Mga Batayang Estadistika
Posisi Saat Ini 824
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

FSMSX - FS Multi-Strategy Alternatives Fund Class I telah mengungkapkan total kepemilikan 824 dalam pengajuan SEC terbaru mereka. Aset-aset utama FSMSX - FS Multi-Strategy Alternatives Fund Class I adalah Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Edwards Lifesciences Corporation (US:EW) , Panther BF Aggregator 2 LP / Panther Finance Co Inc (XX:US69867DAC20) , BLCKRCK CASH-TRSRY-INST MONEY MARKET (US:US0669226591) , and Frontier Communications Corp (US:US35906ABE73) . Posisi baru FSMSX - FS Multi-Strategy Alternatives Fund Class I meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Edwards Lifesciences Corporation (US:EW) , Panther BF Aggregator 2 LP / Panther Finance Co Inc (XX:US69867DAC20) , BLCKRCK CASH-TRSRY-INST MONEY MARKET (US:US0669226591) , and Frontier Communications Corp (US:US35906ABE73) .

FSMSX - FS Multi-Strategy Alternatives Fund Class I - Nilai Portofolio
Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
1,694.61 95.6711 68.9380
342.97 19.3624 6.7630
83.44 4.7107 4.7107
55.97 3.1601 3.1601
50.86 2.8711 2.8711
44.38 2.5052 2.5052
5.08 0.2870 1.3577
158.58 8.9529 0.8289
10.83 0.6117 0.6117
9.99 0.5640 0.5640
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
-1,245.64 -70.3241 -70.3241
-793.06 -44.7730 -44.7730
-224.73 -12.6872 -12.6872
-224.69 -12.6853 -12.6853
-224.65 -12.6827 -12.6827
-224.38 -12.6676 -12.6676
-223.87 -12.6388 -12.6388
-223.24 -12.6035 -12.6035
-222.46 -12.5590 -12.5590
-221.70 -12.5165 -12.5165
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US01F0526727 / Uniform Mortgage-Backed Security, TBA 1,694.61 244.35 95.6711 68.9380
EW / Edwards Lifesciences Corporation 342.97 47.87 19.3624 6.7630
US06747W8495 / Barclays Bank plc into Metlife, Inc. 158.58 2.93 8.9529 0.8289
GS CTA Strategy TRS / DE (N/A) 83.44 4.7107 4.7107
S&P 500 ANNL DIV DEC27 PHYSICAL INDEX FUTURE. / DE (N/A) 55.97 3.1601 3.1601
US06747W8495 / Barclays Bank plc into Metlife, Inc. 50.86 2.8711 2.8711
MORGAN STANLEY COLLATERAL BALANCE FS FUNDS / STIV (N/A) 44.38 2.5052 2.5052
US69867DAC20 / Panther BF Aggregator 2 LP / Panther Finance Co Inc 12.34 1.52 0.6964 0.0557
NEUBERGER BERMAN LOAN ADVISERS CLO 29 LTD NEUB 2018-29A A2R / ABS-CBDO (US64130XAU00) 11.71 0.07 0.6614 0.0441
ELMWOOD CLO II LTD ELMW2 2019-2A A2RR / ABS-CBDO (US29001LAY74) 11.01 0.00 0.6216 0.0410
USD-SOFR 4.40 01/16/2035 EXPIRATION: 01/16/2035 / (N/A) 10.83 0.6117 0.6117
NORTHWOODS CAPITAL XII-B LTD WOODS 2018-12BA BR / ABS-CBDO (US66858CAQ06) 10.52 5.13 0.5938 0.0662
US0669226591 / BLCKRCK CASH-TRSRY-INST MONEY MARKET 10.32 -91.97 0.5827 -6.1969
US35906ABE73 / Frontier Communications Corp 10.09 -16.60 0.5697 -0.0683
STAR 2024-SFR4 TRUST STAR 2024-SFR4 A / ABS-MBS (US85520AAA79) 10.05 -0.06 0.5672 0.0371
GENERATE CLO 6 LTD GNRT 6A AR2 / ABS-CBDO (US37148JAN37) 10.03 0.30 0.5661 0.0390
BSPRT 2024-FL11 ISSUER LLC BSPRT 2024-FL11 A / ABS-CBDO (US05613RAA68) 10.01 0.08 0.5650 0.0377
FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A / ABS-MBS (US34461WAA80) 10.00 0.06 0.5646 0.0376
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-DWHP WFCM 2025-DWHP A / ABS-MBS (US95004EAA38) 9.99 0.5640 0.5640
PFP 2025-12 LTD PFP 2025-12 A / ABS-CBDO (US69382JAA97) 9.98 0.5635 0.5635
ACREC 2025 FL 3 LLC ACREC 2025-FL3 A / ABS-CBDO (US00112HAA59) 9.96 -0.26 0.5625 0.0358
TREASURY BILL 0.000000% 08/12/2025 / DBT (US912797QJ95) 9.95 0.5617 0.5617
TREASURY BILL 0.000000% 09/04/2025 / DBT (US912797MH75) 9.92 0.5602 0.5602
IBIT / iShares Bitcoin Trust ETF 0.15 9.21 0.5200 0.5200
US38382FV847 / Government National Mortgage Association 9.07 -3.03 0.5119 0.0188
BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 BRAVO 2024-CES2 A1A / ABS-MBS (US10570PAA12) 8.92 -4.78 0.5034 0.0095
ACHM TRUST 2024-HE2 ACHM 2024-HE2 A / ABS-MBS (US00112DAA46) 8.62 -5.47 0.4868 0.0058
US45232TAA97 / Illuminate Buyer LLC / Illuminate Holdings IV Inc 8.56 21.87 0.4830 0.1128
FIGRE TRUST 2024-HE4 FIGRE 2024-HE4 A / ABS-MBS (US31684UAA97) 8.43 -6.25 0.4759 0.0018
RENEW 2024-2 RENEW 2024-2A A / ABS-MBS (US75975DAA28) 8.13 -3.36 0.4591 0.0154
RATE MORTGAGE TRUST 2025-J2 RATE 2025-J2 A1 / ABS-MBS (US75409YAA29) 8.04 0.4539 0.4539
BDS 2024-FL13 LLC BDS 2024-FL13 A / ABS-CBDO (US05555MAA71) 8.02 0.01 0.4528 0.0299
KSL COMMERCIAL MORTGAGE TRUST 2024-HT2 KSL 2024-HT2 A / ABS-MBS (US500937AA54) 7.98 -0.06 0.4508 0.0295
FIP MASTER FUNDING LLC FI 2024-1A A1 / ABS-MBS (US30332YAC57) 7.96 0.62 0.4495 0.0322
US12659VAA89 / CREDIT SUISSE MORTGAGE TRUST 7.92 0.01 0.4471 0.0295
FMCC / Federal Home Loan Mortgage Corporation 7.80 -4.57 0.4404 0.0093
US018581AP34 / BREAD FINANCIAL HLDGS REGD 144A P/P 9.75000000 7.78 31.29 0.4395 0.1268
CONVEXITY BASKET CALL OPTION 03/14/25 LONG / (N/A) 7.58 0.4282 0.4282
MORGAN STANLEY COLLATERAL BALANCE FS FUNDS / STIV (N/A) 7.42 0.4189 0.4189
US75049XAC65 / Radnor RE 2022-1 Ltd 7.34 0.4141 0.4141
US55284JAA79 / MF1 2022-FL8 Ltd 7.28 -12.50 0.4111 -0.0277
AQUA FINANCE TRUST 2024-A AQFIT 2024-A A / ABS-MBS (US03837DAA28) 7.16 -8.64 0.4043 -0.0090
GOLDMAN SACHS COLLATERAL BALANCE FS FUNDS / STIV (N/A) 7.00 0.3952 0.3952
TCOM / Trip.com Group Limited - Depositary Receipt (Common Stock) 6.99 0.3945 0.3945
US05609VAQ86 / BX Commercial Mortgage Trust, Series 2021-VOLT, Class F 6.91 0.3901 0.3901
HERA FINANCING 2024-1 DAC HRFIN 2024-1A A / ABS-MBS (XS2891740362) 6.82 5.72 0.3848 0.0448
OBX 2024-NQM3 TRUST OBX 2024-NQM3 A1 / ABS-MBS (US67118KAA16) 6.81 -7.84 0.3844 -0.0052
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.80 -7.00 0.3840 -0.0016
T1SO34 / The Southern Company - Depositary Receipt (Common Stock) 6.78 0.3828 0.3828
US05609VAN55 / BX Commercial Mortgage Trust, Series 2021-VOLT, Class E 6.75 0.3808 0.3808
VISTA POINT SECURITIZATION TRUST SERIES 2024-CES2 VSTA 2024-CES2 A1 / ABS-MBS (US92841YAA38) 6.66 -8.30 0.3762 -0.0070
PCG.PRX / PG&E Corporation - Preferred Security 6.65 98.30 0.3754 0.1986
FMCC / Federal Home Loan Mortgage Corporation 6.63 0.29 0.3745 0.0257
US44106MAV46 / Service Properties Trust 6.62 -16.44 0.3738 -0.0441
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-24 HI / DBT (US38384JX825) 6.62 -2.83 0.3735 0.0145
F1EC34 / FirstEnergy Corp. - Depositary Receipt (Common Stock) 6.53 0.3686 0.3686
JD / JD.com, Inc. - Depositary Receipt (Common Stock) 6.34 0.3579 0.3579
US3136BBCT75 / FANNIE MAE REMICS FNR 2020-57 IB 6.08 -2.69 0.3435 0.0138
A1KA34 / Akamai Technologies, Inc. - Depositary Receipt (Common Stock) 6.07 0.3426 0.3426
US896818AU56 / Triumph Group Inc 6.01 -0.60 0.3394 0.0205
BABA / Alibaba Group Holding Limited - Depositary Receipt (Common Stock) 5.90 0.3328 0.3328
US758071AA21 / Redwood Star Merger Sub Inc 5.87 326.84 0.3314 0.2588
GTLS.PRB / Chart Industries, Inc. - Preferred Stock 0.10 0.00 5.78 10.28 0.3264 0.0500
US33938MAA71 / Flexential Issuer 2021-1 5.68 0.3206 0.3206
SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA A / ABS-MBS (US78489CAA71) 5.62 0.3172 0.3172
JP MORGAN COLLATERAL BALANCE FS FUNDS / STIV (N/A) 5.60 0.3162 0.3162
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.37 -5.44 0.3033 0.0037
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-4 SG / DBT (US38383VLD81) 5.32 8.92 0.3006 0.0428
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.25 10.99 0.2965 0.0470
GME / GameStop Corp. 5.24 0.2957 0.2957
US24229JAA16 / DEALER TIRE LLC/DT ISSR SR UNSECURED 144A 02/28 8 5.23 13.13 0.2953 0.0515
US42239PAB58 / Heartland Dental LLC / Heartland Dental Finance Corp 5.22 145.95 0.2950 0.1829
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-21 PI / DBT (US38380K2U87) 5.20 -2.16 0.2935 0.0134
CARVANA AUTO RECEIVABLES TRUST 2025-N1 CRVNA 2025-N1 E / ABS-MBS (US14688XAG25) 5.14 0.19 0.2902 0.0197
US57779EAA64 / Maxim Crane Works Holdings Capital LLC 5.11 -1.92 0.2887 0.0138
US TREASURY N/B 4.625000% 06/15/2027 / SN (US91282CKV27) 5.08 -125.03 0.2870 1.3577
ROCKET SOFTWARE INC 144A 9.000000% 11/28/2028 / DBT (US77314EAB48) 5.07 4.89 0.2861 0.0313
PEAC SOLUTIONS RECEIVABLES 2024-2 LLC PEAC 2024-2A A3 / ABS-MBS (US69392BAC00) 5.02 0.40 0.2833 0.0198
CROSS 2023-H1 MORTGAGE TRUST CROSS 2023-H1 B1 / ABS-MBS (US22758CAE12) 5.02 -0.30 0.2832 0.0179
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.01 0.79 0.2826 0.0207
US38382TEA88 / Government National Mortgage Association 4.99 -1.77 0.2820 0.0138
AFFIRM MASTER TRUST AFRMT 2025-1A E / ABS-MBS (US00833BAE83) 4.99 -0.66 0.2815 0.0169
EJF Financials Services TRS / DE (TSCBEJF29) 4.98 0.2814 0.2814
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-MGP WFCM 2024-MGP A11 / ABS-MBS (US95003TAA16) 4.98 0.14 0.2811 0.0189
US92212KAB26 / Vantage Data Centers LLC 4.96 0.2801 0.2801
BXMT 2025-FL5 LTD BXMT 2025-FL5 A / ABS-CBDO (US05613YAA10) 4.96 -0.18 0.2801 0.0180
