Mga Batayang Estadistika
| Nilai Portofolio | $ 940,157,422 |
| Posisi Saat Ini | 595 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
SIIDX - Bernstein Intermediate Duration Institutional Portfolio telah mengungkapkan total kepemilikan 595 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 940,157,422 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama SIIDX - Bernstein Intermediate Duration Institutional Portfolio adalah AB Fixed Income Shares, Inc. - Government Money Market Portfolio (US:US0186167484) , United States Treasury Note/Bond - When Issued (US:US91282CJR34) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , US TREASURY NOTE 4.5% 11-15-33 (US:US91282CJJ18) , and United States Treasury Note/Bond (US:US91282CJF95) . Posisi baru SIIDX - Bernstein Intermediate Duration Institutional Portfolio meliputi: United States Treasury Note/Bond - When Issued (US:US91282CJR34) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , US TREASURY NOTE 4.5% 11-15-33 (US:US91282CJJ18) , United States Treasury Note/Bond (US:US91282CJF95) , and Ginnie Mae (US:US21H0506723) .
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 |
|---|---|---|---|---|
| 50.96 | 6.0116 | 6.0116 | ||
| 48.73 | 5.7492 | 5.7492 | ||
| 8.09 | 0.9547 | 0.9547 | ||
| 7.45 | 0.8784 | 0.8784 | ||
| 12.40 | 1.4630 | 0.5369 | ||
| 2.14 | 0.2525 | 0.2525 | ||
| 2.13 | 0.2515 | 0.2515 | ||
| 2.11 | 0.2492 | 0.2492 | ||
| 2.11 | 0.2491 | 0.2491 | ||
| 2.10 | 0.2481 | 0.2481 |
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 |
|---|---|---|---|---|
| 30.62 | 30.62 | 3.6124 | -5.5808 | |
| 7.12 | 0.8403 | -0.4151 | ||
| 12.33 | 1.4551 | -0.2068 | ||
| 10.63 | 1.2539 | -0.1715 | ||
| 5.04 | 0.5947 | -0.0843 | ||
| 1.45 | 0.1715 | -0.0679 | ||
| 1.57 | 0.1851 | -0.0635 | ||
| 0.75 | 0.0882 | -0.0576 | ||
| 3.04 | 0.3591 | -0.0522 | ||
| 0.23 | 0.0266 | -0.0520 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-26 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| U.S. Treasury Bills / STIV (US912797PN17) | 50.96 | 6.0116 | 6.0116 | ||||||
| U.S. Treasury Bills / STIV (US912797NX17) | 48.73 | 5.7492 | 5.7492 | ||||||
| US0186167484 / AB Fixed Income Shares, Inc. - Government Money Market Portfolio | 30.62 | -60.42 | 30.62 | -60.42 | 3.6124 | -5.5808 | |||
| US91282CJR34 / United States Treasury Note/Bond - When Issued | 18.85 | 0.75 | 2.2238 | 0.0008 | |||||
| U.S. Treasury Notes / DBT (US91282CKD29) | 17.28 | 0.67 | 2.0381 | -0.0009 | |||||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 16.03 | 31.96 | 1.8910 | 0.2404 | |||||
| US91282CJJ18 / US TREASURY NOTE 4.5% 11-15-33 | 13.53 | 0.57 | 1.5966 | -0.0023 | |||||
| US91282CJF95 / United States Treasury Note/Bond | 13.02 | 0.49 | 1.5359 | -0.0035 | |||||
| U.S. Treasury Notes / DBT (US91282CKX82) | 12.40 | 59.12 | 1.4630 | 0.5369 | |||||
| US21H0506723 / Ginnie Mae | 12.33 | 0.85 | 1.4551 | -0.2068 | |||||
| US3130AWN632 / Federal Home Loan Banks | 10.69 | 0.57 | 1.2606 | -0.0018 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 10.63 | 1.33 | 1.2539 | -0.1715 | |||||
| US912810QD37 / United States Treas Bds Bond | 10.53 | -1.07 | 1.2421 | -0.0225 | |||||
| US01F0206791 / UMBS, 30 Year, Single Family | 10.33 | 33.77 | 1.2183 | 0.1693 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 10.05 | 1.27 | 1.1856 | 0.0064 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 9.16 | 14.38 | 1.0801 | -0.0077 | |||||
| US91282CJA09 / United States Treasury Note/Bond | 8.92 | 0.51 | 1.0528 | -0.0023 | |||||
| US912810SJ88 / United States Treas Bds Bond | 8.36 | -2.08 | 0.9865 | -0.0281 | |||||
| US91282CHA27 / United States Treasury Note/Bond | 8.22 | 0.69 | 0.9700 | -0.0003 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 8.09 | 0.9547 | 0.9547 | ||||||
| US21H0606713 / Ginnie Mae | 7.45 | 0.8784 | 0.8784 | ||||||
| US91282CGC91 / United States Treasury Note/Bond | 7.39 | 0.50 | 0.8717 | -0.0018 | |||||
| US912810QA97 / United States Treas Bds Bond | 7.32 | -0.54 | 0.8633 | -0.0110 | |||||
| US912810TW80 / United States Treasury Note/Bond | 7.17 | -1.74 | 0.8455 | -0.0213 | |||||
| US21H0426799 / Ginnie Mae | 7.12 | -22.91 | 0.8403 | -0.4151 | |||||
| US912810TU25 / United States Treasury Note/Bond | 6.80 | -1.71 | 0.8019 | -0.0199 | |||||
| US31418D7E66 / UMBS | 6.71 | -1.91 | 0.7919 | -0.0212 | |||||
| EW / Edwards Lifesciences Corporation | 6.63 | 22.39 | 0.7823 | -0.0144 | |||||
| U.S. Treasury Notes / DBT (US91282CKG59) | 6.49 | 0.70 | 0.7652 | -0.0001 | |||||
| US91282CJN20 / US TREASURY N/B 4.375% 11-30-28 | 6.30 | 0.59 | 0.7429 | -0.0009 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 5.76 | 10.77 | 0.6799 | -0.0271 | |||||
| US912810TK43 / U.S. Treasury Bonds | 5.54 | -1.65 | 0.6532 | -0.0157 | |||||
| US912810TM09 / United States Treasury Note/Bond | 5.41 | -1.74 | 0.6388 | -0.0160 | |||||
| US912810SZ21 / United States Treasury Note/Bond | 5.40 | -2.46 | 0.6370 | -0.0207 | |||||
| US21H0526788 / Ginnie Mae | 5.04 | 0.88 | 0.5947 | -0.0843 | |||||
| U.S. Treasury Bonds / DBT (US912810TZ12) | 4.89 | -1.73 | 0.5766 | -0.0144 | |||||
| U.S. Treasury Bonds / DBT (US912810TX63) | 4.69 | -2.54 | 0.5531 | -0.0185 | |||||
| US3140M2LW08 / Fannie Mae Pool | 4.67 | -2.53 | 0.5505 | -0.0183 | |||||
| US3140QLGX88 / UMBS | 4.62 | -2.24 | 0.5451 | -0.0165 | |||||
| Home Equity Asset Trust 2007-3 / ABS-MBS (US43710TAF49) | 4.62 | -2.55 | 0.5447 | -0.0183 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 4.47 | -2.43 | 0.5268 | -0.0170 | |||||
| US3133KNWY56 / UMBS | 4.32 | -1.19 | 0.5096 | -0.0099 | |||||
| US912810SA79 / United States Treas Bds Bond | 4.08 | -1.97 | 0.4817 | -0.0132 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 4.07 | -2.18 | 0.4808 | -0.0142 | |||||
| US9128286B18 / United States Treasury Note/Bond | 3.77 | 1.05 | 0.4446 | 0.0015 | |||||
| US912810TN81 / United States Treasury Note/Bond | 3.76 | -2.44 | 0.4432 | -0.0143 | |||||
| US912810RS96 / United States Treas Bds Bond | 3.68 | -2.02 | 0.4345 | -0.0120 | |||||
| US3140M2QB16 / FANNIE MAE POOL FN BU1349 | 3.66 | -3.76 | 0.4323 | -0.0201 | |||||
| US912810TQ13 / United States Treasury Note/Bond | 3.58 | -1.76 | 0.4225 | -0.0107 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.48 | -1.11 | 0.4107 | -0.0077 | |||||
| US3132DWDS98 / Freddie Mac Pool | 3.42 | -2.17 | 0.4040 | -0.0119 | |||||
| US912810TR95 / United States Treasury Note/Bond | 3.27 | -2.53 | 0.3861 | -0.0129 | |||||
| US3140XGCD92 / Fannie Mae Pool | 3.22 | -2.27 | 0.3801 | -0.0117 | |||||
| US36179XX681 / Ginnie Mae II Pool | 3.18 | -4.34 | 0.3746 | -0.0198 | |||||
| US912810SK51 / United States Treasury Note/Bond | 3.16 | -2.11 | 0.3727 | -0.0108 | |||||
