Basic Stats
| Portfolio Value | $ 652,647,484 |
| Current Positions | 576 |
Latest Holdings, Performance, AUM (from 13F, 13D)
Brighthouse Funds Trust I - Brighthouse/Franklin Low Duration Total Return Portfolio Class A has disclosed 576 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 652,647,484 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Brighthouse Funds Trust I - Brighthouse/Franklin Low Duration Total Return Portfolio Class A’s top holdings are UNITED STATES TREASURY NOTE 0.75000000 (US:US91282CCW91) , Federal Home Loan Bank Discount Notes (US:US313385HP48) , United States Treasury Note/Bond - When Issued (US:US91282CJR34) , U.S. Treasury STRIPS Bonds (US:US912833QB99) , and United States Treasury Note/Bond (US:US912828U246) . Brighthouse Funds Trust I - Brighthouse/Franklin Low Duration Total Return Portfolio Class A’s new positions include UNITED STATES TREASURY NOTE 0.75000000 (US:US91282CCW91) , Federal Home Loan Bank Discount Notes (US:US313385HP48) , United States Treasury Note/Bond - When Issued (US:US91282CJR34) , U.S. Treasury STRIPS Bonds (US:US912833QB99) , and United States Treasury Note/Bond (US:US912828U246) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 14.44 | 2.4641 | 2.4641 | ||
| 13.31 | 2.2720 | 2.2720 | ||
| 13.00 | 2.2188 | 2.2188 | ||
| 16.89 | 2.8823 | 1.9580 | ||
| 10.85 | 1.8518 | 1.8518 | ||
| 9.50 | 1.6214 | 1.6214 | ||
| 5.85 | 0.9988 | 0.9988 | ||
| 5.00 | 0.8534 | 0.8534 | ||
| 4.37 | 0.7454 | 0.7454 | ||
| 3.82 | 0.6521 | 0.6521 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 2.61 | 0.4461 | -1.0036 | ||
| 0.00 | 0.00 | -0.6287 | ||
| 0.23 | 0.0389 | -0.1910 | ||
| 3.58 | 0.6118 | -0.1068 | ||
| 0.44 | 0.0757 | -0.0892 | ||
| 0.50 | 0.0851 | -0.0829 | ||
| -0.47 | -0.0809 | -0.0809 | ||
| 0.87 | 0.1483 | -0.0789 | ||
| 0.25 | 0.0419 | -0.0760 | ||
| 0.88 | 0.1506 | -0.0572 |
13F and Fund Filings
This form was filed on 2025-08-27 for the reporting period 2025-06-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CCW91 / UNITED STATES TREASURY NOTE 0.75000000 | 22.17 | 0.80 | 3.7833 | 0.3273 | |||||
| US313385HP48 / Federal Home Loan Bank Discount Notes | 16.89 | 80.43 | 2.8823 | 1.9580 | |||||
| U.S. Treasury Notes / DBT (US91282CKP58) | 14.44 | 2.4641 | 2.4641 | ||||||
| US91282CJR34 / United States Treasury Note/Bond - When Issued | 13.31 | 2.2720 | 2.2720 | ||||||
| US912833QB99 / U.S. Treasury STRIPS Bonds | 13.17 | 1.46 | 2.2480 | 0.2078 | |||||
| US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. | 13.00 | 2.2188 | 2.2188 | ||||||
| US912828U246 / United States Treasury Note/Bond | 11.02 | 0.55 | 1.8805 | 0.1583 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 10.85 | 1.8518 | 1.8518 | ||||||
| TD Prime Services LLC / RA (000000000) | 9.50 | 1.6214 | 1.6214 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 9.19 | -3.98 | 1.5687 | 0.0643 | |||||
| US91282CCA71 / United States Treasury Inflation Indexed Bonds | 8.59 | 0.57 | 1.4657 | 0.1237 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 5.85 | 0.9988 | 0.9988 | ||||||
| US254683CW31 / Discover Card Execution Note Trust | 5.71 | 0.30 | 0.9742 | 0.0797 | |||||
| US02582JJV35 / American Express Credit Account Master Trust | 5.49 | 0.22 | 0.9371 | 0.0761 | |||||
| US74980PAA12 / RR 14 Ltd | 5.39 | 0.09 | 0.9203 | 0.0737 | |||||
| CF Secured LLC / RA (000000000) | 5.00 | 0.8534 | 0.8534 | ||||||
| US643821AA93 / New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1 | 4.72 | 0.88 | 0.8050 | 0.0703 | |||||
| NEW YORK ST URBAN DEV CORP SALES TAX REVENUE / DBT (US64985TDP30) | 4.59 | 0.39 | 0.7832 | 0.0649 | |||||
| US26441CBS35 / Duke Energy Corp | 4.51 | 0.76 | 0.7690 | 0.0662 | |||||
| FIXED INC CLEARING CORP.REPO / RA (000000000) | 4.37 | 0.7454 | 0.7454 | ||||||
| US37045XDK90 / General Motors Financial Co Inc | 4.27 | 0.97 | 0.7290 | 0.0641 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.27 | -9.03 | 0.7289 | -0.0089 | |||||
| GM Financial Consumer Automobile Receivables Trust 2024-1 / ABS-O (US36268GAD79) | 4.02 | -0.07 | 0.6861 | 0.0539 | |||||
| US05522RDF29 / BA Credit Card Trust | 4.01 | -0.10 | 0.6840 | 0.0535 | |||||
| U.S. Treasury Notes / DBT (US91282CLH24) | 3.99 | 0.08 | 0.6811 | 0.0543 | |||||
| Citibank NA / DBT (US17325FBN78) | 3.82 | 0.6521 | 0.6521 | ||||||
| US254683CZ61 / Discover Card Execution Note Trust | 3.64 | -0.08 | 0.6216 | 0.0487 | |||||
| US02582JJZ49 / American Express Credit Account Master Trust 2023-1 | 3.64 | -0.05 | 0.6210 | 0.0489 | |||||
| Flatiron CLO 28 Ltd / ABS-CBDO (US33884EAC57) | 3.61 | 0.08 | 0.6169 | 0.0493 | |||||
| US65480WAD39 / Nissan Auto Receivables Owner Trust, Series 2023-A, Class A3 | 3.58 | -21.61 | 0.6118 | -0.1068 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.41 | -12.35 | 0.5815 | -0.0295 | |||||
| US36264FAK75 / CORP. NOTE | 3.35 | 0.54 | 0.5718 | 0.0481 | |||||
| US78392BAB36 / SK Hynix Inc | 3.34 | 0.91 | 0.5709 | 0.0500 | |||||
| US639057AC29 / NatWest Group PLC | 3.21 | 0.88 | 0.5481 | 0.0478 | |||||
| Goldentree Loan Management US Clo 11 Ltd / ABS-CBDO (US38138KAL44) | 3.20 | 0.06 | 0.5456 | 0.0435 | |||||
| US64952WEU36 / New York Life Global Funding | 3.20 | 0.16 | 0.5454 | 0.0440 | |||||
| US87264ACZ66 / T-Mobile USA Inc | 3.05 | 0.53 | 0.5207 | 0.0437 | |||||
| TD Prime Services LLC / RA (000000000) | 3.00 | 0.5120 | 0.5120 | ||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 3.00 | 0.5120 | 0.5120 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.00 | -8.26 | 0.5116 | -0.0020 | |||||
| US38141GVR28 / Goldman Sachs Group Inc/The | 3.00 | 0.13 | 0.5114 | 0.0411 | |||||
| US94974BFY11 / Wells Fargo Bk N Bond | 2.99 | 0.23 | 0.5100 | 0.0414 | |||||
| US036752AR45 / Anthem Inc | 2.94 | 0.69 | 0.5012 | 0.0428 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.90 | 0.4953 | 0.4953 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.89 | 0.4940 | 0.4940 | ||||||
| US071813CL19 / Baxter International Inc | 2.89 | 0.94 | 0.4929 | 0.0432 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.89 | 0.4928 | 0.4928 | ||||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.88 | -10.22 | 0.4920 | -0.0126 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.87 | 0.4899 | 0.4899 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.86 | -9.22 | 0.4874 | -0.0070 | |||||
| Barings CLO Ltd 2018-IV / ABS-CBDO (US06760XAL82) | 2.81 | -5.61 | 0.4793 | 0.0117 | |||||
| Toyota Auto Receivables 2024-B Owner Trust / ABS-O (US89237NAD93) | 2.77 | -0.07 | 0.4722 | 0.0370 | |||||
| US80282KBF21 / Santander Holdings USA, Inc. | 2.75 | 1.10 | 0.4685 | 0.0418 | |||||
| US3132D6CU29 / Freddie Mac Pool | 2.71 | -3.29 | 0.4620 | 0.0221 | |||||
| US53944YAS28 / Lloyds Banking Group PLC | 2.67 | 0.4552 | 0.4552 | ||||||
| US404119CP27 / HCA Inc | 2.66 | 0.91 | 0.4534 | 0.0397 | |||||
| US05609PAA66 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class A | 2.64 | 0.53 | 0.4501 | 0.0378 | |||||
