DIAMOND HILL SHORT DURATION SECURITIZED BOND

Fund Profile

Fund profile

Tickers

DHEAX, DHEIX, DHEYX

Fund manager

Diamond Hill All Cap Select Fund

Total assets

$3.00 bn

Liabilities

$101.19 mm

Net assets

$2.90 bn

Number of holdings

505.00

Top 200 of 505 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
State Street Institutional US Government Money Market Fund, Premier Class	272.31 mm	272.31 mm shares	9.39	Short-term investment vehicle	Long	USA
State Street Navigator Securities Lending Portfolio I	58.70 mm	58.70 mm shares	2.02	Short-term investment vehicle	Long	USA
Multifamily Structured Credit Risk Series 2021-MN2, Class M2	37.37 mm	39.25 mm principal	1.29	ABS-other	Long	USA
Homeward Opportunities Funding Trust Series 2024-RTL1, Class A1	36.51 mm	36.00 mm principal	1.26	ABS-other	Long	USA
Firstkey Homes Trust Series 2020-SFR1, Class A	33.99 mm	34.96 mm principal	1.17	ABS-other	Long	USA
LHOME Mortgage Trust Series 2024-RTL3, Class A2	26.51 mm	26.00 mm principal	0.91	ABS-other	Long	USA
Freedom Financial Series 2022-4FP, Class D	25.82 mm	25.42 mm principal	0.89	ABS-other	Long	USA
LHOME Mortgage Trust Series 2024-RTL2, Class A1	25.49 mm	25.00 mm principal	0.88	ABS-other	Long	USA
U.S. Treasury Notes 2.250%, Due 10/31/2024	24.95 mm	25.00 mm principal	0.86	Debt	Long	USA
Remic Funding Trust Series 2024-2, Class A1	23.96 mm	23.96 mm principal	0.83	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB14, Class A	22.49 mm	23.43 mm principal	0.78	ABS-other	Long	USA
Kapitus Asset Securitization LLC Series 2022-2A, Class A	21.53 mm	21.76 mm principal	0.74	Debt	Long	USA
Cherry Securitization Trust Series 2024-1A, Class A	21.25 mm	21.25 mm principal	0.73	ABS-other	Long	USA
Government National Mortgage Association Series 2023-112, Class ET	21.20 mm	19.65 mm principal	0.73	ABS-other	Long	USA
Progress Residential Trust Series 2024-SFR5, Class E1	20.25 mm	22.68 mm principal	0.70	ABS-other	Long	USA
Homeward Opportunities Funding Trust Series 2024-RRTL2, Class A1	20.13 mm	20.00 mm principal	0.69	ABS-other	Long	USA
U.S. Treasury Notes 3.75%, Due 08/31/2026	20.03 mm	20.00 mm principal	0.69	Debt	Long	USA
Vista Point Securitization Trust Series 2024-CES2, Class A1	20.01 mm	20.00 mm principal	0.69	ABS-other	Long	USA
Drop Mortgage Trust Series 2021-FILE, Class B	19.88 mm	22.00 mm principal	0.69	ABS-other	Long	USA
Firstkey Homes Trust Series 2020-SFR2, Class A	19.44 mm	20.09 mm principal	0.67	ABS-other	Long	USA
AMSR Trust Series 2024-SFR1, Class D	19.06 mm	20.00 mm principal	0.66	ABS-other	Long	USA
BX Trust Series 2024-AIRC, Class D	19.02 mm	19.00 mm principal	0.66	ABS-other	Long	USA
Newtek Alternative Loan Program Series 2024-1, Class A	18.82 mm	18.50 mm principal	0.65	Debt	Long	USA
FontaineBleau Miami Beach Trust Series 2019-FBLU, Class A	17.09 mm	17.25 mm principal	0.59	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Series 2021-MN3, Class M1	17.08 mm	17.13 mm principal	0.59	ABS-other	Long	USA
