Basic Stats
| Portfolio Value | $ 1,295,653,003 |
| Current Positions | 396 |
Latest Holdings, Performance, AUM (from 13F, 13D)
CFICX - Calvert Income Fund Class A has disclosed 396 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,295,653,003 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). CFICX - Calvert Income Fund Class A’s top holdings are Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class (US:US61747C7074) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Edwards Lifesciences Corporation (US:EW) , and State Street Navigator Securities Lending Government Money Market Portfolio (US:US8575093013) . CFICX - Calvert Income Fund Class A’s new positions include Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , Edwards Lifesciences Corporation (US:EW) , BAMLL_19-BPR (US:US05492PAL22) , and Ally Financial Inc (US:US02005NBM11) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 213.88 | 213.88 | 19.7095 | 13.7374 | |
| 80.06 | 7.3774 | 7.3774 | ||
| 81.36 | 7.4977 | 5.9226 | ||
| 9.38 | 0.8639 | 0.8639 | ||
| 6.23 | 0.5738 | 0.5738 | ||
| 5.50 | 0.5067 | 0.5067 | ||
| 5.48 | 0.5050 | 0.5050 | ||
| 5.38 | 0.4961 | 0.4961 | ||
| 5.32 | 0.4902 | 0.4902 | ||
| 5.08 | 0.4683 | 0.4683 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 28.45 | 2.6219 | -5.7773 | ||
| 2.51 | 0.2317 | -0.2327 | ||
| 0.64 | 0.0591 | -0.1702 | ||
| 3.09 | 0.2851 | -0.1518 | ||
| 0.74 | 0.0679 | -0.1421 | ||
| 2.63 | 0.2423 | -0.1417 | ||
| 0.54 | 0.0493 | -0.1356 | ||
| 4.16 | 0.3838 | -0.1275 | ||
| 19.04 | 19.04 | 1.7547 | -0.1273 | |
| 2.05 | 0.1886 | -0.1197 |
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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 213.88 | 257.70 | 213.88 | 257.70 | 19.7095 | 13.7374 | |||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 81.36 | 641.69 | 7.4977 | 5.9226 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 80.06 | 7.3774 | 7.3774 | ||||||
| EW / Edwards Lifesciences Corporation | 28.45 | -60.25 | 2.6219 | -5.7773 | |||||
| US8575093013 / State Street Navigator Securities Lending Government Money Market Portfolio | 19.04 | 1.06 | 19.04 | 1.06 | 1.7547 | -0.1273 | |||
| Bank of America Corp / DBT (US06051GMM86) | 13.17 | 2.63 | 1.2140 | -0.0680 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 9.89 | 1.08 | 0.9117 | -0.0659 | |||||
| HASI / HA Sustainable Infrastructure Capital, Inc. | 9.38 | 0.8639 | 0.8639 | ||||||
| US05492PAL22 / BAMLL_19-BPR | 8.85 | 24.32 | 0.8156 | 0.1045 | |||||
| Foundry JV Holdco LLC / DBT (US350930AH62) | 7.68 | 114.13 | 0.7079 | 0.3495 | |||||
| US02005NBM11 / Ally Financial Inc | 7.38 | 3.74 | 0.6802 | -0.0305 | |||||
| US89117F8Z56 / Toronto-Dominion Bank/The | 7.28 | 0.97 | 0.6710 | -0.0493 | |||||
| US161175BT05 / Charter Communications Operating LLC / Charter Communications Operating Capital | 7.12 | 6.13 | 0.6563 | -0.0139 | |||||
| US46647PDX15 / JPMorgan Chase & Co | 6.89 | 0.38 | 0.6352 | -0.0506 | |||||
| US53079EBM57 / Liberty Mutual Group Inc | 6.67 | 1.71 | 0.6150 | -0.0404 | |||||
| US37959GAB32 / Global Atlantic Fin Co | 6.34 | 3.63 | 0.5841 | -0.0268 | |||||
| US716973AG71 / Pfizer Investment Enterprises Pte Ltd | 6.23 | 0.5738 | 0.5738 | ||||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 6.21 | 2.66 | 0.5720 | -0.0318 | |||||
| US91282CGQ87 / United States Treasury Note/Bond | 5.88 | 332.89 | 0.5421 | 0.4064 | |||||
| US12803RAC88 / CaixaBank SA | 5.88 | 1.12 | 0.5421 | -0.0389 | |||||
| US830867AB33 / Delta Air Lines Inc / SkyMiles IP Ltd | 5.82 | 21.65 | 0.5360 | 0.0584 | |||||
| US89788MAP77 / Truist Financial Corp | 5.65 | 88.81 | 0.5210 | 0.2219 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 5.50 | 0.5067 | 0.5067 | ||||||
| MRX / Marex Group plc | 5.48 | 87.55 | 0.5054 | 0.2133 | |||||
| CA125491AG54 / CI FINANCIAL CO | 5.48 | 0.5050 | 0.5050 | ||||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 5.38 | 0.4961 | 0.4961 | ||||||
| KD / Kyndryl Holdings, Inc. | 5.32 | 7.32 | 0.4904 | -0.0048 | |||||
| Belrose Funding Trust II / DBT (US08079KAA25) | 5.32 | 0.4902 | 0.4902 | ||||||
| Citadel LP / DBT (US17288XAC83) | 5.27 | 27.54 | 0.4857 | 0.0730 | |||||
| Aircastle Ltd / Aircastle Ireland DAC / DBT (US00929JAA43) | 5.20 | 0.85 | 0.4794 | -0.0358 | |||||
| US808513CH62 / Charles Schwab Corp/The | 5.09 | 1.66 | 0.4686 | -0.0311 | |||||
| AIG / American International Group, Inc. - Depositary Receipt (Common Stock) | 5.08 | 0.4683 | 0.4683 | ||||||
| US30227FAJ93 / Extended Stay America Trust | 5.04 | -0.73 | 0.4643 | -0.0427 | |||||
| Enact Holdings Inc / DBT (US29249EAA73) | 4.90 | -6.77 | 0.4516 | -0.0734 | |||||
