Mga Batayang Estadistika
| Nilai Portofolio | $ 696,984,601 |
| Posisi Saat Ini | 660 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PMBIX - PIMCO Total Return Fund II Institutional telah mengungkapkan total kepemilikan 660 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 696,984,601 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PMBIX - PIMCO Total Return Fund II Institutional adalah UMBS TBA (US:US01F0426811) , Freddie Mac Pool (US:US3132DWD674) , U.S. Treasury Bonds (US:US912810TK43) , UMBS (US:US3132DWHE66) , and Ginnie Mae (US:US21H0406734) . Posisi baru PMBIX - PIMCO Total Return Fund II Institutional meliputi: UMBS TBA (US:US01F0426811) , Freddie Mac Pool (US:US3132DWD674) , U.S. Treasury Bonds (US:US912810TK43) , UMBS (US:US3132DWHE66) , and Ginnie Mae (US:US21H0406734) .
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 |
|---|---|---|---|---|
| 15.97 | 2.7344 | 2.7344 | ||
| 12.75 | 2.1834 | 2.6102 | ||
| 43.84 | 7.5084 | 2.5318 | ||
| 5.69 | 0.9737 | 0.9737 | ||
| 3.58 | 0.6134 | 0.6134 | ||
| 1.93 | 0.3310 | 0.3310 | ||
| 1.85 | 0.3176 | 0.3176 | ||
| 1.85 | 0.3164 | 0.3164 | ||
| 1.85 | 0.3160 | 0.3160 | ||
| 1.69 | 0.2892 | 0.2892 |
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 |
|---|---|---|---|---|
| -53.71 | -9.1986 | -9.1986 | ||
| 3.07 | 0.5255 | -6.7556 | ||
| 14.37 | 2.4604 | -6.5204 | ||
| -27.10 | -4.6408 | -4.6408 | ||
| -5.56 | -0.9530 | -0.9530 | ||
| -5.33 | -0.9130 | -0.9130 | ||
| 3.09 | 0.5297 | -0.5466 | ||
| -2.55 | -0.4373 | -0.4373 | ||
| 40.19 | 6.8829 | -0.3762 | ||
| -1.14 | -0.1952 | -0.1952 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-28 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0426811 / UMBS TBA | 43.84 | 38.97 | 7.5084 | 2.5318 | |||||
| US TREASURY N/B 02/34 4 / DBT (US91282CJZ59) | 40.19 | -4.38 | 6.8829 | -0.3762 | |||||
| US3132DWD674 / Freddie Mac Pool | 27.01 | -2.00 | 4.6261 | -0.1346 | |||||
| US912810TK43 / U.S. Treasury Bonds | 22.42 | -2.10 | 3.8395 | -0.1156 | |||||
| US3132DWHE66 / UMBS | 18.19 | -2.11 | 3.1154 | -0.0943 | |||||
| US TREASURY N/B 11/44 4.625 / DBT (US912810UF39) | 17.53 | -2.23 | 3.0019 | -0.0946 | |||||
| US21H0406734 / Ginnie Mae | 17.20 | 0.62 | 2.9464 | 0.2492 | |||||
| PMBS / PIMCO ETF Trust - PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 0.34 | 0.00 | 16.47 | -0.06 | 2.8200 | -0.0257 | |||
| US01F0506844 / UMBS TBA | 15.97 | 2.7344 | 2.7344 | ||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 15.42 | 0.30 | 2.6410 | -0.0144 | |||||
| US01F0306781 / UMBS TBA | 14.37 | -71.91 | 2.4604 | -6.5204 | |||||
| US912810TU25 / United States Treasury Note/Bond | 14.02 | -2.19 | 2.4005 | -0.0746 | |||||
| US01F0206791 / UMBS, 30 Year, Single Family | 12.75 | -624.61 | 2.1834 | 2.6102 | |||||
| US91282CFL00 / Treasury, United States Department of | 12.66 | 0.76 | 2.1684 | -0.0020 | |||||
| US912810ST60 / TREASURY BOND | 12.05 | -1.99 | 2.0631 | -0.0597 | |||||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 10.37 | 0.74 | 1.7754 | -0.0019 | |||||
| US3133B7GD43 / FED HM LN PC POOL QD9196 FR 03/52 FIXED 3 | 10.19 | -2.53 | 1.7456 | -0.0605 | |||||
| US912810RM27 / United States Treas Bds Bond | 9.82 | -2.34 | 1.6811 | -0.0549 | |||||
| US36179WZA97 / Ginnie Mae II Pool | 8.55 | -3.16 | 1.4651 | -0.0605 | |||||
| US912810TS78 / United States Treasury Note/Bond | 8.22 | -2.14 | 1.4078 | -0.0431 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 8.18 | -3.29 | 1.4008 | -0.0600 | |||||
| US91282CJM47 / United States Treasury Note/Bond | 7.39 | 0.75 | 1.2652 | -0.0012 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 7.11 | 0.91 | 1.2174 | 0.0008 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 6.83 | 0.77 | 1.1702 | -0.0009 | |||||
| US912810TH14 / United States Treasury Note/Bond | 6.29 | -2.10 | 1.0772 | -0.0324 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 5.69 | -20.91 | 0.9753 | -0.1604 | |||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 5.69 | 0.9737 | 0.9737 | ||||||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 5.67 | 1.14 | 0.9704 | 0.0028 | |||||
| US91282CEE75 / United States Treasury Note/Bond | 5.53 | 1.04 | 0.9467 | 0.0018 | |||||
| US TREASURY N/B 02/45 4.75 / DBT (US912810UJ50) | 5.27 | -2.30 | 0.9032 | -0.0291 | |||||
| RFR USD SOFR/1.75000 12/21/22-30Y CME / DIR (EZ000VCFPMC7) | 4.87 | 6.33 | 0.8343 | 0.0429 | |||||
| US TREASURY N/B 08/44 4.125 / DBT (US912810UD80) | 4.86 | -2.21 | 0.8318 | -0.0260 | |||||
| US912810TM09 / United States Treasury Note/Bond | 4.84 | -2.20 | 0.8284 | -0.0259 | |||||
| US91282CEV90 / United States Treasury Note/Bond | 4.81 | 0.86 | 0.8240 | 0.0001 | |||||
| US91282CJA09 / United States Treasury Note/Bond | 4.73 | 0.45 | 0.8098 | -0.0033 | |||||
| US912810SY55 / United States Treasury Note/Bond | 4.58 | -2.01 | 0.7839 | -0.0230 | |||||
| US91282CHA27 / United States Treasury Note/Bond | 4.48 | 0.63 | 0.7666 | -0.0017 | |||||
| US91282CDL28 / UNITED STATES TREASURY NOTE 1.50000000 | 4.46 | 1.23 | 0.7642 | 0.0027 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 4.27 | 0.90 | 0.7311 | 0.0004 | |||||
| US30227FAA84 / Extended Stay America Trust | 3.95 | -0.85 | 0.6763 | -0.0116 | |||||
| US91282CJG78 / U.S. Treasury Notes | 3.78 | 0.64 | 0.6473 | -0.0014 | |||||
| US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 | 3.75 | 0.81 | 0.6430 | -0.0003 | |||||
| US91282CHZ77 / United States Treasury Note/Bond | 3.74 | 0.67 | 0.6399 | -0.0012 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 3.58 | 0.6134 | 0.6134 | ||||||
| US TREASURY N/B 02/44 4.5 / DBT (US912810TZ12) | 3.58 | -2.19 | 0.6125 | -0.0191 | |||||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 3.43 | -3.30 | 0.5877 | -0.0251 | |||||
| US3140QNGC08 / Fannie Mae Pool | 3.26 | -1.92 | 0.5585 | -0.0159 | |||||
| US91282CHJ36 / United States Treasury Note/Bond | 3.09 | -50.38 | 0.5297 | -0.5466 | |||||
| US01F0406854 / UMBS TBA | 3.07 | -92.53 | 0.5255 | -6.7556 | |||||
| US3140QNPG11 / FNMA POOL CB3122 FN 03/52 FIXED 3 | 3.01 | -3.09 | 0.5161 | -0.0208 | |||||
| US3140X6WA53 / Fannie Mae Pool | 2.94 | -6.54 | 0.5040 | -0.0398 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 2.74 | -4.47 | 0.4690 | -0.0261 | |||||
| US91282CJF95 / United States Treasury Note/Bond | 2.69 | 0.41 | 0.4614 | -0.0020 | |||||
| US3132DNBC65 / FED HM LN PC POOL SD0935 FR 04/52 FIXED 3 | 2.67 | -1.84 | 0.4581 | -0.0125 | |||||
| US912810SD19 / United States Treas Bds Bond | 2.66 | -2.60 | 0.4562 | -0.0162 | |||||
| US91282CGQ87 / United States Treasury Note/Bond | 2.63 | 0.73 | 0.4497 | -0.0004 | |||||
| US91282CHF14 / United States Treasury Note/Bond | 2.59 | 0.86 | 0.4444 | 0.0000 | |||||
| US91282CGS44 / United States Treasury Note/Bond | 2.58 | 0.82 | 0.4422 | -0.0000 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 2.54 | 0.79 | 0.4344 | -0.0002 | |||||
| US91282CBZ32 / United States Treasury Note/Bond | 2.52 | 1.12 | 0.4323 | 0.0013 | |||||
| US91282CCY57 / UNITED STATES TREASURY NOTE 1.25000000 | 2.41 | 1.31 | 0.4121 | 0.0017 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 2.28 | 0.53 | 0.3908 | -0.0012 | |||||
| US19075Q6070 / COBANK ACB | 2.20 | 0.00 | 2.27 | 1.48 | 0.3880 | 0.0024 | |||