Oportun Funding LLC Series 2021-C, Class A	16.98 mm	17.50 mm principal	0.59	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB13, Class A	16.60 mm	17.30 mm principal	0.57	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust Series 2024-2A, Class D	16.27 mm	16.00 mm principal	0.56	ABS-other	Long	USA
Woodward Capital Management Series 24-CES3 Class A1A	16.24 mm	15.96 mm principal	0.56	ABS-other	Long	USA
TVC Mortgage Trust Series 2024-RRTL1, Class A1	16.06 mm	16.00 mm principal	0.55	ABS-other	Long	USA
GCAT Series 2023-NQM4, Class A1	15.90 mm	16.31 mm principal	0.55	ABS-other	Long	USA
Multifamily Connecticut Avenue Series 2024-01, Class M7	15.85 mm	15.64 mm principal	0.55	ABS-other	Long	USA
Continental Credit Card LLC Series 2021-A, Class D	15.51 mm	16.21 mm principal	0.53	ABS-other	Long	USA
TVC Mortgage Trust Series 2023-RTL1, Class A2	15.51 mm	15.00 mm principal	0.53	ABS-other	Long	USA
U.S. Treasury Notes 3.625%, Due 05/15/2026	14.98 mm	15.00 mm principal	0.52	Debt	Long	USA
U.S. Treasury Notes 2.25%, Due 11/15/2024	14.95 mm	15.00 mm principal	0.52	Debt	Long	USA
BX Trust Series 2024-BIO2, Class D	14.85 mm	14.75 mm principal	0.51	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Series 2021-MN2, Class M1	14.52 mm	15.30 mm principal	0.50	ABS-other	Long	USA
Multi Family Connecticut Ave Series 2020-01, Class CE	14.38 mm	14.06 mm principal	0.50	ABS-other	Long	USA
Unlock HEA Trust Series 24-2 Class A	14.25 mm	14.30 mm principal	0.49	ABS-other	Long	USA
AMSR Trust Series 2024-SFR1, Class A	13.88 mm	14.00 mm principal	0.48	ABS-other	Long	USA
Progress Residential Trust Series 2024-SFR4, Class D	13.69 mm	15.00 mm principal	0.47	ABS-other	Long	USA
Life Financial Services Trust Series 2022-BMR2, Class A1	13.62 mm	14.00 mm principal	0.47	ABS-other	Long	USA
Research-Drive Pagaya Motor Asset Trust I Series 2024-1A, Class A	13.53 mm	13.38 mm principal	0.47	ABS-other	Long	USA
FMC GMSR Issuer Trust Series 2021-GT2	13.45 mm	14.28 mm principal	0.46	ABS-other	Long	USA
First Help Financial LLC Series 2023-1A, Class C	13.39 mm	12.91 mm principal	0.46	ABS-other	Long	USA
Freedom Financial Series 2022-3FP, Class D	13.18 mm	13.03 mm principal	0.45	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Series 2021-MN3, Class B1	13.12 mm	13.50 mm principal	0.45	ABS-other	Long	USA
Arbor Realty Collateralized Loan Series 2022-FL2, Class A	12.91 mm	12.91 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	USA
Oportun Funding LLC Series 2021-C, Class B	12.61 mm	13.00 mm principal	0.43	ABS-other	Long	USA
Oportun Funding LLC Series 2024-1A, Class D	12.51 mm	12.25 mm principal	0.43	ABS-other	Long	USA
Pagaya AI Debt Selection Trust Series 24-2 Class B	12.13 mm	11.99 mm principal	0.42	ABS-other	Long	USA
Unlock HEA Trust Series 24-1 Class A	12.05 mm	12.00 mm principal	0.42	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB13, Class M4	11.76 mm	15.00 mm principal	0.41	ABS-other	Long	USA
Brean Asset Backed Securities Series 2024-RM8, Class A1	11.72 mm	12.29 mm principal	0.40	ABS-other	Long	USA
