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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of February 21, 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% March Delivery, 5.50%, 03/13/25 FNCL 01F052631 - - 95,815,000 $95,210,120 $95,210,120 14.74 $95,210,120
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - 58,188,000 $59,784,097 $59,784,097 9.25 $59,784,097
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 618,038 $31,439,593 $31,439,593 4.86 $31,439,593
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 623,095 $30,687,429 $30,687,429 4.74 $30,687,429
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - 27,479,000 $26,751,191 $26,751,191 4.13 $26,751,191
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/13/25 FNCL 01F032633 - - 29,730,000 $26,550,079 $26,550,079 4.10 $26,550,079
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/13/25 FNCL 01F040636 - - 25,449,000 $23,475,481 $23,475,481 3.64 $23,475,481
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - 17,605,000 $17,804,113 $17,804,113 2.76 $17,804,113
Federal Home Loan Banks|5.43293|12/25/2054, 5.43%, 12/25/54 STRU GS-2881 BCCY1WHF3 - - 13,365,519 $13,369,482 $13,369,482 2.07 $13,363,431
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.98763|02/25/2045, 5.99%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 8,814,815 $8,832,619 $8,832,619 1.37 $8,823,823
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,910,000 $7,966,467 $7,966,467 1.23 $7,937,898
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,658,000 $6,384,725 $6,384,725 0.99 $6,345,517
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.97039% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,290,580 $6,290,580 0.97 $6,261,550
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,544,730 $5,596,368 $5,596,368 0.87 $5,567,083
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,315,749 $5,408,683 $5,408,683 0.84 $5,377,004
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,328,886 $5,328,886 0.83 $5,323,174
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,225,661 $5,225,661 0.81 $5,194,664
United States of America|5.58548|02/25/2055, 5.59%, 02/25/55 STRU JP-6434 BCCY1KPR4 - - 5,090,000 $5,091,574 $5,091,574 0.79 $5,089,205
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,838,246 $4,993,512 $4,993,512 0.77 $4,968,231
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,931,406 $4,931,406 0.76 $4,869,046
BX Commercial Mortgage Trust 2024-MF D 6.99606% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,760,148 $4,760,148 0.74 $4,753,704
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,735,798 $4,735,798 0.73 $4,727,417
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,559,000 $4,637,502 $4,637,502 0.72 $4,628,655
Great Wolf Trust 2024-WOLF D 7.20186% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,457,911 $4,457,911 0.69 $4,451,719
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15098% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 4,374,435 $4,441,841 $4,441,841 0.69 $4,420,913
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 $4,333,649 $4,333,649 0.67 $4,282,045
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 $4,322,129 $4,322,129 0.67 $4,319,900
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,159,963 $4,159,963 0.64 $4,155,919
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 4,000,000 $4,080,996 $4,080,996 0.63 $4,070,825
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 3,985,000 $4,000,864 $4,000,864 0.62 $3,981,227
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,958,297 $3,995,043 $3,995,043 0.62 $3,961,925
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,819,046 $3,959,733 $3,959,733 0.61 $3,942,490
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,776,354 $3,776,354 0.58 $3,760,110
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 $3,762,274 $3,762,274 0.58 $3,736,933
BMP Commercial Mortgage Trust 2024-MF23 D 6.69673% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,757,846 $3,757,846 0.58 $3,751,568
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.09%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 3,672,000 $3,671,639 $3,671,639 0.57 $3,665,127
FREMF 2023-K511 Mortgage Trust C 5.634619% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,655,713 $3,655,713 0.57 $3,622,532
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,502,336 $3,521,362 $3,521,362 0.55 $3,506,431
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/13/25 FNCL 01F042632 - - 3,680,000 $3,498,274 $3,498,274 0.54 $3,498,274
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45098% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,485,276 $3,485,276 0.54 $3,465,735
DBGS 2018-BIOD Mortgage Trust E 6.30801% 15-MAY-2035, 6.30%, 05/15/35 DBGS 2018-BIOD 23306GAJ6 - - 3,525,000 $3,482,398 $3,482,398 0.54 $3,478,016
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,440,690 $3,440,690 0.53 $3,417,280
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 3,250,000 $3,412,169 $3,412,169 0.53 $3,393,315
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,320,328 $3,354,373 $3,354,373 0.52 $3,338,861
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,310,141 $3,316,049 $3,316,049 0.51 $3,290,913
