Basic Stats
| Portfolio Value | $ 853,962,365 |
| Current Positions | 459 |
Latest Holdings, Performance, AUM (from 13F, 13D)
UYLD - Angel Oak UltraShort Income ETF has disclosed 459 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 853,962,365 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). UYLD - Angel Oak UltraShort Income ETF’s top holdings are FIRST AM GOV OBLIG-U (US:US31846V2117) , Marlette Funding Trust, Series 2023-1A, Class C (US:US57110PAC59) , Oportun Issuance Trust, Series 2022-A, Class B (US:US68378NAB64) , Freddie Mac Multifamily Structured Pass Through Certificates (US:US3137F9CM12) , and Octane Receivables Trust 2022-2 (US:US67578XAD03) . UYLD - Angel Oak UltraShort Income ETF’s new positions include Marlette Funding Trust, Series 2023-1A, Class C (US:US57110PAC59) , Oportun Issuance Trust, Series 2022-A, Class B (US:US68378NAB64) , Freddie Mac Multifamily Structured Pass Through Certificates (US:US3137F9CM12) , Octane Receivables Trust 2022-2 (US:US67578XAD03) , and Freddie Mac Multifamily Structured Pass Through Certificates (US:US3137F84A85) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 12.98 | 1.5270 | 1.5270 | ||
| 25.19 | 25.19 | 2.9628 | 0.8524 | |
| 6.33 | 0.7447 | 0.7447 | ||
| 6.20 | 0.7287 | 0.7287 | ||
| 5.31 | 0.6240 | 0.6240 | ||
| 5.08 | 0.5977 | 0.5977 | ||
| 5.02 | 0.5898 | 0.5898 | ||
| 5.01 | 0.5887 | 0.5887 | ||
| 7.39 | 0.8696 | 0.5870 | ||
| 4.91 | 0.5773 | 0.5773 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 2.56 | 0.3009 | -0.9399 | ||
| 2.69 | 0.3169 | -0.8746 | ||
| 0.42 | 0.0496 | -0.5561 | ||
| 2.22 | 0.2611 | -0.3770 | ||
| 2.92 | 0.3433 | -0.3660 | ||
| 6.93 | 0.8146 | -0.2944 | ||
| 4.80 | 0.5641 | -0.2940 | ||
| 4.32 | 0.5083 | -0.2629 | ||
| 10.19 | 1.1980 | -0.2497 | ||
| 4.28 | 0.5028 | -0.2391 |
13F and Fund Filings
This form was filed on 2025-06-27 for the reporting period 2025-04-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US31846V2117 / FIRST AM GOV OBLIG-U | 25.19 | 62.75 | 25.19 | 62.76 | 2.9628 | 0.8524 | |||
| Apidos CLO XXIII / ABS-CBDO (US03765YBG89) | 12.98 | 1.5270 | 1.5270 | ||||||
| Parliament Funding II ltd / ABS-CBDO (US70163QAG38) | 10.19 | -4.07 | 1.1980 | -0.2497 | |||||
| US57110PAC59 / Marlette Funding Trust, Series 2023-1A, Class C | 8.57 | 38.68 | 1.0073 | 0.1652 | |||||
| Sotheby's Artfi Master Trust / ABS-O (US83589CAA62) | 7.39 | 256.68 | 0.8696 | 0.5870 | |||||
| Pagaya AI Debt Trust 2023-8 / ABS-O (US694960AB13) | 6.93 | -14.85 | 0.8146 | -0.2944 | |||||
| American Credit Acceptance Receivables Trust 2022-4 / ABS-O (US02529XAD75) | 6.80 | -1.13 | 0.7996 | -0.1379 | |||||
| US68378NAB64 / Oportun Issuance Trust, Series 2022-A, Class B | 6.75 | 80.35 | 0.7933 | 0.2834 | |||||
| US3137F9CM12 / Freddie Mac Multifamily Structured Pass Through Certificates | 6.33 | 0.7447 | 0.7447 | ||||||
| US67578XAD03 / Octane Receivables Trust 2022-2 | 6.20 | 0.7287 | 0.7287 | ||||||
| US3137F84A85 / Freddie Mac Multifamily Structured Pass Through Certificates | 6.05 | -0.13 | 0.7112 | -0.1144 | |||||
| US40436VAG68 / HPS Loan Management 11-2017 Ltd | 6.00 | -0.12 | 0.7056 | -0.1133 | |||||
| Wind River 2014-1 CLO Ltd / ABS-CBDO (US88432CBC91) | 6.00 | -0.08 | 0.7055 | -0.1131 | |||||
| US02582JJV35 / American Express Credit Account Master Trust | 5.99 | 0.05 | 0.7039 | -0.1117 | |||||
| US30166YAF97 / Exeter Automobile Receivables Trust 2022-3 | 5.65 | 38.50 | 0.6646 | 0.1083 | |||||
| US3137H13Y08 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.52 | -2.16 | 0.6487 | -0.1200 | |||||
| US74390NAE22 / Prosper Marketplace Issuance Trust Series 2023-1A, Class C | 5.38 | -0.48 | 0.6322 | -0.1043 | |||||
| US3137BSP729 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.37 | 0.75 | 0.6321 | -0.0953 | |||||
| US67590GBL23 / Octagon Investment Partners XVII Ltd | 5.31 | 0.6240 | 0.6240 | ||||||
| US3137FFXQ58 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.28 | -9.34 | 0.6208 | -0.1731 | |||||
| US3137FV2G65 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.28 | -0.06 | 0.6206 | -0.0994 | |||||
| US3137BN6G42 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.24 | 9.67 | 0.6163 | -0.0352 | |||||
| US3137BPW218 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.23 | 5.46 | 0.6156 | -0.0611 | |||||
| US30167FAF99 / Exeter Automobile Receivables Trust 2022-5 | 5.16 | -1.26 | 0.6066 | -0.1057 | |||||
| US3137H1LN48 / Freddie Mac Multifamily Structured Pass Through Certificates | 5.13 | -12.81 | 0.6029 | -0.1987 | |||||
| US35910EAA29 / Frontier Issuer LLC | 5.08 | 0.5977 | 0.5977 | ||||||
| US3137F9ZZ77 / MULTIFAMILY PERMANENT MBS | 5.02 | -0.28 | 0.5905 | -0.0960 | |||||
| Pagaya AI Debt Grantor Trust 2024-10 / ABS-O (US69544MAC38) | 5.02 | -0.14 | 0.5900 | -0.0949 | |||||
| Prestige Auto Receivables Trust 2025-1 / ABS-O (US74113UAE29) | 5.02 | 0.5898 | 0.5898 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 5.01 | 0.5887 | 0.5887 | ||||||
| US55820JBC36 / Madison Park Funding XXI Ltd | 4.91 | 0.5773 | 0.5773 | ||||||
| US07378WAS70 / Bean Creek CLO Ltd 3.27 | 4.88 | -2.60 | 0.5738 | -0.1091 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 4.80 | -23.79 | 0.5641 | -0.2940 | |||||
| US3137H2NK63 / FEDERAL HOME LN MTG MLT CTF GT SOFR30A+18 08/25/2028 | 4.77 | -0.19 | 0.5611 | -0.0905 | |||||
| US35564KUX52 / Freddie Mac STACR REMIC Trust 2022-DNA3 | 4.76 | 0.5592 | 0.5592 | ||||||
| Steele Creek CLO 2019-2 LTD / ABS-CBDO (US85817EAU73) | 4.68 | 0.5504 | 0.5504 | ||||||
| Octagon Investment Partners 28 Ltd / ABS-CBDO (US67591EBE23) | 4.65 | -5.89 | 0.5465 | -0.1267 | |||||
