Mga Batayang Estadistika
| Nilai Portofolio | $ 764,257,678 |
| Posisi Saat Ini | 359 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP Delaware Diversified Floating Rate Fund Standard Class telah mengungkapkan total kepemilikan 359 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 764,257,678 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP Delaware Diversified Floating Rate Fund Standard Class adalah State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls (US:GVMXX) , International Bank for Reconstruction & Development (XX:US459058KG74) , Inter-American Development Bank (XX:US4581X0EC87) , International Bank for Reconstruction & Development (XX:US459058JU87) , and ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27 (CA:US68329AAL26) . Posisi baru LINCOLN VARIABLE INSURANCE PRODUCTS TRUST - LVIP Delaware Diversified Floating Rate Fund Standard Class meliputi: International Bank for Reconstruction & Development (XX:US459058KG74) , Inter-American Development Bank (XX:US4581X0EC87) , International Bank for Reconstruction & Development (XX:US459058JU87) , ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27 (CA:US68329AAL26) , and Province of British Columbia Canada (CA:US11070TAM09) .
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 |
|---|---|---|---|---|
| 155.86 | 20.3473 | 20.3473 | ||
| 5.96 | 0.7786 | 0.7786 | ||
| 4.79 | 4.79 | 0.6253 | 0.6253 | |
| 2.51 | 0.3279 | 0.3279 | ||
| 2.06 | 0.2692 | 0.2692 | ||
| 2.00 | 0.2611 | 0.2611 | ||
| 1.59 | 0.2075 | 0.2075 | ||
| 1.58 | 0.2062 | 0.2062 | ||
| 1.51 | 0.1968 | 0.1968 | ||
| 1.51 | 0.1965 | 0.1965 |
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 |
|---|---|---|---|---|
| 14.63 | 14.63 | 1.9103 | -7.0839 | |
| 1.50 | 0.1956 | -1.6533 | ||
| 1.37 | 0.1795 | -0.4134 | ||
| -2.50 | -2.50 | -0.3258 | -0.3258 | |
| 3.13 | 0.4081 | -0.2831 | ||
| 1.91 | 0.2497 | -0.2688 | ||
| 4.32 | 0.5639 | -0.2135 | ||
| -1.33 | -0.1737 | -0.1737 | ||
| 0.39 | 0.0509 | -0.1659 | ||
| 6.12 | 0.7988 | -0.1261 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-06 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 Floating Rate Notes / DBT (US91282CMX64) | 155.86 | 20.3473 | 20.3473 | ||||||
| U.S. Treasury Floating Rate Notes / DBT (US91282CKM28) | 28.75 | 0.00 | 3.7529 | 0.1689 | |||||
| GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls | 14.63 | -79.72 | 14.63 | -79.72 | 1.9103 | -7.0839 | |||
| US459058KG74 / International Bank for Reconstruction & Development | 11.99 | 0.01 | 1.5659 | 0.0706 | |||||
| Huntington Auto Trust 2024-1 / ABS-O (US446144AE71) | 10.09 | -0.10 | 1.3170 | 0.0580 | |||||
| US4581X0EC87 / Inter-American Development Bank | 9.98 | -0.06 | 1.3027 | 0.0579 | |||||
| US459058JU87 / International Bank for Reconstruction & Development | 9.95 | 0.02 | 1.2992 | 0.0587 | |||||
| US68329AAL26 / ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27 | 9.84 | 0.67 | 1.2846 | 0.0660 | |||||
| US11070TAM09 / Province of British Columbia Canada | 8.34 | 0.71 | 1.0888 | 0.0563 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 8.14 | 0.04 | 1.0628 | 0.0482 | |||||
| US3134GWH823 / Federal Home Loan Mortgage Corp | 8.11 | 0.87 | 1.0583 | 0.0564 | |||||
| US3132DWHE66 / UMBS | 8.10 | -2.13 | 1.0580 | 0.0256 | |||||
| International Bank for Reconstruction & Development / DBT (US459058LG65) | 8.00 | 0.00 | 1.0445 | 0.0470 | |||||
| US563469VC69 / Province of Manitoba Canada | 7.89 | 0.70 | 1.0295 | 0.0532 | |||||
| US46645JAD46 / JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C33 A4 | 7.67 | -3.17 | 1.0019 | 0.0137 | |||||
| US17328CAD48 / Citigroup Commercial Mortgage Trust 2019-C7 | 7.52 | 2.12 | 0.9819 | 0.0636 | |||||
| US01F0226344 / Uniform Mortgage-Backed Security, TBA | 7.31 | -5.39 | 0.9540 | -0.0090 | |||||
| US36258RBA05 / GS MORTGAGE SECURITIES TRUST 2020-GC47 GSMS 2020-GC47 A5 | 7.20 | 1.64 | 0.9402 | 0.0568 | |||||
| US08162MAX65 / Benchmark 2020-B17 Mortgage Trust | 7.07 | 1.78 | 0.9232 | 0.0570 | |||||
| US459058KD44 / International Bank for Reconstruction & Development | 6.99 | -0.03 | 0.9121 | 0.0408 | |||||
| US4581X0DW50 / Inter-American Development Bank | 6.95 | -0.01 | 0.9080 | 0.0408 | |||||
| US3132DWJG96 / Federal Home Loan Mortgage Corp. | 6.50 | -3.45 | 0.8482 | 0.0093 | |||||
| US3133WKN510 / Freddie Mac Pool | 6.41 | -2.06 | 0.8372 | 0.0208 | |||||
| ARI Fleet Lease Trust 2024-B / ABS-O (US04033HAB15) | 6.12 | -17.52 | 0.7988 | -0.1261 | |||||
