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Securitized Income ETF Holdings

Full Portfolio Holdings

(As of 12/24/2024)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Fannie Mae or Freddie Mac|3.5|01/14/2025, 3.50%, 01/14/25 FNCL 01F032617 - - 49,530,000 - $43,682,141 9.08 -
Fannie Mae or Freddie Mac|6|01/14/2025, 6.00%, 01/14/25 FNCL 01F060618 - - 43,005,000 - $43,134,445 8.96 -
Fannie Mae or Freddie Mac|5|01/14/2025, 5.00%, 01/14/25 FNCL 01F050619 - - 28,875,000 - $27,804,431 5.78 -
Fannie Mae or Freddie Mac|5.5|01/14/2025, 5.50%, 01/14/25 FNCL 01F052615 - - 24,080,000 - $23,712,876 4.93 -
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 410,486 - $20,167,177 4.20 -
Fannie Mae REMICS|6.35682|12/25/2054, 6.36%, 12/25/54 FNR 2024-90 3136BTXB4 - - 12,046,596 - $12,181,270 2.53 -
Freddie Mac REMICS|6.30682|12/25/2054, 6.31%, 12/25/54 FHR 5482 3137HHLU3 - - 6,075,005 - $6,155,067 1.28 -
NRM FNT1 Excess LLC|7.398|11/25/2031, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,638,890 - $5,684,302 1.18 -
Freddie Mac REMICS|5.88403|08/25/2054, 5.88%, 08/25/54 FHR 5440 3137HDZQ6 - - 4,875,967 - $4,923,133 1.02 -
BX Commercial Mortgage Trust 2021-VOLT|6.51157|09/15/2036, 6.51%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 4,833,000 - $4,840,700 1.01 -
Atlas Warehouse Lending Co LP|6.25|01/15/2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 - $4,830,742 1.00 -
Santander Bank Auto Credit-Linked Notes Series 2024-A|7.762|06/15/2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,559,000 - $4,614,695 0.96 -
Great Wolf Trust 2024-WOLF|7.28709|03/15/2039, 7.29%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 - $4,517,334 0.94 -
Sotheby's Artfi Master Trust|6.83|12/22/2031, 6.83%, 12/22/31 ARTFI 2024-1A 83589CAD0 - - 4,250,000 - $4,289,087 0.89 -
BX Commercial Mortgage Trust 2021-SOAR|5.91248|06/15/2038, 5.91%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 - $4,170,646 0.87 -
Freddie Mac REMICS|6.10563|12/25/2054, 6.11%, 12/25/54 FHR 5478 3137HHSZ5 - - 4,043,278 - $4,072,097 0.85 -
Santander Bank Auto Credit-Linked Notes Series 2024-A|10.171|06/15/2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 4,000,000 - $4,069,369 0.85 -
Freddie Mac STACR REMIC Trust 2021-DNA7|6.53403|11/25/2041, 6.53%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 3,935,000 - $3,993,199 0.83 -
BX Commercial Mortgage Trust 2024-MF|7.08691|02/15/2039, 7.09%, 02/15/39 BX 2024-MF 05612EAG3 - - 3,851,727 - $3,917,631 0.81 -
LHOME Mortgage Trust 2024-RTL5|5.751|09/25/2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 - $3,739,521 0.78 -
STWD Trust 2021-FLWR|7.18402|07/15/2036, 7.18%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 3,672,000 - $3,695,518 0.77 -
BMP 2024-MF23|6.78758|06/15/2041, 6.79%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,600,000 - $3,627,784 0.75 -
FREMF 2023-K511 Mortgage Trust|5.822453|11/25/2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 - $3,603,832 0.75 -
DBGS 2018-BIOD Mortgage Trust|6.39301|05/15/2035, 6.39%, 05/15/35 DBGS 2018-BIOD 23306GAJ6 - - 3,525,000 - $3,490,241 0.73 -
Connecticut Avenue Securities Trust 2021-R01|7.83403|10/25/2041, 7.83%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 - $3,488,077 0.73 -
FS Commercial Mortgage Trust 2023-4SZN|9.08008|11/10/2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 3,250,000 - $3,473,734 0.72 -
Fannie Mae or Freddie Mac|4.5|01/14/2025, 4.50%, 01/14/25 FNCL 01F042616 - - 3,680,000 - $3,452,392 0.72 -
FIGRE Trust 2024-HE3|6.229|07/25/2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,443,224 - $3,436,446 0.71 -
Homeward Opportunities Fund Trust 2024-RTL1|8.57|07/25/2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 - $3,435,847 0.71 -
RCKT Mortgage Trust 2024-CES7|5.158|10/25/2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,425,557 - $3,391,060 0.71 -
LHOME Mortgage Trust 2024-RTL4|6.092|07/25/2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 - $3,136,262 0.65 -
Wells Fargo Commercial Mortgage Trust 2024-MGP|7.48624|08/15/2041, 7.49%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 - $3,118,202 0.65 -
Homeward Opportunities Fund Trust 2024-RTL1|7.12|07/25/2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 - $3,111,835 0.65 -
BX Commercial Mortgage Trust 2024-BIO2|7.71271|08/13/2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 3,155,000 - $3,100,259 0.64 -
BX Trust 2021-ARIA|7.10498|10/15/2036, 7.10%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 - $3,090,182 0.64 -
LHOME Mortgage Trust 2024-RTL3|6.9|05/25/2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 - $3,085,810 0.64 -
Extended Stay America Trust 2021-ESH|8.21148|07/15/2038, 8.21%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 3,038,728 - $3,062,571 0.64 -
Freddie Mac STACR REMIC Trust 2024-HQA1|6.73403|03/25/2044, 6.73%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 - $3,049,012 0.63 -
Fannie Mae or Freddie Mac|3|01/14/2025, 3.00%, 01/14/25 FNCL 01F030611 - - 3,590,000 - $3,038,809 0.63 -
Connecticut Avenue Securities Trust 2024-R05|6.43403|07/25/2044, 6.43%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 - $3,031,898 0.63 -
RCKT Mortgage Trust 2024-CES5|6.047|08/25/2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,860,407 - $2,926,308 0.61 -
Saluda Grade Alternative Mortgage Trust 2024-RTL6|7.439|07/25/2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 - $2,846,813 0.59 -