| Pagaya AI Debt Trust 2023-8 / ABS-O (US694960AC95) | 4.63 | -15.70 | 0.5444 | -0.2043 | |||||
| US88339FAB94 / Theorem Funding Trust 2022-2 | 4.59 | -1.31 | 0.5393 | -0.0943 | |||||
| RCKT Mortgage Trust 2024-CES1 / ABS-MBS (US749424AD96) | 4.51 | 0.94 | 0.5302 | -0.0787 | |||||
| US30166NAL01 / Exeter Automobile Receivables Trust 2020-3 | 4.50 | -0.24 | 0.5291 | -0.0858 | |||||
| US3137H1Z825 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F118 AS | 4.48 | -0.09 | 0.5267 | -0.0844 | |||||
| US38014QAE61 / GLS Auto Receivables Issuer Trust 2022-3 | 4.47 | -0.16 | 0.5256 | -0.0846 | |||||
| US50203VAA98 / LJV I MM CLO LLC | 4.45 | 0.5235 | 0.5235 | ||||||
| US3137H3KE14 / Freddie Mac Multifamily Structured Pass Through Certificates | 4.34 | -3.40 | 0.5110 | -0.1022 | |||||
| US3137BLMZ80 / Freddie Mac Multifamily Structured Pass Through Certificates | 4.32 | -23.59 | 0.5083 | -0.2629 | |||||
| US39809GAC96 / GREYWOLF CLO VI Ltd | 4.28 | 116.99 | 0.5033 | 0.2344 | |||||
| US3140JB7B63 / Fannie Mae Pool | 4.28 | -21.43 | 0.5028 | -0.2391 | |||||
| US23345AAG85 / DT Auto Owner Trust 2022-2 | 4.27 | -0.61 | 0.5017 | -0.0834 | |||||
| RCKT Mortgage Trust 2024-CES3 / ABS-MBS (US74942AAD54) | 4.26 | 1.19 | 0.5008 | -0.0730 | |||||
| US69546MAC10 / Pagaya AI Debt Trust 2022-1 | 4.25 | 0.4996 | 0.4996 | ||||||
| US03767VAG32 / Apidos CLO XXXI | 4.23 | 0.4973 | 0.4973 | ||||||
| Pagaya Ai Debt Grantor Trust 2024-9 / ABS-O (US69546QAB41) | 4.17 | -16.54 | 0.4909 | -0.1909 | |||||
| Pagaya AI Debt Trust 2024-3 / ABS-O (US69547XAB82) | 4.15 | -13.37 | 0.4885 | -0.1651 | |||||
| US02530EAG98 / American Credit Acceptance Receivables Trust, Series 2023-3, Class D | 4.09 | 0.4804 | 0.4804 | ||||||
| US3137FF3L94 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-F100 AS | 4.04 | -16.97 | 0.4752 | -0.1882 | |||||
| Vista Point Securitization Trust 2025-CES1 / ABS-MBS (US92842DAA81) | 4.02 | 0.4722 | 0.4722 | ||||||
| ACHV ABS TRUST 2024-2PL / ABS-O (US00092HAC51) | 3.95 | 162.59 | 0.4648 | 0.2596 | |||||
| US3137FWHQ65 / FHMS KF85 AS | 3.91 | -0.33 | 0.4594 | -0.0749 | |||||
| US3137F62A40 / Freddie Mac Multifamily Structured Pass Through Certificates | 3.80 | -0.08 | 0.4474 | -0.0717 | |||||
| US67590RAY18 / Octagon Loan Funding Ltd | 3.80 | -21.33 | 0.4465 | -0.2113 | |||||
| Pagaya AI Debt Trust 2024-1 / ABS-O (US69548AAC53) | 3.73 | -14.79 | 0.4389 | -0.1584 | |||||
| US3137BRQJ72 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K057, Class A2 | 3.73 | 0.40 | 0.4381 | -0.0677 | |||||
| Vista Point Securitization Trust 2024-CES1 / ABS-MBS (US92839HAA41) | 3.66 | -7.25 | 0.4304 | -0.1076 | |||||
| US74390NAC65 / Prosper Marketplace Issuance Trust Series 2023-1A, Class B | 3.60 | -22.38 | 0.4235 | -0.2090 | |||||
| US15674PAA57 / Cerberus Loan Funding XXXIII, LP | 3.50 | -0.14 | 0.4117 | -0.0662 | |||||
| US55284AAC27 / MF1 Ltd., Series 2021-FL7, Class AS | 3.48 | 17.07 | 0.4098 | 0.0040 | |||||
| US05377REC43 / Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class C | 3.47 | 0.00 | 0.4077 | -0.0650 | |||||
| Pagaya AI Debt Trust 2024-1 / ABS-O (US69548AAB70) | 3.40 | -14.41 | 0.4003 | -0.1420 | |||||
| US05377REQ39 / Avis Budget Rental Car Funding AESOP LLC | 3.31 | 0.3897 | 0.3897 | ||||||
| Pagaya AI Debt Trust 2024-2 / ABS-O (US694961AB95) | 3.28 | -13.62 | 0.3862 | -0.1322 | |||||
| US35564KH446 / FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B | 3.27 | 0.3851 | 0.3851 | ||||||
| US000876AD48 / ACHV ABS TRUST 2023-3PL | 3.26 | 0.3832 | 0.3832 | ||||||
| Avis Budget Rental Car Funding AESOP LLC / ABS-O (US05377RFX70) | 3.26 | 7.53 | 0.3829 | -0.0298 | |||||
| US12663UAD81 / CPS Auto Receivables Trust 2022-D | 3.25 | -1.07 | 0.3822 | -0.0658 | |||||
| US3137H5XZ53 / FHLMC MULTIFAMILY STRUCTURED P FHMS KF129 AS | 3.08 | 0.3623 | 0.3623 | ||||||
| US87272HAA86 / Tiaa Clo III Ltd | 3.03 | -24.57 | 0.3561 | -0.1911 | |||||
| US69548BAB53 / Pagaya AI Debt Trust 2023-3 | 3.03 | -0.59 | 0.3559 | -0.0592 | |||||
| US42806MBU27 / Hertz Vehicle Financing III LLC, Series 2023-1A, Class C | 3.03 | -0.36 | 0.3558 | -0.0582 | |||||
| US10949WAE21 / BWCAP 2021-2A C1 | 3.00 | -0.13 | 0.3533 | -0.0568 | |||||
| Fortress Credit Opportunities XXXI CLO Ltd / ABS-CBDO (US34990GAA31) | 3.00 | 0.3528 | 0.3528 | ||||||
| ASSURANT CLO II LTD / ABS-CBDO (US04623TAC99) | 3.00 | 0.3525 | 0.3525 | ||||||
| US00091XAD93 / ACHV ABS TRUST 2023-1PL ACHV 2023-1PL D | 3.00 | -16.39 | 0.3523 | -0.1361 | |||||
| US3137BUX604 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.97 | 0.82 | 0.3487 | -0.0523 | |||||
| US3137FXR262 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.95 | -0.10 | 0.3473 | -0.0557 | |||||
| US57109RAB69 / Marlette Funding Trust 2023-3 | 2.92 | -43.89 | 0.3433 | -0.3660 | |||||
| US55609NAA63 / Macquarie Airfinance Holdings Ltd | 2.85 | 36.10 | 0.3357 | 0.0498 | |||||
| US35634JAD00 / FREED ABS Trust 2022-4FP | 2.81 | -27.08 | 0.3310 | -0.1951 | |||||
| Pagaya AI Debt Trust 2024-2 / ABS-O (US694961AC78) | 2.79 | -13.61 | 0.3277 | -0.1120 | |||||
| US882925AB67 / Theorem Funding Trust 2022-3 | 2.77 | -0.25 | 0.3259 | -0.0529 | |||||
| US57109RAC43 / Marlette Funding Trust 2023-3 | 2.73 | -0.80 | 0.3208 | -0.0542 | |||||
| US302491AW57 / FMC Corp | 2.70 | 0.3180 | 0.3180 | ||||||
| US651290AR99 / Newfield Exploration Co | 2.70 | 0.3176 | 0.3176 | ||||||
| US3137FXZA94 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.70 | 0.3175 | 0.3175 | ||||||
| US35564KB241 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2022-HQA2, Class M1A | 2.70 | -6.68 | 0.3173 | -0.0769 | |||||
