Mga Batayang Estadistika
| Nilai Portofolio | $ 1,544,676,568 |
| Posisi Saat Ini | 683 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
JNL SERIES TRUST - JNL/DoubleLine Shiller Enhanced CAPE Fund (A) telah mengungkapkan total kepemilikan 683 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,544,676,568 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama JNL SERIES TRUST - JNL/DoubleLine Shiller Enhanced CAPE Fund (A) adalah United States Treasury Note/Bond (US:US91282CBJ99) , United States Treasury Note/Bond - When Issued (US:US91282CBT71) , United States Treasury Note/Bond (US:US91282CBH34) , United States Treasury Note/Bond (US:US91282CBC47) , and United States Treasury Note/Bond (US:US91282CAV37) . Posisi baru JNL SERIES TRUST - JNL/DoubleLine Shiller Enhanced CAPE Fund (A) meliputi: United States Treasury Note/Bond (US:US91282CBJ99) , United States Treasury Note/Bond - When Issued (US:US91282CBT71) , United States Treasury Note/Bond (US:US91282CBH34) , United States Treasury Note/Bond (US:US91282CBC47) , and United States Treasury Note/Bond (US:US91282CAV37) .
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 |
|---|---|---|---|---|
| 29.90 | 1.9325 | 1.9325 | ||
| 16.73 | 1.0813 | 1.0813 | ||
| 9.87 | 0.6381 | 0.6381 | ||
| 9.45 | 0.6109 | 0.6109 | ||
| 9.23 | 0.5967 | 0.5967 | ||
| 6.42 | 0.4148 | 0.4148 | ||
| 6.31 | 0.4078 | 0.4078 | ||
| 5.00 | 0.3229 | 0.3229 | ||
| 4.94 | 0.3195 | 0.3195 | ||
| 4.54 | 0.2934 | 0.2934 |
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 |
|---|---|---|---|---|
| 18.47 | 18.47 | 1.1941 | -2.7259 | |
| 44.39 | 2.8693 | -1.2519 | ||
| 1.83 | 0.1183 | -1.1678 | ||
| 42.89 | 2.7725 | -1.0633 | ||
| 6.69 | 0.4323 | -0.1473 | ||
| 10.56 | 0.6823 | -0.0993 | ||
| 4.27 | 0.2761 | -0.0821 | ||
| 0.55 | 0.0358 | -0.0591 | ||
| 0.57 | 0.0368 | -0.0574 | ||
| 0.52 | 0.0335 | -0.0494 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-27 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CBJ99 / United States Treasury Note/Bond | 75.05 | 1.25 | 4.8512 | 0.0371 | |||||
| US91282CBT71 / United States Treasury Note/Bond - When Issued | 57.40 | 0.78 | 3.7102 | 0.0112 | |||||
| US91282CBH34 / United States Treasury Note/Bond | 54.96 | 0.86 | 3.5524 | 0.0137 | |||||
| US91282CBC47 / United States Treasury Note/Bond | 44.39 | -30.05 | 2.8693 | -1.2519 | |||||
| US91282CAV37 / United States Treasury Note/Bond | 42.89 | -27.38 | 2.7725 | -1.0633 | |||||
| US91282CCZ23 / United States Treasury Note/Bond | 38.62 | 0.81 | 2.4967 | 0.0084 | |||||
| US91282CCP41 / United States Treasury Note/Bond - When Issued | 33.33 | 0.83 | 2.1544 | 0.0077 | |||||
| Treasury, United States Department of / STIV (US912797PG65) | 29.90 | 1.9325 | 1.9325 | ||||||
| US912828ZE35 / United States Treasury Note/Bond | 25.05 | 1.05 | 1.6195 | 0.0093 | |||||
| US91282CCF68 / United States Treasury Note/Bond | 21.64 | 0.79 | 1.3988 | 0.0044 | |||||
| 46628D437 / JNL Government Money Market Fund | 18.47 | -69.40 | 18.47 | -69.40 | 1.1941 | -2.7259 | |||
| PRPM 2025-NQM2 Trust / ABS-MBS (US693983AA68) | 16.73 | 1.0813 | 1.0813 | ||||||
| US92925CEU27 / Washington Mutural Asset-Backed Certificates WMABS | 12.45 | -0.41 | 0.8051 | -0.0071 | |||||
| Verus Securitization Trust 2024-1 / ABS-MBS (US92540EAA10) | 10.56 | -12.28 | 0.6823 | -0.0993 | |||||
| US05684NAE13 / Bain Capital Credit CLO 2022-3 Ltd | 10.50 | 0.01 | 0.6787 | -0.0032 | |||||
| US48585JAA88 / Katayma CLO I Ltd | 10.04 | 0.02 | 0.6493 | -0.0029 | |||||
| Cedar Funding IX CLO Ltd / ABS-CBDO (US15033EAN85) | 10.04 | 0.32 | 0.6489 | -0.0010 | |||||
| Warwick Capital CLO 4 Ltd. / ABS-CBDO (US93655QAA31) | 10.03 | 0.23 | 0.6482 | -0.0016 | |||||
| OCTAGON INVESTMENT PARTNERS 20-R LTD / ABS-CBDO (US67576WBA99) | 10.02 | 0.17 | 0.6478 | -0.0020 | |||||
| US83614BAQ23 / Sound Point CLO XXIII | 10.00 | -0.03 | 0.6467 | -0.0032 | |||||
| OBX 2025-NQM8 Trust / ABS-MBS (US67449AAA34) | 9.87 | 0.6381 | 0.6381 | ||||||
| US17322WAE49 / Citigroup Mortgage Loan Trust 2014-6 | 9.73 | -4.74 | 0.6288 | -0.0344 | |||||
| Park Blue CLO 2022-1 Ltd / ABS-CBDO (US70016WAQ78) | 9.72 | 0.20 | 0.6283 | -0.0017 | |||||
| US48585JAE01 / Katayma CLO I Ltd | 9.53 | 0.15 | 0.6159 | -0.0020 | |||||
| GCAT 2025-NQM1 Trust / ABS-MBS (US36171GAA94) | 9.45 | 0.6109 | 0.6109 | ||||||
| BNP / BNP Paribas SA | 9.23 | 0.5967 | 0.5967 | ||||||
| US55286MAA80 / MFA 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 0.00000000 | 8.17 | -4.31 | 0.5284 | -0.0264 | |||||
| US07132LAL36 / Battalion CLO XI Ltd | 8.02 | 0.25 | 0.5184 | -0.0011 | |||||
| Generate CLO 9 LTD / ABS-CBDO (US37147LAN91) | 7.52 | 0.36 | 0.4860 | -0.0005 | |||||
| Verus Securitization Trust 2024-9 / ABS-MBS (US92540RAC88) | 7.48 | -4.48 | 0.4837 | -0.0251 | |||||
| US03328JAA51 / Anchorage Capital CLO 19 Ltd | 7.00 | 0.04 | 0.4527 | -0.0019 | |||||
| Tesla Sustainable Energy Trust 2024-1 / ABS-CBDO (US88164AAB08) | 6.78 | -3.49 | 0.4383 | -0.0180 | |||||
| US76119DAD12 / Residential Mortgage Loan Trust 2019-2 | 6.69 | -25.07 | 0.4323 | -0.1473 | |||||
| US89624GAA13 / Trimaran Cavu Ltd., Series 2021-3A, Class A | 6.51 | 0.20 | 0.4211 | -0.0012 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 6.42 | 0.4148 | 0.4148 | ||||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 6.31 | 0.4078 | 0.4078 | ||||||
| Research-Driven Pagaya Motor Asset Trust 2025-1 / ABS-CBDO (US76089YAA73) | 5.91 | -4.77 | 0.3818 | -0.0210 | |||||
| US3136BCC731 / FANNIE MAE-ACES SER 2020-M49 CL 1A1 V/R 1.25570000 | 5.79 | -2.08 | 0.3745 | -0.0098 | |||||
| US85573QAA85 / STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-5 | 5.73 | -2.77 | 0.3703 | -0.0123 | |||||
| Compass Datacenters Issuer II, LLC / ABS-CBDO (US20469AAA79) | 5.54 | 0.36 | 0.3583 | -0.0004 | |||||
| Affirm Asset Securitization Trust 2024-A / ABS-CBDO (US00834BAA52) | 5.53 | -0.25 | 0.3573 | -0.0026 | |||||
| US073880AK24 / Bear Stearns ARM Trust 2007-1 | 5.04 | 1.39 | 0.3257 | 0.0029 | |||||
| Battalion CLO XXIII Ltd. / ABS-CBDO (US07135LAL09) | 5.03 | 0.60 | 0.3253 | 0.0004 | |||||
| Elmwood CLO II Ltd / ABS-CBDO (US29001LAW19) | 5.02 | 0.24 | 0.3243 | -0.0007 | |||||
| CBAM 2017-1 Ltd / ABS-CBDO (US14987LAC54) | 5.01 | 0.20 | 0.3240 | -0.0008 | |||||
| US12481KAS78 / CBAM 2017-2 Ltd | 5.01 | 0.24 | 0.3240 | -0.0007 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 5.00 | 0.3229 | 0.3229 | ||||||
| Wellington Management Clo 4 Ltd / ABS-CBDO (US94957LAA70) | 4.98 | -0.24 | 0.3222 | -0.0022 | |||||
| US76134KAA25 / Retained Vantage Data Centers Issuer LLC | 4.95 | 0.45 | 0.3199 | -0.0000 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 4.94 | 0.3195 | 0.3195 | ||||||
| US95003WAA45 / Wells Fargo Commercial Mortgage Trust 2022-ONL | 4.93 | 0.92 | 0.3190 | 0.0015 | |||||
| US05591XAC56 / BRSP 2021-FL1, Ltd. | 4.78 | 0.02 | 0.3091 | -0.0014 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 4.56 | -7.81 | 0.2947 | -0.0265 | |||||
| BNP / BNP Paribas SA | 4.54 | 0.2934 | 0.2934 | ||||||
| US912810PS15 / United States Treasury Inflation Indexed Bonds | 4.53 | 0.2926 | 0.2926 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.36 | -5.85 | 0.2818 | -0.0190 | |||||
| US14318FAE43 / Carlyle US CLO 2023-3 Ltd | 4.28 | 0.21 | 0.2770 | -0.0007 | |||||
| US69547EAC84 / PAID_21-5 | 4.27 | -22.56 | 0.2761 | -0.0821 | |||||
| US44040JAA60 / Horizon Aircraft Finance III Ltd., Series 2019-2, Class A | 4.26 | -8.89 | 0.2756 | -0.0283 | |||||
| US81377XAD49 / Securitized Asset Backed Receivables LLC Trust 2006-WM4 | 4.23 | 2.77 | 0.2733 | 0.0061 | |||||
| Carvana Auto Receivables Trust 2024-P3 / ABS-CBDO (US146919AD71) | 4.09 | 0.39 | 0.2643 | -0.0002 | |||||
| Sound Point CLO 40 Ltd / ABS-CBDO (US83617CAA27) | 4.02 | 0.37 | 0.2596 | -0.0003 | |||||
| OFSI BSL XI Ltd / ABS-CBDO (US67115PAQ81) | 4.01 | 0.23 | 0.2592 | -0.0006 | |||||
| Magnetite Xlii Ltd / ABS-CBDO (US55955XAA46) | 4.01 | 0.17 | 0.2591 | -0.0008 | |||||
