Grundlæggende statistik
| Porteføljeværdi | $ 2.221.320.801 |
| Nuværende stillinger | 565 |
Seneste beholdninger, ydeevne, AUM (fra 13F, 13D)
SCFZX - PGIM Securitized Credit Fund Class Z har afsløret 565 samlede besiddelser i deres seneste SEC-arkivering. Den seneste porteføljeværdi er beregnet til at være $ 2.221.320.801 USD. Faktiske aktiver under forvaltning (AUM) er denne værdi plus kontanter (som ikke er oplyst). SCFZX - PGIM Securitized Credit Fund Class Zs største beholdninger er PGIM ETF Trust - PGIM AAA CLO ETF (US:PAAA) , VNDO 2016 350P D 144A (US:US91831UAF49) , Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 (US:US20755AAD46) , OneMain Financial Issuance Trust 2023-1 (US:US68269JAG67) , and BBCMS 2020-BID Mortgage Trust (US:US05493BAA61) . SCFZX - PGIM Securitized Credit Fund Class Zs nye stillinger omfatter VNDO 2016 350P D 144A (US:US91831UAF49) , Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 (US:US20755AAD46) , OneMain Financial Issuance Trust 2023-1 (US:US68269JAG67) , BBCMS 2020-BID Mortgage Trust (US:US05493BAA61) , and MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A (US:US62475WAA36) .
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$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 81,62 | 81,62 | 3,7380 | 3,7380 | |
| 20,94 | 0,9591 | 0,9591 | ||
| 20,18 | 0,9244 | 0,9244 | ||
| 17,70 | 0,8104 | 0,8104 | ||
| 17,67 | 0,8092 | 0,8092 | ||
| 13,11 | 0,6005 | 0,6005 | ||
| 12,50 | 0,5725 | 0,5725 | ||
| 11,80 | 0,5402 | 0,5402 | ||
| 11,72 | 0,5366 | 0,5366 | ||
| 11,23 | 0,5144 | 0,5144 |
Top falder i dette kvartal
Vi bruger ændringen i porteføljeallokeringen, fordi dette er den mest meningsfulde metrik. Ændringer kan skyldes handler eller ændringer i aktiekurser.
| Sikkerhed | Aktier (MM) |
Værdi (MM$) |
Portefølje % | ΔPortefølje % |
|---|---|---|---|---|
| 0,72 | 37,30 | 1,7083 | -1,3282 | |
| 5,88 | 0,2695 | -0,5810 | ||
| -11,84 | -0,5424 | -0,5424 | ||
| 4,20 | 0,1923 | -0,3754 | ||
| 3,73 | 0,1707 | -0,3161 | ||
| 21,09 | 0,9660 | -0,2709 | ||
| -5,29 | -0,2422 | -0,2422 | ||
| 4,10 | 0,1878 | -0,2409 | ||
| 16,32 | 0,7475 | -0,2352 | ||
| 3,72 | 0,1703 | -0,1892 |
13F og Fondsarkivering
Denne formular blev indsendt den 2025-08-27 for rapporteringsperioden 2025-06-30. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund / STIV (000000000) | 81,62 | 81,62 | 3,7380 | 3,7380 | |||||
| PAAA / PGIM ETF Trust - PGIM AAA CLO ETF | 0,72 | -35,56 | 37,30 | -35,38 | 1,7083 | -1,3282 | |||
| LCM 40 Ltd / ABS-CBDO (US50190KAN00) | 28,10 | 87,37 | 1,2871 | 0,4981 | |||||
| JP Morgan Mortgage Trust Series 2025-HE1 / ABS-O (US46593PAA84) | 21,09 | -10,30 | 0,9660 | -0,2709 | |||||
| Legacy Mortgage Asset Trust 2025-PR1 / ABS-MBS (US52476AAA16) | 20,94 | 0,9591 | 0,9591 | ||||||
| BRAVO Residential Funding Trust 2025-NQM6 / ABS-MBS (US10570MAC47) | 20,18 | 0,9244 | 0,9244 | ||||||
| Tikehau CLO XI DAC / ABS-CBDO (XS3091040561) | 17,70 | 0,8104 | 0,8104 | ||||||
| Palmer Square European CLO 2025-1 DAC / ABS-CBDO (XS2989761379) | 17,69 | 9,09 | 0,8104 | -0,0429 | |||||
| Monument Clo 3 DAC / ABS-CBDO (XS3085111113) | 17,67 | 0,8092 | 0,8092 | ||||||
| Tikehau CLO XIII DAC / ABS-CBDO (XS3006147527) | 17,66 | 9,97 | 0,8089 | -0,0360 | |||||
| Nassau Euro CLO II DAC / ABS-CBDO (XS2978734825) | 17,66 | 9,93 | 0,8086 | -0,0363 | |||||
| Avoca CLO XIX DAC / ABS-CBDO (XS2988683004) | 16,48 | 9,06 | 0,7546 | -0,0401 | |||||
| GS Mortgage Backed Securities Trust 2025 CES1 / ABS-MBS (US36271RAA41) | 16,34 | -7,77 | 0,7484 | -0,1837 | |||||
| US Bank NA / ABS-O (US90357PBC77) | 16,32 | -12,63 | 0,7475 | -0,2352 | |||||
| Signal Peak CLO 11 Ltd / ABS-CBDO (US82666XAA81) | 15,06 | 0,20 | 0,6898 | -0,1009 | |||||
| TCW CLO 2019-2 Ltd / ABS-CBDO (US87242BBL36) | 15,02 | 0,32 | 0,6880 | -0,0998 | |||||
| ICG US Clo 2020-1 Ltd / ABS-CBDO (US449251AW72) | 14,98 | 0,16 | 0,6860 | -0,1007 | |||||
| Nassau 2021-I Ltd / ABS-CBDO (US631704AK98) | 14,95 | 0,36 | 0,6845 | -0,0989 | |||||
| Marble Point CLO XVIII Ltd / ABS-CBDO (US566076BE44) | 14,94 | 0,10 | 0,6844 | -0,1009 | |||||
| Henley Clo Xi DAC / ABS-CBDO (XS2893032198) | 14,37 | 9,42 | 0,6582 | -0,0328 | |||||
| Elevation Clo 2021-13 Ltd / ABS-CBDO (US28622EAW84) | 13,89 | 0,19 | 0,6362 | -0,0932 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAA79) | 13,11 | 0,6005 | 0,6005 | ||||||
| Hayfin Emerald CLO XIV DAC / ABS-CBDO (XS2962031816) | 13,00 | 8,93 | 0,5952 | -0,0324 | |||||
| OFSI BSL XII Ltd / ABS-CBDO (US67629HAG74) | 12,96 | 7,80 | 0,5934 | -0,0389 | |||||
| Battalion CLO XXIX Ltd / ABS-CBDO (US07135TAE91) | 12,50 | 0,5725 | 0,5725 | ||||||
| Penta CLO 3 DAC / ABS-CBDO (XS2993871271) | 11,80 | 9,25 | 0,5403 | -0,0278 | |||||
| Sona Fios Clo IV DAC / ABS-CBDO (XS2988521105) | 11,80 | 0,5402 | 0,5402 | ||||||
| Toro European CLO 10 DAC / ABS-CBDO (XS3004007954) | 11,77 | 9,59 | 0,5391 | -0,0259 | |||||
| ICG Euro CLO 2023-1 DAC / ABS-CBDO (XS2999656197) | 11,75 | 9,55 | 0,5380 | -0,0261 | |||||
| PRET 2025-NPL3 LLC / ABS-O (US74143HAA32) | 11,72 | 0,5366 | 0,5366 | ||||||
| Canyon Euro CLO 2025-1 DAC / ABS-CBDO (XS2991887956) | 11,69 | 8,47 | 0,5354 | -0,0316 | |||||
| Madison Park Funding XXXIV Ltd / ABS-CBDO (US55819GAW96) | 11,54 | 0,30 | 0,5287 | -0,0768 | |||||
| Pk Alift Loan Funding 6 LP / ABS-O (US69291YAA64) | 11,23 | 0,5144 | 0,5144 | ||||||
| Elevation CLO 2021-14 Ltd / ABS-CBDO (US28623RBG20) | 10,99 | 0,16 | 0,5033 | -0,0739 | |||||
| BLP Commercial Mortgage Trust 2025-IND / ABS-MBS (US05625BAG41) | 10,65 | 7,27 | 0,4878 | -0,0345 | |||||
| CVC Cordatus Loan Fund XXVIII DAC / ABS-CBDO (XS2636588928) | 10,62 | 0,4865 | 0,4865 | ||||||
| PRPM 2025-RPL1 LLC / ABS-MBS (US74390WAA09) | 10,48 | -4,76 | 0,4797 | -0,0988 | |||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAA38) | 10,43 | 0,4776 | 0,4776 | ||||||
| Signal Peak CLO 9 Ltd / ABS-CBDO (US82670QAS84) | 10,42 | 4,63 | 0,4772 | -0,0467 | |||||
| Affirm Asset Securitization Trust 2025-X1 / ABS-O (US00834MAD56) | 10,41 | 0,4768 | 0,4768 | ||||||
| Cherry Securitization Trust 2025-1 / ABS-O (US16473RAA23) | 10,40 | 0,4765 | 0,4765 | ||||||
| Wind River 2021-3 CLO Ltd / ABS-CBDO (US97316DAQ97) | 10,37 | 4,05 | 0,4749 | -0,0493 | |||||
| Anchorage Capital CLO 26 Ltd / ABS-CBDO (US03331TAS96) | 10,04 | 0,4599 | 0,4599 | ||||||
| Elmwood CLO 42 Ltd / ABS-CBDO (US29005DAA37) | 10,03 | 0,4591 | 0,4591 | ||||||
| Barrow Hanley CLO I Ltd / ABS-CBDO (US068751AS55) | 10,02 | 0,68 | 0,4588 | -0,0646 | |||||
| RR 40 LTD / ABS-CBDO (US749762AC48) | 10,01 | 0,4585 | 0,4585 | ||||||
| OBX 2025-NQM11 TRUST / ABS-MBS (US67449BAD55) | 10,01 | 0,4584 | 0,4584 | ||||||
| BCRED BSL Static CLO 2025-1 Ltd / ABS-CBDO (US05556KAC62) | 10,01 | 0,4583 | 0,4583 | ||||||
| BX Trust 2025-DIME / ABS-MBS (US05613UAJ07) | 9,92 | -0,07 | 0,4544 | -0,0679 | |||||
| BX Commercial Mortgage Trust 2025-SPOT / ABS-MBS (US12433FAJ75) | 9,92 | -0,74 | 0,4543 | -0,0714 | |||||
| NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAN72) | 9,86 | -0,64 | 0,4517 | -0,0705 | |||||
| Carlyle US CLO 2024-3 Ltd / ABS-CBDO (US14319HAC34) | 9,77 | 0,4476 | 0,4476 | ||||||
| US91831UAF49 / VNDO 2016 350P D 144A | 9,76 | 0,75 | 0,4468 | -0,0626 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2 / ABS-MBS (US617941AA76) | 9,66 | -3,53 | 0,4424 | -0,0843 | |||||
| SCG Commercial Mortgage Trust 2025-DLFN / ABS-MBS (US78398EAJ47) | 9,58 | -2,53 | 0,4385 | -0,0783 | |||||
| Angel Oak Mortgage Trust 2025-3 / ABS-MBS (US03466RAA95) | 9,53 | -4,77 | 0,4364 | -0,0900 | |||||
| Sculptor European CLO VII DAC / ABS-CBDO (XS2922080499) | 9,45 | 9,82 | 0,4329 | -0,0199 | |||||
| BX Trust 2025-TAIL / ABS-MBS (US123912AJ63) | 9,43 | 0,4320 | 0,4320 | ||||||
| LINCT 2024-1 A1X / DBT (000000000) | 9,31 | 0,4262 | 0,4262 | ||||||
| FIGRE Trust 2025-HE4 / ABS-O (US31684PAA03) | 9,20 | 0,4213 | 0,4213 | ||||||
| Bastille Euro CLO 2020-3 DAC / ABS-CBDO (XS2954320714) | 9,18 | 9,52 | 0,4205 | -0,0205 | |||||
| INCREF 2025-FL1 LLC / ABS-CBDO (US45339NAA46) | 9,02 | 0,4130 | 0,4130 | ||||||
| Balboa Bay Loan Funding 2024-2 Ltd / ABS-CBDO (US05765AAE10) | 9,02 | 0,73 | 0,4129 | -0,0579 | |||||
| Towd Point Mortgage Trust 2025-CES1 / ABS-MBS (US89183HAB06) | 9,00 | 0,4122 | 0,4122 | ||||||
| BX Commercial Mortgage Trust 2025-SPOT / ABS-MBS (US12433FAG37) | 8,91 | -0,93 | 0,4081 | -0,0651 | |||||
| Roc Mortgage Trust 2025-RTL1 / ABS-MBS (US77119RAA41) | 8,82 | -0,43 | 0,4038 | -0,0621 | |||||
| Towd Point Mortgage Trust 2025-CRM1 / ABS-MBS (US891946AA31) | 8,81 | -4,89 | 0,4036 | -0,0839 | |||||
| US20755AAD46 / Connecticut Avenue Securities Trust, Series 2023-R02, Class 1B1 | 8,72 | -0,09 | 0,3995 | -0,0598 | |||||
| Santander Mortgage Asset Receivable Trust 2025-NQM1 / ABS-MBS (US80262BAA89) | 8,58 | -4,65 | 0,3928 | -0,0804 | |||||
| RCKT Mortgage Trust 2025-CES1 / ABS-MBS (US749427AC45) | 8,32 | -0,14 | 0,3811 | -0,0573 | |||||
| CarVal CLO XI C Ltd / ABS-CBDO (US14688RAA86) | 8,28 | 0,23 | 0,3793 | -0,0554 | |||||
| COLT 2025-3 Mortgage Loan Trust / ABS-MBS (US12674LAA17) | 8,21 | -2,77 | 0,3759 | -0,0682 | |||||
| OBX 2025-NQM4 Trust / ABS-MBS (US67120QAA40) | 8,12 | -3,35 | 0,3718 | -0,0701 | |||||
| Cross 2025-H2 Mortgage Trust / ABS-MBS (US22758PAA03) | 8,08 | -3,87 | 0,3702 | -0,0721 | |||||
| GS Mortgage Securities Corp Trust 2024-RVR / ABS-MBS (US36272JAE38) | 8,06 | 1,08 | 0,3691 | -0,0504 | |||||
| Golub Capital Partners CLO 62B Ltd / ABS-CBDO (US38180HAA23) | 8,03 | 0,32 | 0,3678 | -0,0533 | |||||
| Oaktree CLO 2022-3 Ltd / ABS-CBDO (US67401RAN44) | 8,03 | 0,24 | 0,3678 | -0,0537 | |||||
| ARES Trust 2025-IND3 / ABS-MBS (US039955AJ85) | 8,03 | 0,3677 | 0,3677 | ||||||
| Atlas Senior Loan Fund XXIV Ltd / ABS-CBDO (US04943PAE60) | 8,01 | 0,25 | 0,3669 | -0,0534 | |||||
| JP MORGAN MORTGAGE TRUST 2025-VIS2 / ABS-MBS (US46659RAC16) | 8,01 | 0,3666 | 0,3666 | ||||||
| WCORE Commercial Mortgage Trust 2024-CORE / ABS-MBS (US951913AG77) | 8,00 | 0,28 | 0,3665 | -0,0533 | |||||
| Verus Securitization Trust 2025-2 / ABS-MBS (US92540VAA35) | 7,99 | -3,75 | 0,3659 | -0,0707 | |||||
| ALA Trust 2025-OANA / ABS-MBS (US009920AA71) | 7,90 | 0,3619 | 0,3619 | ||||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAJ99) | 7,89 | -0,18 | 0,3614 | -0,0544 | |||||
| LHOME Mortgage Trust 2024-RTL4 / ABS-MBS (US50205PAA03) | 7,77 | 0,10 | 0,3560 | -0,0525 | |||||
| PRPM 2025-RCF3 LLC / ABS-MBS (US69392PAA30) | 7,75 | 0,3547 | 0,3547 | ||||||
| US68269JAG67 / OneMain Financial Issuance Trust 2023-1 | 7,71 | -1,73 | 0,3533 | -0,0597 | |||||
| Verus Securitization Trust 2025-INV1 / ABS-MBS (US924929AC62) | 7,71 | -1,66 | 0,3533 | -0,0593 | |||||
| Trinitas Euro CLO V DAC / ABS-CBDO (XS2678881322) | 7,66 | 0,3509 | 0,3509 | ||||||
| US05493BAA61 / BBCMS 2020-BID Mortgage Trust | 7,66 | 0,07 | 0,3508 | -0,0519 | |||||
| EFMT 2025-INV1 / ABS-MBS (US26846XAA81) | 7,49 | -3,65 | 0,3431 | -0,0659 | |||||
| LHOME Mortgage Trust 2025-RTL1 / ABS-MBS (US50205UAA97) | 7,42 | 0,07 | 0,3399 | -0,0503 | |||||
| OBX 2025-NQM3 Trust / ABS-MBS (US67448YAC84) | 7,41 | -3,28 | 0,3392 | -0,0636 | |||||
| PRET 2025-NPL1 Trust / ABS-O (US74143VAA26) | 7,29 | -6,21 | 0,3339 | -0,0750 | |||||
| Menlo CLO I Ltd / ABS-CBDO (US586915AA83) | 7,27 | 0,30 | 0,3331 | -0,0483 | |||||
| PRET 2025-NPL5 LLC / ABS-O (US74143LAA44) | 7,27 | 0,3330 | 0,3330 | ||||||
| US62475WAA36 / MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A | 7,25 | 0,32 | 0,3318 | -0,0481 | |||||
| PRPM 2025-4 LLC / ABS-MBS (US69382KAA60) | 7,21 | 0,3303 | 0,3303 | ||||||
| CIM Trust 2025-I1 / ABS-MBS (US12571DAA37) | 7,20 | -7,01 | 0,3295 | -0,0775 | |||||
| Ballyrock CLO 14 Ltd / ABS-CBDO (US05874XAL38) | 7,12 | 0,31 | 0,3262 | -0,0473 | |||||
| GoodLeap Home Improvement Solutions Trust 2025-2 / ABS-O (US38238FAA84) | 7,10 | 0,3249 | 0,3249 | ||||||
| PRPM 2025-NQM1 Trust / ABS-MBS (US74391EAA91) | 7,06 | -5,98 | 0,3233 | -0,0717 | |||||
| CQS US CLO 2021-1 Ltd / ABS-CBDO (US12659UAN28) | 7,01 | 0,34 | 0,3209 | -0,0465 | |||||
| Polen Capital CLO 2025-1 Ltd / ABS-CBDO (US73110MAG06) | 7,00 | 0,33 | 0,3205 | -0,0464 | |||||
| COLT 2025-INV2 Mortgage Loan Trust / ABS-MBS (US12673UAA25) | 6,97 | -3,33 | 0,3191 | -0,0601 | |||||
| Signal Peak CLO 10 Ltd / ABS-CBDO (US82671CAN92) | 6,95 | -0,20 | 0,3184 | -0,0481 | |||||
| JP Morgan Mortgage Trust Series 2025-NQM2 / ABS-MBS (US46590SAD99) | 6,90 | 0,3162 | 0,3162 | ||||||
| Rckt Mortgage Trust 2025-CES4 / ABS-MBS (US74937YAA64) | 6,83 | 0,3127 | 0,3127 | ||||||
| RCKT Mortgage Trust 2024-CES9 / ABS-MBS (US749426AD45) | 6,75 | 0,19 | 0,3091 | -0,0453 | |||||
| CIFC Funding 2017-V Ltd / ABS-CBDO (US12551MAL37) | 6,72 | 0,24 | 0,3078 | -0,0449 | |||||
| Sunrun Bacchus Issuer 2025-1 LLC / ABS-O (US86771PAA84) | 6,64 | -1,95 | 0,3040 | -0,0522 | |||||
| RCO VIII Mortgage LLC 2025-3 / ABS-MBS (US74939GAA31) | 6,59 | 0,3020 | 0,3020 | ||||||
| ALA Trust 2025-OANA / ABS-MBS (US009920AE93) | 6,50 | 0,2978 | 0,2978 | ||||||
| Towd Point Mortgage Trust 2025-CES1 / ABS-MBS (US89183HAC88) | 6,50 | 0,2977 | 0,2977 | ||||||
| BX Trust 2024-VLT4 / ABS-MBS (US05612TAE55) | 6,39 | 0,54 | 0,2925 | -0,0417 | |||||
| US20754MAF41 / Connecticut Avenue Securities Trust, Series 2022-R07, Class 1B1 | 6,38 | -0,72 | 0,2922 | -0,0459 | |||||
| BX Trust 2025-ROIC / ABS-MBS (US05593VAN38) | 6,37 | -1,38 | 0,2917 | -0,0481 | |||||
| XS2314651972 / AlbaCore EURO CLO II DAC | 6,36 | 9,58 | 0,2912 | -0,0140 | |||||
| Jamestown CLO XV Ltd / ABS-CBDO (US47050EAN94) | 6,26 | 0,16 | 0,2868 | -0,0421 | |||||
| JP Morgan Mortgage Trust Series 2025-CES1 / ABS-MBS (US46658XAC92) | 6,26 | -8,22 | 0,2865 | -0,0721 | |||||
| Rockford Tower Europe CLO 2019-1 DAC / ABS-CBDO (XS2947876319) | 6,21 | 90,67 | 0,2844 | 0,1131 | |||||