| US05609VAL99 / BX Commercial Mortgage Trust 2021-VOLT | 4.88 | -2.32 | 0.4500 | -0.0493 | |||||
| US06051GJL41 / Bank of America Corp | 4.80 | 0.4421 | 0.4421 | ||||||
| ESNT / Essent Group Ltd. | 4.72 | 2.81 | 0.4353 | -0.0236 | |||||
| US05533UAF57 / BBVA Bancomer SA/Texas | 4.71 | 1.09 | 0.4340 | -0.0313 | |||||
| Brookfield Finance Inc / DBT (US11271LAN29) | 4.71 | 26.12 | 0.4339 | 0.0610 | |||||
| US46115HBV87 / INTESA SANPAOLO SPA | 4.70 | 6.31 | 0.4332 | -0.0084 | |||||
| US68389XBX21 / ORACLE CORP SR UNSECURED 04/50 3.6 | 4.69 | 0.4322 | 0.4322 | ||||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 4.67 | 7.42 | 0.4308 | -0.0039 | |||||
| US20754RAJ59 / Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 | 4.67 | -0.28 | 0.4306 | -0.0374 | |||||
| Global Atlantic Fin Co / DBT (US37959GAF46) | 4.66 | 0.93 | 0.4291 | -0.0317 | |||||
| US74736KAJ07 / Qorvo, Inc. | 4.63 | 4.38 | 0.4263 | -0.0164 | |||||
| US817743AA56 / N/A | 4.57 | 0.09 | 0.4208 | -0.0349 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 4.43 | -8.05 | 0.4083 | -0.0730 | |||||
| AU3FN0029609 / AAI Ltd | 4.42 | 1.26 | 0.4070 | -0.0286 | |||||
| LPL Holdings Inc / DBT (US50212YAQ70) | 4.36 | 0.4020 | 0.4020 | ||||||
| US15089QAW42 / Celanese US Holdings LLC | 4.31 | 1.84 | 0.3974 | -0.0255 | |||||
| FR00140066D6 / ENGIE - Loyalty Line 2024 | 4.27 | 1.26 | 0.3939 | -0.0278 | |||||
| US404280DR76 / HSBC Holdings PLC | 4.26 | -0.07 | 0.3923 | -0.0332 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 4.16 | -18.64 | 0.3838 | -0.1275 | |||||
| US15135BAX91 / Centene Corp | 4.15 | 22.43 | 0.3824 | 0.0439 | |||||
| US20753WAE66 / Connecticut Avenue Securities Trust, Series 2019-R07, Class 1B1 | 4.04 | -3.19 | 0.3720 | -0.0445 | |||||
| US37045XDZ69 / General Motors Financial Co Inc | 4.01 | -0.30 | 0.3698 | -0.0322 | |||||
| U.S. Treasury Notes / DBT (US91282CKT70) | 4.00 | 0.55 | 0.3689 | -0.0287 | |||||
| BX Trust 2025-GW / ABS-MBS (US12433GAJ58) | 3.98 | 0.3665 | 0.3665 | ||||||
| US12659XAA46 / Credit Suisse Mortgage Capital Certificates | 3.94 | 31.96 | 0.3626 | 0.0648 | |||||
| XS2466408668 / International Bank for Reconstruction & Development | 3.86 | 8.94 | 0.3561 | 0.0019 | |||||
| US19521UAC71 / Cologix Data Centers US Issuer LLC | 3.84 | 0.76 | 0.3543 | -0.0268 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 3.84 | 0.3539 | 0.3539 | ||||||
| Center Street Lending Resi-Investor ABS Mortgage Trust 2024-RTL1 / ABS-MBS (US15169CAA62) | 3.83 | 0.63 | 0.3531 | -0.0272 | |||||
| U.S. Treasury Notes / DBT (US91282CMP31) | 3.82 | 134.81 | 0.3519 | 0.1894 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 3.81 | -2.95 | 0.3515 | -0.0411 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.73 | 0.3441 | 0.3441 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 3.72 | 1.03 | 0.3425 | -0.0249 | |||||
| US02772AAA79 / American National Group Inc | 3.68 | 14.71 | 0.3392 | 0.0187 | |||||
| US904678AF64 / UniCredit SpA | 3.67 | 0.46 | 0.3385 | -0.0267 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 3.67 | 0.3384 | 0.3384 | ||||||
| Horizon Aircraft Finance IV Ltd / ABS-O (US43990EAA91) | 3.56 | -0.11 | 0.3276 | -0.0279 | |||||
| US74841CAB72 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc | 3.55 | 5.46 | 0.3273 | -0.0090 | |||||
| AIG / American International Group, Inc. - Depositary Receipt (Common Stock) | 3.54 | 0.3260 | 0.3260 | ||||||
| Cloud Capital Holdco LP / ABS-O (US102104AC05) | 3.53 | -0.48 | 0.3255 | -0.0289 | |||||
| US902613BF40 / UBS Group AG | 3.45 | 0.53 | 0.3176 | -0.0249 | |||||
| US902613AD01 / UBS Group AG | 3.44 | 3.21 | 0.3171 | -0.0159 | |||||
| US88224QAA58 / TCBI 4 05/06/31 | 3.44 | -0.26 | 0.3169 | -0.0275 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 3.41 | 0.3146 | 0.3146 | ||||||
| U.S. Treasury Notes / DBT (US91282CMM00) | 3.41 | 283.37 | 0.3145 | 0.2256 | |||||
| US02401LAA26 / American Assets Trust LP | 3.40 | -8.60 | 0.3133 | -0.0582 | |||||
| Castlelake Aircraft Structured Trust 2025-1 / ABS-O (US14856VAC19) | 3.39 | -2.11 | 0.3127 | -0.0335 | |||||
| USP1400MAB48 / Banco Mercantil del Norte SA/Grand Cayman | 3.34 | 2.17 | 0.3076 | -0.0187 | |||||
| Goddard Funding LLC / ABS-O (US380241AC35) | 3.32 | -0.06 | 0.3063 | -0.0258 | |||||
| CVSB / Morgan Stanley ETF Trust - Calvert Ultra-Short Investment Grade ETF | 0.07 | 0.00 | 3.29 | 0.09 | 0.3034 | -0.0251 | |||
| Oaktree Strategic Credit Fund / DBT (US67403AAB52) | 3.26 | 2.97 | 0.3007 | -0.0158 | |||||
| US87166FAD50 / Synchrony Bank | 3.22 | -0.15 | 0.2971 | -0.0254 | |||||