| US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 | 2.63 | 0.4480 | 0.4480 | ||||||
| US379930AD24 / GM Financial Consumer Automobile Receivables Trust 2023-4 | 2.62 | -0.15 | 0.4471 | 0.0348 | |||||
| Mars Inc / DBT (US571676AY11) | 2.62 | 0.77 | 0.4470 | 0.0384 | |||||
| US91282CAH43 / United States Treasury Note/Bond | 2.61 | -71.67 | 0.4461 | -1.0036 | |||||
| US43815QAC15 / HAROT 23-3 A3 5.41% 02-18-28/11-18-26 | 2.59 | -13.34 | 0.4414 | -0.0276 | |||||
| US3132D6CT55 / Freddie Mac Pool | 2.57 | -3.74 | 0.4392 | 0.0190 | |||||
| US097023DG73 / Boeing Co/The | 2.56 | 0.63 | 0.4368 | 0.0370 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.53 | -14.77 | 0.4325 | -0.0348 | |||||
| US00206RKG64 / AT&T Inc | 2.53 | 1.40 | 0.4323 | 0.0398 | |||||
| Madison Park Funding XLV Ltd / ABS-CBDO (US55820BAS60) | 2.50 | 0.48 | 0.4270 | 0.0357 | |||||
| US06051GKP36 / Bank of America Corp | 2.50 | 0.40 | 0.4266 | 0.0353 | |||||
| US61747YER27 / Morgan Stanley | 2.49 | 0.52 | 0.4258 | 0.0357 | |||||
| US14040HBW43 / Capital One Financial Corp | 2.47 | 0.86 | 0.4211 | 0.0366 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 2.44 | -13.30 | 0.4163 | -0.0258 | |||||
| Freddie Mac STACR REMIC Trust 2024-HQA2 / ABS-MBS (US35564NDZ33) | 2.42 | -10.72 | 0.4138 | -0.0130 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2.42 | -0.21 | 0.4134 | 0.0319 | |||||
| US82460CAQ78 / Shinhan Bank Co Ltd | 2.41 | 0.96 | 0.4116 | 0.0362 | |||||
| Volkswagen Group of America Finance LLC / DBT (US928668CE07) | 2.41 | -0.21 | 0.4115 | 0.0317 | |||||
| US44644MAF86 / Huntington National Bank/The | 2.41 | 0.4111 | 0.4111 | ||||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 2.40 | -0.04 | 0.4096 | 0.0324 | |||||
| Ford Credit Auto Owner Trust 2024-A / ABS-O (US34535EAD40) | 2.35 | -0.08 | 0.4015 | 0.0315 | |||||
| US22822VAC54 / Crown Castle International Corp | 2.35 | 0.34 | 0.4005 | 0.0329 | |||||
| Toyota Auto Receivables 2024-A Owner Trust / ABS-O (US89238DAD03) | 2.34 | 0.00 | 0.4000 | 0.0318 | |||||
| Goldman Sachs Bank USA/New York NY / DBT (US38151LAF76) | 2.31 | -0.13 | 0.3945 | 0.0307 | |||||
| US438123AC59 / Honda Auto Receivables 2023-4 Owner Trust | 2.27 | -0.18 | 0.3881 | 0.0302 | |||||
| Carlyle Global Market Strategies CLO 2015-4 Ltd / ABS-CBDO (US14311NAU81) | 2.26 | -14.75 | 0.3858 | -0.0308 | |||||
| US20755CAA62 / Connecticut Avenue Securities Trust 2023-R08 | 2.26 | -12.62 | 0.3855 | -0.0207 | |||||
| US06418BAE83 / Bank of Nova Scotia/The | 2.26 | 0.89 | 0.3849 | 0.0336 | |||||
| Dryden 68 CLO Ltd / ABS-CBDO (US26252QAS12) | 2.25 | 0.49 | 0.3844 | 0.0320 | |||||
| US6174467Y92 / Morgan Stanley | 2.20 | 0.23 | 0.3748 | 0.0304 | |||||
| US411618AB75 / Harbour Energy PLC | 2.17 | -1.37 | 0.3699 | 0.0245 | |||||
| GA Global Funding Trust / DBT (US36143L2N47) | 2.15 | 0.37 | 0.3662 | 0.0303 | |||||
| ACA / Crédit Agricole S.A. | 2.14 | 0.3651 | 0.3651 | ||||||
| US78448TAB89 / SMBC Aviation Capital Finance DAC | 2.13 | 1.19 | 0.3636 | 0.0328 | |||||
| AEGON Funding Co LLC / DBT (US00775VAA26) | 2.13 | -0.14 | 0.3628 | 0.0282 | |||||
| US69376DAC65 / PSMC 2021-3 Trust | 2.07 | -3.62 | 0.3540 | 0.0157 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 2.06 | 0.88 | 0.3516 | 0.0308 | |||||
| Station Place Securitization Trust Series 2025-1 / ABS-MBS (US85772UAA88) | 2.06 | 0.3514 | 0.3514 | ||||||
| US161571HS67 / Chase Issuance Trust | 2.04 | 0.15 | 0.3490 | 0.0282 | |||||
| Athene Global Funding / DBT (US04685A3T66) | 2.03 | 0.05 | 0.3470 | 0.0275 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.03 | -14.33 | 0.3470 | -0.0259 | |||||
| US05522RDH84 / BA Credit Card Trust | 2.02 | 0.05 | 0.3450 | 0.0274 | |||||
| US89788MAJ18 / Truist Financial Corp | 2.01 | -0.25 | 0.3428 | 0.0264 | |||||
| SOCIETE GENERALE NEW YORK / STIV (000000000) | 2.00 | 0.3415 | 0.3415 | ||||||
| Citigroup Global Markets Inc / RA (000000000) | 2.00 | 0.3413 | 0.3413 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 2.00 | 0.3413 | 0.3413 | ||||||
| Royal Bank Canada Toronto / RA (000000000) | 2.00 | 0.3413 | 0.3413 | ||||||
| BANK OF AMERICA NA / STIV (000000000) | 2.00 | 0.3413 | 0.3413 | ||||||
| BANK OF MONTREAL, LONDON / STIV (000000000) | 2.00 | 0.3413 | 0.3413 | ||||||
| CREDIT AGRICOLE CIB, NY / STIV (000000000) | 2.00 | 0.3412 | 0.3412 | ||||||
| US38143U8H71 / Goldman Sachs Group Inc/The | 1.99 | 0.15 | 0.3398 | 0.0273 | |||||
| Foundry JV Holdco LLC / DBT (US350930AB92) | 1.99 | 0.3389 | 0.3389 | ||||||
| US30161NAU54 / Exelon Corp | 1.98 | 0.30 | 0.3383 | 0.0276 | |||||
| US06051GHQ55 / Bank of America Corp | 1.97 | 1.13 | 0.3360 | 0.0301 | |||||
| US25746UDJ51 / Dominion Energy, Inc. | 1.95 | 0.83 | 0.3332 | 0.0289 | |||||
| US38141GZK39 / Goldman Sachs Group Inc/The | 1.94 | 0.62 | 0.3315 | 0.0281 | |||||
| US231266MN41 / CURATORS OF THE UNIV OF MISSOURI MO SYS FACS REV | 1.91 | 1.00 | 0.3264 | 0.0288 | |||||
| US05609WAA18 / BX Trust, Series 2022-IND, Class A | 1.91 | -6.69 | 0.3263 | 0.0043 | |||||
| US902613AU26 / UBS Group AG | 1.91 | -0.16 | 0.3262 | 0.0253 | |||||
| US98389BAY65 / Xcel Energy Inc | 1.90 | 1.61 | 0.3238 | 0.0303 | |||||
| US05609VAA35 / BX Commercial Mortgage Trust 2021-VOLT | 1.88 | -2.54 | 0.3214 | 0.0176 | |||||
| BlueMountain CLO 2016-3 Ltd / ABS-CBDO (US09628VAW46) | 1.86 | -16.43 | 0.3179 | -0.0323 | |||||
| Station Place Securitization Trust Series 2024-10 / ABS-MBS (US85779PAA21) | 1.81 | 0.44 | 0.3084 | 0.0257 | |||||
| US80281LAQ86 / Santander UK Group Holdings PLC | 1.75 | 0.81 | 0.2984 | 0.0259 | |||||
| Icon Investments Six DAC / DBT (US45115AAA25) | 1.74 | 0.00 | 0.2962 | 0.0234 | |||||
| US10569YAA55 / BRAVO Residential Funding Trust 2023-NQM4 | 1.73 | -7.79 | 0.2952 | 0.0005 | |||||
| US65339KBS87 / NextEra Energy Capital Holdings Inc | 1.70 | -0.23 | 0.2906 | 0.0223 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.69 | -15.93 | 0.2883 | -0.0276 | |||||
| US925524AH30 / Viacom Corp 7.875% Senior Debentures 07/30/30 | 1.66 | 0.85 | 0.2836 | 0.0246 | |||||
| DANSKE / Danske Bank A/S | 1.66 | 0.85 | 0.2833 | 0.0246 | |||||
| US125523CP36 / Cigna Corp | 1.63 | 0.99 | 0.2783 | 0.0245 | |||||
| US49327M3E23 / KeyBank NA/Cleveland OH | 1.60 | 0.19 | 0.2729 | 0.0221 | |||||
| US126650CX62 / Cvs Health Corporation Senior Note Callable M/w Bond | 1.59 | 0.82 | 0.2720 | 0.0235 | |||||
| US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 | 1.56 | 0.84 | 0.2665 | 0.0231 | |||||
| BNP / BNP Paribas SA | 1.55 | 0.2642 | 0.2642 | ||||||
| US19123MAF05 / Coca-Cola Europacific Partners PLC | 1.53 | 0.86 | 0.2614 | 0.0228 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.53 | 0.79 | 0.2614 | 0.0225 | |||||
| US46590XAZ96 / JBS USA LUX SA/JBS FOOD CO/JBS USA | 1.53 | 0.99 | 0.2612 | 0.0231 | |||||
| US126650DW70 / CVS Health Corp | 1.52 | 1.06 | 0.2599 | 0.0231 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 1.51 | 0.2583 | 0.2583 | ||||||
