Mga Batayang Estadistika
| Nilai Portofolio | $ 161,545,393 |
| Posisi Saat Ini | 429 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
WAARX - Western Asset Total Return Unconstrained Fund Class I telah mengungkapkan total kepemilikan 429 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 161,545,393 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama WAARX - Western Asset Total Return Unconstrained Fund Class I adalah WA Premier Institutional Government Reserves - Premium Shares (US:US52470G4947) , Fannie Mae or Freddie Mac (US:US01F0306609) , United Sates Treasury Bond Bond (US:US912810QN19) , Uniform Mortgage-Backed Security, TBA (US:US01F0426654) , and United States Treas Bds Bond (US:US912810RD28) . Posisi baru WAARX - Western Asset Total Return Unconstrained Fund Class I meliputi: Fannie Mae or Freddie Mac (US:US01F0306609) , United Sates Treasury Bond Bond (US:US912810QN19) , Uniform Mortgage-Backed Security, TBA (US:US01F0426654) , United States Treas Bds Bond (US:US912810RD28) , and Ginnie Mae (US:US21H0526606) .
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 |
|---|---|---|---|---|
| 12.13 | 8.9183 | 8.9183 | ||
| 12.85 | 9.4509 | 6.2718 | ||
| 2.13 | 1.5663 | 2.8480 | ||
| 3.77 | 2.7749 | 1.5278 | ||
| 0.93 | 0.6823 | 0.6823 | ||
| 2.35 | 1.7276 | 0.6810 | ||
| 0.46 | 0.3406 | 0.3406 | ||
| 0.45 | 0.3282 | 0.3282 | ||
| 0.42 | 0.3088 | 0.3088 | ||
| 0.33 | 0.2415 | 0.2415 |
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 |
|---|---|---|---|---|
| 17.92 | 17.92 | 13.1772 | -5.7153 | |
| 1.36 | 0.9990 | -3.3790 | ||
| 0.82 | 0.6026 | -1.7800 | ||
| 1.13 | 0.8307 | -1.7018 | ||
| 0.23 | 0.1715 | -1.3201 | ||
| 0.71 | 0.5199 | -1.0289 | ||
| 0.44 | 0.3204 | -0.8301 | ||
| 2.98 | 2.1910 | -0.3233 | ||
| 0.23 | 0.1678 | -0.1934 | ||
| -0.25 | -0.1874 | -0.1874 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-07-23 untuk periode pelaporan 2025-05-30. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US52470G4947 / WA Premier Institutional Government Reserves - Premium Shares | 17.92 | -33.56 | 17.92 | -33.56 | 13.1772 | -5.7153 | |||
| US01F0306609 / Fannie Mae or Freddie Mac | 12.85 | 73.65 | 9.4509 | 6.2718 | |||||
| US912810QN19 / United Sates Treasury Bond Bond | 12.13 | 8.9183 | 8.9183 | ||||||
| US01F0426654 / Uniform Mortgage-Backed Security, TBA | 3.77 | 29.97 | 2.7749 | 1.5278 | |||||
| US912810RD28 / United States Treas Bds Bond | 3.09 | -4.87 | 2.2695 | -0.0035 | |||||
| US21H0526606 / Ginnie Mae | 2.98 | -49.10 | 2.1910 | -0.3233 | |||||
| US91282CJR34 / United States Treasury Note/Bond - When Issued | 2.41 | 0.42 | 1.7714 | 0.0909 | |||||
| US21H0626695 / GINNIE MAE | 2.35 | -3.57 | 1.7276 | 0.6810 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.24 | 5.12 | 1.6472 | 0.1544 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.20 | -0.32 | 1.6172 | 0.0714 | |||||
| United States Treasury Note/Bond / DBT (US91282CJX02) | 2.18 | 0.14 | 1.5996 | 0.0779 | |||||
| US01F0506687 / Fannie Mae or Freddie Mac | 2.13 | -171.37 | 1.5663 | 2.8480 | |||||
| BRSTNCNTF204 / Brazil Notas do Tesouro Nacional Serie F | 2.11 | 9.10 | 1.5531 | 0.1974 | |||||
| US31418EER71 / FANNIE MAE POOL UMBS P#MA4643 3.00000000 | 1.68 | -3.90 | 1.2329 | 0.0109 | |||||
| US255396AC73 / Dividend Solar Loans 2018-1 LLC | 1.53 | -5.50 | 1.1253 | -0.0092 | |||||
| IN0020220060 / India Government Bond | 1.49 | 5.58 | 1.0992 | 0.1076 | |||||
| IN0020200070 / India Government Bond | 1.49 | 5.59 | 1.0974 | 0.1075 | |||||
| United States Treasury Note/Bond / DBT (US91282CLM19) | 1.47 | 0.00 | 1.0804 | 0.0508 | |||||
| US21H0506640 / Ginnie Mae | 1.36 | -86.68 | 0.9990 | -3.3790 | |||||
| US52476DAB38 / Legacy Mortgage Asset Trust 2021-GS2 | 1.28 | 1.67 | 0.9425 | 0.0594 | |||||
| US3133KYWN56 / FNCT UMBS 2.0 RB5153 03-01-42 | 1.21 | -3.37 | 0.8862 | 0.0124 | |||||
| US01F0626634 / Uniform Mortgage-Backed Security, TBA | 1.13 | -80.85 | 0.8307 | -1.7018 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.12 | -3.11 | 0.8248 | 0.0141 | |||||
| US92539AAC80 / Verus Securitization Trust, Series 2022-6, Class A3 | 1.12 | -2.62 | 0.8200 | 0.0178 | |||||
| US05608RAQ83 / BX TR 2021-ARIA G 1ML+320 10/15/2036 144A | 1.02 | -0.97 | 0.7476 | 0.0286 | |||||
| US06036FBG54 / BANK 2018-BNK15 | 0.99 | -2.74 | 0.7313 | 0.0147 | |||||
| BRSTNCNTF212 / Brazil Notas do Tesouro Nacional Serie F | 0.97 | 10.01 | 0.7114 | 0.0954 | |||||
| US3132DVMC62 / FHLMC 30YR UMBS SUPER | 0.95 | -4.72 | 0.6980 | -0.0000 | |||||
| US1248EPCP61 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.93 | 2.98 | 0.6862 | 0.0514 | |||||
| IRS USD / DIR (000000000) | 0.93 | 0.6823 | 0.6823 | ||||||