US33938MAC38 / FLEXENTIAL ISSUER, LLC FLX 2021 1A C 144A 4.91 0.2773 0.2773
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.72 -3.32 0.2665 0.0090
D1EX34 / DexCom, Inc. - Depositary Receipt (Common Stock) 4.72 4.66 0.2665 0.0286
WAYFAIR INC 3.500000% 11/15/2028 / DBT (US94419LAR24) 4.68 -23.72 0.2640 -0.0593
IEP / Icahn Enterprises L.P. 4.67 25.17 0.2637 0.0669
SWITCH ABS ISSUER LLC SWTCH 2024-2A C / ABS-MBS (US871044AJ27) 4.66 0.2631 0.2631
ACCELERATED 2024-1 LLC AALLC 2024-1A A / ABS-MBS (US00440MAA71) 4.63 -10.02 0.2615 -0.0100
VISTA POINT SECURITIZATION TRUST 2024-CES3 VSTA 2024-CES3 A1 / ABS-MBS (US92841WAA71) 4.61 -5.09 0.2601 0.0042
SOC GEN COLLATERAL BALANCE FS FUNDS / STIV (N/A) 4.58 0.2584 0.2584
FMCC / Federal Home Loan Mortgage Corporation 4.53 -3.53 0.2559 0.0081
CONE TRUST 2024-DFW1 CONE 2024-DFW1 C / ABS-MBS (US20682AAJ97) 4.51 0.2546 0.2546
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-148 IP / DBT (US38382KYD98) 4.47 -4.14 0.2522 0.0064
R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) 4.45 -16.47 0.2515 -0.0297
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-123 MS / DBT (US38384CRB71) 4.43 -0.56 0.2499 0.0152
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.42 -0.63 0.2498 0.0150
HOMES 2024-AFC1 TRUST HOMES 2024-AFC1 A1 / ABS-MBS (US403945AC26) 4.37 -6.08 0.2469 0.0013
MSTRD / Strategy Inc - Depositary Receipt (Common Stock) 4.36 17.06 0.2460 0.0497
ACRISURE LLC / ACRISURE FINANCE INC 144A 8.500000% 06/15/2029 / DBT (US00489LAM54) 4.35 -18.46 0.2457 -0.0357
GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 GCAR 2025-1A E / ABS-MBS (US36271KAN19) 4.29 1.85 0.2425 0.0202
DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) 4.29 -38.06 0.2421 -0.1230
BX TRUST 2025-VLT6 BX 2025-VLT6 E / ABS-MBS (US12433KAJ60) 4.29 0.2420 0.2420
SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA E / ABS-MBS (US78489CAE93) 4.28 0.2417 0.2417
RCKT MORTGAGE TRUST 2024-CES7 RCKT 2024-CES7 A1A / ABS-MBS (US749414AA67) 4.23 -6.97 0.2391 -0.0010
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 DRMT 2024-1 A1 / ABS-MBS (US24380QAC69) 4.21 -6.42 0.2379 0.0005
US50203TAA43 / LFS Topco LLC 4.21 105.11 0.2379 0.1296
MFA 2024-NQM2 TRUST MFRA 2024-NQM2 A1 / ABS-MBS (US58004JAA07) 4.18 -4.74 0.2359 0.0046
US01309QAA67 / Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 4.12 -15.79 0.2325 -0.0253
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.10 -2.84 0.2314 0.0089
US758075AF22 / REDWOOD TRUST INC 4.07 92.52 0.2296 0.1182
FIGRE TRUST 2024-HE6 FIGRE 2024-HE6 A / ABS-MBS (US31684DAA72) 4.06 -5.61 0.2290 0.0024
A&D MORTGAGE TRUST 2024-NQM1 ADMT 2024-NQM1 B1 / ABS-MBS (US00039GAE98) 4.04 0.42 0.2282 0.0160
FMCC / Federal Home Loan Mortgage Corporation 4.00 2.30 0.2260 0.0196
EQUIFY ABS 2024-1 LLC EQFY 2024-1A A / ABS-MBS (US29445TAA60) 3.95 -13.67 0.2228 -0.0182
EXETER AUTOMOBILE RECEIVABLES TRUST EART 2025-3A E / ABS-MBS (US30166XAG97) 3.93 0.2217 0.2217
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.92 -0.61 0.2214 0.0134
US146869AL63 / Carvana Co. 3.90 143.63 0.2204 0.1359
SMCI / Super Micro Computer, Inc. - Depositary Receipt (Common Stock) 3.83 43.03 0.2162 0.0750
GOLDENTREE LOAN MANAGEMENT US CLO 6 LTD GLM 2019-6A ER2 / ABS-CBDO (US38137XAL73) 3.81 0.96 0.2148 0.0160
CROSS 2023-H2 MORTGAGE TRUST CROSS 2023-H2 B1 / ABS-MBS (US22757NAG34) 3.80 0.11 0.2146 0.0143
FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU F / ABS-MBS (US34461WAL46) 3.78 -0.21 0.2136 0.0137
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.76 -5.01 0.2122 0.0036
US62886HBD26 / NCL Corp Ltd 3.76 -1.11 0.2122 0.0118
BX TRUST 2024-VLT4 BX 2024-VLT4 F / ABS-MBS (US05612TAL98) 3.74 0.2110 0.2110
CONNECTICUT AVENUE SECURITIES TRUST 2025-R04 CAS 2025-R04 1M1 / ABS-MBS (US20755TAB70) 3.73 0.2105 0.2105
FMCC / Federal Home Loan Mortgage Corporation 3.72 0.2098 0.2098
JBLU / JetBlue Airways Corporation 3.67 -8.19 0.2071 -0.0035
US38383D4F26 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-216 IC 3.63 -3.10 0.2049 0.0074
US25259KAA88 / Olympus Water US Holding Corp 3.61 9.92 0.2040 0.0307
FREDDIE MAC STACR REMIC TRUST 2025-DNA2 STACR 2025-DNA2 M1 / DBT (US35564NHZ96) 3.59 0.2025 0.2025
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-137 JS / DBT (US38383UWK23) 3.58 -2.66 0.2022 0.0082
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-30 IG / DBT (US38383F3Y78) 3.58 -2.08 0.2022 0.0093
FMCC / Federal Home Loan Mortgage Corporation 3.58 0.08 0.2021 0.0135
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-65 SU / DBT (US38384NLG87) 3.57 -0.11 0.2017 0.0131
FMCC / Federal Home Loan Mortgage Corporation 3.57 -7.52 0.2014 -0.0020
US63861CAA71 / NATIONSTAR MTG HLD INC 3.55 0.2002 0.2002
US3137H0RH33 / Federal Home Loan Mortgage Corp., Series 5112, Class KI 3.55 0.68 0.2002 0.0145
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 NI / DBT (US38383FM679) 3.52 -1.73 0.1985 0.0098
USD-SOFR 4.27 01/16/2035 EXPIRATION: 01/16/2035 / (N/A) 3.51 0.1982 0.1982
FMCC / Federal Home Loan Mortgage Corporation 3.46 3.63 0.1952 0.0192
LFS TOPCO LLC 144A 8.750000% 07/15/2030 / DBT (US50203TAB26) 3.42 0.1929 0.1929
US924934AF96 / VERUS SECURITIZATION TRUST 2023-5 VERUS 2023-5 B2 3.40 -0.47 0.1919 0.0119
US3136BCVU11 / Federal National Mortgage Association, Series 2020-77, Class HI 3.39 -2.42 0.1915 0.0082
FMCC / Federal Home Loan Mortgage Corporation 3.38 0.96 0.1908 0.0143
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.38 1.14 0.1908 0.0146
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-69 SA / DBT (US38384AXL24) 3.37 -1.35 0.1903 0.0101
SCG 2024-MSP MORTGAGE TRUST SCG 2024-MSP E / ABS-MBS (US78436EAJ82) 3.35 -0.80 0.1891 0.0110
ACHM TRUST 2025-HE1 ACHM 2025-HE1 A / ABS-MBS (US00449SAA50) 3.33 -4.97 0.1877 0.0032
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.30 -4.73 0.1863 0.0036
FMCC / Federal Home Loan Mortgage Corporation 3.28 2.85 0.1854 0.0171
HAYFIN EMERALD CLO V DAC HAYEM 5A ER / ABS-CBDO (XS2904563983) 3.26 9.49 0.1843 0.0271
FMCC / Federal Home Loan Mortgage Corporation 3.20 2.30 0.1808 0.0157
PLANET FINANCIAL GROUP LLC 144A 10.500000% 12/15/2029 / DBT (US72702AAA51) 3.18 35.89 0.1794 0.0561
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.15 4.61 0.1780 0.0191
FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 B1 / DBT (US35564KS591) 3.15 0.1776 0.1776
FMCC / Federal Home Loan Mortgage Corporation 3.15 -2.57 0.1776 0.0073
US3137H0GB81 / FREDDIE MAC FHR 5104 GI 3.12 -3.40 0.1762 0.0058
US44106MAX02 / Service Properties Trust 3.11 166.87 0.1755 0.1141
UPGRADE RECEIVABLES TRUST 2024-1 UPGR 2024-1A E / ABS-MBS (US91533NAE40) 3.10 -0.48 0.1749 0.0107
UNITI FIBER ABS ISSUER LLC UNIT 2025-1A C / ABS-MBS (US91326EAC93) 3.10 0.1748 0.1748
US030727AA98 / AmeriTex HoldCo Intermediate LLC 3.10 5.49 0.1748 0.0200
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.08 -5.43 0.1739 0.0022
MPOWER EDUCATION TRUST 2025-A MPOWR 2025-A A / ABS-MBS (US624930AA18) 3.08 0.1739 0.1739
US38383MBX56 / Government National Mortgage Association 3.06 0.99 0.1729 0.0130
REPUBLIC FINANCE ISSUANCE TRUST 2024-B REPS 2024-B D / ABS-MBS (US76042GAD60) 3.02 0.10 0.1702 0.0114
US513075BW03 / Lamar Media Corp 3.01 2.59 0.1699 0.0152
US38382B3E16 / GNMA CMO IO 3.00 -2.94 0.1694 0.0064
BX TRUST 2025-VLT6 BX 2025-VLT6 D / ABS-MBS (US12433KAG22) 2.99 0.1689 0.1689
US05608RAQ83 / BX TR 2021-ARIA G 1ML+320 10/15/2036 144A 2.98 1.43 0.1680 0.0133
FMCC / Federal Home Loan Mortgage Corporation 2.94 9.01 0.1660 0.0238
TOWD POINT ASSET TRUST 2021-SL1 TPAT 2021-SL1 D / ABS-MBS (US89179XAD75) 2.93 0.07 0.1655 0.0111
US257867BA88 / Rr Donnelley & Sons Bond 2.91 70.02 0.1642 0.0740
FMCC / Federal Home Loan Mortgage Corporation 2.89 2.05 0.1631 0.0138
GSMS TRUST 2024-FAIR GSMS 2024-FAIR D / ABS-MBS (US36270JAG04) 2.82 -0.95 0.1590 0.0091
APO.PRA / Apollo Global Management, Inc. - Preferred Stock 0.04 0.00 2.81 2.41 0.1585 0.0139
US462914AA05 / Iris Escrow Issuer Corp 2.79 8.97 0.1577 0.0225
FMCC / Federal Home Loan Mortgage Corporation 2.79 10.71 0.1577 0.0247
US644274AG71 / New Enterprise Stone & Lime Co., Inc. 2.77 4.21 0.1566 0.0162
US87256YAC75 / TKC Holdings Inc 2.77 -6.74 0.1564 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.74 -2.84 0.1546 0.0060
US097751BT78 / Bombardier Inc 2.72 -77.82 0.1538 -0.4939
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS / STIV (N/A) 2.71 0.1530 0.1530
CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B E / ABS-MBS (US12630SAE19) 2.70 0.1525 0.1525
US38383LHF04 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-188 IE 2.69 -2.57 0.1519 0.0063
FREEDOM MORTGAGE HOLDINGS LLC 144A 9.125000% 05/15/2031 / DBT (US35641AAB44) 2.68 1,566.46 0.1515 0.1434
US3136BDE610 / Fannie Mae REMICS 2.67 -2.45 0.1508 0.0064
US44965TAA51 / ILFC E-Capital Trust I 2.66 1,235.68 0.1501 0.1396
