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For Institutional Investors in the US

Income ETF Holdings

Full Portfolio Holdings

(As of May 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% May Delivery, 5.50%, 05/13/25 FNCL 01F052656 - - 6,438,000 $6,389,535 $6,389,535 4.69 $6,389,535
UMBS TBA 30yr 3.5% May Delivery, 3.50%, 05/13/25 FNCL 01F032658 - - 5,733,000 $5,118,296 $5,118,296 3.75 $5,118,296
Janus Henderson Emerging Markets Debt Hard Currency ETF JEMB US 47103U738 - - 84,318 $4,240,075 $4,240,075 3.10 $4,215,900
UMBS TBA 30yr 3% May Delivery, 3.00%, 05/13/25 FNCL 01F030652 - - 4,468,000 $3,833,361 $3,833,361 2.81 $3,833,361
Franklin Senior Loan ETF Franklin Liberty Senior Loan Fund FLBL US 35473P595 - - 143,556 $3,452,119 $3,452,119 2.53 $3,430,988
UMBS TBA 30yr 6% May Delivery, 6.00%, 05/13/25 FNCL 01F060659 - - 3,207,000 $3,239,808 $3,239,808 2.37 $3,239,808
UMBS TBA 30yr 4.5% May Delivery, 4.50%, 05/13/25 FNCL 01F042657 - - 3,298,000 $3,126,873 $3,126,873 2.29 $3,126,873
UMBS TBA 30yr 5% May Delivery, 5.00%, 05/13/25 FNCL 01F050650 - - 1,963,000 $1,908,054 $1,908,054 1.40 $1,908,054
GNMA II TBA 30yr 3.5% May Delivery, 3.50%, 05/20/25 G2SF 21H032654 - - 2,092,000 $1,882,819 $1,882,819 1.38 $1,882,819
Connecticut Avenue Securities Trust 2024-R03 2B1 7.15369% 25-MAR-2044, 7.15%, 03/25/44 CAS 2024-R03 207941AF2 - - 1,425,000 $1,451,878 $1,451,878 1.06 $1,449,047
UMBS TBA 30yr 4% May Delivery, 4.00%, 05/13/25 FNCL 01F040651 - - 1,559,000 $1,437,931 $1,437,931 1.05 $1,437,931
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05369% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 1,390,536 $1,371,649 $1,371,649 1.00 $1,369,311
NYC Commercial Mortgage Trust 2025-1155|5.8329|06/10/2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - - 1,342,000 $1,346,131 $1,346,131 0.99 $1,342,000
GWT Commercial Mortgage Trust 2024-WLF2 D 7.26131% 15-MAY-2041, 7.26%, 05/15/41 GWT 2024-WLF2 362414AG9 - - 1,330,000 $1,330,256 $1,330,256 0.97 $1,324,891
Ares Loan Funding III A1R 5.55177% 25-JUL-2036, 5.55%, 07/25/36 ARES 2022-ALF3A 04009BAN8 - - 1,300,000 $1,298,755 $1,298,755 0.95 $1,296,750
PRET 2025-NPL4 LLC|6.3677|04/25/2055, 6.37%, 04/25/55 PRET 2025-NPL4 74136UAA3 - - 1,080,000 $1,080,573 $1,080,573 0.79 $1,080,000
Ares LIII CLO A1R 5.55518% 24-OCT-2036, 5.56%, 10/24/36 ARES 2019-53A 04009GAQ0 - - 1,072,000 $1,071,140 $1,071,140 0.78 $1,069,320
Rad CLO 10 A 6.74741% 23-APR-2034, 5.72%, 04/23/34 RAD 2021-10A 48662LAA9 - - 1,050,000 $1,067,548 $1,067,548 0.78 $1,050,525
Connecticut Avenue Securities Trust 2023-R06 1B2 10.25369% 25-JUL-2043, 10.25%, 07/25/43 CAS 2023-R06 20754EAJ4 - - 1,000,000 $1,056,955 $1,056,955 0.77 $1,054,106
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 - - 985,000 $1,023,537 $1,023,537 0.75 $1,021,320
Madison Park Funding LXVI A2 5.84947% 21-JAN-2038, 5.93%, 10/21/37 MDPK 2024-66A 55822YAC9 - - 1,000,000 $1,020,706 $1,020,706 0.75 $997,002
LV Trust 2024-SHOW B 5.63798% 10-OCT-2041, 5.83%, 10/10/41 LV 2024-SHOW 50245XAC1 - - 1,000,000 $1,009,579 $1,009,579 0.74 $1,004,077
KKR CLO 36 A 6.7556% 15-OCT-2034, 5.70%, 10/15/34 KKR 36A 48255AAA6 - - 1,000,000 $1,003,665 $1,003,665 0.73 $1,000,500
CAMB Commercial Mortgage Trust 2019-LIFE D 6.369% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 1,000,000 $998,000 $998,000 0.73 $994,462
Neuberger Berman Loan Advisers CLO 42 AR 5.27054% 16-JUL-2036, 5.21%, 07/16/35 NEUB 2021-42A 64133WAL9 - - 1,000,000 $996,271 $996,271 0.73 $993,376
Westlake Automobile Receivables Trust 2021-3 E 3.42% 15-APR-2027, 3.42%, 04/15/27 WLAKE 2021-3A 96043JAN5 - - 1,000,000 $991,251 $991,251 0.73 $989,351
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.937% 15-JUN-2036, 8.94%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 1,000,000 $985,701 $985,701 0.72 $981,233
Chase Mortgage Reference Notes, Series 2020-CL1 M1 6.68348% 25-OCT-2057, 6.69%, 10/25/57 CHASE 2020-CL1 46591HAG5 - - 953,064 $972,505 $972,505 0.71 $970,734
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $904,306 $904,306 0.66 $899,866
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.97%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 888,000 $882,973 $882,973 0.65 $880,028
Bank of America Corporation 5.744% 12-FEB-2036, 5.74%, 02/12/36 BAC 06051GMQ9 - - 834,000 $834,956 $834,956 0.61 $823,911
COOPR Residential Mortgage Trust 2025-CES1|5.654|05/25/2060, 5.65%, 05/25/60 COOPR 2025-CES1 12596SAA1 - - 820,000 $825,065 $825,065 0.60 $820,687
Connecticut Avenue Securities Trust 2025-R02 1B1 6.30369% 25-FEB-2045, 6.30%, 02/25/45 CAS 2025-R02 20754TAH5 - - 830,000 $820,656 $820,656 0.60 $819,203
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 89617CAC5 - - 802,000 $800,191 $800,191 0.59 $797,642
MHP Commercial Mortgage Trust 2022-MHIL G 8.27936% 15-JAN-2039, 8.28%, 01/15/27 MHP 2022-MHIL 55293DAN1 - - 800,000 $781,563 $781,563 0.57 $777,883
Vistra Operations Co. LLC 6.95% 15-OCT-2033, 6.95%, 10/15/33 VST 92840VAQ5 - - 723,000 $772,341 $772,341 0.57 $769,550
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.80%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 713,000 $743,869 $743,869 0.54 $739,290
Chase Mortgage Reference Notes, Series 2020-CL1 M2 6.93348% 25-OCT-2057, 6.94%, 10/25/57 CHASE 2020-CL1 46591HAH3 - - 724,343 $739,064 $739,064 0.54 $737,668
Capital One Financial Corporation 6.183% 30-JAN-2036, 6.18%, 01/30/36 COF 14040HDJ1 - - 732,000 $731,181 $731,181 0.54 $719,238
Octagon 75 D2 7.92238% 22-JAN-2038, 7.94%, 01/22/38 OCT75 2025-1A 67579EAL3 - - 700,000 $717,050 $717,050 0.52 $710,106
Bombardier Inc. 7.45% 01-MAY-2034, 7.45%, 05/01/34 BBDBCN 097751AL5 - - 667,000 $702,060 $702,060 0.51 $701,508
PRPM 2025-2 LLC|6.469|05/25/2030, 6.47%, 05/25/30 PRPM 2025-2 69382HAA3 - - 684,000 $689,516 $689,516 0.50 $684,968
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 661,326 $681,067 $681,067 0.50 $679,734
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 79583YAA2 - - 678,587 $676,415 $676,415 0.50 $671,929
MHC Commercial Mortgage Trust 2021-MHC G 7.637442% 15-APR-2038, 7.64%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 680,000 $673,339 $673,339 0.49 $670,742
