Grundlæggende statistik
Porteføljeværdi $ 992.627.098
Nuværende stillinger 393
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)

JSI - Janus Henderson Securitized Income ETF har afsløret 393 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 992.627.098 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). JSI - Janus Henderson Securitized Income ETFs største beholdninger er FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , Uniform Mortgage-Backed Security, TBA (US:US01F0506505) , Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , and Uniform Mortgage-Backed Security, TBA (US:US01F0326581) . JSI - Janus Henderson Securitized Income ETFs nye stillinger omfatter FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , Uniform Mortgage-Backed Security, TBA (US:US01F0506505) , Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , and Uniform Mortgage-Backed Security, TBA (US:US01F0326581) .

JSI - Janus Henderson Securitized Income ETF - Porteføljeværdi
Tilføj denne fond
til dit Dashboard
Top øger dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
95,59 13,8232 12,3292
59,90 8,6613 8,9571
57,83 8,3630 6,2714
32,29 32,30 4,6707 4,6707
56,10 8,1122 3,9891
26,82 3,8781 3,8781
16,68 2,4117 2,4117
22,23 3,2144 2,0043
13,20 1,9091 1,9091
11,50 1,6630 1,6630
Top falder i dette kvartal

Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.

Sikkerhed Aktier
(MM)		 Værdi
(MM$)		 Portefølje % ΔPortefølje %
-37,04 -5,3559 -6,1616
0,00 0,00 -4,9227
1,62 0,2341 -0,8459
6,26 0,9046 -0,2504
2,91 0,4212 -0,2481
5,05 0,7304 -0,2447
4,22 0,6098 -0,2310
3,77 0,5447 -0,1943
4,71 0,6814 -0,1869
0,67 0,0963 -0,1806
13F og Fondsarkivering

Denne formular blev indsendt den 2025-06-20 for rapporteringsperioden 2025-04-30. Klik på linkikonet for at se den fulde transaktionshistorik.

Opgrader for at låse op for premium-data og eksportere til Excel .

2022-07-28: Vigtig note - Vi har ændret behandlingen af kolonnen Δ Portefølje % i denne tabel. Tidligere rapporterede vi det som den procentvise ændring i porteføljeallokeringen. Vi rapporterer det nu som den rå ændring i porteføljeallokeringen (stadig rapporteret som en procent). I formeltermer rapporterede vi det tidligere som 100 * (aktuel allokering - forudgående tildeling) / forudgående tildeling. Vi indberetter det nu som (nuværende tildeling - forudgående tildeling).
Sikkerhed Type Gennemsnitlig aktiekurs Aktier
(MM)		 Δ Aktier
(%)		 Δ Aktier
(%)		 Værdi
($MM)		 Portefølje
(%)		 ΔPortefølje
(%)
US01F0526560 / FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 95,59 2.512,52 13,8232 12,3292
US01F0626550 / Uniform Mortgage-Backed Security, TBA 59,90 -8.372,93 8,6613 8,9571
US01F0506505 / Uniform Mortgage-Backed Security, TBA 57,83 1.028,67 8,3630 6,2714
US01F0606594 / Uniform Mortgage-Backed Security, TBA 56,10 455,44 8,1122 3,9891
Janus Henderson Cash Liquidity Fund LLC / STIV (N/A) 32,29 32,30 4,6707 4,6707
US01F0326581 / Uniform Mortgage-Backed Security, TBA 26,82 3,8781 3,8781
US01F0306526 / FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 22,23 649,93 3,2144 2,0043
FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2 / ABS-MBS (US35564NHA46) 16,68 2,4117 2,4117
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 13,20 1,9091 1,9091
Tricolor Auto Securitization Trust, Series 2025-1A, Class C / ABS-O (US89617CAC55) 11,50 1,6630 1,6630
RCKT Mortgage Trust, Series 2025-CES1, Class A1A / ABS-MBS (US749427AA88) 7,69 1,1124 1,1124
US46591HAG56 / Chase Mortgage Reference Notes 2020-CL1 6,77 0,9786 0,9786
BX Trust, Series 2024-CNYN, Class D / ABS-MBS (US05612HAG65) 6,70 351,15 0,9682 0,6980
Saluda Grade Alternative Mortgage Trust, Series 2023-RTL3, Class A1 / ABS-MBS (US79583YAA29) 6,28 0,9082 0,9082
PRET Trust, Series 2025-RPL1, Class A1 / ABS-MBS (US69392FAA57) 6,26 -1,40 0,9046 -0,2504
US20754AAB98 / Fannie Mae Connecticut Avenue Securities 6,23 147,44 0,9014 0,4429
NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A / ABS-MBS (US64832EAA73) 5,98 0,8642 0,8642
US30334RAG92 / FS 2023-4SZN D VAR 11/10/2027 144A 5,86 68,45 0,8470 0,2140
KRE Commercial Mortgage Trust, Series 2025-AIP4, Class A / ABS-MBS (US50077KAA60) 5,83 0,8437 0,8437
FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M1 / ABS-MBS (US35564NGZ06) 5,77 0,8344 0,8344
Homeward Opportunities Fund Trust, Series 2025-RRTL1, Class A1 / ABS-MBS (US437919AA10) 5,65 0,8164 0,8164
RCKT Mortgage Trust, Series 2025-CES4, Class A1A / ABS-O (US74937YAA64) 5,61 0,8115 0,8115
PRET LLC, Series 2025-NPL4, Class A1 / ABS-MBS (US74136UAA34) 5,43 0,7852 0,7852
Carvana Auto Receivables Trust, Series 2025-P1, Class N / ABS-O (US14689MAH34) 5,42 0,7842 0,7842
US35564KMH94 / Freddie Mac Structured Agency Credit Risk Debt Notes 5,29 32,92 0,7650 0,0406
US14687GAF28 / Carvana Auto Receivables Trust 5,26 0,7602 0,7602
