Mga Batayang Estadistika
| Nilai Portofolio | $ 1,091,764,414 |
| Posisi Saat Ini | 588 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
NWXEX - Nationwide Amundi Strategic Income Fund Class A telah mengungkapkan total kepemilikan 588 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,091,764,414 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama NWXEX - Nationwide Amundi Strategic Income Fund Class A adalah Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 (US:US01F0226591) , and Ginnie Mae (US:US21H0626513) . Posisi baru NWXEX - Nationwide Amundi Strategic Income Fund Class A meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0606594) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 (US:US01F0226591) , and Ginnie Mae (US:US21H0626513) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 50.00 | 5.1690 | 5.1690 | ||
| 14.21 | 1.4689 | 1.4689 | ||
| 18.36 | 1.8981 | 1.2758 | ||
| 18.54 | 1.9163 | 1.1410 | ||
| 10.52 | 1.0873 | 1.0873 | ||
| 18.56 | 1.9191 | 0.9536 | ||
| 9.10 | 0.9411 | 0.9411 | ||
| 9.10 | 0.9410 | 0.9410 | ||
| 8.90 | 0.9201 | 0.9201 | ||
| 18.29 | 1.8904 | 0.8760 |
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 |
|---|---|---|---|---|
| -3.42 | -0.3539 | -0.3539 | ||
| 0.56 | 0.0579 | -0.3272 | ||
| 4.58 | 0.4735 | -0.3140 | ||
| 1.33 | 0.1371 | -0.2903 | ||
| 3.82 | 0.3949 | -0.2111 | ||
| 9.68 | 1.0008 | -0.1784 | ||
| 6.38 | 0.6593 | -0.1606 | ||
| 7.31 | 0.7561 | -0.1543 | ||
| 5.92 | 0.6122 | -0.1496 | ||
| 7.34 | 0.7589 | -0.1347 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-06-18 untuk periode pelaporan 2025-04-30. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| Treasury Repurchase Agreement / RA (N/A) | 50.00 | 5.1690 | 5.1690 | ||||||
| US01F0606594 / Uniform Mortgage-Backed Security, TBA | 18.56 | 393.17 | 1.9191 | 0.9536 | |||||
| US01F0626550 / Uniform Mortgage-Backed Security, TBA | 18.54 | 513.34 | 1.9163 | 1.1410 | |||||
| US01F0526560 / FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 18.36 | 656.80 | 1.8981 | 1.2758 | |||||
| US01F0226591 / FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 | 18.29 | 362.33 | 1.8904 | 0.8760 | |||||
| Treasury Repurchase Agreement / RA (N/A) | 14.21 | 1.4689 | 1.4689 | ||||||
| Total Play Telecomunicaciones SA de CV / DBT (US89157PAD06) | 10.52 | 1.0873 | 1.0873 | ||||||
| Dai-ichi Life Insurance Co. Ltd. (The) / DBT (US23381LAA26) | 9.68 | -2.17 | 1.0008 | -0.1784 | |||||
| US21H0626513 / Ginnie Mae | 9.20 | 909.88 | 0.9511 | 0.7174 | |||||
| US01F0506505 / Uniform Mortgage-Backed Security, TBA | 9.10 | 0.9411 | 0.9411 | ||||||
| US21H0606556 / Ginnie Mae | 9.10 | 0.9410 | 0.9410 | ||||||
| US01F0326581 / Uniform Mortgage-Backed Security, TBA | 9.02 | 287.92 | 0.9329 | 0.3361 | |||||
| Meiji Yasuda Life Insurance Co. / DBT (US585270AE15) | 8.90 | 0.9201 | 0.9201 | ||||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 8.42 | 0.8701 | 0.8701 | ||||||
| US Acute Care Solutions LLC / DBT (US90367UAD37) | 8.33 | -0.17 | 0.8611 | -0.1332 | |||||
| APA Corp. / DBT (US03743QAS75) | 8.14 | 0.8414 | 0.8414 | ||||||
| QEWS / Qatar Electricity & Water Company Q.P.S.C. | 7.91 | 0.8182 | 0.8182 | ||||||
| INWI / Inwido AB (publ) | 7.34 | -2.11 | 0.7589 | -0.1347 | |||||
| US15089QAY08 / Celanese US Holdings LLC | 7.31 | -4.25 | 0.7561 | -0.1543 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 7.27 | -0.12 | 0.7516 | -0.1158 | |||||
| FCT / Fincantieri S.p.A. | 7.07 | 7.51 | 0.7310 | -0.0528 | |||||
| Mercedes-Benz Finance North America LLC / DBT (US58769JBH95) | 6.71 | 0.6939 | 0.6939 | ||||||
| US91327AAB89 / Uniti Group LP | 6.62 | 1.82 | 0.6842 | -0.0904 | |||||
| US37046US851 / General Motors Financial Co Inc | 6.46 | -0.20 | 0.6679 | -0.1036 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 6.40 | 2.53 | 0.6618 | -0.0822 | |||||
| Wildfire Intermediate Holdings LLC / DBT (US96812HAA68) | 6.38 | -7.30 | 0.6593 | -0.1606 | |||||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 6.23 | 2.32 | 0.6437 | -0.0816 | |||||
| AU3FN0029609 / AAI Ltd | 6.11 | 1.58 | 0.6312 | -0.0850 | |||||
| 1261229 BC Ltd., First Lien Term Loan / LON (XAC6903HAB06) | 6.06 | 0.6265 | 0.6265 | ||||||
| Delek Logistics Partners LP / DBT (US24665FAD42) | 6.00 | -2.12 | 0.6198 | -0.1102 | |||||
| Grupo Aeromexico SAB de CV / DBT (US40054JAD19) | 5.92 | -7.37 | 0.6122 | -0.1496 | |||||
| T-Mobile USA, Inc. / DBT (XS2997535062) | 5.89 | 0.6086 | 0.6086 | ||||||
| Virginia Electric and Power Co. / DBT (US927804GT52) | 5.84 | 0.6040 | 0.6040 | ||||||
| EVKG / Ever-Glory International Group, Inc. | 5.74 | -4.48 | 0.5935 | -0.1226 | |||||
| EFN / Element Fleet Management Corp. | 5.68 | 0.5869 | 0.5869 | ||||||
| Avianca Midco 2 plc / DBT (US05369YAA73) | 5.63 | 0.5823 | 0.5823 | ||||||
| Mohegan Tribal Gaming Authority / DBT (US60832QAA85) | 5.62 | 0.5814 | 0.5814 | ||||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 5.56 | 1.48 | 0.5750 | -0.0781 | |||||
| US00973RAD52 / Aker BP ASA | 5.34 | -0.60 | 0.5524 | -0.0881 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 5.27 | -0.17 | 0.5451 | -0.0843 | |||||
| Freedom Mortgage Holdings LLC / DBT (US35641AAB44) | 5.24 | -2.31 | 0.5414 | -0.0975 | |||||
| US654740BT54 / Nissan Motor Acceptance Corp | 5.19 | 0.14 | 0.5368 | -0.0812 | |||||
| MF1, Series 2024-FL16, Class A / ABS-CBDO (US55287EAA55) | 5.14 | -0.92 | 0.5317 | -0.0870 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 5.12 | 1.61 | 0.5295 | -0.0712 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 5.11 | -0.47 | 0.5278 | -0.0835 | |||||
| S1RE34 / Sempra - Depositary Receipt (Common Stock) | 4.99 | -6.71 | 0.5159 | -0.1215 | |||||
| Lottomatica Group Spa / DBT (XS3047452746) | 4.97 | 0.5140 | 0.5140 | ||||||
| 4020 / Saudi Real Estate Company | 4.95 | 2.44 | 0.5119 | -0.0641 | |||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 4.88 | 0.5046 | 0.5046 | ||||||
| Hyundai Capital America / DBT (US44891ADM62) | 4.82 | 0.61 | 0.4986 | -0.0727 | |||||
| Merna Reinsurance II Ltd., Series 3 / DBT (US59013MAG78) | 4.79 | 832.75 | 0.4947 | 0.4335 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 4.77 | 1.49 | 0.4931 | -0.0670 | |||||
| Methanex US Operations, Inc. / DBT (US59151LAA44) | 4.69 | -5.12 | 0.4844 | -0.1042 | |||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 4.68 | 0.4838 | 0.4838 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 4.64 | 0.65 | 0.4792 | -0.0696 | |||||
| XS2406607171 / Teva Pharmaceutical Finance Netherlands II BV | 4.59 | 142.29 | 0.4745 | 0.2487 | |||||
| ABRA Global Finance / DBT (US000852AC70) | 4.58 | -30.68 | 0.4735 | -0.3140 | |||||
| US01F0524581 / Uniform Mortgage-Backed Security, TBA | 4.57 | 283.15 | 0.4726 | 0.1664 | |||||
| US500688AF35 / Kosmos Energy Ltd | 4.52 | -6.77 | 0.4668 | -0.1104 | |||||
| K1EY34 / KeyCorp - Depositary Receipt (Common Stock) | 4.36 | 0.4506 | 0.4506 | ||||||
| Summit Midstream Holdings LLC / DBT (US86614JAA34) | 4.33 | -6.46 | 0.4476 | -0.1040 | |||||
| US35565EAE23 / CORP CMO | 4.29 | -3.27 | 0.4437 | -0.0850 | |||||
| Hilcorp Energy I LP / DBT (US431318BG88) | 4.26 | -10.83 | 0.4409 | -0.1290 | |||||
