Mga Batayang Estadistika
| Nilai Portofolio | $ 1,032,681,518 |
| Posisi Saat Ini | 538 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Fund telah mengungkapkan total kepemilikan 538 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 1,032,681,518 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Fund adalah UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Edwards Lifesciences Corporation (US:EW) , GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 (US:US38382Y5K59) , and FORD MOTOR CREDIT CO LLC (US:US345397XL24) . Posisi baru LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Fund meliputi: UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Edwards Lifesciences Corporation (US:EW) , GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 (US:US38382Y5K59) , and FORD MOTOR CREDIT CO LLC (US:US345397XL24) .
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 |
|---|---|---|---|---|
| 46.09 | 4.9582 | 4.9582 | ||
| 60.83 | 6.5430 | 3.2599 | ||
| 22.30 | 2.3987 | 2.3987 | ||
| 15.01 | 1.6140 | 1.6140 | ||
| 11.71 | 1.2601 | 1.2601 | ||
| 10.00 | 1.0755 | 1.0755 | ||
| 10.00 | 1.0752 | 1.0752 | ||
| 9.77 | 1.0509 | 1.0509 | ||
| 9.20 | 0.9900 | 0.9900 | ||
| 9.17 | 0.9864 | 0.9864 |
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 |
|---|---|---|---|---|
| 13.76 | 1.4805 | -3.1071 | ||
| -4.02 | -0.4319 | -0.4319 | ||
| 0.32 | 0.0347 | -0.3051 | ||
| 5.76 | 0.6195 | -0.2334 | ||
| -2.64 | -0.2845 | -0.2325 | ||
| 2.07 | 0.2225 | -0.1899 | ||
| 2.05 | 0.2206 | -0.1805 | ||
| 11.02 | 1.1854 | -0.1511 | ||
| 0.55 | 0.0593 | -0.1449 | ||
| -1.31 | -0.1409 | -0.1409 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. 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 | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US01F0506844 / UMBS TBA | 60.83 | 77.84 | 6.5430 | 3.2599 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 46.09 | 4.9582 | 4.9582 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 22.30 | 2.3987 | 2.3987 | |||
| XS0290580595 / GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/22 6.51 | 15.01 | 1.6140 | 1.6140 | |||
| EW / Edwards Lifesciences Corporation | 13.76 | -65.52 | 1.4805 | -3.1071 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 11.71 | 1.2601 | 1.2601 | |||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 11.02 | -5.18 | 1.1854 | -0.1511 | ||
| US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 | 10.74 | -2.33 | 1.1553 | -0.1093 | ||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | 10.61 | 0.47 | 1.1417 | -0.0732 | ||
| US89621ABT51 / TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 | 10.01 | -0.13 | 1.0765 | -0.0759 | ||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 10.00 | 1.0755 | 1.0755 | |||
| BACARDI MARTINI B V / DBT (US05634EU340) | 10.00 | 1.0752 | 1.0752 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 9.77 | 1.0509 | 1.0509 | |||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 9.20 | 0.9900 | 0.9900 | |||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 9.17 | 0.9864 | 0.9864 | |||
| NXP BV NXP FDG NXP USA DISC CO 09/25 ZCP / DBT (US67122RWA66) | 9.11 | 0.9804 | 0.9804 | |||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | 8.83 | 0.23 | 0.9498 | -0.0634 | ||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) | 8.68 | 1.05 | 0.9333 | -0.0542 | ||
| US05401AAK79 / Avolon Holdings Funding Ltd | 8.67 | 141.11 | 0.9324 | 0.5189 | ||
| US90353TAG58 / Uber Technologies Inc | 8.55 | -0.23 | 0.9192 | -0.0658 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 8.50 | -0.42 | 0.9148 | -0.0673 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 8.49 | 0.9133 | 0.9133 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A / ABS-O (US16144YAC21) | 8.48 | 0.05 | 0.9121 | -0.0627 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 8.33 | 0.17 | 0.8960 | -0.0602 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 8.18 | 0.8804 | 0.8804 | |||
| US87166PAK75 / SYNIT 23-A A 5.54% 07-15-29/26 | 8.09 | -0.21 | 0.8707 | -0.0621 | ||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 7.74 | -4.89 | 0.8322 | -0.1032 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 7.69 | 0.8277 | 0.8277 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (US38381NNT18) | 7.60 | 0.8180 | 0.8180 | |||
| US38383KFR86 / Government National Mortgage Association | 7.49 | -1.50 | 0.8060 | -0.0688 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 7.20 | 44.00 | 0.7745 | 0.1994 | ||
| US456837AU72 / ING Groep NV | 7.00 | 0.82 | 0.7530 | -0.0456 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 6.68 | 0.7191 | 0.7191 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 79 NA / ABS-MBS (US38385GWL93) | 6.62 | 0.7117 | 0.7117 | |||
| S56431109 / Northam Platinum Holdings Ltd | 6.53 | 1.22 | 0.7024 | -0.0395 | ||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 6.49 | 0.6982 | 0.6982 | |||
| US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) | 6.47 | 0.6959 | 0.6959 | |||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 6.20 | -0.19 | 0.6668 | -0.0475 | ||
| US34535QAA31 / Ford Credit Auto Owner Trust 2023-REV1 | 6.19 | 0.34 | 0.6662 | -0.0437 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A1 A / ABS-MBS (US87166PAP62) | 6.00 | 0.39 | 0.6450 | -0.0420 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 5.99 | 0.55 | 0.6445 | -0.0408 | ||
| FREDDIE MAC FHR 5528 FA / ABS-MBS (US3137HKR307) | 5.99 | -2.68 | 0.6443 | -0.0635 | ||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 5.95 | -10.77 | 0.6397 | -0.1267 | ||
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 / DBT (US10921V2J41) | 5.89 | 0.27 | 0.6339 | -0.0420 | ||
| FREDDIE MAC FHR 5534 FM / ABS-MBS (US3137HLEP37) | 5.85 | 0.6290 | 0.6290 | |||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 5.83 | 2.05 | 0.6269 | -0.0299 | ||
| FREDDIE MAC FHR 5546 FB / ABS-MBS (US3137HLME97) | 5.82 | 0.6256 | 0.6256 | |||
| US17331KAD19 / Citizens Auto Receivables Trust | 5.76 | -22.34 | 0.6195 | -0.2334 | ||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 5.71 | -4.88 | 0.6146 | -0.0762 | ||
| US899062BQ58 / Tulane Univ La Rfdg-tulane Univ-c Bond | 5.67 | 0.32 | 0.6103 | -0.0401 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 5.45 | 0.5858 | 0.5858 | |||