US05609VAN55 / BX Commercial Mortgage Trust, Series 2021-VOLT, Class E 5,24 8,69 0,7578 -0,1198
ABL, Series 2024-RTL1, Class A2 / ABS-MBS (US00092EAB48) 5,16 137,79 0,7463 0,3512
J.P. Morgan Mortgage Trust, Series 2024-CES1, Class A1B / ABS-MBS (US46658CAB72) 5,10 220,74 0,7381 0,4483
NRM FNT1 Excess LLC, Series 2024-FNT1, Class A / ABS-O (US62956YAA73) 5,05 -5,71 0,7304 -0,2447
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5,03 0,7273 0,7273
US46591HAH30 / Chase Mortgage Reference Notes 2020-CL1 4,89 0,7068 0,7068
Atlas Warehouse Lending Co. LP / DBT (US049463AE27) 4,87 0,21 0,7035 -0,1803
BX Commercial Mortgage Trust, Series 2024-MF, Class D / ABS-MBS (US05612EAG35) 4,71 -1,20 0,6814 -0,1869
Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A / ABS-O (US79581UAA25) 4,71 470,79 0,6810 0,5306
Lendbuzz Securitization Trust, Series 2024-2A, Class C / ABS-O (US525920AD65) 4,69 204,35 0,6788 0,3980
OnDeck Asset Securitization IV LLC, Series 2025-1A, Class B / ABS-O (US68237DAB91) 4,50 0,6513 0,6513
Great Wolf Trust, Series 2024-WOLF, Class D / ABS-MBS (US39152MAG06) 4,39 -1,46 0,6354 -0,1762
US44148JAC36 / Hotwire Funding LLC 4,31 0,6236 0,6236
Sotheby's Artfi Master Trust, Series 2024-1A, Class C / ABS-O (US83589CAD02) 4,26 -0,56 0,6155 -0,1638
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class E / ABS-O (US80290CCM47) 4,22 -8,71 0,6098 -0,2310
COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A / ABS-MBS (US12596SAA15) 4,14 0,5984 0,5984
US05608WAL81 / BX Trust 4,13 -0,96 0,5967 -0,1618
US35564KJP57 / Freddie Mac STACR REMIC Trust 2021-HQA3 4,10 84,29 0,5923 0,1876
BX Commercial Mortgage Trust, Series 2024-BIO2, Class D / ABS-MBS (US05613GAG73) 3,97 27,84 0,5739 0,0087
RCKT Mortgage Trust, Series 2024-CES9, Class A1B / ABS-MBS (US749426AB88) 3,82 -3,41 0,5524 -0,1676
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F / ABS-O (US80290CCN20) 3,77 -7,22 0,5447 -0,1943
US79582AAA51 / Saluda Grade Alternative Mortgage Trust, Series 2023-FIG3, Class A 3,76 0,5431 0,5431
LHOME Mortgage Trust, Series 2024-RTL5, Class A2 / ABS-MBS (US50205WAB37) 3,75 -0,21 0,5419 -0,1417
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 / ABS-MBS (US79584CAA99) 3,72 208,71 0,5384 0,3188
FREMF Mortgage Trust, Series 2023-K511, Class C / ABS-MBS (US30334FAG54) 3,71 2,60 0,5361 -0,1218
BMP, Series 2024-MF23, Class D / ABS-MBS (US05593JAG58) 3,69 2,50 0,5340 -0,1218
US01F0426571 / Uniform Mortgage-Backed Security, TBA 3,52 0,5088 0,5088
PRPM LLC, Series 2025-2, Class A1 / ABS-MBS (US69382HAA32) 3,44 0,4970 0,4970
US20754RAF38 / Connecticut Avenue Securities Trust 2021-R01 3,43 -1,18 0,4954 -0,1356
Affirm Asset Securitization Trust, Series 2024-A, Class 1C / ABS-O (US00834BAH06) 3,41 350,79 0,4929 0,3553
Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A2 / ABS-MBS (US43789FAB94) 3,40 -0,50 0,4915 -0,1305
RCKT Mortgage Trust, Series 2024-CES8, Class A1A / ABS-MBS (US749421AA19) 3,36 482,01 0,4866 0,3813
SCG Commercial Mortgage Trust, Series 2025-DLFN, Class E / ABS-MBS (US78398EAJ47) 3,32 0,4800 0,4800
RCKT Mortgage Trust, Series 2025-CES2, Class A1B / ABS-O (US74942BAB71) 3,28 0,4737 0,4737
Tricolor Auto Securitization Trust, Series 2025-1A, Class D / ABS-O (US89617CAD39) 3,23 0,4676 0,4676
Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class C / ABS-O (US446438SZ71) 3,23 0,4669 0,4669
Galaxy Senior Participation Interest Trust 1 / ABS-MBS (US362922AA49) 3,21 0,00 0,4641 -0,1201
FIGRE Trust, Series 2024-HE3, Class C / ABS-O (US31684GAC69) 3,18 -4,74 0,4593 -0,1478
US90357PAV67 / US Bank NA 3,18 523,77 0,4591 0,3664
RCKT Mortgage Trust, Series 2024-CES7, Class A1A / ABS-MBS (US749414AA67) 3,13 -4,80 0,4528 -0,1460
LHOME Mortgage Trust, Series 2024-RTL4, Class A2 / ABS-MBS (US50205PAB85) 3,13 -0,45 0,4519 -0,1195
FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2 / ABS-MBS (US35564NFA63) 3,11 111,14 0,4494 0,1813
Wells Fargo Commercial Mortgage Trust, Series 2024-MGP, Class C11 / ABS-MBS (US95003TAE38) 3,09 0,00 0,4473 -0,1157
Homeward Opportunities Fund Trust, Series 2024-RTL1, Class A1 / ABS-MBS (US43789FAA12) 3,08 -0,36 0,4457 -0,1174
LHOME Mortgage Trust, Series 2024-RTL3, Class A1 / ABS-MBS (US50205GAA04) 3,07 -0,03 0,4445 -0,1152
US05608RAN52 / BX TR 2021-ARIA 1ML+259.35 10/15/2036 144A 3,04 -1,52 0,4391 -0,1223
BX Trust, Series 2024-VLT4, Class E / ABS-MBS (US05612TAJ43) 3,01 -0,36 0,4353 -0,1147
FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M2 / ABS-MBS (US35564NCA90) 3,00 -1,35 0,4336 -0,1196
SoFi Consumer Loan Program Trust, Series 2025-1, Class D / ABS-O (US83406YAD31) 2,99 0,4329 0,4329
Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M2 / ABS-MBS (US20754XAC74) 2,99 -0,96 0,4319 -0,1170
US30227FAN06 / Extended Stay America Trust 2,93 -3,62 0,4234 -0,1298