| US20754BAJ08 / CAS_22-R02 | 4.26 | -1.71 | 0.4408 | -0.0762 | |||||
| Level 3 Financing, Inc., First Lien Term Loan B / LON (US52729KAT34) | 4.17 | 0.4311 | 0.4311 | ||||||
| US64072TAC99 / CSC Holdings LLC | 4.07 | -4.98 | 0.4203 | -0.0897 | |||||
| Republic of Colombia / DBT (US195325ES00) | 4.06 | 0.4200 | 0.4200 | ||||||
| Bank of America Corp. / DBT (US06051GMQ90) | 4.06 | 0.4193 | 0.4193 | ||||||
| US35564PAC23 / Freddie Mac Stacr Trust 2019-FTR1 | 4.05 | -3.41 | 0.4192 | -0.0810 | |||||
| US71643VAB18 / Petroleos Mexicanos | 4.02 | -1.40 | 0.4152 | -0.0702 | |||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 3.93 | -0.73 | 0.4068 | -0.0656 | |||||
| US30227FAN06 / Extended Stay America Trust | 3.93 | 0.4063 | 0.4063 | ||||||
| K1SG34 / Keysight Technologies, Inc. - Depositary Receipt (Common Stock) | 3.92 | 0.4054 | 0.4054 | ||||||
| 4020 / Saudi Real Estate Company | 3.91 | 0.4042 | 0.4042 | ||||||
| Volkswagen Group of America Finance LLC / DBT (US928668CS92) | 3.91 | 0.4041 | 0.4041 | ||||||
| US893830AT68 / Transocean Inc. 6.8% Senior Notes 3/15/38 | 3.82 | -24.88 | 0.3949 | -0.2111 | |||||
| COLT Mortgage Loan Trust, Series 2024-5, Class B1 / ABS-MBS (US19685AAE91) | 3.76 | 0.3890 | 0.3890 | ||||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.76 | -2.57 | 0.3884 | -0.0711 | |||||
| Sun Communities Operating LP / DBT (US866677AK36) | 3.73 | 1.77 | 0.3859 | -0.0512 | |||||
| Acuris Finance US, Inc. / DBT (US00511BAE74) | 3.73 | -4.49 | 0.3853 | -0.0796 | |||||
| Phillips 66 Co. / DBT (US718547AU68) | 3.60 | 1.38 | 0.3720 | -0.0509 | |||||
| US20754RAJ59 / Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 | 3.53 | -1.62 | 0.3652 | -0.0626 | |||||
| Exeter Automobile Receivables Trust, Series 2025-1A, Class E / ABS-O (US30167MAG24) | 3.51 | -0.37 | 0.3629 | -0.0569 | |||||
| ALZ / Allianz SE - Depositary Receipt (Common Stock) | 3.49 | -2.02 | 0.3611 | -0.0638 | |||||
| CEBB / Nationwide Building Society - Preferred Security | 3.47 | 1.52 | 0.3582 | -0.0486 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 3.46 | 0.29 | 0.3577 | -0.0534 | |||||
| US161175CP73 / CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.65% 02-01-34 | 3.41 | 0.56 | 0.3520 | -0.0515 | |||||
| MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) | 3.40 | 0.3517 | 0.3517 | ||||||
| FS Rialto Issuer LLC, Series 2024-FL9, Class A / ABS-CBDO (US30338WAL37) | 3.31 | -0.42 | 0.3426 | -0.0539 | |||||
| US603374AF69 / Minerva Luxembourg SA | 3.28 | 1.67 | 0.3389 | -0.0454 | |||||
| Genting New York LLC / DBT (US37255JAB89) | 3.28 | -2.79 | 0.3389 | -0.0630 | |||||
| BNP / BNP Paribas SA | 3.25 | 1.37 | 0.3356 | -0.0460 | |||||
| NMEF Funding LLC, Series 2025-A, Class D / ABS-O (US62919VAE11) | 3.19 | 0.3303 | 0.3303 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class B2 / ABS-MBS (US61775VAF31) | 3.18 | 0.25 | 0.3290 | -0.0493 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 3.13 | 0.3237 | 0.3237 | ||||||
| US55342UAM62 / MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031 | 3.13 | -1.14 | 0.3234 | -0.0537 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 3.12 | 0.71 | 0.3228 | -0.0467 | |||||
| PRPM Trust, Series 2025-NQM1, Class B1 / ABS-MBS (US74391EAF88) | 3.11 | 0.3220 | 0.3220 | ||||||
| US25215DAP42 / Dexia Credit Local SA/New York NY | 3.11 | 1.87 | 0.3218 | -0.0424 | |||||
| GLS Auto Receivables Issuer Trust, Series 2024-3A, Class D / ABS-O (US37989AAL89) | 3.06 | -0.13 | 0.3163 | -0.0488 | |||||
| Imperial Fund Mortgage Trust, Series 2022-NQM5, Class B1 / ABS-MBS (US45276QAE44) | 3.05 | 0.3152 | 0.3152 | ||||||
| Champions Financing, Inc., First Lien Term Loan / LON (US15870MAC01) | 3.02 | -1.28 | 0.3119 | -0.0523 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 3.01 | 1.82 | 0.3116 | -0.0412 | |||||
| US30958QAA94 / Farmers Exchange Capital III | 2.96 | 2.21 | 0.3065 | -0.0391 | |||||
| HTL Commercial Mortgage Trust, Series 2024-T53, Class D / ABS-MBS (US404300AG03) | 2.93 | -0.85 | 0.3029 | -0.0493 | |||||
| US237194AN56 / Darden Restaurants Inc | 2.77 | 1.21 | 0.2865 | -0.0398 | |||||
| Santander Drive Auto Receivables Trust, Series 2024-5, Class D / ABS-O (US802920AG32) | 2.75 | -0.15 | 0.2844 | -0.0439 | |||||
| WEIR / The Weir Group PLC | 2.73 | 0.2825 | 0.2825 | ||||||
| CNO.PRA / CNO Financial Group, Inc. - Corporate Bond/Note | 2.72 | -0.26 | 0.2816 | -0.0439 | |||||
| Cascade MH Asset Trust, Series 2022-MH1, Class B1 / ABS-O (US14732KAC53) | 2.71 | 0.2799 | 0.2799 | ||||||
| M1CH34 / Microchip Technology Incorporated - Depositary Receipt (Common Stock) | 2.70 | 0.15 | 0.2794 | -0.0421 | |||||
| Hilcorp Energy I LP / DBT (US431318BE31) | 2.67 | -11.90 | 0.2763 | -0.0852 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 2.64 | 0.84 | 0.2726 | -0.0391 | |||||
| MCR Mortgage Trust, Series 2024-TWA, Class D / ABS-MBS (US582923AD06) | 2.62 | -1.10 | 0.2706 | -0.0447 | |||||
| PRPM, Series 2024-NQM3, Class B1 / ABS-MBS (US69381FAF71) | 2.62 | 0.2704 | 0.2704 | ||||||
| US654579AE17 / Nippon Life Insurance Co | 2.60 | 0.2690 | 0.2690 | ||||||
| Ascent Career Funding Trust, Series 2024-1A, Class A / ABS-O (US04363LAA44) | 2.60 | -10.72 | 0.2688 | -0.0783 | |||||
| US143658BR27 / Carnival Corp | 2.58 | -0.81 | 0.2667 | -0.0432 | |||||
| GLS Auto Receivables Issuer Trust, Series 2024-3A, Class C / ABS-O (US37989AAJ34) | 2.57 | -0.12 | 0.2659 | -0.0409 | |||||
| Foundry JV Holdco LLC / DBT (US350930AK91) | 2.56 | 0.2650 | 0.2650 | ||||||
| Kinetic Advantage Master Owner Trust, Series 2024-1A, Class A / ABS-O (US49462DAD12) | 2.56 | -0.20 | 0.2645 | -0.0410 | |||||
| US20754AAJ25 / Connecticut Avenue Securities Trust 2021-R03 | 2.55 | -1.62 | 0.2640 | -0.0454 | |||||
| US92539TAE38 / Verus Securitization Trust 2023-4 | 2.54 | -0.59 | 0.2622 | -0.0419 | |||||
| BRAVO Residential Funding Trust, Series 2023-NQM7, Class B1 / ABS-MBS (US10569HAE45) | 2.53 | -1.82 | 0.2618 | -0.0457 | |||||
| Hyundai Capital America / DBT (US44891ACY10) | 2.52 | 0.16 | 0.2604 | -0.0393 | |||||
| US35563XBE13 / Freddie Mac Stacr Trust 2018-HQA2 | 2.49 | 79.01 | 0.2574 | 0.0916 | |||||
| Arivo Acceptance Auto Loan Receivables Trust, Series 2024-1A, Class B / ABS-O (US039943AB13) | 2.48 | -0.60 | 0.2561 | -0.0408 | |||||
| US20754WAC91 / CORP CMO | 2.47 | -1.32 | 0.2556 | -0.0430 | |||||
| Global Aircraft Leasing Co. Ltd. / DBT (US37960JAC27) | 2.46 | -3.00 | 0.2539 | -0.0478 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 2.39 | -3.32 | 0.2471 | -0.0475 | |||||
| Westlake Automobile Receivables Trust, Series 2024-2A, Class D / ABS-O (US96042YAG89) | 2.36 | 0.38 | 0.2437 | -0.0362 | |||||
| 1261229 BC Ltd. / DBT (US68288AAA51) | 2.35 | 0.2429 | 0.2429 | ||||||
| COLT Mortgage Loan Trust, Series 2024-6, Class B1 / ABS-MBS (US19688XAE67) | 2.33 | 0.2408 | 0.2408 | ||||||
| GMZB / Ally Financial Inc. - Preferred Stock | 2.31 | -0.47 | 0.2391 | -0.0379 | |||||
| Verus Securitization Trust, Series 2024-2, Class B1 / ABS-MBS (US92539UAE01) | 2.29 | -0.56 | 0.2371 | -0.0378 | |||||
| US36263DAE76 / GLS Auto Receivables Issuer Trust 2021-4 | 2.29 | 73.92 | 0.2365 | 0.0797 | |||||