New Residential Mortgage LLC 6.545% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 64832EAA7 - - 648,808 $648,285 $648,285 0.47 $647,106
Palmer Square CLO 2022-3 D1R 7.21947% 20-JUL-2037, 7.22%, 07/20/37 PLMRS 2022-3A 69690ABC0 - - 640,000 $638,990 $638,990 0.47 $637,193
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95369% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 596,202 $607,499 $607,499 0.44 $606,181
Carvana Co. 11.0% 01-JUN-2030, 11.00%, 06/01/30 CVNA 146869AN2 - - 558,227 $604,588 $604,588 0.44 $590,943
Raven Acquisition Holdings, LLC 6.875% 15-NOV-2031, 6.88%, 11/15/31 RCM 75420NAA1 - - 588,000 $597,277 $597,277 0.44 $577,850
BX Trust 2021-ARIA F 7.0295% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 600,000 $592,877 $592,877 0.43 $590,768
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 576,269 $581,317 $581,317 0.43 $578,832
LGI Homes, Inc. 4.0% 15-JUL-2029, 4.00%, 07/15/29 LGIH 50187TAF3 - - 652,000 $578,056 $578,056 0.42 $570,087
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 565,000 $569,019 $569,019 0.42 $567,086
Loire Finco Luxembourg Sarl|6.464|01/31/2030, 6.46%, 01/31/30 LGCLTD BL5024577 - - 500,000 $564,847 $564,847 0.41 $564,031
Wilsonart LLC 11.0% 15-AUG-2032, 11.00%, 08/15/32 WLSNRT 97246JAA6 - - 603,000 $564,793 $564,793 0.41 $550,053
Winterfell Financing Sarl|7.328|05/04/2028, 7.33%, 05/04/28 STKGRP BL4232304 - - 500,000 $556,058 $556,058 0.41 $555,259
Heartland Dental, LLC 10.5% 30-APR-2028, 10.50%, 04/30/28 HEARTL 42239PAB5 - - 485,000 $535,957 $535,957 0.39 $511,909
Hasbro, Inc. 6.05% 14-MAY-2034, 6.05%, 05/14/34 HAS 418056BA4 - - 521,000 $535,535 $535,535 0.39 $520,563
Forvia SE 8.0% 15-JUN-2030, 8.00%, 06/15/30 EOFP 31209DAA3 - - 533,000 $535,340 $535,340 0.39 $531,668
Ardagh Metal Packaging Finance USA LLC 3.0% 01-SEP-2029, 3.00%, 09/01/29 AMPBEV BO2884316 - - 540,000 $527,831 $527,831 0.39 $519,134
Organon Finance 1 LLC 5.125% 30-APR-2031, 5.12%, 04/30/31 OGN 68622TAB7 - - 646,000 $527,521 $527,521 0.39 $527,061
Connecticut Avenue Securities Trust 2022-R02 2B1 8.85369% 25-JAN-2042, 8.85%, 01/25/42 CAS 2022-R02 20754BAF8 - - 500,000 $521,230 $521,230 0.38 $520,000
Sotheby's ArtFi Master Trust, Series 2024-1 D 7.91% 20-DEC-2031, 7.91%, 12/22/31 ARTFI 2024-1A 83589CAE8 - - 500,000 $507,476 $507,476 0.37 $502,532
Carvana Co. 4.875% 01-SEP-2029, 4.88%, 09/01/29 CVNA 146869AH5 - - 564,000 $505,613 $505,613 0.37 $500,725
Oaktree CLO 2024-26 D1 7.71947% 20-APR-2037, 7.72%, 04/20/37 OAKCL 2024-26A 67403CAJ4 - - 500,000 $504,975 $504,975 0.37 $503,474
Cedar Funding IX CLO AR 5.68947% 20-JUL-2037, 5.69%, 07/20/37 CEDF 2018-9A 15033EAN8 - - 500,000 $500,856 $500,856 0.37 $499,750
Vontive Mortgage Trust 2025-RTL1 A1 6.507% 25-MAR-2030, 6.51%, 03/25/30 VNTV 2025-RTL1 928884AA3 - - 496,000 $498,592 $498,592 0.36 $497,695
Ameren Corporation 5.375% 15-MAR-2035, 5.38%, 03/15/35 AEE 023608AR3 - - 484,000 $483,254 $483,254 0.35 $479,062
Wind River 2021-4 CLO D 7.73108% 20-JAN-2035, 7.73%, 01/20/35 WINDR 2021-4A 97316UAG3 - - 500,000 $480,275 $480,275 0.35 $478,772
NRG Energy, Inc. 7.0% 15-MAR-2033, 7.00%, 03/15/33 NRG 629377CT7 - - 442,000 $478,510 $478,510 0.35 $474,213
Extended Stay America Trust 2021-ESH F 8.136% 15-JUL-2038, 8.14%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 472,714 $472,579 $472,579 0.35 $470,656
FIGRE Trust 2024-HE6 C 5.974% 25-DEC-2054, 5.97%, 12/25/54 FIGRE 2024-HE6 31684DAC3 - - 466,991 $467,177 $467,177 0.34 $464,542
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 460,400 $466,812 $466,812 0.34 $465,632
OneMain Finance Corporation 6.75% 15-MAR-2032, 6.75%, 03/15/32 OMF 682691AJ9 - - 470,000 $466,358 $466,358 0.34 $461,775
BX Commercial Mortgage Trust 2024-GPA3 C 6.21398% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 123910AE1 - - 468,857 $465,795 $465,795 0.34 $464,176
American Airlines, Inc. 8.5% 15-MAY-2029, 8.50%, 05/15/29 AAL 023771T40 - - 437,000 $464,598 $464,598 0.34 $447,058
BX Trust 2022-FOX2 A2 5.07106% 15-APR-2039, 5.07%, 04/15/39 BX 2022-FOX2 05610AAW8 - - 464,729 $462,569 $462,569 0.34 $461,260
Varsity Brands Llc Term Loan B 26-Apr-2031, 7.82%, 08/26/31 VARBRA 92227QAF3 - - 463,000 $458,217 $458,217 0.34 $454,898
Verde Purchaser, LLC 10.5% 30-NOV-2030, 10.50%, 11/30/30 VRTV 92339LAA0 - - 420,000 $457,706 $457,706 0.33 $438,719
Long Ridge Energy LLC 8.75% 15-FEB-2032, 8.75%, 02/15/32 LONRID 54288CAA1 - - 465,000 $457,088 $457,088 0.33 $448,499
PENN Entertainment, Inc. 4.125% 01-JUL-2029, 4.12%, 07/01/29 PENN 707569AV1 - - 508,000 $456,950 $456,950 0.33 $449,733
Sierra Timeshare 2025-1 Receivables Funding D 6.86% 20-JAN-2042, 6.86%, 01/21/42 SRFC 2025-1A 82653CAD3 - - 468,814 $455,910 $455,910 0.33 $454,569
Victra Holdings, LLC 8.75% 15-SEP-2029, 8.75%, 09/15/29 VICTRA 92648DAA4 - - 442,000 $454,988 $454,988 0.33 $449,617
MTN Commercial Mortgage Trust 2022-LPFL F 9.615169% 15-MAR-2039, 9.62%, 03/15/39 MTN 2022-LPFL 62475WAL9 - - 457,000 $453,903 $453,903 0.33 $451,462
Modena Buyer Llc Term Loan 01-Jul-2031, 8.79%, 07/01/31 ENUSCO 60753DAC8 - - 475,310 $451,830 $451,830 0.33 $451,250
CD&R Firefly Bidco Plc 8.625% 30-APR-2029, 8.62%, 04/30/29 MOTFUE 9RB6I8XX3 - - 320,000 $451,142 $451,142 0.33 $435,311
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 14687GAF2 - - 461,275 $447,513 $447,513 0.33 $446,501
COMM 2019-GC44 Mortgage Trust 180WC 3.400057% 15-AUG-2057, 3.51%, 08/15/57 COMM 2019-GC44 12655TBA6 - - 500,000 $444,707 $444,707 0.33 $443,048
Wynn Macau Ltd|5.125|12/15/2029, 5.12%, 12/15/29 WYNMAC 98313RAE6 - - 470,000 $444,188 $444,188 0.33 $434,820
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 - - 440,000 $441,334 $441,334 0.32 $440,545
American Express Company Depositary Shs Repr 1/1'000th Fix/Fltg Non-Cum Red Perp Pfd Rg Shs Ser D, 3.55%, 09/15/99 AXP 025816CH0 - - 452,000 $436,330 $436,330 0.32 $434,146
Citigroup Inc. Depositary Shs Repr 1/25th Fix/Fltg Non-Cum Red Perp Pfd Rg ShsSer X, 3.88%, 05/18/99 C 172967MV0 - - 441,000 $433,418 $433,418 0.32 $429,762
Alpha Generation, LLC 6.75% 15-OCT-2032, 6.75%, 10/15/32 ALPGEN 02073LAA9 - - 423,000 $432,456 $432,456 0.32 $430,870
Algonquin Power & Utilities Corp. 4.75% 18-JAN-2082, 4.75%, 01/18/82 AQNCN 015857AH8 - - 452,000 $431,664 $431,664 0.32 $425,282