| BPYPO / Brookfield Property Partners L.P. - Preferred Stock | 0.21 | 0.00 | 3.21 | 9.56 | 0.2958 | 0.0031 | |||
| US832248BB38 / Smithfield Foods, Inc. | 3.20 | 0.82 | 0.2952 | -0.0222 | |||||
| US05492PAN87 / BAMLL Commercial Mortgage Securities Trust 2019-BPR | 3.19 | 169.34 | 0.2939 | 0.1756 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 3.16 | 1.74 | 0.2908 | -0.0189 | |||||
| XS2264968665 / Ivory Coast Government International Bond | 3.15 | 0.2903 | 0.2903 | ||||||
| US316773DJ68 / Fifth Third Bancorp | 3.13 | 0.35 | 0.2883 | -0.0231 | |||||
| US26884UAF66 / EPR Properties | 3.09 | -29.26 | 0.2851 | -0.1518 | |||||
| US02005NBU37 / Ally Financial Inc | 3.08 | 1.11 | 0.2842 | -0.0205 | |||||
| US26884UAE91 / EPR Properties | 3.08 | 17.56 | 0.2838 | 0.0221 | |||||
| US92660FAN42 / Videotron Ltd | 3.07 | 1.72 | 0.2832 | -0.0186 | |||||
| Global Atlantic Fin Co / DBT (US37959GAG29) | 3.06 | 0.33 | 0.2818 | -0.0226 | |||||
| ORL Trust 2024-GLKS / ABS-MBS (US67120DAL91) | 3.05 | 0.00 | 0.2815 | -0.0235 | |||||
| US71677KAA60 / PetSmart Inc / PetSmart Finance Corp | 3.05 | 4.16 | 0.2814 | -0.0113 | |||||
| US85207UAK16 / Sprint Corp | 3.03 | -0.59 | 0.2791 | -0.0253 | |||||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 3.01 | 1.62 | 0.2777 | -0.0185 | |||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 3.00 | 1.35 | 0.2763 | -0.0192 | |||||
| US62548QAD34 / Multifamily Connecticut Avenue Securities Trust 2020-01 | 2.98 | -1.16 | 0.2750 | -0.0265 | |||||
| GWT 2024-WLF2 / ABS-MBS (US362414AG97) | 2.97 | 0.17 | 0.2737 | -0.0224 | |||||
| US22003BAP13 / CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 | 2.96 | 1.44 | 0.2724 | -0.0187 | |||||
| US345397C684 / Ford Motor Credit Co. LLC | 2.95 | 18.97 | 0.2717 | 0.0242 | |||||
| US06738EBX22 / Barclays PLC | 2.93 | 55.51 | 0.2703 | 0.0819 | |||||
| TX Trust 2024-HOU / ABS-MBS (US90216DAL64) | 2.92 | -0.14 | 0.2688 | -0.0229 | |||||
| BNP / BNP Paribas SA | 2.91 | 0.2686 | 0.2686 | ||||||
| NRM FHT1 Excess Owner LLC / ABS-MBS (US64832EAA73) | 2.87 | -4.46 | 0.2644 | -0.0355 | |||||
| US88339FAB94 / Theorem Funding Trust 2022-2 | 2.85 | -1.28 | 0.2623 | -0.0257 | |||||
| US87164DSE12 / Synovus Bank/Columbus GA | 2.84 | -7.74 | 0.2615 | -0.0458 | |||||
| US19521UAE38 / Cologix Data Centers US Issuer LLC | 2.81 | 2.11 | 0.2589 | -0.0159 | |||||
| US12803VAA35 / CAJUN 2021-1 A2 11/51 | 2.80 | 1.30 | 0.2582 | -0.0180 | |||||
| US37045VAP58 / General Motors Co | 2.79 | 2.80 | 0.2574 | -0.0140 | |||||
| BIIB / Biogen Inc. - Depositary Receipt (Common Stock) | 2.79 | 0.2573 | 0.2573 | ||||||
| US83546DAG34 / Sonic Capital LLC | 2.79 | 0.29 | 0.2567 | -0.0208 | |||||
| USP5817RAG04 / LA CONSTRUCCION SA REGD REG S 4.75000000 | 2.76 | -0.36 | 0.2543 | -0.0223 | |||||
| US172967MU24 / CITIGROUP INC JR SUBORDINA 12/99 VAR | 2.76 | 11.30 | 0.2541 | 0.0067 | |||||
| US64016NAA54 / NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A | 2.74 | -0.83 | 0.2526 | -0.0235 | |||||
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX / DBT (US07336UAB98) | 2.73 | 1.41 | 0.2513 | -0.0172 | |||||
| AS Mileage Plan IP Ltd / DBT (US00218QAB68) | 2.71 | 0.63 | 0.2499 | -0.0193 | |||||
| XS2554581830 / ASR Nederland NV | 2.68 | 9.89 | 0.2469 | 0.0033 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 2.68 | 0.00 | 0.2467 | -0.0206 | |||||
| US88104LAG86 / TerraForm Power Operating LLC | 2.68 | 2.92 | 0.2466 | -0.0130 | |||||
| Sunnova Helios IV Issuer LLC / ABS-O (US86746CAB72) | 2.65 | -7.63 | 0.2443 | -0.0423 | |||||
| US458140CB48 / Intel Corp | 2.63 | -31.61 | 0.2423 | -0.1417 | |||||
| NRM FNT1 Excess LLC / ABS-O (US62956YAA73) | 2.62 | -5.29 | 0.2410 | -0.0348 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 2.59 | 0.2389 | 0.2389 | ||||||
| US22003BAM81 / Corporate Office Properties LP | 2.57 | 2.07 | 0.2365 | -0.0146 | |||||
| US345370DA55 / Ford Motor Co | 2.55 | 2.28 | 0.2354 | -0.0140 | |||||
| US86745NAB47 / Sunnova Sol Issuer LLC | 2.53 | -1.17 | 0.2335 | -0.0226 | |||||
| A5G / AIB Group plc | 2.53 | 0.2334 | 0.2334 | ||||||
| AS Mileage Plan IP Ltd / DBT (US00218QAA85) | 2.53 | 14.79 | 0.2332 | 0.0130 | |||||
| Four Seasons Hotels Limited 2024 1st Lien Term Loan B / LON (XA35100DAV84) | 2.52 | 0.64 | 0.2320 | -0.0179 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 2.51 | -43.67 | 0.2317 | -0.2327 | |||||
| Minimax Viking GmbH 2025 USD Term Loan B / LON (US55404TAF93) | 2.51 | 0.76 | 0.2317 | -0.0176 | |||||
| Belron Finance 2019 LLC 2024 USD Term Loan B / LON (US08078UAM53) | 2.50 | 0.36 | 0.2300 | -0.0184 | |||||
| INFA / Informatica Inc. | 2.49 | 0.16 | 0.2298 | -0.0188 | |||||
