Wall Street Experts

Janus Detroit Street Trust - Henderson Securitized Income ETF JSI

Cena: 51.9262 -0.06734655
AMEX 05-09 17:38
Doradca funduszu realizuje cel inwestycyjny, inwestując, w normalnych okolicznościach, co najmniej 80% swoich aktywów netto (plus pożyczki na cele inwestycyjne) w sekurytyzowanych papierach wartościowych. Securitised Papiery Wartościowe są zadłużeniem papierów wartościowych, które uprawniają swoich posiadaczy do płatności, które zależą przede wszystkim od aktywów leżących u podstaw papierów wartościowych, i obejmują między innymi papiery wartościowe zabezpieczone aktywami („AB”), zobowiązania pożyczki („Clos”), agencji i braku agencji papiery wartościowej zabezpieczonej hipoteką. Fundusz nie jest zróżnicowany.
Wartość aktywów (mln USD): 314
Liczba spółek: 295
Stopa dywidendy: 1.18 %
Opłata za zarządzanie:: 0.5 %
Klasa aktywów: Equity

ISIN: US47103U7467

Wystawca ETF: None


NOTOWANIA
ZMIANA CEN

Nazwa Symbol Klasa_aktywów Wartość_aktywów 5D 1M 3M 6M 2024 1R 3L 5L 10L

STRUKTURA SEKTOROWA PORTFELA ETF







Sektor Udział %
Inne 91.0
Różne 4.2
Opieka Zdrowotna 2.4
Usługi Finansowe 1.6
Nieruchomości 0.6
Technologie 0.1

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-03-25 11:03:18
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
US DOLLARS -209 279 266 16.8 -209 279 266
UMBS TBA 30yr 5.5% April Delivery, 5.50%, 04/14/25 FNCL 95 380 575 7.7 95 815 000
UMBS TBA 30yr 6.5% April Delivery, 6.50%, 04/14/25 FNCL 59 901 492 4.8 58 163 000
UMBS TBA 30yr 2.5% April Delivery, 2.50%, 04/14/25 FNCL -36 749 369 3.0 -44 565 000
Janus Henderson AAA CLO ETF JAAA 31 241 821 2.5 618 038
Janus Henderson B-BBB CLO ETF JBBB 30 282 417 2.4 623 095
UMBS TBA 30yr 5% April Delivery, 5.00%, 04/14/25 FNCL 26 814 173 2.2 27 479 000
UMBS TBA 30yr 3.5% April Delivery, 3.50%, 04/14/25 FNCL 26 682 110 2.1 29 730 000
UMBS TBA 30yr 3% April Delivery, 3.00%, 04/14/25 FNCL 22 079 783 1.8 25 640 000
UMBS TBA 30yr 6% April Delivery, 6.00%, 04/14/25 FNCL 17 834 569 1.4 17 605 000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M2 5.98763% 25-FEB-2045, 5.99%, 02/25/45 STACR 2025-HQA1 13 808 011 1.1 13 814 815
Fannie Mae REMIC Trust 2025-12 FC 5.44031% 25-MAR-2055, 5.44%, 03/25/55 FNR 2025-12 13 370 151 1.1 13 363 338
RCKT Mortgage Trust 2025-CES1 A1A 5.653% 25-JAN-2045, 5.65%, 01/25/45 RCKT 2025-CES1 A1 7 876 471 0.6 7 740 199
Tricolor Auto Securitization Trust 2025-1 C 5.72% 15-OCT-2029, 5.72%, 10/15/29 TAST 2025-1A 7 294 664 0.6 7 304 000
Saluda Grade Alternative Mortgage Trust 2023-RTL3 A1 7.0% 25-APR-2029, 7.00%, 04/25/29 GRADE 2023-RTL3 7 046 748 0.6 7 076 000
BX Trust 2024-CNYN D 7.00927% 15-APR-2041, 7.01%, 04/15/41 BX 2024- CNYN 6 760 863 0.5 6 762 264
PRET 2025-RPL1 Trust A1 4.0% 25-JUL-2069, 4.00%, 07/25/69 PRET 2025-RPL1 6 379 161 0.5 6 627 120
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48763% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 6 338 187 0.5 6 310 000
Connecticut Avenue Securities, Series 2021-R03 1M2 6.00201% 25-DEC-2041, 6.00%, 12/25/41 CAS 2021-R03 6 259 534 0.5 6 219 572
Carvana Auto Receivables Trust 2025-P1|5.66|03/10/2033, 5.66%, 03/10/33 CRVNA 2025-P1 6 257 705 0.5 6 250 000
New Residential Mortgage LLC/New Residential Mortgage FHT1 Excuss Owner LLC 0.0% 25-MAR-2032, 6.54%, 03/25/32 NZES 2025-FHT 6 098 597 0.5 6 139 000
FS Commercial Mortgage Trust 2023-4SZN D 9.382749% 10-NOV-2039, 9.08%, 11/10/39 FS 2023-4SZN 6 020 082 0.5 5 750 000
KRE Commercial Mortgage Trust 2025-AIP4 A 5.61918% 15-MAR-2042, 5.62%, 03/15/42 KRE 2025-AIP4 5 886 539 0.5 5 902 000
Homeward Opportunities Fund Trust 2025-RRTL1|5.476|03/25/2040, 5.48%, 03/25/40 HOF 2025-RRTL1 5 662 149 0.5 5 650 000
Carvana Auto Receivables Trust 2021-N3 E 3.16% 10-JUN-2028, 3.16%, 06/12/28 CRVNA 2021-N3 5 489 371 0.4 5 675 421
JP Morgan Mortgage Trust 2024-CES1 A1B 6.019% 25-JUN-2054, 6.02%, 06/25/54 JPMMT 2024-CES1 5 445 605 0.4 5 387 648
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 6.15201% 25-NOV-2041, 6.15%, 11/25/41 STACR 2021-DNA7 5 324 089 0.4 5 274 435
BX Commercial Mortgage Trust 2021-VOLT E 6.434% 15-SEP-2036, 6.43%, 09/15/36 BX 2021-VOLT 5 294 439 0.4 5 333 000
NRM MSR-Collateralized Notes, Series 2024-FNT1 A 7.398% 25-NOV-2029, 7.40%, 11/25/31 NZES 2024-FNT1 5 289 527 0.4 5 214 218
ABL 2024-RTL1 A2 7.457% 25-SEP-2029, 7.46%, 09/25/29 ABL 2024-RTL1 5 198 248 0.4 5 160 000
Fannie Mae REMIC Trust 2025-9 FA 5.58548% 25-MAR-2055, 5.59%, 03/25/55 FNR 2025-9 5 090 314 0.4 5 068 360
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 4 944 305 0.4 4 854 000
Saluda Grade Alternative Mortgage Trust 2023-FIG4 A 6.718% 25-NOV-2053, 6.72%, 11/25/53 GRADE 2023-FIG4 4 915 856 0.4 4 765 377
Connecticut Avenue Securities Trust 2025-R02 1B1 6.30201% 25-FEB-2045, 6.30%, 02/25/45 CAS 2025-R02 4 824 154 0.4 4 850 000
BX Commercial Mortgage Trust 2024-MF D 7.009% 15-FEB-2039, 7.01%, 02/15/39 BX 2024-MF 4 743 697 0.4 4 737 182
Lendbuzz Securitization Trust 2024-2 C 7.45% 15-MAY-2031, 7.45%, 05/15/31 LBZZ 2024-2A 4 676 174 0.4 4 500 000
OnDeck Asset Securitization IV, Series 2025-1 B 5.52% 17-APR-2032, 5.52%, 04/19/32 ONDK 2025-1A 4 498 846 0.4 4 500 000
Santander Bank Auto Credit-Linked Notes, Series 2024-A E 7.762% 15-JUN-2032, 7.76%, 06/15/32 SBCLN 2024-A 4 454 839 0.4 4 393 450
Great Wolf Trust 2024-WOLF D 7.20918% 15-MAR-2039, 7.21%, 03/15/39 GWT 2024-WOLF 4 458 098 0.4 4 425 000
Hotwire Funding, Series 2021-1 C_2021_1 4.459% 20-NOV-2051, 4.46%, 11/20/51 HWIRE 2021-1 4 346 526 0.4 4 500 000
