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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of July 14, 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 $65,092,600 $65,092,600 7.10 $65,092,600
UMBS TBA 30yr 6.5% August Delivery, 6.50%, 08/13/25 FNCL 01F062689 - - 60,613,000 $62,390,173 $62,390,173 6.80 $62,390,173
UMBS TBA 30yr 5% August Delivery, 5.00%, 08/13/25 FNCL 01F050684 - - 61,479,000 $59,657,869 $59,657,869 6.51 $59,657,869
UMBS TBA 30yr 6% August Delivery, 6.00%, 08/13/25 FNCL 01F060683 - - 57,605,000 $58,266,305 $58,266,305 6.35 $58,266,305
UMBS TBA 30yr 3.5% August Delivery, 3.50%, 08/13/25 FNCL 01F032682 - - 30,930,000 $27,539,979 $27,539,979 3.01 $27,539,979
UMBS TBA 30yr 4.5% August Delivery, 4.50%, 08/13/25 FNCL 01F042681 - - 25,880,000 $24,475,156 $24,475,156 2.67 $24,475,156
UMBS TBA 30yr 3% August Delivery, 3.00%, 08/13/25 FNCL 01F030686 - - 25,640,000 $21,896,304 $21,896,304 2.39 $21,896,304
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 $16,900,752 $16,900,752 1.85 $16,845,122
Fannie Mae REMIC Trust 2025-12 FC 5.40517% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,065,984 $13,069,325 $13,069,325 1.43 $13,030,089
PRPM 2025-5 LLC|5.729|07/25/2030, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 12,083,000 $12,171,632 $12,171,632 1.33 $12,085,102
Freddie Mac Multiclass Certificates, Series 5544 FC 5.30517% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 12,031,517 $12,058,727 $12,058,727 1.32 $12,023,266
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,573,565 $11,573,565 1.26 $11,518,739
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,669,791 $7,669,791 0.84 $7,646,518
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,529,157 $7,529,157 0.82 $7,504,657
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,371,905 $7,436,157 $7,436,157 0.81 $7,385,222
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,857,895 $6,857,895 0.75 $6,842,001
BX Trust 2024-CNYN D 7.00185% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,713,950 $6,756,383 $6,756,383 0.74 $6,717,205
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,489,925 $6,689,347 $6,689,347 0.73 $6,665,249
BX Trust 2025-VLT7 E 8.05% 15-JUL-2044, 8.05%, 07/15/27 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,642,793 $6,642,793 0.73 $6,642,793
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,281,282 $6,281,282 0.69 $6,260,705
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,353,402 $6,105,612 $6,105,612 0.67 $6,074,551
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,034,484 $6,034,484 0.66 $6,016,354
BX Trust 2025-TAIL D 6.76176% 15-JUN-2035, 6.75%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,034,367 $6,034,367 0.66 $6,001,742
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,153,506 $5,965,744 $5,965,744 0.65 $5,887,877
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61176% 15-MAR-2042, 5.61%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,920,744 $5,920,744 0.65 $5,894,064
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,867,446 $5,867,446 0.64 $5,847,142
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,815,393 $5,815,393 0.64 $5,794,377
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 $5,680,148 $5,680,148 0.62 $5,662,153
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.83128% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,535,563 $5,535,563 0.60 $5,517,790
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,446,520 $5,516,351 $5,516,351 0.60 $5,477,668
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,356,426 $5,356,426 0.59 $5,337,550
Marlette Funding Trust 2025-1|6.02|07/16/2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,354,444 $5,354,444 0.58 $5,349,058
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,327,339 $5,344,389 $5,344,389 0.58 $5,328,244
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 $5,335,669 $5,335,669 0.58 $5,317,780
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,190,357 $5,209,866 $5,209,866 0.57 $5,174,975
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,190,280 $5,190,280 0.57 $5,173,612
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,157,794 $5,157,794 0.56 $5,130,125
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,157,048 $5,157,048 0.56 $5,135,672
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,100,519 $5,100,519 0.56 $5,084,530
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,063,545 $5,063,545 0.55 $4,882,363
Fannie Mae REMIC Trust 2025-9 FA 5.50517% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,001,458 $5,007,006 $5,007,006 0.55 $4,991,709
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,997,731 $5,003,823 $5,003,823 0.55 $4,961,065
Westlake Automobile Receivables Trust 2025-2|5.08|05/15/2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 5,000,000 $4,999,355 $4,999,355 0.55 $4,998,650
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,981,367 $4,981,367 0.54 $4,976,418
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 $4,896,728 $4,896,728 0.53 $4,883,846
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 8.01% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,895,630 $4,895,630 0.53 $4,870,918
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,830,788 $4,881,377 $4,881,377 0.53 $4,861,523
StoneX Group Inc. 6.875% 15-JUL-2032, 6.88%, 07/15/32 SNEX 86189AAA7 - - 4,783,000 $4,846,550 $4,846,550 0.53 $4,840,156
