Mga Batayang Estadistika
| Nilai Portofolio | $ 6,232,032,831 |
| Posisi Saat Ini | 708 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
GILDX - Guggenheim Limited Duration Fund A-Class telah mengungkapkan total kepemilikan 708 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 6,232,032,831 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama GILDX - Guggenheim Limited Duration Fund A-Class adalah United States Treasury Note/Bond (US:US91282CHN48) , DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A (XX:US2619081076) , Federal Home Loan Bank Discount Notes (US:US313385HP48) , THL Credit Lake Shore MM CLO I Ltd. (KY:US510800AC97) , and Golub Capital Partners Clo 49M Ltd (KY:US38178GAA85) . Posisi baru GILDX - Guggenheim Limited Duration Fund A-Class meliputi: United States Treasury Note/Bond (US:US91282CHN48) , Federal Home Loan Bank Discount Notes (US:US313385HP48) , THL Credit Lake Shore MM CLO I Ltd. (KY:US510800AC97) , Golub Capital Partners Clo 49M Ltd (KY:US38178GAA85) , and OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL A1 REGD 144A P/P 1.85000000 (US:US67181DAA90) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 809.47 | 15.6209 | 15.6209 | ||
| 99.53 | 1.9207 | 1.9207 | ||
| 88.57 | 88.57 | 1.7092 | 1.7071 | |
| 68.50 | 1.3219 | 1.3219 | ||
| 67.31 | 1.2989 | 1.2989 | ||
| 50.08 | 0.9664 | 0.9664 | ||
| 49.67 | 0.9585 | 0.9585 | ||
| 46.13 | 0.8901 | 0.8901 | ||
| 42.50 | 0.8201 | 0.8201 | ||
| 42.07 | 0.8118 | 0.8118 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 9.73 | 0.1878 | -0.3558 | ||
| 200.05 | 3.8605 | -0.1688 | ||
| 161.89 | 3.1241 | -0.1361 | ||
| 152.03 | 2.9338 | -0.1137 | ||
| 4.09 | 0.0790 | -0.1053 | ||
| -5.14 | -0.0991 | -0.0991 | ||
| 115.69 | 2.2326 | -0.0941 | ||
| -4.84 | -0.0933 | -0.0933 | ||
| 90.25 | 1.7416 | -0.0736 | ||
| 1.05 | 0.0202 | -0.0655 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-27 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| Uniform MBS 15 Year / ABS-MBS (N/A) | 809.47 | 15.6209 | 15.6209 | ||||||
| US91282CHN48 / United States Treasury Note/Bond | 200.05 | -0.11 | 3.8605 | -0.1688 | |||||
| U.S. Treasury Notes / DBT (US91282CLB53) | 161.89 | -0.10 | 3.1241 | -0.1361 | |||||
| U.S. Treasury Notes / DBT (US91282CMN82) | 152.03 | 0.36 | 2.9338 | -0.1137 | |||||
| U.S. Treasury Notes / DBT (US91282CLY56) | 115.69 | 0.03 | 2.2326 | -0.0941 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 99.53 | 1.9207 | 1.9207 | ||||||
| U.S. Treasury Notes / DBT (US91282CLS88) | 90.25 | 0.03 | 1.7416 | -0.0736 | |||||
| US2619081076 / DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A | 88.57 | 86,342.72 | 88.57 | 86,732.35 | 1.7092 | 1.7071 | |||
| US313385HP48 / Federal Home Loan Bank Discount Notes | 68.50 | 1.3219 | 1.3219 | ||||||
| U.S. Treasury Notes / DBT (US91282CLH24) | 67.84 | 0.07 | 1.3091 | -0.0548 | |||||
| BofA Securities, Inc. / RA (N/A) | 67.31 | 1.2989 | 1.2989 | ||||||
| United States Treasury Inflation Indexed Bonds / DBT (US91282CKL45) | 57.15 | 0.73 | 1.1029 | -0.0386 | |||||
| U.S. Treasury Notes / DBT (US91282CMB45) | 50.36 | 0.42 | 0.9717 | -0.0371 | |||||
| U.S. Treasury Notes / DBT (US91282CMH15) | 50.23 | 0.12 | 0.9693 | -0.0400 | |||||
| U.S. Treasury Notes / DBT (US91282CMV09) | 50.08 | 0.9664 | 0.9664 | ||||||
| Uniform MBS 30 Year / ABS-MBS (N/A) | 49.67 | 0.9585 | 0.9585 | ||||||
| U.S. Treasury Notes / DBT (US91282CLL36) | 46.68 | 0.50 | 0.9007 | -0.0336 | |||||
| Uniform MBS 30 Year / ABS-MBS (N/A) | 46.13 | 0.8901 | 0.8901 | ||||||
| US510800AC97 / THL Credit Lake Shore MM CLO I Ltd. | 45.14 | -1.04 | 0.8710 | -0.0466 | |||||
| Golub Capital Partners CLO 54M L.P / ABS-O (US38181GAA31) | 42.50 | 0.8201 | 0.8201 | ||||||
| BNP / BNP Paribas SA | 42.07 | 0.8118 | 0.8118 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 42.07 | 0.8118 | 0.8118 | ||||||
| US38178GAA85 / Golub Capital Partners Clo 49M Ltd | 36.59 | 0.06 | 0.7060 | -0.0296 | |||||
| AEGON Funding Company LLC / DBT (US00775VAA26) | 35.43 | -0.15 | 0.6836 | -0.0301 | |||||
| US67181DAA90 / OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL A1 REGD 144A P/P 1.85000000 | 35.30 | -2.58 | 0.6812 | -0.0478 | |||||
| Brighthouse Financial Global Funding / DBT (US10921U2J68) | 35.04 | 0.25 | 0.6762 | -0.0270 | |||||
| US40169J5231 / Guggenheim Ultra Short Duration Fund - Institutional Class | 3.40 | 1.09 | 34.18 | 1.29 | 0.6596 | -0.0193 | |||
| US3132DPSA74 / Freddie Mac | 33.76 | -2.51 | 0.6515 | -0.0452 | |||||
| US67114HAA23 / OSAT 2021-RPL1 Trust | 33.11 | -3.46 | 0.6389 | -0.0510 | |||||
| Guggenheim Strategy Fund III / EC (N/A) | 1.23 | 30.65 | 0.5914 | 0.5914 | |||||
| US381743AA12 / Golub Capital Partners CLO 54M L.P | 29.07 | 0.22 | 0.5609 | -0.0225 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 27.96 | 0.5396 | 0.5396 | ||||||
| US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 | 27.81 | -4.16 | 0.5367 | -0.0471 | |||||
| US37940XAD49 / Global Payments Inc | 26.48 | 1.41 | 0.5110 | -0.0143 | |||||
| Guggenheim Strategy Fund II / EC (N/A) | 1.06 | 26.29 | 0.5073 | 0.5073 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 25.48 | 0.78 | 0.4917 | -0.0169 | |||||
| US691200AC34 / Owl Rock CLO IV Ltd. | 24.31 | 0.08 | 0.4691 | -0.0196 | |||||
| US05609VAL99 / BX Commercial Mortgage Trust 2021-VOLT | 24.11 | -2.29 | 0.4652 | -0.0311 | |||||
| US89680HAE27 / TCF_21-1A | 23.62 | -2.39 | 0.4557 | -0.0310 | |||||
| US03329TAG94 / Anchorage Credit Funding 4 Ltd. | 23.56 | 3.74 | 0.4546 | -0.0022 | |||||
| US38174TAE64 / Golub Capital Partners CLO 33M Ltd. | 22.98 | -0.24 | 0.4435 | -0.0200 | |||||
| OWL Rock Clo XXI LLC / ABS-O (US69120UAA16) | 22.87 | 0.4413 | 0.4413 | ||||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 22.86 | 0.92 | 0.4411 | -0.0146 | |||||
| Greystone CRE Notes 2025-FL4 LLC / ABS-O (US39810MAA71) | 22.79 | 0.4398 | 0.4398 | ||||||
| US701631AB98 / Parliament Clo II Ltd. | 22.37 | 0.53 | 0.4316 | -0.0160 | |||||
| XS2392997255 / Pershing Square Tontine Holdings, Ltd. | 22.33 | -0.57 | 0.4308 | -0.0209 | |||||
| US55821UAC80 / Madison Park Funding XLVIII Ltd. | 21.97 | 0.12 | 0.4239 | -0.0175 | |||||
| US12513GBG38 / CDW LLC / CDW Finance Corp | 21.79 | 1.06 | 0.4204 | -0.0133 | |||||
| Cross 2025-H1 Mortgage Trust / ABS-MBS (US22758NAA54) | 21.75 | -3.30 | 0.4198 | -0.0328 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 21.55 | 0.4159 | 0.4159 | ||||||
| Dogwood State Bank / ABS-O (N/A) | 21.25 | 0.4101 | 0.4101 | ||||||
| Chase Home Lending Mortgage Trust 2025-5 / ABS-MBS (US161935AE12) | 21.00 | 0.4052 | 0.4052 | ||||||
| US09659W2N34 / BNP Paribas SA | 20.98 | 0.92 | 0.4048 | -0.0134 | |||||
| US75951ACY29 / Reliance Standard Life Global Funding II | 20.90 | -0.01 | 0.4034 | -0.0172 | |||||
| BCC Middle Market CLO 2019-1 LLC / ABS-O (US05550GAU13) | 20.75 | 0.4004 | 0.4004 | ||||||
| Cerberus Loan Funding XLIV LLC / ABS-O (US15674DAA28) | 20.07 | 0.67 | 0.3873 | -0.0138 | |||||
| Golub Capital Partners Clo 49M Ltd. / ABS-O (US38181HAC79) | 20.00 | 0.3860 | 0.3860 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 19.56 | 0.3775 | 0.3775 | ||||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 19.50 | 0.66 | 0.3764 | -0.0134 | |||||
| US22535WAH07 / Credit Agricole SA | 17.61 | 0.86 | 0.3398 | -0.0114 | |||||
| US87342RAG92 / Taco Bell Funding LLC | 17.56 | 0.66 | 0.3388 | -0.0121 | |||||
| US83368RBH49 / Societe Generale SA | 17.48 | 0.3373 | 0.3373 | ||||||
| US3132DQLU84 / Freddie Mac | 17.34 | -4.07 | 0.3346 | -0.0290 | |||||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 17.20 | -2.75 | 0.3318 | -0.0239 | |||||
| US15675AAA79 / CERB 23-1 A CLO 144A FRN (TSFR3M+240) 03-22-35 | 16.56 | 0.16 | 0.3195 | -0.0131 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM3 / ABS-MBS (US61778LAA35) | 16.35 | 0.3155 | 0.3155 | ||||||
| US55607PAF27 / Macquarie Group Ltd | 16.16 | 0.84 | 0.3119 | -0.0106 | |||||