| US48248AAG31 / KKR Financial Holdings LLC | 5.30 | -0.02 | 0.5700 | -0.0395 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) | 5.30 | 0.11 | 0.5697 | -0.0387 | ||
| US07274NAJ28 / Bayer US Finance II LLC | 5.19 | 0.15 | 0.5578 | -0.0376 | ||
| US69335PEY79 / PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 | 5.08 | -0.18 | 0.5460 | -0.0388 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 5.05 | -0.41 | 0.5435 | -0.0400 | ||
| POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A / ABS-O (US73747LAB45) | 5.03 | 0.30 | 0.5412 | -0.0357 | ||
| FORD CREDIT AUTO LEASE TRUST FORDL 2025 A A2B / ABS-O (US345282AC12) | 5.00 | 0.10 | 0.5382 | -0.0366 | ||
| US06051GLA57 / Bank of America Corp. | 5.00 | -0.04 | 0.5378 | -0.0375 | ||
| US61747YET82 / Morgan Stanley | 5.00 | 0.00 | 0.5378 | -0.0372 | ||
| HSBC26D / HSBC Holdings PLC | 4.86 | -0.33 | 0.5231 | -0.0380 | ||
| US30227FAA84 / Extended Stay America Trust | 4.81 | -0.87 | 0.5171 | -0.0405 | ||
| US17295FAD69 / Citizens Auto Receivables Trust 2023-2 | 4.79 | -5.16 | 0.5156 | -0.0657 | ||
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A / ABS-O (US69381EAA10) | 4.74 | -2.71 | 0.5099 | -0.0505 | ||
| US63906EB929 / NatWest Markets PLC | 4.72 | 0.08 | 0.5079 | -0.0347 | ||
| US63942TAA34 / NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A | 4.59 | -10.78 | 0.4940 | -0.0979 | ||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) | 4.54 | 0.4889 | 0.4889 | |||
| VERIZON MASTER TRUST VZMT 2024 6 A1A / ABS-O (US92348KDE01) | 4.51 | 0.58 | 0.4851 | -0.0305 | ||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 4.50 | 0.4840 | 0.4840 | |||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 4.50 | 0.4840 | 0.4840 | |||
| US75620TAW80 / Recette Clo Ltd | 4.31 | 0.23 | 0.4639 | -0.0309 | ||
| US95000U3C57 / Wells Fargo & Co. | 4.30 | 0.02 | 0.4624 | -0.0319 | ||
| FREDDIE MAC FHR 5549 CF / ABS-MBS (US3137HLSA12) | 4.26 | 0.4586 | 0.4586 | |||
| US26251NAB64 / Dryden 60 CLO Ltd | 4.21 | -16.19 | 0.4529 | -0.1248 | ||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) | 4.21 | 0.24 | 0.4528 | -0.0302 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 4.04 | 0.45 | 0.4349 | -0.0280 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC / ABS-MBS (US38383KZF29) | 4.01 | -0.94 | 0.4317 | -0.0342 | ||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (US02007NAC20) | 4.00 | 0.38 | 0.4300 | -0.0279 | ||
| FANNIE MAE FNR 2024 103 FC / ABS-MBS (US3136BUQH62) | 3.93 | -4.35 | 0.4232 | -0.0499 | ||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 3.93 | -4.27 | 0.4226 | -0.0493 | ||
| US64830VAA17 / CORP CMO | 3.85 | -2.90 | 0.4145 | -0.0419 | ||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 3.84 | -0.41 | 0.4135 | -0.0304 | ||
| BV08 / Santander UK Group Holdings plc - Preferred Security | 3.84 | 0.31 | 0.4135 | -0.0272 | ||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) | 3.76 | 0.67 | 0.4041 | -0.0251 | ||
| US65535HBE80 / Nomura Holdings Inc | 3.69 | -0.05 | 0.3971 | -0.0277 | ||
| US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 | 3.61 | -4.65 | 0.3882 | -0.0470 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 3.60 | 1.41 | 0.3871 | -0.0210 | ||
| FREDDIE MAC FHR 5517 VF / ABS-MBS (US3137HKP400) | 3.60 | -4.82 | 0.3867 | -0.0477 | ||
| ENBRIDGE (US) INC / DBT (US29251UUM88) | 3.59 | 0.3862 | 0.3862 | |||
| FREDDIE MAC FHR 5544 F / ABS-MBS (US3137HLNN87) | 3.53 | 0.3802 | 0.3802 | |||
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (US04685A3U30) | 3.51 | 0.11 | 0.3775 | -0.0257 | ||
| FREDDIE MAC FHR 5548 AF / ABS-MBS (US3137HLJG82) | 3.49 | 0.3752 | 0.3752 | |||
| US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 | 3.43 | -1.94 | 0.3689 | -0.0333 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 3.40 | 0.12 | 0.3661 | -0.0248 | ||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) | 3.40 | 0.41 | 0.3658 | -0.0236 | ||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 3.38 | -0.44 | 0.3637 | -0.0269 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 3.36 | -21.84 | 0.3615 | -0.1331 | ||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 3.36 | -5.91 | 0.3613 | -0.0493 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (US05684PAL04) | 3.30 | 0.52 | 0.3554 | -0.0226 | ||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 3.29 | 0.3543 | 0.3543 | |||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 3.29 | -0.36 | 0.3536 | -0.0258 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19) | 3.29 | 0.58 | 0.3535 | -0.0222 | ||
| FANNIE MAE FNR 2024 101 FB / ABS-MBS (US3136BUFJ48) | 3.27 | -2.45 | 0.3516 | -0.0338 | ||
| US842400GJ61 / Southern California Edison Co | 3.21 | 0.41 | 0.3452 | -0.0224 | ||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 3.19 | -2.92 | 0.3429 | -0.0347 | ||
| FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) | 3.18 | -4.93 | 0.3423 | -0.0427 | ||
| FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) | 3.18 | -4.90 | 0.3423 | -0.0425 | ||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) | 3.16 | -12.32 | 0.3400 | -0.0746 | ||
| US17329VDF31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 3.14 | -1.97 | 0.3376 | -0.0305 | ||
| FREDDIE MAC FHR 5495 AF / ABS-MBS (US3137HJ2H99) | 3.10 | -4.12 | 0.3334 | -0.0384 | ||
| FREDDIE MAC FHR 5500 FA / ABS-MBS (US3137HJAP27) | 3.10 | -5.15 | 0.3332 | -0.0424 | ||
| US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 3.08 | -4.32 | 0.3315 | -0.0389 | ||
| US78392BAB36 / SK Hynix Inc | 3.05 | 0.89 | 0.3281 | -0.0195 | ||
| GNMA II POOL DJ9049 G2 06/55 FIXED 7 / ABS-MBS (US3618KWBS11) | 3.05 | 0.3277 | 0.3277 | |||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A / ABS-O (US55287XAD75) | 3.04 | 0.43 | 0.3267 | -0.0211 | ||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (US446144AE71) | 3.03 | -0.10 | 0.3257 | -0.0229 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (US14689MAC47) | 3.02 | 0.60 | 0.3245 | -0.0204 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 3.00 | 0.03 | 0.3229 | -0.0222 | ||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37) | 2.95 | -13.11 | 0.3173 | -0.0731 | ||
