Basic Stats
| Portfolio Value | $ 2,594,156,153 |
| Current Positions | 883 |
Latest Holdings, Performance, AUM (from 13F, 13D)
GSFIX - Goldman Sachs Core Fixed Income Fund Institutional has disclosed 883 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 2,594,156,153 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). GSFIX - Goldman Sachs Core Fixed Income Fund Institutional’s top holdings are Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Ginnie Mae (US:US21H0526788) , United States Treas Bds Bond (US:US912810QL52) , and United States Treasury Note/Bond (US:US91282CHU80) . GSFIX - Goldman Sachs Core Fixed Income Fund Institutional’s new positions include Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Ginnie Mae (US:US21H0526788) , United States Treas Bds Bond (US:US912810QL52) , United States Treasury Note/Bond (US:US91282CHU80) , and Ginnie Mae (US:US21H0506723) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 173.93 | 7.4338 | 8.5636 | ||
| 248.63 | 248.63 | 10.6265 | 7.2678 | |
| 28.42 | 1.2146 | 6.9359 | ||
| 82.08 | 3.5081 | 3.6502 | ||
| 23.74 | 1.0147 | 3.1035 | ||
| 47.13 | 2.0144 | 2.2468 | ||
| 24.21 | 1.0348 | 1.1972 | ||
| 20.00 | 0.8546 | 0.8546 | ||
| 19.97 | 0.8534 | 0.8534 | ||
| 43.94 | 1.8779 | 0.8254 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -5.08 | -0.2171 | -4.1899 | ||
| -70.55 | -3.0155 | -3.8498 | ||
| -15.31 | -0.6543 | -3.6488 | ||
| -133.86 | -5.7213 | -2.7058 | ||
| -22.09 | -0.9442 | -1.4852 | ||
| 33.46 | 1.4302 | -1.0625 | ||
| 27.90 | 1.1925 | -0.8833 | ||
| 19.52 | 0.8343 | -0.3582 | ||
| 2.79 | 0.1192 | -0.2921 | ||
| 0.90 | 0.0385 | -0.2209 |
13F and Fund Filings
This form was filed on 2025-08-19 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund | 248.63 | 215.42 | 248.63 | 215.42 | 10.6265 | 7.2678 | |||
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 173.93 | -834.82 | 7.4338 | 8.5636 | |||||
| US21H0526788 / Ginnie Mae | 82.08 | -2,858.10 | 3.5081 | 3.6502 | |||||
| US912810QL52 / United States Treas Bds Bond | 72.59 | -1.70 | 3.1025 | -0.0439 | |||||
| US91282CHU80 / United States Treasury Note/Bond | 59.75 | -0.09 | 2.5538 | 0.0057 | |||||
| US21H0506723 / Ginnie Mae | 47.13 | -1,068.20 | 2.0144 | 2.2468 | |||||
| US91282CCJ80 / United States Treasury Note/Bond | 44.81 | 0.76 | 1.9152 | 0.0203 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 43.94 | 99.26 | 1.8779 | 0.8254 | |||||
| US912810RV26 / United States Treas Bds Bond | 38.36 | -2.52 | 1.6397 | -0.0372 | |||||
| US91282CCE93 / United States Treasury Note/Bond | 34.28 | 1.20 | 1.4653 | 0.0217 | |||||
| US21H0606713 / Ginnie Mae | 33.46 | -35.92 | 1.4302 | -1.0625 | |||||
| US912833XT25 / United States Treasury Strip Coupon | 31.93 | 1.84 | 1.3648 | 0.0288 | |||||
| US36179XFH44 / Government National Mortgage Association (GNMA) | 29.66 | -2.95 | 1.2676 | -0.0346 | |||||
| EW / Edwards Lifesciences Corporation | 28.42 | -121.23 | 1.2146 | 6.9359 | |||||