US Treasury Inflation-Protected Note 0.125%, Due 04/15/2026	11.66 mm	11.99 mm principal	0.40	Debt	Long	USA
Mercury Financial Credit Card Master Trust Series 2024-2A, Class C	11.20 mm	11.00 mm principal	0.39	ABS-other	Long	USA
Progress Residential Trust Series 2024-SFR4, Class E1	11.14 mm	12.50 mm principal	0.38	ABS-other	Long	USA
Mission Lane Credit Card Master Trust Series 2024-A, Class C	11.11 mm	11.00 mm principal	0.38	ABS-other	Long	USA
SPS Servicer Advance Receivables Series 2020-T2, Class A	10.91 mm	11.30 mm principal	0.38	ABS-other	Long	USA
Progress Residential Trust Series 2024-SFR3, Class D	10.61 mm	11.50 mm principal	0.37	ABS-other	Long	USA
First Help Financial LLC Series 21-2A Class A	10.56 mm	10.90 mm principal	0.36	ABS-other	Long	USA
Government National Mortgage Association Pool MA9367	10.26 mm	9.62 mm principal	0.35	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing LLC Series 2023-4A, Class D	10.24 mm	10.00 mm principal	0.35	ABS-other	Long	USA
Federal National Mortgage Association Series 2013-97, Class ZB	10.21 mm	10.40 mm principal	0.35	ABS-other	Long	USA
Mercury Financial LLC Series 23-1A Class D	10.13 mm	10.00 mm principal	0.35	ABS-other	Long	USA
Avant Credit Card Master Trust Series 2024-1A, Class E	10.05 mm	10.00 mm principal	0.35	ABS-other	Long	USA
MF1 Multifamily Housing Mortgage Trust Series 2022-FL10, Class AS	10.03 mm	10.00 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	USA
U.S. Treasury Notes 0.625%, Due 10/15/2024	9.98 mm	10.00 mm principal	0.34	Debt	Long	USA
U.S. Treasury Notes 3.875%, Due 03/31/2025	9.98 mm	10.00 mm principal	0.34	Debt	Long	USA
Merchants Fleet Funding LLC Series 2023-1A, Class E	9.96 mm	9.64 mm principal	0.34	ABS-other	Long	USA
U.S. Treasury Notes 1.125%, Due 01/15/2025	9.90 mm	10.00 mm principal	0.34	Debt	Long	USA
FontaineBleau Miami Beach Trust Series 2019-FBLU, Class B	9.90 mm	10.00 mm principal	0.34	ABS-other	Long	USA
KKR Financial Management Series 21-FL2 Class A	9.90 mm	9.98 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	USA
U.S. Treasury Notes 1.625%, Due 02/15/2026	9.71 mm	10.00 mm principal	0.33	Debt	Long	USA
Brean Asset Backed Securities Trust Series 2024-RM9, Class A1	9.71 mm	9.90 mm principal	0.33	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Pool FR QG9458	9.64 mm	9.21 mm principal	0.33	ABS-mortgage backed security	Long	USA
HERA Commerical Mortgage Ltd. Series 2021-FL1, Class C	9.63 mm	10.00 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	USA
Mosaic Solar Loans LLC Series 2023-2A, Class C	9.56 mm	11.00 mm principal	0.33	ABS-other	Long	USA
Government National Mortgage Association Series 2024-20, Class KV	9.55 mm	9.18 mm principal	0.33	ABS-other	Long	USA
Hertz Vehicle Financing LLC Series 2022-5A, Class D	9.53 mm	10.00 mm principal	0.33	ABS-other	Long	USA
AMCR ABS Trust Series 2023-1A, Class B	9.44 mm	9.23 mm principal	0.33	ABS-other	Long	USA
Government National Mortgage Association Series 2023-81, Class MV	9.40 mm	9.19 mm principal	0.32	ABS-other	Long	USA