| FCT / Fincantieri S.p.A. | 2.27 | 0.40 | 0.2349 | -0.0347 | |||||
| UNCRY / UniCredit S.p.A. - Depositary Receipt (Common Stock) | 2.27 | 0.31 | 0.2346 | -0.0349 | |||||
| Imperial Fund Mortgage Trust, Series 2023-NQM1, Class B1 / ABS-MBS (US45290BAE92) | 2.27 | -0.35 | 0.2343 | -0.0368 | |||||
| Santander Drive Auto Receivables Trust, Series 2024-4, Class D / ABS-O (US802919AF77) | 2.27 | -0.40 | 0.2342 | -0.0368 | |||||
| US55284AAA60 / MF1 2021-FL7 Ltd | 2.26 | -10.98 | 0.2332 | -0.0688 | |||||
| Exeter Automobile Receivables Trust, Series 2024-4A, Class E / ABS-O (US30166UAG58) | 2.25 | -0.40 | 0.2326 | -0.0367 | |||||
| Sanders RE II Ltd., Series B / DBT (US80001RAB78) | 2.24 | -0.13 | 0.2320 | -0.0359 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2023-FIG4, Class A / ABS-O (US79581UAA25) | 2.23 | -4.30 | 0.2302 | -0.0471 | |||||
| Sanders RE II Ltd., Series A / DBT (US80001RAA95) | 2.21 | -1.78 | 0.2287 | -0.0396 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 2.21 | -0.23 | 0.2287 | -0.0356 | |||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 2.19 | 0.2262 | 0.2262 | ||||||
| CDI / DCR (N/A) | 2.18 | 0.2252 | 0.2252 | ||||||
| MF1 LLC, Series 2024-FL14, Class A / ABS-CBDO (US55416AAA79) | 2.17 | -0.37 | 0.2249 | -0.0353 | |||||
| US89788NAA81 / Truist Financial Corp. | 2.15 | 0.94 | 0.2227 | -0.0317 | |||||
| XS2291692890 / Chile Government International Bond | 2.15 | 10.13 | 0.2226 | -0.0103 | |||||
| FIGRE Trust, Series 2024-HE3, Class A / ABS-O (US31684GAA04) | 2.14 | -5.14 | 0.2212 | -0.0476 | |||||
| Verus Securitization Trust, Series 2024-3, Class B1 / ABS-MBS (US92540MAE57) | 2.14 | -1.88 | 0.2211 | -0.0386 | |||||
| US02530CAE84 / American Credit Acceptance Receivables Trust, Series 2023-4, Class C | 2.14 | -0.74 | 0.2209 | -0.0357 | |||||
| Fortress Intermediate 3, Inc., First Lien Term Loan / LON (US34966LAB09) | 2.13 | -2.52 | 0.2201 | -0.0403 | |||||
| GLS Auto Select Receivables Trust, Series 2024-1A, Class D / ABS-O (US37988XAE58) | 2.13 | 1.29 | 0.2199 | -0.0304 | |||||
| H / Hyatt Hotels Corporation | 2.11 | 0.2185 | 0.2185 | ||||||
| US26982EAC03 / Eagle RE Ltd., Series 2023-1, Class M1B | 2.11 | -0.61 | 0.2183 | -0.0350 | |||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 2.11 | -11.94 | 0.2182 | -0.0673 | |||||
| US05608RAJ41 / BX Trust | 2.10 | -0.85 | 0.2168 | -0.0352 | |||||
| Tricon Residential Trust, Series 2025-SFR1, Class D / ABS-O (US895974AD59) | 2.10 | 0.2167 | 0.2167 | ||||||
| BAMLL Commercial Mortgage Securities Trust, Series 2024-NASH, Class B / ABS-MBS (US05555CAG69) | 2.09 | -2.61 | 0.2161 | -0.0398 | |||||
| COLT Mortgage Loan Trust, Series 2024-4, Class B1 / ABS-MBS (US19688WAE84) | 2.09 | 0.19 | 0.2160 | -0.0326 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 2.09 | -0.05 | 0.2159 | -0.0332 | |||||
| Venture Global Plaquemines LNG LLC / DBT (US922966AA47) | 2.08 | 0.2153 | 0.2153 | ||||||
| Connecticut Avenue Securities Trust, Series 2024-R04, Class 1A1 / ABS-MBS (US20753GAA94) | 2.06 | -2.09 | 0.2131 | -0.0378 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 2.06 | 0.83 | 0.2131 | -0.0305 | |||||
| GLS Auto Receivables Issuer Trust, Series 2025-1A, Class E / ABS-O (US36271KAN19) | 2.06 | 0.2128 | 0.2128 | ||||||
| ES0840609038 / CaixaBank SA | 2.06 | 6.03 | 0.2126 | -0.0185 | |||||
| US05608RAQ83 / BX TR 2021-ARIA G 1ML+320 10/15/2036 144A | 2.03 | 0.2099 | 0.2099 | ||||||
| MCR Mortgage Trust, Series 2024-TWA, Class F / ABS-MBS (US582923AF53) | 2.00 | 0.81 | 0.2069 | -0.0297 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2 / ABS-MBS (US20755RAC97) | 1.99 | -1.10 | 0.2054 | -0.0340 | |||||
| BRAVO Residential Funding Trust, Series 2024-NQM2, Class B1 / ABS-MBS (US10569KAE73) | 1.97 | -0.55 | 0.2039 | -0.0325 | |||||
| Verus Securitization Trust, Series 2023-INV3, Class B1 / ABS-MBS (US92540CAE75) | 1.97 | 0.00 | 0.2039 | -0.0311 | |||||
| Americold Realty Operating Partnership LP / DBT (US03063UAB70) | 1.96 | 0.2028 | 0.2028 | ||||||
| BSPRT Issuer LLC, Series 2024-FL11, Class A / ABS-CBDO (US05613RAA68) | 1.93 | -0.57 | 0.1992 | -0.0318 | |||||
| US29278GAX60 / Enel Finance International NV | 1.89 | 1.72 | 0.1956 | -0.0261 | |||||
| Exeter Automobile Receivables Trust, Series 2025-2A, Class E / ABS-O (US30168JAG85) | 1.86 | 0.1920 | 0.1920 | ||||||
| US55286UAA07 / MFA 2023-RTL2 Trust | 1.85 | -0.32 | 0.1916 | -0.0300 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.84 | -1.76 | 0.1903 | -0.0330 | |||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 1.84 | -1.61 | 0.1901 | -0.0327 | |||||
| Vistra Operations Co. LLC / DBT (US92840VAU61) | 1.84 | 0.82 | 0.1898 | -0.0273 | |||||
| US48275EAA47 / KREF 2022-FL3 Ltd | 1.84 | -21.01 | 0.1897 | -0.0871 | |||||
| XS2066744231 / Carnival PLC | 1.82 | 6.31 | 0.1881 | -0.0158 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 1.81 | 0.1869 | 0.1869 | ||||||
| A&D Mortgage Trust, Series 2024-NQM5, Class B1A / ABS-MBS (US00039KAG58) | 1.81 | 2.38 | 0.1868 | -0.0236 | |||||
| XYZ / Block, Inc. - Depositary Receipt (Common Stock) | 1.81 | -0.22 | 0.1867 | -0.0289 | |||||
| MF1, Series 2024-FL15, Class A / ABS-CBDO (US58003MAA45) | 1.80 | -0.33 | 0.1861 | -0.0292 | |||||
| Jane Street Group / DBT (US47077WAE84) | 1.80 | 0.1859 | 0.1859 | ||||||
| Velocity Commercial Capital Loan Trust, Series 2025-1, Class A / ABS-MBS (US922955AA73) | 1.76 | 0.1818 | 0.1818 | ||||||
| R1FC34 / Regions Financial Corporation - Depositary Receipt (Common Stock) | 1.74 | -0.17 | 0.1802 | -0.0280 | |||||
| Triangle Re Ltd., Series 2023-1, Class M1B / ABS-MBS (US89589AAB52) | 1.73 | -0.63 | 0.1788 | -0.0286 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1B1 / ABS-MBS (US20754GAF72) | 1.72 | -2.38 | 0.1783 | -0.0323 | |||||
| US35564ACC36 / STACR Trust 2018-HRP2 | 1.69 | 0.59 | 0.1749 | -0.0256 | |||||
| US286181AK85 / Element Fleet Management Corp | 1.69 | 0.60 | 0.1745 | -0.0255 | |||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 1.68 | 0.1740 | 0.1740 | ||||||
| US89180GAE98 / Towd Point Mortgage Trust, Series 2022-SJ1, Class B1 | 1.67 | 1.39 | 0.1730 | -0.0237 | |||||
| MFA Trust, Series 2024-NQM2, Class B1A / ABS-MBS (US58004JAE29) | 1.66 | 0.91 | 0.1719 | -0.0244 | |||||
| US61747YES00 / Morgan Stanley | 1.65 | 0.06 | 0.1706 | -0.0259 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 1.64 | 0.1700 | 0.1700 | ||||||
| US78449RAL96 / SLG Office Trust, Series 2021-OVA, Class E | 1.64 | 1.67 | 0.1696 | -0.0227 | |||||
| Radnor Re Ltd., Series 2024-1, Class M1B / ABS-MBS (US75049AAB89) | 1.63 | -0.31 | 0.1687 | -0.0263 | |||||
| Exeter Automobile Receivables Trust, Series 2024-3A, Class E / ABS-O (US30165AAG04) | 1.63 | -0.37 | 0.1681 | -0.0264 | |||||
| US65559CAD39 / Nordea Bank Abp | 1.62 | -0.43 | 0.1671 | -0.0264 | |||||
| US30323CAA80 / FS Rialto 2021-FL3 | 1.60 | -4.70 | 0.1657 | -0.0347 | |||||
| STAB / Standard Chartered PLC - Preferred Security | 1.60 | 1.65 | 0.1651 | -0.0222 | |||||
| NMEF Funding LLC, Series 2024-A, Class D / ABS-O (US62919UAE38) | 1.60 | 2.84 | 0.1651 | -0.0199 | |||||
| US3137G0SK62 / FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES SER 2017-HRP1 CL B1D V/R REGD 2.60863000 | 1.60 | -1.54 | 0.1649 | -0.0281 | |||||