| Trans Union LLC 2024 Term Loan B9 / LON (US89334GBG82) | 2.49 | -0.12 | 0.2297 | -0.0195 | |||||
| Gates Global LLC 2024 Term Loan B5 / LON (US36740UAY82) | 2.48 | 0.69 | 0.2289 | -0.0174 | |||||
| CPI Holdco B LLC 2024 Term Loan / LON (US1261MAAB68) | 2.48 | 0.41 | 0.2282 | -0.0181 | |||||
| AmWINS Group Inc 2025 Term Loan B / LON (US03234TBA51) | 2.47 | 0.57 | 0.2280 | -0.0177 | |||||
| NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) | 2.47 | 26.66 | 0.2273 | 0.0328 | |||||
| Castlelake Aircraft Structured Trust 2025-1 / ABS-O (US14856VAA52) | 2.47 | -1.20 | 0.2273 | -0.0221 | |||||
| Bell Telephone Co of Canada or Bell Canada / DBT (US0778FPAP47) | 2.47 | 2.32 | 0.2272 | -0.0135 | |||||
| US84055BAA17 / South32 Treasury Ltd | 2.44 | 0.16 | 0.2245 | -0.0184 | |||||
| US18912UAA07 / Cloud Software Group Inc | 2.41 | 3.97 | 0.2223 | -0.0095 | |||||
| SNV.PRD / Synovus Financial Corp. - Preferred Stock | 2.41 | 460.70 | 0.2222 | 0.1792 | |||||
| XS2680929788 / Retained Vantage Data Centers Issuer LLC | 2.41 | 5.29 | 0.2221 | -0.0065 | |||||
| US25259KAA88 / Olympus Water US Holding Corp | 2.40 | 11.15 | 0.2215 | 0.0056 | |||||
| US59565JAA97 / MIDAS OPCO HOLDINGS LLC | 2.39 | 0.42 | 0.2206 | -0.0174 | |||||
| APi Group DE Inc 2025 Term Loan / LON (US00186XAN30) | 2.39 | 0.34 | 0.2205 | -0.0177 | |||||
| US92212KAC09 / Vantage Data Centers LLC | 2.39 | 1.10 | 0.2203 | -0.0159 | |||||
| US35564KDY29 / Freddie Mac Structured Agency Credit Risk Debt Notes | 2.38 | 2.24 | 0.2190 | -0.0132 | |||||
| US72815LAA52 / Playtika Holding Corp | 2.37 | 3.00 | 0.2185 | -0.0113 | |||||
| US860630AG72 / Stifel Financial Corp | 2.33 | -25.12 | 0.2148 | -0.0962 | |||||
| US72703PAC77 / Planet Fitness Master Issuer LLC | 2.32 | 0.91 | 0.2140 | -0.0159 | |||||
| US26208LAE83 / DRIVEN BRANDS FUNDING LLC | 2.32 | -0.13 | 0.2139 | -0.0182 | |||||
| Nuveen LLC / DBT (US67080LAD73) | 2.31 | 1.72 | 0.2126 | -0.0140 | |||||
| AASET MT-1 Ltd / ABS-O (US00039NAB01) | 2.29 | 0.2112 | 0.2112 | ||||||
| US19260MAA45 / Coinstar Funding LLC Series 2017-1 | 2.28 | 0.35 | 0.2103 | -0.0169 | |||||
| Avis Budget Rental Car Funding AESOP LLC / ABS-O (US05377RJM79) | 2.28 | 1.38 | 0.2102 | -0.0145 | |||||
| US62547NAB55 / COMMERCIAL MORTGAGE BACKED SECURITIES | 2.28 | -3.60 | 0.2099 | -0.0262 | |||||
| US89600HAG48 / TMIR_21-3 | 2.28 | 0.57 | 0.2097 | -0.0163 | |||||
| US93710WAA36 / WASH Multifamily Acquisition Inc | 2.24 | 0.49 | 0.2067 | -0.0163 | |||||
| CCO / Clear Channel Outdoor Holdings, Inc. | 2.24 | 19.90 | 0.2066 | 0.0199 | |||||
| US05971KAP49 / BANCO SANTANDER SA 9.625%/VAR PERP | 2.21 | 0.55 | 0.2039 | -0.0159 | |||||
| US57638P1049 / MasterBrand, Inc. | 2.21 | 50.51 | 0.2035 | 0.0569 | |||||
| Navigator 2024-1 Aviation Ltd / ABS-O (US63943DAA72) | 2.18 | -2.07 | 0.2005 | -0.0214 | |||||
| US039524AA11 / ARCHES BUYER INC 4.25% 06/01/2028 144A | 2.16 | 18.21 | 0.1986 | 0.0165 | |||||
| US83545GBE17 / Sonic Automotive Inc | 2.14 | 0.1972 | 0.1972 | ||||||
| US57767XAB64 / Mav Acquisition Corp. | 2.14 | 8.63 | 0.1972 | 0.0005 | |||||
| Zegona Finance PLC / DBT (US98927UAA51) | 2.14 | 0.75 | 0.1971 | -0.0149 | |||||
| US315289AC26 / Ferrellgas Escrow LLC / FG Operating Finance Escrow Corp | 2.13 | 11.95 | 0.1960 | 0.0062 | |||||
| Freddie Mac STACR REMIC Trust 2022-DNA4 / ABS-MBS (US35564KYC79) | 2.13 | 0.05 | 0.1959 | -0.0163 | |||||
| US34417MAB37 / FOCUS Brands Funding LLC | 2.12 | 0.05 | 0.1958 | -0.0163 | |||||
| US68377WAC55 / Oportun Issuance Trust 2021-C | 2.11 | -20.77 | 0.1941 | -0.0714 | |||||
| Icon Investments Six DAC / DBT (US45115AAA25) | 2.09 | 0.00 | 0.1929 | -0.0162 | |||||
| US579063AB46 / Condor Merger Sub Inc | 2.08 | 11.77 | 0.1917 | 0.0058 | |||||
| Apollo Debt Solutions BDC / DBT (US03770DAD57) | 2.08 | 0.68 | 0.1915 | -0.0146 | |||||
| Clarios Global LP / Clarios US Finance Co / DBT (US18060TAD72) | 2.06 | 0.1897 | 0.1897 | ||||||
| US50212YAD67 / LPL Holdings Inc | 2.05 | -33.70 | 0.1886 | -0.1197 | |||||
| US81254UAK25 / Seaspan Corp | 2.05 | 4.87 | 0.1885 | -0.0063 | |||||
| US70339PAA75 / Pattern Energy Operations LP / Pattern Energy Operations Inc | 2.03 | 25.00 | 0.1871 | 0.0248 | |||||
| US38384EDD40 / Government National Mortgage Association | 2.03 | 1.30 | 0.1869 | -0.0131 | |||||
| NYMT Loan Trust Series 2024-BPL1 / ABS-MBS (US62956MAA36) | 2.02 | -0.34 | 0.1866 | -0.0164 | |||||
| US81527CAP23 / Sedgwick Claims Management Services Inc | 1.99 | 0.45 | 0.1838 | -0.0146 | |||||
| KUEHG Corp 2024 Term Loan / LON (US50118YAG44) | 1.99 | 0.00 | 0.1837 | -0.0154 | |||||
| Ryan Specialty Group LLC 2024 USD Term Loan B / LON (US78350UAJ43) | 1.99 | 0.00 | 0.1836 | -0.0154 | |||||