Sotheby's ArtFi Master Trust, Series 2024-1 C 6.83% 20-DEC-2031, 6.83%, 12/22/31 ARTFI 2024-1A 4 282 342 0.3 4 250 000
BX Commercial Mortgage Trust 2021-SOAR D 5.834% 15-JUN-2038, 5.83%, 06/15/38 BX 2021-SOAR 4 148 150 0.3 4 164 505
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 M2 6.45201% 25-SEP-2041, 6.45%, 09/25/41 STACR 2021-HQA3 4 146 436 0.3 4 100 848
BX Commercial Mortgage Trust 2024-BIO2 D 7.9698% 15-AUG-2041, 7.71%, 08/13/41 BX 2024-BIO2 3 943 437 0.3 3 985 000
RCKT Mortgage Trust 2024-CES9 A1B 5.683% 25-DEC-2044, 5.68%, 12/25/44 RCKT 2024-CES9 3 932 440 0.3 3 873 085
Santander Bank Auto Credit-Linked Notes, Series 2024-A F 10.171% 15-JUN-2032, 10.17%, 06/15/32 SBCLN 2024-A 3 936 361 0.3 3 854 749
Saluda Grade Alternative Mortgage Trust 2023-FIG3 A 7.067% 25-AUG-2053, 7.07%, 08/25/53 GRADE 3 875 970 0.3 3 740 873
LHOME Mortgage Trust 2024-RTL5 A2 5.751% 25-SEP-2039, 5.75%, 09/25/39 LHOME 2024-RTL5 3 784 364 0.3 3 766 000
Saluda Grade Alternative Mortgage Trust 2024-RTL4 A1 7.5% 25-FEB-2030, 7.50%, 02/25/30 GRADE 2024-RTL4 3 749 005 0.3 3 721 485
BMP Commercial Mortgage Trust 2024-MF23 D 6.70967% 15-JUN-2041, 6.71%, 06/15/41 BMP 2024-MF23 3 744 455 0.3 3 750 000
FREMF 2023-K511 Mortgage Trust C 5.63462% 25-NOV-2028, 5.63%, 11/25/28 FREMF 2023-K511 3 683 569 0.3 4 000 000
BX Trust 2019-OC11 E 4.075457% 09-DEC-2041, 3.94%, 12/09/41 BX 2019-OC11 3 622 632 0.3 4 021 000
UMBS TBA 30yr 4.5% April Delivery, 4.50%, 04/14/25 FNCL 3 503 360 0.3 3 680 000
DBGS 2018-BIOD Mortgage Trust E 6.31501% 15-MAY-2035, 6.32%, 05/15/35 DBGS 2018-BIOD 3 479 918 0.3 3 525 000
RCKT Mortgage Trust 2024-CES8 A1A 5.48955% 25-OCT-2044, 5.49%, 11/25/44 RCKT 2024-CES8 3 476 852 0.3 3 401 643
Connecticut Avenue Securities, Series 2021-R01 1B1 7.45201% 25-OCT-2041, 7.45%, 10/25/41 CAS 2021-R01 3 456 109 0.3 3 372 000
Affirm Asset Securitization Trust 2024-A C_2 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 3 423 978 0.3 3 392 000
Homeward Opportunities Fund Trust 2024-RTL1 A2 8.57% 25-JUL-2029, 8.57%, 07/25/29 HOF 3 432 092 0.3 3 391 000
RCKT Mortgage Trust 2025-CES2 A1B 5.603% 25-FEB-2055, 5.60%, 02/25/55 RCKT 2025-CES2 3 363 820 0.3 3 327 818
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 C 6.60235% 20-MAR-2033, 0.00%, 03/21/33 HACLN 2025-1 3 354 982 0.3 3 355 000
SCG Commercial Mortgage Trust 2025-DLFN E 7.26% 15-MAR-2027, 7.26%, 03/15/35 SCG 2025 3 352 098 0.3 3 350 000
Angel Oak Mortgage Trust 2024-6 A1 4.65% 25-NOV-2067, 4.65%, 11/25/67 AOMT 2024-6 3 343 313 0.3 3 416 468
FIGRE Trust 2024-HE3 C 6.229% 25-JUL-2054, 6.23%, 07/25/54 FIGRE 2024-HE3 3 319 373 0.3 3 271 089
Tricolor Auto Securitization Trust 2025-1 D 6.84% 15-APR-2031, 6.84%, 04/15/31 TAST 2025-1A 3 250 850 0.3 3 240 000
RCKT Mortgage Trust 2024-CES7 A1A 5.158% 25-OCT-2044, 5.16%, 10/25/44 RCKT 2024-CES7 3 259 331 0.3 3 202 925
Galaxy Senior Participation Interest Trust 1|6.07974328|07/31/2026, 6.08%, 07/31/26 GLXYT 2025-1 3 220 965 0.3 3 192 040
Homeward Opportunities Fund Trust 2024-RRTL2 A1 5.989% 25-SEP-2039, 5.99%, 09/25/39 HOF 2024-RRTL2 3 201 815 0.3 3 175 000
LHOME Mortgage Trust 2024-RTL4 A2 6.092% 25-JUL-2039, 6.09%, 07/25/39 LHOME 2024-RTL4 3 158 651 0.3 3 130 000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80201% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 3 136 194 0.3 3 122 429
Homeward Opportunities Fund Trust 2024-RTL1 A1 7.12% 25-JUL-2029, 7.12%, 07/25/29 HOF 3 107 226 0.2 3 070 000
Wells Fargo Commercial Mortgage Trust 2024-MGP C11 7.40833% 15-AUG-2041, 7.41%, 08/15/41 WFCM 2024-MGP 3 099 222 0.2 3 100 000
BX Trust 2024-VLT4 E 7.208584% 15-JUN-2041, 7.21%, 07/15/29 BX 2024-VLT4 3 089 461 0.2 3 130 000
LHOME Mortgage Trust 2024-RTL3 A1 6.9% 25-MAY-2029, 6.90%, 05/25/29 LHOME 2024-RTL3 3 090 858 0.2 3 040 000
BX Trust 2021-ARIA F 7.0275% 15-OCT-2036, 7.03%, 10/15/36 BX 2021-ARIA 3 067 082 0.2 3 088 000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M2 6.35201% 25-MAR-2044, 6.35%, 03/25/44 STACR 2024-HQA1 M2 3 029 847 0.2 3 000 000
SoFi Consumer Loan Program 2025-1 Trust D 5.72% 25-FEB-2034, 5.72%, 02/27/34 SCLP 2025-1 3 036 522 0.2 3 000 000
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.05%, 07/25/44 CAS 2024-R05 3 012 270 0.2 3 000 000
Extended Stay America Trust 2021-ESH F 8.134% 15-JUL-2038, 8.13%, 07/15/38 ESA 2021-ESH 2 990 821 0.2 2 988 219
SWCH Commercial Mortgage Trust 2025-DATA E 7.6594% 15-FEB-2042, 7.66%, 03/15/42 SWCH 2025-DATA 2 970 178 0.2 3 000 000
SREIT Trust 2021-FLWR F 7.106549% 22-JUL-2036, 7.11%, 07/15/36 SREIT 2021-FLWR 2 925 957 0.2 2 937 600
BX Commercial Mortgage Trust 2025-SPOT|8.01018|04/15/2040, 8.01%, 04/15/40 BX 2025-SPOT 2 896 385 0.2 2 904 000
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A1 7.439% 25-JUL-2030, 7.44%, 07/25/30 GRADE 2024-RTL6 2 865 418 0.2 2 818 750
BXP Trust 2017-GM E 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2017-GM 2 862 314 0.2 3 080 000
FHF Issuer Trust 2025-1|5.69|08/15/2031, 5.69%, 08/15/31 FHF 2025-1A 2 851 190 0.2 2 854 000
Finance Of America Structured Securities Trust Series 2024-S3|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S3 2 817 572 0.2 2 952 624
Toorak Mortgage Trust 2025-RRTL1|5.524|02/25/2040, 5.52%, 02/25/40 TRK 2025-RRTL1 2 808 256 0.2 2 800 000
Wells Fargo Commercial Mortgage Trust 2025-VTT D 6.382032% 15-MAR-2038, 6.38%, 03/15/38 WFCM 2025-VTT 2 788 303 0.2 2 776 000
RCKT Mortgage Trust 2024-CES5 A1B 6.047% 25-JUL-2044, 6.05%, 08/25/44 RCKT 2 786 688 0.2 2 711 171
Exeter Automobile Receivables Trust 2024-3 E 7.84% 15-OCT-2031, 7.84%, 10/15/31 EART 2 772 898 0.2 2 700 000