| US05490TAA07 / BBCCRE Trust, Series 2015-GTP, Class A | 2.13 | -0.61 | 0.3642 | -0.0054 | |||||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 2.09 | 0.14 | 0.3586 | -0.0025 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 2.07 | -6.08 | 0.3549 | -0.0261 | |||||
| LIBERTY UTILITIES CO LIBERTY UTILITIES CO / DBT (US531542AA64) | 2.06 | 0.54 | 0.3525 | -0.0012 | |||||
| US912810RC45 / United States Treas Bds Bond | 1.98 | -2.13 | 0.3390 | -0.0103 | |||||
| HCA INC COMPANY GUAR 03/35 5.75 / DBT (US404119DB22) | 1.95 | 1.88 | 0.3348 | 0.0035 | |||||
| US912810SA79 / United States Treas Bds Bond | 1.93 | 0.3310 | 0.3310 | ||||||
| US912810QZ49 / United States Treas Bds Bond | 1.93 | -2.03 | 0.3307 | -0.0097 | |||||
| US91282CHQ78 / United States Treasury Note/Bond | 1.92 | 0.52 | 0.3294 | -0.0011 | |||||
| US91282CHK09 / United States Treasury Note/Bond | 1.92 | 0.52 | 0.3282 | -0.0011 | |||||
| US912810RY64 / United States Treas Bds Bond | 1.85 | 0.3176 | 0.3176 | ||||||
| US92230AAA43 / VASA Trust 2021-VASA | 1.85 | 0.05 | 0.3165 | -0.0025 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 1.85 | 0.3164 | 0.3164 | ||||||
| US TREASURY N/B 05/54 4.625 / DBT (US912810UA42) | 1.85 | -3.20 | 0.3161 | -0.0132 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.85 | 0.3160 | 0.3160 | ||||||
| US36179YMH44 / GINNIE MAE II POOL P#MA9360 4.50000000 | 1.82 | -1.25 | 0.3125 | -0.0066 | |||||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | 1.74 | 0.93 | 0.2976 | 0.0002 | |||||
| US05493LAA44 / BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A | 1.72 | 0.23 | 0.2948 | -0.0018 | |||||
| US12660WAA36 / Credit Suisse Mortgage Capital Certificates | 1.71 | -0.12 | 0.2937 | -0.0029 | |||||
| US845011AE58 / Southwest Gas Corp | 1.71 | 1.60 | 0.2930 | 0.0021 | |||||
| US78473JAA07 / SREIT Trust 2021-IND | 1.70 | 0.65 | 0.2903 | -0.0007 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 1.69 | 1.26 | 0.2901 | 0.0012 | |||||
| US17291GAA40 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A | 1.69 | 0.00 | 0.2897 | -0.0025 | |||||
| US61774AAD54 / Morgan Stanley Direct Lending Fund | 1.69 | 0.42 | 0.2894 | -0.0012 | |||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 1.69 | 0.2892 | 0.2892 | ||||||
| US928563AK15 / VMware Inc | 1.67 | 1.46 | 0.2853 | 0.0018 | |||||
| US56848DAA72 / Mariner Finance Issuance Trust 2021-A | 1.65 | 0.98 | 0.2821 | 0.0004 | |||||
| US63874AAA60 / NCMS 2021 APPL A 144A | 1.64 | 0.67 | 0.2815 | -0.0004 | |||||
| US233853AF73 / Daimler Trucks Finance North America LLC | 1.64 | 0.92 | 0.2815 | 0.0002 | |||||
| US52607MAA71 / LENDMARK FUNDING TRUST 21-1A A 1.9% 11/20/2031 144A | 1.63 | 0.62 | 0.2792 | -0.0007 | |||||
| US292480AL49 / Enable Midstream Partners, L.P. | 1.62 | 0.68 | 0.2780 | -0.0004 | |||||
| US78403DAR17 / SBA TOWER TRUST | 1.61 | 1.52 | 0.2754 | 0.0018 | |||||
| US842400GN73 / Southern California Edison Co | 1.60 | 0.25 | 0.2737 | -0.0017 | |||||
| US694308KC03 / Pacific Gas and Electric Co | 1.60 | 0.19 | 0.2733 | -0.0017 | |||||
| US95000U2S19 / Wells Fargo & Co | 1.54 | 0.98 | 0.2641 | 0.0003 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.53 | 0.59 | 0.2626 | -0.0007 | |||||
| US3140XGFP95 / Fannie Mae Pool | 1.53 | -2.68 | 0.2619 | -0.0094 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.51 | 0.33 | 0.2590 | -0.0013 | |||||
| US65480CAD74 / Nissan Motor Acceptance Co LLC | 1.51 | -1.70 | 0.2581 | -0.0067 | |||||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 1.51 | 0.47 | 0.2579 | -0.0010 | |||||
| US45834QAA76 / INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875 | 1.50 | -3.98 | 0.2565 | -0.0129 | |||||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) | 1.49 | -20.68 | 0.2556 | -0.0694 | |||||
| US927804GH15 / Virginia Electric and Power Co | 1.49 | 0.61 | 0.2551 | -0.0006 | |||||
| US015271AJ82 / Alexandria Real Estate Equities, Inc. | 1.49 | 0.27 | 0.2549 | -0.0015 | |||||
| US65339KAT79 / NextEra Energy Capital Holdings, Inc. | 1.48 | 0.54 | 0.2534 | -0.0007 | |||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 1.47 | 2.66 | 0.2509 | 0.0043 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1.46 | 0.83 | 0.2509 | 0.0000 | |||||
| GXO / GXO Logistics, Inc. | 1.46 | 1.18 | 0.2504 | 0.0008 | |||||
| US880591EX64 / Tennessee Valley Authority | 1.46 | 1.39 | 0.2503 | 0.0013 | |||||
| US90355RAC60 / UWM 2021-INV3 A3 11/51 | 1.46 | -2.47 | 0.2502 | -0.0085 | |||||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 1.46 | 1.46 | 0.2499 | 0.0014 | |||||
| US649840CT03 / New York State Electric & Gas Corp | 1.46 | 1.18 | 0.2499 | 0.0009 | |||||
| US26442CBB90 / Duke Energy Carolinas LLC | 1.45 | 2.18 | 0.2485 | 0.0033 | |||||
| US665772CT43 / Northern States Power Co/MN | 1.44 | 3.00 | 0.2471 | 0.0052 | |||||
| US037735CZ84 / Appalachian Power Co | 1.44 | 1.55 | 0.2463 | 0.0017 | |||||
| CROSS MORTGAGE TRUST CROSS 2024 H3 A1 144A / ABS-MBS (US22758DAA72) | 1.44 | -8.13 | 0.2459 | -0.0239 | |||||
| US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 | 1.43 | -0.21 | 0.2442 | -0.0025 | |||||
| US410867AG05 / Hanover Insurance Group Inc/The | 1.43 | 1.42 | 0.2441 | 0.0013 | |||||
| USU5615XAA82 / MANHATTAN WEST | 1.42 | 1.43 | 0.2431 | 0.0014 | |||||
| US02377LAA26 / American Airlines Pass Through Trust, Series 2019-1, Class AA | 1.41 | 0.21 | 0.2413 | -0.0015 | |||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.40 | 1.23 | 0.2401 | 0.0011 | |||||
| US75886FAE79 / Regeneron Pharmaceuticals Inc | 1.39 | 1.91 | 0.2381 | 0.0023 | |||||
| US845437BR25 / Southwestern Electric Power Co | 1.39 | 0.80 | 0.2378 | -0.0001 | |||||
| US591894CC27 / Metropolitan Edison Co. | 1.39 | 0.58 | 0.2378 | -0.0007 | |||||
| US912810RB61 / United States Treas Bds Bond | 1.39 | -2.19 | 0.2377 | -0.0073 | |||||
| US36267BAB36 / GS Mortgage-Backed Securities Trust | 1.39 | -1.63 | 0.2376 | -0.0059 | |||||
| US12564NAA00 / CLNY Trust 2019-IKPR | 1.38 | -11.40 | 0.2371 | -0.0328 | |||||
| US06541LBG05 / BANK 2022-BNK40 | 1.38 | 1.47 | 0.2363 | 0.0016 | |||||
| US78403DAP50 / SBA Tower Trust | 1.38 | 0.88 | 0.2359 | -0.0000 | |||||
| US12654PAE88 / CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A | 1.38 | -1.71 | 0.2358 | -0.0062 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 7 A11 144A / ABS-MBS (US16159TAP66) | 1.37 | -11.33 | 0.2348 | -0.0321 | |||||
| US94990DAA46 / Wells Fargo Commercial Mortgage Trust 2018-1745 | 1.37 | -0.58 | 0.2343 | -0.0035 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A / ABS-MBS (US891944AA82) | 1.35 | -4.45 | 0.2320 | -0.0128 | |||||
| US842587DE49 / Southern Co. (The), Series A | 1.35 | 1.50 | 0.2320 | 0.0015 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 1.34 | 1,119.09 | 0.2297 | 0.2106 | |||||
| US50085PAA57 / KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP A 144A | 1.33 | 0.08 | 0.2270 | -0.0017 | |||||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) | 1.32 | -12.40 | 0.2264 | -0.0343 | |||||
| US842400GU17 / Southern California Edison Co | 1.32 | 0.53 | 0.2257 | -0.0006 | |||||
| US44891ACL98 / Hyundai Capital America | 1.30 | -0.15 | 0.2227 | -0.0023 | |||||
| US02361DAV29 / AMEREN ILL CO 1.55% 11/15/2030 | 1.30 | 1.64 | 0.2224 | 0.0018 | |||||
| US575634AU41 / MASSACHUSETTS ELECTRIC CO 144A 1.729000% 11/24/2030 | 1.29 | 2.71 | 0.2207 | 0.0040 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 1.29 | -2.50 | 0.2207 | -0.0076 | |||||