| BANK OF NOVA SCOTIA HOUSTON / STIV (000000000) | 1.50 | 0.2560 | 0.2560 | ||||||
| US21623PAC14 / Cook Park CLO Ltd., Series 2018-1A, Class A2 | 1.50 | -0.13 | 0.2558 | 0.0200 | |||||
| US88947EAT73 / Toll Brothers Finance Corp | 1.49 | 0.88 | 0.2546 | 0.0222 | |||||
| Petronas Capital Ltd / DBT (US716743AV14) | 1.48 | 1.58 | 0.2533 | 0.0237 | |||||
| US92212WAD20 / VAR ENERGI ASA | 1.48 | -0.13 | 0.2529 | 0.0198 | |||||
| OBX 2023-NQM10 Trust / ABS-MBS (US67449CAA99) | 1.48 | -7.84 | 0.2528 | 0.0002 | |||||
| Manufacturers & Traders Trust Co / DBT (US564760CC82) | 1.48 | 0.2526 | 0.2526 | ||||||
| US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A | 1.48 | 0.68 | 0.2521 | 0.0214 | |||||
| US83368RBC51 / Societe Generale SA | 1.46 | 0.90 | 0.2492 | 0.0217 | |||||
| US14448CAP95 / CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 | 1.46 | 0.76 | 0.2491 | 0.0215 | |||||
| FR00140066D6 / ENGIE - Loyalty Line 2024 | 1.43 | 0.35 | 0.2444 | 0.0202 | |||||
| Hyundai Capital America / DBT (US44891ACT25) | 1.41 | 0.21 | 0.2412 | 0.0194 | |||||
| Apidos CLO XXXII / ABS-CBDO (US03768RAQ92) | 1.40 | -0.28 | 0.2394 | 0.0183 | |||||
| BRAVO Residential Funding Trust 2024-NQM3 / ABS-MBS (US10569LAA35) | 1.40 | 21.21 | 0.2391 | 0.0575 | |||||
| US46284VAC54 / Iron Mountain Inc | 1.39 | 1.53 | 0.2376 | 0.0220 | |||||
| US88278PZC12 / TEXAS ST UNIV SYS FING REVENUE | 1.37 | 0.51 | 0.2337 | 0.0195 | |||||
| Symphony CLO XXIII Ltd / ABS-CBDO (US87167NDL64) | 1.37 | -2.15 | 0.2336 | 0.0138 | |||||
| US00138CAV00 / Corebridge Global Funding | 1.36 | 0.52 | 0.2318 | 0.0194 | |||||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 1.34 | -5.59 | 0.2279 | 0.0057 | |||||
| OC / Owens Corning | 1.33 | 0.15 | 0.2266 | 0.0184 | |||||
| US29446MAJ18 / Equinor ASA | 1.28 | 0.55 | 0.2186 | 0.0184 | |||||
| NEW YORK ST URBAN DEV CORP SALES TAX REVENUE / DBT (US64985TDQ13) | 1.28 | 0.47 | 0.2180 | 0.0181 | |||||
| US06675QAB95 / Banque Ouest Africaine de Developpement | 1.27 | 0.31 | 0.2176 | 0.0179 | |||||
| Hyundai Auto Receivables Trust 2024-A / ABS-O (US448973AD90) | 1.24 | 0.00 | 0.2118 | 0.0167 | |||||
| US33767JAA07 / FirstKey Homes 2020-SFR2 Trust | 1.24 | -2.53 | 0.2108 | 0.0117 | |||||
| IMB / Imperial Brands PLC | 1.21 | 0.25 | 0.2072 | 0.0169 | |||||
| US38122ND823 / Golden State Tobacco Securitization Corp | 1.21 | -18.42 | 0.2058 | -0.0264 | |||||
| US65558RAC34 / Nordea Bank Abp | 1.20 | 0.00 | 0.2049 | 0.0162 | |||||
| US902613BB36 / CORP. NOTE | 1.20 | 0.00 | 0.2048 | 0.0162 | |||||
| US86765BAT61 / Sunoco Logistics Partners Bond | 1.19 | 0.25 | 0.2035 | 0.0165 | |||||
| US75079LAB71 / Rain Carbon, Inc. | 1.18 | 0.94 | 0.2013 | 0.0177 | |||||
| US66815L2M02 / Northwestern Mutual Global Funding | 1.17 | 0.60 | 0.2001 | 0.0169 | |||||
| US92840VAH50 / VISTRA OPERATIONS CO LLC 4.375% 05/01/2029 144A | 1.17 | 2.63 | 0.1996 | 0.0205 | |||||
| US29450YAA73 / EquipmentShare.com, Inc. | 1.16 | 2.02 | 0.1983 | 0.0192 | |||||
| SOUND POINT CLO XXII LTD / ABS-CBDO (US83611KAW27) | 1.15 | -15.54 | 0.1966 | -0.0178 | |||||
| US80007RAN52 / Sands China Ltd | 1.15 | 1.32 | 0.1965 | 0.0178 | |||||
| US871829BS59 / Sysco Corp | 1.15 | 0.35 | 0.1957 | 0.0162 | |||||
| US12769GAA85 / Caesars Entertainment Inc | 1.15 | 3.90 | 0.1955 | 0.0222 | |||||
| CABK / CaixaBank, S.A. | 1.14 | 0.1951 | 0.1951 | ||||||
| WESCO Distribution Inc / DBT (US95081QAQ73) | 1.13 | 1.71 | 0.1932 | 0.0183 | |||||
| US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 | 1.13 | 0.27 | 0.1929 | 0.0157 | |||||
| Rio Tinto Finance USA PLC / DBT (US76720AAS50) | 1.13 | 0.90 | 0.1922 | 0.0167 | |||||
| Glencore Funding LLC / DBT (US378272BY34) | 1.12 | 0.63 | 0.1914 | 0.0162 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 1.10 | 0.1881 | 0.1881 | ||||||
| US17302XAM83 / CITGO Petroleum Corp | 1.10 | 0.18 | 0.1877 | 0.0152 | |||||
| US44933XAD93 / Hyundai Auto Receivables Trust, Series 2023-B, Class A3 | 1.09 | -13.50 | 0.1860 | -0.0120 | |||||
| US89175TAA60 / Towd Point Mortgage Trust 2018-4 | 1.09 | -3.89 | 0.1858 | 0.0079 | |||||
| Bank of New York Mellon/The / DBT (US06405LAH42) | 1.06 | 0.1817 | 0.1817 | ||||||
| US12543DBH26 / CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6 | 1.06 | 8.29 | 0.1806 | 0.0270 | |||||
| US446150BC73 / Huntington Bancshares Inc/OH | 1.05 | 0.87 | 0.1791 | 0.0155 | |||||
| IQVIA Inc / DBT (US46266TAF57) | 1.05 | 0.38 | 0.1784 | 0.0147 | |||||
| US46645LAY39 / JPMBB Commercial Mortgage Securities Trust 2016-C1 | 1.03 | 0.49 | 0.1765 | 0.0147 | |||||
| MSI / Motorola Solutions, Inc. - Depositary Receipt (Common Stock) | 1.03 | 0.1751 | 0.1751 | ||||||
| Eaton Capital ULC / DBT (US27806HAA95) | 1.02 | 0.1749 | 0.1749 | ||||||
| US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.02 | 0.00 | 0.1745 | 0.0138 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.02 | 0.69 | 0.1738 | 0.0149 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 1.00 | 0.20 | 0.1711 | 0.0138 | |||||
| ANZ NATIONAL (INTL) LTD / STIV (000000000) | 1.00 | 0.1707 | 0.1707 | ||||||
| TRUIST BANK / STIV (000000000) | 1.00 | 0.1707 | 0.1707 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.00 | 0.1707 | 0.1707 | ||||||
| BANK OF MONTREAL, LONDON / STIV (000000000) | 1.00 | 0.1707 | 0.1707 | ||||||
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM1 / ABS-MBS (US61775UAA60) | 1.00 | -7.61 | 0.1700 | 0.0006 | |||||
| Cross 2024-H1 Mortgage Trust / ABS-MBS (US22757AAA43) | 0.98 | 24.05 | 0.1666 | 0.0430 | |||||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.97 | 0.31 | 0.1660 | 0.0136 | |||||
| US337738BB35 / Fiserv, Inc. | 0.96 | 0.94 | 0.1643 | 0.0144 | |||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.95 | 1.38 | 0.1626 | 0.0149 | |||||
| US95000U3G61 / Wells Fargo & Co | 0.95 | 0.53 | 0.1623 | 0.0136 | |||||
| Allegro CLO VII Ltd / ABS-CBDO (US01750CAL72) | 0.93 | -29.75 | 0.1585 | -0.0492 | |||||
| US55342UAH77 / Mpt Operating Partnership Lp / Mpt Finance Corp 5.00% 10/15/2027 Bond | 0.92 | 2.21 | 0.1576 | 0.0156 | |||||
| US718172CZ06 / PHILIP MORRIS INTERNATIONAL INC | 0.92 | 0.44 | 0.1562 | 0.0129 | |||||
| COLT 2024-1 Mortgage Loan Trust / ABS-MBS (US19688TAA34) | 0.91 | -10.46 | 0.1549 | -0.0043 | |||||
| P1VH34 / PVH Corp. - Depositary Receipt (Common Stock) | 0.91 | 0.1547 | 0.1547 | ||||||
| OBX 2024-NQM8 Trust / ABS-MBS (US67119CAA80) | 0.90 | -8.82 | 0.1536 | -0.0015 | |||||
| US38141GZT48 / Goldman Sachs Group Inc/The | 0.90 | 0.00 | 0.1534 | 0.0122 | |||||
| Buckhorn Park CLO Ltd / ABS-CBDO (US118382BA70) | 0.90 | 0.11 | 0.1534 | 0.0123 | |||||
| US830867AA59 / Delta Air Lines Inc / SkyMiles IP Ltd | 0.88 | -33.28 | 0.1506 | -0.0572 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2024-4 / ABS-MBS (US61777BBQ05) | 0.87 | -15.16 | 0.1491 | -0.0127 | |||||
| Fifth Third Bank NA / DBT (US31677QBU22) | 0.87 | 0.23 | 0.1487 | 0.0120 | |||||
