage Trust C 6.24328% 15-MAY-2039, 6.24%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,062,788 $2,062,788 0.17 $2,057,326
RCKT Mortgage Trust 2025-CES8|4.795|09/25/2055, 4.79%, 09/25/55 RCKT 2025-CES9 74942JAA2 - - 2,055,000 $2,062,647 $2,062,647 0.17 $2,054,983
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,036,716 $2,036,716 0.17 $2,031,209
BX Trust 2021-BXMF G 7.614513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,036,669 $2,036,669 0.17 $2,030,628
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.69839% 25-SEP-2041, 7.71%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,036,113 $2,036,113 0.17 $2,034,402
CONE Trust 2024-DFW1 A 5.79189% 15-AUG-2041, 5.79%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,030,000 $2,032,840 $2,032,840 0.17 $2,028,267
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,029,148 $2,029,148 0.17 $2,024,489
GWT Commercial Mortgage Trust 2024-WLF2 E 7.78859% 15-MAY-2041, 7.79%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,022,820 $2,022,820 0.17 $2,016,763
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,004,403 $2,004,403 0.16 $1,994,930
SMRT Commercial Mortgage Trust 2022-MINI F 7.50016% 15-JAN-2039, 7.50%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,997,147 $1,997,147 0.16 $1,991,240
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 1,965,665 $1,990,464 $1,990,464 0.16 $1,981,736
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,970,000 $1,975,088 $1,975,088 0.16 $1,964,414
MKT 2020-525M Mortgage Trust D 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAJ6 - - 2,500,000 $1,968,900 $1,968,900 0.16 $1,962,991
LIFE 2022-BMR2 Mortgage Trust D 6.69207% 15-MAY-2039, 6.69%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,953,653 $1,953,653 0.16 $1,947,889
BX Trust 2022-FOX2 D 6.26113% 15-APR-2039, 6.26%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,939,988 $1,939,988 0.16 $1,935,258
BX Commercial Mortgage Trust 2024-AIR2 C 6.39124% 15-OCT-2041, 6.39%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,927,941 $1,927,941 0.16 $1,923,172
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,846,613 $1,908,454 $1,908,454 0.16 $1,906,964
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,872,118 $1,892,284 $1,892,284 0.15 $1,882,669
Lennar Corporation Class A LEN US 526057104 - - 14,999 $1,890,474 $1,890,474 0.15 $1,890,474
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,886,814 $1,886,814 0.15 $1,881,636
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,847,233 $1,878,969 $1,878,969 0.15 $1,870,765
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,847,233 $1,877,312 $1,877,312 0.15 $1,868,820
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,848,852 $1,872,042 $1,872,042 0.15 $1,863,748
BX Trust 2024-BRBK B 8.07676% 15-OCT-2041, 8.07%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,859,989 $1,859,989 0.15 $1,854,180
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.98881% 20-OCT-2032, 6.99%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,795,280 $1,825,987 $1,825,987 0.15 $1,811,605
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,810,741 $1,810,741 0.15 $1,800,308
BXHPP Trust 2021-FILM C 5.365% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,787,902 $1,787,902 0.15 $1,783,834
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,767,799 $1,775,505 $1,775,505 0.15 $1,770,600
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,769,308 $1,769,308 0.14 $1,765,674
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,762,306 $1,762,306 0.14 $1,761,348
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,758,791 $1,758,791 0.14 $1,757,406
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,757,054 $1,757,054 0.14 $1,756,000
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 1,945,522 $1,753,045 $1,753,045 0.14 $1,748,044
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 $1,750,820 $1,750,820 0.14 $1,741,189
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,735,214 $1,735,214 0.14 $1,726,867
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 $1,669,632 $1,669,632 0.14 $1,659,732
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,647,294 $1,665,388 $1,665,388 0.14 $1,658,160
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,664,785 $1,664,785 0.14 $1,661,005
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,672,861 $1,661,065 $1,661,065 0.14 $1,660,135
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,615,856 $1,639,163 $1,639,163 0.13 $1,632,367
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 1,738,000 $1,637,224 $1,637,224 0.13 $1,637,224
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.71%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,617,272 $1,617,272 0.13 $1,616,079
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,568,936 $1,615,318 $1,615,318 0.13 $1,611,094
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,579,922 $1,589,125 $1,589,125 0.13 $1,585,398
BX Commercial Mortgage Trust 2024-WPT D 6.83986% 15-APR-2041, 6.84%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,586,812 $1,586,812 0.13 $1,582,610
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,579,148 $1,579,148 0.13 $1,575,702
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,566,332 $1,572,110 $1,572,110 0.13 $1,565,839
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,564,533 $1,564,533 0.13 $1,559,035