US92840JAD19 / VistaJet Malta Finance plc 2.65 151.61 0.1497 0.0970
RADIOLOGY PARTNERS INC 144A 8.500000% 07/15/2032 / DBT (US75041VAE48) 2.65 0.1494 0.1494
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-127 IY / DBT (US38382H6Y16) 2.65 -1.89 0.1493 0.0072
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.64 -3.68 0.1491 0.0045
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.64 -4.11 0.1488 0.0039
FMCC / Federal Home Loan Mortgage Corporation 2.63 0.96 0.1484 0.0111
GGAM FINANCE LTD 144A 5.875000% 03/15/2030 / DBT (US36170JAE64) 2.62 15.59 0.1482 0.0284
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-5 SC / DBT (US38383HRJ04) 2.62 -6.35 0.1481 0.0004
US38382AZF55 / GOVERNMENT NATIONAL MORTGAGE A GNR 2019 143 SC 2.62 1.36 0.1478 0.0116
US451102BZ91 / CORP. NOTE 2.61 62.74 0.1475 0.0628
UPSTART SECURITIZATION TRUST 2025-2 UPST 2025-2 D / ABS-MBS (US91679EAE86) 2.60 0.1466 0.1466
REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1 RMIT 2024-1 D / ABS-MBS (US758983AD25) 2.59 0.08 0.1465 0.0098
HUSKY INJECTION MOLDING SYSTEMS LTD / TITAN CO-BOR 9.000000% 02/15/2029 / DBT (US44805RAA32) 2.59 32.63 0.1462 0.0433
US665531AJ80 / CONV. NOTE 2.58 0.1457 0.1457
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.58 -8.29 0.1455 -0.0027
BENCHMARK 2025-V13 MORTGAGE TRUST BMARK 2025-V13 HCD / ABS-MBS (US08164ABN19) 2.57 1.10 0.1450 0.0111
FMCC / Federal Home Loan Mortgage Corporation 2.57 -2.84 0.1449 0.0056
CROSS 2025-H5 MORTGAGE TRUST CROSS 2025-H5 B1B / ABS-MBS (US227920AH80) 2.57 0.1448 0.1448
FMCC / Federal Home Loan Mortgage Corporation 2.56 -2.66 0.1446 0.0059
FMCC / Federal Home Loan Mortgage Corporation 2.55 -12.77 0.1442 -0.0102
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029 / DBT (US161175CQ56) 2.51 -15.40 0.1415 -0.0147
UBS COLLATERAL BALANCE FS FUNDS / STIV (N/A) 2.50 0.1411 0.1411
KEHE DISTRIBUTORS LLC / KEHE FINANCE CORP / NEXTWA 9.000000% 02/15/2029 / DBT (US487526AC91) 2.48 -15.98 0.1401 -0.0156
US36267QAA22 / Forward Air Corp 2.48 8.22 0.1398 0.0191
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-179 TI / DBT (US38380ULH40) 2.46 2.41 0.1392 0.0122
SELECT MEDICAL CORP 144A 6.250000% 12/01/2032 / DBT (US816196AV14) 2.46 -13.58 0.1387 -0.0112
US896215AH37 / TriMas Corp 2.44 -10.83 0.1377 -0.0065
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS / STIV (N/A) 2.43 0.1371 0.1371
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS / STIV (N/A) 2.43 0.1371 0.1371
US466317AG94 / JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP B 144A 2.43 0.75 0.1370 0.0100
US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 2.40 0.1358 0.1358
ACHV ABS TRUST 2024-2PL ACHV 2024-2PL D / ABS-MBS (US00092HAD35) 2.40 -6.06 0.1357 0.0007
US38383YAT91 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-148 SJ 2.40 -13.03 0.1353 -0.0100
ALB.PRA / Albemarle Corporation - Preferred Stock 0.07 -19.24 2.39 -27.28 0.1350 -0.0384
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-159 JS / DBT (US38383YML38) 2.39 2.75 0.1349 0.0122
L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) 2.38 0.1346 0.1346
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.38 -8.29 0.1344 -0.0025
COIN / Coinbase Global, Inc. - Depositary Receipt (Common Stock) 2.37 0.1338 0.1338
US384701AA65 / GPC Merger Sub Inc 2.37 17.84 0.1336 0.0277
US83001WAC82 / Six Flags Theme Parks Inc 2.36 -0.08 0.1335 0.0087
US3136BPKM27 / FANNIE MAE REMICS FNR 2022-74 US 2.36 -2.28 0.1333 0.0059
US3136BPKK60 / FANNIE MAE REMICS FNR 2022-74 SA 2.36 5.89 0.1330 0.0157
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-DWHP WFCM 2025-DWHP E / ABS-MBS (US95004EAJ47) 2.33 0.1314 0.1314
S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) 2.32 3.52 0.1312 0.0128
SHOP / Shopify Inc. 2.32 -51.88 0.1311 -0.1102
VERUS SECURITIZATION TRUST 2023-6 VERUS 2023-6 B2 / ABS-MBS (US92539XAF15) 2.32 -0.43 0.1310 0.0081
US87261QAC78 / TMS International Corp/DE 2.32 -15.24 0.1310 -0.0133
US00653VAA98 / AdaptHealth LLC 2.31 2.03 0.1302 0.0110
JANE STREET GROUP / JSG FINANCE INC 144A 6.125000% 11/01/2032 / DBT (US47077WAD02) 2.29 15.23 0.1290 0.0244
QTS ISSUER ABS I LLC QTS 2025-1A B / ABS-MBS (US74690DAB73) 2.28 0.1287 0.1287
K1SS34 / Kohl's Corporation - Depositary Receipt (Common Stock) 2.27 0.1282 0.1282
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 SK / DBT (US38384QH682) 2.25 10.74 0.1269 0.0199
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.24 -7.17 0.1265 -0.0008
US38382EHF79 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-53 QI 2.23 -1.89 0.1260 0.0061
US3136B3EB28 / FNMA, REMIC, Series 2018-73, Class SC 2.23 1.27 0.1257 0.0098
US38382XZ247 / Government National Mortgage Association 2.20 -0.32 0.1243 0.0078
US12433UAS42 / BX_18-GW 2.20 -1.08 0.1241 0.0069
US44965UAA25 / ILFC E-Capital Trust II 2.19 -10.43 0.1237 -0.0053
US35564KW700 / Freddie Mac Structured Agency Credit Risk Debt Notes 2.15 0.1215 0.1215
CARVANA AUTO RECEIVABLES TRUST 2024-N3 CRVNA 2024-N3 E / ABS-MBS (US14687WAG50) 2.15 0.1215 0.1215
XAG7739PAK66 / CABLE and WIRELESS TERM B4 02/02/2026 2.13 4.56 0.1203 0.0129
US31325WWV08 / FHLMC, STRIPS, Series 356, Class S5 2.12 1.38 0.1199 0.0094
US38382XJQ97 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-139 WI 2.12 -2.84 0.1198 0.0046
FMCC / Federal Home Loan Mortgage Corporation 2.12 -5.86 0.1196 0.0010
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-123 GS / DBT (US38384CRL53) 2.11 7.82 0.1191 0.0159
US38383Y7L05 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-193 SA 2.11 19.15 0.1191 0.0257
US38380XKS52 / GNMA CMO IO 2.10 0.24 0.1184 0.0081
FLATIRON CLO 23 LLC FLAT 2023-1A ER / ABS-CBDO (US33883DAY04) 2.09 0.1181 0.1181
US3136B9Z429 / FANNIE MAE FNR 2020 41 IP 2.08 -3.74 0.1177 0.0035
BELRON UK FINANCE PLC 144A 5.750000% 10/15/2029 / DBT (US080782AA38) 2.08 1.56 0.1174 0.0094
CD&R SMOKEY BUYER INC / RADIO SYSTEMS CORP 144A 9.500000% 10/15/2029 / DBT (US12515KAA60) 2.06 -10.73 0.1161 -0.0053
FMCC / Federal Home Loan Mortgage Corporation 2.06 1.33 0.1160 0.0091
US17302XAM83 / CITGO Petroleum Corp 2.05 0.20 0.1160 0.0078
VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 B1 / ABS-MBS (US92540MAE57) 2.04 0.20 0.1151 0.0078
R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) 2.04 0.74 0.1151 0.0084
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 B1 / ABS-MBS (US64828DAE76) 2.02 0.25 0.1142 0.0078
US ACUTE CARE SOLUTIONS LLC 144A 9.750000% 05/15/2029 / DBT (US90367UAD37) 2.02 3.43 0.1140 0.0111
US88033GDS66 / TENET HEALTHCARE CORP 2.02 52.27 0.1139 0.0440
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-MGP WFCM 2024-MGP D11 / ABS-MBS (US95003TAG85) 2.01 0.96 0.1134 0.0085
VERUS SECURITIZATION TRUST 2025-2 VERUS 2025-2 B1 / ABS-MBS (US92540VAG05) 2.00 0.15 0.1130 0.0076
AFFIRM ASSET SECURITIZATION TRUST 2024-B AFFRM 2024-B E / ABS-MBS (US00835AAE82) 2.00 -0.60 0.1128 0.0068
BRSP 2024-FL2 LTD BRSP 2024-FL2 D / ABS-CBDO (US05613BAJ26) 1.99 -1.49 0.1124 0.0059
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.99 10.38 0.1123 0.0172
OHA CREDIT PARTNERS VII LTD OAKC 2012-7A ER4 / ABS-CBDO (US67102UAK51) 1.97 0.36 0.1113 0.0077
RITM.PRD / Rithm Capital Corp. - Preferred Stock 1.96 1.61 0.1107 0.0089
US38383MNG95 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-23 WI 1.96 -0.66 0.1106 0.0066
ADMT 2024-NQM6 ADMT 2024-NQM6 B1A / ABS-MBS (US00249YAG17) 1.95 1.51 0.1101 0.0088
US19521UAE38 / Cologix Data Centers US Issuer LLC 1.93 0.1092 0.1092
US13323NAA00 / Camelot Return Merger Sub Inc 1.93 12.00 0.1091 0.0181
VERUS SECURITIZATION TRUST 2024-7 VERUS 2024-7 B1 / ABS-MBS (US924925AG54) 1.93 0.10 0.1088 0.0072
US35640YAK38 / Freedom Mortgage Corp 1.92 2.95 0.1085 0.0101
US38382ADT97 / Government National Mortgage Association, Series 2019-133, Class EI 1.92 -3.81 0.1083 0.0031
ELMWOOD CLO 21 LTD ELM21 2022-8A ER / ABS-CBDO (US29002DAG34) 1.90 0.74 0.1075 0.0078
MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTER 8.250000% 04/15/2030 / DBT (US60832QAA85) 1.89 5.00 0.1067 0.0118
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-4 SA / DBT (US38383VKH05) 1.88 2.68 0.1059 0.0095
COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM F / ABS-MBS (US12674GAQ73) 1.87 -1.01 0.1057 0.0060
US59567LAA26 / Midcap Financial Issuer Trust 1.87 2.81 0.1055 0.0096
TXNM / TXNM Energy, Inc. 1.86 0.1053 0.1053
US90187LAN91 / 245 Park Avenue Trust 2017-245P 1.83 1.27 0.1034 0.0080
US05609VAS43 / BX Commercial Mortgage Trust 2021-VOLT 1.83 0.1032 0.1032
A&D MORTGAGE TRUST 2024-NQM2 ADMT 2024-NQM2 B1 / ABS-MBS (US00002NAE76) 1.83 -0.92 0.1031 0.0060
US87248UAD46 / TICP CLO VII Ltd 1.82 1.39 0.1029 0.0081
FMCC / Federal Home Loan Mortgage Corporation 1.81 -4.18 0.1021 0.0025
CREDIT ACCEPTANCE CORP 144A 6.625000% 03/15/2030 / DBT (US225310AS06) 1.80 244.36 0.1017 0.0741
US3137FPJT36 / FREDDIE MAC REMICS FHR 4927 IO 1.80 -4.61 0.1016 0.0021