| US4581X0DT22 / Inter-American Development Bank | 6.00 | 0.07 | 0.7839 | 0.0358 | |||||
| US298785JS67 / EUROPEAN INVESTMENT BANK | 5.99 | 0.39 | 0.7816 | 0.0380 | |||||
| U.S. Treasury Notes / DBT (US91282CNC19) | 5.96 | 0.7786 | 0.7786 | ||||||
| US31418EM236 / Fannie Mae Pool | 5.71 | -4.21 | 0.7459 | 0.0022 | |||||
| Hyundai Auto Lease Securitization Trust 2024-A / ABS-O (US448988AD77) | 5.11 | -0.10 | 0.6676 | 0.0295 | |||||
| Q / Quetzal Copper Corp. | 5.10 | 0.87 | 0.6659 | 0.0355 | |||||
| US08162WBC91 / BENCHMARK MORTGAGE TRUST BMARK 2020 B19 A5 | 5.06 | 1.83 | 0.6606 | 0.0411 | |||||
| PFS Financing Corp / ABS-O (US69335PFE07) | 5.05 | 0.26 | 0.6591 | 0.0313 | |||||
| US682142AF15 / OMERS Finance Trust | 4.89 | 0.80 | 0.6382 | 0.0336 | |||||
| SWAP CCPC JP MORGAN COC / STIV (000000000) | 4.79 | 4.79 | 0.6253 | 0.6253 | |||||
| US08160KAE47 / BENCHMARK MORTGAGE TRUST SERIES 2019-B15 CLASS A5 | 4.78 | 1.64 | 0.6246 | 0.0377 | |||||
| US61747YEX94 / Morgan Stanley | 4.78 | -0.35 | 0.6234 | 0.0260 | |||||
| US31418EJ687 / Federal National Mortgage Association (FNMA) | 4.69 | -2.39 | 0.6122 | 0.0131 | |||||
| US161571HN70 / Chase Issuance Trust | 4.51 | 0.16 | 0.5891 | 0.0274 | |||||
| US08163NBJ37 / BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32 | 4.41 | 2.34 | 0.5756 | 0.0384 | |||||
| Mercedes-Benz Auto Lease Trust 2024-A / ABS-O (US58770JAC80) | 4.32 | -30.73 | 0.5639 | -0.2135 | |||||
| US3134GXS471 / FREDDIE MAC 4.200000% 08/28/2025 | 4.22 | 0.12 | 0.5507 | 0.0254 | |||||
| US31418EP387 / UMBS | 4.04 | -2.84 | 0.5268 | 0.0090 | |||||
| Wheels Fleet Lease Funding 1 LLC / ABS-O (US96328GBZ90) | 4.02 | 0.12 | 0.5247 | 0.0242 | |||||
| US30220L2B92 / Export Finance & Insurance Corp | 3.97 | 0.28 | 0.5180 | 0.0247 | |||||
| US00206RML32 / AT&T Inc | 3.71 | 0.76 | 0.4849 | 0.0253 | |||||
| US06539WBB19 / BANK 2020-BNK25 BANK 2020-BN25 A5 | 3.63 | 1.85 | 0.4739 | 0.0295 | |||||
| Toyota Auto Receivables 2024-B Owner Trust / ABS-O (US89237NAD93) | 3.55 | -0.08 | 0.4630 | 0.0205 | |||||
| US3132DWE664 / UMBS | 3.35 | -2.16 | 0.4377 | 0.0105 | |||||
| CNH Equipment Trust 2024-B / ABS-O (US18978JAC27) | 3.13 | -43.61 | 0.4081 | -0.2831 | |||||
| US36179XFJ00 / Ginnie Mae II Pool | 3.09 | -3.44 | 0.4034 | 0.0044 | |||||
| US08163BBA89 / Benchmark 2020-B22 Mortgage Trust | 3.00 | 2.11 | 0.3920 | 0.0254 | |||||
| DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock) | 2.99 | 0.44 | 0.3906 | 0.0192 | |||||
| US25159MAZ05 / Development Bank of Japan Inc | 2.98 | 0.98 | 0.3892 | 0.0211 | |||||
| US22822VAV36 / Crown Castle International Corp | 2.91 | 1.04 | 0.3803 | 0.0208 | |||||
| US70015QAA67 / Park Avenue Institutional Advisers CLO Ltd 2021-1 | 2.75 | 0.11 | 0.3596 | 0.0165 | |||||
| US35564K3F46 / Freddie Mac Stacr Remic Trust 2023-Hqa3 | 2.75 | -1.82 | 0.3593 | 0.0097 | |||||
| US38141GXX77 / Goldman Sachs Group Inc/The | 2.71 | -0.15 | 0.3536 | 0.0154 | |||||
| US3133KYZJ18 / Freddie Mac Pool | 2.63 | -4.84 | 0.3440 | -0.0011 | |||||
| Bank of America Corp / DBT (US06051GMD87) | 2.55 | 1.96 | 0.3326 | 0.0210 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.51 | 0.3279 | 0.3279 | ||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 2.50 | 1.25 | 0.3268 | 0.0186 | |||||
| Peer Holding III BV 2023 USD Term Loan B4 / LON (XAN6872NAG15) | 2.49 | 0.48 | 0.3248 | 0.0160 | |||||
| US471068AS59 / JAPAN FIN ORG MUNICIPAL SR UNSECURED 144A 09/25 0.625 | 2.48 | 0.93 | 0.3242 | 0.0175 | |||||
| US20753BAA08 / Fannie Mae Connecticut Avenue Securities | 2.46 | -13.25 | 0.3214 | -0.0324 | |||||
| US95003QAS84 / WFCM_21-C61 | 2.44 | 1.08 | 0.3183 | 0.0175 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAF33) | 2.39 | 0.38 | 0.3117 | 0.0152 | |||||
| Zais Clo 16 Ltd / ABS-CBDO (US98875JBJ25) | 2.29 | 0.18 | 0.2989 | 0.0140 | |||||
| US61747YEV39 / Morgan Stanley | 2.19 | 0.14 | 0.2863 | 0.0133 | |||||
| US08163CBC29 / Benchmark 2021-B24 Mortgage Trust | 2.19 | 1.81 | 0.2859 | 0.0177 | |||||
| Charter Communications Operating LLC 2024 Term Loan B5 / LON (US16117LCE74) | 2.19 | 0.32 | 0.2858 | 0.0136 | |||||
| US3132DWFH16 / Freddie Mac Pool | 2.17 | -2.96 | 0.2830 | 0.0045 | |||||
| US47233WBM01 / Jefferies Financial Group, Inc. | 2.12 | 1.00 | 0.2773 | 0.0151 | |||||
| AmWINS Group Inc 2025 Term Loan B / LON (US03234TBA51) | 2.09 | 0.63 | 0.2728 | 0.0140 | |||||
| Rocket Cos Inc / DBT (US77311WAB72) | 2.06 | 0.2692 | 0.2692 | ||||||
