Janus Henderson Securitized Income ETF

Fund Profile

Fund profile

Tickers

JSI

Fund manager

Janus Detroit Street Trust

Total assets

$373.58 mm

Liabilities

$63.11 mm

Net assets

$310.47 mm

Number of holdings

285.00

JSI stock data

1M 3M 6M 1Y

Top 200 of 285 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
UMBS, Single Family, 30 Year	40.77 mm	40.20 mm principal	13.13	ABS-mortgage backed security	Long	USA
Janus Henderson Cash Liquidity Fund LLC	13.28 mm	13.27 mm shares	4.28	Short-term investment vehicle	Long	USA
FHLMC, REMIC, Series 5440, Class WF	5.39 mm	5.38 mm principal	1.74	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	5.32 mm	5.41 mm principal	1.72	ABS-mortgage backed security	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F	4.05 mm	4.00 mm principal	1.30	ABS-other	Long	USA
UMBS, Single Family, 30 Year	3.78 mm	3.77 mm principal	1.22	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A2	3.41 mm	3.39 mm principal	1.10	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	3.13 mm	3.59 mm principal	1.01	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL4, Class A2	3.13 mm	3.13 mm principal	1.01	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1	3.10 mm	3.08 mm principal	1.00	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1	3.09 mm	3.07 mm principal	1.00	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2024-CES5, Class A1B	3.06 mm	3.05 mm principal	0.99	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2	3.00 mm	3.00 mm principal	0.97	ABS-mortgage backed security	Long	USA
Finance of America Structured Securities Trust, Series 2024-S3, Class A1	2.81 mm	3.00 mm principal	0.90	ABS-mortgage backed security	Long	USA
Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class C	2.80 mm	2.79 mm principal	0.90	ABS-other	Long	USA
Sotheby's Artfi Master Trust, Series 2024-1A, Class C	2.78 mm	2.75 mm principal	0.89	ABS-other	Long	USA
UMBS, Single Family, 30 Year	2.77 mm	2.96 mm principal	0.89	ABS-mortgage backed security	Long	USA
Lendbuzz Securitization Trust, Series 2024-2A, Class B	2.68 mm	2.65 mm principal	0.86	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1	2.63 mm	2.59 mm principal	0.85	ABS-mortgage backed security	Long	USA
Lendbuzz Securitization Trust, Series 2024-1A, Class C	2.56 mm	2.50 mm principal	0.82	ABS-other	Long	USA
Sandstone Peak III Ltd., Series 2024-1A, Class C	2.54 mm	2.50 mm principal	0.82	ABS-collateralized bond/debt obligation	Long	Cayman Islands
WB Commercial Mortgage Trust, Series 2024-HQ, Class C	2.54 mm	2.50 mm principal	0.82	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-VOLT, Class E	2.54 mm	2.58 mm principal	0.82	ABS-mortgage backed security	Long	USA
Affirm Asset Securitization Trust, Series 2024-X1, Class C	2.52 mm	2.50 mm principal	0.81	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1M2	2.52 mm	2.50 mm principal	0.81	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class C	2.51 mm	2.50 mm principal	0.81	ABS-mortgage backed security	Long	USA
Zais CLO 11 Ltd., Series 2018-11A, Class BR	2.50 mm	2.50 mm principal	0.81	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2024-AIRC, Class D	2.49 mm	2.50 mm principal	0.80	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL3, Class A1	2.47 mm	2.44 mm principal	0.80	ABS-mortgage backed security	Long	USA
MTN Commercial Mortgage Trust, Series 2022-LPFL, Class B	2.45 mm	2.50 mm principal	0.79	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B1	2.44 mm	2.37 mm principal	0.79	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-SOAR, Class D	2.38 mm	2.41 mm principal	0.77	ABS-mortgage backed security	Long	USA