| US91282CGP05 / United States Treasury Note/Bond | 3.08 | 0.52 | 0.3639 | -0.0007 | |||||
| US912810TT51 / United States Treasury Note/Bond | 3.07 | -2.42 | 0.3622 | -0.0116 | |||||
| US21H0406734 / Ginnie Mae | 3.04 | 0.56 | 0.3591 | -0.0522 | |||||
| US3133B6UF51 / Freddie Mac Pool | 3.00 | -2.57 | 0.3535 | -0.0120 | |||||
| US05554BAA26 / BFLD Trust | 2.98 | 0.47 | 0.3511 | -0.0010 | |||||
| U.S. Treasury Bonds / DBT (US912810UB25) | 2.72 | -1.77 | 0.3214 | -0.0081 | |||||
| US3140QN6A57 / UMBS | 2.51 | -1.80 | 0.2956 | -0.0076 | |||||
| US337738AU25 / Fiserv Inc | 2.44 | 1.24 | 0.2884 | 0.0015 | |||||
| US13063BFR87 / CALIFORNIA ST | 2.44 | -0.49 | 0.2881 | -0.0035 | |||||
| US3133B93N20 / Freddie Mac Pool | 2.43 | -1.74 | 0.2872 | -0.0072 | |||||
| US35564KMH94 / Freddie Mac Structured Agency Credit Risk Debt Notes | 2.43 | 0.25 | 0.2865 | -0.0013 | |||||
| US35564KYP82 / Freddie Mac Structured Agency Credit Risk Debt Notes | 2.42 | 0.08 | 0.2851 | -0.0018 | |||||
| US46647PCU84 / JPMorgan Chase & Co | 2.34 | 1.78 | 0.2766 | 0.0028 | |||||
| US20754LAB53 / Fannie Mae Connecticut Avenue Securities | 2.32 | -0.04 | 0.2742 | -0.0021 | |||||
| US35564KKY46 / Freddie Mac STACR REMIC Trust 2021-DNA6 | 2.32 | -5.81 | 0.2734 | -0.0190 | |||||
| US3138MFS998 / Fannie Mae Pool | 2.30 | -2.63 | 0.2713 | -0.0093 | |||||
| US95000U2U64 / Wells Fargo & Co | 2.24 | 1.86 | 0.2647 | 0.0030 | |||||
| Athene Global Funding / DBT (US04685A3V13) | 2.20 | -0.18 | 0.2597 | -0.0023 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 2.14 | 0.2525 | 0.2525 | ||||||
| US912810SU34 / United States Treasury Note/Bond | 2.14 | -2.38 | 0.2522 | -0.0079 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 2.13 | 0.2515 | 0.2515 | ||||||
| R1SG34 / Republic Services, Inc. - Depositary Receipt (Common Stock) | 2.12 | 1.39 | 0.2504 | 0.0017 | |||||
| HMC / Honda Motor Co., Ltd. - Depositary Receipt (Common Stock) | 2.11 | 0.2492 | 0.2492 | ||||||
| Takeda US Financing Inc / DBT (US87406BAA08) | 2.11 | 0.2491 | 0.2491 | ||||||
| W1AB34 / Westinghouse Air Brake Technologies Corporation - Depositary Receipt (Common Stock) | 2.10 | 0.2481 | 0.2481 | ||||||
| AutoNation Finance Trust 2025-1 / ABS-O (US05330QAB86) | 2.09 | 0.2471 | 0.2471 | ||||||
| LG Energy Solution Ltd / DBT (US50205MAG42) | 2.09 | 0.43 | 0.2469 | -0.0007 | |||||
| US912810TG31 / U.S. Treasury Bonds | 2.08 | -2.35 | 0.2453 | -0.0077 | |||||
| Cisco Systems Inc / DBT (US17275RBX98) | 2.08 | 0.63 | 0.2448 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.05 | -1.68 | 0.2422 | -0.0060 | |||||
| Bank of America Corp / DBT (US06051GMQ90) | 2.05 | 1.79 | 0.2420 | 0.0027 | |||||
| IBM / International Business Machines Corporation - Depositary Receipt (Common Stock) | 2.05 | 1.43 | 0.2419 | 0.0017 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 2.04 | 0.2403 | 0.2403 | ||||||
| U.S. Treasury Notes / DBT (US91282CKQ32) | 2.03 | 0.45 | 0.2392 | -0.0006 | |||||
| Banque Federative du Credit Mutuel SA / DBT (US06675DCN03) | 2.01 | 0.65 | 0.2369 | -0.0002 | |||||
| American Credit Acceptance Receivables Trust 2025-2 / ABS-O (US024938AC60) | 2.00 | 0.2365 | 0.2365 | ||||||
| US05493BAA61 / BBCMS 2020-BID Mortgage Trust | 2.00 | 0.10 | 0.2357 | -0.0015 | |||||
| US35564KT581 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1A | 1.99 | 55.46 | 0.2352 | 0.0828 | |||||
| ACM Auto Trust 2025-2 / ABS-O (US00161TAA97) | 1.96 | 0.2307 | 0.2307 | ||||||
| US3140QN6B31 / UMBS | 1.95 | -4.32 | 0.2298 | -0.0120 | |||||
| US778296AC75 / Ross Stores Inc | 1.93 | 0.16 | 0.2274 | -0.0012 | |||||
| US808513BK01 / Charles Schwab Corp/The | 1.92 | 0.95 | 0.2264 | 0.0005 | |||||
| GILD / Gilead Sciences, Inc. - Depositary Receipt (Common Stock) | 1.91 | 0.84 | 0.2259 | 0.0002 | |||||
| Dell International LLC / EMC Corp / DBT (US24703DBP50) | 1.91 | 1.43 | 0.2258 | 0.0016 | |||||
| Mission Lane Credit Card Master Trust / ABS-O (US60510MBE75) | 1.91 | 0.11 | 0.2247 | -0.0014 | |||||
| Roche Holdings Inc / DBT (US771196CP58) | 1.90 | 0.63 | 0.2247 | -0.0002 | |||||
| W1MC34 / Waste Management, Inc. - Depositary Receipt (Common Stock) | 1.90 | 0.53 | 0.2246 | -0.0004 | |||||
| BMW US Capital LLC / DBT (US05565ECQ61) | 1.90 | 0.37 | 0.2241 | -0.0008 | |||||
| CA14913LAA85 / CATERP FIN S LTD | 1.90 | 0.11 | 0.2239 | -0.0013 | |||||
| US37046US851 / General Motors Financial Co Inc | 1.89 | 1.94 | 0.2227 | 0.0027 | |||||
| US00091JAA60 / AB ISSUER LLC | 1.88 | -1.83 | 0.2213 | -0.0058 | |||||
| Plains All American Pipeline LP / PAA Finance Corp / DBT (US72650RBP64) | 1.88 | 0.81 | 0.2212 | 0.0002 | |||||
| Enel Finance International NV / DBT (US29278GBE70) | 1.87 | 1.52 | 0.2205 | 0.0017 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755JAA16) | 1.86 | -3.67 | 0.2197 | -0.0099 | |||||
| AU3FN0029609 / AAI Ltd | 1.86 | 1.31 | 0.2193 | 0.0013 | |||||
| 30064K105 / Exacttarget, Inc. | 1.86 | 1.31 | 0.2193 | 0.0014 | |||||
| SBUX / Starbucks Corporation - Depositary Receipt (Common Stock) | 1.85 | 0.11 | 0.2187 | -0.0013 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.85 | -0.05 | 0.2180 | -0.0017 | |||||
| D1VN34 / Devon Energy Corporation - Depositary Receipt (Common Stock) | 1.85 | 0.71 | 0.2177 | 0.0000 | |||||
| US3130AK6H44 / Federal Home Loan Banks | 1.84 | 0.44 | 0.2168 | -0.0005 | |||||
| US25267TAN19 / DIAMOND ISSUER SHINE 2021-1A A | 1.83 | 0.22 | 0.2159 | -0.0011 | |||||
| ConocoPhillips Co / DBT (US20826FBN50) | 1.81 | -1.52 | 0.2140 | -0.0048 | |||||
| US64016NAC11 / Neighborly Issuer 2022-1 | 1.81 | -0.33 | 0.2131 | -0.0023 | |||||
| US3140MA4G67 / Fannie Mae Pool | 1.79 | -2.07 | 0.2117 | -0.0061 | |||||
| US36261CAC55 / GSF 2021 1 ISSUER LLC 08/26 1 | 1.78 | 0.34 | 0.2105 | -0.0008 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 1.77 | 0.2090 | 0.2090 | ||||||
| US718172CY31 / Philip Morris International Inc | 1.76 | -0.11 | 0.2071 | -0.0017 | |||||
| US718172DB29 / PHILIP MORRIS INTERNATIONAL INC | 1.74 | 1.34 | 0.2057 | 0.0012 | |||||
| CenterPoint Energy Houston Electric LLC / DBT (US15189XBF42) | 1.73 | 0.76 | 0.2041 | 0.0001 | |||||
| US404280EC98 / HSBC Holdings PLC | 1.72 | 1.90 | 0.2027 | 0.0023 | |||||
| US96145DAH89 / WRKCo Inc | 1.72 | 1.00 | 0.2024 | 0.0005 | |||||
| Lendbuzz Securitization Trust 2025-1 / ABS-O (US525938AC09) | 1.70 | 0.24 | 0.2009 | -0.0010 | |||||
| Prestige Auto Receivables Trust 2025-1 / ABS-O (US74113UAC62) | 1.70 | 0.2008 | 0.2008 | ||||||
| US87305QCQ29 / TTX Co. | 1.70 | -0.12 | 0.2004 | -0.0016 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 1.69 | 1.44 | 0.1992 | 0.0015 | |||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 1.69 | -0.30 | 0.1989 | -0.0020 | |||||
| US912810RC45 / United States Treas Bds Bond | 1.67 | -1.65 | 0.1973 | -0.0048 | |||||