| US131347CK09 / Calpine Corp. Bond | 2.04 | 0.34 | 0.2664 | 0.0128 | |||||
| COKE / Coca-Cola Consolidated, Inc. | 2.03 | 0.84 | 0.2650 | 0.0140 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 2.03 | 0.85 | 0.2646 | 0.0141 | |||||
| Magnetite XL Ltd / ABS-CBDO (US55955RAA77) | 2.01 | 0.05 | 0.2619 | 0.0119 | |||||
| US44928XAY04 / ICG US CLO 2014-1 Ltd | 2.00 | 0.00 | 0.2612 | 0.0117 | |||||
| Marathon CLO 2021-16 Ltd / ABS-CBDO (US56580KAS42) | 2.00 | 0.2611 | 0.2611 | ||||||
| US56580KAA34 / Marathon CLO 2021-16 Ltd | 2.00 | 0.55 | 0.2611 | 0.0130 | |||||
| Boost Newco Borrower LLC 2025 USD Term Loan B / LON (US92943EAG17) | 1.99 | 0.76 | 0.2603 | 0.0135 | |||||
| USI Inc 2024 Term Loan D / LON (US90351NAR61) | 1.99 | 0.56 | 0.2593 | 0.0131 | |||||
| Trans Union LLC 2024 Term Loan B8 / LON (US89334GBF00) | 1.98 | 0.15 | 0.2587 | 0.0121 | |||||
| Flutter Financing BV 2024 Term Loan B / LON (XAN3313EAG51) | 1.96 | 0.05 | 0.2562 | 0.0116 | |||||
| US08163AAE38 / Benchmark Mortgage Trust, Series 2020-B18, Class A5 | 1.96 | 2.19 | 0.2555 | 0.0166 | |||||
| US46284NAV10 / Iron Mountain, Inc. 2023 Term Loan B | 1.92 | 0.26 | 0.2503 | 0.0119 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 1.91 | -54.02 | 0.2497 | -0.2688 | |||||
| US90385KAJ07 / BANK LOAN NOTE | 1.91 | -30.55 | 0.2497 | -0.0936 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753GAA94) | 1.87 | -1.42 | 0.2440 | 0.0076 | |||||
| US24702HAE36 / Dell Equipment Finance Trust 2023-1 | 1.86 | -36.92 | 0.2432 | -0.1250 | |||||
| US13134NAH44 / CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/20/2030 | 1.86 | 0.32 | 0.2428 | 0.0116 | |||||
| US05492VAF22 / BBCMS Mortgage Trust 2020-C7 | 1.78 | 2.42 | 0.2320 | 0.0157 | |||||
| Octagon Investment Partners 51 Ltd / ABS-CBDO (US675943AA23) | 1.70 | 0.89 | 0.2225 | 0.0119 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 1.70 | 1.01 | 0.2216 | 0.0121 | |||||
| Connecticut Avenue Securities Series 2025-R01 / ABS-MBS (US20755JAC71) | 1.67 | 0.48 | 0.2182 | 0.0107 | |||||
| US87612BBG68 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 1.65 | 0.06 | 0.2149 | 0.0098 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 1.59 | 0.2075 | 0.2075 | ||||||
| US70932MAD92 / PennyMac Financial Services Inc | 1.58 | 0.2062 | 0.2062 | ||||||
| Leidos Inc / DBT (US52532XAL91) | 1.58 | 61.68 | 0.2061 | 0.0843 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754TAD46) | 1.57 | 0.38 | 0.2056 | 0.0100 | |||||
| AGL CLO 17 Ltd / ABS-CBDO (US00120DAJ54) | 1.55 | 0.58 | 0.2027 | 0.0103 | |||||
| US92867YAC84 / Volkswagen Auto Loan Enhanced Trust 2023-2 | 1.55 | -40.50 | 0.2020 | -0.1222 | |||||
| Celsius Holdings Inc Term Loan / LON (US15118XAB01) | 1.51 | 0.1968 | 0.1968 | ||||||
| US00774MAB19 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.51 | 0.80 | 0.1967 | 0.0104 | |||||
| Opal Bidco SAS USD Term Loan B / LON (XAF7000QAB77) | 1.51 | 0.1965 | 0.1965 | ||||||
| Stonepeak Nile Parent LLC Term Loan B / LON (US86184XAB01) | 1.50 | 0.80 | 0.1964 | 0.0102 | |||||
| Alliance Laundry Systems LLC 2024 Term Loan B / LON (US01862LBA52) | 1.50 | 0.60 | 0.1961 | 0.0099 | |||||
| US923260AC79 / Venture 42 CLO Ltd | 1.50 | 0.07 | 0.1960 | 0.0089 | |||||
| Dragon Buyer Inc Term Loan B / LON (US26143FAB58) | 1.50 | -89.90 | 0.1956 | -1.6533 | |||||
| Lightning Power LLC Term Loan B / LON (US53229LAB36) | 1.50 | 1.29 | 0.1956 | 0.0112 | |||||
| US89364MCA09 / TRANSDIGM INC | 1.49 | 0.54 | 0.1952 | 0.0098 | |||||
| Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B / LON (US77669LAK98) | 1.49 | 0.07 | 0.1943 | 0.0088 | |||||
| Cotiviti Corporation 2024 Term Loan / LON (US22164MAB37) | 1.48 | 1.50 | 0.1937 | 0.0114 | |||||
| US29374GAB77 / Enterprise Fleet Financing 2022-4 LLC | 1.46 | -23.62 | 0.1909 | -0.0478 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755TAC53) | 1.45 | 0.1888 | 0.1888 | ||||||
| US3137H9C983 / Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | 1.43 | 0.1870 | 0.1870 | ||||||
| Bunge Ltd Finance Corp / DBT (US120568BE94) | 1.43 | 0.56 | 0.1866 | 0.0095 | |||||
| Amentum Government Services Holdings LLC 2024 Term Loan B / LON (US02351XAB47) | 1.42 | -1.87 | 0.1849 | 0.0049 | |||||
| US29273VAN01 / Energy Transfer LP | 1.41 | 0.57 | 0.1842 | 0.0093 | |||||
| US362548AD16 / GM Financial Automobile Leasing Trust 2023-2 | 1.37 | -71.10 | 0.1795 | -0.4134 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 1.37 | 0.15 | 0.1787 | 0.0083 | |||||