US78485GAQ73 / STWD Trust 2021-FLWR 2,91 -20,78 0,4212 -0,2481
US056083AN88 / BXP Trust 2017-GM 2,87 0,84 0,4154 -0,1031
FHF Issuer Trust, Series 2025-1A, Class C / ABS-O (US30340RAE62) 2,87 0,4145 0,4145
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A1 / ABS-MBS (US79585UAA88) 2,83 -0,18 0,4094 -0,1070
Finance of America Structured Securities Trust, Series 2024-S3, Class A1 / ABS-MBS (US31739WAB81) 2,78 -1,21 0,4021 -0,1102
Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class D / ABS-MBS (US94990GAG47) 2,76 0,3996 0,3996
Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1 / ABS-MBS (US20754VAB36) 2,76 0,3988 0,3988
Finance of America Structured Securities Trust, Series 2025-S1, Class A1 / ABS-MBS (US31741BAB09) 2,75 0,3979 0,3979
BX Trust, Series 2025-ROIC, Class E / ABS-MBS (US05593VAN38) 2,74 0,3963 0,3963
Exeter Automobile Receivables Trust, Series 2024-3A, Class E / ABS-O (US30165AAG04) 2,73 113,96 0,3946 0,1624
Lendbuzz Securitization Trust, Series 2024-2A, Class B / ABS-O (US525920AC82) 2,72 0,55 0,3940 -0,0992
New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A2 / ABS-MBS (US64831PAB13) 2,70 -0,30 0,3909 -0,1026
RCKT Mortgage Trust, Series 2024-CES5, Class A1B / ABS-MBS (US74938KAB35) 2,67 -5,35 0,3868 -0,1275
US12482HAL87 / CAMB Commercial Mortgage Trust 2019-LIFE 2,65 9,70 0,3828 -0,0565
US55316VAL80 / MHC Commercial Mortgage Trust 2021-MHC 2,64 -0,94 0,3812 -0,1032
BX Trust, Series 2024-BIO, Class C / ABS-MBS (US05612AAJ51) 2,60 -0,50 0,3765 -0,0999
Lendbuzz Securitization Trust, Series 2024-1A, Class C / ABS-O (US525935AD43) 2,59 -0,27 0,3745 -0,0983
Fora Financial Asset Securitization LLC, Series 2024-1A, Class A / ABS-O (US34512PAA21) 2,52 -0,16 0,3644 -0,0950
WB Commercial Mortgage Trust, Series 2024-HQ, Class C / ABS-MBS (US92943PAE16) 2,52 -0,32 0,3640 -0,0956
Affirm Asset Securitization Trust, Series 2024-X1, Class C / ABS-O (US00834XAC39) 2,51 -0,48 0,3636 -0,0963
Sandstone Peak III Ltd., Series 2024-1A, Class C / ABS-CBDO (US799928AJ54) 2,51 -1,22 0,3624 -0,0994
Zais CLO 11 Ltd., Series 2018-11A, Class BR / ABS-CBDO (US98887YAQ08) 2,50 0,00 0,3622 -0,0938
BX Commercial Mortgage Trust, Series 2024-GPA3, Class C / ABS-MBS (US123910AE11) 2,50 264,87 0,3620 0,2371
BPR Trust, Series 2024-PMDW, Class D / ABS-MBS (US05592VAJ35) 2,49 -2,73 0,3607 -0,1062
US62475WAC91 / MTN Commercial Mortgage Trust 2,49 -0,08 0,3605 -0,0937
Wells Fargo Commercial Mortgage Trust, Series 2024-1CHI, Class C / ABS-MBS (US95003PAE16) 2,49 -0,76 0,3605 -0,0967
US35564KQZ56 / FHLMC STACR REMIC Trust, Series 2022-DNA1, Class B2 2,49 -1,66 0,3601 -0,1009
Wingspire Equipment Finance LLC, Series 2024-1A, Class D / ABS-O (US97415AAE29) 2,48 -0,68 0,3583 -0,0959
US19260MAA45 / Coinstar Funding LLC Series 2017-1 2,46 0,3563 0,3563
EFMT, Series 2025-CES1, Class A1B / ABS-MBS (US26846VAB09) 2,46 0,3563 0,3563
US44422PBW14 / HUDSONS BAY SIMON JV TRUST HBCT 2015 HB10 B10 144A 2,41 1,05 0,3483 -0,0855
Brean Asset-Backed Securities Trust, Series 2024-RM8, Class A2 / ABS-MBS (US10637YAB11) 2,36 1,77 0,3417 -0,0810
Citigroup Commercial Mortgage Trust, Series 2021-PRM2, Class G / ABS-MBS (US17291HAS31) 2,35 -1,92 0,3405 -0,0965
Reach Abs Trust, Series 2024-1A, Class C / ABS-O (US75526PAC59) 2,35 -0,38 0,3400 -0,0896
LHOME Mortgage Trust, Series 2024-RTL1, Class A1 / ABS-MBS (US50205DAA72) 2,33 44,89 0,3366 0,0441
US85236WCQ78 / SREIT Trust 2021-MFP2 2,31 -0,81 0,3345 -0,0900
Vontive Mortgage Trust, Series 2025-RTL1, Class A1 / ABS-MBS (US928884AA35) 2,30 0,3327 0,3327
US35564KPP83 / Freddie Mac STACR REMIC Trust 2021-HQA4 2,30 -0,99 0,3319 -0,0901
US20754AAF03 / Fannie Mae Connecticut Avenue Securities 2,28 -1,56 0,3291 -0,0917
PRPM LLC / ABS-MBS (US69392NAA81) 2,27 0,3286 0,3286
Compass Datacenters Issuer II LLC, Series 2024-2A, Class B1 / ABS-O (US20469AAE91) 2,24 1,17 0,3246 -0,0793
Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class C / ABS-O (US44644NAJ81) 2,24 -11,49 0,3232 -0,1365
Finance of America Structured Securities Trust, Series 2024-S2, Class A1 / ABS-O (US31739VAA26) 2,20 -0,86 0,3175 -0,0857
US056083AL23 / BXP_17-GM 2,20 134,26 0,3175 0,1468
ACHM Mortgage Trust, Series 2024-HE1, Class B / ABS-O (US00449TAB17) 2,16 -5,90 0,3116 -0,1054
US68373BAC54 / OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 2,08 417,46 0,3002 0,2270
Saluda Grade Alternative Mortgage Trust, Series 2024-FIG5, Class B / ABS-O (US79582MAB72) 2,06 -3,66 0,2973 -0,0912
US05608KAJ97 / BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO E 2,05 -0,87 0,2958 -0,0798
US35564KKK42 / Freddie Mac STACR REMIC Trust 2021-HQA3 2,03 -1,64 0,2942 -0,0823
Post Road Equipment Finance LLC, Series 2025-1A, Class E / ABS-O (US73747LAF58) 2,03 103,20 0,2936 0,1115
US53218DAG34 / Life Mortgage Trust US 2,02 -5,42 0,2928 -0,0970
