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 February 11, 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% March Delivery, 5.50%, 03/13/25 FNCL 01F052631 - - 91,315,000 $90,180,228 $90,180,228 15.14 $90,180,228
UMBS TBA 30yr 3.5% March Delivery, 3.50%, 03/13/25 FNCL 01F032633 - - 49,530,000 $43,863,471 $43,863,471 7.37 $43,863,471
Janus Henderson B-BBB CLO ETF JBBB US 47103U753 - - 544,991 $26,987,954 $26,987,954 4.54 $26,987,954
UMBS TBA 30yr 5% March Delivery, 5.00%, 03/13/25 FNCL 01F050635 - - 26,249,000 $25,366,561 $25,366,561 4.27 $25,366,561
UMBS TBA 30yr 6% March Delivery, 6.00%, 03/13/25 FNCL 01F060634 - - 17,605,000 $17,710,454 $17,710,454 2.97 $17,710,454
Federal Home Loan Banks|5.43293|12/25/2054, 5.43%, 12/25/54 STRU GS-2881 BCCY1WHF3 - - 13,365,519 $13,369,482 $13,369,482 2.24 $13,363,431
Fannie Mae REMIC Trust 2025-7 FB 5.64937% 25-FEB-2055, 5.65%, 02/25/55 FNR 2025-7 3136BUVN7 - - 10,140,000 $10,149,474 $10,149,474 1.70 $10,120,832
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 749427AA8 - - 7,910,000 $7,938,572 $7,938,572 1.33 $7,924,909
PRET 2025-RPL1 Trust|4|07/25/2069, 4.00%, 07/25/69 PRET 2025-RPL1 69392FAA5 - - 6,658,000 $6,364,991 $6,364,991 1.07 $6,334,660
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 6.97039% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 20754AAB9 - - 6,219,572 $6,286,854 $6,286,854 1.05 $6,270,266
Freddie Mac Multiclass Certificates, Series 5482 FA 5.80098% 25-DEC-2054, 5.80%, 12/25/54 FHR 5482 3137HHLU3 - - 5,964,058 $6,004,886 $6,004,886 1.01 $5,990,470
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 46658CAB7 - - 5,544,730 $5,563,391 $5,563,391 0.93 $5,545,230
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 62956YAA7 - - 5,315,749 $5,374,822 $5,374,822 0.90 $5,356,251
BX Commercial Mortgage Trust 2021-VOLT E 6.421% 15-SEP-2036, 6.42%, 09/15/36 BX 2021-VOLT 05609VAN5 - - 5,333,000 $5,350,598 $5,350,598 0.90 $5,324,917
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 00092EAB4 - - 5,160,000 $5,199,102 $5,199,102 0.87 $5,180,932
United States of America|5.58548|02/25/2055, 5.59%, 02/25/55 STRU JP-6434 BCCY1KPR4 - - 5,090,000 $5,091,574 $5,091,574 0.85 $5,089,205
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 4,854,000 $4,890,608 $4,890,608 0.82 $4,838,360
Freddie Mac Multiclass Certificates, Series 5440 WF 5.50098% 25-AUG-2054, 5.50%, 08/25/54 FHR 5440 3137HDZQ6 - - 4,805,406 $4,811,047 $4,811,047 0.81 $4,800,032
BX Commercial Mortgage Trust 2024-MF D 6.99606% 15-FEB-2039, 7.00%, 02/15/39 BX 2024-MF 05612EAG3 - - 4,737,182 $4,782,362 $4,782,362 0.80 $4,757,506
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 80290CCM4 - - 4,559,000 $4,649,604 $4,649,604 0.78 $4,623,064
Great Wolf Trust 2024-WOLF D 7.19624% 15-MAR-2039, 7.20%, 03/15/39 GWT 2024-WOLF 39152MAG0 - - 4,425,000 $4,476,483 $4,476,483 0.75 $4,451,716
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 $4,324,707 $4,324,707 0.73 $4,282,778
BX Commercial Mortgage Trust 2021-SOAR D 5.821% 15-JUN-2038, 5.82%, 06/15/38 BX 2021-SOAR 05608WAL8 - - 4,164,505 $4,174,423 $4,174,423 0.70 $4,156,241
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 80290CCN2 - - 4,000,000 $4,085,339 $4,085,339 0.69 $4,054,826
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15098% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 4,035,000 $4,085,177 $4,085,177 0.69 $4,074,146
Freddie Mac Multiclass Certificates, Series 5478 NF 5.86879% 25-DEC-2054, 5.65%, 12/25/54 FHR 5478 3137HHSZ5 - - 4,021,054 $4,023,453 $4,023,453 0.68 $4,013,985
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 749426AB8 - - 3,958,297 $3,981,334 $3,981,334 0.67 $3,955,715
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 50205WAB3 - - 3,766,000 $3,758,713 $3,758,713 0.63 $3,749,688
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 $3,749,217 $3,749,217 0.63 $3,733,179
SREIT Trust 2021-FLWR F 7.093549% 22-JUL-2036, 7.09%, 07/15/36 SREIT 2021-FLWR 78485GAQ7 - - 3,672,000 $3,681,600 $3,681,600 0.62 $3,662,066
FREMF 2023-K511 Mortgage Trust C 5.634619% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 30334FAG5 - - 4,000,000 $3,633,242 $3,633,242 0.61 $3,607,573
BMP Commercial Mortgage Trust 2024-MF23 D 6.69673% 15-JUN-2041, 6.70%, 06/15/41 BMP 2024-MF23 05593JAG5 - - 3,600,000 $3,618,929 $3,618,929 0.61 $3,600,848
FS Commercial Mortgage Trust 2023-4SZN D 9.08008% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 30334RAG9 - - 3,250,000 $3,501,580 $3,501,580 0.59 $3,467,971
DBGS 2018-BIOD Mortgage Trust E 6.30201% 15-MAY-2035, 6.30%, 05/15/35 DBGS 2018-BIOD 23306GAJ6 - - 3,525,000 $3,499,804 $3,499,804 0.59 $3,482,903
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45098% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 20754RAF3 - - 3,372,000 $3,483,256 $3,483,256 0.58 $3,472,089
UMBS TBA 30yr 4.5% March Delivery, 4.50%, 03/13/25 FNCL 01F042632 - - 3,680,000 $3,466,343 $3,466,343 0.58 $3,466,343
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 43789FAB9 - - 3,391,000 $3,429,229 $3,429,229 0.58 $3,415,505
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 31684GAC6 - - 3,320,328 $3,337,962 $3,337,962 0.56 $3,329,344
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 749414AA6 - - 3,310,141 $3,305,069 $3,305,069 0.55 $3,285,624
Galaxy Senior Participation Interest Trust 1|2.625|07/31/2026, 2.62%, 07/31/26 GLXYT 2025-1 362922AA4 - - 3,192,040 $3,215,156 $3,215,156 0.54 $3,209,105
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 43789GAA9 - - 3,175,000 $3,185,310 $3,185,310 0.53 $3,177,387
BX Trust 2024-VLT4 E 7.195644% 15-JUN-2041, 7.20%, 07/15/29 BX 2024-VLT4 05612TAJ4 - - 3,130,000 $3,154,577 $3,154,577 0.53 $3,137,059
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 50205PAB8 - - 3,130,000 $3,143,329 $3,143,329 0.53 $3,135,384