BX Trust 2025-ROIC E 7.26047% 15-FEB-2042, 7.26%, 03/15/30 BX 2025-ROIC 2 763 451 0.2 2 782 000
Finance Of America Structured Securities Trust Series 2025-S1|3.5|02/25/2075, 3.50%, 02/25/75 FASST 2025-S1 2 758 093 0.2 2 900 000
New Residential Mortgage Loan Trust 2024-RTL1 A2 7.101% 25-MAR-2039, 7.10%, 03/25/39 NRMLT 2024-RTL1 2 724 000 0.2 2 677 000
Lendbuzz Securitization Trust 2024-2 B 6.52% 15-FEB-2030, 6.52%, 07/16/29 LBZZ 2024-2A 2 708 902 0.2 2 650 000
CAMB Commercial Mortgage Trust 2019-LIFE D 6.367% 15-DEC-2037, 6.37%, 12/15/37 CAMB 2019-LIFE 2 677 946 0.2 2 663 782
MHC Commercial Mortgage Trust 2021-MHC F 7.035442% 15-APR-2038, 7.03%, 04/15/38 MHC 2021-MHC 2 659 851 0.2 2 660 000
BX Trust 2024-BIO C 6.95918% 15-FEB-2041, 6.96%, 02/15/41 BX 2024-BIO 2 611 649 0.2 2 650 000
Lendbuzz Securitization Trust 2024-1 C 7.58% 15-SEP-2030, 7.58%, 09/15/30 LBZZ 2024-1A.SZ 2 597 637 0.2 2 500 000
BPR Trust 2024-PMDW D 5.85% 05-NOV-2041, 5.85%, 11/05/41 BPR 2024-PMDW 2 559 703 0.2 2 610 000
Coinstar Funding Series 2017-1 A2 5.216% 25-APR-2047, 5.22%, 04/25/47 COIN 2017-1A 2 551 122 0.2 2 767 500
WB Commercial Mortgage Trust 2024-HQ C 7.13342% 16-MAR-2040, 6.44%, 03/15/40 WB 2024-HQ 2 534 305 0.2 2 500 000
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 2 530 596 0.2 2 500 000
Affirm Asset Securitization Trust 2024-X1 C 6.57% 15-MAY-2029, 6.57%, 05/15/29 AFFRM 2024-X1 2 523 856 0.2 2 500 000
EFMT 2025-CES1 A1B 5.877% 25-JAN-2060, 5.88%, 01/25/60 EFMT 2025-CES1 2 521 262 0.2 2 500 000
Fora Financial Asset Securitization, Series 2024-1 A 6.33% 15-MAY-2027, 6.33%, 08/15/29 FORA 2024-1A 2 523 713 0.2 2 500 000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA1 B2 11.45201% 25-JAN-2042, 11.45%, 01/25/42 STACR 2022-DNA1 2 525 180 0.2 2 350 000
Wingspire Equipment Finance 2024-1 D 6.31% 20-SEP-2032, 6.31%, 09/20/32 WEF 2024-1A 2 523 683 0.2 2 500 000
Wells Fargo Commercial Mortgage Trust 2024-1CHI C 6.433771% 15-JUL-2035, 5.81%, 07/15/35 WFCM 2024-1CHI 2 511 570 0.2 2 500 000
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.08%, 01/20/32 ZAIS 2018-11A 2 509 810 0.2 2 500 000
BX Commercial Mortgage Trust 2024-AIRC D 7.40823% 15-AUG-2041, 7.41%, 08/15/39 BX 2024-AIRC 2 501 882 0.2 2 500 000
MTN Commercial Mortgage Trust 2022-LPFL B 6.2156% 15-MAR-2039, 6.22%, 03/15/39 MTN 2022-LPFL 2 493 648 0.2 2 500 000
COLT 2025-INV2 Mortgage Loan Trust A2 5.803% 25-FEB-2070, 5.80%, 02/25/70 COLT 2025-INV2 2 476 702 0.2 2 459 695
SEGREGATED CASH 2 440 000 0.2 2 440 000
Citigroup Commercial Mortgage Trust 2021-PRM2 G 8.934% 15-JUN-2036, 8.93%, 10/15/38 CGCMT 2021-PRM2 2 424 164 0.2 2 400 000
Hudson's Bay Simon JV Trust 2015-HBS B10 4.9056% 05-AUG-2034, 4.91%, 08/05/34 HBCT 2 402 962 0.2 2 500 000
Brean Asset Backed Securities Trust 2024-RM8|4.5|05/25/2064, 4.50%, 05/25/64 BABS 2024-RM8 2 350 503 0.2 2 560 000
LHOME Mortgage Trust 2024-RTL1 A1 7.017% 25-JAN-2029, 7.02%, 01/25/29 LHOME 2024-RTL1 2 346 354 0.2 2 311 000
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 C 6.94598% 20-OCT-2032, 6.94%, 10/20/32 HACLN 2024-2 2 339 321 0.2 2 329 324
Reach ABS Trust 2024-1 C 6.9% 15-FEB-2031, 6.90%, 02/18/31 REACH 2024-1A 2 331 685 0.2 2 295 000
SREIT Commercial Mortgage Trust 2021-MFP2 F 7.0522% 15-NOV-2036, 7.05%, 11/15/36 SREIT 2021-MFP2 2 319 661 0.2 2 334 000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B2 11.35201% 25-DEC-2041, 11.35%, 12/25/41 STACR 2021-HQA4 2 320 677 0.2 2 150 000
Connecticut Avenue Securities, Series 2021-R03 1B1 7.10201% 25-DEC-2041, 7.10%, 12/25/41 CAS 2021-R03 2 296 275 0.2 2 250 000
Vontive Mortgage Trust 2025-RTL1|6.507|03/25/2030, 6.51%, 03/25/30 VNTV 2025-RTL1 2 288 324 0.2 2 283 000
ACHM Trust 2024-HE1 B 7.26% 25-MAY-2039, 7.26%, 05/25/39 ACHM 2024-HE1 2 255 084 0.2 2 171 860
Compass Datacenters Issuer II, Series 2024-2 B1_2402 25-AUG-2049, 6.00%, 08/25/49 CMPDC 2024-2A 2 239 858 0.2 2 250 000
Finance Of America Structured Securities Trust Series 2024-S2|3.5|04/25/2074, 3.50%, 04/25/74 FASST 2024-S2 2 225 315 0.2 2 314 498
Angel Oak Mortgage Trust 2024-5 A3 4.95% 25-JUL-2068, 4.95%, 07/25/68 AOMT 2024-5 2 221 716 0.2 2 265 201
BXP Trust 2017-GM D 3.53896% 13-JUN-2039, 3.42%, 06/13/39 BXP 2 185 615 0.2 2 310 000
Saluda Grade Alternative Mortgage Trust 2024-FIG5 B 6.603% 25-APR-2054, 6.60%, 04/25/54 GRADE 2024-FIG5 2 136 020 0.2 2 083 518
OPEN Trust 2023-AIR B 8.157177% 15-NOV-2040, 8.16%, 11/15/40 OPEN 2023-AIR 2 088 374 0.2 2 080 000
BX Commercial Mortgage Trust 2021-VINO E 6.38633% 15-MAY-2038, 6.39%, 05/15/38 BX 2021-VINO 2 064 953 0.2 2 067 100
LIFE 2022-BMR2 Mortgage Trust C 6.4123% 15-MAY-2039, 6.41%, 05/15/39 LIFE 2022-BMR2 2 057 133 0.2 2 250 000
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 C 7.49598% 20-MAY-2032, 7.49%, 05/20/32 HACLN 2024-1 2 048 617 0.2 2 025 728
LIFE 2022-BMR2 Mortgage Trust D 6.86109% 15-MAY-2039, 6.86%, 05/15/39 LIFE 2022-BMR2 2 048 231 0.2 2 215 000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B1 7.70201% 25-SEP-2041, 7.70%, 09/25/41 STACR 2021-HQA3 2 051 162 0.2 2 000 000
Mission Lane Credit Card Master Trust Series 2023-A 2302_C 9.67% 15-NOV-2028, 9.67%, 11/15/28 MLANE 2023-B 2 033 116 0.2 2 000 000
Gracie Point International Funding, Series 2023-1 D 9.43146% 01-SEP-2026, 8.92%, 09/01/26 GPIF 2023-1A 2 021 701 0.2 2 000 000
Post Road Equipment Finance 2025-1 E 7.08% 15-MAY-2032, 7.08%, 05/17/32 PREF 2025-1A 2 027 085 0.2 2 000 000
BX Commercial Mortgage Trust 2024-WPT D 7.00888% 15-APR-2041, 7.00%, 03/15/34 BX 2024-WPT 1 996 275 0.2 2 000 000
