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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 04/23/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - 95,815,000 $94,643,757 $94,643,757 13.83 $94,643,757
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 58,163,000 $59,661,279 $59,661,279 8.72 $59,661,279
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - 59,079,000 $57,086,738 $57,086,738 8.35 $57,086,738
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 55,305,000 $55,723,106 $55,723,106 8.15 $55,723,106
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 29,730,000 $26,348,004 $26,348,004 3.86 $26,348,004
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 25,640,000 $21,817,973 $21,817,973 3.20 $21,817,973
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,691,700 $16,691,700 2.45 $16,607,770
Fannie Mae REMIC Trust 2025-12 FC 5.43969% 25-MAR-2055, 5.44%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,363,338 $13,345,112 $13,345,112 1.96 $13,286,554
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,449,780 $11,449,780 1.67 $11,433,332
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,645,596 $7,800,600 $7,800,600 1.14 $7,641,921
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 7,076,000 $7,081,275 $7,081,275 1.03 $7,008,353
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,693,346 $6,842,997 $6,842,997 1.00 $6,805,712
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,762,264 $6,627,310 $6,627,310 0.97 $6,615,456
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,580,012 $6,312,311 $6,312,311 0.92 $6,273,562
Connecticut Avenue Securities, Series 2021-R03 1M2 5.98969% 25-DEC-2041, 5.99%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,247,989 $6,247,989 0.91 $6,216,945
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 6,139,000 $6,152,016 $6,152,016 0.90 $6,114,068
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,982,024 $5,991,923 $5,991,923 0.88 $5,964,557
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,903,145 $5,903,145 0.86 $5,823,717
KRE Commercial Mortgage Trust 2025-AIP4 A 5.62186% 15-MAR-2042, 5.62%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,795,788 $5,795,788 0.85 $5,787,493
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,651,567 $5,651,567 0.83 $5,626,643
RCKT Mortgage Trust 2025-CES4|5.811|05/25/2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,559,543 $5,589,581 $5,589,581 0.82 $5,568,941
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 5,422,872 $5,434,406 $5,434,406 0.79 $5,422,470
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.13969% 25-NOV-2041, 6.14%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,301,391 $5,301,391 0.77 $5,274,405
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,232,308 $5,286,682 $5,286,682 0.77 $5,240,317
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 5,427,666 $5,242,914 $5,242,914 0.77 $5,236,244
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,232,672 $5,232,672 0.76 $5,224,091
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,175,557 $5,175,557 0.76 $5,144,561
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,114,947 $5,164,320 $5,164,320 0.75 $5,133,837
Fannie Mae REMIC Trust 2025-9 FA 5.53969% 25-MAR-2055, 5.54%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,052,311 $5,054,039 $5,054,039 0.74 $5,031,421
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,835,151 $4,955,191 $4,955,191 0.72 $4,927,250
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,885,618 $4,885,618 0.71 $4,772,695
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,684,764 $4,826,763 $4,826,763 0.70 $4,780,429
BX Commercial Mortgage Trust 2024-MF D 7.01168% 15-FEB-2039, 7.01%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,679,291 $4,679,291 0.68 $4,670,987
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,662,430 $4,662,430 0.68 $4,654,048
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 $4,495,276 $4,495,276 0.66 $4,471,816
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,381,528 $4,381,528 0.64 $4,347,852
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 $4,297,310 $4,297,310 0.63 $4,295,080
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 $4,284,754 $4,284,754 0.63 $4,257,339
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,203,533 $4,217,756 $4,217,756 0.62 $4,209,599
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.43969% 25-SEP-2041, 6.44%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,130,544 $4,130,544 0.60 $4,108,537
BX Commercial Mortgage Trust 2021-SOAR D 5.836% 15-JUN-2038, 5.84%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,111,675 $4,111,675 0.60 $4,105,598
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,817,549 $3,876,966 $3,876,966 0.57 $3,789,227
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 3,985,000 $3,869,924 $3,869,924 0.57 $3,849,633
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,683,147 $3,811,806 $3,811,806 0.56 $3,773,486
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,688,119 $3,769,267 $3,769,267 0.55 $3,759,889
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 $3,760,637 $3,760,637 0.55 $3,719,545
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,737,443 $3,737,443 0.55 $3,719,996