| ZAG000077488 / Republic of South Africa Government Bond | 0.92 | 5.63 | 0.6759 | 0.0658 | |||||
| US404030AJ72 / H+E EQUIPMENT SERVICES COMPANY GUAR 144A 12/28 3.875 | 0.88 | 0.80 | 0.6451 | 0.0352 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 0.84 | -6.64 | 0.6211 | -0.0126 | |||||
| US38237JAC71 / GoodLeap Sustainable Home Solutions Trust 2022-1 | 0.84 | -21.41 | 0.6161 | -0.1306 | |||||
| US3133KYWP05 / UMBS, 20 Year | 0.83 | -2.59 | 0.6089 | 0.0141 | |||||
| US3133KYT414 / Federal Home Loan Mortgage Corporation | 0.82 | -3.40 | 0.6062 | 0.0080 | |||||
| XS1989380172 / Netflix Inc | 0.82 | 9.77 | 0.6033 | 0.0795 | |||||
| United States Treasury Inflation Indexed Bonds / DBT (US91282CLE92) | 0.82 | -75.92 | 0.6026 | -1.7800 | |||||
| US694308KE68 / Pacific Gas and Electric Co | 0.80 | 0.13 | 0.5883 | 0.0287 | |||||
| XS2592804434 / Teva Pharmaceutical Finance Netherlands II BV | 0.78 | 9.08 | 0.5746 | 0.0724 | |||||
| United States Treasury Note/Bond / DBT (US912810UE63) | 0.78 | 0.39 | 0.5700 | 0.0289 | |||||
| US05609KAQ22 / BX TRUST 1ML+372.55 10/15/2036 144A | 0.74 | 0.54 | 0.5438 | 0.0283 | |||||
| US36250GAX34 / GS Mortgage Securities Corp II | 0.74 | -6.46 | 0.5428 | -0.0100 | |||||
| US01F0606677 / Uniform Mortgage-Backed Security, TBA | 0.71 | -80.42 | 0.5199 | -1.0289 | |||||
| Ginnie Mae II Pool / ABS-MBS (US3622AC4M91) | 0.68 | -4.87 | 0.5027 | -0.0003 | |||||
| XS1877860533 / Cooperatieve Rabobank UA | 0.68 | 8.93 | 0.5024 | 0.0631 | |||||
| US31418EAB65 / FN MA4501 | 0.63 | -4.24 | 0.4657 | 0.0025 | |||||
| US46654PAQ90 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 | 0.63 | -0.32 | 0.4652 | 0.0205 | |||||
| US225313AJ46 / Credit Agricole SA | 0.63 | -0.63 | 0.4627 | 0.0186 | |||||
| US958667AC17 / WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 | 0.63 | -0.32 | 0.4616 | 0.0209 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.63 | -4.43 | 0.4607 | 0.0011 | |||||
| US24023AAA88 / DC_23-DC | 0.62 | -0.16 | 0.4563 | 0.0212 | |||||
| US225401AU28 / Credit Suisse Group AG | 0.62 | 0.16 | 0.4544 | 0.0223 | |||||
| US78458MAL81 / SMR 2022-IND Mortgage Trust | 0.62 | -0.32 | 0.4527 | 0.0201 | |||||
| US05591XAA90 / BRSP 2021-FL1 Ltd | 0.61 | -1.62 | 0.4457 | 0.0135 | |||||
| US80007RAE53 / Sands China Ltd | 0.59 | -0.68 | 0.4326 | 0.0175 | |||||
| US91282CJL63 / UST NOTES 4.875% 11/30/2025 | 0.55 | -0.18 | 0.4055 | 0.0183 | |||||
| US90932LAH06 / United Airlines Inc | 0.53 | -1.48 | 0.3914 | 0.0129 | |||||
| US3140XH5K96 / Fannie Mae Pool | 0.52 | -6.10 | 0.3853 | -0.0052 | |||||
| Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAU71) | 0.52 | -0.57 | 0.3821 | 0.0159 | |||||
| Jamestown CLO XII Ltd / ABS-CBDO (US47047JAQ76) | 0.50 | 0.00 | 0.3696 | 0.0177 | |||||
| US12433RAA05 / BX Trust 2018-GW MZ | 0.50 | -0.20 | 0.3669 | 0.0169 | |||||
| US893045AE41 / Trans-Allegheny Interstate Line Co | 0.49 | 0.41 | 0.3604 | 0.0182 | |||||
| US88167AAE10 / Teva Pharmaceutical Fin Neth 10/01/2026 3.150 Bond | 0.49 | 1.03 | 0.3598 | 0.0207 | |||||
| US912810RC45 / United States Treas Bds Bond | 0.48 | -4.75 | 0.3538 | -0.0001 | |||||
| US80007RAN52 / Sands China Ltd | 0.48 | 0.63 | 0.3504 | 0.0190 | |||||
| Mountain View CLO XVI Ltd / ABS-CBDO (US62432UAU51) | 0.47 | -1.26 | 0.3465 | 0.0122 | |||||
| US09659W2P81 / BNP Paribas SA | 0.47 | 0.21 | 0.3440 | 0.0170 | |||||
| US00120NAG97 / AGL 2023-25A D | 0.46 | 0.3406 | 0.3406 | ||||||
| US126307BH94 / CSC Holdings LLC | 0.46 | -7.63 | 0.3385 | -0.0110 | |||||
| US12667GXC22 / Alternative Loan Trust 2005-28CB | 0.45 | -2.78 | 0.3346 | 0.0074 | |||||
| US31418EBJ82 / Fannie Mae Pool | 0.45 | -3.44 | 0.3303 | 0.0041 | |||||
| US444859AZ50 / Humana Inc. 8.15% Senior Notes 6/15/38 | 0.45 | -2.41 | 0.3285 | 0.0078 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.45 | 0.3282 | 0.3282 | ||||||
| US3137F9YZ86 / FEDERAL HOME LN MTG MLT CTF GT K124 X1 CSTR 12/25/2030 | 0.44 | -4.16 | 0.3225 | 0.0020 | |||||
| US21H0306660 / Ginnie Mae II pool | 0.44 | -83.76 | 0.3204 | -0.8301 | |||||
| OHA Credit Funding 18 Ltd / ABS-CBDO (US67706JAL89) | 0.42 | -1.41 | 0.3100 | 0.0106 | |||||
| US05608BAQ32 / BX Commercial Mortgage Trust 2019-IMC | 0.42 | 0.3088 | 0.3088 | ||||||
| US126682AA14 / CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2007 CWHEL 2007-A A | 0.42 | -4.34 | 0.3084 | 0.0011 | |||||
| US3133KQUT11 / Freddie Mac Pool | 0.42 | -4.37 | 0.3066 | 0.0018 | |||||
| US207942AB90 / Fannie Mae Connecticut Avenue Securities | 0.41 | -0.97 | 0.3021 | 0.0118 | |||||
| US254010AE13 / Dignity Health | 0.40 | -8.41 | 0.2968 | -0.0114 | |||||
| US12548MBH79 / CIFC Funding 2015-I Ltd | 0.40 | 0.25 | 0.2955 | 0.0146 | |||||