| Indigo Credit Management II DAC / ABS-CBDO (XS2916993327) | 6,20 | 9,19 | 0,2840 | -0,0147 | |||||
| WHARF Commercial Mortgage Trust 2025-DC / ABS-MBS (US92987LAL18) | 6,15 | 0,2815 | 0,2815 | ||||||
| EFMT 2025-CES1 / ABS-MBS (US26846VAA26) | 6,08 | -3,58 | 0,2784 | -0,0533 | |||||
| Pret 2025-NPL2 LLC / ABS-O (US69392JAA79) | 6,08 | -2,60 | 0,2784 | -0,0499 | |||||
| Silver Rock CLO I Ltd / ABS-CBDO (US82811RBE62) | 6,04 | 0,30 | 0,2766 | -0,0402 | |||||
| Carlyle Euro CLO 2017-1 DAC / ABS-CBDO (XS2348313722) | 6,03 | 9,21 | 0,2763 | -0,0143 | |||||
| Signal Peak CLO 7 Ltd / ABS-CBDO (US82671EAA38) | 6,02 | 20,36 | 0,2759 | 0,0126 | |||||
| Affirm Master Trust / ABS-O (US00833BAE83) | 5,98 | -0,66 | 0,2740 | -0,0428 | |||||
| Mariner Finance Issuance Trust 2025-A / ABS-O (US567920AA11) | 5,98 | 0,2739 | 0,2739 | ||||||
| GoodLeap Home Improvement Solutions Trust 2025-1 / ABS-O (US38237EAA29) | 5,98 | -8,03 | 0,2737 | -0,0682 | |||||
| Invesco Euro CLO XIV DAC / ABS-CBDO (XS2939410689) | 5,92 | 9,73 | 0,2712 | -0,0127 | |||||
| Anchorage Capital Europe CLO 8 DAC / ABS-CBDO (XS2955323279) | 5,91 | 9,37 | 0,2706 | -0,0136 | |||||
| Armada Euro CLO VII DAC / ABS-CBDO (XS2978783798) | 5,90 | 9,96 | 0,2702 | -0,0120 | |||||
| Aqueduct European CLO 10 DAC / ABS-CBDO (XS2950715917) | 5,88 | -63,61 | 0,2695 | -0,5810 | |||||
| Wireless PropCo Funding LLC / ABS-O (US97655EAC75) | 5,73 | 0,2625 | 0,2625 | ||||||
| Affirm Master Trust / ABS-O (US00833BAK44) | 5,72 | 0,2619 | 0,2619 | ||||||
| Genesis Sales Finance Master Trust / ABS-O (US37186XAY13) | 5,70 | -0,11 | 0,2612 | -0,0391 | |||||
| PMT Credit Risk Transfer Trust 2024-2R / ABS-MBS (US69391NAA90) | 5,69 | 23,47 | 0,2604 | 0,0182 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAG37) | 5,59 | 1,80 | 0,2560 | -0,0328 | |||||
| US05606FAL76 / BX TRUST BX 2019 OC11 D 144A | 5,55 | 0,2541 | 0,2541 | ||||||
| Battalion CLO XXIII Ltd / ABS-CBDO (US07135LAL09) | 5,52 | 0,20 | 0,2529 | -0,0370 | |||||
| Cross 2025-H4 Mortgage Trust / ABS-MBS (US22790AAD72) | 5,45 | 0,2495 | 0,2495 | ||||||
| Rockford Tower CLO 2021-3 Ltd / ABS-CBDO (US77341NAQ88) | 5,34 | 6,85 | 0,2443 | -0,0183 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA1 / ABS-MBS (US35564NGA54) | 5,29 | 1,05 | 0,2424 | -0,0332 | |||||
| COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAA84) | 5,27 | 1,09 | 0,2414 | -0,0329 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 5,24 | 0,2400 | 0,2400 | ||||||
| Affirm Asset Securitization Trust 2024-X2 / ABS-O (US00833QAD79) | 5,24 | 0,79 | 0,2399 | -0,0335 | |||||
| PMT Issuer Trust - FMSR / ABS-O (US693968AA75) | 5,24 | 0,04 | 0,2398 | -0,0355 | |||||
| BFLD 2024-WRHS Mortgage Trust / ABS-MBS (US05555HAN08) | 5,21 | -0,69 | 0,2384 | -0,0373 | |||||
| XS2401844191 / Barings Euro CLO 2020-1 DAC | 5,18 | 91,49 | 0,2371 | 0,0949 | |||||
| XS2328023168 / MADISON PARK EURO FUNDING CADOG 13A AR 144A | 5,17 | 8,52 | 0,2369 | -0,0139 | |||||
| US05608RAL96 / BX Trust | 5,14 | 95,32 | 0,2353 | 0,0969 | |||||
| PRPM 2025-2 LLC / ABS-MBS (US69382HAA32) | 5,09 | 0,2329 | 0,2329 | ||||||
| VCAT 2025-NPL3 LLC / ABS-O (US92243QAA40) | 5,09 | -12,01 | 0,2329 | -0,0711 | |||||
| Hayfin US XV Ltd / ABS-CBDO (US420916AG39) | 5,04 | 25,38 | 0,2308 | 0,0193 | |||||
| Wellfleet CLO 2022-2 Ltd / ABS-CBDO (US94949FAS20) | 5,02 | 0,60 | 0,2301 | -0,0326 | |||||
| PMT Credit Risk Transfer Trust 2024-1R / ABS-MBS (US73015AAA51) | 5,02 | 36,83 | 0,2300 | 0,0369 | |||||
| Marathon CLO 2020-15 Ltd / ABS-CBDO (US56579UBE55) | 5,02 | 0,22 | 0,2300 | -0,0336 | |||||
| Gallatin CLO XI 2024-1 Ltd / ABS-CBDO (US36362HAE80) | 5,02 | 0,48 | 0,2299 | -0,0329 | |||||
| US87241EAW57 / TCW CLO 2019-1 AMR LTD TCW 2019-1A BR | 5,02 | 0,52 | 0,2299 | -0,0328 | |||||
| Trimaran CAVU 2022-1 Ltd / ABS-CBDO (US89623VAL53) | 5,02 | 0,22 | 0,2299 | -0,0336 | |||||
| AIMCO CLO 18 Ltd / ABS-CBDO (US00889EBA29) | 5,02 | 0,30 | 0,2297 | -0,0334 | |||||
| Neuberger Berman Loan Advisers CLO 26 Ltd / ABS-CBDO (US64131QAQ38) | 5,02 | 0,38 | 0,2297 | -0,0331 | |||||
| Ares LIII CLO Ltd / ABS-CBDO (US04009GAU13) | 5,01 | 0,52 | 0,2296 | -0,0328 | |||||
| Bain Capital Credit CLO 2022-4 Ltd / ABS-CBDO (US05685BAU08) | 5,01 | 0,34 | 0,2293 | -0,0331 | |||||
| JP MORGAN MORTGAGE TRUST 2025-VIS2 / ABS-MBS (US46659RAE71) | 5,00 | 0,2292 | 0,2292 | ||||||
| Evergreen Credit Card Trust / ABS-O (US30023JCT34) | 5,00 | -0,73 | 0,2290 | -0,0360 | |||||
| KKR CLO 49 Ltd / ABS-CBDO (US481939AR72) | 5,00 | -0,10 | 0,2290 | -0,0343 | |||||
| JP MORGAN MORTGAGE TRUST 2025-VIS2 / ABS-MBS (US46659RAF47) | 4,95 | 0,2265 | 0,2265 | ||||||
| New York City Housing Development Corp / ABS-MBS (US64966TGS78) | 4,93 | 0,28 | 0,2258 | -0,0328 | |||||
| BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAG06) | 4,93 | 0,2258 | 0,2258 | ||||||
| BX Trust 2025-ROIC / ABS-MBS (US05593VAL71) | 4,92 | -0,87 | 0,2255 | -0,0358 | |||||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 4,91 | -0,41 | 0,2248 | -0,0345 | |||||
| TCO Commercial Mortgage Trust 2024-DPM / ABS-MBS (US87231EAE77) | 4,91 | 0,12 | 0,2248 | -0,0331 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAA32) | 4,90 | -0,75 | 0,2246 | -0,0353 | |||||
| Towd Point Mortgage Trust 2024-CES5 / ABS-MBS (US89183QAC87) | 4,86 | 0,50 | 0,2227 | -0,0318 | |||||
| Towd Point Mortgage Trust 2025-CES1 / ABS-MBS (US89183HAD61) | 4,80 | 0,2198 | 0,2198 | ||||||
| GS Mortgage-Backed Securities Trust 2024-HE2 / ABS-O (US36271AAA16) | 4,79 | -7,72 | 0,2196 | -0,0538 | |||||
| OnDeck Asset Securitization IV LLC / ABS-O (US68237DAA19) | 4,79 | -0,31 | 0,2195 | -0,0334 | |||||
| MFA 2025-NQM1 Trust / ABS-MBS (US55287JAA43) | 4,76 | -4,16 | 0,2182 | -0,0433 | |||||
| Madison Park Funding XXXIX Ltd / ABS-CBDO (US55821LAL80) | 4,76 | 0,61 | 0,2180 | -0,0308 | |||||
| US05609KAC36 / BX Trust, Series 2021-XL2, Class B | 4,76 | 0,38 | 0,2179 | -0,0314 | |||||
| EFMT 2024-CES1 / ABS-MBS (US281907AB15) | 4,73 | 0,62 | 0,2165 | -0,0306 | |||||
| Tikehau Clo IX DAC / ABS-CBDO (XS2931966217) | 4,72 | 9,15 | 0,2163 | -0,0113 | |||||
| AlbaCore Euro CLO IV DAC / ABS-CBDO (XS2861758998) | 4,72 | 9,09 | 0,2161 | -0,0114 | |||||
| RCKT Mortgage Trust 2024-CES8 / ABS-MBS (US749421AC74) | 4,70 | 0,17 | 0,2152 | -0,0316 | |||||
| WFCM Commercial Mortgage Trust 2024-GRP / ABS-MBS (US95003YAE23) | 4,67 | 0,32 | 0,2137 | -0,0310 | |||||
| Bellemeade Re Ltd / ABS-MBS (US078915AB15) | 4,65 | -0,24 | 0,2130 | -0,0322 | |||||
| Barings Euro CLO 2021-2 DAC / ABS-CBDO (XS2369918904) | 4,64 | 0,2125 | 0,2125 | ||||||
| Tikehau US CLO II Ltd / ABS-CBDO (US88676LAY74) | 4,61 | 25,27 | 0,2109 | 0,0176 | |||||
| Verus Securitization Trust 2025-5 / ABS-MBS (US92540XAD30) | 4,53 | 0,2075 | 0,2075 | ||||||
| Kapitus Asset Securitization V LLC / ABS-O (US48555NAA54) | 4,53 | 0,2073 | 0,2073 | ||||||
| US77340LAP58 / Rockford Tower CLO Ltd., Series 2022-2A, Class A2R | 4,52 | 0,2069 | 0,2069 | ||||||