| OCP CLO 2020-18 Ltd / ABS-CBDO (US671078AW31) | 4.01 | 0.15 | 0.2590 | -0.0008 | |||||
| Wellfleet CLO 2022-1 Ltd / ABS-CBDO (US94950TAQ22) | 4.01 | 0.13 | 0.2589 | -0.0008 | |||||
| US47048JAX19 / Jamestown CLO IX Ltd | 4.00 | 0.13 | 0.2588 | -0.0009 | |||||
| Verus Securitization Trust 2024-3 / ABS-MBS (US92540MAA36) | 3.98 | -12.44 | 0.2576 | -0.0380 | |||||
| OBX 2024-NQM10 Trust / ABS-MBS (US67119MAA62) | 3.91 | -7.24 | 0.2525 | -0.0209 | |||||
| Connecticut Avenue Securities Trust 2025-R04 / ABS-MBS (US20755TAA97) | 3.80 | 0.2454 | 0.2454 | ||||||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 3.76 | -1.83 | 0.2430 | -0.0057 | |||||
| BSPRT 2023-FL10 Issuer LLC / ABS-CBDO (US05610VAC63) | 3.71 | -0.05 | 0.2400 | -0.0012 | |||||
| US29429CAD74 / Citigroup Commercial Mortgage Trust 2016-P3 | 3.69 | 0.57 | 0.2383 | 0.0002 | |||||
| US54251RAD52 / Long Beach Mortgage Loan Trust, Series 2006-6, Class 2A3 | 3.62 | 3.61 | 0.2340 | 0.0071 | |||||
| BDS 2024-FL13 LLC / ABS-CBDO (US05555MAA71) | 3.61 | 0.22 | 0.2331 | -0.0006 | |||||
| US14040HCU77 / Capital One Financial Corp | 3.60 | -2.78 | 0.2327 | -0.0078 | |||||
| US52475WAA45 / LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 1.65000000 | 3.57 | -4.26 | 0.2308 | -0.0115 | |||||
| Avant Loans Funding Trust 2024-REV1 / ABS-CBDO (US05352UAA43) | 3.54 | -0.70 | 0.2288 | -0.0027 | |||||
| MF1 2024-FL14 LLC / ABS-CBDO (US55416AAA79) | 3.51 | 0.26 | 0.2271 | -0.0005 | |||||
| MF1 2024-FL15 LLC / ABS-CBDO (US58003MAA45) | 3.51 | 0.23 | 0.2270 | -0.0005 | |||||
| US55282XAE04 / MF1 Multifamily Housing Mortgage Loan Trust | 3.50 | -0.34 | 0.2259 | -0.0018 | |||||
| US30227FAA84 / Extended Stay America Trust | 3.46 | -0.86 | 0.2235 | -0.0030 | |||||
| MF1 2025-FL17 LLC / ABS-CBDO (US55287HAA86) | 3.44 | 0.03 | 0.2226 | -0.0010 | |||||
| AREIT 2025-CRE10 LTD / ABS-CBDO (US00193DAA63) | 3.44 | 0.15 | 0.2225 | -0.0007 | |||||
| LoanCore 2025-CRE8 Issuer LLC / ABS-CBDO (US53947FAA93) | 3.44 | -0.17 | 0.2223 | -0.0015 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.43 | -1.35 | 0.2218 | -0.0041 | |||||
| US590210AD27 / Merrill Lynch Mortgage Investors Trust, Series MLCC 2006-2 | 3.43 | 1.60 | 0.2214 | 0.0025 | |||||
| BNP / BNP Paribas SA | 3.43 | 0.2214 | 0.2214 | ||||||
| Upgrade Master Pass-Thru Trust Series 2025-ST2 / ABS-CBDO (US91534JAB89) | 3.39 | 0.2192 | 0.2192 | ||||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 3.35 | 0.2168 | 0.2168 | ||||||
| US30166RAG20 / Exeter Automobile Receivables Trust | 3.33 | 0.94 | 0.2150 | 0.0010 | |||||
| US41162GAA04 / HarborView Mortgage Loan Trust 2006-11 | 3.28 | 1.02 | 0.2120 | 0.0012 | |||||
| Chase Auto Owner Trust 2024-5 / ABS-CBDO (US16144QAD79) | 3.18 | 0.57 | 0.2058 | 0.0002 | |||||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 3.12 | -2.56 | 0.2019 | -0.0062 | |||||
| US19685EAA91 / COLT 2022-2 Mortgage Loan Trust | 3.12 | -1.36 | 0.2016 | -0.0037 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 3.11 | -4.48 | 0.2014 | -0.0104 | |||||
| BRSP Ltd / ABS-CBDO (US05613BAA17) | 3.08 | 0.16 | 0.1991 | -0.0006 | |||||
| GLS Auto Select Receivables Trust 2024-4 / ABS-CBDO (US36271BAE11) | 3.01 | 0.17 | 0.1948 | -0.0006 | |||||
| Vibrant CLO XR, Ltd. / ABS-CBDO (US92563MAA53) | 3.01 | -0.03 | 0.1946 | -0.0009 | |||||
| OCP CLO 2017-14 Ltd / ABS-CBDO (US67097QAN51) | 3.01 | 0.17 | 0.1945 | -0.0006 | |||||
| US22824DAC39 / ABS FLOAT SER.2021-1A CL.A1A | 3.00 | 0.10 | 0.1941 | -0.0007 | |||||
| Affirm Asset Securitization Trust 2024-B / ABS-CBDO (US00835AAB44) | 3.00 | -0.43 | 0.1939 | -0.0018 | |||||
| US80307AAA79 / SAPPHIRE AVIATION FINANCE II LTD | 2.91 | -5.24 | 0.1882 | -0.0114 | |||||
| US19521UAA16 / Cologix Data Centers US Issuer LLC | 2.90 | 0.87 | 0.1877 | 0.0007 | |||||
| US30323CAA80 / FS Rialto 2021-FL3 | 2.89 | -11.13 | 0.1869 | -0.0244 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 2.87 | 0.1852 | 0.1852 | ||||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 2.82 | -5.52 | 0.1825 | -0.0115 | |||||
| BNP / BNP Paribas SA | 2.82 | 0.1823 | 0.1823 | ||||||
| US02151EAE23 / Alternative Loan Trust 2007-23CB | 2.79 | -1.59 | 0.1803 | -0.0038 | |||||
| PRPM 2024-NQM4 Trust / ABS-MBS (US69381UAA51) | 2.74 | -3.55 | 0.1773 | -0.0074 | |||||
| US74143JAA97 / PRET 2021-RN3 LLC | 2.70 | -3.85 | 0.1746 | -0.0079 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 2.70 | 0.1744 | 0.1744 | ||||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 2.68 | 0.94 | 0.1732 | 0.0008 | |||||
| US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 2.62 | -13.79 | 0.1693 | -0.0280 | |||||
| US48275EAA47 / KREF 2022-FL3 Ltd | 2.60 | -13.54 | 0.1681 | -0.0272 | |||||
| US03464JAA97 / Angel Oak Mortgage Trust 2021-7 | 2.60 | 0.00 | 0.1679 | -0.0008 | |||||
| US25755TAE01 / Domino's Pizza Master Issuer LLC | 2.59 | 0.08 | 0.1674 | -0.0007 | |||||
| US12598PAA57 / COLT 2021-RPL1 Trust | 2.59 | -1.89 | 0.1674 | -0.0040 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 2.55 | 0.1651 | 0.1651 | ||||||
| CPRL34 / Canadian Pacific Kansas City Limited - Depositary Receipt (Common Stock) | 2.51 | -1.49 | 0.1622 | -0.0032 | |||||
| US63942MAA80 / Navient Private Education Refi Loan Trust 2022-A | 2.51 | -3.39 | 0.1621 | -0.0065 | |||||
| US86362HAA14 / Structured Adjustable Rate Mortgage Loan Trust Series 2006-11 | 2.51 | -2.68 | 0.1621 | -0.0053 | |||||
| Bain Capital Credit CLO 2024-6 Ltd / ABS-CBDO (US05685XAA63) | 2.50 | 0.20 | 0.1619 | -0.0004 | |||||
| US67577EAC57 / Octagon 56 Ltd | 2.50 | 0.60 | 0.1617 | 0.0002 | |||||
| Mars, Incorporated / DBT (US571676AY11) | 2.50 | -1.81 | 0.1616 | -0.0037 | |||||
| Trestles CLO VI Ltd / ABS-CBDO (US894940AQ82) | 2.49 | 0.20 | 0.1612 | -0.0005 | |||||
| US3136BAHX59 / Fannie Mae REMICS | 2.49 | -2.88 | 0.1612 | -0.0056 | |||||
| Bank5 2024-5YR10 / ABS-MBS (US06604AAM62) | 2.48 | 3.51 | 0.1603 | 0.0047 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.44 | 0.1579 | 0.1579 | ||||||
| US06540DBN49 / Bank 2021-BNK36 | 2.44 | -4.05 | 0.1576 | -0.0074 | |||||
| Dell International L.L.C. / DBT (US24703DBP50) | 2.42 | 1.55 | 0.1563 | 0.0017 | |||||
| US93934XAC74 / Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 2A2 | 2.42 | 4.18 | 0.1563 | 0.0056 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.40 | 0.1553 | 0.1553 | ||||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 2.40 | -12.56 | 0.1553 | -0.0232 | |||||
| US03881VBA61 / Arbor Multifamily Mortgage Securities Trust 2021-MF2 | 2.40 | -3.74 | 0.1549 | -0.0068 | |||||
| Great Wolf Trust 2024-WOLF / ABS-MBS (US39152MAA36) | 2.38 | 0.08 | 0.1541 | -0.0006 | |||||
| NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAA51) | 2.37 | 0.94 | 0.1534 | 0.0007 | |||||
| US05608RAE53 / BX Trust | 2.37 | 0.21 | 0.1530 | -0.0004 | |||||
| US30225VAK35 / Extra Space Storage LP | 2.34 | 1.12 | 0.1514 | 0.0010 | |||||
| US025537AY74 / AMERICAN ELECTRIC POWER REGD 5.20000000 | 2.34 | -1.89 | 0.1510 | -0.0037 | |||||
| US872480AE88 / TIF Funding II LLC | 2.34 | -2.26 | 0.1510 | -0.0042 | |||||
| Penske Truck Leasing Co., L.P. / DBT (US709599CB81) | 2.34 | 1.08 | 0.1510 | 0.0009 | |||||
| US36168HAD61 / GCAT 2021-NQM4 Trust | 2.33 | -0.38 | 0.1506 | -0.0013 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 2.33 | -2.31 | 0.1506 | -0.0043 | |||||
| Bank of America Corporation / DBT (US06051GMK21) | 2.32 | -2.39 | 0.1502 | -0.0044 | |||||
| US90205FAA84 / 280 Park Avenue 2017-280P Mortgage Trust | 2.30 | 0.66 | 0.1486 | 0.0002 | |||||
| ACREC 2025-Fl3 LLC / ABS-CBDO (US00112HAA59) | 2.29 | -0.17 | 0.1480 | -0.0009 | |||||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 2.28 | -3.27 | 0.1475 | -0.0057 | |||||
| BBCMS Mortgage Trust 2025-C32 / ABS-CBDO (US07337AAJ51) | 2.27 | -1.61 | 0.1466 | -0.0031 | |||||
| US30319YAA64 / FS RIALTO | 2.26 | -20.44 | 0.1460 | -0.0383 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.25 | -1.06 | 0.1454 | -0.0023 | |||||