US35640YAJ64 / Freedom Mortgage Corp. 1.79 0.68 0.1011 0.0073
GENERATE CLO 14 LTD GNRT 2024-14A E / ABS-CBDO (US37149TAA88) 1.78 -1.16 0.1007 0.0055
BARINGS EURO CLO 2024-1 DAC BABSE 2024-1A D / ABS-CBDO (XS2831526186) 1.77 0.1002 0.1002
C1MS34 / CMS Energy Corporation - Depositary Receipt (Common Stock) 1.77 -0.78 0.1000 0.0107
ARES XLV CLO LTD ARES 2017-45A ER / ABS-CBDO (US04015VAG14) 1.77 0.1000 0.1000
GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A E / ABS-MBS (US37989BAN29) 1.77 0.0999 0.0999
FORTRESS CREDIT BSL VII LTD FCBSL 2019-1A ER / ABS-CBDO (US34962NAE40) 1.74 0.00 0.0984 0.0065
HOMES 2025-AFC1 TRUST HOMES 2025-AFC1 B1 / ABS-MBS (US403969AG31) 1.73 -1.25 0.0979 0.0053
SURGERY CENTER HOLDINGS INC 144A 7.250000% 04/15/2032 / DBT (US86881WAF95) 1.73 64.92 0.0977 0.0424
US57109LAD55 / Marlette Funding Trust 2023-2 1.73 1.77 0.0975 0.0080
US86765LAQ05 / Sunoco LP / Sunoco Finance Corp 6% 04/15/2027 1.73 0.17 0.0974 0.0066
US97360AAA51 / Windsor Holdings III LLC 1.71 0.0967 0.0967
HPE.PRC / Hewlett Packard Enterprise Company - Preferred Security 0.03 0.00 1.71 23.34 0.0964 0.0234
US3137H47K04 / Freddie Mac REMICS 1.70 -2.81 0.0957 0.0038
US67059TAF21 / NuStar Logistics LP 1.68 -0.06 0.0950 0.0062
HRI / Herc Holdings Inc. 1.68 0.0947 0.0947
VISTA POINT SECURITIZATION TRUST 2024-CES3 VSTA 2024-CES3 B1 / ABS-MBS (US92841WAE93) 1.66 0.12 0.0937 0.0063
US693070AD69 / P & O Princess Cruises P L C Guaranteed Debentures 7.875% 06/15/2027 1.65 0.36 0.0932 0.0064
PROVIDENT FUNDING ASSOCIATES LP / PFG FINANCE CORP 9.750000% 09/15/2029 / DBT (US74387UAK79) 1.65 -32.90 0.0930 -0.0364
ENT AUTO RECEIVABLES TRUST 2023-1 ENT 2023-1A D / ABS-MBS (US293601AN07) 1.64 0.37 0.0928 0.0064
US30063PAD78 / EXACT SCIENCES CORP CONV 2% 03/01/2030 144A 1.64 119.36 0.0928 0.0532
MARA / MARA Holdings, Inc. 1.64 26.74 0.0926 0.0244
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 5.500000% 08/01/2030 / DBT (US505742AS58) 1.64 0.0924 0.0924
BEACON MOBILITY CORP 144A 7.250000% 08/01/2030 / DBT (US073644AA49) 1.64 0.0923 0.0923
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-82 US / DBT (US38384AN742) 1.62 -4.26 0.0915 0.0022
US12592PAJ21 / Commercial Mortgage Trust, Series 2014-UBS6, Class D 1.62 11.12 0.0914 0.0146
TRIVIUM PACKAGING FINANCE BV 144A 8.250000% 07/15/2030 / DBT (US89686QAD88) 1.62 0.0912 0.0912
RAVEN ACQUISITION HOLDINGS LLC 144A 6.875000% 11/15/2031 / DBT (US75420NAA19) 1.61 0.0908 0.0908
US146869AN20 / Carvana Co. 1.61 -0.68 0.0908 0.0054
SIXTH STREET LENDING PARTNERS 5.750000% 01/15/2030 / DBT (US829932AD42) 1.60 69.38 0.0906 0.0406
US78433BAA61 / CORP. NOTE 1.60 0.0904 0.0904
US758075AF22 / REDWOOD TRUST INC 1.60 -60.70 0.0902 -0.1393
US62548NAB47 / MULTIFAMILY CONN AVE SECS TR 2023-01 M10 SOFR30A+650 11/25/2053 144A 1.60 -0.37 0.0901 0.0057
ARCC / Ares Capital Corporation 1.60 0.44 0.0901 0.0063
US3136BP2C47 / FANNIE MAE REMICS FNR 2023-19 SB 1.59 -1.00 0.0898 0.0051
US12433RAA05 / BX Trust 2018-GW MZ 1.58 -0.06 0.0891 0.0058
US071705AA56 / Bausch & Lomb Escrow Corp 1.57 -184.96 0.0887 0.2020
US03880XAJ54 / Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd 1.57 -0.13 0.0887 0.0057
CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A C / ABS-MBS (US209031AC71) 1.57 0.0886 0.0886
S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) 1.57 -14.57 0.0884 -0.0083
NOMURA COLLATERAL BALANCE FS FUNDS / STIV (N/A) 1.56 0.0881 0.0881
US041242AA67 / Arko Corp 1.55 10.74 0.0874 0.0137
UPGRADE RECEIVABLES TRUST 2024-1 UPGR 2024-1A D / ABS-MBS (US91533NAD66) 1.53 -0.07 0.0864 0.0057
US29247JAA88 / Empower CLO 2023-2 Ltd., Series 2023-2A, Class E 1.53 -1.48 0.0864 0.0045
US12685JAE55 / Cable One Inc 1.52 0.0860 0.0860
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-164 MS / DBT (US38384D2H99) 1.52 -1.49 0.0859 0.0045
VERUS SECURITIZATION TRUST 2024-2 VERUS 2024-2 B1 / ABS-MBS (US92539UAE01) 1.52 -0.07 0.0856 0.0056
THPT 2023-THL MORTGAGE TRUST THPT 2023-THL E / ABS-MBS (US87252LAL99) 1.51 -0.53 0.0854 0.0052
US37247DAG16 / Genworth Holdings Inc 1.51 4.78 0.0854 0.0093
A&D MORTGAGE TRUST 2023-NQM4 ADMT 2023-NQM4 B1 / ABS-MBS (US00002MAE93) 1.50 -0.73 0.0850 0.0050
VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ VDCM 2025-AZ D / ABS-MBS (US91825CAG06) 1.50 0.0849 0.0849
MEACHAM PARK CLO LTD MCHPK 2024-1A E / ABS-CBDO (US58286RAA14) 1.50 1.01 0.0849 0.0064
OCTAGON INVESTMENT PARTNERS 29 LTD OCT29 2016-1A ER2 / ABS-CBDO (US67591KAG40) 1.50 -1.44 0.0847 0.0044
ANCHORAGE CAPITAL CLO 29 LTD ANCHC 2024-29A E / ABS-CBDO (US03332RAA14) 1.50 0.27 0.0847 0.0058
US62547NAC39 / Freddie Mac Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10 1.50 0.00 0.0845 0.0056
US36321MAA53 / Galaxy XXVI CLO Ltd 1.49 0.27 0.0844 0.0058
US38379YKE76 / GNMA CMO IO 1.49 12.59 0.0843 0.0144
GREYWOLF CLO IV LTD GWOLF 2019-1A DR / ABS-CBDO (US39810JAG13) 1.49 1.57 0.0843 0.0068
US16308NAA28 / Cheever Escrow Issuer LLC 1.49 1.85 0.0841 0.0070
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-102 BS / DBT (US38384BZL88) 1.49 4.50 0.0840 0.0089
US27830CAJ18 / Eaton Vance CLO 2013-1, Ltd. 1.49 0.95 0.0839 0.0063
US35640YAL11 / CORP. NOTE 1.48 -31.80 0.0836 -0.0309
US38383YFY32 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 SG 1.48 -3.09 0.0833 0.0030
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-122 SG / DBT (US38384CS267) 1.45 7.64 0.0819 0.0108
OCP CLO 2024-31 LTD OCP 2024-31A E / ABS-CBDO (US67570BAA26) 1.44 0.28 0.0814 0.0056
PRPM 2024-NQM4 TRUST PRPM 2024-NQM4 B1 / ABS-MBS (US69381UAF49) 1.44 -0.89 0.0814 0.0047
US645370AB35 / New Home Co Inc/The 1.44 1.05 0.0812 0.0062
US33938MAB54 / FLX 2021 1A B 144A 1.43 0.0809 0.0809
US 10YR FUT OPTN Aug25C 111 LONG / (N/A) 1.43 0.0806 0.0806
ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024-28A E / ABS-CBDO (US03330VAA44) 1.42 -0.84 0.0802 0.0046
US30166TAG85 / Exeter Automobile Receivables Trust, Series 2023-4A, Class E 1.41 1.51 0.0796 0.0064
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-170 SC / DBT (US38384DR820) 1.41 5.54 0.0796 0.0092
US521088AC89 / LD Holdings Group LLC 1.37 3.48 0.0773 0.0075
US640695AA01 / Neptune Bidco US Inc 1.36 26.65 0.0770 0.0202
US38380XYB71 / GNMA CMO IO 1.36 34.95 0.0770 0.0237
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.35 -2.45 0.0764 0.0032
BANK OF AMERICA COLLATERAL BALANCE FS FUNDS / STIV (N/A) 1.35 0.0761 0.0761
AVNT / Avient Corporation 1.35 1.89 0.0761 0.0063
US42806MBQ15 / HERTZ 22-5 D 144A 6.78% 09-25-28/09-27-27 1.34 -0.15 0.0756 0.0048
NPO / Enpro Inc. 1.34 0.0754 0.0754
US38383LWM89 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-212 SA 1.33 0.23 0.0753 0.0051
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H20 KI / DBT (US38383K4A75) 1.33 5.24 0.0748 0.0084
QUIKRETE HOLDINGS INC 144A 6.750000% 03/01/2033 / DBT (US74843PAB67) 1.32 3.61 0.0747 0.0074
AFFIRM ASSET SECURITIZATION TRUST 2024-A AFFRM 2024-A D / ABS-MBS (US00834BAD91) 1.31 -0.08 0.0741 0.0048
US645370AB35 / New Home Co Inc/The 1.31 0.0741 0.0741
US64828TAA07 / New Residential Investment Corp 1.31 0.15 0.0739 0.0050
US345370CZ16 / CONVERTIBLE ZERO 1.30 -78.72 0.0735 -0.2491
SPX-SOFR BINARY CALL OPTION 12/19/25 LONG / (SPXC60067) 1.30 242.11 0.0734 0.0534
ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2024-2A C / ABS-MBS (US67108SAF56) 1.30 -0.54 0.0732 0.0045
TRUMP MEDIA & TECHNOLOGY GROUP CORP 144A ZERO COUPON 05/29/2028 / DBT (US25400QAA31) 1.28 0.0720 0.0720
NEE.PRS / NextEra Energy, Inc. - Debt/Equity Composite Units 0.03 0.00 1.27 -1.55 0.0718 0.0037
RIVIAN AUTOMOTIVE INC 3.625000% 10/15/2030 / DBT (US76954AAD54) 1.27 0.0717 0.0717
HERTZ VEHICLE FINANCING III LLC 2025-2 HERTZ 2025-2A D / ABS-MBS (US42806MDA45) 1.25 -2.19 0.0707 0.0032
WARNERMEDIA HOLDINGS INC 4.054000% 03/15/2029 / DBT (US55903VBY83) 1.25 0.0706 0.0706
US38380XRP41 / Government National Mortgage Association 1.25 0.16 0.0704 0.0048
GENERATE CLO 3 LTD GNRT 3A E2R / ABS-CBDO (US98625VAN01) 1.25 -2.20 0.0704 0.0032
US67402NAA00 / OAKTREE CLO 2022-1 LT FRN 1.25 0.65 0.0703 0.0050
US75888NAA63 / Regatta XIV Funding Ltd 1.24 0.65 0.0702 0.0051
ARDONAGH FINCO LTD 144A 7.750000% 02/15/2031 / DBT (US039853AA46) 1.23 0.0696 0.0696
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-21 SE / DBT (US38383VY937) 1.22 14.86 0.0690 0.0129
US26982EAG17 / Eagle RE 2023-1 Ltd 1.22 0.0688 0.0688
US91683VAC81 / UPSTART SECURITIZATION TRUST 2023-2 UPST 2023-2 C 1.21 -0.57 0.0685 0.0042
MERLIN ENTERTAINMENTS GROUP US HOLDINGS INC 144A 7.375000% 02/15/2031 / DBT (US59010UAA51) 1.21 23.75 0.0683 0.0167
US 10YR FUT OPTN Sep25C 112 LONG / DIR (N/A) 1.21 0.0681 0.0681
PEBBLEBROOK HOTEL LP / PEB FINANCE CORP 144A 6.375000% 10/15/2029 / DBT (US70510LAA70) 1.20 1.69 0.0679 0.0055
MACQUARIE COLLATERAL BALANCE FS FUNDS / STIV (N/A) 1.20 0.0677 0.0677
US38380XYA98 / GNMA CMO IO 1.19 -0.08 0.0670 0.0043