| 53219LAH2 / LifePoint Health, Inc. Bond | 1.99 | 24.33 | 0.1832 | 0.0234 | |||||
| Alliant Holdings Intermediate LLC 2024 Term Loan B6 / LON (US01881UAM71) | 1.99 | 0.61 | 0.1832 | -0.0141 | |||||
| TK Elevator Midco GmbH 2025 USD Term Loan B / LON (XAD9000BAJ17) | 1.99 | 0.1831 | 0.1831 | ||||||
| Les Schwab Tire Centers 2025 Term Loan B / LON (US50220KAD63) | 1.99 | 0.35 | 0.1830 | -0.0147 | |||||
| Medline Borrower LP 2024 USD Add-on Term Loan B / LON (US58503UAF03) | 1.98 | 0.30 | 0.1829 | -0.0147 | |||||
| US15089QAY08 / Celanese US Holdings LLC | 1.98 | 1.59 | 0.1826 | -0.0123 | |||||
| USI Inc 2024 Term Loan D / LON (US90351NAR61) | 1.97 | 0.51 | 0.1819 | -0.0142 | |||||
| Constellation Energy Generation LLC / DBT (US210385AF78) | 1.96 | 0.1808 | 0.1808 | ||||||
| US92770QAA58 / Virgin Media Vendor Financing Notes IV DAC | 1.96 | 3.54 | 0.1806 | -0.0085 | |||||
| INTOWN 2025-STAY Mortgage Trust / ABS-MBS (US46117WAJ18) | 1.95 | 0.67 | 0.1801 | -0.0138 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 1.94 | 1.25 | 0.1785 | -0.0126 | |||||
| Subway Funding LLC / ABS-O (US864300AG32) | 1.93 | 0.68 | 0.1778 | -0.0136 | |||||
| US437307AD33 / Home RE 2021-1 Ltd | 1.93 | -28.48 | 0.1775 | -0.0915 | |||||
| Champs Trust 2024-1 / ABS-MBS (US15878AAA25) | 1.93 | -14.22 | 0.1774 | -0.0468 | |||||
| CA19521DAN18 / Cologix Canadian Issuer LP | 1.92 | 5.95 | 0.1773 | -0.0041 | |||||
| NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAG22) | 1.90 | -1.04 | 0.1754 | -0.0166 | |||||
| US95058XAE85 / Wendy's Funding LLC, Series 2018-1A, Class A2II | 1.90 | 0.53 | 0.1748 | -0.0137 | |||||
| US37046US851 / General Motors Financial Co Inc | 1.88 | 1.95 | 0.1731 | -0.0110 | |||||
| Santander Bank Auto Credit-Linked Notes Series 2024-B / ABS-O (US80280BAF58) | 1.87 | 0.1723 | 0.1723 | ||||||
| US708692BY34 / Pennsylvania Economic Development Financing Authority | 1.84 | 0.16 | 0.1700 | -0.0140 | |||||
| LOANDEPOT GMSR Trust / ABS-O (US53946TAD46) | 1.83 | 0.1685 | 0.1685 | ||||||
| US05565AM341 / BNP Paribas SA | 1.81 | 2.15 | 0.1665 | -0.0102 | |||||
| INTOWN 2025-STAY Mortgage Trust / ABS-MBS (US46117WAG78) | 1.80 | 0.45 | 0.1660 | -0.0131 | |||||
| UK Logistics 2024-1 DAC / ABS-MBS (XS2809142156) | 1.79 | 5.65 | 0.1654 | -0.0043 | |||||
| Government National Mortgage Association / ABS-MBS (US38384CBT53) | 1.79 | 0.1651 | 0.1651 | ||||||
| US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) | 1.76 | 32.83 | 0.1626 | 0.0299 | |||||
| US11135EAA29 / Broadstone Net Lease LLC | 1.76 | 0.40 | 0.1625 | -0.0130 | |||||
| US26884UAG40 / EPR Properties | 1.75 | 70.13 | 0.1617 | 0.0586 | |||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | 1.75 | 0.1616 | 0.1616 | ||||||
| US26982AAC80 / Eagle RE 2021-2 Ltd | 1.73 | -22.26 | 0.1594 | -0.0628 | |||||
| US34965KAA51 / Fortrea Holdings Inc | 1.72 | -5.38 | 0.1588 | -0.0231 | |||||
| US81180WBM29 / Seagate HDD Cayman | 1.71 | -6.10 | 0.1576 | -0.0243 | |||||
| US808513BK01 / Charles Schwab Corp/The | 1.70 | 1.07 | 0.1569 | -0.0114 | |||||
| US44332EAP16 / Hub International Ltd., Term Loan | 1.70 | -13.78 | 0.1568 | -0.0403 | |||||
| US90352JAC71 / UBS Group AG | 1.68 | 0.72 | 0.1545 | -0.0117 | |||||
| Delta 2 (LUX) Sarl 2024 Term Loan B1 / LON (XAL2465BAW62) | 1.67 | 0.30 | 0.1540 | -0.0124 | |||||
| US07336UAA16 / BBVA Bancomer SA/Texas | 1.67 | 1.15 | 0.1538 | -0.0109 | |||||
| PNMAC GMSR Issuer Trust / ABS-O (US69354WAJ53) | 1.64 | -0.55 | 0.1510 | -0.0136 | |||||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 1.62 | 0.75 | 0.1495 | -0.0114 | |||||
| Willis Engine Structured Trust VIII / ABS-O (US97063RAB69) | 1.62 | 0.1493 | 0.1493 | ||||||
| US20754JAC80 / CORP CMO | 1.61 | -3.19 | 0.1484 | -0.0177 | |||||
| LHOME Mortgage Trust 2024-RTL1 / ABS-MBS (US50205DAA72) | 1.61 | -0.25 | 0.1480 | -0.0129 | |||||
| Subway Funding LLC / ABS-O (US864300AJ70) | 1.61 | 0.25 | 0.1479 | -0.0121 | |||||
| US18064PAD15 / Clarivate Science Holdings Corp | 1.60 | 5.53 | 0.1477 | -0.0040 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAD84) | 1.60 | 217.50 | 0.1472 | 0.0969 | |||||
| ENVIVA LLC / STIV (000000000) | 0.08 | 1.59 | 0.1461 | 0.1461 | |||||
| AASET 2025-1 / ABS-O (US00258PAB94) | 1.58 | -1.74 | 0.1454 | -0.0150 | |||||
| US69547EAC84 / PAID_21-5 | 1.56 | -22.76 | 0.1436 | -0.0579 | |||||
| US Acute Care Solutions LLC / DBT (US90367UAD37) | 1.55 | 0.1427 | 0.1427 | ||||||
| US20754WAC91 / CORP CMO | 1.54 | 0.20 | 0.1418 | -0.0116 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 1.53 | 0.1407 | 0.1407 | ||||||