| Tralee Clo VI Ltd / ABS-CBDO (US89289EBQ61) | 4,51 | 0,31 | 0,2066 | -0,0300 | |||||
| Tricon Residential 2025-SFR1 Trust / ABS-O (US895974AB93) | 4,41 | 0,20 | 0,2018 | -0,0295 | |||||
| GS Mortgage-Backed Securities Trust 2024-HE1 / ABS-O (US36270AAA25) | 4,34 | -7,88 | 0,1987 | -0,0491 | |||||
| Tricon Residential 2025-SFR1 Trust / ABS-O (US895974AC76) | 4,25 | 0,00 | 0,1946 | -0,0289 | |||||
| US05377RGC25 / Avis Budget Rental Car Funding AESOP LLC | 4,20 | -61,09 | 0,1923 | -0,3754 | |||||
| US20754RAJ59 / Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 | 4,18 | 0,1912 | 0,1912 | ||||||
| US38237AAA07 / GoodLeap Sustainable Home Solutions Trust 2023-2 | 4,15 | 0,1902 | 0,1902 | ||||||
| Penta CLO 14 DAC / ABS-CBDO (XS2876586301) | 4,13 | 8,74 | 0,1892 | -0,0107 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAA30) | 4,12 | 0,15 | 0,1889 | -0,0278 | |||||
| Tikehau US CLO VI Ltd / ABS-CBDO (US88676PAE25) | 4,11 | 0,54 | 0,1881 | -0,0268 | |||||
| RCKT Mortgage Trust 2025-CES2 / ABS-MBS (US74942BAA98) | 4,10 | -49,69 | 0,1878 | -0,2409 | |||||
| OneMain Direct Auto Receivables Trust 2025-1 / ABS-O (US682684AD78) | 4,06 | -1,00 | 0,1860 | -0,0298 | |||||
| Lugo Funding DAC / ABS-MBS (XS2930538983) | 4,05 | 9,59 | 0,1853 | -0,0089 | |||||
| PPM CLO 6-R Ltd / ABS-CBDO (US693975AL81) | 4,02 | 0,1839 | 0,1839 | ||||||
| CarVal CLO VII-C Ltd / ABS-CBDO (US14686BAN73) | 4,02 | 0,22 | 0,1839 | -0,0269 | |||||
| Atlas Senior Loan Fund XV Ltd / ABS-CBDO (US04942MAQ78) | 4,00 | 0,15 | 0,1834 | -0,0269 | |||||
| WCORE Commercial Mortgage Trust 2024-CORE / ABS-MBS (US951913AE20) | 4,00 | 0,25 | 0,1832 | -0,0267 | |||||
| Towd Point Mortgage Trust 2025-CES1 / ABS-MBS (US89183HAE45) | 4,00 | 0,1832 | 0,1832 | ||||||
| OBX 2024-NQM12 Trust / ABS-MBS (US67448PAD50) | 4,00 | 0,1830 | 0,1830 | ||||||
| BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAA36) | 3,99 | -2,59 | 0,1830 | -0,0327 | |||||
| LHOME Mortgage Trust 2024-RTL5 / ABS-MBS (US50205WAA53) | 3,99 | 0,20 | 0,1827 | -0,0267 | |||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAC93) | 3,93 | 0,1802 | 0,1802 | ||||||
| BFLD 2024-VICT Mortgage Trust / ABS-MBS (US05555VAC37) | 3,89 | 0,21 | 0,1782 | -0,0261 | |||||
| OBX 2025-NQM10 Trust / ABS-MBS (US67121LAD82) | 3,82 | 0,1750 | 0,1750 | ||||||
| Invesco Euro CLO VI DAC / ABS-CBDO (XS2352743376) | 3,82 | 9,45 | 0,1750 | -0,0087 | |||||
| US20755DAF33 / Connecticut Avenue Securities Trust 2022-R08 | 3,79 | -0,63 | 0,1738 | -0,0271 | |||||
| Oaktree CLO 2019-4 Ltd / ABS-CBDO (US67402CBG06) | 3,75 | 7,45 | 0,1717 | -0,0119 | |||||
| OBX 2025-NQM2 Trust / ABS-MBS (US67120VAA35) | 3,73 | -59,73 | 0,1707 | -0,3161 | |||||
| BRAVO Residential Funding Trust 2025-NQM2 / ABS-MBS (US10569NAC56) | 3,72 | -45,59 | 0,1703 | -0,1892 | |||||
| RCKT Mortgage Trust 2025-CES6 / ABS-MBS (US748949AE44) | 3,70 | 0,1697 | 0,1697 | ||||||
| ARES Trust 2025-IND3 / ABS-MBS (US039955AG47) | 3,64 | 0,1667 | 0,1667 | ||||||
| GS Mortgage-Backed Securities Trust 2024-HE2 / ABS-O (US36271AAB98) | 3,60 | -0,03 | 0,1650 | -0,0246 | |||||
| GS Mortgage Securities Corp Trust 2025-800D / ABS-MBS (US36273XAA90) | 3,60 | 0,1647 | 0,1647 | ||||||
| Monument Clo 1 DAC / ABS-CBDO (XS2811088918) | 3,58 | 8,48 | 0,1640 | -0,0097 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAJ03) | 3,55 | 1,11 | 0,1627 | -0,0221 | |||||
| Hayfin Emerald CLO X DAC / ABS-CBDO (XS2813167538) | 3,53 | 8,97 | 0,1619 | -0,0087 | |||||
| Toro European CLO 2 DAC / ABS-CBDO (XS2366420466) | 3,53 | 9,01 | 0,1618 | -0,0087 | |||||
| NGC 2024-I Ltd / ABS-CBDO (US652927AJ31) | 3,52 | 0,31 | 0,1611 | -0,0233 | |||||
| US05377RGY45 / Avis Budget Rental Car Funding AESOP LLC | 3,49 | 0,46 | 0,1599 | -0,0230 | |||||
| Huntington Bank Auto Credit-Linked Notes Series 2025-1 / ABS-O (US446438SZ71) | 3,44 | -10,39 | 0,1576 | -0,0444 | |||||
| CIM Trust 2024-R1 / ABS-MBS (US17179VAA89) | 3,41 | -4,19 | 0,1562 | -0,0311 | |||||
| BX Trust 2025-LUNR / ABS-MBS (US05594CAG96) | 3,40 | 0,1559 | 0,1559 | ||||||
| US05608RAJ41 / BX Trust | 3,36 | 0,1540 | 0,1540 | ||||||
| Anchor Mortgage Trust 2025-RTL1 / ABS-MBS (US03290CAA45) | 3,30 | 0,1511 | 0,1511 | ||||||
| ILPT Commercial Mortgage Trust 2025-LPF2 / ABS-MBS (US451955AC22) | 3,29 | 0,1507 | 0,1507 | ||||||
| Stream Innovations 2025-1 Issuer Trust / ABS-O (US86324XAB10) | 3,26 | 0,1493 | 0,1493 | ||||||
| US20753XAF15 / Connecticut Avenue Securities Trust, Series 2022-R03, Class 1B1 | 3,25 | -0,03 | 0,1487 | -0,0222 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAG63) | 3,23 | 0,87 | 0,1480 | -0,0205 | |||||
| Anchorage Capital CLO 7 Ltd / ABS-CBDO (US03328TBU88) | 3,13 | 0,38 | 0,1435 | -0,0207 | |||||
| LBA Trust 2024-BOLT / ABS-MBS (US50177BAL18) | 3,11 | 0,26 | 0,1425 | -0,0208 | |||||
| Towd Point Mortgage Trust 2024-CES3 / ABS-MBS (US89183EAA91) | 3,06 | -8,42 | 0,1400 | -0,0356 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAF33) | 3,05 | 0,36 | 0,1396 | -0,0201 | |||||
| Connecticut Avenue Securities Trust 2025-R03 / ABS-MBS (US20754VAC19) | 3,05 | 0,1395 | 0,1395 | ||||||
| US05592AAJ97 / BPR Trust 2021-TY | 3,03 | 0,26 | 0,1388 | -0,0202 | |||||
| COOPR Residential Mortgage Trust 2025-CES2 / ABS-MBS (US12674UAF03) | 3,03 | 0,1387 | 0,1387 | ||||||
| Jamestown CLO XVIII Ltd / ABS-CBDO (US47047RAU05) | 3,02 | 0,63 | 0,1385 | -0,0196 | |||||
| Ocean Trails CLO XV Ltd / ABS-CBDO (US67515BAC63) | 3,02 | 0,33 | 0,1384 | -0,0200 | |||||
| KKR Clo 32 Ltd / ABS-CBDO (US482937AB54) | 3,02 | 0,63 | 0,1381 | -0,0195 | |||||
| Elevation Clo 2021-15 Ltd / ABS-CBDO (US28623VAS88) | 3,01 | 0,50 | 0,1377 | -0,0196 | |||||
| Regatta XVI Funding Ltd / ABS-CBDO (US75888TAQ85) | 3,00 | 0,64 | 0,1376 | -0,0195 | |||||
| Columbia Cent CLO 30 Ltd / ABS-CBDO (US19736WAU45) | 3,00 | 0,13 | 0,1376 | -0,0202 | |||||
| BX Commercial Mortgage Trust 2024-AIR2 / ABS-MBS (US05613QAC42) | 2,98 | -3,84 | 0,1364 | -0,0265 | |||||
| Radnor Re 2024-1 Ltd / ABS-MBS (US75049AAB89) | 2,93 | 0,03 | 0,1340 | -0,0199 | |||||
| BX Commercial Mortgage Trust 2024-AIR2 / ABS-MBS (US05613QAA85) | 2,88 | -3,93 | 0,1320 | -0,0258 | |||||
| WFCM Commercial Mortgage Trust 2024-GRP / ABS-MBS (US95003YAC66) | 2,86 | 0,46 | 0,1312 | -0,0188 | |||||
| IP 2025-IP Mortgage Trust / ABS-MBS (US449843AG69) | 2,86 | 0,1310 | 0,1310 | ||||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAE59) | 2,85 | 0,1305 | 0,1305 | ||||||
| RCKT Mortgage Trust 2024-CES4 / ABS-MBS (US74939FAA57) | 2,85 | -8,16 | 0,1305 | -0,0327 | |||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAG08) | 2,84 | 0,1301 | 0,1301 | ||||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XAL55) | 2,76 | -0,61 | 0,1264 | -0,0197 | |||||
| ICG US Clo 2021-3 Ltd / ABS-CBDO (US449249AU53) | 2,75 | 0,44 | 0,1258 | -0,0181 | |||||
| XS1920530992 / Salus European Loan Conduit NO 33 DAC | 2,70 | 6,60 | 0,1236 | -0,0096 | |||||