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,688,204 $4,826,320 $4,826,320 0.53 $4,808,261
BX Commercial Mortgage Trust 2024-MF D 7.00158% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,770,224 $4,770,224 0.52 $4,743,505
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,732,025 $4,732,025 0.52 $4,704,088
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,727,636 $4,727,636 0.52 $4,693,206
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,692,311 $4,692,311 0.51 $4,646,509
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,757,933 $4,640,769 $4,640,769 0.51 $4,638,681
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,557,285 $4,602,281 $4,602,281 0.50 $4,570,604
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,556,978 $4,556,978 0.50 $4,541,980
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,405,808 $4,527,634 $4,527,634 0.49 $4,491,458
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 $4,508,050 $4,508,050 0.49 $4,488,730
Great Wolf Trust 2024-WOLF D 7.20176% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,471,059 $4,471,059 0.49 $4,444,503
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 $4,392,924 $4,392,924 0.48 $4,378,990
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 $4,368,281 $4,368,281 0.48 $4,345,424
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 $4,295,719 $4,295,719 0.47 $4,275,561
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,179,578 $4,179,578 0.46 $4,160,032
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 $4,154,432 $4,154,432 0.45 $4,139,840
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,117,908 $4,117,908 0.45 $4,099,528
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,107,936 $4,107,936 0.45 $4,095,425
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,050,097 $4,084,944 $4,084,944 0.45 $4,056,956
BX Trust 2024-BRBK A 7.1914% 15-OCT-2041, 7.19%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,043,800 $4,043,800 0.44 $4,019,871
BX Trust 2025-LUNR D 6.81176% 15-JUN-2040, 6.83%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,027,667 $4,027,667 0.44 $4,005,659
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,011,283 $4,011,283 0.44 $3,994,723
BX Commercial Mortgage Trust 2024-XL5 D 7.00156% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $3,991,954 $3,991,954 0.44 $3,969,602
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,862,590 $3,953,627 $3,953,627 0.43 $3,929,476
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 $3,773,090 $3,773,090 0.41 $3,738,976
BMP Commercial Mortgage Trust 2024-MF23 D 6.70225% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,770,132 $3,770,132 0.41 $3,749,886
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,762,777 $3,762,777 0.41 $3,750,745
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,718,296 $3,718,296 0.41 $3,689,830
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,685,926 $3,711,779 $3,711,779 0.41 $3,686,177
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,698,615 $3,698,615 0.40 $3,685,340
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 $3,646,268 $3,646,268 0.40 $3,633,990
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,620,327 $3,620,327 0.40 $3,590,032
ALA Trust 2025-OANA A 6.05463% 15-JUN-2040, 6.04%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,536,909 $3,536,909 0.39 $3,518,109
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,444,815 $3,444,815 0.38 $3,426,975
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,388,980 $3,441,232 $3,441,232 0.38 $3,413,465
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 $3,423,717 $3,423,717 0.37 $3,406,304
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,420,867 $3,420,867 0.37 $3,404,722
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,335,148 $3,357,898 $3,357,898 0.37 $3,331,529
SCG Commercial Mortgage Trust 2025-DLFN E 7.26176% 15-MAR-2027, 7.26%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,347,532 $3,347,532 0.37 $3,327,259
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,322,598 $3,322,598 0.36 $3,311,277
BX Trust 2021-ARIA D 6.3214% 15-OCT-2036, 6.34%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,312,991 $3,312,991 0.36 $3,295,560
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,293,881 $3,293,881 0.36 $3,275,413
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,281,820 $3,281,820 0.36 $3,270,988
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,210,011 $3,237,098 $3,237,098 0.35 $3,215,561
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,179,757 $3,199,026 $3,199,026 0.35 $3,177,250
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,188,805 $3,188,805 0.35 $3,176,840
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 $3,166,028 $3,166,028 0.35 $3,153,685
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,138,430 $3,138,430 0.34 $3,127,837
Galaxy Senior Participation Interest Trust 1|8.249753|07/31/2026, 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,190 $3,133,770 $3,133,770 0.34 $3,123,801
BX Trust 2024-VLT4 E 7.201164% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,130,316 $3,130,316 0.34 $3,111,533
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40091% 15-AUG-2041, 7.40%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,112,418 $3,112,418 0.34 $3,093,298