| US02209SBJ15 / Altria Group Inc | 1.66 | 1.66 | 0.1956 | 0.0019 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 1.65 | 1.73 | 0.1948 | 0.0020 | |||||
| A5G / AIB Group plc | 1.65 | 0.1946 | 0.1946 | ||||||
| USN7163RAR41 / PROSUS NV SR UNSECURED REGS 07/31 3.061 | 1.65 | 2.94 | 0.1944 | 0.0042 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754VAB36) | 1.62 | 0.1907 | 0.1907 | ||||||
| US20753XAB01 / Fannie Mae Connecticut Avenue Securities | 1.60 | 0.19 | 0.1893 | -0.0009 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.59 | -3.86 | 0.1880 | -0.0090 | |||||
| Affirm Asset Securitization Trust 2025-X1 / ABS-O (US00834MAA18) | 1.59 | 0.1878 | 0.1878 | ||||||
| US912810PT97 / United States Treasury Note/Bond | 1.59 | -0.38 | 0.1873 | -0.0021 | |||||
| Lobel Automobile Receivables Trust 2025-1 / ABS-O (US53948RAA23) | 1.57 | -25.00 | 0.1851 | -0.0635 | |||||
| US41283LBA26 / HARLEY-DAVIDSON FINANCIAL SERVICES | 1.57 | -2.13 | 0.1846 | -0.0054 | |||||
| US341271AE46 / FLORIDA ST BRD OF ADMIN FIN CORP REVENUE | 1.56 | 1.10 | 0.1836 | 0.0007 | |||||
| Tricolor Auto Securitization Trust 2025-1 / ABS-O (US89617CAA99) | 1.55 | -12.32 | 0.1832 | -0.0271 | |||||
| US35564KNS41 / Freddie Mac STACR REMIC Trust 2021-HQA4 | 1.55 | 0.26 | 0.1825 | -0.0009 | |||||
| US912810RT79 / United States Treas Bds Bond | 1.55 | 239.56 | 0.1824 | 0.1282 | |||||
| USP3143NBK92 / Corp Nacional del Cobre de Chile | 1.54 | 0.59 | 0.1813 | -0.0003 | |||||
| US404280CH04 / HSBC Holdings PLC | 1.53 | 1.73 | 0.1806 | 0.0018 | |||||
| S1MF34 / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.53 | 0.79 | 0.1805 | 0.0002 | |||||
| ALA Trust 2025-OANA / ABS-MBS (US009920AA71) | 1.53 | 0.1803 | 0.1803 | ||||||
| US3140MA4D37 / Fannie Mae Pool | 1.50 | -2.21 | 0.1774 | -0.0053 | |||||
| R / Ryder System, Inc. | 1.50 | 0.67 | 0.1769 | -0.0001 | |||||
| ACA / Crédit Agricole S.A. | 1.50 | 1.70 | 0.1766 | 0.0018 | |||||
| XS1040508167 / Imperial Brands Finance plc | 1.50 | 1.22 | 0.1766 | 0.0009 | |||||
| Pagaya Ai Debt Grantor Trust 2024-9 / ABS-O (US69546QAB41) | 1.49 | -21.16 | 0.1763 | -0.0490 | |||||
| US3132DNA943 / Freddie Mac Pool | 1.48 | -2.83 | 0.1744 | -0.0064 | |||||
| US3138WPG652 / Fannie Mae Pool | 1.46 | -1.55 | 0.1727 | -0.0039 | |||||
| US3140QMZC14 / Fannie Mae Pool | 1.45 | -2.74 | 0.1716 | -0.0061 | |||||
| United Auto Credit Securitization Trust 2025-1 / ABS-O (US90945JAA51) | 1.45 | -27.81 | 0.1715 | -0.0679 | |||||
| US3133B93R34 / Freddie Mac Pool | 1.45 | -3.53 | 0.1712 | -0.0075 | |||||
| US05971U2C00 / Banco de Credito del Peru | 1.45 | 0.77 | 0.1707 | -0.0000 | |||||
| US629377CT71 / NRG Energy Inc | 1.43 | 1.71 | 0.1688 | 0.0015 | |||||
| G1MI34 / General Mills, Inc. - Depositary Receipt (Common Stock) | 1.42 | 1.21 | 0.1676 | 0.0008 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.42 | -2.47 | 0.1676 | -0.0055 | |||||
| US35564KWT23 / STACR_22-DNA4 | 1.41 | 0.07 | 0.1665 | -0.0011 | |||||
| Freddie Mac Stacr Remic Trust 2025-Hqa1 / ABS-MBS (US35564NGY31) | 1.41 | -12.00 | 0.1661 | -0.0241 | |||||
| US64016NAE76 / Neighborly Issuer 2023-1 | 1.40 | 0.14 | 0.1652 | -0.0009 | |||||
| Freddie Mac STACR REMIC Trust 2024-HQA2 / ABS-MBS (US35564NDZ33) | 1.40 | -10.73 | 0.1649 | -0.0211 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 1.39 | -0.22 | 0.1638 | -0.0016 | |||||
| NMEF Funding 2024-A LLC / ABS-O (US62919UAB98) | 1.38 | -14.25 | 0.1633 | -0.0286 | |||||
| US212015AV31 / Continental Resources Inc/OK | 1.37 | 0.44 | 0.1617 | -0.0004 | |||||
| Lendbuzz Securitization Trust 2025-2 / ABS-O (US52611JAB61) | 1.37 | 0.1616 | 0.1616 | ||||||
| US91412HKE26 / UNIV OF CALIFORNIA CA REVENUES | 1.37 | 0.96 | 0.1616 | 0.0003 | |||||
| KBC / KBC Group NV | 1.36 | 1.04 | 0.1610 | 0.0005 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 1.36 | -15.66 | 0.1602 | -0.0310 | |||||
| US345340AD52 / Ford Credit Auto Owner Trust 2021-REV1 | 1.36 | 0.52 | 0.1600 | -0.0003 | |||||
| US83368RBH49 / Societe Generale SA | 1.35 | 0.97 | 0.1592 | 0.0003 | |||||
| US225401AY40 / Credit Suisse Group AG | 1.35 | -0.44 | 0.1589 | -0.0018 | |||||
| MA / Mastercard Incorporated - Depositary Receipt (Common Stock) | 1.34 | 0.90 | 0.1583 | 0.0003 | |||||
| U.S. Treasury Bonds / DBT (US912810UA42) | 1.32 | -2.52 | 0.1554 | -0.0052 | |||||
| US77341LAA70 / Rockford Tower CLO 2021-2 Ltd | 1.31 | 0.15 | 0.1548 | -0.0009 | |||||
| MDLZ / Mondelez International, Inc. - Depositary Receipt (Common Stock) | 1.31 | 0.1545 | 0.1545 | ||||||
| Principal Life Global Funding II / DBT (US74256LEY11) | 1.29 | 0.62 | 0.1526 | -0.0001 | |||||
| US912810TH14 / United States Treasury Note/Bond | 1.27 | -1.62 | 0.1503 | -0.0036 | |||||
| AES Andes SA / DBT (US00111VAD91) | 1.27 | 1.52 | 0.1499 | 0.0011 | |||||
| Freddie Mac STACR REMIC Trust 2024-DNA3 / ABS-MBS (US35564NEY58) | 1.27 | -14.44 | 0.1497 | -0.0265 | |||||
| US29365BAA17 / ENTG 4 3/4 04/15/29 | 1.26 | 2.61 | 0.1484 | 0.0028 | |||||
| US92212WAE03 / VAR ENERGI ASA | 1.26 | 0.56 | 0.1481 | -0.0003 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 1.24 | 0.1467 | 0.1467 | ||||||
| US20754DAB38 / CAS_22-R05 | 1.24 | 0.08 | 0.1461 | -0.0009 | |||||
| US14040HDA05 / Capital One Financial Corp | 1.24 | 1.89 | 0.1460 | 0.0017 | |||||
| Mars Inc / DBT (US571676AX38) | 1.22 | 0.49 | 0.1442 | -0.0004 | |||||
| US67555JAA43 / Ochsner LSU Health System of North Louisiana | 1.21 | 2.28 | 0.1430 | 0.0022 | |||||
| Hungary Government International Bond / DBT (US445545AX42) | 1.21 | 0.1429 | 0.1429 | ||||||
| US63861VAF40 / Nationwide Building Society | 1.21 | 0.92 | 0.1426 | 0.0003 | |||||
| US92212WAD20 / VAR ENERGI ASA | 1.20 | 0.08 | 0.1415 | -0.0009 | |||||
| Brex Commercial Charge Card Master Trust / ABS-O (US05601DAE31) | 1.20 | -0.25 | 0.1412 | -0.0014 | |||||
| BNP / BNP Paribas SA | 1.16 | 0.87 | 0.1372 | 0.0002 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAE67) | 1.15 | -1.96 | 0.1360 | -0.0037 | |||||
| US225401AU28 / Credit Suisse Group AG | 1.15 | 1.86 | 0.1355 | 0.0016 | |||||
| Santander UK Group Holdings PLC / DBT (US80281LAU98) | 1.14 | 0.80 | 0.1342 | 0.0001 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.13 | 0.1336 | 0.1336 | ||||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 1.12 | 1.63 | 0.1324 | 0.0011 | |||||
| US20754MBZ95 / Connecticut Avenue Securities Trust 2022-R07 | 1.11 | -8.02 | 0.1314 | -0.0125 | |||||
| US05369AAK79 / Aviation Capital Group LLC | 1.11 | 0.82 | 0.1313 | 0.0001 | |||||
| US01609WAX02 / Alibaba Group Holding Ltd | 1.11 | 1.19 | 0.1309 | 0.0006 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 1.10 | 0.1301 | 0.1301 | ||||||
| US345370DA55 / Ford Motor Co | 1.10 | 2.34 | 0.1292 | 0.0020 | |||||