| US20755CAA62 / Connecticut Avenue Securities Trust 2023-R08 | 1.34 | -12.69 | 0.1744 | -0.0162 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.32 | 0.1718 | 0.1718 | ||||||
| Janney Montgomery Scott LLC Term Loan / LON (US48171UAB17) | 1.29 | 0.62 | 0.1690 | 0.0086 | |||||
| Henneman Trust / DBT (US425911AA21) | 1.28 | 0.1673 | 0.1673 | ||||||
| US31418ES688 / FNCL UMBS 6.0 MA5040 06-01-53 | 1.28 | -3.98 | 0.1669 | 0.0009 | |||||
| US04538FAD15 / Asplundh Tree Expert LLC | 1.26 | 0.08 | 0.1640 | 0.0075 | |||||
| Ballyrock CLO 27 Ltd / ABS-CBDO (US05874UAA34) | 1.25 | 0.00 | 0.1634 | 0.0074 | |||||
| Azorra Soar TLB Finance Ltd Term Loan B / LON (XAG0754AAB44) | 1.25 | -0.08 | 0.1626 | 0.0072 | |||||
| UNPD / Union Pacific Corporation - Depositary Receipt (Common Stock) | 1.23 | -0.96 | 0.1610 | 0.0057 | |||||
| US64953BBF40 / New York Life Global Funding | 1.23 | -0.24 | 0.1609 | 0.0069 | |||||
| Caesars Entertainment Inc 2024 Term Loan B1 / LON (US12768EAH99) | 1.23 | 0.41 | 0.1608 | 0.0078 | |||||
| Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B / LON (XAG8057JAC09) | 1.23 | 0.16 | 0.1607 | 0.0075 | |||||
| US925650AC72 / VICI Properties LP | 1.21 | 1.51 | 0.1582 | 0.0093 | |||||
| US693475BU84 / PNC Financial Services Group Inc/The | 1.20 | 1.10 | 0.1562 | 0.0087 | |||||
| Mars Inc / DBT (US571676AY11) | 1.19 | 0.76 | 0.1554 | 0.0081 | |||||
| Generate CLO 10 Ltd / ABS-CBDO (US37148DAY22) | 1.19 | -1.00 | 0.1549 | 0.0054 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.18 | 0.34 | 0.1547 | 0.0075 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.18 | 0.1546 | 0.1546 | ||||||
| Bank of America Corp / DBT (US06051GML04) | 1.17 | 1.13 | 0.1525 | 0.0084 | |||||
| RIO TINTO FIN USA PLC / DBT (US76720AAR77) | 1.16 | -41.64 | 0.1513 | -0.0964 | |||||
| US38141GA468 / Goldman Sachs Group Inc/The | 1.15 | 0.35 | 0.1503 | 0.0074 | |||||
| Canyon CLO 2020-2 Ltd / ABS-CBDO (US13876NAW39) | 1.14 | -0.35 | 0.1492 | 0.0061 | |||||
| US92840VAQ59 / Vistra Operations Co. LLC | 1.14 | 2.24 | 0.1491 | 0.0098 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 1.13 | 0.1481 | 0.1481 | ||||||
| US3137H7M911 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.10 | 0.1442 | 0.1442 | ||||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.10 | 0.82 | 0.1442 | 0.0076 | |||||
| U.S. Treasury Notes / DBT (US91282CNK35) | 1.09 | 0.1428 | 0.1428 | ||||||
| Clydesdale Acquisition Holdings Inc 2025 Term Loan B / LON (US18972FAE25) | 1.08 | 0.19 | 0.1405 | 0.0065 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.07 | 0.75 | 0.1401 | 0.0073 | |||||
| US61747YFH36 / Morgan Stanley | 1.06 | 0.38 | 0.1390 | 0.0067 | |||||
| US61747YFJ91 / Morgan Stanley | 1.06 | 1.05 | 0.1381 | 0.0076 | |||||
| Mars Inc / DBT (US571676BA26) | 1.05 | 0.67 | 0.1367 | 0.0070 | |||||
| Accenture Capital Inc / DBT (US00440KAB98) | 1.03 | 0.78 | 0.1349 | 0.0071 | |||||
| US06051GLS65 / Bank of America Corp | 1.03 | 0.59 | 0.1338 | 0.0067 | |||||
| Toyota Auto Receivables 2024-A Owner Trust / ABS-O (US89238DAD03) | 1.01 | 0.00 | 0.1313 | 0.0059 | |||||
| US3137HB2L74 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | 1.01 | 0.1312 | 0.1312 | ||||||
| VVV / Valvoline Inc. | 1.00 | 0.40 | 0.1309 | 0.0064 | |||||
| Freddie Mac STACR REMIC Trust 2024-DNA3 / ABS-MBS (US35564NEZ24) | 1.00 | -23.21 | 0.1304 | -0.0319 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.00 | 0.1304 | 0.1304 | ||||||
| Instructure Holdings Inc 2024 Term Loan / LON (000000000) | 1.00 | 0.1303 | 0.1303 | ||||||
| US513076BB49 / LAMAR MEDIA TERM B 1LN 01/30/2027 | 1.00 | 0.10 | 0.1303 | 0.0060 | |||||
| US88233FAK66 / Vistra Operations Co. LLC, Term Loan | 1.00 | 0.30 | 0.1302 | 0.0063 | |||||
| United Rentals Inc 2024 Term Loan B / LON (US91136EAL92) | 0.99 | 0.00 | 0.1299 | 0.0059 | |||||
| Quikrete Holdings Inc 2025 Term Loan B1 / LON (US74839XAM11) | 0.99 | 0.71 | 0.1296 | 0.0067 | |||||
| Ardonagh Midco 3 PLC 2024 USD Term Loan B / LON (XAQ0500HAB59) | 0.99 | 0.20 | 0.1291 | 0.0061 | |||||
| Zekelman Industries Inc 2024 Term Loan B / LON (US98931YAD58) | 0.99 | -0.30 | 0.1289 | 0.0053 | |||||
| Foundry JV Holdco LLC / DBT (US350930AH62) | 0.97 | 1.04 | 0.1263 | 0.0069 | |||||
| CAT / Caterpillar Inc. - Depositary Receipt (Common Stock) | 0.96 | 0.1258 | 0.1258 | ||||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 0.92 | 0.55 | 0.1204 | 0.0060 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.92 | 1.88 | 0.1203 | 0.0075 | |||||