| US89231FAD24 / Toyota Auto Receivables 2023-C Owner Trust | 2.94 | -2.68 | 0.3161 | -0.0312 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 2.93 | 0.69 | 0.3153 | -0.0194 | ||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | 2.90 | 0.94 | 0.3115 | -0.0185 | ||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 2.87 | 0.74 | 0.3082 | -0.0189 | ||
| FANNIE MAE FNR 2024 100 FA / ABS-MBS (US3136BUFY15) | 2.83 | -10.24 | 0.3045 | -0.0582 | ||
| US06428AAC27 / BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A3 | 2.82 | -18.91 | 0.3035 | -0.0966 | ||
| US0158578734 / Algonquin Power & Utilities Corp | 2.79 | -0.04 | 0.3006 | -0.0209 | ||
| FANNIE MAE FNR 2025 40 FP / ABS-MBS (US3136BWGV23) | 2.79 | 0.3003 | 0.3003 | |||
| FREDDIE MAC FHR 5410 FB / ABS-MBS (US3137HCUC41) | 2.78 | -3.70 | 0.2992 | -0.0330 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 2.74 | -9.49 | 0.2946 | -0.0534 | ||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (US505920AC27) | 2.72 | 0.00 | 0.2927 | -0.0203 | ||
| USU6547TAC46 / Nissan Motor Acceptance Co. LLC | 2.62 | 0.46 | 0.2818 | -0.0181 | ||
| FREDDIE MAC FHR 5493 FK / ABS-MBS (US3137HHWV90) | 2.56 | -6.19 | 0.2755 | -0.0385 | ||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | 2.53 | -0.24 | 0.2723 | -0.0195 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB / ABS-MBS (US38383KNN80) | 2.52 | -2.02 | 0.2708 | -0.0246 | ||
| US29278GAZ19 / Enel Finance International NV | 2.51 | -0.36 | 0.2705 | -0.0197 | ||
| MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75 / DBT (US573874AR57) | 2.51 | 0.2702 | 0.2702 | |||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 2.51 | 0.16 | 0.2698 | -0.0182 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 1 A3 / ABS-O (US36269FAD87) | 2.51 | -0.12 | 0.2698 | -0.0191 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 2.47 | -17.12 | 0.2661 | -0.0772 | ||
| US05571AAQ85 / BPCE SA | 2.46 | -0.32 | 0.2643 | -0.0192 | ||
| US36169EAC49 / GECU_23-1A | 2.41 | -0.33 | 0.2596 | -0.0188 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 2.38 | -4.03 | 0.2564 | -0.0293 | ||
| US10921U2C16 / Brighthouse Financial Global Funding | 2.38 | 0.85 | 0.2559 | -0.0153 | ||
| US097023DG73 / Boeing Co/The | 2.36 | 0.60 | 0.2542 | -0.0159 | ||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 2.35 | -5.47 | 0.2527 | -0.0331 | ||
| US65535HAR03 / Nomura Holdings Inc | 2.35 | 0.69 | 0.2525 | -0.0157 | ||
| XS0551307100 / Ooredoo International Finance Ltd | 2.34 | -0.13 | 0.2520 | -0.0178 | ||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2.32 | 0.2497 | 0.2497 | |||
| US65535HBG39 / Nomura Holdings Inc | 2.31 | -0.17 | 0.2487 | -0.0177 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 2.31 | -9.09 | 0.2487 | -0.0437 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 2.27 | -2.70 | 0.2440 | -0.0241 | ||
| US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 | 2.25 | -17.36 | 0.2422 | -0.0712 | ||
| US07274EAH62 / Bayer US Finance LLC | 2.24 | -0.22 | 0.2406 | -0.0172 | ||
| US00084DBC39 / ABN AMRO Bank NV | 2.21 | -0.45 | 0.2379 | -0.0176 | ||
| US29375CAB54 / Enterprise Fleet Financing 2023-1 LLC | 2.17 | -25.01 | 0.2329 | -0.0992 | ||
| FANNIE MAE FNR 2024 103 FJ / ABS-MBS (US3136BUPN40) | 2.16 | -4.60 | 0.2321 | -0.0279 | ||
| EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7 / DBT (US30036FAE16) | 2.12 | 0.81 | 0.2286 | -0.0138 | ||
| US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 | 2.12 | -1.49 | 0.2281 | -0.0194 | ||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 / DBT (US83007CAA09) | 2.11 | 0.62 | 0.2274 | -0.0143 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 2.10 | 0.2260 | 0.2260 | |||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 2.07 | -42.33 | 0.2225 | -0.1899 | ||
| US88167QAC06 / Tesla Auto Lease Trust 2023-B | 2.05 | -41.23 | 0.2206 | -0.1805 | ||
| US29374GAB77 / Enterprise Fleet Financing 2022-4 LLC | 2.05 | -23.62 | 0.2203 | -0.0880 | ||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3T66) | 2.03 | 0.05 | 0.2188 | -0.0151 | ||
| US78449CAA62 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1A 144A | 2.00 | -5.07 | 0.2156 | -0.0272 | ||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) | 2.00 | 0.2154 | 0.2154 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 2.00 | -0.25 | 0.2153 | -0.0154 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2.00 | 0.2147 | 0.2147 | |||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 1.98 | 0.35 | 0.2131 | -0.0140 | ||
| US17291GAA40 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A | 1.94 | 0.00 | 0.2087 | -0.0145 | ||
| GNMA II POOL 787993 G2 06/55 FIXED 7 / ABS-MBS (US3622ADXW34) | 1.93 | 0.2076 | 0.2076 | |||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 1.91 | 0.47 | 0.2053 | -0.0132 | ||
| US225401AY40 / Credit Suisse Group AG | 1.90 | -0.31 | 0.2046 | -0.0148 | ||
| US3136AV7G89 / FNMA ACES, Series 2017-M7, Class A2 | 1.89 | -3.91 | 0.2035 | -0.0230 | ||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (US04362VAA35) | 1.87 | -6.50 | 0.2013 | -0.0289 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 1.85 | -6.24 | 0.1988 | -0.0279 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (USF0803NAK84) | 1.81 | -0.17 | 0.1946 | -0.0139 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1.81 | 0.1942 | 0.1942 | |||
| US67117VAA89 / OBX 2023-NQM6 Trust | 1.76 | -6.84 | 0.1891 | -0.0279 | ||
| US085770AA31 / Berry Global Escrow Corp. | 1.73 | 0.00 | 0.1861 | -0.0129 | ||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 1.72 | -6.66 | 0.1855 | -0.0270 | ||
| H / Hyatt Hotels Corporation | 1.72 | 0.59 | 0.1849 | -0.0115 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 1.72 | 0.00 | 0.1845 | -0.0128 | ||
| US24703TAE64 / Dell International LLC / EMC Corp | 1.71 | 0.06 | 0.1837 | -0.0126 | ||
| US452327AN93 / Illumina Inc | 1.71 | -0.29 | 0.1837 | -0.0133 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 1.70 | 0.12 | 0.1833 | -0.0124 | ||
| US80317LAJ26 / Saranac Clo VI Ltd | 1.67 | -14.29 | 0.1802 | -0.0446 | ||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A / ABS-MBS (US362949BR97) | 1.67 | -8.32 | 0.1801 | -0.0300 | ||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 1.63 | 1.12 | 0.1755 | -0.0101 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 1.62 | 0.12 | 0.1743 | -0.0118 | ||