Mission Lane Credit Card Master Trust, Series 2023-B, Class C / ABS-O (US60510MAV00) 2,01 -1,13 0,2904 -0,0794
Libra Solutions LLC, Series 2024-1A, Class A / ABS-O (US53161XAA90) 2,01 2,14 0,2901 -0,0675
BAMLL Re-REMIC Trust, Series 2025-FRR5, Class E736 / ABS-MBS (US05494BAJ61) 2,00 -1,57 0,2899 -0,0808
Reach ABS Trust, Series 2025-1A, Class C / ABS-O (US75525PAC68) 2,00 -0,35 0,2889 -0,0760
US383931AD41 / Gracie Point International Funding, Series 2023-1A, Class D 1,99 -1,04 0,2883 -0,0784
CONE Trust, Series 2024-DFW1, Class A / ABS-MBS (US20682AAA88) 1,99 -0,99 0,2879 -0,0783
BX Commercial Mortgage Trust, Series 2024-WPT, Class D / ABS-MBS (US05612JAG22) 1,98 -1,20 0,2859 -0,0784
US05609RAS31 / BX 2021-BXMF 1ML+359.02 10/15/2026 144A 1,97 -2,91 0,2849 -0,0845
US12659VAJ98 / CREDIT SUISSE MORTGAGE TRUST 1,96 -0,81 0,2839 -0,0765
GWT, Series 2024-WLF2, Class E / ABS-MBS (US362414AJ37) 1,96 -1,66 0,2834 -0,0794
US476681AA97 / Jersey Mike's Funding 1,96 0,2828 0,2828
US53218DAJ72 / LIFE MORTGAGE TRUST US SER 2022-BMR2 CL D V/R REGD 144A P/P 3.34191000 1,95 26,02 0,2823 0,0002
Alterna Funding III LLC, Series 2024-1A, Class B / ABS-O (US02157JAC99) 1,94 -4,89 0,2810 -0,0909
Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class C / ABS-O (US44644NAC39) 1,94 -12,89 0,2806 -0,1248
US00092CAD48 / ACHV ABS TRUST 2023-4CP 1,92 -0,93 0,2769 -0,0751
US44422PBN15 / HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL A10 REGD 144A P/P 4.15450000 1,91 1,38 0,2759 -0,0668
BX Commercial Mortgage Trust, Series 2024-AIR2, Class C / ABS-MBS (US05613QAE08) 1,90 -4,94 0,2754 -0,0894
US78457JAQ58 / SMRT 2022-MINI SOFR30A+330 01/15/2024 144A 1,90 -1,09 0,2753 -0,0750
US12636GAA94 / COMM 2016-667M Mortgage Trust 1,88 0,81 0,2713 -0,0675
RCKT Mortgage Trust, Series 2024-CES8, Class A1B / ABS-MBS (US749421AB91) 1,87 -3,85 0,2710 -0,0839
FHF Issuer Trust, Series 2024-2A, Class D / ABS-O (US30336NAJ00) 1,86 0,76 0,2694 -0,0672
US35564KRN18 / Freddie Mac Structured Agency Credit Risk Debt Notes 1,86 0,2689 0,2689
FIGRE Trust, Series 2023-HE3, Class A / ABS-O (US31684CAA99) 1,82 0,2638 0,2638
Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class E / ABS-O (US80290CCE21) 1,82 -13,24 0,2635 -0,1189
BX Commercial Mortgage Trust, Series 2024-XL5, Class D / ABS-MBS (US05612GAG82) 1,79 -5,69 0,2590 -0,0868
US20755CAF59 / CORP CMO 1,79 -2,08 0,2584 -0,0738
US05609JAL61 / BXHPP TRUST 2021-FILM BXHPP 2021-FILM C 1,76 -4,66 0,2543 -0,0815
Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class E / ABS-MBS (US94990GAJ85) 1,74 0,2520 0,2520
Vertical Bridge Holdings LLC, Series 2020-2A, Class B / ABS-O (US92535VAG77) 1,73 0,70 0,2503 -0,0625
Business Jet Securities LLC, Series 2024-1A, Class B / ABS-O (US12327CAB00) 1,72 -4,60 0,2492 -0,0797
Gracie Point International Funding LLC, Series 2024-1A, Class B / ABS-O (US38410KAB52) 1,71 -1,22 0,2469 -0,0677
Brean Asset-Backed Securities Trust, Series 2024-RM9, Class A1 / ABS-MBS (US10638DAA81) 1,70 0,00 0,2460 -0,0637
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 / ABS-MBS (US795935AA37) 1,65 -0,36 0,2390 -0,0629
CarMax Auto Owner Trust, Series 2024-1, Class D / ABS-O (US14318WAH07) 1,64 -0,18 0,2376 -0,0621
US01F0406516 / Uniform Mortgage-Backed Security, TBA 1,62 -38,83 0,2341 -0,8459
US35564KNS41 / Freddie Mac STACR REMIC Trust 2021-HQA4 1,61 -0,99 0,2322 -0,0630
Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class E / ABS-O (US02007G4F75) 1,59 -11,44 0,2306 -0,0971
Hotwire Funding LLC, Series 2024-1A, Class C / ABS-O (US44148JAM18) 1,58 1,09 0,2285 -0,0561
US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 1,58 0,77 0,2282 -0,0569
MVW LLC, Series 2025-1A, Class C / ABS-O (US627924AC74) 1,56 0,2255 0,2255
ExteNet Issuer LLC, Series 2024-1A, Class C / ABS-O (US30227XAL55) 1,55 -1,33 0,2247 -0,0621
Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class F / ABS-O (US02007G4G58) 1,55 -10,23 0,2235 -0,0898
Tricolor Auto Securitization Trust, Series 2024-1A, Class D / ABS-O (US89616LAD47) 1,54 -1,41 0,2226 -0,0616
Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B / ABS-O (US039943AB13) 1,54 -0,39 0,2221 -0,0586
VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class D / ABS-O (US91823ABE01) 1,53 0,20 0,2213 -0,0566
Brex Commercial Charge Card Master Trust, Series 2024-1, Class A2 / ABS-O (US05601DAF06) 1,52 0,26 0,2196 -0,0560
United Auto Credit Securitization Trust, Series 2024-1, Class C / ABS-O (US90945DAC48) 1,52 -0,72 0,2192 -0,0588
DC Trust, Series 2024-HLTN, Class C / ABS-MBS (US24022FAG54) 1,51 -0,98 0,2184 -0,0592
CALI Mortgage Trust, Series 2019-101C, Class B / ABS-MBS (US129890AG44) 1,50 0,20 0,2176 -0,0558
OnDeck Asset Securitization IV LLC, Series 2025-1A, Class C / ABS-O (US68237DAC74) 1,50 0,2172 0,2172
US48128U2S73 / JPMorgan Chase Bank NA - CACLN 1,49 -22,82 0,2148 -0,1355