| US576323AP42 / MasTec Inc | 2.23 | 1.09 | 0.1443 | 0.0009 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 2.23 | -2.92 | 0.1441 | -0.0050 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.21 | -2.73 | 0.1428 | -0.0047 | |||||
| US05523RAD98 / BAE Systems PLC | 2.21 | 0.1427 | 0.1427 | ||||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 2.20 | -18.13 | 0.1422 | -0.0323 | |||||
| BX Commercial Mortgage Trust 2024-GPA3 / ABS-MBS (US123910AA98) | 2.19 | 0.32 | 0.1414 | -0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.19 | -3.96 | 0.1413 | -0.0065 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 2.16 | 0.1393 | 0.1393 | ||||||
| DAL / Delta Air Lines, Inc. - Depositary Receipt (Common Stock) | 2.15 | 0.1391 | 0.1391 | ||||||
| US05591XAA90 / BRSP 2021-FL1 Ltd | 2.15 | -1.01 | 0.1388 | -0.0021 | |||||
| R1SG34 / Republic Services, Inc. - Depositary Receipt (Common Stock) | 2.14 | 66.41 | 0.1384 | 0.0548 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 2.14 | -3.17 | 0.1380 | -0.0052 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.13 | -6.04 | 0.1379 | -0.0095 | |||||
| Evergy Kansas Central, Inc. / DBT (US30036FAE16) | 2.12 | 187.28 | 0.1373 | 0.0892 | |||||
| US542514TU86 / Long Beach Mortgage Loan Trust 2006-2 | 2.12 | 0.86 | 0.1370 | 0.0005 | |||||
| US89788MAQ50 / Truist Financial Corp | 2.11 | 0.48 | 0.1365 | 0.0000 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.10 | -2.19 | 0.1357 | -0.0037 | |||||
| US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd | 2.10 | -8.67 | 0.1354 | -0.0136 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.09 | -2.61 | 0.1350 | -0.0043 | |||||
| US12593FBG81 / COMM 2015-LC21 Mortgage Trust | 2.07 | -20.79 | 0.1338 | -0.0359 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.06 | -3.65 | 0.1330 | -0.0057 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.05 | 0.1324 | 0.1324 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.05 | -23.25 | 0.1324 | -0.0409 | |||||
| US97064FAA30 / Willis Engine Structured Trust V | 2.04 | -2.02 | 0.1318 | -0.0033 | |||||
| BMO 2024-5C5 Mortgage Trust / ABS-CBDO (US05593RAD44) | 2.03 | -6.06 | 0.1313 | -0.0091 | |||||
| US3133KQK880 / UMBS | 2.02 | -2.83 | 0.1308 | -0.0044 | |||||
| US85236WCE49 / STWD Trust | 2.02 | 0.1305 | 0.1305 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.01 | -5.27 | 0.1302 | -0.0079 | |||||
| Bridge Street CLO I Ltd / ABS-CBDO (US10805YAL56) | 2.01 | 0.25 | 0.1297 | -0.0003 | |||||
| Carval CLO X-C Ltd. / ABS-CBDO (US146918AA59) | 2.01 | 0.25 | 0.1296 | -0.0003 | |||||
| US83614VAC90 / Sound Point CLO XXIX Ltd | 2.00 | 0.25 | 0.1296 | -0.0003 | |||||
| Benefit Street Partners Clo XXXVII Ltd / ABS-CBDO (US08182TAA79) | 2.00 | 0.35 | 0.1295 | -0.0002 | |||||
| US61946NAB47 / Mosaic Solar Loan Trust 2020-1 | 2.00 | -3.79 | 0.1295 | -0.0058 | |||||
| US04941YAJ82 / Atlas Senior Loan Fund XI Ltd | 2.00 | -0.05 | 0.1295 | -0.0006 | |||||
| US83614VAE56 / Sound Point CLO XXIX Ltd., Series 2021-1A, Class B1 | 2.00 | 0.05 | 0.1293 | -0.0005 | |||||
| US90276WAQ06 / UBS COML MTG TR 2017-C7 3.586% 12/15/2050 | 2.00 | 0.1293 | 0.1293 | ||||||
| US48275RAA59 / KREF, Series 2021-FL2, Class A | 2.00 | -14.88 | 0.1290 | -0.0233 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.99 | -5.19 | 0.1287 | -0.0077 | |||||
| US05602CAE49 / BSPRT 2021-FL7 Issuer Ltd | 1.99 | -0.45 | 0.1286 | -0.0012 | |||||
| US62475WAA36 / MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A | 1.98 | 0.1279 | 0.1279 | ||||||
| Mariner Finance Issuance Trust 2025-A / ABS-CBDO (US567920AB93) | 1.97 | 0.1276 | 0.1276 | ||||||
| J.P. Morgan Mortgage Trust 2025-NQM2 / ABS-MBS (US46590SAD99) | 1.97 | 0.1276 | 0.1276 | ||||||
| US3137FUY819 / Freddie Mac REMICS | 1.97 | -3.24 | 0.1273 | -0.0048 | |||||
| SoFi Consumer Loan Program 2025-1 Trust / ABS-CBDO (US83406YAA91) | 1.96 | 0.1269 | 0.1269 | ||||||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 1.96 | 0.1269 | 0.1269 | ||||||
| US08163BBF76 / Benchmark 2020-B22 Mortgage Trust | 1.96 | -4.12 | 0.1265 | -0.0060 | |||||
| US95000DBJ90 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 WFCM 2016-C34 B | 1.94 | 0.88 | 0.1255 | 0.0005 | |||||
| US01627AAA60 / Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2 | 1.93 | 0.84 | 0.1249 | 0.0005 | |||||
| US87612BBQ41 / CORPORATE BONDS | 1.92 | 0.63 | 0.1243 | 0.0002 | |||||
| US36262TAA16 / GPMT 2021-FL4 LTD | 1.92 | -0.83 | 0.1242 | -0.0016 | |||||
| US40436XAJ63 / Highbridge Loan Management 3-2014 | 1.91 | 0.42 | 0.1234 | -0.0001 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 1.91 | 0.1234 | 0.1234 | ||||||
| US87612BBN10 / CORP. NOTE | 1.90 | -0.42 | 0.1228 | -0.0011 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.89 | 0.1221 | 0.1221 | ||||||
| US63874MAL63 / Natixis Commercial Mortgage Securities Trust 2018-FL1 | 1.88 | -0.11 | 0.1212 | -0.0007 | |||||
| US78485GAG91 / SREIT 21-FLWR B 144A FRN (L+92.59) 07-15-36 | 1.87 | 0.54 | 0.1209 | 0.0001 | |||||
| Athene Global Funding / DBT (US04685A3W95) | 1.86 | -2.57 | 0.1201 | -0.0038 | |||||
| US25755TAH32 / Domino's Pizza Master Issuer LLC | 1.85 | 0.11 | 0.1196 | -0.0005 | |||||
| DK0009391104 / JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 1.85 | 1.15 | 0.1193 | 0.0008 | |||||
| US02660TBF93 / AMERICAN HOME MORTGAGE INVESTM AHM 2004 2 M1 | 1.84 | -0.22 | 0.1191 | -0.0008 | |||||
| US36264KAX81 / GS Mortgage Securities Trust 2020-GSA2 | 1.84 | -4.43 | 0.1186 | -0.0061 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.83 | -5.17 | 0.1186 | -0.0070 | |||||
| Prime Security Services Borrower LLC / LON (03765VAQ3) | 1.83 | 0.1184 | 0.1184 | ||||||
| US912828ZV59 / United States Treasury Note/Bond | 1.83 | -90.76 | 0.1183 | -1.1678 | |||||
| US02150LAF40 / CWALT 2007-12T1 A6 | 1.82 | 1.45 | 0.1177 | 0.0012 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) | 1.80 | 1.23 | 0.1166 | 0.0008 | |||||
| VEGAS Trust 2024-TI / ABS-MBS (US92254AAA51) | 1.80 | 0.67 | 0.1161 | 0.0002 | |||||
| Athene Global Funding / DBT (US04685A4C23) | 1.79 | 1.07 | 0.1156 | 0.0007 | |||||
| US31418EUL28 / Federal National Mortgage Association, Inc. | 1.78 | -3.36 | 0.1152 | -0.0045 | |||||
| US30165JAF30 / Exeter Automobile Receivables Trust, Series 2021-4A, Class D | 1.78 | -24.96 | 0.1151 | -0.0390 | |||||
| US36264BAA89 / GPMT LTD. GPMT 2021 FL3 A 144A | 1.78 | -17.64 | 0.1150 | -0.0253 | |||||
| US3137FQLW10 / FREDDIE MAC FHR 4940 FE | 1.77 | -2.90 | 0.1146 | -0.0040 | |||||
| US12524AAA79 / CEDR TRUST | 1.77 | 1.84 | 0.1144 | 0.0016 | |||||
| US31418EVE75 / Federal National Mortgage Association, Inc. | 1.77 | -1.67 | 0.1142 | -0.0025 | |||||
| BFLD 2024-VICT Mortgage Trust / ABS-MBS (US05555VAA70) | 1.75 | 0.23 | 0.1134 | -0.0002 | |||||
| Wells Fargo Commercial Mortgage Trust 2025-C64 / ABS-CBDO (US95004BAX91) | 1.75 | -2.45 | 0.1132 | -0.0034 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.75 | -9.47 | 0.1132 | -0.0124 | |||||
| US47760QAB95 / Jimmy Johns Funding LLC, Series 2017-1A, Class A2II | 1.73 | -1.25 | 0.1120 | -0.0020 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.73 | 0.1115 | 0.1115 | ||||||
| Morgan Stanley Capital I Trust 2024-NSTB / ABS-MBS (US61690BAA08) | 1.71 | 0.82 | 0.1108 | 0.0004 | |||||
| US12807CAA18 / CAL Funding IV Ltd | 1.68 | -3.28 | 0.1086 | -0.0042 | |||||
| US3136B0PZ38 / Fannie Mae REMICS | 1.67 | -4.01 | 0.1082 | -0.0051 | |||||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 1.67 | -22.52 | 0.1081 | -0.0321 | |||||
| NRG Energy, Inc. / LON (62937NBC0) | 1.67 | 55,600.00 | 0.1081 | 0.1079 | |||||
| 1011778 B.C. Unlimited Liability Company / LON (C6901LAM9) | 1.67 | 0.36 | 0.1078 | -0.0002 | |||||
| Go Daddy Operating Company, LLC / LON (38017BAX4) | 1.67 | 0.36 | 0.1077 | -0.0001 | |||||
| US589331AE71 / Merck & Company 5.950% Debentures 12/01/28 | 1.67 | -2.40 | 0.1077 | -0.0031 | |||||
| Molex Electronic Technologies, LLC / DBT (US60856BAE48) | 1.65 | 0.1068 | 0.1068 | ||||||
| US3137BSZ553 / Freddie Mac REMICS | 1.64 | -2.90 | 0.1061 | -0.0037 | |||||