Galaxy Senior Participation Interest Trust 1|2.625|07/31/2026, 2.62%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,217,950 $3,217,950 0.50 $3,209,105
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 43789GAA9 - - 3,175,000 $3,195,957 $3,195,957 0.50 $3,181,696
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,155,420 $3,155,420 0.49 $3,141,119
BX Trust 2024-VLT4 E 7.195644% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,126,563 $3,126,563 0.48 $3,122,184
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,109,798 $3,109,798 0.48 $3,092,189
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40101% 15-AUG-2041, 7.40%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,097,197 $3,097,197 0.48 $3,092,739
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,092,129 $3,092,129 0.48 $3,075,232
BX Trust 2021-ARIA F 7.0145% 15-OCT-2036, 7.02%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,085,519 $3,085,519 0.48 $3,081,906
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/13/25 FNCL 01F030637 - - 3,590,000 $3,081,164 $3,081,164 0.48 $3,081,164
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35098% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,054,777 $3,054,777 0.47 $3,039,958
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.12%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 3,023,746 $3,034,755 $3,034,755 0.47 $3,029,981
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,029,479 $3,029,479 0.47 $3,015,360
SoFi Consumer Loan Program 2025-1 Trust|5.72|02/27/2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $3,002,229 $3,002,229 0.47 $2,999,846
SWCH Commercial Mortgage Trust 2025-DATA E 7.64755% 15-MAR-2042, 7.65%, 03/15/42 SWCH 2025-DATA 78489CAE9 - - 3,000,000 $2,995,452 $2,995,452 0.46 $2,991,629
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,868,542 $2,868,542 0.44 $2,861,802
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 $2,864,269 $2,864,269 0.44 $2,833,399
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,804,797 $2,851,351 $2,851,351 0.44 $2,826,381
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,975,313 $2,827,423 $2,827,423 0.44 $2,819,612
BX Trust 2025-ROIC E 7.24129% 15-MAR-2027, 7.24%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,780,260 $2,780,260 0.43 $2,780,260
Finance Of America Structured Securities Trust Series 2025-S1|3.5|02/25/2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,900,000 $2,729,871 $2,729,871 0.42 $2,728,743
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 $2,725,457 $2,725,457 0.42 $2,711,199
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,718,358 $2,718,358 0.42 $2,714,039
CAMB Commercial Mortgage Trust 2019-LIFE D 6.359% 15-DEC-2037, 6.36%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,665,452 $2,665,452 0.41 $2,662,629
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,660,730 $2,660,730 0.41 $2,657,614
BX Trust 2024-BIO C 6.95186% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,616,722 $2,616,722 0.41 $2,613,652
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,612,239 $2,612,239 0.40 $2,607,502
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,571,488 $2,571,488 0.40 $2,561,733
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,550,197 $2,550,197 0.40 $2,536,683
Fhlmc Stacr 2022-Dna1 12.42039% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,549,376 $2,549,376 0.39 $2,528,446
WB Commercial Mortgage Trust 2024-HQ C 6.443089% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,532,602 $2,532,602 0.39 $2,521,208
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,529,175 $2,529,175 0.39 $2,525,068
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,527,646 $2,527,646 0.39 $2,523,690
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,524,241 $2,524,241 0.39 $2,522,488
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 5.811148% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,522,277 $2,522,277 0.39 $2,512,001
EFMT 2025-CES1|5.877|01/25/2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,500,000 $2,520,506 $2,520,506 0.39 $2,511,119
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.08%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,518,989 $2,518,989 0.39 $2,504,626
BX Commercial Mortgage Trust 2024-AIRC D 7.40123% 15-AUG-2041, 7.40%, 08/15/39 BX 2024-AIRC 12433CAG0 - - 2,500,000 $2,513,338 $2,513,338 0.39 $2,509,743
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,767,500 $2,509,846 $2,509,846 0.39 $2,499,020
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,500,508 $2,500,508 0.39 $2,497,918
COLT 2025-INV2 Mortgage Loan Trust|5.803|02/25/2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 2,459,695 $2,473,701 $2,473,701 0.38 $2,464,582
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.9731% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,419,598 $2,427,064 $2,427,064 0.38 $2,425,196
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,404,425 $2,404,425 0.37 $2,400,854
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,392,025 $2,392,025 0.37 $2,384,190
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,367,226 $2,367,226 0.37 $2,363,267
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,345,333 $2,345,333 0.36 $2,333,171