| US3137BMTX43 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K052, Class A2 | 2.69 | -44.45 | 0.3169 | -0.8746 | |||||
| US31677AAB08 / Fifth Third Bank | 2.67 | 59.17 | 0.3146 | 0.0854 | |||||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 2.67 | 0.3136 | 0.3136 | ||||||
| US35564KB324 / Freddie Mac Structured Agency Credit Risk Debt Notes | 2.63 | 0.3098 | 0.3098 | ||||||
| US42824CBK45 / Hewlett Packard Enterprise Co | 2.63 | 0.3092 | 0.3092 | ||||||
| US87612BBL53 / CORP. NOTE | 2.61 | 419.28 | 0.3073 | 0.2386 | |||||
| US3137FYTS59 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.60 | 0.3056 | 0.3056 | ||||||
| US212015AU57 / Continental Resources Inc/OK | 2.59 | 35.80 | 0.3048 | 0.0445 | |||||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | 2.59 | 80.04 | 0.3045 | 0.1084 | |||||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 2.56 | -71.88 | 0.3009 | -0.9399 | |||||
| US85207UAK16 / Sprint Corp | 2.56 | 0.3005 | 0.3005 | ||||||
| US83607EAA01 / Sound Point CLO V-R LTD | 2.55 | 0.3004 | 0.3004 | ||||||
| US459506AN18 / CORP. NOTE | 2.55 | 109.98 | 0.2996 | 0.1341 | |||||
| US097023DA04 / Boeing Co/The | 2.54 | 29.52 | 0.2983 | 0.0312 | |||||
| US02530CAE84 / American Credit Acceptance Receivables Trust, Series 2023-4, Class C | 2.53 | 0.2979 | 0.2979 | ||||||
| OBX 2025-NQM7 Trust / ABS-MBS (US67121DAC83) | 2.53 | 0.2975 | 0.2975 | ||||||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 2.52 | 30.17 | 0.2969 | 0.0324 | |||||
| US045054AN37 / Ashtead Capital Inc | 2.51 | 81.69 | 0.2953 | 0.1068 | |||||
| US827048AX76 / Silgan Holdings Inc | 2.51 | 147.24 | 0.2949 | 0.1566 | |||||
| A&D Mortgage Trust 2025-NQM1 / ABS-MBS (US00250DAE85) | 2.50 | 0.2943 | 0.2943 | ||||||
| Cent CLO 21 Ltd / ABS-CBDO (US15137EBS19) | 2.50 | -0.28 | 0.2942 | -0.0478 | |||||
| Verus Securitization Trust 2025-2 / ABS-MBS (US92540VAE56) | 2.48 | 0.2922 | 0.2922 | ||||||
| US81211KAZ30 / Sealed Air Corp. | 2.48 | 59.24 | 0.2918 | 0.0793 | |||||
| ACHV ABS Trust 2024-3AL / ABS-O (US00092KAC80) | 2.48 | -1.31 | 0.2915 | -0.0510 | |||||
| Freddie Mac Stacr Remic Trust 2025-Hqa1 / ABS-MBS (US35564NGY31) | 2.43 | 0.2859 | 0.2859 | ||||||
| Bellemeade Re Ltd / ABS-MBS (US078915AA32) | 2.38 | -0.04 | 0.2803 | -0.0448 | |||||
| US883203BW05 / Textron Inc | 2.38 | 0.2802 | 0.2802 | ||||||
| FIGRE Trust 2024-HE6 / ABS-MBS (US31684DAA72) | 2.38 | -3.80 | 0.2798 | -0.0574 | |||||
| US25466AAJ07 / Discover Bank | 2.36 | 20.62 | 0.2779 | 0.0107 | |||||
| US674599CR48 / Occidental Petroleum Corp | 2.35 | 67.21 | 0.2765 | 0.0848 | |||||
| US87166FAE34 / Synchrony Bank | 2.33 | 0.2735 | 0.2735 | ||||||
| Goldentree Loan Opportunities XII Ltd / ABS-CBDO (USG39640AL43) | 2.32 | -0.43 | 0.2726 | -0.0449 | |||||
| PRET 2024-NPL3 LLC / ABS-MBS (US69391UAA34) | 2.30 | -2.46 | 0.2700 | -0.0509 | |||||
| Steele Creek CLO 2019-1 LTD / ABS-CBDO (US85817BAQ23) | 2.27 | 0.2673 | 0.2673 | ||||||
| US90932LAG23 / United Airlines Inc | 2.27 | 0.2669 | 0.2669 | ||||||
| US042735BF63 / Arrow Electronics Inc | 2.25 | 0.2649 | 0.2649 | ||||||
| US3137FYUP91 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.24 | -3.48 | 0.2639 | -0.0530 | |||||
| US3137BLAC24 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K048, Class A2 | 2.22 | -52.56 | 0.2611 | -0.3770 | |||||
| US127055AK76 / Cabot Corp | 2.22 | 250.00 | 0.2610 | 0.1745 | |||||
| US3137BQYS07 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.21 | 0.64 | 0.2603 | -0.0395 | |||||
| Barings Middle Market CLO 2023-II Ltd / ABS-CBDO (US067934AA73) | 2.20 | 0.2592 | 0.2592 | ||||||
| US08576PAH47 / Berry Global Inc | 2.19 | 13.21 | 0.2580 | -0.0062 | |||||
| US37045XDH61 / General Motors Financial Co Inc | 2.14 | 0.2514 | 0.2514 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1 / ABS-MBS (US61775UAB44) | 2.13 | -6.33 | 0.2507 | -0.0595 | |||||
| Reach Abs Trust 2024-1 / ABS-O (US75526PAB76) | 2.13 | 0.52 | 0.2503 | -0.0384 | |||||
| US59001ABA97 / Meritage Homes Corp Bond | 2.12 | 41.24 | 0.2494 | 0.0446 | |||||
| US345397B512 / Ford Motor Credit Co LLC | 2.11 | 10.67 | 0.2477 | -0.0117 | |||||
| US404119CP27 / HCA Inc | 2.08 | 0.2450 | 0.2450 | ||||||
| US12660BAM37 / Credit Suisse Mortgage Trust, Series 2022-ATH1, Class A1A | 2.08 | 0.2449 | 0.2449 | ||||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 2.06 | 0.05 | 0.2426 | -0.0385 | |||||
| US3137FUZS63 / Freddie Mac Multifamily Structured Pass Through Ctfs., Series KF81, Class AS | 2.05 | -0.39 | 0.2407 | -0.0395 | |||||
| LPL Holdings Inc / DBT (US50212YAJ38) | 2.04 | 0.54 | 0.2398 | -0.0367 | |||||
| US958254AK08 / Western Gas Partners LP | 2.03 | 0.2392 | 0.2392 | ||||||
| US88947EAS90 / Toll Brothers Inc Bond | 2.03 | 0.2389 | 0.2389 | ||||||
| Upgrade Receivables Trust 2024-1 / ABS-O (US91533NAB01) | 2.01 | -0.15 | 0.2364 | -0.0380 | |||||
| US57109NAC39 / Marlette Funding Trust, Series 2022-3A, Class C | 2.01 | -0.74 | 0.2364 | -0.0397 | |||||
| Pagaya AI Debt Grantor Trust 2025-1 / ABS-O (US69544NAC11) | 2.01 | 0.15 | 0.2363 | -0.0372 | |||||
| US67389JAB44 / Oaktown Re VII Ltd | 2.01 | -11.89 | 0.2363 | -0.0746 | |||||
| Vista Point Securitization Trust Series 2024-CES2 / ABS-MBS (US92841YAB11) | 2.01 | 0.2362 | 0.2362 | ||||||
| Pagaya AI Debt Grantor Trust 2024-11 / ABS-O (US69544AAB17) | 2.01 | -0.25 | 0.2359 | -0.0382 | |||||
| Oportun Funding Trust 2024-3 / ABS-O (US68377NAB73) | 2.00 | 0.2356 | 0.2356 | ||||||
| 38175BAE / Golub Capital Partners CLO Ltd. | 2.00 | 0.00 | 0.2355 | -0.0376 | |||||
| US682680AU71 / ONEOK Inc | 2.00 | 1.27 | 0.2352 | -0.0341 | |||||
