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

Securitized Income ETF Holdings

Full Portfolio Holdings

(As of May 1, 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% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - 99,760,000 $99,315,469 $99,315,469 13.88 $99,315,469
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 60,613,000 $62,337,440 $62,337,440 8.72 $62,337,440
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - 61,479,000 $59,999,262 $59,999,262 8.39 $59,999,262
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 57,605,000 $58,334,855 $58,334,855 8.16 $58,334,855
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 30,930,000 $27,788,162 $27,788,162 3.89 $27,788,162
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 25,880,000 $24,662,708 $24,662,708 3.46 $24,662,708
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 25,640,000 $22,147,217 $22,147,217 3.10 $22,147,217
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98969% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 16,814,815 $16,693,592 $16,693,592 2.33 $16,673,963
Fannie Mae REMIC Trust 2025-12 FC 5.45369% 25-MAR-2055, 5.45%, 03/25/55 FNR 2025-12 3136BVFC7 - - 13,285,002 $13,198,032 $13,198,032 1.84 $13,183,944
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 11,502,000 $11,505,196 $11,505,196 1.61 $11,474,128
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,645,596 $7,717,587 $7,717,587 1.08 $7,680,369
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 6,643,395 $6,775,828 $6,775,828 0.95 $6,767,184
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 6,762,264 $6,724,665 $6,724,665 0.94 $6,702,274
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 6,343,044 $6,318,887 $6,318,887 0.88 $6,280,653
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,517,100 $6,262,727 $6,262,727 0.87 $6,240,280
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00369% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,240,954 $6,240,954 0.87 $6,233,693
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 5,953,714 $5,966,646 $5,966,646 0.83 $5,959,069
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.38%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 5,750,000 $5,900,638 $5,900,638 0.82 $5,854,180
KRE Commercial Mortgage Trust 2025-AIP4 A 5.62186% 15-MAR-2042, 5.62%, 03/15/42 KRE 2025-AIP4 50077KAA6 - - 5,902,000 $5,850,542 $5,850,542 0.82 $5,834,873
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,789,591 $5,776,259 $5,776,259 0.81 $5,770,063
Homeward Opportunities Fund Trust 2025-RRTL1 A1 5.476% 25-MAR-2040, 5.48%, 03/25/40 HOF 2025-RRTL1 437919AA1 - - 5,650,000 $5,644,576 $5,644,576 0.79 $5,638,560
RCKT Mortgage Trust 2025-CES4 A1A 5.811% 25-APR-2055, 5.81%, 05/25/55 RCKT 2025-CES4 74937YAA6 - - 5,559,543 $5,630,465 $5,630,465 0.79 $5,602,645
Carvana Auto Receivables Trust 2025-P1 N 5.66%, 5.66%, 03/10/33 CRVNA 2025-P1 14689MAH3 - - 5,422,872 $5,441,460 $5,441,460 0.76 $5,422,703
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 5,430,000 $5,432,880 $5,432,880 0.76 $5,429,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15369% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 5,274,435 $5,296,159 $5,296,159 0.74 $5,289,848
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 5,427,666 $5,265,528 $5,265,528 0.74 $5,255,046
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,265,443 $5,265,443 0.74 $5,249,234
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,018,103 $5,180,908 $5,180,908 0.72 $5,045,312
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,162,759 $5,162,759 0.72 $5,155,277
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,067,638 $5,123,840 $5,123,840 0.72 $5,097,574
Fannie Mae REMIC Trust 2025-9 FA 5.55369% 25-MAR-2055, 5.55%, 03/25/55 FNR 2025-9 3136BVDC9 - - 5,052,311 $5,029,479 $5,029,479 0.70 $5,024,024
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,964,718 $4,964,718 0.69 $4,845,053
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 4,799,067 $4,894,270 $4,894,270 0.68 $4,887,793
BX Commercial Mortgage Trust 2024-MF D 7.01168% 15-FEB-2039, 7.01%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,727,739 $4,727,739 0.66 $4,712,053
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 4,580,208 $4,724,582 $4,724,582 0.66 $4,698,086
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 4,702,000 $4,708,016 $4,708,016 0.66 $4,680,508
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 4,500,000 $4,698,757 $4,698,757 0.66 $4,682,926
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 $4,520,611 $4,520,611 0.63 $4,491,631
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,407,151 $4,407,151 0.62 $4,393,854
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 $4,313,822 $4,313,822 0.60 $4,307,133
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 $4,289,857 $4,289,857 0.60 $4,255,991
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,203,533 $4,228,707 $4,228,707 0.59 $4,213,299
COOPR Residential Mortgage Trust 2025-CES1|5.654|05/25/2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 4,116,000 $4,151,354 $4,151,354 0.58 $4,131,314
BX Commercial Mortgage Trust 2021-SOAR D 5.836% 15-JUN-2038, 5.84%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,138,874 $4,138,874 0.58 $4,127,396
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45369% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 4,100,848 $4,100,868 $4,100,868 0.57 $4,095,722