BMP Commercial Mortgage Trust 2024-MF23 D 6.71235% 15-JUN-2041, 6.71%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,707,348 $3,707,348 0.54 $3,701,055
FREMF 2023-K511 Mortgage Trust C 5.822429% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,706,337 $3,706,337 0.54 $3,673,156
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 3,680,000 $3,464,323 $3,464,323 0.51 $3,464,323
Connecticut Avenue Securities, Series 2021-R01 1B1 7.43969% 25-OCT-2041, 7.44%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,440,324 $3,440,324 0.50 $3,419,419
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,420,923 $3,420,923 0.50 $3,397,513
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 3,368,734 $3,419,024 $3,419,024 0.50 $3,400,601
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,417,999 $3,417,999 0.50 $3,412,775
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,355,839 $3,416,329 $3,416,329 0.50 $3,343,194
Angel Oak Mortgage Trust 2024-6 A1 4.65% 25-NOV-2067, 4.65%, 11/25/67 AOMT 2024-6 034944AA6 - - 3,380,639 $3,342,782 $3,342,782 0.49 $3,291,374
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,289,764 $3,313,749 $3,313,749 0.48 $3,248,380
SCG Commercial Mortgage Trust 2025-DLFN E 7.27186% 15-MAR-2027, 7.27%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,271,521 $3,271,521 0.48 $3,265,431
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,208,861 $3,248,860 $3,248,860 0.47 $3,232,758
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.60235% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,229,150 $3,230,918 $3,230,918 0.47 $3,229,142
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,225,745 $3,225,745 0.47 $3,209,105
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,210,609 $3,210,609 0.47 $3,205,069
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,141,601 $3,194,649 $3,194,649 0.47 $3,109,204
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,127,987 $3,127,987 0.46 $3,112,627
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.78969% 25-OCT-2044, 5.79%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,122,429 $3,121,227 $3,121,227 0.46 $3,106,162
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.41101% 15-AUG-2041, 7.41%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,098,702 $3,098,702 0.45 $3,092,958
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,098,493 $3,098,493 0.45 $3,080,885
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,083,992 $3,083,992 0.45 $3,067,095
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,035,527 $3,035,527 0.44 $3,030,100
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.33969% 25-MAR-2044, 6.34%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,015,975 $3,015,975 0.44 $3,000,126
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,010,533 $3,010,533 0.44 $3,004,890
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 $2,995,998 $2,995,998 0.44 $2,969,304
Connecticut Avenue Securities Trust 2024-R05 2M2 6.03969% 25-JUL-2044, 6.04%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $2,992,859 $2,992,859 0.44 $2,977,760
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,965,209 $2,944,488 $2,944,488 0.43 $2,918,877
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,893,925 $2,893,925 0.42 $2,888,705
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 $2,867,644 $2,867,644 0.42 $2,849,600
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,862,809 $2,862,809 0.42 $2,855,845
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 $2,855,522 $2,855,522 0.42 $2,824,651
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,927,728 $2,796,750 $2,796,750 0.41 $2,788,495
Connecticut Avenue Securities Trust 2025-R03|5.93969|03/25/2045, 5.94%, 03/25/45 CAS 2025-R03 20754VAB3 - - 2,750,000 $2,753,524 $2,753,524 0.40 $2,752,617
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,752,773 $2,752,773 0.40 $2,747,722
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,890,605 $2,748,864 $2,748,864 0.40 $2,740,714
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,649,340 $2,744,709 $2,744,709 0.40 $2,658,981
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 $2,719,723 $2,719,723 0.40 $2,708,404
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 $2,714,830 $2,714,830 0.40 $2,699,517
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,711,619 $2,711,619 0.40 $2,707,300
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,699,912 $2,699,912 0.39 $2,694,620
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,648,122 $2,648,122 0.39 $2,643,881
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,617,035 $2,617,035 0.38 $2,612,355
BX Trust 2024-BIO C 6.96186% 15-FEB-2041, 6.96%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,603,910 $2,603,910 0.38 $2,599,298
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,581,346 $2,581,346 0.38 $2,576,609
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,540,346 $2,540,346 0.37 $2,498,356
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,538,328 $2,538,328 0.37 $2,499,046
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,882 $2,521,882 0.37 $2,517,776
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,518,309 $2,518,309 0.37 $2,514,353
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,767,500 $2,497,453 $2,497,453 0.36 $2,462,568