BX Trust 2024-BIO C 6.95176% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,109,352 $3,109,352 0.34 $3,091,952
BX Trust 2021-ARIA F 7.0195% 15-OCT-2036, 7.02%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,100,828 $3,100,828 0.34 $3,082,763
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,098,530 $3,098,530 0.34 $3,086,386
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,081,943 $3,081,943 0.34 $3,070,290
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,041,478 $3,041,478 0.33 $3,031,067
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 $3,040,399 $3,040,399 0.33 $3,029,890
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 $3,026,532 $3,026,532 0.33 $3,016,999
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,025,223 $3,025,223 0.33 $3,015,214
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.55185% 20-MAR-2033, 6.55%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,008,564 $3,022,238 $3,022,238 0.33 $3,008,549
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 $3,001,039 $3,001,039 0.33 $2,974,292
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.13%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,979,899 $2,979,899 0.33 $2,959,860
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,972,698 $2,971,818 $2,971,818 0.32 $2,953,077
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.10%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,950,813 $2,950,813 0.32 $2,933,435
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,934,628 $2,934,628 0.32 $2,925,203
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 $2,906,029 $2,906,029 0.32 $2,892,496
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,857,287 $2,857,287 0.31 $2,843,965
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,839,543 $2,839,543 0.31 $2,821,903
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,789,786 $2,816,243 $2,816,243 0.31 $2,796,501
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 $2,798,515 $2,798,515 0.31 $2,776,862
BX Trust 2025-ROIC E 7.25305% 15-FEB-2042, 7.25%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,754,748 $2,754,748 0.30 $2,737,933
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 $2,748,475 $2,748,475 0.30 $2,738,242
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,742,641 $2,742,641 0.30 $2,728,243
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,726,717 $2,726,717 0.30 $2,721,200
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,844,564 $2,720,311 $2,720,311 0.30 $2,714,780
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 $2,709,420 $2,709,420 0.30 $2,698,859
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,696,621 $2,696,621 0.29 $2,679,360
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,679,555 $2,679,555 0.29 $2,663,978
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,667,894 $2,667,894 0.29 $2,659,209
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,621,197 $2,621,197 0.29 $2,605,406
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,589,384 $2,589,384 0.28 $2,557,392
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,554,956 $2,554,956 0.28 $2,515,964
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,548,996 $2,548,996 0.28 $2,535,917
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,543,261 $2,543,261 0.28 $2,507,493
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 $2,543,060 $2,543,060 0.28 $2,528,170
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,535,189 $2,535,189 0.28 $2,519,679
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 $2,531,738 $2,531,738 0.28 $2,512,080
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,529,689 $2,529,689 0.28 $2,520,314
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,528,030 $2,528,030 0.28 $2,506,234
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,526,170 $2,526,170 0.28 $2,512,483
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,522,402 $2,522,402 0.28 $2,516,465
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,517,192 $2,517,192 0.27 $2,506,237
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,511,152 $2,511,152 0.27 $2,498,635
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 $2,510,042 $2,510,042 0.27 $2,500,811
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,481,623 $2,502,642 $2,502,642 0.27 $2,484,301
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 $2,501,424 $2,501,424 0.27 $2,488,513
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 $2,466,402 $2,466,402 0.27 $2,452,263
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 $2,440,921 $2,440,921 0.27 $2,430,449
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 $2,430,118 $2,430,118 0.27 $2,423,718
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,427,595 $2,427,595 0.27 $2,422,826
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 $2,426,922 $2,426,922 0.27 $2,415,840
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,391,929 $2,416,425 $2,416,425 0.26 $2,399,244
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,401,823 $2,401,823 0.26 $2,383,970
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,380,173 $2,380,173 0.26 $2,366,976
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,347,535 $2,347,535 0.26 $2,331,655
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,345,648 $2,345,648 0.26 $2,331,946
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,333,416 $2,333,416 0.25 $2,324,407