| PFP 2025-12 Ltd. / ABS-O (US69382JAA97) | 16.03 | 0.3094 | 0.3094 | ||||||
| US81211KAZ30 / Sealed Air Corp. | 15.74 | 0.59 | 0.3038 | -0.0110 | |||||
| U.S. Treasury Notes / DBT (US91282CJV46) | 15.70 | -0.11 | 0.3030 | -0.0132 | |||||
| GXO / GXO Logistics, Inc. | 15.66 | 1.17 | 0.3022 | -0.0092 | |||||
| Golub Capital Partners CLO 16M-R3 / ABS-O (US38181EAE05) | 15.60 | 0.3010 | 0.3010 | ||||||
| HOMES 2025-AFC2 Trust / ABS-MBS (US43761YAA29) | 15.53 | 0.2996 | 0.2996 | ||||||
| RCKT Mortgage Trust 2025-CES6 / ABS-MBS (US748949AA22) | 15.43 | 0.2977 | 0.2977 | ||||||
| US3133KQKJ49 / Freddie Mac | 15.38 | -2.92 | 0.2969 | -0.0219 | |||||
| Mutual of Omaha Companies Global Funding / DBT (US62829D2F60) | 15.28 | 1.51 | 0.2949 | -0.0080 | |||||
| OBX Trust / ABS-MBS (US67448NAA63) | 15.16 | -8.34 | 0.2925 | -0.0402 | |||||
| Fortress Credit BSL XV Ltd. / ABS-O (US34964WAN20) | 15.02 | 0.09 | 0.2899 | -0.0121 | |||||
| US29449WAA53 / Equitable Financial Life Global Funding | 14.99 | 0.77 | 0.2893 | -0.0100 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 14.98 | 0.2891 | 0.2891 | ||||||
| LPL Holdings, Inc. / DBT (US50212YAJ38) | 14.98 | 0.22 | 0.2890 | -0.0116 | |||||
| GA Global Funding Trust / DBT (US36143L2N47) | 14.62 | 0.40 | 0.2822 | -0.0108 | |||||
| US48255KAA43 / KKR Core Holding Company LLC | 14.62 | 0.29 | 0.2822 | -0.0112 | |||||
| Strategic Partners Fund VIII, LP / ABS-O (N/A) | 14.56 | 0.2811 | 0.2811 | ||||||
| US46647PCP99 / JPMorgan Chase & Co | 14.47 | 0.86 | 0.2793 | -0.0094 | |||||
| US15674LAA44 / Cerberus Loan Funding XXXII, LP | 14.29 | 0.08 | 0.2757 | -0.0115 | |||||
| US04685A3D15 / ATHENE GLOBAL FUNDING | 14.19 | 0.70 | 0.2738 | -0.0096 | |||||
| US12434LAC81 / BXMT 2020-FL2 Ltd. | 14.17 | -0.75 | 0.2735 | -0.0138 | |||||
| QTS Issuer ABS I LLC / ABS-O (US74690DAA90) | 14.14 | 0.2728 | 0.2728 | ||||||
| Triton Container Finance IX LLC / ABS-O (US89679QAA31) | 14.11 | 0.2723 | 0.2723 | ||||||
| JP Morgan Mortgage Trust / ABS-MBS (US46592WAN65) | 14.09 | -3.86 | 0.2718 | -0.0229 | |||||
| US52475WAA45 / LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 | 14.08 | -4.11 | 0.2716 | -0.0237 | |||||
| OBX 2025-NQM10 Trust / ABS-MBS (US67121LAA44) | 13.98 | 0.2698 | 0.2698 | ||||||
| US30321L2A99 / F&G Global Funding | 13.85 | 0.84 | 0.2673 | -0.0090 | |||||
| US22160NAA72 / CoStar Group Inc | 13.81 | 1.49 | 0.2664 | -0.0072 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 13.80 | 0.2663 | 0.2663 | ||||||
| Jackson National Life Global Funding / DBT (US46849CJP77) | 13.79 | 0.2660 | 0.2660 | ||||||
| US45674CAA18 / INFOR INC SR UNSECURED 144A 07/25 1.75 | 13.78 | 0.89 | 0.2659 | -0.0089 | |||||
| GCAT 2025-NQM3 Trust / ABS-MBS (US36171MAA62) | 13.75 | 0.2654 | 0.2654 | ||||||
| BSPDF 2025-FL2 Issuer LLC / ABS-O (US05615KAA97) | 13.63 | 0.2630 | 0.2630 | ||||||
| US00084DAU46 / ABN AMRO Bank NV | 13.61 | 0.90 | 0.2626 | -0.0087 | |||||
| HPS Private Credit CLO 2025-3 LLC / ABS-O (US40445YAA29) | 13.50 | 0.2605 | 0.2605 | ||||||
| Towd Point Mortgage Trust 2025-1 / ABS-MBS (US89190KAA60) | 13.49 | 0.2604 | 0.2604 | ||||||
| CNO Global Funding / DBT (US18977W2D15) | 13.45 | 0.13 | 0.2596 | -0.0107 | |||||
| GCAT 2025-NQM2 Trust / ABS-MBS (US36171HAA77) | 13.23 | 0.2553 | 0.2553 | ||||||
| US025676AM95 / American Equity Investment Life Holding Co. | 13.13 | 0.43 | 0.2533 | -0.0097 | |||||
| Jane Street Group LLC / LON (N/A) | 12.34 | 0.2381 | 0.2381 | ||||||
| US827048AX76 / Silgan Holdings Inc | 12.26 | 0.83 | 0.2366 | -0.0080 | |||||
| Sequoia Mortgage Trust 2025-5 / ABS-MBS (US81743GAE61) | 12.17 | 0.2348 | 0.2348 | ||||||
| Verus Securitization Trust / ABS-MBS (US92540VAA35) | 12.03 | -4.04 | 0.2322 | -0.0201 | |||||
| PRPM 2025-RCF3 LLC / ABS-MBS (US69392PAA30) | 11.99 | 0.2314 | 0.2314 | ||||||
| US949746TD35 / Wells Fargo & Co | 12.10 | 0.00 | 11.98 | 0.99 | 0.2311 | -0.0075 | |||
| US78442PGE07 / SLM Corp | 11.86 | 1.45 | 0.2288 | -0.0063 | |||||
| Vista Point Securitization Trust / ABS-MBS (US92842DAA81) | 11.85 | 207.10 | 0.2287 | 0.1510 | |||||
| US17330VAA44 / CMLTI_22-A | 11.70 | -2.19 | 0.2257 | -0.0149 | |||||
| HV Eight LLC / ABS-O (N/A) | 11.69 | 0.2256 | 0.2256 | ||||||
| US34961JBC71 / Fortress Credit Opportunities IX CLO Ltd. | 11.54 | 0.16 | 0.2227 | -0.0091 | |||||
| US08576PAH47 / Berry Global Inc | 11.54 | 0.76 | 0.2227 | -0.0077 | |||||
| US15674PAA57 / Cerberus Loan Funding XXXIII, LP | 11.53 | 0.06 | 0.2225 | -0.0093 | |||||
| Cerberus Loan Funding 50 LLC / ABS-O (US15673UAA51) | 11.50 | 0.2219 | 0.2219 | ||||||
| QTS Good News Facility / LON (N/A) | 11.45 | 0.2209 | 0.2209 | ||||||
| US05610HAE36 / BX Commercial Mortgage Trust 2022-LP2 | 11.38 | 0.12 | 0.2196 | -0.0091 | |||||
| Switch ABS Issuer LLC / ABS-O (US871044AL72) | 11.29 | 2.25 | 0.2180 | -0.0043 | |||||
| US29449WAF41 / Equitable Financial Life Global Funding | 11.21 | 1.15 | 0.2164 | -0.0066 | |||||
| American National Global Funding / DBT (US02771D2B95) | 11.21 | 0.2162 | 0.2162 | ||||||
| LGLG / LG Electronics Inc. - Depositary Receipt (Common Stock) | 11.20 | -0.05 | 0.2161 | -0.0093 | |||||
| M1CH34 / Microchip Technology Incorporated - Depositary Receipt (Common Stock) | 11.16 | 1.59 | 0.2153 | -0.0056 | |||||
| US63861VAF40 / Nationwide Building Society | 11.03 | 0.85 | 0.2129 | -0.0072 | |||||
| US817743AE78 / SERVPRO Master Issuer LLC | 10.83 | 0.94 | 0.2090 | -0.0069 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 10.81 | 0.28 | 0.2087 | -0.0083 | |||||
| US01627AAA60 / Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2 | 10.78 | 0.88 | 0.2080 | -0.0069 | |||||
| US48275RAE71 / KREF Ltd., Series 2021-FL2, Class B | 10.65 | 1.94 | 0.2056 | -0.0046 | |||||
| Station Place Securitization Trust Series 2025-SP1 / ABS-O (US85772TAA16) | 10.60 | 0.2046 | 0.2046 | ||||||
| US872480AE88 / TIF Funding II LLC | 10.60 | -2.71 | 0.2045 | -0.0146 | |||||
| US77313LAA17 / Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc | 10.53 | 1.75 | 0.2033 | -0.0050 | |||||
| US98955RAF64 / Owl Rock CLO II Ltd. | 10.49 | -0.08 | 0.2025 | -0.0088 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 10.44 | -2.89 | 0.2015 | -0.0148 | |||||
| PLTK / Playtika Holding Corp. | 10.35 | 0.1997 | 0.1997 | ||||||
| US83368RAZ55 / Societe Generale SA | 10.35 | 0.88 | 0.1997 | -0.0067 | |||||
| US50540RAX08 / Laboratory Corp of America Holdings | 10.30 | 0.83 | 0.1987 | -0.0067 | |||||
| ITT Holdings LLC / LON (N/A) | 10.18 | 0.1964 | 0.1964 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 10.18 | -3.59 | 0.1964 | -0.0160 | |||||
| EFN / Element Fleet Management Corp. | 10.08 | -0.09 | 0.1945 | -0.0085 | |||||
| US45569KAA16 / Indigo Merger Sub Inc | 10.03 | 0.70 | 0.1936 | -0.0068 | |||||
| Neuberger Berman CLO 32R Ltd. / ABS-O (US64135XAC56) | 10.02 | 0.1934 | 0.1934 | ||||||
| AGL CLO 42 Ltd. / ABS-O (US00791YAE86) | 10.01 | 0.1931 | 0.1931 | ||||||
| CBS Studio Center / DBT (N/A) | 9.99 | 0.1928 | 0.1928 | ||||||
| US05591XAG60 / BRSP 2021-FL1 Ltd. | 9.96 | 1.77 | 0.1923 | -0.0047 | |||||
| QTS Good News Facility / DBT (N/A) | 9.92 | 0.1915 | 0.1915 | ||||||
| LG Energy Solution Ltd. / DBT (US50205MAC38) | 9.74 | 0.23 | 0.1879 | -0.0075 | |||||
| US83368RBC51 / Societe Generale SA | 9.73 | -63.98 | 0.1878 | -0.3558 | |||||
| US12598JAC53 / CSMC 2021-RPL7 Trust | 9.71 | -3.44 | 0.1873 | -0.0149 | |||||
| US74977RDL50 / Cooperatieve Rabobank UA | 9.65 | 0.86 | 0.1861 | -0.0063 | |||||
| US45276PAB22 / Imperial Fund Mortgage Trust 2022-NQM2 | 9.64 | 1.89 | 0.1861 | -0.0043 | |||||
| US456837AV55 / ING Groep NV | 9.60 | 0.82 | 0.1852 | -0.0063 | |||||
| Corebridge Global Funding / DBT (US00138CBB37) | 9.57 | 0.38 | 0.1846 | -0.0071 | |||||
| US38384EJU01 / Ginnie Mae | 9.46 | -13.96 | 0.1825 | -0.0387 | |||||
| US46654EAG61 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2021-NYAH D | 9.44 | -2.00 | 0.1821 | -0.0116 | |||||
| US05583JAH59 / BPCE SA | 9.42 | 0.85 | 0.1818 | -0.0061 | |||||
