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 September 15, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
UMBS TBA 30yr 5.5% October Delivery, 5.50%, 10/14/25 FNCL 01F0526A5 - - 65,610,000 $66,459,650 $66,459,650 5.50 $66,459,650
UMBS TBA 30yr 6.5% October Delivery, 6.50%, 10/14/25 FNCL 01F0626A4 - - 60,613,000 $62,782,339 $62,782,339 5.20 $62,782,339
UMBS TBA 30yr 5% October Delivery, 5.00%, 10/14/25 FNCL 01F0506A9 - - 61,479,000 $61,430,985 $61,430,985 5.10 $61,430,985
UMBS TBA 30yr 6% October Delivery, 6.00%, 10/14/25 FNCL 01F0606A8 - - 57,605,000 $59,014,018 $59,014,018 4.90 $59,014,018
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 827,925 $39,947,381 $39,947,381 3.31 $39,947,381
UMBS TBA 30yr 3.5% October Delivery, 3.50%, 10/14/25 FNCL 01F0326A7 - - 30,930,000 $28,585,073 $28,585,073 2.37 $28,585,073
UMBS TBA 30yr 4.5% October Delivery, 4.50%, 10/14/25 FNCL 01F0426A6 - - 25,880,000 $25,354,300 $25,354,300 2.10 $25,354,300
UMBS TBA 30yr 3% October Delivery, 3.00%, 10/14/25 FNCL 01F0306A1 - - 25,640,000 $22,766,166 $22,766,166 1.89 $22,766,166
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.99839% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,937,898 $16,937,898 1.41 $16,876,260
Fannie Mae REMIC Trust 2025-12 FC 5.44839% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 12,903,924 $12,958,352 $12,958,352 1.07 $12,917,341
PRPM 2025-5 0%30, 5.73%, 07/25/30 PRPM 2025-5 69392RAA9 - - 11,989,821 $12,072,211 $12,072,211 1.00 $11,986,349
Freddie Mac Multiclass Certificates, Series 5544 FC 5.34839% 25-JUN-2055, 5.35%, 06/25/55 FHR 5544 3137HLNP3 - - 11,825,124 $11,891,362 $11,891,362 0.99 $11,854,469
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 11,269,061 $11,502,408 $11,502,408 0.95 $11,424,088
Libra Solutions 2025-1 A 6.355% 15-AUG-2039, 6.36%, 08/15/39 OASIS 2025-1A 53161AAA9 - - 10,200,000 $10,355,015 $10,355,015 0.86 $10,284,793
Vista Point Securitization Trust 2025-CES2 A1 5.601% 25-AUG-2055, 5.60%, 08/25/55 VSTA 2025-CES2 92842UAA0 - - 9,419,128 $9,551,504 $9,551,504 0.79 $9,485,558
USA Compression Partners LP / USA Compression Finance Corp|6.25|10/01/2033, 6.25%, 10/01/33 USAC 91740PAH1 - - 8,927,000 $8,927,000 $8,927,000 0.74 $8,927,000
METRONET INFRASTRUCTURE ISSU 5.4% 55, 5.40%, 08/20/55 MNET 2025-2A 59170JAX6 - - 8,200,000 $8,376,710 $8,376,710 0.69 $8,337,350
Connecticut Avenue Securities Trust 2025-R01 1M1 5.44839% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 7,853,692 $7,881,809 $7,881,809 0.65 $7,855,653
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 7,650,000 $7,712,718 $7,712,718 0.64 $7,688,281
Affirm Master Trust Series 2025-2 D 5.6% 15-JUL-2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,568,119 $7,568,119 0.63 $7,531,953
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,058,058 $7,193,265 $7,193,265 0.60 $7,143,391
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $7,102,227 $7,102,227 0.59 $7,085,197
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 B2 11.84839% 25-OCT-2041, 11.85%, 10/25/41 STACR 2021-DNA6 35564KLV9 - - 6,250,000 $6,721,659 $6,721,659 0.56 $6,568,359
BX Trust 2025-VLT7 E 8.1131% 15-JUL-2044, 7.90%, 07/15/44 BX 2025-VLT7 123913AJ4 - - 6,640,000 $6,707,143 $6,707,143 0.56 $6,659,297
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.59839% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 6,288,000 $6,564,526 $6,564,526 0.54 $6,523,800
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68703% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,357,234 $6,562,569 $6,562,569 0.54 $6,536,590
Westlake Automobile Receivables Trust 2025-2 D 5.08% 15-MAY-2031, 5.08%, 05/15/31 WLAKE 2025-2A 96041KAG9 - - 6,450,000 $6,537,475 $6,537,475 0.54 $6,509,260
Connecticut Avenue Securities, Series 2021-R03 1M2 5.99839% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,285,137 $6,285,137 0.52 $6,262,338
BX Trust 2024-CNYN D 7.05319% 15-APR-2041, 6.84%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,151,378 $6,211,126 $6,211,126 0.52 $6,171,757
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,280,590 $6,123,544 $6,123,544 0.51 $6,092,141
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,120,305 $6,120,305 0.51 $6,101,269
BX Trust 2025-TAIL D 6.8131% 15-JUN-2035, 6.81%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,045,042 $6,045,042 0.50 $6,008,741
Freddie Mac Stacr Remic Trust 2025-Dna3|5.47041|09/25/2045, 5.47%, 09/25/45 STACR 2025-DNA3 35564UAR8 - - 5,963,000 $5,966,232 $5,966,232 0.49 $5,966,232
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,932,678 $5,932,678 0.49 $5,910,198
KRE Commercial Mortgage Trust 2025-AIP4 A 5.6631% 15-MAR-2042, 5.66%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,922,351 $5,922,351 0.49 $5,892,676
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,065,424 $5,921,875 $5,921,875 0.49 $5,890,411
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,613,785 $5,715,173 $5,715,173 0.47 $5,693,740
FIGRE TRUST 2025-HE5 FLTG 2055 B, 5.49%, 08/25/55 FIGRE 2025-HE5 31684MAB5 - - 5,500,000 $5,559,634 $5,559,634 0.46 $5,521,925
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.84839% 25-MAY-2045, 5.85%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,538,767 $5,538,767 0.46 $5,519,071
Marlette Funding Trust 2025-1 D 6.02% 15-JUL-2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,445,517 $5,445,517 0.45 $5,417,690
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,294,033 $5,410,552 $5,410,552 0.45 $5,372,098
Chase Auto Credit Linked Notes, Series 2025-1 E 6.024% 25-JUN-2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,332,334 $5,352,862 $5,352,862 0.44 $5,334,124
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.14839% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,333,000 $5,333,000 0.44 $5,313,182
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.49839% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,190,704 $5,210,738 $5,210,738 0.43 $5,193,296
BX Commercial Mortgage Trust 2021-VOLT E 6.478% 15-SEP-2036, 6.26%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,184,561 $5,184,561 0.43 $5,154,842
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.85%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,184,231 $5,184,231 0.43 $5,165,759
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,183,880 $5,183,880 0.43 $5,161,434
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,129,474 $5,177,373 $5,177,373 0.43 $5,158,319
Connecticut Avenue Securities Trust 2022-R01 1B2 10.34839% 25-DEC-2041, 10.35%, 12/25/41 CAS 2022-R01 20754LAJ8 - - 4,900,000 $5,150,045 $5,150,045 0.43 $5,119,057
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B2 12.14839% 25-NOV-2041, 12.15%, 11/25/41 STACR 2021-DNA7 35564KNE5 - - 4,800,000 $5,135,635 $5,135,635 0.43 $5,100,000
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,072,410 $5,072,410 0.42 $5,055,621
