Please ensure Javascript is enabled for purposes of website accessibility Securitized Income ETF - Janus Henderson Investors - LatAm Mexico PA
{{banner.link_text}}
For professional investors in Mexico

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of July 2, 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% July Delivery, 5.50%, 07/14/25 FNCL 01F052672 - - 65,610,000 $65,502,531 $65,502,531 7.43 $65,502,531
UMBS TBA 30yr 6.5% July Delivery, 6.50%, 07/14/25 FNCL 01F062671 - - 60,613,000 $62,560,496 $62,560,496 7.09 $62,560,496
UMBS TBA 30yr 5% July Delivery, 5.00%, 07/14/25 FNCL 01F050676 - - 61,479,000 $60,146,135 $60,146,135 6.82 $60,146,135
UMBS TBA 30yr 6% July Delivery, 6.00%, 07/14/25 FNCL 01F060675 - - 57,605,000 $58,504,214 $58,504,214 6.63 $58,504,214
UMBS TBA 30yr 3.5% July Delivery, 3.50%, 07/14/25 FNCL 01F032674 - - 30,930,000 $27,804,029 $27,804,029 3.15 $27,804,029
UMBS TBA 30yr 4.5% July Delivery, 4.50%, 07/14/25 FNCL 01F042673 - - 25,880,000 $24,699,277 $24,699,277 2.80 $24,699,277
UMBS TBA 30yr 3% July Delivery, 3.00%, 07/14/25 FNCL 01F030678 - - 25,640,000 $22,137,294 $22,137,294 2.51 $22,137,294
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.95517% 25-FEB-2045, 5.96%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,806,546 $16,806,546 1.91 $16,784,294
Fannie Mae REMIC Trust 2025-12 FC 5.42197% 25-MAR-2055, 5.41%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,065,984 $13,030,746 $13,030,746 1.48 $13,015,052
Freddie Mac Multiclass Certificates, Series 5544 FC 5.35068% 25-JUN-2055, 5.31%, 06/25/55 FHR 5544 3137HLNP3 - - 12,031,517 $12,043,907 $12,043,907 1.37 $12,029,722
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,574,711 $11,574,711 1.31 $11,541,815
Affirm Master Trust|5.6|07/15/2033, 5.60%, 07/15/33 AFRMT 2025-2A 00833BAK4 - - 7,500,000 $7,529,185 $7,529,185 0.86 $7,518,685
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,371,905 $7,440,556 $7,440,556 0.85 $7,403,513
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 7,007,000 $6,957,139 $6,957,139 0.79 $6,920,809
BX Trust 2024-CNYN D 7.00185% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,713,950 $6,740,177 $6,740,177 0.77 $6,716,668
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68648% 25-OCT-2057, 6.68%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,489,925 $6,703,173 $6,703,173 0.76 $6,693,533
Connecticut Avenue Securities, Series 2021-R03 1M2 5.95517% 25-DEC-2041, 5.96%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,263,362 $6,263,362 0.71 $6,255,131
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,353,402 $6,147,032 $6,147,032 0.70 $6,124,442
QTS ISSUER ABS I 5.439%55, 5.44%, 05/25/55 QTS 2025-1A 74690DAA9 - - 6,000,000 $6,055,487 $6,055,487 0.69 $6,048,235
BX Trust 2025-TAIL D 6.76176% 15-JUN-2035, 6.75%, 06/15/35 BX 2025-TAIL 123912AG2 - - 6,000,000 $6,029,862 $6,029,862 0.68 $5,998,362
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,978,879 $5,978,879 0.68 $5,930,923
PRET 2025-RPL3 Trust A1 4.15% 25-APR-2065, 4.15%, 04/25/65 PRET 2025-RPL3 69382RAA1 - - 6,153,506 $5,927,309 $5,927,309 0.67 $5,904,609
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61176% 15-MAR-2042, 5.61%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,909,232 $5,909,232 0.67 $5,892,669
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,780,044 $5,816,533 $5,816,533 0.66 $5,808,127
Chase Auto Credit Linked Notes Series 2025-1|6.024|02/25/2033, 6.02%, 02/25/33 CACLN 2025-1 46591HCV0 - - 5,660,000 $5,679,284 $5,679,284 0.64 $5,672,654
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,660,928 $5,660,928 0.64 $5,654,053
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M2 5.83128% 25-MAY-2045, 5.81%, 05/25/45 STACR 2025-DNA2 35564NJA2 - - 5,510,949 $5,535,402 $5,535,402 0.63 $5,528,292
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,446,520 $5,517,810 $5,517,810 0.63 $5,489,677
PRET 2025-NPL4 A1 6.3677% 25-MAY-2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,335,697 $5,410,333 $5,410,333 0.61 $5,376,080
Marlette Funding Trust 2025-1|6.02|07/16/2035, 6.02%, 07/16/35 MFT 2025-1A 570920AD0 - - 5,368,000 $5,366,953 $5,366,953 0.61 $5,366,952
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,327,339 $5,333,462 $5,333,462 0.61 $5,327,004
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.10517% 25-NOV-2041, 6.11%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,320,167 $5,320,167 0.60 $5,313,011
JP MORGAN MORTGAGE TRUST 2 5.777% 55, 5.50%, 11/25/55 JPMMT 2025-5MPR 46593VAD9 - - 5,190,357 $5,214,397 $5,214,397 0.59 $5,189,022
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.81%, 05/25/45 CAS 2025-R04 20755TAC5 - - 5,168,240 $5,181,368 $5,181,368 0.59 $5,174,700
BX Commercial Mortgage Trust 2021-VOLT E 6.426% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,166,760 $5,159,682 $5,159,682 0.59 $5,143,081
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,145,666 $5,145,666 0.58 $5,137,115
COMPASS DATACENTERS 2025-1 B1, 5.76%, 05/25/50 CMPDC 2025-1A 20469CAC9 - - 5,000,000 $5,113,115 $5,113,115 0.58 $5,106,720
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $5,069,070 $5,069,070 0.58 $4,898,000
Fannie Mae REMIC Trust 2025-9 FA 5.52197% 25-MAR-2055, 5.51%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,001,458 $5,002,231 $5,002,231 0.57 $4,996,112
Foundation Finance Trust 2025-2|5.09|04/15/2052, 5.09%, 04/15/52 FFIN 2025-2A 35042NAC9 - - 5,000,000 $4,993,118 $4,993,118 0.57 $4,993,118
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 4,997,731 $4,989,921 $4,989,921 0.57 $4,958,824
Avis Budget Rental Car Funding AESOP LLC|7.31|06/20/2029, 7.31%, 06/20/29 AESOP 2023-4A 05377RJS4 - - 4,868,000 $4,911,228 $4,911,228 0.56 $4,888,493
Avis Budget Rental Car Funding (AESOP) Series 2021-1 D 3.71% 20-AUG-2027, 3.71%, 08/20/27 AESOP 2021-1A 05377REL4 - - 5,000,000 $4,891,628 $4,891,628 0.56 $4,884,929
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 4,830,788 $4,874,732 $4,874,732 0.55 $4,866,790
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93648% 25-OCT-2057, 6.93%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,688,204 $4,841,373 $4,841,373 0.55 $4,834,150
StoneX Group Inc. 6.875% 15-JUL-2032, 6.88%, 07/15/32 SNEX 86189AAA7 - - 4,783,000 $4,833,025 $4,833,025 0.55 $4,833,025
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 4,942,844 $4,829,123 $4,829,123 0.55 $4,819,144