| US12662GAC24 / CSMC 2021-RPL4 Trust | 9.34 | -3.37 | 0.1803 | -0.0142 | |||||
| TRTX Issuer Ltd. / ABS-O (US897764AA45) | 9.25 | 0.26 | 0.1785 | -0.0071 | |||||
| Flutter Entertainment plc / LON (N/A) | 9.19 | 0.1773 | 0.1773 | ||||||
| US12565KAA51 / CLI Funding VIII LLC | 9.13 | -5.42 | 0.1761 | -0.0180 | |||||
| ATLX Trust / ABS-MBS (US049919AA13) | 9.06 | -2.29 | 0.1749 | -0.0117 | |||||
| Subway Funding LLC / ABS-O (US864300AA61) | 9.01 | 0.72 | 0.1738 | -0.0061 | |||||
| Golub Capital Partners CLO 16M-R3 / ABS-O (US38181EAC49) | 9.00 | 0.1737 | 0.1737 | ||||||
| US91823AAY73 / VB-S1 Issuer LLC - VBTEL | 8.84 | -1.36 | 0.1706 | -0.0097 | |||||
| Lincoln Financial Global Funding / DBT (US53359KAB70) | 8.80 | 0.1699 | 0.1699 | ||||||
| Tricon Residential Trust / ABS-O (US895974AA11) | 8.79 | -0.15 | 0.1696 | -0.0075 | |||||
| Station Place Securitization Trust / ABS-O (US85778KAA43) | 8.78 | 0.00 | 0.1693 | -0.0072 | |||||
| Station Place Securitization Trust / ABS-O (US857942AA44) | 8.78 | 0.00 | 0.1693 | -0.0072 | |||||
| COLT Mortgage Loan Trust / ABS-MBS (US12674LAA17) | 8.74 | -2.92 | 0.1687 | -0.0125 | |||||
| CNO Global Funding / DBT (US18977W2G46) | 8.72 | 0.54 | 0.1682 | -0.0062 | |||||
| GS Mortgage-Backed Securities Trust / ABS-MBS (US36262PAF80) | 8.70 | -4.28 | 0.1678 | -0.0150 | |||||
| CLI Funding IX LLC / ABS-O (US12571WAG87) | 8.66 | 0.1672 | 0.1672 | ||||||
| US12563LAS60 / CLI Funding VI LLC | 8.55 | -5.94 | 0.1649 | -0.0179 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 8.41 | 0.1624 | 0.1624 | ||||||
| US23329PAB67 / DNB Bank ASA | 8.34 | 0.1609 | 0.1609 | ||||||
| BRAVO Residential Funding Trust / ABS-MBS (US10570FAA30) | 8.33 | -9.23 | 0.1608 | -0.0239 | |||||
| US0158578734 / Algonquin Power & Utilities Corp | 8.24 | -0.05 | 0.1591 | -0.0068 | |||||
| US62956BAA70 / NYMT Loan Trust 2022-SP1 | 8.20 | -2.07 | 0.1582 | -0.0102 | |||||
| US81761TAA34 / SERVICEMASTER BRANDS SERV 2020 1 A2I 144A | 8.08 | 0.61 | 0.1560 | -0.0056 | |||||
| US90932LAG23 / United Airlines Inc | 8.07 | 0.95 | 0.1558 | -0.0051 | |||||
| US15674RAC79 / Cerberus Loan Funding XXXV, LP | 8.03 | 0.19 | 0.1549 | -0.0063 | |||||
| US43710XAA63 / Home Equity Loan Trust | 7.91 | -3.13 | 0.1527 | -0.0116 | |||||
| PRPM 2025-3 / ABS-MBS (US74449DAA37) | 7.88 | 0.1522 | 0.1522 | ||||||
| US53947XAG79 / LoanCore 2021-CRE5 Issuer Ltd | 7.86 | -0.20 | 0.1517 | -0.0068 | |||||
| BX Trust / ABS-MBS (US05612TAC99) | 7.80 | 0.63 | 0.1504 | -0.0054 | |||||
| US00038PAA84 / Aaset 2021-1 Trust | 7.75 | -3.10 | 0.1495 | -0.0113 | |||||
| US36168MAA18 / GCAT 2022-NQM3 Trust | 7.71 | -1.70 | 0.1487 | -0.0090 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 7.67 | 0.09 | 0.1481 | -0.0062 | |||||
| AASET MT-1 Ltd. / ABS-O (US00039NAA28) | 7.57 | 0.1461 | 0.1461 | ||||||
| TRGP / Targa Resources Corp. | 7.56 | 0.1460 | 0.1460 | ||||||
| US31847RAG74 / First American Financial Corp. | 7.53 | 0.44 | 0.1453 | -0.0055 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 7.52 | -3.04 | 0.1451 | -0.0109 | |||||
| VDCM Commercial Mortgage Trust 2025-AZ / ABS-MBS (US91825CAA36) | 7.47 | 0.1441 | 0.1441 | ||||||
| US30323CAE03 / FS Rialto 2021-FL3 | 7.47 | 0.30 | 0.1441 | -0.0057 | |||||
| US852234AN39 / Block Inc | 7.44 | 0.94 | 0.1436 | -0.0047 | |||||
| Project Onyx I / ABS-O (N/A) | 7.43 | 0.1433 | 0.1433 | ||||||
| US05565QDV77 / COMPANY GUAR 12/99 VAR | 7.42 | 3.47 | 0.1432 | -0.0011 | |||||
| BCRED CLO LLC / ABS-O (US05556FAC77) | 7.42 | 0.07 | 0.1432 | -0.0060 | |||||
| US05609JAL61 / BXHPP TRUST 2021-FILM BXHPP 2021-FILM C | 7.41 | -2.46 | 0.1430 | -0.0099 | |||||
| US62954WAC91 / NTT Finance Corp | 7.41 | 0.76 | 0.1430 | -0.0049 | |||||
| Citadel Securities, LP / LON (N/A) | 7.35 | 0.1418 | 0.1418 | ||||||
| US00138CAU27 / Corebridge Global Funding | 7.34 | -0.19 | 0.1417 | -0.0063 | |||||
| US974153AB40 / Wingstop Funding LLC | 7.34 | 0.42 | 0.1416 | -0.0054 | |||||
| Alt-2 Structured Trust / DBT (N/A) | 7.33 | 0.1414 | 0.1414 | ||||||
| US46284VAC54 / Iron Mountain Inc | 7.32 | 1.50 | 0.1412 | -0.0038 | |||||
| US55608PBS20 / Macquarie Bank Ltd. | 7.25 | 0.12 | 0.1399 | -0.0058 | |||||
| RCKT Mortgage Trust 2025-CES5 / ABS-MBS (US74942CAA71) | 7.24 | 0.1397 | 0.1397 | ||||||
| US36143L2A26 / GA Global Funding Trust | 7.18 | 0.79 | 0.1385 | -0.0048 | |||||
| Subway Funding LLC / ABS-O (US864300AG32) | 7.12 | 0.68 | 0.1375 | -0.0049 | |||||
| US91153LAA52 / United Shore Financial Services LLC | 7.12 | 0.25 | 0.1374 | -0.0055 | |||||
| US03765HAB78 / Apollo Management Holdings LP | 7.10 | 0.00 | 0.1371 | -0.0058 | |||||
| US302635AH04 / FS KKR Capital Corp | 7.10 | 0.45 | 0.1369 | -0.0052 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 7.09 | 1.03 | 0.1369 | -0.0044 | |||||
| US86365DAA72 / Structured Asset Securities Corporation Mortgage Loan Trust | 7.08 | -6.06 | 0.1367 | -0.0150 | |||||
| Rocket Companies, Inc. / DBT (US77311WAA99) | 6.98 | 0.1347 | 0.1347 | ||||||
| US3140QSTU55 / Fannie Mae Pool | 6.97 | -2.27 | 0.1346 | -0.0090 | |||||
| US682691AB63 / OneMain Finance Corp | 6.90 | 2.16 | 0.1332 | -0.0027 | |||||
| US928881AB78 / Vontier Corp. | 6.89 | 0.80 | 0.1330 | -0.0045 | |||||
| US23636TAE01 / Danone SA | 6.83 | 0.68 | 0.1318 | -0.0047 | |||||
| US169905AG19 / Choice Hotels International, Inc. | 6.82 | 1.26 | 0.1315 | -0.0039 | |||||
| Jackson National Life Global Funding / DBT (US46849LUZ20) | 6.81 | -0.07 | 0.1314 | -0.0057 | |||||
| US88315LAL27 / Textainer Marine Containers VII Ltd | 6.79 | -2.92 | 0.1310 | -0.0097 | |||||
| US05550GAL14 / BCC Middle Market CLO 2019-1 LLC | 6.77 | 0.18 | 0.1307 | -0.0053 | |||||
| Owl Rock CLO VII LLC / ABS-O (US69121BAQ77) | 6.76 | 0.37 | 0.1304 | -0.0050 | |||||
| US92047WAG69 / Valvoline Inc | 6.73 | 4.18 | 0.1299 | -0.0001 | |||||
| Stack Infrastructure Issuer LLC / ABS-O (US85236KAP75) | 6.68 | 0.1289 | 0.1289 | ||||||
| AS Mileage Plan IP Ltd. / DBT (US00218QAA85) | 6.65 | 1.05 | 0.1283 | -0.0041 | |||||
| US038779AB06 / ARBYS FUNDING LLC ARBYS 2020-1A A2 | 6.59 | -0.08 | 0.1271 | -0.0055 | |||||
| US347075AB93 / Fort Carson Family Housing LLC | 6.53 | -4.67 | 0.1259 | -0.0118 | |||||
| AASET Trust / ABS-O (US00255JAA88) | 6.50 | -0.67 | 0.1255 | -0.0062 | |||||
| US86190BAC81 / STR 2021 1A A3 144A | 6.40 | 1.01 | 0.1235 | -0.0040 | |||||
| US55293DAE13 / MHP | 6.39 | -11.58 | 0.1234 | -0.0221 | |||||
| US05591XAE13 / BRSP 2021-FL1 Ltd | 6.37 | 1.63 | 0.1229 | -0.0032 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 6.35 | 0.1226 | 0.1226 | ||||||
| Sequoia Mortgage Trust / ABS-MBS (US81743EAD31) | 6.35 | -5.90 | 0.1225 | -0.0132 | |||||
| US38869PAP99 / Graphic Packaging International LLC | 6.33 | 0.91 | 0.1222 | -0.0041 | |||||
| JP Morgan Mortgage Trust / ABS-MBS (US46658UAE10) | 6.32 | -8.45 | 0.1219 | -0.0169 | |||||
| US510800AL96 / THL Credit Lake Shore MM CLO I Ltd. | 6.27 | 0.16 | 0.1209 | -0.0049 | |||||
| Provident Funding Mortgage Trust / ABS-MBS (US74388NAC02) | 6.25 | -2.24 | 0.1206 | -0.0080 | |||||
| US817743AA56 / N/A | 6.18 | 0.10 | 0.1193 | -0.0049 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 6.15 | 0.52 | 0.1187 | -0.0044 | |||||
| Obra Longevity / ABS-O (N/A) | 6.12 | 0.1181 | 0.1181 | ||||||
| US52476DAA54 / LMAT_21-GS2 | 6.09 | -3.92 | 0.1174 | -0.0100 | |||||
| Fontainbleau Vegas / ABS-O (N/A) | 6.00 | 0.1158 | 0.1158 | ||||||
| Madison Park Funding LXV Ltd. / ABS-O (US55823FAF27) | 6.00 | 0.1158 | 0.1158 | ||||||
| US64134JAC71 / Neuberger Berman Loan Advisers Clo 40 Ltd | 5.99 | 0.00 | 0.1157 | -0.0049 | |||||
| US87612BBN10 / CORP. NOTE | 5.96 | -0.27 | 0.1150 | -0.0052 | |||||
| US55283TAE82 / MF1 Multifamily Housing Mortgage Loan Trust | 5.89 | -1.44 | 0.1136 | -0.0066 | |||||
| Lightning A / ABS-O (N/A) | 5.87 | 0.1134 | 0.1134 | ||||||
| Thunderbird A / ABS-O (N/A) | 5.87 | 0.1134 | 0.1134 | ||||||
| US15675CAA36 / Cerberus Loan Funding XLII LLC | 5.77 | 0.37 | 0.1114 | -0.0043 | |||||