US67059TAE55 / NuStar Logistics LP 1.18 1.28 0.0669 0.0052
US156504AM47 / Century Communities Inc 1.18 2.87 0.0667 0.0061
BW REAL ESTATE INC 144A 9.500000% MATURITY: PERPETUAL / DBT (US05614HAA77) 1.17 382.64 0.0660 0.0532
US31556TAC36 / Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc 1.16 79.69 0.0655 0.0314
BRUNDAGE-BONE CONCRETE PUMPING HOLDINGS INC 144A 7.500000% 02/01/2032 / DBT (US66981QAB23) 1.16 -31.68 0.0653 -0.0239
BE / Bloom Energy Corporation 1.13 -51.97 0.0640 -0.0541
WESTGATE RESORTS 2024-1 LLC WESTR 2024-1A D / ABS-MBS (US96034KAD54) 1.13 -7.95 0.0640 -0.0010
QUIKRETE HOLDINGS INC 144A 6.375000% 03/01/2032 / DBT (US74843PAA84) 1.12 2.19 0.0634 0.0054
US63875JAN81 / Natixis Commercial Mortgage Securities Trust 1.12 -0.80 0.0632 0.0037
PMTV / PennyMac Mortgage Investment Trust - Preferred Security 0.04 -1.88 1.11 -3.55 0.0629 0.0020
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-56 SE / DBT (US38383XP402) 1.11 2.11 0.0627 0.0053
US00653VAE11 / AdaptHealth LLC 1.11 0.0625 0.0625
RFNA LP 144A 7.875000% 02/15/2030 / DBT (US74984AAA07) 1.09 3.60 0.0618 0.0061
NEWDAY FUNDING MASTER ISSUER PLC - SERIES 2024-3 NDFT 2024-3A E / ABS-MBS (XS2909753100) 1.09 6.66 0.0615 0.0077
US21925DAA72 / Cornerstone Building Brands, Inc. 1.09 18.80 0.0614 0.0132
US644274AH54 / New Enterprise Stone & Lime Co Inc 1.08 0.0612 0.0612
GTN / Gray Media, Inc. 1.08 0.0608 0.0608
US516681AL71 / LAQ 2023-LAQ Mortgage Trust 1.08 -3.85 0.0607 0.0018
US69007TAE47 / Outfront Media Capital LLC / Outfront Media Capital Corp 1.08 0.0607 0.0607
US 10YR FUT OPTN Sep25P 112 LONG / DIR (N/A) 1.07 0.0603 0.0603
US04010LBE20 / Ares Capital Corp. 1.05 0.09 0.0595 0.0040
US156504AL63 / CENTURY COMMUNITIES REGD 6.75000000 1.05 0.0593 0.0593
LD HOLDINGS GROUP LLC 144A 8.750000% 11/01/2027 / DBT (US521088AD62) 1.05 -10.72 0.0593 -0.0027
ACA / Arcosa, Inc. 1.05 2.44 0.0592 0.0052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-111 SM / DBT (US38384QT406) 1.04 10.99 0.0587 0.0093
OPORTUN FUNDING TRUST 2024-3 OPTN 2024-3 D / ABS-MBS (US68377NAD30) 1.04 2.27 0.0585 0.0051
FOCUS FINANCIAL PARTNERS LLC 144A 6.750000% 09/15/2031 / DBT (US34417VAA52) 1.03 3.43 0.0580 0.0057
US38383DZ353 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 SB 1.03 -3.57 0.0579 0.0018
LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPI 7.000000% 07/15/2031 / DBT (US505742AR75) 1.02 1.91 0.0574 0.0048
SCI / Service Corporation International 1.02 2.83 0.0574 0.0052
BCO / The Brink's Company 1.02 1.70 0.0573 0.0047
US000876AD48 / ACHV ABS TRUST 2023-3PL 1.02 -0.59 0.0573 0.0034
VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B1 / ABS-MBS (US92540GAE89) 1.02 0.50 0.0573 0.0040
CREDIT ACCEPTANCE CORP 144A 9.250000% 12/15/2028 / DBT (US225310AQ40) 1.02 0.0573 0.0573
US00500RAL96 / ACREC 2021-FL1 Ltd 1.01 -1.17 0.0572 0.0032
PRPM 2025-NQM1 TRUST PRPM 2025-NQM1 B1 / ABS-MBS (US74391EAF88) 1.01 -0.59 0.0569 0.0034
SYCAMORE TREE CLO 2023-2 LTD STCP 2023-2A ER / ABS-CBDO (US87122EAE95) 1.01 -1.08 0.0568 0.0032
GCAT 2024-NQM2 TRUST GCAT 2024-NQM2 B1 / ABS-MBS (US36831CAE21) 1.00 -0.89 0.0567 0.0033
OCTAGON INVESTMENT PARTNERS 48 LTD OCT48 2020-3A ER2 / ABS-CBDO (US67577QAG91) 1.00 0.30 0.0566 0.0039
US03766AAE55 / Apidos CLO XXII 1.00 0.10 0.0565 0.0038
WCORE COMMERCIAL MORTGAGE TRUST 2024-CORE WCORE 2024-CORE E / ABS-MBS (US951913AJ17) 1.00 0.20 0.0565 0.0038
US103226AA40 / Boyce Park Clo Ltd. 1.00 0.20 0.0564 0.0039
FORTRESS CREDIT BSL III LTD FCBSL 2015-1A ER / ABS-CBDO (US34960HAE99) 1.00 0.50 0.0563 0.0040
US03764WAG42 / Apidos CLO XV 1.00 0.81 0.0562 0.0041
FORTRESS CREDIT BSL VIII LTD FCBSL 2019-2A E / ABS-CBDO (US34962FAA93) 0.99 1.43 0.0561 0.0044
COMM 2024-WCL1 MORTGAGE TRUST COMM 2024-WCL1 D / ABS-MBS (US20047DAG97) 0.99 -0.20 0.0560 0.0036
CARVAL CLO II LTD CARVL 2019-1A ER2 / ABS-CBDO (US14686CAJ45) 0.99 0.92 0.0559 0.0042
GEO GROUP INC/THE 10.250000% 04/15/2031 / DBT (US36162JAH95) 0.99 0.82 0.0557 0.0041
NEUBERGER BERMAN LOAN ADVISERS CLO 38 LTD NEUB 2020-38A ER2 / ABS-CBDO (US64133TAN28) 0.98 -0.81 0.0553 0.0032
US691205AG35 / Owl Rock Technology Finance Corp 0.98 0.62 0.0552 0.0040
GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 GDLP 2024-1A C / ABS-MBS (US381935AC91) 0.96 -7.13 0.0544 -0.0003
1261229 BC LTD 144A 10.000000% 04/15/2032 / DBT (US68288AAA51) 0.96 0.0544 0.0544
US12564NAJ19 / COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR C 144A 0.96 0.63 0.0543 0.0039
US48252XAA90 / KKR CLO 23 LTD 0.96 -2.73 0.0543 0.0022
BNP COLLATERAL BALANCE FS FUNDS / STIV (N/A) 0.96 0.0542 0.0542
US38376WL373 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-35 AS 0.95 1.38 0.0539 0.0042
DOTDASH MEREDITH INC 144A 7.625000% 06/15/2032 / DBT (US25849JAA88) 0.94 0.0529 0.0529
US61762DAJ00 / Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class E 0.93 0.54 0.0525 0.0037
COLT 2025-4 MORTGAGE LOAN TRUST COLT 2025-4 B1 / ABS-MBS (US12674HAE27) 0.92 0.0519 0.0519
US38379QCX16 / GNMA, Series 2015-123, Class SE 0.92 -0.33 0.0518 0.0033
FS AI Factor Long TRS / DE (N/A) 0.91 0.0513 0.0513
US38377WMN10 / Government National Mortgage Association 0.90 5.04 0.0506 0.0056
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.89 -2.64 0.0501 0.0021
US72431PAA03 / NCI Building Systems Inc 8.00% 04/15/2026 144A 0.88 10.51 0.0499 0.0077
US28228PAC59 / eG Global Finance PLC 0.88 -0.34 0.0496 0.0031
OPEN / Opendoor Technologies Inc. 0.88 0.0495 0.0495
US3136A6W837 / FNMA, REMIC, Series 2012-75, Class DS 0.87 0.23 0.0492 0.0033
TRIVIUM PACKAGING FINANCE BV 144A 12.250000% 01/15/2031 / DBT (US89686QAC06) 0.87 0.0489 0.0489
Nomura G10 FX Mean Reversion 25x TRS / DE (N/A) 0.85 0.0479 0.0479
PENNYMAC CORP 8.500000% 06/01/2029 / DBT (US70932AAH68) 0.83 0.0470 0.0470
NOG / Northern Oil and Gas, Inc. 0.83 0.0467 0.0467
A1EN34 / Alliant Energy Corporation - Depositary Receipt (Common Stock) 0.81 0.0460 0.0460
US85172FAN96 / Springleaf Finance Corp Bond 0.80 -65.34 0.0454 -0.0768
COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM E / ABS-MBS (US12674GAN43) 0.79 -24.88 0.0447 -0.0108
FILPK / Fillmore Park CLO Ltd 2018-1A 0.78 0.26 0.0443 0.0031
US43731BAC54 / Home RE 2023-1 Ltd 0.77 0.0435 0.0435
US38383LA599 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-213 TS 0.75 -7.96 0.0425 -0.0006
US38376XJR52 / Government National Mortgage Association 0.74 1.51 0.0418 0.0033
ICG US CLO 2023-1 I LTD ICG 2023-1A E / ABS-CBDO (US448989AA12) 0.74 -1.07 0.0416 0.0023
CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B E / ABS-MBS (US12627SAE63) 0.73 -0.27 0.0411 0.0026
AVANT LOANS FUNDING TRUST 2025-REV1 AVNT 2025-REV1 D / ABS-MBS (US05352BAD01) 0.73 -1.49 0.0410 0.0022
FIGRE TRUST 2025-HE3 FIGRE 2025-HE3 E / ABS-MBS (US31684LAE11) 0.72 0.0409 0.0409
US46868RAN44 / Jackson Park Trust 2019-LIC 0.72 0.0408 0.0408
NYMTL / New York Mortgage Trust, Inc. - Preferred Stock 0.03 -0.44 0.72 -2.96 0.0407 0.0015
IMPERIAL FUND MORTGAGE TRUST 2020-NQM1 IMPRL 2020-NQM1 B2 / ABS-MBS (US452760AF89) 0.71 0.42 0.0400 0.0028
US12551KAA16 / CIFC Funding 2017-IV Ltd 0.70 0.14 0.0394 0.0026
Long Comex / Short LME Copper TRS / DE (TGSHGLP00) 0.69 0.0390 0.0390
OPORTUN ISSUANCE TRUST 2025-A OPTN 2025-A D / ABS-MBS (US68377TAD00) 0.69 1.92 0.0389 0.0032
GS Accelerated Bonus Depreciation TRS / DE (TXU100D00) 0.69 0.0389 0.0389
ALTG / Alta Equipment Group Inc. 0.69 -34.82 0.0387 -0.0168
US3136B54X06 / FANNIE MAE REMICS FNR 2019-49 IC 0.68 -8.32 0.0386 -0.0007
GS International Sales TRS / DE (N/A) 0.66 0.0373 0.0373
EMPOWER CLO 2022-1 LTD EMPWR 2022-1A ER / ABS-CBDO (US29246YAE86) 0.66 0.92 0.0373 0.0028
US67108CAG87 / OZLM Funding II Ltd 0.64 1.11 0.0360 0.0027
XHR LP 144A 6.625000% 05/15/2030 / DBT (US98372MAE57) 0.63 3.80 0.0355 0.0036
US362918AF16 / GS MORTGAGE-BACKED SECURITIES TRUST 2023-CCM1 GSMBS 2023-CCM1 B2 0.62 0.16 0.0352 0.0024
PROGRESS RESIDENTIAL 2024-SFR2 TRUST PROG 2024-SFR2 F / ABS-MBS (US74290XAN12) 0.61 5.92 0.0344 0.0041
HRI / Herc Holdings Inc. 0.61 0.0342 0.0342
VERDANT RECEIVABLES 2024-1 LLC VERD 2024-1A D / ABS-MBS (US92339MAE03) 0.59 0.85 0.0334 0.0025
DRYDEN 107 CLO LTD DRSLF 2023-107A E / ABS-CBDO (US26254GAA04) 0.59 -0.84 0.0333 0.0019
US337930AD30 / Flagstar Bancorp Inc 0.59 -0.17 0.0332 0.0021
MARINER FINANCE ISSUANCE TRUST 2024-A MFIT 2024-AA D / ABS-MBS (US567928AD85) 0.59 0.68 0.0332 0.0024
US500255AV61 / Kohl's Corp 0.59 -0.68 0.0331 0.0020
HERTZ VEHICLE FINANCING III LLC HERTZ 2025-1A D / ABS-MBS (US42806MCW73) 0.58 -0.34 0.0326 0.0021
ENVA / Enova International, Inc. 0.58 -41.64 0.0326 -0.0195
VSTRONG AUTO RECEIVABLES TRUST 2023-A VSTRG 2023-A E / ABS-MBS (US92920CAN74) 0.58 -49.87 0.0325 -0.0281
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 NRZT 2025-NQM2 B1 / ABS-MBS (US64831XAG34) 0.57 -2.55 0.0324 0.0013
US00178YAK73 / AMSR 2023-SFR2 Trust 0.57 2.51 0.0323 0.0029
EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 ESART 2025-1 E / ABS-MBS (US30185AAG67) 0.56 0.0317 0.0317
VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 B2 / ABS-MBS (US92540TAF75) 0.56 -0.54 0.0314 0.0019
KAPITUS ASSET SECURITIZATION V LLC KAPT 2025-1A D / ABS-MBS (US48555NAD93) 0.55 0.0310 0.0310
JANE STREET GROUP / JSG FINANCE INC 144A 6.750000% 05/01/2033 / DBT (US47077WAE84) 0.54 0.0307 0.0307
THPT 2023-THL MORTGAGE TRUST THPT 2023-THL F / ABS-MBS (US87252LAN55) 0.54 0.37 0.0304 0.0021
ACRISURE LLC / ACRISURE FINANCE INC 144A 6.750000% 07/01/2032 / DBT (US004961AA64) 0.52 0.0294 0.0294
US00092CAE21 / ACHV ABS TRUST, Series 2023-4CP, Class E 0.52 -0.77 0.0291 0.0017
US46641WAL19 / JPMBB Commercial Mortgage Securities Trust 2014-C19 0.51 -6.04 0.0290 0.0001
US38138EAA29 / Goldentree Loan Management US CLO 5 Ltd 0.51 -1.17 0.0285 0.0015
BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX 2024-1 B / ABS-MBS (US05601DAG88) 0.50 0.00 0.0284 0.0019
US12685JAC99 / Cable One Inc 0.50 -133.31 0.0283 0.1133
ELMWOOD CLO 30 LTD ELM30 2024-6A E / ABS-CBDO (US29001KAA16) 0.50 0.0282 0.0282
US87271LAQ59 / TIAA CLO I LTD TIA 2016-1A DR 0.50 -0.20 0.0282 0.0018
JP MORGAN MORTGAGE TRUST SERIES 2025-CCM2 JPMMT 2025-CCM2 B4 / ABS-MBS (US46659EBG08) 0.49 0.0279 0.0279
US42806MAH25 / Hertz Vehicle Financing III LP 0.49 -17.15 0.0276 -0.0035
CARVAL CLO III LTD CARVL 2019-2A ER2 / ABS-CBDO (US14686VAJ26) 0.49 0.41 0.0274 0.0019
ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B ABCLN 2024-B G / ABS-MBS (US02007G4H32) 0.48 -11.25 0.0272 -0.0014
US42806MCJ62 / HERTZ 23-1 1D 144A 9.13% 06-25-27/26 0.48 -0.21 0.0268 0.0017
US67577NAG60 / Octagon Investment Partners 45 Ltd 0.47 0.86 0.0265 0.0020
ANCHORAGE CAPITAL CLO 21 LTD ANCHC 2021-21A ER / ABS-CBDO (US03331LAJ61) 0.47 1.30 0.0264 0.0020
US1248EPCK74 / CCO Holdings LLC / CCO Holdings Capital Corp 0.47 5.42 0.0264 0.0030
US039653AA89 / Arcosa Inc 0.46 3.17 0.0257 0.0024
USU2015BAJ09 / COMM MORTGAGE TRUST 0.46 5.57 0.0257 0.0029
VISIO 2023-2 TRUST VISIO 2023-2 B2 / ABS-MBS (US92839CAF41) 0.45 0.67 0.0257 0.0019
PURCHASING POWER FUNDING 2024-A LLC PPWR 2024-A D / ABS-MBS (US745935AD88) 0.45 -0.66 0.0257 0.0015
US36252AAH95 / GS Mortgage Securities Trust, Series 2015-GS1, Class B 0.45 0.45 0.0254 0.0018
US12662UAG22 / CSMC 2021-GATE 0.45 1.13 0.0252 0.0019
US67109LAE20 / OZLM IX, Ltd. 0.44 -5.81 0.0248 0.0002
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 NRZT 2024-NQM3 B2 / ABS-MBS (US647910AH16) 0.43 1.64 0.0245 0.0020
US12564NAL64 / CLNY Trust 2019-IKPR 0.43 0.94 0.0243 0.0018
US9576384062 / Western Alliance Bancorp 0.02 235.37 0.42 234.40 0.0237 0.0170
CARLYLE US CLO 2023-3 LTD CGMS 2023-3A E / ABS-CBDO (US14318TAA25) 0.41 -1.20 0.0232 0.0013
US36250WAG50 / GS MORTGAGE SECURITIES TRUST 10/35 1 0.40 2.58 0.0225 0.0020
VERUS SECURITIZATION TRUST 2024-5 VERUS 2024-5 B2 / ABS-MBS (US92540HAF38) 0.40 0.51 0.0224 0.0016
ADMT 2024-NQM6 ADMT 2024-NQM6 B1B / ABS-MBS (US00249YAH99) 0.39 0.26 0.0219 0.0015
ADMT 2024-NQM6 ADMT 2024-NQM6 B2 / ABS-MBS (US00249YAJ55) 0.39 -0.51 0.0219 0.0013
LAQ 2023-LAQ MORTGAGE TRUST LAQ 2023-LAQ G / ABS-MBS (US516681AN38) 0.39 -3.73 0.0219 0.0007
FREEDOM MORTGAGE HOLDINGS LLC 144A 8.375000% 04/01/2032 / DBT (US35641AAC27) 0.38 -48.79 0.0215 -0.0177
ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2024-A ABCLN 2024-A G / ABS-MBS (US02007G2A07) 0.38 -12.18 0.0212 -0.0013
US04010LBB80 / Ares Capital Corp 0.37 1.36 0.0211 0.0016
US08163ABR32 / BMARK 2020 B18 AGNF 144A 0.37 0.0211 0.0211
ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A C / ABS-MBS (US463920AC29) 0.35 -0.28 0.0199 0.0013
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 GRADE 2024-RTL4 A2 / ABS-MBS (US79584CAB72) 0.35 0.58 0.0198 0.0014
SANTANDER BANK MORTGAGE CREDIT-LINKED NOTES SERIES SBCLN 2023-MTG1 M3 / ABS-MBS (US80290CBP86) 0.33 -2.08 0.0186 0.0008
SCULPTOR CLO XXVII LTD SCUL 27A ER / ABS-CBDO (US81124VAJ17) 0.33 -1.80 0.0185 0.0009
SEQUOIA MORTGAGE TRUST 2024-9 SEMT 2024-9 B4 / ABS-MBS (US81749PCL22) 0.32 -0.93 0.0180 0.0010
MCR 2024-HTL MORTGAGE TRUST MCR 2024-HTL F / ABS-MBS (US55286PAL76) 0.31 -0.64 0.0177 0.0011
US20048GAG10 / COMM Mortgage Trust, Series 2019-521F, Class C 0.31 12.73 0.0175 0.0030
REXFORD INDUSTRIAL REALTY LP 144A 4.125000% 03/15/2029 / DBT (US76169XAE40) 0.31 -92.85 0.0175 -0.2105
US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd 0.31 -20.00 0.0174 -0.0029
ISLAND FINANCE TRUST 2025-1 ISLN 2025-1A B / ABS-MBS (US463920AB46) 0.31 -0.65 0.0174 0.0010
RAD CLO 7 LTD RAD 2020-7A FR / ABS-CBDO (US74936PAC23) 0.31 -1.29 0.0173 0.0009
BPYPM / Brookfield Property Preferred L.P. - Preferred Security 0.02 28.40 0.30 33.92 0.0172 0.0052
DWOLF / Dewolf Park CLO Ltd 0.30 0.67 0.0169 0.0012
US26251NAE04 / Dryden 60 CLO, Ltd. 0.30 -0.67 0.0169 0.0010
US42806MCH07 / HERTZ 23-4 D 144A 9.44% 03-25-30/03-26-29 0.30 -1.66 0.0168 0.0009
CHNGE MORTGAGE TRUST 2022-4 CHNGE 2022-4 B2 / ABS-MBS (US12551SAD80) 0.30 0.00 0.0167 0.0011
US12662UAE73 / CSMC 2021-GATE 0.29 1.41 0.0162 0.0012
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) 0.29 0.0161 0.0161
PRPM 2023-NQM2 TRUST PRPM 2023-NQM2 B2 / ABS-MBS (US74390KAD00) 0.29 0.35 0.0161 0.0011
LONDON CARDS NO 2 PLC LDN 2 E / ABS-MBS (XS2778925458) 0.28 0.0160 0.0160
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H21 IB / DBT (US38383K5P36) 0.28 2.18 0.0159 0.0013
GS MORTGAGE SECURITIES TRUST 2015-590M GSMS 2015-590M C / ABS-MBS (US36250WAJ99) 0.28 -24.86 0.0157 -0.0038
PRPM 2024-RCF3 LLC PRPM 2024-RCF3 M2 / ABS-MBS (US74390BAJ70) 0.28 6.54 0.0157 0.0019
US 10YR FUT OPTN Aug25P 111 LONG / (N/A) 0.27 0.0154 0.0154
US04002VAJ08 / AREIT 2022-CRE6 Trust 0.27 0.00 0.0152 0.0010
US BANK NA USCLN 2023-1 D / ABS-MBS (US90357PAX24) 0.27 -19.76 0.0151 -0.0025
OBDC / Blue Owl Capital Corporation 0.27 0.0151 0.0151
REACH ABS TRUST 2025-1 REACH 2025-1A D / ABS-MBS (US75525PAD42) 0.26 -1.52 0.0147 0.0007
US96033EAD04 / Westgate Resorts Series 2023-1A, Class D 0.26 -8.87 0.0146 -0.0003
VISIO 2023-1 TRUST VISIO 2023-1 B2 / ABS-MBS (US927958AF58) 0.26 -41.99 0.0145 -0.0088
US42806MBZ14 / Hertz Vehicle Financing III LLC 0.26 -1.16 0.0145 0.0008
EMPOWER CLO 2024-1 LTD EMPWR 2024-1A D2 / ABS-CBDO (US29244RAL96) 0.25 0.00 0.0142 0.0009
EMPOWER CLO 2024-1 LTD EMPWR 2024-1A E / ABS-CBDO (US29244YAA82) 0.25 0.40 0.0141 0.0010
OAKTREE CLO 2019-4 LTD OAKCL 2019-4A ERR / ABS-CBDO (US67400JAE38) 0.25 0.0141 0.0141
ANCHORAGE CAPITAL CLO 17 LTD ANCHC 2021-17A ER / ABS-CBDO (US03329DAJ81) 0.25 0.81 0.0141 0.0011
US67402AAA88 / OAKTREE CLO 2023-2 LTD OAKCL 2023-2A E 0.25 -1.19 0.0141 0.0007
US75888CAA09 / Regatta XIX Funding Ltd 0.25 0.40 0.0141 0.0010
US750105AA69 / Rad CLO 20 Ltd 0.25 -0.80 0.0141 0.0008
OZLM XIV LTD OZLM 2015-14A DR3 / ABS-CBDO (US67110JAL89) 0.25 1.22 0.0141 0.0011
NEUBERGER BERMAN LOAN ADVISERS CLO 46 LTD NEUB 2021-46A ER / ABS-CBDO (US64134RAL96) 0.25 0.0140 0.0140
VERUS SECURITIZATION TRUST 2024-7 VERUS 2024-7 B2 / ABS-MBS (US924925AH38) 0.25 0.00 0.0140 0.0009
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) 0.24 0.0137 0.0137
MADISON PARK FUNDING XXVII LTD MDPK 2018-27A ER / ABS-CBDO (US55820XAE94) 0.24 -2.02 0.0137 0.0007
US87166XAA28 / Symphony CLO XX, Ltd. 0.24 -2.83 0.0136 0.0005
US42806MAR07 / HERTZ 22-2 D 144A 5.16% 06-26-28/06-25-27 0.24 0.00 0.0135 0.0009
RCKT MORTGAGE TRUST 2021-4 RCKT 2021-4 AX1 / DBT (US74938VAZ67) 0.24 -2.48 0.0134 0.0006
AB BSL CLO 2 LTD ABBSL 2021-2A E / ABS-CBDO (US00037JAA34) 0.23 -4.49 0.0132 0.0003
J.P. MORGAN MORTGAGE TRUST 2023-4 JPMMT 2023-4 B4 / ABS-MBS (US46656QCC42) 0.23 -0.88 0.0128 0.0008
VERUS SECURITIZATION TRUST 2025-INV1 VERUS 2025-INV1 B2 / ABS-MBS (US924929AH59) 0.22 0.00 0.0127 0.0008
22v Credit Curve Quality Basket (Long) TRS / DE (N/A) 0.22 0.0124 0.0124
US80290CBN39 / Santander Bank Auto Credit-Linked Notes Series 2023-A 0.22 -2.23 0.0124 0.0005
GS Carbon Allowance TRS / DE (TGSCAZE00) 0.22 0.0123 0.0123
NYMT LOAN TRUST 2025-INV1 NYMT 2025-INV1 B1 / ABS-MBS (US67120YAG44) 0.22 122.68 0.0122 0.0071
HOMES 2025-NQM2 TRUST HOMES 2025-NQM2 B2 / ABS-MBS (US403966AF19) 0.22 0.0122 0.0122
NLT 2023-1 TRUST NLT 2023-1 B3 / ABS-MBS (US62917MAG87) 0.22 -0.92 0.0121 0.0007
GS Carbon Allowance TRS / DE (TGSCAZE01) 0.21 0.0121 0.0121
GS Carbon Allowance TRS / DE (TGSCAZE02) 0.21 0.0120 0.0120
TRTX.PRC / TPG RE Finance Trust, Inc. - Preferred Stock 0.01 -4.98 0.21 -5.78 0.0120 0.0001
US95000AAC18 / Wells Fargo Commercial Mortgage Trust 2015-P2 0.21 1.46 0.0118 0.0009
GCAT 2024-NQM2 TRUST GCAT 2024-NQM2 B2 / ABS-MBS (US36831CAF95) 0.21 0.48 0.0118 0.0008
PAGAYA AI DEBT GRANTOR TRUST 2025-3 PAID 2025-3 D / ABS-MBS (US69544TAE47) 0.20 0.0115 0.0115
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.20 0.0114 0.0114
US35563QAC15 / FHLMC, Multi-Family Structured Credit Risk, Series 2023-MN7, Class B1 0.20 -4.31 0.0113 0.0003