US05608RAL96 / BX Trust 1,48 -1,27 0,2141 -0,0588
TSC SPV Funding LLC, Series 2024-1A, Class A2 / ABS-O (US898912AA85) 1,48 0,41 0,2140 -0,0544
JW Commercial Mortgage Trust, Series 2024-MRCO, Class C / ABS-MBS (US46657XAE67) 1,48 -1,47 0,2137 -0,0594
Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1 / ABS-MBS (US20754XAB91) 1,46 0,2114 0,2114
Saluda Grade Alternative Mortgage Trust, Series 2024-RTL6, Class A2 / ABS-MBS (US79585UAB61) 1,45 -0,55 0,2104 -0,0558
Foundation Finance Trust, Series 2024-1A, Class D / ABS-O (US349941AD65) 1,45 -5,48 0,2097 -0,0696
US53218CAL46 / Life 2021-BMR Mortgage Trust 1,44 -13,16 0,2082 -0,0936
Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class D / ABS-O (US44644NAK54) 1,43 -11,27 0,2061 -0,0863
RCKT Mortgage Trust, Series 2024-CES6, Class A1B / ABS-O (US749410AB29) 1,42 -5,26 0,2059 -0,0677
RITM.PRD / Rithm Capital Corp. - Preferred Stock 1,41 -1,33 0,2046 -0,0564
LHOME Mortgage Trust, Series 2024-RTL3, Class A2 / ABS-MBS (US50205GAB86) 1,41 -0,70 0,2042 -0,0546
Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class D / ABS-O (US446438TA12) 1,40 0,2018 0,2018
HLF / Herbalife Ltd. 1,39 13,06 0,2017 -0,0230
BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK86 / ABS-MBS (US05494BBJ52) 1,37 10,64 0,1987 -0,0272
US00091XAD93 / ACHV ABS TRUST 2023-1PL ACHV 2023-1PL D 1,36 0,1960 0,1960
US12530MAC91 / CF Hippolyta LLC, Series 2020-1, Class B1 1,35 0,67 0,1952 -0,0488
RAM LLC, Series 2024-1, Class A / ABS-O (US751313AA57) 1,33 986,89 0,1919 0,1695
US60510MAT53 / Mission Lane Credit Card Master Trust 1,28 -0,62 0,1852 -0,0494
BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK73 / ABS-MBS (US05494BAW72) 1,28 5,98 0,1845 -0,0347
Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class D / ABS-O (US07336QAD43) 1,28 -12,31 0,1845 -0,0803
US05608VAL09 / BX Trust, Series 2021-MFM1, Class E 1,27 -0,39 0,1839 -0,0485
BX Trust, Series 2024-CNYN, Class C / ABS-MBS (US05612HAE18) 1,26 -1,26 0,1815 -0,0500
Janus Henderson Cash Collateral Fund LLC / STIV (N/A) 1,25 0,1805 0,1805
US36485MAL37 / Garda World Security Corp 1,25 -2,88 0,1803 -0,0534
COMM Mortgage Trust, Series 2024-WCL1, Class D / ABS-MBS (US20047DAG97) 1,24 -0,32 0,1797 -0,0473
COMM Mortgage Trust, Series 2024-WCL1, Class C / ABS-MBS (US20047DAE40) 1,24 -0,56 0,1792 -0,0478
FHF Issuer Trust, Series 2024-2A, Class C / ABS-O (US30336NAG60) 1,24 0,41 0,1788 -0,0455
FHF Issuer Trust, Series 2024-1A, Class B / ABS-O (US31568AAC09) 1,22 -0,49 0,1770 -0,0469
US35564KKL25 / FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2 1,21 -2,35 0,1746 -0,0504
VB-S1 Issuer LLC-VBTEL, Series 2024-1A, Class F / ABS-O (US91823ABG58) 1,20 0,00 0,1736 -0,0450
FIGRE Trust, Series 2024-HE1, Class C / ABS-O (US31684HAC43) 1,20 -5,14 0,1735 -0,0566
US35042RAD89 / Foundation Finance Trust 2023-2 1,19 0,1727 0,1727
US78485GAL86 / SREIT TRUST 1,19 0,1724 0,1724
LHOME Mortgage Trust, Series 2024-RTL2, Class A2 / ABS-MBS (US50205JAB26) 1,19 -1,00 0,1714 -0,0466
US62475WAG06 / MTN Commercial Mortgage Trust 2022-LPFL 1,17 0,09 0,1690 -0,0436
US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A 1,16 -2,93 0,1680 -0,0498
US20754KAF84 / Fannie Mae Connecticut Avenue Securities 1,16 60,22 0,1679 0,0359
FIGRE Trust, Series 2025-PF1, Class A / ABS-MBS (US316922AA11) 1,15 0,1662 0,1662
Connecticut Avenue Securities, Series 2025-R01, Class 1M2 / ABS-MBS (US20755JAC71) 1,05 0,1513 0,1513
OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class B / ABS-O (US67118NAB38) 1,03 1,38 0,1492 -0,0360
FHF Issuer Trust, Series 2024-1A, Class C / ABS-O (US31568AAD81) 1,03 -0,19 0,1491 -0,0391
US53218CAJ99 / LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A 1,03 -12,52 0,1486 -0,0652
Reach ABS Trust, Series 2024-2A, Class D / ABS-O (US75525HAD26) 1,03 -2,65 0,1486 -0,0436
US35564KND71 / Freddie Mac Structured Agency Credit Risk Debt Notes 1,03 -1,63 0,1484 -0,0414
OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class C / ABS-O (US67118NAC11) 1,02 -0,78 0,1480 -0,0398
United Auto Credit Securitization Trust, Series 2024-1, Class D / ABS-O (US90945DAD21) 1,02 0,00 0,1472 -0,0381
US69362QAA76 / PRPM LLC, Series 2021-11, Class A1 1,02 -3,61 0,1470 -0,0450
Compass Datacenters Issuer II LLC, Series 2024-1A, Class A2 / ABS-O (US20469AAB52) 1,01 2,33 0,1461 -0,0336
SBNA Auto Receivables Trust, Series 2024-A, Class E / ABS-O (US78437PAH64) 1,01 1,41 0,1457 -0,0352
US55316VAN47 / MHC Commercial Mortgage Trust, Series 2021-MHC, Class G 1,01 0,10 0,1454 -0,0376
CPC Asset Securitization III LLC, Series 2024-1A, Class D / ABS-O (US126203AD03) 1,00 0,00 0,1446 -0,0374
PRET Trust, Series 2025-RPL2, Class A1 / ABS-MBS (US69392LAA26) 1,00 0,1443 0,1443
BX Trust, Series 2024-VLT4, Class D / ABS-MBS (US05612TAG04) 0,98 -2,39 0,1421 -0,0411