| Capital Street Master Trust / ABS-O (US14051LAA08) | 2,70 | -0,04 | 0,1236 | -0,0184 | |||||
| US05608RAG02 / BX Trust | 2,67 | 0,26 | 0,1221 | -0,0178 | |||||
| Contego Clo V DAC / ABS-CBDO (XS3014010196) | 2,64 | 9,15 | 0,1207 | -0,0063 | |||||
| UK Logistics 2024-1 DAC / ABS-MBS (XS2809141935) | 2,58 | 7,94 | 0,1183 | -0,0076 | |||||
| Barings Euro CLO 2021-1 DAC / ABS-CBDO (XS2322243044) | 2,58 | 8,81 | 0,1182 | -0,0066 | |||||
| US68269HAD70 / OMFIT_23-2A | 2,57 | -1,87 | 0,1179 | -0,0201 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAC36) | 2,52 | 0,1155 | 0,1155 | ||||||
| Trinitas CLO XXIV Ltd / ABS-CBDO (US89642XAE40) | 2,52 | 0,56 | 0,1154 | -0,0164 | |||||
| MidOcean Credit CLO X / ABS-CBDO (US59803ABG67) | 2,51 | 0,32 | 0,1148 | -0,0166 | |||||
| Elevation CLO 2020-11 Ltd / ABS-CBDO (US28621YAS46) | 2,50 | 0,32 | 0,1146 | -0,0166 | |||||
| US12649AAA79 / CSMC 2014-USA OA LLC | 2,47 | -1,71 | 0,1132 | -0,0191 | |||||
| Towd Point Mortgage Trust 2024-CES4 / ABS-MBS (US89182QAA31) | 2,47 | -7,35 | 0,1131 | -0,0271 | |||||
| CQS US CLO 2023-3 Ltd / ABS-CBDO (US223929AE00) | 2,42 | 0,12 | 0,1107 | -0,0163 | |||||
| PRPM 2024-6 LLC / ABS-MBS (US74390PAA57) | 2,42 | -2,11 | 0,1107 | -0,0192 | |||||
| BRAVO Residential Funding Trust 2024-CES2 / ABS-MBS (US10570PAD50) | 2,41 | 0,25 | 0,1105 | -0,0161 | |||||
| BBCMS Mortgage Trust 2024-5C31 / ABS-MBS (US07336YAK10) | 2,40 | -4,64 | 0,1100 | -0,0225 | |||||
| Nassau Euro CLO IV DAC / ABS-CBDO (XS2798985599) | 2,39 | 10,17 | 0,1097 | -0,0047 | |||||
| Toro European CLO 8 DAC / ABS-CBDO (XS2840119452) | 2,37 | 9,43 | 0,1084 | -0,0054 | |||||
| Barings Euro CLO 2015-1 DAC / ABS-CBDO (XS2425514432) | 2,36 | 9,20 | 0,1082 | -0,0056 | |||||
| XS2114941151 / Invesco Euro CLO IV DAC, Series 4A, Class B1 | 2,35 | 9,20 | 0,1076 | -0,0056 | |||||
| Carysfort Park CLO DAC / ABS-CBDO (XS2319866773) | 2,33 | 9,22 | 0,1069 | -0,0055 | |||||
| Rockford Tower Europe CLO 2021-1 DAC / ABS-CBDO (XS2314305637) | 2,33 | 8,51 | 0,1069 | -0,0063 | |||||
| Connecticut Avenue Securities Trust 2024-R06 / ABS-MBS (US20755RAG02) | 2,31 | 1,01 | 0,1058 | -0,0145 | |||||
| Invitation Homes 2024-SFR1 Trust / ABS-O (US46188DAE85) | 2,31 | 0,74 | 0,1056 | -0,0148 | |||||
| US05609KAG40 / BX Commercial Mortgage Trust 2021-XL2 | 2,29 | 0,44 | 0,1049 | -0,0151 | |||||
| Towd Point Mortgage Trust 2024-CES5 / ABS-MBS (US89183QAB05) | 2,28 | 0,62 | 0,1045 | -0,0148 | |||||
| RCKT Mortgage Trust 2024-CES3 / ABS-MBS (US74942AAA16) | 2,28 | -9,17 | 0,1044 | -0,0276 | |||||
| Taurus CMBS / ABS-MBS (XS3053366020) | 2,26 | 0,1037 | 0,1037 | ||||||
| Kinbane 2024-Rpl 2 DAC / ABS-MBS (XS2929503576) | 2,23 | 9,27 | 0,1020 | -0,0052 | |||||
| PRPM 2024-4 LLC / ABS-MBS (US74390EAA01) | 2,19 | -5,00 | 0,1002 | -0,0209 | |||||
| IP 2025-IP Mortgage Trust / ABS-MBS (US449843AJ09) | 2,18 | 0,0998 | 0,0998 | ||||||
| GreenSky Home Improvement Trust 2024-1 / ABS-O (US39571MAB46) | 2,14 | -43,02 | 0,0978 | -0,0994 | |||||
| COLT 2025-5 Mortgage Loan Trust / ABS-MBS (US19689AAD72) | 2,12 | 0,0973 | 0,0973 | ||||||
| US05610WAE03 / BPR Trust 2023-BRK2 | 2,11 | 1,45 | 0,0964 | -0,0128 | |||||
| PMT Credit Risk Transfer Trust 2024-3R / ABS-MBS (US69392AAA60) | 2,10 | -2,29 | 0,0960 | -0,0169 | |||||
| Saratoga Investment Corp CLO 2013-1 Ltd / ABS-CBDO (US80349BCD73) | 2,06 | -9,21 | 0,0944 | -0,0250 | |||||
| Taurus CMBS / ABS-MBS (XS3053366376) | 2,06 | 0,0943 | 0,0943 | ||||||
| Island Finance Trust 2025-1 / ABS-O (US463920AA62) | 2,04 | 0,00 | 0,0934 | -0,0139 | |||||
| GoodLeap Sustainable Home Solutions Trust 2024-1 / ABS-O (US38237BAA89) | 2,04 | -3,78 | 0,0933 | -0,0181 | |||||
| Exeter Automobile Receivables Trust / ABS-O (US30166XAE40) | 2,02 | 0,0925 | 0,0925 | ||||||
| Northwoods Capital 22 Ltd / ABS-CBDO (US66858HBC97) | 2,02 | 0,40 | 0,0924 | -0,0133 | |||||
| CBAMR 2018-8 Ltd / ABS-CBDO (US12478CBA80) | 2,02 | 1,00 | 0,0923 | -0,0127 | |||||
| Z Capital Credit Partners BSL CLO 2024-1 Ltd / ABS-CBDO (US98877JAG76) | 2,02 | 0,40 | 0,0923 | -0,0133 | |||||
| Elevation Clo 2021-15 Ltd / ABS-CBDO (US28623VAU35) | 2,01 | 0,30 | 0,0921 | -0,0134 | |||||
| Silver Rock CLO I Ltd / ABS-CBDO (US82811RAY36) | 2,01 | 0,30 | 0,0920 | -0,0134 | |||||
| Lhome Mortgage Trust 2025-Rtl2 / ABS-MBS (US50206RAA59) | 2,01 | 0,0920 | 0,0920 | ||||||
| Bain Capital Credit CLO 2022-4 Ltd / ABS-CBDO (US05685BAQ95) | 2,01 | 0,30 | 0,0920 | -0,0134 | |||||
| Anchorage Capital Clo 11 Ltd / ABS-CBDO (US03330NAW48) | 2,01 | 0,60 | 0,0919 | -0,0130 | |||||
| Strata CLO II Ltd / ABS-CBDO (US86271PAN50) | 2,00 | 0,15 | 0,0918 | -0,0135 | |||||
| Canyon Capital CLO 2019-1 Ltd / ABS-CBDO (US13887TAW71) | 2,00 | 0,70 | 0,0918 | -0,0129 | |||||
| Silver Rock CLO I Ltd / ABS-CBDO (US82811RBC07) | 2,00 | 0,65 | 0,0917 | -0,0130 | |||||
| Battalion Clo 17 Ltd / ABS-CBDO (US07133PAL31) | 2,00 | 0,10 | 0,0917 | -0,0135 | |||||
| Columbia Cent CLO 30 Ltd / ABS-CBDO (US19736WAY66) | 2,00 | 0,70 | 0,0917 | -0,0129 | |||||
| Signal Peak CLO 12 Ltd / ABS-CBDO (US82671XAS27) | 2,00 | 0,40 | 0,0917 | -0,0132 | |||||
| Ocean Trails CLO XV Ltd / ABS-CBDO (US67515BAG77) | 2,00 | 0,0916 | 0,0916 | ||||||
| Trimaran CAVU 2022-1 Ltd / ABS-CBDO (US89623VAN10) | 2,00 | -0,10 | 0,0914 | -0,0137 | |||||
| US05609QAE61 / BX 21-ACNT C 144A FRN (L+150) 11-15-26 | 1,98 | 0,30 | 0,0908 | -0,0132 | |||||
| Sunrun Vesta Issuer 2024-3 LLC / ABS-O (US86773AAB70) | 1,98 | -1,74 | 0,0908 | -0,0153 | |||||
| RCKT Mortgage Trust 2024-CES9 / ABS-MBS (US749426AA06) | 1,94 | -4,71 | 0,0890 | -0,0183 | |||||
| US36262MAJ71 / GS Mortgage Securities Corp. II, Series 2021-IP, Class E | 1,92 | 0,63 | 0,0878 | -0,0124 | |||||
| RCKT Mortgage Trust 2024-CES8 / ABS-MBS (US749421AD57) | 1,90 | 0,05 | 0,0871 | -0,0129 | |||||
| PRPM 2025-RPL1 LLC / ABS-MBS (US74390WAB81) | 1,86 | 0,32 | 0,0852 | -0,0124 | |||||
| PRPM 2024-5 LLC / ABS-MBS (US69381KAA79) | 1,85 | -3,54 | 0,0849 | -0,0162 | |||||
| ELM Trust 2024-ELM / ABS-MBS (US26860XBE04) | 1,84 | -0,60 | 0,0841 | -0,0131 | |||||
| Onemain Financial Issuance Trust 2025-1 / ABS-O (US68270DAD30) | 1,81 | 0,0828 | 0,0828 | ||||||
| JP Morgan Mortgage Trust 2024-HE2 / ABS-O (US46593HAB42) | 1,80 | -0,17 | 0,0824 | -0,0124 | |||||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 1,78 | -8,22 | 0,0814 | -0,0204 | |||||
| ICG Euro CLO 2021-1 DAC / ABS-CBDO (XS2369926675) | 1,77 | 9,20 | 0,0811 | -0,0042 | |||||
| Hayfin Emerald CLO XII DAC / ABS-CBDO (XS2665046160) | 1,77 | 0,0810 | 0,0810 | ||||||
| XS2073825403 / BlueMountain CLO Ltd., Series 5A, Class B | 1,76 | 9,36 | 0,0808 | -0,0041 | |||||
| Contego Clo V DAC / ABS-CBDO (XS3014010600) | 1,76 | 9,50 | 0,0808 | -0,0040 | |||||
| XS2334256992 / Crosthwaite Park CLO DAC | 1,76 | 9,23 | 0,0808 | -0,0042 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAC74) | 1,76 | 0,69 | 0,0804 | -0,0113 | |||||