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,303,437 $2,303,437 0.25 $2,294,618
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 2,294,735 $2,296,377 $2,296,377 0.25 $2,294,573
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 $2,295,371 $2,295,371 0.25 $2,281,867
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,214,000 $2,236,019 $2,236,019 0.24 $2,221,131
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,335,903 $2,227,079 $2,227,079 0.24 $2,217,800
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 $2,224,371 $2,224,371 0.24 $2,212,832
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,181,395 $2,181,395 0.24 $2,171,404
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,165,046 $2,165,046 0.24 $2,160,690
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 $2,155,813 $2,155,813 0.24 $2,152,242
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 2,090,000 $2,107,992 $2,107,992 0.23 $2,093,220
Angel Oak Mortgage Trust 2025-7 A2 5.763% 25-JUN-2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 2,090,000 $2,106,954 $2,106,954 0.23 $2,092,233
OPEN Trust 2023-AIR B 8.149757% 15-NOV-2040, 8.15%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,093,624 $2,093,624 0.23 $2,079,968
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,089,679 $2,089,679 0.23 $2,085,050
BX Commercial Mortgage Trust 2021-VINO E 6.37833% 15-MAY-2038, 6.38%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,074,075 $2,074,075 0.23 $2,063,087
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.90185% 20-OCT-2032, 6.90%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,046,937 $2,065,200 $2,065,200 0.23 $2,055,389
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,056,241 $2,056,241 0.22 $2,053,446
LIFE 2022-BMR2 Mortgage Trust C 6.40488% 15-MAY-2039, 6.40%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,054,483 $2,054,483 0.22 $2,042,875
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 $2,052,443 $2,052,443 0.22 $2,043,919
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,050,177 $2,050,177 0.22 $2,042,155
LIFE 2022-BMR2 Mortgage Trust D 6.85367% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,040,200 $2,040,200 0.22 $2,027,549
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,020,371 $2,020,371 0.22 $2,010,388
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95019% 15-MAY-2041, 7.95%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,019,646 $2,019,646 0.22 $2,006,838
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 $2,018,310 $2,018,310 0.22 $1,997,172
BX Commercial Mortgage Trust 2024-WPT D 7.00146% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,013,123 $2,013,123 0.22 $2,001,843
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,012,275 $2,012,275 0.22 $2,000,475
CONE Trust 2024-DFW1 A 5.95349% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,007,322 $2,007,322 0.22 $1,997,399
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,992,662 $1,992,662 0.22 $1,979,441
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,984,256 $1,984,256 0.22 $1,979,356
SMRT Commercial Mortgage Trust 2022-MINI F 7.66176% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,977,269 $1,977,269 0.22 $1,964,339
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 $1,967,074 $1,967,074 0.21 $1,952,482
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 $1,959,267 $1,959,267 0.21 $1,943,515
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,956,905 $1,956,905 0.21 $1,942,838
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,956,546 $1,956,546 0.21 $1,942,955
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,953,219 $1,953,219 0.21 $1,942,126
BX Trust 2022-FOX2 D 6.42273% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,946,029 $1,946,029 0.21 $1,935,632
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,937,242 $1,937,242 0.21 $1,923,705
BX Commercial Mortgage Trust 2024-AIR2 C 6.55324% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,931,092 $1,931,092 0.21 $1,920,965
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,873,994 $1,873,994 0.20 $1,871,406
BX Trust 2024-BRBK B 8.23836% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,864,661 $1,864,661 0.20 $1,852,381
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,786,317 $1,797,656 $1,797,656 0.20 $1,785,341
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.45185% 20-MAY-2032, 7.45%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,760,944 $1,777,635 $1,777,635 0.19 $1,768,522
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,766,119 $1,766,119 0.19 $1,757,438
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,756,078 $1,756,078 0.19 $1,751,146
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 $1,747,433 $1,747,433 0.19 $1,732,298
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 $1,745,668 $1,745,668 0.19 $1,740,959
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 $1,735,161 $1,735,161 0.19 $1,721,731
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,725,307 $1,725,307 0.19 $1,713,978
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 $1,679,582 $1,679,582 0.18 $1,664,024
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,701,645 $1,676,409 $1,676,409 0.18 $1,671,682
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,648,941 $1,675,273 $1,675,273 0.18 $1,664,104
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,632,828 $1,674,712 $1,674,712 0.18 $1,665,291