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,338,940 $2,338,940 0.36 $2,329,660
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,334,549 $2,334,549 0.36 $2,331,808
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35098% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,329,808 $2,329,808 0.36 $2,310,827
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 8.07039% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,326,572 $2,326,572 0.36 $2,314,145
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,216,174 $2,308,060 $2,308,060 0.36 $2,295,546
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 2,285,478 $2,244,102 $2,244,102 0.35 $2,227,447
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45098% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 2,200,848 $2,235,275 $2,235,275 0.35 $2,224,232
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,230,567 $2,230,567 0.35 $2,219,694
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,320,074 $2,224,343 $2,224,343 0.34 $2,218,253
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,112,855 $2,158,653 $2,158,653 0.33 $2,138,114
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5231% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 2,110,905 $2,135,851 $2,135,851 0.33 $2,134,093
LIFE 2022-BMR2 Mortgage Trust C 6.40498% 15-MAY-2039, 6.40%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,129,404 $2,129,404 0.33 $2,126,604
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70098% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,082,774 $2,082,774 0.32 $2,070,456
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 2,022,973 $2,077,557 $2,077,557 0.32 $2,067,069
BX Commercial Mortgage Trust 2021-VINO E 6.37833% 15-MAY-2038, 6.37%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,067,724 $2,067,724 0.32 $2,065,162
Gracie Point International Funding, Series 2023-1 D 9.43146% 01-SEP-2026, 9.43%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,056,824 $2,056,824 0.32 $2,012,810
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 2,033,084 $2,045,765 $2,045,765 0.32 $2,043,347
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.97648% 27-SEP-2052, 0.98%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,039,829 $2,039,829 0.32 $2,036,349
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 $2,031,225 $2,031,225 0.31 $2,026,390
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,021,316 $2,021,316 0.31 $2,018,672
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,972,895 $2,021,159 $2,021,159 0.31 $2,018,395
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,020,241 $2,020,241 0.31 $2,012,767
CONE Trust 2024-DFW1 A 5.95359% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,009,448 $2,009,448 0.31 $2,007,464
BX Commercial Mortgage Trust 2024-AIR2 C 6.54724% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 2,000,000 $2,005,567 $2,005,567 0.31 $2,003,383
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,005,476 $2,005,476 0.31 $2,002,481
BX Commercial Mortgage Trust 2024-WPT D 6.99594% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,002,235 $2,002,235 0.31 $1,999,901
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95029% 15-MAY-2041, 7.95%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,995,938 $1,995,938 0.31 $1,993,288
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,980,727 $1,980,727 0.31 $1,978,584
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,974,233 $1,974,233 0.31 $1,966,393
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,948,991 $1,966,370 $1,966,370 0.30 $1,950,185
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,980,000 $1,956,108 $1,956,108 0.30 $1,953,914
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,943,532 $1,943,532 0.30 $1,930,411
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,900,000 $1,924,843 $1,924,843 0.30 $1,911,860
SMRT Commercial Mortgage Trust 2022-MINI F 7.66186% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,919,159 $1,919,159 0.30 $1,916,573
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 $1,893,715 $1,893,715 0.29 $1,888,513
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,883,990 $1,883,990 0.29 $1,880,772
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,875,186 $1,875,186 0.29 $1,870,933
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,847,010 $1,847,010 0.29 $1,845,214
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90098% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,839,025 $1,839,025 0.28 $1,828,394
BX Trust 2019-OC11 E 3.94399% 09-DEC-2041, 3.94%, 12/09/41 BX 2019-OC11 05606FAN3 - - 2,000,000 $1,815,840 $1,815,840 0.28 $1,810,800
BX Commercial Mortgage Trust 2024-XL5 D 7.00166% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,815,877 $1,815,610 $1,815,610 0.28 $1,813,491
COLT 2025-INV2 Mortgage Loan Trust|5.954|02/25/2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 1,804,017 $1,813,979 $1,813,979 0.28 $1,807,117
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,764,511 $1,798,318 $1,798,318 0.28 $1,796,282
Gracie Point International Funding, Series 2024-1 B 7.03146% 01-MAR-2028, 7.01%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,756,469 $1,756,469 0.27 $1,728,252