| US88104UAC71 / Terraform Global Operating LLC | 5.72 | -0.02 | 0.1104 | -0.0047 | |||||
| US12659FAC95 / Credit Suisse Mortgage Capital Certificates | 5.71 | -3.81 | 0.1102 | -0.0092 | |||||
| Station Place Securitization Trust / ABS-O (US85773HAA68) | 5.67 | 0.00 | 0.1095 | -0.0047 | |||||
| Compass Datacenters Issuer II LLC / ABS-O (US20469CAA36) | 5.57 | 0.1075 | 0.1075 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.55 | -13.26 | 0.1072 | -0.0216 | |||||
| Madison Park Funding LXXI Ltd. / ABS-O (US55817DAE85) | 5.54 | -0.02 | 0.1069 | -0.0046 | |||||
| Verus Securitization Trust 2025-5 / ABS-MBS (US92540XAA90) | 5.52 | 0.1065 | 0.1065 | ||||||
| US05377REH30 / Avis Budget Rental Car Funding AESOP LLC | 5.51 | 0.86 | 0.1063 | -0.0036 | |||||
| US78403DAT72 / SBA Tower Trust | 5.49 | 1.03 | 0.1060 | -0.0034 | |||||
| Switch ABS Issuer LLC / ABS-O (US871044AE30) | 5.49 | 1.29 | 0.1060 | -0.0031 | |||||
| US709599BE30 / Penske Truck Leasing Co. Lp / PTL Finance Corp. | 5.46 | -0.04 | 0.1053 | -0.0045 | |||||
| OBX Trust / ABS-MBS (US673913AC30) | 5.45 | 49.40 | 0.1052 | 0.0318 | |||||
| US12530MAG06 / CF Hippolyta LLC | 5.40 | -0.48 | 0.1042 | -0.0050 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 5.30 | 0.55 | 0.1023 | -0.0038 | |||||
| Hlend CLO LLC / ABS-O (US403961AA35) | 5.29 | -0.09 | 0.1022 | -0.0045 | |||||
| Gilead Aviation LLC / ABS-O (US37556TAA43) | 5.28 | 0.08 | 0.1019 | -0.0042 | |||||
| Sequoia Mortgage Trust 2025-6 / ABS-MBS (US81749YAL56) | 5.28 | 0.1018 | 0.1018 | ||||||
| US94876QAA40 / Weir Group PLC/The | 5.28 | 0.42 | 0.1018 | -0.0039 | |||||
| GreenSky Home Improvement Issuer Trust 2025-1 / ABS-O (US39571NAE67) | 5.26 | 0.67 | 0.1015 | -0.0036 | |||||
| FIGRE Trust 2025-PF1 / ABS-MBS (US316922AA11) | 5.25 | 0.1013 | 0.1013 | ||||||
| Capital Automotive REIT / ABS-O (US12510HAV24) | 5.24 | -0.93 | 0.1012 | -0.0053 | |||||
| Jefferies Finance LLC / LON (N/A) | 5.18 | 0.1000 | 0.1000 | ||||||
| Carlyle Direct Lending CLO LLC / ABS-O (US14310QAN88) | 5.16 | 0.56 | 0.0997 | -0.0037 | |||||
| US085770AA31 / Berry Global Escrow Corp. | 5.16 | 0.06 | 0.0995 | -0.0042 | |||||
| H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) | 5.05 | -0.67 | 0.0975 | -0.0048 | |||||
| US92332YAC57 / Venture Global LNG Inc | 5.01 | 1.60 | 0.0967 | -0.0025 | |||||
| US12550TBA25 / CIFC Funding 2015-IV Ltd. | 5.01 | 0.28 | 0.0966 | -0.0038 | |||||
| Tricon Residential Trust / ABS-O (US89616VAA89) | 5.00 | 0.77 | 0.0965 | -0.0033 | |||||
| US33767JBC53 / FirstKey Homes 2020-SFR2 Trust | 5.00 | 0.54 | 0.0965 | -0.0036 | |||||
| EVR / Evercore Inc. | 4.99 | 0.0964 | 0.0964 | ||||||
| US05493NAE22 / BDS 2021-FL9 Ltd. | 4.98 | -0.24 | 0.0961 | -0.0043 | |||||
| US05601HAG92 / BSPRT 2021-FL6 Issuer Ltd | 4.93 | 0.74 | 0.0952 | -0.0033 | |||||
| XPO / XPO, Inc. | 4.91 | 0.0948 | 0.0948 | ||||||
| FIGRE Trust / ABS-MBS (US31684DAA72) | 4.91 | -5.59 | 0.0948 | -0.0099 | |||||
| SLAM 2025-1 Ltd. / ABS-O (US78450TAA51) | 4.88 | 0.0942 | 0.0942 | ||||||
| US78081BAJ26 / Royalty Pharma PLC | 4.88 | 1.46 | 0.0941 | -0.0026 | |||||
| US53218CAG50 / LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A | 4.86 | 0.70 | 0.0938 | -0.0033 | |||||
| Penske Truck Leasing Company Lp / PTL Finance Corp. / DBT (US709599CA09) | 4.86 | 1.14 | 0.0938 | -0.0029 | |||||
| US33767JBE10 / FirstKey Homes 2020-SFR2 Trust | 4.86 | 0.41 | 0.0938 | -0.0036 | |||||
| ALTDE Trust / ABS-O (US00166NAA72) | 4.84 | -0.70 | 0.0935 | -0.0047 | |||||
| Focus Financial Partners LLC / LON (N/A) | 4.83 | 0.0931 | 0.0931 | ||||||
| Stolthaven Houston, Inc. / DBT (N/A) | 4.80 | 0.0927 | 0.0927 | ||||||
| RCKT Mortgage Trust / ABS-MBS (US74939FAA57) | 4.80 | -8.15 | 0.0927 | -0.0125 | |||||
| Athene Global Funding / DBT (US04685A3S83) | 4.78 | -0.33 | 0.0923 | -0.0042 | |||||
| Corpay, Inc. / LON (N/A) | 4.77 | 0.0921 | 0.0921 | ||||||
| US83612CAA71 / SVHE_06-OPT5 | 4.74 | -7.08 | 0.0914 | -0.0111 | |||||
| US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. | 4.70 | -0.11 | 0.0907 | -0.0040 | |||||
| FIGRE Trust / ABS-MBS (US30191LAA70) | 4.70 | -5.87 | 0.0906 | -0.0098 | |||||
| LHOME Mortgage Trust / ABS-MBS (US50205WAA53) | 4.69 | 0.21 | 0.0904 | -0.0036 | |||||
| GCAT 2025-NQM1 Trust / ABS-MBS (US36171GAA94) | 4.68 | 0.0902 | 0.0902 | ||||||
| US57665RAN61 / Match Group Inc | 4.66 | 1.68 | 0.0899 | -0.0023 | |||||
| US59156RCA41 / MetLife Inc | 4.62 | 0.00 | 4.60 | 0.68 | 0.0887 | -0.0032 | |||
| Project Onyx / ABS-O (N/A) | 4.57 | 0.0882 | 0.0882 | ||||||
| XAL9339LAK97 / Trinseo Materials Operating SCA | 4.55 | -7.72 | 0.0879 | -0.0114 | |||||
| Angel Oak Mortgage Trust / ABS-MBS (US034943AA80) | 4.54 | -8.18 | 0.0877 | -0.0119 | |||||
| US92915UAN46 / VOYA CLO | 4.51 | 0.16 | 0.0870 | -0.0036 | |||||
| US008911BK48 / Air Canada | 4.50 | 1.24 | 0.0869 | -0.0026 | |||||
| US05377RDY71 / AESOP_20-2A | 4.50 | 0.67 | 0.0868 | -0.0031 | |||||
| US05608XAC65 / BXMT 2020-FL3 Ltd. | 4.48 | -0.49 | 0.0864 | -0.0041 | |||||
| US448579AJ19 / Hyatt Hotels Corp | 4.47 | 0.65 | 0.0862 | -0.0031 | |||||
| US286181AH56 / Element Fleet Management Corp. | 4.46 | -0.38 | 0.0861 | -0.0040 | |||||
| US440327AK00 / Horace Mann Educators Corporation 4.50%, Due 12/01/2025 | 4.41 | 0.05 | 0.0852 | -0.0036 | |||||
| US513075BW03 / Lamar Media Corp | 4.40 | 14.95 | 0.0849 | 0.0079 | |||||
| US46590XAZ96 / JBS USA LUX SA/JBS FOOD CO/JBS USA | 4.39 | 1.01 | 0.0848 | -0.0027 | |||||
| Deloitte LLP / DBT (N/A) | 4.37 | 0.0843 | 0.0843 | ||||||
| US50212YAD67 / LPL Holdings Inc | 4.32 | 1.41 | 0.0834 | -0.0023 | |||||
| US92538HAC43 / Verus Securitization Trust 2021-4 | 4.29 | -2.12 | 0.0828 | -0.0054 | |||||
| 601168 / Western Mining Co.,Ltd. | 4.26 | 1.77 | 0.0823 | -0.0020 | |||||
| Cerberus Loan Funding XLVIII LLC / ABS-O (US15675JAC45) | 4.26 | 1.04 | 0.0823 | -0.0026 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 4.26 | 0.0822 | 0.0822 | ||||||
| US00130HCB96 / AES CORP 3.3% 07/15/2025 144A | 4.25 | 0.52 | 0.0819 | -0.0030 | |||||
| US05526DBP96 / BAT CAPITAL CORP COMPANY GUAR 04/27 4.7 | 4.24 | 0.33 | 0.0818 | -0.0032 | |||||
| AASET Ltd. / ABS-O (US00038QAA67) | 4.19 | -1.16 | 0.0808 | -0.0044 | |||||
| US47232MAF95 / Jefferies Finance LLC | 4.16 | 2.82 | 0.0802 | -0.0011 | |||||
| US12434LAA26 / BXMT 2020-FL2 A | 4.16 | -8.90 | 0.0802 | -0.0116 | |||||
| US92538KAC71 / Verus Securitization Trust 2021-5 | 4.15 | -2.15 | 0.0800 | -0.0052 | |||||
| US66989EAA38 / NovaStar Mortgage Funding Trust Series 2007-2 | 4.15 | -6.37 | 0.0800 | -0.0091 | |||||
| US026929AA76 / American Home Mortgage Investment Trust | 4.12 | -0.79 | 0.0795 | -0.0040 | |||||
| US483007AJ91 / Kaiser Aluminum Corp 4.625% 03/01/2028 144A | 4.09 | -55.31 | 0.0790 | -0.1053 | |||||
| US97815UAH77 / Women's Care Holdings, Inc., LLC, First Lien Term Loan | 4.09 | -0.87 | 0.0789 | -0.0041 | |||||
| VB-S1 Issuer LLC - VBTEL / ABS-O (US91823ABC45) | 4.05 | 0.67 | 0.0782 | -0.0028 | |||||
| OBX Trust / ABS-MBS (US673913AB56) | 4.04 | -8.28 | 0.0780 | -0.0107 | |||||
| Bombardier Recreational Products, Inc. / LON (XA09776MAT10) | 4.02 | 0.83 | 0.0775 | -0.0026 | |||||
| US15674LAC00 / Cerberus Loan Funding XXXII, LP | 4.01 | 0.38 | 0.0775 | -0.0030 | |||||
| US80307AAA79 / SAPPHIRE AVIATION FINANCE II LTD | 4.01 | -5.31 | 0.0774 | -0.0078 | |||||
| US64132DAL29 / Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class BR | 4.00 | 0.00 | 0.0772 | -0.0033 | |||||
| NVRI / Enviri Corporation | 3.97 | 0.0767 | 0.0767 | ||||||
| AREIT Ltd. / ABS-O (US00193DAC20) | 3.97 | -0.75 | 0.0765 | -0.0039 | |||||
| US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 | 3.91 | -4.05 | 0.0755 | -0.0065 | |||||
| US33767JAE29 / FirstKey Homes 2020-SFR2 Trust | 3.89 | 0.75 | 0.0751 | -0.0026 | |||||
| US33767WAG87 / FirstKey Homes 2020-SFR1 Trust | 3.86 | 0.36 | 0.0744 | -0.0029 | |||||
| PRPM LLC / ABS-MBS (US69381DAA37) | 3.84 | -3.83 | 0.0741 | -0.0062 | |||||
| US74841CAB72 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 3.80 | 3.49 | 0.0733 | -0.0005 | |||||