BX Commercial Mortgage Trust 2024-BIO2 D 7.71271% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 05613GAG7 - - 3,155,000 $3,129,252 $3,129,252 0.53 $3,101,539
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.39539% 15-AUG-2041, 7.40%, 08/15/41 WFCM 2024-MGP 95003TAE3 - - 3,100,000 $3,109,900 $3,109,900 0.52 $3,092,705
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 43789FAA1 - - 3,070,000 $3,101,076 $3,101,076 0.52 $3,090,754
BX Trust 2021-ARIA F 7.0145% 15-OCT-2036, 7.01%, 10/15/36 BX 2021-ARIA 05608RAN5 - - 3,088,000 $3,098,047 $3,098,047 0.52 $3,081,201
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 50205GAA0 - - 3,040,000 $3,080,408 $3,080,408 0.52 $3,070,503
UMBS TBA 30yr 3% March Delivery, 3.00%, 03/13/25 FNCL 01F030637 - - 3,590,000 $3,053,984 $3,053,984 0.51 $3,053,984
Extended Stay America Trust 2021-ESH F 8.121% 15-JUL-2038, 8.12%, 07/15/38 ESA 2021-ESH 30227FAN0 - - 3,023,746 $3,051,518 $3,051,518 0.51 $3,033,102
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35098% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 35564NCA9 - - 3,000,000 $3,047,233 $3,047,233 0.51 $3,038,765
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 20754XAC7 - - 3,000,000 $3,024,383 $3,024,383 0.51 $3,016,315
SWCH Commercial Mortgage Trust 2025-DATA E 7.64755% 15-MAR-2042, 7.65%, 03/15/42 SWCH 2025-DATA 78489CAE9 - - 3,000,000 $2,993,116 $2,993,116 0.50 $2,993,116
BXP Trust 2017-GM E 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 056083AN8 - - 3,080,000 $2,858,781 $2,858,781 0.48 $2,846,767
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 $2,857,016 $2,857,016 0.48 $2,833,135
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 74938KAB3 - - 2,804,797 $2,838,107 $2,838,107 0.48 $2,818,790
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 31739WAB8 - - 2,975,313 $2,816,107 $2,816,107 0.47 $2,811,768
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 525920AC8 - - 2,650,000 $2,720,683 $2,720,683 0.46 $2,707,725
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 $2,715,976 $2,715,976 0.46 $2,708,055
UMBS TBA 30yr 4% March Delivery, 4.00%, 03/13/25 FNCL 01F040636 - - 2,960,000 $2,708,302 $2,708,302 0.45 $2,708,302
CAMB Commercial Mortgage Trust 2019-LIFE D 6.354% 15-DEC-2037, 6.35%, 12/15/37 CAMB 2019-LIFE 12482HAL8 - - 2,663,782 $2,675,782 $2,675,782 0.45 $2,662,617
MHC Commercial Mortgage Trust 2021-MHC F 7.022442% 15-APR-2038, 7.02%, 04/15/38 MHC 2021-MHC 55316VAL8 - - 2,660,000 $2,667,448 $2,667,448 0.45 $2,652,921
BX Trust 2024-BIO C 6.94624% 15-FEB-2041, 6.95%, 02/15/41 BX 2024-BIO 05612AAJ5 - - 2,650,000 $2,629,122 $2,629,122 0.44 $2,615,316
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A C 525935AD4 - - 2,500,000 $2,602,804 $2,602,804 0.44 $2,588,592
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 05592VAJ3 - - 2,610,000 $2,559,112 $2,559,112 0.43 $2,554,447
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 799928AJ5 - - 2,500,000 $2,544,570 $2,544,570 0.43 $2,536,848
Fhlmc Stacr 2022-Dna1 12.42039% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 35564KQZ5 - - 2,350,000 $2,535,943 $2,535,943 0.43 $2,523,983
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 7.44375% 20-OCT-2032, 6.97%, 10/20/32 HACLN 2024-2 44644NAJ8 - - 2,519,338 $2,535,839 $2,535,839 0.43 $2,525,103
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 00834XAC3 - - 2,500,000 $2,535,025 $2,535,025 0.43 $2,522,706
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 $2,532,707 $2,532,707 0.42 $2,520,838
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 7.13%, 03/15/40 WB 2024-HQ 92943PAE1 - - 2,500,000 $2,527,303 $2,527,303 0.42 $2,506,993
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 6.43%, 07/15/35 WFCM 2024-1CHI 95003PAE1 - - 2,500,000 $2,524,442 $2,524,442 0.42 $2,506,124
BX Commercial Mortgage Trust 2024-AIRC D 7.39523% 15-AUG-2041, 7.40%, 08/15/39 BX 2024-AIRC 12433CAG0 - - 2,500,000 $2,523,400 $2,523,400 0.42 $2,509,020
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 97415AAE2 - - 2,500,000 $2,521,732 $2,521,732 0.42 $2,512,091
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.08%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 2,500,000 $2,514,153 $2,514,153 0.42 $2,504,859
MTN Commercial Mortgage Trust 2022-LPFL B 6.2056% 15-MAR-2039, 6.21%, 03/15/39 MTN 2022-LPFL 62475WAC9 - - 2,500,000 $2,508,797 $2,508,797 0.42 $2,497,161
COLT 2025-INV2 Mortgage Loan Trust|5.803|02/25/2070, 5.80%, 02/25/70 COLT 2025-INV2 12673UAB0 - - 2,459,695 $2,466,734 $2,466,734 0.41 $2,460,390
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.921% 15-JUN-2036, 8.92%, 10/15/38 CGCMT 2021-PRM2 17291HAS3 - - 2,400,000 $2,416,755 $2,416,755 0.41 $2,400,697
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 44422PBW1 - - 2,500,000 $2,387,914 $2,387,914 0.40 $2,384,167
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 75526PAC5 - - 2,295,000 $2,368,157 $2,368,157 0.40 $2,356,280
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 00449TAB1 - - 2,216,174 $2,342,772 $2,342,772 0.39 $2,286,354
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0392% 15-NOV-2036, 7.04%, 11/15/36 SREIT 2021-MFP2 85236WCQ7 - - 2,334,000 $2,339,593 $2,339,593 0.39 $2,327,272
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 50205DAA7 - - 2,311,000 $2,337,585 $2,337,585 0.39 $2,330,828
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 10637YAB1 - - 2,560,000 $2,324,490 $2,324,490 0.39 $2,319,050
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35098% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 35564KPP8 - - 2,150,000 $2,322,733 $2,322,733 0.39 $2,311,887