BX Commercial Mortgage Trust, Series 2024-AIR2, Class D / ABS-MBS (US05613QAG55) 0,95 -5,68 0,1370 -0,0458
U.S. Treasury 2 Year Notes / DIR (N/A) 0,95 0,1368 0,1368
FIGRE Trust, Series 2025-HE2, Class A / ABS-O (US31684KAA16) 0,95 0,1367 0,1367
US20754KAB70 / Fannie Mae Connecticut Avenue Securities 0,94 -1,05 0,1360 -0,0370
Towd Point Mortgage Trust, Series 2024-CES2, Class A1B / ABS-O (US89182JAB70) 0,92 -8,48 0,1327 -0,0498
US882925AB67 / Theorem Funding Trust 2022-3 0,92 -1,40 0,1325 -0,0367
Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class E / ABS-O (US07336QAE26) 0,91 -12,68 0,1315 -0,0580
US57109LAD55 / Marlette Funding Trust 2023-2 0,91 -0,55 0,1310 -0,0349
Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class G / ABS-O (US80280BAG32) 0,90 0,11 0,1306 -0,0335
Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class F / ABS-O (US80280BAF58) 0,90 0,11 0,1305 -0,0336
Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class C / ABS-O (US22689LAC90) 0,89 -3,14 0,1293 -0,0389
Finance of America Structured Securities Trust, Series 2024-S1, Class A1 / ABS-O (US31740RAB69) 0,89 -2,09 0,1289 -0,0369
US55316PAN78 / MKT 2020-525M MTG TR CSTR 02/12/2040 144A 0,88 5,39 0,1274 -0,0248
FIGRE Trust, Series 2024-HE4, Class C / ABS-O (US31684UAC53) 0,86 0,1248 0,1248
Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class B / ABS-O (US22689LAB18) 0,86 -4,97 0,1245 -0,0404
BX Commercial Mortgage Trust, Series 2024-BRBK, Class A / ABS-MBS (US05613NAA54) 0,85 -1,17 0,1226 -0,0334
BX Commercial Mortgage Trust, Series 2024-BRBK, Class B / ABS-MBS (US05613NAG25) 0,84 -1,52 0,1217 -0,0339
Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class C / ABS-O (US07336PAC86) 0,83 -2,80 0,1205 -0,0355
Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D / ABS-O (US07336PAD69) 0,83 91,49 0,1205 0,0412
US46591HAK68 / Chase Mortgage Reference Notes 2020-CL1 0,82 -2,73 0,1188 -0,0349
RCKT Mortgage Trust, Series 2024-CES1, Class A1B / ABS-O (US749424AB31) 0,81 -8,55 0,1177 -0,0443
Westgate Resorts LLC, Series 2024-1A, Class C / ABS-O (US96034KAC71) 0,80 -6,66 0,1155 -0,0404
Westgate Resorts LLC, Series 2024-1A, Class D / ABS-O (US96034KAD54) 0,80 -6,34 0,1155 -0,0398
US44422PBY79 / HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL C10 V/R REGD 144A P/P 5.44700000 0,79 -0,38 0,1142 -0,0301
Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2 / ABS-MBS (US207941AB18) 0,79 -1,62 0,1139 -0,0317
AMCX / AMC Networks Inc. 0,78 -3,73 0,1122 -0,0345
Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M2 / ABS-MBS (US20754VAC19) 0,77 0,1114 0,1114
Exeter Automobile Receivables Trust, Series 2024-1A, Class E / ABS-O (US30167PAG54) 0,77 -0,26 0,1106 -0,0290
Prosper Marketplace Issuance Trust, Series 2024-1A, Class C / ABS-O (US74363CAC38) 0,76 -0,13 0,1096 -0,0286
US12516WAC55 / CENT 23-CITY B 144A (TSFR1M+315) FRN 09-15-28 0,75 -0,13 0,1082 -0,0282
Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D / ABS-O (US44644NAD12) 0,74 -12,65 0,1069 -0,0473
Towd Point Mortgage Trust, Series 2024-CES1, Class A1B / ABS-O (US89183CAB19) 0,74 -7,06 0,1066 -0,0379
Sierra Timeshare Receivables Funding LLC, Series 2024-3A, Class D / ABS-O (US82653BAD55) 0,72 -16,49 0,1040 -0,0528
CyrusOne Data Centers Issuer I LLC, Series 2024-1A, Class A2 / ABS-O (US23284BAF13) 0,71 -0,42 0,1026 -0,0271
Marlette Funding Trust, Series 2023-1A, Class D / ABS-O (US57110PAD33) 0,71 -0,98 0,1025 -0,0278
Affirm Asset Securitization Trust, Series 2024-A, Class D / ABS-O (US00834BAD91) 0,70 -0,85 0,1017 -0,0273
Great Wolf Trust, Series 2024-WOLF, Class C / ABS-MBS (US39152MAE57) 0,70 -1,00 0,1005 -0,0273
NetCredit Combined Receivables LLC, Series 2024-A, Class A / ABS-O (US64113EAA73) 0,69 -31,15 0,1005 -0,0832
US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01 0,69 -3,77 0,0998 -0,0309
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class F / ABS-O (US02007GZ973) 0,68 -11,82 0,0983 -0,0419
TEVA / Teva Pharmaceutical Industries Limited - Depositary Receipt (Common Stock) 0,04 0,00 0,67 -12,55 0,0968 -0,0425
LHOME Mortgage Trust, Series 2022-RTL3, Class A1 / ABS-MBS (US50204UAA07) 0,67 -56,25 0,0963 -0,1806
Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class D / ABS-O (US82650DAD49) 0,63 -14,84 0,0913 -0,0437
Gracie Point International Funding LLC, Series 2024-1A, Class D / ABS-O (US38410KAD19) 0,60 -0,17 0,0867 -0,0226
Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2 / ABS-MBS (US20755RAC97) 0,58 0,0834 0,0834
US643821AA93 / New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 0,57 0,88 0,0830 -0,0207
Rain City Mortgage Trust, Series 2024-RTL1, Class A2 / ABS-MBS (US75079KAB98) 0,56 0,00 0,0814 -0,0211
BX Trust, Series 2022-FOX2, Class E / ABS-MBS (US05610AAJ79) 0,55 -3,50 0,0797 -0,0244
Mello Warehouse Securitization Trust, Series 2024-1, Class F / ABS-MBS (US58553FAF27) 0,53 -2,20 0,0771 -0,0222