BXP Trust 2017-GM|3.4248|06/13/2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 - $2,819,308 0.59 -
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,980,410 - $2,814,032 0.59 -
New Residential Mortgage Loan Trust 2024-RTL1|7.101|03/25/2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 2,677,000 - $2,725,702 0.57 -
Lendbuzz Securitization Trust 2024-2|6.52|07/16/2029, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 - $2,710,110 0.56 -
Fannie Mae or Freddie Mac|4|01/14/2025, 4.00%, 01/14/25 FNCL 01F040610 - - 2,960,000 - $2,697,797 0.56 -
MHC Commercial Mortgage Trust 2021-MHC|7.112442|04/15/2038, 7.11%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 - $2,686,770 0.56 -
Huntington Bank Auto Credit-Linked Notes Series 2024-2|7.2046|10/20/2032, 7.20%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,620,600 - $2,629,476 0.55 -
Lendbuzz Securitization Trust 2024-1|7.58|09/15/2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 - $2,602,276 0.54 -
Sandstone Peak III Ltd|7.27587|04/25/2037, 7.28%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 - $2,558,013 0.53 -
Affirm Asset Securitization Trust 2024-X1|6.57|05/15/2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 - $2,535,431 0.53 -
Zais Clo 11 Ltd|6.4074|01/20/2032, 6.41%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 - $2,533,917 0.53 -
Connecticut Avenue Securities Trust 2021-R03|6.38403|12/25/2041, 6.38%, 12/25/41 CAS 2021-R03 20754AAB9 - - 2,499,572 - $2,529,617 0.53 -
Fora Financial Asset Securitization 2024 LLC|6.33|08/15/2029, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 - $2,525,891 0.53 -
BX Commercial Mortgage Trust 2024-AIRC|7.48632|08/15/2039, 7.49%, 08/15/39 BX 2024-AIRC 12433CAG0 - - 2,500,000 - $2,522,645 0.52 -
Wells Fargo Commercial Mortgage Trust 2024-1CHI|6.22623|07/15/2035, 6.23%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 - $2,514,307 0.52 -
WB Commercial Mortgage Trust 2024-HQ|6.90331|03/15/2040, 6.90%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 - $2,506,221 0.52 -
MTN Commercial Mortgage Trust 2022-LPFL|6.2956|03/15/2039, 6.30%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 - $2,495,559 0.52 -
BPR Trust 2024-PMDW|5.85|11/05/2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 - $2,490,980 0.52 -
Wingspire Equipment Finance 2024-1 LLC|6.31|09/20/2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 - $2,473,641 0.51 -
CAMB Commercial Mortgage Trust 2019-LIFE|6.445|12/15/2037, 6.45%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,413,782 - $2,431,053 0.51 -
Hudsons Bay Simon JV Trust 2015-HBS|4.9056|08/05/2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 - $2,412,051 0.50 -
ACHM Mortgage Trust 2024-HE1|7.26|05/25/2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,314,505 - $2,394,881 0.50 -
Citigroup Commercial Mortgage Trust 2021-PRM2|9.01248|10/15/2038, 9.01%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 - $2,357,370 0.49 -
SREIT Trust 2021-MFP2|7.12968|11/15/2036, 7.13%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 - $2,354,058 0.49 -
Huntington Bank Auto Credit-Linked Notes Series 2024-1|7.7546|05/20/2032, 7.75%, 05/20/32 HACLN 2024-1 44644NAC3 - - 2,299,220 - $2,327,793 0.48 -
Connecticut Avenue Securities Trust 2021-R03|7.48403|12/25/2041, 7.48%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 - $2,317,311 0.48 -
Neptune Bidco US Inc|9.29|04/15/2029, 9.29%, 04/15/29 NLSN 640695AA0 - - 2,439,000 - $2,303,861 0.48 -
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 - $2,299,111 0.48 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|8.408|12/15/2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 2,138,763 - $2,283,202 0.47 -
Angel Oak Mortgage Trust 2024-5|4.95|07/25/2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 2,291,882 - $2,255,513 0.47 -
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,340,317 - $2,231,227 0.46 -
Freddie Mac STACR REMIC Trust 2021-HQA3|6.83403|09/25/2041, 6.83%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 2,200,848 - $2,227,922 0.46 -
BX Trust 2024-BIO|7.03709|02/15/2041, 7.04%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,250,000 - $2,227,904 0.46 -
Saluda Grade Alternative Mortgage Trust 2024-FIG5|6.603|04/25/2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,201,298 - $2,225,147 0.46 -
Compass Datacenters Issuer II LLC|5.999|08/25/2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 - $2,221,419 0.46 -
ABL 2024-RTL1|7.457|09/25/2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 2,160,000 - $2,169,153 0.45 -
Life 2022-BMR Mortgage Trust|6.49021|05/15/2039, 6.49%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 - $2,137,733 0.44 -
Alterna Funding III LLC|7.136|05/16/2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 2,055,285 - $2,086,239 0.43 -
BX Commercial Mortgage Trust 2021-VINO|6.46381|05/15/2038, 6.46%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 - $2,074,845 0.43 -
Freddie Mac STACR REMIC Trust 2021-HQA3|8.08403|09/25/2041, 8.08%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 - $2,070,348 0.43 -
Mission Lane Credit Card Master Trust|9.67|11/15/2028, 9.67%, 11/15/28 MLANE 2023-B 60510MAV0 - - 2,000,000 - $2,043,478 0.43 -
OCP Aegis CLO 2023-29 Ltd|9.6174|01/20/2035, 9.62%, 01/20/35 OCPA 2023-29A 67118BAJ2 - - 2,000,000 - $2,034,730 0.42 -
