| US05550GAL14
/ BCC Middle Market CLO 2019-1 LLC
|
|
|
|
|
|
7.78
|
0.17 |
4.9754 |
0.4021 |
| US2619081076
/ DREYFUS TREASURY PRIME CASH MANAGEMENT/ CLASS A
|
|
|
|
4.02
|
279.51 |
4.02
|
279.68 |
2.5705 |
1.9468 |
| US69701CAC47
/ PALMER SQUARE LOAN FUNDING LTD
|
|
|
|
|
|
3.76
|
0.37 |
2.4061 |
0.1992 |
| US05609VAL99
/ BX Commercial Mortgage Trust 2021-VOLT
|
|
|
|
|
|
3.62
|
-2.27 |
2.3134 |
0.1334 |
| US46654EAG61
/ JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2021-NYAH D
|
|
|
|
|
|
3.61
|
-2.01 |
2.3079 |
0.1392 |
| US67181DAA90
/ OAK STREET INVESTMENT GRADE NET LEASE FUND SERIES 2 SER 2020-1A CL A1 REGD 144A P/P 1.85000000
|
|
|
|
|
|
3.03
|
-2.57 |
1.9396 |
0.1064 |
| US929342AB95
/ WMRK Commercial Mortgage Trust 2022-WMRK
|
|
|
|
|
|
2.85
|
0.21 |
1.8233 |
0.1476 |
| Brighthouse Financial Global Funding
/ DBT (US10921U2J68) |
|
|
|
|
|
2.74
|
0.26 |
1.7544 |
0.1431 |
| AEGON Funding Company LLC
/ DBT (US00775VAA26) |
|
|
|
|
|
2.63
|
-0.15 |
1.6836 |
0.1311 |
| US17330VAA44
/ CMLTI_22-A
|
|
|
|
|
|
2.58
|
-2.20 |
1.6491 |
0.0966 |
| US12434LAC81
/ BXMT 2020-FL2 Ltd.
|
|
|
|
|
|
2.48
|
-0.76 |
1.5840 |
0.1144 |
| OBX Trust
/ ABS-MBS (US67448NAA63) |
|
|
|
|
|
2.41
|
-8.33 |
1.5425 |
-0.0070 |
| Athene Global Funding
/ DBT (US04685A3S83) |
|
|
|
|
|
2.32
|
-0.34 |
1.4816 |
0.1131 |
| US38178GAA85
/ Golub Capital Partners Clo 49M Ltd
|
|
|
|
|
|
2.26
|
0.04 |
1.4428 |
0.1151 |
| US691200AC34
/ Owl Rock CLO IV Ltd.
|
|
|
|
|
|
2.16
|
0.09 |
1.3787 |
0.1103 |
| F&G Global Funding
/ DBT (US30321L2G69) |
|
|
|
|
|
2.15
|
0.19 |
1.3731 |
0.1110 |
| US30323CAE03
/ FS Rialto 2021-FL3
|
|
|
|
|
|
1.99
|
0.30 |
1.2739 |
0.1044 |
| US33767JAE29
/ FirstKey Homes 2020-SFR2 Trust
|
|
|
|
|
|
1.97
|
0.77 |
1.2614 |
0.1087 |
| US913903AZ35
/ Universal Health Services Inc
|
|
|
|
|
|
1.88
|
0.86 |
1.2044 |
0.1050 |
| US62955RAA32
/ NEW YORK MORTGAGE TRUST 08/51 1.6696
|
|
|
|
|
|
1.79
|
-4.17 |
1.1480 |
0.0451 |
| Mutual of Omaha Companies Global Funding
/ DBT (US62829D2D13) |
|
|
|
|
|
1.78
|
0.17 |
1.1371 |
0.0921 |
| US0158578734
/ Algonquin Power & Utilities Corp
|
|
|
|
|
|
1.76
|
-0.06 |
1.1255 |
0.0887 |
| US15674RAC79
/ Cerberus Loan Funding XXXV, LP
|
|
|
|
|
|
1.76
|
0.17 |
1.1233 |
0.0911 |
| US381743AA12
/ Golub Capital Partners CLO 54M L.P
|
|
|
|
|
|
1.75
|
0.23 |
1.1221 |
0.0912 |
| US89680HAE27
/ TCF_21-1A
|
|
|
|
|
|
1.75
|
-2.40 |
1.1191 |
0.0635 |
| US05608XAC65
/ BXMT 2020-FL3 Ltd.