BX Trust 2021-BXMF G 7.783513% 15-OCT-2038, 7.78%, 10/15/26 BX 2021-BXMF 1 999 695 0.2 2 040 266
BX Commercial Mortgage Trust 2024-AIR2 C 6.56024% 15-OCT-2041, 6.56%, 10/15/41 BX 2024-AIR2 2 002 577 0.2 2 000 000
CONE Trust 2024-DFW1 A 5.96091% 15-AUG-2041, 5.96%, 08/15/41 CONE 2024-DFW1 1 992 013 0.2 2 000 000
GWT Commercial Mortgage Trust 2024-WLF2 E 7.95761% 15-MAY-2041, 7.96%, 05/15/41 GWT 2024-WLF2 1 992 581 0.2 2 000 000
Libra Solutions 2024-1 A 5.88% 30-SEP-2038, 5.88%, 09/30/38 OASIS 2024-1A 1 983 628 0.2 2 000 000
BAMLL Re-REMIC Trust 2025-FRR5 E736 0.975438% 27-SEP-2052, 0.98%, 09/27/52 BAMLL 1 976 954 0.2 2 405 067
CSMC 2021-BHAR C 6.434% 15-NOV-2038, 6.43%, 11/15/38 CSMC 2021-BHAR 1 977 820 0.2 2 000 000
FIGRE Trust 2023-HE3 A 6.436% 25-NOV-2053, 6.44%, 11/25/53 FIGRE 2023-HE3 1 978 286 0.2 1 942 268
Reach ABS Trust 2025-1 C 5.99% 15-AUG-2032, 5.99%, 08/16/32 REACH 2025-1A 1 975 749 0.2 2 000 000
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 1 968 257 0.2 1 980 000
Alterna Funding III B 7.136% 15-MAY-2039, 7.14%, 05/16/39 TAX 2024-1A 1 944 755 0.2 1 929 764
Santander Bank Auto Credit-Linked Notes, Series 2023-B E 8.408% 15-DEC-2033, 8.41%, 12/15/33 SBCLN 2023-B 1 936 449 0.2 1 895 034
RCKT Mortgage Trust 2024-CES8 A1B 5.64082% 25-OCT-2044, 5.64%, 11/25/44 RCKT 2024-CES8 1 934 548 0.2 1 892 957
ACHV ABS Trust 2023-4CP D 8.6% 25-NOV-2030, 8.60%, 11/25/30 ACHV 2023-4CP 1 937 643 0.2 1 894 000
SMRT Commercial Mortgage Trust 2022-MINI F 7.66918% 15-JAN-2039, 7.67%, 01/15/39 SMRT 2022-MINI 1 924 545 0.2 2 025 000
Chase Auto Credit Linked Notes, Series 2021-2 G 8.482% 25-DEC-2028, 8.48%, 12/26/28 CACLN 2021-2 1 923 224 0.2 1 900 000
Hudson's Bay Simon JV Trust 2015-HBS A10 4.1545% 05-AUG-2034, 4.15%, 08/05/34 HBCT 2015-HB10 1 900 644 0.2 1 960 000
COMM 2016-667M A 3.14% 10-OCT-2036, 3.14%, 10/10/36 COMM 1 871 304 0.2 2 120 000
FHF Issuer Trust 2024-2 (First Help Financial) D 7.15% 15-SEP-2031, 7.15%, 09/15/31 FHF 2024-2A 1 865 739 0.2 1 800 000
Connecticut Avenue Securities Trust 2023-R08 1B1 7.90201% 25-OCT-2043, 7.90%, 10/25/43 CAS 2023-R08 1 824 880 0.1 1 730 000
BX Commercial Mortgage Trust 2024-XL5 D 7.00898% 15-MAR-2041, 7.01%, 03/15/41 BX 2024-XL5 1 814 946 0.1 1 815 877
COLT 2025-INV2 Mortgage Loan Trust A3 5.954% 25-FEB-2070, 5.95%, 02/25/70 COLT 2025-INV2 1 816 591 0.1 1 804 017
BXHPP Trust 2021-FILM C 5.534% 15-AUG-2036, 5.53%, 08/15/36 BXHPP 2021-FILM 1 798 866 0.1 1 950 000
Business Jet Securities, Series 2024-1 B 6.924% 15-MAY-2039, 6.92%, 05/15/39 BJETS 2024-1A 1 756 011 0.1 1 714 748
Wells Fargo Commercial Mortgage Trust 2025-VTT E 7.13745% 15-MAR-2038, 7.14%, 03/15/38 WFCM 2025-VTT 1 743 600 0.1 1 735 000
Gracie Point International Funding, Series 2024-1 B 7.03146% 01-MAR-2028, 6.52%, 03/01/28 GPIF 2024-1A 1 734 751 0.1 1 724 000
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 1 727 855 0.1 1 750 000
Brean Asset Backed Securities Trust 2024-RM9|5|09/25/2064, 5.00%, 09/25/64 BABS 2024-RM9 1 717 641 0.1 1 750 000
Ally Bank Auto Credit-Linked Notes, Series 2024-B E 6.678% 15-SEP-2032, 6.68%, 09/15/32 ABCLN 2024-B 1 681 398 0.1 1 673 929
Saluda Grade Alternative Mortgage Trust 2024-RTL5 A1 7.762% 25-APR-2030, 7.76%, 04/25/30 GRADE 2024-RTL5 A1 1 674 874 0.1 1 640 000
CarMax Auto Owner Trust 2024-1 D 6.0% 15-JUL-2030, 6.00%, 07/15/30 CARMX 2024-1 1 660 958 0.1 1 620 000
COMM 2024-WCL1 Mortgage Trust A 6.161% 17-JUN-2041, 6.16%, 06/15/41 COMM 2024-WCL 1 662 600 0.1 1 670 000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.70201% 25-DEC-2041, 6.70%, 12/25/41 STACR 2021-HQA4 1 622 581 0.1 1 600 000
Verus Securitization Trust 2024-7 A1 5.095% 25-SEP-2069, 5.09%, 09/25/69 VERUS 2024-7 1 633 160 0.1 1 610 829
UMBS TBA 30yr 4% April Delivery, 4.00%, 04/14/25 FNCL 1 611 993 0.1 1 738 000
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 1 599 189 0.1 1 596 070
ExteNet Issuer, Series 2024-1 C_241 9.05% 25-JUL-2054, 9.05%, 07/25/54 EXTNT 2024-1A 1 607 958 0.1 1 500 000
Ally Bank Auto Credit-Linked Notes, Series 2024-B F 8.036% 15-SEP-2032, 8.04%, 09/15/32 ABCLN 2024-B 1 605 397 0.1 1 590 233
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 1 575 740 0.1 1 596 717
Hotwire Funding, Series 2024-1 C_2024_1 9.188% 20-JUN-2054, 9.19%, 06/20/54 HWIRE 1 576 871 0.1 1 500 000
Connecticut Avenue Securities Trust 2025-R01 1B1 6.05201% 25-JAN-2045, 6.05%, 01/25/45 CAS 2025-R01 1 555 744 0.1 1 563 039
Tricolor Auto Securitization Trust 2024-1 D 8.61% 15-APR-2028, 8.61%, 04/17/28 TAST 2024-1A 1 549 642 0.1 1 500 000
Arivo Acceptance Auto Loan Receivables Trust 2024-1 B 6.87% 15-JUN-2030, 6.87%, 06/17/30 ARIVO 2024-1A 1 542 127 0.1 1 500 000
Connecticut Avenue Securities Trust 2022-R02 2M2 7.35201% 25-JAN-2042, 7.35%, 01/25/42 CAS 2022-R02 1 537 985 0.1 1 500 000
DC Trust 2024-HLTN C 7.286102% 13-APR-2040, 7.04%, 04/13/40 DC 2024-HLTN 1 534 563 0.1 1 500 000
United Auto Credit Securitization Trust 2024-1 C 7.06% 10-OCT-2029, 7.06%, 10/10/29 UACST 2024-1 1 524 260 0.1 1 500 000
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 1 532 710 0.1 1 500 000
Brex Commercial Charge Card Master Trust Series 2024-1 A2 6.68% 15-JUL-2027, 6.68%, 07/15/27 BREX 2024-1 1 520 754 0.1 1 500 000
JW Commercial Mortgage Trust 2024-MRCO C 6.70923% 15-JUN-2039, 6.71%, 06/15/39 JW 2024-MRCO 1 499 516 0.1 1 500 000
OnDeck Asset Securitization IV, Series 2025-1 C 6.64% 17-APR-2032, 6.64%, 04/19/32 ONDK 2025-1A 1 499 678 0.1 1 500 000
CALI Mortgage Trust 2019-101C B 4.158% 10-MAR-2039, 4.16%, 03/10/39 CALI 1 508 222 0.1 1 700 000