CONNECTICUT AVENUE SECURITIES SERIES 2021-R03 8.07039% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 20754AAF0 - - 2,250,000 $2,320,289 $2,320,289 0.39 $2,313,188
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.5231% 20-MAY-2032, 7.52%, 05/20/32 HACLN 2024-1 44644NAC3 - - 2,203,320 $2,237,085 $2,237,085 0.38 $2,226,955
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 03465YAC1 - - 2,285,478 $2,233,305 $2,233,305 0.37 $2,220,421
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45098% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 35564KJP5 - - 2,200,848 $2,229,167 $2,229,167 0.37 $2,222,856
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 20469AAE9 - - 2,250,000 $2,220,834 $2,220,834 0.37 $2,214,460
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 31739VAA2 - - 2,320,074 $2,216,303 $2,216,303 0.37 $2,212,920
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 79582MAB7 - - 2,112,855 $2,146,384 $2,146,384 0.36 $2,130,495
LIFE 2022-BMR2 Mortgage Trust C 6.39936% 15-MAY-2039, 6.40%, 05/15/39 LIFE 2022-BMR2 53218DAG3 - - 2,250,000 $2,140,676 $2,140,676 0.36 $2,129,877
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 80290CCE2 - - 2,055,788 $2,112,383 $2,112,383 0.35 $2,099,900
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70098% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 35564KKK4 - - 2,000,000 $2,076,928 $2,076,928 0.35 $2,069,889
BX Commercial Mortgage Trust 2021-VINO E 6.37333% 15-MAY-2038, 6.37%, 05/15/38 BX 2021-VINO 05608KAJ9 - - 2,067,100 $2,073,825 $2,073,825 0.35 $2,063,579
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 31684CAA9 - - 2,022,973 $2,067,157 $2,067,157 0.35 $2,061,009
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 02157JAC9 - - 2,033,084 $2,052,122 $2,052,122 0.34 $2,041,241
Gracie Point International Funding, Series 2023-1 D 9.43146% 01-SEP-2026, 9.43%, 09/01/26 GPIF 2023-1A 383931AD4 - - 2,000,000 $2,051,241 $2,051,241 0.34 $2,013,515
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 $2,042,888 $2,042,888 0.34 $2,028,383
BX Trust 2021-BXMF G 7.770513% 15-OCT-2038, 7.77%, 10/15/26 BX 2021-BXMF 05609RAS3 - - 2,040,266 $2,041,034 $2,041,034 0.34 $2,028,704
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.97648% 27-SEP-2052, 0.98%, 09/27/52 BAMLL 05494BAJ6 - - 2,405,067 $2,039,031 $2,039,031 0.34 $2,036,349
CONE Trust 2024-DFW1 A 5.94797% 15-AUG-2041, 5.95%, 08/15/41 CONE 2024-DFW1 20682AAA8 - - 2,000,000 $2,018,876 $2,018,876 0.34 $2,009,954
BX Commercial Mortgage Trust 2024-AIR2 C 6.54724% 15-OCT-2041, 6.55%, 10/15/41 BX 2024-AIR2 05613QAE0 - - 2,000,000 $2,013,871 $2,013,871 0.34 $2,003,685
BX Commercial Mortgage Trust 2024-WPT D 6.99594% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 05612JAG2 - - 2,000,000 $2,010,856 $2,010,856 0.34 $2,000,362
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 73747LAF5 - - 2,000,000 $2,009,447 $2,009,447 0.34 $2,006,694
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 75525PAC6 - - 2,000,000 $2,006,311 $2,006,311 0.34 $2,001,985
GWT Commercial Mortgage Trust 2024-WLF2 E 7.94467% 15-MAY-2041, 7.94%, 05/15/41 GWT 2024-WLF2 362414AJ3 - - 2,000,000 $2,004,634 $2,004,634 0.34 $1,992,717
CSMC 2021-BHAR C 6.421% 15-NOV-2038, 6.42%, 11/15/38 CSMC 2021-BHAR 12659VAJ9 - - 2,000,000 $1,987,538 $1,987,538 0.33 $1,977,549
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 53161XAA9 - - 2,000,000 $1,965,536 $1,965,536 0.33 $1,961,616
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 749421AB9 - - 1,948,991 $1,958,463 $1,958,463 0.33 $1,945,942
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 00092CAD4 - - 1,894,000 $1,938,935 $1,938,935 0.33 $1,931,243
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 48128U2S7 - - 1,900,000 $1,930,596 $1,930,596 0.32 $1,922,986
SMRT Commercial Mortgage Trust 2022-MINI F 7.65624% 15-JAN-2039, 7.66%, 01/15/39 SMRT 2022-MINI 78457JAQ5 - - 2,025,000 $1,930,450 $1,930,450 0.32 $1,918,821
BX Commercial Mortgage Trust 2024-XL5 D 6.99604% 15-MAR-2041, 7.00%, 03/15/41 BX 2024-XL5 05612GAG8 - - 1,899,742 $1,909,871 $1,909,871 0.32 $1,899,903
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 $1,885,402 $1,885,402 0.32 $1,882,914
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 12636GAA9 - - 2,120,000 $1,882,945 $1,882,945 0.32 $1,875,364
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 $1,861,807 $1,861,807 0.31 $1,852,154
BXHPP Trust 2021-FILM C 5.521% 15-AUG-2036, 5.52%, 08/15/36 BXHPP 2021-FILM 05609JAL6 - - 1,950,000 $1,851,993 $1,851,993 0.31 $1,843,620
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90098% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 20755CAF5 - - 1,730,000 $1,834,469 $1,834,469 0.31 $1,828,394
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 12327CAB0 - - 1,777,679 $1,812,462 $1,812,462 0.30 $1,803,230
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 02007G4F7 - - 1,799,683 $1,811,869 $1,811,869 0.30 $1,802,855
BX Trust 2019-OC11 E 3.94399% 09-DEC-2041, 3.94%, 12/09/41 BX 2019-OC11 05606FAN3 - - 2,000,000 $1,810,562 $1,810,562 0.30 $1,801,578
COLT 2025-INV2 Mortgage Loan Trust|5.954|02/25/2070, 5.95%, 02/25/70 COLT 2025-INV2 12673UAC8 - - 1,804,017 $1,809,283 $1,809,283 0.30 $1,804,509
Gracie Point International Funding, Series 2024-1 B 7.03146% 01-MAR-2028, 7.01%, 03/01/28 GPIF 2024-1A 38410KAB5 - - 1,724,000 $1,752,510 $1,752,510 0.29 $1,728,324
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 02007G4G5 - - 1,709,699 $1,729,307 $1,729,307 0.29 $1,719,002
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 $1,723,592 $1,723,592 0.29 $1,719,354
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 10638DAA8 - - 1,750,000 $1,702,257 $1,702,257 0.29 $1,698,125
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 924925AA8 - - 1,672,907 $1,670,862 $1,670,862 0.28 $1,661,155