| US89180LAA61 / TPMT_21-SJ2 | 1.62 | -10.77 | 0.1739 | -0.0344 | ||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 1.60 | -13.61 | 0.1722 | -0.0408 | ||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) | 1.59 | 0.13 | 0.1715 | -0.0116 | ||
| US22822VAC54 / Crown Castle International Corp | 1.59 | 0.1707 | 0.1707 | |||
| US6944PL2G38 / PACIFIC LIFE GF II REGD V/R 144A P/P 0.00000000 | 1.50 | 0.07 | 0.1615 | -0.0111 | ||
| GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 / DBT (US36143L2N47) | 1.50 | 0.40 | 0.1611 | -0.0104 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.50 | 0.1610 | 0.1610 | |||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 1.49 | 1.71 | 0.1599 | -0.0082 | ||
| FANNIE MAE FNR 2024 95 KF / ABS-MBS (US3136BTS533) | 1.47 | -4.17 | 0.1583 | -0.0183 | ||
| US05608VAA44 / BX 2021-MFM1 | 1.45 | 0.35 | 0.1557 | -0.0102 | ||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 1.42 | -5.60 | 0.1525 | -0.0202 | ||
| US36168XAA72 / GCAT 2022-HX1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 | 1.42 | -2.34 | 0.1524 | -0.0145 | ||
| US86358ELK00 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 A1 | 1.38 | -0.86 | 0.1487 | -0.0117 | ||
| FANNIE MAE FNR 2025 35 FB / ABS-MBS (US3136BVF783) | 1.35 | 0.1453 | 0.1453 | |||
| US78449VAC00 / SMB Private Education Loan Trust 2020-PT-A | 1.35 | -7.24 | 0.1449 | -0.0221 | ||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | 1.34 | -2.62 | 0.1441 | -0.0140 | ||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) | 1.30 | 0.1399 | 0.1399 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (US38385GMK21) | 1.30 | 0.1394 | 0.1394 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 1.29 | 0.1390 | 0.1390 | |||
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (US92540EAA10) | 1.29 | -12.47 | 0.1382 | -0.0307 | ||
| US63942AAB26 / Navient Private Education Loan Trust 2020-I | 1.22 | -5.29 | 0.1311 | -0.0168 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 1.19 | 0.1283 | 0.1283 | |||
| FREDDIE MAC FHR 5510 FA / ABS-MBS (US3137HJMM67) | 1.12 | -5.41 | 0.1204 | -0.0157 | ||
| US05369AAK79 / Aviation Capital Group LLC | 1.11 | 0.82 | 0.1198 | -0.0073 | ||
| US04942PAJ66 / Atlas Static Senior Loan Fund I Ltd | 1.11 | -43.19 | 0.1193 | -0.1052 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 03/27 VAR / DBT (US04686E4A74) | 1.11 | 0.09 | 0.1193 | -0.0081 | ||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 1.10 | 0.1189 | 0.1189 | |||
| ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A / ABS-O (US00193GAB77) | 1.10 | 0.1188 | 0.1188 | |||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1.10 | 0.1182 | 0.1182 | |||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63) | 1.08 | -3.31 | 0.1163 | -0.0123 | ||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | 1.06 | -7.07 | 0.1145 | -0.0172 | ||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 1.06 | -9.22 | 0.1144 | -0.0203 | ||
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) | 1.02 | 0.69 | 0.1096 | -0.0067 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) | 1.00 | 0.00 | 0.1080 | -0.0075 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (US04942FAL31) | 1.00 | 0.40 | 0.1076 | -0.0070 | ||
| US05367AAH68 / Aviation Capital Group LLC | 1.00 | 0.00 | 0.1075 | -0.0075 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1.00 | 0.1075 | 0.1075 | |||
| SCE.PRK / SCE Trust V - Preferred Security | 1.00 | 0.30 | 0.1074 | -0.0070 | ||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 0.95 | -11.64 | 0.1021 | -0.0214 | ||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | 0.95 | -7.17 | 0.1017 | -0.0153 | ||
| US3136AVY521 / Fannie Mae - ACES | 0.94 | 0.00 | 0.1010 | -0.0070 | ||
| FREDDIE MAC FHR 5491 FL / ABS-MBS (US3137HJ5P88) | 0.93 | -4.50 | 0.1004 | -0.0120 | ||
| FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) | 0.91 | -7.56 | 0.0975 | -0.0152 | ||
| US78449UAB44 / SMB Private Education Loan Trust 2020-A | 0.90 | -9.96 | 0.0973 | -0.0183 | ||
| FANNIE MAE FNR 2025 35 FM / ABS-MBS (US3136BVJ660) | 0.90 | 0.0965 | 0.0965 | |||
| US337932AH00 / FirstEnergy Corp | 0.89 | 0.56 | 0.0959 | -0.0061 | ||
| FREDDIE MAC FHR 5500 QF / ABS-MBS (US3137HJBW68) | 0.89 | -8.76 | 0.0953 | -0.0164 | ||
| US39729RAB42 / Greenwood Park CLO Ltd | 0.88 | -34.31 | 0.0942 | -0.0590 | ||
| US466330AA51 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A | 0.87 | -8.17 | 0.0932 | -0.0153 | ||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 0.82 | -6.96 | 0.0878 | -0.0131 | ||
| US92916GBE35 / Voya 2012-4 Ltd | 0.81 | -14.90 | 0.0873 | -0.0223 | ||
| US928668BY79 / Volkswagen Group of America Finance LLC | 0.80 | 0.0861 | 0.0861 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A / ABS-O (US16144QAC96) | 0.80 | 0.38 | 0.0860 | -0.0055 | ||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A / ABS-MBS (US17332RCX98) | 0.80 | 0.0855 | 0.0855 | |||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0.77 | -4.34 | 0.0830 | -0.0098 | ||
| US61748HNB32 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M6 | 0.76 | 0.13 | 0.0816 | -0.0055 | ||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 0.76 | -18.07 | 0.0815 | -0.0248 | ||
| 7201 / Nissan Motor Co., Ltd. | 0.75 | 0.40 | 0.0802 | -0.0051 | ||
| US38382YA529 / Government National Mortgage Association | 0.74 | -11.68 | 0.0797 | -0.0169 | ||
| US86359BMW80 / Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 | 0.73 | -3.58 | 0.0783 | -0.0085 | ||
| US63942BAA26 / Navient Private Education Refi Loan Trust 2021-A | 0.72 | -6.41 | 0.0771 | -0.0110 | ||
| US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 | 0.71 | -3.12 | 0.0768 | -0.0080 | ||
| CNQ / Canadian Natural Resources Limited | 0.71 | 1.00 | 0.0760 | -0.0045 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.70 | 0.0752 | 0.0752 | |||
| US55286LAA08 / MFA 2023-NQM4 Trust | 0.70 | -9.14 | 0.0749 | -0.0133 | ||
| US13648TAB35 / Canadian Pacific Railway Co | 0.69 | 0.29 | 0.0742 | -0.0049 | ||
| US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 | 0.69 | -2.55 | 0.0740 | -0.0072 | ||
| US75972BAB71 / RENESAS ELECTRONICS CORP | 0.68 | 1.04 | 0.0734 | -0.0044 | ||