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,817,549 $3,833,286 $3,833,286 0.54 $3,814,605
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 3,688,119 $3,780,895 $3,780,895 0.53 $3,763,181
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 79582AAA5 - - 3,623,347 $3,753,556 $3,753,556 0.52 $3,731,506
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,745,711 $3,745,711 0.52 $3,741,500
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 $3,745,623 $3,745,623 0.52 $3,721,589
FREMF 2023-K511 Mortgage Trust C 5.634605% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,716,324 $3,716,324 0.52 $3,696,269
BMP Commercial Mortgage Trust 2024-MF23 D 6.71235% 15-JUN-2041, 6.71%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,750,000 $3,704,691 $3,704,691 0.52 $3,692,805
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 3,672,000 $3,698,916 $3,698,916 0.52 $3,694,270
PRPM 2025-2 LLC|6.469|05/25/2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 3,429,000 $3,465,063 $3,465,063 0.48 $3,442,265
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45369% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,425,957 $3,425,957 0.48 $3,421,070
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 $3,416,630 $3,416,630 0.48 $3,406,764
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,404,023 $3,404,023 0.48 $3,398,373
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 3,355,839 $3,374,263 $3,374,263 0.47 $3,358,399
SCG Commercial Mortgage Trust 2025-DLFN E 7.27186% 15-MAR-2027, 7.27%, 03/15/35 SCG 2025 78398EAJ4 - - 3,350,000 $3,336,595 $3,336,595 0.47 $3,325,091
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 74942BAB7 - - 3,289,764 $3,286,539 $3,286,539 0.46 $3,270,667
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 89617CAD3 - - 3,240,000 $3,236,621 $3,236,621 0.45 $3,226,156
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.60235% 20-MAR-2033, 6.60%, 03/21/33 HACLN 2025-1 446438SZ7 - - 3,229,150 $3,235,641 $3,235,641 0.45 $3,229,129
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,231,291 $3,231,291 0.45 $3,209,105
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 - - 3,137,624 $3,177,735 $3,177,735 0.44 $3,173,593
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,150,220 $3,174,810 $3,174,810 0.44 $3,170,995
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,141,601 $3,140,269 $3,140,269 0.44 $3,126,316
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,126,080 $3,126,080 0.44 $3,122,372
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,122,429 $3,111,378 $3,111,378 0.43 $3,107,854
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.41101% 15-AUG-2041, 7.41%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,103,833 $3,103,833 0.43 $3,092,984
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,085,768 $3,085,768 0.43 $3,081,517
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,075,335 $3,075,335 0.43 $3,071,256
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,048,117 $3,048,117 0.43 $3,039,072
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,023,123 $3,023,123 0.42 $3,012,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35369% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,020,337 $3,020,337 0.42 $3,016,631
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 $3,010,340 $3,010,340 0.42 $2,979,834
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,005,972 $3,005,972 0.42 $2,986,838
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 2,965,209 $2,938,231 $2,938,231 0.41 $2,928,178
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 2,937,600 $2,922,974 $2,922,974 0.41 $2,913,112
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,876,514 $2,876,514 0.40 $2,867,128
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 $2,868,571 $2,868,571 0.40 $2,860,903
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 79585UAA8 - - 2,818,750 $2,846,692 $2,846,692 0.40 $2,828,635
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 $2,779,094 $2,779,094 0.39 $2,763,838
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,903,214 $2,777,175 $2,777,175 0.39 $2,775,199
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 2,782,000 $2,748,213 $2,748,213 0.38 $2,738,671
Finance of America Structured Securities Trust, 2025-S1 A1 3.5% 25-FEB-2075, 3.50%, 02/25/75 FASST 2025-S1 31741BAB0 - - 2,883,955 $2,747,549 $2,747,549 0.38 $2,745,587
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 2,700,000 $2,732,253 $2,732,253 0.38 $2,722,257
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,728,792 $2,728,792 0.38 $2,720,633
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 2,699,216 $2,710,007 $2,710,007 0.38 $2,706,883
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 $2,705,511 $2,705,511 0.38 $2,701,815
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,649,340 $2,684,554 $2,684,554 0.38 $2,670,759
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,655,500 $2,655,500 0.37 $2,647,488
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,644,335 $2,644,335 0.37 $2,636,535
BX Trust 2024-BIO C 6.96186% 15-FEB-2041, 6.96%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,618,962 $2,618,962 0.37 $2,610,250
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,593,537 $2,593,537 0.36 $2,584,588
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 2,760,000 $2,548,614 $2,548,614 0.36 $2,545,814