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 $1,670,514 $1,670,514 0.28 $1,656,016
LIFE 2021-BMR Mortgage Trust F 6.771% 15-MAR-2038, 6.77%, 03/15/38 LIFE 2021-BMR 53218CAL4 - - 1,681,445 $1,666,051 $1,666,051 0.28 $1,657,513
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 14318WAH0 - - 1,620,000 $1,649,623 $1,649,623 0.28 $1,642,333
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70098% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 35564KNS4 - - 1,600,000 $1,628,685 $1,628,685 0.27 $1,623,920
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.84375% 20-OCT-2032, 8.37%, 10/20/32 HACLN 2024-2 44644NAK5 - - 1,602,406 $1,614,268 $1,614,268 0.27 $1,606,069
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 30227XAL5 - - 1,500,000 $1,577,935 $1,577,935 0.26 $1,571,525
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 44148JAM1 - - 1,500,000 $1,571,101 $1,571,101 0.26 $1,562,678
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 $1,569,853 $1,569,853 0.26 $1,567,829
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05098% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 20755JAG8 - - 1,563,039 $1,566,566 $1,566,566 0.26 $1,562,888
LIFE 2022-BMR2 Mortgage Trust D 6.84815% 15-MAY-2039, 6.85%, 05/15/39 LIFE 2022-BMR2 53218DAJ7 - - 1,665,000 $1,561,467 $1,561,467 0.26 $1,552,915
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 525920AD6 - - 1,500,000 $1,561,408 $1,561,408 0.26 $1,553,027
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 89616LAD4 - - 1,500,000 $1,558,815 $1,558,815 0.26 $1,549,129
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 $1,548,693 $1,548,693 0.26 $1,540,965
Connecticut Avenue Securities Trust 2022-R02 8.32039% 25-JAN-2042, 7.35%, 01/25/42 CAS 2022-R02 20754BAB7 - - 1,500,000 $1,548,271 $1,548,271 0.26 $1,543,370
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 349941AD6 - - 1,465,354 $1,540,495 $1,540,495 0.26 $1,531,560
DC Trust 2024-HLTN C 7.036% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 24022FAG5 - - 1,500,000 $1,533,953 $1,533,953 0.26 $1,521,933
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 $1,531,212 $1,531,212 0.26 $1,523,737
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 $1,526,038 $1,526,038 0.26 $1,525,449
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 50204UAA0 - - 1,519,043 $1,525,239 $1,525,239 0.26 $1,520,081
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 $1,520,143 $1,520,143 0.26 $1,512,628
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 749410AB2 - - 1,504,290 $1,509,324 $1,509,324 0.25 $1,499,823
JW Commercial Mortgage Trust 2024-MRCO C 6.69629% 15-JUN-2039, 6.70%, 06/15/39 JW 2024-MRCO 46657XAE6 - - 1,500,000 $1,507,983 $1,507,983 0.25 $1,500,171
BX Trust 2021-ARIA E 6.6655% 15-OCT-2036, 6.66%, 10/15/36 BX 2021-ARIA 05608RAL9 - - 1,500,000 $1,506,061 $1,506,061 0.25 $1,498,285
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 129890AG4 - - 1,700,000 $1,506,038 $1,506,038 0.25 $1,497,987
COMM 2024-WCL1 Mortgage Trust A 6.148% 17-JUN-2041, 6.15%, 06/15/41 COMM 2024-WCL 20047DAA2 - - 1,500,000 $1,500,574 $1,500,574 0.25 $1,493,659
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 898912AA8 - - 1,500,000 $1,496,514 $1,496,514 0.25 $1,475,019
BX Trust 2024-CNYN D 6.99633% 15-APR-2041, 7.00%, 04/15/41 BX 2024- CNYN 05612HAG6 - - 1,479,245 $1,492,159 $1,492,159 0.25 $1,484,110
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80098% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 1,468,429 $1,478,083 $1,478,083 0.25 $1,474,297
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 $1,474,686 $1,474,686 0.25 $1,460,347
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 64828TAB8 - - 1,417,000 $1,473,095 $1,473,095 0.25 $1,431,844
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40098% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 07336QAD4 - - 1,446,271 $1,458,714 $1,458,714 0.24 $1,454,599
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 50205GAB8 - - 1,400,000 $1,426,289 $1,426,289 0.24 $1,420,754
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 751313AA5 - - 1,345,535 $1,359,253 $1,359,253 0.23 $1,352,773
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 $1,344,561 $1,344,561 0.23 $1,342,216
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 36485MAL3 - - 1,333,000 $1,301,626 $1,301,626 0.22 $1,285,852
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 $1,293,344 $1,293,344 0.22 $1,285,973
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 30165AAG0 - - 1,250,000 $1,281,722 $1,281,722 0.22 $1,274,372
BX Trust 2021-MFM1 E 6.671% 15-JAN-2034, 6.67%, 01/15/34 BX 2021-MFM1 05608VAL0 - - 1,283,520 $1,281,528 $1,281,528 0.22 $1,274,869
BX Trust 2024-CNYN C 6.2474% 15-APR-2041, 6.25%, 04/15/41 BX 2024- CNYN 05612HAE1 - - 1,267,924 $1,274,935 $1,274,935 0.21 $1,268,774
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 31684HAC4 - - 1,238,347 $1,265,487 $1,265,487 0.21 $1,262,004
COMM 2024-WCL1 Mortgage Trust D 7.596% 17-JUN-2041, 7.60%, 06/15/41 COMM 2024-WCL1 20047DAG9 - - 1,250,000 $1,252,513 $1,252,513 0.21 $1,245,129
COMM 2024-WCL1 Mortgage Trust C 7.196% 17-JUN-2041, 7.20%, 06/15/41 COMM 2024-WCL1 20047DAE4 - - 1,250,000 $1,249,648 $1,249,648 0.21 $1,242,652
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 05494BBJ5 - - 1,892,604 $1,240,303 $1,240,303 0.21 $1,240,303
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60098% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 35564KKL2 - - 1,170,000 $1,240,285 $1,240,285 0.21 $1,234,772
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 $1,237,641 $1,237,641 0.21 $1,231,844
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 $1,233,487 $1,233,487 0.21 $1,227,853