| Mill City Securities Ltd. / ABS-MBS (US599920AA30) | 3.76 | -1.68 | 0.0725 | -0.0044 | |||||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 3.72 | 0.03 | 0.0719 | -0.0030 | |||||
| US466313AL75 / Jabil Inc | 3.71 | 0.57 | 0.0716 | -0.0026 | |||||
| US42704RAE18 / HERA Commercial Mortgage 2021-FL1 Ltd. | 3.71 | 0.32 | 0.0715 | -0.0028 | |||||
| US78472JAE38 / SPS Servicer Advance Receivables Trust, Series 2020-T2, Class A | 3.70 | 0.57 | 0.0714 | -0.0026 | |||||
| US928881AD35 / Vontier Corp | 3.66 | 1.83 | 0.0707 | -0.0017 | |||||
| US691200AD17 / Owl Rock CLO IV Ltd. | 3.66 | 0.36 | 0.0707 | -0.0027 | |||||
| Blue Stream Issuer LLC / ABS-O (US09606BAG95) | 3.64 | 0.0702 | 0.0702 | ||||||
| US64828CAG42 / New Residential Mortgage Loan Trust | 3.62 | -6.41 | 0.0699 | -0.0079 | |||||
| US126680AB31 / Alternative Loan Trust | 3.54 | -0.53 | 0.0683 | -0.0033 | |||||
| US89175JAA88 / TOWD POINT MORTGAGE TRUST | 3.51 | -9.58 | 0.0677 | -0.0104 | |||||
| CIM TRUST / ABS-MBS (US12575LAA17) | 3.48 | -1.61 | 0.0672 | -0.0040 | |||||
| MTX / Minerals Technologies Inc. | 3.48 | -0.37 | 0.0671 | -0.0031 | |||||
| New Residential Mortgage Loan Trust 2025-NQM3 / ABS-MBS (US64832CAC73) | 3.44 | 0.0664 | 0.0664 | ||||||
| US30227FAG54 / Extended Stay America Trust | 3.43 | -0.78 | 0.0662 | -0.0034 | |||||
| US12658XAC11 / Credit Suisse Mortgage Capital Certificates | 3.40 | -3.82 | 0.0655 | -0.0055 | |||||
| HOMES Trust / ABS-MBS (US437920AC56) | 3.38 | -4.98 | 0.0652 | -0.0063 | |||||
| United Rentals, Inc. / LON (N/A) | 3.33 | 0.0643 | 0.0643 | ||||||
| AGL CLO 39 Ltd. / ABS-O (US00121XAE13) | 3.30 | 0.73 | 0.0637 | -0.0022 | |||||
| US78410GAG91 / SBA Communications Corp | 3.28 | -44.72 | 0.0633 | -0.0561 | |||||
| US15675AAC36 / Cerberus Loan Funding XL LLC | 3.27 | 0.62 | 0.0631 | -0.0023 | |||||
| Cerberus Loan Funding XLVIII LLC / ABS-O (US15675JAA88) | 3.26 | 0.25 | 0.0629 | -0.0025 | |||||
| US30319YAG35 / FS RIALTO | 3.24 | 1.70 | 0.0624 | -0.0016 | |||||
| BRAVO / ABS-MBS (US05613JAD81) | 3.19 | -8.70 | 0.0616 | -0.0087 | |||||
| US92538CAB72 / Verus Securitization Trust 2020-5 | 3.19 | -9.71 | 0.0615 | -0.0095 | |||||
| US33767JBA97 / FirstKey Homes 2020-SFR2 Trust | 3.17 | 0.60 | 0.0611 | -0.0022 | |||||
| US12654PAA66 / Credit Suisse Mortgage Trust | 3.16 | -5.19 | 0.0611 | -0.0061 | |||||
| US445587AE85 / HUNTCO 5 1/4 04/15/29 | 3.13 | 0.80 | 0.0604 | -0.0021 | |||||
| Skechers / LON (N/A) | 3.07 | 0.0592 | 0.0592 | ||||||
| US13057EED22 / California Public Finance Authority Revenue Bonds | 3.04 | 0.83 | 0.0586 | -0.0020 | |||||
| US55316HAB15 / GENESEE+WYOMING INC TERM LOAN | 3.01 | 0.0581 | 0.0581 | ||||||
| Arsenal AIC Parent LLC / LON (N/A) | 2.99 | 0.0576 | 0.0576 | ||||||
| Towd Point Mortgage Trust / ABS-MBS (US89183GAA40) | 2.95 | -4.40 | 0.0570 | -0.0052 | |||||
| US40390JAA07 / HGI CRE CLO 2021-FL2 Ltd | 2.92 | -1.12 | 0.0564 | -0.0031 | |||||
| US161175BU77 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2.90 | 3.28 | 0.0559 | -0.0005 | |||||
| US88315LAE83 / TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29 | 2.89 | -5.52 | 0.0558 | -0.0058 | |||||
| FIGRE Trust / ABS-MBS (US316927AA08) | 2.88 | -5.63 | 0.0556 | -0.0058 | |||||
| US361448AZ62 / GATX Corp. | 2.87 | 0.53 | 0.0554 | -0.0020 | |||||
| KDAC / KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A | 2.85 | -13.05 | 0.0549 | -0.0109 | |||||
| Station Place Securitization Trust / ABS-O (US85779EAA73) | 2.83 | 0.00 | 0.0545 | -0.0023 | |||||
| US233046AK74 / DB Master Finance LLC | 2.80 | -0.14 | 0.0541 | -0.0024 | |||||
| OBX Trust / ABS-MBS (US67120VAB18) | 2.80 | -5.38 | 0.0540 | -0.0055 | |||||
| Avis Budget Rental Car Funding AESOP LLC / ABS-O (US05377RKM50) | 2.78 | 0.0536 | 0.0536 | ||||||
| RCKT Mortgage Trust / ABS-MBS (US749427AA88) | 2.77 | -4.56 | 0.0534 | -0.0049 | |||||
| US12575AAE73 / CMFT Net Lease Master Issuer LLC, Series 2021-1, Class A5 | 2.76 | 0.84 | 0.0533 | -0.0018 | |||||
| BRAVO Residential Funding Trust / ABS-MBS (US10569MAD56) | 2.76 | -4.27 | 0.0532 | -0.0047 | |||||
| Cross Mortgage Trust / ABS-MBS (US22758PAA03) | 2.69 | -3.85 | 0.0520 | -0.0044 | |||||
| US85236KAE29 / Stack Infrastructure Issuer LLC | 2.69 | 0.71 | 0.0518 | -0.0018 | |||||
| Vista Point Securitization Trust / ABS-MBS (US92841WAA71) | 2.67 | -5.08 | 0.0516 | -0.0051 | |||||
| US81377JAC71 / Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2B | 2.64 | -0.53 | 0.0510 | -0.0025 | |||||
| Clarios Global, LP / LON (XAC8000CAQ69) | 2.64 | 9.49 | 0.0510 | 0.0024 | |||||
| Berry Global, Inc. / DBT (US08576BAB80) | 2.63 | 1.16 | 0.0507 | -0.0016 | |||||
| OBX Trust / ABS-MBS (US67119CAA80) | 2.62 | -7.74 | 0.0506 | -0.0066 | |||||
| Aramark Services, Inc. / LON (N/A) | 2.62 | 0.0505 | 0.0505 | ||||||
| World Wide Technology Holding Company LLC / LON (N/A) | 2.60 | 0.0502 | 0.0502 | ||||||
| Eagle Point Holdings Borrower, LLC / LON (N/A) | 2.60 | 0.0502 | 0.0502 | ||||||
| Samsonite IP Holdings SARL / LON (N/A) | 2.58 | 0.0498 | 0.0498 | ||||||
| US92539LAC46 / Verus Securitization Trust 2021-3 | 2.55 | -2.94 | 0.0491 | -0.0036 | |||||
| US88315LAG32 / Textainer Marine Containers VIII Ltd | 2.52 | -4.36 | 0.0487 | -0.0044 | |||||
| Verus Securitization Trust / ABS-MBS (US92540HAB24) | 2.52 | -9.52 | 0.0486 | -0.0074 | |||||
| Verus Securitization Trust / ABS-MBS (US92540TAB61) | 2.48 | -3.61 | 0.0479 | -0.0039 | |||||
| Strategic Partners Fund VIII, LP / ABS-O (N/A) | 2.48 | 0.0478 | 0.0478 | ||||||
| D2AR34 / Darling Ingredients Inc. - Depositary Receipt (Common Stock) | 2.44 | 0.0472 | 0.0472 | ||||||
| US3140QSFR72 / Fannie Mae Pool | 2.43 | -1.78 | 0.0469 | -0.0029 | |||||
| LoanCore / ABS-O (US53947FAC59) | 2.43 | -0.33 | 0.0469 | -0.0022 | |||||
| Hotwire Funding LLC / ABS-O (US44148JAH23) | 2.42 | 0.0466 | 0.0466 | ||||||
| Whitewater Matterhorn Holdings LLC / LON (N/A) | 2.39 | 0.0461 | 0.0461 | ||||||
| FIGRE Trust / ABS-MBS (US31684FAA21) | 2.38 | -5.45 | 0.0459 | -0.0047 | |||||
| GCAT Trust / ABS-MBS (US36831CAA09) | 2.37 | -10.17 | 0.0457 | -0.0073 | |||||
| US643821AA93 / New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 | 2.35 | 0.90 | 0.0454 | -0.0015 | |||||
| Diageo Investment Corp. / DBT (US25245BAC19) | 2.32 | 0.0447 | 0.0447 | ||||||
| US864486AK16 / Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp. | 2.30 | 0.52 | 0.0444 | -0.0017 | |||||
| Sazerac Co Inc. / LON (N/A) | 2.30 | 0.0443 | 0.0443 | ||||||
| US46266TAA60 / IQVIA, Inc. | 2.29 | 1.10 | 0.0442 | -0.0014 | |||||
| BX Commercial Mortgage Trust / ABS-MBS (US12433CAA36) | 2.29 | -2.60 | 0.0442 | -0.0031 | |||||
| US12575AAC18 / CMFT Net Lease Master Issuer LLC | 2.29 | 0.97 | 0.0442 | -0.0014 | |||||
| Colonial Pipeline / LON (N/A) | 2.28 | 0.0441 | 0.0441 | ||||||
| Froneri US, Inc. / LON (XAG3679YAK82) | 2.28 | -0.70 | 0.0440 | -0.0022 | |||||
| US45071KDE10 / IXIS Real Estate Capital Trust 2006-HE1 | 2.26 | -2.08 | 0.0436 | -0.0028 | |||||
| US15674PAC14 / Cerberus Loan Funding XXXIII, LP | 2.26 | 0.36 | 0.0436 | -0.0017 | |||||
| US35563PSB66 / Seasoned Credit Risk Transfer Trust, Series 2020-3, Class MT | 2.25 | -2.51 | 0.0435 | -0.0030 | |||||
| Cerberus Loan Funding 50 LLC / ABS-O (US15673UAC18) | 2.25 | 0.0434 | 0.0434 | ||||||
| CNXC / Concentrix Corporation | 2.25 | 0.0434 | 0.0434 | ||||||
| OBX Trust / ABS-MBS (US67119DAB47) | 2.24 | -7.21 | 0.0432 | -0.0053 | |||||
| CPI Holdco B LLC / LON (US1261MAAB68) | 2.24 | 0.0432 | 0.0432 | ||||||
| Anchor Mortgage Trust 2025-RTL1 / ABS-MBS (US03290CAA45) | 2.21 | 0.0426 | 0.0426 | ||||||
| Mill City Securities Ltd. / ABS-MBS (US59982DAA72) | 2.20 | -1.74 | 0.0425 | -0.0026 | |||||
| PRPM LLC / ABS-MBS (US74390EAA01) | 2.19 | -5.00 | 0.0422 | -0.0041 | |||||
| US78486BAE48 / STWD 2021-FL2 Ltd | 2.18 | 0.18 | 0.0421 | -0.0017 | |||||
| US39809PAE51 / Greystone CRE Notes 2021-FL3 Ltd | 2.18 | 0.05 | 0.0420 | -0.0018 | |||||