WB Commercial Mortgage Trust 2024-HQ C 6.90331% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,529,046 $2,529,046 0.35 $2,513,689
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 34512PAA2 - - 2,500,000 $2,524,659 $2,524,659 0.35 $2,517,186
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,521,232 $2,521,232 0.35 $2,513,475
Sandstone Peak III C 6.95007% 25-APR-2037, 6.93%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,515,870 $2,515,870 0.35 $2,512,500
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 123910AE1 - - 2,529,952 $2,511,159 $2,511,159 0.35 $2,503,735
Zais CLO 11 BR 6.05947% 20-JAN-2032, 6.06%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,509,609 $2,509,609 0.35 $2,504,980
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 $2,503,197 $2,503,197 0.35 $2,489,347
MTN Commercial Mortgage Trust 2022-LPFL B 6.2256% 15-MAR-2039, 6.23%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,498,038 $2,498,038 0.35 $2,490,688
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45369% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,495,318 $2,495,318 0.35 $2,490,085
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,493,690 $2,493,690 0.35 $2,480,543
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,477,243 $2,477,243 0.35 $2,471,985
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 26846VAB0 - - 2,457,276 $2,472,894 $2,472,894 0.35 $2,460,458
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,418,627 $2,418,627 0.34 $2,408,066
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,363,627 $2,363,627 0.33 $2,354,690
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 $2,357,755 $2,357,755 0.33 $2,355,515
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,355,549 $2,355,549 0.33 $2,348,071
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,329,553 $2,329,553 0.33 $2,326,399
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,321,683 $2,321,683 0.32 $2,313,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35369% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,289,111 $2,289,111 0.32 $2,284,364
PRPM 2025-RPL3 A1 3.25% 25-APR-2055, 3.25%, 04/25/55 PRPM 2025-RPL3 69392NAA8 - - 2,400,000 $2,280,944 $2,280,944 0.32 $2,267,727
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10369% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,277,413 $2,277,413 0.32 $2,274,305
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,239,955 $2,239,955 0.31 $2,237,331
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.9504% 20-OCT-2032, 6.95%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,227,844 $2,239,784 $2,239,784 0.31 $2,235,053
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 2,310,000 $2,200,330 $2,200,330 0.31 $2,193,291
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,277,961 $2,193,573 $2,193,573 0.31 $2,192,023
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,084,178 $2,152,482 $2,152,482 0.30 $2,149,540
OPEN Trust 2023-AIR B 8.159857% 15-NOV-2040, 8.16%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 2,080,000 $2,083,976 $2,083,976 0.29 $2,075,961
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,004,303 $2,061,335 $2,061,335 0.29 $2,049,939
BX Commercial Mortgage Trust 2021-VINO E 6.38833% 15-MAY-2038, 6.39%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,052,776 $2,052,776 0.29 $2,046,540
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70369% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,037,365 $2,037,365 0.28 $2,034,375
LIFE 2022-BMR2 Mortgage Trust C 6.41498% 15-MAY-2039, 6.41%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,032,081 $2,032,081 0.28 $2,025,265
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,030,935 $2,030,935 0.28 $2,024,248
Gracie Point International Funding, Series 2023-1 D 8.92441% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,023,181 $2,023,181 0.28 $1,993,433
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 $2,017,171 $2,017,171 0.28 $2,008,038
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.955534% 27-SEP-2052, 0.96%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,005,157 $2,005,157 0.28 $2,003,167
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $2,002,317 $2,002,317 0.28 $2,001,664
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,000,829 $2,000,829 0.28 $1,995,172
CONE Trust 2024-DFW1 A 5.96359% 15-AUG-2041, 5.96%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $1,996,810 $1,996,810 0.28 $1,991,177
BX Commercial Mortgage Trust 2024-WPT D 7.01156% 15-APR-2041, 7.01%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $1,984,858 $1,984,858 0.28 $1,978,236
BX Trust 2021-BXMF G 7.785513% 15-OCT-2038, 7.79%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $1,976,890 $1,976,890 0.28 $1,970,272
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 1,980,000 $1,971,754 $1,971,754 0.28 $1,952,980
GWT Commercial Mortgage Trust 2024-WLF2 E 7.96029% 15-MAY-2041, 7.96%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $1,969,213 $1,969,213 0.28 $1,961,695
CSMC 2021-BHAR C 6.437% 15-NOV-2038, 6.44%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,968,229 $1,968,229 0.27 $1,962,865
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 2,215,000 $1,959,145 $1,959,145 0.27 $1,951,966
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 1,929,764 $1,947,893 $1,947,893 0.27 $1,941,390