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class E / ABS-O (US02007GZ890) 0,53 -12,15 0,0765 -0,0331
Blue Bridge Funding LLC, Series 2023-1A, Class C / ABS-O (US09531MAC47) 0,52 1,16 0,0758 -0,0186
US87332PAA84 / TYSN 2023-CRNR A VAR 12/10/2038 144A 0,52 0,19 0,0757 -0,0195
US57108UAB08 / Marlette Funding Trust 2023-4 0,52 0,19 0,0754 -0,0194
Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M2 / ABS-MBS (US20753UAB61) 0,52 -0,95 0,0752 -0,0205
Upstart Securitization Trust, Series 2023-3, Class B / ABS-O (US91684MAB90) 0,52 -0,77 0,0750 -0,0202
Lendbuzz Securitization Trust, Series 2024-1A, Class B / ABS-O (US525935AC69) 0,51 0,00 0,0739 -0,0191
Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class D / ABS-O (US072926AF52) 0,51 -0,39 0,0737 -0,0195
LAD Auto Receivables Trust, Series 2024-1A, Class D / ABS-O (US501689AG80) 0,51 0,39 0,0736 -0,0189
WB Commercial Mortgage Trust, Series 2024-HQ, Class D / ABS-MBS (US92943PAG63) 0,51 1,40 0,0736 -0,0177
Ally Auto Receivables Trust, Series 2024-1, Class D / ABS-O (US02008FAG90) 0,51 1,00 0,0733 -0,0180
BHG Securitization Trust, Series 2024-1CON, Class B / ABS-O (US08862HAB87) 0,51 0,00 0,0733 -0,0189
Exeter Automobile Receivables Trust, Series 2024-1A, Class D / ABS-O (US30167PAF71) 0,51 0,00 0,0733 -0,0190
Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D / ABS-O (US107933AF08) 0,51 -0,39 0,0732 -0,0193
Tricolor Auto Securitization Trust, Series 2024-1A, Class C / ABS-O (US89616LAC63) 0,50 -0,59 0,0730 -0,0194
Affirm Asset Securitization Trust, Series 2024-A, Class C / ABS-O (US00834BAC19) 0,50 -0,40 0,0727 -0,0191
Affirm Asset Securitization Trust, Series 2024-A, Class 1D / ABS-O (US00834BAJ61) 0,50 -0,79 0,0726 -0,0195
Amur Equipment Finance Receivables XIV LLC, Series 2024-2A, Class E / ABS-O (US03238BAF04) 0,50 -0,40 0,0726 -0,0192
FIGRE Trust, Series 2024-HE3, Class A / ABS-O (US31684GAA04) 0,50 0,0725 0,0725
BX Commercial Mortgage Trust, Series 2023-VLT3, Class C / ABS-MBS (US05611GAE44) 0,50 -0,60 0,0722 -0,0193
Gracie Point International Funding LLC, Series 2024-1A, Class C / ABS-O (US38410KAC36) 0,50 -1,20 0,0717 -0,0197
US449652AJ58 / ILPT COML MTG TR 2022-LPF2 TSFR1M+594 10/15/2039 144A 0,49 -1,79 0,0714 -0,0200
Luxury Lease Partners Auto Lease Trust, Series 2024-4, Class A / ABS-O (US55068XAA81) 0,48 -18,14 0,0699 -0,0377
Post Road Equipment Finance LLC, Series 2024-1A, Class E / ABS-O (US737473AF57) 0,47 1,08 0,0676 -0,0167
PRPM LLC, Series 2024-1, Class A1 / ABS-MBS (US693972AA95) 0,44 -1,12 0,0639 -0,0176
RAM LLC, Series 2024-1, Class B / ABS-O (US751313AB31) 0,44 -0,68 0,0639 -0,0169
US30227FAL40 / Extended Stay America Trust 0,43 -3,40 0,0617 -0,0186
US36267FAL22 / GLS Auto Select Receivables Trust 2023-1 0,42 0,00 0,0614 -0,0159
US46591HAJ95 / Chase Mortgage Reference Notes 2020-CL1 0,41 -3,29 0,0596 -0,0181
Post Road Equipment Finance LLC, Series 2024-1A, Class D / ABS-O (US737473AE82) 0,41 -0,24 0,0594 -0,0155
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G / ABS-O (US02007G2A07) 0,41 -11,33 0,0590 -0,0246
US67181DAB73 / Oak Street Investment Grade Net Lease Fund Series 2020-1 0,41 -1,45 0,0589 -0,0164
Hudsons Bay Simon JV Trust, Series 2015-HB7, Class C7 / ABS-MBS (US44422PBE16) 0,40 -0,25 0,0583 -0,0153
US20754EAF25 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1B1 0,39 -1,76 0,0566 -0,0160
US74390NAC65 / Prosper Marketplace Issuance Trust Series 2023-1A, Class B 0,39 -22,42 0,0565 -0,0352
FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M2 / ABS-MBS (US35564NBA00) 0,38 -0,52 0,0556 -0,0149
Amur Equipment Finance Receivables XIII LLC, Series 2024-1A, Class E / ABS-O (US03237CAF95) 0,38 2,40 0,0556 -0,0128
BAMLL Re-REMIC Trust, Series 2024-FRR4, Class E / ABS-MBS (US05493VAJ35) 0,38 1,60 0,0551 -0,0132
US74935WAA27 / RCKT MORTGAGE TRUST 2023-CES1 0,38 -10,21 0,0547 -0,0222
BAMLL Re-REMIC Trust, Series 2024-FRR4, Class F / ABS-MBS (US05493VAL80) 0,38 1,62 0,0547 -0,0129
Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class D / ABS-O (US80290CCD48) 0,37 -12,26 0,0528 -0,0229
US98162JAA43 / Worldwide Plaza Trust 2017-WWP 0,36 -4,00 0,0521 -0,0162
Pear LLC, Series 2024-1, Class A / ABS-O (US704933AA80) 0,33 -12,20 0,0480 -0,0208
Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M2 / ABS-MBS (US20754GAE08) 0,33 -1,49 0,0478 -0,0132
LHOME Mortgage Trust, Series 2024-RTL2, Class A1 / ABS-MBS (US50205JAA43) 0,33 0,00 0,0470 -0,0123
Dext ABS LLC, Series 2023-2, Class D / ABS-O (US25216CAE03) 0,32 5,25 0,0465 -0,0091
CE / Celanese Corporation 0,01 0,00 0,32 -37,33 0,0461 -0,0466
3 Month SOFR / DIR (N/A) 0,31 0,0452 0,0452
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0,31 0,0451 0,0451
Surgery Center Holdings, Inc. / DBT (US86881WAF95) 0,31 0,00 0,0447 -0,0116