| XS2347648961 / ARES EUROPEAN CLO ARESE 10A AR 144A | 1,75 | -3,43 | 0,0800 | -0,0152 | |||||
| Invitation Homes 2024-SFR1 Trust / ABS-O (US46188DAC20) | 1,73 | 0,99 | 0,0793 | -0,0109 | |||||
| United States Treasury Note/Bond / DBT (US91282CLY56) | 1,71 | 0,00 | 0,0783 | -0,0116 | |||||
| PRPM 2025-RCF1 LLC / ABS-MBS (US74390RAC79) | 1,70 | 1,31 | 0,0777 | -0,0104 | |||||
| BPR Commercial Mortgage Trust 2024-PARK / ABS-MBS (US05593UAG04) | 1,65 | -0,12 | 0,0757 | -0,0114 | |||||
| BMO 2024-5C5 Mortgage Trust / ABS-MBS (US05593RAJ14) | 1,60 | -5,09 | 0,0734 | -0,0155 | |||||
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1 / ABS-MBS (US61778GBC96) | 1,53 | -4,37 | 0,0701 | -0,0141 | |||||
| BX Commercial Mortgage Trust 2024-MDHS / ABS-MBS (US12433BAE74) | 1,52 | -4,16 | 0,0697 | -0,0138 | |||||
| Elevation CLO 2021-12 Ltd / ABS-CBDO (US28623MBE84) | 1,51 | 0,13 | 0,0692 | -0,0102 | |||||
| Elevation CLO 2021-12 Ltd / ABS-CBDO (US28623MAW91) | 1,51 | 0,80 | 0,0691 | -0,0096 | |||||
| Northwoods Capital 22 Ltd / ABS-CBDO (US66858HBG02) | 1,50 | -0,66 | 0,0687 | -0,0107 | |||||
| BX Commercial Mortgage Trust 2024-PURE / ABS-MBS (CA74625PAD65) | 1,48 | 6,27 | 0,0676 | -0,0055 | |||||
| Palmer Square European CLO 2023-2 DAC / ABS-CBDO (XS2697591514) | 1,47 | 8,94 | 0,0675 | -0,0037 | |||||
| BX Commercial Mortgage Trust 2024-PURE / ABS-MBS (CA74625PAF14) | 1,47 | 5,98 | 0,0674 | -0,0057 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAB52) | 1,47 | 0,0673 | 0,0673 | ||||||
| Rockford Tower Europe CLO 2018-1 DAC / ABS-CBDO (XS2779841993) | 1,47 | 9,06 | 0,0672 | -0,0036 | |||||
| US682413AC36 / ONE 2021-PARK Mortgage Trust | 1,44 | -1,44 | 0,0659 | -0,0110 | |||||
| BBCMS Mortgage Trust 2024-5C25 / ABS-MBS (US05554VAH33) | 1,40 | -6,03 | 0,0643 | -0,0142 | |||||
| BX Trust 2025-LUNR / ABS-MBS (US05594CAK09) | 1,40 | 0,0642 | 0,0642 | ||||||
| BRAVO Residential Funding Trust 2025-NQM5 / ABS-MBS (US10569RAE27) | 1,37 | 0,0627 | 0,0627 | ||||||
| US55316VAL80 / MHC Commercial Mortgage Trust 2021-MHC | 1,37 | 0,22 | 0,0625 | -0,0091 | |||||
| PRPM 2025-RCF1 LLC / ABS-MBS (US74390RAB96) | 1,36 | 1,12 | 0,0623 | -0,0085 | |||||
| Huntington Bank Auto Credit-Linked Notes Series 2024-2 / ABS-O (US44644NAK54) | 1,32 | -11,56 | 0,0603 | -0,0180 | |||||
| BANK5 2024-5YR8 / ABS-MBS (US065923AA21) | 1,30 | -5,39 | 0,0596 | -0,0128 | |||||
| US89182FAA75 / Towd Point Mortgage Trust | 1,30 | -9,87 | 0,0594 | -0,0163 | |||||
| Barrow Hanley CLO III Ltd / ABS-CBDO (US06875VAJ98) | 1,27 | 0,96 | 0,0580 | -0,0080 | |||||
| BX Commercial Mortgage Trust 2024-AIR2 / ABS-MBS (US05613QAE08) | 1,25 | -3,77 | 0,0572 | -0,0111 | |||||
| Octane Receivables Trust 2024-RVM1 / ABS-O (US67579FAA49) | 1,25 | -11,07 | 0,0570 | -0,0166 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-5C1 / ABS-MBS (US95003VAJ70) | 1,21 | -5,18 | 0,0554 | -0,0117 | |||||
| BPR Trust 2024-PMDW / ABS-MBS (US05592VAG95) | 1,20 | -0,58 | 0,0549 | -0,0085 | |||||
| Rockford Tower Europe CLO 2018-1 DAC / ABS-CBDO (XS2779841217) | 1,19 | 9,48 | 0,0545 | -0,0027 | |||||
| US449652AA40 / ILPT Commercial Mortgage Trust 2022-LPF2 | 1,19 | -0,17 | 0,0544 | -0,0082 | |||||
| US68268VAD73 / OneMain Financial Issuance Trust 2022-2 | 1,19 | -0,50 | 0,0543 | -0,0084 | |||||
| Anchorage Capital Europe CLO 6 DAC / ABS-CBDO (XS2715951153) | 1,18 | 8,74 | 0,0541 | -0,0031 | |||||
| US06875RAE99 / Barrow Hanley CLO II Ltd | 1,16 | -0,26 | 0,0530 | -0,0080 | |||||
| BMO 2024-5C3 Mortgage Trust / ABS-MBS (US09660QAA22) | 1,13 | -6,00 | 0,0517 | -0,0115 | |||||
| Towd Point Mortgage Trust 2024-CES3 / ABS-MBS (US89183EAC57) | 1,12 | 0,18 | 0,0513 | -0,0075 | |||||
| US68269DAE40 / OneMain Direct Auto Receivables Trust 2022-1 | 1,10 | 0,00 | 0,0506 | -0,0075 | |||||
| US95003EAE68 / WELLS FARGO COMMERCIAL MORTGAGE TRUST | 1,09 | 0,00 | 0,0499 | -0,0074 | |||||
| Anchorage Capital CLO 19 Ltd / ABS-CBDO (US03328JAC18) | 1,08 | 0,65 | 0,0495 | -0,0070 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAD19) | 1,08 | 0,0494 | 0,0494 | ||||||
| PRPM 2025-RPL1 LLC / ABS-MBS (US74390WAC64) | 1,08 | -0,28 | 0,0494 | -0,0075 | |||||
| BPR Trust 2024-PMDW / ABS-MBS (US05592VAQ77) | 1,07 | -5,15 | 0,0489 | -0,0103 | |||||
| US92330EAP25 / Venture XIX CLO Ltd | 1,07 | -21,49 | 0,0489 | -0,0227 | |||||
| US83610HAL42 / SOUND POINT CLO VII-R Ltd | 1,06 | -19,00 | 0,0484 | -0,0202 | |||||
| US682685AD44 / OneMain Direct Auto Receivables Trust 2023-1 | 1,05 | -0,10 | 0,0480 | -0,0072 | |||||
| PRPM 2025-RPL1 LLC / ABS-MBS (US74390WAD48) | 1,03 | -0,86 | 0,0474 | -0,0075 | |||||
| Bayview Opportunity Master Fund VII Trust 2024-SN1 / ABS-O (US072926AF52) | 1,01 | -0,78 | 0,0464 | -0,0073 | |||||
| Affirm Asset Securitization Trust 2024-A / ABS-O (US00834BAJ61) | 1,01 | 0,20 | 0,0462 | -0,0068 | |||||
| CQS US CLO 2023-3 Ltd / ABS-CBDO (US223929AJ96) | 1,01 | 0,30 | 0,0462 | -0,0068 | |||||
| OFSI BSL CLO XIII Ltd / ABS-CBDO (US67118VAJ89) | 1,01 | 0,20 | 0,0462 | -0,0068 | |||||
| US36362MAE75 / Gallatin CLO X 2023-1 Ltd | 1,01 | -0,30 | 0,0461 | -0,0070 | |||||
| US48585JAA88 / Katayma CLO I Ltd | 1,01 | 0,50 | 0,0460 | -0,0066 | |||||
| Sixth Street CLO XVI Ltd / ABS-CBDO (US83012DAQ60) | 1,00 | 0,50 | 0,0460 | -0,0065 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAJ75) | 1,00 | 2,56 | 0,0460 | -0,0055 | |||||
| US04016DAU90 / Ares XLI Clo Ltd | 1,00 | 0,50 | 0,0459 | -0,0066 | |||||
| Bellemeade Re Ltd / ABS-MBS (US078915AA32) | 1,00 | -0,10 | 0,0459 | -0,0069 | |||||
| US83614XAS09 / Sound Point CLO XXVI Ltd | 0,99 | 0,0454 | 0,0454 | ||||||
| US95003EAJ55 / WELLS FARGO COMMERCIAL MORTGAGE TRUST | 0,99 | 0,71 | 0,0453 | -0,0064 | |||||
| US05610FAF45 / BX Commercial Mortgage Trust 2022-AHP | 0,99 | 2,28 | 0,0452 | -0,0056 | |||||
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 / ABS-O (US44644NAD12) | 0,96 | -12,95 | 0,0440 | -0,0140 | |||||
| US682413AE91 / ONE 2021-PARK Mortgage Trust | 0,95 | -2,07 | 0,0434 | -0,0075 | |||||
| US05491VAE65 / BBCMS 2018 CHRS B 144A | 0,92 | -0,97 | 0,0421 | -0,0067 | |||||
| Affirm Asset Securitization Trust 2024-A / ABS-O (US00834BAK35) | 0,91 | -1,52 | 0,0417 | -0,0069 | |||||
| Benchmark 2024-V6 Mortgage Trust / ABS-MBS (US081927AH84) | 0,90 | -5,74 | 0,0414 | -0,0090 | |||||
| US05491VAG14 / BBCMS 2018 CHRS C 144A | 0,90 | -0,99 | 0,0411 | -0,0065 | |||||
| US682687AC27 / ODART_21-1A | 0,88 | 0,80 | 0,0405 | -0,0056 | |||||
| XS2331205539 / Hayfin Emerald CLO II DAC | 0,88 | 9,54 | 0,0405 | -0,0020 | |||||
| XS2305548203 / Avoca Capital CLO X Ltd | 0,88 | 9,48 | 0,0403 | -0,0020 | |||||
| US05491VAJ52 / BBCMS 2018-CHRS Mortgage Trust | 0,86 | -0,58 | 0,0393 | -0,0061 | |||||
| Goodleap Sustainable Home Solutions Trust 2023-4 / ABS-O (US38237YAA82) | 0,84 | -1,75 | 0,0387 | -0,0065 | |||||
| PRPM 2025-RCF3 LLC / ABS-MBS (US69392PAC95) | 0,84 | 0,0386 | 0,0386 | ||||||