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5004% 20-MAY-2032, 7.50%, 05/20/32 HACLN 2024-1 44644NAC3 - - 1,931,747 $1,945,138 $1,945,138 0.27 $1,940,711
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,917,975 $1,917,975 0.27 $1,914,808
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 1,960,000 $1,914,522 $1,914,522 0.27 $1,907,510
SMRT Commercial Mortgage Trust 2022-MINI F 7.67186% 15-JAN-2039, 7.67%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,911,186 $1,911,186 0.27 $1,903,849
BX Commercial Mortgage Trust 2024-AIR2 C 6.56324% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 1,918,360 $1,910,488 $1,910,488 0.27 $1,904,542
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,880,043 $1,880,043 0.26 $1,874,311
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,867,467 $1,879,846 $1,879,846 0.26 $1,870,776
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 30336NAJ0 - - 1,800,000 $1,864,974 $1,864,974 0.26 $1,858,896
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA2 M2 8.10369% 25-FEB-2042, 8.10%, 02/25/42 STACR 2022-DNA2 35564KRN1 - - 1,794,071 $1,862,031 $1,862,031 0.26 $1,859,204
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 1,808,658 $1,828,076 $1,828,076 0.26 $1,820,895
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 1,786,224 $1,823,030 $1,823,030 0.25 $1,820,795
BX Commercial Mortgage Trust 2024-XL5 D 7.01166% 15-MAR-2041, 7.01%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,815,877 $1,797,501 $1,797,501 0.25 $1,791,488
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90369% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,789,449 $1,789,449 0.25 $1,786,790
BXHPP Trust 2021-FILM C 5.536% 15-AUG-2036, 5.54%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,763,780 $1,763,780 0.25 $1,758,682
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 $1,748,839 $1,748,839 0.24 $1,738,176
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 $1,733,372 $1,733,372 0.24 $1,730,703
Gracie Point International Funding, Series 2024-1 B 6.52441% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,726,529 $1,726,529 0.24 $1,707,789
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,701,855 $1,723,488 $1,723,488 0.24 $1,717,924
Brean Asset Backed Securities Trust 2024-RM9 A1 5.0% 25-SEP-2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,727,763 $1,697,908 $1,697,908 0.24 $1,696,228
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 $1,662,431 $1,662,431 0.23 $1,651,469
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,643,965 $1,643,965 0.23 $1,639,375
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - 1,738,000 $1,612,254 $1,612,254 0.23 $1,612,254
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70369% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,608,597 $1,608,597 0.22 $1,606,512
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,610,874 $1,597,690 $1,597,690 0.22 $1,592,610
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 $1,582,033 $1,582,033 0.22 $1,578,510
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,579,733 $1,579,733 0.22 $1,575,139
MVW 2025-1 LLC|5.75|09/22/2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 1,544,000 $1,555,686 $1,555,686 0.22 $1,555,440
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,553,859 $1,553,859 0.22 $1,551,219
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,530,330 $1,549,993 $1,549,993 0.22 $1,544,186
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,544,445 $1,544,445 0.22 $1,538,346
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 $1,539,675 $1,539,675 0.22 $1,534,809
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 $1,532,418 $1,532,418 0.21 $1,527,712
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 $1,522,473 $1,522,473 0.21 $1,517,742
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 $1,522,436 $1,522,436 0.21 $1,515,964
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.29%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,516,718 $1,516,718 0.21 $1,507,307
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 68237DAC7 - - 1,500,000 $1,509,480 $1,509,480 0.21 $1,497,860
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,508,973 $1,508,973 0.21 $1,502,887
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,496,250 $1,491,078 $1,491,078 0.21 $1,472,252
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,478,664 $1,487,691 $1,487,691 0.21 $1,485,252
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,485,462 $1,485,462 0.21 $1,481,287
JW Commercial Mortgage Trust 2024-MRCO C 6.71191% 15-JUN-2039, 6.71%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,482,267 $1,482,267 0.21 $1,477,512
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 $1,464,352 $1,464,352 0.20 $1,453,510
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,463,425 $1,463,344 $1,463,344 0.20 $1,461,821
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,374,252 $1,450,243 $1,450,243 0.20 $1,444,967
LIFE 2021-BMR Mortgage Trust F 6.786% 15-MAR-2038, 6.79%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,484,000 $1,444,815 $1,444,815 0.20 $1,440,059
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.3504% 20-OCT-2032, 8.35%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,417,003 $1,428,824 $1,428,824 0.20 $1,425,208
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,421,366 $1,428,452 $1,428,452 0.20 $1,421,664
