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 July 25, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% August Delivery, 5.50%, 08/13/25 FNCL 01F052680 - - 65,610,000 $65,202,431 $65,202,431 6.78 $65,202,431
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 60,613,000 $62,449,574 $62,449,574 6.50 $62,449,574
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 61,479,000 $59,775,847 $59,775,847 6.22 $59,775,847
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 57,605,000 $58,352,137 $58,352,137 6.07 $58,352,137
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - 30,930,000 $27,626,026 $27,626,026 2.88 $27,626,026
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 25,880,000 $24,527,744 $24,527,744 2.56 $24,527,744
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 25,640,000 $21,956,352 $21,956,352 2.29 $21,956,352
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,920,052 $16,920,052 1.77 $16,828,199
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,964,396 $12,969,267 $12,969,267 1.36 $12,904,526
PRPM 2025-5 LLC|5.929|07/25/2030, 5.93%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,190,873 $12,190,873 1.28 $12,080,396
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 11,923,954 $11,961,228 $11,961,228 1.24 $11,902,721
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,551,678 $11,551,678 1.20 $11,527,920
Vista Point Securitization Trust 2025-CES2|5.601|08/25/2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,500,000 $9,542,716 $9,542,716 0.99 $9,499,853
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,681,303 $7,681,303 0.80 $7,642,902
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,563,860 $7,563,860 0.79 $7,524,193
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,220,524 $7,276,944 $7,276,944 0.76 $7,246,331
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,829,946 $6,829,946 0.71 $6,799,292
BX Trust 2025-VLT7 E 8.05% 15-JUL-2044, 8.05%, 07/15/27 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,663,797 $6,663,797 0.69 $6,644,495
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,411,998 $6,620,589 $6,620,589 0.69 $6,580,853
BX Trust 2024-CNYN D 7.03203% 15-APR-2041, 7.03%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,289,538 $6,309,866 $6,309,866 0.66 $6,293,895
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,289,448 $6,289,448 0.65 $6,255,473
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,314,247 $6,068,546 $6,068,546 0.63 $6,049,603
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,056,504 $6,056,504 0.63 $6,026,590
BX Trust 2025-TAIL D 6.79194% 15-JUN-2035, 6.79%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,020,759 $6,020,759 0.63 $6,006,043
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,125,828 $5,908,445 $5,908,445 0.61 $5,889,379
KRE Commercial Mortgage Trust 2025-AIP4 A 5.64194% 15-MAR-2042, 5.64%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,906,258 $5,906,258 0.61 $5,894,233
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,882,708 $5,882,708 0.61 $5,843,550
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,696,531 $5,744,368 $5,744,368 0.60 $5,709,736
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,660,000 $5,671,721 $5,671,721 0.59 $5,641,414
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.80517% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,546,596 $5,546,596 0.58 $5,517,249
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,374,123 $5,438,765 $5,438,765 0.56 $5,415,343
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,370,512 $5,370,512 0.56 $5,353,457
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,344,921 $5,344,921 0.56 $5,315,383
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,250,028 $5,292,994 $5,292,994 0.55 $5,261,895
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,220,527 $5,220,527 0.54 $5,193,930
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,205,522 $5,205,522 0.54 $5,178,000
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,171,831 $5,171,831 0.54 $5,136,559
BX Commercial Mortgage Trust 2021-VOLT E 6.456% 15-SEP-2036, 6.46%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,165,213 $5,165,213 0.54 $5,153,166
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,051,747 $5,065,931 $5,065,931 0.53 $5,045,093
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,032,604 $5,032,604 0.52 $5,006,223
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $5,007,711 $5,007,711 0.52 $4,999,950
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,989,782 $4,998,921 $4,998,921 0.52 $4,973,668
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,977,286 $4,977,286 0.52 $4,963,147
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 $4,931,085 $4,931,085 0.51 $4,923,177
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,909,167 $4,909,167 0.51 $4,898,212
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 $4,898,459 $4,898,459 0.51 $4,894,337
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.80517% 25-OCT-2041, 11.81%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 4,500,000 $4,827,274 $4,827,274 0.50 $4,780,053
PRPM 2025-6 LLC|5.774|08/25/2030, 5.77%, 08/25/30 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,811,031 $4,811,031 0.50 $4,787,993
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,739,984 $4,800,909 $4,800,909 0.50 $4,768,205
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.97%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,631,911 $4,777,160 $4,777,160 0.50 $4,747,382
BX Commercial Mortgage Trust 2024-MF D 7.03176% 15-FEB-2039, 7.03%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,753,961 $4,753,961 0.49 $4,741,932