| US62886HBN08 / NCL Corp Ltd | 0.40 | -0.74 | 0.2944 | 0.0119 | |||||
| EMLC / VanEck ETF Trust - VanEck J.P. Morgan EM Local Currency Bond ETF | 0.02 | 0.00 | 0.40 | 4.18 | 0.2940 | 0.0255 | |||
| US63873VAL71 / Natixis Commercial Mortgage Securities Trust 2019-FAME | 0.39 | 7.14 | 0.2872 | 0.0319 | |||||
| US20754EAB11 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2 | 0.38 | 0.00 | 0.2818 | 0.0131 | |||||
| US654744AB77 / Nissan Motor Co Ltd | 0.38 | 0.27 | 0.2772 | 0.0141 | |||||
| US90276WAR88 / UBS Commercial Mortgage Trust 2017-C7 | 0.37 | 0.54 | 0.2714 | 0.0138 | |||||
| United States Treasury Note/Bond / DBT (US91282CLL36) | 0.37 | 0.55 | 0.2692 | 0.0136 | |||||
| US36362MAG24 / Gallatin CLO X 2023-1 Ltd | 0.36 | -0.28 | 0.2668 | 0.0124 | |||||
| Bain Capital Credit CLO 2019-1 / ABS-CBDO (US05683VBG86) | 0.36 | -0.28 | 0.2658 | 0.0121 | |||||
| US67516BAE11 / Ocean Trails Clo X | 0.35 | -2.50 | 0.2588 | 0.0065 | |||||
| MF1 2024-FL16 / ABS-CBDO (US55287EAA55) | 0.35 | -0.28 | 0.2580 | 0.0117 | |||||
| SWCH Commercial Mortgage Trust 2025-DATA / ABS-MBS (US78489CAA71) | 0.35 | -0.57 | 0.2556 | 0.0106 | |||||
| United States Treasury Note/Bond / DBT (US91282CLW90) | 0.35 | -1.42 | 0.2549 | 0.0087 | |||||
| US59156RAP38 / Metlife Inc. 6.4% Jr Sub 12/15/36 | 0.35 | -1.99 | 0.2538 | 0.0066 | |||||
| Clover CLO 2018-1 LLC / ABS-CBDO (US18914GAN16) | 0.34 | -0.87 | 0.2525 | 0.0096 | |||||
| Sycamore Tree CLO 2024-5 Ltd / ABS-CBDO (US87122YAJ47) | 0.34 | -0.29 | 0.2519 | 0.0114 | |||||
| PPM CLO 8 Ltd / ABS-CBDO (US69382DAJ37) | 0.34 | 0.00 | 0.2512 | 0.0120 | |||||
| US88732JAN81 / Time Warner Cable 7.3% Senior Notes 7/1/38 | 0.34 | 0.89 | 0.2509 | 0.0136 | |||||
| XS2385150417 / Provincia de Buenos Aires/Government Bonds | 0.34 | -39.50 | 0.2507 | -0.1430 | |||||
| 5727 / Sands China Ltd. - Corporate Bond/Note | 0.34 | 0.00 | 0.2501 | 0.0119 | |||||
| US64035DAD84 / Nelnet Student Loan Trust 2021-A | 0.34 | -7.18 | 0.2473 | -0.0064 | |||||
| US12515HAZ82 / CD 2017-CD5 Mortgage Trust | 0.33 | 0.61 | 0.2427 | 0.0128 | |||||
| US10554TAD72 / Braskem Netherlands Finance BV | 0.33 | 0.2415 | 0.2415 | ||||||
| US3140QMK378 / Fannie Mae Pool | 0.33 | -4.39 | 0.2410 | 0.0010 | |||||
| Hayfin US XV Ltd / ABS-CBDO (US420916AL24) | 0.32 | -1.52 | 0.2382 | 0.0083 | |||||
| US040114HT09 / Argentine Republic Government International Bond | 0.32 | 0.2379 | 0.2379 | ||||||
| US517834AF40 / Las Vegas Sands Corp | 0.32 | -0.62 | 0.2347 | 0.0097 | |||||
| US23636ABC45 / Danske Bank A/S | 0.32 | 0.00 | 0.2337 | 0.0110 | |||||
| US95003WAN65 / Wells Fargo Commercial Mortgage Trust 2022-ONL | 0.31 | 2.28 | 0.2315 | 0.0162 | |||||
| Warwick Capital CLO 3 Ltd / ABS-CBDO (US93655PAG28) | 0.31 | -1.89 | 0.2292 | 0.0071 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV2 / ABS-MBS (US617939AA13) | 0.31 | -13.76 | 0.2260 | -0.0237 | |||||
| US161175CL69 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.31 | -0.65 | 0.2259 | 0.0092 | |||||
| US06051GKJ75 / Bank of America Corp | 0.30 | 0.34 | 0.2204 | 0.0114 | |||||
| US80007RAQ83 / Sands China Ltd | 0.30 | 0.00 | 0.2202 | 0.0106 | |||||
| E1CO34 / Ecopetrol S.A. - Depositary Receipt (Common Stock) | 0.30 | 0.2171 | 0.2171 | ||||||
| 720 East CLO VII Ltd / ABS-CBDO (US81800WAN11) | 0.30 | -1.99 | 0.2170 | 0.0060 | |||||
| US48126PAA03 / KazMunayGas National Co JSC | 0.29 | 0.2167 | 0.2167 | ||||||
| US345397B694 / Ford Motor Credit Co LLC | 0.29 | -1.68 | 0.2153 | 0.0070 | |||||
| OHA Credit Funding 11 Ltd / ABS-CBDO (US67115VAW28) | 0.29 | -0.68 | 0.2144 | 0.0090 | |||||
| Tesla Sustainable Energy Trust 2024-1 / ABS-O (US88164AAC80) | 0.29 | -2.03 | 0.2129 | 0.0061 | |||||
| US90263ABB52 / UCFC Manufactured Housing Contract | 0.29 | -16.67 | 0.2101 | -0.0301 | |||||
| CarVal CLO XI C Ltd / ABS-CBDO (US14688RAJ95) | 0.28 | -41.94 | 0.2070 | -0.1323 | |||||
| XS2575900977 / Lloyds Banking Group PLC | 0.28 | 7.25 | 0.2068 | 0.0227 | |||||
| AMMC CLO 23 Ltd / ABS-CBDO (US00177JBS33) | 0.28 | 0.36 | 0.2067 | 0.0100 | |||||
| Apex Credit CLO 2020 LTD / ABS-CBDO (US03756ABL08) | 0.28 | -1.07 | 0.2049 | 0.0077 | |||||
| US61772TBN37 / Morgan Stanley Capital I Trust 2021-L7 | 0.28 | -4.83 | 0.2030 | -0.0005 | |||||
| US25714PEW41 / Dominican Republic International Bond | 0.27 | 1.11 | 0.2010 | 0.0118 | |||||
| US34528QGA67 / Ford Credit Floorplan Master Owner Trust A | 0.27 | 0.1997 | 0.1997 | ||||||
| US25470XBF15 / DISH DBS Corp. | 0.27 | -4.58 | 0.1996 | 0.0003 | |||||
| XS2066744231 / Carnival PLC | 0.27 | 34.33 | 0.1992 | 0.0580 | |||||
| MF12025-FL19LLC / ABS-CBDO (US55287KAA16) | 0.27 | 0.1990 | 0.1990 | ||||||
| OCP CLO 2016-11 Ltd / ABS-CBDO (US67110DBL01) | 0.27 | -0.74 | 0.1984 | 0.0079 | |||||