BX Trust 2021-ARIA E 6.6785% 15-OCT-2036, 6.68%, 10/15/36 BX 2021-ARIA 1 498 842 0.1 1 500 000
Foundation Finance Trust 2024-1 D 8.13% 15-DEC-2049, 8.13%, 12/15/49 FFIN 2024-1A 1 486 065 0.1 1 406 067
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 D 8.34598% 20-OCT-2032, 8.34%, 10/20/32 HACLN 2024-2 1 486 658 0.1 1 481 549
RCKT Mortgage Trust 2024-CES6 A1B 5.546% 25-SEP-2044, 5.55%, 09/25/44 RCKT 2024-CES6 1 487 692 0.1 1 453 678
ACHV ABS Trust 2023-1PL (Freed) D 8.47% 18-MAR-2030, 8.47%, 03/18/30 ACHV 2023-1PL 1 476 166 0.1 1 448 074
Saluda Grade Alternative Mortgage Trust 2024-RTL6 A2 8.683% 25-JUL-2030, 8.68%, 07/25/30 GRADE 2024-RTL6 1 476 664 0.1 1 450 000
Rithm Capital Corp. 8.0% 01-APR-2029, 8.00%, 04/01/29 RITM 1 478 768 0.1 1 417 000
TSC SPV Funding, Series 2024-1 (Tropical Smoothie Cafe) A2 6.291% 20-AUG-2054, 6.29%, 08/20/54 TROP 2024-1A 1 478 730 0.1 1 496 250
Herbalife Ltd. 4.25% 15-JUN-2028, 4.25%, 06/15/28 HLF 1 463 559 0.1 1 702 000
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 D 7.85235% 20-MAR-2033, 0.00%, 03/21/33 HACLN 2025-1 1 449 989 0.1 1 450 000
LIFE 2021-BMR Mortgage Trust F 6.784% 15-MAR-2038, 6.78%, 03/15/38 LIFE 2021-BMR 1 437 018 0.1 1 484 000
LHOME Mortgage Trust 2024-RTL3 A2 8.373% 25-MAY-2029, 8.37%, 05/25/29 LHOME 2024-RTL3 1 429 224 0.1 1 400 000
Bayview Opportunity Master Fund VII Trust 2024-CAR1 D 6.40201% 25-DEC-2031, 6.40%, 12/26/31 BVCLN 2024-CAR1 1 404 660 0.1 1 385 009
DBGS 2018-BIOD Mortgage Trust F 6.61501% 15-MAY-2035, 6.62%, 05/15/35 DBGS 2018-BIOD 1 396 376 0.1 1 417 500
RAM 2024-1 A 5.95% 15-FEB-2039, 6.67%, 02/15/39 RAM 2024-1 1 356 304 0.1 1 345 535
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 1 350 504 0.1 1 371 664
BAMLL Re-REMIC Trust 2025-FRR5 EK86 0.0% 27-NOV-2051, 0.00%, 11/27/51 BAMLL 1 340 877 0.1 1 892 604
Garda World Security Corporation 6.0% 01-JUN-2029, 6.00%, 06/01/29 GWCN 1 298 570 0.1 1 333 000
Mission Lane Credit Card Master Trust Series 2023-A 2302_A 7.69% 15-NOV-2028, 7.69%, 11/15/28 MLANE 2023-B 1 301 054 0.1 1 278 000
LHOME Mortgage Trust 2022-RTL3 A1 8.15% 25-NOV-2027, 8.15%, 11/25/27 LHOME 2022-RTL3 1 291 637 0.1 1 282 856
BX Trust 2021-MFM1 E 6.684% 15-JAN-2034, 6.68%, 01/15/34 BX 2021-MFM1 1 279 007 0.1 1 283 520
BX Trust 2024-CNYN C 6.26034% 15-APR-2041, 6.26%, 04/15/41 BX 2024- CNYN 1 267 358 0.1 1 267 924
FIGRE Trust 2024-HE1 C 6.749% 25-MAR-2054, 6.75%, 03/25/54 FIGRE 2024-HE1 1 252 298 0.1 1 220 380
COMM 2024-WCL1 Mortgage Trust D 7.609% 17-JUN-2041, 7.61%, 06/15/41 COMM 2024-WCL1 1 247 367 0.1 1 250 000
COMM 2024-WCL1 Mortgage Trust C 7.209% 17-JUN-2041, 7.21%, 06/15/41 COMM 2024-WCL1 1 245 283 0.1 1 250 000
BAMLL Re-REMIC Trust 2025-FRR5 EK73 0.009926% 27-FEB-2051, 0.01%, 02/27/51 BAMLL 1 245 278 0.1 1 784 783
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA3 B2 10.60201% 25-SEP-2041, 10.60%, 09/25/41 STACR 2021-HQA3 1 231 036 0.1 1 170 000
FHF Trust 2024-1 (First Help Financial) B 6.26% 15-MAR-2030, 6.26%, 03/15/30 FHF 2024-1A 1 220 862 0.1 1 200 000
FHF Issuer Trust 2024-2 (First Help Financial) C 6.43% 15-JUL-2030, 6.43%, 07/15/30 FHF 2024-2A 1 220 540 0.1 1 202 000
LHOME Mortgage Trust 2024-RTL2 A2 8.897% 25-MAR-2029, 8.90%, 03/25/29 LHOME 2024-RTL2 1 203 296 0.1 1 175 000
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 1 201 789 0.1 1 150 000
Foundation Finance Trust 2023-2 D 9.1% 15-JUN-2049, 9.10%, 06/15/49 FFIN 2023-2A 1 197 374 0.1 1 120 000
SREIT Trust 2021-FLWR D 5.809042% 22-JUL-2036, 5.80%, 07/15/36 SREIT 1 193 125 0.1 1 200 000
DROP Mortgage Trust 2021-FILE A 5.584% 15-OCT-2043, 5.58%, 10/15/43 DROP 2021-FILE 1 180 064 0.1 1 250 000
MTN Commercial Mortgage Trust 2022-LPFL D 7.2628% 15-MAR-2039, 7.26%, 03/15/39 MTN 2022-LPFL 1 173 881 0.1 1 175 000
Connecticut Avenue Securities, Series 2021-R02 2B1 7.65201% 25-NOV-2041, 7.65%, 11/25/41 CAS 2021-R02 1 171 382 0.1 1 141 001
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 B1 8.10201% 25-DEC-2041, 8.10%, 12/25/41 STACR 2021-HQA4 1 068 481 0.1 1 035 000
PRPM 2021-11 A1 5.487% 25-NOV-2026, 5.49%, 11/25/26 PRPM 2021-11 1 052 299 0.1 1 043 913
CPC Asset Securitization (Channel Partners Capital) III, Series 2024-1 D 13.45% 15-AUG-2030, 13.45%, 08/15/30 CPCAS 2024-1A 1 036 036 0.1 1 000 000
LIFE 2021-BMR Mortgage Trust E 6.184% 15-MAR-2038, 6.18%, 03/15/38 LIFE 2021-BMR 1 033 429 0.1 1 050 000
OnDeck Asset Securitization IV, Series 2024-1 B 7.15% 17-JUN-2031, 7.15%, 06/17/31 ONDK 1 025 751 0.1 1 000 000
OnDeck Asset Securitization IV, Series 2024-1 C 8.99% 17-JUN-2031, 8.99%, 06/17/31 ONDK 1 031 866 0.1 1 000 000
SBNA Auto Receivables Trust 2024-A E 8.0% 15-APR-2032, 8.00%, 04/15/32 SBAT 2024-A 1 033 293 0.1 1 000 000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 B1 8.00201% 25-NOV-2041, 8.00%, 11/25/41 STACR 2021-DNA7 1 036 356 0.1 1 000 000
United Auto Credit Securitization Trust 2024-1 D 8.3% 10-NOV-2029, 8.30%, 11/12/29 UACST 2024-1 1 026 847 0.1 1 000 000
FHF Trust 2024-1 (First Help Financial) C 7.42% 15-MAY-2031, 7.42%, 05/15/31 FHF 2024-1A 1 036 044 0.1 1 000 000
MHC Commercial Mortgage Trust 2021-MHC G 7.635442% 15-APR-2038, 7.63%, 04/15/38 MHC 2021-MHC 1 018 878 0.1 1 020 000
Reach ABS Trust 2024-2 D 8.83% 15-JUL-2031, 8.83%, 07/15/31 REACH 2024-2A 1 016 742 0.1 1 000 000
BX Commercial Mortgage Trust 2024-AIR2 D 7.10945% 15-OCT-2041, 7.11%, 10/15/41 BX 2024-AIR2 1 001 898 0.1 1 000 000
Compass Datacenters Issuer II, Series 2024-1 A2_2401 5.75% 25-FEB-2049, 5.75%, 02/25/49 CMPDC 2024-1A 1 007 595 0.1 1 000 000