BX Commercial Mortgage Trust 2024-MF D 7.00158% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,788,207 $4,788,207 0.54 $4,742,990
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,734,940 $4,734,940 0.54 $4,718,177
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 4,680,198 $4,721,397 $4,721,397 0.54 $4,696,357
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,701,635 $4,701,635 0.53 $4,668,324
RCKT Mortgage Trust 2025-CES5 A1A 5.687% 25-MAY-2055, 5.69%, 05/25/55 RCKT 2025-CES5 74942CAA7 - - 4,557,285 $4,605,267 $4,605,267 0.52 $4,582,230
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,405,808 $4,535,891 $4,535,891 0.52 $4,509,582
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 68237DAB9 - - 4,500,000 $4,500,783 $4,500,783 0.51 $4,489,743
Great Wolf Trust 2024-WOLF D 7.20176% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,452,190 $4,452,190 0.51 $4,436,256
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 44148JAC3 - - 4,500,000 $4,392,003 $4,392,003 0.50 $4,384,757
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 4,333,000 $4,364,403 $4,364,403 0.50 $4,350,689
BX Commercial Mortgage Trust 2024-XL5 D 7.00156% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 3,963,114 $4,321,418 $4,321,418 0.49 $3,970,677
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 $4,262,136 $4,262,136 0.48 $4,251,654
BX Commercial Mortgage Trust 2021-SOAR D 5.826% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,196,303 $4,196,303 0.48 $4,163,214
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.40517% 25-SEP-2041, 6.41%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,144,144 $4,144,144 0.47 $4,138,307
Drive Auto Receivables Trust 2025-1 D 5.41% 15-SEP-2032, 5.41%, 09/15/32 DRIVE 2025-1 262102AF3 - - 4,077,000 $4,122,917 $4,122,917 0.47 $4,111,889
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 4,090,814 $4,105,356 $4,105,356 0.47 $4,100,351
COOPR Residential Mortgage Trust 2025-CES1 A1A 5.654% 25-MAY-2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,050,097 $4,086,327 $4,086,327 0.46 $4,065,972
BX Trust 2024-BRBK A 7.1914% 15-OCT-2041, 7.19%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 3,991,885 $4,031,396 $4,031,396 0.46 $4,017,039
Hilton Grand Vacations Trust 2025-1 C 5.52% 25-AUG-2040, 5.52%, 05/27/42 HGVT 2025-1A 43283CAC5 - - 4,000,000 $4,028,796 $4,028,796 0.46 $4,019,596
BX Trust 2025-LUNR D 6.81176% 15-JUN-2040, 6.83%, 06/15/40 BX 2025-LUNR 05594CAK0 - - 4,000,000 $4,024,647 $4,024,647 0.46 $4,003,398
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 3,862,590 $3,977,373 $3,977,373 0.45 $3,936,273
BMP Commercial Mortgage Trust 2024-MF23 D 6.70225% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,783,226 $3,783,226 0.43 $3,749,660
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 $3,766,826 $3,766,826 0.43 $3,742,016
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,760,808 $3,760,808 0.43 $3,755,995
FREMF 2023-K511 Mortgage Trust C 5.634596% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,720,549 $3,720,549 0.42 $3,699,847
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,685,926 $3,713,020 $3,713,020 0.42 $3,694,400
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,697,071 $3,697,071 0.42 $3,691,761
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.10517% 25-AUG-2044, 6.11%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 3,620,000 $3,636,402 $3,636,402 0.41 $3,631,490
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,507,326 $3,626,444 $3,626,444 0.41 $3,604,412
ALA Trust 2025-OANA A 6.05463% 15-JUN-2040, 6.04%, 06/15/40 ALA 2025-OANA 009920AA7 - - 3,500,000 $3,526,848 $3,526,848 0.40 $3,515,098
CSMC 2021-BHAR C 6.427% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 3,446,000 $3,458,092 $3,458,092 0.39 $3,427,897
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,388,980 $3,432,811 $3,432,811 0.39 $3,416,533
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 3,392,000 $3,417,858 $3,417,858 0.39 $3,407,410
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,411,697 $3,411,697 0.39 $3,405,239
SCG Commercial Mortgage Trust 2025-DLFN E 7.26176% 15-MAR-2027, 7.26%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,384,366 $3,384,366 0.38 $3,372,203
PRPM 2025-2 A1 6.469% 25-MAY-2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,335,148 $3,354,020 $3,354,020 0.38 $3,334,842
BX Trust 2021-ARIA D 6.3214% 15-OCT-2036, 6.34%, 10/15/36 BX 2021-ARIA 05608RAJ4 - - 3,300,000 $3,306,374 $3,306,374 0.38 $3,295,915
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,284,875 $3,284,875 0.37 $3,273,794
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 3,257,024 $3,268,608 $3,268,608 0.37 $3,256,830
FinBe USA Trust 2025-1|6.6|12/16/2030, 6.60%, 12/16/30 FINBE 2025-1A 317967AB3 - - 3,250,000 $3,265,283 $3,265,283 0.37 $3,261,112
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,210,011 $3,226,835 $3,226,835 0.37 $3,211,171
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,179,757 $3,200,216 $3,200,216 0.36 $3,184,379
Lendbuzz Securitization Trust 2025-2|6.18|04/15/2032, 6.18%, 04/15/32 LBZZ 2025-2A 52611JAE0 - - 3,168,000 $3,190,496 $3,190,496 0.36 $3,185,057
Amur Equipment Finance Receivables XV, Series 2025-1 D 5.68% 20-AUG-2032, 5.68%, 08/20/32 AXIS 2025-1A 03237FAE5 - - 3,129,000 $3,169,644 $3,169,644 0.36 $3,163,226
Galaxy Senior Participation Interest Trust 1|8.63746|07/31/2026, 8.64%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,107,190 $3,146,166 $3,146,166 0.36 $3,123,801
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,134,740 $3,134,740 0.36 $3,130,503
BX Trust 2024-VLT4 E 7.201164% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,125,025 $3,125,025 0.35 $3,113,755
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40091% 15-AUG-2041, 7.40%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,104,694 $3,104,694 0.35 $3,093,221
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,092,708 $3,092,708 0.35 $3,087,850
BX Trust 2021-ARIA F 7.0195% 15-OCT-2036, 7.02%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,090,536 $3,090,536 0.35 $3,079,697
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,078,359 $3,078,359 0.35 $3,073,697
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,008,337 $3,038,861 $3,038,861 0.35 $3,034,697