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,733,973 $1,742,146 $1,742,146 0.27 $1,740,216
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 $1,722,298 $1,722,298 0.27 $1,720,885
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,750,000 $1,711,168 $1,711,168 0.27 $1,704,120
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 $1,677,174 $1,677,174 0.26 $1,658,433
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 1,672,907 $1,673,861 $1,673,861 0.26 $1,661,313
COMM 2024-WCL1 Mortgage Trust A 6.154% 17-JUN-2041, 6.15%, 06/15/41 COMM 2024-WCL 20047DAA2 - - 1,670,000 $1,666,887 $1,666,887 0.26 $1,665,175
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,647,275 $1,660,483 $1,660,483 0.26 $1,658,277
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,650,233 $1,650,233 0.26 $1,647,803
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70098% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,631,339 $1,631,339 0.25 $1,623,000
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,590,287 $1,590,287 0.25 $1,579,352
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 $1,570,829 $1,570,829 0.24 $1,570,155
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05098% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 1,563,039 $1,570,765 $1,570,765 0.24 $1,563,934
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,569,144 $1,569,144 0.24 $1,567,612
LIFE 2022-BMR2 Mortgage Trust D 6.85377% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 1,665,000 $1,563,497 $1,563,497 0.24 $1,561,280
Connecticut Avenue Securities Trust 2022-R02 8.32039% 25-JAN-2042, 7.35%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,500,000 $1,553,576 $1,553,576 0.24 $1,545,000
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,553,355 $1,553,355 0.24 $1,550,126
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 $1,546,680 $1,546,680 0.24 $1,544,104
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.3731% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,538,967 $1,543,954 $1,543,954 0.24 $1,542,526
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,532,360 $1,532,360 0.24 $1,525,618
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 $1,530,665 $1,530,665 0.24 $1,526,547
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 $1,528,935 $1,528,935 0.24 $1,526,444
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 1,519,043 $1,528,410 $1,528,410 0.24 $1,519,125
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 $1,515,336 $1,515,336 0.23 $1,512,831
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,504,290 $1,514,446 $1,514,446 0.23 $1,502,164
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,512,319 $1,512,319 0.23 $1,507,803
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,433,908 $1,511,420 $1,511,420 0.23 $1,509,477
JW Commercial Mortgage Trust 2024-MRCO C 6.70191% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,502,611 $1,502,611 0.23 $1,500,936
BX Trust 2021-ARIA E 6.6655% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,498,273 $1,498,273 0.23 $1,496,606
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,485,960 $1,485,960 0.23 $1,484,914
BX Trust 2024-CNYN D 7.00195% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 1,479,245 $1,483,898 $1,483,898 0.23 $1,481,886
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80098% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 1,468,429 $1,479,849 $1,479,849 0.23 $1,473,224
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 $1,478,816 $1,478,816 0.23 $1,460,280
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,473,748 $1,473,748 0.23 $1,428,718
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,467,616 $1,467,616 0.23 $1,465,940
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40098% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,446,271 $1,466,240 $1,466,240 0.23 $1,459,297
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,459,042 $1,459,042 0.23 $1,445,178
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,432,392 $1,432,392 0.22 $1,422,949
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 78485GAL8 - - 1,397,375 $1,431,909 $1,431,909 0.22 $1,393,179
DBGS 2018-BIOD Mortgage Trust F 6.60801% 15-MAY-2035, 6.60%, 05/15/35 DBGS 2018-BIOD 23306GAL1 - - 1,417,500 $1,394,513 $1,394,513 0.22 $1,392,694
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,345,535 $1,355,361 $1,355,361 0.21 $1,353,866
CF Hippolyta Net-Lease Mortgage Notes, Series 2020-1 B1_2020_1 2.28% 15-JUL-2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 $1,345,221 $1,345,221 0.21 $1,344,439
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.48763|02/25/2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 1,330,000 $1,332,184 $1,332,184 0.21 $1,330,967
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,305,874 $1,305,874 0.20 $1,287,434
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 $1,287,949 $1,287,949 0.20 $1,285,492
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 1,250,000 $1,283,836 $1,283,836 0.20 $1,281,386
BX Trust 2021-MFM1 E 6.676% 15-JAN-2034, 6.67%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,275,625 $1,275,625 0.20 $1,273,961
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,238,347 $1,272,126 $1,272,126 0.20 $1,265,625