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,554,342 $1,554,342 0.13 $1,548,494
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.53881% 20-MAY-2032, 7.54%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,525,328 $1,546,916 $1,546,916 0.13 $1,544,680
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,546,517 $1,546,517 0.13 $1,545,009
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,521,577 $1,545,036 $1,545,036 0.13 $1,538,399
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 $1,533,996 $1,533,996 0.13 $1,529,989
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,527,736 $1,527,736 0.12 $1,523,860
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,519,651 $1,519,651 0.12 $1,516,758
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 $1,514,108 $1,514,108 0.12 $1,508,519
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 $1,509,499 $1,509,499 0.12 $1,505,603
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,508,347 $1,508,347 0.12 $1,499,846
JW Commercial Mortgage Trust 2024-MRCO C 6.54021% 15-JUN-2039, 6.54%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,506,193 $1,506,193 0.12 $1,502,378
Gracie Point International Funding 2025-1 C 7.10034% 15-AUG-2028, 7.12%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,505,475 $1,505,475 0.12 $1,501,321
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,503,818 $1,503,818 0.12 $1,447,767
BX Trust 2021-ARIA E 6.5095% 15-OCT-2036, 6.51%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,502,630 $1,502,630 0.12 $1,498,833
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,488,750 $1,502,016 $1,502,016 0.12 $1,491,869
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,465,984 $1,479,325 $1,479,325 0.12 $1,473,079
LIFE 2021-BMR Mortgage Trust F 6.615% 15-MAR-2038, 6.61%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,475,643 $1,475,643 0.12 $1,471,826
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 $1,475,038 $1,475,038 0.12 $1,465,245
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,458,416 $1,458,416 0.12 $1,457,466
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,424,315 $1,451,643 $1,451,643 0.12 $1,446,986
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,425,936 $1,425,936 0.12 $1,424,634
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,422,149 $1,422,149 0.12 $1,422,149
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,386,155 $1,411,125 $1,411,125 0.12 $1,409,132
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 $1,406,575 $1,406,575 0.11 $1,403,691
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 10.84% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,589,331 $1,368,333 $1,368,333 0.11 $1,367,288
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,346,374 $1,346,374 0.11 $1,320,158
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,338,737 $1,344,472 $1,344,472 0.11 $1,339,007
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,316,167 $1,327,368 $1,327,368 0.11 $1,323,950
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,327,359 $1,327,359 0.11 $1,327,346
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 1,310,531 $1,326,785 $1,326,785 0.11 $1,321,177
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,247,565 $1,313,918 $1,313,918 0.11 $1,309,973
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,250,358 $1,269,540 $1,269,540 0.10 $1,265,633
Great Wolf Trust 2024-WOLF C 6.54116% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,266,791 $1,266,791 0.10 $1,263,585
COMM 2024-WCL1 Mortgage Trust C 7.04% 17-JUN-2041, 7.04%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,248,188 $1,248,188 0.10 $1,244,766
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,234,178 $1,246,171 $1,246,171 0.10 $1,240,847
COMM 2024-WCL1 Mortgage Trust D 7.44% 17-JUN-2041, 7.44%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,246,000 $1,246,000 0.10 $1,242,384
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,233,260 $1,233,260 0.10 $1,230,255
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 $1,214,860 $1,214,860 0.10 $1,211,939
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,290,631 $1,214,063 $1,214,063 0.10 $1,211,052
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,193,490 $1,193,490 0.10 $1,189,523
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,193,396 $1,193,396 0.10 $1,192,235
MTN Commercial Mortgage Trust 2022-LPFL D 7.1028% 15-MAR-2039, 7.10%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,179,632 $1,179,632 0.10 $1,176,386
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.88881% 20-MAR-2033, 7.89%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,172,108 $1,173,898 $1,173,898 0.10 $1,172,100
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.66%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,164,126 $1,164,126 0.10 $1,163,155
BX Trust 2024-CNYN C 6.09132% 15-APR-2041, 6.09%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,153,383 $1,156,517 $1,156,517 0.09 $1,153,785
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.38881% 20-OCT-2032, 8.39%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,141,874 $1,155,824 $1,155,824 0.09 $1,153,961
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,096,224 $1,096,224 0.09 $1,092,582
BX Trust 2024-VLT4 D 6.590212% 15-JUN-2041, 6.59%, 06/15/41 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,095,668 $1,095,668 0.09 $1,092,849
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,012,691 $1,081,411 $1,081,411 0.09 $1,077,827