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 $4,723,886 $4,723,886 0.49 $4,699,043
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,721,283 $4,721,283 0.49 $4,709,177
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,677,664 $4,677,664 0.49 $4,650,465
Sierra Timeshare 2025-2 Receivables Funding LLC|6.79|04/20/2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,650,000 $4,665,584 $4,665,584 0.48 $4,660,322
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,757,933 $4,660,332 $4,660,332 0.48 $4,652,814
Jersey Mike's Funding|5.61|08/16/2055, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,629,033 $4,629,033 0.48 $4,626,165
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,571,166 $4,571,166 0.47 $4,546,420
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,521,348 $4,562,853 $4,562,853 0.47 $4,542,442
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,504,994 $4,551,174 $4,551,174 0.47 $4,531,959
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 $4,502,054 $4,502,054 0.47 $4,494,464
Great Wolf Trust 2024-WOLF D 7.23194% 15-MAR-2039, 7.23%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,446,487 $4,446,487 0.46 $4,434,931
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 $4,421,395 $4,421,395 0.46 $4,399,658
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 $4,384,558 $4,384,558 0.46 $4,380,098
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 $4,357,252 $4,357,252 0.45 $4,347,347
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 $4,303,764 $4,303,764 0.45 $4,273,124
BX Commercial Mortgage Trust 2021-SOAR D 5.856% 15-JUN-2038, 5.86%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,191,567 $4,191,567 0.44 $4,163,213
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,163,387 $4,163,387 0.43 $4,139,293
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,116,927 $4,116,927 0.43 $4,108,962
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,116,845 $4,116,845 0.43 $4,096,186
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.73%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,102,939 $4,102,939 0.43 $4,084,889
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,007,991 $4,037,109 $4,037,109 0.42 $4,020,113
BX Trust 2024-BRBK A 7.22158% 15-OCT-2041, 7.22%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,030,932 $4,030,932 0.42 $4,020,525
BX Trust 2025-LUNR D 6.84194% 15-JUN-2040, 6.84%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,018,596 $4,018,596 0.42 $4,008,714
BX Commercial Mortgage Trust 2024-XL5 D 7.03174% 15-MAR-2041, 7.03%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,995,796 $3,995,796 0.42 $3,963,380
BMP Commercial Mortgage Trust 2024-MF23 D 6.73243% 15-JUN-2041, 6.73%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,781,750 $3,781,750 0.39 $3,752,387
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,768,686 $3,768,686 0.39 $3,748,833
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,752,198 $3,766,498 $3,766,498 0.39 $3,742,079
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,701,988 $3,764,423 $3,764,423 0.39 $3,754,047
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 $3,757,012 $3,757,012 0.39 $3,736,079
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,711,240 $3,711,240 0.39 $3,693,773
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,704,662 $3,704,662 0.38 $3,682,759
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,651,436 $3,651,436 0.38 $3,631,163
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,608,520 $3,643,640 $3,643,640 0.38 $3,610,804
Chase Auto Owner Trust 2025-1|5.24|11/26/2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,596,558 $3,596,558 0.37 $3,596,558
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,542,653 $3,542,653 0.37 $3,540,977
ALA Trust 2025-OANA A 6.08463% 15-JUN-2040, 6.08%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,526,745 $3,526,745 0.37 $3,519,054
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,422,626 $3,522,544 $3,522,544 0.37 $3,504,403
CSMC 2021-BHAR C 6.457% 15-NOV-2038, 6.46%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,433,450 $3,433,450 0.36 $3,425,415
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,430,309 $3,430,309 0.36 $3,403,669
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 $3,413,216 $3,413,216 0.35 $3,405,671
SCG Commercial Mortgage Trust 2025-DLFN E 7.29194% 15-MAR-2027, 7.29%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,335,821 $3,335,821 0.35 $3,327,000
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,320,640 $3,320,640 0.34 $3,312,637
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,248,070 $3,310,100 $3,310,100 0.34 $3,270,403
BX Trust 2021-ARIA D 6.3514% 15-OCT-2036, 6.35%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,304,596 $3,304,596 0.34 $3,297,027
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,273,471 $3,286,687 $3,286,687 0.34 $3,270,805
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,282,508 $3,282,508 0.34 $3,264,636
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,276,151 $3,276,151 0.34 $3,268,405
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,221,323 $3,221,323 0.33 $3,202,289
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 $3,154,899 $3,154,899 0.33 $3,150,949
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,136,796 $3,151,381 $3,151,381 0.33 $3,138,466
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,115,053 $3,146,998 $3,146,998 0.33 $3,119,061
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,144,255 $3,144,255 0.33 $3,126,776
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,318 $3,143,156 $3,143,156 0.33 $3,123,930