| US15135BAT89 / CORPORATE BONDS | 1.53 | 49.02 | 0.1406 | 0.0384 | |||||
| Alliance Laundry Systems LLC 2024 Term Loan B / LON (US01862LBA52) | 1.50 | 0.53 | 0.1386 | -0.0108 | |||||
| Cajun Global LLC / ABS-O (US12803PAC23) | 1.50 | 3.01 | 0.1386 | -0.0072 | |||||
| CNT Holdings I Corp 2025 Term Loan / LON (US12656AAF66) | 1.50 | 0.60 | 0.1384 | -0.0107 | |||||
| Ellucian Holdings Inc 2024 1st Lien Term Loan B / LON (US28917XAB64) | 1.50 | 0.13 | 0.1384 | -0.0114 | |||||
| Epicor Software Corporation 2024 Term Loan E / LON (US29426NAZ78) | 1.50 | 0.00 | 0.1380 | -0.0116 | |||||
| KKR Apple Bidco LLC 2025 Term Loan / LON (US48254EAG61) | 1.49 | 0.07 | 0.1374 | -0.0115 | |||||
| Focus Financial Partners LLC 2025 Incremental Term Loan B / LON (US34416DBD93) | 1.49 | 0.27 | 0.1374 | -0.0112 | |||||
| Antares Holdings LP / DBT (US03666HAG65) | 1.48 | 0.75 | 0.1368 | -0.0104 | |||||
| VB-S1 Issuer LLC - VBTEL / ABS-O (US91823ABG58) | 1.46 | 0.34 | 0.1343 | -0.0107 | |||||
| McAfee LLC 2024 USD 1st Lien Term Loan B / LON (US57906HAF47) | 1.46 | 1.46 | 0.1342 | -0.0092 | |||||
| LOANDEPOT GMSR Trust / ABS-O (US53946TAE29) | 1.45 | 0.1332 | 0.1332 | ||||||
| Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1 / LON (US26812CAN65) | 1.44 | 0.07 | 0.1331 | -0.0111 | |||||
| BNP / BNP Paribas SA | 1.42 | 1.79 | 0.1309 | -0.0085 | |||||
| US05565AS207 / BNP Paribas SA | 1.41 | 0.28 | 0.1300 | -0.0106 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 1.40 | -0.50 | 0.1294 | -0.0115 | |||||
| Raven Acquisition Holdings LLC Term Loan B / LON (US75419XAC83) | 1.40 | 0.94 | 0.1287 | -0.0096 | |||||
| US69546RAC07 / PAID_21-3 | 1.38 | -26.32 | 0.1275 | -0.0600 | |||||
| CHAMPS TRUST 2024-3 / ABS-MBS (US15878CAA80) | 1.37 | -7.17 | 0.1265 | -0.0212 | |||||
| US88104UAC71 / Terraform Global Operating LLC | 1.34 | -0.07 | 0.1239 | -0.0104 | |||||
| US26208LAD01 / DRIVEN BRANDS FUNDING LLC | 1.34 | -0.15 | 0.1232 | -0.0105 | |||||
| US45823TAL08 / Intact Financial Corp | 1.33 | 0.1228 | 0.1228 | ||||||
| Navigator 2024-1 Aviation Ltd / ABS-O (US63943DAB55) | 1.33 | -2.21 | 0.1226 | -0.0133 | |||||
| US476681AA97 / Jersey Mike's Funding | 1.33 | 0.00 | 0.1222 | -0.0103 | |||||
| Oportun Funding Trust 2024-3 / ABS-O (US68377NAB73) | 1.31 | -0.08 | 0.1211 | -0.0102 | |||||
| NJ 2025-WBRK / ABS-MBS (US65486BAL53) | 1.30 | 1.32 | 0.1200 | -0.0084 | |||||
| US418751AD59 / HAT Holdings I LLC / HAT Holdings II LLC | 1.30 | 20.17 | 0.1197 | 0.0118 | |||||
| Champs Trust 2024-2 / ABS-MBS (US15878BAA08) | 1.30 | -11.96 | 0.1195 | -0.0275 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAJ75) | 1.29 | 2.55 | 0.1188 | -0.0068 | |||||
| US904678AS85 / UniCredit SpA | 1.29 | 1.26 | 0.1187 | -0.0084 | |||||
| ANG.PRD / American National Group Inc. - Preferred Stock | 1.28 | -16.73 | 0.1184 | -0.0357 | |||||
| US22303XAA37 / Covert Mergeco Inc | 1.27 | 2.26 | 0.1167 | -0.0070 | |||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | 1.26 | 0.80 | 0.1162 | -0.0087 | |||||
| US86744TAB26 / Helios Issuer LLC, Series 2021-B, Class B | 1.26 | -8.59 | 0.1157 | -0.0216 | |||||
| US97064YAA29 / Willis Engine Structured Trust VII | 1.24 | -2.21 | 0.1142 | -0.0123 | |||||
| US20754FAL67 / Connecticut Avenue Securities Trust, Series 2019-R01, Class 2B1 | 1.22 | -3.72 | 0.1121 | -0.0140 | |||||
| US830867AA59 / Delta Air Lines Inc / SkyMiles IP Ltd | 1.17 | -33.24 | 0.1081 | -0.0675 | |||||
| Planet Fitness Master Issuer LLC / ABS-O (US72703PAF09) | 1.17 | 0.09 | 0.1078 | -0.0089 | |||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 1.16 | 0.1072 | 0.1072 | ||||||
| US81761TAC99 / ServiceMaster Funding LLC | 1.14 | 0.88 | 0.1055 | -0.0078 | |||||
| US345397D427 / FORD MOTOR CREDIT CO LLC REGD 7.20000000 | 1.14 | 1.42 | 0.1051 | -0.0073 | |||||
| GMZB / Ally Financial Inc. - Preferred Stock | 1.13 | 1.98 | 0.1043 | -0.0066 | |||||
| US65246QAA76 / NZES_21-GNT1 | 1.13 | -4.33 | 0.1040 | -0.0139 | |||||
| US50205TAA25 / LHOME Mortgage Trust 2023-RTL3 | 1.09 | -0.37 | 0.1004 | -0.0089 | |||||
| US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd | 1.08 | -19.99 | 0.0997 | -0.0353 | |||||
| US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 | 1.08 | 1.79 | 0.0995 | -0.0064 | |||||
| US35564KSQ30 / STACR_22-DNA2 | 1.07 | 0.0989 | 0.0989 | ||||||
| US50205BAA17 / CORP CMO | 1.06 | -0.38 | 0.0974 | -0.0085 | |||||
| INTOWN 2025-STAY Mortgage Trust / ABS-MBS (US46117WAE21) | 1.03 | 0.39 | 0.0948 | -0.0075 | |||||
| Antares Holdings LP / DBT (US03666HAH49) | 1.02 | 62.40 | 0.0936 | 0.0311 | |||||
| US18539UAE55 / Clearway Energy Operating LLC | 1.01 | 4.65 | 0.0934 | -0.0033 | |||||