Hudsons Bay Simon JV Trust, Series 2015-HB10, Class B10	2.37 mm	2.50 mm principal	0.76	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust, Series 2024-5, Class A3	2.34 mm	2.40 mm principal	0.75	ABS-mortgage backed security	Long	USA
NetCredit Combined Receivables LLC, Series 2024-A, Class A	2.31 mm	2.31 mm principal	0.74	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R03, Class 1B1	2.30 mm	2.25 mm principal	0.74	ABS-mortgage backed security	Long	USA
Extended Stay America Trust, Series 2021-ESH, Class F	2.26 mm	2.27 mm principal	0.73	ABS-mortgage backed security	Long	USA
Alterna Funding III LLC, Series 2024-1A, Class B	2.25 mm	2.24 mm principal	0.73	ABS-other	Long	USA
MHC Commercial Mortgage Trust, Series 2021-MHC, Class F	2.25 mm	2.29 mm principal	0.72	ABS-mortgage backed security	Long	USA
Finance of America Structured Securities Trust, Series 2024-S2, Class A1	2.24 mm	2.37 mm principal	0.72	ABS-mortgage backed security	Long	USA
BX Trust, Series 2021-BXMF, Class G	2.24 mm	2.35 mm principal	0.72	ABS-mortgage backed security	Long	USA
Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A2	2.23 mm	2.52 mm principal	0.72	ABS-mortgage backed security	Long	USA
Life Mortgage Trust, Series 2022-BMR2, Class C	2.14 mm	2.25 mm principal	0.69	ABS-mortgage backed security	Long	USA
BB-UBS Trust, Series 2012-SHOW, Class A	2.09 mm	2.17 mm principal	0.67	ABS-mortgage backed security	Long	USA
UMBS, Single Family, 30 Year	2.09 mm	2.50 mm principal	0.67	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2021-VINO, Class E	2.09 mm	2.13 mm principal	0.67	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing LLC, Series 2021-1A, Class D	2.06 mm	2.08 mm principal	0.66	ABS-other	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B1	2.06 mm	2.00 mm principal	0.66	ABS-mortgage backed security	Long	USA
BX Trust, Series 2021-ARIA, Class F	2.04 mm	2.09 mm principal	0.66	ABS-mortgage backed security	Long	USA
OCP Aegis CLO Ltd., Series 2023-29A, Class D	2.03 mm	2.00 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Jersey
GRACIE POINT INTERNATIONAL FUNDING, Series 2023-1A, Class D	2.03 mm	2.00 mm principal	0.65	ABS-other	Long	Cayman Islands
LHOME Mortgage Trust, Series 2022-RTL3, Class A1	2.02 mm	2.00 mm principal	0.65	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2	2.01 mm	2.00 mm principal	0.65	ABS-mortgage backed security	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class E	2.01 mm	2.00 mm principal	0.65	ABS-other	Long	USA
BX Commercial Mortgage Trust, Series 2024-XL5, Class D	2.00 mm	2.01 mm principal	0.64	ABS-mortgage backed security	Long	USA
CONE Trust, Series 2024-DFW1, Class A	1.99 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
BX Trust, Series 2024-BIO, Class C	1.99 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust, Series 2024-WPT, Class D	1.99 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
ACHM Mortgage Trust, Series 2024-HE1, Class B	1.99 mm	1.92 mm principal	0.64	ABS-other	Long	USA
GWT, Series 2024-WLF2, Class E	1.98 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
BMP, Series 2024-MF23, Class D	1.98 mm	2.00 mm principal	0.64	ABS-mortgage backed security	Long	USA
Business Jet Securities LLC, Series 2024-1A, Class B	1.97 mm	1.93 mm principal	0.63	ABS-other	Long	USA
SMRT, Series 2022-MINI, Class F	1.93 mm	2.03 mm principal	0.62	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank NA-CACLN, Series 2021-2, Class G	1.93 mm	1.90 mm principal	0.62	ABS-other	Long	USA
BX Commercial Mortgage Trust, Series 2020-VKNG, Class E	1.90 mm	1.92 mm principal	0.61	ABS-mortgage backed security	Long	USA