| US12513GBH11 / CDW LLC / CDW Finance Corp | 0.92 | 1.32 | 0.1202 | 0.0069 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 0.92 | 1.32 | 0.1200 | 0.0068 | |||||
| Morgan Stanley Bank NA / DBT (US61690U8B93) | 0.91 | 0.22 | 0.1193 | 0.0057 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.91 | 1.00 | 0.1189 | 0.0064 | |||||
| Aramark Services Inc 2024 Term Loan B7 / LON (US03852JAU51) | 0.90 | 0.22 | 0.1180 | 0.0055 | |||||
| US097023DG73 / Boeing Co/The | 0.90 | 0.56 | 0.1169 | 0.0059 | |||||
| Midcontinent Communications / DBT (US59565XAD21) | 0.88 | 4.65 | 0.1147 | 0.0100 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.87 | 0.12 | 0.1132 | 0.0051 | |||||
| US82967NBG25 / SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125 | 0.86 | 3.75 | 0.1119 | 0.0090 | |||||
| UNPD / Union Pacific Corporation - Depositary Receipt (Common Stock) | 0.85 | 0.83 | 0.1115 | 0.0059 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.85 | 0.59 | 0.1112 | 0.0057 | |||||
| ACA / Crédit Agricole S.A. | 0.85 | 0.1110 | 0.1110 | ||||||
| Canyon Capital CLO 2019-2 Ltd / ABS-CBDO (US13887WAS98) | 0.85 | 0.59 | 0.1110 | 0.0056 | |||||
| CNH Equipment Trust 2024-A / ABS-O (US18978FAB22) | 0.85 | -41.48 | 0.1108 | -0.0698 | |||||
| US Bank NA/Cincinnati OH / DBT (US90331HPS66) | 0.84 | 0.1096 | 0.1096 | ||||||
| Jazz Financing Lux Sarl 2024 1st Lien Term Loan B / LON (XAG5080AAJ16) | 0.84 | 0.00 | 0.1095 | 0.0050 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 0.84 | 1.58 | 0.1092 | 0.0066 | |||||
| Amentum Holdings Inc / DBT (US02352BAA35) | 0.83 | 4.65 | 0.1088 | 0.0095 | |||||
| Caesars Entertainment Inc / DBT (US12769GAC42) | 0.83 | 2.97 | 0.1085 | 0.0078 | |||||
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co / DBT (US472140AE22) | 0.83 | 0.1079 | 0.1079 | ||||||
| BNP / BNP Paribas SA | 0.82 | 0.1070 | 0.1070 | ||||||
| Woodside Finance Ltd / DBT (US980236AU78) | 0.82 | 0.1070 | 0.1070 | ||||||
| Enterprise Products Operating LLC / DBT (US29379VCK70) | 0.81 | 0.1059 | 0.1059 | ||||||
| US92328MAC73 / Venture Global Calcasieu Pass LLC | 0.81 | 1.51 | 0.1056 | 0.0063 | |||||
| Freddie Mac Stacr Remic Trust 2025-Hqa1 / ABS-MBS (US35564NHA46) | 0.80 | 1.01 | 0.1047 | 0.0057 | |||||
| Bain Capital Credit CLO 2021-7 Ltd / ABS-CBDO (US05682NAL73) | 0.80 | 0.88 | 0.1047 | 0.0056 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.79 | 0.1037 | 0.1037 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.78 | 1.04 | 0.1016 | 0.0055 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 0.78 | 0.26 | 0.1013 | 0.0048 | |||||
| US00108WAF77 / AEP Texas Inc. | 0.77 | 0.92 | 0.1004 | 0.0053 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.77 | 1.73 | 0.0999 | 0.0061 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.76 | -1.80 | 0.0997 | 0.0028 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.76 | 0.0995 | 0.0995 | ||||||
| US89788MAE21 / Truist Financial Corp | 0.75 | 1.48 | 0.0984 | 0.0059 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.75 | 0.67 | 0.0977 | 0.0051 | |||||
| COLOSSUS ACQUIRECO LLC TERM LOAN B / LON (000000000) | 0.74 | 0.0972 | 0.0972 | ||||||
| DGZ / DB Gold Short ETN | 0.74 | 0.0968 | 0.0968 | ||||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | 0.74 | 0.0967 | 0.0967 | ||||||
| US174610BA28 / Citizens Financial Group Inc | 0.74 | 0.54 | 0.0965 | 0.0049 | |||||
| US29365BAA17 / ENTG 4 3/4 04/15/29 | 0.73 | 2.52 | 0.0955 | 0.0066 | |||||
| US91159HJK77 / US Bancorp | 0.72 | 0.56 | 0.0942 | 0.0048 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.71 | 0.0922 | 0.0922 | ||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.70 | 0.86 | 0.0917 | 0.0049 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.69 | 1.03 | 0.0897 | 0.0049 | |||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 0.67 | 1.83 | 0.0873 | 0.0054 | |||||
| US25160PAN78 / Deutsche Bank AG | 0.66 | -0.15 | 0.0857 | 0.0036 | |||||
| Long: BIE29FU96 IRS USD R V 12MSOFR BIE29FU96 CCP OIS / Short: BIE29FU96 IRS USD P F .27649 BIE29FU96 CCP OIS / DIR (000000000) | 0.65 | 0.0854 | 0.0854 | ||||||
| Ballyrock CLO 18 Ltd / ABS-CBDO (US05875YAQ98) | 0.65 | 0.00 | 0.0850 | 0.0038 | |||||
| HCA Inc / DBT (US404121AK12) | 0.65 | 1.72 | 0.0849 | 0.0052 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.65 | 1.56 | 0.0848 | 0.0050 | |||||