| US23802WAG69 / DataBank Issuer | 1.01 | 0.80 | 0.0932 | -0.0070 | |||||
| US03666HAE18 / Antares Holdings LP | 1.01 | 0.0931 | 0.0931 | ||||||
| CALVERT IMPACT CAPITAL NOTE / DBT (000000000) | 1.01 | 0.0927 | 0.0927 | ||||||
| CALVERT IMPACT CAPITAL NOTE / DBT (000000000) | 1.01 | 0.0927 | 0.0927 | ||||||
| US38384D3W57 / Government National Mortgage Association | 1.00 | -0.40 | 0.0923 | -0.0081 | |||||
| US12511BAC63 / CCC Intelligent Solutions Inc | 0.99 | 0.00 | 0.0912 | -0.0076 | |||||
| US50204VAA89 / LHOME Mortgage Trust 2023-RTL4 | 0.99 | -0.30 | 0.0910 | -0.0080 | |||||
| US83368RAY80 / Societe Generale SA | 0.98 | 3.05 | 0.0905 | -0.0047 | |||||
| US35566CBD65 / Freddie Mac STACR REMIC Trust 2020-DNA6 | 0.97 | -0.62 | 0.0890 | -0.0081 | |||||
| US71845JAA60 / Phillips Edison Grocery Center Operating Partnership I LP | 0.96 | 0.0884 | 0.0884 | ||||||
| UZD / Array Digital Infrastructure, Inc. - Corporate Bond/Note | 0.04 | 22.10 | 0.96 | 21.01 | 0.0882 | 0.0092 | |||
| Raizen Fuels Finance SA / DBT (US75102XAB29) | 0.94 | -0.95 | 0.0865 | -0.0081 | |||||
| HXL / Hexcel Corporation | 0.93 | 0.0858 | 0.0858 | ||||||
| Government National Mortgage Association / ABS-MBS (US38384MAU18) | 0.93 | 0.43 | 0.0855 | -0.0067 | |||||
| Champ Acquisition Corp / DBT (US15807XAA81) | 0.92 | 0.0851 | 0.0851 | ||||||
| US53219LAV18 / LifePoint Health Inc | 0.92 | 2.56 | 0.0848 | -0.0049 | |||||
| BPYPN / Brookfield Property Partners L.P. - Preferred Stock | 0.07 | 0.00 | 0.92 | 4.79 | 0.0847 | -0.0029 | |||
| FHN.PRF / First Horizon Corporation - Preferred Stock | 0.91 | -41.40 | 0.0841 | -0.0715 | |||||
| US38384BY390 / Government National Mortgage Association | 0.90 | -1.53 | 0.0833 | -0.0084 | |||||
| UK Logistics 2024-1 DAC / ABS-MBS (XS2809142230) | 0.90 | 5.90 | 0.0828 | -0.0020 | |||||
| UZE / Array Digital Infrastructure, Inc. - Corporate Bond/Note | 0.04 | 0.00 | 0.89 | -7.03 | 0.0817 | -0.0135 | |||
| US20451NAG60 / Compass Minerals International, Inc. | 0.89 | 4.24 | 0.0817 | -0.0032 | |||||
| US12665CAA27 / PVTPL CMO CSMC 2022-CNTR | 0.88 | 0.68 | 0.0815 | -0.0062 | |||||
| US38384GBJ85 / Government National Mortgage Association | 0.88 | -0.45 | 0.0813 | -0.0073 | |||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | 0.87 | 0.0806 | 0.0806 | ||||||
| US64016NAE76 / Neighborly Issuer 2023-1 | 0.86 | 0.12 | 0.0796 | -0.0066 | |||||
| US38384BXQ93 / Government National Mortgage Association | 0.86 | -0.69 | 0.0794 | -0.0073 | |||||
| US38384BS699 / Government National Mortgage Association | 0.86 | -0.69 | 0.0794 | -0.0073 | |||||
| US87164DVJ61 / Synovus Bank/Columbus GA | 0.85 | 0.59 | 0.0787 | -0.0061 | |||||
| DELTA 2 LUX SARL 2024 TERM LOAN B2 / LON (XAL2465BAX46) | 0.84 | 0.24 | 0.0770 | -0.0062 | |||||
| US49803XAA19 / Kite Realty Group, L.P. | 0.79 | -49.26 | 0.0724 | -0.0822 | |||||
| US38384AF656 / Government National Mortgage Association | 0.77 | -1.28 | 0.0713 | -0.0069 | |||||
| US61946UAD46 / Mosaic Solar Loan Trust 2022-2 | 0.75 | -7.86 | 0.0692 | -0.0122 | |||||
| US38384AG647 / Government National Mortgage Association | 0.74 | -0.67 | 0.0683 | -0.0063 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.74 | -64.94 | 0.0679 | -0.1421 | |||||
| US25265LAE02 / Diamond Infrastructure Funding LLC | 0.72 | 0.42 | 0.0660 | -0.0053 | |||||
| US86746EAB39 / SUNNOVA HELIOS II ISSUER LLC 2021-A | 0.69 | -19.81 | 0.0635 | -0.0223 | |||||
| Oaktree Strategic Credit Fund / DBT (US67403AAE91) | 0.67 | 0.30 | 0.0618 | -0.0050 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.67 | 2.45 | 0.0617 | -0.0036 | |||||
| L1MN34 / Lumen Technologies, Inc. - Depositary Receipt (Common Stock) | 0.67 | 2.45 | 0.0617 | -0.0035 | |||||
| US693475BU84 / PNC Financial Services Group Inc/The | 0.64 | 1.26 | 0.0593 | -0.0043 | |||||
| US30225VAF40 / Extra Space Storage LP | 0.64 | -70.90 | 0.0591 | -0.1702 | |||||
| US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC | 0.61 | 0.99 | 0.0565 | -0.0042 | |||||
| CABK / CaixaBank, S.A. | 0.58 | 1.39 | 0.0537 | -0.0038 | |||||
| US35564TBE91 / Freddie Mac STACR Trust 2019-DNA3 | 0.58 | 0.00 | 0.0533 | -0.0044 | |||||
| US81761TAA34 / SERVICEMASTER BRANDS SERV 2020 1 A2I 144A | 0.57 | 0.71 | 0.0526 | -0.0041 | |||||
| Raizen Fuels Finance SA / DBT (US75102XAC02) | 0.56 | -4.90 | 0.0519 | -0.0072 | |||||
| US20754KAF84 / Fannie Mae Connecticut Avenue Securities | 0.56 | 0.00 | 0.0516 | -0.0043 | |||||
| US90353TAJ97 / CONVERTIBLE ZERO | 0.55 | 12.91 | 0.0508 | 0.0020 | |||||
| Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2 / LON (US26812CAP14) | 0.55 | 0.18 | 0.0506 | -0.0042 | |||||