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 83406YAD3 - - 3,000,000 $3,033,791 $3,033,791 0.34 $3,029,978
Connecticut Avenue Securities Trust 2024-R05 2M2 6.00517% 25-JUL-2044, 6.01%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,033,238 $3,033,238 0.34 $3,014,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.30517% 25-MAR-2044, 6.31%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,032,542 $3,032,542 0.34 $3,028,338
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.55185% 20-MAR-2033, 6.55%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,008,564 $3,015,659 $3,015,659 0.34 $3,008,541
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,941,750 $2,997,645 $2,997,645 0.34 $2,978,193
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 2,972,698 $2,974,528 $2,974,528 0.34 $2,960,898
Extended Stay America Trust 2021-ESH F 8.126% 15-JUL-2038, 8.13%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,959,161 $2,969,033 $2,969,033 0.34 $2,957,009
SREIT Trust 2021-FLWR F 7.098549% 22-JUL-2036, 7.10%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,949,862 $2,949,862 0.34 $2,939,435
Lendbuzz Securitization Trust 2025-2|5.28|04/15/2031, 5.28%, 04/15/31 LBZZ 2025-2A 52611JAD2 - - 2,921,000 $2,938,833 $2,938,833 0.33 $2,934,549
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - - 2,854,000 $2,907,217 $2,907,217 0.33 $2,899,097
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,855,952 $2,855,952 0.32 $2,846,263
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,852,471 $2,852,471 0.32 $2,841,887
A&D Mortgage Trust 2025-NQM2 A1 5.79% 25-JUN-2070, 5.79%, 06/25/70 ADMT 2025-NQM2 00250EAC0 - - 2,789,786 $2,817,100 $2,817,100 0.32 $2,802,742
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 2,776,000 $2,804,046 $2,804,046 0.32 $2,788,298
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 90357PAV6 - - 2,712,900 $2,745,657 $2,745,657 0.31 $2,741,564
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,741,748 $2,741,748 0.31 $2,733,109
BX Trust 2025-ROIC E 7.25305% 15-FEB-2042, 7.25%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,736,671 $2,736,671 0.31 $2,726,582
FINANCE OF AMERICA STRUC 3.28125% 74, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,837,647 $2,727,586 $2,727,586 0.31 $2,725,379
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,844,564 $2,722,120 $2,722,120 0.31 $2,719,907
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 $2,705,514 $2,705,514 0.31 $2,701,289
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAA3 - - 2,690,000 $2,698,638 $2,698,638 0.31 $2,686,085
MHC Commercial Mortgage Trust 2021-MHC F 7.027442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,669,350 $2,669,350 0.30 $2,660,003
BX Trust 2024-BIO C 6.95176% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,659,066 $2,659,066 0.30 $2,634,464
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,621,604 $2,621,604 0.30 $2,612,130
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,581,135 $2,581,135 0.29 $2,553,943
Sandstone Peak III C 6.93177% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,549,852 $2,549,852 0.29 $2,516,638
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,541,001 $2,541,001 0.29 $2,527,429
BX Commercial Mortgage Trust 2024-GPA3 C 6.20398% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,540,961 $2,540,961 0.29 $2,533,114
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,538,183 $2,538,183 0.29 $2,507,464
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.40517% 25-JAN-2042, 11.41%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,532,561 $2,532,561 0.29 $2,526,605
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.22623% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,532,250 $2,532,250 0.29 $2,517,953
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,529,145 $2,529,145 0.29 $2,513,293
ExteNet Issuer, Series 2025-1 C_251 8.272% 25-JUL-2054, 8.27%, 07/25/54 EXTNT 2025-1A 30227XAS0 - - 2,500,000 $2,526,511 $2,526,511 0.29 $2,517,894
USB Auto Owner Trust 2025-1 D 5.4% 15-DEC-2032, 5.40%, 12/15/32 USCAR 2025-1A 90367VAG4 - - 2,500,000 $2,522,697 $2,522,697 0.29 $2,517,822
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,565 $2,521,565 0.29 $2,513,352
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,520,483 $2,520,483 0.29 $2,514,787
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,519,319 $2,519,319 0.29 $2,498,579
Chase Auto Credit Linked Notes Series 2025-1|6.996|02/25/2033, 7.00%, 02/25/33 CACLN 2025-1 46591HCW8 - - 2,500,000 $2,508,781 $2,508,781 0.28 $2,505,380
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,481,623 $2,503,584 $2,503,584 0.28 $2,490,245
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 2,500,000 $2,496,960 $2,496,960 0.28 $2,489,582
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 2,373,000 $2,467,091 $2,467,091 0.28 $2,458,607
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,439,850 $2,439,850 0.28 $2,428,949
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.05517% 25-FEB-2042, 8.06%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 2,340,071 $2,435,669 $2,435,669 0.28 $2,431,480
Brean Asset Backed Securities Trust 2024-RM8 A2 4.5% 25-MAY-2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,434,839 $2,434,839 0.28 $2,432,279
FIGRE Trust 2025-HE3 A 5.56% 25-MAY-2055, 5.56%, 05/25/55 FIGRE 2025-HE3 31684LAA9 - - 2,336,917 $2,422,757 $2,422,757 0.28 $2,336,713
Westlake Automobile Receivables Trust Series 2025-P1 D 5.59% 15-JUL-2032, 5.59%, 07/15/32 WLAKE 2025-P1 96043LAG5 - - 2,379,000 $2,420,864 $2,420,864 0.27 $2,414,215
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,391,929 $2,417,915 $2,417,915 0.27 $2,405,419
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.927% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,389,230 $2,389,230 0.27 $2,378,519
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,372,816 $2,372,816 0.27 $2,364,898
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0442% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,343,681 $2,343,681 0.27 $2,335,460
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,329,387 $2,329,387 0.26 $2,325,783
Connecticut Avenue Securities, Series 2021-R03 1B1 7.05517% 25-DEC-2041, 7.06%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,295,002 $2,295,002 0.26 $2,291,475