GRACIE POINT INTERNATIONAL FUNDING 2023-1|9.43146|09/01/2026, 9.43%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 - $2,028,696 0.42 -
BX Commercial Mortgage Trust 2024-WPT|7.08679|03/15/2034, 7.09%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 - $2,020,145 0.42 -
BX Commercial Mortgage Trust 2024-AIR2|6.63924|10/15/2041, 6.64%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 2,000,000 - $2,017,737 0.42 -
CONE Trust 2024-DFW1|6.03882|08/15/2041, 6.04%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 - $2,017,688 0.42 -
LHOME Mortgage Trust 2022-RTL3|8.15|11/25/2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 2,000,000 - $2,016,565 0.42 -
BX Trust 2021-BXMF|7.86099|10/15/2026, 7.86%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 - $2,005,430 0.42 -
RCKT Mortgage Trust 2024-CES8|5.64082|11/25/2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,965,056 - $1,990,958 0.41 -
GWT 2024-WLF2|8.03552|05/15/2041, 8.04%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 - $1,988,206 0.41 -
CSMC 2021-BHAR|6.51248|11/15/2038, 6.51%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 - $1,987,936 0.41 -
Libra Solutions 2024-1 LLC|5.88|09/30/2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 - $1,964,739 0.41 -
ACHV ABS TRUST 2023-4CP|8.6|11/25/2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 - $1,949,357 0.41 -
JPMorgan Chase Bank NA - CACLN|8.482|12/26/2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,900,000 - $1,943,500 0.40 -
SMRT 2022-MINI|7.748|01/15/2039, 7.75%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 - $1,931,200 0.40 -
Hudsons Bay Simon JV Trust 2015-HBS|4.1545|08/05/2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 - $1,909,955 0.40 -
BX Commercial Mortgage Trust 2024-XL5|7.08689|03/15/2041, 7.09%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,899,742 - $1,902,858 0.40 -
FHF Issuer Trust 2024-2|7.15|09/15/2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 - $1,864,478 0.39 -
COMM 2016-667M Mortgage Trust|3.14|10/10/2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 - $1,859,552 0.39 -
Ally Bank Auto Credit-Linked Notes Series 2024-B|6.678|09/15/2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,865,632 - $1,858,961 0.39 -
BXHPP Trust 2021-FILM|5.61148|08/15/2036, 5.61%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 - $1,840,793 0.38 -
Business Jet Securities 2024-1 LLC|6.924|05/15/2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,817,486 - $1,837,812 0.38 -
Connecticut Avenue Securities Trust 2023-R08|8.28403|10/25/2043, 8.28%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 - $1,821,955 0.38 -
Ally Bank Auto Credit-Linked Notes Series 2024-B|8.036|09/15/2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,772,351 - $1,785,413 0.37 -
BX Trust 2019-OC11|3.94399|12/09/2041, 3.94%, 12/09/41 BX 2019-OC11 05606FAN3 - - 2,000,000 - $1,779,260 0.37 -
Gracie Point International Funding 2024-1 LLC|7.0145|03/01/2028, 7.01%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 - $1,736,585 0.36 -
Vertical Bridge Holdings LLC|3.229|09/15/2050, 3.23%, 09/15/50 VBTOW 2020-2A 92535VAG7 - - 1,750,000 - $1,714,924 0.36 -
Verus Securitization Trust 2024-7|5.095|09/25/2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 1,709,997 - $1,710,461 0.36 -
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,750,000 - $1,690,430 0.35 -
JP Morgan Mortgage Trust Series 2024-CES1|6.019|06/25/2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 1,674,385 - $1,681,371 0.35 -
Huntington Bank Auto Credit-Linked Notes Series 2024-2|8.6046|10/20/2032, 8.60%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,666,812 - $1,672,777 0.35 -
Saluda Grade Alternative Mortgage Trust 2024-RTL5|7.762|04/25/2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 795935AA3 - - 1,640,000 - $1,665,153 0.35 -
Life 2021-BMR Mortgage Trust|6.86148|03/15/2038, 6.86%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,681,445 - $1,649,693 0.34 -
Freddie Mac STACR REMIC Trust 2021-HQA4|7.08403|12/25/2041, 7.08%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 - $1,627,693 0.34 -
LHOME Mortgage Trust 2024-RTL1|7.017|01/25/2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 1,591,000 - $1,612,427 0.34 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|6.78403|12/26/2031, 6.78%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,571,574 - $1,590,102 0.33 -
Foundation Finance Trust 2024-1|8.13|12/15/2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,500,000 - $1,568,086 0.33 -
Tricolor Auto Securitization Trust 2024-1|8.61|04/17/2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 - $1,563,873 0.33 -
ExteNet Issuer LLC|9.05|07/25/2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 - $1,563,191 0.33 -
Lendbuzz Securitization Trust 2024-2|7.45|05/15/2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 1,500,000 - $1,562,134 0.32 -
CF Hippolyta Issuer LLC|1.69|07/15/2060, 1.69%, 07/15/60 SORT 2020-1 12530MAA3 - - 1,596,717 - $1,560,239 0.32 -
Life 2022-BMR Mortgage Trust|6.939|05/15/2039, 6.94%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 1,665,000 - $1,552,205 0.32 -
Connecticut Avenue Securities Trust 2022-R02|7.73403|01/25/2042, 7.73%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,500,000 - $1,548,941 0.32 -
Hotwire Funding LLC|9.188|06/20/2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 - $1,547,511 0.32 -