| US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC | 0.66 | -28.14 | 0.0709 | -0.0346 | ||
| US03768UAA79 / Apidos CLO XXXV | 0.65 | 0.00 | 0.0700 | -0.0049 | ||
| US3136AX7E95 / FNA 17-M12 A2 (MF) FRN 06-25-27 | 0.63 | 0.00 | 0.0680 | -0.0047 | ||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.62 | 0.00 | 0.0664 | -0.0046 | ||
| HCA INC COMPANY GUAR 03/28 5 / DBT (US404119CY34) | 0.61 | 0.66 | 0.0655 | -0.0041 | ||
| US842400HW63 / Southern California Edison Co | 0.60 | 0.0646 | 0.0646 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU107) | 0.60 | 0.0645 | 0.0645 | |||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0645 | 0.0645 | |||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 0.59 | -20.75 | 0.0637 | -0.0223 | ||
| US00130HCE36 / CORP. NOTE | 0.59 | 0.86 | 0.0633 | -0.0038 | ||
| US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 | 0.58 | -13.08 | 0.0622 | -0.0143 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR / DBT (US928668CD24) | 0.58 | 0.0619 | 0.0619 | |||
| US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A | 0.57 | -6.69 | 0.0616 | -0.0090 | ||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0.55 | -5.63 | 0.0596 | -0.0078 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCH35) | 0.55 | -0.18 | 0.0595 | -0.0043 | ||
| US14318XAB10 / CarMax Auto Owner Trust 2023-4 | 0.55 | -68.96 | 0.0593 | -0.1449 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.55 | -1.79 | 0.0591 | -0.0052 | ||
| US69380TAA97 / PRPM 2023-NQM3 Trust | 0.54 | -5.28 | 0.0579 | -0.0075 | ||
| US89179YAR45 / TOWD POINT MORTGAGE TRUST 2021-1 VAR 11/25/2061 144A | 0.53 | -5.41 | 0.0565 | -0.0073 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0.52 | -24.82 | 0.0561 | -0.0236 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0.52 | -7.16 | 0.0559 | -0.0085 | ||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0.51 | 0.20 | 0.0548 | -0.0036 | ||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) | 0.50 | 0.00 | 0.0536 | -0.0037 | ||
| FANNIE MAE FNR 2025 40 F / ABS-MBS (US3136BWGN07) | 0.50 | 0.0534 | 0.0534 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA / ABS-MBS (US38384GP876) | 0.49 | 0.0528 | 0.0528 | |||
| US31419AJ998 / FNMA POOL AE0287 FN 02/38 FIXED VAR | 0.45 | -1.97 | 0.0482 | -0.0044 | ||
| US63941FAB22 / Navient Private Education Refi Loan Trust 2020-A | 0.44 | -7.88 | 0.0478 | -0.0077 | ||
| US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 0.44 | -3.53 | 0.0470 | -0.0051 | ||
| US31320LAH42 / FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5 | 0.42 | -1.64 | 0.0453 | -0.0040 | ||
| US05401AAM36 / Avolon Holdings Funding Ltd | 0.41 | -59.71 | 0.0445 | -0.0735 | ||
| US31417QBA13 / FNMA POOL AC4532 FN 01/34 FIXED 5 | 0.41 | -0.73 | 0.0438 | -0.0034 | ||
| US362439AE17 / GSAMP Trust 2006-HE4 | 0.40 | -2.65 | 0.0435 | -0.0043 | ||
| BACR / Barclays Bank PLC - Corporate Bond/Note | 0.40 | 0.00 | 0.0430 | -0.0029 | ||
| US073879EU88 / BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1 | 0.39 | -1.01 | 0.0423 | -0.0035 | ||
| US3138XQG625 / FNMA POOL AW1120 FN 11/34 FIXED 5 | 0.38 | -2.31 | 0.0411 | -0.0039 | ||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 0.38 | -4.28 | 0.0410 | -0.0047 | ||
| US437084DY91 / HOME EQUITY ASSET TRUST HEAT 2004 5 M3 | 0.37 | -25.30 | 0.0400 | -0.0173 | ||
| US83390UAF49 / SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX | 0.36 | -5.84 | 0.0382 | -0.0051 | ||
| US36179TS713 / GNMA II POOL MA5042 G2 10/38 FIXED 7 | 0.35 | -1.12 | 0.0380 | -0.0031 | ||
| US63935BAA17 / Navient Private Education Refi Loan Trust 2020-H | 0.34 | -8.85 | 0.0366 | -0.0063 | ||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.34 | -8.87 | 0.0365 | -0.0063 | ||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0.32 | -6.09 | 0.0349 | -0.0049 | ||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A1 144A / ABS-O (US24704EAA64) | 0.32 | -89.10 | 0.0347 | -0.3051 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.31 | 0.0337 | 0.0337 | |||
| US92922FUN67 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 0.31 | -0.96 | 0.0333 | -0.0026 | ||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0.30 | -7.62 | 0.0327 | -0.0051 | ||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0.30 | -2.57 | 0.0327 | -0.0032 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.30 | 0.00 | 0.0325 | -0.0022 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0.30 | -3.85 | 0.0323 | -0.0036 | ||
| US097023DA04 / Boeing Co/The | 0.30 | 0.68 | 0.0319 | -0.0020 | ||
| US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 0.30 | -1.67 | 0.0318 | -0.0028 | ||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0.29 | -35.67 | 0.0317 | -0.0209 | ||
| US93364FAD33 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | 0.29 | -0.69 | 0.0308 | -0.0024 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0.28 | 0.0303 | 0.0303 | |||
| US78449MAB28 / SMB Private Education Loan Trust 2021-D | 0.28 | -7.62 | 0.0301 | -0.0047 | ||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) | 0.26 | -11.82 | 0.0281 | -0.0059 | ||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.25 | -38.69 | 0.0271 | -0.0202 | ||
| US161630AW83 / Chase Mortgage Finance Trust Series 2007-A1 | 0.25 | -1.21 | 0.0264 | -0.0022 | ||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0.22 | 0.0238 | 0.0238 | |||
| US36202FFK75 / GNMA II POOL 004670 G2 04/40 FIXED 4 | 0.22 | -1.80 | 0.0235 | -0.0021 | ||
| US36167CAA45 / GCAT GCAT 2019 RPL1 A1 144A | 0.22 | -7.30 | 0.0233 | -0.0035 | ||
| US74919TAB70 / RAAC SERIES RAAC 2006 RP4 M1 144A | 0.21 | -16.13 | 0.0224 | -0.0062 | ||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | 0.20 | -9.17 | 0.0213 | -0.0038 | ||
| US31418M7F33 / FNMA POOL AD0893 FN 01/39 FIXED VAR | 0.19 | -6.76 | 0.0208 | -0.0030 | ||
| US76110WQ667 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 | 0.19 | -6.83 | 0.0206 | -0.0030 | ||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0.19 | -1,256.25 | 0.0200 | 0.0219 | ||
| US67115DAA00 / Onslow Bay Mortgage Loan Trust | 0.17 | -0.59 | 0.0182 | -0.0015 | ||
| US312979JC29 / FED HM LN PC POOL B32059 FG 09/37 FIXED 5.4 | 0.17 | -0.60 | 0.0179 | -0.0014 | ||