JPMorgan Chase & Co. Depositary Shs Repr 1/10th Fix/Fltg Non-Cum Red Perp Pfd Rg Shs Ser KK, 3.65%, 09/01/99 JPM 48128BAN1 - - 441,000 $431,330 $431,330 0.32 $428,469
Burford Capital Global Finance LLC 6.875% 15-APR-2030, 6.88%, 04/15/30 BURLN 12116LAC3 - - 428,000 $429,592 $429,592 0.31 $427,957
Tallgrass Energy Partners, LP 6.0% 01-SEP-2031, 6.00%, 09/01/31 TEP 87470LAK7 - - 457,000 $429,066 $429,066 0.31 $424,191
Galaxy Senior Participation Interest Trust 1|7.819298735|07/31/2026, 7.82%, 07/31/26 GLXYT 2025-1 362922AA4 - - 425,603 $428,063 $428,063 0.31 $427,878
GGAM Finance Ltd. 8.0% 15-JUN-2028, 8.00%, 06/15/28 GGAMFI 36170JAA4 - - 393,000 $426,363 $426,363 0.31 $414,136
FTAI Infra Escrow Holdings, LLC 10.5% 01-JUN-2027, 10.50%, 06/01/27 FIP 30327TAA7 - - 393,000 $424,497 $424,497 0.31 $406,845
GLP Capital LP 4.0% 15-JAN-2031, 4.00%, 01/15/31 GLPI 361841AQ2 - - 453,000 $423,042 $423,042 0.31 $417,505
QUIKRETE Holdings, Inc. 6.75% 01-MAR-2033, 6.75%, 03/01/33 QUIKHO 74843PAB6 - - 410,000 $420,622 $420,622 0.31 $414,088
EG Global Finance Plc 11.0% 30-NOV-2028, 11.00%, 11/30/28 EGBLFN 97XV2HXX5 - - 320,000 $420,605 $420,605 0.31 $403,374
Proampac Pg Borrower Llc Term Loan 15-Sep-2028, 8.30%, 09/15/28 PROLAM 74274NAL7 - - 420,000 $418,471 $418,471 0.31 $417,115
Ivc Acquisition Ltd Term Loan B 12-Dec-2028, 8.05%, 12/06/28 INDVET BL4978401 - - 420,000 $418,419 $418,419 0.31 $417,199
Herens US Holdco Corp|8.32417|07/03/2028, 8.32%, 07/03/28 LNZING BL3571728 - - 460,000 $418,418 $418,418 0.31 $419,856
White Cap Supply Holdings Llc Term Loan B 19-Oct-2029, 8.27%, 10/31/29 WHTCAP 96350TAH3 - - 426,308 $417,521 $417,521 0.31 $417,048
NiSource Inc. 6.375% 31-MAR-2055, 6.38%, 03/31/55 NI 65473PAT2 - - 425,000 $417,262 $417,262 0.31 $414,628
Hoya Midco Llc Term Loan B 03-Feb-2029, 6.55%, 02/05/29 VIVSEA 44325HAF5 - - 422,000 $416,285 $416,285 0.30 $415,670
NetApp, Inc. 5.7% 17-MAR-2035, 5.70%, 03/17/35 NTAP 64110DAN4 - - 414,000 $414,710 $414,710 0.30 $411,563
CSC Holdings, LLC 11.25% 15-MAY-2028, 11.25%, 05/15/28 CSCHLD 126307BM8 - - 400,000 $411,539 $411,539 0.30 $390,289
Star Parent Inc Term Loan B 27-Sep-2030, 8.30%, 09/30/30 SYNH 87169DAB1 - - 420,633 $410,260 $410,260 0.30 $407,577
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 402,719 $407,517 $407,517 0.30 $405,719
Univision Communications Inc. 8.5% 31-JUL-2031, 8.50%, 07/31/31 UVN 914906AZ5 - - 419,000 $407,240 $407,240 0.30 $397,841
Charter Communications Operating. LLC 6.55% 01-JUN-2034, 6.55%, 06/01/34 CHTR 161175CR3 - - 383,000 $402,518 $402,518 0.29 $391,787
CIFC Funding 2021-I A1NR 5.70177% 25-JUL-2037, 5.70%, 07/25/37 CIFC 2021-1A 12563EAN3 - - 400,000 $401,434 $401,434 0.29 $400,800
First Quantum Minerals Ltd. 8.0% 01-MAR-2033, 8.00%, 03/01/33 FMCN 335934AW5 - - 400,000 $400,234 $400,234 0.29 $394,901
Iceland Bondco Plc 4.375% 15-MAY-2028, 4.38%, 05/15/28 ICELTD BO0165262 - - 320,000 $399,122 $399,122 0.29 $390,314
StoneX Group Inc. 7.875% 01-MAR-2031, 7.88%, 03/01/31 SNEX 861896AA6 - - 377,000 $399,083 $399,083 0.29 $393,805
Occidental Petroleum Corporation 5.55% 01-OCT-2034, 5.55%, 10/01/34 OXY 674599EL5 - - 426,000 $394,757 $394,757 0.29 $392,524
Allwyn Entertainment Financing (UK) Plc 7.25% 30-APR-2030, 7.25%, 04/30/30 SAZKAG 8J07N0XX3 - - 320,000 $392,825 $392,825 0.29 $384,765
Pinnacle Bidco PLC 8.25% 11-OCT-2028, 8.25%, 10/11/28 PURGYM 922F7YXX3 - - 320,000 $392,306 $392,306 0.29 $384,386
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M2 5.70369% 25-JAN-2045, 5.70%, 01/25/45 STACR 2025-DNA1 35564NGA5 - - 380,000 $376,017 $376,017 0.28 $375,415
CT Investment GmbH 6.375% 15-APR-2030, 6.38%, 04/15/30 CBRSER 9P35D4XX2 - - 320,000 $376,013 $376,013 0.28 $374,724
Aston Martin Capital Holdings Ltd. 10.375% 31-MAR-2029, 10.38%, 03/31/29 ASTONM ZD4459263 - - 320,000 $374,636 $374,636 0.27 $374,145
LHMC Finco 2 SARL 7.25% 02-OCT-2025, 7.25%, 10/02/25 LHMCFI ZR7444444 - - 320,567 $372,680 $372,680 0.27 $364,606
OEG Finance PLC 7.25% 27-SEP-2029, 7.25%, 09/27/29 OEGFIN YV9260469 - - 320,000 $370,109 $370,109 0.27 $367,325
Bertrand Franchise Finance SASU FRN 18-JUL-2030, 5.99%, 07/18/30 BERFRA YX3582559 - - 320,000 $363,444 $363,444 0.27 $362,400
Teamsystem S.P.A. FRN 31-JUL-2031, 5.78%, 07/31/31 TITANL YW4172816 - - 320,000 $363,300 $363,300 0.27 $362,148
Assemblin Caverion Group AB FRN 01-JUL-2031, 5.85%, 07/01/31 ASSEMB YX6405840 - - 320,000 $361,181 $361,181 0.26 $359,526
Rand Parent, LLC 8.5% 15-FEB-2030, 8.50%, 02/15/30 AAWW 753272AA1 - - 380,000 $360,836 $360,836 0.26 $353,659
Fiber Bidco S.P.A. FRN 15-JAN-2030, 6.36%, 01/15/30 FEDRIG XS2748964850 - - 320,000 $358,842 $358,842 0.26 $356,625
Blue Owl Credit Income Corp. 5.8% 15-MAR-2030, 5.80%, 03/15/30 OCINCC 09581CAC5 - - 361,000 $353,822 $353,822 0.26 $350,914
Progroup AG 5.375% 15-APR-2031, 5.38%, 04/15/31 PROGRP 9P79F0XX6 - - 320,000 $352,516 $352,516 0.26 $351,429
BlueMountain CLO XXXI A1 5.68108% 19-APR-2034, 5.68%, 04/19/34 BLUEM 2021-31A 09631BAA1 - - 350,000 $350,948 $350,948 0.26 $350,175
Gloves Buyer Inc|8.3256|01/20/2032, 8.33%, 01/20/32 PROINP BL4938967 - - 362,000 $348,473 $348,473 0.26 $347,068
Ziggo Bond Co. BV 6.125% 15-NOV-2032, 6.12%, 11/15/32 ZIGGO YU2103973 - - 320,000 $347,950 $347,950 0.25 $335,137
BXHPP Trust 2021-FILM B 5.336% 15-AUG-2036, 5.34%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 375,000 $347,688 $347,688 0.25 $346,688
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 6.00369% 25-FEB-2045, 6.00%, 02/25/45 STACR 2025-HQA1 35564NHA4 - - 350,000 $347,620 $347,620 0.25 $347,036
Full House Resorts, Inc. 8.25% 15-FEB-2028, 8.25%, 02/15/28 FLL 359678AC3 - - 363,000 $345,610 $345,610 0.25 $338,955
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 343,579 $344,233 $344,233 0.25 $342,389
Olympus Water US Holding Corporation 5.375% 01-OCT-2029, 5.38%, 10/01/29 SOLEIN BR3444733 - - 320,000 $333,596 $333,596 0.24 $331,749
GS Mortgage Securities Corporation Trust 2025-800D A 6.97186% 17-NOV-2041, 6.97%, 11/25/41 GSMS 2025-800D 36273XAA9 - - 330,000 $331,093 $331,093 0.24 $330,006
Cloud Software Group, Inc. 9.0% 30-SEP-2029, 9.00%, 09/30/29 TIBX 18912UAA0 - - 323,000 $330,083 $330,083 0.24 $327,257