FMC GMSR Issue Trust Series 2021-GT1, Class A	9.26 mm	9.90 mm principal	0.32	ABS-other	Long	USA
CPF IV, LLC Series 2023-1A, Class A	9.20 mm	9.05 mm principal	0.32	ABS-other	Long	USA
MCR Mortgage Trust Series 2024-TWA, Class D	9.19 mm	9.00 mm principal	0.32	ABS-other	Long	USA
Hertz Vehicle Financing LLC Series 2024-1A, Class C	9.17 mm	9.00 mm principal	0.32	ABS-other	Long	USA
Credibility Asset Securitization Series 2024-1A, Class A	9.17 mm	9.00 mm principal	0.32	Debt	Long	USA
MultiFamily Structured Credit Series 22-MN4, Class M1	9.09 mm	8.85 mm principal	0.31	ABS-other	Long	USA
Purchasing Power Funding Series 2024-A, Class C	9.00 mm	8.82 mm principal	0.31	ABS-other	Long	USA
FOR A Financial Asset Securitization Series 2024-1A, Class E	9.00 mm	8.95 mm principal	0.31	Debt	Long	USA
Oportun Funding LLC Series 22-1, Class C	8.99 mm	9.00 mm principal	0.31	ABS-other	Long	USA
Arivo Acceptance Auto Loan Receivables Trust Series 2024-1A, Class A	8.91 mm	8.84 mm principal	0.31	ABS-other	Long	USA
Government National Mortgage Assocation Series 2023-167, Class VC	8.82 mm	8.50 mm principal	0.30	ABS-other	Long	USA
TVC Mortgage Trust Series 2024-RRTL1, Class M2	8.58 mm	8.75 mm principal	0.30	ABS-other	Long	USA
Oportun Funding LLC Series 2021-B, Class D	8.58 mm	9.03 mm principal	0.30	ABS-other	Long	USA
FMC GMSR Issue Trust Series 2020-GT1, Class A	8.55 mm	8.85 mm principal	0.29	ABS-other	Long	USA
Government National Mortgage Association Series 2023-67, Class AC	8.42 mm	8.15 mm principal	0.29	ABS-other	Long	USA
Home Partners of America Trust Series 2021-2, Class A	8.23 mm	8.71 mm principal	0.28	ABS-other	Long	USA
Ocwen Loan Investment Trust Series 2023-HB1, Class M3	8.22 mm	9.00 mm principal	0.28	ABS-other	Long	USA
LHOME Mortgage Trust Series 2021-RTL3, Class A2	8.17 mm	8.25 mm principal	0.28	ABS-other	Long	USA
BXMT Ltd. Series 2020-FL2 Class A	8.17 mm	8.50 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	USA
Greensky Home Improvement Series 2024-1, Class E	8.11 mm	8.00 mm principal	0.28	ABS-other	Long	USA
Pagaya AI Debt Selection Trust Series 2024-3, Class C	8.10 mm	8.00 mm principal	0.28	ABS-other	Long	USA
Mariner Fianace Issuance Trust Series 2020-AA, Class D	8.07 mm	8.23 mm principal	0.28	ABS-other	Long	USA
Upstart Pass Through Trust Series 2022-ST3, Class A	8.05 mm	8.20 mm principal	0.28	ABS-other	Long	USA
Oportun Funding LLC Series 2024-2, Class D	8.05 mm	8.00 mm principal	0.28	ABS-other	Long	USA
RMF Proprietary Issuance Trust Series 2021-2, Class A	7.94 mm	9.13 mm principal	0.27	ABS-other	Long	USA
LHOME Mortgage Trust Series 22-RTL1 Class M	7.92 mm	7.93 mm principal	0.27	ABS-other	Long	USA
Progress Residential Trust Series 2024-SFR3, Class C	7.91 mm	8.50 mm principal	0.27	ABS-other	Long	USA
Toorak Mortgage Corp. Series 2022-1, Class A2	7.91 mm	8.00 mm principal	0.27	ABS-other	Long	USA
MultiFamily Structured Credit Series 2024-MN8, Class M1	7.80 mm	7.74 mm principal	0.27	ABS-other	Long	USA
HTAP Series 2024-1, Class A	7.79 mm	7.79 mm principal	0.27	ABS-other	Long	USA