| US07330MAC10 / Truist Bank | 0.65 | 1.10 | 0.0842 | 0.0046 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.64 | 0.95 | 0.0833 | 0.0045 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.63 | 0.0818 | 0.0818 | ||||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.62 | 1.31 | 0.0807 | 0.0046 | |||||
| Accenture Capital Inc / DBT (US00440KAC71) | 0.61 | 0.99 | 0.0802 | 0.0043 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.61 | 0.82 | 0.0801 | 0.0042 | |||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 0.61 | 0.0796 | 0.0796 | ||||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.61 | 1.00 | 0.0795 | 0.0044 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NJA28) | 0.61 | 0.0792 | 0.0792 | ||||||
| Siemens Funding BV / DBT (US82622RAD89) | 0.60 | 0.0788 | 0.0788 | ||||||
| FR00140066D6 / ENGIE - Loyalty Line 2024 | 0.60 | 0.33 | 0.0788 | 0.0038 | |||||
| Citibank NA / DBT (US17325FBF45) | 0.60 | -0.33 | 0.0783 | 0.0033 | |||||
| Bank of America Corp / DBT (US06055HAH66) | 0.60 | 0.0777 | 0.0777 | ||||||
| US733174AL01 / Popular Inc | 0.59 | 2.61 | 0.0770 | 0.0054 | |||||
| US85350EAB20 / Standard Industries, Inc., Term Loan B | 0.59 | -1.02 | 0.0765 | 0.0027 | |||||
| SYY / Sysco Corporation - Depositary Receipt (Common Stock) | 0.57 | 0.89 | 0.0742 | 0.0040 | |||||
| US09261HAC16 / Blackstone Private Credit Fund | 0.56 | 0.0736 | 0.0736 | ||||||
| CBAMR 2021-15 LLC / ABS-CBDO (US149918AL84) | 0.55 | 1.47 | 0.0725 | 0.0043 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.55 | 0.0721 | 0.0721 | ||||||
| OHA Credit Partners VII Ltd / ABS-CBDO (US67102QBT40) | 0.55 | 1.85 | 0.0721 | 0.0045 | |||||
| Madison Park Funding XXVII Ltd / ABS-CBDO (US55820YAW75) | 0.55 | 0.92 | 0.0721 | 0.0039 | |||||
| Elmwood CLO 22 Ltd / ABS-CBDO (US29001YAQ61) | 0.55 | 0.18 | 0.0720 | 0.0035 | |||||
| Aimco CLO 15 Ltd / ABS-CBDO (US00889BAH42) | 0.55 | 0.18 | 0.0720 | 0.0034 | |||||
| CIFC Funding 2025-I Ltd / ABS-CBDO (US12572VAG95) | 0.55 | 2.04 | 0.0718 | 0.0047 | |||||
| Dryden 109 CLO Ltd / ABS-CBDO (US26248KAS15) | 0.55 | 0.37 | 0.0714 | 0.0035 | |||||
| Magnetite Xlv Ltd / ABS-CBDO (US55956CAJ09) | 0.54 | -1.45 | 0.0708 | 0.0022 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.54 | 1.13 | 0.0701 | 0.0038 | |||||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 0.53 | 0.0698 | 0.0698 | ||||||
| US00912XBK90 / Air Lease Corp | 0.53 | 2.11 | 0.0696 | 0.0045 | |||||
| Siemens Funding BV / DBT (US82622RAC07) | 0.52 | 0.0679 | 0.0679 | ||||||
| US251526CS67 / Deutsche Bank AG/New York NY | 0.52 | 0.39 | 0.0675 | 0.0033 | |||||
| US17325FBC14 / CITIBANK NA | 0.51 | -0.19 | 0.0670 | 0.0029 | |||||
| US06051GLU12 / Bank of America Corp | 0.51 | 0.99 | 0.0668 | 0.0037 | |||||
| SVB Financial Trust / EP (US78500B2051) | 0.00 | 0.00 | 0.51 | 8.33 | 0.0663 | 0.0078 | |||
| US62675KAB52 / MURPHY USA TERM B 1LN 01/21/2028 | 0.50 | 0.0657 | 0.0657 | ||||||
| Signal Peak CLO 5 Ltd / ABS-CBDO (US82666VAA26) | 0.50 | 0.00 | 0.0655 | 0.0030 | |||||
| TCW CLO 2019-2 Ltd / ABS-CBDO (US87242BBQ23) | 0.50 | 1.01 | 0.0654 | 0.0036 | |||||
| OFSI BSL XII Ltd / ABS-CBDO (US67629HAL69) | 0.50 | 1.43 | 0.0650 | 0.0039 | |||||
| US031162DP23 / Amgen Inc | 0.50 | 0.41 | 0.0647 | 0.0031 | |||||
| Oaktree CLO 2020-1 Ltd / ABS-CBDO (US67402FBA66) | 0.50 | 0.81 | 0.0646 | 0.0034 | |||||
| US00206RJX17 / AT&T Inc | 0.49 | 0.82 | 0.0642 | 0.0034 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.49 | 1.45 | 0.0639 | 0.0036 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.49 | 0.0635 | 0.0635 | ||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.48 | 0.0633 | 0.0633 | ||||||
| Long: BIE2LMDY1 IRS USD R V 12MSOFR BIE2LMDY1_FLO CCPOIS / Short: BIE2LMDY1 IRS USD P F .72295 BIE2LMDY1_FIX CCPOIS / DIR (000000000) | 0.47 | 0.0617 | 0.0617 | ||||||
| Leidos Inc / DBT (US52532XAK19) | 0.47 | 0.0613 | 0.0613 | ||||||
| NUE / Nucor Corporation - Depositary Receipt (Common Stock) | 0.47 | 1.75 | 0.0609 | 0.0037 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.46 | 1.10 | 0.0599 | 0.0033 | |||||
| US87264ADC62 / T-Mobile USA, Inc. | 0.46 | 0.44 | 0.0595 | 0.0030 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 0.45 | 0.0585 | 0.0585 | ||||||
| US91159HJP64 / US Bancorp | 0.45 | -0.45 | 0.0585 | 0.0024 | |||||
| US00774MAR60 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.44 | 0.68 | 0.0577 | 0.0030 | |||||
| US68389XCH61 / Oracle Corp | 0.43 | 0.93 | 0.0564 | 0.0030 | |||||