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,055,542 $5,055,542 0.42 $5,004,136
Foundation Finance Trust 2025-2 C 5.09% 15-APR-2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $5,031,742 $5,031,742 0.42 $5,009,826
Avis Budget Rental Car Funding (AESOP) Series 2023-4 D 7.31% 20-JUN-2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $5,017,530 $5,017,530 0.42 $4,991,830
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 4,941,385 $5,003,905 $5,003,905 0.42 $4,969,933
Truist Bank Auto Credit-Linked Notes Series 2025-1|6.807|09/26/2033, 6.81%, 09/26/33 TACLN 2025-1 897926CC3 - - 5,000,000 $5,002,348 $5,002,348 0.41 $5,001,403
Fannie Mae REMIC Trust 2025-9 FA 5.54839% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 4,950,116 $4,976,983 $4,976,983 0.41 $4,960,962
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 $4,941,651 $4,941,651 0.41 $4,928,254
SCG Commercial Mortgage Trust 2025-DLFN E 7.3131% 15-MAR-2027, 7.31%, 03/15/35 SCG 2025 78398EAJ4 - - 4,904,000 $4,931,091 $4,931,091 0.41 $4,899,213
PRPM 2025-RCF3, LLC, 5.77%, 08/25/28 PRPM 2025-6 69395KAA1 - - 4,788,000 $4,849,701 $4,849,701 0.40 $4,791,337
BX Commercial Mortgage Trust 2024-MF D 7.05292% 15-FEB-2039, 6.84%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,774,875 $4,774,875 0.40 $4,745,205
JERSEY MIKES FUNDING LLC 5.61% 55, 5.61%, 08/16/55 JMIKE 2025-1A 476681AE1 - - 4,600,000 $4,753,886 $4,753,886 0.39 $4,716,611
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93703% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,592,350 $4,740,391 $4,740,391 0.39 $4,720,923
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,729,008 $4,729,008 0.39 $4,682,166
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,650,911 $4,718,956 $4,718,956 0.39 $4,698,885
PRPM 2025 RCF4 LLC 4.5% 55, 4.50%, 08/25/55 PRPM 2025-RCF4 69382WAB8 - - 4,800,000 $4,711,513 $4,711,513 0.39 $4,666,513
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,704,973 $4,704,973 0.39 $4,676,104
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,615,047 $4,630,625 $4,630,625 0.38 $4,590,243
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 4,500,000 $4,603,648 $4,603,648 0.38 $4,587,900
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 $4,559,269 $4,559,269 0.38 $4,539,259
FIGRE TRUST 2025-FL1 5.467% 55, 5.47%, 07/25/55 FIGRE 2025-FL1 31684QAB6 - - 4,496,235 $4,550,030 $4,550,030 0.38 $4,519,304
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,434,007 $4,531,056 $4,531,056 0.38 $4,499,535
Great Wolf Trust 2024-WOLF D 7.2531% 15-MAR-2039, 7.04%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,478,553 $4,478,553 0.37 $4,450,051
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 $4,423,199 $4,423,199 0.37 $4,408,707
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 $4,394,329 $4,394,329 0.36 $4,370,710
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,212,325 $4,393,746 $4,393,746 0.36 $4,358,373
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $4,370,969 $4,370,969 0.36 $4,314,315
Sierra Timeshare 2025-2 Receivables Funding D 6.79% 20-APR-2044, 6.79%, 04/20/44 SRFC 2025-2A 82653HAD2 - - 4,329,837 $4,367,531 $4,367,531 0.36 $4,346,298
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,304,602 $4,360,051 $4,360,051 0.36 $4,327,664
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 $4,347,288 $4,347,288 0.36 $4,277,944
TOWD POINT MORTGAGE TRUS 5.98666% 65, 6.00%, 07/25/65 TPMT 2025-HE1 89183LAD7 - - 4,300,000 $4,315,524 $4,315,524 0.36 $4,299,977
IRV Trust 2025-200P C 5.921382% 14-MAR-2047, 5.92%, 03/14/47 IRV 2025-200P 45006HAE1 - - 4,200,000 $4,234,236 $4,234,236 0.35 $4,203,149
BX Commercial Mortgage Trust 2021-SOAR D 5.878% 15-JUN-2038, 5.67%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,180,238 $4,180,238 0.35 $4,158,501
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,175,925 $4,175,925 0.35 $4,156,932
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,265,245 $4,167,229 $4,167,229 0.35 $4,164,983
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.44839% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,152,891 $4,152,891 0.34 $4,136,730
BX Trust 2024-BRBK A 7.24274% 15-OCT-2041, 7.03%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,044,579 $4,044,579 0.34 $4,018,914
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 3,953,087 $4,031,057 $4,031,057 0.33 $4,003,119
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.34839% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 3,719,000 $3,957,784 $3,957,784 0.33 $3,931,992
ALA Trust 2025-OANA A 6.10663% 15-JUN-2040, 6.11%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,883,651 $3,928,877 $3,928,877 0.33 $3,907,797
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.55%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,886,786 $3,904,336 $3,904,336 0.32 $3,891,157
BX Trust 2025-LUNR D 6.8631% 15-JUN-2040, 6.65%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 3,822,340 $3,854,360 $3,854,360 0.32 $3,830,014
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,798,234 $3,798,234 0.32 $3,785,600
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 $3,781,619 $3,781,619 0.31 $3,746,730
BMP Commercial Mortgage Trust 2024-MF23 D 6.75359% 15-JUN-2041, 6.75%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,777,284 $3,777,284 0.31 $3,754,794
FREMF 2023-K511 Mortgage Trust C 5.822407% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,771,790 $3,771,790 0.31 $3,742,678
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,755,453 $3,755,453 0.31 $3,741,515
Chase Auto Owner Trust 2025-1 D 5.24% 25-NOV-2032, 5.24%, 11/26/32 CHAOT 2025-1A 16145NAG6 - - 3,600,000 $3,663,714 $3,663,714 0.30 $3,652,710
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.14839% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,648,250 $3,648,250 0.30 $3,634,649
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 3,585,670 $3,637,433 $3,637,433 0.30 $3,625,887
BX Commercial Mortgage Trust 2024-XL5 D 7.0529% 15-MAR-2041, 6.84%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,593,002 $3,616,086 $3,616,086 0.30 $3,591,919
Reach ABS Trust 2025-2 C 5.69% 15-AUG-2032, 5.69%, 08/18/32 REACH 2025-2A 75525QAC4 - - 3,533,000 $3,592,924 $3,592,924 0.30 $3,575,613
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,527,034 $3,575,901 $3,575,901 0.30 $3,550,846
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,360,627 $3,509,936 $3,509,936 0.29 $3,480,249
SCG Trust 2025-SNIP D 6.85% 15-SEP-2027, 6.85%, 09/15/30 SCG 2025-SNIP 78398JAG9 - - 3,500,000 $3,509,936 $3,509,936 0.29 $3,509,936
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,387,696 $3,465,693 $3,465,693 0.29 $3,442,040
Taco Bell Funding LLC|4.821|08/25/2055, 4.82%, 08/25/55 BELL 2025-1A 87342RAK0 - - 3,425,000 $3,434,129 $3,434,129 0.28 $3,433,670