Iqvia Inc Term Loan B 02-Jan-2031, 6.05%, 01/02/31 IQV 44969CBP4 - - 328,178 $329,864 $329,864 0.24 $327,931
Mohegan Escrow Issuer, LLC 8.25% 15-APR-2030, 8.25%, 04/15/30 MOHEGN 60832QAA8 - - 327,000 $329,183 $329,183 0.24 $327,310
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 325,000 $328,589 $328,589 0.24 $327,946
Capstone Copper Corp. 6.75% 31-MAR-2033, 6.75%, 03/31/33 CAPCOP 14071LAA6 - - 329,000 $328,344 $328,344 0.24 $325,877
Civitas Resources, Inc. 8.75% 01-JUL-2031, 8.75%, 07/01/31 CIVI 17888HAB9 - - 331,000 $326,634 $326,634 0.24 $316,658
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 64831PAB1 - - 323,000 $326,363 $326,363 0.24 $325,726
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M2 6.15369% 25-AUG-2044, 6.15%, 08/25/44 STACR 2024-HQA2 35564NEC3 - - 325,000 $325,598 $325,598 0.24 $325,043
Great Wolf Trust 2024-WOLF D 7.21186% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 325,000 $324,859 $324,859 0.24 $323,687
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 - - 325,000 $324,234 $324,234 0.24 $323,710
Rocket Software, Inc. 6.5% 15-FEB-2029, 6.50%, 02/15/29 ROCSOF 77314EAA6 - - 334,000 $322,932 $322,932 0.24 $318,107
MHP Commercial Mortgage Trust 2021-STOR F 6.63648% 15-JUL-2038, 6.64%, 07/15/38 MHP 2021-STOR 55293BAM7 - - 325,000 $322,570 $322,570 0.24 $321,372
BX Trust 2021-ARIA E 6.6805% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 325,000 $322,052 $322,052 0.24 $320,966
TerraForm Power Operating, LLC 4.75% 15-JAN-2030, 4.75%, 01/15/30 TERP 88104LAG8 - - 334,000 $321,727 $321,727 0.24 $316,880
BX Commercial Mortgage Trust 2021-VOLT E 6.436% 15-SEP-2036, 6.44%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 325,000 $321,340 $321,340 0.24 $320,178
TIBCO Software Inc. 6.5% 31-MAR-2029, 6.50%, 03/31/29 TIBX 88632QAE3 - - 319,000 $321,096 $321,096 0.24 $319,080
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 - - 318,000 $320,773 $320,773 0.23 $319,065
EP Infrastructure, a.s. 1.816% 02-MAR-2031, 1.82%, 03/02/31 ENAPHO BO2010359 - - 320,000 $319,181 $319,181 0.23 $318,022
Level 3 Financing, Inc. 3.75% 15-JUL-2029, 3.75%, 07/15/29 LVLT 527298BT9 - - 406,000 $318,795 $318,795 0.23 $314,142
MHC Commercial Mortgage Trust 2021-MHC F 7.037442% 15-APR-2038, 7.04%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 320,000 $318,750 $318,750 0.23 $317,624
Allied Universal Holdco LLC 4.875% 01-JUN-2028, 4.88%, 06/01/28 UNSEAM BP3350785 - - 246,000 $318,218 $318,218 0.23 $311,383
Regal Rexnord Corporation 6.4% 15-APR-2033, 6.40%, 04/15/33 RRX 758750AP8 - - 312,000 $316,515 $316,515 0.23 $315,406
PNC Financial Services Group Inc Depositary Shs Repr 1/100th Non-Cum Perp Pfd Shs Series V, 6.20%, 12/15/99 PNC 693475BF1 - - 314,000 $316,256 $316,256 0.23 $313,553
Caesars Entertainment, Inc. 6.0% 15-OCT-2032, 6.00%, 10/15/32 CZR 12769GAD2 - - 331,000 $315,577 $315,577 0.23 $314,474
Lernen US Finco LLC|8.84|10/01/2031, 8.84%, 10/01/31 COGNTA BL4766855 - - 300,000 $310,904 $310,904 0.23 $298,749
Teva Pharmaceutical Finance Co. LLC 6.15% 01-FEB-2036, 6.15%, 02/01/36 TEVA 88163VAD1 - - 310,000 $308,682 $308,682 0.23 $303,704
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 289,000 $308,166 $308,166 0.23 $299,115
MVW 2025-1 LLC|5.75|09/22/2042, 5.75%, 09/22/42 MVWOT 2025-1A 627924AC7 - - 307,000 $308,156 $308,156 0.23 $308,107
Humana Inc. 5.875% 01-MAR-2033, 5.88%, 03/01/33 HUM 444859BV3 - - 299,000 $307,268 $307,268 0.22 $304,145
CBRE Services, Inc. 5.5% 15-JUN-2035, 5.50%, 06/15/35 CBG 12505BAK6 - - 312,000 $306,936 $306,936 0.22 $306,936
FHF Issuer Trust 2025-1 (First Help Financial Trust) C 5.69% 15-AUG-2031, 5.69%, 08/15/31 FHF 2025-1A 30340RAE6 - - 305,000 $305,474 $305,474 0.22 $304,510
Hilton Grand Vacations Borrower Escrow LLC 4.875% 01-JUL-2031, 4.88%, 07/01/31 HGVLLC 43284MAB4 - - 338,000 $304,630 $304,630 0.22 $298,955
DROP Mortgage Trust 2021-FILE A 5.586% 15-OCT-2043, 5.59%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 325,000 $303,443 $303,443 0.22 $302,434
Navient Corporation 4.875% 15-MAR-2028, 4.88%, 03/15/28 NAVI 63938CAL2 - - 312,000 $303,413 $303,413 0.22 $301,301
Western Digital Corporation 2.85% 01-FEB-2029, 2.85%, 02/01/29 WDC 958102AQ8 - - 329,000 $303,297 $303,297 0.22 $300,849
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.17616% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 94990GAG4 - - 302,000 $301,481 $301,481 0.22 $299,661
Cci Buyer Inc Term Loan B 17-Dec-2027, 8.30%, 12/17/27 CONCEL 12510EAC1 - - 300,000 $301,154 $301,154 0.22 $300,117
Summer BC Holdco B SARL|9.5916|02/21/2029, 9.59%, 02/21/29 KANGRP BL4583235 - - 300,000 $299,730 $299,730 0.22 $299,250
Taseko Mines Limited 8.25% 01-MAY-2030, 8.25%, 05/01/30 TKOCN 876511AG1 - - 299,000 $299,665 $299,665 0.22 $299,391
Project Alpha Intermediate Holding Inc Term Loan B 26-Oct-2030, 7.56%, 10/28/30 QLIK 74339DAN8 - - 300,000 $298,211 $298,211 0.22 $299,304
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA3 B2 10.60369% 25-OCT-2033, 10.60%, 10/25/33 STACR 2021-DNA3 35564KFH7 - - 250,000 $298,206 $298,206 0.22 $297,470
Spa US HoldCo Inc|8.31078|02/04/2028, 8.31%, 02/04/28 AHLMUN BL3566777 - - 300,000 $297,982 $297,982 0.22 $296,874
BX Trust 2025-ROIC E 7.26315% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 05593VAN3 - - 301,000 $297,334 $297,334 0.22 $296,120
Aretec Group Inc Term Loan B 09-Aug-2030, 7.82%, 08/09/30 RCAP 04009DAH7 - - 300,000 $296,811 $296,811 0.22 $297,789
Heartland Dental Llc Term Loan 28-Apr-2028, 8.82%, 04/28/28 HEARTL 42236WAW7 - - 300,000 $295,564 $295,564 0.22 $296,667
Fortress Intermediate 3 Inc Term Loan B 27-Jun-2031, 8.07%, 06/27/31 PSDO 34966LAB0 - - 300,000 $295,241 $295,241 0.22 $296,250
PRET 2021-RN4 A1 5.4871% 25-OCT-2051, 5.49%, 10/25/51 PRET 2021-RN4 69359QAA2 - - 294,707 $294,284 $294,284 0.22 $293,834
Pilgrim's Pride Corporation 6.25% 01-JUL-2033, 6.25%, 07/01/33 PPC 72147KAK4 - - 279,000 $293,845 $293,845 0.22 $287,839
Beazer Homes USA, Inc. 7.5% 15-MAR-2031, 7.50%, 03/15/31 BZH 07556QBU8 - - 302,000 $293,632 $293,632 0.21 $290,486
JBS Luxembourg Co. SARL 6.75% 15-MAR-2034, 6.75%, 03/15/34 JBSSBZ 47214BAC2 - - 270,000 $293,493 $293,493 0.21 $290,961