| US06211EBE05 / BANK5 2023-5YR3 | 0,82 | -6,80 | 0,0377 | -0,0087 | |||||
| XS2388198496 / St Pauls CLO | 0,82 | 9,48 | 0,0376 | -0,0019 | |||||
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC / ABS-O (US07336QAE26) | 0,82 | -13,94 | 0,0374 | -0,0125 | |||||
| BMO 2024-5C8 Mortgage Trust / ABS-MBS (US09661XAJ72) | 0,81 | -4,62 | 0,0369 | -0,0075 | |||||
| Venture 49 CLO Ltd / ABS-CBDO (US922972AE45) | 0,80 | 0,50 | 0,0368 | -0,0053 | |||||
| US27830BBN38 / EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A | 0,80 | 0,00 | 0,0367 | -0,0055 | |||||
| US35566CBD65 / Freddie Mac STACR REMIC Trust 2020-DNA6 | 0,80 | -0,87 | 0,0367 | -0,0058 | |||||
| US89181XAM39 / Towd Point Mortgage Trust, Series 2023-CES1, Class A1A | 0,80 | -13,64 | 0,0366 | -0,0121 | |||||
| US682413AG40 / ONE 2021-PARK Mortgage Trust | 0,80 | -2,21 | 0,0365 | -0,0064 | |||||
| XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 0,78 | -9,94 | 0,0357 | -0,0098 | |||||
| US05592AAL44 / BPR Trust 2021-TY | 0,76 | 0,13 | 0,0346 | -0,0051 | |||||
| US62432BAQ68 / Mountain View CLO 2015-9 Ltd | 0,75 | 0,94 | 0,0345 | -0,0048 | |||||
| US55821KAC09 / Madison Park Funding XXXVIII Ltd | 0,75 | 0,13 | 0,0344 | -0,0051 | |||||
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC / ABS-O (US07336PAD69) | 0,74 | -5,11 | 0,0340 | -0,0072 | |||||
| US80282YAH99 / Santander Consumer Auto Receivables Trust 2021-A | 0,74 | 0,41 | 0,0340 | -0,0049 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAE91) | 0,74 | 0,0337 | 0,0337 | ||||||
| US465985AB50 / JP Morgan Mortgage Trust 2023-HE3 | 0,71 | 0,00 | 0,0325 | -0,0048 | |||||
| US95003EAG17 / WELLS FARGO COMMERCIAL MORTGAGE TRUST | 0,68 | 0,15 | 0,0313 | -0,0046 | |||||
| Radnor Re 2024-1 Ltd / ABS-MBS (US75049AAA07) | 0,67 | -32,25 | 0,0305 | -0,0212 | |||||
| US20754RAF38 / Connecticut Avenue Securities Trust 2021-R01 | 0,67 | 0,76 | 0,0305 | -0,0043 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAH23) | 0,66 | 0,0304 | 0,0304 | ||||||
| US20753YAF97 / Connecticut Avenue Securities Trust 2022-R04 | 0,66 | 0,30 | 0,0302 | -0,0044 | |||||
| PRPM 2024-RCF6 LLC / ABS-MBS (US74390FAC32) | 0,66 | 1,39 | 0,0301 | -0,0040 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0,65 | -10,94 | 0,0298 | -0,0087 | |||||
| US207942AB90 / Fannie Mae Connecticut Avenue Securities | 0,63 | 0,32 | 0,0287 | -0,0042 | |||||
| US67389JAB44 / Oaktown Re VII Ltd | 0,62 | -18,63 | 0,0282 | -0,0116 | |||||
| BMO 2023-5C2 Mortgage Trust / ABS-MBS (US05610QAJ22) | 0,62 | -6,53 | 0,0282 | -0,0064 | |||||
| US675930AE16 / Octagon 59 Ltd., Series 2022-1A, Class B | 0,60 | 0,0276 | 0,0276 | ||||||
| United States Treasury Bill / DBT (US912797NL78) | 0,59 | 0,86 | 0,0270 | -0,0037 | |||||
| XS2391834509 / Carlyle Euro CLO 2021-2 DAC | 0,59 | 9,28 | 0,0270 | -0,0014 | |||||
| XS2307740998 / Jubilee CLO 2016-XVII DAC | 0,59 | 9,74 | 0,0268 | -0,0013 | |||||
| US68249DAC39 / One New York Plaza Trust 2020-1NYP | 0,58 | 1,94 | 0,0265 | -0,0033 | |||||
| Ally Bank Auto Credit-Linked Notes Series 2024-A / ABS-O (US02007GZ973) | 0,57 | -11,63 | 0,0261 | -0,0078 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAF66) | 0,56 | 0,0257 | 0,0257 | ||||||
| United States Treasury Note/Bond / DBT (US91282CMH15) | 0,55 | 0,18 | 0,0253 | -0,0037 | |||||
| United States Treasury Note/Bond / DBT (US91282CME83) | 0,54 | 0,18 | 0,0249 | -0,0037 | |||||
| Sunrun Vesta Issuer 2024-3 LLC / ABS-O (US86773AAA97) | 0,54 | -2,37 | 0,0246 | -0,0044 | |||||
| Auxilior Term Funding 2023-1 LLC / ABS-O (US05335JAE38) | 0,53 | -0,19 | 0,0241 | -0,0036 | |||||
| US078774AC06 / Bellemeade Re 2022-1 Ltd | 0,52 | 0,38 | 0,0240 | -0,0035 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AB13) | 0,51 | 1,79 | 0,0235 | -0,0030 | |||||
| Fashion Show Mall LLC / ABS-MBS (US50245XAA54) | 0,50 | 0,80 | 0,0231 | -0,0032 | |||||
| US04942PAL13 / Atlas Static Senior Loan Fund I Ltd | 0,50 | 0,60 | 0,0230 | -0,0032 | |||||
| US07132JBC71 / Battalion CLO X Ltd | 0,50 | 0,20 | 0,0229 | -0,0034 | |||||
| US56606KAA34 / MARBLE POINT CLO XXI LTD SER 2021-3A CL A1 V/R REGD 144A P/P 0.00000000 | 0,50 | 0,00 | 0,0229 | -0,0034 | |||||
| Affirm Asset Securitization Trust 2024-B / ABS-O (US00835AAD00) | 0,50 | -0,40 | 0,0228 | -0,0035 | |||||
| BBCMS Mortgage Trust 2024-C24 / ABS-MBS (US07336VBA89) | 0,47 | -2,27 | 0,0217 | -0,0038 | |||||
| BMO 2024-5C4 Mortgage Trust / ABS-MBS (US09660SAA87) | 0,47 | -5,40 | 0,0217 | -0,0046 | |||||
| BANK5 2023-5YR4 / ABS-MBS (US06211FAC23) | 0,45 | -6,63 | 0,0207 | -0,0048 | |||||
| COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAC41) | 0,45 | -5,07 | 0,0206 | -0,0043 | |||||
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F / ABS-O (US07336MAA99) | 0,42 | -15,63 | 0,0193 | -0,0070 | |||||
| US07336HAA05 / Bayview Financing Trust 2023-1F | 0,42 | -2,79 | 0,0192 | -0,0035 | |||||
| US90137LAL45 / 20 Times Square Trust, Series 2018-20TS, Class F | 0,42 | 1,96 | 0,0191 | -0,0024 | |||||
| US38237CAA62 / Goodleap Sustainable Home Solutions Trust 2023-3 | 0,40 | -4,77 | 0,0183 | -0,0038 | |||||
| US682413AJ88 / ONE 2021-PARK MORTGAGE TRUST 1ML+ 03/15/2036 144A | 0,37 | -3,93 | 0,0168 | -0,0033 | |||||
| PRPM 2025-RPL1 LLC / ABS-MBS (US74390WAE21) | 0,36 | 0,00 | 0,0163 | -0,0024 | |||||
| US05592AAG58 / BPR Trust 2021-TY | 0,35 | 0,28 | 0,0162 | -0,0023 | |||||
| US50202CAC82 / LCM 33 Ltd | 0,35 | 0,57 | 0,0161 | -0,0023 | |||||
| XS2303820265 / Taurus 2021-1 UK DAC | 0,34 | 6,90 | 0,0156 | -0,0012 | |||||
| US88037HAP91 / Tenneco Inc 2022 Term Loan B | 0,34 | 0,29 | 0,0156 | -0,0022 | |||||
| US556227AG18 / Eleven Madison Trust 2015-11MD Mortgage Trust | 0,34 | -1,76 | 0,0154 | -0,0026 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAG40) | 0,34 | 0,0153 | 0,0153 | ||||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AC95) | 0,33 | 0,00 | 0,0153 | -0,0023 | |||||
| US06540EAA10 / BANK 2021-BNK38 | 0,31 | -14,67 | 0,0144 | -0,0050 | |||||
| US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC | 0,29 | -59,46 | 0,0132 | -0,0241 | |||||
| US51889RAD17 / Laurel Road Prime Student Loan Trust 2019-A | 0,28 | 9,84 | 0,0128 | -0,0006 | |||||
| United States Treasury Note/Bond / DBT (US91282CLP40) | 0,25 | 0,00 | 0,0114 | -0,0017 | |||||
| US75050KAA43 / Radnor RE Ltd., Series 2023-1, Class M1A | 0,24 | -21,54 | 0,0112 | -0,0052 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AD78) | 0,24 | -1,22 | 0,0111 | -0,0018 | |||||
| US05491LAJ70 / BBCMS 2016-ETC Mortgage Trust | 0,22 | 1,82 | 0,0103 | -0,0013 | |||||
| XS2368114505 / Taurus CMBS | 0,22 | 6,83 | 0,0101 | -0,0007 | |||||
| US78472UAL26 / SREIT Trust 2021-MFP | 0,22 | -3,11 | 0,0100 | -0,0019 | |||||
| US59802UAN90 / MidOcean Credit CLO III | 0,20 | -18,07 | 0,0094 | -0,0038 | |||||
| USD/EUR FORWARD / DFE (000000000) | 0,20 | 0,0091 | 0,0091 | ||||||