| US36202FWZ51 / GNMA II POOL 005164 G2 08/41 FIXED 5.5 | 0.15 | -1.29 | 0.0165 | -0.0014 | ||
| US31371MW940 / FNMA POOL 256372 FN 07/36 FIXED 6.5 | 0.15 | -0.65 | 0.0165 | -0.0013 | ||
| US31410MJL54 / FNMA POOL 891367 FN 04/36 FIXED 4.75 | 0.15 | -1.32 | 0.0162 | -0.0013 | ||
| US3128NAAE89 / FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5 | 0.15 | -1.33 | 0.0160 | -0.0013 | ||
| US161546GR12 / Chase Funding Trust Series 2003-5 | 0.14 | -3.38 | 0.0154 | -0.0016 | ||
| 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) | 0.14 | 0.0147 | 0.0147 | |||
| US16678RCC97 / CCMFC 2004-4A A1 | 0.13 | -1.52 | 0.0141 | -0.0012 | ||
| US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 | 0.13 | -10.34 | 0.0141 | -0.0026 | ||
| US32051GFB68 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA7 2A1 | 0.13 | -2.33 | 0.0136 | -0.0013 | ||
| US59020UZ573 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1C | 0.13 | -1.57 | 0.0135 | -0.0012 | ||
| US31402UWN89 / FNMA POOL 738753 FN 09/33 FIXED 6 | 0.12 | -2.46 | 0.0129 | -0.0012 | ||
| US3137FQZF31 / Freddie Mac REMICS | 0.11 | -2.59 | 0.0122 | -0.0011 | ||
| US36202FQA74 / GNMA II POOL 004949 G2 02/41 FIXED 4 | 0.11 | -1.87 | 0.0113 | -0.0010 | ||
| US31406TME81 / FNMA POOL 819457 FN 02/35 FIXED 4.75 | 0.10 | -1.02 | 0.0105 | -0.0008 | ||
| US31408JDH14 / FNMA POOL 852504 FN 09/35 FIXED 5.35 | 0.10 | -1.04 | 0.0103 | -0.0009 | ||
| US31411Y4N02 / FNMA POOL 918929 FN 04/37 FIXED 5.5 | 0.10 | -4.04 | 0.0102 | -0.0012 | ||
| US317350BD73 / Finance America Mortgage Loan Trust 2004-2 | 0.09 | -2.08 | 0.0102 | -0.0009 | ||
| US36230TTQ57 / GNMA II POOL 758659 G2 03/41 FIXED 4.5 | 0.09 | -1.05 | 0.0101 | -0.0009 | ||
| US31418AMB16 / Fannie Mae Pool | 0.09 | -2.17 | 0.0098 | -0.0009 | ||
| US36177WB584 / GNMA POOL AA0060 GN 04/42 FIXED 3.7 | 0.09 | -3.23 | 0.0097 | -0.0010 | ||
| US805564RN38 / Saxon Asset Securities Trust 2005-1 | 0.09 | -9.18 | 0.0096 | -0.0017 | ||
| US38382CP473 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 0.09 | -2.20 | 0.0096 | -0.0009 | ||
| US36202EWA36 / GNMA II POOL 004241 G2 09/38 FIXED 7 | 0.09 | -2.30 | 0.0092 | -0.0009 | ||
| US36202EWX39 / GNMA II POOL 004262 G2 10/38 FIXED 7 | 0.08 | -1.18 | 0.0091 | -0.0007 | ||
| US48251JAL70 / KKR CLO 18 Ltd | 0.08 | -32.80 | 0.0091 | -0.0053 | ||
| US31283YRC48 / FED HM LN PC POOL P20584 FG 11/34 FIXED 5 | 0.08 | -2.35 | 0.0090 | -0.0009 | ||
| US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 | 0.08 | -1.20 | 0.0088 | -0.0007 | ||
| US3620A2RN82 / GNMA II POOL 716993 G2 06/39 FIXED 5.4 | 0.08 | 0.00 | 0.0084 | -0.0007 | ||
| US36177U5Z31 / GNMA POOL 799863 GN 04/42 FIXED 3.75 | 0.08 | -2.53 | 0.0084 | -0.0008 | ||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0.08 | -3.75 | 0.0083 | -0.0009 | ||
| US31410R6C82 / FNMA POOL 895567 FN 04/36 FIXED 5.45 | 0.08 | -1.32 | 0.0081 | -0.0007 | ||
| US31413FY304 / FNMA POOL 944530 FN 07/47 FIXED 6 | 0.07 | 1.37 | 0.0080 | -0.0005 | ||
| US31413CWB17 / FNMA POOL 941742 FN 07/37 FIXED 5.35 | 0.07 | -2.67 | 0.0079 | -0.0008 | ||
| US3620A92N06 / GNMA II POOL 723581 G2 04/35 FIXED 5.5 | 0.07 | -1.37 | 0.0078 | -0.0007 | ||
| US126670MH82 / Countrywide Asset-Backed Certificates | 0.07 | -24.47 | 0.0077 | -0.0032 | ||
| US36296DMF23 / GNMA II POOL 688058 G2 08/38 FIXED 4.5 | 0.07 | -1.41 | 0.0076 | -0.0006 | ||
| US31321XAS36 / FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4 | 0.07 | -1.43 | 0.0075 | -0.0006 | ||
| US36202FPB66 / GNMA II POOL 004918 G2 01/41 FIXED 4 | 0.07 | -2.82 | 0.0075 | -0.0007 | ||
| US31321XVQ41 / FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4 | 0.07 | 0.00 | 0.0073 | -0.0005 | ||
| US3620AM3K63 / GNMA II POOL 734402 G2 04/41 FIXED 4.5 | 0.07 | -1.47 | 0.0073 | -0.0006 | ||
| US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | 0.07 | -4.35 | 0.0072 | -0.0008 | ||
| US36291FVP07 / GNMA II POOL 627122 G2 03/34 FIXED 5.5 | 0.06 | -3.03 | 0.0070 | -0.0006 | ||
| US36195LPZ93 / Ginnie Mae II Pool | 0.06 | -3.03 | 0.0070 | -0.0006 | ||
| US36295J3C82 / GNMA POOL 672295 GN 01/38 FIXED 5.35 | 0.06 | 0.00 | 0.0069 | -0.0005 | ||
| US31281BUS77 / FED HM LN PC POOL N31493 FG 02/38 FIXED 5 | 0.06 | -1.61 | 0.0067 | -0.0005 | ||
| US3128C6N214 / Freddie Mac Gold Pool | 0.06 | -1.61 | 0.0066 | -0.0005 | ||
| US31302PAY07 / FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5 | 0.06 | 0.00 | 0.0066 | -0.0004 | ||
| US31417YTX57 / FNMA POOL MA0565 FN 09/40 FIXED 5.5 | 0.06 | -1.64 | 0.0066 | -0.0005 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0.06 | -1.72 | 0.0062 | -0.0005 | ||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 0.06 | 0.00 | 0.0061 | -0.0004 | ||
| US36249BAD29 / GSAA Home Equity Trust, Series 2007-7, Class A4 | 0.06 | -13.85 | 0.0061 | -0.0015 | ||
| US465968AC92 / JPMCC Commercial Mortgage Securities Trust 2017-JP7 | 0.06 | -1.75 | 0.0061 | -0.0005 | ||
| US78444YAD76 / SLM Student Loan Trust 2008-5 | 0.06 | -6.67 | 0.0061 | -0.0008 | ||
| US36295JM869 / GNMA POOL 671883 GN 06/37 FIXED 5.35 | 0.06 | -1.79 | 0.0060 | -0.0005 | ||
| US31335YLA28 / FED HM LN PC POOL U30321 FG 02/37 FIXED 5 | 0.05 | -1.82 | 0.0059 | -0.0005 | ||
| US31416BNH77 / FNMA POOL 995092 FN 12/37 FIXED VAR | 0.05 | -1.82 | 0.0059 | -0.0005 | ||
| US31414QFW24 / FNMA POOL 972781 FN 01/38 FIXED 5.35 | 0.05 | 0.00 | 0.0058 | -0.0005 | ||
| US31410GNM14 / FNMA, Other | 0.05 | -1.85 | 0.0058 | -0.0005 | ||
| US3128C6MK29 / FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5 | 0.05 | -1.89 | 0.0057 | -0.0005 | ||
| US32027NGC92 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF1 M1 | 0.05 | -7.14 | 0.0056 | -0.0008 | ||
| US31281BDJ61 / FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5 | 0.05 | -3.70 | 0.0056 | -0.0007 | ||
| US3617J6Q804 / GNMA II POOL BK5879 G2 11/48 FIXED 4.5 | 0.05 | -5.56 | 0.0055 | -0.0007 | ||
| US31302PCB85 / FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5 | 0.05 | 2.04 | 0.0054 | -0.0003 | ||
| US31417CYK51 / FNMA POOL AB6113 FN 08/42 FIXED 4 | 0.05 | -2.04 | 0.0053 | -0.0005 | ||
| US3138LT4P05 / Fannie Mae Pool | 0.05 | -4.08 | 0.0051 | -0.0006 | ||
| US3128UNDB51 / FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5 | 0.05 | -2.13 | 0.0051 | -0.0004 | ||