ROC Securities Trust Series 2021-RLT1, Class A2	7.72 mm	7.90 mm principal	0.27	ABS-other	Long	USA
Opportunity Funding LLC Series 22-A Class C	7.72 mm	7.60 mm principal	0.27	ABS-other	Long	USA
Stream Innovations Issuer Trust Series 2024-1A, Class A	7.70 mm	7.50 mm principal	0.27	ABS-other	Long	USA
Remic Funding Trust Series 2024-2, Class A2	7.64 mm	7.64 mm principal	0.26	ABS-other	Long	USA
Cherry Securitization Trust Series 2024-1A, Class D	7.50 mm	7.50 mm principal	0.26	ABS-other	Long	USA
MF1 Multifamily Housing Mortgage Loan Trust Series 2024-FL15, Class C	7.48 mm	7.50 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Finance of America HECM Buyout Trust Series 2022-HB1, Class M5	7.43 mm	8.00 mm principal	0.26	ABS-other	Long	USA
MF1 Multifamily Housing Mortgage Loan Trust Series 2021-FL6, Class C	7.43 mm	7.65 mm principal	0.26	ABS-collateralized bond/debt obligation	Long	USA
Vista Point Securitization Trust Series 2024-CES1, Class A1	7.41 mm	7.29 mm principal	0.26	ABS-other	Long	USA
Credit Acceptance Auto Loan Trust Series 2023-3A, Class C	7.37 mm	7.00 mm principal	0.25	ABS-other	Long	USA
Genesis Sales Finance Master Series 21-AA Class E	7.37 mm	8.00 mm principal	0.25	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB13, Class M1	7.29 mm	7.85 mm principal	0.25	ABS-other	Long	USA
Greensky Home Improvement Series 2024-1, Class D	7.20 mm	7.00 mm principal	0.25	ABS-other	Long	USA
LHOME Mortgage Trust Series 2024-RTL1, Class A1	7.16 mm	7.05 mm principal	0.25	ABS-other	Long	USA
Homeward Opportunities Fund Series 24-RRTL2 Class A2	7.06 mm	7.00 mm principal	0.24	ABS-other	Long	USA
Mercury Financial LLC Series 23-1A Class A	7.03 mm	7.00 mm principal	0.24	ABS-other	Long	USA
RMF Proprietary Issuance Trust Series 2022-2, Class A	7.03 mm	7.89 mm principal	0.24	ABS-other	Long	USA
Brean Asset Backed Securities Series 2022-RM5, Class A	7.02 mm	7.33 mm principal	0.24	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB14, Class M1	6.98 mm	7.50 mm principal	0.24	ABS-other	Long	USA
Brean Asset Backed Securities Series 2023-RM7, Class A1	6.93 mm	7.22 mm principal	0.24	ABS-other	Long	USA
A10 Securitization Series 2021-D, Class D	6.92 mm	7.55 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	USA
Drop Mortgage Trust Series 2021-FILE, Class A	6.84 mm	7.23 mm principal	0.24	ABS-other	Long	USA
Cascade Funding Mortgage Trust Series 2024-HB14, Class M4	6.81 mm	8.50 mm principal	0.23	ABS-other	Long	USA
CPF IV, LLC Series 2023-1A, Class C	6.80 mm	7.00 mm principal	0.23	ABS-other	Long	USA
Continental Credit Card LLC Series 2021-A, Class C	6.74 mm	6.90 mm principal	0.23	ABS-other	Long	USA
Continental Credit Card LLC Series 2021-A, Class B	6.60 mm	6.70 mm principal	0.23	ABS-other	Long	USA
Bank of America Corp. 2.015%, Due 02/13/2026	6.53 mm	6.60 mm principal	0.23	Debt	Long	USA
Ondeck Asset Securitization Trust Series 2024-2A, Class B	6.50 mm	6.50 mm principal	0.22	Debt	Long	USA
MF1 Multifamily Housing Mortgage Loan Trust Series 2024-FL15, Class D	6.49 mm	6.50 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Government National Mortgage Association Series 2023-81, Class QV	6.44 mm	6.29 mm principal	0.22	ABS-other	Long	USA