| United States Treasury Bill / DBT (US912797PF82) | 0,20 | 0,0091 | 0,0091 | ||||||
| United States Treasury Bill / DBT (US912797MH75) | 0,20 | 1,02 | 0,0091 | -0,0012 | |||||
| US12482JAA88 / Cbam 2018-7 Ltd | 0,20 | -16,88 | 0,0091 | -0,0034 | |||||
| US82650BAD82 / Sierra Timeshare 2023-2 Receivables Funding LLC | 0,19 | -10,70 | 0,0088 | -0,0025 | |||||
| US83608GAN60 / Sound Point CLO II Ltd | 0,18 | -31,60 | 0,0084 | -0,0057 | |||||
| US01771JAG85 / ALLEN MEDIA TERM B 1LN 02/10/2027 | 0,18 | 9,64 | 0,0084 | -0,0004 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAD70) | 0,18 | 0,57 | 0,0080 | -0,0012 | |||||
| US04941YAC30 / Atlas Senior Loan Fund XI Ltd | 0,17 | -38,52 | 0,0076 | -0,0066 | |||||
| NLT 2025-INV1 Trust / ABS-MBS (US62916TAK51) | 0,16 | 0,0075 | 0,0075 | ||||||
| US75049GAB59 / Radnor RE 2021-2 Ltd | 0,16 | -20,20 | 0,0072 | -0,0032 | |||||
| US90137LAN01 / 20 Times Square Trust 2018-20TS | 0,16 | 2,61 | 0,0072 | -0,0009 | |||||
| EUR/USD FORWARD / DFE (000000000) | 0,15 | 0,0070 | 0,0070 | ||||||
| XS2055111137 / Deco 2019-RAM DAC | 0,14 | -1,37 | 0,0066 | -0,0011 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAE53) | 0,14 | 0,71 | 0,0065 | -0,0009 | |||||
| US46649XAN75 / JP Morgan Chase Commercial Mortgage Securities Corp | 0,14 | -25,53 | 0,0065 | -0,0035 | |||||
| TFS_18-3-A1 / ABS-MBS (LU009A4L03W7) | 0,14 | 0,0064 | 0,0064 | ||||||
| US36262MAL28 / GS Mortgage Securities Corp II | 0,14 | 0,74 | 0,0063 | -0,0009 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AE51) | 0,13 | -3,60 | 0,0061 | -0,0012 | |||||
| XS2356569819 / Last Mile Logistics Pan Euro Finance DAC | 0,12 | 9,52 | 0,0053 | -0,0003 | |||||
| US07132ACC53 / Battalion CLO VIII Ltd | 0,11 | -33,96 | 0,0049 | -0,0035 | |||||
| TPCG / Tpc Group Inc. | 0,00 | -13,13 | 0,11 | 10.400,00 | 0,0048 | 0,0048 | |||
| IRS USD / DIR (000000000) | 0,10 | 0,0046 | 0,0046 | ||||||
| US05491LAC28 / BBCMS_16-ETC | 0,10 | 1,06 | 0,0044 | -0,0006 | |||||
| US05491LAE83 / BBCMS_16-ETC | 0,09 | 1,09 | 0,0043 | -0,0006 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAF29) | 0,08 | 1,25 | 0,0037 | -0,0005 | |||||
| US90137LAQ32 / 20 Times Square Trust 2018-20TS | 0,07 | -1,35 | 0,0034 | -0,0006 | |||||
| XS2055111301 / Deco 2019-RAM DAC | 0,07 | 0,00 | 0,0031 | -0,0004 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAG02) | 0,06 | 0,00 | 0,0025 | -0,0004 | |||||
| GBP/USD FORWARD / DFE (000000000) | 0,05 | 0,0025 | 0,0025 | ||||||
| US80290CBX11 / SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-A | 0,05 | -36,11 | 0,0021 | -0,0017 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AF27) | 0,05 | 0,00 | 0,0021 | -0,0003 | |||||
| DIAMOND SPORTS GRP LLC- CS / EC (000000000) | 0,00 | 0,04 | 0,0020 | 0,0020 | |||||
| US30298FAG90 / FREMF 2019-K735 Mortgage Trust | 0,04 | -34,48 | 0,0018 | -0,0013 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAH84) | 0,03 | 0,00 | 0,0014 | -0,0002 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAJ41) | 0,03 | -3,33 | 0,0014 | -0,0003 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAK14) | 0,03 | 0,00 | 0,0012 | -0,0001 | |||||
| US3137BSP984 / Freddie Mac Multifamily Structured Pass Through Certificates | 0,03 | -21,21 | 0,0012 | -0,0006 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AH82) | 0,02 | 0,00 | 0,0011 | -0,0002 | |||||
| USD/CAD FORWARD / DFE (000000000) | 0,02 | 0,0009 | 0,0009 | ||||||
| CDS CDX.NA.HY.42.V1 / DCR (000000000) | 0,02 | 0,0009 | 0,0009 | ||||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AG00) | 0,02 | -5,00 | 0,0009 | -0,0002 | |||||
| DIAMOND SPORTS NET LLC / LON (US25277EAB83) | 0,02 | 0,00 | 0,0009 | -0,0001 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| HERITAGE POWER LLC / DBT (000000000) | 0,01 | 0,0006 | 0,0006 | ||||||
| US95000AAY38 / Wells Fargo Commercial Mortgage Trust 2015-P2 | 0,01 | -31,25 | 0,0005 | -0,0003 | |||||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AK12) | 0,01 | 0,00 | 0,0005 | -0,0001 | |||||
| US ULTRA BOND CBT / DIR (000000000) | 0,01 | 0,0005 | 0,0005 | ||||||
| US80290CBJ27 / Santander Bank Auto Credit-Linked Notes Series 2022-C | 0,01 | -68,75 | 0,0005 | -0,0012 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAM79) | 0,01 | -10,00 | 0,0004 | -0,0001 | |||||
| US46643ABE29 / JPMBB Commercial Mortgage Securities Trust 2014-C23 | 0,01 | -50,00 | 0,0004 | -0,0005 | |||||
| TPCG / Tpc Group Inc. | 0,00 | -96,20 | 0,00 | 300,00 | 0,0002 | 0,0002 | |||
| EURO-BUND / DIR (000000000) | 0,00 | 0,0002 | 0,0002 | ||||||
| US46645JAL61 / JPMBB Commercial Mortgage Securities Trust 2015-C33 | 0,00 | -50,00 | 0,0001 | -0,0001 | |||||
| EURO-BOBL / DIR (000000000) | 0,00 | 0,0001 | 0,0001 | ||||||
| DIAMOND SPORTS GRP LLC- WARRANTS / EC (000000000) | 0,01 | 0,00 | 0,0001 | 0,0001 | |||||
| US3137BMTY26 / Freddie Mac Multifamily Structured Pass Through Certificates | 0,00 | -50,00 | 0,0001 | -0,0001 | |||||
| TPCG / Tpc Group Inc. | 0,00 | 0,00 | 0,00 | 0,00 | 0,0000 | -0,0000 | |||
| Citigroup Mortgage Loan Trust 2024-RP2 / ABS-MBS (US173106AJ49) | 0,00 | -100,00 | 0,0000 | -0,0005 | |||||
| Citigroup Mortgage Loan Trust 2025-RP1 / ABS-MBS (US17332HAL96) | 0,00 | 0,0000 | -0,0000 | ||||||
| EURO-SCHATZ / DIR (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| US12635RBA59 / CSAIL 2015-C4 Commercial Mortgage Trust | 0,00 | -100,00 | 0,0000 | -0,0008 | |||||
| US61764XAA37 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 0,00 | 0,0000 | -0,0000 | ||||||
| TFS_18-3 / ABS-MBS (000000000) | 0,00 | 0,0000 | 0,0000 | ||||||
| IRS USD / DIR (000000000) | -0,00 | -0,0002 | -0,0002 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0,02 | -0,0009 | -0,0009 | ||||||
| USD/CAD FORWARD / DFE (000000000) | -0,02 | -0,0010 | -0,0010 | ||||||
| CAD/USD FORWARD / DFE (000000000) | -0,03 | -0,0012 | -0,0012 | ||||||
| US 10YR ULTRA / DIR (000000000) | -0,05 | -0,0024 | -0,0024 | ||||||
| USD/GBP FORWARD / DFE (000000000) | -0,06 | -0,0025 | -0,0025 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0,06 | -0,0028 | -0,0028 | ||||||
| IRS USD / DIR (000000000) | -0,09 | -0,0042 | -0,0042 | ||||||
| US56168P1049 / Mana Capital Acquisition Corp. | -0,10 | -0,0044 | -0,0044 | ||||||
| USD/EUR FORWARD / DFE (000000000) | -0,10 | -0,0045 | -0,0045 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0,12 | -0,0053 | -0,0053 | ||||||
| EUR/USD FORWARD / DFE (000000000) | -0,19 | -0,0086 | -0,0086 | ||||||
| US 10YR NOTE (CBT) / DIR (000000000) | -0,58 | -0,0264 | -0,0264 | ||||||
| US 2YR NOTE (CBT) / DIR (000000000) | -0,80 | -0,0367 | -0,0367 | ||||||
| US 5YR NOTE (CBT) / DIR (000000000) | -2,08 | -0,0950 | -0,0950 | ||||||
| IRS USD / DIR (000000000) | -2,97 | -0,1361 | -0,1361 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -5,29 | -0,2422 | -0,2422 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -11,84 | -0,5424 | -0,5424 |