| US212015AT84 / Continental Resources Inc/OK | 0.27 | -2.19 | 0.1978 | 0.0057 | |||||
| US74365PAF53 / Prosus NV | 0.27 | 1.13 | 0.1977 | 0.0114 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.27 | -2.55 | 0.1974 | 0.0042 | |||||
| PRPM 2024-NQM4 Trust / ABS-MBS (US69381UAA51) | 0.27 | 0.1973 | 0.1973 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.27 | -3.97 | 0.1958 | 0.0017 | |||||
| US195325DZ51 / Colombia Government International Bond | 0.26 | 0.1912 | 0.1912 | ||||||
| Blueberry Park CLO Ltd / ABS-CBDO (US09609QAG38) | 0.26 | -2.26 | 0.1910 | 0.0053 | |||||
| US893647BT37 / TransDigm Inc | 0.26 | 0.00 | 0.1904 | 0.0096 | |||||
| US3132DVL943 / Uniform Mortgage-Backed Securities | 0.26 | -4.48 | 0.1883 | 0.0002 | |||||
| Angel Oak Mortgage Trust 2024-10 / ABS-MBS (US034933AA90) | 0.25 | -5.93 | 0.1875 | -0.0020 | |||||
| US55955GAD51 / Magnetite XXV Ltd | 0.25 | 0.00 | 0.1851 | 0.0092 | |||||
| Subway Funding LLC / ABS-O (US864300AA61) | 0.25 | -1.57 | 0.1851 | 0.0062 | |||||
| MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) | 0.25 | -0.79 | 0.1851 | 0.0075 | |||||
| Palmer Square Loan Funding 2024-1 Ltd / ABS-CBDO (US69703NAG97) | 0.25 | 0.40 | 0.1847 | 0.0089 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.25 | -5.66 | 0.1844 | -0.0016 | |||||
| Galaxy XXII CLO Ltd / ABS-CBDO (US36320TBK88) | 0.25 | 0.1837 | 0.1837 | ||||||
| US21623PAJ66 / Cook Park CLO Ltd | 0.25 | -0.80 | 0.1835 | 0.0072 | |||||
| Magnetite XXXIX Ltd / ABS-CBDO (US559924AN50) | 0.25 | 0.1826 | 0.1826 | ||||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.25 | -0.80 | 0.1825 | 0.0070 | |||||
| US61947DAD12 / MOSAIC SOLAR LOAN TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 3.71000000 | 0.25 | -11.11 | 0.1824 | -0.0135 | |||||
| AASET 2025-1 / ABS-O (US00258PAA12) | 0.25 | -3.53 | 0.1813 | 0.0025 | |||||
| Clover CLO 2021-3 LLC / ABS-CBDO (US18915FAG72) | 0.25 | 0.1809 | 0.1809 | ||||||
| Switch ABS Issuer LLC / ABS-O (US871044AL72) | 0.24 | 0.1796 | 0.1796 | ||||||
| US35671DBC83 / Freeport-McMoRan Inc. Bond | 0.24 | -2.83 | 0.1767 | 0.0030 | |||||
| Goldentree Loan Management US Clo 6 Ltd / ABS-CBDO (US38137WBE49) | 0.24 | -1.25 | 0.1748 | 0.0065 | |||||
| US313385MQ65 / Federal Home Loan Bank Discount Notes | 0.24 | 0.1739 | 0.1739 | ||||||
| US71424VAA89 / Permian Resources Operating LLC | 0.24 | 0.00 | 0.1736 | 0.0080 | |||||
| US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 0.23 | -93.29 | 0.1715 | -1.3201 | |||||
| US36179XFH44 / Government National Mortgage Association (GNMA) | 0.23 | -4.53 | 0.1710 | 0.0005 | |||||
| Palmer Square Loan Funding 2024-1 Ltd / ABS-CBDO (US69703NAE40) | 0.23 | 0.1700 | 0.1700 | ||||||
| US3140X6L746 / Fannie Mae Pool | 0.23 | -4.17 | 0.1698 | 0.0010 | |||||
| US126307AS68 / CSC Holdings LLC | 0.23 | -55.73 | 0.1678 | -0.1934 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.23 | -5.04 | 0.1668 | 0.0000 | |||||
| US127097AK92 / Coterra Energy Inc | 0.23 | 0.00 | 0.1666 | 0.0081 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.23 | -1.74 | 0.1664 | 0.0048 | |||||
| US35563PBH10 / Seasoned Credit Risk Transfer Trust Series 2017-2 | 0.23 | -25.50 | 0.1657 | -0.0459 | |||||
| US36179W5F11 / Ginnie Mae II Pool | 0.22 | -5.08 | 0.1651 | -0.0003 | |||||
| Amur Equipment Finance Receivables XV LLC / ABS-O (US03237FAB13) | 0.22 | 0.1623 | 0.1623 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.22 | -4.41 | 0.1598 | 0.0007 | |||||
| HOMES 2024-NQM1 Trust / ABS-MBS (US40390TAA88) | 0.22 | -7.69 | 0.1589 | -0.0057 | |||||
| United Rentals North America Inc / DBT (US911365BR47) | 0.21 | 0.1567 | 0.1567 | ||||||
| US3617MKK998 / GNMA | 0.21 | -6.22 | 0.1557 | -0.0022 | |||||
| US06539VAJ70 / BANK 2022-BNK39 | 0.21 | -0.94 | 0.1554 | 0.0062 | |||||
| US36179TUB96 / Ginnie Mae II Pool | 0.21 | -4.98 | 0.1547 | -0.0003 | |||||
| US345370DB39 / Ford Motor Co. | 0.21 | -0.97 | 0.1509 | 0.0052 | |||||
| US31418ECZ16 / Fannie Mae Pool | 0.20 | -3.33 | 0.1493 | 0.0015 | |||||
| Teva Pharmaceutical Finance Netherlands III BV / DBT (US88167AAT88) | 0.20 | 0.1485 | 0.1485 | ||||||
| US71647NBK46 / Petrobras Global Finance BV | 0.20 | 0.1483 | 0.1483 | ||||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 0.20 | 0.1480 | 0.1480 | ||||||
| US3132DN5L35 / Freddie Mac Pool | 0.20 | -4.33 | 0.1464 | 0.0002 | |||||
| US05964HAQ83 / Banco Santander SA | 0.20 | 0.51 | 0.1458 | 0.0071 | |||||
| 1261229 BC Ltd / DBT (US68288AAA51) | 0.20 | 0.1457 | 0.1457 | ||||||
| US3133KYWE57 / Freddie Mac Pool | 0.20 | -3.94 | 0.1435 | 0.0011 | |||||
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd / DBT (US84859BAC54) | 0.19 | 0.1409 | 0.1409 | ||||||