| US456837AZ69 / ING Groep NV | 1.58 | -11.77 | 0.1636 | -0.0502 | |||||
| Fiesta Purchaser, Inc. / DBT (US31659AAB26) | 1.58 | 0.32 | 0.1632 | -0.0243 | |||||
| US58769JAM99 / Mercedes-Benz Finance North America LLC | 1.58 | 0.57 | 0.1632 | -0.0239 | |||||
| A&D Mortgage Trust, Series 2023-NQM4, Class B1 / ABS-MBS (US00002MAE93) | 1.57 | -0.69 | 0.1627 | -0.0262 | |||||
| 4020 / Saudi Real Estate Company | 1.57 | -0.25 | 0.1627 | -0.0253 | |||||
| US784033AL62 / SCF Equipment Leasing LLC, Series 2022-1A, Class E | 1.57 | 0.58 | 0.1627 | -0.0238 | |||||
| Alpha Generation LLC, First Lien Term Loan B / LON (US02072UAC62) | 1.57 | -0.82 | 0.1624 | -0.0263 | |||||
| Venture Global Plaquemines LNG LLC / DBT (US922966AB20) | 1.57 | 0.1619 | 0.1619 | ||||||
| US67571BAD55 / Octane Receivables Trust 2023-1 | 1.56 | -0.57 | 0.1611 | -0.0256 | |||||
| Harvest SBA Loan Trust, Series 2024-1, Class A / ABS-O (US41756NAA72) | 1.55 | 11.77 | 0.1601 | -0.0051 | |||||
| CFMT LLC, Series 2024-HB14, Class M3 / ABS-MBS (US12530XAD30) | 1.54 | 1.58 | 0.1594 | -0.0214 | |||||
| US35564KT581 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-DNA2, Class M1A | 1.54 | -6.11 | 0.1591 | -0.0362 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 1.53 | -2.42 | 0.1586 | -0.0287 | |||||
| Verus Securitization Trust, Series 2023-6, Class B1 / ABS-MBS (US92539XAE40) | 1.53 | -0.65 | 0.1579 | -0.0253 | |||||
| EFN / Element Fleet Management Corp. | 1.53 | 0.20 | 0.1577 | -0.0237 | |||||
| US200339EX39 / COMERICA BANK | 1.52 | -0.85 | 0.1574 | -0.0256 | |||||
| BHG Securitization Trust, Series 2023-B, Class C / ABS-O (US08862GAC87) | 1.51 | 2.09 | 0.1565 | -0.0202 | |||||
| AREIT Ltd., Series 2024-CRE9, Class A / ABS-CBDO (US00193AAA25) | 1.49 | -0.53 | 0.1538 | -0.0246 | |||||
| US22003BAP13 / CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 | 1.49 | -0.20 | 0.1537 | -0.0238 | |||||
| GLS Auto Receivables Issuer Trust, Series 2024-2A, Class E / ABS-O (US37964VAG23) | 1.48 | -0.27 | 0.1533 | -0.0238 | |||||
| Connect Finco SARL / DBT (US20752TAB08) | 1.48 | 4.38 | 0.1528 | -0.0160 | |||||
| US37045XEP78 / General Motors Financial Co Inc | 1.46 | -0.81 | 0.1512 | -0.0245 | |||||
| Ready Capital Mortgage Financing LLC, Series 2023-FL11, Class B / ABS-CBDO (US75575RAE71) | 1.45 | -0.28 | 0.1496 | -0.0233 | |||||
| Goat Holdco LLC / DBT (US38021MAA45) | 1.44 | -1.98 | 0.1486 | -0.0260 | |||||
| US35564KP373 / Freddie Mac STACR REMIC Trust 2023-DNA1 | 1.44 | -5.78 | 0.1484 | -0.0332 | |||||
| US34529NAG51 / Ford Credit Auto Lease Trust, Series 2023-B, Class C | 1.44 | -0.69 | 0.1484 | -0.0239 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 1.43 | -1.51 | 0.1483 | -0.0253 | |||||
| US83368RBL50 / Societe Generale SA | 1.42 | 0.57 | 0.1470 | -0.0215 | |||||
| Freedom Mortgage Holdings LLC / DBT (US35641AAA60) | 1.42 | -2.40 | 0.1469 | -0.0266 | |||||
| US078777AF67 / Bellemeade RE Ltd., Series 2021-3A, Class B1 | 1.41 | 36.03 | 0.1460 | 0.0222 | |||||
| US37045XED49 / General Motors Financial Co., Inc. | 1.41 | -0.35 | 0.1459 | -0.0228 | |||||
| US26982AAG94 / Eagle RE 2021-2 Ltd | 1.41 | -0.78 | 0.1455 | -0.0236 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 1.41 | -0.64 | 0.1454 | -0.0233 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 1.40 | 0.57 | 0.1451 | -0.0213 | |||||
| US35565GAE70 / Freddie Mac Structured Agency Credit Risk Debt Notes | 1.40 | 0.58 | 0.1442 | -0.0211 | |||||
| AU3FN0029609 / AAI Ltd | 1.39 | 1.39 | 0.1438 | -0.0197 | |||||
| BDS LLC, Series 2024-FL13, Class A / ABS-CBDO (US05555MAA71) | 1.37 | -0.44 | 0.1414 | -0.0223 | |||||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 1.36 | 0.37 | 0.1403 | -0.0209 | |||||
| US83607EAC66 / Sound Point CLO V-R LTD | 1.35 | -0.22 | 0.1398 | -0.0218 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 1.34 | -8.51 | 0.1390 | -0.0361 | |||||
| NMEF Funding LLC, Series 2024-A, Class C / ABS-O (US62919UAD54) | 1.34 | 1.06 | 0.1387 | -0.0196 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 1.34 | 0.90 | 0.1386 | -0.0197 | |||||
| Vista Point Securitization Trust, Series 2024-CES1, Class A1 / ABS-O (US92839HAA41) | 1.34 | -7.42 | 0.1380 | -0.0338 | |||||
| Bellemeade Re Ltd., Series 2024-1, Class M1B / ABS-MBS (US078915AB15) | 1.33 | -0.37 | 0.1379 | -0.0216 | |||||
| US350930AA10 / Foundry JV Holdco LLC | 1.33 | -63.03 | 0.1371 | -0.2903 | |||||
| US67578XAD03 / Octane Receivables Trust 2022-2 | 1.32 | -0.60 | 0.1360 | -0.0217 | |||||
| Farmers Insurance Exchange / DBT (US309601AG75) | 1.31 | 1.01 | 0.1350 | -0.0190 | |||||
| US29273VAU44 / Energy Transfer LP | 1.31 | -0.84 | 0.1349 | -0.0220 | |||||
| US37046US851 / General Motors Financial Co Inc | 1.30 | 0.00 | 0.1347 | -0.0206 | |||||
| Sanders Re III Ltd., Series A / DBT (US799927AA62) | 1.29 | -1.30 | 0.1333 | -0.0224 | |||||
| US345397B694 / Ford Motor Credit Co LLC | 1.28 | -1.91 | 0.1325 | -0.0232 | |||||
| Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F / ABS-O (US80290CCN20) | 1.28 | -7.73 | 0.1322 | -0.0330 | |||||
| Foundry JV Holdco LLC / DBT (US350930AC75) | 1.27 | 1.68 | 0.1316 | -0.0175 | |||||
| US59013MAF95 / Merna Re II 2022-2 Class A | 1.26 | 0.1299 | 0.1299 | ||||||
| US011395AH35 / Alamo Re Ltd | 1.25 | 146.37 | 0.1297 | 0.0690 | |||||
| US80290CAU80 / Santander Bank Auto Credit-Linked Notes Series 2022-A | 1.25 | -1.34 | 0.1294 | -0.0217 | |||||
| US92838TAD37 / Vista Point Securitization Trust | 1.25 | 3.99 | 0.1293 | -0.0140 | |||||
| US75279YAD31 / Radnor RE 2021-1 Ltd | 1.24 | -0.32 | 0.1285 | -0.0202 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R05, Class 2B1 / ABS-MBS (US20754XAG88) | 1.24 | -2.36 | 0.1285 | -0.0232 | |||||
| US00973RAM51 / Aker BP ASA | 1.24 | -0.24 | 0.1282 | -0.0200 | |||||
| FHF Issuer Trust, Series 2024-3A, Class C / ABS-O (US30339EAD04) | 1.24 | 0.00 | 0.1282 | -0.0196 | |||||
| US924934AF96 / VERUS SECURITIZATION TRUST 2023-5 VERUS 2023-5 B2 | 1.23 | -0.57 | 0.1273 | -0.0202 | |||||
| FHLMC Structured Agency Credit Risk REMIC Trust, Series 2025-HQA1, Class M2 / ABS-MBS (US35564NHA46) | 1.23 | 0.1272 | 0.1272 | ||||||
| PRPM Trust, Series 2023-NQM2, Class B1 / ABS-MBS (US74390KAC27) | 1.23 | -1.13 | 0.1270 | -0.0211 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 / ABS-MBS (US79584CAA99) | 1.21 | -0.66 | 0.1253 | -0.0201 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.21 | -1.55 | 0.1251 | -0.0213 | |||||
| Velocity Commercial Capital Loan Trust, Series 2024-6, Class A / ABS-MBS (US92261BAA44) | 1.21 | -4.74 | 0.1246 | -0.0262 | |||||
| Equify ABS LLC, Series 2024-1A, Class A / ABS-O (US29445TAA60) | 1.20 | -12.99 | 0.1240 | -0.0402 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL5, Class A1 / ABS-MBS (US795935AA37) | 1.19 | -0.67 | 0.1235 | -0.0198 | |||||
| Grupo Aeromexico SAB de CV / DBT (US40054JAC36) | 1.19 | -6.36 | 0.1232 | -0.0285 | |||||
| Cruise Yacht Upper HoldCo Ltd. / DBT (NO0013270314) | 1.17 | -5.82 | 0.1206 | -0.0270 | |||||
| BHG Securitization Trust, Series 2024-1CON, Class C / ABS-O (US08862HAC60) | 1.16 | 0.78 | 0.1199 | -0.0172 | |||||