|
|
|
|
|
|
1.74
|
-0.51 |
1.1142 |
0.0832 |
| BCS
/ Barclays PLC - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.73
|
0.17 |
1.1082 |
0.0892 |
| US286181AH56
/ Element Fleet Management Corp.
|
|
|
|
|
|
1.72
|
-0.35 |
1.1030 |
0.0836 |
| Penske Truck Leasing Company Lp / PTL Finance Corp.
/ DBT (US709599BY93) |
|
|
|
|
|
1.67
|
0.12 |
1.0676 |
0.0858 |
| Icon Investments Six DAC
/ DBT (US45115AAA25) |
|
|
|
|
|
1.63
|
0.00 |
1.0450 |
0.0827 |
| STAB
/ Standard Chartered PLC - Preferred Security
|
|
|
|
|
|
1.63
|
0.31 |
1.0441 |
0.0854 |
| CBOM
/ Credit Bank of Moscow (public joint-stock company)
|
|
|
|
|
|
1.63
|
0.18 |
1.0428 |
0.0847 |
| US37940XAP78
/ Global Payments Inc
|
|
|
|
|
|
1.62
|
0.37 |
1.0356 |
0.0855 |
| Jackson National Life Global Funding
/ DBT (US46849LUZ20) |
|
|
|
|
|
1.61
|
-0.06 |
1.0323 |
0.0810 |
| LPL Holdings, Inc.
/ DBT (US50212YAJ38) |
|
|
|
|
|
1.58
|
0.25 |
1.0102 |
0.0821 |
| US38174TAE64
/ Golub Capital Partners CLO 33M Ltd.
|
|
|
|
|
|
1.50
|
-0.27 |
0.9589 |
0.0738 |
| US05591XAE13
/ BRSP 2021-FL1 Ltd
|
|
|
|
|
|
1.49
|
1.63 |
0.9549 |
0.0897 |
| US303075AA30
/ FactSet Research Systems Inc
|
|
|
|
|
|
1.46
|
0.62 |
0.9351 |
0.0793 |
| US04621XAP33
/ ASSURANT INC
|
|
|
|
|
|
1.46
|
-0.34 |
0.9326 |
0.0710 |
| US12513GBG38
/ CDW LLC / CDW Finance Corp
|
|
|
|
|
|
1.41
|
1.07 |
0.9042 |
0.0804 |
| US67114HAA23
/ OSAT 2021-RPL1 Trust
|
|
|
|
|
|
1.33
|
-3.41 |
0.8510 |
0.0394 |
| US43710XAA63
/ Home Equity Loan Trust
|
|
|
|
|
|
1.33
|
-3.14 |
0.8499 |
0.0421 |
| US40390JAA07
/ HGI CRE CLO 2021-FL2 Ltd
|
|
|
|
|
|
1.27
|
-1.17 |
0.8143 |
0.0560 |
| US45276PAB22
/ Imperial Fund Mortgage Trust 2022-NQM2
|
|
|
|
|
|
1.25
|
1.96 |
0.7997 |
0.0771 |
| OBX Trust
/ ABS-MBS (US67119CAA80) |
|
|
|
|
|
1.22
|
-7.73 |
0.7786 |
0.0014 |
| OBX Trust
/ ABS-MBS (US67118XAA37) |
|
|
|
|
|
1.20
|
-7.25 |
0.7692 |
0.0052 |
| US01627AAA60
/ Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2
|
|
|
|
|
|
1.19
|
0.85 |
0.7624 |
0.0666 |
| OBX Trust
/ ABS-MBS (US67119FAA12) |
|
|
|
|
|
1.16
|
-9.36 |
0.7437 |
-0.0119 |
| US33767JAJ16
/ FirstKey Homes 2020-SFR2 Trust
|
|
|
|
|
|
1.14
|
0.53 |
0.7274 |
0.0615 |
| US52474XAA37
/ LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000
|
|
|
|
|
|