| US63943BAA17 / Navigator Aircraft ABS Ltd | 2.16 | -6.33 | 0.0417 | -0.0047 | |||||
| Ceamer Finance LLC / ABS-O (N/A) | 2.15 | 0.0416 | 0.0416 | ||||||
| OBX Trust / ABS-MBS (US673914AC13) | 2.12 | -4.42 | 0.0409 | -0.0037 | |||||
| US12807CAA18 / CAL Funding IV Ltd | 2.10 | -3.04 | 0.0406 | -0.0031 | |||||
| US37940XAB82 / Global Payments Inc | 2.08 | 1.02 | 0.0401 | -0.0013 | |||||
| Rent-A-Center, Inc. / LON (N/A) | 2.08 | 0.0400 | 0.0400 | ||||||
| Castlelake Aircraft Structured Trust / ABS-O (US14856VAA52) | 2.07 | -1.24 | 0.0400 | -0.0022 | |||||
| US02376AAA79 / American Airlines Pass Through Trust, Series 2017-2, Class AA | 2.07 | -3.86 | 0.0399 | -0.0034 | |||||
| US513075BW03 / Lamar Media Corp | 2.06 | 13.12 | 0.0398 | 0.0031 | |||||
| Project Onyx II / ABS-O (N/A) | 2.05 | 0.0396 | 0.0396 | ||||||
| US617538AD56 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2D | 2.05 | -2.90 | 0.0395 | -0.0029 | |||||
| US92538MAC38 / Verus Securitization Trust | 2.00 | -3.62 | 0.0385 | -0.0031 | |||||
| US50212YAC84 / LPL Holdings, Inc. | 1.99 | 0.61 | 0.0385 | -0.0014 | |||||
| US40390JAC62 / HGI CRE CLO Ltd. Series 2021-FL2, Class B | 1.99 | 0.25 | 0.0384 | -0.0015 | |||||
| US12434LAE48 / BXMT 2020-FL2 LTD | 1.97 | -0.81 | 0.0380 | -0.0019 | |||||
| US05608XAE22 / BXMT 2020-FL3 Ltd. | 1.96 | -1.41 | 0.0378 | -0.0022 | |||||
| Verus Securitization Trust / ABS-MBS (US92540RAE45) | 1.96 | -3.50 | 0.0378 | -0.0030 | |||||
| JP Morgan Mortgage Trust / ABS-MBS (US465983AA20) | 1.95 | -9.70 | 0.0375 | -0.0058 | |||||
| Citadel Securities Global Holdings LLC / DBT (US17289RAA41) | 1.92 | 0.0371 | 0.0371 | ||||||
| Sequoia Mortgage Trust / ABS-MBS (US81743CAL90) | 1.90 | -26.58 | 0.0367 | -0.0154 | |||||
| US12510HAE09 / CARS-DB4 LP, Series 2020-1A, Class A5 | 1.90 | 0.00 | 0.0366 | -0.0016 | |||||
| Skechers / LON (N/A) | 1.88 | 0.0363 | 0.0363 | ||||||
| PRPM LLC / ABS-MBS (US74390PAA57) | 1.86 | -2.11 | 0.0359 | -0.0023 | |||||
| US03465JAC45 / Angel Oak Mortgage Trust 2021-6 | 1.86 | 0.32 | 0.0359 | -0.0014 | |||||
| BRAVO Residential Funding Trust / ABS-MBS (US10569NAE13) | 1.86 | -6.26 | 0.0359 | -0.0040 | |||||
| US513075BW03 / Lamar Media Corp | 1.84 | 14.02 | 0.0355 | 0.0030 | |||||
| OBX Trust / ABS-MBS (US673911AD56) | 1.83 | -5.03 | 0.0354 | -0.0035 | |||||
| US04541GVL30 / Asset Backed Securities Corporation Home Equity Loan Trust Series AEG | 1.82 | -5.02 | 0.0351 | -0.0034 | |||||
| Ceamer Finance LLC / ABS-O (N/A) | 1.80 | 0.0348 | 0.0348 | ||||||
| US513075BW03 / Lamar Media Corp | 1.80 | 2.92 | 0.0348 | -0.0004 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 1.78 | 0.0344 | 0.0344 | ||||||
| 40467AAH2 / Help At Home, Inc. | 1.76 | 2.92 | 0.0341 | -0.0004 | |||||
| US89680YAA38 / Triton Container International Ltd | 1.76 | 0.92 | 0.0340 | -0.0011 | |||||
| COLT Mortgage Loan Trust / ABS-MBS (US12665LAA26) | 1.73 | -10.40 | 0.0334 | -0.0055 | |||||
| US67118LAA98 / OBX 2022-NQM9 Trust | 1.69 | -6.41 | 0.0327 | -0.0037 | |||||
| US459506AN18 / CORP. NOTE | 1.68 | -58.53 | 0.0324 | -0.0491 | |||||
| US02151DAC83 / Alternative Loan Trust | 1.68 | -1.52 | 0.0324 | -0.0019 | |||||
| US25755TAH32 / Domino's Pizza Master Issuer LLC | 1.67 | 0.48 | 0.0322 | -0.0012 | |||||
| US830867AA59 / Delta Air Lines Inc / SkyMiles IP Ltd | 1.66 | -33.28 | 0.0321 | -0.0180 | |||||
| FS Rialto Issuer LLC / ABS-O (US30340KAC53) | 1.63 | -0.06 | 0.0315 | -0.0014 | |||||
| AHL.PRF / Aspen Insurance Holdings Limited - Preferred Security | 1.63 | 0.0314 | 0.0314 | ||||||
| US931427AQ19 / Walgreens Boots Alliance Inc | 1.61 | -0.31 | 0.0312 | -0.0014 | |||||
| US41162NAC11 / HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000 | 1.59 | -1.55 | 0.0306 | -0.0018 | |||||
| US651229BC91 / Newell Brands, Inc. | 1.57 | 0.97 | 0.0303 | -0.0010 | |||||
| Pacific Bells LLC / LON (N/A) | 1.54 | 0.0298 | 0.0298 | ||||||
| US17307G4E57 / Citigroup Mortgage Loan Trust 2006-WF1 | 1.54 | -1.79 | 0.0297 | -0.0018 | |||||
| US00162DAB10 / ALGXCC TL B 1L USD | 1.48 | -0.94 | 0.0285 | -0.0015 | |||||
| US617538AC73 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C | 1.47 | -2.92 | 0.0283 | -0.0021 | |||||
| US78433QAC96 / SG Residential Mortgage Trust 2022-1 | 1.46 | -2.81 | 0.0281 | -0.0020 | |||||
| US31572LAC00 / Ellington Financial Mortgage Trust 2021-2 | 1.45 | -2.36 | 0.0279 | -0.0019 | |||||
| OBX Trust / ABS-MBS (US67448YAD67) | 1.44 | -3.02 | 0.0278 | -0.0021 | |||||
| OBX Trust / ABS-MBS (US67448YAE41) | 1.44 | -3.09 | 0.0278 | -0.0021 | |||||
| Entain Holdings (Gibraltar) Ltd. / LON (N/A) | 1.44 | 0.0278 | 0.0278 | ||||||
| US89175VAA17 / Towd Point Mortgage Trust 2018-2 | 1.44 | -15.98 | 0.0277 | -0.0067 | |||||
| FIGRE Trust / ABS-MBS (US31684GAA04) | 1.43 | -5.57 | 0.0275 | -0.0029 | |||||
| US69377TAC09 / PRKCM 2022-AFC2 Trust | 1.43 | 0.0275 | 0.0275 | ||||||
| BNP / BNP Paribas SA | 1.43 | 0.0275 | 0.0275 | ||||||
| BNP / BNP Paribas SA | 1.43 | 0.0275 | 0.0275 | ||||||
| 9-Month/5-Year Interest Rate Swap / DIR (N/A) | 1.43 | 0.0275 | 0.0275 | ||||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 1.43 | 0.0275 | 0.0275 | ||||||
| US98919XAB73 / ZAYO GROUP HOLDINGS INC USD TERM LOAN | 1.42 | 2.15 | 0.0275 | -0.0006 | |||||
| US11271LAC63 / Brookfield Finance Inc | 1.38 | 0.58 | 0.0267 | -0.0010 | |||||
| US38384EJQ98 / Ginnie Mae | 1.36 | -14.84 | 0.0262 | -0.0059 | |||||
| US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 1.34 | -11.37 | 0.0259 | -0.0046 | |||||
| US32113JCG85 / FNLC_05-4 | 1.32 | -11.14 | 0.0256 | -0.0044 | |||||
| Datix Bidco Ltd. / LON (N/A) | 1.32 | 0.0255 | 0.0255 | ||||||
| AMC East Communities LLC / DBT (US00164TAA60) | 1.30 | 0.00 | 0.0251 | -0.0011 | |||||
| US35563PQN23 / Seasoned Credit Risk Transfer Trust | 1.30 | -0.99 | 0.0250 | -0.0013 | |||||
| TeamSystem S.p.A. / DBT (XS3101377151) | 1.29 | 0.0250 | 0.0250 | ||||||
| US36259WAA99 / GS Mortgage-Backed Securities Trust 2020-NQM1 | 1.28 | -6.91 | 0.0247 | -0.0030 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 1.27 | -3.78 | 0.0246 | -0.0021 | |||||
| US92926SAC08 / WaMu Asset-Backed Certificates WaMu Series | 1.25 | 0.0242 | 0.0242 | ||||||
| US64830GAB23 / New Residential Mortgage Loan Trust 2018-1 | 1.25 | -4.01 | 0.0241 | -0.0021 | |||||
| Verus Securitization Trust / ABS-MBS (US92540TAA88) | 1.24 | -3.88 | 0.0239 | -0.0020 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 1.24 | 0.0239 | 0.0239 | ||||||
| US126401AB47 / CSMC 2020-NQM1 Trust | 1.22 | -1.61 | 0.0236 | -0.0014 | |||||
| US56564RAA86 / MAPS 2018-1 Ltd | 1.22 | -9.35 | 0.0236 | -0.0035 | |||||
| US14856CAA71 / CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000 | 1.21 | -16.72 | 0.0234 | -0.0059 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 1.19 | 0.0230 | 0.0230 | ||||||
| Barclays Mortgage Loan Trust 2023-NQM1 / ABS-MBS (US066940AA51) | 1.19 | 0.0230 | 0.0230 | ||||||
| US842587DJ36 / Southern Co/The | 1.18 | 1.46 | 0.0228 | -0.0006 | |||||
| US12530GAA67 / CFMT 2022-HB9 LLC | 1.17 | -11.54 | 0.0227 | -0.0040 | |||||
| US41162DAF69 / HarborView Mortgage Loan Trust 2006-12 | 1.16 | -3.89 | 0.0224 | -0.0019 | |||||
| BRO / Brown & Brown, Inc. | 1.16 | 0.0224 | 0.0224 | ||||||
| Angel Oak Mortgage Trust / ABS-MBS (US034932AB90) | 1.15 | -7.48 | 0.0222 | -0.0028 | |||||
| US617463AC80 / Morgan Stanley IXIS Real Estate Capital Trust | 1.15 | -0.35 | 0.0222 | -0.0010 | |||||
| US144285AL72 / Carpenter Technology Corp | 1.15 | 0.61 | 0.0222 | -0.0008 | |||||
| US78403DAV29 / SBA TOWER TRUST | 1.14 | 1.06 | 0.0221 | -0.0007 | |||||
| AASET / ABS-O (US00258PAA12) | 1.14 | -0.87 | 0.0220 | -0.0011 | |||||
| US74736KAJ07 / Qorvo, Inc. | 1.08 | 2.95 | 0.0209 | -0.0003 | |||||
| US61753EAB65 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2B | 1.06 | 0.0205 | 0.0205 | ||||||
| US19685WAD39 / COLT Mortgage Loan Trust | 1.05 | 0.09 | 0.0204 | -0.0008 | |||||
| US50188YAE41 / LCM XXIV Ltd | 1.05 | -75.42 | 0.0202 | -0.0655 | |||||