Pinewood Finco Plc 6.0% 27-MAR-2030, 6.00%, 03/27/30 PINEFI ZD6875615 - - 220,000 $293,302 $293,302 0.21 $291,439
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 289,385 $292,735 $292,735 0.21 $291,664
Macquarie AirFinance Holdings Ltd. 6.5% 26-MAR-2031, 6.50%, 03/26/31 MCAIRH 55609NAD0 - - 284,000 $292,347 $292,347 0.21 $290,347
Mermaid Bidco Inc Term Loan B 03-Jul-2031, 7.55%, 07/02/31 MRL 59012CAL9 - - 290,000 $291,491 $291,491 0.21 $288,188
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 00091XAD9 - - 286,010 $290,808 $290,808 0.21 $289,665
Reno De Medici S.p.A. FRN 15-APR-2029, 7.50%, 04/15/29 SAFFA XS2798174434 - - 320,000 $289,457 $289,457 0.21 $285,591
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 298,000 $287,559 $287,559 0.21 $279,910
NRG Energy, Inc. 6.25% 01-NOV-2034, 6.25%, 11/01/34 NRG 629377CX8 - - 287,000 $287,298 $287,298 0.21 $287,098
FMG Resources (August 2006) Pty Ltd. 4.375% 01-APR-2031, 4.38%, 04/01/31 FMGAU 30251GBC0 - - 314,000 $286,680 $286,680 0.21 $285,382
Tronox Incorporated 4.625% 15-MAR-2029, 4.62%, 03/15/29 TROX 897051AC2 - - 338,000 $286,370 $286,370 0.21 $284,199
Lions Gate Capital Holdings 1, Inc. 5.5% 15-APR-2029, 5.50%, 04/15/29 LGF 535939AA0 - - 317,000 $286,269 $286,269 0.21 $285,300
Patrick Industries, Inc. 6.375% 01-NOV-2032, 6.38%, 11/01/32 PATK 703343AH6 - - 292,000 $285,451 $285,451 0.21 $285,244
Mauser Packaging Solutions Holding Company 9.25% 15-APR-2027, 9.25%, 04/15/27 BWY 57763RAC1 - - 305,000 $284,756 $284,756 0.21 $283,188
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 - - 292,322 $284,054 $284,054 0.21 $283,683
BX Commercial Mortgage Trust 2021-SOAR F 6.786% 15-JUN-2038, 6.79%, 06/15/38 BX 05608WAQ7 - - 284,940 $283,365 $283,365 0.21 $282,291
American Electric Power Company, Inc. 3.875% 15-FEB-2062, 3.88%, 02/15/62 AEP 025537AU5 - - 298,000 $282,936 $282,936 0.21 $280,370
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 280,000 $282,185 $282,185 0.21 $280,069
Optics Bidco S.P.A. 7.875% 31-JUL-2028, 7.88%, 07/31/28 FIBCOP YW1363814 - - 220,000 $282,122 $282,122 0.21 $277,007
Midcontinent Communications 8.0% 15-AUG-2032, 8.00%, 08/15/32 MIDCON 59565XAD2 - - 270,000 $281,302 $281,302 0.21 $276,502
BroadStreet Partners, Inc. 5.875% 15-APR-2029, 5.88%, 04/15/29 BROPAR 11135RAA3 - - 290,000 $281,043 $281,043 0.21 $280,097
McGraw-Hill Education, Inc. 7.375% 01-SEP-2031, 7.38%, 09/01/31 MHED 58064LAA2 - - 270,000 $280,315 $280,315 0.21 $276,775
Aretec Escrow Issuer Inc. 10.0% 15-AUG-2030, 10.00%, 08/15/30 RCAP 04020JAA4 - - 253,000 $278,679 $278,679 0.20 $273,057
General Motors Financial Co Cum Red Perp Pfd Shs Series A, 5.75%, 03/30/99 GM 37045XCA2 - - 293,000 $274,672 $274,672 0.20 $273,034
DT Midstream, Inc 5.8% 15-DEC-2034, 5.80%, 12/15/34 DTMINC 23345MAD9 - - 271,000 $273,422 $273,422 0.20 $266,916
Mattel, Inc. 5.45% 01-NOV-2041, 5.45%, 11/01/41 MAT 577081AW2 - - 321,000 $273,221 $273,221 0.20 $273,027
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.955534% 27-SEP-2052, 0.96%, 09/27/52 BAMLL 05494BAJ6 - - 327,626 $272,883 $272,883 0.20 $272,586
Nenelite Ltd Term Loan B 19-Aug-2028, 8.65%, 08/21/28 UDGLN 12509YAE6 - - 278,000 $272,764 $272,764 0.20 $270,355
TEXAS Commercial Mortgage Trust 2025-TWR D 7.41246% 15-APR-2042, 7.41%, 04/15/42 TEXAS 2025-TWR 88231WAG0 - - 271,000 $270,089 $270,089 0.20 $268,973
Calpine Corporation 3.75% 01-MAR-2031, 3.75%, 03/01/31 CPN 131347CR5 - - 288,000 $268,227 $268,227 0.20 $266,307
Calpine Corporation 5.0% 01-FEB-2031, 5.00%, 02/01/31 CPN 131347CQ7 - - 273,000 $267,662 $267,662 0.20 $264,098
LBM Acquisition, LLC 6.25% 15-JAN-2029, 6.25%, 01/15/29 USLBMH 05552BAA4 - - 300,000 $266,737 $266,737 0.20 $261,008
Keurig Dr Pepper Inc. 5.15% 15-MAY-2035, 5.15%, 05/15/35 KDP 49271VBB5 - - 270,000 $266,511 $266,511 0.20 $266,511
Intel Corporation 3.1% 15-FEB-2060, 3.10%, 02/15/60 INTC 458140BK5 - - 492,000 $264,459 $264,459 0.19 $261,070
Unisys Corporation 6.875% 01-NOV-2027, 6.88%, 11/01/27 UIS 909214BV9 - - 266,000 $262,031 $262,031 0.19 $261,827
SREIT Trust 2021-FLWR F 7.108549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 262,400 $261,321 $261,321 0.19 $260,284
Mineral Resources Limited 9.25% 01-OCT-2028, 9.25%, 10/01/28 MINAU 603051AE3 - - 266,000 $259,628 $259,628 0.19 $257,304
Nexstar Media Inc. 4.75% 01-NOV-2028, 4.75%, 11/01/28 NXST 65336YAN3 - - 273,000 $258,684 $258,684 0.19 $258,539
Dermatology Intermediate Holdings Iii Inc Term Loan 30-Mar-2029, 8.80%, 04/02/29 DEINHO 24982LAB1 - - 279,386 $258,124 $258,124 0.19 $257,851
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 35042RAD8 - - 240,000 $255,474 $255,474 0.19 $254,261
Directv Financing Llc Term Loan B 02-Aug-2029, 9.80%, 08/02/29 DTV 25460HAD4 - - 263,633 $255,129 $255,129 0.19 $254,698
Starwood Property Trust, Inc. 6.5% 15-OCT-2030, 6.50%, 10/15/30 STWD 85571BBE4 - - 249,000 $253,015 $253,015 0.19 $251,801
Talen Energy Supply Llc Term Loan B 17-May-2030, 6.82%, 12/15/31 TLN 87422LAY6 - - 249,375 $252,847 $252,847 0.19 $249,063
Foundation Building Materials Inc Term Loan B-2 29-Jan-2031, 8.28%, 01/29/31 FBM 35039KAD8 - - 273,618 $251,824 $251,824 0.18 $251,510
Ballyrock CLO 22 A1A 5.7961% 15-APR-2037, 5.80%, 04/15/37 BALLY 2024-22A 05877GAA1 - - 250,000 $251,273 $251,273 0.18 $250,468
CIFC Funding 2021-III D 7.51771% 15-JUL-2036, 7.52%, 07/15/36 CIFC 2021-3A 12564DAG9 - - 250,000 $251,256 $251,256 0.18 $250,212
CIFC Funding 2023-III D 8.51947% 20-JAN-2037, 8.52%, 01/20/37 CIFC 2023-3A 12598YAJ7 - - 250,000 $251,125 $251,125 0.18 $250,297
SIG plc 9.75% 31-OCT-2029, 9.75%, 10/31/29 SHILN YU4938780 - - 220,000 $250,708 $250,708 0.18 $250,369
Business Jet Securities, Series 2024-1 C 9.132% 15-MAY-2039, 9.13%, 05/15/39 BJETS 2024-1A 12327CAC8 - - 246,171 $249,958 $249,958 0.18 $248,709
Ares LXV CLO D 7.93177% 25-JUL-2034, 7.93%, 07/25/34 ARES 2022-65A 04019FAJ6 - - 250,000 $248,521 $248,521 0.18 $247,970
CI Maroon Holdings LLC|8.42878|03/28/2031, 8.43%, 03/28/31 BAREUR BL4591592 - - 250,000 $248,339 $248,339 0.18 $247,812
Champ Acquisition Corp. (Delaware) 8.375% 01-DEC-2031, 8.38%, 12/01/31 VISANT 15807XAA8 - - 224,000 $245,098 $245,098 0.18 $236,760