1.12
|
-2.77 |
0.7188 |
0.0382 |
| CNO Global Funding
/ DBT (US18977W2D15) |
|
|
|
|
|
1.09
|
0.09 |
0.6965 |
0.0560 |
| GCAT Trust
/ ABS-MBS (US36831CAA09) |
|
|
|
|
|
1.08
|
-10.22 |
0.6920 |
-0.0173 |
| US670843AA90
/ OBX Trust, Series 2023-NQM2, Class A1
|
|
|
|
|
|
1.06
|
-3.27 |
0.6812 |
0.0328 |
| JP Morgan Mortgage Trust
/ ABS-MBS (US46592WAN65) |
|
|
|
|
|
1.05
|
-3.84 |
0.6728 |
0.0284 |
| US17327GAU85
/ Citigroup COmmercial Mortgage Trust 2018-C6
|
|
|
|
|
|
1.01
|
-6.57 |
0.6463 |
0.0095 |
| US83610JAA43
/ SOUND POINT CLO XIX Ltd
|
|
|
|
|
|
1.01
|
-36.61 |
0.6441 |
-0.2911 |
| US15674LAA44
/ Cerberus Loan Funding XXXII, LP
|
|
|
|
|
|
1.00
|
0.10 |
0.6413 |
0.0513 |
| US15674PAA57
/ Cerberus Loan Funding XXXIII, LP
|
|
|
|
|
|
1.00
|
0.10 |
0.6413 |
0.0512 |
| US46266TAA60
/ IQVIA, Inc.
|
|
|
|
|
|
1.00
|
1.12 |
0.6376 |
0.0569 |
| US36170HAB69
/ GCAT 2022-NQM4 Trust
|
|
|
|
|
|
0.99
|
-2.27 |
0.6326 |
0.0367 |
| BofA Securities, Inc.
/ RA (N/A) |
|
|
|
|
|
0.94
|
|
0.6037 |
0.6037 |
| US510800AC97
/ THL Credit Lake Shore MM CLO I Ltd.
|
|
|
|
|
|
0.93
|
-1.06 |
0.5954 |
0.0414 |
| US94876QAA40
/ Weir Group PLC/The
|
|
|
|
|
|
0.93
|
0.43 |
0.5927 |
0.0493 |
| US827048AX76
/ Silgan Holdings Inc
|
|
|
|
|
|
0.92
|
0.87 |
0.5914 |
0.0514 |
| US538034AV10
/ Live Nation Entertainment Inc
|
|
|
|
|
|
0.91
|
0.55 |
0.5843 |
0.0488 |
| US313385HP48
/ Federal Home Loan Bank Discount Notes
|
|
|
|
|
|
0.90
|
|
0.5758 |
0.5758 |
| US90932LAG23
/ United Airlines Inc
|
|
|
|
|
|
0.89
|
1.02 |
0.5720 |
0.0502 |
| US12530MAG06
/ CF Hippolyta LLC
|
|
|
|
|
|
0.89
|
-0.45 |
0.5663 |
0.0424 |
| US89680YAA38
/ Triton Container International Ltd
|
|
|
|
|
|
0.88
|
0.92 |
0.5639 |
0.0494 |
| US52475WAA45
/ LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000
|
|
|
|
|
|
0.88
|
-4.14 |
0.5629 |
0.0224 |
| US77313LAA17
/ Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
|
|
|
|
|
|
0.88
|
1.74 |
0.5615 |
0.0534 |
| LGLG
/ LG Electronics Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.87
|
0.00 |
0.5536 |
0.0436 |
| US74977RDR21
/ Cooperatieve Rabobank UA
|
|
|
|
|
|
0.85
|
0.59 |
0.5469 |
0.0468 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.83
|
-13.23 |
0.5330 |
-0.0328 |
| US928881AB78
/ Vontier Corp.