Arivo Acceptance Auto Loan Receivables Trust 2024-1|6.87|06/17/2030, 6.87%, 06/17/30 ARIVO 2024-1A 039943AB1 - - 1,500,000 - $1,542,972 0.32 -
United Auto Credit Securitization Trust 2024-1|7.06|10/10/2029, 7.06%, 10/10/29 UACST 2024-1 90945DAC4 - - 1,500,000 - $1,534,798 0.32 -
RCKT Mortgage Trust 2024-CES6|5.546|09/25/2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,545,073 - $1,534,016 0.32 -
BX Trust 2024-CNYN|7.08718|04/15/2041, 7.09%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 1,521,141 - $1,528,306 0.32 -
VB-S1 Issuer LLC - VBTEL|6.644|05/15/2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 - $1,526,483 0.32 -
DC Trust 2024-HLTN|7.036|04/13/2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 - $1,524,239 0.32 -
Brex Commercial Charge Card Master Trust|6.68|07/15/2027, 6.68%, 07/15/27 BREX 2024-1 05601DAF0 - - 1,500,000 - $1,512,623 0.31 -
JW Commercial Mortgage Trust 2024-MRCO|6.78714|06/15/2039, 6.79%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 - $1,502,210 0.31 -
BX Trust 2021-ARIA|6.75598|10/15/2036, 6.76%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 - $1,499,200 0.31 -
COMM 2024-WCL1 MORTGAGE TRUST|6.23809|06/15/2041, 6.24%, 06/15/41 COMM 2024-WCL 20047DAA2 - - 1,500,000 - $1,497,755 0.31 -
Freddie Mac STACR REMIC Trust 2024-DNA3|6.01879|10/25/2044, 6.02%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 1,468,429 - $1,478,941 0.31 -
TSC SPV Funding LLC|6.291|08/20/2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,500,000 - $1,474,078 0.31 -
Saluda Grade Alternative Mortgage Trust 2024-RTL6|8.683|07/25/2030, 8.68%, 07/25/30 GRADE 2024-RTL6 79585UAB6 - - 1,450,000 - $1,468,050 0.31 -
CALI Mortgage Trust 2019-101C|4.158|03/10/2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 - $1,447,219 0.30 -
Rithm Capital Corp|8|04/01/2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 - $1,443,642 0.30 -
LHOME Mortgage Trust 2024-RTL3|8.373|05/25/2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 - $1,426,436 0.30 -
CF Hippolyta Issuer LLC|2.28|07/15/2060, 2.28%, 07/15/60 SORT 2020-1 12530MAC9 - - 1,371,664 - $1,330,603 0.28 -
BX Trust 2024-CNYN|6.33825|04/15/2041, 6.34%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,303,835 - $1,307,442 0.27 -
Mission Lane Credit Card Master Trust|7.69|11/15/2028, 7.69%, 11/15/28 MLANE 2023-B 60510MAT5 - - 1,278,000 - $1,293,069 0.27 -
FIGRE Trust 2024-HE1|6.749|03/25/2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,284,138 - $1,287,681 0.27 -
BX 2021-MFM1|6.76148|01/15/2034, 6.76%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 - $1,286,107 0.27 -
Herbalife Ltd|4.25|06/15/2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 - $1,281,646 0.27 -
Exeter Automobile Receivables Trust 2024-3|7.84|10/15/2031, 7.84%, 10/15/31 EART 30165AAG0 - - 1,250,000 - $1,269,704 0.26 -
COMM 2024-WCL1 MORTGAGE TRUST|7.28609|06/15/2041, 7.29%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 - $1,258,391 0.26 -
COMM 2024-WCL1 MORTGAGE TRUST|7.68609|06/15/2041, 7.69%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 - $1,249,385 0.26 -
FHF Issuer Trust 2024-2|6.43|07/15/2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 - $1,234,857 0.26 -
FHF Issuer Trust 2024-1|6.26|03/15/2030, 6.26%, 03/15/30 FHF 2024-1A 31568AAC0 - - 1,200,000 - $1,229,300 0.26 -
DBGS 2018-BIOD Mortgage Trust|6.69301|05/15/2035, 6.69%, 05/15/35 DBGS 2018-BIOD 23306GAL1 - - 1,230,000 - $1,217,288 0.25 -
Saluda Grade Alternative Mortgage Trust 2024-RTL4|7.5|02/25/2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 1,201,485 - $1,212,007 0.25 -
LHOME Mortgage Trust 2024-RTL2|8.897|03/25/2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 - $1,203,728 0.25 -
VB-S1 Issuer LLC - VBTEL|8.871|05/15/2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 - $1,197,030 0.25 -
DROP Mortgage Trust 2021-FILE|5.66148|10/15/2043, 5.66%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 - $1,188,601 0.25 -
NetCredit Combined Receivables 2024 LLC|7.43|10/21/2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 1,160,652 - $1,170,207 0.24 -
MTN Commercial Mortgage Trust 2022-LPFL|7.3428|03/15/2039, 7.34%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 - $1,167,427 0.24 -
Life 2021-BMR Mortgage Trust|6.26148|03/15/2038, 6.26%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,189,701 - $1,162,361 0.24 -
Bayview Opportunity Master Fund VII 2024-CAR1 LLC|8.33403|12/26/2031, 8.33%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 1,111,439 - $1,133,682 0.24 -
PRPM 2021-11 LLC|5.487|11/25/2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,075,210 - $1,079,004 0.22 -
Freddie Mac STACR REMIC Trust 2021-HQA4|8.48403|12/25/2041, 8.48%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 1,035,000 - $1,076,755 0.22 -
Towd Point Mortgage Trust 2024-CES2|6.35|02/25/2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 1,022,055 - $1,062,435 0.22 -
Freddie Mac STACR REMIC Trust 2021-DNA7|8.38403|11/25/2041, 8.38%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 - $1,043,250 0.22 -
FHF Issuer Trust 2024-1|7.42|05/15/2031, 7.42%, 05/15/31 FHF 2024-1A 31568AAD8 - - 1,000,000 - $1,037,933 0.22 -
OnDeck Asset Securitization Trust IV LLC|8.99|06/17/2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 - $1,033,518 0.21 -
United Auto Credit Securitization Trust 2024-1|8.3|11/12/2029, 8.30%, 11/12/29 UACST 2024-1 90945DAD2 - - 1,000,000 - $1,031,054 0.21 -