| US912810RE01 / United States Treas Bds Bond | 1.28 | -2.13 | 0.2200 | -0.0068 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C4 A3 / ABS-MBS (US09660SAU42) | 1.27 | 0.16 | 0.2183 | -0.0014 | |||||
| US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A | 1.26 | -1.57 | 0.2151 | -0.0052 | |||||
| US40414LAR06 / HCP, Inc. | 1.26 | 1.70 | 0.2151 | 0.0019 | |||||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A / ABS-MBS (US161917AB58) | 1.25 | -1.73 | 0.2138 | -0.0057 | |||||
| US694308KL02 / Pacific Gas and Electric Co | 1.24 | 0.24 | 0.2130 | -0.0012 | |||||
| US78436TAC09 / SBALT 2023-A A3 | 1.24 | -27.37 | 0.2128 | -0.0826 | |||||
| US90355RAM43 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV3 A9 144A | 1.24 | -1.59 | 0.2121 | -0.0054 | |||||
| US912810TF57 / TREASURY BOND | 1.24 | -1.98 | 0.2119 | -0.0061 | |||||
| CNO GLOBAL FUNDING CNO GLOBAL FUNDING / DBT (US18977W2D15) | 1.23 | 0.08 | 0.2112 | -0.0015 | |||||
| US86772HAA59 / Sunrun Demeter Issuer 2021-2 | 1.23 | 0.33 | 0.2110 | -0.0012 | |||||
| US79467BDH50 / SALES TAX SECURITIZATION CORP IL | 1.23 | 1.24 | 0.2105 | 0.0008 | |||||
| US90355DAV55 / UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV5 A12 144A | 1.23 | -1.68 | 0.2102 | -0.0054 | |||||
| US90354TAJ88 / UWM Mortgage Trust, Series 2021-INV2, Class A9 | 1.22 | -1.13 | 0.2090 | -0.0042 | |||||
| US46655LAE48 / J.P. Morgan Mortgage Trust | 1.21 | -1.38 | 0.2077 | -0.0046 | |||||
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A / ABS-CBDO (US55416AAA79) | 1.21 | 0.25 | 0.2064 | -0.0012 | |||||
| US465973AC95 / JP MORGAN MORTGAGE TRUST SER 2022-INV1 CL A3 V/R REGD 144A P/P 3.00000000 | 1.17 | -1.35 | 0.1996 | -0.0045 | |||||
| US92867UAD46 / Volkswagen Auto Lease Trust, Series 2023-A, Class A3 | 1.16 | -27.61 | 0.1995 | -0.0783 | |||||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) | 1.14 | -5.77 | 0.1958 | -0.0139 | |||||
| US07336JAD00 / Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 | 1.14 | -1.98 | 0.1954 | -0.0057 | |||||
| US912810RD28 / United States Treas Bds Bond | 1.14 | -2.15 | 0.1946 | -0.0059 | |||||
| US46654AAC36 / JP Morgan Mortgage Trust 2021-10 | 1.13 | -1.91 | 0.1934 | -0.0056 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.13 | 0.1932 | 0.1932 | ||||||
| BLACKSTONE SECURED LEND SR UNSECURED 11/27 5.875 / DBT (US09261XAH52) | 1.12 | 0.45 | 0.1924 | -0.0008 | |||||
| US36168FAE88 / GCAT Trust, Series 2022-INV2, Class A5 | 1.12 | -2.36 | 0.1912 | -0.0063 | |||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 1.12 | -5.66 | 0.1912 | -0.0132 | |||||
| US89178BAA26 / TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A | 1.10 | -4.18 | 0.1882 | -0.0099 | |||||
| US67114KAC18 / ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A3 144A | 1.09 | -1.98 | 0.1863 | -0.0054 | |||||
| US44555PAN15 / Hundred Acre Wood Trust 2021-INV2 | 1.09 | -1.99 | 0.1860 | -0.0053 | |||||
| US67116EAA73 / OBX Trust, Series 2022-INV3, Class A1 | 1.08 | -2.71 | 0.1846 | -0.0066 | |||||
| US05351WAB90 / Avangrid Inc | 1.08 | 1.51 | 0.1841 | 0.0011 | |||||
| US797440CA05 / San Diego Gas & Electric Co. | 1.07 | 0.28 | 0.1835 | -0.0012 | |||||
| US46654DAD57 / JP MORGAN MORTGAGE TRUST 2021-INV4 SER 2021-INV4 CL A2 V/R REGD 144A P/P 3.00000000 | 1.07 | -2.55 | 0.1833 | -0.0065 | |||||
| US95000U3G61 / Wells Fargo & Co | 1.06 | 0.57 | 0.1810 | -0.0006 | |||||
| US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust | 1.04 | -2.25 | 0.1789 | -0.0057 | |||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 1.04 | -25.97 | 0.1774 | -0.0640 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 1.03 | 1.28 | 0.1765 | 0.0007 | |||||
| US373334KP56 / Georgia Power Co | 1.03 | 1.18 | 0.1764 | 0.0005 | |||||
| US918307AC33 / SER 2021-INV4 CL A3 V/R REGD 144A P/P 2.50000000 | 1.03 | -2.10 | 0.1757 | -0.0052 | |||||
| US031162DR88 / Amgen Inc | 1.02 | 0.99 | 0.1754 | 0.0002 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 1.02 | 0.1749 | 0.1749 | ||||||
| US61747YFA82 / Morgan Stanley | 1.02 | 0.39 | 0.1743 | -0.0008 | |||||
| US36264RAE53 / GS MORTGAGE-BACKED SECURITIES CORP TRUST 202 SER 2022-PJ4 CL A4 V/R REGD 144A P/P 2.50000000 | 1.00 | -1.67 | 0.1710 | -0.0045 | |||||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 1.00 | 1.01 | 0.1706 | 0.0002 | |||||
| US341081FP71 / Florida Power & Light Co | 0.99 | 0.00 | 0.1696 | -0.0014 | |||||
| US36263TAB89 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3 SER 2021-GR3 CL A2 V/R REGD 144A P/P 2.50000000 | 0.98 | -2.10 | 0.1678 | -0.0051 | |||||
| US44935VAD10 / Hyundai Auto Lease Securitization Trust, Series 2023-C, Class A3 | 0.98 | -18.99 | 0.1675 | -0.0410 | |||||
| US12659TAC99 / Credit Suisse Mortgage Capital Certificates | 0.97 | -3.47 | 0.1668 | -0.0073 | |||||
| US573874AP91 / Marvell Technology Inc | 0.96 | 1.05 | 0.1650 | 0.0003 | |||||
| US010392FU79 / Alabama Power Co | 0.95 | 2.25 | 0.1634 | 0.0022 | |||||
| US912810RH32 / United States Treas Bds Bond | 0.95 | -2.27 | 0.1621 | -0.0051 | |||||
| US61946QAA94 / Mosaic Solar Loan Trust, Series 2022-1A, Class A | 0.93 | -4.43 | 0.1590 | -0.0087 | |||||
| BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25 / DBT (US09581JAT34) | 0.93 | 0.43 | 0.1587 | -0.0006 | |||||
| US29273VAR15 / Energy Transfer LP | 0.92 | 0.00 | 0.1574 | -0.0014 | |||||
| US88880LAN38 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 | 0.90 | 1.81 | 0.1545 | 0.0013 | |||||
| US68389XBY04 / Oracle Corp | 0.90 | 0.22 | 0.1536 | -0.0009 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A / ABS-O (US83206EAB39) | 0.86 | -4.22 | 0.1477 | -0.0077 | |||||
| US912834LR79 / United States Treasury Strip Coupon | 0.84 | -1.97 | 0.1446 | -0.0041 | |||||
| US03027XCE85 / American Tower Corp. | 0.84 | 0.72 | 0.1430 | -0.0003 | |||||
| SUTTER HEALTH UNSECURED 08/32 5.213 / DBT (US86944BAP85) | 0.82 | 0.1409 | 0.1409 | ||||||
| US90931CAA62 / United Airlines Pass Through Trust, Series 2019-1, Class AA | 0.82 | 0.12 | 0.1406 | -0.0010 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.82 | 0.99 | 0.1403 | 0.0003 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3T66) | 0.81 | 0.00 | 0.1394 | -0.0011 | |||||
| US90931LAA61 / United Airlines 2016-1 Class AA Pass Through Trust | 0.81 | 0.62 | 0.1386 | -0.0003 | |||||
| US06051GKW86 / Bank of America Corp. | 0.81 | 0.37 | 0.1386 | -0.0007 | |||||
| US29366WAD83 / Entergy Mississippi LLC | 0.80 | 1.14 | 0.1373 | 0.0004 | |||||
| PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A / ABS-MBS (US693987AA72) | 0.80 | -3.51 | 0.1367 | -0.0060 | |||||
| US03027XAK63 / American Tower Corp 3.375% 10/15/2026 Bond | 0.79 | 0.64 | 0.1353 | -0.0004 | |||||
| US38375UZ783 / GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB | 0.79 | -6.08 | 0.1351 | -0.0100 | |||||
| US61749LAP67 / MORGAN STANLEY MORTGAGE LOAN TRUST 2006-8AR | 0.78 | -6.05 | 0.1330 | -0.0097 | |||||
| US36179UWB42 / G2SF 5.0 MA6042 07-20-49 | 0.76 | -3.42 | 0.1308 | -0.0057 | |||||
| US3140NEYZ29 / FNMA POOL BX9727 FN 04/53 FIXED 5 | 0.76 | -3.91 | 0.1306 | -0.0065 | |||||
| US912810SW99 / United States Treasury Note/Bond | 0.76 | -2.07 | 0.1296 | -0.0037 | |||||
| US86358ECL83 / Structured Asset Investment Loan Trust, Series 2003-BC6, Class M1 | 0.71 | -6.91 | 0.1224 | -0.0101 | |||||