Bayview Opportunity Master Fund VII Trust 2024-CAR1 E 7.95201% 25-DEC-2031, 7.95%, 12/26/31 BVCLN 2024-CAR1 1 002 794 0.1 979 497
BX Trust 2024-VLT4 D 6.759232% 15-JUN-2041, 6.76%, 07/15/29 BX 2024-VLT4 993 902 0.1 1 000 000
Towd Point Mortgage Trust 2024-CES2 A1B 6.35% 25-FEB-2064, 6.35%, 02/25/64 TPMT 2024-CES2 986 048 0.1 942 474
FIGRE Trust 2025-HE2|5.775|01/31/2055, 5.78%, 01/31/55 FIGRE 2025-HE2 975 045 0.1 971 000
Connecticut Avenue Securities, Series 2021-R02 2M2 6.35201% 25-NOV-2041, 6.35%, 11/25/41 CAS 2021-R02 951 013 0.1 941 210
PRPM 2024-RPL1 A2 4.294613% 25-DEC-2064, 4.11%, 12/25/64 PRPM 2024-RPL1 953 888 0.1 1 000 000
Finance Of America Structured Securities Trust Series 2024-S1|3.5|02/25/2074, 3.50%, 02/25/74 FASST 2024-S1 913 353 0.1 946 850
Marlette Funding Trust 2023-2 D 7.92% 15-JUN-2033, 7.92%, 06/15/33 MFT 2023-2A 914 384 0.1 900 000
Theorem Funding Trust 2022-3 B 8.95% 15-APR-2029, 8.95%, 04/15/29 THRM 2022-3A 921 540 0.1 900 000
Crockett Partners Equipment Company IIA C 10.16% 20-JAN-2031, 10.16%, 01/20/31 EQS 2024-1C 908 380 0.1 878 788
FIGRE Trust 2024-HE4 C 5.301% 25-SEP-2054, 5.30%, 09/25/54 FIGRE 2024-HE4 904 487 0.1 908 287
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 12.23%, 01/18/33 SBCLN 2024-B 908 965 0.1 900 000
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 8.88%, 01/18/33 SBCLN 2024-B 905 232 0.1 900 000
Crockett Partners Equipment Company IIA B 6.78% 20-JAN-2031, 6.78%, 01/20/31 EQS 2024-1C 895 550 0.1 878 788
RCKT Mortgage Trust 2024-CES1 A1B 6.325% 25-FEB-2044, 6.33%, 02/25/44 RCKT 2024-CES1 869 888 0.1 834 639
BX Trust 2024-BRBK A 7.19882% 15-OCT-2041, 7.20%, 10/15/41 BX 2024-BRBK 858 508 0.1 850 000
BX Trust 2024-BRBK B 8.24578% 15-OCT-2041, 8.24%, 10/15/41 BX 2024-BRBK 854 095 0.1 850 000
Chase Mortgage Reference Notes, Series 2020-CL1 M4 8.78448% 25-OCT-2057, 8.78%, 10/25/57 CHASE 2020-CL1 853 554 0.1 799 570
MKT 2020-525M Mortgage Trust F 3.03862% 12-FEB-2040, 2.94%, 02/12/40 MKT 860 945 0.1 1 541 000
Bayview Opportunity Master Fund VII Trust 2024-EDU1 C 6.15201% 25-JUN-2047, 6.15%, 06/25/47 BVCLN 2024-EDU1 853 437 0.1 852 799
Westgate Resorts 2024-1 C 7.06% 20-JAN-2038, 7.06%, 01/20/38 WESTR 2024-1A 844 271 0.1 829 028
Westgate Resorts 2024-1 D 9.26% 20-JAN-2038, 9.26%, 01/20/38 WESTR 2024-1A 844 593 0.1 829 028
Angel Oak Mortgage Trust 2025-2 A3 5.941% 25-FEB-2070, 5.94%, 02/25/70 AOMT 2025-2 827 884 0.1 820 000
AMC Networks Inc. 10.25% 15-JAN-2029, 10.25%, 01/15/29 AMCX 809 315 0.1 755 000
NetCredit Combined Receivables 2024 A 7.43% 20-OCT-2030, 7.43%, 10/21/30 ENVA 2024-A 796 608 0.1 791 204
Hudson's Bay Simon JV Trust 2015-HBS C10 5.628567% 05-AUG-2034, 5.45%, 08/05/34 HBCT 2015-HB10 800 404 0.1 859 000
Connectict Ave Sec Tr 2024-R03 25-MAR-2044, 6.30%, 03/25/44 CAS 2024-R03 794 635 0.1 788 000
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 D 9.59598% 20-MAY-2032, 9.59%, 05/20/32 HACLN 2024-1 779 469 0.1 759 648
Towd Point Mortgage Trust 2024-CES1 A1B 6.049% 25-JAN-2064, 6.05%, 01/25/64 TPMT 2024-CES1 783 538 0.1 756 061
Exeter Automobile Receivables Trust 2024-1 E 7.89% 15-AUG-2031, 7.89%, 08/15/31 EART 2024-1A 774 260 0.1 750 000
Sierra Timeshare 2024-3 Receivables Funding D 6.93% 20-JUN-2041, 6.93%, 08/20/41 SRFC 2024-3A 764 636 0.1 777 938
Prosper Marketplace Issuance Trust, Series 2024-1 C 6.96% 15-AUG-2029, 6.96%, 08/15/29 PMIT 761 676 0.1 750 000
CENT Trust 2023-CITY B 7.46918% 15-SEP-2038, 7.46%, 09/15/38 CENT 2023-CITY 750 562 0.1 750 000
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90201% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 734 929 0.1 730 488
Ally Bank Auto Credit-Linked Notes, Series 2024-A F 9.892% 15-MAY-2032, 9.89%, 05/17/32 ABCLN 2024-A 715 340 0.1 697 769
Cyrusone Data Centers Issuer I, Series 2024-1 A2_2401 4.76% 20-MAR-2049, 4.76%, 03/22/49 CYRUS 2024-1A 718 177 0.1 735 000
Marlette Funding Trust 2023-1 D 8.15% 15-APR-2033, 8.15%, 04/15/33 MFT 2023-1A 719 430 0.1 700 000
Affirm Asset Securitization Trust 2024-A D_1 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 704 869 0.1 700 000
Teva Pharmaceutical Industries Limited Sponsored ADR TEVA 698 539 0.1 43 173
Great Wolf Trust 2024-WOLF C 6.71018% 15-MAR-2039, 6.71%, 03/15/39 GWT 2024-WOLF 701 796 0.1 700 000
Sierra Timeshare 2024-2 Receivables Funding D 7.48% 20-JUN-2041, 7.48%, 06/20/41 SRFC 2024-2A 670 387 0.1 664 561
Saluda Grade Alternative Mortgage Trust 2023-FIG3 C 8.948% 25-AUG-2053, 8.95%, 08/25/53 GRADE 658 247 0.1 633 704
BX Commercial Mortgage Trust 2024-GPA3 C 6.21098% 15-DEC-2039, 6.21%, 12/15/39 BX 2024-GPA3 641 531 0.1 642 334
Gracie Point International Funding, Series 2024-1 D 12.08146% 01-MAR-2028, 11.57%, 03/01/28 GPIF 2024-1A D 604 689 0.0 600 000
Rain City Mortgage Trust 2024-RTL1 A2 8.021% 25-SEP-2029, 8.02%, 11/25/29 RCITY 2024-RTL1 566 056 0.0 560 000
New Economy Assets - Phase 1 Issuer, Series 2021-1 A1_2021_1 1.91% 20-OCT-2061, 1.91%, 10/20/61 USRE 2021-1 573 316 0.0 615 000
Ally Bank Auto Credit-Linked Notes, Series 2024-A E 7.917% 15-MAY-2032, 7.92%, 05/17/32 ABCLN 2024-A 558 042 0.0 547 749
Angel Oak Mortgage Trust 2025-2 A2 5.789% 25-FEB-2070, 5.79%, 02/25/70 AOMT 2025-2 556 850 0.0 550 000
BX Trust 2022-FOX2 E 7.27835% 15-APR-2039, 7.28%, 04/15/39 BX 2022-FOX2 558 752 0.0 563 956
Mello Warehouse Securitization Trust 2024-1 F 9.57% 25-OCT-2057, 9.57%, 10/25/57 MWST 2024-1 546 572 0.0 542 000
Marlette Funding Trust 2023-4 B 8.15% 15-DEC-2033, 8.15%, 12/15/33 MFT 2023-4A 520 532 0.0 500 000
Upstart Securitization Trust 2023-3 B 8.25% 20-OCT-2033, 8.25%, 10/20/33 UPST 2023-3 516 429 0.0 500 000