BX Trust 2024-VLT4 E 7.231344% 15-JUN-2041, 7.23%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,123,211 $3,123,211 0.32 $3,115,038
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,104,662 $3,104,662 0.32 $3,084,625
BX Trust 2024-BIO C 6.98194% 15-FEB-2041, 6.98%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,101,885 $3,101,885 0.32 $3,094,051
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.43109% 15-AUG-2041, 7.43%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,101,636 $3,101,636 0.32 $3,093,318
BX Trust 2021-ARIA F 7.0495% 15-OCT-2036, 7.05%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,091,474 $3,091,474 0.32 $3,083,612
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,087,470 $3,087,470 0.32 $3,068,242
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,050,710 $3,050,710 0.32 $3,033,360
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 $3,033,768 $3,033,768 0.32 $3,018,038
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,022,165 $3,022,165 0.31 $3,005,640
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 $2,988,082 $2,988,082 0.31 $2,971,670
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,933,308 $2,972,963 $2,972,963 0.31 $2,955,825
Extended Stay America Trust 2021-ESH F 8.156% 15-JUL-2038, 8.16%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,967,885 $2,967,885 0.31 $2,959,169
SREIT Trust 2021-FLWR F 7.128549% 22-JUL-2036, 7.13%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,939,708 $2,939,708 0.31 $2,932,146
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,936,456 $2,936,456 0.31 $2,921,461
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 $2,913,309 $2,913,309 0.30 $2,909,576
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 $2,876,650 $2,876,650 0.30 $2,870,786
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,879,712 $2,875,452 $2,875,452 0.30 $2,864,312
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,854,956 $2,854,956 0.30 $2,847,044
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,827,606 $2,827,606 0.29 $2,819,962
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.18%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,789,787 $2,789,787 0.29 $2,776,928
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,761,550 $2,778,370 $2,778,370 0.29 $2,766,378
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 - - 2,712,900 $2,756,840 $2,756,840 0.29 $2,739,957
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,727,985 $2,727,985 0.28 $2,721,746
BX Trust 2025-ROIC E 7.28323% 15-FEB-2042, 7.28%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,726,594 $2,726,594 0.28 $2,719,306
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,830,875 $2,724,423 $2,724,423 0.28 $2,715,321
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 $2,714,592 $2,714,592 0.28 $2,697,167
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 $2,711,992 $2,711,992 0.28 $2,702,869
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,700,737 $2,700,737 0.28 $2,678,377
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,673,352 $2,673,352 0.28 $2,659,012
MHC Commercial Mortgage Trust 2021-MHC F 7.057442% 15-APR-2038, 7.06%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,670,502 $2,670,502 0.28 $2,663,723
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,613,088 $2,613,088 0.27 $2,606,245
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,580,410 $2,580,410 0.27 $2,543,220
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,561,278 $2,561,278 0.27 $2,516,021
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,561,240 $2,561,240 0.27 $2,538,262
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,548,605 $2,548,605 0.26 $2,507,340
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,500,000 $2,542,384 $2,542,384 0.26 $2,526,837
BX Commercial Mortgage Trust 2024-GPA3 C 6.23398% 15-DEC-2039, 6.23%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,540,598 $2,540,598 0.26 $2,534,903
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,539,163 $2,539,163 0.26 $2,527,712
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.40517% 25-JAN-2042, 11.41%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,529,800 $2,529,800 0.26 $2,505,223
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,522,556 $2,522,556 0.26 $2,510,882
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,520,173 $2,520,173 0.26 $2,507,229
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,519,849 $2,519,849 0.26 $2,514,974
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,517,465 $2,517,465 0.26 $2,511,534
MTN Commercial Mortgage Trust 2022-LPFL B 6.2456% 15-MAR-2039, 6.25%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,504,953 $2,504,953 0.26 $2,499,314
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,500,708 $2,500,708 0.26 $2,497,203
Western Funding Auto Loan Trust 2025-1|5.79|01/15/2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,500,006 $2,500,006 0.26 $2,500,006
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 $2,497,680 $2,497,680 0.26 $2,492,608
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 $2,459,789 $2,459,789 0.26 $2,453,662
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,448,036 $2,448,036 0.25 $2,430,749
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 $2,437,073 $2,437,073 0.25 $2,426,513
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,435,918 $2,435,918 0.25 $2,426,720
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 $2,419,569 $2,419,569 0.25 $2,414,766
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.957% 15-JUN-2036, 8.96%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,397,099 $2,397,099 0.25 $2,389,337