| US902613AV09 / UBS Group AG | 1.15 | 0.79 | 0.1192 | -0.0172 | |||||
| US75575WAE66 / Ready Capital Mortgage Financing 2021-FL7 LLC | 1.14 | -0.09 | 0.1182 | -0.0182 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.12 | 0.00 | 0.1155 | -0.0177 | |||||
| US12803RAC88 / CaixaBank SA | 1.10 | 1.94 | 0.1141 | -0.0149 | |||||
| Verus Securitization Trust, Series 2023-7, Class B1 / ABS-MBS (US92539YAE23) | 1.09 | -1.54 | 0.1128 | -0.0192 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M2 / ABS-MBS (US207941AB18) | 1.09 | -1.63 | 0.1127 | -0.0192 | |||||
| US12593QBK58 / Commercial Mortgage Trust, Series 2015-CR26, Class D | 1.09 | 1.78 | 0.1123 | -0.0148 | |||||
| US67389JAE82 / Oaktown Re VII Ltd., Series 2021-2, Class B1 | 1.08 | 50.91 | 0.1113 | 0.0262 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 1.07 | 231.17 | 0.1110 | 0.0722 | |||||
| Prestige Auto Receivables Trust, Series 2023-2A, Class D / ABS-O (US74113VAJ98) | 1.07 | 0.19 | 0.1102 | -0.0166 | |||||
| US36251XAA54 / GS Mortgage Securities Trust, Series 2016-GS4, Class D | 1.06 | 4.22 | 0.1097 | -0.0117 | |||||
| US49338CAD56 / KeySpan Gas East Corp | 1.06 | 0.67 | 0.1094 | -0.0159 | |||||
| 2001 Cat RE Ltd., Series A / DBT (US90215BAB36) | 1.04 | 0.19 | 0.1075 | -0.0163 | |||||
| US44891ACP03 / Hyundai Capital America | 1.04 | 0.10 | 0.1073 | -0.0163 | |||||
| Amentum Holdings, Inc., First Lien Term Loan / LON (US02351XAB47) | 1.03 | -1.24 | 0.1068 | -0.0178 | |||||
| TPRY34 / Tapestry, Inc. - Depositary Receipt (Common Stock) | 1.03 | -1.15 | 0.1067 | -0.0178 | |||||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.03 | 0.78 | 0.1063 | -0.0152 | |||||
| US532242AA24 / Lightning Re, Series 2023 | 1.03 | -3.02 | 0.1062 | -0.0200 | |||||
| US13947LAE20 / Cape Lookout Re Ltd | 1.02 | -1.83 | 0.1057 | -0.0184 | |||||
| FloodSmart Re Ltd., Series A / DBT (US33975CAP05) | 1.02 | -2.58 | 0.1054 | -0.0192 | |||||
| US45032QS347 / ITC Holdings Corporation | 1.02 | 0.20 | 0.1054 | -0.0159 | |||||
| US092168AA11 / Black Kite Re 2022-1 Class A | 1.00 | 97.24 | 0.1036 | 0.0430 | |||||
| US29250NBT19 / Enbridge, Inc. | 1.00 | -2.63 | 0.1034 | -0.0191 | |||||
| 30064K105 / Exacttarget, Inc. | 1.00 | -0.20 | 0.1030 | -0.0161 | |||||
| Northshore Re II Ltd., Series A / DBT (US666842AF60) | 1.00 | 0.1029 | 0.1029 | ||||||
| US74333TAQ22 / PROGRESS RESIDENTIAL TRUST 2021-SFR8 4.005% 09/17/2038 144A | 1.00 | 0.71 | 0.1029 | -0.0149 | |||||
| Bridge Street Re Ltd., Series A / DBT (US10807LAA52) | 1.00 | -0.30 | 0.1029 | -0.0161 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.99 | 0.1029 | 0.1029 | ||||||
| US00500RAA32 / ACREC 2021-FL1 Ltd | 0.99 | -1.40 | 0.1019 | -0.0173 | |||||
| Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class F / ABS-O (US02007G4G58) | 0.97 | -10.95 | 0.1001 | -0.0295 | |||||
| Radnor Re Ltd., Series 2024-1, Class M1A / ABS-MBS (US75049AAA07) | 0.97 | -20.51 | 0.0998 | -0.0449 | |||||
| US828807DW40 / Simon Property Group LP | 0.96 | 0.95 | 0.0988 | -0.0141 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.96 | -2.85 | 0.0988 | -0.0184 | |||||
| FIGRE Trust, Series 2023-HE3, Class A / ABS-O (US31684CAA99) | 0.95 | -11.02 | 0.0986 | -0.0291 | |||||
| US26441CBU80 / Duke Energy Corp | 0.94 | -1.36 | 0.0977 | -0.0164 | |||||
| US09229CAB54 / Blackbird Capital Aircraft, Series 2021-1A, Class B | 0.92 | -0.54 | 0.0954 | -0.0152 | |||||
| US03880RAE99 / Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 0.92 | 0.11 | 0.0947 | -0.0144 | |||||
| US35566CBE49 / FHLMC STACR REMIC Trust, Series 2020-DNA6, Class B2 | 0.88 | -3.18 | 0.0915 | -0.0174 | |||||
| US693984AE63 / PRKCM 2023-AFC3 Trust | 0.87 | -0.46 | 0.0898 | -0.0141 | |||||
| US46115HBV87 / INTESA SANPAOLO SPA | 0.87 | 0.70 | 0.0897 | -0.0129 | |||||
| US29273VAM28 / Energy Transfer LP | 0.85 | -2.87 | 0.0875 | -0.0163 | |||||
| US35563GAB59 / Freddie Mac Multifamily Structured Credit Risk | 0.85 | 0.36 | 0.0875 | -0.0130 | |||||
| US62547NAB55 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.84 | -3.00 | 0.0870 | -0.0165 | |||||
| Santander Drive Auto Receivables Trust, Series 2024-1, Class C / ABS-O (US80288AAE29) | 0.84 | 0.00 | 0.0867 | -0.0133 | |||||
| US75050KAA43 / Radnor RE Ltd., Series 2023-1, Class M1A | 0.82 | -17.29 | 0.0851 | -0.0335 | |||||
| Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D / ABS-O (US07336PAD69) | 0.82 | -2.15 | 0.0847 | -0.0150 | |||||
| US35564TBE91 / Freddie Mac STACR Trust 2019-DNA3 | 0.82 | -1.45 | 0.0843 | -0.0143 | |||||
| US14040HDA05 / Capital One Financial Corp | 0.80 | 0.00 | 0.0830 | -0.0127 | |||||
| CDW LLC / DBT (US12513GBL23) | 0.80 | -45.83 | 0.0826 | -0.0933 | |||||
| South Bow Canadian Infrastructure Holdings Ltd. / DBT (US836720AH56) | 0.79 | -4.58 | 0.0818 | -0.0170 | |||||
| Archrock Partners LP / DBT (US03959KAD28) | 0.79 | -1.87 | 0.0812 | -0.0142 | |||||
| SHC / Sotera Health Company | 0.78 | -0.88 | 0.0811 | -0.0132 | |||||
| Mystic Re IV Ltd., Series A / DBT (US62865LAE74) | 0.78 | -0.13 | 0.0809 | -0.0124 | |||||
| US74333PAN78 / Progress Residential Trust, Series 2021-SFR7, Class F | 0.78 | 3.45 | 0.0806 | -0.0093 | |||||
| US55292WAA80 / MC Brazil Downstream Trading SARL | 0.77 | -8.68 | 0.0795 | -0.0208 | |||||
| Four Lakes Re Ltd., Series A / DBT (US35087TAE82) | 0.76 | 0.00 | 0.0788 | -0.0120 | |||||
| US02156LAF85 / Altice France SA/France | 0.76 | 2.43 | 0.0784 | -0.0098 | |||||
| Residential Reinsurance 2004 Ltd., Series 3 / DBT (US76112AAD46) | 0.76 | -1.30 | 0.0784 | -0.0131 | |||||
| Nakama Re Pte. Ltd., Series 1 / DBT (US62984JAC27) | 0.76 | 0.40 | 0.0782 | -0.0116 | |||||
| Residential Reinsurance 2004 Ltd., Series 4 / DBT (US76112AAE29) | 0.76 | -0.66 | 0.0782 | -0.0126 | |||||
| US45833UAH41 / Integrity Re Ltd., Series A | 0.76 | -2.96 | 0.0781 | -0.0147 | |||||
| US747977AA45 / Queen Street 2023 RE DAC | 0.75 | -2.59 | 0.0777 | -0.0143 | |||||
| US59165HAD17 / MetroCat Re Ltd | 0.75 | -1.57 | 0.0777 | -0.0133 | |||||
| Continental Finance Credit Card ABS Master Trust, Series 2024-A, Class A / ABS-O (US66981PAQ19) | 0.75 | 0.54 | 0.0772 | -0.0112 | |||||
| Ocelot Re Ltd., Series A / DBT (US675951AB39) | 0.75 | 0.0771 | 0.0771 | ||||||
| US61747YFB65 / Morgan Stanley | 0.75 | -0.13 | 0.0771 | -0.0119 | |||||
| US35565TBE82 / STACR_20-HQA5 | 0.74 | -4.38 | 0.0769 | -0.0157 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.74 | 0.82 | 0.0763 | -0.0109 | |||||
| US90276RBK32 / UBS Commercial Mortgage Trust, Series 2017-C4, Class C | 0.74 | -2.13 | 0.0760 | -0.0136 | |||||
| US43731QAL23 / HOME PARTNERS AMER 2019-1 TR 4.101% 09/17/2039 144A | 0.73 | 1.68 | 0.0754 | -0.0100 | |||||
| US35563FAB76 / FHLMC Multifamily Structured Pass-Through Certificates, Series 2021-MN1, Class M2 | 0.73 | 1.68 | 0.0751 | -0.0100 | |||||
| US44891ACR68 / Hyundai Capital America | 0.73 | -0.28 | 0.0750 | -0.0117 | |||||
| US20753ACJ16 / Connecticut Avenue Securities Trust, Series 2023-R03, Class 2M1 | 0.71 | -10.45 | 0.0735 | -0.0211 | |||||
| FHF Issuer Trust, Series 2024-3A, Class D / ABS-O (US30339EAE86) | 0.71 | -0.28 | 0.0734 | -0.0114 | |||||