TYSN 2023-CRNR Mortgage Trust A 6.79907% 10-DEC-2038, 6.58%, 12/10/33 TYSN 2023-CRNR 524 551 0.0 500 000
Connecticut Avenue Securities Trust 2024-R01 1M2 6.15201% 25-JAN-2044, 6.15%, 01/25/44 CAS 2024-R01 523 250 0.0 520 000
Luxury Lease Partners Auto Lease Trust 2024-4 A 7.292% 15-JAN-2030, 7.29%, 07/15/30 LLP 2024-4 518 930 0.0 514 440
FIGRE Trust 2024-HE3 A 5.937% 25-JUL-2054, 5.94%, 07/25/54 FIGRE 2024-HE3 523 701 0.0 516 165
Blue Bridge Funding 2023-1 C 9.5% 15-NOV-2030, 9.50%, 11/15/30 BBEF 2023-1A 523 129 0.0 546 000
WB Commercial Mortgage Trust 2024-HQ D 8.277827% 16-MAR-2040, 7.48%, 03/15/40 WB 2024-HQ 506 944 0.0 500 000
Tricolor Auto Securitization Trust 2024-1 C 6.99% 15-JAN-2028, 6.99%, 01/18/28 TAST 2024-1A 507 270 0.0 500 000
Prosper Marketplace Issuance Trust, Series 2023-1 B 7.48% 15-JUL-2029, 7.48%, 07/16/29 PMIT 2023-1A 503 156 0.0 500 000
Lendbuzz Securitization Trust 2024-1 B 6.58% 15-SEP-2029, 6.58%, 09/15/29 LBZZ 2024-1A 510 769 0.0 500 000
LAD Auto Receivables Trust 2024-1 D 6.15% 15-JUN-2031, 6.15%, 06/16/31 LADAR 2024-1A 507 003 0.0 500 000
BX Commercial Mortgage Trust 2023-VLT3 C 7.75718% 15-NOV-2042, 7.76%, 11/15/28 BX 2023-VLT3 505 442 0.0 500 000
Gracie Point International Funding, Series 2024-1 C 8.43146% 01-MAR-2028, 7.92%, 03/01/28 GPIF 2024-1A 504 125 0.0 500 000
Bridgecrest Lending Auto Securitization Trust 2024-1 D 6.03% 15-NOV-2029, 6.03%, 11/15/29 BLAST 2024-1 508 357 0.0 500 000
Bayview Opportunity Master Fund VII Trust 2024-SN1 D 6.36% 15-JUL-2029, 6.36%, 07/16/29 BVABS 2024-SN1A 511 804 0.0 500 000
Affirm Asset Securitization Trust 2024-A D_2 6.89% 15-FEB-2029, 6.89%, 02/15/29 AFFRM 2024-A 503 478 0.0 500 000
Affirm Asset Securitization Trust 2024-A C_1 6.16% 15-FEB-2029, 6.16%, 02/15/29 AFFRM 2024-A 504 138 0.0 500 000
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) B 6.49% 17-APR-2035, 6.49%, 04/17/35 BHG 2024-1A 508 874 0.0 500 000
Ally Auto Receivables Trust 2024-1 D 5.8% 15-FEB-2032, 5.80%, 02/16/32 ALLYA 2024-1 505 472 0.0 500 000
Amur Equipment Finance Receivables XIV, Series 2024-2 E 8.88% 20-OCT-2032, 8.88%, 10/20/32 AXIS 2024-2A 508 154 0.0 500 000
Exeter Automobile Receivables Trust 2024-1 D 5.84% 15-JUN-2030, 5.84%, 06/17/30 EART 2024-1A 502 587 0.0 500 000
ILPT Commercial Mortgage Trust 2022-LPF2 E 10.25918% 15-OCT-2039, 10.25%, 10/15/39 ILPT 2022-LPF2 493 070 0.0 500 000
U.S. Bank Auto Credit Linked Notes, Series 2023-1 B 6.789% 25-AUG-2032, 6.79%, 08/25/32 USCLN 2023-1 481 382 0.0 472 579
Post Road Equipment Finance 2024-1 E 8.5% 15-OCT-2031, 8.50%, 12/15/31 PREF 2024-1A 465 396 0.0 450 000
PRPM 2024-1 A1 6.959% 25-FEB-2029, 6.96%, 02/25/29 PRPM 2024-1 446 332 0.0 440 752
RAM 2024-1 B 7.785% 15-FEB-2039, 7.79%, 02/15/39 RAM 2024-1 445 079 0.0 441 959
Chase Mortgage Reference Notes, Series 2020-CL1 M3 7.78448% 25-OCT-2057, 7.78%, 10/25/57 CHASE 2020-CL1 430 132 0.0 408 980
Extended Stay America Trust 2021-ESH E 7.284% 15-JUL-2038, 7.28%, 07/15/38 ESA 2021-ESH 432 900 0.0 433 075
Bayview Opportunity Master Fund VII Trust 2024-EDU1 D 7.10201% 25-JUN-2047, 7.10%, 06/25/47 BVCLN 2024-EDU1 439 196 0.0 426 400
Celanese Corporation CE 426 125 0.0 7 169
Gls Auto Select Receivables Trust 2023-1 7.93% 15-JUL-2030, 7.93%, 07/15/30 GSAR 2023-1A 423 568 0.0 400 000
Ally Bank Auto Credit-Linked Notes, Series 2024-A G 12.748% 15-MAY-2032, 12.75%, 05/17/32 ABCLN 2024-A 426 740 0.0 418 662
Hudson's Bay Simon JV Trust 2015-HBS C7 5.330967% 05-AUG-2034, 5.17%, 08/05/34 HBCT 2015-HB7 405 722 0.0 410 000
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 414 685 0.0 458 664
Post Road Equipment Finance 2024-1 D 6.77% 15-OCT-2031, 6.77%, 10/15/30 PREF 2024-1A 412 262 0.0 400 000
RCKT Mortgage Trust 2023-CES1 A1A 6.515% 25-JUN-2043, 6.51%, 06/25/43 RCKT 408 480 0.0 390 838
Connecticut Avenue Securities Trust 2023-R06 1B1 8.25201% 25-JUL-2043, 8.25%, 07/25/43 CAS 2023-R06 395 413 0.0 375 000
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M2 6.30201% 25-FEB-2044, 6.30%, 02/25/44 STACR 2024-DNA1 385 653 0.0 382 632
Santander Bank Auto Credit-Linked Notes, Series 2023-B D 6.663% 15-DEC-2033, 6.66%, 12/15/33 SBCLN 2023-B 384 457 0.0 379 007
Amur Equipment Finance Receivables XIII, Series 2024-1 E 9.66% 20-APR-2032, 9.66%, 04/20/32 AXIS 2024-1A E 380 894 0.0 375 000
BAMLL Re-REMIC Trust 2024-FRR4 E 1.23677% 27-NOV-2048, 1.26%, 11/27/48 BAMLL 378 808 0.0 400 000
BAMLL Re-REMIC Trust 2024-FRR4 F 1.160551% 27-JAN-2026, 1.18%, 11/27/48 BAMLL 375 666 0.0 400 119
Golden Pear Securitization, Series 2024-1 A 6.95% 15-FEB-2036, 6.95%, 02/15/36 PEAR 2024-1 375 771 0.0 335 863
Franco-Nevada Corporation FNV 358 816 0.0 2 299
Worldwide Plaza Trust 2017-WWP A 3.5263% 10-NOV-2036, 3.53%, 11/10/36 WPT 356 999 0.0 528 000
BRAVO Residential Funding Trust 2023-NQM3 A3 4.85% 25-SEP-2062, 4.85%, 09/25/62 BRAVO 2023-NQM3 338 168 0.0 341 578
Connecticut Avenue Securities Trust 2024-R02 1M2 6.15201% 25-FEB-2044, 6.15%, 02/25/44 CAS 2024-R02 333 698 0.0 331 138
Dext ABS 2023-2 D 8.3% 15-MAY-2034, 8.30%, 05/15/34 DEXT 2023-2 320 831 0.0 300 000
LHOME Mortgage Trust 2024-RTL2 A1 7.128% 25-MAR-2029, 7.13%, 03/25/29 LHOME 327 419 0.0 321 901
Surgery Center Holdings, Inc. 7.25% 15-APR-2032, 7.25%, 04/15/32 SURCEN 320 940 0.0 310 000
Churchill Downs Incorporated CHDN 306 502 0.0 2 695
Chase Mortgage Reference Notes, Series 2021-CL1 M3 5.90201% 25-FEB-2050, 5.90%, 02/25/50 CHASE 2021-CL1 307 423 0.0 314 095
BX Commercial Mortgage Trust 2024-MF C 6.26008% 15-FEB-2039, 6.26%, 02/15/39 BX 2024-MF 310 170 0.0 309 909