CSMC 2021-BHAR C 6.478% 15-NOV-2038, 6.27%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,429,938 $3,429,938 0.28 $3,410,114
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 $3,422,615 $3,422,615 0.28 $3,404,623
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,419,569 $3,419,569 0.28 $3,402,617
BX Trust 2021-ARIA D 6.3734% 15-OCT-2036, 6.16%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,320,732 $3,320,732 0.28 $3,302,058
FinBe USA Trust 2025-1 B 6.6% 15-DEC-2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,318,614 $3,318,614 0.28 $3,300,143
Compass Datacenters Issuer II, Series 2024-2 B2_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAF6 - - 3,250,000 $3,289,603 $3,289,603 0.27 $3,278,230
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,237,657 $3,274,853 $3,274,853 0.27 $3,248,673
Lendbuzz Securitization Trust 2025-2 D 6.18% 15-APR-2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,235,730 $3,235,730 0.27 $3,218,871
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 $3,205,230 $3,205,230 0.27 $3,192,394
VERTICAL BRIDGE LLC 2016-1 7.728% 55, 7.45%, 08/16/55 VBTOW 2025-1A 92535VAU6 - - 3,144,000 $3,155,887 $3,155,887 0.26 $3,144,182
BX Trust 2024-VLT4 E 7.252504% 15-JUN-2041, 7.04%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,153,372 $3,153,372 0.26 $3,133,213
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,152,634 $3,152,634 0.26 $3,141,511
Libra Solutions 2025-1 B 8.055% 15-AUG-2039, 8.05%, 08/15/39 OASIS 2025-1A 53161AAB7 - - 3,100,000 $3,144,188 $3,144,188 0.26 $3,117,137
Galaxy XXVI CLO Ltd., 8.25%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,091,235 $3,139,053 $3,139,053 0.26 $3,107,761
HILTON GRAND VACATIONS TRUS 5.12% 44, 5.12%, 05/25/44 HGVT 2025-2A 43285JAC8 - - 3,106,000 $3,121,419 $3,121,419 0.26 $3,107,283
BX Trust 2024-BIO C 7.0031% 15-FEB-2041, 6.79%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 3,107,000 $3,114,750 $3,114,750 0.26 $3,095,428
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.45225% 15-AUG-2041, 7.24%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,114,029 $3,114,029 0.26 $3,093,513
BX Trust 2021-ARIA F 7.0715% 15-OCT-2036, 6.86%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,109,315 $3,109,315 0.26 $3,089,925
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,049,923 $3,096,287 $3,096,287 0.26 $3,075,359
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,095,999 $3,095,999 0.26 $3,083,248
VERTICAL BRIDGE LLC 2016-1 9.383% 55, 9.38%, 08/16/55 VBTOW 2025-1A 92535VAW2 - - 3,100,000 $3,095,976 $3,095,976 0.26 $3,081,432
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,046,654 $3,093,438 $3,093,438 0.26 $3,072,100
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,088,704 $3,088,704 0.26 $3,076,468
Connecticut Avenue Securities, Series 2021-R01 1B1 7.44839% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,000,000 $3,074,791 $3,074,791 0.26 $3,061,136
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 $3,053,203 $3,053,203 0.25 $3,043,193
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 2,972,315 $3,045,591 $3,045,591 0.25 $3,018,398
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.34839% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,044,804 $3,044,804 0.25 $3,033,166
Connecticut Avenue Securities Trust 2024-R05 2M2 6.04839% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,016,332 $3,016,332 0.25 $3,005,243
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,997,036 $2,997,036 0.25 $2,969,682
Lendbuzz Securitization Trust 2025-2 C 5.28% 15-APR-2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,971,106 $2,971,106 0.25 $2,957,825
SWCH Commercial Mortgage Trust 2025-DATA E 7.70332% 15-FEB-2042, 7.49%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 2,950,000 $2,952,066 $2,952,066 0.24 $2,931,884
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 $2,943,046 $2,943,046 0.24 $2,929,062
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,938,033 $2,938,033 0.24 $2,924,408
Extended Stay America Trust 2021-ESH F 8.178% 15-JUL-2038, 7.96%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,909,302 $2,929,617 $2,929,617 0.24 $2,908,302
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 2,847,193 $2,913,862 $2,913,862 0.24 $2,903,516
SCG Commercial Mortgage Trust 2025-FLWR E 7.1% 15-AUG-2042, 6.90%, 08/15/42 SCG 2025-FLWR 78438AAJ4 - - 2,867,000 $2,885,368 $2,885,368 0.24 $2,869,552
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,864,770 $2,864,770 0.24 $2,846,542
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,870,000 $2,841,373 $2,841,373 0.24 $2,834,377
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.59503% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 2,806,396 $2,834,608 $2,834,608 0.24 $2,820,727
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,804,565 $2,804,565 0.23 $2,782,420
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,775,572 $2,797,160 $2,797,160 0.23 $2,779,264
BX Trust 2025-ROIC E 7.30439% 15-FEB-2042, 7.30%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,771,192 $2,782,102 $2,782,102 0.23 $2,764,109
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,732,498 $2,781,544 $2,781,544 0.23 $2,761,768
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,739,138 $2,739,138 0.23 $2,724,259
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,806,510 $2,733,760 $2,733,760 0.23 $2,728,030
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,802,991 $2,718,052 $2,718,052 0.23 $2,712,329
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 $2,711,877 $2,711,877 0.22 $2,700,789
MHC Commercial Mortgage Trust 2021-MHC F 7.079442% 15-APR-2038, 6.87%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,678,379 $2,678,379 0.22 $2,661,658
Connecticut Avenue Securities Trust 2024-R06 1M2 5.94839% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 2,647,442 $2,664,890 $2,664,890 0.22 $2,655,266
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,615,186 $2,615,186 0.22 $2,598,868
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,752,500 $2,579,184 $2,579,184 0.21 $2,558,845
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,542,885 $2,572,097 $2,572,097 0.21 $2,555,409
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,562,464 $2,562,464 0.21 $2,550,839
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,551,436 $2,551,436 0.21 $2,531,331
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,551,164 $2,551,164 0.21 $2,539,101
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,550,204 $2,550,204 0.21 $2,538,810
Western Funding Auto Loan Trust 2025-1 D 5.79% 15-JAN-2036, 5.79%, 01/15/36 WEFUN 2025-1 958250AD4 - - 2,500,000 $2,549,650 $2,549,650 0.21 $2,537,185
Sandstone Peak III C 6.96846% 25-APR-2037, 6.97%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,542,180 $2,542,180 0.21 $2,516,532
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,542,165 $2,542,165 0.21 $2,519,873