FREMF Mortgage Trust, Series 2017-K729, Class D	1.88 mm	1.95 mm principal	0.61	ABS-mortgage backed security	Long	USA
J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1B	1.87 mm	1.85 mm principal	0.60	ABS-mortgage backed security	Long	USA
Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class D	1.84 mm	1.84 mm principal	0.59	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-FIG5, Class B	1.83 mm	1.83 mm principal	0.59	ABS-mortgage backed security	Long	USA
FHF Issuer Trust, Series 2024-2A, Class D	1.83 mm	1.80 mm principal	0.59	ABS-other	Long	USA
BXHPP Trust, Series 2021-FILM, Class C	1.83 mm	1.95 mm principal	0.59	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R08, Class 1B1	1.81 mm	1.73 mm principal	0.58	ABS-mortgage backed security	Long	USA
Gracie Point International Funding LLC, Series 2024-1A, Class B	1.73 mm	1.72 mm principal	0.56	ABS-other	Long	USA
BX Trust, Series 2024-CNYN, Class D	1.71 mm	1.74 mm principal	0.55	ABS-mortgage backed security	Long	USA
Vertical Bridge Holdings LLC, Series 2020-2A, Class B	1.69 mm	1.75 mm principal	0.54	ABS-other	Long	USA
FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2	1.66 mm	1.65 mm principal	0.53	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA4, Class M2	1.62 mm	1.60 mm principal	0.52	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL1, Class A1	1.61 mm	1.59 mm principal	0.52	ABS-mortgage backed security	Long	USA
Life Mortgage Trust, Series 2022-BMR2, Class D	1.56 mm	1.67 mm principal	0.50	ABS-mortgage backed security	Long	USA
Tricolor Auto Securitization Trust, Series 2024-1A, Class D	1.55 mm	1.50 mm principal	0.50	ABS-other	Long	USA
Hotwire Funding LLC, Series 2024-1A, Class C	1.55 mm	1.50 mm principal	0.50	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2	1.54 mm	1.50 mm principal	0.50	ABS-mortgage backed security	Long	USA
Foundation Finance Trust, Series 2024-1A, Class D	1.54 mm	1.50 mm principal	0.50	ABS-other	Long	USA
VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class D	1.53 mm	1.50 mm principal	0.49	ABS-other	Long	USA
Lendbuzz Securitization Trust, Series 2024-2A, Class C	1.53 mm	1.50 mm principal	0.49	ABS-other	Long	USA
DC Trust, Series 2024-HLTN, Class C	1.53 mm	1.50 mm principal	0.49	ABS-mortgage backed security	Long	USA
Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B	1.53 mm	1.50 mm principal	0.49	ABS-other	Long	USA
DBGS Mortgage Trust, Series 2018-BIOD, Class E	1.52 mm	1.55 mm principal	0.49	ABS-mortgage backed security	Long	USA
CF Hippolyta Issuer LLC, Series 2020-1, Class A1	1.52 mm	1.60 mm principal	0.49	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2024-1, Class C	1.52 mm	1.50 mm principal	0.49	ABS-other	Long	USA
FIGRE Trust, Series 2024-HE3, Class C	1.51 mm	1.50 mm principal	0.49	ABS-other	Long	USA
Brex Commercial Charge Card Master Trust, Series 2024-1, Class A2	1.51 mm	1.50 mm principal	0.49	ABS-other	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class E	1.51 mm	1.50 mm principal	0.49	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1	1.50 mm	1.49 mm principal	0.48	ABS-mortgage backed security	Long	USA
ExteNet Issuer LLC, Series 2024-1A, Class C	1.50 mm	1.50 mm principal	0.48	ABS-other	Long	USA
COMM Mortgage Trust, Series 2024-WCL1, Class A	1.49 mm	1.50 mm principal	0.48	ABS-mortgage backed security	Long	USA
JW Commercial Mortgage Trust, Series 2024-MRCO, Class C	1.49 mm	1.50 mm principal	0.48	ABS-mortgage backed security	Long	USA
DBGS Mortgage Trust, Series 2018-BIOD, Class F	1.47 mm	1.50 mm principal	0.47	ABS-mortgage backed security	Long	USA
BX Trust, Series 2021-ARIA, Class E	1.47 mm	1.50 mm principal	0.47	ABS-mortgage backed security	Long	USA