SCIH Salt Holdings Inc|7.29075|01/31/2029, 7.29%, 01/31/29 MORTON 78397GAF8 - - 245,385 $243,293 $243,293 0.18 $243,034
BX Trust 2024-VLT4 E 7.211264% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 250,000 $242,877 $242,877 0.18 $241,875
Sunoco LP 6.25% 01-JUL-2033, 6.25%, 07/01/33 SUN 86765KAD1 - - 239,000 $241,281 $241,281 0.18 $239,828
X Corp /Us/ Term Loan 13-Feb-2030, 9.50%, 10/29/29 TWTR 90184NAK4 - - 249,000 $241,273 $241,273 0.18 $243,661
Adler Pelzer Holding GmbH 9.5% 01-APR-2027, 9.50%, 04/01/27 PELHOL 8L7SR0XX1 - - 220,000 $235,480 $235,480 0.17 $233,236
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 44422PBN1 - - 238,000 $232,515 $232,515 0.17 $231,582
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6004% 20-MAY-2032, 9.60%, 05/20/32 HACLN 2024-1 44644NAD1 - - 225,370 $230,765 $230,765 0.17 $229,924
BX Trust 2022-FOX2 D 6.43283% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 232,364 $230,304 $230,304 0.17 $229,474
Celanese US Holdings LLC 6.95% 15-NOV-2033, 6.95%, 11/15/33 CE 15089QAY0 - - 218,000 $227,596 $227,596 0.17 $220,441
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.54%, 06/13/39 BXP 056083AL2 - - 240,000 $225,232 $225,232 0.16 $224,430
Proofpoint Inc Term Loan B 31-Aug-2028, 7.32%, 08/31/28 PFPT 74345HAG6 - - 225,000 $223,777 $223,777 0.16 $223,960
Sixth Street Lending Partners 6.5% 11-MAR-2029, 6.50%, 03/11/29 SIXSLP 829932AB8 - - 218,000 $222,537 $222,537 0.16 $220,412
VICI Properties L.P. 5.625% 01-APR-2035, 5.62%, 04/01/35 VICI 925650AK9 - - 220,000 $216,593 $216,593 0.16 $215,631
BX Commercial Mortgage Trust 2024-AIR2 D 7.11245% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 216,775 $215,006 $215,006 0.16 $214,235
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 19260MAA4 - - 239,200 $213,280 $213,280 0.16 $212,933
Long Ridge Energy LLC|8.82492|02/19/2032, 8.82%, 02/19/32 LONRID BL4986818 - - 224,000 $211,675 $211,675 0.15 $211,400
LPL Holdings, Inc. 5.75% 15-JUN-2035, 5.75%, 06/15/35 LPLA 50212YAQ7 - - 213,000 $211,162 $211,162 0.15 $210,073
BX Trust 2024-CNYN D 7.01195% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 211,321 $211,007 $211,007 0.15 $210,184
BXHPP Trust 2021-FILM A 5.086% 15-AUG-2036, 5.09%, 08/15/36 BXHPP 2021-FILM 05609JAA0 - - 220,000 $209,591 $209,591 0.15 $208,969
Stonepeak Nile Parent LLC 7.25% 15-MAR-2032, 7.25%, 03/15/32 ATSG 861932AA9 - - 198,000 $203,492 $203,492 0.15 $200,422
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 198,000 $202,551 $202,551 0.15 $201,792
Rentokil Terminix Funding LLC 5.625% 28-APR-2035, 5.62%, 04/28/35 RTOLN 760130AB0 - - 200,000 $198,704 $198,704 0.15 $198,485
BX Commercial Mortgage Trust 2024-GPA3 A 5.61482% 15-DEC-2039, 5.61%, 12/15/39 BX 2024-GPA3 123910AA9 - - 193,169 $193,049 $193,049 0.14 $192,446
Queen Mergerco, Inc. 6.75% 30-APR-2032, 6.75%, 04/30/32 BECN 74825NAA5 - - 191,000 $191,991 $191,991 0.14 $191,776
FHF Issuer Trust 2025-1 (First Help Financial Trust) D 5.95% 15-JUN-2032, 5.95%, 06/15/32 FHF 2025-1A 30340RAF3 - - 193,000 $191,580 $191,580 0.14 $190,943
Connecticut Avenue Securities Trust 2024-R05 2M2 6.05369% 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 190,000 $190,200 $190,200 0.14 $189,880
Wells Fargo Commercial Mortgage Trust 2025-VTT E 6.90721% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 94990GAJ8 - - 189,000 $189,968 $189,968 0.14 $188,694
HLF Financing SARL LLC 12.25% 15-APR-2029, 12.25%, 04/15/29 HLF 40390DAD7 - - 175,000 $188,524 $188,524 0.14 $187,333
GNMA II TBA 30yr 4% May Delivery, 4.00%, 05/20/25 G2SF 21H040657 - - 204,000 $188,080 $188,080 0.14 $188,080
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 186,491 $187,470 $187,470 0.14 $187,161
Lumen Technologies, Inc. 10.0% 15-OCT-2032, 10.00%, 10/15/32 LUMN 550241AK9 - - 184,918 $186,408 $186,408 0.14 $185,380
Lumen Technologies, Inc. 4.125% 15-APR-2029, 4.12%, 04/15/29 LUMN 550241AB9 - - 195,411 $185,921 $185,921 0.14 $184,130
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 257,817 $185,813 $185,813 0.14 $185,813
CVS Health Corporation 4.78% 25-MAR-2038, 4.78%, 03/25/38 CVS 126650CY4 - - 201,000 $181,201 $181,201 0.13 $180,133
Stonepeak Nile Parent Llc Term Loan B 24-Jan-2032, 6.98%, 04/12/32 ATSG 86184XAB0 - - 176,000 $173,848 $173,848 0.13 $173,745
Zodiac Purchaser LLC|7.82492|02/17/2032, 7.82%, 02/17/32 ZUO BL4859130 - - 176,000 $173,771 $173,771 0.13 $173,580
Garda World Security Corporation 8.25% 01-AUG-2032, 8.25%, 08/01/32 GWCN 36485MAN9 - - 172,000 $173,597 $173,597 0.13 $169,891
CVS Health Corporation 7.0% 10-MAR-2055, 7.00%, 03/10/55 CVS 126650EH9 - - 169,000 $173,032 $173,032 0.13 $171,225
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 243,129 $172,683 $172,683 0.13 $172,679
J.B. Poindexter & Co., Inc. 8.75% 15-DEC-2031, 8.75%, 12/15/31 JBPOIN 465965AC5 - - 165,000 $171,480 $171,480 0.13 $165,866
Saratoga Food Specialties Llc Term Loan B 07-Mar-2029, 7.55%, 03/07/29 SOLINA 80348KAB4 - - 170,000 $170,703 $170,703 0.12 $168,778
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 79584CAA9 - - 170,000 $170,045 $170,045 0.12 $169,903
CrowdStrike Holdings, Inc. 3.0% 15-FEB-2029, 3.00%, 02/15/29 CRWD 22788CAA3 - - 181,000 $169,884 $169,884 0.12 $168,677
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 - - 158,000 $168,321 $168,321 0.12 $167,823
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 10,269 $166,255 $166,255 0.12 $166,255
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 - - 160,000 $165,717 $165,717 0.12 $165,246
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0542% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 165,000 $164,211 $164,211 0.12 $163,564
SWCH Commercial Mortgage Trust 2025-DATA E 7.66208% 15-FEB-2042, 7.66%, 03/15/42 SWCH 2025-DATA 78489CAE9 - - 170,000 $164,177 $164,177 0.12 $163,453
SWCH Commercial Mortgage Trust 2025-DATA F 8.56078% 15-FEB-2042, 8.56%, 03/15/42 SWCH 2025-DATA 78489CAF6 - - 170,000 $164,025 $164,025 0.12 $163,217
Surgery Partners, Inc. SGRY US 86881A100 - - 7,011 $161,814 $161,814 0.12 $161,814
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 - - 160,000 $161,005 $161,005 0.12 $160,321
Grupo Antolin Irausa, S.A. 10.375% 30-JAN-2030, 10.38%, 01/30/30 ATLNSA YW4158146 - - 200,000 $159,168 $159,168 0.12 $152,942