| S1YF34 / Synchrony Financial - Depositary Receipt (Common Stock) | 0.71 | 1.58 | 0.1210 | 0.0009 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3S83) | 0.70 | -0.42 | 0.1207 | -0.0014 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.70 | 1.15 | 0.1202 | 0.0004 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 0.70 | -0.28 | 0.1201 | -0.0014 | |||||
| US023771R919 / American Airlines 2016-3 Class AA Pass Through Trust | 0.68 | -3.68 | 0.1165 | -0.0056 | |||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 0.67 | -4.86 | 0.1142 | -0.0069 | |||||
| US38375BZS41 / Government National Mortgage Association Series 12-H29 Class SA | 0.66 | -5.44 | 0.1132 | -0.0075 | |||||
| US694308KP16 / PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34 | 0.65 | -0.62 | 0.1107 | -0.0017 | |||||
| SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP / DBT (US79588TAF75) | 0.64 | 0.47 | 0.1103 | -0.0004 | |||||
| US30326MAA36 / FS RIALTO | 0.64 | -1.98 | 0.1100 | -0.0032 | |||||
| US529043AF83 / LXP INDUSTRIAL TRUST 6.75% 11/15/2028 | 0.64 | 0.00 | 0.1089 | -0.0008 | |||||
| US02005NBU37 / Ally Financial Inc | 0.63 | 1.12 | 0.1085 | 0.0003 | |||||
| FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) | 0.62 | -6.02 | 0.1070 | -0.0077 | |||||
| TPG OPERATING GROUP II TPG OPERATING GROUP II / DBT (US872652AA01) | 0.62 | 1.47 | 0.1068 | 0.0007 | |||||
| US912810RK60 / United States Treas Bds Bond | 0.62 | -2.37 | 0.1061 | -0.0035 | |||||
| BRO / Brown & Brown, Inc. | 0.62 | 0.98 | 0.1056 | 0.0001 | |||||
| F+G GLOBAL FUNDING F+G GLOBAL FUNDING / DBT (US30321L2G69) | 0.61 | 0.16 | 0.1051 | -0.0007 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.61 | 0.83 | 0.1046 | 0.0001 | |||||
| US631005BJ39 / Narragansett Electric Co/The | 0.61 | 1.00 | 0.1043 | 0.0001 | |||||
| 69511JD28 / PACIFICORP | 0.61 | 0.50 | 0.1043 | -0.0002 | |||||
| MARS INC SR UNSECURED 144A 03/32 5 / DBT (US571676AZ85) | 0.61 | 1.00 | 0.1042 | 0.0001 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0.61 | 1.00 | 0.1040 | 0.0000 | |||||
| US745310AJ12 / PUGET ENERGY INC NEW 4.1% 06/15/2030 144A | 0.60 | 0.67 | 0.1034 | -0.0001 | |||||
| US61691EAY14 / MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB12 ASB | 0.60 | -18.29 | 0.1034 | -0.0242 | |||||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05 / DBT (US928668CP53) | 0.60 | 0.67 | 0.1034 | -0.0002 | |||||
| US681936BK50 / Omega Healthcare Investors Inc | 0.60 | 0.67 | 0.1033 | -0.0002 | |||||
| US11042CAA80 / British Airways 2021-1 Class A Pass Through Trust | 0.60 | -1.48 | 0.1028 | -0.0024 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 0.60 | 1.71 | 0.1022 | 0.0009 | |||||
| ANGEL OAK MORTGAGE TRUST AOMT 2024 4 A1 144A / ABS-MBS (US034943AA80) | 0.59 | -8.23 | 0.1013 | -0.0100 | |||||
| US38376RSG29 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H06 CL FD V/R 2.91725000 | 0.57 | -19.75 | 0.0981 | -0.0252 | |||||
| US43739EAP25 / HOMEBANC MORTGAGE TRUST HMBT 2005 1 A1 | 0.57 | -2.07 | 0.0976 | -0.0029 | |||||
| US11043XAB91 / British Airways Pass Through Trust, Series 2019-1, Class A | 0.56 | -5.59 | 0.0955 | -0.0065 | |||||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 0.55 | -11.67 | 0.0935 | -0.0132 | |||||
| US065402BA61 / BANK BANK 2019 BN18 ASB | 0.55 | -5.22 | 0.0934 | -0.0061 | |||||
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A / ABS-O (US379924AC72) | 0.54 | -14.87 | 0.0932 | -0.0172 | |||||
| US912810QY73 / United States Treas Bds Bond | 0.53 | -2.02 | 0.0914 | -0.0027 | |||||
| US138616AM99 / Cantor Fitzgerald LP | 0.53 | 0.57 | 0.0909 | -0.0002 | |||||
| SNX / TD SYNNEX Corporation | 0.53 | 2.33 | 0.0902 | 0.0013 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.52 | 0.78 | 0.0890 | -0.0001 | |||||
| US38375UXM79 / Government National Mortgage Association | 0.52 | -16.88 | 0.0887 | -0.0189 | |||||
| NLG GLOBAL FUNDING SECURED 144A 01/30 5.4 / DBT (US62915W2A05) | 0.51 | 0.98 | 0.0882 | 0.0002 | |||||
| US3140JPME21 / Fannie Mae Pool | 0.51 | -2.65 | 0.0882 | -0.0031 | |||||
| FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A / ABS-O (US30336CAG06) | 0.51 | 0.39 | 0.0877 | -0.0004 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.51 | 0.99 | 0.0877 | 0.0002 | |||||
| US00130HCH66 / AES Corp/The | 0.51 | 0.59 | 0.0875 | -0.0004 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.51 | 0.20 | 0.0870 | -0.0005 | |||||
| US05609CAA53 / BX Commercial Mortgage Trust 2021-21M | 0.51 | -55.62 | 0.0866 | -0.1100 | |||||
| AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125 / DBT (US05369AAS06) | 0.50 | 1.41 | 0.0865 | 0.0006 | |||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.50 | 0.20 | 0.0863 | -0.0006 | |||||
| CBRE SERVICES INC COMPANY GUAR 06/30 4.8 / DBT (US12505BAJ98) | 0.50 | 0.0859 | 0.0859 | ||||||
| GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2 / DBT (US36143L2Q77) | 0.50 | 0.80 | 0.0858 | -0.0001 | |||||
| HPS CORPORATE LENDING FU SR UNSECURED 144A 06/27 5.3 / DBT (US40440VAL99) | 0.50 | 0.0858 | 0.0858 | ||||||
| US55336V3087 / MPLX LP | 0.50 | 1.02 | 0.0850 | 0.0002 | |||||
| US912810TC27 / United States Treasury Note/Bond | 0.48 | -2.04 | 0.0825 | -0.0025 | |||||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.47 | -1.89 | 0.0799 | -0.0022 | |||||
| US38376REZ55 / Government National Mortgage Association | 0.45 | -10.45 | 0.0779 | -0.0098 | |||||
| US29444UBS42 / EQUINIX INC 2.5% 05/15/2031 | 0.44 | 1.61 | 0.0759 | 0.0005 | |||||
| US45660LF954 / INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1 | 0.44 | -0.90 | 0.0752 | -0.0013 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.43 | 0.94 | 0.0737 | -0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.42 | 0.72 | 0.0724 | -0.0000 | |||||
| 69511JD28 / PACIFICORP | 0.42 | 2.46 | 0.0714 | 0.0012 | |||||
| US3140X4GR15 / FNMA POOL FM1107 FN 06/49 FIXED VAR | 0.41 | -1.66 | 0.0711 | -0.0017 | |||||
| US11135FBQ37 / Broadcom Inc | 0.41 | 0.98 | 0.0710 | 0.0001 | |||||
| US912810RG58 / United States Treas Bds Bond | 0.41 | -2.14 | 0.0705 | -0.0022 | |||||
| US38376RFJ05 / Government National Mortgage Association | 0.41 | -13.50 | 0.0702 | -0.0117 | |||||
| H1FC34 / HF Sinclair Corporation - Depositary Receipt (Common Stock) | 0.41 | 0.99 | 0.0702 | 0.0002 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.41 | 0.0699 | 0.0699 | ||||||
| BGC / BGC Group, Inc. | 0.41 | 1.76 | 0.0695 | 0.0007 | |||||
| US11120VAA17 / Brixmor Operating Partnership LP | 0.41 | 1.00 | 0.0694 | 0.0001 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.40 | 1.51 | 0.0693 | 0.0004 | |||||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/30 5.75 / DBT (US85855CAK62) | 0.40 | 1.00 | 0.0691 | 0.0001 | |||||
| VICI PROPERTIES LP SR UNSECURED 04/28 4.75 / DBT (US925650AJ26) | 0.40 | 0.50 | 0.0691 | -0.0002 | |||||
| US38376RXY79 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H18 FA | 0.40 | -15.72 | 0.0689 | -0.0136 | |||||
| RGA GLOBAL FUNDING SECURED 144A 12/31 5.05 / DBT (US76209PAF09) | 0.40 | 0.50 | 0.0687 | -0.0003 | |||||
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 / DBT (US04020EAL11) | 0.40 | 0.0686 | 0.0686 | ||||||
| US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 | 0.40 | 0.76 | 0.0684 | -0.0001 | |||||
| SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3 / DBT (US871911AV54) | 0.40 | 0.0677 | 0.0677 | ||||||