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,497,231 $2,497,231 0.36 $2,485,838
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.43969% 25-JAN-2042, 11.44%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,495,778 $2,495,778 0.36 $2,473,375
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 $2,493,685 $2,493,685 0.36 $2,483,409
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,483,238 $2,491,837 $2,491,837 0.36 $2,470,351
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,485,428 $2,485,428 0.36 $2,481,498
COLT 2025-INV2 Mortgage Loan Trust A2 5.803% 25-FEB-2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 2,453,930 $2,474,027 $2,474,027 0.36 $2,453,062
MTN Commercial Mortgage Trust 2022-LPFL B 6.2256% 15-MAR-2039, 6.23%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,471,366 $2,471,366 0.36 $2,467,475
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,464,978 $2,464,978 0.36 $2,463,225
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,449,695 $2,449,695 0.36 $2,439,940
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,412,709 $2,412,709 0.35 $2,404,874
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,377,867 $2,377,867 0.35 $2,354,041
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 $2,347,178 $2,347,178 0.34 $2,337,898
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,338,346 $2,338,346 0.34 $2,325,282
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,333,909 $2,333,909 0.34 $2,329,951
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.33969% 25-DEC-2041, 11.34%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,314,267 $2,314,267 0.34 $2,293,950
Vontive Mortgage Trust 2025-RTL1|6.507|03/25/2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 2,283,000 $2,300,422 $2,300,422 0.34 $2,289,280
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,296,902 $2,296,902 0.34 $2,292,786
Connecticut Avenue Securities, Series 2021-R03 1B1 7.08969% 25-DEC-2041, 7.09%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,283,618 $2,283,618 0.33 $2,270,325
PRPM 2025-RPL3 LLC|3.25|04/25/2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,400,000 $2,278,230 $2,278,230 0.33 $2,266,747
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94436% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,227,844 $2,236,441 $2,236,441 0.33 $2,235,151
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,217,113 $2,217,113 0.32 $2,206,240
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 2,232,562 $2,205,805 $2,205,805 0.32 $2,156,761
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,289,449 $2,203,030 $2,203,030 0.32 $2,196,575
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,127,767 $2,197,804 $2,197,804 0.32 $2,185,360
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,180,168 $2,180,168 0.32 $2,174,945
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,045,050 $2,097,270 $2,097,270 0.31 $2,077,390
OPEN Trust 2023-AIR B 8.159857% 15-NOV-2040, 8.16%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,077,176 $2,077,176 0.30 $2,072,933
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.68969% 25-SEP-2041, 7.69%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,040,337 $2,040,337 0.30 $2,027,500
BX Commercial Mortgage Trust 2021-VINO E 6.38833% 15-MAY-2038, 6.39%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,031,643 $2,031,643 0.30 $2,028,342
Gracie Point International Funding, Series 2023-1 D 8.92441% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,018,789 $2,018,789 0.29 $1,993,007
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,017,874 $2,017,874 0.29 $2,014,334
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 $2,015,061 $2,015,061 0.29 $2,010,226
LIFE 2022-BMR2 Mortgage Trust C 6.41498% 15-MAY-2039, 6.41%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,013,797 $2,013,797 0.29 $2,010,189
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,002,704 $2,002,704 0.29 $1,994,864
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.955534% 27-SEP-2052, 0.98%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $1,998,745 $1,998,745 0.29 $1,995,275
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,986,938 $1,986,938 0.29 $1,969,292
CONE Trust 2024-DFW1 A 5.96359% 15-AUG-2041, 5.96%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,984,020 $1,984,020 0.29 $1,981,039
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $1,978,407 $1,978,407 0.29 $1,975,412
CSMC 2021-BHAR C 6.437% 15-NOV-2038, 6.44%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,975,100 $1,975,100 0.29 $1,960,801
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,980,000 $1,965,863 $1,965,863 0.29 $1,949,040
BX Commercial Mortgage Trust 2024-WPT D 7.01156% 15-APR-2041, 7.01%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $1,960,854 $1,960,854 0.29 $1,957,348
GWT Commercial Mortgage Trust 2024-WLF2 E 7.96029% 15-MAY-2041, 7.96%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,959,861 $1,959,861 0.29 $1,955,881
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,953,308 $1,953,308 0.29 $1,949,507
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49436% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,931,747 $1,952,338 $1,952,338 0.29 $1,951,130