| US92922F4R66 / CORP CMO | 0.05 | -6.12 | 0.0051 | -0.0006 | ||
| US36179MCT53 / GNMA II POOL MA0082 G2 05/42 FIXED 3.5 | 0.05 | -4.17 | 0.0051 | -0.0005 | ||
| US31371MKB27 / FNMA POOL 255990 FN 11/35 FIXED 5 | 0.05 | -2.13 | 0.0050 | -0.0004 | ||
| US83611MDH88 / SOUNDVIEW HOME LOAN TRUST 2005-OPT1 SER 2005-OPT1 CL M2 V/R REGD 2.38300000 | 0.05 | -27.42 | 0.0049 | -0.0023 | ||
| US3138W9CG39 / FANNIE MAE POOL FN AS0070 | 0.05 | -2.17 | 0.0049 | -0.0004 | ||
| US02150PAA66 / CORP CMO | 0.04 | -2.22 | 0.0048 | -0.0004 | ||
| US3128C6NQ89 / FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5 | 0.04 | -2.22 | 0.0048 | -0.0005 | ||
| US31371NKB00 / Fannie Mae Pool | 0.04 | -6.38 | 0.0048 | -0.0007 | ||
| US36179NFZ69 / GNMA II POOL MA1084 G2 06/43 FIXED 4 | 0.04 | -2.27 | 0.0047 | -0.0004 | ||
| US3128C6LS63 / FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5 | 0.04 | -2.27 | 0.0047 | -0.0004 | ||
| US31418CH727 / FNMA POOL MA2953 FN 03/47 FIXED 4 | 0.04 | 0.00 | 0.0043 | -0.0003 | ||
| US36176RFC16 / GNMA II POOL 773563 G2 07/41 FIXED 4.5 | 0.04 | -2.56 | 0.0042 | -0.0004 | ||
| US36295SMU77 / GNMA POOL 679071 GN 11/37 FIXED 5.35 | 0.04 | 0.00 | 0.0041 | -0.0003 | ||
| US31406UF868 / FNMA POOL 820191 FN 05/35 FIXED 5 | 0.04 | -2.63 | 0.0040 | -0.0004 | ||
| US36177VAC63 / GNMA II POOL 799902 G2 03/42 FIXED 3.74 | 0.04 | -2.78 | 0.0038 | -0.0003 | ||
| US31335PMN23 / FHLMC Gold Pools, Other | 0.04 | -2.78 | 0.0038 | -0.0003 | ||
| US31417C5X93 / FNMA POOL AB6261 FN 09/42 FIXED 4 | 0.04 | 0.00 | 0.0038 | -0.0003 | ||
| US31384B2N50 / FNMA POOL 519281 FN 09/29 FIXED 5.34 | 0.04 | -5.41 | 0.0038 | -0.0005 | ||
| US36182NQ714 / GNMA II POOL AH5878 G2 03/44 FIXED 3.75 | 0.04 | 0.00 | 0.0038 | -0.0003 | ||
| US31335YNR35 / FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55 | 0.03 | 0.00 | 0.0037 | -0.0003 | ||
| US3128MT6K98 / Freddie Mac Gold 6.50 09/01/2037 | 0.03 | 0.00 | 0.0036 | -0.0003 | ||
| US31409VSK07 / FNMA POOL 879922 FN 11/35 FIXED 5 | 0.03 | 0.00 | 0.0036 | -0.0003 | ||
| US31407KX878 / FNMA POOL 833303 FN 05/35 FIXED 5.15 | 0.03 | -3.03 | 0.0035 | -0.0003 | ||
| US31405WNX91 / FNMA POOL 801506 FN 09/34 FIXED 4.75 | 0.03 | -3.33 | 0.0032 | -0.0003 | ||
| US31406TEB35 / FNMA POOL 819230 FN 02/35 FIXED 5.35 | 0.03 | 0.00 | 0.0031 | -0.0003 | ||
| US36202E7D50 / GNMA II POOL 004492 G2 07/39 FIXED 6.5 | 0.03 | 0.00 | 0.0031 | -0.0002 | ||
| US36177WYG94 / GNMA II POOL AA0711 G2 07/42 FIXED 3.74 | 0.03 | 0.00 | 0.0030 | -0.0003 | ||
| US3138EJ2Z01 / FNMA POOL AL2591 FN 05/38 FIXED VAR | 0.03 | 0.00 | 0.0028 | -0.0003 | ||
| US36202EV891 / GINNIE MAE II POOL P#4239 6.00000000 | 0.03 | -32.43 | 0.0028 | -0.0015 | ||
| US31418AHP66 / FNMA POOL MA1137 FN 07/42 FIXED 4 | 0.03 | -3.85 | 0.0028 | -0.0002 | ||
| US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 | 0.03 | -10.71 | 0.0028 | -0.0005 | ||
| US36295JXA95 / GNMA POOL 672173 GN 09/37 FIXED 5.35 | 0.03 | 0.00 | 0.0027 | -0.0002 | ||
| US3128UNEZ11 / FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5 | 0.02 | -4.00 | 0.0027 | -0.0002 | ||
| US31335YNT90 / FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55 | 0.02 | -8.00 | 0.0026 | -0.0003 | ||
| US36202FX688 / GNMA II POOL 005201 G2 10/41 FIXED 4 | 0.02 | -4.17 | 0.0026 | -0.0002 | ||
| US3128MTB723 / FED HM LN PC POOL H00962 FG 07/37 FIXED 6.5 | 0.02 | 0.00 | 0.0024 | -0.0002 | ||
| US36294XMQ69 / GNMA POOL 662867 GN 12/36 FIXED 5.35 | 0.02 | -8.70 | 0.0024 | -0.0003 | ||
| US16678RCU95 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-1 | 0.02 | 0.00 | 0.0023 | -0.0002 | ||
| US36228FWS19 / GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | 0.02 | -5.00 | 0.0021 | -0.0002 | ||
| US31281BUD09 / FED HM LN PC POOL N31480 FG 04/37 FIXED 5 | 0.02 | 0.00 | 0.0021 | -0.0002 | ||
| US3138EPGX66 / Fannie Mae Pool | 0.02 | -5.00 | 0.0021 | -0.0002 | ||
| US31412EH825 / FNMA POOL 922855 FN 11/36 FIXED 5.5 | 0.02 | -20.83 | 0.0021 | -0.0007 | ||
| US31405VHY65 / FNMA POOL 800447 FN 10/34 FIXED 5 | 0.02 | 0.00 | 0.0021 | -0.0002 | ||
| US36202FBE51 / GNMA II POOL 004537 G2 06/39 FIXED 7 | 0.02 | 0.00 | 0.0020 | -0.0002 | ||
| US93362YAB83 / WAMU_06-AR5 | 0.02 | 0.00 | 0.0020 | -0.0002 | ||
| US784442AC92 / SLM Student Loan Trust 2008-2 | 0.02 | -15.00 | 0.0019 | -0.0005 | ||
| US31412FTZ61 / FNMA POOL 924068 FN 05/37 FIXED 6.5 | 0.02 | 0.00 | 0.0018 | -0.0001 | ||
| US31418BSB35 / FNMA POOL MA2313 FN 06/45 FIXED 4 | 0.02 | -5.88 | 0.0018 | -0.0001 | ||
| US31408CDK99 / FNMA POOL 847106 FN 10/35 FIXED 5.5 | 0.02 | -5.88 | 0.0018 | -0.0002 | ||
| US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | 0.02 | -69.23 | 0.0018 | -0.0042 | ||
| US3128UNCF74 / Freddie Mac Gold 6.50 09/01/2037 | 0.02 | 0.00 | 0.0018 | -0.0001 | ||
| US31413QPD42 / FNMA POOL 952320 FN 10/37 FIXED 6.5 | 0.02 | 0.00 | 0.0017 | -0.0001 | ||
| US31400RVX69 / FNMA POOL 695530 FN 04/33 FIXED 6 | 0.02 | 0.00 | 0.0017 | -0.0002 | ||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0.02 | -6.25 | 0.0017 | -0.0002 | ||
| US36202EUF41 / G2FS 5.5 4182 H4H 07-20-38 | 0.02 | 0.00 | 0.0016 | -0.0001 | ||
| US3138XPKF93 / FNMA POOL AW0293 FN 02/44 FIXED 4 | 0.01 | 0.00 | 0.0016 | -0.0001 | ||
| US31411KZX44 / FNMA POOL 910758 FN 01/37 FIXED 5.5 | 0.01 | 0.00 | 0.0015 | -0.0001 | ||
| US16678RBV87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A | 0.01 | 0.00 | 0.0014 | -0.0001 | ||
| US31371NVE20 / FNMA POOL 257213 FN 04/48 FIXED 6 | 0.01 | 0.00 | 0.0014 | -0.0001 | ||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.01 | -60.00 | 0.0013 | -0.0021 | ||
| US31281BT916 / FED HM LN PC POOL N31476 FG 12/37 FIXED 5 | 0.01 | 0.00 | 0.0013 | -0.0001 | ||
| US3128DFAG35 / FED HM LN PC POOL L00007 FG 03/35 FIXED 5.5 | 0.01 | -8.33 | 0.0013 | -0.0001 | ||
| US3128MVTH65 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0013 | -0.0001 | ||
| US3128UNCE00 / Freddie Mac Gold 6.50 09/01/2037 | 0.01 | 0.00 | 0.0012 | -0.0001 | ||
| US576433WE20 / MASTR Adjustable Rate Mortgages Trust 2004-13 | 0.01 | 0.00 | 0.0012 | -0.0001 | ||
| US31371LZB88 / FNMA POOL 255538 FN 11/34 FIXED 5.5 | 0.01 | 0.00 | 0.0012 | -0.0001 | ||
| US31410G2U61 / Fannie Mae Pool | 0.01 | -9.09 | 0.0012 | -0.0001 | ||