| US92257NAA46 / Velocity Commercial Capital Loan Trust 2019-2 | 1.63 | -5.24 | 0.1053 | -0.0063 | |||||
| US00138CAU27 / Corebridge Global Funding | 1.62 | -2.88 | 0.1047 | -0.0036 | |||||
| US90270YAG44 / UBS-Barclays Commercial Mortgage Trust 2013-C5 | 1.62 | 1.25 | 0.1047 | 0.0008 | |||||
| Avant Loans Funding Trust 2025-REV1 / ABS-CBDO (US05352BAB45) | 1.60 | -0.43 | 0.1037 | -0.0009 | |||||
| US87342RAG92 / Taco Bell Funding LLC | 1.59 | 0.51 | 0.1029 | 0.0000 | |||||
| US05610HAA14 / BX Commercial Mortgage Trust 2022-LP2 | 1.59 | -13.51 | 0.1027 | -0.0166 | |||||
| US617525AA88 / MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A1 144A | 1.59 | 1.99 | 0.1026 | 0.0015 | |||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 1.59 | 1.15 | 0.1025 | 0.0007 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 1.58 | 0.83 | 0.1024 | 0.0004 | |||||
| US29444UBF21 / Equinix Inc | 1.58 | 1.09 | 0.1022 | 0.0006 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 1.58 | 0.1022 | 0.1022 | ||||||
| US513076BB49 / LAMAR MEDIA TERM B 1LN 01/30/2027 | 1.58 | 0.13 | 0.1019 | -0.0004 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.57 | -9.64 | 0.1012 | -0.0113 | |||||
| US16411RAK59 / Cheniere Energy Inc | 1.55 | 0.97 | 0.1005 | 0.0006 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 1.55 | 0.59 | 0.1000 | 0.0001 | |||||
| Labcorp Holdings Inc. / DBT (US50540RAZ55) | 1.54 | 1.45 | 0.0993 | 0.0010 | |||||
| US286181AK85 / Element Fleet Management Corp | 1.53 | 0.39 | 0.0992 | -0.0001 | |||||
| AU3FN0029609 / AAI Ltd | 1.53 | 0.93 | 0.0987 | 0.0004 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 1.52 | 0.0984 | 0.0984 | ||||||
| US62912XAF15 / NGPL PipeCo LLC | 1.52 | -0.20 | 0.0980 | -0.0007 | |||||
| US055983AA86 / BSPRT 2022-FL8 Issuer Ltd | 1.51 | -23.40 | 0.0977 | -0.0305 | |||||
| AerCap Ireland Capital Designated Activity Company / DBT (US00774MBG96) | 1.51 | 0.13 | 0.0977 | -0.0003 | |||||
| Rio Tinto Finance (USA) plc / DBT (US76720AAS50) | 1.51 | -1.82 | 0.0976 | -0.0023 | |||||
| Affirm Master Trust / ABS-CBDO (US00833BAB45) | 1.51 | 0.07 | 0.0973 | -0.0004 | |||||
| Battalion CLO XX Ltd. / ABS-CBDO (US07134UAS69) | 1.51 | 1.07 | 0.0973 | 0.0005 | |||||
| CIFC Funding 2021-V Ltd / ABS-CBDO (US12565EAJ01) | 1.50 | 0.74 | 0.0972 | 0.0002 | |||||
| ACA / Crédit Agricole S.A. | 1.50 | 0.47 | 0.0970 | -0.0000 | |||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 1.50 | -27.98 | 0.0969 | -0.0382 | |||||
| US92660FAK03 / Videotron Ltd | 1.49 | 0.20 | 0.0965 | -0.0003 | |||||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | 1.49 | -2.49 | 0.0963 | -0.0030 | |||||
| VICI / VICI Properties Inc. | 1.49 | 0.47 | 0.0962 | -0.0000 | |||||
| US12803RAA23 / CaixaBank SA | 1.49 | 0.27 | 0.0961 | -0.0002 | |||||
| US46651CAS70 / JP Morgan Chase Commercial Mortgage Securities Cor | 1.49 | 2.13 | 0.0960 | 0.0016 | |||||
| US61744CNC63 / Morgan Stanley ABS Capital I Inc Trust 2005-HE2 | 1.48 | -3.95 | 0.0958 | -0.0044 | |||||
| US29273VAR15 / Energy Transfer LP | 1.48 | -2.82 | 0.0958 | -0.0032 | |||||
| US05609KAA79 / BX Commercial Mortgage Trust 2021-XL2 | 1.48 | -26.50 | 0.0955 | -0.0351 | |||||
| US74834LBA70 / Quest Diagnostics Inc. | 1.48 | -1.53 | 0.0954 | -0.0020 | |||||
| US40390JAA07 / HGI CRE CLO 2021-FL2 Ltd | 1.46 | -1.28 | 0.0945 | -0.0017 | |||||
| US78485KAE55 / STWD 2022-FL3 Ltd | 1.46 | 0.00 | 0.0943 | -0.0005 | |||||
| US63940PAD78 / Navient Private Education Refi Loan Trust 2018-A | 1.45 | -12.68 | 0.0940 | -0.0141 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 1.45 | 1.26 | 0.0937 | 0.0008 | |||||
| EFXD / Equifax Inc. - Depositary Receipt (Common Stock) | 1.44 | 0.84 | 0.0934 | 0.0004 | |||||
| GEHC34 / GE HealthCare Technologies Inc. - Depositary Receipt (Common Stock) | 1.44 | -1.64 | 0.0929 | -0.0020 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 1.44 | -1.17 | 0.0929 | -0.0016 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 1.44 | 1.13 | 0.0928 | 0.0006 | |||||
| CRH SMW Finance Designated Activity Company / DBT (US12704PAB40) | 1.43 | 1.42 | 0.0924 | 0.0008 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 1.43 | -2.06 | 0.0922 | -0.0024 | |||||
| US058933AT98 / Banc of America Funding Trust, Series 2006-D, Class 6A1 | 1.42 | -0.56 | 0.0918 | -0.0010 | |||||
| SOLV / Solventum Corporation | 1.42 | -2.61 | 0.0918 | -0.0029 | |||||
| GreenSky Home Improvement Issuer Trust 2025-1 / ABS-CBDO (US39571NAD84) | 1.42 | -5.47 | 0.0917 | -0.0058 | |||||
| National Securities Clearing Corporation / DBT (US637639AQ81) | 1.41 | 0.0914 | 0.0914 | ||||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 1.41 | -1.74 | 0.0913 | -0.0021 | |||||
| US28176EAD04 / Edwards Lifesciences Corp Bond | 1.40 | -1.69 | 0.0905 | -0.0020 | |||||
| US68389XCF06 / Oracle Corp | 1.40 | -2.99 | 0.0903 | -0.0032 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 1.39 | 0.58 | 0.0900 | 0.0001 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 1.39 | 1.09 | 0.0900 | 0.0005 | |||||
| Hyundai Capital America / DBT (US44891ADG94) | 1.38 | 1.10 | 0.0892 | 0.0006 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.37 | -10.08 | 0.0888 | -0.0105 | |||||
| BNP / BNP Paribas SA | 1.37 | 0.0885 | 0.0885 | ||||||
| Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) | 1.36 | -1.45 | 0.0880 | -0.0017 | |||||
| XS1040508167 / Imperial Brands Finance plc | 1.36 | 0.0877 | 0.0877 | ||||||
| Apa Corp. / DBT (US03743QAF54) | 1.35 | 0.52 | 0.0875 | 0.0001 | |||||
| Trans Union, LLC / LON (89334GBG8) | 1.34 | 0.22 | 0.0866 | -0.0003 | |||||
| US958667AC17 / WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 | 1.34 | 0.98 | 0.0864 | 0.0004 | |||||
| APi Group DE, Inc. / LON (00186XAN3) | 1.33 | 0.38 | 0.0862 | -0.0001 | |||||
| US12545CAU45 / CHL Mortgage Pass-Through Trust 2007-10 | 1.31 | -0.38 | 0.0845 | -0.0007 | |||||
| G1PC34 / Genuine Parts Company - Depositary Receipt (Common Stock) | 1.30 | -1.51 | 0.0843 | -0.0017 | |||||
| US53948PAA66 / Loanpal Solar Loan 2021-1 Ltd | 1.30 | -3.77 | 0.0843 | -0.0037 | |||||
| US53948NAA19 / LOANPAL SOLAR LOAN LTD LPSLT 2020-3GS A | 1.30 | -0.23 | 0.0841 | -0.0006 | |||||
| US05551VAA17 / BBCMS Trust | 1.30 | -2.70 | 0.0837 | -0.0028 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 1.29 | 1.57 | 0.0834 | 0.0009 | |||||
| US05551VBL62 / BBCMS Trust | 1.29 | -2.87 | 0.0832 | -0.0028 | |||||
| US39809PAG00 / Greystone Commercial Real Estate Notes | 1.29 | -0.16 | 0.0831 | -0.0005 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 1.28 | 0.47 | 0.0827 | 0.0000 | |||||
| US14687AAS78 / Carvana Auto Receivable Trust Series 2020-P1 Class D | 1.28 | 0.47 | 0.0825 | 0.0001 | |||||
| Glencore Funding LLC / DBT (US378272BW77) | 1.28 | -2.67 | 0.0825 | -0.0027 | |||||
| US39809PAA30 / Greystone CRE Notes 2021-FL3 Ltd | 1.26 | -26.55 | 0.0818 | -0.0300 | |||||
| US744573AW69 / Public Service Enterprise Group Inc | 1.26 | -2.18 | 0.0814 | -0.0022 | |||||
| US55037LAA26 / LUNRR 2020 1A A 144A | 1.25 | -3.32 | 0.0810 | -0.0032 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.25 | -0.56 | 0.0808 | -0.0008 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.24 | -6.89 | 0.0804 | -0.0064 | |||||
| US38380Y4F93 / Government National Mortgage Association | 1.24 | -0.48 | 0.0801 | -0.0008 | |||||
| US14855MAA62 / Castlelake Aircraft Securitization Trust, Series 2019-1A, Class A | 1.24 | -22.28 | 0.0800 | -0.0235 | |||||
| Corpay Technologies Operating Company LLC / LON (33903RAZ2) | 1.24 | 0.08 | 0.0800 | -0.0003 | |||||
| EFN / Element Fleet Management Corp. | 1.23 | 0.82 | 0.0798 | 0.0003 | |||||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 1.23 | -37.53 | 0.0794 | -0.0482 | |||||
| US75575WAA45 / Ready Capital Mortgage Financing 2021-FL7 LLC | 1.22 | -36.38 | 0.0791 | -0.0458 | |||||
| Siemens Funding B.V. / DBT (US82622RAA41) | 1.22 | 0.0787 | 0.0787 | ||||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 1.21 | 1.85 | 0.0782 | 0.0011 | |||||