| Madison Park Funding XXIV Ltd / ABS-CBDO (US55820NAW11) | 0.87 | -39.93 | 0.1483 | -0.0789 | |||||
| Hyundai Capital America / DBT (US44891ADP93) | 0.85 | 0.47 | 0.1457 | 0.0121 | |||||
| Connecticut Avenue Securities Trust 2024-R03 / ABS-MBS (US207941AA35) | 0.82 | -12.27 | 0.1404 | -0.0070 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.82 | 2.50 | 0.1402 | 0.0143 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.82 | 0.74 | 0.1399 | 0.0120 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.81 | 0.37 | 0.1381 | 0.0114 | |||||
| US500631AX49 / Korea Electric Power Corp | 0.81 | -0.12 | 0.1376 | 0.0107 | |||||
| US59980YAB11 / Mill City Mortgage Loan Trust 2018-4 | 0.81 | -4.84 | 0.1376 | 0.0043 | |||||
| BRAVO Residential Funding Trust 2023-NQM8 / ABS-MBS (US10567MAA36) | 0.81 | -5.07 | 0.1374 | 0.0040 | |||||
| Elevation CLO 2018-10 Ltd / ABS-CBDO (US28623CAL54) | 0.78 | -34.56 | 0.1338 | -0.0546 | |||||
| US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | 0.76 | 0.1299 | 0.1299 | ||||||
| US19685GAA40 / COLT Mortgage Loan Trust, Series 2022-4, Class A1 | 0.75 | -4.44 | 0.1286 | 0.0047 | |||||
| TGT / Target Corporation - Depositary Receipt (Common Stock) | 0.74 | 0.1262 | 0.1262 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754GAA85) | 0.73 | -12.69 | 0.1244 | -0.0068 | |||||
| SUN / Sunoco LP - Limited Partnership | 0.73 | 1.68 | 0.1244 | 0.0119 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA1 / ABS-MBS (US35564NFY40) | 0.72 | -12.71 | 0.1232 | -0.0066 | |||||
| Marble Point CLO XV Ltd / ABS-CBDO (US56606YAW57) | 0.72 | -5.90 | 0.1226 | 0.0027 | |||||
| US22822VAV36 / Crown Castle International Corp | 0.71 | 1.00 | 0.1205 | 0.0107 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.69 | 0.00 | 0.1181 | 0.0094 | |||||
| Verus Securitization Trust 2024-3 / ABS-MBS (US92540MAA36) | 0.69 | -12.77 | 0.1178 | -0.0065 | |||||
| Diageo Investment Corp / DBT (US25245BAC19) | 0.68 | 0.1161 | 0.1161 | ||||||
| USD-SOFR-OIS Compound- 20270224 / DIR (000000000) | 0.64 | 0.1089 | 0.1089 | ||||||
| US060335AB23 / Banijay Entertainment SASU | 0.62 | 0.97 | 0.1062 | 0.0093 | |||||
| US10568LAL09 / BRAVO Residential Funding Trust 2019-NQM2 | 0.62 | -6.63 | 0.1060 | 0.0015 | |||||
| US92332YAA91 / Venture Global LNG, Inc. | 0.62 | 1.14 | 0.1058 | 0.0095 | |||||
| US00084DBA72 / ABN AMRO Bank NV | 0.61 | 0.00 | 0.1046 | 0.0082 | |||||
| US36258YBJ64 / GS Mortgage Securities Trust 2020-GC45 | 0.61 | -4.84 | 0.1040 | 0.0033 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.61 | 0.16 | 0.1039 | 0.0084 | |||||
| Schlumberger Holdings Corp / DBT (US806851AL54) | 0.61 | 0.00 | 0.1037 | 0.0083 | |||||
| US45290BAA70 / IMPRL 23-NQM1 A1 144A 5.941% 02-25-68/01-01-27 | 0.60 | -5.62 | 0.1032 | 0.0026 | |||||
| JP Morgan Mortgage Trust Series 2024-HE3 / ABS-O (US46658JAA43) | 0.60 | -12.39 | 0.1027 | -0.0053 | |||||
| US67591TAC45 / OCTAGON INVESTMENT PARTNERS 35 LTD | 0.60 | 0.00 | 0.1025 | 0.0082 | |||||
| US12527GAH65 / CF INDUSTRIES INC SR SECURED 144A 12/26 4.5 | 0.60 | 0.50 | 0.1025 | 0.0086 | |||||
| US25461LAA08 / DIRECTV Holdings LLC/DIRECTV Financing Co., Inc. | 0.60 | 2.93 | 0.1021 | 0.0107 | |||||
| US61691GAV23 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 0.59 | 0.68 | 0.1010 | 0.0086 | |||||
| US01883LAD55 / Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 0.59 | 2.07 | 0.1009 | 0.0098 | |||||
| OBX 2024-NQM1 Trust / ABS-MBS (US67448LAA08) | 0.59 | 11.17 | 0.1002 | 0.0172 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.58 | 0.0991 | 0.0991 | ||||||
| BBCMS Mortgage Trust 2025-5C34 / ABS-MBS (US07337BAG95) | 0.57 | 0.0976 | 0.0976 | ||||||
| THL Credit Wind River 2019-3 Clo Ltd / ABS-CBDO (US97314JAJ43) | 0.56 | -33.02 | 0.0960 | -0.0360 | |||||
| US46654TAF57 / JP Morgan Mortgage Trust | 0.56 | -2.44 | 0.0957 | 0.0054 | |||||
| US92540CAA53 / Verus Securitization Trust 2023-INV3 | 0.56 | -5.28 | 0.0950 | 0.0027 | |||||
| US25160RLM33 / MD ST GO DB-8076 Q=DB D7 | 0.55 | 0.0947 | 0.0947 | ||||||
| Verus Securitization Trust 2024-4 / ABS-MBS (US92540GAA67) | 0.55 | -10.41 | 0.0942 | -0.0025 | |||||
| US12597NAU72 / CSAIL 2020 C19 XA | 0.55 | -4.53 | 0.0936 | 0.0033 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 0.55 | -20.84 | 0.0935 | -0.0152 | |||||
| US95002BAF04 / WFCM 2019 C53 XA | 0.55 | -7.31 | 0.0930 | 0.0006 | |||||
| US715638DF60 / Peruvian Government International Bond | 0.54 | 2.10 | 0.0916 | 0.0090 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) | 0.54 | 0.0915 | 0.0915 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754VAA52) | 0.54 | 0.0915 | 0.0915 | ||||||
| Jefferson Capital Holdings LLC / DBT (US472481AB63) | 0.53 | -0.57 | 0.0901 | 0.0067 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755JAA16) | 0.52 | -3.68 | 0.0893 | 0.0038 | |||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.52 | 0.78 | 0.0885 | 0.0077 | |||||
| OBX 2024-NQM3 Trust / ABS-MBS (US67118KAA16) | 0.52 | -9.47 | 0.0881 | -0.0015 | |||||
| RGA Global Funding / DBT (US76209PAE34) | 0.52 | 0.59 | 0.0880 | 0.0074 | |||||
| Prologis Targeted US Logistics Fund LP / DBT (US74350LAA26) | 0.51 | 0.59 | 0.0877 | 0.0075 | |||||
| US31407UMR58 / Fannie Mae Pool | 0.51 | -3.05 | 0.0868 | 0.0043 | |||||
| US01883LAE39 / Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer | 0.51 | 1.40 | 0.0868 | 0.0079 | |||||
| US96949LAB18 / Williams Companies Inc | 0.50 | 0.20 | 0.0852 | 0.0068 | |||||
| Honda Auto Receivables 2024-1 Owner Trust / ABS-O (US437918AB10) | 0.50 | -53.41 | 0.0851 | -0.0829 | |||||
| US03969AAR14 / Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc | 0.49 | -2.58 | 0.0837 | 0.0046 | |||||
| COLT 2024-INV1 Mortgage Loan Trust / ABS-MBS (US12672RAA05) | 0.48 | 18.41 | 0.0813 | 0.0180 | |||||
| US3138EGBF07 / FANNIE MAE 3.719% 09/01/2035 FNMA ARM | 0.47 | -2.10 | 0.0798 | 0.0048 | |||||
| FIGRE Trust 2025-HE4 / ABS-O (US31684PAA03) | 0.46 | 0.0792 | 0.0792 | ||||||
| US86389QAE26 / Studio City Finance Ltd | 0.46 | 0.00 | 0.0792 | 0.0063 | |||||
| US30711XBB91 / Fannie Mae Connecticut Avenue Securities Frn 7/25/2025 2015-c03 1m2 Bond | 0.46 | -7.40 | 0.0791 | 0.0004 | |||||
| AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B / LON (US00132UAP93) | 0.45 | 0.67 | 0.0774 | 0.0065 | |||||
| US43730XAB01 / Home Partners of America 2021-3 Trust | 0.44 | 1.14 | 0.0758 | 0.0067 | |||||
| US44918CAB81 / HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027 | 0.44 | -57.77 | 0.0757 | -0.0892 | |||||
| BMO 2025-5C10 Mortgage Trust / ABS-MBS (US05615BAD38) | 0.44 | 0.0755 | 0.0755 | ||||||
| US29429EAB74 / Citigroup Commercial Mortgage Trust, Series 2016-P4, Class A2 | 0.44 | 0.92 | 0.0752 | 0.0066 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.44 | 0.0748 | 0.0748 | ||||||
| OBX 2024-NQM2 Trust / ABS-MBS (US67118HAA86) | 0.43 | 0.0741 | 0.0741 | ||||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755TAA97) | 0.43 | 0.0740 | 0.0740 | ||||||