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 42703MAF0 - - 1,702,000 $1,230,596 $1,230,596 0.21 $1,219,143
DBGS 2018-BIOD Mortgage Trust F 6.60201% 15-MAY-2035, 6.60%, 05/15/35 DBGS 2018-BIOD 23306GAL1 - - 1,230,000 $1,219,983 $1,219,983 0.20 $1,213,667
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 $1,205,732 $1,205,732 0.20 $1,198,081
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 05494BAW7 - - 1,784,783 $1,204,184 $1,204,184 0.20 $1,204,179
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 50205JAB2 - - 1,175,000 $1,201,106 $1,201,106 0.20 $1,196,750
DROP Mortgage Trust 2021-FILE A 5.571% 15-OCT-2043, 5.57%, 10/15/43 DROP 2021-FILE 26210YAA4 - - 1,250,000 $1,199,513 $1,199,513 0.20 $1,194,291
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 8.62039% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 20754KAF8 - - 1,141,001 $1,181,963 $1,181,963 0.20 $1,178,084
LIFE 2021-BMR Mortgage Trust E 6.171% 15-MAR-2038, 6.17%, 03/15/38 LIFE 2021-BMR 53218CAJ9 - - 1,189,701 $1,179,930 $1,179,930 0.20 $1,174,220
MTN Commercial Mortgage Trust 2022-LPFL D 7.2528% 15-MAR-2039, 7.25%, 03/15/39 MTN 2022-LPFL 62475WAG0 - - 1,175,000 $1,179,780 $1,179,780 0.20 $1,173,388
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B1 8.10098% 25-DEC-2041, 8.10%, 12/25/41 STACR 2021-HQA4 35564KPN3 - - 1,035,000 $1,074,951 $1,074,951 0.18 $1,071,225
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 75525HAD2 - - 1,000,000 $1,057,096 $1,057,096 0.18 $1,050,473
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 69362QAA7 - - 1,054,632 $1,055,606 $1,055,606 0.18 $1,053,034
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00098% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 35564KND7 - - 1,000,000 $1,046,410 $1,046,410 0.18 $1,042,854
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95098% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 07336QAE2 - - 1,022,823 $1,044,508 $1,044,508 0.18 $1,040,893
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 $1,038,088 $1,038,088 0.17 $1,028,000
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 67118NAC1 - - 1,000,000 $1,036,273 $1,036,273 0.17 $1,030,030
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 $1,034,623 $1,034,623 0.17 $1,029,058
Toorak Mortgage Trust 2024-2 A1 6.329% 25-OCT-2031, 6.33%, 10/25/31 TRK 2024-2 89055KAA0 - - 1,024,000 $1,022,003 $1,022,003 0.17 $1,019,303
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 67118NAB3 - - 1,000,000 $1,021,722 $1,021,722 0.17 $1,016,757
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 $1,017,538 $1,017,538 0.17 $1,017,077
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 64113EAA7 - - 1,002,576 $1,012,814 $1,012,814 0.17 $1,008,469
MHC Commercial Mortgage Trust 2021-MHC G 7.622442% 15-APR-2038, 7.62%, 04/15/38 MHC 2021-MHC 55316VAN4 - - 1,020,000 $1,011,066 $1,011,066 0.17 $1,005,019
CIFC Funding 2022-II D 7.44317% 19-APR-2035, 7.44%, 04/19/35 CIFC 2022-2A 12567MAJ0 - - 1,000,000 $1,009,199 $1,009,199 0.17 $1,004,650
BX Commercial Mortgage Trust 2024-AIR2 D 7.09645% 15-OCT-2041, 7.10%, 10/15/41 BX 2024-AIR2 05613QAG5 - - 1,000,000 $1,008,364 $1,008,364 0.17 $1,002,844
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 89182JAB7 - - 993,583 $1,007,320 $1,007,320 0.17 $1,000,135
BX Trust 2024-VLT4 D 6.746292% 15-JUN-2041, 6.75%, 07/15/29 BX 2024-VLT4 05612TAG0 - - 1,000,000 $1,005,960 $1,005,960 0.17 $1,000,713
Mercury Financial Credit Card Master Trust Series 2023-1 A 8.04% 20-SEP-2027, 8.04%, 09/20/27 MFCC 2023-1A 58940BAR7 - - 1,000,000 $1,005,326 $1,005,326 0.17 $1,000,636
BAMLL Commercial Mortgage Securities Trust 2015-200P D 3.5958% 15-APR-2033, 3.60%, 04/14/33 BAMLL 05526QAJ5 - - 1,000,000 $999,299 $999,299 0.17 $995,204
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 78437PAH6 - - 1,000,000 $997,794 $997,794 0.17 $991,794
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 $996,101 $996,101 0.17 $993,385
CONNECTICUT AVENUE SECURITIES SERIES 2021-R02 7.32039% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 20754KAB7 - - 941,210 $952,111 $952,111 0.16 $949,455
PRPM 2024-RPL1 A2 4.280906% 25-DEC-2064, 4.16%, 12/25/64 PRPM 2024-RPL1 69380XAB8 - - 1,000,000 $944,931 $944,931 0.16 $940,198
BXP Trust 2017-GM D 3.4248% 13-JUN-2039, 3.42%, 06/13/39 BXP 056083AL2 - - 1,000,000 $940,285 $940,285 0.16 $936,384
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 882925AB6 - - 900,000 $936,010 $936,010 0.16 $929,969
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 22689LAC9 - - 897,568 $927,436 $927,436 0.16 $922,116
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 57109LAD5 - - 900,000 $915,774 $915,774 0.15 $910,428
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 22689LAB1 - - 897,568 $914,926 $914,926 0.15 $911,376
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 31740RAB6 - - 951,540 $911,546 $911,546 0.15 $910,158
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 80280BAG3 - - 900,000 $908,522 $908,522 0.15 $900,266
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 80280BAF5 - - 900,000 $906,276 $906,276 0.15 $900,281
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 31684UAC5 - - 923,244 $901,422 $901,422 0.15 $899,110
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 749424AB3 - - 881,962 $894,052 $894,052 0.15 $887,699
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 96034KAD5 - - 849,336 $867,054 $867,054 0.15 $858,096
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 96034KAC7 - - 849,336 $863,520 $863,520 0.14 $856,691
BX Trust 2024-BRBK B 8.23284% 15-OCT-2041, 8.23%, 10/15/41 BX 2024-BRBK 05613NAG2 - - 850,000 $859,847 $859,847 0.14 $854,599
BX Trust 2024-BRBK A 7.18588% 15-OCT-2041, 7.18%, 10/15/41 BX 2024-BRBK 05613NAA5 - - 850,000 $859,823 $859,823 0.14 $855,243