CPC Asset Securitization III LLC|13.45|08/15/2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - - 1,000,000 - $1,023,736 0.21 -
Toorak Mortgage Trust 2024-2|6.329|10/25/2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 1,024,000 - $1,022,523 0.21 -
CIFC Funding 2022-II Ltd|7.7674|04/19/2035, 7.77%, 04/19/35 CIFC 2022-2A 12567MAJ0 - - 1,000,000 - $1,019,797 0.21 -
ACHV ABS TRUST 2024-1PL|7.29|04/25/2031, 7.29%, 04/25/31 ACHV 2024-1PL 00092BAD6 - - 1,000,000 - $1,018,382 0.21 -
OnDeck Asset Securitization Trust IV LLC|7.15|06/17/2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 - $1,013,685 0.21 -
Reach ABS Trust 2024-2|8.83|07/15/2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 - $1,012,964 0.21 -
BX Trust 2024-VLT4|7.286494|07/15/2029, 7.29%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 1,000,000 - $1,007,628 0.21 -
MHC Commercial Mortgage Trust 2021-MHC|7.71244|04/15/2038, 7.71%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 - $1,005,927 0.21 -
BX Commercial Mortgage Trust 2024-AIR2|7.18845|10/15/2041, 7.19%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 1,000,000 - $1,004,494 0.21 -
BX Trust 2024-VLT4|6.837142|07/15/2029, 6.84%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 - $1,003,864 0.21 -
Mercury Financial Credit Card Master Trust|8.04|09/20/2027, 8.04%, 09/20/27 MFCC 2023-1A 58940BAR7 - - 1,000,000 - $1,002,928 0.21 -
Compass Datacenters Issuer II LLC|5.75|02/25/2049, 5.75%, 02/25/49 CMPDC 2024-1A 20469AAB5 - - 1,000,000 - $994,552 0.21 -
BAMLL Commercial Mortgage Securities Trust 2015-200P|3.5958|04/14/2033, 3.60%, 04/14/33 BAMLL 05526QAJ5 - - 1,000,000 - $988,334 0.21 -
SBNA Auto Receivables Trust 2024-A|8|04/15/2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 - $986,546 0.21 -
BPR Trust 2024-PMDW|5.85|11/05/2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAG9 - - 1,000,000 - $982,064 0.20 -
Fannie Mae Connecticut Avenue Securities|6.73403|11/25/2041, 6.73%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 - $953,124 0.20 -
RCKT Mortgage Trust 2024-CES1|6.325|02/25/2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 909,375 - $939,943 0.20 -
PRPM 2024-RPL1 LLC|4.1992|12/25/2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 1,000,000 - $938,247 0.20 -
Theorem Funding Trust 2022-3|8.95|04/15/2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 - $931,531 0.19 -
Crockett Partners Equipment Co IIA LLC|10.16|01/20/2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 921,611 - $930,299 0.19 -
BXP Trust 2017-GM|3.4248|06/13/2039, 3.42%, 06/13/39 BXP 056083AL2 - - 1,000,000 - $929,004 0.19 -
Crockett Partners Equipment Co IIA LLC|6.78|01/20/2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 921,611 - $926,938 0.19 -
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 966,658 - $924,125 0.19 -
Sierra Timeshare 2024-3 Receivables Funding LLC|6.93|08/20/2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 904,130 - $904,940 0.19 -
Marlette Funding Trust 2023-2|7.92|06/15/2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 - $902,327 0.19 -
Santander Bank Auto Credit-Linked Notes Series 2024-B|12.231|01/18/2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 - $901,858 0.19 -
Santander Bank Auto Credit-Linked Notes Series 2024-B|8.881|01/18/2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 - $901,261 0.19 -
Westgate Resorts 2024-1 LLC|7.06|01/20/2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 870,431 - $881,674 0.18 -
Bayview Opportunity Master Fund VII 2024-EDU1 LLC|6.53403|06/25/2047, 6.53%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 868,597 - $876,453 0.18 -
Huntington Bank Auto Credit-Linked Notes Series 2024-1|9.8546|05/20/2032, 9.85%, 05/20/32 HACLN 2024-1 44644NAD1 - - 862,207 - $874,582 0.18 -
JPMorgan Chase Bank NA - CHASE|9.05219|10/25/2057, 9.05%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 826,037 - $871,140 0.18 -
BX Commercial Mortgage Trust 2024-BRBK|7.26146|10/15/2041, 7.26%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 - $856,898 0.18 -
BX Commercial Mortgage Trust 2024-BRBK|8.30842|10/15/2041, 8.31%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 - $854,948 0.18 -
Saluda Grade Alternative Mortgage Trust 2023-FIG4|6.718|11/25/2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 833,012 - $854,137 0.18 -
Towd Point Mortgage Trust 2024-CES1|6.049|01/25/2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 810,812 - $837,727 0.17 -
AMC Networks Inc|10.25|01/15/2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 - $833,103 0.17 -
MKT 2020-525M Mortgage Trust|2.9406|02/12/2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 - $826,163 0.17 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|9.892|05/17/2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 782,597 - $801,368 0.17 -
Connecticut Avenue Securities Trust 2024-R03|6.67533|03/25/2044, 6.68%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 - $798,832 0.17 -
Sierra Timeshare 2024-2 Receivables Funding LLC|7.48|06/20/2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 768,702 - $781,164 0.16 -
Connecticut Avenue Securities Trust 2021-R01|6.28403|10/25/2041, 6.28%, 10/25/41 CAS 2021-R01 20754RAB2 - - 760,255 - $767,037 0.16 -
Exeter Automobile Receivables Trust 2024-1|7.89|08/15/2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 - $765,095 0.16 -