| US05352TAA79 / AVANTOR FUNDING INC 4.625% 07/15/2028 144A | 1.03 | 1.98 | 0.0199 | -0.0005 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 1.02 | 0.0197 | 0.0197 | ||||||
| LG Energy Solution Ltd. / DBT (US50205MAF68) | 1.00 | 0.70 | 0.0194 | -0.0007 | |||||
| Neuberger Berman CLO 32R Ltd. / ABS-O (US64135XAA90) | 1.00 | 0.0193 | 0.0193 | ||||||
| US362334BS24 / GSAA Home Equity Trust | 1.00 | -0.70 | 0.0193 | -0.0010 | |||||
| DK Crown Holdings, Inc. / LON (N/A) | 1.00 | 0.0192 | 0.0192 | ||||||
| Elmwood CLO 38 Ltd. / ABS-O (US289908AC99) | 0.99 | 0.20 | 0.0192 | -0.0008 | |||||
| Brown Group Holding LLC / LON (N/A) | 0.99 | 0.0191 | 0.0191 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.98 | 0.0189 | 0.0189 | ||||||
| US05990TAG22 / Banc of America Funding Trust | 0.97 | -24.43 | 0.0186 | -0.0071 | |||||
| US12563LAN73 / CLIF 20-1A A 144A 2.08% 09-18-45 | 0.96 | -4.08 | 0.0186 | -0.0016 | |||||
| 2-Year Interest Rate Swap / DIR (N/A) | 0.96 | 0.0185 | 0.0185 | ||||||
| OBX Trust / ABS-MBS (US67121CAA45) | 0.95 | -4.70 | 0.0184 | -0.0017 | |||||
| US25755TAJ97 / Domino's Pizza Master Issuer LLC | 0.94 | 0.21 | 0.0182 | -0.0007 | |||||
| US74736KAH41 / Qorvo Inc | 0.93 | 1.74 | 0.0180 | -0.0004 | |||||
| US07389MAE75 / Bear Stearns Asset Backed Securities I Trust | 0.93 | -11.80 | 0.0180 | -0.0033 | |||||
| US64828GAD25 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-6 NRZT 2019-6A A1B | 0.93 | -5.31 | 0.0179 | -0.0018 | |||||
| US30610GAA13 / Falcon 2019-1 Aerospace Ltd | 0.91 | -7.79 | 0.0176 | -0.0023 | |||||
| US52522DAM39 / Lehman XS Trust Series 2006-16N | 0.90 | -3.85 | 0.0174 | -0.0015 | |||||
| US10569CAC91 / BRAVO Residential Funding Trust 2021-HE2 | 0.90 | -14.04 | 0.0174 | -0.0037 | |||||
| US07389MAD92 / Bear Stearns Asset Backed Securities I Trust 2006-HE9 | 0.89 | -1.55 | 0.0172 | -0.0010 | |||||
| US69519UAF93 / Packers Holdings, LLC 3/4/2028 | 0.89 | -6.92 | 0.0171 | -0.0021 | |||||
| US89641UAC53 / Trinity Acquisition PLC | 0.88 | 0.11 | 0.0170 | -0.0007 | |||||
| US12498NAW39 / Credit-Based Asset Servicing & Securitization LLC | 0.87 | -3.33 | 0.0168 | -0.0013 | |||||
| US14856GAA85 / CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1 CLAST 2021-1A A | 0.83 | -51.23 | 0.0160 | -0.0182 | |||||
| US10569CAE57 / BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 BRAVO 2021-HE2 A3 | 0.82 | -14.11 | 0.0159 | -0.0034 | |||||
| US12510HAC43 / CARS-DB4 LP | 0.81 | -0.12 | 0.0157 | -0.0007 | |||||
| US89181XAM39 / Towd Point Mortgage Trust, Series 2023-CES1, Class A1A | 0.79 | -13.60 | 0.0152 | -0.0031 | |||||
| US040104ND92 / Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2 | 0.78 | -27.82 | 0.0151 | -0.0067 | |||||
| US12513GBF54 / CDW LLC / CDW Finance Corp | 0.77 | 1.32 | 0.0148 | -0.0004 | |||||
| US08161CAG69 / BENCHMARK Mortgage Trust | 0.75 | -9.26 | 0.0144 | -0.0021 | |||||
| SBA Senior Finance II LLC / LON (US78404XAJ46) | 0.74 | 0.00 | 0.0143 | -0.0006 | |||||
| US680223AK06 / Old Republic International Corp. | 0.69 | 0.29 | 0.0134 | -0.0005 | |||||
| US10569QAC87 / BRAVO Residential Funding Trust 2021-HE1 | 0.68 | -14.96 | 0.0132 | -0.0030 | |||||
| US29444UBL98 / Equinix, Inc. | 0.65 | 1.56 | 0.0126 | -0.0003 | |||||
| Project Onyx / ABS-O (N/A) | 0.63 | 0.0122 | 0.0122 | ||||||
| US61753KAC09 / Morgan Stanley ABS Capital I Inc Trust 2007-HE5 | 0.63 | -0.79 | 0.0121 | -0.0006 | |||||
| US62886EBA55 / NCR Corp | 0.63 | 3.47 | 0.0121 | -0.0001 | |||||
| US31573WAC55 / Ellington Financial Mortgage Trust 2020-2 | 0.60 | -3.36 | 0.0117 | -0.0009 | |||||
| US10569JAC45 / BRAVO Residential Funding Trust 2022-NQM3 | 0.60 | -5.64 | 0.0116 | -0.0012 | |||||
| XAG9368PBH64 / Virgin Media Bristol LLC 2023 USD Term Loan Y | 0.59 | 0.0114 | 0.0114 | ||||||
| US54251UAD81 / Long Beach Mortgage Loan Trust | 0.59 | -1.01 | 0.0113 | -0.0006 | |||||
| DBJPM / DBJPM 17-C6 MORTGAGE TRUST DBJPM 2017 C6 ASB | 0.58 | -13.39 | 0.0112 | -0.0023 | |||||
| US05491UBE73 / BBCMS_18-C2 | 0.58 | -7.10 | 0.0111 | -0.0014 | |||||
| US26249MAQ06 / Dryden 37 Senior Loan Fund | 0.55 | 0.00 | 0.0107 | -0.0004 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.54 | 0.0103 | 0.0103 | ||||||
| US05526DBB01 / BAT Capital Corp | 0.52 | 0.78 | 0.0100 | -0.0003 | |||||
| US00751YAH99 / Advance Auto Parts Inc | 0.51 | 0.00 | 0.0099 | -0.0004 | |||||
| US10569QAB05 / BRAVO Residential Funding Trust 2021-HE1 | 0.51 | -14.95 | 0.0099 | -0.0022 | |||||
| Dryden 37 Senior Loan Fund / ABS-O (US26249MAS61) | 0.50 | 0.60 | 0.0097 | -0.0004 | |||||
| US701631AC71 / Parliament Clo II Ltd. | 0.50 | 0.20 | 0.0097 | -0.0004 | |||||
| US709599AX20 / Penske Truck Leasing Co. LP | 0.50 | 0.40 | 0.0096 | -0.0004 | |||||
| US22945DAL73 / CSAIL 2019-C15 Commercial Mortgage Trust | 0.50 | -6.95 | 0.0096 | -0.0012 | |||||
| US3136B9J324 / Fannie Mae-Aces | 0.48 | -2.23 | 0.0093 | -0.0006 | |||||
| US617451DR76 / Morgan Stanley Capital I Incorporated Trust | 0.48 | -5.85 | 0.0093 | -0.0010 | |||||
| US863587AE14 / Structured Asset Investment Loan Trust | 0.47 | -14.34 | 0.0091 | -0.0020 | |||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.47 | 0.0091 | 0.0091 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.46 | 0.0089 | 0.0089 | ||||||
| Foreign Exchange USD/JPY / DFE (N/A) | 0.42 | 0.0081 | 0.0081 | ||||||
| Foreign Exchange USD/JPY / DFE (N/A) | 0.41 | 0.0080 | 0.0080 | ||||||
| US004421MG50 / ACE Securities Corporation Home Equity Loan Trust Series | 0.41 | -19.49 | 0.0079 | -0.0023 | |||||
| Concentra Health Services, Inc. / LON (N/A) | 0.40 | 0.0077 | 0.0077 | ||||||
| US402740AD65 / Gulfstream Natural Gas System LLC | 0.40 | 0.25 | 0.0077 | -0.0003 | |||||
| US46591ABC80 / JPMDB Commercial Mortgage Securities Trust | 0.38 | -8.15 | 0.0074 | -0.0010 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.38 | 0.0074 | 0.0074 | ||||||
| US12595VAE74 / COMM Mortgage Trust | 0.37 | -8.87 | 0.0072 | -0.0010 | |||||
| US92536PAA21 / Verus Securitization Trust 2020-1 | 0.37 | -10.98 | 0.0071 | -0.0012 | |||||
| US55354GAL41 / MSCI Inc | 0.36 | 1.42 | 0.0069 | -0.0002 | |||||
| US61744YAP34 / Morgan Stanley | 0.36 | 0.57 | 0.0069 | -0.0002 | |||||
| US04621XAJ72 / Assurant, Inc. | 0.35 | 0.28 | 0.0068 | -0.0003 | |||||
| US832248AZ15 / Smithfield Foods Inc | 0.35 | 0.58 | 0.0067 | -0.0002 | |||||
| US64828NAA37 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1 | 0.35 | -7.75 | 0.0067 | -0.0009 | |||||
| US65252BAA17 / NewStar Fairfield Fund CLO Ltd. | 0.34 | -56.18 | 0.0067 | -0.0091 | |||||
| US90276CAF86 / UBS Commercial Mortgage Trust 2017-C2 | 0.34 | -13.16 | 0.0066 | -0.0013 | |||||
| Foreign Exchange USD/JPY / DFE (N/A) | 0.33 | 0.0064 | 0.0064 | ||||||
| Venture Global Calcasieu Pass LLC / LON (N/A) | 0.33 | 0.0064 | 0.0064 | ||||||
| US552747AC12 / MFRA_21-INV1 | 0.32 | -12.67 | 0.0061 | -0.0012 | |||||
| US86359RAD89 / Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 | 0.31 | -4.02 | 0.0060 | -0.0005 | |||||
| US83611MGU62 / Soundview Home Loan Trust 2005-OPT3 | 0.31 | -20.93 | 0.0059 | -0.0019 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.30 | 0.0059 | 0.0059 | ||||||
| US06427DAT00 / Banc of America Commercial Mortgage Trust 2017-BNK3 | 0.30 | -20.00 | 0.0059 | -0.0018 | |||||
| US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 | 0.30 | 0.00 | 0.0058 | -0.0002 | |||||
| Starwood Property Mortgage LLC / LON (US85570DAL64) | 0.30 | 0.34 | 0.0058 | -0.0002 | |||||
| Eyecare Partners LLC / LON (N/A) | 0.28 | 0.0054 | 0.0054 | ||||||
| US61767EAF16 / COMMERCIAL MORT BACKED SEC IO | 0.28 | -11.86 | 0.0053 | -0.0010 | |||||
| US95001MAH34 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL XA V/R REGD 1.20864800 | 0.27 | -14.69 | 0.0053 | -0.0012 | |||||
| Datix Bidco Ltd. / LON (N/A) | 0.27 | 0.0053 | 0.0053 | ||||||
| US913229AA80 / United Wholesale Mortgage LLC | 0.27 | 0.38 | 0.0052 | -0.0002 | |||||