| US3140JYGR15 / Fannie Mae Pool | 1.09 | -14.98 | 0.1287 | -0.0237 | |||||
| US3132DWD674 / Freddie Mac Pool | 1.09 | -1.98 | 0.1286 | -0.0036 | |||||
| Mission Lane Credit Card Master Trust / ABS-O (US60510MBK36) | 1.09 | -0.09 | 0.1284 | -0.0010 | |||||
| US912810RX81 / United States Treas Bds Bond | 1.08 | -1.99 | 0.1280 | -0.0035 | |||||
| SIMN34 / Simon Property Group, Inc. - Depositary Receipt (Common Stock) | 1.08 | 1.50 | 0.1277 | 0.0010 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA1 / ABS-MBS (US35564NFY40) | 1.07 | -12.62 | 0.1267 | -0.0193 | |||||
| US20754KAB70 / Fannie Mae Connecticut Avenue Securities | 1.07 | -0.28 | 0.1264 | -0.0013 | |||||
| US591560AA57 / MetLife Capital Trust IV | 1.06 | -0.09 | 0.1255 | -0.0011 | |||||
| US20754QAA67 / Fannie Mae Connecticut Avenue Securities | 1.06 | -4.25 | 0.1250 | -0.0064 | |||||
| US279158AT64 / Ecopetrol SA | 1.04 | -0.48 | 0.1221 | -0.0015 | |||||
| Morgan Stanley Bank NA / DBT (US61690U8B93) | 1.03 | 0.29 | 0.1220 | -0.0005 | |||||
| US571903BL69 / Marriott International Inc/MD | 1.03 | 1.17 | 0.1220 | 0.0005 | |||||
| US46115HCD70 / Intesa Sanpaolo SpA | 1.03 | 1.18 | 0.1216 | 0.0005 | |||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | 1.03 | 0.00 | 0.1214 | -0.0009 | |||||
| US02005NBT63 / Ally Financial Inc | 1.03 | 0.88 | 0.1211 | 0.0002 | |||||
| US912810TD00 / United States Treasury Note/Bond | 1.02 | -2.48 | 0.1207 | -0.0039 | |||||
| US12803RAB06 / CaixaBank SA | 1.02 | -0.39 | 0.1201 | -0.0013 | |||||
| US3138X6P584 / Fannie Mae Pool | 1.01 | -3.07 | 0.1191 | -0.0046 | |||||
| US35564KFV61 / Freddie Mac STACR REMIC Trust 2021-HQA2 | 1.00 | 0.1178 | 0.1178 | ||||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.98 | 1.97 | 0.1160 | 0.0014 | |||||
| US95000KBH77 / Wells Fargo Commercial Mortgage Trust 2016-NXS6 | 0.98 | 1.03 | 0.1157 | 0.0003 | |||||
| US3133A1B926 / Freddie Mac Pool | 0.98 | -4.31 | 0.1154 | -0.0061 | |||||
| USN15516AB83 / Braskem Netherlands Finance BV | 0.98 | -8.19 | 0.1151 | -0.0111 | |||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0.97 | 1.04 | 0.1144 | 0.0004 | |||||
| MCOR34 / Moody's Corporation - Depositary Receipt (Common Stock) | 0.97 | 1.57 | 0.1143 | 0.0009 | |||||
| US3140JXTG30 / Fannie Mae Pool | 0.96 | -1.64 | 0.1129 | -0.0028 | |||||
| Freddie Mac STACR REMIC Trust 2024-HQA1 / ABS-MBS (US35564NBX03) | 0.96 | -14.57 | 0.1129 | -0.0201 | |||||
| US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | 0.95 | 0.85 | 0.1119 | 0.0001 | |||||
| US3137FRZU80 / FHLMC CMO IO | 0.95 | 1.28 | 0.1118 | 0.0007 | |||||
| US14687KAG13 / Carvana Auto Receivables Trust | 0.94 | 1.18 | 0.1111 | 0.0006 | |||||
| US097023DB86 / Boeing Co/The | 0.94 | 1.18 | 0.1110 | 0.0005 | |||||
| US92556VAD82 / UPJOHN INC 2.7 6/30 | 0.94 | 34.73 | 0.1104 | 0.0279 | |||||
| Amazon Conservation DAC / DBT (US02315JAA25) | 0.93 | 0.11 | 0.1092 | -0.0007 | |||||
| US3140K3BF87 / Fannie Mae Pool | 0.91 | -2.97 | 0.1078 | -0.0042 | |||||
| US361841AR08 / GLP Capital LP / GLP Financing II Inc | 0.91 | 1.78 | 0.1078 | 0.0012 | |||||
| USP3762TAA99 / Engie Energia Chile SA | 0.91 | 1.46 | 0.1068 | 0.0007 | |||||
| US44891ACN54 / Hyundai Capital America | 0.91 | 0.33 | 0.1068 | -0.0005 | |||||
| US037833ER75 / Apple Inc | 0.90 | -1.74 | 0.1067 | -0.0027 | |||||
| US912810PW27 / Us Treasury Bond | 0.90 | -0.44 | 0.1059 | -0.0012 | |||||
| USP6040KAB37 / Kallpa Generacion SA | 0.89 | 0.34 | 0.1055 | -0.0003 | |||||
| US912810TS78 / United States Treasury Note/Bond | 0.89 | -1.76 | 0.1053 | -0.0026 | |||||
| US404280DS59 / HSBC Holdings PLC | 0.89 | 1.49 | 0.1045 | 0.0009 | |||||
| US25265LAC46 / DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A B 144A | 0.88 | 0.00 | 0.1042 | -0.0008 | |||||
| CABK / CaixaBank, S.A. | 0.88 | 1.38 | 0.1041 | 0.0006 | |||||
| Chile Electricity Lux Mpc II Sarl / DBT (US16882LAA08) | 0.87 | -1.80 | 0.1031 | -0.0027 | |||||
| US552676AQ11 / M.d.c. Holdings, Inc. 6.00% 01/15/43 | 0.87 | -7.92 | 0.1030 | -0.0096 | |||||
| US05964HAV78 / BANCO SANTANDER SA 6.921000% 08/08/2033 | 0.87 | 2.12 | 0.1022 | 0.0014 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0.87 | 0.93 | 0.1021 | 0.0003 | |||||
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl / DBT (US47214BAC28) | 0.86 | 1.06 | 0.1010 | 0.0003 | |||||
| US141781BZ62 / Cargill Inc | 0.85 | 1.31 | 0.1006 | 0.0007 | |||||
| Glencore Funding LLC / DBT (US378272BY34) | 0.85 | 0.59 | 0.1002 | -0.0001 | |||||
| DANSKE / Danske Bank A/S | 0.84 | 1.08 | 0.0994 | 0.0003 | |||||
| US80285XAD75 / Santander Drive Auto Receivables Trust 2023-3 | 0.84 | -0.12 | 0.0987 | -0.0009 | |||||
| US20754NAB10 / Connecticut Avenue Securities Trust 2022-R06 | 0.83 | -7.17 | 0.0977 | -0.0084 | |||||
| Benefit Street Partners CLO XXXVIII Ltd / ABS-CBDO (US08183FAA66) | 0.82 | 0.12 | 0.0967 | -0.0005 | |||||
| US05608BAN01 / BX Commercial Mortgage Trust 2019-IMC | 0.82 | -0.97 | 0.0967 | -0.0016 | |||||
| Woodside Finance Ltd / DBT (US980236AV51) | 0.82 | 0.0966 | 0.0966 | ||||||
| Mission Lane Credit Card Master Trust / ABS-O (US60510MAY49) | 0.82 | 0.00 | 0.0965 | -0.0007 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.81 | 2.65 | 0.0958 | 0.0017 | |||||
| Equify ABS 2024-1 LLC / ABS-O (US29445TAA60) | 0.81 | -13.63 | 0.0950 | -0.0158 | |||||
| US92840VAQ59 / Vistra Operations Co. LLC | 0.80 | 2.18 | 0.0942 | 0.0013 | |||||
| US36261CAA99 / GSF 2021 1 ISSUER LLC 08/26 1 | 0.80 | -18.29 | 0.0938 | -0.0219 | |||||
| US05964HAQ83 / Banco Santander SA | 0.80 | 0.51 | 0.0938 | -0.0003 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.79 | 0.38 | 0.0934 | -0.0003 | |||||
| ACM Auto Trust 2024-2 / ABS-O (US00461WAA99) | 0.79 | -31.75 | 0.0934 | -0.0444 | |||||
| US64035GAC33 / Nelnet Student Loan Trust 2021-C | 0.79 | 1.41 | 0.0933 | 0.0007 | |||||
| US20754EAA38 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 0.79 | -7.71 | 0.0932 | -0.0085 | |||||
| US06738ECG89 / Barclays PLC | 0.79 | 1.95 | 0.0927 | 0.0011 | |||||
| US172967MU24 / CITIGROUP INC JR SUBORDINA 12/99 VAR | 0.78 | 0.77 | 0.0923 | -0.0000 | |||||
| US35564KL315 / Freddie Mac STACR REMIC Trust 2022-DNA7 | 0.77 | -14.48 | 0.0913 | -0.0163 | |||||
| US31335AY516 / Freddie Mac Gold Pool | 0.77 | -3.01 | 0.0912 | -0.0035 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 0.77 | 0.0908 | 0.0908 | ||||||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 0.76 | -0.26 | 0.0902 | -0.0009 | |||||
| Carvana Auto Receivables Trust 2024-P4 / ABS-O (US14076LAB99) | 0.76 | -26.93 | 0.0894 | -0.0338 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.76 | 0.40 | 0.0892 | -0.0003 | |||||
| US411707AF99 / Hardee's Funding LLC | 0.75 | -0.13 | 0.0885 | -0.0008 | |||||