Reach Abs Trust 2024-1|6.9|02/18/2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 750,000 - $763,504 0.16 -
CarMax Auto Owner Trust 2024-1|6|07/15/2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 750,000 - $761,247 0.16 -
Prosper Marketplace Issuance Trust Series 2024-1|6.96|08/15/2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 - $759,693 0.16 -
Affirm Asset Securitization Trust 2024-A|6.16|02/15/2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 750,000 - $757,793 0.16 -
CENT Trust 2023-CITY|7.75929|09/15/2038, 7.76%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 - $751,386 0.16 -
Fannie Mae Connecticut Avenue Securities|8.03403|11/25/2041, 8.03%, 11/25/41 CAS 2021-R02 20754KAF8 - - 700,000 - $725,468 0.15 -
Affirm Asset Securitization Trust 2024-A|6.89|02/15/2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 - $708,389 0.15 -
CyrusOne Data Centers Issuer I LLC|4.76|03/22/2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 - $707,856 0.15 -
Marlette Funding Trust 2023-1|8.15|04/15/2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 - $704,356 0.15 -
Great Wolf Trust 2024-WOLF|6.78809|03/15/2039, 6.79%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 - $702,593 0.15 -
Mercury Financial Credit Card Master Trust|9.59|09/20/2027, 9.59%, 09/20/27 MFCC 2023-1A 58940BAS5 - - 690,000 - $690,776 0.14 -
Saluda Grade Alternative Mortgage Trust 2023-FIG3|8.948|08/25/2053, 8.95%, 08/25/53 GRADE 79582AAC1 - - 667,522 - $688,032 0.14 -
BX Commercial Mortgage Trust 2024-GPA3|6.39898|12/15/2039, 6.40%, 12/15/39 BX 2024-GPA3 123910AE1 - - 685,000 - $685,561 0.14 -
Luxury Lease Partners Auto Lease Trust 2024-4|7.292|07/15/2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 619,677 - $624,926 0.13 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|7.917|05/17/2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 614,339 - $623,332 0.13 -
Gracie Point International Funding 2024-1 LLC|12.0645|03/01/2028, 12.06%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 - $605,190 0.13 -
RCKT Mortgage Trust 2024-CES8|5.48955|11/25/2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 583,622 - $590,630 0.12 -
US Bank NA|6.789|08/25/2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 566,084 - $577,034 0.12 -
BX Trust 2022-FOX2|7.35626|04/15/2039, 7.36%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 573,360 - $573,606 0.12 -
New Economy Assets - Phase 1 Sponsor LLC|1.91|10/20/2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 - $566,406 0.12 -
Rain City Mortgage Trust 2024-RTL1|8.021|11/25/2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 - $562,955 0.12 -
Mello Warehouse Securitization Trust 2024-1|9.83771|10/25/2057, 9.84%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 - $547,944 0.11 -
Connecticut Avenue Securities Trust 2024-R01|6.53403|01/25/2044, 6.53%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 - $526,457 0.11 -
TYSN 2023-CRNR Mortgage Trust|6.579745|12/10/2033, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 - $523,801 0.11 -
Marlette Funding Trust 2023-4|8.15|12/15/2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 - $519,261 0.11 -
Upstart Securitization Trust 2023-3|8.25|10/20/2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 - $518,729 0.11 -
Blue Bridge Funding 2023-1 LLC|9.5|11/15/2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 - $516,538 0.11 -
Lendbuzz Securitization Trust 2024-1|6.58|09/15/2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 - $510,785 0.11 -
Tricolor Auto Securitization Trust 2024-1|6.99|01/18/2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 - $508,955 0.11 -
BX Commercial Mortgage Trust 2023-VLT3|7.83509|11/15/2028, 7.84%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 - $508,726 0.11 -
BHG Securitization Trust 2024-1CON|6.49|04/17/2035, 6.49%, 04/17/35 BHG 2024-1A 08862HAB8 - - 500,000 - $507,493 0.11 -
ILPT Commercial Mortgage Trust 2022-LPF2|10.33709|10/15/2039, 10.34%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 - $507,324 0.11 -
Bayview Opportunity Master Fund VII Trust 2024-SN1|6.36|07/16/2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 - $507,220 0.11 -
Affirm Asset Securitization Trust 2024-A|6.89|02/15/2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 - $505,992 0.11 -
LAD Auto Receivables Trust 2024-1|6.15|06/16/2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 - $505,901 0.11 -
Prosper Marketplace Issuance Trust Series 2023-1|7.48|07/16/2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 500,000 - $505,355 0.11 -
Affirm Asset Securitization Trust 2024-A|6.16|02/15/2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 - $505,195 0.11 -
Bridgecrest Lending Auto Securitization Trust 2024-1|6.03|11/15/2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 - $505,129 0.11 -
Gracie Point International Funding 2024-1 LLC|8.4145|03/01/2028, 8.41%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 - $504,820 0.11 -
RAM 2024-1 LLC|7.785|02/15/2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 500,062 - $504,193 0.10 -
Exeter Automobile Receivables Trust 2024-1|5.84|06/17/2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 - $502,861 0.10 -
Amur Equipment Finance Receivables XIV LLC|8.88|10/20/2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 - $502,229 0.10 -