| PSN / Parsons Corporation | 0.54 | 0.0497 | 0.0497 | ||||||
| D1DG34 / Datadog, Inc. - Depositary Receipt (Common Stock) | 0.54 | 0.0496 | 0.0496 | ||||||
| US97064FAB13 / Willis Engine Structured Trust V | 0.54 | -3.07 | 0.0495 | -0.0058 | |||||
| Fortitude Group Holdings LLC / DBT (US34966XAA63) | 0.54 | -71.10 | 0.0493 | -0.1356 | |||||
| US128786AA80 / Calderys Financing LLC | 0.53 | 0.0489 | 0.0489 | ||||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.52 | 10.87 | 0.0479 | 0.0010 | |||||
| US531229AQ58 / CONV. NOTE | 0.51 | 9.40 | 0.0472 | 0.0004 | |||||
| D1LR34 / Digital Realty Trust, Inc. - Depositary Receipt (Common Stock) | 0.51 | 0.0471 | 0.0471 | ||||||
| IONS / Ionis Pharmaceuticals, Inc. | 0.51 | 8.28 | 0.0471 | -0.0000 | |||||
| US86745PAB94 / Sunnova Sol II Issuer LLC | 0.51 | -1.93 | 0.0469 | -0.0049 | |||||
| US458140BM12 / Intel Corp | 0.50 | -34.25 | 0.0464 | -0.0300 | |||||
| US37959GAC15 / Global Atlantic Fin Co | 0.49 | 0.0452 | 0.0452 | ||||||
| US742857AA33 / Prodigy Finance CM2021-1 Designated Activity Co | 0.49 | -8.99 | 0.0449 | -0.0085 | |||||
| US65341BAG14 / NextEra Energy Partners LP | 0.48 | 0.21 | 0.0446 | -0.0037 | |||||
| O2NS34 / ON Semiconductor Corporation - Depositary Receipt (Common Stock) | 0.48 | 7.19 | 0.0440 | -0.0005 | |||||
| Jazz Investments I Ltd / DBT (US472145AG66) | 0.47 | -4.44 | 0.0437 | -0.0058 | |||||
| E2XA34 / Exact Sciences Corporation - Depositary Receipt (Common Stock) | 0.47 | 6.83 | 0.0432 | -0.0007 | |||||
| FRT / Federal Realty Investment Trust | 0.47 | -0.21 | 0.0431 | -0.0037 | |||||
| US82452JAD19 / SHIFT4 PAYMENTS INC | 0.47 | 5.90 | 0.0431 | -0.0010 | |||||
| A1KA34 / Akamai Technologies, Inc. - Depositary Receipt (Common Stock) | 0.47 | -0.21 | 0.0430 | -0.0038 | |||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | 0.44 | 0.0403 | 0.0403 | ||||||
| US345397D674 / FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33 | 0.42 | -32.64 | 0.0390 | -0.0238 | |||||
| ANG.PRD / American National Group Inc. - Preferred Stock | 0.41 | 0.0380 | 0.0380 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.37 | 0.0337 | 0.0337 | ||||||
| HLTN COMMERCIAL MORTGAGE TRUST / ABS-MBS (US40424UAE73) | 0.32 | -53.68 | 0.0291 | -0.0389 | |||||
| US552848AG81 / MGIC Investment Corp | 0.30 | -73.29 | 0.0276 | -0.0846 | |||||
| US86773PAA66 / SUNRN_19-1A | 0.29 | -6.19 | 0.0266 | -0.0042 | |||||
| US55037LAB09 / LUNRR 2020 1A B 144A | 0.22 | -2.27 | 0.0198 | -0.0022 | |||||
| US62955MAB28 / NRZ Excess Spread-Collateralized Notes | 0.19 | -4.12 | 0.0172 | -0.0022 | |||||
| US3137HABQ81 / Freddie Mac REMICS | 0.18 | -1.09 | 0.0168 | -0.0016 | |||||
| US97064FAC95 / Willis Engine Structured Trust V | 0.17 | -11.17 | 0.0155 | -0.0034 | |||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | 0.17 | 0.0152 | 0.0152 | ||||||
| US708692BY34 / Pennsylvania Economic Development Financing Authority | 0.14 | 0.71 | 0.0131 | -0.0010 | |||||
| US46642MAG33 / JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY | 0.10 | -27.27 | 0.0096 | -0.0047 | |||||
| Raven Acquisition Holdings LLC Delayed Draw Term Loan / LON (US75419XAD66) | 0.10 | 2.04 | 0.0092 | -0.0007 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.09 | 0.0085 | 0.0085 | ||||||
| US61946NAB47 / Mosaic Solar Loan Trust 2020-1 | 0.06 | -3.03 | 0.0059 | -0.0007 | |||||
| BNP / BNP Paribas SA | 0.03 | 0.0023 | 0.0023 | ||||||
| BNP / BNP Paribas SA | 0.03 | 0.0023 | 0.0023 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.0022 | 0.0022 | ||||||
| US55037LAC81 / LUNRR 2020 1A C 144A | 0.02 | -63.64 | 0.0019 | -0.0037 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0018 | 0.0018 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.02 | 0.0018 | 0.0018 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | 0.02 | 0.0018 | 0.0018 | ||||||
| US46642MAJ71 / JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY | 0.02 | -26.09 | 0.0016 | -0.0007 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.0015 | 0.0015 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.02 | 0.0014 | 0.0014 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0003 | 0.0003 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0003 | 0.0003 | ||||||
| BNP / BNP Paribas SA | 0.00 | 0.0000 | 0.0000 | ||||||
| ESC GCB144A ENVIVA PAR / DBT (294ESCAA6) | 0.00 | 0.0000 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| US90269A5341 / UBSW (LUV) (conv) 4.25% 2/6/2020 | -0.00 | -0.0001 | -0.0001 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.05 | -0.0044 | -0.0044 | ||||||
| BNP / BNP Paribas SA | -0.08 | -0.0076 | -0.0076 |