Celsius Holdings Inc Term Loan B 01-Apr-2032, 7.55%, 04/01/32 CELH 15118XAB0 - - 158,000 $157,906 $157,906 0.12 $157,210
UMBS TBA 30yr 6.5% May Delivery, 6.50%, 05/13/25 FNCL 01F062655 - - 153,000 $157,093 $157,093 0.11 $157,093
WarnerMedia Holdings, Inc. 5.141% 15-MAR-2052, 5.14%, 03/15/52 WBD 55903VBE2 - - 227,000 $155,376 $155,376 0.11 $153,755
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 184,000 $155,301 $155,301 0.11 $152,260
Arcline FM Holdings LLC|7.8193|06/24/2030, 7.82%, 06/24/30 ARCFMH BL5049871 - - 150,533 $150,772 $150,772 0.11 $150,184
Cengage Learning Inc Term Loan B 24-Mar-2031, 7.83%, 03/24/31 CNGO 15131YAQ8 - - 149,625 $150,362 $150,362 0.11 $148,962
FREMF 2023-K511 Mortgage Trust C 5.634605% 25-NOV-2028, 5.82%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 162,000 $150,009 $150,009 0.11 $149,118
ITT Holdings LLC 6.5% 01-AUG-2029, 6.50%, 08/01/29 INTMAT 45074JAA2 - - 160,000 $149,732 $149,732 0.11 $147,016
International Entertainment JJCo 3 Ltd|8.0692|04/02/2032, 8.07%, 04/02/32 AMBASS BL5049541 - - 149,000 $148,828 $148,828 0.11 $148,628
BX Commercial Mortgage Trust 2024-MF C 6.26276% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 05612EAE8 - - 148,756 $148,810 $148,810 0.11 $148,293
LIFE 2022-BMR2 Mortgage Trust D 6.86377% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 165,000 $146,105 $146,105 0.11 $145,476
Picard Groupe Societe par actions simplifiee 6.375% 01-JUL-2029, 6.38%, 07/01/29 PICSUR YX9560740 - - 120,000 $145,083 $145,083 0.11 $142,108
Leia Finco Us Llc Term Loan 09-Oct-2031, 7.46%, 10/09/31 DARKLN 52526CAB5 - - 140,000 $139,703 $139,703 0.10 $139,125
Prima Capital CRE Securitization 2019-1S C 5.5% 25-OCT-2038, 5.50%, 10/01/33 PRIMA 2019-1S 74166KAE0 - - 175,000 $139,137 $139,137 0.10 $138,736
Amer Sports Company 6.75% 16-FEB-2031, 6.75%, 02/16/31 AS 02352NAA7 - - 135,000 $139,016 $139,016 0.10 $137,396
Ce Intermediate I Llc Term Loan 27-Jan-2032, 7.30%, 03/25/32 CEINTE 12523EAD4 - - 139,000 $137,867 $137,867 0.10 $137,958
Garda World Security Corporation 8.375% 15-NOV-2032, 8.38%, 11/15/32 GWCN 36485MAP4 - - 131,000 $135,676 $135,676 0.10 $130,038
Uniti Group LP 6.0% 15-JAN-2030, 6.00%, 01/15/30 UNIT 91327AAB8 - - 147,000 $134,253 $134,253 0.10 $131,558
Foundation Building Materials, Inc. 6.0% 01-MAR-2029, 6.00%, 03/01/29 FBM 350392AA4 - - 156,000 $133,140 $133,140 0.10 $131,476
Duke Energy Corporation 6.45% 01-SEP-2054, 6.45%, 09/01/54 DUK 26441CCG8 - - 127,000 $128,611 $128,611 0.09 $127,155
Morgan Stanley 4.431% 23-JAN-2030, 4.43%, 01/23/30 MS 6174468G7 - - 128,000 $128,070 $128,070 0.09 $126,463
LPL Holdings, Inc. 6.0% 20-MAY-2034, 6.00%, 05/20/34 LPLA 50212YAK0 - - 123,000 $127,776 $127,776 0.09 $124,393
JPMorgan Chase & Co. 5.14% 24-JAN-2031, 5.14%, 01/24/31 JPM 46647PEV4 - - 124,000 $127,446 $127,446 0.09 $125,658
AppLovin Corporation 5.5% 01-DEC-2034, 5.50%, 12/01/34 APP 03831WAD0 - - 125,000 $127,093 $127,093 0.09 $124,228
U.S. Bancorp 5.678% 23-JAN-2035, 5.68%, 01/23/35 USB 91159HJR2 - - 123,000 $126,364 $126,364 0.09 $124,385
Fiserv, Inc. 5.15% 12-AUG-2034, 5.15%, 08/12/34 FI 337738BN7 - - 128,000 $126,141 $126,141 0.09 $124,622
AMC Networks Inc. 4.25% 15-FEB-2029, 4.25%, 02/15/29 AMCX 00164VAF0 - - 169,000 $125,811 $125,811 0.09 $124,215
Intel Corporation 5.7% 10-FEB-2053, 5.70%, 02/10/53 INTC 458140CJ7 - - 139,000 $125,618 $125,618 0.09 $123,747
Solventum Corporation 5.6% 23-MAR-2034, 5.60%, 03/23/34 SOLV 83444MAR2 - - 122,000 $123,072 $123,072 0.09 $122,275
Columbia Pipelines Holding Company LLC 5.097% 01-OCT-2031, 5.10%, 10/01/31 CPGX 19828AAD9 - - 125,000 $122,497 $122,497 0.09 $121,895
Blue Owl Finance LLC 6.25% 18-APR-2034, 6.25%, 04/18/34 OWL 09581JAT3 - - 122,000 $122,439 $122,439 0.09 $122,079
Discover Financial Services 7.964% 02-NOV-2034, 7.96%, 11/02/34 DFS 254709AT5 - - 106,000 $120,380 $120,380 0.09 $120,310
Summer BC Holdco B SARL|9.5485|02/21/2029, 9.55%, 02/21/29 KANGRP BL4993194 - - 121,000 $119,726 $119,726 0.09 $119,790
Journey Personal Care Corp Term Loan B 01-Mar-2028, 8.05%, 03/01/28 JOUPER 48114NAF8 - - 114,415 $113,399 $113,399 0.08 $113,271
JSG Finance, Inc. 6.75% 01-MAY-2033, 6.75%, 05/01/33 JANEST 47077WAE8 - - 112,000 $113,208 $113,208 0.08 $112,998
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 112,000 $111,358 $111,358 0.08 $111,176
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 160,000 $109,171 $109,171 0.08 $108,638
NA Rail Hold Co LLC|7.28586|03/08/2032, 7.29%, 03/08/32 PATRAI BL5014271 - - 106,000 $106,484 $106,484 0.08 $105,647
Molex Electronic Technologies LLC 5.25% 30-APR-2032, 5.25%, 04/30/32 MOLX 60856BAF1 - - 106,000 $106,481 $106,481 0.08 $106,280
Churchill Downs Incorporated CHDN US 171484108 - - 1,142 $106,469 $106,469 0.08 $106,469
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 - - 103,211 $104,523 $104,523 0.08 $104,329
Mav Acquisition Corp. 8.0% 01-AUG-2029, 8.00%, 08/01/29 MHED 57767XAB6 - - 102,000 $104,111 $104,111 0.08 $101,980
Rockies Express Pipeline LLC 6.75% 15-MAR-2033, 6.75%, 03/15/33 ROCKIE 77340RAU1 - - 101,000 $103,683 $103,683 0.08 $102,698
Navient Corporation 5.5% 15-MAR-2029, 5.50%, 03/15/29 NAVI 63938CAM0 - - 106,000 $101,779 $101,779 0.07 $100,969
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.33%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 100,000 $98,826 $98,826 0.07 $98,323
Ovg Business Services Llc Term Loan B 25-Jun-2031, 7.32%, 06/25/31 OVGBUS 62955EAJ3 - - 97,510 $96,634 $96,634 0.07 $96,535
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 95,000 $95,898 $95,898 0.07 $95,484
GNMA II TBA 30yr 5% May Delivery, 5.00%, 05/20/25 G2SF 21H050656 - - 96,000 $93,599 $93,599 0.07 $93,599
Foundation Building Materials Inc Term Loan B-3 29-Jan-2031 US$350 mil term b-3 bank ln due 2032, 9.57%, 01/29/31 FBM 35039KAE6 - - 98,000 $91,165 $91,165 0.07 $90,957
Celanese Corporation CE US 150870103 - - 1,888 $86,810 $86,810 0.06 $86,754
Connecticut Avenue Securities Trust 2025-R03|6.60369|03/25/2045, 6.60%, 03/25/45 CAS 2025-R03 20754VAC1 - - 86,000 $86,663 $86,663 0.06 $86,505
UMBS TBA 30yr 2.5% May Delivery, 2.50%, 05/13/25 FNCL 01F022659 - - 105,000 $86,266 $86,266 0.06 $86,266