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,943,198 $1,943,198 0.28 $1,939,755
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,930,623 $1,930,623 0.28 $1,917,502
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,875,710 $1,915,593 $1,915,593 0.28 $1,905,868
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 $1,906,803 $1,906,803 0.28 $1,901,601
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,867,467 $1,902,433 $1,902,433 0.28 $1,861,316
SMRT Commercial Mortgage Trust 2022-MINI F 7.67186% 15-JAN-2039, 7.67%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,898,264 $1,898,264 0.28 $1,894,380
BX Commercial Mortgage Trust 2024-AIR2 C 6.56324% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,897,426 $1,897,426 0.28 $1,894,278
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,862,421 $1,862,421 0.27 $1,858,168
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,849,937 $1,849,937 0.27 $1,846,719
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,808,658 $1,822,621 $1,822,621 0.27 $1,818,819
COLT 2025-INV2 Mortgage Loan Trust A3 5.954% 25-FEB-2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 1,799,789 $1,814,884 $1,814,884 0.27 $1,799,108
Connecticut Avenue Securities Trust 2023-R08 1B1 7.88969% 25-OCT-2043, 7.89%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,795,437 $1,795,437 0.26 $1,784,062
BX Commercial Mortgage Trust 2024-XL5 D 7.01166% 15-MAR-2041, 7.01%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,815,877 $1,777,517 $1,777,517 0.26 $1,774,333
BXHPP Trust 2021-FILM C 5.536% 15-AUG-2036, 5.54%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,758,422 $1,758,422 0.26 $1,755,723
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 $1,739,038 $1,739,038 0.25 $1,731,127
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 $1,730,984 $1,730,984 0.25 $1,729,571
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,723,606 $1,723,606 0.25 $1,707,366
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,744,581 $1,710,462 $1,710,462 0.25 $1,703,435
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,701,855 $1,709,996 $1,709,996 0.25 $1,707,050
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,690,876 $1,709,460 $1,709,460 0.25 $1,697,907
Starwood Property Trust, Inc. 6.5% 15-OCT-2030, 6.50%, 10/15/30 STWD 85571BBE4 - - 1,687,000 $1,685,564 $1,685,564 0.25 $1,680,691
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 $1,668,353 $1,668,353 0.24 $1,649,612
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,652,728 $1,652,728 0.24 $1,650,298
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.68969% 25-DEC-2041, 6.69%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,616,920 $1,616,920 0.24 $1,608,000
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 1,580,312 $1,609,015 $1,609,015 0.23 $1,566,515
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,610,874 $1,592,891 $1,592,891 0.23 $1,590,201
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - 1,738,000 $1,590,811 $1,590,811 0.23 $1,590,811
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 $1,583,112 $1,583,112 0.23 $1,580,189
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,566,962 $1,566,962 0.23 $1,565,431
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,557,502 $1,557,502 0.23 $1,546,567
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,530,330 $1,547,454 $1,547,454 0.23 $1,544,380
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,541,330 $1,541,330 0.23 $1,538,101
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 $1,533,689 $1,533,689 0.22 $1,531,112
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 $1,527,111 $1,527,111 0.22 $1,524,619
Connecticut Avenue Securities Trust 2024-R05 2M1 5.33969% 25-JUL-2044, 5.34%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,519,818 $1,523,126 $1,523,126 0.22 $1,516,363
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 $1,519,824 $1,519,824 0.22 $1,517,319
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 $1,519,451 $1,519,451 0.22 $1,515,333
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 1,500,000 $1,500,841 $1,500,841 0.22 $1,491,434
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,491,517 $1,491,517 0.22 $1,484,534
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,484,910 $1,484,910 0.22 $1,468,176
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,480,932 $1,480,932 0.22 $1,476,416
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,477,020 $1,477,020 0.22 $1,474,515
JW Commercial Mortgage Trust 2024-MRCO C 6.71191% 15-JUN-2039, 6.71%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,471,306 $1,471,306 0.21 $1,468,789
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 $1,470,006 $1,470,006 0.21 $1,451,470
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,421,366 $1,460,901 $1,460,901 0.21 $1,416,834
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,374,252 $1,444,821 $1,444,821 0.21 $1,442,028
LIFE 2021-BMR Mortgage Trust F 6.786% 15-MAR-2038, 6.79%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,436,807 $1,436,807 0.21 $1,434,289
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34436% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,417,003 $1,426,303 $1,426,303 0.21 $1,425,317
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,418,168 $1,418,168 0.21 $1,408,725