ROC Securities Trust Series 2021-RLT1, Class M	6.42 mm	6.75 mm principal	0.22	ABS-other	Long	USA
BX Trust Series 2024-AIRC, Class B	6.41 mm	6.40 mm principal	0.22	ABS-other	Long	USA
BXMT Ltd. Series 2020-FL2, Class D	6.40 mm	8.41 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	USA
Finance of America HECM Buyout Series 2022-HB2, Class M3	6.39 mm	6.50 mm principal	0.22	ABS-other	Long	USA
Point Securitization Trust Series 2024-1, Class A1	6.39 mm	6.37 mm principal	0.22	ABS-other	Long	USA
Federal National Mortgage Association Pool BM7138	6.34 mm	6.87 mm principal	0.22	ABS-mortgage backed security	Long	USA
Progress Residential Trust Series 2024-SFR5, Class E2	6.28 mm	7.04 mm principal	0.22	ABS-other	Long	USA
Continental Credit Card LLC Series 2020-1A, Class C	6.23 mm	6.25 mm principal	0.21	ABS-other	Long	USA
BXMT Ltd. Series 2021-FL4, Class D	6.20 mm	8.25 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Mariner Finance Issuance Trust Series 2024-AA, Class E	6.14 mm	6.00 mm principal	0.21	ABS-other	Long	USA
Tricolor Auto Securitization Trust Series 2024-2A, Class D	6.13 mm	6.00 mm principal	0.21	ABS-other	Long	USA
MF1 Multifamily Housing Mortgage Trust Series 2022-FL10, Class B	6.02 mm	6.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
PFP III Series 2024-11, Class D	6.00 mm	6.00 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	USA
Woodward Capital Management Series 2024-CES5, Class A1A	5.94 mm	5.87 mm principal	0.20	ABS-other	Long	USA
Oportun Funding LLC Series 2021-C, Class D	5.94 mm	6.28 mm principal	0.20	ABS-other	Long	USA
RMF Buyout Issuance Trust Series 2021-HB1, Class M4	5.92 mm	6.35 mm principal	0.20	ABS-other	Long	USA
Tricolor Auto Securitization Trust Series 2024-2A, Class A	5.90 mm	5.85 mm principal	0.20	ABS-other	Long	USA
Home Partners of America Trust Series 2021-2, Class D	5.90 mm	6.25 mm principal	0.20	ABS-other	Long	USA
Merchants Fleet Funding LLC Series 2023-1A, Class D	5.87 mm	5.70 mm principal	0.20	ABS-other	Long	USA
Tricolor Auto Securitization Trust Series 2024-2A, Class B	5.86 mm	5.75 mm principal	0.20	ABS-other	Long	USA
Acre Mortgage Trust Series 2021-FL4, Class D	5.81 mm	6.00 mm principal	0.20	ABS-other	Long	USA
Government National Mortgage Association Pool G2 CM7497	5.76 mm	5.81 mm principal	0.20	ABS-mortgage backed security	Long	USA
BX Trust Series 2021-VOLT, Class C	5.67 mm	5.74 mm principal	0.20	ABS-other	Long	USA
Federal Home Loan Mortgage Corporation Series 2021-MN1	5.66 mm	5.68 mm principal	0.20	ABS-other	Long	USA
ACHV ABS Trust Series 2023-4CP, Class E	5.65 mm	5.50 mm principal	0.19	ABS-other	Long	USA
RFS Asset Securitization II LLC Series 2024-1, Class E	5.65 mm	5.57 mm principal	0.19	ABS-other	Long	USA
Newtek Alternative Loan Program Series 2024-1, Class B	5.64 mm	5.55 mm principal	0.19	Debt	Long	USA
Greensky Home Improvement Series 2024-1, Class C	5.63 mm	5.50 mm principal	0.19	ABS-other	Long	USA