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15098% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 07336PAC8 - - 852,799 $859,786 $859,786 0.14 $857,372
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 82653BAD5 - - 859,077 $855,732 $855,732 0.14 $852,259
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.6231% 20-MAY-2032, 9.62%, 05/20/32 HACLN 2024-1 44644NAD1 - - 826,245 $851,397 $851,397 0.14 $846,538
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.77848% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 46591HAK6 - - 807,006 $847,093 $847,093 0.14 $843,945
MKT 2020-525M Mortgage Trust F 2.9406% 12-FEB-2040, 2.94%, 02/12/40 MKT 55316PAN7 - - 1,541,000 $842,582 $842,582 0.14 $837,421
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 79581UAA2 - - 806,374 $830,711 $830,711 0.14 $824,542
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 00164VAG8 - - 755,000 $811,767 $811,767 0.14 $805,962
Connectict Ave Sec Tr 2024-R03 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 207941AB1 - - 788,000 $802,757 $802,757 0.13 $800,551
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 89183CAB1 - - 790,225 $798,179 $798,179 0.13 $792,735
Hudson's Bay Simon JV Trust 2015-HBS C10 5.447% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 44422PBY7 - - 859,000 $794,938 $794,938 0.13 $793,508
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 02007GZ97 - - 753,587 $774,647 $774,647 0.13 $769,057
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 30167PAG5 - - 750,000 $770,629 $770,629 0.13 $766,190
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 74363CAC3 - - 750,000 $760,071 $760,071 0.13 $756,156
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAH0 - - 750,000 $758,686 $758,686 0.13 $755,221
CENT Trust 2023-CITY B 7.45624% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 12516WAC5 - - 750,000 $753,260 $753,260 0.13 $749,066
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 82650DAD4 - - 728,771 $736,555 $736,555 0.12 $733,376
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90098% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 726,208 $731,288 $731,288 0.12 $729,384
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 57110PAD3 - - 700,000 $718,446 $718,446 0.12 $714,167
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA US 881624209 6,882,172.00 - 43,173 $716,240 $716,240 0.12 $716,240
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAD9 - - 700,000 $713,055 $713,055 0.12 $709,437
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 23284BAF1 - - 735,000 $712,035 $712,035 0.12 $709,994
Great Wolf Trust 2024-WOLF C 6.69724% 15-MAR-2039, 6.70%, 03/15/39 GWT 2024-WOLF 39152MAE5 - - 700,000 $705,237 $705,237 0.12 $701,591
Mercury Financial Credit Card Master Trust Series 2023-1 B 9.59% 20-SEP-2027, 9.59%, 09/20/27 MFCC 2023-1A 58940BAS5 - - 690,000 $694,262 $694,262 0.12 $690,218
BX Commercial Mortgage Trust 2024-GPA3 C 6.19798% 15-DEC-2039, 6.20%, 12/15/39 BX 2024-GPA3 123910AE1 - - 685,000 $688,057 $688,057 0.12 $684,755
Saluda Grade Alternative Mortgage Trust 2023-FIG3 C 8.948% 25-AUG-2053, 8.95%, 08/25/53 GRADE 79582AAC1 - - 646,946 $670,682 $670,682 0.11 $664,089
Gracie Point International Funding, Series 2024-1 D 12.08146% 01-MAR-2028, 12.06%, 03/01/28 GPIF 2024-1A D 38410KAD1 - - 600,000 $614,977 $614,977 0.10 $600,500
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 02007GZ89 - - 591,566 $606,118 $606,118 0.10 $602,606
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 55068XAA8 - - 586,448 $593,293 $593,293 0.10 $590,204
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 749421AA1 - - 578,850 $581,636 $581,636 0.10 $578,017
BX Trust 2022-FOX2 E 7.26541% 15-APR-2039, 7.27%, 04/15/39 BX 2022-FOX2 05610AAJ7 - - 573,360 $574,026 $574,026 0.10 $570,901
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 $569,332 $569,332 0.10 $568,614
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 75079KAB9 - - 560,000 $564,542 $564,542 0.09 $562,671
Mello Warehouse Securitization Trust 2024-1 F 9.564% 25-OCT-2057, 9.56%, 10/25/57 MWST 2024-1 58553FAF2 - - 542,000 $547,835 $547,835 0.09 $545,532
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15098% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 20753UAB6 - - 520,000 $527,181 $527,181 0.09 $525,759
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 31684GAA0 - - 523,935 $526,661 $526,661 0.09 $525,364
TYSN 2023-CRNR Mortgage Trust A 6.579745% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 87332PAA8 - - 500,000 $524,655 $524,655 0.09 $520,908
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 91684MAB9 - - 500,000 $524,306 $524,306 0.09 $521,785
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 09531MAC4 - - 546,000 $522,165 $522,165 0.09 $518,275
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 57108UAB0 - - 500,000 $518,228 $518,228 0.09 $515,172
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 $513,508 $513,508 0.09 $511,123
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 525935AC6 - - 500,000 $512,684 $512,684 0.09 $510,216
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 - - 502,487 $510,757 $510,757 0.09 $509,146
Gracie Point International Funding, Series 2024-1 C 8.43146% 01-MAR-2028, 8.41%, 03/01/28 GPIF 2024-1A 38410KAC3 - - 500,000 $510,314 $510,314 0.09 $501,899
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 107933AF0 - - 500,000 $509,753 $509,753 0.09 $507,492
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 00834BAJ6 - - 500,000 $509,325 $509,325 0.09 $506,741
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 89616LAC6 - - 500,000 $508,788 $508,788 0.09 $506,167