| Golub Capital Partners CLO 76 B Ltd / ABS-CBDO (US38180BAJ61) | 0.19 | -1.04 | 0.1406 | 0.0050 | |||||
| US36179UPB25 / Ginnie Mae II Pool | 0.19 | -5.00 | 0.1398 | -0.0006 | |||||
| US3133KYV717 / FHLG 20YR 2% 12/01/2041#RB5138 | 0.19 | -4.06 | 0.1395 | 0.0014 | |||||
| US3622AAKS20 / GINNIE MAE II POOL P#784905 3.00000000 | 0.18 | -3.66 | 0.1359 | 0.0014 | |||||
| US912810SH23 / United States Treas Bds Bond | 0.18 | -6.19 | 0.1342 | -0.0020 | |||||
| US3137H9CB37 / FHLMC Multifamily Structured Pass-Through Certificates, Series K-150, Class X1 | 0.18 | -3.70 | 0.1339 | 0.0008 | |||||
| Magnetite XXII Ltd / ABS-CBDO (US55954HBC51) | 0.18 | -0.55 | 0.1329 | 0.0058 | |||||
| US3137FREM93 / GOVT CMO | 0.18 | -5.41 | 0.1293 | -0.0004 | |||||
| US3617MQCZ75 / GNMA | 0.18 | -2.78 | 0.1287 | 0.0022 | |||||
| US80007RAS40 / Sands China Ltd | 0.17 | -0.57 | 0.1278 | 0.0055 | |||||
| Neuberger Berman Loan Advisers Clo 43 Ltd / ABS-CBDO (US64134AAQ58) | 0.17 | 0.1246 | 0.1246 | ||||||
| US3132DQBZ81 / Freddie Mac Pool | 0.16 | -3.55 | 0.1205 | 0.0017 | |||||
| US55376CAD56 / MSWF COMMERCIAL MORTGAGE TRUST 2023-1 | 0.16 | -0.61 | 0.1198 | 0.0050 | |||||
| US3132DN6L26 / Freddie Mac Pool | 0.16 | -2.99 | 0.1192 | 0.0021 | |||||
| United States Treasury Note/Bond / DBT (US912810UA42) | 0.16 | -6.94 | 0.1190 | -0.0027 | |||||
| US16411QAK76 / CORP. NOTE | 0.16 | -0.62 | 0.1172 | 0.0050 | |||||
| US3622ACCK42 / Ginnie Mae II Pool | 0.16 | -4.82 | 0.1166 | 0.0001 | |||||
| US3617MKP781 / Ginnie Mae II Pool | 0.16 | -3.11 | 0.1150 | 0.0016 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.16 | -7.74 | 0.1144 | -0.0034 | |||||
| US3140XJGY33 / FNMA 30YR UMBS SUPER | 0.15 | -2.53 | 0.1136 | 0.0025 | |||||
| US3132DPAG37 / Freddie Mac Pool | 0.15 | -5.62 | 0.1111 | -0.0012 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.15 | -5.06 | 0.1107 | -0.0000 | |||||
| US3132DPWM66 / Freddie Mac Pool | 0.15 | -6.96 | 0.1082 | -0.0028 | |||||
| US67181DAB73 / Oak Street Investment Grade Net Lease Fund Series 2020-1 | 0.15 | -2.67 | 0.1077 | 0.0023 | |||||
| AMMC CLO 30 Ltd / ABS-CBDO (US03165UAJ79) | 0.14 | -1.41 | 0.1035 | 0.0033 | |||||
| US92676XAG25 / Viking Cruises Ltd | 0.14 | 0.1027 | 0.1027 | ||||||
| US25470XBE40 / DISH DBS Corp | 0.14 | -61.34 | 0.1020 | -0.1487 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.14 | 0.1020 | 0.1020 | ||||||
| US31418EDM93 / FANNIE MAE POOL FN MA4607 | 0.14 | -2.84 | 0.1010 | 0.0017 | |||||
| US984245AU46 / YPF SA | 0.14 | -25.27 | 0.1002 | -0.0280 | |||||
| US31418EDL11 / FANNIE MAE POOL UMBS P#MA4606 2.00000000 | 0.14 | -3.57 | 0.0999 | 0.0013 | |||||
| US 5YR NOTE (CBT) / DIR (000000000) | 0.13 | 0.0967 | 0.0967 | ||||||
| US3133D4QF30 / Freddie Mac Pool | 0.13 | -2.96 | 0.0966 | 0.0017 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.13 | -5.07 | 0.0965 | -0.0002 | |||||
| US29379VBR33 / Enterprise Products Operating LLC | 0.13 | -0.79 | 0.0930 | 0.0035 | |||||
| US983133AC37 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | 0.13 | -0.79 | 0.0926 | 0.0041 | |||||
| Florida Gas Transmission Co LLC / DBT (US340711BC39) | 0.12 | 0.0888 | 0.0888 | ||||||
| US3133KYVF32 / Freddie Mac Pool | 0.12 | -4.84 | 0.0875 | 0.0004 | |||||
| US38383FR629 / GNR 2022-9 GA | 0.12 | -4.84 | 0.0872 | 0.0001 | |||||
| US38378XSQ50 / Government National Mortgage Association | 0.12 | -4.96 | 0.0847 | -0.0003 | |||||
| US023771T402 / American Airlines, Inc. | 0.11 | -0.87 | 0.0839 | 0.0026 | |||||
| US36179UKY72 / Ginnie Mae II Pool | 0.11 | -4.31 | 0.0822 | 0.0003 | |||||
| US26884LAF67 / EQT Corp. | 0.11 | -25.17 | 0.0810 | -0.0223 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.11 | -3.67 | 0.0775 | 0.0011 | |||||
| US25179MAN39 / Devon Energy Corporation 4.75% 05/15/42 | 0.10 | -6.31 | 0.0772 | -0.0007 | |||||
| US3132DMVG76 / Freddie Mac Pool | 0.10 | -3.70 | 0.0768 | 0.0010 | |||||
| AUD/USD FORWARD / DFE (000000000) | 0.10 | 0.0743 | 0.0743 | ||||||
| XS2066744231 / Carnival PLC | 0.10 | 0.0736 | 0.0736 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.10 | -6.60 | 0.0735 | -0.0008 | |||||
| US212015AU57 / Continental Resources Inc/OK | 0.10 | 0.00 | 0.0706 | 0.0036 | |||||
| US3132DVLA16 / FR SD7521 | 0.09 | -5.05 | 0.0696 | -0.0001 | |||||
| US35729QAC24 / Fremont Home Loan Trust 2006-B | 0.09 | -1.06 | 0.0690 | 0.0026 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.09 | -5.15 | 0.0679 | -0.0003 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.09 | -5.21 | 0.0672 | -0.0002 | |||||
| US345370DA55 / Ford Motor Co | 0.09 | -1.10 | 0.0668 | 0.0024 | |||||