BX Trust 2024-CNYN C 6.25302% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,269,920 $1,269,920 0.20 $1,268,380
COMM 2024-WCL1 Mortgage Trust D 7.602% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,249,498 $1,249,498 0.19 $1,247,915
COMM 2024-WCL1 Mortgage Trust C 7.202% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,246,364 $1,246,364 0.19 $1,244,864
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60098% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,244,582 $1,244,582 0.19 $1,234,935
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,240,303 $1,240,303 0.19 $1,240,303
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 $1,231,715 $1,231,715 0.19 $1,229,837
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 $1,226,024 $1,226,024 0.19 $1,224,091
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,205,873 $1,205,873 0.19 $1,198,033
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,204,190 $1,204,190 0.19 $1,204,179
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 $1,202,221 $1,202,221 0.19 $1,199,670
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.58%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,193,158 $1,193,158 0.18 $1,191,997
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 8.62039% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,185,105 $1,185,105 0.18 $1,178,315
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,171,746 $1,171,746 0.18 $1,170,323
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B1 8.10098% 25-DEC-2041, 8.10%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 1,035,000 $1,077,746 $1,077,746 0.17 $1,071,225
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,054,632 $1,059,864 $1,059,864 0.16 $1,055,363
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00098% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,049,346 $1,049,346 0.16 $1,043,123
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95098% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 1,022,823 $1,046,524 $1,046,524 0.16 $1,040,425
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,043,206 $1,043,206 0.16 $1,042,125
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 $1,041,985 $1,041,985 0.16 $1,040,130
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,036,976 $1,036,976 0.16 $1,034,768
First Quantum Minerals Ltd|8|03/01/2033, 8.00%, 03/01/33 FMCN 335934AW5 - - 1,025,000 $1,035,473 $1,035,473 0.16 $1,035,473
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 $1,033,755 $1,033,755 0.16 $1,030,527
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,032,281 $1,032,281 0.16 $1,030,533
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 $1,031,362 $1,031,362 0.16 $1,028,000
Toorak Mortgage Trust 2024-2 A1 6.329% 25-OCT-2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 1,024,000 $1,026,759 $1,026,759 0.16 $1,021,898
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,018,947 $1,018,947 0.16 $1,017,556
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 $1,012,377 $1,012,377 0.16 $1,007,745
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 993,583 $1,010,651 $1,010,651 0.16 $1,001,362
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,006,187 $1,006,187 0.16 $1,004,187
BX Commercial Mortgage Trust 2024-AIR2 D 7.09645% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 1,000,000 $1,003,689 $1,003,689 0.16 $1,002,506
Mercury Financial Credit Card Master Trust Series 2023-1 A 8.04% 20-SEP-2027, 8.04%, 09/20/27 MFCC 2023-1A 58940BAR7 - - 1,000,000 $1,001,674 $1,001,674 0.16 $1,000,780
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,001,032 $1,001,032 0.16 $999,735
BX Trust 2024-VLT4 D 6.746292% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $999,029 $999,029 0.15 $997,718
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 7.32039% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $957,346 $957,346 0.15 $952,697
PRPM 2024-RPL1 A2 4.280906% 25-DEC-2064, 4.16%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 1,000,000 $949,284 $949,284 0.15 $943,166
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 1,000,000 $945,252 $945,252 0.15 $943,063
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $931,458 $931,458 0.14 $929,444
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 889,870 $917,707 $917,707 0.14 $916,702
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $915,562 $915,562 0.14 $913,780
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 951,540 $914,718 $914,718 0.14 $912,221
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 889,870 $907,447 $907,447 0.14 $906,776
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $907,390 $907,390 0.14 $904,638
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 923,244 $905,963 $905,963 0.14 $902,020
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $903,513 $903,513 0.14 $901,515
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 881,962 $897,062 $897,062 0.14 $888,850
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 889,154 $895,358 $895,358 0.14 $894,624
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15098% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 852,799 $861,580 $861,580 0.13 $857,356