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 $2,531,757 $2,531,757 0.21 $2,518,385
Zais CLO 11 BR 6.11549% 20-JAN-2032, 6.12%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,531,591 $2,531,591 0.21 $2,507,384
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,523,564 $2,523,564 0.21 $2,509,420
MTN Commercial Mortgage Trust 2022-LPFL B 6.2656% 15-MAR-2039, 6.06%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,515,462 $2,515,462 0.21 $2,501,553
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.44839% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,513,021 $2,513,021 0.21 $2,496,580
BX Commercial Mortgage Trust 2024-AIR2 D 7.15345% 15-OCT-2041, 6.94%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 2,489,072 $2,509,797 $2,509,797 0.21 $2,493,982
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 $2,475,021 $2,475,021 0.21 $2,468,301
Upstart Securitization Trust 2025-3|5.43|09/20/2035, 5.43%, 09/20/35 UPST 2025 91684FAD0 - - 2,473,000 $2,473,627 $2,473,627 0.21 $2,473,254
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 $2,454,496 $2,454,496 0.20 $2,439,886
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 $2,451,113 $2,451,113 0.20 $2,439,661
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.09839% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,436,992 $2,436,992 0.20 $2,425,411
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,425,778 $2,425,778 0.20 $2,420,668
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.978% 15-JUN-2036, 8.77%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,420,830 $2,420,830 0.20 $2,401,690
Chase Auto Credit Linked Notes, Series 2025-1 F 6.996% 25-JUN-2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,355,271 $2,397,456 $2,397,456 0.20 $2,387,844
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,389,606 $2,389,606 0.20 $2,375,970
BX Commercial Mortgage Trust 2024-GPA3 C 6.25498% 15-DEC-2039, 6.04%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,354,064 $2,375,112 $2,375,112 0.20 $2,361,391
ALA Trust 2025-OANA D 7.45472% 15-JUN-2040, 7.45%, 06/15/40 ALA 2025-OANA 009920AG4 - - 2,333,000 $2,366,823 $2,366,823 0.20 $2,351,364
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,316,883 $2,359,017 $2,359,017 0.20 $2,341,997
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 - - 2,313,171 $2,348,774 $2,348,774 0.19 $2,339,614
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0962% 15-NOV-2036, 7.10%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,348,251 $2,348,251 0.19 $2,333,543
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,334,216 $2,334,216 0.19 $2,324,756
Connecticut Avenue Securities, Series 2021-R03 1B1 7.09839% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,298,570 $2,298,570 0.19 $2,288,810
Exeter Select Automobile Receivables Trust 2025-2 D 5.34% 15-JAN-2032, 5.34%, 01/15/32 ESART 2025-2 30185EAF0 - - 2,200,000 $2,238,754 $2,238,754 0.19 $2,228,637
GS Mortgage-Backed Securities Trust 2025-RPL3 A1 4.1% 25-JUL-2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,275,493 $2,238,068 $2,238,068 0.19 $2,226,406
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,230,710 $2,230,710 0.19 $2,220,492
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,282,557 $2,227,722 $2,227,722 0.18 $2,218,449
COOPR Residential Mortgage Trust 2025-CES2 A1A 5.502% 25-JUN-2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,172,021 $2,210,374 $2,210,374 0.18 $2,195,436
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,213,350 $2,164,729 $2,164,729 0.18 $2,160,210
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 $2,141,430 $2,141,430 0.18 $2,137,605
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.941055% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,112,385 $2,112,385 0.18 $2,109,533
TOWD POINT MORTGAGE TRUST 6.125% 65, 5.67%, 08/25/65 TPMT 2025-CES3 891949AC3 - - 2,060,000 $2,099,089 $2,099,089 0.17 $2,084,497
OPEN Trust 2023-AIR B 8.201097% 15-NOV-2040, 7.99%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,095,153 $2,095,153 0.17 $2,080,002
LIFE 2022-BMR2 Mortgage Trust C 6.45622% 15-MAY-2039, 6.24%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,069,861 $2,069,861 0.17 $2,056,961
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,051,000 $2,051,000 0.17 $2,038,806
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.69839% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,047,536 $2,047,536 0.17 $2,038,125
LIFE 2022-BMR2 Mortgage Trust D 6.90501% 15-MAY-2039, 6.69%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,045,992 $2,045,992 0.17 $2,032,410
BX Trust 2021-BXMF G 7.827513% 15-OCT-2038, 7.61%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,045,228 $2,045,228 0.17 $2,031,046
FIGRE TRUST 2025-HE4 FLTG 2055 C, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,012,862 $2,041,589 $2,041,589 0.17 $2,027,225
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,040,094 $2,040,094 0.17 $2,029,778
GWT Commercial Mortgage Trust 2024-WLF2 E 8.00153% 15-MAY-2041, 7.79%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,028,274 $2,028,274 0.17 $2,014,061
CONE Trust 2024-DFW1 A 6.00483% 15-AUG-2041, 5.79%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,008,196 $2,008,196 0.17 $1,997,532
SMRT Commercial Mortgage Trust 2022-MINI F 7.7131% 15-JAN-2039, 7.50%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $2,004,260 $2,004,260 0.17 $1,990,386
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,003,595 $2,003,595 0.17 $1,998,368
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,899,616 $1,978,063 $1,978,063 0.16 $1,970,018
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,970,000 $1,970,428 $1,970,428 0.16 $1,962,908
BX Trust 2022-FOX2 D 6.47407% 15-APR-2039, 6.26%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,945,181 $1,945,181 0.16 $1,934,014
BX Commercial Mortgage Trust 2024-AIR2 C 6.60424% 15-OCT-2041, 6.39%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,932,972 $1,932,972 0.16 $1,921,720
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,884,207 $1,917,197 $1,917,197 0.16 $1,903,612
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,875,208 $1,909,161 $1,909,161 0.16 $1,895,308
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,872,118 $1,909,106 $1,909,106 0.16 $1,893,654
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,875,208 $1,908,882 $1,908,882 0.16 $1,895,498
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94503% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 1,875,914 $1,903,105 $1,903,105 0.16 $1,893,334
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,885,569 $1,885,569 0.16 $1,882,796
BX Trust 2024-BRBK B 8.2897% 15-OCT-2041, 8.07%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,868,141 $1,868,141 0.15 $1,854,525