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 501689AG8 - - 500,000 $508,641 $508,641 0.09 $506,335
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 $508,372 $508,372 0.09 $506,119
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 30167PAF7 - - 500,000 $508,019 $508,019 0.09 $505,829
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 74390NAC6 - - 500,000 $506,069 $506,069 0.08 $503,264
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 $505,989 $505,989 0.08 $503,276
BX Commercial Mortgage Trust 2023-VLT3 C 7.74424% 15-NOV-2042, 7.74%, 11/15/28 BX 2023-VLT3 05611GAE4 - - 500,000 $505,910 $505,910 0.08 $502,898
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 00834BAC1 - - 500,000 $505,790 $505,790 0.08 $503,480
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 8.28%, 03/15/40 WB 2024-HQ 92943PAG6 - - 500,000 $505,437 $505,437 0.08 $500,724
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.24624% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 449652AJ5 - - 500,000 $504,781 $504,781 0.08 $500,938
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 02008FAG9 - - 500,000 $504,212 $504,212 0.08 $502,037
Celanese Corporation CE US 150870103 - - 7,169 $478,961 $478,961 0.08 $478,961
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 737473AF5 - - 450,000 $464,777 $464,777 0.08 $461,908
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 02007G2A0 - - 452,152 $462,897 $462,897 0.08 $458,573
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 693972AA9 - - 444,956 $448,418 $448,418 0.08 $446,955
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 751313AB3 - - 441,959 $446,211 $446,211 0.07 $443,727
Extended Stay America Trust 2021-ESH E 7.271% 15-JUL-2038, 7.27%, 07/15/38 ESA 2021-ESH 30227FAL4 - - 438,224 $442,076 $442,076 0.07 $439,598
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10098% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 07336PAD6 - - 426,400 $436,933 $436,933 0.07 $435,587
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.77848% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 46591HAJ9 - - 412,784 $428,193 $428,193 0.07 $426,766
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 36267FAL2 - - 400,000 $425,973 $425,973 0.07 $423,594
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 74935WAA2 - - 418,457 $424,158 $424,158 0.07 $421,053
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 80290CCD4 - - 411,158 $417,970 $417,970 0.07 $415,992
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 - - 459,081 $413,386 $413,386 0.07 $412,766
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 737473AE8 - - 400,000 $412,261 $412,261 0.07 $410,230
Hudson's Bay Simon JV Trust 2015-HBS C7 5.159% 05-AUG-2034, 5.16%, 08/05/34 HBCT 2015-HB7 44422PBE1 - - 410,000 $404,761 $404,761 0.07 $404,115
OPEN Trust 2023-AIR B 8.144237% 15-NOV-2040, 8.14%, 11/15/40 OPEN 2023-AIR 68373BAC5 - - 400,000 $404,449 $404,449 0.07 $401,916
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25098% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 20754EAF2 - - 375,000 $400,671 $400,671 0.07 $399,382
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30098% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 35564NBA0 - - 382,632 $388,131 $388,131 0.07 $387,059
Rain City Mortgage Trust 2024-RTL1 A1 6.53% 25-SEP-2029, 6.53%, 11/25/29 RCITY 2024-RTL1 75079KAA1 - - 381,000 $381,631 $381,631 0.06 $380,595
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 98162JAA4 - - 528,000 $380,199 $380,199 0.06 $378,078
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 704933AA8 - - 375,336 $379,378 $379,378 0.06 $377,349
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 $377,124 $377,124 0.06 $374,910
BAMLL Re-REMIC Trust 2024-FRR4 E 1.23677% 27-NOV-2048, 1.30%, 11/27/48 BAMLL 05493VAJ3 - - 400,000 $375,710 $375,710 0.06 $375,118
BAMLL Re-REMIC Trust 2024-FRR4 F 1.160551% 27-JAN-2026, 1.22%, 11/27/48 BAMLL 05493VAL8 - - 400,119 $372,167 $372,167 0.06 $371,611
Libra Solutions 2023-1 A 7.0% 15-FEB-2035, 7.00%, 02/15/35 OASIS 2023-1A 53161DAA3 - - 350,499 $352,632 $352,632 0.06 $350,791
BRAVO Residential Funding Trust 2023-NQM3 A3 4.85% 25-SEP-2062, 4.85%, 09/25/62 BRAVO 2023-NQM3 10568EAC6 - - 346,137 $338,288 $338,288 0.06 $336,376
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 75525HAA8 - - 333,383 $336,533 $336,533 0.06 $335,117
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15098% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 20754GAE0 - - 331,138 $335,880 $335,880 0.06 $334,975
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 50205JAA4 - - 321,901 $326,436 $326,436 0.05 $325,480
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 86881WAF9 - - 310,000 $317,666 $317,666 0.05 $310,362
BX Commercial Mortgage Trust 2024-MF C 6.24714% 15-FEB-2039, 6.25%, 02/15/39 BX 2024-MF 05612EAE8 - - 309,909 $311,997 $311,997 0.05 $310,492
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 08862HAA0 - - 307,079 $311,939 $311,939 0.05 $310,700
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 25216CAE0 - - 300,000 $306,615 $306,615 0.05 $304,748
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 $303,123 $303,123 0.05 $300,763
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 75576AAA1 - - 297,800 $302,817 $302,817 0.05 $301,815
CHASE Mortgage Reference Notes Series 2021-Cl1 6.87039% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 46591HBZ2 - - 315,748 $300,211 $300,211 0.05 $299,383
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021-CA 80281HAC8 - - 277,299 $274,748 $274,748 0.05 $274,153
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 $258,564 $258,564 0.04 $257,107
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 00792FAJ7 - - 250,000 $256,926 $256,926 0.04 $255,280