| US3138EM2Z39 / Fannie Mae Pool | 0.43 | -6.09 | 0.0739 | 0.0015 | |||||
| US61765DAW83 / Morgan Stanley Capital I Trust 2015-MS1 | 0.43 | -27.81 | 0.0737 | -0.0202 | |||||
| US200474BH60 / COMM 2015-LC19 Mortgage Trust | 0.43 | 0.0728 | 0.0728 | ||||||
| US12635FAT12 / CSAIL 2015-C3 Commercial Mortgage Trust | 0.42 | -15.43 | 0.0721 | -0.0064 | |||||
| US74387MAC38 / PROVIDENT FUNDING MORTGAGE TRUST 2021-J1 | 0.42 | -2.78 | 0.0717 | 0.0038 | |||||
| HOMES 2024-NQM1 Trust / ABS-MBS (US40390TAA88) | 0.40 | 3.64 | 0.0682 | 0.0076 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.39 | 0.0668 | 0.0668 | ||||||
| US749571AG03 / RHP HOTEL PPTY/RHP FINAN REGD 144A P/P 4.50000000 | 0.39 | 3.17 | 0.0667 | 0.0073 | |||||
| US00206RJX17 / AT&T Inc | 0.39 | 0.79 | 0.0658 | 0.0057 | |||||
| US94989WAS61 / Wells Fargo Commercial Mortgage Trust 2015-C31 | 0.38 | 0.27 | 0.0646 | 0.0053 | |||||
| Citadel Securities LP 2024 First Lien Term Loan / LON (US17288YAN22) | 0.38 | 0.27 | 0.0642 | 0.0052 | |||||
| US30711XSX39 / CORP CMO | 0.37 | 0.0624 | 0.0624 | ||||||
| US31419A6G77 / Fannie Mae Pool | 0.36 | -5.70 | 0.0621 | 0.0014 | |||||
| Marvell Technology Inc / DBT (US573874AR57) | 0.36 | 0.0609 | 0.0609 | ||||||
| US61690AAG94 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 0.35 | 0.28 | 0.0602 | 0.0050 | |||||
| Cross 2025-H3 Mortgage Trust / ABS-MBS (US22757EAB48) | 0.35 | 0.0600 | 0.0600 | ||||||
| US71654QDH20 / Petroleos Mexicanos | 0.35 | 0.00 | 0.0597 | 0.0047 | |||||
| BRO / Brown & Brown, Inc. | 0.35 | 0.0594 | 0.0594 | ||||||
| JP Morgan Mortgage Trust Series 2024-CES1 / ABS-MBS (US46658CAA99) | 0.35 | 0.0592 | 0.0592 | ||||||
| OBX 2024-NQM4 Trust / ABS-MBS (US67118TAA25) | 0.34 | -7.03 | 0.0588 | 0.0005 | |||||
| Primo Brands Corporation 2025 Term Loan B / LON (US89678QAD88) | 0.34 | 0.59 | 0.0585 | 0.0049 | |||||
| US92922FJ251 / WaMu Mortgage Pass-Through Certificates Series 2005-AR6 Trust | 0.34 | -10.24 | 0.0584 | -0.0015 | |||||
| Edelman Financial Center LLC 2024 Term Loan / LON (US27943UAM80) | 0.33 | -0.30 | 0.0565 | 0.0044 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20755RAB15) | 0.33 | -26.95 | 0.0561 | -0.0145 | |||||
| Angel Oak Mortgage Trust 2025-HB1 / ABS-O (US034936AA22) | 0.33 | 0.0560 | 0.0560 | ||||||
| US94989YBE23 / Wells Fargo Commercial Mortgage Trust | 0.32 | 0.32 | 0.0542 | 0.0046 | |||||
| US36170JAA43 / GGAM Finance Ltd. | 0.32 | -39.50 | 0.0542 | -0.0282 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754TAB89) | 0.32 | -1.25 | 0.0541 | 0.0037 | |||||
| US36252TAR68 / GS Mortgage Securities Trust 2016-GS2 | 0.32 | 0.32 | 0.0539 | 0.0045 | |||||
| SLM Corp / DBT (US78442PGF71) | 0.31 | 2.28 | 0.0537 | 0.0054 | |||||
| XAG4770MAL81 / INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B | 0.31 | -4.85 | 0.0536 | 0.0017 | |||||
| Acrisure LLC / Acrisure Finance Inc / DBT (US00489LAM54) | 0.31 | 0.00 | 0.0534 | 0.0043 | |||||
| Compass Datacenters Issuer II LLC / ABS-O (US20469CAA36) | 0.31 | 0.0531 | 0.0531 | ||||||
| F&G Annuities & Life Inc / DBT (US30190AAF12) | 0.31 | 1.31 | 0.0528 | 0.0048 | |||||
| US28504DAB91 / Electricite de France SA | 0.31 | 0.65 | 0.0527 | 0.0043 | |||||
| US30711XR630 / CORP CMO | 0.31 | 0.0525 | 0.0525 | ||||||
| US10569DAA19 / BRAVO Residential Funding Trust, Series 2023-NQM6, Class A1 | 0.31 | -8.66 | 0.0524 | -0.0003 | |||||
| US30711XBU72 / Fannie Mae Connecticut Avenue Securities | 0.31 | -15.51 | 0.0521 | -0.0046 | |||||
| XS2066744231 / Carnival PLC | 0.31 | 2.35 | 0.0521 | 0.0051 | |||||
| US88167AAP66 / Teva Pharmaceutical Finance Netherlands III BV | 0.30 | -38.62 | 0.0516 | -0.0257 | |||||
| Connect Finco SARL / Connect US Finco LLC / DBT (US20752TAB08) | 0.30 | 10.26 | 0.0515 | 0.0085 | |||||
| US12634NAX66 / CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 AS | 0.30 | -24.75 | 0.0510 | -0.0112 | |||||
| DTE Electric Co / DBT (US23338VAW63) | 0.30 | 0.0504 | 0.0504 | ||||||
| BRAVO Residential Funding Trust 2024-NQM2 / ABS-MBS (US10569KAA51) | 0.29 | -10.98 | 0.0500 | -0.0016 | |||||
| Compass Datacenters Issuer II LLC / ABS-O (US20469AAD19) | 0.29 | 0.0489 | 0.0489 | ||||||
| US389376AZ77 / Gray Television Inc | 0.28 | 4.89 | 0.0478 | 0.0058 | |||||
| Toorak Mortgage Trust 2025-RRTL1 / ABS-MBS (US89053JAB35) | 0.27 | 0.0461 | 0.0461 | ||||||
| Worldwide Express Operations LLC 2024 Term Loan B / LON (US00435UAF57) | 0.27 | 1.13 | 0.0458 | 0.0041 | |||||
| Scientific Games Holdings LP 2024 USD Term Loan B / LON (US80875CAE75) | 0.27 | 0.38 | 0.0454 | 0.0037 | |||||
| US89177BAA35 / Towd Point Mortgage Trust 2019-1 | 0.27 | -3.28 | 0.0453 | 0.0022 | |||||
| Freddie Mac STACR REMIC Trust 2024-DNA3 / ABS-MBS (US35564NEZ24) | 0.26 | -23.46 | 0.0447 | -0.0089 | |||||
| US01957TAH05 / Allied Universal Holdco LLC 2021 USD Incremental Term Loan B | 0.26 | 0.38 | 0.0446 | 0.0037 | |||||
| AmWINS Group Inc 2025 Term Loan B / LON (US03234TBA51) | 0.26 | 0.77 | 0.0446 | 0.0038 | |||||
| XAC8000CAB90 / Panther BF Aggregator 2 LP USD Term Loan B | 0.26 | 1.17 | 0.0444 | 0.0040 | |||||
| GM Financial Consumer Automobile Receivables Trust 2024-2 / ABS-O (US379931AB41) | 0.26 | -43.42 | 0.0442 | -0.0276 | |||||
| Kenan Advantage Group Inc 2024 Term Loan B4 / LON (US48853UBQ22) | 0.25 | -1.17 | 0.0435 | 0.0030 | |||||
| APi Group DE Inc 2025 Term Loan / LON (US00186XAN30) | 0.25 | 0.40 | 0.0427 | 0.0035 | |||||
| Crown Equipment Corporation 2025 Term Loan B / LON (US22834HAK41) | 0.25 | 0.40 | 0.0427 | 0.0035 | |||||
| 067806AD1 / Barnes Group, Inc. SDBCV | 0.25 | 0.81 | 0.0427 | 0.0036 | |||||
| Boost Newco Borrower LLC 2025 USD Term Loan B / LON (US92943EAG17) | 0.25 | 0.81 | 0.0427 | 0.0036 | |||||
| CPI Holdco B LLC 2024 Incremental Term Loan B / LON (US1261MAAC42) | 0.25 | 0.40 | 0.0427 | 0.0036 | |||||
| Creative Artists Agency LLC 2024 1st Lien Term Loan B / LON (US22526WAS70) | 0.25 | 0.00 | 0.0426 | 0.0035 | |||||
| WEC US Holdings Ltd 2024 Term Loan / LON (US92943LAC46) | 0.25 | 0.81 | 0.0426 | 0.0037 | |||||
| Nielsen Consumer Inc 2025 USD Term Loan / LON (US45674PAR55) | 0.25 | 0.00 | 0.0426 | 0.0034 | |||||
| Alliant Holdings Intermediate LLC 2024 Term Loan B6 / LON (US01881UAM71) | 0.25 | 0.81 | 0.0426 | 0.0037 | |||||
| EVKG / Ever-Glory International Group, Inc. | 0.25 | 0.00 | 0.0426 | 0.0034 | |||||
| Charter Communications Operating LLC 2024 Term Loan B5 / LON (US16117LCE74) | 0.25 | 0.40 | 0.0426 | 0.0035 | |||||
| Rand Parent LLC 2025 Term Loan B / LON (US75223LAD82) | 0.25 | 0.0425 | 0.0425 | ||||||
| Quikrete Holdings Inc 2024 Term Loan B1 / LON (US74839XAK54) | 0.25 | 0.81 | 0.0425 | 0.0036 | |||||
| Kaseya Inc 2025 1st Lien Term Loan B / LON (US48578AAB44) | 0.25 | 0.0425 | 0.0425 | ||||||
| 18948EAC0 / Forward Air 9/23 Cov-Lite TLB | 0.25 | 2.48 | 0.0424 | 0.0043 | |||||