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,032,253 $1,061,945 $1,061,945 0.09 $1,061,171
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,055,575 $1,055,575 0.09 $1,054,890
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,030,582 $1,049,712 $1,049,712 0.09 $1,045,096
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,049,615 $1,049,615 0.09 $1,046,181
LIFE 2021-BMR Mortgage Trust E 6.015% 15-MAR-2038, 6.01%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,043,517 $1,043,517 0.09 $1,041,061
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,035,670 $1,035,670 0.08 $1,032,559
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - - 1,000,000 $1,031,282 $1,031,282 0.08 $1,028,396
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,031,254 $1,031,254 0.08 $1,028,258
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.99839% 25-NOV-2041, 8.01%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,025,304 $1,025,304 0.08 $1,024,414
MHC Commercial Mortgage Trust 2021-MHC G 7.466442% 15-APR-2038, 7.47%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,233 $1,024,233 0.08 $1,021,272
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,017,412 $1,017,412 0.08 $1,015,028
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 $1,016,751 $1,016,751 0.08 $1,012,370
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 $1,013,531 $1,013,531 0.08 $1,008,300
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,008,174 $1,008,174 0.08 $1,007,536
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 $1,005,712 $1,005,712 0.08 $1,003,734
MTN Commercial Mortgage Trust 2022-LPFL F 9.445169% 15-MAR-2039, 9.45%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,004,837 $1,004,837 0.08 $1,001,164
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 998,505 $1,004,262 $1,004,262 0.08 $1,001,673
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.39839% 25-DEC-2031, 6.41%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 983,024 $995,657 $995,657 0.08 $989,251
Carvana Auto Receivables Trust 2025-P3|4.99|01/12/2032, 4.99%, 01/12/32 CRVNA 2025-P3 14688AAF4 - - 1,000,000 $993,073 $993,073 0.08 $992,242
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.79839% 25-OCT-2044, 5.81%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $990,570 $990,570 0.08 $989,931
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 985,826 $973,636 $973,636 0.08 $962,673
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $935,734 $935,734 0.08 $930,712
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $922,246 $922,246 0.08 $919,474
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $912,763 $912,763 0.07 $908,482
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $912,612 $912,612 0.07 $912,113
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $911,964 $911,964 0.07 $908,856
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 887,358 $898,368 $898,368 0.07 $895,280
Connecticut Avenue Securities, Series 2021-R02 2M2 6.34839% 25-NOV-2041, 6.36%, 11/25/41 CAS 2021-R02 20754KAB7 - - 877,795 $884,210 $884,210 0.07 $883,590
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 888,370 $869,133 $869,133 0.07 $868,787
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 854,458 $867,371 $867,371 0.07 $865,160
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $841,922 $841,922 0.07 $841,434
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 787,879 $818,427 $818,427 0.07 $816,426
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 787,879 $809,293 $809,293 0.07 $807,957
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 $806,940 $806,940 0.07 $803,180
BXHPP Trust 2021-FILM A 4.915% 15-AUG-2036, 4.91%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $797,239 $797,239 0.07 $795,672
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78703% 25-OCT-2057, 8.62%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 742,473 $786,413 $786,413 0.06 $785,701
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $786,291 $786,291 0.06 $783,990
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $785,115 $785,115 0.06 $776,496
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 769,269 $780,072 $780,072 0.06 $776,273
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 776,514 $777,484 $777,484 0.06 $777,026
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,312 $760,312 0.06 $758,282
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.14839% 25-JUN-2047, 6.16%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 761,477 $758,977 $758,977 0.06 $758,456
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.09839% 25-JUN-2047, 7.11%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 739,720 $758,046 $758,046 0.06 $757,462
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 $726,888 $726,888 0.06 $726,013
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $717,556 $717,556 0.06 $715,338
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.94839% 25-DEC-2031, 7.96%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 695,208 $711,010 $711,010 0.06 $705,382
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,997 $705,997 0.06 $704,121
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 697,024 $702,768 $702,768 0.06 $700,886
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $702,375 $702,375 0.06 $701,967