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.30517% 25-DEC-2041, 11.31%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,290,242 $2,290,242 0.26 $2,284,840
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,278,958 $2,278,958 0.26 $2,275,958
COOPR Residential Mortgage Trust 2025-CES2|5.502|06/25/2060, 5.50%, 06/25/60 COOPR 2025-CES2 12674UAA1 - - 2,214,000 $2,233,559 $2,233,559 0.25 $2,222,731
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,335,903 $2,231,578 $2,231,578 0.25 $2,224,829
GS Mortgage-Backed Securities Trust 2025-RPL3|4.1|07/25/2065, 4.10%, 07/25/65 GSMBS 2025-RPL3 362963AA8 - - 2,302,820 $2,225,316 $2,225,316 0.25 $2,216,924
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,181,114 $2,181,114 0.25 $2,173,848
FINANCE OF AMER STR TR 2024-S2 A1, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,239,998 $2,165,233 $2,165,233 0.25 $2,163,491
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 2,210,000 $2,165,056 $2,165,056 0.25 $2,156,894
COLT 2025-6 Mortgage Loan Trust|5.783|08/25/2070, 5.78%, 08/25/70 COLT 2025-6 19689BAB9 - - 2,090,000 $2,107,790 $2,107,790 0.24 $2,097,047
Angel Oak Mortgage Trust 2025-7|5.763|06/25/2070, 5.76%, 06/25/70 AOMT 2025-7 03466TAB3 - - 2,090,000 $2,105,951 $2,105,951 0.24 $2,095,244
OPEN Trust 2023-AIR B 8.149757% 15-NOV-2040, 8.15%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,102,632 $2,102,632 0.24 $2,080,000
FIGRE Trust 2025-HE4|5.709|07/25/2055, 5.71%, 07/25/55 FIGRE 2025-HE4 31684PAC6 - - 2,085,056 $2,088,026 $2,088,026 0.24 $2,085,050
LIFE 2022-BMR2 Mortgage Trust C 6.40488% 15-MAY-2039, 6.40%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,077,030 $2,077,030 0.24 $2,057,782
BX Commercial Mortgage Trust 2021-VINO E 6.37833% 15-MAY-2038, 6.38%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,073,052 $2,073,052 0.24 $2,066,459
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.90185% 20-OCT-2032, 6.90%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,046,937 $2,060,679 $2,060,679 0.23 $2,055,578
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 1,988,935 $2,051,790 $2,051,790 0.23 $2,048,581
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.65517% 25-SEP-2041, 7.66%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,049,730 $2,049,730 0.23 $2,046,321
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.858644% 27-SEP-2052, 0.95%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,048,736 $2,048,736 0.23 $2,046,704
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95019% 15-MAY-2041, 7.95%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,029,980 $2,029,980 0.23 $2,008,750
BX Commercial Mortgage Trust 2024-WPT D 7.00146% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,023,053 $2,023,053 0.23 $2,003,963
LIFE 2022-BMR2 Mortgage Trust D 6.85367% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $2,020,300 $2,020,300 0.23 $2,012,709
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,013,588 $2,013,588 0.23 $2,006,508
Gracie Point International Funding, Series 2023-1 D 8.84828% 01-SEP-2026, 8.85%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,011,826 $2,011,826 0.23 $1,996,587
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 $2,011,736 $2,011,736 0.23 $2,002,066
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,011,244 $2,011,244 0.23 $2,005,254
CONE Trust 2024-DFW1 A 5.95349% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,003,986 $2,003,986 0.23 $1,998,033
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 1,951,860 $1,991,856 $1,991,856 0.23 $1,953,766
SMRT Commercial Mortgage Trust 2022-MINI F 7.66176% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,987,703 $1,987,703 0.23 $1,979,945
BX Trust 2021-BXMF G 7.775513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,985,850 $1,985,850 0.23 $1,977,918
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,984,402 $1,984,402 0.23 $1,983,422
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,975,000 $1,968,055 $1,968,055 0.22 $1,956,381
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,963,153 $1,963,153 0.22 $1,944,792
FIGRE Trust 2025-HE3 C 5.91% 25-MAY-2055, 5.91%, 05/25/55 FIGRE 2025-HE3 31684LAC5 - - 1,947,431 $1,957,264 $1,957,264 0.22 $1,947,034
FIGRE Trust 2025-HE3 B 5.71% 25-MAY-2055, 5.71%, 05/25/55 FIGRE 2025-HE3 31684LAB7 - - 1,947,431 $1,957,046 $1,957,046 0.22 $1,947,161
BX Trust 2022-FOX2 D 6.42273% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 1,942,500 $1,941,467 $1,941,467 0.22 $1,935,229
BX Commercial Mortgage Trust 2024-AIR2 C 6.55324% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,937,834 $1,937,834 0.22 $1,921,044
Angel Oak Mortgage Trust 2025-6 A2 5.768% 25-APR-2070, 5.77%, 04/25/70 AOMT 2025-6 034937AB8 - - 1,920,216 $1,936,870 $1,936,870 0.22 $1,927,025
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,878,389 $1,878,389 0.21 $1,872,472
BX Trust 2024-BRBK B 8.23836% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 1,850,000 $1,867,996 $1,867,996 0.21 $1,854,560
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,786,317 $1,798,165 $1,798,165 0.20 $1,789,209
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.45185% 20-MAY-2032, 7.45%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,760,944 $1,773,481 $1,773,481 0.20 $1,768,743
BXHPP Trust 2021-FILM C 5.526% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,768,279 $1,768,279 0.20 $1,753,882
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,648,941 $1,763,905 $1,763,905 0.20 $1,665,583
SBNA Auto Receivables Trust 2025-SF1|5.34|09/15/2031, 5.34%, 09/15/31 SBAT 2025-SF1 78437XAD8 - - 1,750,000 $1,756,144 $1,756,144 0.20 $1,754,327
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 1,735,000 $1,748,053 $1,748,053 0.20 $1,737,046
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 $1,742,032 $1,742,032 0.20 $1,739,207
Gracie Point International Funding, Series 2024-1 B 6.44828% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,731,319 $1,731,319 0.20 $1,721,637
FIGRE Trust 2025-HE4|5.408|07/25/2055, 5.41%, 07/25/55 FIGRE 2025-HE4 31684PAA0 - - 1,714,000 $1,716,295 $1,716,295 0.19 $1,713,978
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,701,645 $1,678,243 $1,678,243 0.19 $1,676,352
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 $1,677,697 $1,677,697 0.19 $1,666,382
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,632,828 $1,677,348 $1,677,348 0.19 $1,671,695