VERUS SECURITIZATION TRUST 2024-4 VERUS 2024-4 B2 / ABS-MBS (US92540GAF54) 0.20 1.01 0.0113 0.0008
VERUS SECURITIZATION TRUST 2024-6 VERUS 2024-6 B2 / ABS-MBS (US92540JAF93) 0.20 0.00 0.0112 0.0008
US31573EAD31 / ELLINGTON FINANCIAL MORTGAGE TRUST 2022-3 EFMT 2022-3 M1 0.19 0.53 0.0106 0.0008
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 B2 / ABS-MBS (US64828DAF42) 0.19 0.53 0.0106 0.0008
US33830CAC47 / DBGS Mortgage Trust, Series 2018-5BP, Class B 0.18 0.0104 0.0104
VERUS SECURITIZATION TRUST 2023-INV3 VERUS 2023-INV3 B1 / ABS-MBS (US92540CAE75) 0.18 0.00 0.0102 0.0007
PRKCM 2024-AFC1 TRUST PRKCM 2024-AFC1 B2 / ABS-MBS (US69380WAF14) 0.18 0.00 0.0102 0.0007
US12529YCA82 / Cascade Funding Mortgage Trust 2021-FRR1 0.18 -0.56 0.0101 0.0006
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H14 AI / DBT (US38383KG226) 0.18 2.33 0.0100 0.0009
US12468RAC43 / CAFL 2021-RTL1 Issuer LLC 0.18 -25.11 0.0100 -0.0025
COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 B2 / ABS-MBS (US12663GAF46) 0.18 -3.30 0.0099 0.0003
HOMES 2024-NQM2 TRUST HOMES 2024-NQM2 B1 / ABS-MBS (US43761CAH51) 0.16 -0.62 0.0090 0.0005
US33830CAA80 / DBGS 2018-5BP Mortgage Trust 0.15 0.0086 0.0086
APIDOS CLO XXIII APID 2015-23A ERR / ABS-CBDO (US03766QAJ94) 0.15 0.0084 0.0084
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-NQM3 B1B / ABS-MBS (US61776UAJ60) 0.15 0.00 0.0084 0.0005
PRKCM 2024-HOME1 TRUST PRKCM 2024-HOME1 B2 / ABS-MBS (US69391XAF69) 0.15 0.00 0.0084 0.0006
VERUS SECURITIZATION TRUST 2024-9 VERUS 2024-9 B2 / ABS-MBS (US92540RAH75) 0.15 1.38 0.0083 0.0006
HOTWIRE FUNDING LLC HWIRE 2024-1A C / ABS-MBS (US44148JAM18) 0.15 0.68 0.0083 0.0006
US61765LAE02 / COMMERCIAL MORTGAGE BACKED SECURITIES 0.15 5.76 0.0083 0.0009
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 0.14 0.0082 0.0082
AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-8A D / ABS-MBS (US05377RJY18) 0.14 0.0080 0.0080
US35563FAC59 / FHLMC, Multifamily Structured Pass-Through Certificates, Series 2021-MN1, Class B1 0.14 -2.08 0.0080 0.0004
TOGETHER ASSET BACKED SECURITISATION 2024-2ND1 PLC TOGET 2024-2ND1A E / ABS-MBS (XS2742449171) 0.14 0.0080 0.0080
ONDECK ASSET SECURITIZATION TRUST IV LLC ONDK 2024-2A D / ABS-MBS (US67108SAG30) 0.14 -0.71 0.0079 0.0005
US92538NAF42 / Verus Securitization Trust 2022-4 0.14 0.73 0.0078 0.0005
ASCENT EDUCATION FUNDING TRUST 2024-A ASCNT 2024-A C / ABS-MBS (US04362VAC90) 0.13 0.00 0.0075 0.0005
VERUS SECURITIZATION TRUST 2024-INV1 VERUS 2024-INV1 B2 / ABS-MBS (US92540FAF71) 0.13 0.78 0.0074 0.0005
TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR TEXAS 2025-TWR D / ABS-MBS (US88231WAG06) 0.13 0.78 0.0073 0.0005
PROGRESS RESIDENTIAL 2024-SFR4 TRUST PROG 2024-SFR4 F1 / ABS-MBS (US74334JAN00) 0.12 6.96 0.0070 0.0009
VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 B2 / ABS-MBS (US92540MAF23) 0.12 0.84 0.0068 0.0005
GCAT 2023-NQM2 TRUST GCAT 2023-NQM2 B2 / ABS-MBS (US36169DAF96) 0.12 0.0067 0.0067
US68162MAL63 / Olympic Tower 2017-OT Mortgage Trust 0.12 -1.67 0.0067 0.0003
AFFIRM ASSET SECURITIZATION TRUST 2023-X1 AFFRM 2023-X1 D / ABS-MBS (US00834KAD90) 0.11 0.00 0.0063 0.0004
US05492PAA66 / BANC OF AMERICA MERRILL LYNCH BAMLL 2019 BPR ANM 144A 0.11 0.91 0.0063 0.0004
ARES LII CLO LTD ARES 2019-52A ERR / ABS-CBDO (US04009FAG46) 0.11 0.0062 0.0062
WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TR WFMBS 2021-RR1 AIO1 / DBT (US95003JAW53) 0.11 -2.68 0.0062 0.0003
PRPM 2024-RCF5 LLC PRPM 2024-RCF5 M2 / ABS-MBS (US69381JAE29) 0.11 3.92 0.0060 0.0006
CROSS 2024-H1 MORTGAGE TRUST CROSS 2024-H1 B1 / ABS-MBS (US22757AAG13) 0.10 0.00 0.0057 0.0004
COLT 2024-2 MORTGAGE LOAN TRUST COLT 2024-2 B2 / ABS-MBS (US12665LAF13) 0.10 0.00 0.0057 0.0004
BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3 BRAVO 2024-NQM3 B2 / ABS-MBS (US10569LAF22) 0.10 0.00 0.0057 0.0004
US70470NAA19 / Peace Park CLO Ltd 0.10 0.0056 0.0056
BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM1 BRAVO 2024-NQM1 B2 / ABS-MBS (US10570FAF27) 0.10 0.00 0.0056 0.0004
ONDECK ASSET SECURITIZATION IV LLC ONDK 2025-1A D / ABS-MBS (US68237DAD57) 0.10 0.00 0.0056 0.0004
VERUS SECURITIZATION TRUST 2024-INV2 VERUS 2024-INV2 B2 / ABS-MBS (US92540NAF06) 0.10 0.00 0.0056 0.0004
JP MORGAN MORTGAGE TRUST SERIES 2024-VIS1 JPMMT 2024-VIS1 B2 / ABS-MBS (US465970AF87) 0.10 -1.01 0.0056 0.0003
GENERATE CLO 2 LTD GNRT 2A ER2 / ABS-CBDO (US370911AA78) 0.10 -2.97 0.0056 0.0002
JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2 JPMMT 2024-VIS2 B2 / ABS-MBS (US46658DAF69) 0.10 1.03 0.0055 0.0004
EFMT 2025-INV1 EFMT 2025-INV1 B2 / ABS-MBS (US26846XAF78) 0.10 0.00 0.0055 0.0004
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 NRZT 2025-NQM2 B2 / ABS-MBS (US64831XAH17) 0.09 -1.05 0.0053 0.0003
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 B5 / ABS-MBS (US617939BR39) 0.09 1.09 0.0053 0.0004
US61762MCB54 / Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 0.09 2.30 0.0050 0.0004
SC GERMANY SA COMPARTMENT CONSUMER 2022-1 SCGC 2022-1 E / ABS-MBS (XS2482886558) 0.09 0.0050 0.0050
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-4 B4 / ABS-MBS (US61777BBL18) 0.09 -2.25 0.0050 0.0003
US44409MAC01 / Hudson Pacific Properties LP 0.09 -87.73 0.0049 -0.0305
US12592MAQ33 / COMM 2014-LC17 E 0.08 -1.18 0.0048 0.0003
US12595KAA97 / CSMC Trust 2017-PFHP 0.08 -43.92 0.0047 -0.0031
US74969VAA35 / RMF Proprietary Issuance Trust 0.08 1.33 0.0043 0.0003
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) 0.07 0.0041 0.0041
IWM US 08/15/25 P205 LONG / (N/A) 0.07 0.0039 0.0039
MORGAN STANLEY CAPITAL I TRUST 2024-BPR2 MSC 2024-BPR2 X / DBT (US61776EAC75) 0.07 -5.48 0.0039 0.0000
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ7 GSMBS 2021-PJ7 AIOS / DBT (US36262CBR07) 0.07 -1.47 0.0038 0.0002
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-H11 EI / DBT (US38383KB508) 0.06 1.72 0.0033 0.0003
CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-5 CHASE 2024-5 AX1 / DBT (US16159QAX51) 0.06 -11.29 0.0032 -0.0001
GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6 GSMBS 2021-PJ6 AIOS / DBT (US36262LBE92) 0.05 -1.85 0.0030 0.0001
OBX 2021-INV2 TRUST OBX 2021-INV2 AIO1 / DBT (US67114KBB26) 0.05 -2.17 0.0026 0.0001
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0.04 0.0022 0.0022
GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ4 GSMBS 2021-PJ4 AIOS / DBT (US36264PBN87) 0.04 -2.78 0.0020 0.0001
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0.03 0.0016 0.0016
CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-4 CHASE 2024-4 AX1 / DBT (US16159NAX21) 0.03 -10.34 0.0015 -0.0001
LAUREL ROAD PRIME STUDENT LOAN TRUST 2017-B DRB 2017-B R / ABS-MBS (US5188871041) 0.03 4.00 0.0015 0.0001
RATE MORTGAGE TRUST 2021-J3 RATE 2021-J3 AX1 / DBT (US75409TBN46) 0.03 0.00 0.0015 0.0001
MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 20 MCAS 2023-01 B1 / ABS-MBS (US62548NAC20) 0.02 -4.76 0.0012 0.0001
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0.02 0.0011 0.0011
BNP Paribas FX Mean Reversion G10 Selection USD Index TRS / DE (TFXMRGU01) 0.01 -103.62 0.0008 0.0213
US500255AQ76 / Kohls Corp 6.875% Notes 12/15/37 0.01 0.00 0.0007 0.0000
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) 0.01 0.0006 0.0006
PEB.PRH / Pebblebrook Hotel Trust - Preferred Stock 0.00 0.01 0.0004 0.0004
SPY US 07/18/25 P573 LONG / (59499TJ35) 0.00 0.0003 0.0003
SPY US 07/18/25 P545 LONG / (N/A) 0.00 0.0002 0.0002
VNO.PRO / Vornado Realty Trust - Preferred Stock 0.00 0.00 0.0001 0.0001
CVX US 07/18/25 C155 LONG / (N/A) 0.00 0.0001 0.0001
XOM US 07/18/25 C120 LONG / (472991K56) 0.00 0.0001 0.0001
COP US 07/18/25 C105 LONG / (501998EW4) 0.00 0.0000 0.0000
US55608PBS20 / Macquarie Bank Ltd. 0.00 0.0000 0.0000
SRPT / Sarepta Therapeutics, Inc. 0.00 -100.00 0.00 -100.00 0.0282
DKNG / DraftKings Inc. 0.00 -100.00 0.00 -100.00 0.0174
CORZ / Core Scientific, Inc. 0.00 -100.00 0.00 -100.00 0.0616
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.00 -0.0001 -0.0001
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.00 -0.0002 -0.0002
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.00 -0.0002 -0.0002
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.01 -0.0003 -0.0003
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.01 -0.0003 -0.0003
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.01 -0.0004 -0.0004
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.01 -0.0004 -0.0004
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.01 -0.0006 -0.0006
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.02 -0.0011 -0.0011
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.02 -0.0011 -0.0011
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.03 -0.0017 -0.0017
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.04 -0.0021 -0.0021