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,423,226 $1,423,226 0.20 $1,413,464
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,412,944 $1,412,944 0.20 $1,410,664
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.85235% 20-MAR-2033, 7.85%, 03/21/33 HACLN 2025-1 446438TA1 - - 1,395,609 $1,398,943 $1,398,943 0.20 $1,395,596
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,393,573 $1,393,573 0.19 $1,366,045
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,369,649 $1,369,649 0.19 $1,369,649
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 1,337,246 $1,359,453 $1,359,453 0.19 $1,355,048
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 $1,331,960 $1,331,960 0.19 $1,330,484
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,320,472 $1,330,511 $1,330,511 0.19 $1,326,352
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 $1,285,377 $1,285,377 0.18 $1,280,736
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,283,671 $1,283,671 0.18 $1,250,123
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40369% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,264,544 $1,277,279 $1,277,279 0.18 $1,275,704
BX Trust 2021-MFM1 E 6.686% 15-JAN-2034, 6.69%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,276,043 $1,276,043 0.18 $1,271,990
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,272,413 $1,272,413 0.18 $1,272,398
BX Trust 2024-CNYN C 6.26302% 15-APR-2041, 6.26%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,259,070 $1,259,070 0.18 $1,255,320
COMM 2024-WCL1 Mortgage Trust D 7.611% 17-JUN-2041, 7.61%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,246,773 $1,246,773 0.17 $1,242,809
COMM 2024-WCL1 Mortgage Trust C 7.211% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,243,975 $1,243,975 0.17 $1,240,219
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 $1,237,794 $1,237,794 0.17 $1,234,144
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 $1,226,090 $1,226,090 0.17 $1,222,542
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60369% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,210,219 $1,210,219 0.17 $1,207,807
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 $1,203,096 $1,203,096 0.17 $1,198,278
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,167,152 $1,199,183 $1,199,183 0.17 $1,197,652
SREIT Trust 2021-FLWR D 5.811042% 22-JUL-2036, 5.81%, 07/15/36 SREIT 78485GAL8 - - 1,200,000 $1,195,424 $1,195,424 0.17 $1,192,518
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 1,120,000 $1,195,294 $1,195,294 0.17 $1,190,481
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,186,738 $1,186,738 0.17 $1,184,705
MTN Commercial Mortgage Trust 2022-LPFL D 7.2728% 15-MAR-2039, 7.27%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,173,925 $1,173,925 0.16 $1,169,890
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,165,090 $1,165,090 0.16 $1,161,793
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65369% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,162,667 $1,162,667 0.16 $1,160,969
FIGRE Trust 2025-PF1|5.758|06/25/2055, 5.76%, 06/25/55 FIGRE 2025-PF1 316922AA1 - - 1,145,000 $1,152,406 $1,152,406 0.16 $1,151,307
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 1,054,000 $1,047,515 $1,047,515 0.15 $1,046,316
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 $1,032,646 $1,032,646 0.14 $1,029,142
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,032,386 $1,032,386 0.14 $1,029,406
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 126203AD0 - - 1,000,000 $1,031,351 $1,031,351 0.14 $1,025,000
LIFE 2021-BMR Mortgage Trust E 6.186% 15-MAR-2038, 6.19%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,050,000 $1,030,282 $1,030,282 0.14 $1,027,575
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,028,709 $1,028,709 0.14 $1,024,539
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00369% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,027,494 $1,027,494 0.14 $1,025,938
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,025,347 $1,025,347 0.14 $1,021,601
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 $1,021,223 $1,021,223 0.14 $1,016,151
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,007,056 $1,015,646 $1,015,646 0.14 $1,014,571
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,009,269 $1,009,269 0.14 $1,006,023
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $1,009,188 $1,009,188 0.14 $1,005,410
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 $1,008,833 $1,008,833 0.14 $1,007,715
PRET 2025-RPL2 Trust A1 4.0% 25-FEB-2065, 4.00%, 08/25/64 PRET 2025-RPL2 69392LAA2 - - 1,039,000 $1,005,599 $1,005,599 0.14 $995,094
BX Trust 2024-VLT4 D 6.761912% 15-JUN-2041, 6.76%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $986,158 $986,158 0.14 $982,965
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 959,180 $950,158 $950,158 0.13 $947,315
FIGRE Trust 2025-HE2 A 5.775% 25-MAR-2055, 5.78%, 03/25/55 FIGRE 2025-HE2 31684KAA1 - - 942,025 $948,398 $948,398 0.13 $943,713
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35369% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $947,224 $947,224 0.13 $946,061
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 910,953 $921,955 $921,955 0.13 $916,974
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $920,027 $920,027 0.13 $916,223
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95369% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 894,303 $910,775 $910,775 0.13 $909,392