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,662,855 $1,662,855 0.18 $1,654,755
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 $1,627,916 $1,627,916 0.18 $1,622,000
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,617,471 $1,617,471 0.18 $1,613,951
UMBS TBA 30yr 4% August Delivery, 4.00%, 08/13/25 FNCL 01F040685 - - 1,738,000 $1,599,262 $1,599,262 0.17 $1,599,262
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,584,633 $1,584,633 0.17 $1,578,605
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,577,501 $1,577,501 0.17 $1,567,930
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,556,097 $1,556,097 0.17 $1,548,556
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,546,262 $1,546,262 0.17 $1,535,500
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 $1,541,486 $1,541,486 0.17 $1,532,899
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,532,282 $1,532,282 0.17 $1,529,533
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 $1,527,569 $1,527,569 0.17 $1,519,264
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 $1,519,980 $1,519,980 0.17 $1,511,630
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,500,000 $1,514,541 $1,514,541 0.17 $1,513,071
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,488,113 $1,510,682 $1,510,682 0.16 $1,502,401
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,509,197 $1,509,197 0.16 $1,504,030
BX Trust 2021-ARIA E 6.6705% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,506,326 $1,506,326 0.16 $1,497,987
JW Commercial Mortgage Trust 2024-MRCO C 6.70181% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,505,635 $1,505,635 0.16 $1,497,537
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,505,380 $1,505,380 0.16 $1,492,022
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,489,937 $1,497,459 $1,497,459 0.16 $1,491,510
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 $1,489,408 $1,489,408 0.16 $1,475,063
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 $1,480,603 $1,480,603 0.16 $1,465,215
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,475,159 $1,475,159 0.16 $1,467,058
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,473,826 $1,473,826 0.16 $1,441,078
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,453,890 $1,453,890 0.16 $1,449,141
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,413,707 $1,436,699 $1,436,699 0.16 $1,427,231
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,417,712 $1,417,712 0.15 $1,411,200
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,323,442 $1,393,281 $1,393,281 0.15 $1,384,614
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,386,598 $1,386,598 0.15 $1,386,598
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 $1,371,474 $1,371,474 0.15 $1,369,225
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,358,280 $1,358,280 0.15 $1,349,110
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.30185% 20-OCT-2032, 8.30%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,301,939 $1,324,254 $1,324,254 0.14 $1,316,748
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,312,690 $1,312,690 0.14 $1,302,915
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.80185% 20-MAR-2033, 7.80%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,300,274 $1,307,309 $1,307,309 0.14 $1,300,265
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,291,721 $1,291,721 0.14 $1,291,699
BX Trust 2021-MFM1 E 6.676% 15-JAN-2034, 6.68%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,290,539 $1,290,539 0.14 $1,283,636
BX Trust 2024-CNYN C 6.25292% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,258,866 $1,265,581 $1,265,581 0.14 $1,259,240
COMM 2024-WCL1 Mortgage Trust D 7.601% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,245,792 $1,245,792 0.14 $1,237,874
COMM 2024-WCL1 Mortgage Trust C 7.201% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,244,292 $1,244,292 0.14 $1,236,791
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,242,969 $1,242,969 0.14 $1,236,528
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,329,856 $1,242,074 $1,242,074 0.14 $1,237,202
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 $1,231,982 $1,231,982 0.13 $1,225,722
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 $1,225,884 $1,225,884 0.13 $1,219,023
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,212,622 $1,212,622 0.13 $1,206,796
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,206,102 $1,206,102 0.13 $1,202,557
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,204,410 $1,204,410 0.13 $1,198,609
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 1,183,588 $1,197,590 $1,197,590 0.13 $1,193,686
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 $1,196,779 $1,196,779 0.13 $1,188,278
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,191,862 $1,191,862 0.13 $1,186,054
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,180,807 $1,180,807 0.13 $1,173,696
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,171,779 $1,171,779 0.13 $1,166,958
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,171,482 $1,171,482 0.13 $1,163,286
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,153,014 $1,162,004 $1,162,004 0.13 $1,155,596
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.35517% 25-DEC-2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,146,704 $1,158,400 $1,158,400 0.13 $1,154,351