| Zelis Payments Buyer Inc 5th Amendment Term Loan / LON (US98932TAH68) | 0.25 | -0.40 | 0.0424 | 0.0032 | |||||
| Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B / LON (US77669LAK98) | 0.25 | 0.00 | 0.0424 | 0.0034 | |||||
| Flutter Financing BV 2024 Term Loan B / LON (XAN3313EAG51) | 0.25 | -0.40 | 0.0423 | 0.0032 | |||||
| 1011778 BC Unlimited Liability Company 2024 Term Loan B6 / LON (XAC6901LAM90) | 0.25 | 0.00 | 0.0423 | 0.0034 | |||||
| Camelot US Acquisition LLC 2024 Term Loan B / LON (XAL2000AAF74) | 0.25 | 0.00 | 0.0423 | 0.0035 | |||||
| Prime Security Services Borrower LLC 2025 Incremental Term Loan B / LON (US03765VAQ32) | 0.25 | 0.00 | 0.0422 | 0.0033 | |||||
| Jane Street Group LLC 2024 Term Loan B1 / LON (US47077DAM20) | 0.25 | 0.82 | 0.0421 | 0.0037 | |||||
| US72814CAF59 / Playtika Holding Corp. Term B-1 Loan | 0.25 | -0.81 | 0.0420 | 0.0031 | |||||
| US46644YAU47 / JPMBB Commercial Mortgage Securities Trust 2015-C31 | 0.25 | -67.33 | 0.0419 | -0.0760 | |||||
| US21870FBA66 / CoreLogic, Inc. Term Loan | 0.25 | 0.00 | 0.0419 | 0.0034 | |||||
| Primary Products Finance LLC 2024 1st Lien Term Loan B / LON (US74167NAE31) | 0.25 | 0.00 | 0.0419 | 0.0033 | |||||
| Wand NewCo 3 Inc 2025 Repriced Term Loan B / LON (US93369PAM68) | 0.25 | 0.82 | 0.0419 | 0.0036 | |||||
| Nuvei Technologies Corp 2024 Term Loan B1 / LON (US69425BAB36) | 0.25 | 0.41 | 0.0419 | 0.0034 | |||||
| Skopima Merger Sub Inc 2024 Repriced Term Loan / LON (US36171NAG16) | 0.25 | -0.81 | 0.0419 | 0.0029 | |||||
| Horizon US Finco LP Term Loan B / LON (US44057XAB38) | 0.25 | 3.38 | 0.0418 | 0.0045 | |||||
| Highline Aftermarket Acquisition LLC 2025 Term Loan B / LON (US43110HAF64) | 0.24 | 0.00 | 0.0418 | 0.0034 | |||||
| US04649VBC37 / Asurion LLC, Term Loan B | 0.24 | -0.41 | 0.0416 | 0.0031 | |||||
| Fortress Intermediate 3 Inc Term Loan B / LON (US34966LAB09) | 0.24 | 465.12 | 0.0416 | 0.0347 | |||||
| US90350HAL33 / U.S. Anesthesia Partners, Inc. 2021 Term Loan | 0.24 | 0.41 | 0.0416 | 0.0034 | |||||
| Dave & Buster's Inc 2024 Term Loan B / LON (US23833EAX22) | 0.24 | 8.48 | 0.0415 | 0.0062 | |||||
| US76133MAC55 / Restoration Hardware, Inc., Term Loan | 0.24 | 0.00 | 0.0415 | 0.0033 | |||||
| Veritiv Corporation Term Loan B / LON (US92338TAB26) | 0.24 | 0.41 | 0.0415 | 0.0035 | |||||
| McAfee LLC 2024 USD 1st Lien Term Loan B / LON (US57906HAF47) | 0.24 | 1.26 | 0.0413 | 0.0039 | |||||
| Kodiak Building Partners Inc 2024 Term Loan B / LON (US50011JAF75) | 0.24 | 0.00 | 0.0410 | 0.0032 | |||||
| US74339VAB45 / T/L CLOUDERA INC REGD 0.00000000 | 0.24 | -2.45 | 0.0409 | 0.0023 | |||||
| US84748EAF79 / SPECIALTY BUILDING TERM B 1LN 10/15/2028 | 0.24 | 0.00 | 0.0409 | 0.0033 | |||||
| US26872NAC39 / BANK LOAN NOTE | 0.24 | 0.85 | 0.0407 | 0.0035 | |||||
| Broadstreet Partners Inc 2024 Term Loan B4 / LON (US11132VAY56) | 0.24 | 0.85 | 0.0406 | 0.0035 | |||||
| Zekelman Industries Inc 2024 Term Loan B / LON (US98931YAD58) | 0.24 | -0.42 | 0.0406 | 0.0031 | |||||
| WestJet Loyalty LP Term Loan B / LON (XAC9763HAB33) | 0.24 | 3.49 | 0.0406 | 0.0045 | |||||
| First Eagle Investment Management LLC 2024 Term Loan B2 / LON (US05554JAJ60) | 0.24 | -0.42 | 0.0406 | 0.0031 | |||||
| Star Holding LLC 2024 1st Lien Term Loan B / LON (US85512FAC23) | 0.24 | -2.87 | 0.0405 | 0.0020 | |||||
| US02376CBM64 / BANK LOAN NOTE | 0.24 | 0.43 | 0.0403 | 0.0033 | |||||
| XAC0787FAB85 / Bausch + Lomb Corp | 0.24 | -4.07 | 0.0403 | 0.0016 | |||||
| Flash Charm Inc 2024 Term Loan / LON (US45168RAT05) | 0.23 | 1.30 | 0.0400 | 0.0036 | |||||
| US12620BAR15 / CPM Holdings, Inc. 2023 Term Loan | 0.23 | -0.85 | 0.0397 | 0.0029 | |||||
| US71601HAB24 / Petco Health and Wellness Company, Inc., 1st Lien Term Loan | 0.23 | 1.32 | 0.0395 | 0.0036 | |||||
| Froneri Lux Finco Sarl 2024 USD Term Loan B4 / LON (XAG3679YAK82) | 0.23 | -0.86 | 0.0394 | 0.0029 | |||||
| Cushman & Wakefield US Borrower LLC 2024 Tranche 2 Incremental Term Loan / LON (US23340DAU63) | 0.23 | -2.56 | 0.0391 | 0.0023 | |||||
| XAL4780EAC83 / Lonza Group AG USD Term Loan B | 0.23 | -0.87 | 0.0390 | 0.0028 | |||||
| US55903VBA08 / Warnermedia Holdings Inc | 0.23 | -84.42 | 0.0389 | -0.1910 | |||||
| CAFL 2025-RRTL1 Issuer LP / ABS-MBS (US124760AA71) | 0.23 | 0.0389 | 0.0389 | ||||||
| Central Parent Inc 2024 Term Loan B / LON (US15477BAE74) | 0.22 | -3.03 | 0.0384 | 0.0021 | |||||
| US46657FAA30 / JP Morgan Mortgage Trust 2023-HE2 | 0.22 | 0.0383 | 0.0383 | ||||||
| Hunter Douglas Inc 2025 USD Term Loan B / LON (XAN8137FAE06) | 0.22 | 2.78 | 0.0380 | 0.0040 | |||||
| US81527CAP23 / Sedgwick Claims Management Services Inc | 0.22 | 0.45 | 0.0380 | 0.0032 | |||||
| US67448XAD84 / OBX Trust, Series 2021-J3, Class A4 | 0.22 | -2.20 | 0.0379 | 0.0021 | |||||
| US05875CAB00 / TWIN RIVER WORLDWIDE HLDGS INC | 0.22 | 150.00 | 0.0377 | 0.0238 | |||||
| Flynn Restaurant Group LP 2025 Incremental Term Loan / LON (US34410JAG67) | 0.21 | 1.90 | 0.0365 | 0.0035 | |||||
| AssuredPartners Inc 2024 Incremental Term Loan B5 / LON (US04621HAW34) | 0.21 | 0.00 | 0.0358 | 0.0029 | |||||
| Great Outdoors Group LLC 2025 Term Loan B / LON (US07014QAP63) | 0.21 | -0.95 | 0.0357 | 0.0027 | |||||
| Brand Industrial Services Inc 2024 Term Loan B / LON (US10524MAS61) | 0.21 | -11.86 | 0.0356 | -0.0016 | |||||
| Verus Securitization Trust 2024-2 / ABS-MBS (US92539UAA88) | 0.21 | -8.44 | 0.0352 | -0.0002 | |||||
| US59980VAA98 / MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1 | 0.21 | -22.35 | 0.0351 | -0.0065 | |||||
| US67112FAD24 / OBX 2018-1 TRUST OBX 2018-1 A2 | 0.21 | -6.39 | 0.0350 | 0.0006 | |||||
| ESAB / ESAB Corporation | 0.20 | 0.99 | 0.0349 | 0.0031 | |||||
| Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC / DBT (US89157UAA51) | 0.20 | 0.0349 | 0.0349 | ||||||
| US007036BT25 / Adjustable Rate Mortgage Trust 2004-2 | 0.20 | -38.74 | 0.0349 | -0.0175 | |||||
| ING Financial Markets LLC / RA (000000000) | 0.20 | 0.0341 | 0.0341 | ||||||
| United Airlines Inc 2024 1st Lien Term Loan B / LON (US90932RAP91) | 0.20 | 0.00 | 0.0341 | 0.0028 | |||||
| Adeia Inc 2025 Repriced Term Loan / LON (US98422BAD10) | 0.20 | -1.50 | 0.0336 | 0.0021 | |||||
| US94254PAC41 / Watlow Electric Manufacturing Company Term Loan B | 0.19 | 0.00 | 0.0328 | 0.0026 | |||||
| US49272YAB92 / Kevlar SpA | 0.19 | 1.06 | 0.0327 | 0.0029 | |||||
| H1BI34 / Hanesbrands Inc. - Depositary Receipt (Common Stock) | 0.19 | 0.00 | 0.0326 | 0.0025 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.19 | 0.0325 | 0.0325 | ||||||
| First Student Bidco Inc 2024 1st Lien Term Loan B / LON (US33718FAK66) | 0.19 | 0.00 | 0.0324 | 0.0026 | |||||
| CD&R Hydra Buyer Inc 2024 Term Loan B / LON (US12508KAJ60) | 0.19 | 117.44 | 0.0320 | 0.0183 | |||||
| Lhome Mortgage Trust 2025-Rtl2 / ABS-MBS (US50206RAA59) | 0.19 | 0.0317 | 0.0317 | ||||||
| Peer Holding III BV 2025 USD Term Loan B5B / LON (XAN6872NAN65) | 0.18 | 135.53 | 0.0306 | 0.0186 | |||||