SoFi Consumer Loan Program 2025-3 Trust D 5.35% 25-AUG-2034, 5.35%, 08/15/34 SCLP 2025-3 83390JAD4 - - 1,800,000 $1,815,483 $1,815,483 0.15 $1,808,528
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,772,305 $1,786,708 $1,786,708 0.15 $1,775,537
BXHPP Trust 2021-FILM C 5.578% 15-AUG-2036, 5.36%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,783,894 $1,783,894 0.15 $1,774,238
SBNA Auto Receivables Trust 2025-SF1 D 5.34% 15-MAY-2030, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,780,213 $1,780,213 0.15 $1,772,166
RCKT MORTGAGE TRUST 2025-CE 7.12% 34, 7.12%, 07/25/34 RCKTL 2025-1A 74939RAE1 - - 1,750,000 $1,777,505 $1,777,505 0.15 $1,770,236
Chase Auto Owner Trust 2025-1 C 4.93% 25-DEC-2030, 4.93%, 12/26/30 CHAOT 2025-1A 16145NAF8 - - 1,750,000 $1,772,784 $1,772,784 0.15 $1,767,751
RCKT MORTGAGE TRUST 2025-CE 5.42% 34, 5.42%, 07/25/34 RCKTL 2025-1A 74939RAD3 - - 1,750,000 $1,768,683 $1,768,683 0.15 $1,763,150
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,762,135 $1,762,135 0.15 $1,746,656
Gracie Point International Funding, Series 2024-1 B 6.45559% 01-MAR-2028, 6.46%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,731,427 $1,731,427 0.14 $1,727,099
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,697,230 $1,722,418 $1,722,418 0.14 $1,710,451
FIGRE TRUST 2025-HE4 5.408% 55, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,654,653 $1,684,218 $1,684,218 0.14 $1,673,033
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 $1,676,329 $1,676,329 0.14 $1,660,417
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,672,580 $1,672,580 0.14 $1,664,210
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,673,688 $1,671,877 $1,671,877 0.14 $1,666,995
UMBS TBA 30yr 4% October Delivery, 4.00%, 10/14/25 FNCL 01F0406A0 - - 1,738,000 $1,655,871 $1,655,871 0.14 $1,655,871
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49503% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,602,050 $1,630,820 $1,630,820 0.14 $1,621,815
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,568,936 $1,628,833 $1,628,833 0.14 $1,619,408
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.69839% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,628,050 $1,628,050 0.14 $1,621,500
Ally Bank Auto Credit-Linked Notes, Series 2025-A E 6.066% 15-JUN-2033, 6.07%, 06/15/33 ABCLN 2025-A 02007G5H2 - - 1,579,922 $1,596,107 $1,596,107 0.13 $1,587,247
BX Commercial Mortgage Trust 2024-WPT D 7.0528% 15-APR-2041, 6.84%, 03/15/34 BX 2024-WPT 05612JAG2 - - 1,580,000 $1,593,370 $1,593,370 0.13 $1,583,474
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,592,702 $1,592,702 0.13 $1,582,748
RCKT MORTGAGE TR 2025-CES8 A1A, 5.15%, 08/25/55 RCKT 2025-CES8 74939WAA8 - - 1,576,000 $1,592,104 $1,592,104 0.13 $1,581,962
FIGRE TRUST 2025 HE4 FLTG 2055 B, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,558,111 $1,583,179 $1,583,179 0.13 $1,572,257
Tronox Inc|9.125|09/30/2030, 9.12%, 09/30/30 TROX 897051AD0 - - 1,567,000 $1,567,000 $1,567,000 0.13 $1,567,000
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,559,413 $1,559,413 0.13 $1,556,467
COOPR Residential Mortgage Trust 2025-CES3|4.84|09/25/2060, 4.84%, 09/25/60 COOPR 2025-CES3 216926AA3 - - 1,553,643 $1,556,850 $1,556,850 0.13 $1,553,299
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,550,275 $1,550,275 0.13 $1,542,356
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 $1,545,555 $1,545,555 0.13 $1,536,681
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 $1,535,223 $1,535,223 0.13 $1,526,642
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,533,413 $1,533,413 0.13 $1,527,006
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 $1,519,965 $1,519,965 0.13 $1,511,337
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,518,481 $1,518,481 0.13 $1,504,820
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,488,750 $1,516,675 $1,516,675 0.13 $1,509,911
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 $1,512,475 $1,512,475 0.13 $1,510,710
JW Commercial Mortgage Trust 2024-MRCO C 6.75315% 15-JUN-2039, 6.54%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,510,678 $1,510,678 0.13 $1,501,682
RCKT Mortgage Trust 2025-CES7 A1B 5.478% 25-JUL-2055, 5.48%, 07/25/55 RCKT 2025-CES7 74943AAB8 - - 1,487,819 $1,510,504 $1,510,504 0.13 $1,500,316
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,509,348 $1,509,348 0.13 $1,457,392
BX Trust 2021-ARIA E 6.7225% 15-OCT-2036, 6.51%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,508,849 $1,508,849 0.13 $1,499,895
Gracie Point International Funding 2025-1 C 7.10034% 15-AUG-2028, 0.00%, 08/15/28 GPIF 2025-1A 38411WAC6 - - 1,500,000 $1,501,647 $1,501,647 0.12 $1,501,350
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 $1,482,054 $1,482,054 0.12 $1,466,316
LIFE 2021-BMR Mortgage Trust F 6.828% 15-MAR-2038, 6.61%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,479,602 $1,479,602 0.12 $1,470,605
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,472,544 $1,472,544 0.12 $1,467,558
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,424,315 $1,458,292 $1,458,292 0.12 $1,447,460
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,419,068 $1,450,418 $1,450,418 0.12 $1,444,525
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,432,568 $1,432,568 0.12 $1,425,730
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,425,110 $1,425,110 0.12 $1,425,110
Western Funding Auto Loan Trust 2025-1 C 5.34% 15-NOV-2035, 5.34%, 11/15/35 WEFUN 2025-1 958250AC6 - - 1,389,000 $1,416,290 $1,416,290 0.12 $1,409,903
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 A1_2020_1 6.69% 15-JUL-2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,593,018 $1,384,267 $1,384,267 0.11 $1,381,949
RCKT MORTGAGE TRUST 2025 5.24863% 55, 5.25%, 08/25/55 RCKT 2025-CES8 74939WAB6 - - 1,347,000 $1,361,503 $1,361,503 0.11 $1,352,666
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,349,162 $1,349,162 0.11 $1,325,834
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,316,167 $1,334,970 $1,334,970 0.11 $1,327,093
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,328,826 $1,328,826 0.11 $1,328,803
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,247,565 $1,323,410 $1,323,410 0.11 $1,314,499
BX Trust 2021-MFM1 E 6.728% 15-JAN-2034, 6.51%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,290,796 $1,290,796 0.11 $1,283,129
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,272,780 $1,286,101 $1,286,101 0.11 $1,277,278
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,250,358 $1,276,630 $1,276,630 0.11 $1,267,625
Great Wolf Trust 2024-WOLF C 6.7541% 15-MAR-2039, 6.54%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 1,260,000 $1,271,088 $1,271,088 0.11 $1,263,531
COMM 2024-WCL1 Mortgage Trust D 7.653% 17-JUN-2041, 7.65%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,252,635 $1,252,635 0.10 $1,244,140