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $908,178 $908,178 0.13 $904,812
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $906,930 $906,930 0.13 $901,732
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $904,980 $904,980 0.13 $901,206
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 859,071 $895,018 $895,018 0.13 $892,108
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 665,144 $893,540 $893,540 0.12 $665,862
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 922,343 $890,607 $890,607 0.12 $889,979
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 3.04%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $882,288 $882,288 0.12 $878,255
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 871,312 $862,346 $862,346 0.12 $861,448
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 859,071 $860,954 $860,954 0.12 $859,012
BX Trust 2024-BRBK A 7.2015% 15-OCT-2041, 7.20%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $850,069 $850,069 0.12 $847,518
BX Trust 2024-BRBK B 8.24846% 15-OCT-2041, 8.25%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $844,824 $844,824 0.12 $841,513
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15369% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 837,036 $834,650 $834,650 0.12 $833,651
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10369% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 813,121 $834,141 $834,141 0.12 $833,018
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78348% 25-OCT-2057, 8.79%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 783,074 $822,468 $822,468 0.11 $821,129
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 807,749 $817,469 $817,469 0.11 $813,070
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 786,995 $804,310 $804,310 0.11 $798,034
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 786,995 $802,813 $802,813 0.11 $798,029
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $798,709 $798,709 0.11 $775,708
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 $793,769 $793,769 0.11 $789,606
Connecticut Avenue Securities Trust 2024-R03 2M2 6.30369% 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $792,899 $792,899 0.11 $791,933
BXHPP Trust 2021-FILM A 5.086% 15-AUG-2036, 5.09%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 820,000 $785,105 $785,105 0.11 $783,135
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 767,000 $771,374 $771,374 0.11 $770,389
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $766,420 $766,420 0.11 $763,625
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $759,623 $759,623 0.11 $757,158
CENT Trust 2023-CITY B 7.47186% 15-SEP-2038, 7.47%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $750,756 $750,756 0.10 $748,110
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6004% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 724,405 $741,278 $741,278 0.10 $739,153
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 734,979 $740,877 $740,877 0.10 $737,049
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 736,135 $720,563 $720,563 0.10 $718,862
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $710,591 $710,591 0.10 $707,897
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.65%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $708,670 $708,670 0.10 $707,531
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $705,178 $705,178 0.10 $702,900
Great Wolf Trust 2024-WOLF C 6.71286% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $697,375 $697,375 0.10 $695,156
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 691,264 $696,566 $696,566 0.10 $694,854
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 690,775 $690,954 $690,954 0.10 $690,161
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 669,384 $682,155 $682,155 0.10 $679,028
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $674,362 $674,362 0.09 $674,362
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 628,198 $632,884 $632,884 0.09 $631,318
Gracie Point International Funding, Series 2024-1 D 11.57441% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $610,977 $610,977 0.09 $599,405
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 577,442 $575,698 $575,698 0.08 $575,029
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.846333% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 643821AA9 - - 615,000 $571,664 $571,664 0.08 $571,273
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $562,386 $562,386 0.08 $561,512
BX Trust 2022-FOX2 E 7.28103% 15-APR-2039, 7.28%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 558,389 $553,334 $553,334 0.08 $551,414
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 525,467 $534,578 $534,578 0.07 $532,614
Mello Warehouse Securitization Trust 2024-1 F 9.569% 25-OCT-2057, 9.58%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $534,090 $534,090 0.07 $533,081
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $525,937 $525,937 0.07 $523,488
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $524,981 $524,981 0.07 $522,053
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $522,477 $522,477 0.07 $520,553
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15369% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $520,879 $520,879 0.07 $520,257
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $516,555 $516,555 0.07 $515,180