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,354,306 $2,377,855 $2,377,855 0.25 $2,367,478
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,375,634 $2,375,634 0.25 $2,369,916
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,348,089 $2,348,089 0.24 $2,338,344
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,338,020 $2,338,020 0.24 $2,323,155
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0742% 15-NOV-2036, 7.07%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,337,076 $2,337,076 0.24 $2,331,113
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,311,758 $2,311,758 0.24 $2,297,198
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 2,294,735 $2,301,077 $2,301,077 0.24 $2,294,583
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.30517% 25-DEC-2041, 11.31%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,297,090 $2,297,090 0.24 $2,274,802
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,303,084 $2,230,503 $2,230,503 0.23 $2,224,890
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,214,396 $2,214,396 0.23 $2,207,315
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,193,783 $2,212,944 $2,212,944 0.23 $2,203,891
Exeter Select Automobile Receivables Trust 2025-2|5.34|01/15/2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,193,347 $2,193,347 0.23 $2,193,347
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,178,979 $2,178,979 0.23 $2,173,045
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 $2,162,018 $2,162,018 0.22 $2,155,131
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,228,017 $2,156,838 $2,156,838 0.22 $2,149,654
OPEN Trust 2023-AIR B 8.179937% 15-NOV-2040, 8.18%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,086,402 $2,086,402 0.22 $2,080,258
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,081,463 $2,081,463 0.22 $2,072,535
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,063,013 $2,063,013 0.21 $2,061,299
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.65517% 25-SEP-2041, 7.66%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,056,534 $2,056,534 0.21 $2,042,500
LIFE 2022-BMR2 Mortgage Trust C 6.43506% 15-MAY-2039, 6.44%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,053,427 $2,053,427 0.21 $2,048,198
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 $2,025,381 $2,025,381 0.21 $1,997,853
LIFE 2022-BMR2 Mortgage Trust D 6.88385% 15-MAY-2039, 6.88%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,021,641 $2,021,641 0.21 $2,016,135
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,016,334 $2,016,334 0.21 $2,012,008
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,947,248 $2,013,844 $2,013,844 0.21 $2,000,633
GWT Commercial Mortgage Trust 2024-WLF2 E 7.98037% 15-MAY-2041, 7.98%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,012,586 $2,012,586 0.21 $2,006,823
BX Commercial Mortgage Trust 2024-WPT D 7.03164% 15-APR-2041, 7.03%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,007,735 $2,007,735 0.21 $2,002,657
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,006,277 $2,006,277 0.21 $2,001,163
CONE Trust 2024-DFW1 A 5.98367% 15-AUG-2041, 5.98%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,999,694 $1,999,694 0.21 $1,995,372
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,988,276 $1,988,276 0.21 $1,979,129
BX Trust 2021-BXMF G 7.805513% 15-OCT-2038, 7.81%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,986,341 $1,986,341 0.21 $1,980,590
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 $1,974,734 $1,974,734 0.21 $1,972,080
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 $1,973,126 $1,973,126 0.20 $1,955,373
SMRT Commercial Mortgage Trust 2022-MINI F 7.69194% 15-JAN-2039, 7.69%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,970,171 $1,970,171 0.20 $1,964,546
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,951,860 $1,965,975 $1,965,975 0.20 $1,945,569
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,951,523 $1,951,523 0.20 $1,942,891
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,951,378 $1,951,378 0.20 $1,943,038
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,945,037 $1,945,037 0.20 $1,940,064
BX Trust 2022-FOX2 D 6.45291% 15-APR-2039, 6.45%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,939,328 $1,939,328 0.20 $1,934,801
BX Commercial Mortgage Trust 2024-AIR2 C 6.58324% 15-OCT-2041, 6.58%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,924,857 $1,924,857 0.20 $1,920,296
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,896,306 $1,908,706 $1,908,706 0.20 $1,900,503
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,881,017 $1,881,017 0.20 $1,876,024
BX Trust 2024-BRBK B 8.26854% 15-OCT-2041, 8.27%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,873,560 $1,873,560 0.19 $1,855,760
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,745,574 $1,763,766 $1,763,766 0.18 $1,747,984
BXHPP Trust 2021-FILM C 5.556% 15-AUG-2036, 5.56%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,761,685 $1,761,685 0.18 $1,749,092
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,756,311 $1,756,311 0.18 $1,752,937
RCKT Trust 2025-PL1|7.12|07/25/2034, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,749,847 $1,749,847 0.18 $1,749,847
RCKT Trust 2025-PL1|5.42|07/25/2034, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,749,724 $1,749,724 0.18 $1,749,724
Chase Auto Owner Trust 2025-1|4.93|12/26/2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,748,117 $1,748,117 0.18 $1,748,117
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 $1,744,590 $1,744,590 0.18 $1,742,550