COMM 2024-WCL1 Mortgage Trust C 7.253% 17-JUN-2041, 7.25%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,252,243 $1,252,243 0.10 $1,244,192
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 $1,239,918 $1,239,918 0.10 $1,233,262
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 $1,238,905 $1,238,905 0.10 $1,232,436
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,302,528 $1,230,513 $1,230,513 0.10 $1,225,629
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.84503% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,212,898 $1,220,025 $1,220,025 0.10 $1,212,889
DROP Mortgage Trust 2021-FILE A 5.628% 15-OCT-2043, 5.41%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,215,804 $1,215,804 0.10 $1,209,559
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34503% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,193,161 $1,213,072 $1,213,072 0.10 $1,205,604
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 $1,200,946 $1,200,946 0.10 $1,192,161
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,199,437 $1,199,437 0.10 $1,193,339
MTN Commercial Mortgage Trust 2022-LPFL D 7.3128% 15-MAR-2039, 7.10%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,186,985 $1,186,985 0.10 $1,179,354
Connecticut Avenue Securities, Series 2021-R02 2B1 7.64839% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,170,937 $1,170,937 0.10 $1,165,604
BX Trust 2024-CNYN C 6.30426% 15-APR-2041, 6.09%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,153,383 $1,160,021 $1,160,021 0.10 $1,153,424
Kioxia Holdings Corporation 6.625% 24-JUL-2033, 6.62%, 07/24/33 KIOXIA 49726JAB4 - - 1,074,000 $1,109,734 $1,109,734 0.09 $1,099,457
BX Trust 2024-VLT4 D 6.803152% 15-JUN-2041, 6.59%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,100,000 $1,107,289 $1,107,289 0.09 $1,100,644
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,098,167 $1,098,167 0.09 $1,096,216
Connecticut Avenue Securities Trust 2024-R05 2M1 5.34839% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,092,583 $1,095,729 $1,095,729 0.09 $1,092,158
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,057,414 $1,093,567 $1,093,567 0.09 $1,089,404
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,012,691 $1,091,591 $1,091,591 0.09 $1,083,496
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,052,354 $1,073,935 $1,073,935 0.09 $1,066,361
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,059,005 $1,059,005 0.09 $1,051,402
Connecticut Avenue Securities Trust 2025-R01 1M2 5.84839% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,058,155 $1,058,155 0.09 $1,054,387
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,055,351 $1,055,351 0.09 $1,048,462
LIFE 2021-BMR Mortgage Trust E 6.228% 15-MAR-2038, 6.01%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,046,668 $1,046,668 0.09 $1,040,862
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.39839% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,035,722 $1,046,233 $1,046,233 0.09 $1,042,183
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,040,991 $1,040,991 0.09 $1,033,749
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - - 1,000,000 $1,037,361 $1,037,361 0.09 $1,030,971
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 $1,034,797 $1,034,797 0.09 $1,015,901
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.99839% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,031,763 $1,031,763 0.09 $1,026,875
MHC Commercial Mortgage Trust 2021-MHC G 7.679442% 15-APR-2038, 7.47%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,027,800 $1,027,800 0.09 $1,020,844
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 $1,023,844 $1,023,844 0.08 $1,022,461
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,021,985 $1,021,985 0.08 $1,016,226
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 $1,019,882 $1,019,882 0.08 $1,008,300
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 $1,013,247 $1,013,247 0.08 $1,009,893
MTN Commercial Mortgage Trust 2022-LPFL F 9.655169% 15-MAR-2039, 9.45%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,009,785 $1,009,785 0.08 $1,001,208
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 998,505 $1,007,078 $1,007,078 0.08 $1,001,117
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.79839% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 990,000 $993,509 $993,509 0.08 $990,001
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 990,420 $974,887 $974,887 0.08 $969,935
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 942,709 $961,528 $961,528 0.08 $955,318
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $926,879 $926,879 0.08 $920,741
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $918,640 $918,640 0.08 $909,161
Alloya Auto Receivables Trust 2025-1 B 4.99% 25-MAR-2030, 4.99%, 03/25/30 ALLCU 2025-1A 01986QAJ7 - - 900,000 $917,674 $917,674 0.08 $915,054
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $916,446 $916,446 0.08 $909,563
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $915,915 $915,915 0.08 $908,979
Connecticut Avenue Securities, Series 2021-R02 2M2 6.34839% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 896,791 $907,837 $907,837 0.08 $904,357
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 892,212 $874,686 $874,686 0.07 $872,864
Homeward Opportunities Fund Trust 2025-RRTL2|5.237|09/25/2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 839,000 $842,041 $842,041 0.07 $841,553
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 803,030 $839,602 $839,602 0.07 $833,710
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 803,030 $827,270 $827,270 0.07 $823,338
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 797,102 $810,565 $810,565 0.07 $804,238
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $808,143 $808,143 0.07 $795,030
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 798,161 $803,135 $803,135 0.07 $800,667
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 $802,139 $802,139 0.07 $800,124
BXHPP Trust 2021-FILM A 5.128% 15-AUG-2036, 4.91%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $799,054 $799,054 0.07 $795,321
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78703% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 749,343 $796,350 $796,350 0.07 $792,326
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $795,067 $795,067 0.07 $789,971
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.14839% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 775,198 $775,035 $775,035 0.06 $772,122
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.09839% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 753,049 $774,368 $774,368 0.06 $771,101
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $764,160 $764,160 0.06 $759,665
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.94839% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 732,477 $746,592 $746,592 0.06 $743,034