| US92539XAA28 / Verus Securitization Trust 2023-6 | 0.17 | -10.53 | 0.0291 | -0.0007 | |||||
| US20754BAA98 / CAS_22-R02 | 0.17 | -29.88 | 0.0289 | -0.0090 | |||||
| UGI Energy Services LLC 2024 Term Loan B / LON (US90276DAE94) | 0.17 | 0.00 | 0.0286 | 0.0023 | |||||
| US10569UAA34 / BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5 SER 2023-NQM5 CL A1 V/R REGD 144A P/P 6.50500000 | 0.17 | -7.30 | 0.0283 | 0.0003 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.16 | 0.0281 | 0.0281 | ||||||
| Oryx Midstream Services Permian Basin LLC 2025 Term Loan B / LON (US68764JAJ07) | 0.16 | -0.63 | 0.0269 | 0.0020 | |||||
| US35564KMA42 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.15 | -20.62 | 0.0264 | -0.0041 | |||||
| Hess Midstream Operations LP / DBT (US428102AH01) | 0.15 | 1.33 | 0.0260 | 0.0023 | |||||
| Epic Crude Services LP 2024 Term Loan B / LON (US29428XAG51) | 0.15 | 0.00 | 0.0256 | 0.0020 | |||||
| US131347CK09 / Calpine Corp. Bond | 0.15 | 0.00 | 0.0256 | 0.0021 | |||||
| CMPR / Cimpress plc | 0.15 | 2.05 | 0.0255 | 0.0024 | |||||
| GC / Goldcana Resources Inc. | 0.15 | 0.0251 | 0.0251 | ||||||
| US36260UAB89 / GNC Holdings, Inc., Second Lien Term Loan | 0.15 | 0.00 | 0.0250 | 0.0020 | |||||
| CNM / Core & Main, Inc. | 0.15 | 0.00 | 0.0250 | 0.0019 | |||||
| US31935HAD98 / First Brands Group LLC, First Lien Term Loan | 0.15 | 1.40 | 0.0248 | 0.0023 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.14 | 0.0239 | 0.0239 | ||||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 0.14 | 0.0237 | 0.0237 | ||||||
| US45567YAN58 / MH Sub I, LLC 2023 Term Loan | 0.14 | -2.14 | 0.0235 | 0.0014 | |||||
| White Cap Buyer LLC 2024 Term Loan B / LON (US96350TAH32) | 0.14 | 2.24 | 0.0235 | 0.0023 | |||||
| AS Mileage Plan IP Limited Term Loan B / LON (XAG0541TAB17) | 0.14 | 0.74 | 0.0234 | 0.0019 | |||||
| US04649VBA70 / Asurion LLC, Term Loan | 0.13 | 0.00 | 0.0230 | 0.0018 | |||||
| US31412ECR53 / Fannie Mae Pool | 0.13 | -2.22 | 0.0227 | 0.0014 | |||||
| US12669FA866 / CHL MORTGAGE PASS-THROUGH TRUST 2004-11 CWHL 2004-11 2A1 | 0.13 | -10.71 | 0.0214 | -0.0007 | |||||
| Hilcorp Energy I LP Term Loan B / LON (US431319AH53) | 0.11 | 0.00 | 0.0195 | 0.0015 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0193 | 0.0193 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0184 | 0.0184 | ||||||
| CDX--2I65BYED3--20281220 / DCR (000000000) | 0.11 | 0.0184 | 0.0184 | ||||||
| Hess Midstream Operations LP / DBT (US428102AG28) | 0.10 | 0.99 | 0.0176 | 0.0015 | |||||
| AAP Buyer Inc Term Loan B / LON (US00036FAB04) | 0.10 | -0.99 | 0.0171 | 0.0013 | |||||
| US13134NAH44 / CALPINE CONSTRUCTION FINANCE TERM B 1LN 07/20/2030 | 0.10 | 1.01 | 0.0171 | 0.0014 | |||||
| CNT Holdings I Corp 2025 Term Loan / LON (US12656AAF66) | 0.10 | 1.01 | 0.0171 | 0.0014 | |||||
| Phoenix Guarantor Inc 2024 Term Loan B / LON (US71913BAK89) | 0.10 | 1.02 | 0.0170 | 0.0014 | |||||
| ENT / Entain Plc | 0.10 | 0.00 | 0.0170 | 0.0014 | |||||
| Crosby US Acquisition Corp 2024 1st Lien Term Loan B / LON (US22739PAP18) | 0.10 | 0.00 | 0.0169 | 0.0014 | |||||
| Ascend Learning LLC 2025 Repriced Term Loan B / LON (US04349HAN44) | 0.10 | 1.03 | 0.0168 | 0.0015 | |||||
| US20786NAC11 / CONNEC TL B 1L USD | 0.09 | 0.00 | 0.0155 | 0.0013 | |||||
| Quikrete Holdings Inc 2025 Term Loan B / LON (US74839XAL38) | 0.09 | 1.14 | 0.0153 | 0.0013 | |||||
| Aspire Bakeries Holdings LLC Term Loan / LON (000000000) | 0.09 | 0.0150 | 0.0150 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.09 | 0.0150 | 0.0150 | ||||||
| USD-SOFR-OIS Compound---20270826 / DIR (000000000) | 0.09 | 0.0149 | 0.0149 | ||||||
| MH Sub I LLC 2024 Term Loan B4 / LON (US45567YAP07) | 0.09 | -5.49 | 0.0148 | 0.0004 | |||||
| US12768EAG17 / Caesars Entertainment Inc | 0.09 | 0.00 | 0.0147 | 0.0011 | |||||
| Radar Bidco Sarl 2024 USD Term Loan / LON (XAL7781HAD16) | 0.08 | -1.19 | 0.0143 | 0.0011 | |||||
| PG Investment Company 59 Sa rl Term Loan B / LON (US91728NAB55) | 0.08 | 0.00 | 0.0142 | 0.0011 | |||||
| TTF Holdings LLC 2024 Term Loan / LON (US83421EAB20) | 0.08 | -2.38 | 0.0141 | 0.0008 | |||||
| US31408F2E83 / Fannie Mae Pool | 0.08 | -13.04 | 0.0138 | -0.0008 | |||||
| US01260HAH84 / ALBAUGH LLC | 0.08 | 1.30 | 0.0135 | 0.0013 | |||||
| Charlotte Buyer Inc 2025 Repriced Term Loan B / LON (US12568YAH71) | 0.08 | 0.00 | 0.0132 | 0.0011 | |||||
| US31406WWR14 / Fannie Mae Pool | 0.08 | -6.10 | 0.0132 | 0.0003 | |||||
| US81744FEV58 / Sequoia Mortgage Trust 2004-10 | 0.08 | -2.56 | 0.0131 | 0.0007 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.0125 | 0.0125 | ||||||
| Tecta America Corp 2025 Term Loan B / LON (000000000) | 0.07 | 0.0122 | 0.0122 | ||||||
| EMRLD Borrower LP 2024 Term Loan B / LON (US26872NAD12) | 0.07 | 0.00 | 0.0120 | 0.0010 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.0119 | 0.0119 | ||||||
| Golden State Food LLC Term Loan B / LON (US38121NAC74) | 0.07 | 0.00 | 0.0116 | 0.0009 | |||||
| US90932VAA35 / United Airlines Pass Through Trust | 0.07 | -13.16 | 0.0113 | -0.0007 | |||||
| Illuminate Buyer LLC 2024 1st Lien Term Loan B / LON (US45232UAG31) | 0.06 | 0.00 | 0.0102 | 0.0008 | |||||
| First Student Bidco Inc 2024 Term Loan C / LON (US33718FAM23) | 0.06 | 0.00 | 0.0099 | 0.0008 | |||||
| US46643TBE10 / JPMBB Commercial Mortgage Securities Trust 2014-C26 | 0.06 | -28.40 | 0.0099 | -0.0029 | |||||
| Imprivata Inc 2024 Term Loan / LON (US45323KAE01) | 0.06 | 0.00 | 0.0098 | 0.0008 | |||||
| Whatabrands LLC 2024 1st Lien Term Loan B / LON (US96244UAJ60) | 0.06 | 0.00 | 0.0096 | 0.0008 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.06 | 0.0096 | 0.0096 | ||||||
| Clover Holdings 2 LLC Term Loan B / LON (US18914DAB47) | 0.05 | 0.0081 | 0.0081 | ||||||
| Banijay Entertainment SAS 2025 USD Term Loan B3 / LON (XAF6456UAE38) | 0.04 | 0.00 | 0.0076 | 0.0006 | |||||
| Fortis 333 Inc USD Term Loan B / LON (US34958SAB51) | 0.04 | 0.0075 | 0.0075 | ||||||
| US7609855V99 / RAAC Series 2004-SP1 Trust | 0.04 | -2.70 | 0.0062 | 0.0004 | |||||
| Beacon Mobility Corp / DBT (US073644AA49) | 0.04 | 0.0061 | 0.0061 | ||||||
| US589929F948 / Merrill Lynch Mortgage Investors Trust Series MLCC 2003-A | 0.03 | -8.11 | 0.0059 | -0.0000 | |||||
| US31409XZV45 / Fannie Mae Pool | 0.03 | -3.03 | 0.0055 | 0.0003 | |||||
| Corpay Technologies Operating Company LLC Term Loan B5 / LON (US33903RAZ29) | 0.03 | 0.00 | 0.0054 | 0.0004 | |||||
| US31391MKA08 / Fannie Mae Pool | 0.03 | 0.00 | 0.0053 | 0.0003 | |||||
| US31414CPN29 / FANNIE MAE 4.025% 06/01/2035 FNMA ARM | 0.03 | -3.23 | 0.0052 | 0.0003 | |||||
| US31402JVC88 / FANNIE MAE 3.274% 08/01/2033 FNMA ARM | 0.03 | -3.23 | 0.0052 | 0.0003 | |||||
| US31403U5E72 / Fannie Mae Pool | 0.03 | -3.33 | 0.0050 | 0.0003 | |||||
| Albion Financing 3 SARL 2025 USD Term Loan B / LON (US00847NAE67) | 0.03 | 0.00 | 0.0048 | 0.0003 | |||||