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 00792FAH1 - - 250,000 $254,787 $254,787 0.04 $253,323
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 - - 249,831 $254,455 $254,455 0.04 $253,106
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 00834KAC1 - - 250,000 $254,383 $254,383 0.04 $252,836
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 00834KAB3 - - 250,000 $253,012 $253,012 0.04 $251,556
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 31684UAB7 - - 257,649 $252,229 $252,229 0.04 $251,665
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 80280BAE8 - - 250,000 $252,189 $252,189 0.04 $250,915
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 70410DAF5 - - 250,000 $245,177 $245,177 0.04 $243,821
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 $244,279 $244,279 0.04 $242,861
BXHPP Trust 2021-FILM B 5.321% 15-AUG-2036, 5.32%, 08/15/36 BXHPP 2021-FILM 05609JAJ1 - - 250,000 $239,617 $239,617 0.04 $238,582
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 23284BAC8 - - 229,548 $229,220 $229,220 0.04 $228,456
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 09531MAB6 - - 200,000 $204,194 $204,194 0.03 $202,772
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 05335JAF0 - - 200,000 $202,739 $202,739 0.03 $201,094
BX Trust 2022-FOX2 D 6.41721% 15-APR-2039, 6.42%, 04/15/39 BX 2022-FOX2 05610AAG3 - - 201,887 $201,491 $201,491 0.03 $200,519
DBGS 2018-BIOD Mortgage Trust D 5.90201% 15-MAY-2035, 5.90%, 05/15/35 DBGS 2018-BIOD 23306GAG2 - - 187,500 $186,569 $186,569 0.03 $185,709
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 91681NAC8 - - 186,542 $186,378 $186,378 0.03 $185,936
BX Commercial Mortgage Trust 2021-VINO D 5.77333% 15-MAY-2038, 5.77%, 05/15/38 BX 2021-VINO 05608KAG5 - - 175,000 $175,325 $175,325 0.03 $174,539
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 20268WAB0 - - 219,923 $169,921 $169,921 0.03 $169,784
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 96033EAD0 - - 162,869 $167,166 $167,166 0.03 $165,285
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 20267VAC1 - - 172,925 $151,268 $151,268 0.03 $151,001
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 $150,030 $150,030 0.03 $149,520
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 $138,465 $138,465 0.02 $138,265
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 - - 125,622 $129,455 $129,455 0.02 $128,874
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 96034JAD8 - - 131,252 $128,560 $128,560 0.02 $127,986
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 35633KAD8 - - 123,584 $122,891 $122,891 0.02 $122,615
Angel Oak Mortgage Trust 2024-3 A3 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 03466HAC7 - - 125,031 $121,714 $121,714 0.02 $121,031
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 80290CBX1 - - 117,247 $119,950 $119,950 0.02 $119,098
Ginnie Mae REMIC Trust 2005-065 FA 4.63474% 20-AUG-2035, 4.56%, 08/20/35 GNR 2005-65 38374LL25 - - 117,587 $115,396 $115,396 0.02 $115,068
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 44422PAU6 - - 114,359 $113,200 $113,200 0.02 $113,063
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 20267XAC7 - - 112,791 $108,358 $108,358 0.02 $108,145
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 20267TAC6 - - 103,500 $98,656 $98,656 0.02 $98,472
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 20267UAC3 - - 106,143 $97,693 $97,693 0.02 $97,504
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 00092BAC8 - - 85,101 $85,925 $85,925 0.01 $85,667
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00098% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 35564KHE2 - - 82,390 $83,202 $83,202 0.01 $82,982
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 80290CAS3 - - 77,866 $78,167 $78,167 0.01 $77,859
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 20268MAD8 - - 84,418 $76,457 $76,457 0.01 $76,303
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 00178CAA7 - - 61,846 $62,206 $62,206 0.01 $61,930
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 04/15/25 USAUT 2022-1A 90355FAA6 - - 46,667 $46,526 $46,526 0.01 $46,392
Affirm Asset Securitization Trust 2023-X1 A 7.11% 15-NOV-2028, 7.11%, 11/15/28 AFFRM 2023-X1 00834KAA5 - - 36,999 $37,236 $37,236 0.01 $37,038
Upstart Securitization Trust 2021-5 B 2.49% 20-NOV-2031, 2.49%, 11/20/31 UPST 2021-5 91679JAB3 - - 10,306 $10,321 $10,321 0.00 $10,306
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - 678.00 $139,260,141 $0 0.00 $0
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - 228.00 $24,242,812 $0 0.00 $0
US 10yr Ultra Fut Mar25 MAR 25 UXYH5 FUTURES_USD - -156.00 $-17,415,938 $0 0.00 $0
US 10YR NOTE (CBT)Mar25 MAR 25 TYH5 FUTURES_USD - -141.00 $-15,362,391 $0 0.00 $0
UMBS TBA 30yr 6.5% March Delivery, 6.50%, 03/13/25 FNCL 01F062630 - - -25,000 $-25,578 $-25,578 0.00 $-25,578
UMBS TBA 30yr 2.5% March Delivery, 2.50%, 03/13/25 FNCL 01F022634 - - -44,565,000 $-36,332,508 $-36,332,508 -6.10 $-36,332,508
SEGREGATED CASH SEGCASH - $0.00 2,536,612 $2,536,612 $2,536,612 0.43 $2,536,612
US DOLLARS USD MD_142224 - - -123,893,148 $-123,893,148 $-123,893,148 -20.79 $-123,893,148
Three-Month SOFR Futures DEC 25 SFRZ5 FUTURES_USD - 125.00 $119,968,750 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 125.00 $30,004,688 $0 0.00 $0
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 FUTURES_USD - 125.00 $30,010,938 $0 0.00 $0
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 FUTURES_USD - 125.00 $30,012,500 $0 0.00 $0
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 120,948 $6,158,672 $-8,466 0.00 $-8,466
Janus Henderson AAA CLO ETF 07/24/25 JAAA US 47103U845 $50.99 181,335 $9,233,578 $-12,693 0.00 $-12,693

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