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,131,907 $1,153,423 $1,153,423 0.13 $1,146,232
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,074,785 $1,149,624 $1,149,624 0.13 $1,141,473
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,127,596 $1,127,596 0.12 $1,123,457
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,094,030 $1,098,140 $1,098,140 0.12 $1,090,440
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,070,775 $1,078,613 $1,078,613 0.12 $1,073,567
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,058,331 $1,058,331 0.12 $1,050,973
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,058,077 $1,058,077 0.12 $1,054,677
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,046,193 $1,046,193 0.11 $1,040,789
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 $1,045,758 $1,045,758 0.11 $1,039,575
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,041,830 $1,041,830 0.11 $1,035,163
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 $1,034,597 $1,034,597 0.11 $1,030,177
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,028,112 $1,028,112 0.11 $1,021,629
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,028,049 $1,028,049 0.11 $1,021,057
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 $1,027,108 $1,027,108 0.11 $1,015,900
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 $1,023,503 $1,023,503 0.11 $1,018,010
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,021,803 $1,021,803 0.11 $1,016,241
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,020,689 $1,020,689 0.11 $1,015,151
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 $1,019,533 $1,019,533 0.11 $1,018,380
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 $1,009,222 $1,009,222 0.11 $1,006,028
MTN Commercial Mortgage Trust 2022-LPFL F 9.605169% 15-MAR-2039, 9.61%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,007,745 $1,007,745 0.11 $999,740
BX Trust 2024-VLT4 D 6.751812% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,000,478 $1,000,478 0.11 $995,039
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $971,147 $971,147 0.11 $966,201
BX Commercial Mortgage Trust 2024-AIR2 D 7.10245% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $966,423 $966,423 0.11 $960,745
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $948,054 $948,054 0.10 $944,778
ALA Trust 2025-OANA D 7.40272% 15-JUN-2040, 7.39%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $942,684 $942,684 0.10 $936,555
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $920,314 $920,314 0.10 $913,601
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $915,933 $915,933 0.10 $909,993
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $914,740 $914,740 0.10 $905,567
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $912,475 $912,475 0.10 $905,815
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $874,814 $874,814 0.10 $873,059
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 833,333 $866,392 $866,392 0.09 $860,513
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 852,417 $862,956 $862,956 0.09 $856,341
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 833,333 $847,643 $847,643 0.09 $843,719
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $827,985 $827,985 0.09 $825,530
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.90517% 25-DEC-2031, 7.91%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 810,965 $827,018 $827,018 0.09 $823,456
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $810,843 $810,843 0.09 $807,110
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $810,670 $810,670 0.09 $771,976
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 $804,938 $804,938 0.09 $802,198
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 $804,154 $804,154 0.09 $801,088
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 $800,682 $800,682 0.09 $798,862
BXHPP Trust 2021-FILM A 5.076% 15-AUG-2036, 5.08%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $792,812 $792,812 0.09 $789,343
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $785,842 $785,842 0.09 $780,911
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $762,038 $762,038 0.08 $757,688
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 743,939 $761,892 $761,892 0.08 $753,473
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 749,573 $758,715 $758,715 0.08 $752,920
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 743,939 $757,556 $757,556 0.08 $751,137
CENT Trust 2023-CITY B 7.46176% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $754,473 $754,473 0.08 $749,965
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $725,293 $725,293 0.08 $720,539
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 $721,569 $721,569 0.08 $719,140
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $709,794 $709,794 0.08 $705,775
Great Wolf Trust 2024-WOLF C 6.70276% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $705,240 $705,240 0.08 $701,331
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 694,440 $700,598 $700,598 0.08 $695,464
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.55185% 20-MAY-2032, 9.55%, 05/20/32 HACLN 2024-1 44644NAD1 - - 660,354 $680,150 $680,150 0.07 $675,769
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $646,545 $646,545 0.07 $644,455
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 660,294 $641,275 $641,275 0.07 $638,097