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,409,865 $1,409,865 0.21 $1,402,623
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.85235% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,395,609 $1,396,517 $1,396,517 0.20 $1,395,604
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,396,230 $1,396,230 0.20 $1,370,310
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,337,246 $1,358,087 $1,358,087 0.20 $1,356,200
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,357,861 $1,357,861 0.20 $1,357,861
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 B1_2020_1 2.28% 15-JUL-2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 $1,356,917 $1,356,917 0.20 $1,353,529
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.38969% 25-DEC-2031, 6.39%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,327,179 $1,345,647 $1,345,647 0.20 $1,338,581
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,320,472 $1,328,324 $1,328,324 0.19 $1,326,123
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 $1,289,857 $1,289,857 0.19 $1,287,400
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,273,670 $1,273,670 0.19 $1,241,900
BX Trust 2021-MFM1 E 6.686% 15-JAN-2034, 6.69%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,264,278 $1,264,278 0.18 $1,262,132
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,262,112 $1,262,112 0.18 $1,262,100
BX Trust 2024-CNYN C 6.26302% 15-APR-2041, 6.26%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,250,270 $1,250,270 0.18 $1,248,284
COMM 2024-WCL1 Mortgage Trust C 7.211% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,245,722 $1,245,722 0.18 $1,236,210
COMM 2024-WCL1 Mortgage Trust D 7.611% 17-JUN-2041, 7.61%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,243,248 $1,243,248 0.18 $1,233,208
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 $1,227,928 $1,227,928 0.18 $1,225,996
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,189,422 $1,222,991 $1,222,991 0.18 $1,216,525
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 $1,220,210 $1,220,210 0.18 $1,218,332
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.58969% 25-SEP-2041, 10.59%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,217,628 $1,217,628 0.18 $1,207,303
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,198,763 $1,198,763 0.18 $1,196,213
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,192,114 $1,192,114 0.17 $1,183,693
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,120,000 $1,191,573 $1,191,573 0.17 $1,189,025
SREIT Trust 2021-FLWR D 5.811042% 22-JUL-2036, 5.81%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,187,166 $1,187,166 0.17 $1,185,810
Connecticut Avenue Securities, Series 2021-R02 2B1 7.63969% 25-NOV-2041, 7.64%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,165,024 $1,165,024 0.17 $1,157,759
MTN Commercial Mortgage Trust 2022-LPFL D 7.2728% 15-MAR-2039, 7.27%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,156,783 $1,156,783 0.17 $1,154,646
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,155,120 $1,155,120 0.17 $1,153,374
Connecticut Avenue Securities Trust 2025-R01 1M2 5.83969% 25-JAN-2045, 5.84%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,050,020 $1,050,020 0.15 $1,044,895
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.98969% 25-NOV-2041, 7.99%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,033,379 $1,033,379 0.15 $1,026,721
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,024,111 $1,032,641 $1,032,641 0.15 $1,028,114
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 $1,029,546 $1,029,546 0.15 $1,027,691
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,028,627 $1,028,627 0.15 $1,027,237
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 $1,028,362 $1,028,362 0.15 $1,025,000
LIFE 2021-BMR Mortgage Trust E 6.186% 15-MAR-2038, 6.19%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,026,092 $1,026,092 0.15 $1,024,468
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,021,216 $1,021,216 0.15 $1,019,468
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 $1,020,865 $1,020,865 0.15 $1,017,638
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,020,821 $1,020,821 0.15 $1,018,614
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 $1,007,954 $1,007,954 0.15 $1,003,322
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,001,577 $1,001,577 0.15 $999,577
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $999,455 $999,455 0.15 $997,508
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,039,000 $996,762 $996,762 0.15 $990,643
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 971,000 $980,988 $980,988 0.14 $972,732
BX Trust 2024-VLT4 D 6.761912% 15-JUN-2041, 6.76%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $974,642 $974,642 0.14 $972,951
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.93969% 25-DEC-2031, 7.94%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 938,599 $960,222 $960,222 0.14 $954,012
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 910,953 $954,982 $954,982 0.14 $914,778
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $947,756 $947,756 0.14 $940,323
Connecticut Avenue Securities, Series 2021-R02 2M2 6.33969% 25-NOV-2041, 6.34%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $946,182 $946,182 0.14 $941,210