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $511,860 $511,860 0.07 $510,306
WB Commercial Mortgage Trust 2024-HQ D 8.0108% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $511,434 $511,434 0.07 $507,870
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 $510,519 $510,519 0.07 $509,017
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $509,638 $509,638 0.07 $508,185
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $507,459 $507,459 0.07 $506,090
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 $507,410 $507,410 0.07 $506,058
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $507,370 $507,370 0.07 $505,946
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $506,775 $506,775 0.07 $505,396
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $506,237 $506,237 0.07 $504,586
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $503,698 $503,698 0.07 $502,072
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $503,631 $503,631 0.07 $502,176
Gracie Point International Funding, Series 2024-1 C 7.92441% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $502,289 $502,289 0.07 $495,688
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 $502,033 $502,033 0.07 $500,553
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 497,093 $500,978 $500,978 0.07 $500,404
BX Commercial Mortgage Trust 2023-VLT3 C 7.75986% 15-NOV-2042, 7.76%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $500,649 $500,649 0.07 $498,816
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.26186% 15-OCT-2039, 10.26%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $495,752 $495,752 0.07 $493,614
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 480,996 $484,484 $484,484 0.07 $482,827
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $468,105 $468,105 0.07 $466,299
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 440,089 $443,231 $443,231 0.06 $441,613
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 437,776 $442,073 $442,073 0.06 $441,480
Extended Stay America Trust 2021-ESH E 7.286% 15-JUL-2038, 7.29%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 429,740 $428,280 $428,280 0.06 $426,975
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $425,341 $425,341 0.06 $423,843
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78348% 25-OCT-2057, 7.79%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 400,542 $412,812 $412,812 0.06 $412,205
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $411,385 $411,385 0.06 $410,106
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 403,666 $409,877 $409,877 0.06 $407,447
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 - - 451,659 $406,750 $406,750 0.06 $406,417
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 $405,133 $405,133 0.06 $403,251
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 390,243 $392,408 $392,408 0.05 $391,030
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25369% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $391,193 $391,193 0.05 $390,591
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30369% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $384,672 $384,672 0.05 $384,203
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 $384,401 $384,401 0.05 $383,193
BAMLL Re-REMIC Trust 2024-FRR4 E 1.495808% 27-NOV-2048, 1.52%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $381,148 $381,148 0.05 $380,626
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 375,987 $379,908 $379,908 0.05 $377,799
BAMLL Re-REMIC Trust 2024-FRR4 F 1.403625% 27-JAN-2026, 1.42%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $378,405 $378,405 0.05 $377,915
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 361,732 $366,096 $366,096 0.05 $364,958
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $360,531 $360,531 0.05 $358,928
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 328,235 $332,252 $332,252 0.05 $331,175
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15369% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $330,876 $330,876 0.05 $330,479
Celanese Corporation CE US 150870103 - - 7,169 $325,688 $325,688 0.05 $325,473
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $325,533 $325,533 0.05 $325,087
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $322,005 $322,005 0.04 $320,829
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $310,320 $310,320 0.04 $309,258
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $308,911 $308,911 0.04 $307,995
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 $302,666 $302,666 0.04 $301,180
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90369% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 309,191 $296,793 $296,793 0.04 $296,438
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 273,860 $277,613 $277,613 0.04 $277,210
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 259,458 $261,269 $261,269 0.04 $260,548
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 $254,794 $254,794 0.04 $253,877
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $253,031 $253,031 0.04 $251,994
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $252,769 $252,769 0.04 $251,847
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $252,200 $252,200 0.04 $251,226
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 244,160 $248,626 $248,626 0.03 $248,034
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $248,371 $248,371 0.03 $247,569