| THPT Mortgage Trust, Series 2023-THL, Class C / ABS-MBS (US87252LAG05) | 0.71 | -0.70 | 0.0732 | -0.0117 | |||||
| US17327CAR43 / Citigroup Inc | 0.71 | 0.43 | 0.0730 | -0.0108 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.70 | 20.10 | 0.0723 | 0.0029 | |||||
| K1EY34 / KeyCorp - Depositary Receipt (Common Stock) | 0.68 | 0.00 | 0.0704 | -0.0107 | |||||
| BNP / BNP Paribas SA | 0.67 | -1.17 | 0.0697 | -0.0117 | |||||
| US02005NBT63 / Ally Financial Inc | 0.66 | -1.04 | 0.0687 | -0.0113 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.66 | -1.19 | 0.0685 | -0.0114 | |||||
| US015857AH86 / Algonquin Power & Utilities Corp. | 0.66 | -1.64 | 0.0684 | -0.0118 | |||||
| Verus Securitization Trust, Series 2024-1, Class B1 / ABS-MBS (US92540EAE32) | 0.66 | -0.15 | 0.0679 | -0.0105 | |||||
| Champions Financing, Inc. / DBT (US15870LAA61) | 0.65 | -7.70 | 0.0669 | -0.0168 | |||||
| WOM Chile Holdco SpA / DBT (US97810KAA97) | 0.63 | 0.0651 | 0.0651 | ||||||
| US62890QAD79 / NMEF Funding LLC, Series 2023-A, Class C | 0.63 | -53.21 | 0.0649 | -0.0949 | |||||
| Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class C / ABS-O (US05377RJA32) | 0.62 | 0.16 | 0.0641 | -0.0096 | |||||
| GCAT Trust, Series 2024-NQM1, Class B1 / ABS-MBS (US36169HAE36) | 0.60 | 0.00 | 0.0618 | -0.0094 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0618 | 0.0618 | ||||||
| US30326MAA36 / FS RIALTO | 0.58 | -24.31 | 0.0596 | -0.0311 | |||||
| US89613GAF37 / Tricon American Homes, Series 2020-SFR1, Class F | 0.56 | -0.18 | 0.0584 | -0.0090 | |||||
| US489399AN56 / Kennedy-Wilson Inc | 0.56 | -82.70 | 0.0579 | -0.3272 | |||||
| Atlas Capital DAC, Series 2024 / DBT (US049207AB96) | 0.56 | -1.93 | 0.0577 | -0.0101 | |||||
| CABK / CaixaBank, S.A. | 0.56 | 1.46 | 0.0577 | -0.0078 | |||||
| US46591HCH12 / JPMorgan Chase Bank NA-CACLN, Series 2021-3, Class F | 0.55 | 0.37 | 0.0568 | -0.0084 | |||||
| Hilton Commercial Mortgage Trust, Series 2024-ORL, Class D / ABS-MBS (US403956AG02) | 0.53 | -1.31 | 0.0548 | -0.0092 | |||||
| Kilimanjaro II Re Ltd., Series B / DBT (US49407QAH11) | 0.53 | -0.94 | 0.0543 | -0.0089 | |||||
| US43731BAB71 / Home RE, Ltd., Series 2023-1, Class M1B | 0.53 | -0.76 | 0.0543 | -0.0087 | |||||
| US44891ACH86 / Hyundai Capital America | 0.52 | 0.00 | 0.0543 | -0.0082 | |||||
| Kendall Re Ltd., Series A / DBT (US48878QAD25) | 0.52 | -0.95 | 0.0541 | -0.0088 | |||||
| Longleaf Pine Re Ltd., Series 1 / DBT (US54307MAA62) | 0.52 | -3.33 | 0.0541 | -0.0103 | |||||
| Kilimanjaro II Re Ltd., Series A / DBT (US49407QAG38) | 0.52 | -1.33 | 0.0539 | -0.0091 | |||||
| US799925AA07 / Sanders Re III Ltd., Series A | 0.52 | -0.77 | 0.0536 | -0.0087 | |||||
| Galileo Re Ltd., Series A / DBT (US36354TAN28) | 0.52 | -1.71 | 0.0536 | -0.0093 | |||||
| Alamo Re Ltd., Series A / DBT (US011395AN03) | 0.52 | -0.77 | 0.0533 | -0.0086 | |||||
| US899415AG89 / Tullow Oil PLC | 0.51 | -13.32 | 0.0532 | -0.0176 | |||||
| US92851QAA76 / Vitality Re XIV Ltd | 0.51 | 1.38 | 0.0530 | -0.0073 | |||||
| Veraison Re Ltd., Series A / DBT (US92335TAC36) | 0.51 | -0.78 | 0.0530 | -0.0086 | |||||
| Purple Re Ltd., Series A / DBT (US74639NAC74) | 0.51 | 0.20 | 0.0530 | -0.0080 | |||||
| US011395AJ90 / Alamo Re Ltd | 0.51 | -1.73 | 0.0529 | -0.0092 | |||||
| US83427GAA31 / Solomon Re Ltd., Series A | 0.51 | -0.78 | 0.0529 | -0.0085 | |||||
| US57839MAB46 / Mayflower Re 2023-1 Class B | 0.51 | -1.16 | 0.0527 | -0.0088 | |||||
| Mayflower Re Ltd., Series A / DBT (US57839MAC29) | 0.51 | -0.78 | 0.0526 | -0.0085 | |||||
| Logistics Re Ltd., Series A / DBT (US54143LAB45) | 0.51 | 0.20 | 0.0525 | -0.0079 | |||||
| Merna Reinsurance II Ltd., Series C / DBT (US59013MAM47) | 0.51 | -3.80 | 0.0525 | -0.0104 | |||||
| US35563PRE15 / Seasoned Credit Risk Transfer Trust Series 2020-2 | 0.51 | -2.87 | 0.0525 | -0.0098 | |||||
| Easton Re Ltd., Series A / DBT (US27777AAA97) | 0.51 | -1.75 | 0.0524 | -0.0090 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1 / ABS-MBS (US20755RAB15) | 0.51 | -17.89 | 0.0523 | -0.0210 | |||||
| US539694AA71 / Locke Tavern Re Ltd., Series A | 0.51 | -0.79 | 0.0522 | -0.0085 | |||||
| Ursa Re Ltd., Series F / DBT (US90323WAR16) | 0.50 | 0.0522 | 0.0522 | ||||||
| Acorn Re Ltd., Series A / DBT (US00485YAE95) | 0.50 | 0.00 | 0.0521 | -0.0079 | |||||
| Armor RE II Ltd., Series A / DBT (US04227FAF27) | 0.50 | 1.21 | 0.0519 | -0.0073 | |||||
| Cape Lookout Re Ltd., Series A / DBT (US13947LAG77) | 0.50 | 0.0519 | 0.0519 | ||||||
| Fuchsia - London Bridge 2 PCC Ltd., Series A / DBT (US541917AA86) | 0.50 | 0.80 | 0.0519 | -0.0075 | |||||
| Bonanza RE Ltd., Series C / DBT (US09785EAQ44) | 0.50 | -0.40 | 0.0518 | -0.0081 | |||||
| US608800AE89 / MONA LISA RE LTD REGD V/R 144A P/P SER A 7.04563000 | 0.50 | -0.60 | 0.0517 | -0.0083 | |||||
| Genesee Street Re Ltd., Series 2025 / DBT (US37173WAA09) | 0.50 | 0.0517 | 0.0517 | ||||||
| Torrey Pines Re Ltd., Series A / DBT (US89141WAL63) | 0.50 | 0.0517 | 0.0517 | ||||||
| Black Kite Re Ltd., Series A / DBT (US092168AB93) | 0.50 | 0.0517 | 0.0517 | ||||||
| US36779CAA45 / Gateway Re 2022-1 Class A | 0.50 | -1.77 | 0.0516 | -0.0089 | |||||
| Atlas Capital DAC, Series 2025 / DBT (US049207AC79) | 0.50 | 0.0516 | 0.0516 | ||||||
| Palm RE Ltd., Series A / DBT (US69664FAB40) | 0.50 | 0.0516 | 0.0516 | ||||||
| Herbie Re Ltd., Series A / DBT (US42703VAJ26) | 0.50 | -1.19 | 0.0516 | -0.0086 | |||||
| US36779CAF32 / Gateway Re Ltd., Series A | 0.50 | -2.16 | 0.0516 | -0.0092 | |||||
| Winston RE Ltd., Series A / DBT (US975660AC59) | 0.50 | 0.0516 | 0.0516 | ||||||
| First Coast Re IV Ltd., Series A / DBT (US31969UAB35) | 0.50 | 0.0516 | 0.0516 | ||||||
| Ramble RE Ltd., Series A / DBT (US751443AA01) | 0.50 | -0.60 | 0.0515 | -0.0083 | |||||
| Four Lakes Re Ltd., Series B / DBT (US35087TAH14) | 0.50 | 0.20 | 0.0515 | -0.0077 | |||||
| Four Lakes Re Ltd., Series A / DBT (US35087TAG31) | 0.50 | -0.20 | 0.0514 | -0.0079 | |||||
| Citrus Re Ltd., Series A / DBT (US177510AQ74) | 0.50 | 0.0513 | 0.0513 | ||||||
| Integrity RE III Ltd., Series A-2 / DBT (US45870GAB23) | 0.50 | 0.0513 | 0.0513 | ||||||
| Integrity RE III Ltd., Series B-2 / DBT (US45870GAD88) | 0.50 | 0.0512 | 0.0512 | ||||||
| Montoya Re Ltd., Series A / DBT (US613752AD62) | 0.49 | -1.00 | 0.0511 | -0.0085 | |||||
| Gateway Re Ltd., Series AAA / DBT (US36779CAM82) | 0.49 | 0.0510 | 0.0510 | ||||||
| US80000XAA72 / Sanders Re III Ltd | 0.49 | -0.20 | 0.0509 | -0.0078 | |||||
| US33975CAM73 / FloodSmart Re Ltd., Series A | 0.49 | -3.53 | 0.0509 | -0.0100 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.49 | -2.96 | 0.0509 | -0.0096 | |||||
| DataBank Issuer, Series 2024-1A, Class A2 / ABS-MBS (US23802WAN11) | 0.49 | 0.62 | 0.0506 | -0.0073 | |||||
| US76114NAF96 / Residential Reinsurance 2021 Ltd | 0.49 | -0.81 | 0.0504 | -0.0082 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.49 | -2.79 | 0.0503 | -0.0094 | |||||
| US33852FBA30 / Flagstar Mortgage Trust, Series 2021-4, Class AX1 | 0.48 | 6.61 | 0.0501 | -0.0041 | |||||
| Herbie Re Ltd., Series A / DBT (US42703VAG86) | 0.48 | -1.64 | 0.0496 | -0.0086 | |||||
| Foundry JV Holdco LLC / DBT (US350930AE32) | 0.47 | 2.84 | 0.0488 | -0.0058 | |||||