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 615,720 $639,458 $639,458 0.07 $634,552
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 $608,718 $608,718 0.07 $600,425
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 $577,855 $577,855 0.06 $577,039
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 570,440 $572,048 $572,048 0.06 $569,085
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,745 $568,745 0.06 $566,249
BX Trust 2022-FOX2 E 7.27093% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $548,362 $548,362 0.06 $545,160
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $541,906 $541,906 0.06 $539,025
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $529,958 $529,958 0.06 $525,636
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $527,951 $527,951 0.06 $526,188
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $527,253 $527,253 0.06 $525,974
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,357 $523,357 0.06 $519,961
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 514,658 $519,159 $519,159 0.06 $516,503
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,301 $518,301 0.06 $515,436
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 $514,981 $514,981 0.06 $512,331
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,740 $514,740 0.06 $511,998
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $514,030 $514,030 0.06 $511,468
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $512,701 $512,701 0.06 $509,617
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $512,391 $512,391 0.06 $509,878
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 $509,915 $509,915 0.06 $507,391
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $509,401 $509,401 0.06 $506,968
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $508,436 $508,436 0.06 $503,377
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $507,827 $507,827 0.06 $505,410
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $507,766 $507,766 0.06 $504,853
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,996 $506,996 0.06 $504,125
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,675 $504,675 0.06 $502,109
BX Commercial Mortgage Trust 2023-VLT3 C 7.74976% 15-NOV-2042, 7.75%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $503,107 $503,107 0.05 $499,986
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,358 $502,358 0.05 $497,627
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.25176% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $499,593 $499,593 0.05 $495,321
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 483,340 $498,163 $498,163 0.05 $494,974
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,222 $466,222 0.05 $463,035
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 434,358 $439,069 $439,069 0.05 $436,251
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.28%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $432,192 $432,192 0.05 $429,591
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $430,789 $430,789 0.05 $428,145
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 422,828 $426,184 $426,184 0.05 $423,614
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,978 $411,978 0.04 $409,722
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $405,807 $405,807 0.04 $404,115
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 $404,553 $404,553 0.04 $403,731
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 - - 443,811 $400,964 $400,964 0.04 $400,283
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 $389,120 $389,120 0.04 $387,790
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 $386,511 $386,511 0.04 $383,995
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $385,641 $385,641 0.04 $384,904
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $383,662 $383,662 0.04 $382,971
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $376,096 $376,096 0.04 $375,372
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 369,432 $376,054 $376,054 0.04 $372,130
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $363,193 $363,193 0.04 $360,820
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 338,678 $342,253 $342,253 0.04 $339,556
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,271 $335,271 0.04 $334,148
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 329,788 $335,108 $335,108 0.04 $333,277
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,966 $325,966 0.04 $324,691
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $322,365 $322,365 0.04 $316,747
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $320,834 $320,834 0.04 $318,759
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 314,691 $318,194 $318,194 0.03 $316,432
BX Commercial Mortgage Trust 2024-MF C 6.25266% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,847 $311,847 0.03 $310,232
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 $302,646 $302,646 0.03 $300,023
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $296,054 $296,054 0.03 $295,063
CSMC 2021-BHAR E 7.927% 15-NOV-2038, 7.93%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $294,225 $294,225 0.03 $292,243
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $289,546 $289,546 0.03 $287,621
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $288,069 $288,069 0.03 $288,069
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,229 $261,229 0.03 $260,148