BX Trust 2024-BRBK A 7.1915% 15-OCT-2041, 7.19%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $855,195 $855,195 0.13 $854,176
BX Trust 2024-BRBK B 8.23846% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $854,918 $854,918 0.13 $853,750
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.77848% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 807,006 $850,089 $850,089 0.13 $844,581
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $847,028 $847,028 0.13 $844,133
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 829,028 $843,334 $843,334 0.13 $838,429
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 829,028 $840,749 $840,749 0.13 $837,010
Angel Oak Mortgage Trust 2025-2|5.941|02/25/2070, 5.94%, 02/25/70 AOMT 2025-2 03466QAC7 - - 820,000 $822,106 $822,106 0.13 $818,993
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 817,608 $814,008 $814,008 0.13 $813,379
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6231% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 791,589 $812,341 $812,341 0.13 $811,497
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $809,356 $809,356 0.13 $800,972
Connectict Ave Sec Tr 2024-R03 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $803,002 $803,002 0.12 $799,142
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 790,225 $800,990 $800,990 0.12 $793,953
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $794,407 $794,407 0.12 $791,418
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $771,767 $771,767 0.12 $770,287
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $758,179 $758,179 0.12 $756,874
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 750,000 $757,365 $757,365 0.12 $756,210
CENT Trust 2023-CITY B 7.46186% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $750,147 $750,147 0.12 $749,060
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 724,706 $741,706 $741,706 0.11 $740,511
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90098% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 726,208 $732,513 $732,513 0.11 $729,180
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $722,716 $722,716 0.11 $722,716
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $716,033 $716,033 0.11 $714,607
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 $713,497 $713,497 0.11 $713,108
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $710,592 $710,592 0.11 $709,386
Great Wolf Trust 2024-WOLF C 6.70286% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $702,476 $702,476 0.11 $701,565
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 695,468 $701,490 $701,490 0.11 $700,912
Mercury Financial Credit Card Master Trust Series 2023-1 B 9.59% 20-SEP-2027, 9.59%, 09/20/27 MFCC 2023-1A 58940BAS5 - - 690,000 $691,596 $691,596 0.11 $690,860
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 685,000 $685,588 $685,588 0.11 $684,879
Saluda Grade Alternative Mortgage Trust 2023-FIG3 C 8.948% 25-AUG-2053, 8.95%, 08/25/53 GRADE 79582AAC1 - - 646,946 $674,176 $674,176 0.10 $665,653
Gracie Point International Funding, Series 2024-1 D 12.08146% 01-MAR-2028, 12.06%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $617,416 $617,416 0.10 $600,526
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 568,894 $581,342 $581,342 0.09 $580,592
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.846333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $570,405 $570,405 0.09 $570,275
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,561 $567,561 0.09 $564,193
BX Trust 2022-FOX2 E 7.26541% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 563,956 $561,827 $561,827 0.09 $561,144
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 549,477 $554,227 $554,227 0.09 $553,559
Angel Oak Mortgage Trust 2025-2|5.789|02/25/2070, 5.79%, 02/25/70 AOMT 2025-2 03466QAB9 - - 550,000 $550,776 $550,776 0.09 $548,742
Mello Warehouse Securitization Trust 2024-1 F 9.564% 25-OCT-2057, 9.56%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $549,909 $549,909 0.09 $545,879
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 523,935 $529,222 $529,222 0.08 $526,889
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15098% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $528,208 $528,208 0.08 $525,721
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $524,695 $524,695 0.08 $522,594
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $522,993 $522,993 0.08 $522,534
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $520,691 $520,691 0.08 $519,394
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $516,022 $516,022 0.08 $515,003
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $513,340 $513,340 0.08 $512,545
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,079 $512,079 0.08 $511,256
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 - - 502,487 $511,685 $511,685 0.08 $508,937
Gracie Point International Funding, Series 2024-1 C 8.43146% 01-MAR-2028, 8.41%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $511,684 $511,684 0.08 $501,867
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $509,734 $509,734 0.08 $508,980
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $508,448 $508,448 0.08 $507,574
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $508,193 $508,193 0.08 $507,424