| US76243NAA46 / RREF 2012 LT1 LLC | 2.00 | -0.25 | 0.2350 | -0.0381 | |||||
| US539439AM10 / Lloyds Banking Group PLC | 1.99 | 0.00 | 0.2346 | -0.0374 | |||||
| Pagaya AI Debt Grantor Trust 2025-2 / ABS-O (US69545GAD34) | 1.99 | 0.2345 | 0.2345 | ||||||
| Freddie Mac STACR REMIC Trust 2024-HQA2 / ABS-MBS (US35564NDZ33) | 1.99 | -5.95 | 0.2344 | -0.0546 | |||||
| PRPM 2024-NQM4 Trust / ABS-MBS (US69381UAC18) | 1.99 | 0.2344 | 0.2344 | ||||||
| US750236AW16 / RADIAN GROUP INC | 1.99 | 0.15 | 0.2343 | -0.0369 | |||||
| US23345YAJ01 / DT Auto Owner Trust, Series 2022-1A, Class E | 1.99 | 0.2342 | 0.2342 | ||||||
| US05591XAC56 / BRSP 2021-FL1, Ltd. | 1.99 | -0.65 | 0.2338 | -0.0389 | |||||
| OBX 2025-NQM4 Trust / ABS-MBS (US67120QAC06) | 1.97 | 0.2318 | 0.2318 | ||||||
| Colt 2025-1 Mortgage Loan Trust / ABS-MBS (US196920AE23) | 1.97 | 0.2318 | 0.2318 | ||||||
| US577081BE10 / Mattel Inc | 1.96 | 0.00 | 0.2310 | -0.0368 | |||||
| US629377CN02 / NRG ENERGY INC | 1.96 | 0.62 | 0.2309 | -0.0352 | |||||
| US205887CF79 / Conagra Brands Inc | 1.94 | 0.2280 | 0.2280 | ||||||
| Strike Acceptance Auto Funding Trust 2025-1 / ABS-O (US86332RAA68) | 1.93 | 0.2269 | 0.2269 | ||||||
| US3137H5Y357 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.93 | -0.26 | 0.2264 | -0.0367 | |||||
| US36267PAG19 / GLS Auto Receivables Issuer Trust 2023-3 | 1.92 | -0.26 | 0.2252 | -0.0366 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 1.90 | -13.39 | 0.2238 | -0.0757 | |||||
| PRET 2024-NPL4 LLC / ABS-MBS (US74143RAA14) | 1.88 | -2.94 | 0.2212 | -0.0430 | |||||
| OCP CLO 2017-13 Ltd / ABS-CBDO (US67097LAT35) | 1.83 | -8.35 | 0.2156 | -0.0571 | |||||
| BRAVO Residential Funding Trust 2024-NQM4 / ABS-MBS (US10568NAA00) | 1.83 | 0.38 | 0.2152 | -0.0333 | |||||
| US92325QAA58 / Venture 32 CLO Ltd | 1.83 | 0.2147 | 0.2147 | ||||||
| BRAVO Residential Funding Trust 2024-NQM4 / ABS-MBS (US10568NAC65) | 1.82 | 0.44 | 0.2139 | -0.0330 | |||||
| Pagaya AI Debt Trust 2023-7 / ABS-O (US69548RAH75) | 1.81 | -28.67 | 0.2134 | -0.1333 | |||||
| US53946XAC74 / Lobel Automobile Receivables Trust 2023-1 | 1.78 | -0.89 | 0.2090 | -0.0354 | |||||
| US69546PAC41 / Pagaya AI Debt Trust 2023-5 | 1.76 | -1.40 | 0.2070 | -0.0365 | |||||
| MP CLO III LTD / ABS-CBDO (US553205AE54) | 1.74 | -0.23 | 0.2052 | -0.0332 | |||||
| PRPM 2024-3 / ABS-MBS (US693986AA99) | 1.73 | -1.59 | 0.2037 | -0.0363 | |||||
| US12513GBG38 / CDW LLC / CDW Finance Corp | 1.69 | 0.1992 | 0.1992 | ||||||
| US67591TAA88 / OCTAGON INVESTMENT PARTNERS 35 LTD | 1.67 | -16.47 | 0.1970 | -0.0764 | |||||
| Black Diamond Clo 2019-2 Ltd / ABS-CBDO (US09204GAF63) | 1.67 | -11.67 | 0.1959 | -0.0611 | |||||
| Affirm Asset Securitization Trust 2024-X1 / ABS-O (US00834XAC39) | 1.66 | -0.84 | 0.1950 | -0.0329 | |||||
| PRPM 2024-RCF5 LLC / ABS-MBS (US69381JAA07) | 1.64 | -3.77 | 0.1923 | -0.0394 | |||||
| US78081BAH69 / Royalty Pharma PLC | 1.63 | 0.86 | 0.1922 | -0.0288 | |||||
| Pagaya AI Debt Grantor Trust 2025-2 / ABS-O (US69545GAC50) | 1.62 | 0.1906 | 0.1906 | ||||||
| US693656AC47 / PVH Corp | 1.60 | 0.13 | 0.1882 | -0.0297 | |||||
| Atlas Senior Loan Fund XX Ltd / ABS-CBDO (US049410AN38) | 1.60 | -11.12 | 0.1882 | -0.0572 | |||||
| US33938EAU10 / Flex Ltd | 1.60 | 0.00 | 0.1881 | -0.0300 | |||||
| US29278NAP87 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 | 1.60 | 0.44 | 0.1880 | -0.0289 | |||||
| Connecticut Avenue Securities Trust 2024-R06 / ABS-MBS (US20755RAB15) | 1.60 | -17.84 | 0.1880 | -0.0773 | |||||
| US10510KAC18 / Brambles USA, Inc. | 1.60 | 0.38 | 0.1877 | -0.0292 | |||||
| US05329WAM47 / AutoNation Inc | 1.60 | 0.00 | 0.1877 | -0.0299 | |||||
| US04010LAY92 / ARES CAPITAL CORP | 1.59 | 0.31 | 0.1876 | -0.0291 | |||||
| US07330MAB37 / TRUIST BANK SUBORDINATED 09/25 3.625 | 1.59 | 0.25 | 0.1874 | -0.0293 | |||||
| Pagaya AI Debt Grantor Trust 2024-6 And Pagaya AI Debt Trust 2024-6 / ABS-O (US69548KAB52) | 1.58 | -18.30 | 0.1854 | -0.0776 | |||||
| Radnor Re 2024-1 Ltd / ABS-MBS (US75049AAA07) | 1.54 | -20.49 | 0.1813 | -0.0829 | |||||
| US75525AAC99 / Reach ABS Trust 2023-1 | 1.54 | -0.90 | 0.1813 | -0.0308 | |||||
| Pagaya AI Debt Grantor Trust 2024-5 / ABS-O (US69544LAB71) | 1.53 | -12.81 | 0.1793 | -0.0591 | |||||
| Freddie Mac Stacr Remic Trust 2025-Hqa1 / ABS-MBS (US35564NGZ06) | 1.52 | 0.1791 | 0.1791 | ||||||
| Mercury Financial Credit Card Master Trust / ABS-O (US58940BAZ94) | 1.52 | -0.26 | 0.1786 | -0.0289 | |||||
| COOPR Residential Mortgage Trust 2025-CES1 / ABS-MBS (US12596SAA15) | 1.52 | 0.1783 | 0.1783 | ||||||
| Pagaya AI Debt Grantor Trust 2025-3 / ABS-O (US69544TAC80) | 1.51 | 0.1773 | 0.1773 | ||||||
| Pagaya AI Debt Grantor Trust 2025-3 / ABS-O (US69544TAB08) | 1.51 | 0.1771 | 0.1771 | ||||||
| Pagaya AI Debt Grantor Trust 2025-1 / ABS-O (US69544NAD93) | 1.50 | -0.33 | 0.1763 | -0.0288 | |||||
| Pagaya Ai Debt Grantor Trust 2024-9 / ABS-O (US69546QAD07) | 1.50 | 0.1762 | 0.1762 | ||||||
| Lake Shore MM CLO II Ltd / ABS-CBDO (US510760AN19) | 1.50 | -0.13 | 0.1759 | -0.0283 | |||||
| US26884LAF67 / EQT Corp. | 1.46 | -24.77 | 0.1723 | -0.0930 | |||||
| US3137FREP25 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.46 | -0.27 | 0.1719 | -0.0279 | |||||
| US14040HBJ32 / Capital One Financial Corp. | 1.46 | 0.34 | 0.1714 | -0.0267 | |||||
| US42806MBT53 / Hertz Vehicle Financing III LLC | 1.46 | 0.1713 | 0.1713 | ||||||
| US92840VAL62 / Vistra Operations Co LLC | 1.45 | -0.07 | 0.1705 | -0.0274 | |||||
| US00928QAT85 / Aircastle Ltd | 1.45 | -0.28 | 0.1703 | -0.0277 | |||||
| US281020AU14 / Edison International | 1.45 | 0.14 | 0.1702 | -0.0268 | |||||