| Holcim Finance US LLC / DBT (US43475RAB24) | 1.21 | 0.0782 | 0.0782 | ||||||
| SYY / Sysco Corporation - Depositary Receipt (Common Stock) | 1.21 | 1.09 | 0.0780 | 0.0005 | |||||
| US05606DAS71 / BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 | 1.20 | -17.83 | 0.0778 | -0.0173 | |||||
| Tricolor Auto Securitization Trust 2025-2 / ABS-CBDO (US89617QAA85) | 1.20 | 0.0777 | 0.0777 | ||||||
| Enel Finance International N.V. / DBT (US29278GBD97) | 1.20 | 0.76 | 0.0774 | 0.0002 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.20 | -2.77 | 0.0773 | -0.0026 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.19 | 1.02 | 0.0768 | 0.0004 | |||||
| Ginnie Mae REMIC Trust 2024-025 / ABS-MBS (US38384JM760) | 1.19 | -3.02 | 0.0768 | -0.0028 | |||||
| Atlassian Corporation / DBT (US049468AA91) | 1.19 | 0.85 | 0.0767 | 0.0002 | |||||
| US29273VAS97 / Energy Transfer LP | 1.19 | 0.68 | 0.0767 | 0.0001 | |||||
| US67077MBA53 / Nutrien Ltd | 1.18 | -2.24 | 0.0764 | -0.0021 | |||||
| US95000U3G61 / Wells Fargo & Co | 1.17 | 0.51 | 0.0758 | 0.0001 | |||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 1.17 | 0.0757 | 0.0757 | ||||||
| Bunge Limited Finance Corp. / DBT (US120568BE94) | 1.16 | -2.03 | 0.0751 | -0.0020 | |||||
| US361448BE25 / GATX Corp. | 1.16 | -1.70 | 0.0748 | -0.0016 | |||||
| US59001ABA97 / Meritage Homes Corp Bond | 1.15 | -2.21 | 0.0745 | -0.0020 | |||||
| US126694R752 / Alternative Loan Trust, Series 2006-OA2, Class A1 | 1.15 | -0.86 | 0.0745 | -0.0010 | |||||
| US38380HMV14 / Government National Mortgage Association | 1.15 | -2.71 | 0.0742 | -0.0025 | |||||
| US92538QAA85 / VERUS SECURITIZATION TRUST 2021-7 1.829% 10/25/2066 144A | 1.15 | -1.97 | 0.0741 | -0.0018 | |||||
| BBCMS Mortgage Trust 2025-5C34 / ABS-CBDO (US07337BAG95) | 1.14 | 0.0739 | 0.0739 | ||||||
| CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) | 1.14 | -1.80 | 0.0739 | -0.0017 | |||||
| Kinder Morgan Kansas, Inc. / DBT (US494553AD27) | 1.14 | -2.06 | 0.0739 | -0.0019 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.14 | 0.0738 | 0.0738 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.14 | -2.65 | 0.0738 | -0.0024 | |||||
| US55336VAS97 / MPLX L.P. | 1.14 | -1.98 | 0.0737 | -0.0018 | |||||
| Calpine Corporation / LON (13134MBW2) | 1.14 | 0.35 | 0.0735 | -0.0001 | |||||
| US573874AP91 / Marvell Technology Inc | 1.13 | -1.90 | 0.0733 | -0.0018 | |||||
| Reynolds Consumer Products LLC / LON (76171JAE1) | 1.13 | 0.00 | 0.0731 | -0.0003 | |||||
| Burlington Coat Factory Warehouse Corporation / LON (121575AL8) | 1.13 | 16.63 | 0.0730 | 0.0101 | |||||
| NFG / National Fuel Gas Company | 1.12 | 1.00 | 0.0722 | 0.0004 | |||||
| Canadian Imperial Bank Of Commerce / DBT (US13607PVQ44) | 1.11 | 1.00 | 0.0716 | 0.0004 | |||||
| Affirm Master Trust / ABS-CBDO (US00833BAC28) | 1.11 | 0.18 | 0.0715 | -0.0002 | |||||
| Rentokil Terminix Funding, LLC / DBT (US760130AA26) | 1.10 | 0.0712 | 0.0712 | ||||||
| US744573AV86 / Public Service Enterprise Group Inc | 1.10 | -2.22 | 0.0711 | -0.0020 | |||||
| US16411QAG64 / Cheniere Energy Partners LP | 1.10 | 1.29 | 0.0710 | 0.0006 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 1.10 | 0.83 | 0.0708 | 0.0002 | |||||
| BIIB / Biogen Inc. - Depositary Receipt (Common Stock) | 1.09 | 0.0706 | 0.0706 | ||||||
| US74143FAA75 / PRET_21-RN2 | 1.08 | -7.90 | 0.0701 | -0.0064 | |||||
| US12532BAD91 / CFCRE Commercial Mortgage Trust 2016-C7 | 1.08 | 0.0695 | 0.0695 | ||||||
| US63170MAA18 / Nassau 2018-I Ltd | 1.07 | -30.71 | 0.0689 | -0.0309 | |||||
| US05530QAQ38 / BAT International Finance plc | 1.06 | -7.69 | 0.0683 | -0.0060 | |||||
| US00928QAU58 / Aircastle Ltd | 1.05 | 1.25 | 0.0680 | 0.0005 | |||||
| Goldman Sachs Bank USA / DBT (US38151LAE02) | 1.03 | -2.73 | 0.0668 | -0.0022 | |||||
| US168831AA32 / Chile Electricity PEC SpA | 1.02 | 0.89 | 0.0662 | 0.0003 | |||||
| US14453MAC82 / CARR 2006-NC4 V/R 10/25/36 1.86800000 | 1.01 | -13.85 | 0.0656 | -0.0109 | |||||
| US81377JAC71 / Securitized Asset-Backed Receivables LLC Trust, Series 2007-HE1, Class A2B | 1.01 | 0.20 | 0.0650 | -0.0001 | |||||
| Upgrade Master Pass-Thru Trust Series 2025-ST4 / ABS-CBDO (US91533MAA45) | 1.00 | 0.0646 | 0.0646 | ||||||
| US50155QAJ94 / Kyndryl Holdings, Inc. | 0.99 | 0.81 | 0.0641 | 0.0002 | |||||
| US26863LAG95 / ELP Commercial Mortgage Trust | 0.99 | 0.0638 | 0.0638 | ||||||
| WMG Acquisition Corp. / LON (92929LBA5) | 0.98 | 0.41 | 0.0634 | 0.0000 | |||||
| IQVIA Inc. / LON (44969CBP4) | 0.98 | 0.10 | 0.0632 | -0.0002 | |||||
| US88233FAK66 / Vistra Operations Co. LLC, Term Loan | 0.97 | 0.41 | 0.0629 | -0.0001 | |||||
| Wyndham Hotels & Resorts, Inc. / LON (98310CAF9) | 0.97 | 0.10 | 0.0628 | -0.0002 | |||||
| US46284NAV10 / Iron Mountain, Inc. 2023 Term Loan B | 0.97 | 0.31 | 0.0627 | -0.0001 | |||||
| H.B. Fuller Company / LON (40409VAW4) | 0.97 | 0.31 | 0.0627 | -0.0001 | |||||
| I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) | 0.97 | 0.21 | 0.0624 | -0.0001 | |||||
| Flutter Financing B.V. / LON (N3313EAG5) | 0.96 | 0.10 | 0.0623 | -0.0003 | |||||
| US12591VAK70 / Commercial Mortgage Trust, Series 2014-CR16, Class C | 0.95 | 0.32 | 0.0616 | -0.0001 | |||||
| US72703PAD50 / Planet Fitness Master Issuer LLC | 0.95 | 0.64 | 0.0612 | 0.0001 | |||||
| Glencore Funding LLC / DBT (US378272BY34) | 0.94 | 0.64 | 0.0608 | 0.0001 | |||||
| Energizer Holdings, Inc. / LON (29267YAW2) | 0.94 | 0.32 | 0.0607 | -0.0001 | |||||
| Colossus Acquireco LLC / LON (N/A) | 0.93 | 0.0600 | 0.0600 | ||||||
| SS&C Technologies Inc. / LON (78466DBJ2) | 0.92 | -0.33 | 0.0594 | -0.0005 | |||||
| Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) | 0.91 | -2.36 | 0.0589 | -0.0017 | |||||
| Somnigroup International Inc / LON (88025BAP6) | 0.91 | 0.0589 | 0.0589 | ||||||
| US05609KAG40 / BX Commercial Mortgage Trust 2021-XL2 | 0.91 | 0.0588 | 0.0588 | ||||||
| US37959PAA57 / SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 | 0.90 | -4.56 | 0.0581 | -0.0031 | |||||
| Bank5 2025-5YR13 / ABS-CBDO (US06650CAM55) | 0.90 | -4.98 | 0.0579 | -0.0034 | |||||
| US12434LAA26 / BXMT 2020-FL2 A | 0.89 | -8.87 | 0.0578 | -0.0059 | |||||
| USL6388GAB60 / Millicom International Cellular SA | 0.89 | 1.37 | 0.0574 | 0.0005 | |||||
| US30313LAG77 / FREMF 2019-KF69 B | 0.88 | 0.11 | 0.0571 | -0.0002 | |||||
| US12635RAX61 / CSAIL 2015-C4 Commercial Mortgage Trust | 0.87 | 0.0565 | 0.0565 | ||||||
| US03881BAW37 / Arbor Multifamily Mortgage Securities Trust 2020-MF1 | 0.87 | -4.71 | 0.0562 | -0.0031 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.87 | -1.25 | 0.0561 | -0.0009 | |||||
| US3136B3QC72 / Fannie Mae REMICS | 0.87 | -3.78 | 0.0560 | -0.0025 | |||||
| Foundry JV Holdco LLC / DBT (US350930AB92) | 0.87 | 0.93 | 0.0559 | 0.0003 | |||||
| US863576AA29 / Structured Asset Securities Corp Trust 2005-5 | 0.86 | -7.43 | 0.0556 | -0.0048 | |||||
| US74923HAN17 / RALI Series 2007-QS4 Trust | 0.86 | -2.39 | 0.0554 | -0.0016 | |||||
| USP13435AD71 / Banco Internacional del Peru SAA Interbank | 0.85 | 0.47 | 0.0548 | 0.0000 | |||||
| Marvell Technology, Inc. / DBT (US573874AR57) | 0.85 | 0.0547 | 0.0547 | ||||||
| US05530QAN07 / BAT International Finance PLC | 0.84 | 0.84 | 0.0546 | 0.0002 | |||||
| Icon Investments Six Designated Activity Company / DBT (US45115AAA25) | 0.83 | 0.12 | 0.0538 | -0.0002 | |||||
| US22966RAE62 / CubeSmart LP | 0.83 | 1.22 | 0.0537 | 0.0004 | |||||
| Connecticut Avenue Securities Trust 2024-R06 / ABS-MBS (US20755RAB15) | 0.82 | -26.96 | 0.0531 | -0.0199 | |||||
| US91682NAC74 / Upstart Securitization Trust 2021-4 | 0.82 | -32.92 | 0.0528 | -0.0263 | |||||
| US06051GHT94 / Bank of America Corp. | 0.81 | -9.57 | 0.0526 | -0.0058 | |||||
| NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note | 0.81 | -7.95 | 0.0524 | -0.0048 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.81 | -3.46 | 0.0523 | -0.0022 | |||||