| US40390JAA07 / HGI CRE CLO 2021-FL2 Ltd | 0.47 | -0.42 | 0.0486 | -0.0077 | |||||
| US53079QAD97 / Liberty Mutual Insurance Co | 0.47 | 0.43 | 0.0484 | -0.0072 | |||||
| US02005NBU37 / Ally Financial Inc | 0.46 | -0.86 | 0.0477 | -0.0077 | |||||
| US36168AAB52 / GCAT Trust, Series 2021-CM1, Class M1 | 0.46 | 3.85 | 0.0474 | -0.0052 | |||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.46 | 0.66 | 0.0471 | -0.0069 | |||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 0.46 | 0.22 | 0.0471 | -0.0071 | |||||
| Directv Financing LLC, First Lien Term Loan B / LON (US25460HAD44) | 0.45 | -5.23 | 0.0469 | -0.0101 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.43 | 0.0440 | 0.0440 | ||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.41 | 0.0425 | 0.0425 | ||||||
| US902613BE74 / UBS Group AG | 0.41 | -3.33 | 0.0422 | -0.0081 | |||||
| Sanders RE II Ltd., Series B-1 / DBT (US80001TAC18) | 0.40 | 0.0413 | 0.0413 | ||||||
| Sanders RE II Ltd., Series A-2 / DBT (US80001TAB35) | 0.40 | 0.0413 | 0.0413 | ||||||
| Sanders RE II Ltd., Series B-2 / DBT (US80001TAD90) | 0.40 | 0.0413 | 0.0413 | ||||||
| Sanders RE II Ltd., Series A-1 / DBT (US80001TAA51) | 0.40 | 0.0413 | 0.0413 | ||||||
| US225401BG25 / UBS Group AG | 0.39 | 0.52 | 0.0399 | -0.0059 | |||||
| US89055TAA16 / TOPANGA RE LIMITED | 0.39 | 92.50 | 0.0399 | 0.0160 | |||||
| US20754EAA38 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 0.38 | -10.05 | 0.0389 | -0.0109 | |||||
| US74333QAN51 / Progress Residential Trust, Series 2021-SFR9, Class F | 0.38 | 2.18 | 0.0388 | -0.0050 | |||||
| Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class E / ABS-O (US02007GZ890) | 0.37 | -11.85 | 0.0385 | -0.0118 | |||||
| VOYA / Voya Financial, Inc. | 0.37 | -65.40 | 0.0385 | -0.0898 | |||||
| MMIFS Re Ltd. / DBT (XS2969300081) | 0.36 | 4.94 | 0.0374 | -0.0036 | |||||
| US67401FAG54 / OMIR_21-1A | 0.36 | 0.0374 | 0.0374 | ||||||
| US92840VAQ59 / Vistra Operations Co. LLC | 0.36 | 0.00 | 0.0373 | -0.0057 | |||||
| US89616TAE55 / TRICON RESIDENTIAL 2022-SFR2 TR 7.507% 07/17/2040 144A | 0.35 | 0.57 | 0.0364 | -0.0054 | |||||
| AEROMEX / Grupo Aeromexico S.A.B. De C.V. | 0.02 | 0.00 | 0.35 | -14.25 | 0.0362 | -0.0124 | |||
| NO0011123432 / Golar LNG Ltd. | 0.35 | -0.57 | 0.0358 | -0.0057 | |||||
| US36262MAG33 / GS Mortgage Securities Corp. II, Series 2021-IP, Class D | 0.35 | 0.00 | 0.0357 | -0.0055 | |||||
| US75050KAB26 / Radnor RE Ltd., Series 2023-1, Class M1B | 0.34 | -0.58 | 0.0352 | -0.0056 | |||||
| US20754BAB71 / Connecticut Avenue Securities Trust 2022-R02 | 0.34 | -0.88 | 0.0348 | -0.0057 | |||||
| Light Energia SA / DBT (US531959AA29) | 0.33 | -2.06 | 0.0345 | -0.0061 | |||||
| WOM Mobile SA / DBT (US97810LAA70) | 0.33 | 0.0343 | 0.0343 | ||||||
| US61766CAV19 / Morgan Stanley Capital I Trust, Series 2016-UBS9, Class D | 0.33 | 3.45 | 0.0342 | -0.0039 | |||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 0.33 | 0.62 | 0.0339 | -0.0049 | |||||
| Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D / ABS-O (US44644NAD12) | 0.31 | -13.30 | 0.0324 | -0.0106 | |||||
| US100018AA89 / Borr IHC Ltd / Borr Finance LLC | 0.30 | -14.89 | 0.0314 | -0.0111 | |||||
| US92849MAB90 / Vitality Re XIII Ltd., Series B | 0.30 | 0.67 | 0.0311 | -0.0045 | |||||
| RIG / Transocean Ltd. | 0.28 | -11.78 | 0.0287 | -0.0088 | |||||
| US14040HCY99 / Capital One Financial Corp. | 0.28 | 0.00 | 0.0287 | -0.0044 | |||||
| International Bank for Reconstruction & Development, Series D / DBT (XS2809694198) | 0.26 | 0.00 | 0.0273 | -0.0042 | |||||
| Citrus Re Ltd., Series A / DBT (US177510AN44) | 0.26 | 1.54 | 0.0272 | -0.0037 | |||||
| 3264 re Ltd., Series A / DBT (US88577CAC55) | 0.26 | -1.50 | 0.0272 | -0.0046 | |||||
| US90323WAN02 / Ursa Re Ltd | 0.26 | -0.76 | 0.0272 | -0.0044 | |||||
| Palm RE Ltd., Series A / DBT (US69664FAA66) | 0.26 | 0.38 | 0.0271 | -0.0040 | |||||
| Winston RE Ltd., Series A / DBT (US975660AA93) | 0.26 | -0.38 | 0.0271 | -0.0042 | |||||
| Torrey Pines Re Ltd., Series B / DBT (US89141WAJ18) | 0.26 | 1.56 | 0.0270 | -0.0037 | |||||
| US59013MAJ18 / Merna Reinsurance II Ltd | 0.26 | -0.38 | 0.0270 | -0.0042 | |||||
| US36779CAC01 / Gateway Re Ltd., Series A | 0.26 | -2.26 | 0.0270 | -0.0048 | |||||
| Alamo Re Ltd., Series B / DBT (US011395AP50) | 0.26 | 0.39 | 0.0269 | -0.0040 | |||||
| Winston RE Ltd., Series B / DBT (US975660AB76) | 0.26 | 1.17 | 0.0269 | -0.0038 | |||||
| Merna Reinsurance II Ltd., Series A / DBT (US59013MAK80) | 0.26 | -0.38 | 0.0269 | -0.0043 | |||||
| Torrey Pines Re Ltd., Series A / DBT (US89141WAH51) | 0.26 | -0.77 | 0.0269 | -0.0043 | |||||
| US03843AAC62 / Aquila Re I Ltd., Series C-1 | 0.26 | -1.52 | 0.0269 | -0.0045 | |||||
| US44914CAC01 / Hypatia Ltd., Series A | 0.26 | -1.52 | 0.0268 | -0.0046 | |||||
| US74639NAB91 / Purple Re Ltd., Series A | 0.26 | 1.57 | 0.0268 | -0.0037 | |||||
| Four Lakes Re Ltd., Series B / DBT (US35087TAF57) | 0.26 | 0.39 | 0.0268 | -0.0040 | |||||
| Residential Reinsurance 2023 Ltd., Series 3 / DBT (US76090WAB63) | 0.26 | -1.15 | 0.0268 | -0.0044 | |||||
| US888329AC32 / Titania RE Ltd., Series A | 0.26 | -1.90 | 0.0267 | -0.0047 | |||||
| US049207AA14 / Atlas Capital DAC | 0.26 | -2.28 | 0.0267 | -0.0047 | |||||
| Kendall Re Ltd., Series B / DBT (US48878QAE08) | 0.26 | -1.15 | 0.0267 | -0.0043 | |||||
| Integrity Re Ltd., Series B / DBT (US45833UAK79) | 0.26 | 0.39 | 0.0266 | -0.0039 | |||||
| Merna Reinsurance II Ltd., Series B / DBT (US59013MAL63) | 0.26 | -1.91 | 0.0266 | -0.0047 | |||||
| US62865LAD91 / Mystic Re IV Ltd | 0.26 | -1.54 | 0.0265 | -0.0045 | |||||
| International Bank for Reconstruction & Development, Series A / DBT (XS2799645515) | 0.26 | 0.39 | 0.0265 | -0.0039 | |||||
| Blue Ridge Re Ltd., Series A / DBT (US096003AA60) | 0.26 | 1.19 | 0.0265 | -0.0037 | |||||
| Residential Reinsurance 2023 Ltd., Series 5 / DBT (US76090WAC47) | 0.26 | -1.92 | 0.0265 | -0.0046 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-OMNI, Class D / ABS-MBS (US46593JAG94) | 0.26 | -0.78 | 0.0265 | -0.0042 | |||||
| US86944RAE80 / Sutter Re Ltd | 0.26 | -1.16 | 0.0265 | -0.0044 | |||||
| International Bank for Reconstruction & Development, Series A / DBT (XS2806459314) | 0.26 | 0.39 | 0.0265 | -0.0039 | |||||
| Blue Ridge Re Ltd., Series B / DBT (US096003AB44) | 0.26 | -1.54 | 0.0265 | -0.0045 | |||||
| US608800AG38 / Mona Lisa Re Ltd., Series B | 0.26 | -2.29 | 0.0265 | -0.0047 | |||||
| US59013MAH51 / Merna Reinsurance II Ltd | 0.26 | -1.54 | 0.0265 | -0.0045 | |||||
| Marlon Ltd., Series A / DBT (US571253AA10) | 0.26 | 0.00 | 0.0265 | -0.0040 | |||||
| US177510AL87 / Citrus Re 2023-1 Class A | 0.26 | -1.54 | 0.0264 | -0.0044 | |||||
| US80001QAA13 / Sanders Re III Ltd. | 0.26 | -1.54 | 0.0264 | -0.0045 | |||||
| US89141WAF95 / Torrey Pines Re Ltd., Series A | 0.26 | -0.78 | 0.0264 | -0.0042 | |||||
| US31969UAA51 / First Coast Re IV Ltd., Series A | 0.26 | -0.78 | 0.0264 | -0.0043 | |||||
| US03843AAA07 / Aquila Re I Ltd., Series A-1 | 0.25 | -0.78 | 0.0263 | -0.0043 | |||||
| Aquila Re I Ltd., Series A-1 / DBT (US037987AA23) | 0.25 | -1.17 | 0.0262 | -0.0043 | |||||