| E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) | 0.43 | 0.95 | 0.0556 | 0.0030 | |||||
| BBD.A / Bombardier Inc. | 0.43 | 4.68 | 0.0555 | 0.0048 | |||||
| US30251GBE61 / FMG RESOURCES AUGUST 2006 | 0.42 | 3.18 | 0.0551 | 0.0041 | |||||
| BBD.A / Bombardier Inc. | 0.42 | 4.47 | 0.0551 | 0.0048 | |||||
| US30251GBD88 / FMG Resources August 2006 Pty. Ltd. | 0.42 | 2.69 | 0.0549 | 0.0038 | |||||
| TransDigm Inc / DBT (US893647BV82) | 0.42 | 2.20 | 0.0547 | 0.0036 | |||||
| Siemens Funding BV / DBT (US82622RAE62) | 0.41 | 0.0538 | 0.0538 | ||||||
| US431318AV64 / HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A | 0.41 | 3.54 | 0.0535 | 0.0041 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.41 | 0.25 | 0.0534 | 0.0025 | |||||
| US00914AAH59 / Air Lease Corp | 0.40 | 0.50 | 0.0522 | 0.0025 | |||||
| GEHC34 / GE HealthCare Technologies Inc. - Depositary Receipt (Common Stock) | 0.40 | 0.0520 | 0.0520 | ||||||
| GEHC34 / GE HealthCare Technologies Inc. - Depositary Receipt (Common Stock) | 0.39 | 0.0515 | 0.0515 | ||||||
| VICI / VICI Properties Inc. | 0.39 | 1.03 | 0.0513 | 0.0029 | |||||
| US073685AD12 / Beacon Roofing Supply Inc 4.875% 11/01/2025 144a Bond | 0.39 | 0.0510 | 0.0510 | ||||||
| Apollo Debt Solutions BDC / DBT (US03770DAD57) | 0.39 | -77.62 | 0.0509 | -0.1659 | |||||
| US431318AZ78 / Hilcorp Energy I LP | 0.39 | 2.12 | 0.0505 | 0.0033 | |||||
| US446150BC73 / Huntington Bancshares Inc/OH | 0.38 | -63.90 | 0.0500 | -0.0824 | |||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 0.38 | 0.0498 | 0.0498 | ||||||
| Vistra Operations Co LLC / DBT (US92840VAS16) | 0.38 | 2.99 | 0.0495 | 0.0035 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 0.38 | 0.0490 | 0.0490 | ||||||
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.37 | -0.27 | 0.0477 | 0.0020 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.36 | 0.0476 | 0.0476 | ||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.36 | 1.40 | 0.0475 | 0.0027 | |||||
| 69511JD28 / PACIFICORP | 0.35 | 0.57 | 0.0463 | 0.0023 | |||||
| US29278GAN88 / Enel Finance International NV | 0.35 | 1.43 | 0.0463 | 0.0028 | |||||
| US47233JGT97 / Jefferies Group LLC / Jefferies Group Capital Finance Inc | 0.35 | 2.92 | 0.0460 | 0.0033 | |||||
| T-Mobile USA Inc / DBT (US87264ADS15) | 0.34 | 1.19 | 0.0446 | 0.0026 | |||||
| US816851BK46 / Sempra Energy | 0.34 | 0.60 | 0.0442 | 0.0022 | |||||
| PEP / PepsiCo, Inc. - Depositary Receipt (Common Stock) | 0.34 | 0.90 | 0.0437 | 0.0022 | |||||
| US00108WAR16 / AEP Texas Inc | 0.33 | 0.60 | 0.0437 | 0.0023 | |||||
| HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) | 0.33 | 0.30 | 0.0431 | 0.0020 | |||||
| US682680BJ18 / ONEOK Inc | 0.32 | 0.63 | 0.0419 | 0.0021 | |||||
| US14314LAC90 / Carlyle Global Market Strategies CLO 2014-2R Ltd | 0.32 | -36.07 | 0.0417 | -0.0206 | |||||
| Resideo Funding Inc / DBT (US76119LAD38) | 0.31 | 2.62 | 0.0409 | 0.0029 | |||||
| US24736CBS26 / Delta Air Lines, Inc. 2020 1st Lien Term Loan B | 0.31 | -9.41 | 0.0402 | -0.0022 | |||||
| US30231GBD34 / Exxon Mobil Corp. | 0.30 | 0.33 | 0.0397 | 0.0020 | |||||
| US37046US851 / General Motors Financial Co Inc | 0.30 | 1.72 | 0.0387 | 0.0025 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.29 | 1.03 | 0.0383 | 0.0021 | |||||
| US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 | 0.27 | -66.37 | 0.0351 | -0.0643 | |||||
| Neuberger Berman CLO XX Ltd / ABS-CBDO (US64130TBS33) | 0.25 | 0.81 | 0.0328 | 0.0018 | |||||
| Janney Montgomery Scott LLC Delayed Draw Term Loan / LON (US48171UAD72) | 0.22 | 0.47 | 0.0281 | 0.0014 | |||||
| US880451AZ24 / TENNESSEE GAS PIPELINE REGD 144A P/P 2.90000000 | 0.21 | 1.44 | 0.0277 | 0.0016 | |||||
| 69511JD28 / PACIFICORP | 0.21 | 0.00 | 0.0273 | 0.0012 | |||||
| US00206RAG74 / At&t Inc. 6.3% Notes 1/15/38 | 0.21 | -0.49 | 0.0268 | 0.0011 | |||||
| US30303M8H84 / Meta Platforms, Inc. | 0.20 | 0.0257 | 0.0257 | ||||||
| US29379VCD38 / Enterprise Products Operating LLC | 0.19 | 1.06 | 0.0250 | 0.0014 | |||||
| US68389XCF06 / Oracle Corp | 0.19 | -0.52 | 0.0249 | 0.0010 | |||||
| US85816VAA44 / Steele Creek Clo 2017-1 Ltd | 0.19 | -36.95 | 0.0244 | -0.0125 | |||||
| US29278GAP37 / Enel Finance International NV | 0.18 | 2.22 | 0.0240 | 0.0016 | |||||
| US98138HAH49 / Workday Inc | 0.18 | 1.12 | 0.0236 | 0.0014 | |||||