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 6.91%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,740,992 $1,740,992 0.18 $1,732,004
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 $1,739,323 $1,739,323 0.18 $1,721,833
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,721,743 $1,721,743 0.18 $1,707,067
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 $1,692,304 $1,692,304 0.18 $1,689,851
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 $1,671,922 $1,671,922 0.17 $1,662,375
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,620,268 $1,657,615 $1,657,615 0.17 $1,653,564
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,656,802 $1,656,802 0.17 $1,653,292
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 $1,654,823 $1,654,823 0.17 $1,647,034
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,632,267 $1,632,267 0.17 $1,622,500
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,611,112 $1,611,112 0.17 $1,604,324
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,574,608 $1,605,148 $1,605,148 0.17 $1,589,199
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - 1,738,000 $1,602,452 $1,602,452 0.17 $1,602,452
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,595,755 $1,595,755 0.17 $1,587,115
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,571,301 $1,571,301 0.16 $1,568,238
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,705 $1,556,705 0.16 $1,544,261
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,540,821 $1,540,821 0.16 $1,536,157
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,538,457 $1,538,457 0.16 $1,533,156
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 $1,536,428 $1,536,428 0.16 $1,532,707
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 $1,521,808 $1,521,808 0.16 $1,518,209
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 $1,517,409 $1,517,409 0.16 $1,512,114
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 $1,514,497 $1,514,497 0.16 $1,510,879
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,511,732 $1,511,732 0.16 $1,509,045
BX Trust 2021-ARIA E 6.7005% 15-OCT-2036, 6.70%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,509,797 $1,509,797 0.16 $1,497,829
RCKT Mortgage Trust 2025-CES7|5.478|07/25/2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,500,000 $1,507,430 $1,507,430 0.16 $1,500,810
JW Commercial Mortgage Trust 2024-MRCO C 6.73199% 15-JUN-2039, 6.73%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,502,513 $1,502,513 0.16 $1,498,866
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 $1,500,947 $1,500,947 0.16 $1,483,212
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,500,016 $1,500,016 0.16 $1,492,100
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,479,276 $1,479,276 0.15 $1,442,434
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 $1,473,901 $1,473,901 0.15 $1,464,458
LIFE 2021-BMR Mortgage Trust F 6.806% 15-MAR-2038, 6.81%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,469,912 $1,469,912 0.15 $1,466,264
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,456,997 $1,460,236 $1,460,236 0.15 $1,458,375
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,458,690 $1,458,690 0.15 $1,450,855
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,431,302 $1,442,473 $1,442,473 0.15 $1,439,021
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,421,627 $1,421,627 0.15 $1,410,882
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,391,348 $1,391,348 0.14 $1,391,348
Western Funding Auto Loan Trust 2025-1|5.34|11/15/2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,389,810 $1,389,810 0.14 $1,389,810
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,359,737 $1,375,843 $1,375,843 0.14 $1,371,897
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,298,323 $1,362,673 $1,362,673 0.14 $1,358,861
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 1.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 $1,357,970 $1,357,970 0.14 $1,356,995
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,318,874 $1,321,927 $1,321,927 0.14 $1,316,441
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,320,998 $1,320,998 0.14 $1,308,335
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,296,342 $1,296,342 0.13 $1,296,328
BX Trust 2021-MFM1 E 6.706% 15-JAN-2034, 6.71%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,294,775 $1,294,775 0.13 $1,284,763
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 $1,265,106 $1,265,106 0.13 $1,263,079
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 $1,259,408 $1,259,408 0.13 $1,257,489
COMM 2024-WCL1 Mortgage Trust C 7.231% 17-JUN-2041, 7.23%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,240,097 $1,240,097 0.13 $1,236,833
COMM 2024-WCL1 Mortgage Trust D 7.631% 17-JUN-2041, 7.63%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,239,395 $1,239,395 0.13 $1,235,950
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 $1,236,545 $1,236,545 0.13 $1,233,754
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.55517% 25-SEP-2041, 10.56%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,231,570 $1,231,570 0.13 $1,220,245
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,313,281 $1,225,971 $1,225,971 0.13 $1,223,016
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 $1,225,935 $1,225,935 0.13 $1,223,222
DROP Mortgage Trust 2021-FILE A 5.606% 15-OCT-2043, 5.61%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,212,281 $1,212,281 0.13 $1,209,750
SREIT Trust 2021-FLWR D 5.831042% 22-JUL-2036, 5.83%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,202,041 $1,202,041 0.12 $1,199,514
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,195,165 $1,195,165 0.12 $1,185,582
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 $1,190,645 $1,190,645 0.12 $1,186,961