| World Wide Technology Holding Co LLC 2024 Term Loan B / LON (US98164AAD54) | 0.03 | 0.00 | 0.0045 | 0.0003 | |||||
| US649603AH06 / New York Mortgage Trust 2005-3 | 0.03 | -10.34 | 0.0045 | -0.0001 | |||||
| JH North America Holdings Inc / DBT (US46593WAA36) | 0.03 | 0.0043 | 0.0043 | ||||||
| US126671Z258 / CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1 | 0.02 | -4.00 | 0.0042 | 0.0002 | |||||
| US3138XP2F93 / FANNIE MAE 3.30% 02/01/2044 FAR FNARM | 0.02 | 0.00 | 0.0042 | 0.0003 | |||||
| US31391LWG66 / Fannie Mae Pool | 0.02 | -4.17 | 0.0040 | 0.0002 | |||||
| US31406NYV09 / FANNIE MAE 3.749% 02/01/2035 FNMA ARM | 0.02 | 0.00 | 0.0040 | 0.0002 | |||||
| Aramark Services Inc 2024 Term Loan B8 / LON (US03852JAV35) | 0.02 | -4.35 | 0.0039 | 0.0003 | |||||
| Minimax Viking GmbH 2025 USD Term Loan B / LON (US55404TAF93) | 0.02 | 0.00 | 0.0039 | 0.0003 | |||||
| US31400PFV22 / Fannie Mae Pool | 0.02 | -4.55 | 0.0037 | 0.0002 | |||||
| US31401XUT26 / FANNIE MAE 4.108% 07/01/2033 FNMA ARM | 0.02 | -4.76 | 0.0035 | 0.0002 | |||||
| Knife River HoldCo Term Loan / LON (US49889LAD82) | 0.02 | 0.00 | 0.0033 | 0.0003 | |||||
| US2254W0HE80 / CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 09/25/2019 04-6 3A1 | 0.02 | 0.00 | 0.0033 | 0.0002 | |||||
| US31409UWM34 / FANNIE MAE 3.54% 11/01/2035 FNMA ARM | 0.02 | -5.26 | 0.0032 | 0.0002 | |||||
| US31402LGB27 / Fannie Mae Pool | 0.01 | -6.67 | 0.0025 | 0.0001 | |||||
| US31402CQD73 / Fannie Mae Pool | 0.01 | 0.00 | 0.0025 | 0.0002 | |||||
| US31403JRR94 / FANNIE MAE 4.50% 10/01/2033 FAR FNARM | 0.01 | 0.00 | 0.0023 | 0.0002 | |||||
| US799ESCAH18 / SANCHEZ ENERGY CORP 06/21 FIXED 7.75 | 0.01 | -33.33 | 0.0020 | -0.0008 | |||||
| US31404TAT07 / Fannie Mae Pool | 0.01 | -8.33 | 0.0020 | 0.0001 | |||||
| US31409BB481 / Fannie Mae Pool | 0.01 | 0.00 | 0.0020 | 0.0001 | |||||
| US31403DHV47 / Fannie Mae Pool | 0.01 | -9.09 | 0.0019 | 0.0001 | |||||
| US31403AX837 / FANNIE MAE 3.45% 10/01/2033 FNMA ARM | 0.01 | 0.00 | 0.0017 | 0.0001 | |||||
| US31402DD801 / Fannie Mae Pool | 0.01 | 0.00 | 0.0016 | 0.0001 | |||||
| US31406H3M74 / Fannie Mae Pool | 0.01 | 0.00 | 0.0016 | 0.0001 | |||||
| US31402GTP80 / Fannie Mae Pool | 0.01 | -11.11 | 0.0015 | 0.0001 | |||||
| US31400QT290 / Fannie Mae Pool | 0.01 | 0.00 | 0.0015 | 0.0001 | |||||
| US31409XZY83 / FANNIE MAE 3.46% 02/01/2036 FNMA ARM | 0.01 | 0.00 | 0.0014 | 0.0001 | |||||
| US31409BFF94 / Fannie Mae Pool | 0.01 | 0.00 | 0.0013 | 0.0001 | |||||
| US31402Q5X53 / Fannie Mae Pool | 0.01 | 0.00 | 0.0013 | 0.0001 | |||||
| US31388HAW97 / FANNIE MAE 3.497% 10/01/2032 FAR FNARM | 0.01 | 0.00 | 0.0013 | 0.0001 | |||||
| US31410MHH60 / FANNIE MAE 3.746% 04/01/2036 FNMA ARM | 0.01 | -22.22 | 0.0012 | -0.0002 | |||||
| US31409WCB54 / FANNIE MAE 3.695% 02/01/2036 FNMA | 0.01 | 0.00 | 0.0011 | 0.0001 | |||||
| US31385UNU33 / Fannie Mae Pool | 0.01 | 0.00 | 0.0011 | 0.0000 | |||||
| US31390K5Z77 / Fannie Mae Pool | 0.01 | 0.00 | 0.0010 | 0.0001 | |||||
| US31390HWR29 / FANNIE MAE 3.915% 06/01/2032 FNMA ARM | 0.01 | 0.00 | 0.0009 | 0.0000 | |||||
| US31407A7K18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0009 | 0.0001 | |||||
| CORPORATE--1F79BD-20270620 / DCR (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| US31406RGS85 / FANNIE MAE 3.516% 09/01/2035 FNMA ARM | 0.00 | 0.00 | 0.0006 | 0.0000 | |||||
| US31388DEL82 / Fannie Mae Pool | 0.00 | 0.00 | 0.0005 | 0.0000 | |||||
| US31385XUH87 / FANNIE MAE 3.857% 03/01/2038 FAR FNARM | 0.00 | -33.33 | 0.0005 | 0.0000 | |||||
| US31410GGV95 / FANNIE MAE 3.497% 08/01/2037 FAR FNARM | 0.00 | 0.00 | 0.0005 | 0.0000 | |||||
| US31391S6L99 / FANNIE MAE 3.935% 11/01/2032 FAR FNARM | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| US31401CUM36 / Fannie Mae Pool | 0.00 | 0.00 | 0.0004 | 0.0000 | |||||
| US31408DCA00 / Fannie Mae Pool | 0.00 | -50.00 | 0.0003 | 0.0000 | |||||
| US31385JPH58 / Fannie Mae Pool | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| US31402QTK75 / FANNIE MAE 3.462% 11/01/2034 FAR FNARM | 0.00 | 0.00 | 0.0002 | 0.0000 | |||||
| US31417JYK05 / Fannie Mae Pool | 0.00 | -100.00 | 0.0002 | -0.0000 | |||||
| US31411RTJ76 / FANNIE MAE 3.865% 03/01/2037 FNMA ARM | 0.00 | 0.0001 | 0.0000 | ||||||
| US31403DHP78 / FANNIE MAE 3.904% 04/01/2036 FAR FNARM | 0.00 | 0.0001 | 0.0000 | ||||||
| US31381DR567 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | ||||||
| US31410GJV68 / FANNIE MAE 3.825% 09/01/2033 FAR FNARM | 0.00 | 0.0001 | -0.0000 | ||||||
| US31402RRV32 / FANNIE MAE 3.405% 08/01/2034 FAR FNARM | 0.00 | 0.0001 | 0.0000 | ||||||
| US31410QDW87 / Federal National Mortgage Association, ARM | 0.00 | 0.0001 | -0.0000 | ||||||
| US31410GME07 / FANNIE MAE 3.62% 09/01/2037 FNMA ARM | 0.00 | 0.0001 | 0.0000 | ||||||
| US31400VP892 / FANNIE MAE 3.38% 03/01/2028 FAR FNARM | 0.00 | 0.0001 | -0.0000 | ||||||
| US31390LRF57 / Fannie Mae Pool | 0.00 | -100.00 | 0.0001 | -0.0001 | |||||
| US31418SA413 / Fannie Mae Pool | 0.00 | 0.0001 | 0.0000 | ||||||
| US31402FRU11 / FANNIE MAE 4.15% 06/01/2028 FAR FNARM | 0.00 | 0.0001 | -0.0000 | ||||||
| US31385XUU98 / FANNIE MAE 3.362% 11/01/2033 FAR FNARM | 0.00 | 0.0000 | 0.0000 | ||||||
| US31402DBW92 / FANNIE MAE 3.867% 09/01/2033 FNMA ARM | 0.00 | 0.0000 | 0.0000 | ||||||
| US31410FR569 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31411ARS68 / Fannie Mae Pool | 0.00 | 0.0000 | 0.0000 | ||||||
| US31384VJ602 / FANNIE MAE 3.805% 07/01/2028 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410GJK04 / FANNIE MAE 3.789% 01/01/2032 FNMA ARM | 0.00 | 0.0000 | -0.0000 | ||||||
| US31391FPC67 / FANNIE MAE 3.451% 08/01/2029 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| US31384V7B24 / FANNIE MAE 3.711% 03/01/2030 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| US31385XUT26 / FANNIE MAE 3.266% 11/01/2033 FAR FNARM | 0.00 | 0.0000 | -0.0000 | ||||||
| NEW HOLDCO 2 ORDINARY A SHARES / EC (000000000) | 8.22 | 0.00 | 0.0000 | 0.0000 | |||||
| SA LTD ESRW ZAR / EC (000000000) | 0.04 | 0.00 | 0.0000 | 0.0000 | |||||
| XS1540048235 / K2016470219 South Africa Ltd | 0.00 | 0.0000 | 0.0000 | ||||||
| K2016470219 (SOUTH AFRICA) LTD / EC (000000000) | 0.82 | 0.00 | 0.0000 | 0.0000 | |||||
| TFDXX / Blackrock Liquidity Funds - BlackRock Liquidity Funds FedFund Portfolio Institutional Class | 0.00 | -100.00 | 0.00 | -100.00 | -0.6287 | ||||
| XS1540039754 / K2016470260 South Africa Ltd | 0.00 | 0.0000 | 0.0000 | ||||||
| US03254TAC71 / Anagram International Inc / Anagram Holdings LLC | 0.00 | 0.00 | 0.00 | 0.0000 | 0.0000 | ||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.01 | -0.0016 | -0.0016 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | -0.04 | -0.0060 | -0.0060 | ||||||
| USD-SOFR-OIS Compound---20350226 / DIR (000000000) | -0.06 | -0.0104 | -0.0104 | ||||||
| USD-SOFR-OIS Compound---20300224 / DIR (000000000) | -0.47 | -0.0809 | -0.0809 |