| US91544BAC19 / Upland Software, Inc. 2019 Term Loan | 0.26 | -0.38 | 0.0050 | -0.0002 | |||||
| US46590MAT71 / COMMERCIAL MORT BACKED SEC IO | 0.23 | -35.53 | 0.0043 | -0.0027 | |||||
| US17326CBE30 / CGMS Commercial Mortgage Trust | 0.22 | -15.53 | 0.0043 | -0.0010 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.22 | 0.0043 | 0.0043 | ||||||
| US95001GAG82 / Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA | 0.22 | -15.71 | 0.0043 | -0.0010 | |||||
| US85573AAA34 / Starwood Mortgage Residential Trust 2020-1 | 0.22 | -3.96 | 0.0042 | -0.0004 | |||||
| US80306AAA88 / SAPPHIRE AVIATION FINANCE I LTD | 0.21 | -77.03 | 0.0040 | -0.0143 | |||||
| US46646RAL78 / JPMDB Commercial Mortgage Securities Trust | 0.21 | -21.51 | 0.0040 | -0.0013 | |||||
| US12515DAS36 / CD 2017-CD4 Mortgage Trust | 0.21 | -16.67 | 0.0040 | -0.0010 | |||||
| US361448BA03 / GATX Corp. | 0.20 | 1.04 | 0.0038 | -0.0001 | |||||
| US82967NBL10 / Sirius XM Radio Inc | 0.19 | 1.09 | 0.0036 | -0.0001 | |||||
| KREF Funding V LLC / ABS-O (N/A) | 0.18 | 0.0036 | 0.0036 | ||||||
| US00164VAF04 / AMC Networks Inc | 0.18 | 7.14 | 0.0035 | 0.0001 | |||||
| US126307BB25 / CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125 | 0.18 | -2.76 | 0.0034 | -0.0002 | |||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | 0.17 | 0.0033 | 0.0033 | ||||||
| US36253PAE25 / GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 1.18867500 | 0.17 | 0.00 | 0.0033 | -0.0001 | |||||
| US89176EAA82 / Towd Point Mortgage Trust 2018-1 | 0.17 | -18.14 | 0.0032 | -0.0009 | |||||
| US95000PAH73 / COMMERCIAL MORT BACKED SEC IO | 0.17 | -20.95 | 0.0032 | -0.0010 | |||||
| US125039AG28 / CD 2017-CD6 Mortgage Trust | 0.16 | -11.89 | 0.0032 | -0.0006 | |||||
| US90276TAH77 / UBS Commercial Mortgage Trust, Series 2017-C5, Class XA | 0.16 | -10.29 | 0.0030 | -0.0005 | |||||
| US65540WCC10 / Nomura Resecuritization Trust | 0.15 | -21.13 | 0.0030 | -0.0010 | |||||
| US76119CAA99 / Residential Mortgage Loan Trust 2020-1 | 0.15 | -29.95 | 0.0029 | -0.0014 | |||||
| Belvoir Land LLC / DBT (US081331AB64) | 0.15 | -49.49 | 0.0029 | -0.0031 | |||||
| UWM Holdings LLC / DBT (US903522AA85) | 0.15 | 1.35 | 0.0029 | -0.0001 | |||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.14 | 0.0027 | 0.0027 | ||||||
| US060352AG67 / BANK 2017-BNK6 SER 2017-BNK6 CL XA V/R REGD 0.99654200 | 0.14 | -14.02 | 0.0027 | -0.0006 | |||||
| US32027NMJ71 / First Franklin Mortgage Loan Trust | 0.14 | -14.37 | 0.0027 | -0.0006 | |||||
| US95000TBV70 / Wells Fargo Commercial Mortgage Trust 2017-RB1 | 0.13 | -14.86 | 0.0024 | -0.0006 | |||||
| US415864AM90 / Harsco Corp 5.75% 07/31/2027 144A | 0.12 | 3.36 | 0.0024 | -0.0000 | |||||
| US701631AA16 / PARLIAMENT CLO II LTD SER 2021-2A CL A V/R REGD 144A P/P 0.00000000 | 0.11 | -82.66 | 0.0022 | -0.0107 | |||||
| US30605YAB74 / Falcon Aerospace Ltd. | 0.11 | -31.21 | 0.0021 | -0.0011 | |||||
| Eyecare Partners LLC / LON (N/A) | 0.10 | 0.0020 | 0.0020 | ||||||
| US69346VAA70 / Performance Food Group Inc 5.5% 10/15/2027 144A | 0.10 | 0.00 | 0.0019 | -0.0001 | |||||
| US603158AA41 / Minerals Technologies Inc | 0.09 | -34.33 | 0.0017 | -0.0010 | |||||
| PKICN / Parkland Fuel Corp | 0.08 | 1.27 | 0.0015 | -0.0001 | |||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.07 | 0.0014 | 0.0014 | ||||||
| US82967NBM92 / Sirius XM Radio Inc | 0.07 | 3.13 | 0.0013 | -0.0000 | |||||
| US17291CBW47 / Citigroup Commercial Mortgage Trust | 0.05 | -28.95 | 0.0011 | -0.0005 | |||||
| 2-Year Interest Rate Swap / DIR (N/A) | 0.04 | 0.0009 | 0.0009 | ||||||
| Foreign Exchange USD/JPY / DFE (N/A) | 0.04 | 0.0008 | 0.0008 | ||||||
| US06054MAF05 / Banc of America Commercial Mortgage Trust 2016-UBS10 | 0.04 | -48.75 | 0.0008 | -0.0008 | |||||
| Datix Bidco Ltd. / LON (N/A) | 0.04 | 0.0008 | 0.0008 | ||||||
| US46590LAV45 / JPMDB Commercial Mortgage Securities Trust 2016-C2 | 0.04 | -37.50 | 0.0007 | -0.0004 | |||||
| US12514MBD65 / CD 2016-CD1 Mortgage Trust | 0.03 | -32.61 | 0.0006 | -0.0003 | |||||
| US61759HBA41 / Morgan Stanley Re-REMIC Trust | 0.03 | 0.00 | 0.0006 | -0.0000 | |||||
| US12636MAG33 / CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST | 0.03 | -49.06 | 0.0005 | -0.0006 | |||||
| US46590TAG04 / JPMDB Commercial Mortgage Securities Trust FRN 03/15/2050 2017-C5 XA IO | 0.02 | -20.00 | 0.0005 | -0.0001 | |||||
| US85172FAN96 / Springleaf Finance Corp Bond | 0.02 | -64.00 | 0.0004 | -0.0007 | |||||
| US95000CBE21 / Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class XA | 0.01 | -54.17 | 0.0002 | -0.0003 | |||||
| US17290XAY67 / Citigroup Commercial Mortgage Trust 2016-GC37 | 0.01 | -55.00 | 0.0002 | -0.0002 | |||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.01 | 0.0002 | 0.0002 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.01 | 0.0002 | 0.0002 | ||||||
| Datix Bidco Ltd. / LON (N/A) | 0.01 | 0.0002 | 0.0002 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.01 | 0.0001 | 0.0001 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.00 | 0.0001 | 0.0001 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | 0.00 | 0.0001 | 0.0001 | ||||||
| US26249YAE14 / Dryden 37 Senior Loan Fund | 0.00 | -33.33 | 0.0000 | -0.0000 | |||||
| US89473MAD48 / Treman Park CLO Ltd. | 0.00 | 0.0000 | -0.0000 | ||||||
| CURRENCY CONTRACT - Rec GBP / Deliver USD / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| US61690AAF12 / Morgan Stanley Bank of America Merrill Lynch Trust | 0.00 | -100.00 | 0.0000 | -0.0004 | |||||
| US12593JBG04 / Commercial Mortgage Trust, Series 2015-CR24, Class XA, IO | 0.00 | 0.0000 | -0.0000 | ||||||
| DNA.WS / Soaring Eagle Acquisition Corp. - Equity Warrant | 0.02 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| US94989TBC71 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC22 SER 2015-LC22 CL XA V/R REGD 0.98385900 | 0.00 | -100.00 | 0.0000 | -0.0003 | |||||
| US217563AC96 / Copper River CLO Ltd. | 0.00 | 0.0000 | -0.0000 | ||||||
| QTS Good News Facility / DBT (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| KREF Funding V LLC / ABS-O (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| CURRENCY CONTRACT - Rec USD / Deliver GBP / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | -0.00 | -0.0000 | -0.0000 | ||||||
| Datix Bidco Ltd. / LON (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| Foreign Exchange USD/JPY / DFE (N/A) | -0.01 | -0.0002 | -0.0002 | ||||||
| CURRENCY CONTRACT - Rec USD / Deliver GBP / DFE (N/A) | -0.02 | -0.0004 | -0.0004 | ||||||
| Datix Bidco Ltd. / LON (N/A) | -0.02 | -0.0004 | -0.0004 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.03 | -0.0007 | -0.0007 | ||||||
| CURRENCY CONTRACT - Rec USD / Deliver EUR / DFE (N/A) | -0.05 | -0.0009 | -0.0009 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.11 | -0.0022 | -0.0022 | ||||||
| 2-Year Interest Rate Swap / DIR (N/A) | -0.21 | -0.0040 | -0.0040 | ||||||
| CURRENCY CONTRACT - Rec USD / Deliver EUR / DFE (N/A) | -0.32 | -0.0061 | -0.0061 | ||||||
| CDX.NA.HY.43.V1 (15-25%) / DCR (N/A) | -0.38 | -0.0073 | -0.0073 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -0.44 | -0.0085 | -0.0085 | ||||||
| 2-Year Interest Rate Swap / DIR (N/A) | -0.48 | -0.0093 | -0.0093 | ||||||
| 9-Month/5-Year Interest Rate Swap / DIR (N/A) | -0.63 | -0.0122 | -0.0122 | ||||||
| BNP / BNP Paribas SA | -0.63 | -0.0122 | -0.0122 | ||||||
| BNP / BNP Paribas SA | -0.63 | -0.0122 | -0.0122 | ||||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | -0.63 | -0.0122 | -0.0122 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -0.68 | -0.0132 | -0.0132 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -0.70 | -0.0135 | -0.0135 | ||||||
| CDX.NA.HY.43.V1 (25-35%) / DCR (N/A) | -0.77 | -0.0149 | -0.0149 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -0.82 | -0.0159 | -0.0159 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -4.84 | -0.0933 | -0.0933 | ||||||
| U.S. Secured Overnight Financing Rate / DIR (N/A) | -5.14 | -0.0991 | -0.0991 |