| US674599DJ13 / Occidental Petroleum Corp | 0.39 | -1.26 | 0.0671 | -0.0013 | |||||
| US36179TXW07 / Ginnie Mae II Pool | 0.38 | -2.08 | 0.0646 | -0.0019 | |||||
| US31416CLT17 / Fannie Mae Pool | 0.37 | -2.11 | 0.0639 | -0.0019 | |||||
| RFR USD SOFR/2.00000 12/21/22-10Y CME / DIR (EZFXDWH0DRR4) | 0.35 | -5.22 | 0.0592 | -0.0038 | |||||
| US22541QRL85 / CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR22 3A1 | 0.33 | -1.47 | 0.0574 | -0.0013 | |||||
| US36296DP285 / Ginnie Mae I Pool | 0.33 | -4.60 | 0.0569 | -0.0033 | |||||
| US02378MAA99 / AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUS 3.500000% 02/15/2032 | 0.33 | 0.61 | 0.0565 | -0.0001 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.33 | 0.61 | 0.0563 | -0.0000 | |||||
| US38376RVV58 / Government National Mortgage Association | 0.33 | -20.00 | 0.0562 | -0.0147 | |||||
| US912810QW18 / United States Treas Bds Bond | 0.32 | -1.85 | 0.0547 | -0.0016 | |||||
| US38376RWY88 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2016-H15 CL FA V/R 2.79725000 | 0.32 | -25.81 | 0.0547 | -0.0197 | |||||
| TSNF34 / Tyson Foods, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.98 | 0.0532 | 0.0001 | |||||
| SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5 / DBT (US829932AB85) | 0.31 | 0.98 | 0.0531 | 0.0001 | |||||
| TSNF34 / Tyson Foods, Inc. - Depositary Receipt (Common Stock) | 0.31 | 0.98 | 0.0530 | -0.0000 | |||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35 / DBT (US46849LVE81) | 0.31 | 0.65 | 0.0529 | -0.0000 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.31 | 0.00 | 0.0529 | -0.0004 | |||||
| US30040WAT53 / Eversource Energy | 0.31 | 0.33 | 0.0527 | -0.0002 | |||||
| P1EG34 / Public Service Enterprise Group Incorporated - Depositary Receipt (Common Stock) | 0.31 | 0.99 | 0.0525 | 0.0002 | |||||
| US06051GLV94 / Bank of America Corp. | 0.31 | 0.00 | 0.0523 | -0.0006 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.31 | 0.99 | 0.0522 | -0.0000 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 0.30 | 0.66 | 0.0522 | -0.0000 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.30 | 0.66 | 0.0521 | -0.0001 | |||||
| EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/35 5.25 / DBT (US30036FAD33) | 0.30 | 0.66 | 0.0520 | -0.0000 | |||||
| DELL INT LLC / EMC CORP COMPANY GUAR 04/28 4.75 / DBT (US24703TAL08) | 0.30 | 0.66 | 0.0520 | -0.0001 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0.30 | 1.00 | 0.0519 | -0.0000 | |||||
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 / DBT (US04685A3V13) | 0.30 | -0.33 | 0.0518 | -0.0005 | |||||
| PYPL / PayPal Holdings, Inc. - Depositary Receipt (Common Stock) | 0.30 | 1.01 | 0.0516 | 0.0001 | |||||
| HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5 / DBT (US44107TBC99) | 0.30 | 1.02 | 0.0509 | 0.0001 | |||||
| US172967MP39 / CITIGROUP INC SR UNSECURED 03/31 VAR | 0.30 | 1.37 | 0.0508 | 0.0003 | |||||
| US31402QYY15 / Fannie Mae Pool | 0.30 | -3.58 | 0.0507 | -0.0024 | |||||
| US3128LBTX60 / FED HM LN PC POOL A77766 FG 06/38 FIXED 6 | 0.28 | -1.06 | 0.0481 | -0.0009 | |||||
| US38376REV42 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H17 FL | 0.28 | -19.24 | 0.0476 | -0.0118 | |||||
| US07386HSY89 / Bear Stearns ALT-A Trust 2005-4 | 0.28 | -2.14 | 0.0472 | -0.0014 | |||||
| US67571QAB68 / Octane Receivables Trust 2023-2 | 0.26 | -43.76 | 0.0441 | -0.0349 | |||||
| US31398LN381 / FREDDIE MAC FHR 3609 F | 0.25 | -4.62 | 0.0426 | -0.0024 | |||||
| US552754AA14 / MFA 2020-NQM1 TRUST SER 2020-NQM1 CL A1 V/R REGD 144A P/P 0.00000000 | 0.23 | -9.24 | 0.0388 | -0.0043 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.22 | 1.39 | 0.0377 | 0.0002 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.22 | 1.40 | 0.0372 | 0.0002 | |||||
| US546676AZ04 / Louisville Gas and Electric Co | 0.21 | 0.98 | 0.0354 | 0.0001 | |||||
| SYY / Sysco Corporation - Depositary Receipt (Common Stock) | 0.21 | 0.99 | 0.0351 | 0.0000 | |||||
| SIGIP / Selective Insurance Group, Inc. - Preferred Stock | 0.20 | 1.49 | 0.0350 | 0.0002 | |||||
| USU5009LAZ32 / Kraft Heinz Foods Co | 0.20 | 0.50 | 0.0349 | -0.0000 | |||||
| CENTERPOINT ENER HOUSTON GENL REF MOR 03/30 4.8 / DBT (US15189XBG25) | 0.20 | 1.00 | 0.0349 | 0.0001 | |||||
| US07274EAH62 / Bayer US Finance LLC | 0.20 | 0.00 | 0.0348 | -0.0004 | |||||
| SODEXO INC COMPANY GUAR 144A 08/30 5.15 / DBT (US833794AC42) | 0.20 | 0.0348 | 0.0348 | ||||||
| US29717PAQ00 / Essex Portfolio LP | 0.20 | 1.50 | 0.0348 | 0.0001 | |||||
| M1CH34 / Microchip Technology Incorporated - Depositary Receipt (Common Stock) | 0.20 | 1.00 | 0.0346 | -0.0000 | |||||
| AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95 / DBT (US02666TAK34) | 0.20 | 0.0346 | 0.0346 | ||||||
| LPL HOLDINGS INC COMPANY GUAR 04/28 4.9 / DBT (US50212YAN40) | 0.20 | 0.0345 | 0.0345 | ||||||
| Z1BH34 / Zimmer Biomet Holdings, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.50 | 0.0344 | -0.0001 | |||||
| VICI PROPERTIES LP SR UNSECURED 11/31 5.125 / DBT (US925650AH69) | 0.20 | 1.52 | 0.0343 | 0.0002 | |||||
| KILROY REALTY LP COMPANY GUAR 01/36 6.25 / DBT (US49427RAS13) | 0.20 | 0.51 | 0.0342 | -0.0001 | |||||
| OCSL / Oaktree Specialty Lending Corporation | 0.20 | -0.50 | 0.0340 | -0.0005 | |||||
| US03027XAU46 / American Tower Corp. | 0.20 | 0.52 | 0.0335 | -0.0000 | |||||
| US3138ENEW53 / Fannie Mae Pool | 0.20 | -4.88 | 0.0335 | -0.0021 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.20 | -0.51 | 0.0334 | -0.0004 | |||||
| US268668AA87 / EMC Mortgage Loan Trust 2001-A | 0.19 | -4.43 | 0.0332 | -0.0019 | |||||
| US09951LAA17 / Booz Allen Hamilton Inc | 0.19 | 2.11 | 0.0332 | 0.0004 | |||||
| US345397YT41 / Ford Motor Credit Co. LLC | 0.19 | 1.58 | 0.0331 | 0.0001 | |||||
| US3617AU6S46 / GNMA POOL BB4481 GN 07/47 FIXED 5 | 0.19 | -0.52 | 0.0330 | -0.0005 | |||||
| US912834LX48 / United States Treasury Strip Coupon | 0.19 | -2.06 | 0.0326 | -0.0010 | |||||
| US345397B512 / Ford Motor Credit Co LLC | 0.19 | 1.08 | 0.0321 | 0.0001 | |||||
| US36241KW530 / Ginnie Mae I Pool | 0.18 | -3.16 | 0.0317 | -0.0012 | |||||
| US07384M3X88 / Bear Stearns ARM Trust 2004-10 | 0.17 | -2.31 | 0.0291 | -0.0008 | |||||
| US912834KP23 / United States Treasury Strip Coupon | 0.17 | -1.18 | 0.0288 | -0.0006 | |||||
| US912834LB28 / United States Treasury Strip Coupon | 0.17 | -1.76 | 0.0287 | -0.0008 | |||||
| US912810QN19 / United Sates Treasury Bond Bond | 0.16 | -1.82 | 0.0278 | -0.0007 | |||||
| US38376RTJ58 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB | 0.15 | -18.18 | 0.0263 | -0.0061 | |||||
| US3132A9VH75 / FNCI UMBS 3.5 ZS8716 09-01-33 | 0.15 | -5.00 | 0.0261 | -0.0016 | |||||
| US3138A2UF49 / Fannie Mae Pool | 0.15 | -0.67 | 0.0256 | -0.0003 | |||||
| US38376RLJ31 / Government National Mortgage Association | 0.15 | -9.70 | 0.0256 | -0.0030 | |||||
| US31418DB439 / Fannie Mae Pool | 0.14 | -3.40 | 0.0244 | -0.0011 | |||||
| US3128M75R30 / Freddie Mac Gold Pool | 0.14 | -2.80 | 0.0239 | -0.0008 | |||||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | 0.14 | -9.21 | 0.0238 | -0.0026 | |||||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 0.14 | -10.97 | 0.0237 | -0.0033 | |||||
| US36179TV774 / Ginnie Mae II Pool | 0.13 | -2.94 | 0.0227 | -0.0008 | |||||
| US3128M8TX24 / Freddie Mac Gold Pool | 0.13 | -2.26 | 0.0223 | -0.0008 | |||||