| US960386AQ33 / WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 | 1.45 | 0.35 | 0.1701 | -0.0264 | |||||
| US57110PAB76 / Marlette Funding Trust, Series 2023-1A, Class B | 1.44 | -46.45 | 0.1696 | -0.1976 | |||||
| US35634EAD13 / Freedom Financial Series 2022-3FP, Class D | 1.44 | -23.30 | 0.1688 | -0.0864 | |||||
| Connecticut Avenue Securities Series 2025-R01 / ABS-MBS (US20755JAA16) | 1.43 | -4.59 | 0.1687 | -0.0363 | |||||
| US093662AG97 / Block Financial Llc Note M/w Clbl Bond | 1.40 | -0.07 | 0.1648 | -0.0265 | |||||
| Towd Point Mortgage Trust 2021-SJ2 / ABS-MBS (US89180LAC28) | 1.39 | 2.05 | 0.1637 | -0.0223 | |||||
| US05377RFW97 / Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class B | 1.39 | -0.72 | 0.1633 | -0.0274 | |||||
| Connecticut Avenue Securities Trust 2024-R03 / ABS-MBS (US207941AA35) | 1.38 | -8.91 | 0.1625 | -0.0442 | |||||
| US35564KWT23 / STACR_22-DNA4 | 1.38 | 0.1621 | 0.1621 | ||||||
| Connecticut Avenue Securities Trust 2024-R02 / ABS-MBS (US20754GAA85) | 1.38 | -9.70 | 0.1621 | -0.0461 | |||||
| US3137H4CA66 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.38 | 0.1620 | 0.1620 | ||||||
| US53934QAC69 / LL ABS Trust, Series 2021-1A, Class C | 1.36 | -39.84 | 0.1603 | -0.1484 | |||||
| US35564KP373 / Freddie Mac STACR REMIC Trust 2023-DNA1 | 1.36 | -5.89 | 0.1597 | -0.0370 | |||||
| FIGRE Trust 2024-HE4 / ABS-MBS (US31684UAA97) | 1.34 | -4.56 | 0.1577 | -0.0337 | |||||
| US91680YBE05 / Upstart Structured Pass-Through Trust, Series 2022-4A, Class B | 1.34 | -35.17 | 0.1576 | -0.1242 | |||||
| PRPM 2024-NQM2 Trust / ABS-MBS (US74448PAA75) | 1.32 | -4.13 | 0.1558 | -0.0326 | |||||
| EFMT 2024-INV1 / ABS-MBS (US268434AA56) | 1.32 | -1.79 | 0.1548 | -0.0279 | |||||
| Athene Global Funding / DBT (US04685A3V13) | 1.31 | 0.08 | 0.1545 | -0.0245 | |||||
| Pagaya AI Debt Trust 2024-3 / ABS-O (US69547XAA00) | 1.30 | -15.35 | 0.1531 | -0.0565 | |||||
| US361448AY97 / GATX Corp. | 1.27 | 0.71 | 0.1499 | -0.0227 | |||||
| OBX 2025-NQM2 Trust / ABS-MBS (US67120VAC90) | 1.27 | 0.1498 | 0.1498 | ||||||
| US23346CAG33 / DT Auto Owner Trust 2023-2 | 1.27 | 0.1496 | 0.1496 | ||||||
| Lake Shore MM CLO II Ltd / ABS-CBDO (US510760AL52) | 1.27 | -21.28 | 0.1493 | -0.0705 | |||||
| Pagaya AI Debt Trust 2023-7 / ABS-O (US69548RAC88) | 1.26 | -1.41 | 0.1485 | -0.0262 | |||||
| US001746AQ98 / AMMC CLO 18 Ltd | 1.25 | -0.32 | 0.1471 | -0.0239 | |||||
| US33844XAJ72 / Flagship Credit Auto Trust, Series 2022-2, Class C | 1.25 | 0.1470 | 0.1470 | ||||||
| US41283LAY11 / HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 06/25 3.35 | 1.24 | 0.41 | 0.1455 | -0.0225 | |||||
| Upstart Securitization Trust 2025-1 / ABS-O (US91684PAA49) | 1.20 | 0.1410 | 0.1410 | ||||||
| US44107TAV89 / Host Hotels & Resorts LP | 1.20 | 0.25 | 0.1409 | -0.0221 | |||||
| US780153BH44 / Royal Caribbean Cruises Ltd | 1.18 | 0.1393 | 0.1393 | ||||||
| US26884LAM19 / EQT CORP 3.125% 05/15/2026 144A | 1.18 | 0.1392 | 0.1392 | ||||||
| US00928QAU58 / Aircastle Ltd | 1.18 | 130.02 | 0.1388 | 0.0688 | |||||
| Saluda Grade Alternative Mortgage Trust 2025-NPL1 / ABS-MBS (US79582BAA35) | 1.18 | -22.30 | 0.1386 | -0.0681 | |||||
| US247361ZX93 / Delta Air Lines Inc | 1.17 | -0.34 | 0.1376 | -0.0226 | |||||
| GS Mortgage-Backed Securities Trust 2024-HE1 / ABS-MBS (US36270AAA25) | 1.17 | -5.57 | 0.1375 | -0.0313 | |||||
| MFA 2023-NQM4 Trust / ABS-MBS (US55286LAC63) | 1.16 | 0.1366 | 0.1366 | ||||||
| US3137FHGE77 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.15 | -3.45 | 0.1350 | -0.0271 | |||||
| US04010LBE20 / Ares Capital Corp. | 1.13 | 0.1330 | 0.1330 | ||||||
| US69047QAA04 / Ovintiv Inc | 1.10 | -0.27 | 0.1293 | -0.0210 | |||||
| Freddie Mac STACR REMIC Trust 2024-DNA1 / ABS-MBS (US35564NAX12) | 1.10 | -10.65 | 0.1293 | -0.0384 | |||||
| US29336UAE73 / EnLink Midstream Partners LP | 1.10 | 0.09 | 0.1292 | -0.0204 | |||||
| OBX 2024-NQM2 Trust / ABS-MBS (US67118HAD26) | 1.10 | 0.1290 | 0.1290 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.06 | 0.1250 | 0.1250 | ||||||
| US04623TAA34 / ASRNT 2018-1A A | 1.06 | -40.73 | 0.1242 | -0.1186 | |||||
| US44107TAW62 / Host Hotels & Resorts L.P., Series F | 1.05 | 134.00 | 0.1231 | 0.0620 | |||||
| Lobel Automobile Receivables Trust 2023-2 / ABS-O (US53949FAC32) | 1.04 | -1.60 | 0.1228 | -0.0219 | |||||
| US33938XAC92 / Flex Ltd | 1.04 | 0.1224 | 0.1224 | ||||||
| Prestige Auto Receivables Trust 2024-1 / ABS-O (US74113QAE17) | 1.00 | -0.40 | 0.1182 | -0.0193 | |||||
| Pagaya AI Debt Grantor Trust 2024-11 / ABS-O (US69544AAC99) | 1.00 | 0.10 | 0.1180 | -0.0187 | |||||
| Wells Fargo Commercial Mortgage Trust 2025-VTT / ABS-MBS (US94990GAE98) | 1.00 | 0.1180 | 0.1180 | ||||||
| Woodmont 2019-6 Trust / ABS-CBDO (US97988UAS42) | 1.00 | -0.20 | 0.1178 | -0.0190 | |||||
| ACHV ABS TRUST 2024-1PL / ABS-O (US00092BAD64) | 1.00 | 0.1177 | 0.1177 | ||||||
| US55282XAG51 / MF1 Multifamily Housing Mortgage Loan Trust | 1.00 | 0.00 | 0.1176 | -0.0188 | |||||
| BRAVO Residential Funding Trust 2025-NQM3 / ABS-MBS (US105927AE76) | 0.99 | 0.1168 | 0.1168 | ||||||
| US78474PAA57 / STAR_22-SFR3 | 0.99 | -0.10 | 0.1161 | -0.0186 | |||||
| EFMT 2025-NQM1 / ABS-MBS (US26846CAC01) | 0.98 | 0.1154 | 0.1154 | ||||||
| US428291AN87 / Hexcel Corp | 0.98 | 0.72 | 0.1148 | -0.0173 | |||||
| US36166XAB73 / GCAT 2021-NQM2 Trust | 0.97 | -2.02 | 0.1141 | -0.0210 | |||||
| Vista Point Securitization Trust 2024-CES3 / ABS-MBS (US92841WAA71) | 0.97 | -2.52 | 0.1136 | -0.0215 | |||||
| PRET 2024-NPL5 LLC / ABS-MBS (US74143QAA31) | 0.96 | -2.23 | 0.1133 | -0.0210 | |||||