| US009733AA45 / Ajax Mortgage Loan Trust 2021-C | 0.80 | -5.20 | 0.0519 | -0.0031 | |||||
| USP5015VAP15 / Guatemala Government Bond | 0.79 | 1.02 | 0.0513 | 0.0003 | |||||
| XS2310058891 / DBS Group Holdings Ltd | 0.78 | 0.77 | 0.0507 | 0.0001 | |||||
| Six Flags Entertainment Corporation / LON (15018LAN1) | 0.78 | 0.52 | 0.0504 | -0.0000 | |||||
| US32027NWQ05 / First Franklin Mortgage Loan Trust, Series 2005-FF10, Class A6M | 0.77 | -2.15 | 0.0500 | -0.0013 | |||||
| SON / Sonoco Products Company | 0.77 | 0.26 | 0.0495 | -0.0001 | |||||
| Wells Fargo Commercial Mortgage Trust 2025-C64 / ABS-MBS (US95004BAS07) | 0.76 | -37.66 | 0.0494 | -0.0302 | |||||
| USP66208AA02 / Mexico Generadora de Energia S de rl | 0.76 | -4.03 | 0.0493 | -0.0023 | |||||
| E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) | 0.76 | -1.94 | 0.0490 | -0.0012 | |||||
| US02666TAA51 / American Homes 4 Rent LP | 0.76 | 0.53 | 0.0488 | 0.0000 | |||||
| US13607H6M92 / Canadian Imperial Bank of Commerce | 0.75 | -5.63 | 0.0488 | -0.0032 | |||||
| US50212YAC84 / LPL Holdings, Inc. | 0.74 | 0.68 | 0.0482 | 0.0001 | |||||
| PYPL / PayPal Holdings, Inc. - Depositary Receipt (Common Stock) | 0.74 | -2.23 | 0.0481 | -0.0013 | |||||
| US00774MBC82 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.73 | 0.69 | 0.0473 | 0.0001 | |||||
| C1NP34 / CenterPoint Energy, Inc. - Depositary Receipt (Common Stock) | 0.73 | -15.12 | 0.0472 | -0.0087 | |||||
| US85350EAB20 / Standard Industries, Inc., Term Loan B | 0.73 | -0.95 | 0.0472 | -0.0007 | |||||
| US61946PAB94 / MSAIC 2020 2A B 144A | 0.72 | -3.72 | 0.0469 | -0.0020 | |||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 0.72 | -0.28 | 0.0465 | -0.0003 | |||||
| Veralto Corporation / DBT (US92338CAB90) | 0.72 | 0.00 | 0.0464 | -0.0002 | |||||
| US842587DM64 / SOUTHERN CO SR UNSECURED 10/25 5.15 | 0.72 | 0.00 | 0.0463 | -0.0002 | |||||
| US232434AU41 / Alternative Loan Trust 2006-OC8 | 0.72 | -6.04 | 0.0463 | -0.0032 | |||||
| US67103HAM97 / OREILLY AUTOMOTIVE INC 5.75% 11/20/2026 | 0.70 | -2.77 | 0.0453 | -0.0015 | |||||
| US05606DAC20 / BX TRUST | 0.70 | 0.0452 | 0.0452 | ||||||
| US74922UAC71 / Rali Series 2007-Qs8 Trust | 0.70 | 0.00 | 0.0451 | -0.0002 | |||||
| US71568QAC15 / Perusahaan Listrik Negara PT | 0.69 | 135.71 | 0.0448 | 0.0257 | |||||
| US096630AF58 / Boardwalk Pipelines, L.P. 4.45%, Due 07/15/2027 | 0.69 | -1.56 | 0.0448 | -0.0009 | |||||
| XS2314514477 / Bank Negara Indonesia Persero Tbk PT | 0.69 | 1.17 | 0.0447 | 0.0003 | |||||
| USG54897AA45 / Lima Metro Line 2 Finance Ltd | 0.69 | -1.15 | 0.0445 | -0.0007 | |||||
| USP16259AN67 / BBVA Bancomer SA/Texas | 0.69 | 43.13 | 0.0444 | 0.0132 | |||||
| US18976GAR74 / CitiMortgage Alternative Loan Trust Series 2007-A6 | 0.68 | -1.16 | 0.0442 | -0.0007 | |||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 0.68 | 0.89 | 0.0442 | 0.0002 | |||||
| D1RI34 / Darden Restaurants, Inc. - Depositary Receipt (Common Stock) | 0.68 | -2.01 | 0.0441 | -0.0011 | |||||
| US05971U2D82 / Banco de Credito del Peru | 0.68 | 0.74 | 0.0439 | 0.0001 | |||||
| US87612BBL53 / CORP. NOTE | 0.68 | -10.32 | 0.0438 | -0.0053 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 0.68 | 0.0436 | 0.0436 | ||||||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 0.67 | -13.48 | 0.0436 | -0.0071 | |||||
| SCCU Auto Receivables Trust 2024-1 / ABS-CBDO (US78436RAC43) | 0.67 | -31.67 | 0.0434 | -0.0204 | |||||
| US25152BAE83 / Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-2 | 0.66 | -0.91 | 0.0424 | -0.0006 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.65 | -1.51 | 0.0422 | -0.0008 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.65 | 0.0422 | 0.0422 | ||||||
| USE0R75QAA61 / AI Candelaria Spain SLU | 0.65 | -8.33 | 0.0420 | -0.0040 | |||||
| Veralto Corporation / DBT (US92338CAD56) | 0.65 | -11.70 | 0.0420 | -0.0058 | |||||
| US681936BK50 / Omega Healthcare Investors Inc | 0.65 | 0.93 | 0.0420 | 0.0002 | |||||
| USP13458AB34 / Banco Industrial SA | 0.65 | 0.16 | 0.0417 | -0.0001 | |||||
| US04285AAC99 / CORP CMO | 0.64 | -6.28 | 0.0416 | -0.0030 | |||||
| US78016EZP59 / Royal Bank of Canada | 0.64 | -2.14 | 0.0415 | -0.0011 | |||||
| US11135FBB67 / Broadcom Inc | 0.64 | -1.69 | 0.0415 | -0.0009 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.64 | -1.08 | 0.0414 | -0.0007 | |||||
| US49255PAA12 / Kestrel Aircraft Funding Ltd | 0.64 | -8.86 | 0.0413 | -0.0042 | |||||
| US808513BZ79 / Charles Schwab Corp/The | 0.64 | -2.45 | 0.0412 | -0.0012 | |||||
| US55284AAA60 / MF1 2021-FL7 Ltd | 0.63 | -36.23 | 0.0409 | -0.0235 | |||||
| ANG.PRD / American National Group Inc. - Preferred Stock | 0.63 | 1.45 | 0.0407 | 0.0004 | |||||
| US65473PAN50 / NiSource Inc | 0.63 | -1.42 | 0.0404 | -0.0008 | |||||
| PFP 2024-11 Ltd / ABS-CBDO (US69291WAA09) | 0.62 | -9.52 | 0.0400 | -0.0044 | |||||
| USG11176AA54 / Bioceanico Sovereign Certificate Ltd | 0.62 | -4.33 | 0.0400 | -0.0020 | |||||
| US37940XAN21 / Global Payments Inc | 0.61 | 0.16 | 0.0397 | -0.0001 | |||||
| US71647NAY58 / Petrobras Global Finance BV | 0.61 | 0.83 | 0.0395 | 0.0001 | |||||
| S1HW34 / The Sherwin-Williams Company - Depositary Receipt (Common Stock) | 0.61 | -1.93 | 0.0394 | -0.0010 | |||||
| USP09252AK62 / Banco de Bogota SA | 0.60 | -0.17 | 0.0389 | -0.0003 | |||||
| US69377FAA49 / Freeport Indonesia PT | 0.60 | 0.50 | 0.0388 | 0.0000 | |||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 0.60 | -2.61 | 0.0387 | -0.0013 | |||||
| BNP / BNP Paribas SA | 0.60 | 0.0385 | 0.0385 | ||||||
| AIG / American International Group, Inc. - Depositary Receipt (Common Stock) | 0.59 | 0.0383 | 0.0383 | ||||||
| IFSPE / Intercorp Financial Services Inc | 0.58 | 0.52 | 0.0377 | 0.0000 | |||||
| US29250NBX21 / ENBRIDGE INC SR UNSEC 6.0% 11-15-28 | 0.58 | -11.01 | 0.0377 | -0.0048 | |||||
| USP1507SAG23 / Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | 0.58 | 0.00 | 0.0375 | -0.0001 | |||||
| US92872VAA17 / VOLT_21-NPL8 | 0.57 | -60.76 | 0.0368 | -0.0574 | |||||
| USN53766AA41 / MV24 Capital BV | 0.57 | -2.07 | 0.0367 | -0.0009 | |||||
| US90353TAG58 / Uber Technologies Inc | 0.56 | -9.68 | 0.0362 | -0.0041 | |||||
| US866677AF41 / Sun Communities Operating LP | 0.55 | 1.47 | 0.0359 | 0.0003 | |||||
| US96041AAC09 / WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL A2 REGD 144A P/P 6.23000000 | 0.55 | -62.11 | 0.0358 | -0.0591 | |||||
| Gen Digital Inc. / LON (66877AAG3) | 0.55 | 0.73 | 0.0358 | 0.0001 | |||||
| WTRG / Essential Utilities, Inc. | 0.54 | -2.16 | 0.0352 | -0.0009 | |||||
| Froneri Lux Finco Sarl / LON (G3679YAK8) | 0.54 | -0.55 | 0.0350 | -0.0004 | |||||
| USP4909LAA81 / GNL Quintero SA | 0.53 | 26.14 | 0.0340 | 0.0069 | |||||
| US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC | 0.52 | -59.40 | 0.0335 | -0.0494 | |||||
| BIRG / Bank of Ireland Group plc | 0.52 | 0.78 | 0.0333 | 0.0001 | |||||
| USL4R02QAA86 / Guara Norte Sarl | 0.51 | -38.15 | 0.0329 | -0.0206 | |||||
| N1IS34 / NiSource Inc. - Depositary Receipt (Common Stock) | 0.50 | -10.55 | 0.0323 | -0.0040 | |||||
| SUZ.30 / Suzano Austria GmbH | 0.50 | 2.25 | 0.0323 | 0.0006 | |||||
| FI4000223532 / Kojamo Oyj | 0.50 | 2.04 | 0.0323 | 0.0005 | |||||
| USP56243AD31 / InRetail Shopping Malls | 0.50 | -16.30 | 0.0322 | -0.0064 | |||||
| US69033DAD93 / Oversea-Chinese Banking Corp Ltd | 0.50 | 0.61 | 0.0321 | 0.0001 | |||||
| USP7372BAA19 / Orazul Energy Egenor SCA | 0.49 | 0.61 | 0.0320 | 0.0000 | |||||
| US30296EAA73 / FREMF 2017-KF30 Mortgage Trust | 0.49 | 0.41 | 0.0319 | -0.0001 | |||||
| US12659LAC63 / Credit Suisse Mortgage Trust, Series 2020-SPT1, Class A3 | 0.49 | 0.61 | 0.0319 | 0.0001 | |||||
| XS2230275633 / United Overseas Bank Ltd | 0.49 | 1.24 | 0.0317 | 0.0002 | |||||
| XS1636266832 / Adani Ports & Special Economic Zone Ltd | 0.48 | 2.77 | 0.0312 | 0.0007 | |||||
| US14686RAA05 / Carvana Auto Receivables Trust 2023-N3 | 0.48 | -52.49 | 0.0310 | -0.0344 | |||||
| US92873EAA82 / VOLT_21-NP10 | 0.47 | -37.14 | 0.0307 | -0.0184 | |||||