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 $731,440 $731,440 0.06 $728,913
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 723,195 $727,774 $727,774 0.06 $724,196
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 703,158 $723,744 $723,744 0.06 $715,605
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $720,945 $720,945 0.06 $716,033
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 703,158 $720,046 $720,046 0.06 $713,840
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $708,417 $708,417 0.06 $704,264
Ally Bank Auto Credit-Linked Notes, Series 2025-A F 6.942% 15-JUN-2033, 6.94%, 06/15/33 ABCLN 2025-A 02007G5J8 - - 697,024 $706,761 $706,761 0.06 $702,288
LHOME MORTGAGE TR 2025-RTL3 A1, 5.24%, 08/25/40 LHOME 2025-RTL3 50205YAA1 - - 700,000 $705,983 $705,983 0.06 $703,437
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 687,610 $699,155 $699,155 0.06 $693,719
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 650,980 $660,223 $660,223 0.05 $655,301
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59503% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 600,769 $618,435 $618,435 0.05 $614,112
Gracie Point International Funding, Series 2024-1 D 11.50559% 01-MAR-2028, 11.51%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $605,194 $605,194 0.05 $602,509
Huntington Bank Auto Credit-Linked Notes, Series 2025-2 D 7.58666% 20-SEP-2033, 7.74%, 09/20/33 HACLN 2025-2 44644NAR0 - - 600,000 $604,017 $604,017 0.05 $600,535
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 587,752 $594,533 $594,533 0.05 $591,591
Connecticut Avenue Securities, Series 2021-R01 1M2 5.89839% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 589,498 $593,317 $593,317 0.05 $591,192
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 565,001 $588,667 $588,667 0.05 $583,854
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 580,092 $580,748 $580,748 0.05 $580,201
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $568,118 $568,118 0.05 $565,498
BX Trust 2022-FOX2 E 7.32227% 15-APR-2039, 7.11%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $547,866 $547,866 0.05 $544,311
Mello Warehouse Securitization Trust 2024-1 F 9.587% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $542,758 $542,758 0.05 $539,587
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $534,790 $534,790 0.04 $530,324
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $531,310 $531,310 0.04 $529,893
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 519,428 $528,374 $528,374 0.04 $525,568
Connecticut Avenue Securities Trust 2024-R01 1M2 6.14839% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $527,069 $527,069 0.04 $525,115
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $525,176 $525,176 0.04 $521,667
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 2.037333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $521,020 $521,020 0.04 $520,172
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $520,805 $520,805 0.04 $517,826
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 $517,362 $517,362 0.04 $514,623
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 $517,358 $517,358 0.04 $514,151
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $516,147 $516,147 0.04 $513,499
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $515,609 $515,609 0.04 $513,013
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $514,478 $514,478 0.04 $509,305
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,866 $512,866 0.04 $510,033
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $512,121 $512,121 0.04 $509,606
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $511,194 $511,194 0.04 $508,697
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,265 $506,265 0.04 $503,299
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,513 $504,513 0.04 $501,861
BX Commercial Mortgage Trust 2023-VLT3 C 7.8011% 15-NOV-2042, 7.80%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $503,883 $503,883 0.04 $500,416
Gracie Point International Funding, Series 2024-1 C 7.85559% 01-MAR-2028, 7.86%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,187 $502,187 0.04 $500,659
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $475,335 $475,335 0.04 $464,214
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 453,530 $468,865 $468,865 0.04 $466,494
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,000 $466,000 0.04 $462,706
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 443,526 $456,381 $456,381 0.04 $453,357
Santander Bank Auto Credit-Linked Notes, Series 2023-B F 12.24% 15-DEC-2033, 12.24%, 12/15/33 SBCLN 2023-B 80290CCF9 - - 427,294 $450,532 $450,532 0.04 $445,802
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 432,856 $437,269 $437,269 0.04 $434,367
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $431,660 $431,660 0.04 $428,928
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $426,614 $426,614 0.04 $407,530
Extended Stay America Trust 2021-ESH E 7.328% 15-JUL-2038, 7.11%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 421,638 $424,311 $424,311 0.04 $421,543
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $413,479 $413,479 0.03 $411,147
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.24%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,657 $405,657 0.03 $404,763
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78703% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 383,289 $398,579 $398,579 0.03 $396,755
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 - - 436,417 $396,701 $396,701 0.03 $396,005
BAMLL Re-REMIC Trust 2024-FRR4 E 1.099014% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $390,307 $390,307 0.03 $389,659
BAMLL Re-REMIC Trust 2024-FRR4 F 1.031285% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $388,998 $388,998 0.03 $388,389
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 $388,992 $388,992 0.03 $386,375
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.29839% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,545 $388,545 0.03 $387,072
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $369,312 $369,312 0.03 $366,885
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 356,889 $360,805 $360,805 0.03 $358,564
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $350,201 $350,201 0.03 $349,425
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 339,000 $349,877 $349,877 0.03 $346,156
Connecticut Avenue Securities Trust 2024-R02 1M2 6.14839% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,866 $334,866 0.03 $333,622
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $329,129 $329,129 0.03 $319,702
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,227 $326,227 0.03 $324,889
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,557 $322,557 0.03 $320,413
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 310,654 $315,135 $315,135 0.03 $312,605