Ally Auto Receivables Trust 2024-1|5.8|02/16/2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 - $500,641 0.10 -
WB Commercial Mortgage Trust 2024-HQ|8.0108|03/15/2040, 8.01%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 - $497,914 0.10 -
Ally Bank Auto Credit-Linked Notes Series 2024-A|12.748|05/17/2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 469,558 - $477,959 0.10 -
Prpm 2024-1 LLC|6.959|02/25/2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 452,599 - $456,903 0.10 -
Santander Bank Auto Credit-Linked Notes Series 2023-B|6.663|12/15/2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 427,753 - $452,748 0.09 -
RCKT Mortgage Trust 2023-CES1|6.515|06/25/2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 434,175 - $450,876 0.09 -
Bayview Opportunity Master Fund VII 2024-EDU1 LLC|7.48403|06/25/2047, 7.48%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 434,299 - $442,007 0.09 -
JPMorgan Chase Bank NA - CHASE|8.05219|10/25/2057, 8.05%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 422,518 - $439,492 0.09 -
Post Road Equipment Finance 2024-1 LLC|8.5|12/15/2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 - $436,690 0.09 -
Westgate Resorts 2024-1 LLC|9.26|01/20/2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 435,216 - $426,569 0.09 -
OPEN Trust 2023-AIR|8.447287|11/15/2040, 8.45%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 400,000 - $425,859 0.09 -
GLS Auto Select Receivables Trust 2023-1|7.93|07/15/2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 - $424,029 0.09 -
Hertz Vehicle Financing LLC|3.98|12/26/2025, 3.98%, 12/26/25 HERTZ 2021-1A 42806MAD1 - - 416,667 - $418,049 0.09 -
Oak Street Investment Grade Net Lease Fund Series 2020-1|2.21|11/20/2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 459,289 - $409,850 0.09 -
Post Road Equipment Finance 2024-1 LLC|6.77|10/15/2030, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 - $409,678 0.09 -
Pear 2024-1 LLC|6.95|02/15/2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 384,474 - $401,876 0.08 -
Connecticut Avenue Securities Trust 2023-R06|8.63403|07/25/2043, 8.63%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 - $399,495 0.08 -
Reach ABS Trust 2024-2|5.88|07/15/2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 359,762 - $392,976 0.08 -
Freddie Mac STACR REMIC Trust 2024-DNA1|6.68403|02/25/2044, 6.68%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 - $387,872 0.08 -
Libra Solutions 2023-1 LLC|7|02/15/2035, 7.00%, 02/15/35 OASIS 2023-1A 53161DAA3 - - 381,147 - $382,638 0.08 -
Rain City Mortgage Trust 2024-RTL1|6.53|11/25/2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 381,000 - $382,042 0.08 -
Amur Equipment Finance Receivables XIII LLC|9.66|04/20/2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 - $374,823 0.08 -
BAMLL Re-REMIC Trust 2024-FRR4|1.59763|11/27/2048, 1.60%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 - $372,532 0.08 -
BAMLL Re-REMIC Trust 2024-FRR4|1.49917|11/27/2048, 1.50%, 11/27/48 BAMLL 05493VAL8 - - 400,119 - $368,518 0.08 -
BRAVO Residential Funding Trust 2023-NQM3|4.85|09/25/2062, 4.85%, 09/25/62 BRAVO 2023-NQM3 10568EAC6 - - 351,034 - $344,991 0.07 -
Connecticut Avenue Securities Trust 2024-R02|6.53403|02/25/2044, 6.53%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 - $336,085 0.07 -
Hudsons Bay Simon JV Trust 2015-HBS|5.447|08/05/2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 359,000 - $335,675 0.07 -
BHG Securitization Trust 2024-1CON|5.81|04/17/2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 330,093 - $334,230 0.07 -
LHOME Mortgage Trust 2024-RTL2|7.128|03/25/2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 - $327,393 0.07 -
Santander Consumer Auto Receivables Trust 2021-C|2.97|06/15/2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 301,202 - $326,248 0.07 -
ReadyCap Lending Small Business Loan Trust 2023-3|7.82|04/25/2048, 7.82%, 04/25/48 RCLT 75576AAA1 - - 313,728 - $320,558 0.07 -
BX Commercial Mortgage Trust 2024-MF|6.33799|02/15/2039, 6.34%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 - $312,965 0.07 -
Chase Mortgage Finance Corp|6.28403|02/25/2050, 6.28%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 320,845 - $305,285 0.06 -
Dext ABS 2023-2 LLC|8.3|05/15/2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 - $304,276 0.06 -
Luxury Lease Partners Auto Lease Trust 2024-4|10.491|07/15/2030, 10.49%, 07/15/30 LLP 2024-4 55068XAB6 - - 300,000 - $301,334 0.06 -
CyrusOne Data Centers Issuer I LLC|5.56|11/20/2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 300,000 - $298,264 0.06 -
CP EF Asset Securitization II LLC|7.48|03/15/2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 269,971 - $273,981 0.06 -
FIGRE Trust 2023-HE2|5.252|09/25/2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 267,581 - $262,377 0.05 -
Affirm Asset Securitization Trust 2023-B|8.78|09/15/2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 - $255,843 0.05 -
CP EF Asset Securitization II LLC|7.77|03/15/2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 - $255,356 0.05 -
Affirm Asset Securitization Trust 2023-B|7.81|09/15/2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 - $254,933 0.05 -
Affirm Asset Securitization Trust 2023-X1|8.25|11/15/2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 - $254,514 0.05 -
Affirm Asset Securitization Trust 2023-X1|7.77|11/15/2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 250,000 - $253,138 0.05 -