| CFMT 2024-NR1 LLC / ABS-MBS (US12531DAA28) | 0.96 | -3.03 | 0.1130 | -0.0221 | |||||
| US35564K2F54 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1A | 0.94 | -13.35 | 0.1107 | -0.0374 | |||||
| US3137H6MJ14 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.94 | 0.1106 | 0.1106 | ||||||
| ATLX 2024-RPL1 Trust / ABS-MBS (US049915AA90) | 0.92 | 0.00 | 0.1085 | -0.0174 | |||||
| US64831UAC80 / New Residential Mortgage Loan Trust 2022-NQM4 | 0.92 | 0.1078 | 0.1078 | ||||||
| US69378KAC80 / PRPM LLC | 0.91 | -0.54 | 0.1075 | -0.0179 | |||||
| US3137H8U664 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF141 AS | 0.91 | -0.11 | 0.1075 | -0.0173 | |||||
| Vista Point Securitization Trust Series 2024-CES2 / ABS-MBS (US92841YAA38) | 0.90 | -3.33 | 0.1060 | -0.0211 | |||||
| US636180BS91 / National Fuel Gas Co | 0.90 | 82.19 | 0.1059 | 0.0385 | |||||
| US14687PAJ49 / Carvana Auto Receivables Trust 2020-NP1 | 0.89 | -26.37 | 0.1041 | -0.0598 | |||||
| US46656QAE26 / J.P. Morgan Mortgage Trust 2023-4 | 0.88 | 0.1039 | 0.1039 | ||||||
| BRAVO Residential Funding Trust 2024-NQM4 / ABS-MBS (US10568NAD49) | 0.88 | -2.65 | 0.1036 | -0.0197 | |||||
| Tricolor Auto Securitization Trust 2024-2 / ABS-O (US89616PAA12) | 0.87 | -33.08 | 0.1027 | -0.0750 | |||||
| US000876AC64 / ACHV ABS TRUST 2023-3PL | 0.87 | -56.00 | 0.1019 | -0.1664 | |||||
| US30327TAA79 / FTAI Infra Escrow Holdings LLC | 0.86 | 59.52 | 0.1015 | 0.0277 | |||||
| US247361ZZ42 / Delta Air Lines Inc | 0.86 | 0.1014 | 0.1014 | ||||||
| PRPM 2024-2 LLC / ABS-MBS (US74448BAA89) | 0.86 | -2.27 | 0.1013 | -0.0189 | |||||
| US03959KAA88 / Archrock Partners LP / Archrock Partners Finance Corp 6.875% 04/01/2027 144A | 0.85 | 2,638.71 | 0.0999 | 0.0957 | |||||
| Global Aircraft Leasing Co Ltd / DBT (US37960JAC27) | 0.85 | 0.0997 | 0.0997 | ||||||
| Freddie Mac STACR REMIC Trust 2025-DNA1 / ABS-MBS (US35564NFY40) | 0.85 | -15.67 | 0.0994 | -0.0372 | |||||
| US3137F8ZR78 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.84 | 0.00 | 0.0992 | -0.0158 | |||||
| US76088TAB70 / Research-Driven Pagaya Motor Asset Trust VII | 0.84 | -0.36 | 0.0991 | -0.0162 | |||||
| US335934AT24 / First Quantum Minerals Ltd | 0.84 | 0.0991 | 0.0991 | ||||||
| US3137FMU673 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K735, Class A2 | 0.83 | 0.00 | 0.0979 | -0.0156 | |||||
| Pagaya AI Debt Grantor Trust 2024-8 / ABS-O (US69544QAC42) | 0.83 | -17.45 | 0.0974 | -0.0394 | |||||
| US55819BAW00 / Madison Park Funding XVIII Ltd | 0.83 | -15.44 | 0.0973 | -0.0361 | |||||
| Vistra Operations Co LLC / DBT (US92840VAT98) | 0.80 | 0.0946 | 0.0946 | ||||||
| Freddie Mac STACR REMIC Trust 2024-DNA2 / ABS-MBS (US35564NCW11) | 0.80 | -2.07 | 0.0946 | -0.0173 | |||||
| US105933AC96 / BRAVO Residential Funding Trust 2023-NQM2 | 0.80 | 0.0945 | 0.0945 | ||||||
| US91679LAC63 / Upstart Securitization Trust | 0.80 | -33.55 | 0.0943 | -0.0703 | |||||
| US963320AT33 / Whirlpool Corp. | 0.80 | 0.25 | 0.0941 | -0.0148 | |||||
| US35640YAJ64 / Freedom Mortgage Corp. | 0.79 | 0.0935 | 0.0935 | ||||||
| US07556QBR56 / Beazer Homes USA, Inc. | 0.78 | 0.0920 | 0.0920 | ||||||
| US02406PAU49 / American Axle & Manufacturing Inc | 0.78 | 0.0919 | 0.0919 | ||||||
| US914906AU68 / Univision Communications Inc | 0.77 | 93.50 | 0.0911 | 0.0365 | |||||
| US25461LAA08 / DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. | 0.77 | 73.32 | 0.0910 | 0.0302 | |||||
| US48203RAN44 / Juniper Networks Inc | 0.77 | 1.05 | 0.0909 | -0.0134 | |||||
| PRPM 2024-RCF1 LLC / ABS-MBS (US693581AA80) | 0.76 | 265.55 | 0.0900 | 0.0614 | |||||
| US09257WAD20 / Blackstone Mortgage Trust Inc | 0.76 | 0.0895 | 0.0895 | ||||||
| US75525AAB17 / REACH_23-1A | 0.76 | -25.30 | 0.0889 | -0.0491 | |||||
| US85022WAP95 / SpringCastle America Funding LLC | 0.75 | -6.96 | 0.0882 | -0.0217 | |||||
| US35564KWS40 / STACR_22-DNA4 | 0.75 | 49.90 | 0.0877 | 0.0199 | |||||
| US3137H7M267 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KF136 AS | 0.74 | -7.95 | 0.0872 | -0.0226 | |||||
| US92539NAC02 / Verus Securitization Trust, Series 2022-7, Class A3 | 0.74 | 0.0872 | 0.0872 | ||||||
| Romark CLO V Ltd / ABS-CBDO (US77588PAA03) | 0.74 | -12.59 | 0.0867 | -0.0282 | |||||
| CONSEN / Consolidated Energy Finance SA | 0.73 | 367.52 | 0.0864 | 0.0649 | |||||
| US48275RAA59 / KREF, Series 2021-FL2, Class A | 0.73 | -27.67 | 0.0861 | -0.0520 | |||||
| Pagaya AI Debt Trust 2024-3 / ABS-O (US69547XAC65) | 0.73 | -13.08 | 0.0860 | -0.0287 | |||||
| US3137FLYN86 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.73 | -0.55 | 0.0858 | -0.0141 | |||||
| US53949FAA75 / Lobel Automobile Receivables Trust 2023-2 | 0.72 | -49.19 | 0.0845 | -0.1082 | |||||
| US3137FL6K58 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.71 | -0.56 | 0.0833 | -0.0138 | |||||
| US69318FAJ75 / PBF HLDG CO LLC / PBF FIN CORP 6% 02/15/2028 | 0.71 | 0.0831 | 0.0831 | ||||||
| US20755CAA62 / Connecticut Avenue Securities Trust 2023-R08 | 0.71 | 0.0830 | 0.0830 | ||||||
| US00500RAC97 / ACREC 2021-FL1 Ltd | 0.70 | -0.43 | 0.0822 | -0.0135 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.70 | 0.0821 | 0.0821 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.68 | -0.29 | 0.0800 | -0.0129 | |||||
| PRPM 2024-RCF4 LLC / ABS-MBS (US74448JAA16) | 0.67 | -4.67 | 0.0792 | -0.0172 | |||||
| ACHV ABS TRUST 2024-2PL / ABS-O (US00092HAB78) | 0.65 | 0.0769 | 0.0769 | ||||||
| US361448BA03 / GATX Corp. | 0.65 | 0.0767 | 0.0767 | ||||||
| US3137FBC534 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.64 | 0.0756 | 0.0756 | ||||||