BX Trust, Series 2024-CNYN, Class C	1.47 mm	1.49 mm principal	0.47	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A2	1.46 mm	1.45 mm principal	0.47	ABS-mortgage backed security	Long	USA
Life Mortgage Trust, Series 2021-BMR, Class E	1.42 mm	1.47 mm principal	0.46	ABS-mortgage backed security	Long	USA
LHOME Mortgage Trust, Series 2024-RTL3, Class A2	1.42 mm	1.40 mm principal	0.46	ABS-mortgage backed security	Long	USA
CALI Mortgage Trust, Series 2019-101C, Class B	1.41 mm	1.70 mm principal	0.46	ABS-mortgage backed security	Long	USA
FIGRE Trust, Series 2024-HE1, Class C	1.41 mm	1.39 mm principal	0.45	ABS-other	Long	USA
RITM Rithm Capital Corp.	1.40 mm	1.42 mm principal	0.45	Debt	Long	USA
BX, Series 2021-MFM1, Class E	1.37 mm	1.41 mm principal	0.44	ABS-mortgage backed security	Long	USA
U.S. Treasury 5 Year Notes	1.32 mm	617.00 contracts	0.43	Interest rate derivative	N/A	USA
CF Hippolyta Issuer LLC, Series 2020-1, Class B1	1.29 mm	1.37 mm principal	0.42	ABS-other	Long	USA
Exeter Automobile Receivables Trust, Series 2024-3A, Class E	1.26 mm	1.25 mm principal	0.41	ABS-other	Long	USA
COMM Mortgage Trust, Series 2024-WCL1, Class C	1.25 mm	1.25 mm principal	0.40	ABS-mortgage backed security	Long	USA
COMM Mortgage Trust, Series 2024-WCL1, Class D	1.23 mm	1.25 mm principal	0.40	ABS-mortgage backed security	Long	USA
FHF Issuer Trust, Series 2024-2A, Class C	1.22 mm	1.20 mm principal	0.39	ABS-other	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR2, Class D	1.21 mm	1.60 mm principal	0.39	ABS-mortgage backed security	Long	USA
FHF Issuer Trust, Series 2024-1A, Class B	1.21 mm	1.20 mm principal	0.39	ABS-other	Long	USA
LHOME Mortgage Trust, Series 2024-RTL2, Class A2	1.20 mm	1.18 mm principal	0.39	ABS-mortgage backed security	Long	USA
DROP Mortgage Trust, Series 2021-FILE, Class A	1.19 mm	1.25 mm principal	0.38	ABS-mortgage backed security	Long	USA
VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class F	1.18 mm	1.15 mm principal	0.38	ABS-other	Long	USA
Towd Point Mortgage Trust, Series 2024-CES2, Class A1B	1.17 mm	1.16 mm principal	0.38	ABS-other	Long	USA
PRPM LLC, Series 2021-11, Class A1	1.13 mm	1.15 mm principal	0.37	ABS-other	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2020-ACE, Class C	1.13 mm	1.16 mm principal	0.36	ABS-mortgage backed security	Long	USA
BAMLL Re-REMIC Trust, Series 2024-FRR2, Class C	1.11 mm	1.35 mm principal	0.36	ABS-mortgage backed security	Long	USA
Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class E	1.08 mm	1.08 mm principal	0.35	ABS-other	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B1	1.07 mm	1.03 mm principal	0.34	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B1	1.04 mm	1.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class C	1.03 mm	1.00 mm principal	0.33	ABS-other	Long	USA
RCKT Mortgage Trust, Series 2024-CES1, Class A1B	1.03 mm	1.02 mm principal	0.33	ABS-other	Long	USA
United Auto Credit Securitization Trust, Series 2024-1, Class D	1.03 mm	1.00 mm principal	0.33	ABS-other	Long	USA
FHF Issuer Trust, Series 2024-1A, Class C	1.02 mm	1.00 mm principal	0.33	ABS-other	Long	USA
OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class B	1.02 mm	1.00 mm principal	0.33	ABS-other	Long	USA
ACHV ABS TRUST, Series 2024-1PL, Class D	1.02 mm	1.00 mm principal	0.33	ABS-other	Long	USA
Reach ABS Trust, Series 2024-2A, Class D	1.01 mm	1.00 mm principal	0.33	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust, Series 2023-1A, Class A	1.01 mm	1.00 mm principal	0.32	ABS-other	Long	USA
Compass Datacenters Issuer II LLC, Series 2024-1A, Class A2	1.01 mm	1.00 mm principal	0.32	ABS-other	Long	USA