| US31386Y5M22 / FNMA POOL 577852 FN 06/31 FIXED 6 | 0.01 | -9.09 | 0.0012 | -0.0002 | ||
| US31288LCL36 / FED HM LN PC POOL P50075 FG 09/31 FIXED 6 | 0.01 | -10.00 | 0.0010 | -0.0002 | ||
| US312988FZ66 / FED HM LN PC POOL B70184 FG 05/29 FIXED 7 | 0.01 | -11.11 | 0.0010 | -0.0001 | ||
| US31283NBG60 / FED HM LN PC POOL P00039 FG 05/33 FIXED 6 | 0.01 | -11.11 | 0.0009 | -0.0002 | ||
| US31371NGS80 / FNMA POOL 256809 FN 07/37 FIXED 6 | 0.01 | 0.00 | 0.0009 | -0.0001 | ||
| US31371NS300 / FNMA POOL 257138 FN 03/38 FIXED 5 | 0.01 | 0.00 | 0.0009 | -0.0001 | ||
| US31413AFZ12 / FNMA POOL 939484 FN 06/37 FIXED 5 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| US3128UNAX09 / FED HM LN PC POOL H09022 FG 02/37 FIXED 5.5 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| US31281BDS60 / FED HM LN PC POOL N31013 FG 10/33 FIXED 5 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| US31387W3N58 / FNMA POOL 596705 FN 04/32 FIXED 6 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| US31415BNZ84 / FNMA POOL 982008 FN 05/38 FIXED 5.5 | 0.01 | 0.00 | 0.0008 | -0.0001 | ||
| US31414RBK05 / FNMA POOL 973542 FN 03/38 FIXED 5.5 | 0.01 | 0.00 | 0.0007 | -0.0001 | ||
| US31376JXC88 / FNMA POOL 357175 FN 12/31 FIXED 5.5 | 0.01 | -14.29 | 0.0007 | -0.0001 | ||
| US31371NMW29 / Fannie Mae Pool | 0.01 | 0.00 | 0.0007 | -0.0001 | ||
| US31410KAX28 / FANNIE MAE POOL FN 889322 | 0.01 | 0.00 | 0.0007 | -0.0001 | ||
| US31410GT373 / FNMA POOL 888970 FN 06/37 FIXED VAR | 0.01 | -16.67 | 0.0006 | -0.0001 | ||
| US31281BHN38 / FED HM LN PC POOL N31137 FG 09/34 FIXED 5.5 | 0.01 | 0.00 | 0.0006 | -0.0001 | ||
| US31281BQV52 / FED HM LN PC POOL N31368 FG 01/37 FIXED 5 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US3128UNDW98 / Freddie Mac Gold 6.50 11/01/2037 | 0.01 | 0.00 | 0.0006 | -0.0000 | ||
| US92922FD213 / WAMU_05-AR2 | 0.00 | -20.00 | 0.0005 | -0.0001 | ||
| US31288LRE38 / FED HM LN PC POOL P50485 FG 05/35 FIXED 5.5 | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US36230NZ738 / GNMA II POOL 754366 G2 03/42 FIXED 4 | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US31409GV868 / Fannie Mae Pool | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | 0.00 | -50.00 | 0.0004 | -0.0003 | ||
| US31410F6H33 / FNIONP 6.5 888372 04-01-37 | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| US31417YDF16 / FNMA POOL MA0101 FN 05/39 FIXED 5 | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| US36202FM459 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| US31281BHP85 / FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5 | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US31409GNS11 / FNMA POOL 870801 FN 10/36 FIXED 5.5 | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US38376FRF17 / Government National Mortgage Association | 0.00 | -33.33 | 0.0003 | -0.0000 | ||
| US31410GZT39 / FNMA POOL 889154 FN 02/38 FIXED VAR | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31371N3A15 / FNMA POOL 257393 FN 09/48 FIXED 6.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31414BKC36 / FNMA POOL 961191 FN 01/38 FIXED 6 | 0.00 | -50.00 | 0.0002 | -0.0000 | ||
| US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US3128MSJC59 / FED HM LN PC POOL H00259 FG 04/35 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31371NP587 / FNMA POOL 257044 FN 01/38 FIXED 6 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31286DEE76 / FED HM LN PC POOL T30133 FG 07/37 FIXED 5.55 | 0.00 | -90.00 | 0.0002 | -0.0011 | ||
| US31307AWL24 / FED HM LN PC POOL J22451 FG 02/28 FIXED 2 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| US31418A3Z95 / FANNIE MAE POOL FN MA1715 | 0.00 | 0.00 | 0.0001 | -0.0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31371M4K06 / Federal National Mortgage Association 6%, due 12/1/2036 | 0.00 | 0.0001 | -0.0000 | |||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0.00 | 0.0001 | -0.0000 | |||
| US362341RW13 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4 | 0.00 | -100.00 | 0.0001 | -0.0000 | ||
| US31384WNK26 / FNMA POOL 535994 FN 06/31 FIXED VAR | 0.00 | 0.0001 | -0.0000 | |||
| US36225AWK23 / GINNIE MAE I POOL GN 780650 | 0.00 | 0.0001 | -0.0000 | |||
| US36202FKH81 / Ginnie Mae II Pool | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31413FJK93 / FNMA POOL 944066 FN 07/37 FIXED 6.5 | 0.00 | 0.0001 | -0.0000 | |||
| US31371NJD84 / FNIONP 6.5 256860 08-01-37 | 0.00 | 0.0001 | -0.0000 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US31383DDG51 / FNMA POOL 499703 FN 05/29 FIXED 6 | 0.00 | 0.0001 | -0.0000 | |||
| US31416CJB37 / FNMA POOL 995858 FN 09/37 FIXED VAR | 0.00 | -100.00 | 0.0001 | -0.0001 | ||
| US31412SA960 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31378QDZ19 / FNMA, Other | 0.00 | 0.0000 | -0.0000 | |||
| US81743PAP18 / Sequoia Mortgage Trust 2003-2 | 0.00 | 0.0000 | -0.0000 | |||
| US31294NZ853 / FED HM LN PC POOL E04367 FG 04/28 FIXED 2 | 0.00 | 0.0000 | -0.0000 | |||
| US31281BTW09 / FED HM LN PC POOL N31465 FG 11/37 FIXED 5 | 0.00 | 0.0000 | -0.0000 | |||
| US31371K2B60 / FNMA POOL 254670 FN 02/33 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | |||
| US36206JKV51 / GNMA POOL 412608 GN 05/26 FIXED 7 | 0.00 | 0.0000 | -0.0000 | |||
| 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) | 0.00 | -100.00 | 0.0000 | -0.0036 | ||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0.00 | 0.0000 | -0.0000 | |||
| US31410WHH43 / FNMA POOL 899432 FN 05/37 FIXED 6 | 0.00 | 0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0095 | ||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -100.00 | -0.0000 | 0.0095 | ||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -96.34 | -0.0003 | 0.0092 | ||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | -0.07 | -0.0078 | -0.0078 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.13 | -0.0144 | -0.0144 | |||
| RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | -0.31 | 92.59 | -0.0336 | -0.0149 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.76 | -0.0822 | -0.0822 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -1.31 | -0.1409 | -0.1409 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | -2.64 | 484.96 | -0.2845 | -0.2325 | ||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -4.02 | -0.4319 | -0.4319 |