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,659,752 $1,659,752 0.19 $1,654,892
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.65517% 25-DEC-2041, 6.66%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,625,354 $1,625,354 0.18 $1,622,988
FIGRE Trust 2025-HE4|5.608|07/25/2055, 5.61%, 07/25/55 FIGRE 2025-HE4 31684PAB8 - - 1,613,995 $1,616,214 $1,616,214 0.18 $1,613,951
UMBS TBA 30yr 4% July Delivery, 4.00%, 07/14/25 FNCL 01F040677 - - 1,738,000 $1,612,555 $1,612,555 0.18 $1,612,555
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,603,497 $1,603,497 0.18 $1,599,880
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 $1,583,727 $1,583,727 0.18 $1,582,377
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,579,262 $1,579,262 0.18 $1,574,286
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,553,072 $1,553,072 0.18 $1,550,055
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,546,913 $1,546,913 0.18 $1,540,455
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 $1,539,310 $1,539,310 0.17 $1,534,158
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,535,726 $1,535,726 0.17 $1,529,443
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) D_2024_1 6.644% 15-MAY-2054, 6.64%, 05/15/54 VBTEL 2024-1A 91823ABE0 - - 1,500,000 $1,527,702 $1,527,702 0.17 $1,522,719
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 $1,520,513 $1,520,513 0.17 $1,513,747
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 $1,517,952 $1,517,952 0.17 $1,512,942
USB Auto Owner Trust 2025-1 C 4.96% 15-MAR-2031, 4.96%, 03/17/31 USCAR 2025-1A 90367VAF6 - - 1,500,000 $1,512,226 $1,512,226 0.17 $1,509,539
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,488,113 $1,511,671 $1,511,671 0.17 $1,506,702
JW Commercial Mortgage Trust 2024-MRCO C 6.70181% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,509,353 $1,509,353 0.17 $1,495,648
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,505,882 $1,505,882 0.17 $1,496,168
BX Trust 2021-ARIA E 6.6705% 15-OCT-2036, 6.67%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,502,087 $1,502,087 0.17 $1,497,084
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,492,500 $1,500,100 $1,500,100 0.17 $1,488,885
MVW 2025-1 C 5.75% 20-SEP-2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,489,937 $1,498,173 $1,498,173 0.17 $1,495,080
LIFE 2021-BMR Mortgage Trust F 6.776% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,479,358 $1,479,358 0.17 $1,465,928
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 $1,477,605 $1,477,605 0.17 $1,466,414
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,465,661 $1,465,661 0.17 $1,436,691
QTS ISSUER ABS I 5.928%55, 5.93%, 05/25/55 QTS 2025-1A 74690DAB7 - - 1,442,000 $1,455,967 $1,455,967 0.17 $1,454,068
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,413,707 $1,434,298 $1,434,298 0.16 $1,428,618
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,420,134 $1,420,134 0.16 $1,417,529
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,323,442 $1,401,959 $1,401,959 0.16 $1,387,439
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,387,453 $1,387,453 0.16 $1,387,453
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 $1,370,729 $1,370,729 0.16 $1,369,166
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,352,870 $1,358,264 $1,358,264 0.15 $1,351,595
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,202,788 $1,351,491 $1,351,491 0.15 $1,201,851
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.30185% 20-OCT-2032, 8.30%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,301,939 $1,320,986 $1,320,986 0.15 $1,317,083
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,312,196 $1,312,196 0.15 $1,305,086
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.80185% 20-MAR-2033, 7.80%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,300,274 $1,303,923 $1,303,923 0.15 $1,300,260
BX Trust 2021-MFM1 E 6.676% 15-JAN-2034, 6.68%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,294,816 $1,294,816 0.15 $1,283,132
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,291,611 $1,291,611 0.15 $1,291,596
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 $1,283,887 $1,283,887 0.15 $1,278,973
BX Trust 2024-CNYN C 6.25292% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,258,866 $1,270,137 $1,270,137 0.14 $1,259,623
COMM 2024-WCL1 Mortgage Trust D 7.601% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,243,641 $1,243,641 0.14 $1,238,890
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 30336NAG6 - - 1,202,000 $1,242,695 $1,242,695 0.14 $1,238,830
PRPM 2025-RPL4 A1, 3.00%, 05/25/55 PRPM 2025-RPL4 74448NAA2 - - 1,328,139 $1,241,862 $1,241,862 0.14 $1,238,320
COMM 2024-WCL1 Mortgage Trust C 7.201% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,240,708 $1,240,708 0.14 $1,236,208
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 $1,231,404 $1,231,404 0.14 $1,227,648
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.55517% 25-SEP-2041, 10.56%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,221,854 $1,221,854 0.14 $1,219,110
SREIT Trust 2021-FLWR D 5.801042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,201,995 $1,201,995 0.14 $1,198,514
VB-S1 Issuer Secured Tower Revenue Notes, Series 2024-1 (Vertical Bridge) F_2024_1 8.871% 15-MAY-2054, 8.87%, 05/15/54 VBTEL 2024-1A 91823ABG5 - - 1,150,000 $1,196,414 $1,196,414 0.14 $1,191,313
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 1,183,588 $1,195,611 $1,195,611 0.14 $1,194,049
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,190,393 $1,190,393 0.14 $1,188,070
DROP Mortgage Trust 2021-FILE A 5.576% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,180,812 $1,180,812 0.13 $1,177,316
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,177,748 $1,177,748 0.13 $1,173,481
FIGRE Trust 2025-PF1 A 5.758% 25-JUN-2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,094,030 $1,173,991 $1,173,991 0.13 $1,092,738
Connecticut Avenue Securities, Series 2021-R02 2B1 7.62197% 25-NOV-2041, 7.61%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,173,735 $1,173,735 0.13 $1,171,807
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 1,161,069 $1,171,887 $1,171,887 0.13 $1,165,927
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.35517% 25-DEC-2031, 6.36%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,146,704 $1,162,405 $1,162,405 0.13 $1,154,598