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 311,998 $314,542 $314,542 0.03 $312,868
BX Commercial Mortgage Trust 2024-MF C 6.304% 15-FEB-2039, 6.09%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,984 $311,984 0.03 $310,249
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 $304,370 $304,370 0.03 $301,660
PRPM 2025-RCF3 LLC 5.25% 55, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $298,052 $298,052 0.02 $296,083
CSMC 2021-BHAR E 7.978% 15-NOV-2038, 7.77%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $296,137 $296,137 0.02 $294,011
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 290,772 $295,686 $295,686 0.02 $293,908
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.89839% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 299,093 $293,069 $293,069 0.02 $291,991
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 284,863 $290,866 $290,866 0.02 $289,150
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $258,666 $258,666 0.02 $258,666
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $257,238 $257,238 0.02 $255,565
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $256,549 $256,549 0.02 $253,539
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $253,584 $253,584 0.02 $252,121
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,530 $252,530 0.02 $250,639
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,152 $252,152 0.02 $250,470
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 $250,395 $250,395 0.02 $248,767
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $249,679 $249,679 0.02 $248,123
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 241,506 $245,262 $245,262 0.02 $244,144
BXHPP Trust 2021-FILM B 5.378% 15-AUG-2036, 5.16%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $235,410 $235,410 0.02 $234,216
RCKT Mortgage Trust 2025-CES6 A1A 5.472% 25-JUN-2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 230,790 $234,702 $234,702 0.02 $233,124
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 222,743 $224,743 $224,743 0.02 $224,060
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $217,923 $217,923 0.02 $217,065
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $206,349 $206,349 0.02 $204,459
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $205,886 $205,886 0.02 $204,254
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 179,114 $184,647 $184,647 0.02 $183,808
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $159,636 $159,636 0.01 $159,286
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 154,750 $156,645 $156,645 0.01 $155,764
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 198,766 $156,295 $156,295 0.01 $156,133
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 $152,301 $152,301 0.01 $151,699
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 135,556 $140,795 $140,795 0.01 $139,077
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $139,277 $139,277 0.01 $139,005
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 117,892 $119,905 $119,905 0.01 $119,040
Ginnie Mae REMIC Trust 2005-065 FA 4.61513% 20-AUG-2035, 4.60%, 08/20/35 GNR 2005-65 38374LL25 - - 104,902 $103,104 $103,104 0.01 $102,756
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $102,210 $102,210 0.01 $101,963
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $101,271 $101,271 0.01 $101,030
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 100,848 $100,785 $100,785 0.01 $100,479
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $96,576 $96,576 0.01 $96,333
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 86,040 $87,198 $87,198 0.01 $86,230
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 - - 76,091 $78,161 $78,161 0.01 $77,726
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,607 $77,607 0.01 $77,404
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 74,028 $73,979 $73,979 0.01 $73,624
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.99839% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 59,514 $60,036 $60,036 0.00 $59,818
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 45,538 $45,559 $45,559 0.00 $45,441
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 33,113 $33,594 $33,594 0.00 $33,470
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 31,676 $32,239 $32,239 0.00 $31,881
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 27,012 $26,920 $26,920 0.00 $26,876
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - - $5,358 $5,358 0.00 $0
Vertical Bridge CC Secured Tower Revenue Notes, Series 2020-2 B_2020_2 3.229% 15-SEP-2050, 3.24%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - - $2,045 $2,045 0.00 $0
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 1,413 $1,431 $1,431 0.00 $1,413
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - 882.00 $96,847,735 $0 0.00 $0
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - 455.00 $95,009,688 $0 0.00 $0
US 10YR NOTE (CBT)Dec25 DEC 25 TYZ5 FUTURES_USD - -132.00 $-14,977,875 $0 0.00 $0
US ULTRA BOND CBT Dec25 DEC 25 WNZ5 FUTURES_USD - -108.00 $-13,135,500 $0 0.00 $0
US 10yr Ultra Fut Dec25 DEC 25 UXYZ5 FUTURES_USD - -297.00 $-34,493,766 $0 0.00 $0
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 6900 ESU5C ESU5 INDEX $6,900.00 -26.00 $-8,607,950 $-260 0.00 $-260
US 5YR FUTR OPTN Oct25Call 111.75 FVV5C FVZ5 COMDTY $111.75 -456.00 $-50,070,938 $-456 0.00 $-456
US 5YR FUTR OPTN Oct25Put 106.25 FVV5P FVZ5 COMDTY $106.25 -456.00 $50,070,938 $-456 0.00 $-456
US 10YR FUT OPTN Oct25Put 109.5 TYV5P TYZ5 COMDTY $109.50 -605.00 $68,648,594 $-605 0.00 $-605
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 6010 ESU5P ESU5 INDEX $6,010.00 -26.00 $8,607,950 $-1,300 0.00 $-1,300
GOLD FUT OPT(CMX) Oct25P 3000 3000 GCV5P GCV5 COMDTY $3,000.00 -128.00 $46,813,440 $-2,560 0.00 $-2,560
US 10YR FUT OPTN Oct25C 115 115 TYV5C TYZ5 COMDTY $115.00 -605.00 $-68,648,594 $-18,906 0.00 $-18,906
GOLD FUT OPT(CMX) Oct25C 3700 3700 GCV5C GCV5 COMDTY $3,700.00 -128.00 $-46,813,440 $-430,080 -0.04 $-430,080
UMBS TBA 30yr 2.5% October Delivery, 2.50%, 10/14/25 FNCL 01F0226A8 - - -44,565,000 $-37,940,056 $-37,940,056 -3.15 $-37,940,056
SEGREGATED CASH SEGCASH - $0.00 5,280,000 $5,280,000 $5,280,000 0.44 $5,280,000
US DOLLARS USD MD_142224 - - -157,075,066 $-157,075,066 $-157,075,066 -13.03 $-157,075,066
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,431,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,185,938 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,312,500 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,264,062 $0 0.00 $0
Janus Henderson AAA CLO ETF 01/23/26 - 47103U845 $50.74 133,100 $6,746,839 $-6,655 0.00 $-6,655
Janus Henderson AAA CLO ETF 01/23/26 JAAA US 47103U845 $50.72 920,527 $46,661,514 $-24,670 0.00 $-24,670
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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