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.04 -0.0021 -0.0021
REXR / Rexford Industrial Realty, Inc. Short -0.00 -92.78 -0.05 -93.56 -0.0030 0.0396
DGZ / DB Gold Short ETN -0.07 -0.0042 -0.0042
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.08 -0.0043 -0.0043
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.08 -0.0046 -0.0046
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -0.08 -0.0047 -0.0047
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.10 -0.0056 -0.0056
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.14 -0.0079 -0.0079
OPEN / Opendoor Technologies Inc. Short -0.38 -0.20 -0.0114 -0.0114
TRS on MARKIT IBOXX HY DEC25 TRS / DE (TRS620592) -0.24 -0.0136 -0.0136
22v Credit Curve Quality Basket (Short) TRS / DE (TUCFH1000) -0.24 -0.0136 -0.0136
TRS on MARKIT IBOXX HY SEP25 TRS / DE (TRS620586) -0.24 830.77 -0.0137 -0.0123
TRS on MARKIT IBOXX HY SEP25 TRS / DE (TRS620591) -0.27 -0.0152 -0.0152
S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) -0.27 -0.0152 -0.0152
DJT / Trump Media & Technology Group Corp. Short -0.02 -0.27 -0.0155 -0.0155
F / Ford Motor Company Short -0.03 -71.06 -0.31 -68.76 -0.0178 0.0352
LNT / Alliant Energy Corporation Short -0.01 -0.32 -0.0179 -0.0179
SHOP / Shopify Inc. Short -0.00 -0.43 -0.0242 -0.0242
TRS on MARKIT IBOXX HY SEP25 TRS / DE (TRS620590) -0.57 -0.0323 -0.0323
EXAS / Exact Sciences Corporation Short -0.01 78.61 -0.58 120.00 -0.0329 -0.0189
BAML FX Multi-Factor TRS / DE (N/A) -0.61 -0.0342 -0.0342
RIVN / Rivian Automotive, Inc. Short -0.05 10,004.81 -0.66 5,425.00 -0.0375 -0.0347
US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 -0.67 -0.0376 -0.0376
NCLH / Norwegian Cruise Line Holdings Ltd. Short -0.03 -24.05 -0.68 -18.79 -0.0386 0.0058
BE / Bloom Energy Corporation Short -0.03 -0.76 -0.0431 -0.0431
MARA / MARA Holdings, Inc. Short -0.05 -7.68 -0.78 25.77 -0.0439 -0.0113
CMS / CMS Energy Corporation Short -0.01 -0.78 -0.0442 -0.0442
QSP Convexity TRS / DE (TSQSPB120) -0.81 -231.81 -0.0457 -0.0780
FS AI Factor Short TRS / DE (N/A) -0.81 -0.0460 -0.0460
NEE / NextEra Energy, Inc. Short -0.01 -0.60 -0.88 -2.66 -0.0496 -0.0020
GS Domestic Sales TRS / DE (TXUAMER00) -0.92 -0.0521 -0.0521
US43284MAA62 / Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc -0.98 2.72 -0.0554 -0.0050
S&P 500 ex Mag 7 TRS / DE (TRSX70000) -1.01 -0.0568 -0.0568
US92556HAB33 / ViacomCBS Inc -1.04 -0.0585 -0.0585
US914906AX08 / Univision Communications Inc -1.07 -0.0605 -0.0605
US030981AM61 / AmeriGas Partners LP / AmeriGas Finance Corp -1.08 -0.0609 -0.0609
US44409MAD83 / Hudson Pacific Properties LP -1.08 -172.69 -0.0609 -0.1392
US855170AA41 / Star Parent Inc -1.08 -0.0612 -0.0612
US87901JAH86 / TEGNA Inc -1.08 2.94 -0.0612 -0.0057
DXCM / DexCom, Inc. Short -0.01 14.72 -1.09 46.70 -0.0616 -0.0224
PCG / PG&E Corporation Short -0.08 37.91 -1.09 11.90 -0.0616 -0.0102
CELANESE US HOLDINGS LLC 6.500000% 04/15/2030 / DBT (US15089QAZ72) -1.10 -0.0620 -0.0620
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) -1.38 -0.0781 -0.0781
SMCI / Super Micro Computer, Inc. Short -0.03 30.13 -1.40 86.28 -0.0790 -0.0394
HPE / Hewlett Packard Enterprise Company Short -0.07 1.10 -1.42 34.06 -0.0802 -0.0243
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -1.42 -0.0804 -0.0804
PNM / PNM Resources, Inc. Short -0.03 -64.22 -1.46 -62.31 -0.0823 0.1216
COIN / Coinbase Global, Inc. Short -0.00 -2.66 -1.49 98.01 -0.0841 -0.0445
US12685JAC99 / Cable One Inc -1.50 -0.0850 -0.0850
NOG / Northern Oil and Gas, Inc. Short -0.05 -1.53 -0.0861 -0.0861
BRK: CITIBANK NA COL: 500937AA5 / RA (N/A) -1.60 -0.0901 -0.0901
SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 7.750000% 10/15/2029 / DBT (US84749AAC18) -1.60 -0.0905 -0.0905
US05508WAC91 / B&G Foods Inc -1.61 -0.0908 -0.0908
XS2405483301 / FAURECIA /EUR/ REGD REG S 2.75000000 -1.63 -0.0920 -0.0920
US64083YAA91 / NESCO Holdings II Inc -1.63 -0.0921 -0.0921
OLYMPUS WATER US HOLDING CORP 144A 7.250000% 06/15/2031 / DBT (US681639AD27) -1.65 -0.0929 -0.0929
SO / The Southern Company Short -0.02 -14.56 -1.69 -14.70 -0.0954 0.0090
FE / FirstEnergy Corp. Short -0.04 30.81 -1.73 30.25 -0.0978 -0.0277
MSTR / Strategy Inc Short -0.00 0.78 -1.77 41.34 -0.1000 -0.0339
ALB / Albemarle Corporation Short -0.03 -15.67 -1.80 -26.64 -0.1017 0.0277
DUK / Duke Energy Corporation Short -0.02 -42.34 -1.98 -44.23 -0.1117 0.0753
BRK: JP MORGAN CHASE BANK NA COL: 34461WAA8 / RA (N/A) -2.00 -0.1129 -0.1129
BRK: BANK OF AMERICA COL: 58004JAA0 / RA (N/A) -2.02 -0.1143 -0.1143
US12429TAD63 / Mauser Packaging Solutions Holding Co -2.14 -0.1211 -0.1211
JBLU / JetBlue Airways Corporation Short -0.51 -2.50 -2.15 -14.44 -0.1214 0.0111
US053773BF30 / Avis Budget Car Rental LLC / Avis Budget Finance Inc -2.19 -0.1238 -0.1238
A1LL34 / Bread Financial Holdings, Inc. - Depositary Receipt (Common Stock) -2.27 -3,340.00 -0.1281 -0.1318
A1LL34 / Bread Financial Holdings, Inc. - Depositary Receipt (Common Stock) -2.27 -3,340.00 -0.1281 -0.1318
US59155LAA08 / METIS MERGER SUB LLC -2.30 -0.1300 -0.1300
JD / JD.com, Inc. - Depositary Receipt (Common Stock) Short -0.07 -11.86 -2.41 -30.06 -0.1363 0.0457
APO / Apollo Global Management, Inc. Short -0.02 0.38 -2.51 4.02 -0.1417 -0.0144
GME / GameStop Corp. Short -0.11 -2.66 -0.1503 -0.1503
W / Wayfair Inc. Short -0.06 -34.08 -2.84 5.27 -0.1602 -0.0180
BRK: BANK OF AMERICA COL: 67118KAA1 / RA (N/A) -3.00 -0.1695 -0.1695
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 67118KAA1 / RA (N/A) -3.00 -0.1695 -0.1695
RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) -3.12 -0.1761 -0.1761
US65336YAN31 / Nexstar Broadcasting Inc -3.13 47.25 -0.1767 -0.0646
AKAM / Akamai Technologies, Inc. Short -0.04 227.36 -3.49 224.56 -0.1970 -0.1403
BRK: JP MORGAN CHASE BANK NA COL: 24380QAC6 / RA (N/A) -3.55 -0.2005 -0.2005
BRK: JP MORGAN CHASE BANK NA COL: 403945AC2 / RA (N/A) -3.63 -0.2049 -0.2049
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 749414AA6 / RA (N/A) -3.68 -0.2079 -0.2079
TCOM / Trip.com Group Limited - Depositary Receipt (Common Stock) Short -0.06 39.51 -3.74 28.67 -0.2114 -0.0579
USD-SOFR 4.27 01/16/2035 EXPIRATION: 01/16/2035 / (N/A) -3.91 -0.2205 -0.2205
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 05555MAA7 / RA (N/A) -3.97 -0.2242 -0.2242
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 05613RAA6 / RA (N/A) -3.97 -0.2242 -0.2242
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 05613RAA6 / RA (N/A) -3.97 -0.2242 -0.2242
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 05555MAA7 / RA (N/A) -3.97 -0.2242 -0.2242
BABA / Alibaba Group Holding Limited - Depositary Receipt (Common Stock) Short -0.04 -3.98 -0.2249 -0.2249
GTLS / Chart Industries, Inc. Short -0.03 -4.49 -4.73 8.94 -0.2668 -0.0380
BRK: JP MORGAN CHASE BANK NA COL: 500937AA5 / RA (N/A) -4.75 -0.2681 -0.2681
US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -5.72 -0.3228 -0.3228
S&P Regional Banks Index TRS / DE (N/A) -5.87 -0.3314 -0.3314
BRK: JP MORGAN CHASE BANK NA COL: 34461WAA8 / RA (N/A) -5.99 -0.3379 -0.3379
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 12659VAA8 / RA (N/A) -6.34 -0.3582 -0.3582
BRK: JP MORGAN CHASE BANK NA COL: 85520CAA3 / RA (N/A) -6.40 -0.3613 -0.3613
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 55284JAA7 / RA (N/A) -6.67 -0.3765 -0.3765
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 10570PAA1 / RA (N/A) -7.24 -0.4086 -0.4086
BRK: JP MORGAN CHASE BANK NA COL: 85520AAA7 / RA (N/A) -7.99 -0.4512 -0.4512
BRK: MERRILL LYNCH, PIERCE, FENNER & SMITH COL: 66858CAQ0 / RA (N/A) -8.01 -0.4524 -0.4524
USD-SOFR 6.40 01/16/2035 EXPIRATION: 01/16/2035 / (N/A) -10.58 -0.5971 -0.5971
US TREASURY N/B 4.625000% 06/15/2027 / SN (US91282CKV27) -20.33 0.12 -1.1478 -0.0770
SX5E DIVIDEND FUT DEC26 PHYSICAL INDEX FUTURE. / DE (N/A) -55.76 -3.1482 -3.1482
3 MONTH SOFR FUT JUN25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -221.70 -12.5165 -12.5165
3 MONTH SOFR FUT SEP25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -222.46 -12.5590 -12.5590
3 MONTH SOFR FUT DEC25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -223.24 -12.6035 -12.6035
3 MONTH SOFR FUT MAR26 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -223.87 -12.6388 -12.6388
3 MONTH SOFR FUT JUN26 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -224.38 -12.6676 -12.6676
3 MONTH SOFR FUT SEP26 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -224.65 -12.6827 -12.6827
3 MONTH SOFR FUT MAR27 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -224.69 -12.6853 -12.6853
3 MONTH SOFR FUT DEC26 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -224.73 -12.6872 -12.6872
US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -793.06 -44.7730 -44.7730
US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE. / DIR (N/A) -1,245.64 -70.3241 -70.3241