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,153,014 $1,159,934 $1,159,934 0.13 $1,156,089
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,131,907 $1,150,812 $1,150,812 0.13 $1,146,817
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,074,785 $1,146,140 $1,146,140 0.13 $1,141,249
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,103,784 $1,124,552 $1,124,552 0.13 $1,122,897
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,070,775 $1,076,004 $1,076,004 0.12 $1,073,986
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,056,019 $1,056,019 0.12 $1,054,659
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 $1,047,119 $1,047,119 0.12 $1,043,409
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,047,091 $1,047,091 0.12 $1,042,676
LIFE 2021-BMR Mortgage Trust E 6.176% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,043,222 $1,043,222 0.12 $1,039,979
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,042,047 $1,042,047 0.12 $1,038,047
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 7.95517% 25-NOV-2041, 7.96%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,034,411 $1,034,411 0.12 $1,032,643
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,026,734 $1,026,734 0.12 $1,022,739
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 $1,024,333 $1,024,333 0.12 $1,019,030
MHC Commercial Mortgage Trust 2021-MHC G 7.627442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,023,891 $1,023,891 0.12 $1,020,001
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 $1,022,625 $1,022,625 0.12 $1,015,900
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $1,021,126 $1,021,126 0.12 $1,016,964
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,015,602 $1,015,602 0.12 $1,012,425
Sotheby's ArtFi Master Trust, Series 2024-1 D 7.91% 20-DEC-2031, 7.91%, 12/22/31 ARTFI 2024-1A 83589CAE8 - - 1,000,000 $1,008,477 $1,008,477 0.11 $1,005,621
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 $1,007,796 $1,007,796 0.11 $1,006,519
BX Trust 2024-VLT4 D 6.751812% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,004,452 $1,004,452 0.11 $995,435
MTN Commercial Mortgage Trust 2022-LPFL F 9.605169% 15-MAR-2039, 9.61%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 1,000,000 $1,004,441 $1,004,441 0.11 $999,639
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,011,732 $979,241 $979,241 0.11 $975,644
BX Commercial Mortgage Trust 2024-AIR2 D 7.10245% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $964,418 $964,418 0.11 $961,012
Connecticut Avenue Securities, Series 2021-R02 2M2 6.32197% 25-NOV-2041, 6.31%, 11/25/41 CAS 2021-R02 20754KAB7 - - 935,404 $943,535 $943,535 0.11 $942,224
ALA Trust 2025-OANA D 7.40272% 15-JUN-2040, 7.39%, 06/15/40 ALA 2025-OANA 009920AG4 - - 933,000 $938,924 $938,924 0.11 $935,093
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $919,389 $919,389 0.10 $915,825
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $917,858 $917,858 0.10 $913,830
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $905,939 $905,939 0.10 $900,435
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $903,907 $903,907 0.10 $899,910
FINANCE OF AMERICA STRUCTURE 3.5% 74, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 902,520 $874,703 $874,703 0.10 $874,001
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 833,333 $865,832 $865,832 0.10 $862,775
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 852,417 $861,928 $861,928 0.10 $857,116
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 833,333 $849,214 $849,214 0.10 $847,174
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.90517% 25-DEC-2031, 7.91%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 810,965 $830,722 $830,722 0.09 $823,857
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 833,706 $827,321 $827,321 0.09 $826,339
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $817,539 $817,539 0.09 $781,425
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78648% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 764,984 $812,931 $812,931 0.09 $811,438
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.10517% 25-JUN-2047, 6.11%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 810,461 $808,317 $808,317 0.09 $807,214
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.63%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $808,024 $808,024 0.09 $803,726
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.05517% 25-JUN-2047, 7.06%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 787,304 $807,571 $807,571 0.09 $806,337
BXHPP Trust 2021-FILM A 5.076% 15-AUG-2036, 5.08%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $787,565 $787,565 0.09 $785,484
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $784,170 $784,170 0.09 $781,211
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 743,939 $760,703 $760,703 0.09 $754,579
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,366 $760,366 0.09 $757,756
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 749,573 $757,865 $757,865 0.09 $753,651
CENT Trust 2023-CITY B 7.46176% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $757,662 $757,662 0.09 $750,034
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 743,939 $756,819 $756,819 0.09 $752,151
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 $723,423 $723,423 0.08 $722,159
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $723,007 $723,007 0.08 $720,154
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $708,751 $708,751 0.08 $706,340
Great Wolf Trust 2024-WOLF C 6.70276% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $704,219 $704,219 0.08 $701,873
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 694,440 $699,574 $699,574 0.08 $695,840
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.55185% 20-MAY-2032, 9.55%, 05/20/32 HACLN 2024-1 44644NAD1 - - 660,354 $678,505 $678,505 0.08 $676,227
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 642,326 $644,969 $644,969 0.07 $644,133
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 615,720 $643,106 $643,106 0.07 $634,763
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 660,294 $641,503 $641,503 0.07 $639,850
Gracie Point International Funding, Series 2024-1 D 11.49828% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $606,446 $606,446 0.07 $600,467