Santander Bank Auto Credit-Linked Notes Series 2024-B|6.799|01/18/2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 - $249,560 0.05 -
FREMF 2017-K729 Mortgage Trust|0|11/25/2049, 0.00%, 11/25/49 FREMF 2017-K729 30306HAW0 - - 257,962 - $249,131 0.05 -
Pawneee Equipment Receivables Series 2022-1 LLC|7.23|07/17/2028, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 - $243,340 0.05 -
CP EF Asset Securitization II LLC|7.56|03/15/2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 - $241,998 0.05 -
BXHPP Trust 2021-FILM|5.41148|08/15/2036, 5.41%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 - $237,520 0.05 -
Upstart Securitization Trust 2021-1|4.06|03/20/2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 233,124 - $232,272 0.05 -
CyrusOne Data Centers Issuer I LLC|5.45|04/20/2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 230,555 - $224,457 0.05 -
Blue Bridge Funding 2023-1 LLC|9.48|11/15/2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 - $202,948 0.04 -
Auxilior Term Funding 2023-1 LLC|10.97|12/15/2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 - $201,399 0.04 -
BX Trust 2022-FOX2|6.50806|04/15/2039, 6.51%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 201,887 - $200,517 0.04 -
DBGS 2018-BIOD Mortgage Trust|5.99301|05/15/2035, 5.99%, 05/15/35 DBGS 2018-BIOD 23306GAG2 - - 187,500 - $185,422 0.04 -
BX Commercial Mortgage Trust 2021-VINO|5.86381|05/15/2038, 5.86%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 - $175,525 0.04 -
Commonbond Student Loan Trust 2021-A-GS|1.4|03/25/2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 228,168 - $172,505 0.04 -
Westgate Resorts 2023-1 LLC|10.14|12/20/2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 166,734 - $165,736 0.03 -
RAM 2024-1 LLC|6.669|02/15/2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 140,513 - $156,226 0.03 -
Commonbond Student Loan Trust 2017-A-GS|3.47|05/25/2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 - $149,405 0.03 -
US Bank NA|9.785|08/25/2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 141,521 - $146,059 0.03 -
Santander Bank Auto Credit-Linked Notes Series 2023-A|10.068|06/15/2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 128,766 - $143,607 0.03 -
Westgate Resorts 2022-1 LLC|3.838|08/20/2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 139,048 - $133,832 0.03 -
FREED ABS Trust 2022-1FP|3.35|03/19/2029, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 134,410 - $133,359 0.03 -
Angel Oak Mortgage Trust 2024-3|4.8|11/26/2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAC7 - - 125,953 - $124,422 0.03 -
Santander Bank Auto Credit-Linked Notes Series 2022-A|5.281|05/15/2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 99,570 - $122,725 0.03 -
ACHV ABS TRUST 2024-1PL|6.42|04/25/2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 118,198 - $119,635 0.02 -
Government National Mortgage Association|4.63474|08/20/2035, 4.63%, 08/20/35 GNR 2005-65 38374LL25 - - 118,649 - $116,543 0.02 -
Commonbond Student Loan Trust 2018-C-GS|4.25|02/25/2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 121,351 - $116,000 0.02 -
AMCR ABS Trust 2023-1|7.66|01/21/2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 101,687 - $102,191 0.02 -
Commonbond Student Loan Trust 2016-A|4|05/25/2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 - $98,155 0.02 -
Commonbond Student Loan Trust 2016-B|4|10/25/2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 - $96,946 0.02 -
Freddie Mac STACR REMIC Trust 2021-DNA5|6.38403|01/25/2034, 6.38%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 88,639 - $89,720 0.02 -
Commonbond Student Loan Trust 2018-BGS|4.12|09/25/2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 - $74,929 0.02 -
Affirm Asset Securitization Trust 2023-X1|7.11|11/15/2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 58,800 - $59,081 0.01 -
US Auto Funding Trust 2022-1|3.98|04/15/2025, 3.98%, 04/15/25 USAUT 2022-1A 90355FAA6 - - 51,796 - $57,830 0.01 -
Upstart Securitization Trust 2021-5|2.49|11/20/2031, 2.49%, 11/20/31 UPST 2021-5 91679JAB3 - - 50,116 - $50,032 0.01 -
Santander Bank NA - SBCLN|1.833|12/15/2031, 1.83%, 12/15/31 SBCLN 2021-1A 80290CAE4 - - 1,741 - $38,893 0.01 -
Fannie Mae or Freddie Mac|6.5|01/14/2025, 6.50%, 01/14/25 FNCL 01F062614 - - -19,000 - $-19,371 0.00 -
ACHV ABS TRUST 2023-3PL|7.17|08/19/2030, 7.17%, 08/19/30 ACHV 2023-3PL 000876AB8 - - 17,672 - $17,696 0.00 -
Santander Bank Auto Credit-Linked Notes Series 2022-B|6.793|08/16/2032, 6.79%, 08/16/32 SBCLN 2022-B 80290CAZ7 - - 14,808 - $14,847 0.00 -
FREMF 2017-K729 Mortgage Trust|.1|11/25/2049, 0.10%, 11/25/49 FREMF 2017-K729 30306HAQ3 - - 257,926 - $27 0.00 -
Fannie Mae or Freddie Mac|2.5|01/14/2025, 2.50%, 01/14/25 FNCL 01F022618 - - -44,565,000 - $-36,165,879 -7.52 -
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - 336.00 - $0 0.00 -
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -141.00 - $0 0.00 -
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -104.00 - $0 0.00 -
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 678.00 - $0 0.00 -
United States Dollar USD MD_142224 - - -107,200,370 - $-107,062,557 -22.27 -
SEGREGATED CASH SEGCASH - $0.00 1,350,000 - $1,350,000 0.28 -
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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