|
|
|
|
|
|
0.83
|
0.85 |
0.5317 |
0.0461 |
| US60687YCL11
/ Mizuho Financial Group Inc
|
|
|
|
|
|
0.82
|
0.25 |
0.5232 |
0.0427 |
| US66989EAA38
/ NovaStar Mortgage Funding Trust Series 2007-2
|
|
|
|
|
|
0.81
|
-6.34 |
0.5196 |
0.0086 |
| US83612CAA71
/ SVHE_06-OPT5
|
|
|
|
|
|
0.81
|
-7.11 |
0.5185 |
0.0047 |
| US83370G5999
/ Societe Generale SA, ELN, (linked to Nasdaq 100 Index)
|
|
|
|
|
|
0.81
|
0.25 |
0.5181 |
0.0423 |
| US86365DAA72
/ Structured Asset Securities Corporation Mortgage Loan Trust
|
|
|
|
|
|
0.81
|
-6.05 |
0.5163 |
0.0102 |
| US12565KAA51
/ CLI Funding VIII LLC
|
|
|
|
|
|
0.80
|
-5.42 |
0.5138 |
0.0136 |
| Project Onyx I
/ ABS-O (N/A) |
|
|
|
|
|
0.80
|
|
0.5118 |
0.5118 |
| US05610HAE36
/ BX Commercial Mortgage Trust 2022-LP2
|
|
|
|
|
|
0.77
|
0.13 |
0.4914 |
0.0395 |
| US33768NAC65
/ FirstKey Homes Trust
|
|
|
|
|
|
0.75
|
0.68 |
0.4772 |
0.0410 |
| US64830TAD00
/ NRZT 2020-1A A1B
|
|
|
|
|
|
0.66
|
-3.94 |
0.4215 |
0.0179 |
| US62956BAA70
/ NYMT Loan Trust 2022-SP1
|
|
|
|
|
|
0.66
|
-2.09 |
0.4207 |
0.0252 |
| Angel Oak Mortgage Trust
/ ABS-MBS (US034943AA80) |
|
|
|
|
|
0.63
|
-8.19 |
0.4018 |
-0.0011 |
| US64828CAG42
/ New Residential Mortgage Loan Trust
|
|
|
|
|
|
0.61
|
-6.43 |
0.3913 |
0.0064 |
| US88315LAL27
/ Textainer Marine Containers VII Ltd
|
|
|
|
|
|
0.60
|
-2.91 |
0.3843 |
0.0198 |
| US36143L2A26
/ GA Global Funding Trust
|
|
|
|
|
|
0.59
|
0.68 |
0.3773 |
0.0326 |
| BNP
/ BNP Paribas SA
|
|
|
|
|
|
0.59
|
|
0.3773 |
0.3773 |
| DE000C4SA6R6
/ EURO STOXX 50 Index
|
|
|
|
|
|
0.59
|
|
0.3773 |
0.3773 |
| US92538CAA99
/ CORP CMO
|
|
|
|
|
|
0.59
|
-9.82 |
0.3765 |
-0.0075 |
| US78442PGE07
/ SLM Corp
|
|
|
|
|
|
0.59
|
1.55 |
0.3762 |
0.0348 |
| US12598JAC53
/ CSMC 2021-RPL7 Trust
|
|
|
|
|
|
0.58
|
-3.51 |
0.3696 |
0.0172 |
| US126680AB31
/ Alternative Loan Trust
|
|
|
|
|
|
0.54
|
-0.55 |
0.3484 |
0.0258 |
| US12530GAA67
/ CFMT 2022-HB9 LLC
|
|
|
|
|
|
0.52
|
-11.54 |
0.3338 |
-0.0136 |
| OBX Trust
/ ABS-MBS (US67448LAB80) |
|
|
|
|
|
0.50
|
-8.06 |
0.3216 |
-0.0005 |
| US460599AF06
/ International Game Technology PLC
|
|
|
|
|
|
0.50
|
1.22 |
0.3197 |
0.0288 |
| US41162NAC11
/ HARBORVIEW MORTGAGE LOAN TRUST 2006-14 SER 2006-14 CL 2A1A V/R REGD 1.88325000
|
|
|
|
|
|
0.49
|
-1.60 |
0.3157 |
0.0204 |
| US91153LAA52
/ United Shore Financial Services LLC
|
|
|
|
|
|
0.49
|