BX Trust 2024-CNYN C 6.2831% 15-APR-2041, 6.28%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,179,288 $1,183,452 $1,183,452 0.12 $1,180,776
MTN Commercial Mortgage Trust 2022-LPFL D 7.2928% 15-MAR-2039, 7.29%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,177,200 $1,177,200 0.12 $1,174,106
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,176,053 $1,176,053 0.12 $1,168,094
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,168,312 $1,168,312 0.12 $1,163,284
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,054,756 $1,123,195 $1,123,195 0.12 $1,119,728
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.35517% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,091,331 $1,105,377 $1,105,377 0.11 $1,098,722
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,077,305 $1,103,543 $1,103,543 0.11 $1,096,730
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,098,524 $1,098,524 0.11 $1,092,719
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,073,752 $1,074,904 $1,074,904 0.11 $1,070,267
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,060,248 $1,060,248 0.11 $1,054,638
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,051,850 $1,056,158 $1,056,158 0.11 $1,053,625
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,035,853 $1,051,771 $1,051,771 0.11 $1,049,334
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,050,420 $1,050,420 0.11 $1,047,231
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,042,649 $1,042,649 0.11 $1,039,760
LIFE 2021-BMR Mortgage Trust E 6.206% 15-MAR-2038, 6.21%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,042,614 $1,042,614 0.11 $1,040,260
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.95517% 25-NOV-2041, 7.96%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,038,043 $1,038,043 0.11 $1,030,747
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 $1,037,280 $1,037,280 0.11 $1,034,600
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 $1,029,186 $1,029,186 0.11 $1,025,036
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 $1,025,553 $1,025,553 0.11 $1,017,204
MHC Commercial Mortgage Trust 2021-MHC G 7.657442% 15-APR-2038, 7.66%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,024,711 $1,024,711 0.11 $1,021,891
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,022,825 $1,022,825 0.11 $1,019,427
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,022,593 $1,022,593 0.11 $1,019,846
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 $1,020,757 $1,020,757 0.11 $1,015,900
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,017,473 $1,017,473 0.11 $1,015,288
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 $1,011,771 $1,011,771 0.11 $1,006,501
MTN Commercial Mortgage Trust 2022-LPFL F 9.635169% 15-MAR-2039, 9.64%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,003,103 $1,003,103 0.10 $999,624
BX Trust 2024-VLT4 D 6.781992% 15-JUN-2041, 6.78%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $998,326 $998,326 0.10 $995,877
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.75517% 25-OCT-2044, 5.76%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $996,609 $996,609 0.10 $991,383
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $975,535 $975,535 0.10 $972,500
BX Commercial Mortgage Trust 2024-AIR2 D 7.13245% 15-OCT-2041, 7.13%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $962,816 $962,816 0.10 $960,345
ALA Trust 2025-OANA D 7.43272% 15-JUN-2040, 7.43%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $939,122 $939,122 0.10 $936,618
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 915,750 $928,086 $928,086 0.10 $922,686
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,711 $917,711 0.10 $914,802
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $911,403 $911,403 0.09 $908,829
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 $909,436 $909,436 0.09 $901,232
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $909,247 $909,247 0.09 $905,272
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $908,398 $908,398 0.09 $905,511
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $897,197 $897,197 0.09 $895,950
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,391 $875,836 $875,836 0.09 $872,940
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 817,205 $845,685 $845,685 0.09 $843,840
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 823,457 $831,417 $831,417 0.09 $827,495
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 817,205 $825,609 $825,609 0.09 $824,378
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 813,814 $809,842 $809,842 0.08 $805,800
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.10517% 25-JUN-2047, 6.11%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 805,390 $806,683 $806,683 0.08 $802,175
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.05517% 25-JUN-2047, 7.06%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 782,379 $806,306 $806,306 0.08 $801,243
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $805,451 $805,451 0.08 $801,942
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.82%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 755,798 $803,198 $803,198 0.08 $797,043
BXHPP Trust 2021-FILM A 5.106% 15-AUG-2036, 5.11%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $791,784 $791,784 0.08 $790,272
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.90517% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 771,804 $789,729 $789,729 0.08 $783,875
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $784,020 $784,020 0.08 $781,883
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $777,251 $777,251 0.08 $774,456