| International Bank for Reconstruction & Development, Series C / DBT (XS2799645788) | 0.25 | -1.94 | 0.0262 | -0.0046 | |||||
| US90323WAL46 / Ursa Re Ltd | 0.25 | -0.78 | 0.0262 | -0.0042 | |||||
| US09785EAK73 / Bonanza RE Ltd., Series A | 0.25 | -1.17 | 0.0262 | -0.0043 | |||||
| US35087TAD00 / Four Lakes Re Ltd | 0.25 | -1.18 | 0.0260 | -0.0043 | |||||
| US54279PAA30 / Long Point Re IV Ltd | 0.25 | -0.40 | 0.0260 | -0.0041 | |||||
| High Point Re Ltd., Series A / DBT (US429932AA44) | 0.25 | -1.18 | 0.0260 | -0.0043 | |||||
| Acorn Re Ltd., Series B / DBT (US00485YAF60) | 0.25 | 0.00 | 0.0259 | -0.0039 | |||||
| US92849MAA18 / VITALITY RE XIII LTD REGD V/R 144A P/P SER A 2.15721600 | 0.25 | 0.40 | 0.0259 | -0.0038 | |||||
| Galileo Re Ltd., Series B / DBT (US36354TAP75) | 0.25 | -1.57 | 0.0259 | -0.0044 | |||||
| Torrey Pines Re Ltd., Series B / DBT (US89141WAM47) | 0.25 | 0.0258 | 0.0258 | ||||||
| Lapis London Bridge 2 PCC Ltd., Series A / DBT (US54180CAA09) | 0.25 | 0.0258 | 0.0258 | ||||||
| US05826BAA44 / Baldwin Re 2021-1 Class A | 0.25 | -0.80 | 0.0258 | -0.0041 | |||||
| Sakura RE Ltd., Series A / DBT (US79381MAD65) | 0.25 | 0.0258 | 0.0258 | ||||||
| First Coast Re IV Ltd., Series B / DBT (US31969UAC18) | 0.25 | 0.0258 | 0.0258 | ||||||
| Mystic Re IV Ltd., Series A / DBT (US62865LAF40) | 0.25 | -0.40 | 0.0257 | -0.0040 | |||||
| Veraison Re Ltd., Series B / DBT (US92335TAE91) | 0.25 | -0.80 | 0.0257 | -0.0041 | |||||
| Gateway Re Ltd., Series AA / DBT (US36779CAG15) | 0.25 | -2.75 | 0.0257 | -0.0047 | |||||
| Veraison Re Ltd., Series A / DBT (US92335TAD19) | 0.25 | -1.20 | 0.0256 | -0.0042 | |||||
| Bonanza RE Ltd., Series B / DBT (US09785EAP60) | 0.25 | -0.80 | 0.0255 | -0.0041 | |||||
| US12635RBE71 / CSAIL 2015-C4 Commercial Mortgage Trust | 0.24 | 0.84 | 0.0250 | -0.0035 | |||||
| Herbie Re Ltd., Series B / DBT (US42703VAH69) | 0.24 | -2.05 | 0.0247 | -0.0044 | |||||
| Gateway Re Ltd., Series AA / DBT (US36779CAP14) | 0.23 | 0.0242 | 0.0242 | ||||||
| US100018AB62 / Borr IHC Ltd. | 0.22 | -14.23 | 0.0231 | -0.0079 | |||||
| US055983AA86 / BSPRT 2022-FL8 Issuer Ltd | 0.22 | -10.79 | 0.0223 | -0.0065 | |||||
| US30768WAC29 / Farmer Mac Agricultural Real Estate Trust, Series 2021-1, Class B | 0.21 | -2.79 | 0.0217 | -0.0040 | |||||
| US345397C684 / Ford Motor Credit Co. LLC | 0.21 | -2.83 | 0.0214 | -0.0039 | |||||
| US345370DB39 / Ford Motor Co. | 0.20 | -3.83 | 0.0208 | -0.0041 | |||||
| US44590HBJ41 / Hundred Acre Wood Trust, Series 2021-INV1, Class AX1 | 0.18 | -1.08 | 0.0191 | -0.0031 | |||||
| AAL / American Airlines Group Inc. | 0.18 | -2.65 | 0.0191 | -0.0035 | |||||
| US35564KQC61 / Freddie Mac STACR REMIC Trust 2022-DNA1 | 0.18 | -1.09 | 0.0189 | -0.0031 | |||||
| Freedom Mortgage Holdings LLC / DBT (US35641AAC27) | 0.18 | 0.0187 | 0.0187 | ||||||
| US46654ABS78 / JP Morgan Mortgage Trust, Series 2021-10, Class AX1 | 0.18 | 0.00 | 0.0184 | -0.0027 | |||||
| US43789XAD66 / Homeward Opportunities Fund I Trust, Series 2020-2, Class M1 | 0.17 | 3.13 | 0.0171 | -0.0020 | |||||
| US38382BKH59 / GNMA, Series 2019-159, Class HI | 0.17 | -1.20 | 0.0171 | -0.0029 | |||||
| US46592TBS15 / JP Morgan Mortgage Trust, Series 2021-8, Class AX1 | 0.16 | 0.64 | 0.0164 | -0.0024 | |||||
| Light Servicos de Eletricidade SA / DBT (US53222MAC64) | 0.16 | -9.77 | 0.0163 | -0.0045 | |||||
| US36262MAJ71 / GS Mortgage Securities Corp. II, Series 2021-IP, Class E | 0.15 | -2.68 | 0.0150 | -0.0027 | |||||
| US35563PPH63 / Seasoned Credit Risk Transfer Trust Series 2020-1 | 0.14 | 1.42 | 0.0148 | -0.0020 | |||||
| U.S. Treasury 2 Year Note / DIR (N/A) | 0.11 | 0.0118 | 0.0118 | ||||||
| US02376LAA35 / American Airlines Pass-Through Trust, Series 2021-1, Class B | 0.11 | 0.00 | 0.0113 | -0.0017 | |||||
| US89386MAA62 / Transocean Titan Financing Ltd | 0.11 | -12.30 | 0.0111 | -0.0035 | |||||
| US69548BAA70 / PAID_23-3 | 0.10 | -74.30 | 0.0105 | -0.0363 | |||||
| US90932VAA35 / United Airlines Pass Through Trust | 0.07 | -14.47 | 0.0068 | -0.0022 | |||||
| US38382BHB27 / GNMA, Series 2019-159, Class CI | 0.06 | -1.72 | 0.0060 | -0.0011 | |||||
| U.S. Treasury Long Bond / DIR (N/A) | 0.05 | 0.0052 | 0.0052 | ||||||
| WOM Mobile SA / EC (N/A) | 0.00 | 0.03 | 0.0034 | 0.0034 | |||||
| US38379YXW38 / GNMA, Series 2016-108, Class QI | 0.02 | -5.56 | 0.0018 | -0.0003 | |||||
| US38380AUM79 / GNMA, Series 2016-118, Class DS | 0.01 | 18.18 | 0.0014 | 0.0000 | |||||
| US38378GHA94 / GNMA CMO IO | 0.01 | 0.00 | 0.0014 | -0.0002 | |||||
| US38379XTJ99 / GNMA, Series 2016-88, Class SM | 0.01 | 0.00 | 0.0012 | -0.0001 | |||||
| US38379VDM37 / GNMA, Series 2016-20, Class SB | 0.01 | 11.11 | 0.0011 | 0.0000 | |||||
| US38379TQP74 / GNMA, Series 2016-5, Class CS | 0.01 | 25.00 | 0.0011 | 0.0000 | |||||
| US38379YNN49 / GNMA, Series 2016-81 | 0.01 | 0.00 | 0.0010 | -0.0002 | |||||
| US38380BHW81 / GNMA, Series 2016-145, Class UI | 0.01 | 0.00 | 0.0010 | -0.0002 | |||||
| GB00BNK93641 / Avation PLC | 0.02 | 0.00 | 0.01 | -42.86 | 0.0009 | -0.0008 | |||
| US38379T5H84 / GNMA, Series 2016-17, Class JS | 0.01 | 14.29 | 0.0009 | -0.0000 | |||||
| Euro-Bund / DIR (DE000F1B2NG7) | 0.01 | 0.0008 | 0.0008 | ||||||
| US3137AUXL83 / FHLMC, Series 4123, Class DI | 0.00 | -25.00 | 0.0004 | -0.0002 | |||||
| US38377YA750 / GNMA, Series 2011-135, Class QI | 0.00 | 0.00 | 0.0003 | -0.0001 | |||||
| US3136ABAR47 / FNMA, Series 2012-150, Class BI | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| US3136ABF738 / FNMA, Series 2013-5, Class YI | 0.00 | -50.00 | 0.0002 | -0.0001 | |||||
| US38378TS685 / GNMA, Series 2013-84, Class SC | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| US3137ATHP09 / FHLMC, Series 4097, Class CI | 0.00 | 0.00 | 0.0001 | -0.0001 | |||||
| US3136AAGJ83 / FNMA, Series 2012-130, Class UI | 0.00 | 0.00 | 0.0001 | -0.0001 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| Diamond Sports Group LLC / EC (N/A) | 0.00 | 0.00 | 0.0001 | 0.0001 | |||||
| US31397ND851 / FNMA, Series 2009-31, Class PI | 0.00 | 0.0000 | -0.0000 | ||||||
| US3137B3PK89 / FHLMC, Series 4244, Class AI | 0.00 | 0.0000 | -0.0000 | ||||||
| US3137G0GM56 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.00 | 0.0000 | -0.0000 | ||||||
| 896LIQAM6 / Tricida, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| 896CPTAN0 / Tricida, Inc. | 0.00 | 0.0000 | 0.0000 | ||||||
| US3137BEX582 / FHLMC, Series 4395, Class TI | 0.00 | 0.0000 | -0.0000 | ||||||
| US69546PAA84 / PAID_23-5 | 0.00 | 0.0000 | -0.0000 | ||||||
| CDS / DCR (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0006 | -0.0006 | ||||||
| Euro-Bobl / DIR (DE000F1B2NH5) | -0.01 | -0.0007 | -0.0007 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0008 | -0.0008 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0029 | -0.0029 | ||||||
| U.S. Treasury Ultra Bond / DIR (N/A) | -0.09 | -0.0091 | -0.0091 | ||||||
| U.S. Treasury 5 Year Note / DIR (N/A) | -1.18 | -0.1216 | -0.1216 | ||||||
| U.S. Treasury 10 Year Note / DIR (N/A) | -1.19 | -0.1228 | -0.1228 | ||||||
| U.S. Treasury 10 Year Ultra Note / DIR (N/A) | -3.42 | -0.3539 | -0.3539 |