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $580,004 $580,004 0.07 $579,247
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.973667% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $577,050 $577,050 0.07 $576,626
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 570,440 $571,645 $571,645 0.06 $570,105
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $567,716 $567,716 0.06 $566,718
BX Trust 2022-FOX2 E 7.27093% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 546,700 $561,724 $561,724 0.06 $544,654
Mello Warehouse Securitization Trust 2024-1 F 9.572% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $539,657 $539,657 0.06 $538,504
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $530,839 $530,839 0.06 $527,817
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $528,529 $528,529 0.06 $525,936
Connecticut Avenue Securities Trust 2024-R01 1M2 6.10517% 25-JAN-2044, 6.11%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $526,068 $526,068 0.06 $525,362
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $523,358 $523,358 0.06 $521,320
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $518,270 $518,270 0.06 $516,780
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 514,658 $518,136 $518,136 0.06 $516,756
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $514,370 $514,370 0.06 $512,725
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 072926AF5 - - 500,000 $514,172 $514,172 0.06 $512,582
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $513,534 $513,534 0.06 $511,996
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 03238BAF0 - - 500,000 $512,821 $512,821 0.06 $511,218
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $511,817 $511,817 0.06 $510,309
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 $510,005 $510,005 0.06 $508,563
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $509,988 $509,988 0.06 $508,528
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $508,482 $508,482 0.06 $504,803
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,902 $506,902 0.06 $505,155
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $506,251 $506,251 0.06 $504,528
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $506,058 $506,058 0.06 $504,608
BX Commercial Mortgage Trust 2023-VLT3 C 7.74976% 15-NOV-2042, 7.75%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $505,157 $505,157 0.06 $499,984
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,812 $503,812 0.06 $502,272
Gracie Point International Funding, Series 2024-1 C 7.84828% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $500,928 $500,928 0.06 $497,517
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 483,340 $498,057 $498,057 0.06 $496,144
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.25176% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $497,115 $497,115 0.06 $494,552
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $466,010 $466,010 0.05 $464,098
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 458,627 $461,569 $461,569 0.05 $459,897
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - - $440,314 $440,314 0.05 $0
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 434,358 $438,179 $438,179 0.05 $436,488
Extended Stay America Trust 2021-ESH E 7.276% 15-JUL-2038, 7.28%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 428,864 $431,894 $431,894 0.05 $430,334
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $431,339 $431,339 0.05 $429,753
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,908 $411,908 0.05 $410,554
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78648% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 391,289 $406,950 $406,950 0.05 $406,274
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $406,342 $406,342 0.05 $404,399
Oak Street Investment Grade Net Lease Fund Series 2020-1 A2_2020_1 2.21% 20-NOV-2050, 2.21%, 11/20/50 OAKIG 2020-1A 67181DAB7 - - 443,811 $401,007 $401,007 0.05 $400,653
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.25517% 25-FEB-2044, 6.26%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,807 $388,807 0.04 $388,276
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 03237CAF9 - - 375,000 $386,396 $386,396 0.04 $385,088
BAMLL Re-REMIC Trust 2024-FRR4 E 1.191157% 27-NOV-2048, 1.51%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $384,778 $384,778 0.04 $384,242
BAMLL Re-REMIC Trust 2024-FRR4 F 1.117749% 27-JAN-2026, 1.41%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $382,684 $382,684 0.04 $382,181
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $382,552 $382,552 0.04 $380,897
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 369,432 $374,796 $374,796 0.04 $372,441
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAB1 - - 369,875 $364,086 $364,086 0.04 $362,360
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 338,678 $341,811 $341,811 0.04 $339,850
Connecticut Avenue Securities Trust 2024-R02 1M2 6.10517% 25-FEB-2044, 6.11%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $334,588 $334,588 0.04 $334,139
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 329,788 $334,572 $334,572 0.04 $333,473
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 314,691 $331,112 $331,112 0.04 $316,988
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,500 $325,500 0.04 $324,990
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $321,939 $321,939 0.04 $317,070
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $321,054 $321,054 0.04 $319,809
BX Commercial Mortgage Trust 2024-MF C 6.25266% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,136 $311,136 0.04 $310,168
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 $302,203 $302,203 0.03 $300,629
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.85517% 25-FEB-2050, 5.86%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 304,619 $298,820 $298,820 0.03 $296,922
CSMC 2021-BHAR E 7.927% 15-NOV-2038, 7.93%, 11/15/38 CSMC 2021-BHAR 12659VAN0 - - 300,000 $293,245 $293,245 0.03 $292,056
PRPM 2025-RCF3 LLC|5.25|07/25/2055, 5.25%, 07/25/55 PRPM 2025-RCF3 69392PAC9 - - 300,000 $290,206 $290,206 0.03 $288,806
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $282,840 $282,840 0.03 $282,840
Readycap Lending Small Business Loan Trust 2023-3 A 7.55757% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 256,931 $261,304 $261,304 0.03 $260,871