| USP1451JAA18 / Banco Nacional de Comercio Exterior SNC/Cayman Islands | 0.47 | 1.07 | 0.0306 | 0.0001 | |||||
| US03465AAC36 / AOMT_20-6 | 0.46 | -1.08 | 0.0298 | -0.0004 | |||||
| Alterra Mountain Company / LON (46124CAQ0) | 0.46 | 0.44 | 0.0297 | -0.0000 | |||||
| US17309KAN72 / Citimortgage Alternative Loan Trust, Series 2006-A3 | 0.46 | -2.55 | 0.0296 | -0.0010 | |||||
| US751151AG64 / RALI Series 2006-QS12 Trust | 0.46 | 0.89 | 0.0294 | 0.0001 | |||||
| FirstEnergy Transmission, LLC / DBT (US33767BAG41) | 0.45 | 1.57 | 0.0293 | 0.0003 | |||||
| US30294VAA17 / FREMF 2016-KF18 Mortgage Trust | 0.45 | 0.00 | 0.0292 | -0.0001 | |||||
| US05592AAA88 / BPR Trust 2021-TY | 0.45 | 0.67 | 0.0291 | 0.0000 | |||||
| Diageo Investment Corporation / DBT (US25245BAC19) | 0.45 | 0.0290 | 0.0290 | ||||||
| Vestis Corporation / LON (92550HAE3) | 0.45 | -3.89 | 0.0288 | -0.0013 | |||||
| H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) | 0.44 | 1.37 | 0.0287 | 0.0002 | |||||
| US225401BC11 / UBS Group AG | 0.44 | 0.00 | 0.0285 | -0.0001 | |||||
| Carvana Auto Receivables Trust 2024-P1 / ABS-CBDO (US14688NAB55) | 0.44 | -51.86 | 0.0285 | -0.0309 | |||||
| US115236AB74 / Brown & Brown Inc | 0.44 | 0.92 | 0.0283 | 0.0001 | |||||
| US36254KAP75 / GS MORTGAGE SECURITIES TRUST 2017-GS8 SER 2017-GS8 CL XA V/R REGD 1.12270600 | 0.43 | -11.61 | 0.0281 | -0.0038 | |||||
| US83406GAA85 / Sofi Alternative Trust 2021-1 | 0.43 | -27.23 | 0.0280 | -0.0107 | |||||
| USP3713CAB48 / Empresa Electrica Cochrane SpA | 0.43 | -18.63 | 0.0277 | -0.0064 | |||||
| USY4S71YAA27 / JSW Hydro Energy Ltd | 0.42 | -1.86 | 0.0273 | -0.0006 | |||||
| US52607KAA16 / Lendbuzz Securitization Trust 2022-1 | 0.42 | -20.91 | 0.0269 | -0.0073 | |||||
| USP7922DAB03 / Prumo Participacoes e Investimentos S/A | 0.41 | -4.83 | 0.0268 | -0.0015 | |||||
| USU63768AA01 / NBM US Holdings Inc | 0.41 | 0.00 | 0.0267 | -0.0001 | |||||
| US00973RAL78 / Aker BP ASA | 0.41 | 0.98 | 0.0266 | 0.0001 | |||||
| US02147QAR39 / Alternative Loan Trust 2006-19CB | 0.41 | -0.98 | 0.0263 | -0.0004 | |||||
| US02209SBQ57 / Altria Group Inc | 0.40 | -9.05 | 0.0260 | -0.0028 | |||||
| US05493NAA00 / BDS 2021-FL9 Ltd | 0.40 | -48.66 | 0.0260 | -0.0248 | |||||
| US45661EBW30 / IndyMac MBS, Inc. | 0.40 | 0.00 | 0.0258 | -0.0001 | |||||
| BEEFBZ / Minerva Luxembourg SA | 0.40 | 0.76 | 0.0258 | 0.0000 | |||||
| USP3579ECP09 / Dominican Republic International Bond | 0.40 | -59.47 | 0.0258 | -0.0380 | |||||
| XS1548865911 / BPRL International Singapore Pte Ltd | 0.40 | 0.0257 | 0.0257 | ||||||
| USG3040LAA01 / Energuate Trust | 0.40 | -0.25 | 0.0257 | -0.0002 | |||||
| USP4954BAF33 / Grupo KUO SAB De CV | 0.39 | 0.51 | 0.0255 | -0.0001 | |||||
| 4O2B / Adani Transmission Ltd | 0.39 | 2.60 | 0.0255 | 0.0005 | |||||
| USG25343AB36 / Cosan Ltd | 0.39 | 0.00 | 0.0253 | -0.0001 | |||||
| US74928EAF07 / RBSSP Resecuritization Trust 2009-2 | 0.39 | -2.26 | 0.0253 | -0.0007 | |||||
| USY4470XAA10 / JSW Infrastructure Ltd | 0.39 | 1.30 | 0.0252 | 0.0002 | |||||
| Delta 2 (LUX) S.a.r.l. / LON (L2465BAW6) | 0.39 | 0.78 | 0.0252 | 0.0000 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 0.39 | 0.0252 | 0.0252 | ||||||
| USL15669AA91 / Chile Electricity Lux MPC Sarl | 0.39 | 102.09 | 0.0250 | 0.0126 | |||||
| USP56236AB16 / InRetail Consumer | 0.38 | 0.0245 | 0.0245 | ||||||
| US126117AV22 / CNA Financial Corp. | 0.37 | -9.07 | 0.0240 | -0.0025 | |||||
| R / Ryder System, Inc. | 0.37 | 0.82 | 0.0238 | 0.0001 | |||||
| US02147PAP99 / Alternative Loan Trust 2006-29T1 | 0.37 | 0.27 | 0.0238 | 0.0000 | |||||
| US863579G516 / Structured Adjustable Rate Mortgage Loan Trust 2005-3XS | 0.37 | -0.27 | 0.0236 | -0.0002 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 0.36 | 0.0235 | 0.0235 | ||||||
| US25179MBD48 / Devon Energy Corp | 0.36 | -10.15 | 0.0235 | -0.0028 | |||||
| US94989XBL82 / Wells Fargo Commercial Mortgage Trust 2015-NXS4 | 0.36 | 2.56 | 0.0233 | 0.0005 | |||||
| US23311VAH06 / DCP Midstream Operating LP | 0.36 | 1.12 | 0.0233 | 0.0001 | |||||
| USG0398NZ620 / Antofagasta PLC | 0.35 | -31.84 | 0.0227 | -0.0107 | |||||
| US36253PAE25 / GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 1.18867500 | 0.34 | 1.80 | 0.0220 | 0.0003 | |||||
| BRO / Brown & Brown, Inc. | 0.33 | 0.0216 | 0.0216 | ||||||
| Dynasty Acquisition Co., Inc. / LON (26812CAN6) | 0.33 | 0.00 | 0.0214 | -0.0001 | |||||
| USN6000DAA11 / Mong Duong Finance Holdings BV | 0.33 | -10.57 | 0.0213 | -0.0026 | |||||
| US05369AAN19 / Aviation Capital Group LLC | 0.33 | 0.61 | 0.0213 | 0.0000 | |||||
| Trans Union, LLC / LON (89334GBF0) | 0.33 | 0.31 | 0.0212 | -0.0001 | |||||
| US882925AA84 / Theorem Funding Trust 2022-3 | 0.33 | -56.52 | 0.0212 | -0.0277 | |||||
| US95001RAY53 / Wells Fargo Commercial Mortgage Trust 2018-C48 | 0.32 | -9.27 | 0.0209 | -0.0022 | |||||
| US82652RAC34 / Sierra Timeshare 2021-2 Receivables Funding LLC | 0.31 | -13.50 | 0.0204 | -0.0032 | |||||
| COMENG / Cometa Energia SA de CV | 0.31 | 1.97 | 0.0202 | 0.0003 | |||||
| M1CH34 / Microchip Technology Incorporated - Depositary Receipt (Common Stock) | 0.31 | 0.66 | 0.0199 | 0.0001 | |||||
| US69547PAB58 / Pagaya AI Debt Selection Trust, Series 2021-HG1, Class B | 0.31 | 0.33 | 0.0199 | -0.0000 | |||||
| US85572RAA77 / Start Ltd/Bermuda | 0.31 | -3.79 | 0.0198 | -0.0008 | |||||
| FCT / Fincantieri S.p.A. | 0.30 | 1.35 | 0.0195 | 0.0002 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 0.30 | 0.0195 | 0.0195 | ||||||
| US762010AE64 / RFMSI Series 2006-S4 Trust | 0.30 | 0.67 | 0.0194 | 0.0001 | |||||
| US26884LAG41 / EQT Corp | 0.30 | 0.67 | 0.0194 | 0.0000 | |||||
| US3138EKJ978 / Federal National Mortgage Association, Inc. | 0.30 | -2.62 | 0.0193 | -0.0006 | |||||
| US35671DCE31 / Freeport-McMoRan Inc | 0.30 | 0.68 | 0.0192 | 0.0000 | |||||
| USP2253TJS98 / Cemex SAB de CV | 0.30 | 1.02 | 0.0192 | 0.0001 | |||||
| US92873AAA60 / VOLT XCIV LLC 2.2395% 02/27/2051 144A | 0.29 | -64.69 | 0.0189 | -0.0348 | |||||
| USU9841MAA00 / Wipro IT Services LLC | 0.29 | 0.0188 | 0.0188 | ||||||
| US053611AJ82 / Avery Dennison Corp. | 0.28 | 1.07 | 0.0184 | 0.0001 | |||||
| XS2270576619 / Morocco Government International Bond | 0.28 | 0.0182 | 0.0182 | ||||||
| US61691JAW45 / MORGAN STANLEY CAPITAL I TRUST 2017-H1 SER 2017-H1 CL XA V/R REGD 1.59467800 | 0.28 | -15.20 | 0.0180 | -0.0034 | |||||
| USP3143NBE33 / Corp Nacional del Cobre de Chile | 0.28 | 1.46 | 0.0180 | 0.0002 | |||||
| Froneri Lux Finco Sarl / LON (G3679YAK8) | 0.28 | -49.17 | 0.0180 | -0.0175 | |||||
| US95001MAH34 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL XA V/R REGD 1.20864800 | 0.28 | -14.55 | 0.0179 | -0.0032 | |||||
| US07332VBJ35 / BBCMS MORTGAGE TRUST 2017-C1 | 0.27 | -19.47 | 0.0177 | -0.0043 | |||||
| US57110NAD84 / Marlette Funding Trust 2021-1 | 0.27 | -39.36 | 0.0172 | -0.0112 | |||||
| US2254W0NF81 / Credit Suisse First Boston Mortgage Acceptance Corp. | 0.26 | -0.38 | 0.0170 | -0.0001 | |||||
| USP90475AB31 / Telefonica Celular del Paraguay SA | 0.26 | 0.00 | 0.0169 | -0.0001 | |||||
| US67448VAM28 / OBX 2020-EXP2 Trust | 0.26 | -3.03 | 0.0166 | -0.0006 | |||||
| USU63768AB83 / NBM US HOLDING 6.625 8/29 | 0.25 | 0.80 | 0.0162 | 0.0000 | |||||
| US95002BAC72 / Wells Fargo Commercial Mortgage Trust 2019-C53 | 0.25 | 0.0159 | 0.0159 | ||||||
| US06051GLA57 / Bank of America Corp. | 0.24 | 0.00 | 0.0155 | -0.0001 | |||||
| US595017BA15 / CORP. NOTE | 0.23 | 0.00 | 0.0149 | -0.0000 | |||||
| US94985GAH92 / Wells Fargo Alternative Loan 2007-PA3 Trust | 0.22 | -0.45 | 0.0145 | -0.0001 | |||||
| US61946NAA63 / Mosaic Solar Loan Trust 2020-1 | 0.22 | -4.42 | 0.0140 | -0.0008 | |||||
| US05948KR842 / Banc of America Alternative Loan Trust 2006-3 | 0.22 | -1.83 | 0.0139 | -0.0003 | |||||
| US12515DAS36 / CD 2017-CD4 Mortgage Trust | 0.21 | -18.15 | 0.0137 | -0.0031 | |||||
| XS1993965950 / Gold Fields Orogen Holdings BVI Ltd | 0.21 | 0.00 | 0.0134 | -0.0000 | |||||