| US12657VAA08 / CSWF 2021-SOP2 | 0.13 | -85.28 | 0.0215 | -0.1253 | |||||
| US16678RCC97 / CCMFC 2004-4A A1 | 0.13 | -1.57 | 0.0215 | -0.0005 | |||||
| US86358ELZ78 / Structured Asset Investment Loan Trust | 0.12 | -3.12 | 0.0213 | -0.0008 | |||||
| US3128M8HP28 / Freddie Mac Gold Pool | 0.12 | -3.15 | 0.0212 | -0.0008 | |||||
| US3132ADRY66 / Freddie Mac Pool | 0.12 | -6.15 | 0.0209 | -0.0016 | |||||
| US31410G2H50 / Fannie Mae Pool | 0.12 | -0.83 | 0.0205 | -0.0003 | |||||
| US31419BMP75 / Fannie Mae Pool | 0.12 | -1.67 | 0.0204 | -0.0004 | |||||
| US81377JAB98 / Securitized Asset Backed Receivables LLC Trust 2007-HE1 | 0.12 | -0.85 | 0.0202 | -0.0003 | |||||
| US912834LK27 / United States Treasury Strip Coupon | 0.12 | -1.68 | 0.0201 | -0.0006 | |||||
| US31413BU582 / FNMA POOL 940804 FN 07/37 FIXED 6 | 0.12 | -0.86 | 0.0197 | -0.0004 | |||||
| US31418CZC18 / Fannie Mae Pool | 0.11 | -5.04 | 0.0194 | -0.0012 | |||||
| US31392GVX05 / FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1 | 0.11 | -2.63 | 0.0191 | -0.0006 | |||||
| US84858WAA45 / Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA | 0.11 | -2.65 | 0.0190 | -0.0005 | |||||
| RFR USD SOFR/3.60364 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.11 | 66.67 | 0.0188 | 0.0073 | |||||
| US312945ZY73 / Freddie Mac Gold Pool | 0.11 | -2.73 | 0.0184 | -0.0007 | |||||
| US46590JAX54 / JPMBB Commercial Mortgage Securities Trust 2015-C32 | 0.11 | -36.75 | 0.0180 | -0.0108 | |||||
| US31418C2X11 / Fannie Mae Pool | 0.10 | -4.59 | 0.0179 | -0.0011 | |||||
| NEW YORK NY NYC 02/55 FIXED 6.385 / DBT (US64966SNJ14) | 0.10 | 0.0178 | 0.0178 | ||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.10 | 0.0177 | 0.0177 | ||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.10 | 0.0175 | 0.0175 | ||||||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 0.10 | 0.0174 | 0.0174 | ||||||
| EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7 / DBT (US30036FAE16) | 0.10 | 1.00 | 0.0173 | -0.0000 | |||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.10 | 0.00 | 0.0172 | -0.0002 | |||||
| US3128MJ3T51 / FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC | 0.10 | -0.99 | 0.0172 | -0.0004 | |||||
| GENERAL MOTORS COMPANY SNR S* ICE / DCR (EZ0F3ZJ20784) | 0.10 | -4.90 | 0.0167 | -0.0010 | |||||
| US3617MR3L62 / GNMA POOL BT3503 GN 02/50 FIXED 4 | 0.09 | -1.12 | 0.0152 | -0.0003 | |||||
| CMLTI / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2003 HE3 A | 0.09 | -15.69 | 0.0148 | -0.0029 | |||||
| US912834KV90 / United States Treasury Strip Coupon | 0.08 | -1.23 | 0.0138 | -0.0003 | |||||
| US31415PYW21 / Fannie Mae Pool | 0.08 | 0.00 | 0.0137 | -0.0002 | |||||
| US38375BVS86 / GNR 12-H20 PT FRN 07-20-62 | 0.08 | -23.30 | 0.0137 | -0.0042 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.08 | 0.0129 | 0.0129 | ||||||
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A2 144A / ABS-O (US92891PAC77) | 0.07 | -61.46 | 0.0128 | -0.0205 | |||||
| US31418DG891 / FNMA POOL MA3822 FN 09/29 FIXED 3.5 | 0.07 | -12.94 | 0.0127 | -0.0020 | |||||
| US3132GRP960 / FED HM LN PC POOL Q06448 FG 02/42 FIXED 4 | 0.07 | -1.35 | 0.0126 | -0.0002 | |||||
| US06051GDM87 / Banc of America Funding 2005-D Trust | 0.07 | -5.56 | 0.0117 | -0.0008 | |||||
| AES CORPORATION SNR S* ICE / DCR (000000000) | 0.07 | 0.0116 | 0.0116 | ||||||
| US3128M6SU38 / Freddie Mac Gold Pool | 0.06 | -3.03 | 0.0110 | -0.0004 | |||||
| US76111XG987 / RFMSI Series 2006-SA1 Trust | 0.06 | -1.64 | 0.0104 | -0.0002 | |||||
| US92922F4M79 / WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | 0.06 | -4.84 | 0.0103 | -0.0006 | |||||
| US3128M5A757 / FGOLD 30YR GIANT | 0.06 | -1.72 | 0.0098 | -0.0003 | |||||
| RFR USD SOFR/3.60806 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.06 | -15.15 | 0.0096 | -0.0019 | |||||
| US3133TPB817 / FREDDIE MAC FHR 2237 ZA | 0.05 | -5.26 | 0.0094 | -0.0005 | |||||
| US3132AECH71 / FNCI UMBS 3.5 ZT1872 04-01-34 | 0.05 | -3.70 | 0.0090 | -0.0004 | |||||
| US36241KN612 / Ginnie Mae I Pool | 0.05 | -3.70 | 0.0089 | -0.0005 | |||||
| US31410YRF33 / FNMA POOL 901486 FN 11/36 FIXED 6 | 0.05 | -2.00 | 0.0085 | -0.0002 | |||||
| US3622A2FL19 / Ginnie Mae I Pool | 0.05 | -2.00 | 0.0084 | -0.0003 | |||||
| US81743XAA72 / Sequoia Mortgage Trust 6 | 0.05 | -11.11 | 0.0083 | -0.0012 | |||||
| US31403DD486 / FNMA POOL 745423 FN 04/36 FIXED VAR | 0.05 | -2.08 | 0.0082 | -0.0002 | |||||
| US3138A2VH95 / UMBS | 0.05 | -6.00 | 0.0081 | -0.0006 | |||||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.05 | -4.17 | 0.0080 | -0.0004 | |||||
| US31410GTY97 / FNMA POOL 888967 FN 12/37 FIXED VAR | 0.05 | -4.26 | 0.0079 | -0.0003 | |||||
| US3617L7K736 / Ginnie Mae I Pool | 0.04 | -12.24 | 0.0075 | -0.0010 | |||||
| RFR USD SOFR/3.28000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.04 | 366.67 | 0.0073 | 0.0058 | |||||
| EZWLHWP69KK1 / GENERAL MOTORS COMPANY SNR S* ICE | 0.04 | -14.58 | 0.0072 | -0.0013 | |||||
| US3128M5NP15 / Freddie Mac Gold Pool | 0.04 | -2.38 | 0.0071 | -0.0003 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.04 | -2.63 | 0.0064 | -0.0003 | |||||
| US31391HT464 / Fannie Mae Pool | 0.04 | -7.69 | 0.0063 | -0.0004 | |||||
| US38376RMX16 / GNMA_15-H31 | 0.04 | 0.00 | 0.0063 | -0.0000 | |||||
| US3132GRF300 / FED HM LN PC POOL Q06186 FG 02/42 FIXED 4 | 0.03 | -2.86 | 0.0060 | -0.0001 | |||||
| US31396L4R81 / FNMA, REMIC, Series 2006-118, Class A1 | 0.03 | -2.94 | 0.0058 | -0.0001 | |||||
| US31418C5V28 / UMBS, 15 Year | 0.03 | -5.71 | 0.0058 | -0.0003 | |||||
| US126670JY52 / COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A | 0.03 | 0.00 | 0.0058 | -0.0001 | |||||
| US31392UEE01 / FREDDIE MAC FHR 2504 Z | 0.03 | -2.94 | 0.0057 | -0.0002 | |||||
| US3140X5BL64 / FNMA UMBS, 15 Year | 0.03 | -8.57 | 0.0056 | -0.0005 | |||||
| RFR USD SOFR/3.61882 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.03 | -53.03 | 0.0054 | -0.0061 | |||||
| US924933AA27 / Veros Auto Receivables Trust, Series 2023-1, Class A | 0.03 | -66.30 | 0.0054 | -0.0105 | |||||
| RFR USD SOFR/3.53200 08/20/24-10Y LCH / DIR (EZ4ZGS2N23W5) | 0.03 | -24.39 | 0.0053 | -0.0019 | |||||
| US36297KH871 / GNMA POOL 714055 GN 05/39 FIXED 5 | 0.03 | 0.00 | 0.0052 | -0.0001 | |||||
| US31406BAA89 / FNMA POOL 804701 FN 01/35 FLOATING VAR | 0.03 | -3.33 | 0.0050 | -0.0002 | |||||
| US3128MJ3B44 / Freddie Mac Gold Pool | 0.03 | -3.45 | 0.0050 | -0.0002 | |||||
| RFR USD SOFR/3.55500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.03 | -26.32 | 0.0049 | -0.0018 | |||||
| US36225CMC72 / GNMA II POOL 080354 G2 12/29 FLOATING VAR | 0.03 | -3.45 | 0.0048 | -0.0003 | |||||
| RFR USD SOFR/3.60933 03/01/24-9Y* LCH / DIR (EZPPGS20SB55) | 0.03 | -59.09 | 0.0047 | -0.0068 | |||||
| US3128LXMR85 / Freddie Mac Gold Pool | 0.03 | -3.57 | 0.0047 | -0.0002 | |||||
| RFR USD SOFR/3.56500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.03 | -28.95 | 0.0047 | -0.0020 | |||||
| US3128M5BG44 / FED HM LN PC POOL G03339 FG 08/37 FIXED 6 | 0.03 | 0.00 | 0.0046 | -0.0001 | |||||
| US31404VW205 / FNMA POOL 780165 FN 05/34 FIXED 5.5 | 0.03 | -3.70 | 0.0046 | -0.0001 | |||||
| US36296URM44 / GNMA POOL 701692 GN 02/39 FIXED 5 | 0.03 | 0.00 | 0.0045 | -0.0001 | |||||
| US3132D53J98 / Freddie Mac Pool | 0.03 | -3.70 | 0.0045 | -0.0002 | |||||