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,789 $917,789 0.13 $915,775
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $904,848 $904,848 0.13 $903,066
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $903,071 $903,071 0.13 $900,319
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 935,212 $902,591 $902,591 0.13 $899,954
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $901,718 $901,718 0.13 $899,720
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 885,753 $891,609 $891,609 0.13 $885,794
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 859,071 $890,513 $890,513 0.13 $889,543
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 893,942 $888,656 $888,656 0.13 $884,839
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $871,860 $871,860 0.13 $868,868
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 859,071 $856,605 $856,605 0.13 $855,958
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.13969% 25-JUN-2047, 6.14%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 852,799 $853,334 $853,334 0.12 $849,399
BX Trust 2024-BRBK B 8.24846% 15-OCT-2041, 8.25%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $849,512 $849,512 0.12 $847,759
BX Trust 2024-BRBK A 7.2015% 15-OCT-2041, 7.20%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $845,662 $845,662 0.12 $838,865
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 807,749 $845,616 $845,616 0.12 $811,062
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 788,962 $831,663 $831,663 0.12 $825,887
Angel Oak Mortgage Trust 2025-2 A3 5.941% 25-FEB-2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - 810,386 $819,469 $819,469 0.12 $806,732
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 786,995 $800,994 $800,994 0.12 $796,338
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 786,995 $800,258 $800,258 0.12 $796,708
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $795,595 $795,595 0.12 $774,313
Connecticut Avenue Securities Trust 2024-R03 2M2 6.28969% 25-MAR-2044, 6.29%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $791,516 $791,516 0.12 $787,388
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 $790,581 $790,581 0.12 $787,492
Connecticut Avenue Securities Trust 2025-R03|6.58969|03/25/2045, 6.59%, 03/25/45 CAS 2025-R03 20754VAC1 - - 767,000 $769,333 $769,333 0.11 $769,053
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 734,979 $762,971 $762,971 0.11 $735,238
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,510 $760,510 0.11 $759,205
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $753,848 $753,848 0.11 $752,369
CENT Trust 2023-CITY B 7.47186% 15-SEP-2038, 7.47%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $749,158 $749,158 0.11 $747,757
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59436% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 724,405 $740,845 $740,845 0.11 $740,265
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 710,864 $714,131 $714,131 0.10 $710,642
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 736,135 $709,278 $709,278 0.10 $708,711
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $706,998 $706,998 0.10 $705,572
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.65%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $704,905 $704,905 0.10 $701,677
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $703,365 $703,365 0.10 $702,160
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 691,264 $695,639 $695,639 0.10 $695,068
Great Wolf Trust 2024-WOLF C 6.71286% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $692,866 $692,866 0.10 $691,691
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 669,384 $688,183 $688,183 0.10 $680,776
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 628,198 $626,604 $626,604 0.09 $626,082
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $616,942 $616,942 0.09 $616,942
Gracie Point International Funding, Series 2024-1 D 11.57441% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $609,413 $609,413 0.09 $599,384
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $579,078 $579,078 0.08 $576,219
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.973667% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $572,695 $572,695 0.08 $572,565
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $563,322 $563,322 0.08 $559,704
Angel Oak Mortgage Trust 2025-2 A2 5.789% 25-FEB-2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - 543,552 $550,053 $550,053 0.08 $541,631
BX Trust 2022-FOX2 E 7.28103% 15-APR-2039, 7.28%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 558,389 $549,185 $549,185 0.08 $548,169
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $543,702 $543,702 0.08 $539,379
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 525,467 $528,588 $528,588 0.08 $527,548
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $523,032 $523,032 0.08 $521,735
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $522,385 $522,385 0.08 $520,213
Connecticut Avenue Securities Trust 2024-R01 1M2 6.13969% 25-JAN-2044, 6.14%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $521,025 $521,025 0.08 $518,364
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $520,034 $520,034 0.08 $519,016
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $517,572 $517,572 0.08 $517,113