| Long: BIE3AS5R2 IRS USD R V 12MSOFR BIE3AS5R2_FLO CCPOIS / Short: BIE3AS5R2 IRS USD P F 1.64690 BIE3AS5R2_FIX CCPOIS / DIR (000000000) | 0.18 | 0.0231 | 0.0231 | ||||||
| US91159HJH49 / US Bancorp | 0.18 | -0.57 | 0.0229 | 0.0010 | |||||
| Long: BIE5KTW29 IRS USD R V 00MSOFR BIE5KTW29_FLO CCPOIS / Short: BIE5KTW29 IRS USD P F 3.26497 BIE5KTW29_FIX CCPOIS / DIR (000000000) | 0.17 | 0.0216 | 0.0216 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754VAB36) | 0.16 | 0.0213 | 0.0213 | ||||||
| US06406RBL06 / Bank of New York Mellon Corp/The | 0.16 | 0.65 | 0.0203 | 0.0010 | |||||
| Radnor Re 2024-1 Ltd / ABS-MBS (US75049AAB89) | 0.15 | 0.00 | 0.0198 | 0.0009 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.14 | 1.48 | 0.0180 | 0.0011 | |||||
| Long: BIE24E7F6 IRS USD R V 12MSOFR BIE24E7F6 CCP OIS / Short: BIE24E7F6 IRS USD P F .09480 BIE24E7F6 CCP OIS / DIR (000000000) | 0.13 | 0.0167 | 0.0167 | ||||||
| US98138HAG65 / Workday Inc | 0.12 | 0.85 | 0.0155 | 0.0008 | |||||
| Ford Credit Auto Lease Trust 2024-A / ABS-O (US345290AD29) | 0.10 | 0.00 | 0.0131 | 0.0006 | |||||
| AVTR / Avantor, Inc. | 0.08 | -2.47 | 0.0104 | 0.0003 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0077 | 0.0004 | |||||
| Long: BIE3QDAK7 IRS USD R V 00MSOFR BIE3QDAK7_FLO CCPOIS / Short: BIE3QDAK7 IRS USD P F 2.81174 BIE3QDAK7_FIX CCPOIS / DIR (000000000) | 0.03 | 0.0040 | 0.0040 | ||||||
| US00912XBF06 / Air Lease Corp. | 0.02 | 4.35 | 0.0032 | 0.0002 | |||||
| Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan / LON (US18972FAF99) | 0.02 | 0.00 | 0.0025 | 0.0001 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.02 | 0.00 | 0.0024 | 0.0001 | |||||
| Long: BIE4V2QE0 IRS USD R V 12MSOFR BIE4V2QE0_FLO CCPOIS / Short: BIE4V2QE0 IRS USD P F 4.13740 BIE4V2QE0_FIX CCPOIS / DIR (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.00 | -25.00 | 0.0005 | -0.0001 | |||
| Long: BIE5MLL67 IRS USD R V 00MSOFR BIE5MLL67_FLO CCPOIS / Short: BIE5MLL67 IRS USD P F 3.50850 BIE5MLL67_FIX CCPOIS / DIR (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| Long: BIE4QTJW5 IRS USD R V 00MSOFR BIE4QTJW5_FLO CCPOIS / Short: BIE4QTJW5 IRS USD P F 4.95590 BIE4QTJW5_FIX CCPOIS / DIR (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| Long: BIE4RDLC0 IRS USD R V 00MSOFR BIE4RDLC0_FLO CCPOIS / Short: BIE4RDLC0 IRS USD P F 4.79450 BIE4RDLC0_FIX CCPOIS / DIR (000000000) | -0.03 | -0.0034 | -0.0034 | ||||||
| Long: BIE4DD5N9 IRS USD R V 00MSOFR BIE4DD5N9_FLO CCPOIS / Short: BIE4DD5N9 IRS USD P F 3.68000 BIE4DD5N9_FIX CCPOIS / DIR (000000000) | -0.03 | -0.0036 | -0.0036 | ||||||
| Long: BIE4Y4R77 IRS USD R V 12MSOFR BIE4Y4R77_FLO CCPOIS / Short: BIE4Y4R77 IRS USD P F 3.75750 BIE4Y4R77_FIX CCPOIS / DIR (000000000) | -0.05 | -0.0061 | -0.0061 | ||||||
| Long: BIE67Q9R9 IRS USD R V 12MSOFR BIE67Q9R9_FLO CCPOIS / Short: BIE67Q9R9 IRS USD P F 3.75476 BIE67Q9R9_FIX CCPOIS / DIR (000000000) | -0.05 | -0.0062 | -0.0062 | ||||||
| Long: BIE5MLKP6 IRS USD R V 00MSOFR BIE5MLKP6_FLO CCPOIS / Short: BIE5MLKP6 IRS USD P F 3.60083 BIE5MLKP6_FIX CCPOIS / DIR (000000000) | -0.06 | -0.0074 | -0.0074 | ||||||
| Long: BIE4C5SP7 IRS USD R V 00MSOFR BIE4C5SP7_FLO CCPOIS / Short: BIE4C5SP7 IRS USD P F 3.52700 BIE4C5SP7_FIX CCPOIS / DIR (000000000) | -0.06 | -0.0078 | -0.0078 | ||||||
| Long: BIE4V2QA8 IRS USD R V 12MSOFR BIE4V2QA8_FLO CCPOIS / Short: BIE4V2QA8 IRS USD P F 3.52060 BIE4V2QA8_FIX CCPOIS / DIR (000000000) | -0.07 | -0.0087 | -0.0087 | ||||||
| Long: BIE5A22P1 IRS USD R V 12MSOFR BIE5A22P1_FLO CCPOIS / Short: BIE5A22P1 IRS USD P F 4.74200 BIE5A22P1_FIX CCPOIS / DIR (000000000) | -0.24 | -0.0308 | -0.0308 | ||||||
| Long: BIE4RDLJ5 IRS USD R V 00MSOFR BIE4RDLJ5_FLO CCPOIS / Short: BIE4RDLJ5 IRS USD P F 4.26835 BIE4RDLJ5_FIX CCPOIS / DIR (000000000) | -0.24 | -0.0309 | -0.0309 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.31 | -0.0405 | -0.0405 | ||||||
| Long: BIE4PTGV1 IRS USD R V 00MSOFR BIE4PTGV1_FLO CCPOIS / Short: BIE4PTGV1 IRS USD P F 4.55603 BIE4PTGV1_FIX CCPOIS / DIR (000000000) | -0.37 | -0.0478 | -0.0478 | ||||||
| Long: BIE5A22L0 IRS USD R V 12MSOFR BIE5A22L0_FLO CCPOIS / Short: BIE5A22L0 IRS USD P F 4.48595 BIE5A22L0_FIX CCPOIS / DIR (000000000) | -0.54 | -0.0709 | -0.0709 | ||||||
| Long: BIE5A22H9 IRS USD R V 12MSOFR BIE5A22H9_FLO CCPOIS / Short: BIE5A22H9 IRS USD P F 4.12877 BIE5A22H9_FIX CCPOIS / DIR (000000000) | -1.33 | -0.1737 | -0.1737 | ||||||
| SWAP CCPC JP MORGAN COC / STIV (000000000) | Short | -2.50 | -2.50 | -0.3258 | -0.3258 |