| US3140J6GM33 / FANNIE MAE 4% 10/01/2047 FNL | 0.03 | -3.85 | 0.0044 | -0.0001 | |||||
| US3128P7QS51 / Freddie Mac Gold Pool | 0.03 | -7.41 | 0.0044 | -0.0003 | |||||
| US17307GW795 / Citigroup Mortgage Loan Trust 2005-11 | 0.02 | 0.00 | 0.0042 | -0.0001 | |||||
| US31418DAL64 / Fannie Mae Pool | 0.02 | -4.00 | 0.0041 | -0.0002 | |||||
| US31407HL614 / FNMA POOL 831149 FN 12/35 FIXED 6 | 0.02 | 0.00 | 0.0041 | -0.0001 | |||||
| US3128M56F29 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0040 | -0.0000 | |||||
| EZW8XKN63668 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.02 | -15.38 | 0.0038 | -0.0007 | |||||
| US3140X6NS62 / FNMA POOL FM3100 FN 02/35 FIXED VAR | 0.02 | -4.55 | 0.0038 | -0.0002 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.02 | 0.0038 | 0.0038 | ||||||
| RFR USD SOFR/3.59500 08/19/24-10Y LCH / DIR (EZN7CQ0TS3K8) | 0.02 | -34.37 | 0.0037 | -0.0019 | |||||
| US3128P7PJ61 / FED HM LN PC POOL C91325 FG 08/30 FIXED 4 | 0.02 | -4.55 | 0.0037 | -0.0003 | |||||
| RFR USD SOFR/3.24000 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.02 | 133.33 | 0.0036 | 0.0021 | |||||
| US3132AEKD75 / Freddie Mac Pool | 0.02 | 0.00 | 0.0036 | -0.0002 | |||||
| US3128P7LR24 / Freddie Mac Gold Pool | 0.02 | -9.09 | 0.0035 | -0.0004 | |||||
| US312941D207 / FED HM LN PC POOL A92821 FG 07/40 FIXED 5 | 0.02 | -4.76 | 0.0035 | -0.0001 | |||||
| RFR USD SOFR/3.8724* 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.02 | -433.33 | 0.0035 | 0.0046 | |||||
| EZNNZGXLPF67 / HESS CORPORATION SNR S* ICE | 0.02 | -17.39 | 0.0034 | -0.0007 | |||||
| RFR USD SOFR/3.81358 03/10/25-30Y* LCH / DIR (EZD73F8JTWY7) | 0.02 | -272.73 | 0.0033 | 0.0054 | |||||
| US31394ALL88 / FANNIEMAE WHOLE LOAN FNW 2004 W8 2A | 0.02 | -5.00 | 0.0033 | -0.0003 | |||||
| US31417Y3N59 / Fannie Mae Pool | 0.02 | -10.00 | 0.0032 | -0.0003 | |||||
| US07384MTN29 / Bear Stearns ARM Trust 2003-1 | 0.02 | -5.56 | 0.0030 | -0.0001 | |||||
| US31405PRS10 / Fannie Mae Pool | 0.02 | -5.56 | 0.0030 | -0.0001 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZL2Z9F4XSP5) | 0.02 | -5.56 | 0.0030 | -0.0002 | |||||
| US3128KWH553 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0029 | -0.0000 | |||||
| US35729NAB10 / Fremont Home Loan Trust, Series 2006-E, Class 2A1 | 0.02 | 0.00 | 0.0029 | -0.0000 | |||||
| EZRRBYCX3652 / BOEING CO/THE SNR S* ICE | 0.02 | 0.00 | 0.0029 | 0.0001 | |||||
| RFR USD SOFR/3.55000 08/21/24-10Y LCH / DIR (EZHZRCBWPB39) | 0.02 | -30.43 | 0.0029 | -0.0011 | |||||
| US31416Q6H37 / Fannie Mae Pool | 0.02 | -5.88 | 0.0028 | -0.0001 | |||||
| US36225CDM55 / GNMA II POOL 080107 G2 08/27 FLOATING VAR | 0.02 | -11.11 | 0.0028 | -0.0003 | |||||
| EZZVSNMRWDZ0 / GENERAL ELECTRIC COMPANY SNR S* ICE | 0.02 | -20.00 | 0.0028 | -0.0008 | |||||
| US36225CDA18 / GNMA II POOL 080096 G2 07/27 FLOATING VAR | 0.02 | -11.11 | 0.0027 | -0.0005 | |||||
| US3128P7N332 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0027 | -0.0002 | |||||
| RFR USD SOFR/3.47000 09/04/24-10Y LCH / DIR (EZSXZYY2VD17) | 0.02 | -25.00 | 0.0027 | -0.0008 | |||||
| US31394VL730 / Fannie Mae REMICS | 0.02 | -6.25 | 0.0027 | -0.0001 | |||||
| US3128M5H455 / Freddie Mac Gold Pool | 0.02 | 0.00 | 0.0026 | -0.0001 | |||||
| US36296AVV33 / GNMA POOL 685628 GN 04/38 FIXED 5 | 0.02 | 0.00 | 0.0026 | -0.0001 | |||||
| US74160MDL37 / Prime Mortgage Trust 2004-CL1 | 0.01 | -6.67 | 0.0025 | -0.0003 | |||||
| US912834KH07 / United States Treasury Strip Coupon | 0.01 | -7.14 | 0.0024 | -0.0001 | |||||
| US31404EFS00 / FNMA POOL 766177 FN 02/34 FIXED 5.5 | 0.01 | 0.00 | 0.0022 | -0.0001 | |||||
| US3128M6RW03 / Freddie Mac Gold Pool | 0.01 | -7.69 | 0.0022 | -0.0001 | |||||
| US31417LBK08 / FNMA POOL AC1841 FN 09/39 FIXED 4.5 | 0.01 | -7.69 | 0.0022 | -0.0001 | |||||
| US31410FYU38 / Fannie Mae Pool | 0.01 | -7.69 | 0.0022 | -0.0001 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZC4SH442RJ4) | 0.01 | -7.69 | 0.0022 | -0.0002 | |||||
| RFR USD SOFR/3.56900 08/14/24-10Y LCH / DIR (EZBVMXZPZB61) | 0.01 | -29.41 | 0.0021 | -0.0009 | |||||
| US07387AFZ30 / Bear Stearns ARM Trust 2005-12 | 0.01 | 0.00 | 0.0020 | -0.0000 | |||||
| US3128M4M672 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0020 | -0.0000 | |||||
| US3132AD4R60 / FNCI UMBS 3.5 ZT1732 02-01-34 | 0.01 | -9.09 | 0.0018 | -0.0001 | |||||
| RFR USD SOFR/3.84598 03/20/25-30Y* LCH / DIR (EZGJ99MVMFL2) | 0.01 | -266.67 | 0.0018 | 0.0030 | |||||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.01 | -9.09 | 0.0018 | -0.0001 | |||||
| US3128KUGS03 / FED HM LN PC POOL A63809 FG 08/37 FIXED 6 | 0.01 | 0.00 | 0.0015 | -0.0000 | |||||
| US3128M74F01 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0015 | -0.0000 | |||||
| US3128M6AX68 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0015 | -0.0000 | |||||
| US31407YK405 / Fannie Mae Pool | 0.01 | -12.50 | 0.0014 | -0.0000 | |||||
| RFR USD SOFR/3.27750 09/16/24-10Y LCH / DIR (EZH06W9H2QV9) | 0.01 | -22.22 | 0.0013 | -0.0002 | |||||
| US3128M5WA45 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0013 | -0.0000 | |||||
| US31416XX963 / FNMA POOL AB2503 FN 03/31 FIXED 4.5 | 0.01 | -12.50 | 0.0013 | -0.0001 | |||||
| US31418DJL73 / FNMA 15YR 3.5% 12/01/2034#MA3866 | 0.01 | -12.50 | 0.0013 | -0.0001 | |||||
| US36241KGU60 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0013 | -0.0001 | |||||
| US31410G2F94 / Fannie Mae Pool | 0.01 | -14.29 | 0.0012 | -0.0000 | |||||
| US312938NJ83 / FED HM LN PC POOL A90393 FG 12/39 FIXED 5 | 0.01 | 0.00 | 0.0011 | -0.0000 | |||||
| US31288CA430 / FED HM LN PC POOL C73627 FG 11/32 FIXED 6 | 0.01 | 0.00 | 0.0011 | -0.0001 | |||||
| US3128P7RJ44 / FED HM LN PC POOL C91389 FG 08/31 FIXED 4 | 0.01 | 0.00 | 0.0011 | -0.0001 | |||||
| US3128M5RA00 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0010 | -0.0000 | |||||
| US31414CGL63 / FNMA POOL 962003 FN 03/38 FIXED 5.5 | 0.01 | 0.00 | 0.0010 | -0.0000 | |||||
| US36241KKS68 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0010 | -0.0000 | |||||
| US36225CCY03 / Ginnie Mae II Pool | 0.01 | -28.57 | 0.0010 | -0.0003 | |||||
| US31376KHD19 / Fannie Mae Pool | 0.01 | 0.00 | 0.0010 | -0.0001 | |||||
| US36291YVQ78 / GNMA POOL 642423 GN 11/35 FIXED 5 | 0.01 | 0.00 | 0.0010 | -0.0000 | |||||
| US36241KA734 / Ginnie Mae I Pool | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| US31419FGN06 / FNMA POOL AE4704 FN 09/30 FIXED 4.5 | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| US31417YSY40 / Fannie Mae Pool | 0.01 | 0.00 | 0.0009 | -0.0001 | |||||
| US3132AEG671 / FHLG 15YR 3.5% 05/01/2034#ZT2021 | 0.01 | 0.00 | 0.0009 | -0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.01 | 25.00 | 0.0009 | 0.0000 | |||||
| US36179UKZ48 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0008 | -0.0000 | |||||
| US3620C1A223 / GNMA POOL 745325 GN 08/40 FIXED 5 | 0.00 | 0.00 | 0.0008 | -0.0000 | |||||
| US31406AWK41 / Federal National Mortgage Association | 0.00 | 0.00 | 0.0008 | -0.0001 | |||||
| US3620AYT890 / GNMA POOL 744075 GN 06/41 FIXED 5 | 0.00 | 0.00 | 0.0008 | -0.0000 | |||||
| US36225CBQ87 / Ginnie Mae II Pool | 0.00 | -20.00 | 0.0008 | -0.0001 | |||||
| US31415B3T48 / FNMA POOL 982410 FN 04/38 FIXED 6 | 0.00 | 0.00 | 0.0007 | -0.0000 | |||||
| RFR USD SOFR/3.60000 01/17/24-10Y LCH / DIR (EZ3PH80XK7T0) | 0.00 | -60.00 | 0.0007 | -0.0011 | |||||