0.20 |
0.3134 |
0.0256 |
| US80307AAA79
/ SAPPHIRE AVIATION FINANCE II LTD
|
|
|
|
|
|
0.49
|
-5.26 |
0.3109 |
0.0086 |
| US08162YAK82
/ BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061
|
|
|
|
|
|
0.48
|
-4.20 |
0.3065 |
0.0117 |
| US92538MAC38
/ Verus Securitization Trust
|
|
|
|
|
|
0.47
|
-3.70 |
0.3006 |
0.0134 |
| US12662GAC24
/ CSMC 2021-RPL4 Trust
|
|
|
|
|
|
0.45
|
-3.43 |
0.2888 |
0.0136 |
| HOMES Trust
/ ABS-MBS (US437920AC56) |
|
|
|
|
|
0.45
|
-5.06 |
0.2882 |
0.0090 |
| US05609JAL61
/ BXHPP TRUST 2021-FILM BXHPP 2021-FILM C
|
|
|
|
|
|
0.45
|
-2.39 |
0.2874 |
0.0161 |
| US46591ABC80
/ JPMDB Commercial Mortgage Securities Trust
|
|
|
|
|
|
0.45
|
-8.01 |
0.2871 |
-0.0003 |
| US46590XAZ96
/ JBS USA LUX SA/JBS FOOD CO/JBS USA
|
|
|
|
|
|
0.44
|
0.92 |
0.2807 |
0.0248 |
| FIGRE Trust
/ ABS-MBS (US31684FAA21) |
|
|
|
|
|
0.43
|
-5.47 |
0.2765 |
0.0072 |
| US03464BAC28
/ Angel Oak Mortgage Trust 2022-1
|
|
|
|
|
|
0.43
|
-1.38 |
0.2757 |
0.0186 |
| US126401AA63
/ CMO ADJ SER.2020-NQM1 CL.A1
|
|
|
|
|
|
0.43
|
-1.61 |
0.2741 |
0.0175 |
| US52476DAA54
/ LMAT_21-GS2
|
|
|
|
|
|
0.42
|
-3.85 |
0.2716 |
0.0114 |
| US19688RAA77
/ COLT 2023-3 Mortgage Loan Trust
|
|
|
|
|
|
0.37
|
-9.47 |
0.2392 |
-0.0036 |
| US36169GAA31
/ GCAT Trust, Series 2023-NQM3, Class A1
|
|
|
|
|
|
0.35
|
-5.16 |
0.2235 |
0.0062 |
| US00175PAB94
/ AMN Healthcare, Inc.
|
|
|
|
|
|
0.34
|
1.19 |
0.2178 |
0.0196 |
| Citadel Securities, LP
/ LON (N/A) |
|
|
|
|
|
0.33
|
|
0.2098 |
0.2098 |
| US07389MAD92
/ Bear Stearns Asset Backed Securities I Trust 2006-HE9
|
|
|
|
|
|
0.33
|
-1.51 |
0.2094 |
0.0134 |
| US008911BK48
/ Air Canada
|
|
|
|
|
|
0.33
|
1.24 |
0.2090 |
0.0189 |
| US013092AF88
/ Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
|
|
|
|
|
|
0.33
|
0.93 |
0.2082 |
0.0182 |
| US42704RAA95
/ HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A
|
|
|
|
|
|
0.31
|
0.00 |
0.1973 |
0.0157 |
| US14856CAA71
/ CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000
|
|
|
|
|
|
0.31
|
-16.85 |
0.1960 |
-0.0208 |
| Jane Street Group LLC
/ LON (N/A) |
|
|
|
|
|
0.30
|
|
0.1892 |
0.1892 |
| US88315LAE83
/ TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29
|
|
|
|
|
|
0.27
|
-5.59 |
0.1733 |
0.0044 |
| US88104UAC71
/ Terraform Global Operating LLC
|
|
|
|
|
|
0.26
|
0.00 |
0.1679 |
0.0133 |
| US466313AM58
/ Jabil, Inc.