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 682,896 $699,482 $699,482 0.06 $694,564
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 682,896 $695,783 $695,783 0.06 $692,033
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 660,847 $670,071 $670,071 0.05 $666,820
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 625,689 $632,277 $632,277 0.05 $629,333
Gracie Point International Funding, Series 2024-1 D 11.50559% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $607,492 $607,492 0.05 $602,315
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.58666% 20-SEP-2033, 7.64%, 09/20/33 HACLN 2025-2 44644NAR0 - - 581,522 $587,165 $587,165 0.05 $582,045
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.63881% 20-MAY-2032, 9.64%, 05/20/32 HACLN 2024-1 44644NAD1 - - 571,998 $586,015 $586,015 0.05 $584,942
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 580,092 $581,880 $581,880 0.05 $580,147
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $565,423 $565,423 0.05 $564,924
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.91%, 10/25/41 CAS 2021-R01 20754RAB2 - - 562,572 $564,103 $564,103 0.05 $563,733
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 541,416 $560,432 $560,432 0.05 $558,350
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 559,008 $556,092 $556,092 0.05 $555,124
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 553,624 $554,785 $554,785 0.05 $554,264
BX Trust 2022-FOX2 E 7.10933% 15-APR-2039, 7.11%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $546,082 $546,082 0.04 $544,570
Mello Warehouse Securitization Trust 2024-1 F 9.587% 25-OCT-2057, 9.41%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $540,341 $540,341 0.04 $539,774
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $532,338 $532,338 0.04 $530,321
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $529,907 $529,907 0.04 $527,263
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $518,961 $518,961 0.04 $517,376
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,853 $516,853 0.04 $515,822
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $512,927 $512,927 0.04 $511,731
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 $512,878 $512,878 0.04 $511,768
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $512,533 $512,533 0.04 $509,313
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $511,698 $511,698 0.04 $510,563
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $510,636 $510,636 0.04 $510,343
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 $510,411 $510,411 0.04 $509,175
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $510,114 $510,114 0.04 $508,834
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $510,095 $510,095 0.04 $508,967
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $508,215 $508,215 0.04 $507,042
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $504,331 $504,331 0.04 $502,991
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $503,548 $503,548 0.04 $500,603
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $502,951 $502,951 0.04 $501,754
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 492,679 $495,936 $495,936 0.04 $495,014
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,546 $463,546 0.04 $462,058
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 427,294 $447,065 $447,065 0.04 $445,031
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $435,977 $435,977 0.04 $434,667
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 425,012 $434,681 $434,681 0.04 $433,372
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 420,385 $432,876 $432,876 0.04 $431,966
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,901 $427,901 0.03 $426,668
Extended Stay America Trust 2021-ESH E 7.115% 15-JUL-2038, 7.11%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 421,638 $422,691 $422,691 0.03 $421,525
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,327 $410,327 0.03 $409,274
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.24%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,660 $406,660 0.03 $404,989
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78703% 25-OCT-2057, 7.62%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 379,775 $393,739 $393,739 0.03 $393,417
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 - - 433,492 $392,868 $392,868 0.03 $392,629
BAMLL Re-REMIC Trust 2024-FRR4 E 1.099014% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $390,774 $390,774 0.03 $390,371
BAMLL Re-REMIC Trust 2024-FRR4 F 1.031285% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $389,597 $389,597 0.03 $389,218
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 $385,822 $385,822 0.03 $384,916
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $368,379 $368,379 0.03 $366,868
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $356,122 $356,122 0.03 $354,763
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $350,565 $350,565 0.03 $349,117
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 324,850 $332,704 $332,704 0.03 $331,094
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $324,959 $324,959 0.03 $324,704
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,356 $320,356 0.03 $319,388
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 316,269 $318,539 $318,539 0.03 $317,643
BX Commercial Mortgage Trust 2024-MF C 6.09106% 15-FEB-2039, 6.09%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,967 $310,967 0.03 $310,233