| US31418DFK37 / FNMA POOL MA3769 FN 09/34 FIXED 3.5 | 0.00 | 0.00 | 0.0007 | -0.0000 | |||||
| US36200JHK97 / GNMA POOL 602434 GN 03/35 FIXED 5 | 0.00 | -25.00 | 0.0007 | -0.0000 | |||||
| US36200JJ501 / GNMA POOL 602484 GN 12/35 FIXED 5 | 0.00 | 0.00 | 0.0007 | -0.0000 | |||||
| US36291XXK08 / GNMA POOL 641582 GN 08/35 FIXED 5 | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US617463AA25 / Morgan Stanley IXIS Real Estate Capital Trust 2006-2 | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138EGG576 / FANNIE MAE 3.963% 04/01/2041 FAR FNARM | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US3128M5Q522 / FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2038 FHLMC G30 | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US3140QBQV31 / FNMA POOL CA4067 FN 08/34 FIXED 3.5 | 0.00 | 0.00 | 0.0006 | -0.0001 | |||||
| RFR USD SOFR/3.60500 08/28/24-10Y LCH / DIR (EZT3B05TS4Z8) | 0.00 | -92.11 | 0.0006 | -0.0061 | |||||
| US3128M7HN96 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US31295LBG68 / FED HM LN PC POOL 787239 FH 07/30 FLOATING VAR | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| RFR USD SOFR/3.71500 08/07/24-10Y LCH / DIR (EZ2H268MSWS8) | 0.00 | -72.73 | 0.0006 | -0.0014 | |||||
| US36292HJJ32 / GNMA POOL 649265 GN 11/35 FIXED 5 | 0.00 | 0.00 | 0.0006 | -0.0000 | |||||
| US31418C7A62 / UMBS, 15 Year | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US3128M7PQ36 / FED HM LN PC POOL G05531 FG 08/38 FIXED 6 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US36225B6B92 / GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
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| US31412RAL15 / FNMA POOL 932511 FN 02/40 FIXED 5.5 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US36292BPM27 / GNMA POOL 644028 GN 08/35 FIXED 5 | 0.00 | -33.33 | 0.0005 | -0.0000 | |||||
| US3128M5GM66 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US31407KGK97 / FNMA POOL 832802 FN 09/35 FLOATING VAR | 0.00 | -71.43 | 0.0005 | -0.0007 | |||||
| US36292HR620 / GNMA POOL 649509 GN 10/35 FIXED 5 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US3128M6SG44 / FED HM LN PC POOL G04719 FG 01/38 FIXED 5.5 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US36292FWA10 / GNMA POOL 647841 GN 10/35 FIXED 5 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| US36225CCN48 / GNMA II POOL 080076 G2 05/27 FLOATING VAR | 0.00 | -33.33 | 0.0005 | -0.0001 | |||||
| US36225CPL45 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| US3128M6AU20 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| US31403DWH87 / Fannie Mae Pool | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| US3128L15M88 / FED HM LN PC POOL A69852 FG 12/37 FIXED 5.5 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
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| US31418DBA90 / UMBS | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| US3128M6NE41 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZSQ5BJRJBN9) | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| US36292FSX68 / GNMA POOL 647734 GN 08/35 FIXED 5 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US31415QAV86 / FNMA POOL 985720 FN 06/38 FIXED 5.5 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| US31390RXM05 / FNMA POOL 654184 FN 10/32 FIXED 6 | 0.00 | 0.00 | 0.0003 | -0.0001 | |||||
| US36291NRF05 / GNMA POOL 633286 GN 11/35 FIXED 5 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31405UXK05 / FNMA POOL 799982 FN 12/34 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US3128KKFS30 / FED HM LN PC POOL A56477 FG 01/37 FIXED 6 | 0.00 | 0.00 | 0.0002 | -0.0001 | |||||
| US3128M6AR90 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31404UMY37 / FNMA POOL 778975 FN 06/34 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31371LTV17 / FNMA 30YR | 0.00 | 0.0002 | -0.0000 | ||||||
| RFR USD SOFR/3.64750 01/08/24-10Y LCH / DIR (EZG7FCZ335H8) | 0.00 | -100.00 | 0.0002 | -0.0012 | |||||
| US31417YTV91 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US3128M5W553 / FED HM LN PC POOL G03968 FG 12/36 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US3138A5AW23 / FNMA POOL AH3620 FN 01/26 FIXED 3.5 | 0.00 | -100.00 | 0.0001 | -0.0001 | |||||
| US31410GRK12 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31385XAS62 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US3128KUG500 / Freddie Mac Gold Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US312926M399 / FED HM LN PC POOL A80378 FG 12/36 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31402X4D54 / FNMA POOL 741620 FN 10/33 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US12669GHG91 / COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1 | 0.00 | 0.0001 | -0.0000 | ||||||
| US3138A3DJ37 / FNMA POOL AH1904 FN 03/26 FIXED 4 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31407HUA21 / FNMA POOL 831377 FN 04/36 FIXED 6.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31411WDB00 / FNMA POOL 916398 FN 05/37 FIXED 6.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US36202KUY99 / Ginnie Mae II Pool | 0.00 | -100.00 | 0.0001 | -0.0002 | |||||
| US31405PGB04 / FNMA POOL 794994 FN 10/34 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31400HJ530 / FNMA POOL 687984 FN 03/33 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31402VKA79 / FNMA POOL 739289 FN 09/33 FIXED 5.5 | 0.00 | 0.0001 | -0.0000 | ||||||
| US31391ABE82 / FNMA POOL 660737 FN 07/31 FIXED 6.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3132A74F58 / FED HM LN PC POOL ZS7122 FR 08/27 FIXED 3.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M5K582 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202KXR12 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M6PK82 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385PRQ99 / FNMA POOL 548695 FN 10/30 FIXED 8 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36225CC797 / GNMA II POOL 080093 G2 07/27 FLOATING VAR | 0.00 | 0.0000 | -0.0000 | ||||||
| US31416KNZ74 / FNMA POOL AA2207 FN 03/39 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3138AAYJ48 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31391TDF21 / FNMA POOL 676102 FN 12/32 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128M6PP79 / FED HM LN PC POOL G04630 FG 11/29 FIXED 6 | 0.00 | 0.0000 | -0.0000 | ||||||
| US36206FAB85 / GOVT NATL MORTG ASSN 7.50% 09/15/2025 GNMA SF | 0.00 | 0.0000 | -0.0000 | ||||||
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| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 66.67 | -0.0018 | -0.0006 | |||||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.01 | 66.67 | -0.0018 | -0.0007 | |||||
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| RFR USD SOFR/3.99400 07/02/24-10Y LCH / DIR (EZ6F7BKB3SW9) | -0.02 | 53.33 | -0.0041 | -0.0015 | |||||
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| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -1.14 | -0.1952 | -0.1952 | ||||||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -2.55 | -0.4373 | -0.4373 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -5.33 | -0.9130 | -0.9130 | ||||||
| REVERSE REPO JPM CHASE / RA (000000000) | -5.56 | -0.9530 | -0.9530 | ||||||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -27.10 | -4.6408 | -4.6408 | ||||||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -53.71 | -9.1986 | -9.1986 |