| US38141GYU20 / Goldman Sachs Group Inc/The | 0.75 | 1.35 | 0.0885 | 0.0006 | |||||
| Carvana Auto Receivables Trust 2024-P3 / ABS-O (US146919AB16) | 0.75 | -39.07 | 0.0882 | -0.0576 | |||||
| AS Mileage Plan IP Ltd / DBT (US00218QAB68) | 0.75 | 1.36 | 0.0880 | 0.0006 | |||||
| US682680BL63 / CORPORATE BONDS | 0.74 | 0.95 | 0.0876 | 0.0002 | |||||
| US35564KUX52 / Freddie Mac STACR REMIC Trust 2022-DNA3 | 0.73 | 0.14 | 0.0864 | -0.0005 | |||||
| US09659W2T04 / BNP Paribas SA | 0.73 | 0.83 | 0.0860 | 0.0001 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.73 | 1.82 | 0.0860 | 0.0009 | |||||
| US25714PEF18 / Dominican Republic International Bond | 0.73 | 1.26 | 0.0858 | 0.0005 | |||||
| US212015AT84 / Continental Resources Inc/OK | 0.72 | 0.14 | 0.0855 | -0.0005 | |||||
| XS2262961076 / ZF Finance GmbH | 0.72 | -1.10 | 0.0848 | -0.0015 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.72 | 0.28 | 0.0846 | -0.0004 | |||||
| US98313RAH93 / Wynn Macau Ltd | 0.72 | 2.00 | 0.0845 | 0.0011 | |||||
| Florida Power & Light Co / DBT (US341081GU57) | 0.72 | 0.70 | 0.0844 | 0.0000 | |||||
| Ballyrock CLO 27 Ltd / ABS-CBDO (US05874UAA34) | 0.71 | 0.00 | 0.0843 | -0.0006 | |||||
| US26443KAB17 / DUKE ENERGY CAROLINAS NC STORM FUNDING LLC 2.617000% 07/01/2041 | 0.71 | -0.84 | 0.0840 | -0.0013 | |||||
| A1EP34 / American Electric Power Company, Inc. - Depositary Receipt (Common Stock) | 0.71 | 2.30 | 0.0840 | 0.0013 | |||||
| US64034YAC57 / Nelnet Student Loan Trust 2021-D | 0.71 | 1.72 | 0.0840 | 0.0008 | |||||
| US12564NAL64 / CLNY Trust 2019-IKPR | 0.71 | 0.85 | 0.0838 | 0.0002 | |||||
| FI4000223532 / Kojamo Oyj | 0.70 | 1.89 | 0.0829 | 0.0010 | |||||
| AS Mileage Plan IP Ltd / DBT (US00218QAA85) | 0.70 | 1.01 | 0.0829 | 0.0002 | |||||
| US67091TAA34 / OCP SA | 0.70 | 0.0822 | 0.0822 | ||||||
| Pagaya Point of Sale Holdings Grantor Trust 2025-1 / ABS-O (US694952AA06) | 0.68 | 0.0802 | 0.0802 | ||||||
| A2XO34 / Axon Enterprise, Inc. - Depositary Receipt (Common Stock) | 0.67 | 1.82 | 0.0795 | 0.0009 | |||||
| US3132Y3ZL14 / Freddie Mac Gold Pool | 0.67 | -4.67 | 0.0794 | -0.0046 | |||||
| S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) | 0.67 | 1.52 | 0.0787 | 0.0007 | |||||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0.66 | 1.07 | 0.0782 | 0.0003 | |||||
| US92840MAC64 / Vistra Corp | 0.66 | 0.00 | 0.0774 | -0.0006 | |||||
| NMKBP / Niagara Mohawk Power Corporation - Preferred Security | 0.65 | 0.93 | 0.0767 | 0.0001 | |||||
| US45674CAA18 / INFOR INC SR UNSECURED 144A 07/25 1.75 | 0.65 | 0.78 | 0.0764 | 0.0001 | |||||
| US912810RQ31 / United States Treas Bds Bond | 0.65 | -1.97 | 0.0763 | -0.0021 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.64 | 0.0759 | 0.0759 | ||||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 0.64 | 0.79 | 0.0756 | 0.0001 | |||||
| US3138WJGA02 / FNMA 15YR 2.5% 11/01/2031#AS8292 | 0.63 | -5.23 | 0.0749 | -0.0047 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHZ96) | 0.63 | 0.0746 | 0.0746 | ||||||
| GLS Auto Receivables Issuer Trust 2024-3 / ABS-O (US37989AAC80) | 0.63 | -35.64 | 0.0746 | -0.0421 | |||||
| US949746TD35 / Wells Fargo & Co | 0.63 | 2.11 | 0.0742 | 0.0010 | |||||
| US20753ACJ16 / Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | 0.62 | -11.99 | 0.0737 | -0.0106 | |||||
| TSNF34 / Tyson Foods, Inc. - Depositary Receipt (Common Stock) | 0.62 | 1.14 | 0.0732 | 0.0003 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) | 0.60 | 0.0711 | 0.0711 | ||||||
| XS1973748707 / SWISS RE FINANCE LUX COMPANY GUAR REGS 04/49 VAR | 0.60 | 0.67 | 0.0705 | -0.0000 | |||||
| US35564KP373 / Freddie Mac STACR REMIC Trust 2023-DNA1 | 0.60 | -7.74 | 0.0704 | -0.0064 | |||||
| Tesla Auto Lease Trust 2024-A / ABS-O (US88166VAD82) | 0.59 | -0.34 | 0.0699 | -0.0007 | |||||
| Oportun Funding Trust 2024-3 / ABS-O (US68377NAA90) | 0.59 | -30.06 | 0.0698 | -0.0306 | |||||
| ACA / Crédit Agricole S.A. | 0.58 | 0.0689 | 0.0689 | ||||||
| ACM Auto Trust 2025-1 / ABS-O (US00161EAA29) | 0.58 | -24.35 | 0.0687 | -0.0227 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.58 | 0.35 | 0.0684 | -0.0002 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.58 | 0.0684 | 0.0684 | ||||||
| XS2272845798 / VZ Vendor Financing II BV | 0.58 | 10.96 | 0.0681 | 0.0063 | |||||
| Affirm Asset Securitization Trust 2024-X2 / ABS-O (US00833QAA31) | 0.58 | -36.07 | 0.0680 | -0.0391 | |||||
| US25216BAB80 / Dext ABS 2023-1 LLC | 0.57 | -26.22 | 0.0678 | -0.0248 | |||||
| US06279JAC36 / Bank of Ireland Group PLC | 0.57 | -0.35 | 0.0676 | -0.0007 | |||||
| US195325DS19 / Colombia Government International Bond | 0.57 | 1.42 | 0.0675 | 0.0004 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.57 | 0.71 | 0.0667 | 0.0000 | |||||
| OCP CLO 2024-34 Ltd / ABS-CBDO (US67570MAA80) | 0.56 | 0.18 | 0.0663 | -0.0004 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755RAB15) | 0.56 | -26.87 | 0.0659 | -0.0248 | |||||
| US20755AAB89 / Connecticut Avenue Securities Trust 2023-R02 | 0.56 | -5.45 | 0.0655 | -0.0042 | |||||
| US3140Q9T452 / Fannie Mae Pool | 0.55 | -4.05 | 0.0644 | -0.0032 | |||||
| US64034QAC24 / Nelnet Student Loan Trust | 0.55 | 0.55 | 0.0644 | -0.0001 | |||||
| US63875FAA49 / Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class A | 0.54 | 0.75 | 0.0635 | -0.0000 | |||||
| US225401AP33 / Credit Suisse Group AG | 0.54 | 1.32 | 0.0634 | 0.0005 | |||||
| US61764PAN24 / Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class D | 0.53 | 0.00 | 0.0631 | -0.0004 | |||||
| US539439AW91 / Lloyds Banking Group PLC | 0.53 | 0.76 | 0.0622 | -0.0000 | |||||
| US26884TAV44 / ERAC USA Finance LLC | 0.52 | 0.77 | 0.0617 | 0.0001 | |||||
| Hyundai Capital America / DBT (US44891ACX37) | 0.52 | 0.19 | 0.0612 | -0.0003 | |||||
| Glencore Funding LLC / DBT (US378272BR82) | 0.52 | 0.19 | 0.0609 | -0.0003 | |||||
| US404280CT42 / HSBC Holdings PLC | 0.52 | 1.58 | 0.0609 | 0.0005 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754TAB89) | 0.52 | -1.15 | 0.0609 | -0.0011 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.51 | 1.99 | 0.0604 | 0.0008 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.51 | 1.39 | 0.0604 | 0.0004 | |||||
| US3132Y3BL79 / Freddie Mac Gold Pool | 0.51 | -0.78 | 0.0599 | -0.0009 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 0.51 | 0.20 | 0.0599 | -0.0003 | |||||
| US3140E6KU53 / UMBS | 0.51 | -4.52 | 0.0598 | -0.0033 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.50 | 0.0591 | 0.0591 | ||||||
| G1MI34 / General Mills, Inc. - Depositary Receipt (Common Stock) | 0.50 | 0.20 | 0.0589 | -0.0003 | |||||
| US161175CD44 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.49 | 2.28 | 0.0584 | 0.0009 | |||||