Hertz Vehicle Financing LLC Series 2024-2A, Class D	5.62 mm	5.50 mm principal	0.19	ABS-other	Long	USA
Wells Fargo Mortgage Trust Series 21-SAVE Class E	5.62 mm	5.68 mm principal	0.19	ABS-other	Long	USA
Mission Lane Credit Card Master Series 23-A Class E	5.58 mm	5.50 mm principal	0.19	ABS-other	Long	USA
Mission Lane Credit Card Master Series 23-A Class D	5.58 mm	5.50 mm principal	0.19	ABS-other	Long	USA
Hertz Vehicle Financing LLC Series 2024-2A, Class C	5.52 mm	5.40 mm principal	0.19	ABS-other	Long	USA
Arivo Acceptance Auto Loan Receivables Trust Series 2022-2A, Class C	5.51 mm	5.70 mm principal	0.19	ABS-other	Long	USA
Tricolor Auto Securitization Trust Series 2024-1A, Class A	5.50 mm	5.45 mm principal	0.19	ABS-other	Long	USA
Freedom Mortgage Trust Series 17-KF39 Class B	5.48 mm	5.50 mm principal	0.19	ABS-other	Long	USA
TVC Mortgage Trust Series 2024-RRTL1, Class A2	5.42 mm	5.40 mm principal	0.19	ABS-other	Long	USA
Genesis Sales Finance Master Series 21-AA Class F	5.38 mm	6.00 mm principal	0.19	ABS-other	Long	USA
Mercury Financial Credit Card Master Trust Series 2024-2A, Class B	5.36 mm	5.25 mm principal	0.18	ABS-other	Long	USA
OnDeck Asset Secuirtization Trust Series 23-1A Class C	5.23 mm	5.00 mm principal	0.18	Debt	Long	USA
Federal National Mortgage Association Series 2023-14, Class G	5.19 mm	5.15 mm principal	0.18	ABS-other	Long	USA
Newtek Small Business Loan Trust Series 23-1 Class B	5.16 mm	5.19 mm principal	0.18	Debt	Long	USA
Federal Home Loan Mortgage Corporation Series 2021-MN2, Class B1	5.13 mm	6.15 mm principal	0.18	ABS-other	Long	USA
Continental Credit Card LLC Series 22-A Class D	5.09 mm	5.00 mm principal	0.18	ABS-other	Long	USA
Ford Motor Credit Company 5.85%, Due 05/17/2027	5.09 mm	5.00 mm principal	0.18	Debt	Long	USA
Homeward Opportunities Funding Trust Series 2024-RTL1, Class A2	5.08 mm	5.00 mm principal	0.18	ABS-other	Long	USA
Genesis Sales Finance Master Series 22-A Class C	5.07 mm	5.00 mm principal	0.17	ABS-other	Long	USA
Mission Lane Credit Card Master Trust Series 2024-A, Class E	5.07 mm	5.00 mm principal	0.17	ABS-other	Long	USA
Upstart Structured Pass-Through Trust Series 2022-4A, Class B	5.05 mm	5.00 mm principal	0.17	ABS-other	Long	USA
LHOME Mortgage Trust Series 2023-RTL1, Class A1	5.03 mm	5.00 mm principal	0.17	ABS-other	Long	USA
Freedom Mortgage Corporation Series 22-GT2 Class A	4.98 mm	4.85 mm principal	0.17	ABS-other	Long	USA
RMF Proprietary Issuance Trust Series 2022-3, Class M1	4.98 mm	5.90 mm principal	0.17	ABS-other	Long	USA
U.S. Treasury Notes 0.75%, Due 11/15/2024	4.98 mm	5.00 mm principal	0.17	Debt	Long	USA
ACM Auto Trust Series 2024-1A, Class B	4.97 mm	4.75 mm principal	0.17	ABS-other	Long	USA
LHOME Mortgage Trust Series 2021-RTL3, Class M	4.93 mm	5.00 mm principal	0.17	ABS-other	Long	USA
First Help Financial LLC Series 2023-2A, Class D	4.86 mm	4.50 mm principal	0.17	ABS-other	Long	USA
BXMT Ltd. Series 2020-FL2, Class B	4.85 mm	5.25 mm principal	0.17	ABS-collateralized bond/debt obligation	Long	USA