SBNA Auto Receivables Trust, Series 2024-A, Class E	1.00 mm	1.00 mm principal	0.32	ABS-other	Long	USA
Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class D	1.00 mm	1.00 mm principal	0.32	ABS-other	Long	USA
CIFC Funding 2022-II Ltd., Series 2022-2A, Class D	1.00 mm	1.00 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Trust, Series 2024-VLT4, Class E	997.37 k	1.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
BX Trust, Series 2024-VLT4, Class D	993.93 k	1.00 mm principal	0.32	ABS-mortgage backed security	Long	USA
Westgate Resorts LLC, Series 2024-1A, Class C	987.75 k	977.92 k principal	0.32	ABS-other	Long	USA
FNMA Connecticut Avenue Securities, Series 2021-R02, Class 2M2	947.41 k	941.21 k principal	0.31	ABS-mortgage backed security	Long	USA
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class F	941.95 k	935.77 k principal	0.30	ABS-other	Long	USA
PRPM LLC, Series 2024-RPL1, Class A2	938.87 k	1.00 mm principal	0.30	ABS-mortgage backed security	Long	USA
Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class C	937.30 k	933.84 k principal	0.30	ABS-other	Long	USA
Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D	934.80 k	930.00 k principal	0.30	ABS-other	Long	USA
Theorem Funding Trust, Series 2022-3A, Class B	929.23 k	900.00 k principal	0.30	ABS-other	Long	USA
Finance of America Structured Securities Trust, Series 2024-S1, Class A1	925.80 k	976.10 k principal	0.30	ABS-other	Long	USA
Towd Point Mortgage Trust, Series 2024-CES1, Class A1B	914.80 k	912.48 k principal	0.29	ABS-other	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A	913.86 k	895.08 k principal	0.29	ABS-other	Long	USA
Marlette Funding Trust, Series 2023-2A, Class D	906.24 k	900.00 k principal	0.29	ABS-other	Long	USA
BXP Trust, Series 2017-GM, Class D	904.04 k	1.00 mm principal	0.29	ABS-mortgage backed security	Long	USA
JPMorgan Chase Bank NA-CHASE, Series 2020-CL1, Class M4	892.47 k	863.57 k principal	0.29	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2	862.40 k	857.58 k principal	0.28	ABS-mortgage backed security	Long	USA
MKT Mortgage Trust, Series 2020-525M, Class F	813.68 k	1.54 mm principal	0.26	ABS-mortgage backed security	Long	USA
Luxury Lease Partners Auto Lease Trust, Series 2024-4, Class A	811.38 k	809.64 k principal	0.26	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2	795.40 k	788.00 k principal	0.26	ABS-mortgage backed security	Long	USA
FS Commercial Mortgage Trust, Series 2023-4SZN, Class D	784.61 k	750.00 k principal	0.25	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust, Series 2023-CES1, Class A1A	768.82 k	757.27 k principal	0.25	ABS-mortgage backed security	Long	USA
Reach Abs Trust, Series 2024-1A, Class C	765.89 k	750.00 k principal	0.25	ABS-other	Long	USA
Connecticut Avenue Securities Trust, Series 2023-R08, Class 1M2	764.29 k	740.00 k principal	0.25	ABS-mortgage backed security	Long	USA
Mission Lane Credit Card Master Trust, Series 2023-B, Class A	759.58 k	750.00 k principal	0.24	ABS-other	Long	USA
CarMax Auto Owner Trust, Series 2024-1, Class D	759.27 k	750.00 k principal	0.24	ABS-other	Long	USA
Prosper Marketplace Issuance Trust, Series 2024-1A, Class C	756.91 k	750.00 k principal	0.24	ABS-other	Long	USA
Exeter Automobile Receivables Trust, Series 2024-1A, Class E	756.76 k	750.00 k principal	0.24	ABS-other	Long	USA
Affirm Asset Securitization Trust, Series 2024-A, Class 1C	753.35 k	750.00 k principal	0.24	ABS-other	Long	USA
CENT Trust, Series 2023-CITY, Class B	752.38 k	750.00 k principal	0.24	ABS-mortgage backed security	Long	USA
Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class C	741.06 k	712.93 k principal	0.24	ABS-other	Long	USA
FNMA, Series 2021-R02, Class 2B1	724.39 k	700.00 k principal	0.23	ABS-mortgage backed security	Long	USA
FHLMC STACR REMIC Trust, Series 2021-HQA3, Class M2	720.14 k	715.00 k principal	0.23	ABS-mortgage backed security	Long	USA
Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10	713.46 k	750.00 k principal	0.23	ABS-mortgage backed security	Long	USA
US Bank NA, Series 2023-1, Class B	711.52 k	704.98 k principal	0.23	ABS-other	Long	USA
Marlette Funding Trust, Series 2023-1A, Class D	708.52 k	700.00 k principal	0.23	ABS-other	Long	USA
CyrusOne Data Centers Issuer I LLC, Series 2024-1A, Class A2	705.32 k	735.00 k principal	0.23	ABS-other	Long	USA
Affirm Asset Securitization Trust, Series 2024-A, Class D	703.36 k	700.00 k principal	0.23	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust, Series 2023-1A, Class B	700.53 k	690.00 k principal	0.23	ABS-other	Long	USA
Great Wolf Trust, Series 2024-WOLF, Class C	697.52 k	700.00 k principal	0.22	ABS-mortgage backed security	Long	USA
BX Trust, Series 2022-FOX2, Class E	603.50 k	625.39 k principal	0.19	ABS-mortgage backed security	Long	USA
Gracie Point International Funding LLC, Series 2024-1A, Class D	600.72 k	600.00 k principal	0.19	ABS-other	Long	USA
RAM LLC, Series 2024-1, Class B	574.50 k	572.24 k principal	0.19	ABS-other	Long	USA
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G	568.24 k	561.46 k principal	0.18	ABS-other	Long	USA
New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1	554.76 k	615.00 k principal	0.18	ABS-other	Long	USA
ACHV ABS TRUST, Series 2023-3PL, Class B	527.53 k	526.17 k principal	0.17	ABS-other	Long	USA
TYSN Mortgage Trust, Series 2023-CRNR, Class A	523.32 k	500.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Marlette Funding Trust, Series 2023-4A, Class B	523.12 k	500.00 k principal	0.17	ABS-other	Long	USA
Upstart Securitization Trust, Series 2023-3, Class B	520.02 k	500.00 k principal	0.17	ABS-other	Long	USA
WB Commercial Mortgage Trust, Series 2024-HQ, Class D	510.46 k	500.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class D	509.21 k	500.00 k principal	0.16	ABS-other	Long	USA
Blue Bridge Funding LLC, Series 2023-1A, Class C	508.74 k	546.00 k principal	0.16	ABS-other	Long	USA
Prosper Marketplace Issuance Trust, Series 2023-1A, Class B	506.54 k	500.00 k principal	0.16	ABS-other	Long	USA
LAD Auto Receivables Trust, Series 2024-1A, Class D	506.51 k	500.00 k principal	0.16	ABS-other	Long	USA
Lendbuzz Securitization Trust, Series 2024-1A, Class B	506.27 k	500.00 k principal	0.16	ABS-other	Long	USA
BX Commercial Mortgage Trust, Series 2023-VLT3, Class C	505.80 k	500.00 k principal	0.16	ABS-mortgage backed security	Long	USA
Tricolor Auto Securitization Trust, Series 2024-1A, Class C	504.88 k	500.00 k principal	0.16	ABS-other	Long	USA
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D	504.86 k	500.00 k principal	0.16	ABS-other	Long	USA
Ally Auto Receivables Trust, Series 2024-1, Class D	504.64 k	500.00 k principal	0.16	ABS-other	Long	USA
Exeter Automobile Receivables Trust, Series 2024-1A, Class D	504.22 k	500.00 k principal	0.16	ABS-other	Long	USA
BHG Securitization Trust, Series 2024-1CON, Class B	503.90 k	500.00 k principal	0.16	ABS-other	Long	USA
Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class D	503.36 k	500.00 k principal	0.16	ABS-other	Long	USA
Gracie Point International Funding LLC, Series 2024-1A, Class C	502.78 k	500.00 k principal	0.16	ABS-other	Long	USA
Affirm Asset Securitization Trust, Series 2024-A, Class 1D	502.68 k	500.00 k principal	0.16	ABS-other	Long	USA