| A2XO34 / Axon Enterprise, Inc. - Depositary Receipt (Common Stock) | 0.49 | 2.08 | 0.0580 | 0.0008 | |||||
| US31335A6X17 / Freddie Mac Gold Pool | 0.49 | -5.21 | 0.0580 | -0.0036 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 0.49 | 0.0577 | 0.0577 | ||||||
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple / DBT (US05974EAA82) | 0.48 | 2.12 | 0.0568 | 0.0008 | |||||
| US74365PAG37 / Prosus NV | 0.48 | 0.84 | 0.0564 | 0.0001 | |||||
| Flagship Credit Auto Trust 2024-3 / ABS-O (US33843YAA55) | 0.48 | -17.19 | 0.0564 | -0.0121 | |||||
| US3140HAXF26 / Fannie Mae Pool | 0.48 | -0.62 | 0.0564 | -0.0008 | |||||
| JH North America Holdings Inc / DBT (US46593WAA36) | 0.47 | 0.0559 | 0.0559 | ||||||
| US03027XCC20 / American Tower Corp | 0.47 | 0.64 | 0.0559 | 0.0000 | |||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 0.47 | 0.0550 | 0.0550 | ||||||
| US200447AL44 / COMISION FEDERAL DE ELEC REGD 144A P/P 4.68800000 | 0.47 | 1.75 | 0.0549 | 0.0006 | |||||
| Hilton Domestic Operating Co Inc / DBT (US432833AP66) | 0.46 | 1.75 | 0.0548 | 0.0006 | |||||
| H1AS34 / Hasbro, Inc. - Depositary Receipt (Common Stock) | 0.46 | 0.43 | 0.0547 | -0.0002 | |||||
| US03027XBV10 / American Tower Corp | 0.46 | 0.44 | 0.0543 | -0.0001 | |||||
| Long: BS2LOP2 IRS USD R V 00MSOFR IS2LOQ3 CCPOIS / Short: BS2LOP2 IRS USD P F 1.53700 IS2LOP2 CCPOIS / DIR (000000000) | 0.46 | 0.0543 | 0.0543 | ||||||
| NEXA / Nexa Resources S.A. | 0.46 | 0.66 | 0.0542 | -0.0001 | |||||
| US31417EJG70 / Fannie Mae Pool | 0.46 | -1.93 | 0.0541 | -0.0015 | |||||
| US904678AU32 / UniCredit SpA | 0.46 | 0.66 | 0.0539 | -0.0001 | |||||
| S56431109 / Northam Platinum Holdings Ltd | 0.46 | 1.34 | 0.0537 | 0.0003 | |||||
| Pagaya AI Debt Trust 2024-3 / ABS-O (US69547XAA00) | 0.45 | -16.51 | 0.0532 | -0.0109 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.45 | 0.0529 | 0.0529 | ||||||
| Sodexo Inc / DBT (US833794AD25) | 0.45 | 0.0528 | 0.0528 | ||||||
| Hyundai Capital America / DBT (US44891ACT25) | 0.45 | 0.22 | 0.0528 | -0.0003 | |||||
| US411707AH55 / Hardee's Funding LLC | 0.44 | -0.45 | 0.0525 | -0.0006 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.44 | 1.16 | 0.0516 | 0.0002 | |||||
| US31346YAV56 / Freddie Mac Pool | 0.44 | -2.02 | 0.0516 | -0.0014 | |||||
| US36166VAE56 / GCI Funding I LLC | 0.44 | -3.11 | 0.0515 | -0.0021 | |||||
| US014916AA85 / CORP. NOTE | 0.43 | 0.46 | 0.0512 | -0.0001 | |||||
| USL01343AA79 / Aegea Finance Sarl | 0.43 | 0.70 | 0.0508 | 0.0000 | |||||
| TRGP / Targa Resources Corp. | 0.43 | 0.0506 | 0.0506 | ||||||
| US14040HCX17 / Capital One Financial Corp. | 0.43 | 0.71 | 0.0503 | 0.0000 | |||||
| SBNA Auto Receivables Trust 2025-SF1 / ABS-O (US78437XAB29) | 0.42 | 0.0500 | 0.0500 | ||||||
| US378272BQ00 / Glencore Funding LLC | 0.42 | 1.20 | 0.0499 | 0.0002 | |||||
| US31417DRX39 / Fannie Mae Pool | 0.42 | -1.17 | 0.0497 | -0.0010 | |||||
| US12803VAA35 / CAJUN 2021-1 A2 11/51 | 0.42 | 1.20 | 0.0497 | 0.0003 | |||||
| Research-Driven Pagaya Motor Trust 2024-1 / ABS-O (US76088YAA82) | 0.42 | -15.52 | 0.0495 | -0.0095 | |||||
| Santander Drive Auto Receivables Trust 2024-4 / ABS-O (US802919AB63) | 0.42 | -47.30 | 0.0495 | -0.0450 | |||||
| US20754AAA16 / Fannie Mae Connecticut Avenue Securities | 0.42 | -24.59 | 0.0493 | -0.0165 | |||||
| Dell International LLC / EMC Corp / DBT (US24703TAP12) | 0.42 | 0.97 | 0.0492 | 0.0001 | |||||
| US53944YAU73 / Lloyds Banking Group PLC | 0.42 | 1.46 | 0.0492 | 0.0004 | |||||
| US00109AAB35 / AES Panama Generation Holdings SRL | 0.42 | 0.97 | 0.0492 | 0.0002 | |||||
| US853254CT59 / STANDARD CHARTERED PLC REGD 144A P/P 6.18700000 | 0.41 | -0.24 | 0.0488 | -0.0005 | |||||
| US28504KAA51 / Electricite de France SA | 0.41 | 0.49 | 0.0488 | -0.0001 | |||||
| US19424WAC10 / COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C B | 0.41 | -2.14 | 0.0487 | -0.0014 | |||||
| BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 0.41 | 0.73 | 0.0486 | -0.0000 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754GAA85) | 0.41 | -12.88 | 0.0480 | -0.0074 | |||||
| US88732JBD90 / Time Warner Cable LLC | 0.40 | 4.96 | 0.0474 | 0.0018 | |||||
| US3140Q9T379 / Fannie Mae Pool | 0.40 | -4.52 | 0.0474 | -0.0025 | |||||
| US3140FTUK56 / Fannie Mae Pool | 0.40 | -2.70 | 0.0468 | -0.0017 | |||||
| US25466AAN19 / Discover Bank | 0.40 | 0.00 | 0.0468 | -0.0002 | |||||
| US22822VBD29 / Crown Castle Inc | 0.39 | 1.03 | 0.0463 | 0.0002 | |||||
| Pagaya AI Debt Grantor Trust 2024-5 / ABS-O (US69544LAA98) | 0.39 | -15.98 | 0.0460 | -0.0091 | |||||
| Santander UK Group Holdings PLC / DBT (US80281LAV71) | 0.39 | 1.04 | 0.0460 | 0.0002 | |||||
| US00206RCP55 / AT&T Inc | 0.39 | 1.31 | 0.0459 | 0.0003 | |||||
| TRGP / Targa Resources Corp. | 0.39 | 0.0458 | 0.0458 | ||||||
| US161175BS22 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.39 | 4.88 | 0.0458 | 0.0018 | |||||
| US31359MEU36 / FNMA | 0.39 | 0.26 | 0.0456 | -0.0002 | |||||
| US853254AA86 / Standard Chartered PLC | 0.38 | 0.00 | 0.0449 | -0.0003 | |||||
| US078774AB23 / Bellemeade Re 2022-1 Ltd | 0.38 | -30.78 | 0.0448 | -0.0204 | |||||
| US05369AAL52 / Aviation Capital Group LLC | 0.38 | 0.80 | 0.0445 | 0.0000 | |||||
| BIRG / Bank of Ireland Group plc | 0.38 | 0.80 | 0.0444 | 0.0000 | |||||
| CENCOSUD / Cencosud S.A. | 0.37 | 1.08 | 0.0441 | 0.0002 | |||||
| US3138WENA32 / UMBS | 0.37 | -2.10 | 0.0440 | -0.0013 | |||||
| US3138WJKC12 / Fannie Mae Pool | 0.37 | -3.90 | 0.0437 | -0.0021 | |||||
| US3137FTV387 / Freddie Mac REMICS | 0.37 | -2.12 | 0.0437 | -0.0013 | |||||
| XS2332250708 / Organon Finance 1 LLC | 0.37 | 11.89 | 0.0434 | 0.0044 | |||||
| US12598CAG15 / CPS Auto Trust | 0.37 | -35.11 | 0.0433 | -0.0238 | |||||
| O2HI34 / Omega Healthcare Investors, Inc. - Depositary Receipt (Common Stock) | 0.37 | 0.0432 | 0.0432 | ||||||
| Glencore Funding LLC / DBT (US378272BZ09) | 0.36 | 1.12 | 0.0428 | 0.0002 | |||||
| US46640LAN29 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.36 | 0.56 | 0.0425 | -0.0001 | |||||
| Baiterek National Managing Holding JSC / DBT (US05709VAA26) | 0.36 | 0.0425 | 0.0425 | ||||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.36 | 0.00 | 0.0422 | -0.0002 | |||||
| US05367AAH68 / Aviation Capital Group LLC | 0.35 | 0.00 | 0.0413 | -0.0003 | |||||
| US36179SB711 / Ginnie Mae II Pool | 0.35 | -2.81 | 0.0409 | -0.0015 | |||||
| LYB International Finance III LLC / DBT (US50249AAP84) | 0.35 | 0.0409 | 0.0409 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.35 | 0.29 | 0.0408 | -0.0002 | |||||
| USF1R15XL357 / BNP PARIBAS JR SUBORDINA REGS 12/99 VAR | 0.34 | 3.30 | 0.0407 | 0.0011 | |||||
| IL0060002446 / Israel Electric Corp Ltd | 0.34 | 0.29 | 0.0405 | -0.0001 | |||||