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 B 7.77% 15-MAR-2032, 7.77%, 03/15/32 CPEF 2023-1A 224092AB2 - - 250,000 $256,671 $256,671 0.03 $255,700
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $254,090 $254,090 0.03 $253,240
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $252,588 $252,588 0.03 $251,490
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,090 $252,090 0.03 $251,114
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $251,265 $251,265 0.03 $250,234
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,746 $247,746 0.03 $246,842
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 C 7.56% 15-MAR-2032, 7.56%, 03/15/32 CPEF 2023-1A 224092AC0 - - 250,000 $247,594 $247,594 0.03 $246,649
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 214,747 $239,490 $239,490 0.03 $215,514
RCKT Mortgage Trust 2025-CES6|5.472|06/25/2055, 5.47%, 06/25/55 RCKT 2025-CES6 748949AA2 - - 237,000 $239,171 $239,171 0.03 $238,019
BXHPP Trust 2021-FILM B 5.326% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $232,533 $232,533 0.03 $231,867
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 232,662 $231,095 $231,095 0.03 $230,823
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 218,055 $216,731 $216,731 0.02 $216,302
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,515 $205,515 0.02 $204,418
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,410 $204,410 0.02 $203,462
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 199,687 $204,409 $204,409 0.02 $203,894
BX Commercial Mortgage Trust 2021-VINO D 5.77833% 15-MAY-2038, 5.78%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $176,325 $176,325 0.02 $174,946
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 171,619 $172,506 $172,506 0.02 $171,864
CP EF Asset Securitization II (Channel Partners Equipment Finance) 2023-1 A 7.48% 15-MAR-2032, 7.48%, 03/15/32 CPEF 2023-1A 224092AA4 - - 167,861 $170,046 $170,046 0.02 $169,418
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 159,797 $159,069 $159,069 0.02 $158,832
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 203,870 $157,587 $157,587 0.02 $157,524
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $155,871 $155,871 0.02 $155,738
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $151,862 $151,862 0.02 $151,561
SWCH Commercial Mortgage Trust 2025-DATA E 7.65198% 15-FEB-2042, 7.65%, 02/15/42 SWCH 2025-DATA 78489CAE9 - - 150,000 $149,067 $149,067 0.02 $148,493
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 142,816 $147,067 $147,067 0.02 $145,780
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $139,340 $139,340 0.02 $138,759
Ginnie Mae REMIC Trust 2005-065 FA 4.58886% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 107,358 $105,816 $105,816 0.01 $105,638
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $100,391 $100,391 0.01 $100,296
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,907 $99,907 0.01 $99,815
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,320 $95,320 0.01 $95,227
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 90357PAW4 - - 89,240 $92,053 $92,053 0.01 $91,859
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 89,286 $88,632 $88,632 0.01 $88,327
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,373 $77,373 0.01 $77,295
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.95517% 25-JAN-2034, 5.96%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 67,055 $67,409 $67,409 0.01 $67,320
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 64,254 $63,958 $63,958 0.01 $63,868
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 61,749 $62,656 $62,656 0.01 $62,345
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 52,543 $52,361 $52,361 0.01 $52,178
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 37,435 $37,858 $37,858 0.00 $37,804
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 12/31/25 USAUT 2022-1A 90355FAA6 - - 15,398 $15,368 $15,368 0.00 $15,337
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 9,205 $9,208 $9,208 0.00 $9,194
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 7,210 $7,733 $7,733 0.00 $7,216
Connecticut Avenue Securities Trust 2024-R03 2M2 6.25517% 25-MAR-2044, 6.26%, 03/25/44 CAS 2024-R03 207941AB1 - - - $3,980 $3,980 0.00 $0
US 10yr Ultra Fut Sep25 SEP 25 UXYU5 FUTURES_USD - -307.00 $-34,906,859 $0 0.00 $0
US 10YR NOTE (CBT)Sep25 SEP 25 TYU5 FUTURES_USD - -135.00 $-15,069,375 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - 529.00 $109,899,750 $0 0.00 $0
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - 482.00 $52,372,312 $0 0.00 $0
GOLD FUT OPT(CMX) Aug25C 3825 3825 GCQ5C 3308376 GCQ5 COMDTY $3,825.00 -58.00 $-19,486,260 $-2,320 0.00 $-2,320
US 5YR FUTR OPTN Aug25Call 110.5 FVQ5C FVU5 COMDTY $110.50 -59.00 $-6,410,719 $-2,766 0.00 $-2,766
Alta Partners Cls'aa'ser'5'Ptg Red Shs Us GCQ5P 3378998 GCQ5 COMDTY $2,870.00 -58.00 $19,486,260 $-2,900 0.00 $-2,900
US 5YR FUTR OPTN Aug25Put 107.75 FVQ5P FVU5 COMDTY $107.75 -59.00 $6,410,719 $-6,453 0.00 $-6,453
ESU5 19Sep25 Call (AMERICAN PHYSICAL) 7050 ESU5C ESU5 INDEX $7,050.00 -166.00 $-52,082,500 $-14,940 0.00 $-14,940
US 10YR FUT OPTN Aug25Call 114.5 TYQ5C TYU5 COMDTY $114.50 -460.00 $-51,347,500 $-28,750 0.00 $-28,750
US 10YR FUT OPTN Aug25Put 110.25 TYQ5P TYU5 COMDTY $110.25 -460.00 $51,347,500 $-71,875 -0.01 $-71,875
ESU5 19Sep25 Put (AMERICAN PHYSICAL) 5100 ESU5P ESU5 INDEX $5,100.00 -166.00 $52,082,500 $-139,025 -0.02 $-139,025
UMBS TBA 30yr 2.5% July Delivery, 2.50%, 07/14/25 FNCL 01F022675 - - -44,565,000 $-36,877,716 $-36,877,716 -4.19 $-36,877,716
SEGREGATED CASH SEGCASH - $0.00 3,630,000 $3,630,000 $3,630,000 0.41 $3,630,000
US DOLLARS USD MD_142224 - - -256,558,516 $-256,558,516 $-256,558,516 -29.14 $-256,558,516
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,781,620 $116,866 0.01 $10,780
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 181,335 $9,162,858 $53,215 0.01 $12,693
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.99 120,948 $6,111,502 $35,494 0.00 $8,466
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,375,000 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,168,750 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,231,250 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,265,625 $0 0.00 $0

Choose region

Country

Language

What type of investor are you?