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10369% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 83,704 $85,907 $85,907 0.06 $85,742
HLF Financing SARL LLC 4.875% 01-JUN-2029, 4.88%, 06/01/29 HLF 40390DAC9 - - 103,000 $82,818 $82,818 0.06 $80,670
BX Commercial Mortgage Trust 2024-GPA3 B 5.96433% 15-DEC-2039, 5.96%, 12/15/39 BX 2024-GPA3 123910AC5 - - 75,955 $75,543 $75,543 0.06 $75,292
Celanese US Holdings LLC 6.629% 15-JUL-2032, 6.63%, 07/15/32 CE 15089QAP9 - - 72,000 $73,250 $73,250 0.05 $71,792
Getty Images Inc Term Loan B-1 21-Feb-2030, 11.25%, 02/21/30 ABEGET 37427UAQ3 - - 73,000 $72,056 $72,056 0.05 $71,942
GNMA II TBA 30yr 5.5% May Delivery, 5.50%, 05/20/25 G2SF 21H052652 - - 68,000 $67,656 $67,656 0.05 $67,656
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 67,000 $67,204 $67,204 0.05 $66,934
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 44422PAU6 - - 66,082 $65,779 $65,779 0.05 $65,535
Clearwater Analytics LLC|6.51947|04/21/2032, 6.52%, 04/21/32 CLRANA BL4978468 - - 63,000 $62,968 $62,968 0.05 $62,842
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 61,632 $61,526 $61,526 0.05 $61,424
White Cap Buyer, LLC 6.875% 15-OCT-2028, 6.88%, 10/15/28 WHTCAP 96350RAA2 - - 62,000 $60,845 $60,845 0.04 $60,608
Project Alpha Intermediate Holding Inc|9.6221|11/22/2032, 9.62%, 11/22/32 QLIK BL4806313 - - 32,000 $30,836 $30,836 0.02 $30,700
LifePoint Health, Inc. 11.0% 15-OCT-2030, 11.00%, 10/15/30 RGCARE 53219LAW9 - - 27,000 $30,004 $30,004 0.02 $29,839
US LONG BOND(CBT) Jun25 JUN 25 USM5 FUTURES_USD - -21.00 $-2,413,031 $0 0.00 $0
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 FUTURES_USD - -29.00 $-3,289,688 $0 0.00 $0
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 FUTURES_USD - 11.00 $1,222,719 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - 129.00 $26,737,266 $0 0.00 $0
US ULTRA BOND CBT Jun25 JUN 25 WNM5 FUTURES_USD - 2.00 $237,812 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - 293.00 $31,749,297 $-0 0.00 $-0
ESM5 20Jun25 Call (AMERICAN PHYSICAL) 6450 ESM5C ESM5 INDEX $6,450.00 -4.00 $-1,141,800 $-420 0.00 $-420
US 10YR FUT OPTN Jun25Call 115.25 TYM5C TYM5 COMDTY $115.25 -46.00 $-5,113,188 $-1,438 0.00 $-1,438
US 10YR FUT OPTN Jun25Put 108.25 TYM5P TYM5 COMDTY $108.25 -46.00 $5,113,188 $-2,156 0.00 $-2,156
ESM5 20Jun25 Put (AMERICAN PHYSICAL) 4575 ESM5P ESM5 INDEX $4,575.00 -4.00 $1,141,800 $-2,200 0.00 $-2,200
GOLD FUT OPT(CMX) Jun25P 2755 2755 GCM5P GCM5 COMDTY $2,755.00 -16.00 $5,189,280 $-2,240 0.00 $-2,240
CRUDE OIL FUT OPT Jun25C 69.5 69.5 CLM5C BBG00FPBHG91 CLM5 COMDTY $69.50 -25.00 $-1,457,250 $-2,500 0.00 $-2,500
GOLD FUT OPT(CMX) Jun25C 3775 3775 GCM5C GCM5 COMDTY $3,775.00 -16.00 $-5,189,280 $-2,880 0.00 $-2,880
CRUDE OIL FUT OPT Jun25P 55.5 55.5 CLM5P BBG00FPBH407 CLM5 COMDTY $55.50 -25.00 $1,457,250 $-33,750 -0.02 $-33,750
SEGREGATED CASH SEGCASH - $0.00 710,000 $710,000 $710,000 0.52 $710,000
EURO EUR - - -990,611 $-1,126,232 $-1,126,232 -0.82 $-1,126,232
US DOLLARS USD MD_142224 - - -21,436,627 $-21,436,627 $-21,436,627 -15.69 $-21,436,627
Janus Henderson AAA CLO ETF 07/24/25 - 47103U845 $50.88 50,000 $2,521,500 $10,778 0.01 $-1,500
FX Forward|GBP|07/03/2025 +GBP0 - - -899,216 $-1,198,288 $-1,198,288 -0.88 $-1,198,288
FX Forward|USD|07/03/2025 +GBP0 - - 1,159,768 $1,159,768 $1,159,768 0.85 $1,159,768
FX Forward|EUR|07/03/2025 +EUR0 - - -4,539,857 $-5,181,845 $-5,181,845 -3.79 $-5,181,845
FX Forward|USD|07/03/2025 +EUR0 - - 5,020,118 $5,020,118 $5,020,118 3.67 $5,020,118
FX Forward|EUR|07/03/2025 +EUR0 - - 119,103 $135,946 $135,946 0.10 $135,946
FX Forward|USD|07/03/2025 +EUR0 - - -130,779 $-130,779 $-130,779 -0.10 $-130,779
FX Forward|EUR|07/03/2025 +EUR0 - - 3,430 $3,915 $3,915 0.00 $3,915
FX Forward|USD|07/03/2025 +EUR0 - - -3,760 $-3,760 $-3,760 0.00 $-3,760
FX Forward|EUR|07/03/2025 +EUR0 - - 78,262 $89,329 $89,329 0.07 $89,329
FX Forward|USD|07/03/2025 +EUR0 - - -89,470 $-89,470 $-89,470 -0.07 $-89,470
FX Forward|EUR|07/03/2025 +EURU - - -1,994 $-2,276 $-2,276 0.00 $-2,276
FX Forward|USD|07/03/2025 +EURU - - 2,273 $2,273 $2,273 0.00 $2,273
FX Forward|GBP|07/03/2025 +GBPU - - -488,567 $-651,061 $-651,061 -0.48 $-651,061
FX Forward|USD|07/03/2025 +GBPU - - 653,826 $653,826 $653,826 0.48 $653,826
FX Forward|EUR|07/03/2025 +EURU - - 1,177 $1,343 $1,343 0.00 $1,343
FX Forward|USD|07/03/2025 +EURU - - -1,357 $-1,357 $-1,357 0.00 $-1,357
FX Forward|EUR|07/03/2025 +EURU - - -811,212 $-925,926 $-925,926 -0.68 $-925,926
FX Forward|USD|07/03/2025 +EURU - - 935,093 $935,093 $935,093 0.68 $935,093
FX Forward|EUR|07/03/2025 +EURU - - -796,068 $-908,641 $-908,641 -0.67 $-908,641
FX Forward|USD|07/03/2025 +EURU - - 907,345 $907,345 $907,345 0.66 $907,345
FX Forward|EUR|07/03/2025 +EUR0 - - -102,677 $-117,197 $-117,197 -0.09 $-117,197
FX Forward|USD|07/03/2025 +EUR0 - - 117,030 $117,030 $117,030 0.09 $117,030
FX Forward|EUR|07/03/2025 +EURU - - -79,689 $-90,958 $-90,958 -0.07 $-90,958
FX Forward|USD|07/03/2025 +EURU - - 90,944 $90,944 $90,944 0.07 $90,944
FX Forward|EUR|07/03/2025 +EUR3 - - -130,874 $-149,381 $-149,381 -0.11 $-149,381
FX Forward|USD|07/03/2025 +EUR3 - - 149,453 $149,453 $149,453 0.11 $149,453
FX Forward|EUR|07/03/2025 +EUR1 - - -123,190 $-140,610 $-140,610 -0.10 $-140,610
FX Forward|USD|07/03/2025 +EUR1 - - 140,330 $140,330 $140,330 0.10 $140,330
FX Forward|EUR|07/03/2025 +EUR0 - - 106,518 $121,581 $121,581 0.09 $121,581
FX Forward|USD|07/03/2025 +EUR0 - - -121,725 $-121,725 $-121,725 -0.09 $-121,725
FX Forward|EUR|07/03/2025 +EURU - - -1,798 $-2,052 $-2,052 0.00 $-2,052
FX Forward|USD|07/03/2025 +EURU - - 2,039 $2,039 $2,039 0.00 $2,039
FX Forward|EUR|07/03/2025 +EURU - - 11,023 $12,582 $12,582 0.01 $12,582
FX Forward|USD|07/03/2025 +EURU - - -12,481 $-12,481 $-12,481 -0.01 $-12,481
FX Forward|GBP|07/03/2025 - - - 16,600 $22,121 $22,121 0.02 $22,121
FX Forward|USD|07/03/2025 - - - -22,122 $-22,122 $-22,122 -0.02 $-22,122
FX Forward|EUR|07/03/2025 - - - 106,366 $121,407 $121,407 0.09 $121,407
FX Forward|USD|07/03/2025 - - - -121,371 $-121,371 $-121,371 -0.09 $-121,371
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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