| US38379U5F92 / Government National Mortgage Association | 0.09 | -1.12 | 0.0650 | 0.0021 | |||||
| GCAT 2024-INV3 Trust / ABS-MBS (US36830FAS56) | 0.09 | -6.52 | 0.0639 | -0.0007 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.09 | 0.0635 | 0.0635 | ||||||
| US25179MAL72 / Devon Energy Corporation 5.6% Senior Notes 07/15/41 | 0.09 | -5.56 | 0.0627 | -0.0005 | |||||
| US3140N6NC20 / Fannie Mae Pool | 0.08 | -3.45 | 0.0624 | 0.0014 | |||||
| US36179VHV53 / G2 MA6544 | 0.08 | -5.68 | 0.0614 | -0.0003 | |||||
| US3140XKHM58 / Fannie Mae Pool | 0.08 | -4.60 | 0.0611 | 0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.08 | -3.53 | 0.0610 | 0.0012 | |||||
| Jane Street Group / JSG Finance Inc / DBT (US47077WAE84) | 0.08 | 0.0604 | 0.0604 | ||||||
| US3132DPWC84 / Freddie Mac Pool | 0.08 | -3.66 | 0.0585 | 0.0007 | |||||
| US3133BQSA58 / Freddie Mac Pool | 0.08 | -4.82 | 0.0583 | -0.0003 | |||||
| US3133C1NL06 / UMBS | 0.08 | -7.06 | 0.0583 | -0.0019 | |||||
| US3132DPT732 / Freddie Mac Pool | 0.08 | -4.88 | 0.0580 | 0.0005 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.08 | 0.0579 | 0.0579 | ||||||
| NZD/USD FORWARD / DFE (000000000) | 0.08 | 0.0579 | 0.0579 | ||||||
| US3622AB6B37 / Ginnie Mae II Pool | 0.08 | -3.70 | 0.0574 | 0.0004 | |||||
| US36168QAL86 / GFL Environmental Inc | 0.08 | 0.0566 | 0.0566 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.08 | -3.80 | 0.0564 | 0.0005 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.08 | -5.06 | 0.0559 | 0.0003 | |||||
| US3132DQC538 / Freddie Mac Pool | 0.08 | -3.85 | 0.0554 | 0.0005 | |||||
| US3140XK6S42 / Fannie Mae Pool | 0.07 | -6.33 | 0.0547 | -0.0008 | |||||
| US36179W5E46 / Government National Mortgage Association (GNMA) | 0.07 | -5.19 | 0.0541 | -0.0002 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.07 | -4.00 | 0.0536 | 0.0008 | |||||
| US073685AD12 / Beacon Roofing Supply Inc 4.875% 11/01/2025 144a Bond | 0.07 | 0.0529 | 0.0529 | ||||||
| US3140QPJ241 / Fannie Mae Pool | 0.07 | -4.05 | 0.0524 | 0.0001 | |||||
| Quikrete Holdings Inc / DBT (US74843PAA84) | 0.07 | 0.00 | 0.0523 | 0.0026 | |||||
| US37045VAZ31 / General Motors Co. | 0.07 | -1.43 | 0.0512 | 0.0018 | |||||
| US3617JYLP63 / GINNIE MAE II POOL P#BM7534 3.50000000 | 0.07 | -2.82 | 0.0509 | 0.0006 | |||||
| US701885AJ44 / PARSLEY ENERGY LLC / PARSLEY FIN | 0.07 | 0.00 | 0.0507 | 0.0027 | |||||
| US3140MRBS54 / Fannie Mae Pool | 0.07 | -6.94 | 0.0497 | -0.0014 | |||||
| US31418EDX58 / FN MA4617 | 0.07 | -4.35 | 0.0490 | 0.0000 | |||||
| US36178WDN65 / Ginnie Mae I Pool | 0.07 | -4.35 | 0.0489 | 0.0001 | |||||
| US36179TZ650 / Ginnie Mae II Pool | 0.07 | -5.80 | 0.0485 | -0.0000 | |||||
| US17307GK311 / Citigroup Mortgage Loan Trust Inc | 0.07 | 0.00 | 0.0482 | 0.0020 | |||||
| US31418ECG35 / FNCT UMBS 2.0 MA4570 03-01-42 | 0.07 | -2.99 | 0.0478 | 0.0007 | |||||
| US69356MAA45 / PM General Purchaser LLC | 0.06 | -34.02 | 0.0476 | -0.0207 | |||||
| US36179UEB44 / Ginnie Mae II Pool | 0.06 | -3.08 | 0.0464 | 0.0004 | |||||
| US911365BP80 / United Rentals North America Inc | 0.06 | -72.44 | 0.0463 | 0.0194 | |||||
| US3133KYVY21 / FR RB5131 | 0.06 | -3.12 | 0.0457 | 0.0004 | |||||
| US16411QAN16 / CORPORATE BONDS | 0.06 | 0.00 | 0.0452 | 0.0019 | |||||
| US3622ABFG20 / Ginnie Mae II Pool | 0.06 | -4.76 | 0.0446 | 0.0003 | |||||
| US3622ABCA86 / Ginnie Mae II Pool | 0.06 | -4.76 | 0.0446 | 0.0001 | |||||
| BLDR / Builders FirstSource, Inc. | 0.06 | 0.0444 | 0.0444 | ||||||
| US3622ABCD26 / Ginnie Mae II Pool | 0.06 | -3.28 | 0.0437 | 0.0004 | |||||
| US25179MBF95 / Devon Energy Corp | 0.06 | 0.00 | 0.0430 | 0.0018 | |||||
| US3622ABFC16 / Ginnie Mae II Pool | 0.06 | -6.45 | 0.0430 | -0.0006 | |||||
| FLYY / Spirit Aviation Holdings, Inc. | 0.01 | 0.06 | 0.0425 | 0.0425 | |||||
| US830867AA59 / Delta Air Lines Inc / SkyMiles IP Ltd | 0.06 | -34.12 | 0.0418 | -0.0180 | |||||
| US694308JW85 / Pacific Gas and Electric Co | 0.06 | 0.00 | 0.0416 | 0.0021 | |||||
| US3140XFCD10 / Fannie Mae Pool | 0.06 | -1.75 | 0.0415 | 0.0009 | |||||
| US36178WGQ69 / Ginnie Mae I Pool | 0.06 | -3.45 | 0.0413 | -0.0000 | |||||
| US31418DPR79 / Fannie Mae Pool | 0.06 | -3.51 | 0.0408 | 0.0002 | |||||
| US12668BDJ98 / Alternative Loan Trust 2005-76 | 0.06 | 1.85 | 0.0405 | 0.0021 | |||||
| US3617MB4M80 / GINNIE MAE II POOL | 0.05 | -5.26 | 0.0401 | -0.0003 | |||||
| US36178WDM82 / Ginnie Mae I Pool | 0.05 | -5.36 | 0.0391 | -0.0002 | |||||
| Jane Street Group / JSG Finance Inc / DBT (US47077WAD02) | 0.05 | 0.00 | 0.0369 | 0.0017 | |||||
| Venture Global LNG Inc / DBT (US92332YAE14) | 0.05 | 0.0366 | 0.0366 | ||||||
| US36179UGE64 / Ginnie Mae II Pool | 0.05 | -5.77 | 0.0364 | -0.0001 | |||||