| US361841AQ25 / GLP Capital LP / GLP Financing II Inc | 0.34 | 1.18 | 0.0405 | 0.0002 | |||||
| US87264ABF12 / CORP. NOTE | 0.34 | 1.19 | 0.0403 | 0.0002 | |||||
| US639057AB46 / Natwest Group PLC | 0.34 | 1.80 | 0.0402 | 0.0005 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.34 | 1.50 | 0.0400 | 0.0003 | |||||
| US20754BAA98 / CAS_22-R02 | 0.34 | -29.85 | 0.0398 | -0.0172 | |||||
| USG54897AA45 / Lima Metro Line 2 Finance Ltd | 0.33 | -1.18 | 0.0395 | -0.0008 | |||||
| US25160PAN78 / Deutsche Bank AG | 0.33 | -0.30 | 0.0391 | -0.0004 | |||||
| CPS Auto Receivables Trust 2024-C / ABS-O (US223920AA78) | 0.33 | -30.96 | 0.0390 | -0.0179 | |||||
| Pagaya AI Debt Trust 2024-2 / ABS-O (US694961AA13) | 0.33 | -17.71 | 0.0390 | -0.0087 | |||||
| US25470DAT63 / Discovery Communications LLC | 0.33 | -18.20 | 0.0387 | -0.0090 | |||||
| US69377FAA49 / Freeport Indonesia PT | 0.32 | 0.62 | 0.0382 | -0.0000 | |||||
| Chile Electricity Lux Mpc II Sarl / DBT (US16882LAB80) | 0.32 | 0.94 | 0.0379 | 0.0001 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 0.32 | -20.74 | 0.0379 | -0.0103 | |||||
| US31346YA299 / Freddie Mac Pool | 0.32 | -3.32 | 0.0378 | -0.0016 | |||||
| US00928QAU58 / Aircastle Ltd | 0.32 | 0.63 | 0.0378 | -0.0001 | |||||
| Woodside Finance Ltd / DBT (US980236AT06) | 0.31 | 0.0368 | 0.0368 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.65 | 0.0364 | -0.0000 | |||||
| US3132Y3ZC15 / Freddie Mac Gold Pool | 0.31 | -4.95 | 0.0363 | -0.0021 | |||||
| US86563VBG32 / Sumitomo Mitsui Trust Bank Ltd | 0.31 | 0.66 | 0.0362 | -0.0001 | |||||
| US31419LZY28 / Fannie Mae Pool | 0.30 | -1.63 | 0.0357 | -0.0008 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.30 | 0.33 | 0.0355 | -0.0001 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 0.29 | 1.73 | 0.0348 | 0.0004 | |||||
| US31359MGK36 / Federal Ntnl Mo 6.62530 Due 11/15/30 Bond | 0.29 | 0.34 | 0.0347 | -0.0001 | |||||
| US55400KAB17 / MVW 2021-2 LLC | 0.29 | -9.88 | 0.0346 | -0.0040 | |||||
| US912810RU43 / United States Treas Bds Bond | 0.29 | -2.06 | 0.0336 | -0.0009 | |||||
| Pagaya AI Debt Grantor Trust 2025-1 / ABS-O (US69544NAF42) | 0.28 | -30.05 | 0.0327 | -0.0143 | |||||
| US912810RP57 / United States Treas Bds Bond | 0.28 | -2.13 | 0.0327 | -0.0009 | |||||
| US29249BAA35 / ENA Master Trust | 0.27 | -1.79 | 0.0324 | -0.0008 | |||||
| Hilton Domestic Operating Co Inc / DBT (US432833AQ40) | 0.27 | 2.30 | 0.0315 | 0.0004 | |||||
| Pagaya AI Debt Grantor Trust 2025-3 / ABS-O (US69544TAB08) | 0.27 | 0.0314 | 0.0314 | ||||||
| US3138EHUP50 / Fannie Mae Pool | 0.26 | -2.23 | 0.0311 | -0.0009 | |||||
| US912810RD28 / United States Treas Bds Bond | 0.26 | -1.91 | 0.0304 | -0.0007 | |||||
| US3132XXD225 / Freddie Mac Gold Pool | 0.26 | -0.39 | 0.0302 | -0.0004 | |||||
| Braskem Netherlands Finance BV / DBT (US10554TAJ43) | 0.26 | -16.67 | 0.0302 | -0.0062 | |||||
| US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 | 0.25 | -12.71 | 0.0300 | -0.0047 | |||||
| XS2053846262 / Altice France SA/France | 0.25 | 14.48 | 0.0299 | 0.0036 | |||||
| US647550AJ19 / NEW MOUNTAIN CLO LTD | 0.25 | 0.00 | 0.0295 | -0.0002 | |||||
| USP9401CAA01 / Trust Fibra Uno | 0.24 | 1.67 | 0.0288 | 0.0002 | |||||
| US25150PAB58 / CORP CMO | 0.24 | -0.82 | 0.0288 | -0.0005 | |||||
| US680617AC18 / Oleoducto Central SA | 0.24 | 0.42 | 0.0284 | -0.0000 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 0.23 | 0.0272 | 0.0272 | ||||||
| US05946KAN19 / BANCO BILBAO VIZCAYA ARGENTARIA SA | 0.23 | 1.34 | 0.0268 | 0.0001 | |||||
| US3140FHP354 / Fannie Mae Pool | 0.23 | -4.66 | 0.0267 | -0.0015 | |||||
| Prosper Marketplace Issuance Trust Series 2024-1 / ABS-O (US74363CAA71) | 0.23 | -51.72 | 0.0266 | -0.0288 | |||||
| Lendbuzz Securitization Trust 2025-1 / ABS-O (US525938AB26) | 0.23 | -65.91 | 0.0266 | -0.0520 | |||||
| US37959DAB01 / Globo Comunicacao e Participacoes SA | 0.22 | 1.37 | 0.0263 | 0.0002 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 0.22 | 0.45 | 0.0261 | -0.0001 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.22 | 0.00 | 0.0258 | -0.0002 | |||||
| Smurfit Westrock Financing DAC / DBT (US83272YAB83) | 0.22 | 0.0257 | 0.0257 | ||||||
| Oportun Issuance Trust 2024-2 / ABS-O (US68377KAA51) | 0.22 | -37.64 | 0.0257 | -0.0157 | |||||
| US31394AXY71 / Fannie Mae Grantor Trust 2004-T5 | 0.22 | -2.26 | 0.0256 | -0.0008 | |||||
| USP47777AB69 / Globo Comunicacao e Participacoes SA | 0.21 | 1.45 | 0.0248 | 0.0002 | |||||
| US345397B777 / Ford Motor Credit Co LLC | 0.21 | 0.97 | 0.0247 | 0.0001 | |||||
| Dell International LLC / EMC Corp / DBT (US24703TAN63) | 0.21 | 1.47 | 0.0245 | 0.0002 | |||||
| USN7163RAA16 / Prosus NV | 0.21 | 1.98 | 0.0244 | 0.0003 | |||||
| US05369AAA97 / Aviation Capital Group LLC | 0.21 | 0.98 | 0.0244 | 0.0000 | |||||
| ECL / Engie Energia Chile S.A. | 0.21 | 0.00 | 0.0243 | -0.0002 | |||||
| US05608BAL45 / BX Commercial Mortgage Trust 2019-IMC | 0.20 | -0.49 | 0.0239 | -0.0003 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.20 | 1.03 | 0.0232 | 0.0001 | |||||
| US05964HAF29 / Banco Santander SA | 0.20 | 0.51 | 0.0232 | -0.0000 | |||||
| Tricolor Auto Securitization Trust 2024-2 / ABS-O (US89616PAA12) | 0.20 | -41.27 | 0.0230 | -0.0166 | |||||
| US532522AB57 / Lima Metro Line 2 Finance Ltd | 0.19 | -1.02 | 0.0230 | -0.0004 | |||||
| BMW US Capital LLC / DBT (US05565ECU73) | 0.19 | 0.53 | 0.0223 | -0.0001 | |||||
| Volcan Cia Minera SAA / DBT (US92863UAC09) | 0.19 | 1.08 | 0.0222 | 0.0000 | |||||
| US3140FMFN18 / Fannie Mae Pool | 0.18 | -3.78 | 0.0210 | -0.0010 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.18 | 0.0208 | 0.0208 | ||||||
| US37045VAV27 / General Motors Co | 0.17 | 0.00 | 0.0206 | -0.0002 | |||||
| US3137FR3C33 / FREDDIE MAC REMICS FHR 4954 SL | 0.17 | 1.82 | 0.0199 | 0.0002 | |||||
| US31418CDH43 / Fannie Mae Pool | 0.17 | -5.11 | 0.0197 | -0.0013 | |||||
| US02146TAR86 / Alternative Loan Trust 2006-24CB | 0.17 | -2.35 | 0.0197 | -0.0006 | |||||
| US31402QYV75 / Fannie Mae Pool | 0.16 | -5.20 | 0.0195 | -0.0012 | |||||
| US3136AXZN87 / Fannie Mae REMICS | 0.16 | -1.22 | 0.0192 | -0.0003 | |||||
| US3140FPL729 / Fannie Mae Pool | 0.16 | -3.01 | 0.0190 | -0.0008 | |||||
| US38376MJL28 / Government National Mortgage Association | 0.16 | -4.22 | 0.0188 | -0.0010 | |||||
| US46591HAC43 / CHASE MORTGAGE REFERENCE NOTES 2019-CL1 SER 2019-CL1 CL M3 V/R REGD 3.89200000 | 0.16 | -3.68 | 0.0186 | -0.0008 | |||||
| US15189XBB38 / CenterPoint Energy Houston Electric LLC | 0.15 | 1.32 | 0.0181 | 0.0001 | |||||
| US14687HAE36 / Carvana Auto Receivables Trust 2021-N4 | 0.15 | -12.07 | 0.0181 | -0.0027 | |||||
| US38380B6Y62 / Government National Mortgage Association | 0.15 | 3.50 | 0.0175 | 0.0004 | |||||