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $256,510 $256,510 0.03 $254,891
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $253,886 $253,886 0.03 $252,469
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $253,176 $253,176 0.03 $251,347
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,583 $252,583 0.03 $250,956
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $251,719 $251,719 0.03 $250,000
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $248,193 $248,193 0.03 $246,686
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 $247,779 $247,779 0.03 $246,204
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,061 $239,061 0.03 $237,476
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $233,844 $233,844 0.03 $232,734
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $231,703 $231,703 0.03 $231,024
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 214,747 $216,532 $216,532 0.02 $215,515
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $216,367 $216,367 0.02 $215,542
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,693 $205,693 0.02 $203,865
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,690 $204,690 0.02 $203,110
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 199,687 $204,253 $204,253 0.02 $203,351
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.78%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $175,476 $175,476 0.02 $174,661
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 171,619 $173,061 $173,061 0.02 $171,991
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 - - 167,861 $170,405 $170,405 0.02 $169,358
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 159,797 $159,245 $159,245 0.02 $158,849
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 203,870 $156,752 $156,752 0.02 $156,594
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $155,772 $155,772 0.02 $155,439
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 $151,448 $151,448 0.02 $150,869
SWCH Commercial Mortgage Trust 2025-DATA E 7.65198% 15-FEB-2042, 7.65%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,523 $149,523 0.02 $148,567
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 142,816 $147,370 $147,370 0.02 $145,600
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 $138,894 $138,894 0.02 $138,640
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 107,358 $105,974 $105,974 0.01 $105,632
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,408 $100,408 0.01 $100,172
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,977 $99,977 0.01 $99,747
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,383 $95,383 0.01 $95,151
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 $92,176 $92,176 0.01 $91,691
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 89,286 $88,878 $88,878 0.01 $88,459
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,027 $77,027 0.01 $76,834
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 67,055 $67,605 $67,605 0.01 $67,383
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 64,254 $64,126 $64,126 0.01 $63,965
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 61,749 $62,879 $62,879 0.01 $62,361
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 $42,859 $42,859 0.00 $42,793
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,862 $37,862 0.00 $37,729
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 15,398 $15,415 $15,415 0.00 $15,364
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 9,205 $9,228 $9,228 0.00 $9,202
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 7,210 $7,255 $7,255 0.00 $7,210
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,532,703 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-14,953,359 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,655,914 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,123,781 $0 0.00 $0
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,380,297 $-461 0.00 $-461
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,482,780 $-580 0.00 $-580
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,482,780 $-1,160 0.00 $-1,160
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,380,297 $-6,453 0.00 $-6,453
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-50,952,188 $-7,188 0.00 $-7,188
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-52,381,300 $-13,695 0.00 $-13,695
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $50,952,188 $-86,250 -0.01 $-86,250
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $52,381,300 $-107,900 -0.01 $-107,900
UMBS TBA 30yr 2.5% August Delivery, 2.50%, 08/13/25 FNCL 01F022683 - - -44,565,000 $-36,433,403 $-36,433,403 -3.98 $-36,433,403
SEGREGATED CASH SEGCASH - $0.00 3,420,000 $3,420,000 $3,420,000 0.37 $3,420,000
US DOLLARS USD MD_142224 - - -246,405,103 $-246,405,103 $-246,405,103 -26.91 $-246,405,103
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,801,640 $102,473 0.01 $30,800
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,186,431 $36,267 0.00 $36,267
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,127,226 $24,190 0.00 $24,190
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,175,000 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,226,562 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,187,500 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,120,312 $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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