| US49456BAF85 / Kinder Morgan Inc/DE | 0.64 | 0.00 | 0.0752 | -0.0119 | |||||
| ACHV ABS TRUST 2024-1PL / ABS-O (US00092BAC81) | 0.64 | -50.12 | 0.0748 | -0.0988 | |||||
| Connecticut Avenue Securities Trust 2025-R03 / ABS-MBS (US20754VAA52) | 0.63 | 0.0744 | 0.0744 | ||||||
| US92539DAB47 / Verus Securitization Trust 2023-2 | 0.63 | -7.34 | 0.0743 | -0.0187 | |||||
| Voya CLO 2022-3 Ltd / ABS-CBDO (US92891LAG77) | 0.63 | -11.17 | 0.0739 | -0.0225 | |||||
| Veros Auto Receivables Trust 2024-1 / ABS-O (US92512WAA53) | 0.63 | -24.25 | 0.0739 | -0.0392 | |||||
| US3137F8RQ87 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.61 | 0.0718 | 0.0718 | ||||||
| Purchasing Power Funding 2024-A LLC / ABS-O (US745935AB23) | 0.61 | 0.17 | 0.0714 | -0.0113 | |||||
| US85573HAC43 / Starwood Mortgage Residential Trust 2021-2 | 0.60 | -7.81 | 0.0709 | -0.0183 | |||||
| US29336UAF49 / EnLink Midstream Partners, LP COM | 0.60 | 0.33 | 0.0706 | -0.0110 | |||||
| US03765HAB78 / Apollo Management Holdings LP | 0.60 | 0.34 | 0.0703 | -0.0109 | |||||
| US3137FMCQ39 / Freddie Mac Multifamily Structured Pass Through Ctfs. | 0.60 | -11.56 | 0.0702 | -0.0219 | |||||
| US33846BAJ35 / FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27 | 0.60 | 0.84 | 0.0702 | -0.0105 | |||||
| US958254AE48 / Western Gas Partners LP | 0.58 | 0.17 | 0.0681 | -0.0107 | |||||
| Carvana Auto Receivables Trust 2024-P4 / ABS-O (US14076LAH69) | 0.55 | -60.93 | 0.0641 | -0.1262 | |||||
| US43731BAA98 / Home RE 2023-1 Ltd | 0.54 | -49.63 | 0.0636 | -0.0829 | |||||
| Affirm Asset Securitization Trust 2023-B / ABS-O (US00792FAG37) | 0.50 | -0.98 | 0.0593 | -0.0100 | |||||
| Oportun Issuance Trust 2024-2 / ABS-O (US68377KAB35) | 0.50 | 0.00 | 0.0591 | -0.0095 | |||||
| US87277JAC53 / TRTX 2022-FL5 Issuer Ltd | 0.50 | -0.80 | 0.0587 | -0.0099 | |||||
| Momnt Technologies Trust 2023-1 / ABS-O (US608934AA33) | 0.50 | -26.23 | 0.0582 | -0.0334 | |||||
| US12513GBD07 / CDW LLC / CDW Finance Corp | 0.49 | 0.61 | 0.0577 | -0.0088 | |||||
| ACHV ABS TRUST 2024-1PL / ABS-O (US00092BAB09) | 0.49 | -18.36 | 0.0575 | -0.0242 | |||||
| US466313AL75 / Jabil Inc | 0.49 | 0.0571 | 0.0571 | ||||||
| US02343JAA88 / AMCOR FLEXIBLES NORTH AMERICA INC | 0.48 | 0.21 | 0.0564 | -0.0088 | |||||
| US67102SAL88 / OCP CLO 2014-5 Ltd | 0.48 | -62.33 | 0.0563 | -0.1167 | |||||
| US55822BAA35 / MADISON PARK FUNDING LII LTD MDPK 2021-52A X | 0.47 | -14.31 | 0.0557 | -0.0196 | |||||
| US65343HAA95 / Nexstar Escrow, Inc. | 0.45 | 0.45 | 0.0525 | -0.0081 | |||||
| US709599BU71 / Penske Truck Leasing Co Lp / PTL Finance Corp | 0.44 | 0.00 | 0.0523 | -0.0083 | |||||
| US3137H4BV13 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.44 | -0.23 | 0.0517 | -0.0084 | |||||
| US92539BAB80 / Verus Securitization Trust 2023-1 | 0.43 | -4.42 | 0.0509 | -0.0108 | |||||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.43 | -8.76 | 0.0503 | -0.0136 | |||||
| US3137FG7F62 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.42 | -90.50 | 0.0496 | -0.5561 | |||||
| US33767JAC62 / FKH 2020-SFR2 B | 0.41 | 0.00 | 0.0488 | -0.0077 | |||||
| US14686KAC18 / CRVNA_21-N2 | 0.41 | -13.09 | 0.0477 | -0.0159 | |||||
| US83085DAE58 / Skopos Auto Receivables Trust 2019-1 | 0.40 | -25.74 | 0.0473 | -0.0264 | |||||
| US559222AX24 / Magna International Inc | 0.40 | 0.25 | 0.0470 | -0.0075 | |||||
| US10569JAC45 / BRAVO Residential Funding Trust 2022-NQM3 | 0.40 | 0.0469 | 0.0469 | ||||||
| US05401AAL52 / Avolon Holdings Funding Ltd | 0.40 | 0.0466 | 0.0466 | ||||||
| US913229AC47 / United Wholesale Mortgage LLC | 0.39 | -0.76 | 0.0464 | -0.0078 | |||||
| US78474LAL09 / STAR 2021-SFR2 Trust | 0.39 | 0.00 | 0.0457 | -0.0073 | |||||
| US69359XAA72 / PRPM 2020-4 LLC | 0.39 | -1.53 | 0.0453 | -0.0080 | |||||
| US682691AB63 / OneMain Finance Corp | 0.38 | -0.52 | 0.0451 | -0.0074 | |||||
| US3137FNXA31 / FHMS KF67 A 8/29 | 0.38 | -0.52 | 0.0446 | -0.0073 | |||||
| US91681EAA29 / UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A | 0.38 | -18.12 | 0.0442 | -0.0183 | |||||
| US33845AAD90 / Flagship Credit Auto Trust 2021-4 | 0.37 | 0.0438 | 0.0438 | ||||||
| US36169DAC65 / GCAT 2023-NQM2 Trust | 0.37 | -2.41 | 0.0430 | -0.0080 | |||||
| US75526GAC50 / LL ABS Trust 2022-2 | 0.36 | -55.06 | 0.0429 | -0.0677 | |||||
| Arivo Acceptance Auto Loan Receivables Trust 2024-1 / ABS-O (US039943AA30) | 0.36 | -20.31 | 0.0420 | -0.0192 | |||||
| US63861CAA71 / NATIONSTAR MTG HLD INC | 0.35 | 40.56 | 0.0412 | 0.0072 | |||||
| US59151KAM09 / Methanex Corp | 0.34 | -0.29 | 0.0404 | -0.0066 | |||||
| Luxury Lease Partners Auto Lease Trust 2024-4 / ABS-O (US55068XAA81) | 0.34 | -18.16 | 0.0398 | -0.0166 | |||||
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 / ABS-O (US44644NAA72) | 0.33 | -12.60 | 0.0384 | -0.0125 | |||||
| US924922AC10 / VERUS_22-8 | 0.31 | -2.79 | 0.0370 | -0.0071 | |||||
| US3137FYUT14 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.31 | -5.50 | 0.0364 | -0.0083 | |||||
| US91680FAC68 / UPST_21-2 | 0.30 | -40.82 | 0.0357 | -0.0342 | |||||
| Affirm Asset Securitization Trust 2023-X1 / ABS-O (US00834KAB35) | 0.30 | -40.48 | 0.0353 | -0.0334 | |||||
| US928668BE16 / VOLKSWAGEN GROUP AMER FIN LLC 3.35% 05/13/2025 144A | 0.30 | 0.34 | 0.0353 | -0.0055 | |||||
| US69073TAT07 / Owens-Brockway Glass Container Inc | 0.30 | -0.66 | 0.0352 | -0.0058 | |||||
| US50212YAC84 / LPL Holdings, Inc. | 0.30 | 0.0351 | 0.0351 | ||||||
| US70932MAA53 / PennyMac Financial Services Inc | 0.30 | -0.33 | 0.0351 | -0.0058 | |||||