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 506,346 $513,034 $513,034 0.07 $510,612
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $509,733 $509,733 0.07 $508,911
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 $508,381 $508,381 0.07 $507,888
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 500,000 $507,063 $507,063 0.07 $506,432
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $506,236 $506,236 0.07 $505,441
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $505,536 $505,536 0.07 $504,768
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $505,392 $505,392 0.07 $504,519
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $505,213 $505,213 0.07 $504,488
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $504,505 $504,505 0.07 $501,860
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $504,375 $504,375 0.07 $503,645
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,832 $503,832 0.07 $503,062
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $502,680 $502,680 0.07 $501,927
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $502,404 $502,404 0.07 $501,542
Gracie Point International Funding, Series 2024-1 C 7.92441% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $501,296 $501,296 0.07 $495,575
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.26186% 15-OCT-2039, 10.26%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $496,477 $496,477 0.07 $491,065
BX Commercial Mortgage Trust 2023-VLT3 C 7.75986% 15-NOV-2042, 7.76%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $494,120 $494,120 0.07 $493,150
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 480,996 $483,472 $483,472 0.07 $482,595
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,209 $466,209 0.07 $465,252
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 438,771 $444,315 $444,315 0.06 $441,856
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 440,089 $442,383 $442,383 0.06 $441,527
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.08969% 25-JUN-2047, 7.09%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 426,400 $438,978 $438,978 0.06 $436,711
Extended Stay America Trust 2021-ESH E 7.286% 15-JUL-2038, 7.29%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 429,740 $428,210 $428,210 0.06 $424,886
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $421,748 $421,748 0.06 $420,955
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 403,554 $418,889 $418,889 0.06 $416,271
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $410,109 $410,109 0.06 $409,432
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 403,666 $409,719 $409,719 0.06 $408,432
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $404,346 $404,346 0.06 $402,949
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 451,659 $403,695 $403,695 0.06 $403,585
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 375,987 $395,795 $395,795 0.06 $377,258
Connecticut Avenue Securities Trust 2023-R06 1B1 8.23969% 25-JUL-2043, 8.24%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $393,805 $393,805 0.06 $391,230
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 390,243 $391,929 $391,929 0.06 $391,200
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.28969% 25-FEB-2044, 6.29%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $384,972 $384,972 0.06 $382,967
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 $382,061 $382,061 0.06 $381,658
BAMLL Re-REMIC Trust 2024-FRR4 E 1.495808% 27-NOV-2048, 1.26%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $380,825 $380,825 0.06 $380,081
BAMLL Re-REMIC Trust 2024-FRR4 F 1.403625% 27-JAN-2026, 1.18%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $377,987 $377,987 0.06 $377,289
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 361,732 $365,356 $365,356 0.05 $364,753
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $359,500 $359,500 0.05 $358,311
BRAVO Residential Funding Trust 2023-NQM3 A3 4.85% 25-SEP-2062, 4.85%, 09/25/62 BRAVO 2023-NQM3 10568EAC6 - - 329,376 $336,262 $336,262 0.05 $322,533
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 328,235 $332,343 $332,343 0.05 $331,772
Connecticut Avenue Securities Trust 2024-R02 1M2 6.13969% 25-FEB-2044, 6.14%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $331,725 $331,725 0.05 $330,031
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,664 $326,664 0.05 $324,815
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $319,915 $319,915 0.05 $319,292
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $307,060 $307,060 0.04 $306,575
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $306,507 $306,507 0.04 $305,945
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 $301,051 $301,051 0.04 $300,264
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.88969% 25-FEB-2050, 5.89%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 312,043 $300,419 $300,419 0.04 $298,887
Celanese Corporation CE US 150870103 - - 7,169 $298,159 $298,159 0.04 $298,159
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 279,096 $283,898 $283,898 0.04 $282,137
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $283,083 $283,083 0.04 $283,083
Libra Solutions 2023-1 A 7.0% 15-FEB-2035, 7.00%, 02/15/35 OASIS 2023-1A 53161DAA3 - - 270,261 $270,888 $270,888 0.04 $270,415