Luxury Lease Partners Auto Lease Trust 2024-4 B 10.491% 15-JAN-2030, 10.49%, 07/15/30 LLP 2024-4 302 656 0.0 300 000
Libra Solutions 2023-1 A 7.0% 15-FEB-2035, 7.00%, 02/15/35 OASIS 2023-1A 298 990 0.0 298 236
BHG Securitization Trust 2024-1CON (Bankers Healthcare Group) A 5.81% 17-APR-2035, 5.81%, 04/17/35 BHG 2024-1A 290 735 0.0 267 763
Readycap Lending Small Business Loan Trust 2023-3 A 7.57% 25-APR-2048, 7.57%, 04/25/48 RCLT 287 871 0.0 283 284
Reach ABS Trust 2024-2 A 5.88% 15-JUL-2031, 5.88%, 07/15/31 REACH 2024-2A 286 695 0.0 284 817
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 257 285 0.0 250 000
Santander US Capital Markets LLC 18-JAN-2033, 6.80%, 01/18/33 SBCLN 2024-B 250 969 0.0 250 000
Pawnee Equipment Receivables, Series 2022-1 D 7.23% 15-SEP-2029, 7.23%, 07/17/28 PWNE 2022-1 246 037 0.0 250 000
FIGRE Trust 2024-HE4 B 5.252% 25-SEP-2054, 5.25%, 09/25/54 FIGRE 2024-HE4 252 648 0.0 253 475
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 245 036 0.0 250 000
Affirm Asset Securitization Trust 2023-X1 C 8.25% 15-NOV-2028, 8.25%, 11/15/28 AFFRM 2023-X1 252 800 0.0 250 000
Affirm Asset Securitization Trust 2023-X1 B 7.77% 15-NOV-2028, 7.77%, 11/15/28 AFFRM 2023-X1 246 269 0.0 244 814
Affirm Asset Securitization Trust 2023-B C 7.81% 15-SEP-2028, 7.81%, 09/15/28 AFFRM 2023-B 253 255 0.0 250 000
Affirm Asset Securitization Trust 2023-B D 8.78% 15-SEP-2028, 8.78%, 09/15/28 AFFRM 2023-B 253 784 0.0 250 000
BXHPP Trust 2021-FILM B 5.334% 15-AUG-2036, 5.33%, 08/15/36 BXHPP 2021-FILM 234 577 0.0 250 000
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 221 976 0.0 218 750
Cyrusone Data Centers Issuer I, Series 2023-1 B_2301 5.45% 20-APR-2048, 5.45%, 04/20/48 CYRUS 2023-1A 223 794 0.0 223 671
Santander Consumer Auto Receivables Trust 2021-C C 2.97% 15-OCT-2028, 2.97%, 06/15/28 SCART 2021.TO 226 238 0.0 228 376
Blue Bridge Funding 2023-1 B 9.48% 15-NOV-2030, 9.48%, 11/15/30 BBEF 2023-1A 203 777 0.0 200 000
BX Trust 2022-FOX2 D 6.43015% 15-APR-2039, 6.43%, 04/15/39 BX 2022-FOX2 196 601 0.0 198 576
Auxilior Term Funding 2023-1 E 10.97% 15-DEC-2032, 10.97%, 12/15/32 XCAP 2023-1A 203 137 0.0 200 000
DBGS 2018-BIOD Mortgage Trust D 5.91501% 15-MAY-2035, 5.92%, 05/15/35 DBGS 2018-BIOD 185 464 0.0 187 500
Commonbond Student Loan Trust 2021-A-GS B 1.4% 25-MAR-2052, 1.40%, 03/25/52 CBSLT 2021-AGS 168 047 0.0 216 824
BX Commercial Mortgage Trust 2021-VINO D 5.78633% 15-MAY-2038, 5.79%, 05/15/38 BX 2021-VINO 174 437 0.0 175 000
Westgate Resorts 2023-1 D 10.14% 20-DEC-2037, 10.14%, 12/20/37 WESTR 2023-1A 159 267 0.0 155 390
Commonbond Student Loan Trust 2017-A-GS B 3.47% 25-MAY-2041, 3.47%, 05/25/41 CBSLT 2017-AGS 154 115 0.0 172 925
Cyrusone Data Centers Issuer I, Series 2023-2 A2_2302 5.56% 20-NOV-2048, 5.56%, 11/20/48 CYRUS 2023-2A 150 280 0.0 150 000
Hudson's Bay Simon JV Trust 2015-HBS B7 4.6662% 05-AUG-2034, 4.67%, 08/05/34 HBCT 2015-HB7 139 103 0.0 140 000
Angel Oak Mortgage Trust 2024-3 A3 4.8% 25-NOV-2068, 4.80%, 11/26/68 AOMT 2024-3 120 845 0.0 123 875
U.S. Bank Auto Credit Linked Notes, Series 2023-1 C 9.785% 25-AUG-2032, 9.79%, 08/25/32 USCLN 2023-1 121 941 0.0 118 145
Westgate Resorts 2022-1 D 3.838% 20-AUG-2036, 3.84%, 08/20/36 WESTR 2022-1A 121 766 0.0 115 785
Ginnie Mae REMIC Trust 2005-065 FA 4.57628% 20-AUG-2035, 4.58%, 08/20/35 GNR 2005-65 112 249 0.0 114 298
Hudson's Bay Simon JV Trust 2015-HBS A7 3.9141% 05-AUG-2034, 3.91%, 08/05/34 HBCT 2015-HB7 104 639 0.0 105 365
Upstart Securitization Trust 2021-1 C 4.06% 20-MAR-2031, 4.06%, 03/20/31 UPST 2021-1 105 035 0.0 105 269
Santander Bank Auto Credit-Linked Notes, Series 2023-A E 10.068% 15-JUN-2033, 10.07%, 06/15/33 SBCLN 2023-A 96 725 0.0 95 145
Commonbond Student Loan Trust 2018-C-GS B 4.25% 25-FEB-2046, 4.25%, 02/25/46 CBSLT 2018-CGS 104 508 0.0 108 199
FREED ABS Trust 2022-1FP D 3.35% 18-NOV-2028, 3.35%, 03/19/29 FREED 2022-1FP 99 042 0.0 99 586
Commonbond Student Loan Trust 2016-A B 4.0% 25-MAY-2040, 4.00%, 05/25/40 CBSLT 2016-A 99 255 0.0 103 500
Commonbond Student Loan Trust 2016-B B 4.0% 25-OCT-2040, 4.00%, 10/25/40 CBSLT 2016-B 98 721 0.0 106 143
ACHV ABS Trust 2024-1PL C 6.42% 25-APR-2031, 6.42%, 04/25/31 ACHV 2024-1PL 70 811 0.0 69 993
Commonbond Student Loan Trust 2018-B-GS C 4.12% 25-SEP-2045, 4.12%, 09/25/45 CBSLT 2018-BGS 77 283 0.0 84 418
Janus Henderson AAA CLO ETF 07/24/25 JAAA -79 787 0.0 181 335
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 6.00201% 25-JAN-2034, 6.00%, 01/25/34 STACR 2021-DNA5 80 212 0.0 79 713
Janus Henderson AAA CLO ETF 07/24/25 -50 820 0.0 154 000
Janus Henderson AAA CLO ETF 07/24/25 JAAA -53 217 0.0 120 948
Santander Bank Auto Credit-Linked Notes, Series 2022-A B 5.281% 15-MAY-2032, 5.28%, 05/15/32 SBCLN 2022-A 37 180 0.0 37 129
U.S. Auto Funding 2022-1 A 3.98% 15-APR-2025, 3.98%, 04/15/25 USAUT 2022-1A 34 390 0.0 34 662
AMCR ABS Trust 2023-1 A 7.66% 18-JAN-2031, 7.66%, 01/21/31 AMCR 2023-1A 32 257 0.0 8 970
BAMLL Re-REMIC Trust 2024-FRR2 C 1.236787% 27-JUL-2050, 1.24%, 07/27/50 BAMLL 2024-FRR2 1 398 0.0 0
BAMLL Re-REMIC Trust 2024-FRR2 D 1.236787% 27-JUL-2050, 1.24%, 07/27/50 BAMLL 2024-FRR2 1 657 0.0 0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 0 0.0 1 112
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 0 0.0 125
3 MONTH SOFR FUT Jun26 JUN 26 SFRM6 0 0.0 125
3 MONTH SOFR FUT Sep26 SEP 26 SFRU6 0 0.0 125
Three-Month SOFR Futures DEC 25 SFRZ5 0 0.0 125
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 0 0.0 600
US 10YR NOTE (CBT)Jun25 JUN 25 TYM5 0 0.0 -141
US 10yr Ultra Fut Jun25 JUN 25 UXYM5 0 0.0 -155