| US949771AC35 / Wells Fargo Credit Risk Transfer Securities Trust 2015 | 0.15 | -0.67 | 0.0175 | -0.0002 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.15 | 1.37 | 0.0175 | 0.0001 | |||||
| US3138WQKW19 / Fannie Mae Pool | 0.14 | -4.08 | 0.0166 | -0.0009 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.14 | 0.0166 | 0.0166 | ||||||
| US3137BYRV43 / Freddie Mac REMICS | 0.14 | 1.46 | 0.0165 | 0.0002 | |||||
| US830867AA59 / Delta Air Lines Inc / SkyMiles IP Ltd | 0.14 | -33.33 | 0.0161 | -0.0082 | |||||
| US31385XJW83 / Fannie Mae Pool | 0.14 | -5.59 | 0.0160 | -0.0010 | |||||
| US172967NB34 / Citigroup Inc | 0.14 | 0.00 | 0.0160 | -0.0001 | |||||
| US31402DP797 / Fannie Mae Pool | 0.13 | -4.29 | 0.0159 | -0.0009 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 0.13 | 436.00 | 0.0158 | 0.0128 | |||||
| Arivo Acceptance Auto Loan Receivables Trust 2024-1 / ABS-O (US039943AA30) | 0.13 | -23.49 | 0.0150 | -0.0048 | |||||
| Aviation Capital Group LLC / DBT (US05369AAR23) | 0.12 | 0.81 | 0.0146 | -0.0001 | |||||
| US3136B0CN45 / Fannie Mae REMICS | 0.12 | -3.23 | 0.0142 | -0.0006 | |||||
| US36179R7H66 / Ginnie Mae II Pool | 0.12 | -2.44 | 0.0142 | -0.0005 | |||||
| US3136AUZQ79 / Fannie Mae REMICS | 0.12 | 2.65 | 0.0137 | 0.0001 | |||||
| US3136B0DZ65 / Fannie Mae REMICS | 0.11 | 1.83 | 0.0132 | 0.0002 | |||||
| US3137BFLM19 / Freddie Mac REMICS | 0.11 | 2.80 | 0.0130 | 0.0002 | |||||
| US912810RM27 / United States Treas Bds Bond | 0.10 | -2.00 | 0.0116 | -0.0003 | |||||
| US14687GAD79 / Carvana Auto Receivables Trust | 0.09 | -13.08 | 0.0110 | -0.0017 | |||||
| US12668BKK88 / Alternative Loan Trust 2006-J1 | 0.09 | -1.08 | 0.0109 | -0.0002 | |||||
| US3140FPL497 / Fannie Mae Pool | 0.09 | -2.15 | 0.0108 | -0.0004 | |||||
| US35563FAA93 / FHLMC, Multifamily Structured Pass-Through Certificates, Series 2021-MN1, Class M1 | 0.09 | -31.82 | 0.0106 | -0.0051 | |||||
| US38380GQ641 / Government National Mortgage Association | 0.09 | 3.61 | 0.0102 | 0.0003 | |||||
| US3128M43N17 / Freddie Mac Gold Pool | 0.08 | -4.55 | 0.0100 | -0.0005 | |||||
| US43739EAP25 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 | 0.08 | -2.44 | 0.0095 | -0.0003 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.08 | 0.0093 | 0.0093 | ||||||
| US30711XBF06 / CORP CMO | 0.08 | -4.94 | 0.0091 | -0.0006 | |||||
| US31371K3A78 / Fannie Mae Pool | 0.07 | -4.05 | 0.0084 | -0.0004 | |||||
| Affirm Asset Securitization Trust 2024-X1 / ABS-O (US00834XAA72) | 0.07 | -70.66 | 0.0084 | -0.0205 | |||||
| Vistra Operations Co LLC / DBT (US92840VAT98) | 0.06 | 0.00 | 0.0074 | -0.0000 | |||||
| US38141GYN86 / Goldman Sachs Group Inc/The | 0.06 | -51.64 | 0.0070 | -0.0076 | |||||
| US36261CAE12 / GSF 2021 1 ISSUER LLC 08/26 1 | 0.06 | 0.00 | 0.0068 | -0.0000 | |||||
| US88104UAC71 / Terraform Global Operating LLC | 0.06 | 0.00 | 0.0066 | -0.0001 | |||||
| US31410GV676 / Fannie Mae Pool | 0.05 | -5.77 | 0.0058 | -0.0004 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.05 | 2.17 | 0.0056 | 0.0001 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 0.05 | 2.17 | 0.0056 | -0.0000 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.05 | 2.27 | 0.0053 | 0.0001 | |||||
| CA14913LAA85 / CATERP FIN S LTD | 0.05 | 2.27 | 0.0053 | 0.0000 | |||||
| US31402QY395 / Fannie Mae Pool | 0.04 | -4.35 | 0.0053 | -0.0003 | |||||
| US31403DDX49 / Fannie Mae Pool | 0.04 | -4.55 | 0.0050 | -0.0003 | |||||
| US912810RN00 / United States Treas Bds Bond | 0.04 | -2.56 | 0.0045 | -0.0001 | |||||
| US3140FTKL40 / Fannie Mae Pool | 0.04 | -2.56 | 0.0045 | -0.0002 | |||||
| US949771AG49 / Wells Fargo Credit Risk Transfer Securities Trust 2015 | 0.04 | 0.00 | 0.0043 | -0.0001 | |||||
| US3140E6KV37 / Fannie Mae Pool | 0.04 | 0.00 | 0.0042 | -0.0001 | |||||
| Hyundai Capital America / DBT (US44891ADF12) | 0.03 | 0.00 | 0.0041 | -0.0000 | |||||
| US31402C4H21 / Fannie Mae Pool | 0.03 | -5.56 | 0.0041 | -0.0002 | |||||
| US12667GQL04 / Alternative Loan Trust 2005-20CB | 0.03 | -5.71 | 0.0040 | -0.0002 | |||||
| US59156RAV06 / Metlife Inc 10.75% Senior Notes 08/01/39 | 0.03 | 0.00 | 0.0039 | 0.0000 | |||||
| US12543TAU97 / CHL Mortgage Pass-Through Trust 2006-13 | 0.03 | 0.00 | 0.0037 | -0.0001 | |||||
| US3140FHQA82 / Fannie Mae Pool | 0.03 | -3.23 | 0.0036 | -0.0002 | |||||
| US31402C4G48 / Fannie Mae Pool | 0.03 | -3.45 | 0.0033 | -0.0002 | |||||
| Harley-Davidson Financial Services Inc / DBT (US41283LBB09) | 0.03 | -79.55 | 0.0032 | -0.0125 | |||||
| US3138WJD884 / FNMA 15YR 2.5% 10/01/2031#AS8226 | 0.03 | -7.14 | 0.0031 | -0.0002 | |||||
| US86359BMW80 / Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 | 0.03 | -3.70 | 0.0031 | -0.0001 | |||||
| US36191YAL20 / GS Mortgage Securities Trust 2011-GC5 | 0.02 | 5.26 | 0.0024 | 0.0001 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.02 | 0.0022 | 0.0022 | ||||||
| USU4321EAC40 / HFX 2017-1A A3 SERIES CLASS | 0.02 | -95.00 | 0.0018 | -0.0339 | |||||
| US3128MJBE98 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0015 | -0.0001 | |||||
| US05369AAD37 / Aviation Capital Group LLC | 0.01 | 0.00 | 0.0012 | -0.0000 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | 0.01 | 0.0010 | 0.0010 | ||||||
| US31417VPC18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| US31418TDT16 / Fannie Mae Pool | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| US575767AN80 / Massachusetts Mutual Life Insurance Co | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| US3140FPWG05 / Fannie Mae Pool | 0.01 | -12.50 | 0.0009 | -0.0001 | |||||
| US31410FYE95 / UMBS, 30 Year | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US00834TAA60 / AFFRM 21-Z2 A 144A 1.17% 11-16-26 | 0.00 | -71.43 | 0.0002 | -0.0006 | |||||
| US31402CVP49 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31410F3K98 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31412EJ722 / FANNIE MAE 3.326% 02/01/2037 FNMA ARM | 0.00 | 0.0001 | -0.0000 | ||||||
| US3128NHWD12 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410KA797 / UMBS | 0.00 | 0.0000 | -0.0000 | ||||||
| US61765TAG85 / MSBAM 2015-C25 XA CSTR 10/48 | 0.00 | -100.00 | 0.0000 | -0.0002 | |||||
| US31411KKA06 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128NHRW57 / Freddie Mac Non Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US46642NBF24 / JPMBB Commercial Mortgage Securities Trust 2014-C22 | 0.00 | 0.0000 | -0.0000 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.02 | -0.0022 | -0.0022 | ||||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.06 | -0.0067 | -0.0067 | ||||||
| JPN 10Y BOND(OSE) SEP25 / DIR (000000000) | -0.06 | -0.0074 | -0.0074 | ||||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | -0.14 | -0.0169 | -0.0169 |