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,833 $759,833 0.08 $757,948
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 724,024 $738,205 $738,205 0.08 $733,176
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 724,024 $734,686 $734,686 0.08 $730,852
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 716,186 $723,014 $723,014 0.08 $719,616
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 $722,750 $722,750 0.08 $721,972
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $721,167 $721,167 0.07 $719,107
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $706,764 $706,764 0.07 $705,022
Great Wolf Trust 2024-WOLF C 6.73294% 15-MAR-2039, 6.73%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $703,151 $703,151 0.07 $701,449
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 672,382 $676,915 $676,915 0.07 $673,865
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 $647,114 $647,114 0.07 $645,937
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 621,933 $622,442 $622,442 0.06 $621,484
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 615,785 $621,047 $621,047 0.06 $617,610
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 $611,202 $611,202 0.06 $600,402
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 590,679 $610,005 $610,005 0.06 $607,895
Tricolor Auto Securitization Trust 2024-1 A 6.61% 15-OCT-2027, 6.61%, 10/15/27 TAST 2024-1A 89616LAA0 - - 595,884 $598,699 $598,699 0.06 $597,276
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $566,649 $566,649 0.06 $562,532
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 544,355 $551,509 $551,509 0.06 $550,604
BX Trust 2022-FOX2 E 7.30111% 15-APR-2039, 7.30%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $545,974 $545,974 0.06 $544,533
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,989 $543,989 0.06 $539,233
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $528,481 $528,481 0.05 $526,013
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $528,432 $528,432 0.05 $525,520
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $526,810 $526,810 0.05 $524,937
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,760 $520,760 0.05 $519,288
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $515,948 $515,948 0.05 $515,031
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 $513,240 $513,240 0.05 $512,092
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,455 $512,455 0.05 $511,267
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $511,770 $511,770 0.05 $510,659
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $510,972 $510,972 0.05 $509,883
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 $510,702 $510,702 0.05 $509,716
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $508,813 $508,813 0.05 $507,759
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $507,320 $507,320 0.05 $504,316
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $506,283 $506,283 0.05 $505,236
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $505,920 $505,920 0.05 $504,658
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $504,595 $504,595 0.05 $503,351
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $503,896 $503,896 0.05 $497,735
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,127 $503,127 0.05 $502,015
BX Commercial Mortgage Trust 2023-VLT3 C 7.77994% 15-NOV-2042, 7.78%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $501,404 $501,404 0.05 $500,000
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 486,521 $494,612 $494,612 0.05 $493,647
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 $483,097 $483,097 0.05 $482,836
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 463,683 $474,180 $474,180 0.05 $472,854
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $464,034 $464,034 0.05 $462,652
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $435,565 $435,565 0.05 $434,348
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 430,201 $432,498 $432,498 0.04 $431,787
Extended Stay America Trust 2021-ESH E 7.306% 15-JUL-2038, 7.31%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,763 $431,763 0.04 $430,632
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $427,680 $427,680 0.04 $426,534
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,192 $410,192 0.04 $409,214
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,589 $405,589 0.04 $404,002
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 $402,807 $402,807 0.04 $401,751
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.82%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 386,591 $401,808 $401,808 0.04 $399,018
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 $398,352 $398,352 0.04 $398,136
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $390,002 $390,002 0.04 $387,807
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $386,040 $386,040 0.04 $385,588
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 $384,690 $384,690 0.04 $383,885
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $384,196 $384,196 0.04 $383,772
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $378,358 $378,358 0.04 $376,962
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $364,020 $364,020 0.04 $360,945
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 354,407 $358,310 $358,310 0.04 $356,678
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,483 $335,483 0.03 $333,629
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 325,270 $327,770 $327,770 0.03 $326,181
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,583 $326,583 0.03 $324,480
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $325,723 $325,723 0.03 $319,293