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $302,414 $302,414 0.02 $301,190
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 295,366 $298,748 $298,748 0.02 $297,252
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $295,837 $295,837 0.02 $294,612
CSMC 2021-BHAR E 7.765% 15-NOV-2038, 7.77%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,548 $294,548 0.02 $293,642
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 290,772 $294,356 $294,356 0.02 $293,570
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.91%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 296,870 $290,332 $290,332 0.02 $290,137
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 284,863 $289,770 $289,770 0.02 $289,031
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $261,253 $261,253 0.02 $261,253
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $256,337 $256,337 0.02 $255,582
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,344 $252,344 0.02 $251,683
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 $249,162 $249,162 0.02 $248,427
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,862 $248,862 0.02 $248,159
BXHPP Trust 2021-FILM B 5.165% 15-AUG-2036, 5.16%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $234,272 $234,272 0.02 $233,770
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.32%, 04/25/48 RCLT 75576AAA1 - - 227,587 $230,301 $230,301 0.02 $230,116
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 227,042 $230,026 $230,026 0.02 $229,060
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 217,451 $218,468 $218,468 0.02 $218,064
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 216,702 $217,578 $217,578 0.02 $217,452
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 $216,714 $216,714 0.02 $216,417
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $204,852 $204,852 0.02 $203,998
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,801 $204,801 0.02 $204,063
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 172,352 $176,770 $176,770 0.01 $176,436
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $157,515 $157,515 0.01 $157,448
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 154,750 $156,008 $156,008 0.01 $155,654
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 195,420 $152,515 $152,515 0.01 $152,485
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 $151,510 $151,510 0.01 $151,301
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 $139,544 $139,544 0.01 $139,036
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 132,112 $136,131 $136,131 0.01 $135,089
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 117,892 $119,357 $119,357 0.01 $119,015
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,162 $101,162 0.01 $101,115
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 100,848 $100,688 $100,688 0.01 $100,572
Ginnie Mae REMIC Trust 2005-065 FA 4.6049% 20-AUG-2035, 4.40%, 08/20/35 GNR 2005-65 38374LL25 - - 101,779 $100,584 $100,584 0.01 $100,472
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,469 $100,469 0.01 $100,423
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,751 $95,751 0.01 $95,705
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 86,040 $86,422 $86,422 0.01 $86,146
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,234 $77,234 0.01 $77,195
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 70,103 $71,661 $71,661 0.01 $71,585
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 66,707 $66,620 $66,620 0.01 $66,421
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.01%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 56,034 $56,281 $56,281 0.00 $56,243
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 36,480 $36,436 $36,436 0.00 $36,398
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 31,676 $31,957 $31,957 0.00 $31,833
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 31,026 $31,355 $31,355 0.00 $31,333
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 27,012 $26,962 $26,962 0.00 $26,879
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $24,363 $24,363 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 1,413 $1,414 $1,414 0.00 $1,411
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-12,899,250 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 1,682 $183,416,844 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,076,109 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $94,743,086 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - 590.00 $66,236,719 $0 0.00 $0
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - -44,565,000 $-37,487,811 $-37,487,811 -3.06 $-37,487,811
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - -122,919,000 $-121,825,390 $-121,825,390 -9.95 $-121,825,390
SEGREGATED CASH SEGCASH - $0.00 8,104,560 $8,104,560 $8,104,560 0.66 $8,104,560
US DOLLARS USD MD_142224 - - -150,191,838 $-150,191,838 $-150,191,838 -12.27 $-150,191,838
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,735,156 $48,972 0.00 $48,972
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,757,487 $3,993 0.00 $3,993
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,343,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,142,188 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,207,812 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,251,562 $0 0.00 $0
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

Choose region

Country

Language

What type of investor are you?