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 $508,026 $508,026 0.08 $507,395
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $507,604 $507,604 0.08 $506,874
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $507,566 $507,566 0.08 $506,704
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 $505,360 $505,360 0.08 $504,867
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $504,910 $504,910 0.08 $504,140
WB Commercial Mortgage Trust 2024-HQ D 7.476747% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $504,875 $504,875 0.08 $502,231
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 500,000 $503,890 $503,890 0.08 $502,955
BX Commercial Mortgage Trust 2023-VLT3 C 7.74986% 15-NOV-2042, 7.74%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $503,886 $503,886 0.08 $503,133
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $503,746 $503,746 0.08 $503,021
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.24624% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $501,314 $501,314 0.08 $500,459
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $463,426 $463,426 0.07 $462,470
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 444,956 $450,079 $450,079 0.07 $447,585
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 441,959 $444,666 $444,666 0.07 $444,092
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 435,802 $443,302 $443,302 0.07 $442,376
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10098% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 426,400 $439,622 $439,622 0.07 $437,267
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.27%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 438,224 $439,579 $439,579 0.07 $438,960
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.77848% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 412,784 $429,623 $429,623 0.07 $427,127
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $425,198 $425,198 0.07 $424,405
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 402,835 $425,094 $425,094 0.07 $405,523
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 - - 458,873 $414,110 $414,110 0.06 $413,997
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,373 $411,373 0.06 $410,696
Hudson's Bay Simon JV Trust 2015-HBS C7 5.169764% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $405,060 $405,060 0.06 $403,709
OPEN Trust 2023-AIR B 8.149857% 15-NOV-2040, 8.15%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 400,000 $402,453 $402,453 0.06 $401,909
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25098% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $402,164 $402,164 0.06 $399,844
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 394,579 $400,373 $400,373 0.06 $399,934
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30098% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,803 $388,803 0.06 $386,928
Rain City Mortgage Trust 2024-RTL1 A1 6.53% 25-SEP-2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 381,000 $383,363 $383,363 0.06 $381,497
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $381,611 $381,611 0.06 $380,422
Celanese Corporation CE US 150870103 - - 7,169 $378,236 $378,236 0.06 $378,236
BAMLL Re-REMIC Trust 2024-FRR4 E 1.23677% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $376,823 $376,823 0.06 $376,057
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 $376,335 $376,335 0.06 $375,933
BAMLL Re-REMIC Trust 2024-FRR4 F 1.160551% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $373,364 $373,364 0.06 $372,645
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 370,215 $373,243 $373,243 0.06 $372,814
BRAVO Residential Funding Trust 2023-NQM3 A3 4.85% 25-SEP-2062, 4.85%, 09/25/62 BRAVO 2023-NQM3 10568EAC6 - - 346,137 $341,641 $341,641 0.05 $339,170
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15098% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $336,448 $336,448 0.05 $334,863
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $327,583 $327,583 0.05 $325,862
Libra Solutions 2023-1 A 7.0% 15-FEB-2035, 7.00%, 02/15/35 OASIS 2023-1A 53161DAA3 - - 322,464 $323,048 $323,048 0.05 $322,672
Franco-Nevada Corporation FNV US 351858105 - - 2,299 $318,848 $318,848 0.05 $318,848
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $318,071 $318,071 0.05 $310,017
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $315,072 $315,072 0.05 $315,072
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 309,220 $311,476 $311,476 0.05 $311,021
BX Commercial Mortgage Trust 2024-MF C 6.24714% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $310,734 $310,734 0.05 $310,358
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $306,141 $306,141 0.05 $305,518
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 297,800 $303,456 $303,456 0.05 $301,703
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 $302,178 $302,178 0.05 $301,391
CHASE Mortgage Reference Notes Series 2021-Cl1 6.87039% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 315,748 $301,432 $301,432 0.05 $299,983
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 284,505 $288,988 $288,988 0.04 $288,712
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 $258,105 $258,105 0.04 $257,619
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $255,105 $255,105 0.04 $254,556