| US57643BAA61 / Mastr Specialized Loan Trust | 0.05 | -3.92 | 0.0363 | 0.0005 | |||||
| US3617MB5B17 / GINNIE MAE II POOL P#BS1742 4.00000000 | 0.05 | -3.92 | 0.0363 | 0.0005 | |||||
| US3140XBLM04 / Fannie Mae Pool | 0.05 | -7.69 | 0.0360 | -0.0006 | |||||
| US161175BM51 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.05 | 2.22 | 0.0339 | 0.0018 | |||||
| US53219LAV18 / LifePoint Health Inc | 0.04 | 0.00 | 0.0316 | 0.0016 | |||||
| US958254AD64 / Western Midstream Operating LP | 0.04 | -6.67 | 0.0311 | -0.0008 | |||||
| US41162KAA16 / HarborView Mortgage Loan Trust 2006-13 | 0.04 | -4.55 | 0.0310 | -0.0003 | |||||
| Lightning Power LLC / DBT (US53229KAA79) | 0.04 | 0.0309 | 0.0309 | ||||||
| EquipmentShare.com Inc / DBT (US29450YAC30) | 0.04 | 0.0302 | 0.0302 | ||||||
| SPIRIT AIRLINES LLC / EC (000000000) | 0.01 | 0.04 | 0.0302 | 0.0302 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.04 | 0.0297 | 0.0297 | ||||||
| US 2YR NOTE (CBT) / DIR (000000000) | 0.04 | 0.0275 | 0.0275 | ||||||
| Crescent Energy Finance LLC / DBT (US45344LAE39) | 0.04 | 0.0273 | 0.0273 | ||||||
| IRS USD / DIR (000000000) | 0.04 | 0.0264 | 0.0264 | ||||||
| AUST 10Y BOND / DIR (000000000) | 0.03 | 0.0241 | 0.0241 | ||||||
| US65536XAD57 / Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF2 | 0.03 | -11.11 | 0.0238 | -0.0017 | |||||
| US36179UML34 / Government National Mortgage Association | 0.03 | -6.06 | 0.0235 | -0.0000 | |||||
| US3140X4MM53 / Fannie Mae Pool | 0.03 | -3.12 | 0.0231 | 0.0000 | |||||
| Vistra Operations Co LLC / DBT (US92840VAR33) | 0.03 | 0.0230 | 0.0230 | ||||||
| Herc Holdings Escrow Inc / DBT (US42703NAA90) | 0.03 | 0.0227 | 0.0227 | ||||||
| Herc Holdings Escrow Inc / DBT (US42703NAB73) | 0.03 | 0.0227 | 0.0227 | ||||||
| BBD.A / Bombardier Inc. | 0.03 | 0.0224 | 0.0224 | ||||||
| US3617MKLU18 / GINNIE MAE I POOL GN BS8439 | 0.03 | -3.23 | 0.0224 | 0.0004 | |||||
| U.S. TREASURY BOND / DIR (000000000) | 0.03 | 0.0218 | 0.0218 | ||||||
| US3140FXKP65 / Fannie Mae Pool | 0.03 | -3.33 | 0.0215 | 0.0003 | |||||
| US36241LUX27 / Ginnie Mae II Pool | 0.03 | -6.90 | 0.0206 | 0.0002 | |||||
| US3617MB5S42 / GNMA | 0.03 | -3.70 | 0.0195 | 0.0003 | |||||
| US06051GKK49 / Bank of America Corp | 0.03 | 0.00 | 0.0195 | 0.0010 | |||||
| US25179MBD48 / Devon Energy Corp | 0.03 | 0.00 | 0.0191 | 0.0009 | |||||
| US25179MBE21 / Devon Energy Corp | 0.03 | -3.85 | 0.0191 | 0.0008 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.03 | 0.0185 | 0.0185 | ||||||
| IRS USD / DIR (000000000) | 0.02 | 0.0181 | 0.0181 | ||||||
| US126650BP48 / CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036 | 0.02 | -4.00 | 0.0177 | -0.0003 | |||||
| US3617MB5P03 / Ginnie Mae I Pool | 0.02 | -4.17 | 0.0174 | 0.0003 | |||||
| US36179TXX89 / Ginnie Mae II Pool | 0.02 | -4.17 | 0.0170 | 0.0001 | |||||
| US525228AD49 / Lehman XS Trust Series 2006-GP3 | 0.02 | -4.35 | 0.0169 | 0.0001 | |||||
| BBD.A / Bombardier Inc. | 0.02 | 0.0152 | 0.0152 | ||||||
| US3136A54N33 / Fannie Mae REMICS | 0.02 | -4.76 | 0.0151 | 0.0003 | |||||
| Caesars Entertainment Inc / DBT (US12769GAC42) | 0.02 | -31.03 | 0.0148 | 0.0021 | |||||
| MXN/USD FORWARD / DFE (000000000) | 0.02 | 0.0140 | 0.0140 | ||||||
| US38378NF990 / Government National Mortgage Association | 0.02 | 12.50 | 0.0139 | 0.0026 | |||||
| US32051GQ578 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA12 1A1 | 0.02 | 0.00 | 0.0131 | 0.0006 | |||||
| IRS USD / DIR (000000000) | 0.02 | 0.0113 | 0.0113 | ||||||
| US3140QP2U03 / Fannie Mae Pool | 0.01 | -6.67 | 0.0108 | 0.0001 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0099 | 0.0099 | ||||||
| US040114HS26 / Argentine Republic Government International Bond | 0.01 | 9.09 | 0.0092 | 0.0011 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.01 | 0.0091 | 0.0091 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0084 | 0.0084 | ||||||
| US38379RPH02 / Government National Mortgage Association | 0.01 | 0.00 | 0.0082 | 0.0002 | |||||
| THREE-MONTH SOFR / DIR (000000000) | 0.01 | 0.0079 | 0.0079 | ||||||
| Venture Global Plaquemines LNG LLC / DBT (US922966AB20) | 0.01 | 0.0078 | 0.0078 | ||||||
| Venture Global Plaquemines LNG LLC / DBT (US922966AA47) | 0.01 | 0.0077 | 0.0077 | ||||||
| JPY/USD FORWARD / DFE (000000000) | 0.01 | 0.0076 | 0.0076 | ||||||
| US88732JAJ79 / Time Warner Cable 6.55% Guaranteed Notes 5/1/37 | 0.01 | 11.11 | 0.0074 | 0.0004 | |||||
| US52522DAN12 / Lehman XS Trust Series 2006-16N | 0.01 | 0.00 | 0.0073 | 0.0004 | |||||
| Permian Resources Operating LLC / DBT (US71424VAB62) | 0.01 | 0.0073 | 0.0073 | ||||||
| US12669FJC86 / CHL Mortgage Pass-Through Trust 2003-60 | 0.01 | 0.00 | 0.0043 | 0.0001 | |||||