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 259,458 $260,671 $260,671 0.04 $260,289
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 $254,072 $254,072 0.04 $253,587
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,615 $252,615 0.04 $252,066
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,291 $252,291 0.04 $251,802
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $252,019 $252,019 0.04 $251,504
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 244,160 $248,606 $248,606 0.04 $248,330
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 249,472 $248,217 $248,217 0.04 $247,162
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $247,623 $247,623 0.04 $247,198
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $246,597 $246,597 0.04 $246,145
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 $244,717 $244,717 0.04 $244,245
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $231,613 $231,613 0.03 $230,132
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 221,105 $217,571 $217,571 0.03 $217,437
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $203,872 $203,872 0.03 $203,323
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,183 $203,183 0.03 $202,709
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 200,366 $202,648 $202,648 0.03 $202,273
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 203,222 $201,513 $201,513 0.03 $201,363
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 196,616 $194,316 $194,316 0.03 $194,000
BX Commercial Mortgage Trust 2021-VINO D 5.78833% 15-MAY-2038, 5.79%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $172,558 $172,558 0.03 $172,305
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 212,734 $166,070 $166,070 0.02 $165,830
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 151,609 $155,321 $155,321 0.02 $154,339
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $153,828 $153,828 0.02 $153,345
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 149,955 $150,636 $150,636 0.02 $150,345
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 $149,008 $149,008 0.02 $148,916
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $138,674 $138,674 0.02 $138,257
Angel Oak Mortgage Trust 2024-3 A3 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAC7 - - 121,996 $119,427 $119,427 0.02 $117,171
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 - - 110,814 $113,853 $113,853 0.02 $112,979
Ginnie Mae REMIC Trust 2005-065 FA 4.58385% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 113,221 $110,841 $110,841 0.02 $110,783
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 107,972 $106,328 $106,328 0.02 $106,063
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,539 $99,539 0.01 $99,206
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 102,180 $98,989 $98,989 0.01 $98,639
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $98,637 $98,637 0.01 $98,295
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 95,771 $95,210 $95,210 0.01 $94,970
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 84,121 $85,081 $85,081 0.01 $84,869
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 85,426 $84,885 $84,885 0.01 $84,837
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,826 $77,826 0.01 $77,546
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.98969% 25-JAN-2034, 5.99%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 77,108 $77,619 $77,619 0.01 $77,234
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 68,737 $68,546 $68,546 0.01 $68,515
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 55,833 $56,310 $56,310 0.01 $56,021
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 16,969 $16,984 $16,984 0.00 $16,962
DBGS 2018-BIOD Mortgage Trust F 6.61501% 15-MAY-2035, 6.62%, 05/15/35 DBGS 2018-BIOD 23306GAL1 - - - $7,554 $7,554 0.00 $0
Saluda Grade Alternative Mortgage Trust 2023-FIG3 C 8.948% 25-AUG-2053, 8.95%, 08/25/53 GRADE 79582AAC1 - - - $4,652 $4,652 0.00 $0
PRPM 2024-RPL1 A2 4.303871% 25-DEC-2064, 4.18%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $3,482 $3,482 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -310.00 $-34,991,250 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -141.00 $-15,602,531 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 600.00 $124,354,687 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 821.00 $88,732,141 $0 0.00 $0
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - -44,565,000 $-36,340,306 $-36,340,306 -5.31 $-36,340,306
SEGREGATED CASH SEGCASH - $0.00 3,930,000 $3,930,000 $3,930,000 0.57 $3,930,000
US DOLLARS USD MD_142224 - - -274,961,083 $-274,961,083 $-274,961,083 -40.16 $-274,961,083
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,581,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,196,875 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,226,562 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,234,375 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,760,060 $-41,763 -0.01 $-75,460
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,094,570 $-72,569 -0.01 $-72,569
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,137,471 $-108,801 -0.02 $-108,801
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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