BX Commercial Mortgage Trust, Series 2024-MF, Class C / ABS-MBS (US05612EAE86) 0,31 -0,97 0,0445 -0,0121
U.S. Treasury 5 Year Notes / DIR (N/A) 0,30 0,0437 0,0437
Luxury Lease Partners Auto Lease Trust, Series 2024-4, Class B / ABS-O (US55068XAB64) 0,30 0,00 0,0436 -0,0112
3 Month SOFR / DIR (N/A) 0,30 0,0436 0,0436
US46591HBZ29 / Chase Mortgage Finance Corp 0,30 -1,00 0,0429 -0,0116
US75576AAA16 / READYCAP LENDING SMALL BUSINESS LOAN TRUST 2023-3 0,28 -8,31 0,0400 -0,0149
3 months SOFR / DIR (N/A) 0,27 0,0386 0,0386
Reach ABS Trust, Series 2024-2A, Class A / ABS-O (US75525HAA86) 0,26 -22,39 0,0377 -0,0234
CP EF Asset Securitization II LLC, Series 2023-1A, Class B / ABS-O (US224092AB28) 0,25 -0,78 0,0368 -0,0099
Affirm Asset Securitization Trust, Series 2023-B, Class 1D / ABS-O (US00792FAJ75) 0,25 -1,57 0,0364 -0,0100
Affirm Asset Securitization Trust, Series 2023-B, Class 1C / ABS-O (US00792FAH10) 0,25 -0,79 0,0364 -0,0097
Affirm Asset Securitization Trust, Series 2023-X1, Class C / ABS-O (US00834KAC18) 0,25 -0,40 0,0363 -0,0097
BHG Securitization Trust, Series 2024-1CON, Class A / ABS-O (US08862HAA05) 0,25 -20,26 0,0360 -0,0207
Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class E / ABS-O (US80280BAE83) 0,25 -1,20 0,0358 -0,0098
Pawneee Equipment Receivables LLC, Series 2022-1, Class D / ABS-O (US70410DAF50) 0,25 1,23 0,0357 -0,0087
CP EF Asset Securitization II LLC, Series 2023-1A, Class C / ABS-O (US224092AC01) 0,25 1,24 0,0356 -0,0087
CHDN / Churchill Downs Incorporated 0,00 0,24 0,0352 0,0352
FIGRE Trust, Series 2024-HE4, Class B / ABS-O (US31684UAB70) 0,24 -4,37 0,0349 -0,0110
US05609JAJ16 / BXHPP Trust 2021-FILM 0,23 -4,18 0,0332 -0,0104
US23284BAC81 / CyrusOne Data Centers Issuer I 0,22 -4,39 0,0316 -0,0099
3 Month SOFR / DIR (N/A) 0,21 0,0302 0,0302
Auxilior Term Funding LLC, Series 2023-1A, Class E / ABS-O (US05335JAF03) 0,20 1,49 0,0296 -0,0071
Blue Bridge Funding LLC, Series 2023-1A, Class B / ABS-O (US09531MAB63) 0,20 0,00 0,0294 -0,0075
US224092AA45 / CP EF Asset Securitization II LLC 0,20 -20,16 0,0293 -0,0168
US80281HAC88 / Santander Consumer Auto Receivables Trust 2021-C 0,20 -26,64 0,0291 -0,0207
BX Trust, Series 2022-FOX2, Class D / ABS-MBS (US05610AAG31) 0,19 -3,00 0,0281 -0,0085
US05608KAG58 / BX Commercial Mortgage Trust 2021-VINO 0,17 -0,57 0,0251 -0,0067
US20268WAB00 / CBSLT 2021 AGS B 144A 0,16 -3,55 0,0237 -0,0072
US20267VAC19 / CBSLT 2017 AGS B 144A 0,16 3,33 0,0224 -0,0051
US96033EAD04 / Westgate Resorts Series 2023-1A, Class D 0,15 -6,10 0,0224 -0,0076
US23284BAE48 / CyrusOne Data Centers Issuer I 0,15 -49,67 0,0218 -0,0328
Affirm Asset Securitization Trust, Series 2023-X1, Class B / ABS-O (US00834KAB35) 0,15 -40,24 0,0217 -0,0241
US44422PBC59 / Hudsons Bay Simon JV Trust 0,14 0,0200 0,0200
US38374LL256 / Government National Mortgage Association 0,11 -4,35 0,0160 -0,0050
US96034JAD81 / Westgate Resorts LLC, Series 2022-1A, Class D 0,11 -16,54 0,0153 -0,0079
US Bank NA, Series 2023-1, Class C / ABS-O (US90357PAW41) 0,11 -17,97 0,0152 -0,0082
US20267TAC62 / Commonbond Student Loan Trust 2016-A 0,10 1,02 0,0144 -0,0035
US20267UAC36 / Commonbond Student Loan Trust 2016-B 0,10 2,06 0,0144 -0,0034
US20267XAC74 / CBSLT_18-CGS 0,10 -12,04 0,0138 -0,0059
US44422PAU66 / HBCT_15-HB7 0,10 0,0137 0,0137
US80290CBX11 / SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A 0,08 -29,41 0,0123 -0,0094
US35633KAD81 / FREED ABS Trust, Series 2022-1FP, Class D 0,08 -31,15 0,0123 -0,0101
US20268MAD83 / Commonbond Student Loan Trust 2018-BGS 0,08 2,63 0,0113 -0,0026
US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 0,07 -9,76 0,0107 -0,0044
US91681NAC83 / Upstart Securitization Trust 0,07 -63,24 0,0099 -0,0239
ACHV ABS Trust, Series 2024-1PL, Class C / ABS-O (US00092BAC81) 0,04 -50,59 0,0062 -0,0094
US90355FAA66 / USASF SERVICING LLC 3.98% 04/15/2025 0,03 -39,13 0,0041 -0,0043
US80290CAS35 / Santander Bank Auto Credit-Linked Notes Series 2022-A 0,02 -79,22 0,0025 -0,0117
ETRS / DE (N/A) 0,01 0,0012 0,0012
ETRS / DE (N/A) 0,01 0,0011 0,0011
ETRS / DE (N/A) 0,01 0,0008 0,0008
JBBB / Janus Detroit Street Trust - Janus Henderson B-BBB CLO ETF 0,00 -100,00 0,00 -100,00 -4,9227
S&P 500 E-mini Index / DE (N/A) -0,00 -0,0002 -0,0002
U.S. Treasury 10 Year Notes / DIR (N/A) -0,01 -0,0011 -0,0011
100 oz Gold / DCO (N/A) -0,01 -0,0011 -0,0011
Light Sweet Crude Oil / DCO (N/A) -0,01 -0,0019 -0,0019
S&P 500 E-mini Index / DE (N/A) -0,02 -0,0028 -0,0028
100 oz Gold / DCO (N/A) -0,03 -0,0037 -0,0037
U.S. Treasury 10 Year Notes / DIR (N/A) -0,03 -0,0043 -0,0043
Light Sweet Crude Oil / DCO (N/A) -0,21 -0,0306 -0,0306
U.S. Treasury 10 Year Notes / DIR (N/A) -0,24 -0,0344 -0,0344
U.S. Treasury 10 Year Ultra Bond / DIR (N/A) -0,59 -0,0852 -0,0852
US01F0226591 / FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 -37,04 -1.977,19 -5,3559 -6,1616