|
|
|
|
|
|
0.25
|
0.40 |
0.1595 |
0.0133 |
| US118230AQ44
/ BUCKEYE PARTNERS LP
|
|
|
|
|
|
0.25
|
1.65 |
0.1581 |
0.0146 |
| US466313AL75
/ Jabil Inc
|
|
|
|
|
|
0.24
|
0.83 |
0.1562 |
0.0132 |
| US025676AM95
/ American Equity Investment Life Holding Co.
|
|
|
|
|
|
0.24
|
0.42 |
0.1542 |
0.0128 |
| US89175VAA17
/ Towd Point Mortgage Trust 2018-2
|
|
|
|
|
|
0.23
|
-16.25 |
0.1489 |
-0.0143 |
| Project Onyx II
/ ABS-O (N/A) |
|
|
|
|
|
0.22
|
|
0.1415 |
0.1415 |
| World Wide Technology Holding Company LLC
/ LON (N/A) |
|
|
|
|
|
0.22
|
|
0.1415 |
0.1415 |
| BRO
/ Brown & Brown, Inc.
|
|
|
|
|
|
0.18
|
|
0.1125 |
0.1125 |
| US85172FAN96
/ Springleaf Finance Corp Bond
|
|
|
|
|
|
0.17
|
-65.09 |
0.1091 |
-0.1778 |
| US92539LAC46
/ Verus Securitization Trust 2021-3
|
|
|
|
|
|
0.16
|
-2.98 |
0.1047 |
0.0054 |
| US05990TAG22
/ Banc of America Funding Trust
|
|
|
|
|
|
0.15
|
-24.24 |
0.0962 |
-0.0210 |
| US852234AN39
/ Block Inc
|
|
|
|
|
|
0.15
|
0.69 |
0.0940 |
0.0083 |
| US931427AQ19
/ Walgreens Boots Alliance Inc
|
|
|
|
|
|
0.15
|
-0.68 |
0.0939 |
0.0072 |
| US92536PAA21
/ Verus Securitization Trust 2020-1
|
|
|
|
|
|
0.13
|
-10.42 |
0.0826 |
-0.0027 |
| US384637AA23
/ Graham Holdings Co
|
|
|
|
|
|
0.12
|
0.00 |
0.0799 |
0.0063 |
| JETD
/ MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product
|
|
|
|
|
|
0.12
|
|
0.0755 |
0.0755 |
| US53218CAE03
/ Life 2021-BMR Mortgage Trust
|
|
|
|
|
|
0.10
|
-84.78 |
0.0645 |
-0.3230 |
| US651229BC91
/ Newell Brands, Inc.
|
|
|
|
|
|
0.09
|
1.19 |
0.0545 |
0.0048 |
| US76119CAA99
/ Residential Mortgage Loan Trust 2020-1
|
|
|
|
|
|
0.06
|
-29.63 |
0.0365 |
-0.0115 |
| US701631AA16
/ PARLIAMENT CLO II LTD SER 2021-2A CL A V/R REGD 144A P/P 0.00000000
|
|
|
|
|
|
0.04
|
-82.63 |
0.0238 |
-0.1021 |
| US85573AAA34
/ Starwood Mortgage Residential Trust 2020-1
|
|
|
|
|
|
0.03
|
-3.12 |
0.0199 |
0.0007 |
| U.S. Secured Overnight Financing Rate
/ DIR (N/A) |
|
|
|
|
|
-0.81
|
|
-0.5168 |
-0.5168 |
.