| EUR/USD FORWARD / DFE (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| 10 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| US3622AAHA58 / Ginnie Mae II Pool | 0.00 | -25.00 | 0.0028 | -0.0002 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0026 | 0.0026 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0021 | 0.0021 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | 0.00 | 0.0019 | 0.0019 | ||||||
| US12669B2W15 / CHL Mortgage Pass-Through Trust 2001-HYB1 | 0.00 | 0.00 | 0.0017 | -0.0000 | |||||
| US251563FE72 / Deutsche Mortgage Securities Inc Mortgage Loan Trust 2004-4 | 0.00 | 0.00 | 0.0017 | 0.0001 | |||||
| CNH/USD FORWARD / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| USD/EUR FORWARD / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| 10 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| CAD/USD FORWARD / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0007 | 0.0007 | ||||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US38378NK511 / Government National Mortgage Association | 0.00 | 0.0005 | 0.0000 | ||||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.0003 | 0.0003 | ||||||
| USD/AUD FORWARD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SPIRIT AVIA HOL RESTRICT / EC (000000000) | 0.00 | 0.00 | 0.0002 | 0.0002 | |||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0002 | 0.0002 | ||||||
| CHF/USD FORWARD / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US46652DAQ88 / JP Morgan Chase Commercial Mortgage Securities Corp | 0.00 | 0.0001 | -0.0000 | ||||||
| US38376G5V89 / Government National Mortgage Association | 0.00 | 0.0000 | 0.0000 | ||||||
| CREDIT SUISSE ESCROW CL / DBT (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| USD/BRL FORWARD / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0001 | -0.0001 | ||||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0004 | -0.0004 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0005 | -0.0005 | ||||||
| INR/USD FORWARD / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0013 | -0.0013 | ||||||
| 10 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.00 | -0.0022 | -0.0022 | ||||||
| USD/CAD FORWARD / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | ||||||
| LONG GILT / DIR (000000000) | -0.00 | -0.0025 | -0.0025 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.00 | -0.0025 | -0.0025 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.00 | -0.0026 | -0.0026 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.00 | -0.0034 | -0.0034 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.01 | -0.0042 | -0.0042 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0044 | -0.0044 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.01 | -0.0050 | -0.0050 | ||||||
| 10 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | -0.01 | -0.0051 | -0.0051 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.01 | -0.0053 | -0.0053 | ||||||
| 5 YEAR U.S. TREASURY NOTE WEEK 5 / DIR (000000000) | -0.01 | -0.0058 | -0.0058 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.01 | -0.0062 | -0.0062 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.01 | -0.0071 | -0.0071 | ||||||
| U.S. TREASURY BOND / DIR (000000000) | -0.01 | -0.0073 | -0.0073 | ||||||
| USD/AUD FORWARD / DFE (000000000) | -0.01 | -0.0085 | -0.0085 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.01 | -0.0086 | -0.0086 | ||||||
| SOFR 1 YEAR MIDCURVE / DIR (000000000) | -0.02 | -0.0123 | -0.0123 | ||||||
| 5 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.02 | -0.0135 | -0.0135 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.02 | -0.0152 | -0.0152 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.02 | -0.0163 | -0.0163 | ||||||
| IRS USD / DIR (000000000) | -0.03 | -0.0202 | -0.0202 | ||||||
| 10 YEAR U.S. TREASURY NOTE / DIR (000000000) | -0.03 | -0.0220 | -0.0220 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0253 | -0.0253 | ||||||
| USD/INR FORWARD / DFE (000000000) | -0.04 | -0.0279 | -0.0279 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.05 | -0.0336 | -0.0336 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.06 | -0.0449 | -0.0449 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | -0.07 | -0.0505 | -0.0505 | ||||||
| IRS USD / DIR (000000000) | -0.08 | -0.0553 | -0.0553 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.08 | -0.0563 | -0.0563 | ||||||
| US 10YR NOTE (CBT) / DIR (000000000) | -0.09 | -0.0697 | -0.0697 | ||||||
| THREE-MONTH SOFR / DIR (000000000) | -0.14 | -0.1044 | -0.1044 | ||||||
| US 10YR ULTRA / DIR (000000000) | -0.15 | -0.1098 | -0.1098 | ||||||
| US ULTRA BOND CBT / DIR (000000000) | -0.25 | -0.1874 | -0.1874 |