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,415 $319,415 0.03 $318,516
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 314,922 $319,105 $319,105 0.03 $318,348
BX Commercial Mortgage Trust 2024-MF C 6.28284% 15-FEB-2039, 6.28%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,933 $310,933 0.03 $310,230
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $305,963 $305,963 0.03 $305,963
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 301,464 $303,797 $303,797 0.03 $303,041
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 $301,078 $301,078 0.03 $299,941
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 301,696 $293,532 $293,532 0.03 $291,898
CSMC 2021-BHAR E 7.957% 15-NOV-2038, 7.96%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,257 $293,257 0.03 $292,395
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $290,255 $290,255 0.03 $287,762
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 $254,835 $254,835 0.03 $254,134
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 249,728 $254,647 $254,647 0.03 $252,869
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,156 $252,156 0.03 $251,542
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $251,894 $251,894 0.03 $251,101
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $251,468 $251,468 0.03 $250,763
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,620 $247,620 0.03 $246,967
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $246,872 $246,872 0.03 $246,190
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $238,632 $238,632 0.02 $237,659
BXHPP Trust 2021-FILM B 5.356% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $233,783 $233,783 0.02 $233,299
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 227,111 $226,631 $226,631 0.02 $225,513
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 $215,902 $215,902 0.02 $215,638
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $203,840 $203,840 0.02 $203,047
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,791 $203,791 0.02 $203,107
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 194,841 $195,421 $195,421 0.02 $194,841
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 192,749 $195,032 $195,032 0.02 $193,606
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 $189,800 $189,800 0.02 $189,470
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $157,174 $157,174 0.02 $156,624
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 201,386 $154,343 $154,343 0.02 $154,082
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 151,814 $153,564 $153,564 0.02 $153,154
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 $151,117 $151,117 0.02 $150,932
SWCH Commercial Mortgage Trust 2025-DATA E 7.68216% 15-FEB-2042, 7.68%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,622 $149,622 0.02 $149,206
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 139,376 $143,101 $143,101 0.01 $142,042
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 $139,186 $139,186 0.01 $138,696
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 139,580 $139,037 $139,037 0.01 $138,887
Ginnie Mae REMIC Trust 2005-065 FA 4.58206% 20-AUG-2035, 4.62%, 08/20/35 GNR 2005-65 38374LL25 - - 106,402 $104,876 $104,876 0.01 $104,767
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $101,110 $101,110 0.01 $100,721
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $100,476 $100,476 0.01 $100,097
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,822 $95,822 0.01 $95,439
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 - - 89,240 $92,534 $92,534 0.01 $91,734
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 81,700 $81,563 $81,563 0.01 $81,328
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,302 $77,302 0.01 $76,983
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 65,235 $65,491 $65,491 0.01 $65,315
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 63,290 $63,910 $63,910 0.01 $63,546
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 55,237 $55,041 $55,041 0.01 $54,990
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 51,361 $51,976 $51,976 0.01 $51,789
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 $42,932 $42,932 0.00 $42,806
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 35,282 $35,807 $35,807 0.00 $35,587
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 10,163 $10,137 $10,137 0.00 $10,122
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,172,735 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,598,055 $0 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,647,828 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-14,982,891 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,575,000 $-580 0.00 $-580
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,575,000 $-580 0.00 $-580
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-53,327,500 $-12,450 0.00 $-12,450
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $53,327,500 $-58,515 -0.01 $-58,515
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - -44,565,000 $-36,531,624 $-36,531,624 -3.79 $-36,531,624
SEGREGATED CASH SEGCASH - $0.00 3,250,000 $3,250,000 $3,250,000 0.34 $3,250,000
US DOLLARS USD MD_142224 - - -231,964,712 $-231,964,712 $-231,964,712 -24.10 $-231,964,712
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,698,335 $12,151 0.00 $12,151
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,210,938 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,162,500 $0 0.00 $0
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,100,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,093,750 $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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