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $247,398 $247,398 0.03 $246,544
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 $246,276 $246,276 0.03 $245,384
Churchill Downs Incorporated CHDN US 171484108 - - 2,695 $245,110 $245,110 0.03 $245,110
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 243,157 $240,881 $240,881 0.03 $240,632
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $229,785 $229,785 0.03 $229,229
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 221,105 $218,448 $218,448 0.03 $218,046
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $205,279 $205,279 0.03 $204,243
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,150 $204,150 0.03 $203,255
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 - - 200,366 $202,969 $202,969 0.03 $202,261
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 203,222 $201,773 $201,773 0.03 $201,488
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 196,616 $194,709 $194,709 0.03 $194,112
BX Commercial Mortgage Trust 2021-VINO D 5.78833% 15-MAY-2038, 5.79%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $173,804 $173,804 0.02 $173,326
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 209,119 $163,230 $163,230 0.02 $163,173
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 151,609 $155,946 $155,946 0.02 $154,623
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $154,539 $154,539 0.02 $154,422
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 23284BAE4 - - 150,000 $150,924 $150,924 0.02 $150,646
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 149,955 $150,833 $150,833 0.02 $150,283
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 44422PBC5 - - 140,000 $138,902 $138,902 0.02 $138,339
Ginnie Mae REMIC Trust 2005-065 FA 4.58307% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 38374LL25 - - 113,221 $110,729 $110,729 0.02 $110,556
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 107,972 $106,450 $106,450 0.01 $106,093
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 - - 103,211 $105,546 $105,546 0.01 $105,350
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $99,687 $99,687 0.01 $99,607
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 85,426 $99,335 $99,335 0.01 $84,785
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $99,075 $99,075 0.01 $98,993
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 95,771 $95,339 $95,339 0.01 $95,017
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 98,238 $95,263 $95,263 0.01 $95,182
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 84,121 $85,241 $85,241 0.01 $84,841
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $77,916 $77,916 0.01 $77,848
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00369% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 73,973 $74,118 $74,118 0.01 $74,032
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 68,737 $68,634 $68,634 0.01 $68,541
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 42,517 $42,819 $42,819 0.01 $42,766
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 16,969 $17,006 $17,006 0.00 $16,964
PRPM 2024-RPL1 A2 4.296966% 25-DEC-2064, 4.20%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - - $3,501 $3,501 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 600.00 $124,692,187 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 504.00 $54,892,688 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -310.00 $-35,427,188 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - -141.00 $-15,772,172 $0 0.00 $0
ESM5 20Jun25 Call (AMERICAN PHYSICAL) 6450 ESM5C ESM5 INDEX $6,450.00 -24.00 $-6,747,900 $-1,920 0.00 $-1,920
US 10YR FUT OPTN Jun25Put 108.25 TYM5P TYM5 COMDTY $108.25 -236.00 $26,398,812 $-7,375 0.00 $-7,375
GOLD FUT OPT(CMX) Jun25P 2755 2755 GCM5P GCM5 COMDTY $2,755.00 -82.00 $26,422,040 $-11,480 0.00 $-11,480
GOLD FUT OPT(CMX) Jun25C 3775 3775 GCM5C GCM5 COMDTY $3,775.00 -82.00 $-26,422,040 $-13,120 0.00 $-13,120
ESM5 20Jun25 Put (AMERICAN PHYSICAL) 4575 ESM5P ESM5 INDEX $4,575.00 -24.00 $6,747,900 $-16,800 0.00 $-16,800
CRUDE OIL FUT OPT Jun25C 69.5 69.5 CLM5C BBG00FPBHG91 CLM5 COMDTY $69.50 -130.00 $-7,701,200 $-16,900 0.00 $-16,900
US 10YR FUT OPTN Jun25Call 115.25 TYM5C TYM5 COMDTY $115.25 -236.00 $-26,398,812 $-22,125 0.00 $-22,125
CRUDE OIL FUT OPT Jun25P 55.5 55.5 CLM5P BBG00FPBH407 CLM5 COMDTY $55.50 -130.00 $7,701,200 $-156,000 -0.02 $-156,000
UMBS TBA 30yr 5.5% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - -34,150,000 $-33,997,828 $-33,997,828 -4.75 $-33,997,828
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - -44,565,000 $-36,873,616 $-36,873,616 -5.15 $-36,873,616
SEGREGATED CASH SEGCASH - $0.00 2,640,000 $2,640,000 $2,640,000 0.37 $2,640,000
US DOLLARS USD MD_142224 - - -247,915,644 $-247,915,644 $-247,915,644 -34.63 $-247,915,644
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,135,657 $30,021 0.00 $-14,507
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 154,000 $7,758,520 $25,495 0.00 $-12,320
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,093,360 $20,024 0.00 $-9,676
3 MONTH SOFR FUT Dec25 DEC 25 SFRZ5 FUTURES_USD - 125.00 $120,731,250 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,248,438 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,285,938 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,298,438 $0 0.00 $0

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