| US91740PAF53 / USA Compression Partners LP / USA Compression Finance Corp | 0.30 | -1.66 | 0.0350 | -0.0062 | |||||
| US81743JAK60 / Sequoia Mortgage Trust 2023-4 | 0.30 | -12.65 | 0.0350 | -0.0114 | |||||
| US85571BAY11 / Starwood Property Trust Inc | 0.29 | 1.03 | 0.0346 | -0.0051 | |||||
| US46656UAA16 / JP Morgan Mortgage Trust 2023-HE1 | 0.29 | -10.46 | 0.0343 | -0.0101 | |||||
| US57108QAC78 / MARLETTE FUNDING TRUST 2021-3 SER 2021-3A CL C REGD 144A P/P 1.81000000 | 0.29 | -34.10 | 0.0340 | -0.0256 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 0.28 | 0.0331 | 0.0331 | ||||||
| US472481AA80 / Jefferson Capital Holdings LLC | 0.28 | 0.0328 | 0.0328 | ||||||
| US3137BLW951 / FHMS K050 A2 (MF) 3.334% 08-25-25 | 0.28 | -2.47 | 0.0325 | -0.0062 | |||||
| US053807AS28 / Avnet Inc Note M/w Clbl Bond | 0.27 | 0.0322 | 0.0322 | ||||||
| US89616KAC80 / Tricolor Auto Securitization Trust 2023-1 | 0.27 | -82.70 | 0.0316 | -0.1797 | |||||
| US36170JAC09 / GGAM Finance Ltd. | 0.26 | -0.78 | 0.0302 | -0.0050 | |||||
| US380355AF42 / goeasy Ltd | 0.26 | 0.00 | 0.0302 | -0.0049 | |||||
| US92512BAC72 / VEROS AUTO RECEIVABLES TRUST 2021-1 SER 2021-1 CL C REGD 144A P/P 3.64000000 | 0.26 | -23.35 | 0.0301 | -0.0155 | |||||
| US143658BL56 / Carnival Corp | 0.25 | 0.00 | 0.0295 | -0.0047 | |||||
| US33846QAG64 / Flagship Credit Auto Trust 2021-3 | 0.25 | 0.0295 | 0.0295 | ||||||
| US693981AC68 / PRKCM 2023-AFC1 Trust | 0.24 | -3.20 | 0.0285 | -0.0057 | |||||
| US3137HA3Y05 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.24 | 0.00 | 0.0281 | -0.0045 | |||||
| US3137F8MQ33 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.24 | 0.00 | 0.0277 | -0.0045 | |||||
| US3137FKWZ51 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.23 | -0.44 | 0.0266 | -0.0044 | |||||
| US35564KUW79 / Freddie Mac STACR REMIC Trust 2022-DNA3 | 0.21 | -9.21 | 0.0244 | -0.0068 | |||||
| US07876XAB91 / Bellemeade Re 2023-1 Ltd | 0.21 | -0.48 | 0.0243 | -0.0039 | |||||
| US66977WAP41 / NOVA Chemicals Corp | 0.20 | 0.50 | 0.0235 | -0.0036 | |||||
| US12626PAM59 / CRH America, Inc. | 0.20 | 0.00 | 0.0235 | -0.0037 | |||||
| US52608LAB62 / Lendbuzz Securitization Trust 2023-1 | 0.20 | -15.32 | 0.0234 | -0.0087 | |||||
| US91153LAA52 / United Shore Financial Services LLC | 0.20 | -0.50 | 0.0234 | -0.0038 | |||||
| US69546PAB67 / Pagaya AI Debt Trust 2023-5 | 0.20 | -86.32 | 0.0234 | -0.1751 | |||||
| US69548HAA41 / PAID_22-5 | 0.20 | -39.57 | 0.0232 | -0.0213 | |||||
| US23311VAG23 / DCP Midstream Operating LP | 0.19 | 0.00 | 0.0222 | -0.0036 | |||||
| US76088UAA60 / RPM_23-4A | 0.18 | -14.69 | 0.0213 | -0.0075 | |||||
| US92538UAC53 / Verus Securitization Trust 2022-3 | 0.17 | 0.00 | 0.0196 | -0.0030 | |||||
| US76089RAA23 / Research-Driven Pagaya Motor Asset Trust 2023-3 | 0.16 | -14.44 | 0.0188 | -0.0067 | |||||
| US04047AAE47 / Arivo Acceptance Auto Loan Receivables Trust 2021-1 | 0.15 | 0.00 | 0.0176 | -0.0027 | |||||
| NetCredit Combined Receivables 2024 LLC / ABS-O (US64113EAA73) | 0.14 | -30.65 | 0.0162 | -0.0110 | |||||
| US05368QAB32 / Avid Automobile Receivables Trust 2023-1 | 0.13 | -48.85 | 0.0157 | -0.0198 | |||||
| US04047JAA34 / Arivo Acceptance Auto Loan Receivables Trust 2022-2 | 0.13 | -18.06 | 0.0150 | -0.0062 | |||||
| US120568BB55 / Bunge Ltd Finance Corp | 0.12 | 0.00 | 0.0146 | -0.0022 | |||||
| ClickLease Equipment Receivables 2024-1 Trust / ABS-O (US18682FAA12) | 0.12 | -69.98 | 0.0143 | -0.0406 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.10 | 0.0118 | 0.0118 | ||||||
| US14686KAD90 / Carvana Auto Receivables Trust 2021-N2 | 0.10 | -13.16 | 0.0117 | -0.0040 | |||||
| US87470LAG68 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp | 0.10 | -1.01 | 0.0116 | -0.0020 | |||||
| US3137FFNQ68 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.10 | 0.00 | 0.0115 | -0.0018 | |||||
| US00161AAA07 / ACM AUTO TRUST | 0.09 | -84.90 | 0.0111 | -0.0730 | |||||
| US91683VAA26 / UPSTART SECURITIZATION TRUST | 0.09 | -54.12 | 0.0105 | -0.0160 | |||||
| US78432BAA70 / SG Residential Mortgage Trust 2019-3 | 0.08 | -28.18 | 0.0094 | -0.0057 | |||||
| US62886HBA86 / NCL Corp Ltd | 0.08 | -1.25 | 0.0094 | -0.0016 | |||||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.07 | -47.01 | 0.0084 | -0.0099 | |||||
| US91534HAA41 / Upstart Pass-Through Trust, Series 2021-ST4, Class A | 0.07 | -37.14 | 0.0079 | -0.0065 | |||||
| US91681MAA45 / UPSPT_21-ST1 | 0.06 | -60.00 | 0.0069 | -0.0129 | |||||
| US3137G1BF34 / FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2016-SC02 SER 2016-SC02 CL M2 V/R REGD 3.60663300 | 0.06 | 1.82 | 0.0066 | -0.0010 | |||||
| US30322MAD11 / FREED ABS TRUST 2021-3FP SER 2021-3FP CL D REGD 144A P/P 2.37000000 | 0.04 | -37.14 | 0.0053 | -0.0044 | |||||
| US89173HAB24 / TOWD POINT MORTGAGE TRUST 2017-2 SER 2017-2 CL A2 V/R REGD 144A P/P 3.25000000 | 0.03 | -31.11 | 0.0037 | -0.0025 | |||||
| US14687GAD79 / Carvana Auto Receivables Trust | 0.03 | -14.29 | 0.0036 | -0.0012 | |||||
| US52607QAA85 / LendingPoint Pass-Through Trust Series 2022-ST2 | 0.03 | -39.53 | 0.0031 | -0.0028 | |||||
| US04047EAA47 / Arivo Acceptance Auto Loan Receivables Trust 2022-1 | 0.02 | -39.47 | 0.0028 | -0.0025 | |||||
| US3137H2RS53 / Freddie Mac REMICS | 0.02 | -71.43 | 0.0026 | -0.0079 | |||||
| US90355FAA66 / USASF SERVICING LLC 3.98% 04/15/2025 | 0.02 | -40.00 | 0.0026 | -0.0023 | |||||
| US90355FAB40 / US Auto Funding Trust 2022-1 | 0.02 | -19.23 | 0.0025 | -0.0011 | |||||
| US91683NAA00 / Upstart Pass-Through Trust Series 2022-ST1 | 0.02 | -82.42 | 0.0019 | -0.0105 | |||||
| US 2YR NOTE (CBT) Jun25 / DIR (N/A) | -0.15 | -0.0174 | -0.0174 |