| US46590LAV45 / JPMDB Commercial Mortgage Securities Trust 2016-C2 | 0.21 | 8.99 | 0.0133 | 0.0010 | |||||
| US63861VAJ61 / Nationwide Building Society | 0.21 | 0.00 | 0.0133 | -0.0001 | |||||
| US06541FBB40 / BANK 2017-BNK4 | 0.20 | -16.05 | 0.0132 | -0.0026 | |||||
| USP29595AB42 / Comision Federal de Electricidad | 0.20 | 1.02 | 0.0129 | 0.0001 | |||||
| US78473JAG76 / SREIT TRUST SREIT 2021 IND B 144A | 0.20 | 0.51 | 0.0129 | 0.0000 | |||||
| XS1457499645 / ONGC Videsh Vankorneft Pte Ltd | 0.20 | -66.55 | 0.0128 | -0.0199 | |||||
| USL9412AAB37 / Ultrapar International SA | 0.20 | 0.51 | 0.0128 | 0.0000 | |||||
| USA08163AA41 / BRF GmbH | 0.20 | -26.77 | 0.0128 | -0.0010 | |||||
| US69370RAK32 / Pertamina Persero PT | 0.20 | 1.03 | 0.0127 | 0.0001 | |||||
| USP30179BQ04 / Comision Federal de Electricidad | 0.20 | 2.09 | 0.0126 | 0.0002 | |||||
| Delta 2 (LUX) S.a.r.l. / LON (L2465BAX4) | 0.20 | 0.52 | 0.0126 | -0.0000 | |||||
| USP7358RAD81 / Oleoducto Central SA | 0.19 | 0.52 | 0.0126 | 0.0000 | |||||
| US958667AF48 / Western Midstream Operating LP | 0.19 | 0.00 | 0.0125 | -0.0000 | |||||
| US03512TAF84 / AngloGold Ashanti Holdings PLC | 0.19 | 1.06 | 0.0123 | 0.0001 | |||||
| New York Life Global Funding / DBT (US64952WFF59) | 0.19 | -9.13 | 0.0123 | -0.0013 | |||||
| Affirm Asset Securitization Trust 2024-X1 / ABS-CBDO (US00834XAA72) | 0.19 | -70.89 | 0.0121 | -0.0294 | |||||
| USP3713QAA50 / Empresa Electrica Angamos SA | 0.19 | -11.43 | 0.0121 | -0.0016 | |||||
| USP3143NBH63 / Corp Nacional del Cobre de Chile | 0.19 | 1.65 | 0.0120 | 0.0001 | |||||
| US20267TAA07 / Commonbond Student Loan Trust 2016-A | 0.18 | -8.76 | 0.0115 | -0.0011 | |||||
| US26884LAF67 / EQT Corp. | 0.17 | 0.60 | 0.0110 | 0.0000 | |||||
| US55283TAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.17 | -30.17 | 0.0110 | -0.0048 | |||||
| US127097AG80 / Coterra Energy Inc | 0.17 | 0.00 | 0.0109 | -0.0000 | |||||
| US59001ABD37 / MTH 3 7/8 04/15/29 | 0.15 | 1.33 | 0.0098 | 0.0001 | |||||
| USP09110AB65 / Banco Continental SAECA | 0.15 | 0.68 | 0.0096 | 0.0000 | |||||
| US64952WEE93 / New York Life Global Funding | 0.15 | -9.82 | 0.0095 | -0.0011 | |||||
| Walker & Dunlop, Inc. / LON (93148QAK6) | 0.14 | 0.00 | 0.0094 | 0.0000 | |||||
| Froneri Lux Finco Sarl / LON (G3679YAK8) | 0.14 | -73.58 | 0.0093 | -0.0261 | |||||
| CPI Holdco B LLC / LON (1261MAAB6) | 0.14 | 0.70 | 0.0093 | 0.0000 | |||||
| XS2267100514 / Adani International Container Terminal Pvt Ltd | 0.14 | -1.41 | 0.0091 | -0.0002 | |||||
| US94985JAA88 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1 | 0.14 | 0.73 | 0.0089 | 0.0000 | |||||
| US69546LAA70 / PAID_21-2 | 0.14 | -41.45 | 0.0089 | -0.0063 | |||||
| US17325HBU77 / Citigroup Commercial Mortgage Trust 2017-P7 | 0.14 | -16.46 | 0.0089 | -0.0018 | |||||
| US6944PL2G38 / PACIFIC LIFE GF II REGD V/R 144A P/P 0.00000000 | 0.14 | -9.27 | 0.0089 | -0.0009 | |||||
| A1GI34 / Agilent Technologies, Inc. - Depositary Receipt (Common Stock) | 0.14 | -9.33 | 0.0089 | -0.0009 | |||||
| US40441LAA44 / HGI CRE CLO 2021-FL1 Ltd | 0.13 | 0.00 | 0.0086 | -0.0000 | |||||
| Herc Holdings Inc / LON (42705FAB2) | 0.13 | 0.0084 | 0.0084 | ||||||
| Dynasty Acquisition Co., Inc. / LON (26812CAP1) | 0.13 | 0.80 | 0.0082 | -0.0000 | |||||
| US85816VAA44 / Steele Creek Clo 2017-1 Ltd | 0.12 | -36.73 | 0.0080 | -0.0047 | |||||
| USP40070AB35 / FENIX POWER PERU SA REGD REG S 4.31700000 | 0.11 | 0.00 | 0.0072 | -0.0000 | |||||
| USG77265AA73 / Rutas 2 and 7 Finance Ltd | 0.11 | 0.0072 | 0.0072 | ||||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 0.11 | 0.0072 | 0.0072 | ||||||
| US127097AK92 / Coterra Energy Inc | 0.11 | 0.00 | 0.0070 | -0.0000 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | 0.09 | 0.0061 | 0.0061 | ||||||
| US78355HKW87 / RYDER SYSTEM INC | 0.09 | 1.10 | 0.0060 | 0.0000 | |||||
| US715638DA73 / Peruvian Government International Bond | 0.09 | 0.0059 | 0.0059 | ||||||
| US17325DAJ28 / Citigroup Commercial Mortgage Trust 2016-P5 | 0.09 | -23.42 | 0.0055 | -0.0017 | |||||
| US91835EAA73 / VOLT_21-NPL6 | 0.08 | -49.37 | 0.0052 | -0.0052 | |||||
| US361448BF99 / GATX Corp | 0.08 | 1.30 | 0.0051 | 0.0000 | |||||
| US94986CAA27 / Wells Fargo Mortgage Backed Securities 2007-AR4 Trust | 0.08 | -1.28 | 0.0050 | -0.0001 | |||||
| US12531YAQ17 / CFCRE_16-C4 | 0.08 | -37.19 | 0.0050 | -0.0029 | |||||
| US46645UAV98 / JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 0.08 | -20.00 | 0.0049 | -0.0012 | |||||
| US05526DBN49 / BAT Capital Corp | 0.07 | 0.00 | 0.0045 | 0.0000 | |||||
| US03836WAB90 / Aqua America Inc. | 0.07 | 1.54 | 0.0043 | 0.0000 | |||||
| US3137APJB72 / Federal Home Loan Mortgage Corporation | 0.06 | -46.43 | 0.0039 | -0.0034 | |||||
| US20048KAG22 / COMM 2018-HCLV Mortgage Trust | 0.06 | 45.00 | 0.0038 | 0.0012 | |||||
| US29429CAJ45 / Citigroup Commercial Mortgage Trust 2016-P3 | 0.06 | -28.40 | 0.0038 | -0.0015 | |||||
| Flame Aggregator LLC / EC (N/A) | 0.00 | 0.04 | 0.0029 | 0.0029 | |||||
| US30166RAF47 / Exeter Automobile Receivables Trust | 0.03 | -87.08 | 0.0020 | -0.0136 | |||||
| US05492NAJ28 / BBCMS_19-BWAY | 0.03 | 0.00 | 0.0020 | -0.0000 | |||||
| US23312LAW81 / DBJPM 16-C1 Mortgage Trust | 0.03 | -56.72 | 0.0019 | -0.0025 | |||||
| US91681PAA75 / Upstart Pass-Through Trust, Series 2021-ST3, Class A | 0.03 | -60.87 | 0.0018 | -0.0027 | |||||
| US46590JAY38 / JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C32 SER 2015-C32 CL XA V/R REGD 1.51314700 | 0.03 | -31.58 | 0.0017 | -0.0008 | |||||
| XAN9833RAJ85 / Ziggo Financing Partnership USD Term Loan I | 0.02 | -58.62 | 0.0016 | -0.0022 | |||||
| US61692AAQ58 / Morgan Stanley Capital I Inc | 0.02 | 0.00 | 0.0014 | -0.0000 | |||||
| USP52715AB80 / Interoceanica IV Finance Ltd | 0.01 | -51.72 | 0.0010 | -0.0009 | |||||
| US17290XAY67 / Citigroup Commercial Mortgage Trust 2016-GC37 | 0.01 | -50.00 | 0.0009 | -0.0008 | |||||
| US12591KAF21 / COMM 2013-CCRE12 Mortgage Trust | 0.01 | 0.00 | 0.0008 | -0.0000 | |||||
| US61691ABM45 / Morgan Stanley Capital I Trust 2015-UBS8 | 0.01 | -50.00 | 0.0006 | -0.0005 | |||||
| US36252AAE64 / GS Mortgage Securities Trust 2015-GS1 | 0.01 | -11.11 | 0.0005 | -0.0001 | |||||
| US95000LBC63 / Wells Fargo Commercial Mortgage Trust 2016-C33 | 0.01 | -42.86 | 0.0005 | -0.0004 | |||||
| US46590KAN46 / JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 0.01 | -61.11 | 0.0005 | -0.0007 | |||||
| US17324TAG40 / Citigroup Commercial Mortgage Trust 2016-GC36 | 0.01 | -58.82 | 0.0005 | -0.0007 | |||||
| US95000AAX54 / Wells Fargo & Company | 0.01 | 0.00 | 0.0004 | 0.0000 | |||||
| Flame Aggregator LLC / EC (N/A) | 0.00 | 0.00 | 0.0003 | 0.0003 | |||||
| US61766LBT52 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 0.00 | -72.73 | 0.0002 | -0.0005 | |||||
| Digicel Group Holdings Limited / DBT (US25381HAH12) | 0.00 | -62.50 | 0.0002 | -0.0003 | |||||
| US50219QAY08 / LSTAR Commercial Mortgage Trust 2016-4 | 0.00 | -94.87 | 0.0002 | -0.0024 | |||||
| US12593QBF63 / COMM 2015-CCRE26 Mortgage Trust | 0.00 | 0.0002 | 0.0001 | ||||||
| US36255WAN56 / GS MTG SECS CORP TR 2018-RIVR G 1ML+260 07/15/2035 144A | 0.00 | -60.00 | 0.0001 | -0.0002 | |||||
| US19633FAD33 / Colorado Buyer, Inc., Term Loan | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US12591YBE41 / COMM 2014-UBS3 Mortgage Trust | 0.00 | 0.0001 | 0.0000 | ||||||
| Digicel Group Holdings Limited / DBT (US25381HAR93) | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US36253GAG73 / GS Mortgage Securities Trust 2014-GC24 | 0.00 | 0.0000 | 0.0000 | ||||||
| US12635QBH20 / COMM 2015-CCRE27 Mortgage Trust | 0.00 | -100.00 | 0.0000 | -0.0010 | |||||
| US12593PAX06 / COMM 2015-CCRE25 MORTGAGE TRUST SER 2015-CR25 CL XA V/R REGD 1.02680600 | 0.00 | -100.00 | 0.0000 | -0.0018 | |||||
| NRG Energy, Inc. / LON (62937NBC0) | 0.00 | -100.00 | 0.0000 | -0.0002 | |||||
| TOTAL RETURN SWAP - INDEX / DE (N/A) | -0.17 | -0.0108 | -0.0108 |