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $253,743 $253,743 0.04 $253,255
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 257,649 $253,493 $253,493 0.04 $252,478
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $253,221 $253,221 0.04 $252,705
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 250,000 $252,052 $252,052 0.04 $251,566
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $251,821 $251,821 0.04 $251,396
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 252,324 $249,529 $249,529 0.04 $249,404
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $245,357 $245,357 0.04 $244,905
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 $243,910 $243,910 0.04 $243,438
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $239,885 $239,885 0.04 $239,663
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 - - 234,568 $238,151 $238,151 0.04 $237,858
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 226,261 $225,842 $225,842 0.03 $225,705
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $203,491 $203,491 0.03 $203,017
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $202,180 $202,180 0.03 $201,631
BX Trust 2022-FOX2 D 6.41721% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 198,576 $197,304 $197,304 0.03 $197,091
DBGS 2018-BIOD Mortgage Trust D 5.90801% 15-MAY-2035, 5.90%, 05/15/35 DBGS 2018-BIOD 23306GAG2 - - 187,500 $185,842 $185,842 0.03 $185,627
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.77%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $174,813 $174,813 0.03 $174,617
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 219,923 $171,535 $171,535 0.03 $171,295
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 158,979 $167,810 $167,810 0.03 $161,513
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $152,752 $152,752 0.02 $152,286
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 $150,282 $150,282 0.02 $150,189
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 143,539 $143,103 $143,103 0.02 $143,038
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 $138,921 $138,921 0.02 $138,503
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 - - 125,622 $129,826 $129,826 0.02 $128,836
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 123,384 $129,098 $129,098 0.02 $120,507
Angel Oak Mortgage Trust 2024-3 A3 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAC7 - - 125,031 $122,291 $122,291 0.02 $121,408
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 114,359 $113,423 $113,423 0.02 $113,137
Ginnie Mae REMIC Trust 2005-065 FA 4.5632% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 115,546 $113,306 $113,306 0.02 $113,247
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 110,412 $109,593 $109,593 0.02 $109,532
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 112,791 $109,076 $109,076 0.02 $108,703
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 106,129 $108,044 $108,044 0.02 $107,866
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,317 $99,317 0.02 $98,995
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $98,537 $98,537 0.02 $98,206
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 85,101 $86,075 $86,075 0.01 $85,635
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00098% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 82,390 $83,368 $83,368 0.01 $82,984
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,203 $77,203 0.01 $76,932
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 56,714 $56,774 $56,774 0.01 $56,724
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 04/15/25 USAUT 2022-1A 90355FAA6 - - 41,042 $40,841 $40,841 0.01 $40,813
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 32,039 $32,135 $32,135 0.00 $32,094
Affirm Asset Securitization Trust 2023-X1 A 7.11% 15-NOV-2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 16,835 $16,877 $16,877 0.00 $16,857
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - 228.00 $24,355,031 $0 0.00 $0
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 678.00 $139,514,391 $0 0.00 $0
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -141.00 $-15,465,938 $0 0.00 $0
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -156.00 $-17,576,812 $0 0.00 $0
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - -25,000 $-25,686 $-25,686 0.00 $-25,686
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/13/25 FNCL 01F022634 - - -44,565,000 $-36,663,091 $-36,663,091 -5.68 $-36,663,091
SEGREGATED CASH SEGCASH - $0.00 2,316,612 $2,316,612 $2,316,612 0.36 $2,316,612
US DOLLARS USD MD_142224 - - -200,595,836 $-200,595,836 $-200,595,836 -31.07 $-200,595,836
Three-Month SOFR Futures DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,125,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,045,312 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,051,562 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,054,688 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,833,980 $-1,540 0.00 $-1,540
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,152,625 $-14,514 0.00 $-14,514
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,224,511 $-21,760 0.00 $-21,760
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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