| EW / Edwards Lifesciences Corporation | 27.90 | -35.85 | 1.1925 | -0.8833 | |||||
| US3132DVLY91 / Freddie Mac Pool | 26.17 | -2.56 | 1.1187 | -0.0259 | |||||
| US91282CET45 / U.S. Treasury Notes | 24.58 | 0.61 | 1.0507 | 0.0095 | |||||
| US01F0306781 / UMBS TBA | 24.21 | -811.46 | 1.0348 | 1.1972 | |||||
| US912828ZV59 / United States Treasury Note/Bond | 24.10 | 1.16 | 1.0299 | 0.0150 | |||||
| US91282CCW91 / UNITED STATES TREASURY NOTE 0.75000000 | 23.98 | 0.81 | 1.0249 | 0.0113 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | 23.74 | -154.25 | 1.0147 | 3.1035 | |||||
| US3132DWC684 / FR SD8193 | 22.86 | -1.99 | 0.9772 | -0.0168 | |||||
| US912828YD60 / US TREASURY N/B 08/26 1.375 | 21.72 | 0.65 | 0.9282 | 0.0088 | |||||
| US91282CCF68 / United States Treasury Note/Bond | 21.08 | 0.79 | 0.9009 | 0.0098 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 20.49 | -3.92 | 0.8757 | -0.0329 | |||||
| U.S. Treasury Notes / DBT (US91282CNJ61) | 20.00 | 0.8546 | 0.8546 | ||||||
| U.S. Treasury Notes / DBT (US91282CNK35) | 19.97 | 0.8534 | 0.8534 | ||||||
| EW / Edwards Lifesciences Corporation | 19.52 | -30.03 | 0.8343 | -0.3582 | |||||
| US31418EBR09 / Fannie Mae Pool | 18.68 | -1.93 | 0.7985 | -0.0132 | |||||
| US912833X885 / United States Treasury Strip Coupon | 16.90 | 0.81 | 0.7223 | 0.0079 | |||||
| US3132DMKF13 / Freddie Mac Pool | 16.50 | -3.15 | 0.7052 | -0.0207 | |||||
| US91282CHA27 / United States Treasury Note/Bond | 16.23 | 0.63 | 0.6938 | 0.0064 | |||||
| US31418DTQ50 / Fannie Mae Pool | 15.88 | -2.20 | 0.6788 | -0.0131 | |||||
| US31418DUG59 / Fannie Mae Pool | 15.87 | -2.06 | 0.6783 | -0.0121 | |||||
| CIFC Funding 2019-IV Ltd / ABS-CBDO (US17182XAW11) | 14.70 | 0.6283 | 0.6283 | ||||||
| US3132DVML61 / FR SD7563 | 14.67 | -2.94 | 0.6270 | -0.0170 | |||||
| Halseypoint CLO 7 LTD / ABS-CBDO (US40638LAL36) | 13.65 | 0.5834 | 0.5834 | ||||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | 13.60 | 1.06 | 0.5812 | -0.0611 | |||||
| KKR CLO 57 Ltd / ABS-CBDO (US481954AA30) | 13.35 | 0.5704 | 0.5704 | ||||||
| US36179U4B51 / Ginnie Mae II Pool | 11.85 | -2.97 | 0.5063 | -0.0139 | |||||
| US748148SC86 / Province of Quebec Canada | 11.73 | 0.96 | 0.5014 | 0.0063 | |||||
| Generate CLO 22 Ltd / ABS-CBDO (US37150AAA51) | 11.68 | 0.4990 | 0.4990 | ||||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 11.41 | 0.62 | 0.4875 | -0.0536 | |||||
| Voya CLO 2020-2 Ltd / ABS-CBDO (US92918HAT77) | 11.37 | 0.4858 | 0.4858 | ||||||
| US500769KA14 / KFW GLOBAL USD 5.125% 09-29-25 | 11.36 | -0.22 | 0.4854 | 0.0004 | |||||
| US3133ENUJ71 / Federal Farm Credit Banks Funding Corp | 10.99 | 0.25 | 0.4699 | 0.0026 | |||||
| US38382XAA37 / Government National Mortgage Association | 10.08 | -3.32 | 0.4309 | -0.0134 | |||||
| Octagon 67 Ltd / ABS-CBDO (US67571LAN10) | 9.94 | 0.4249 | 0.4249 | ||||||
| US7562E0EU66 / Reckitt Benckiser Treasury Services plc | 9.74 | 0.4164 | 0.4164 | ||||||
| US3132DWBP77 / UMBS | 9.54 | -2.20 | 0.4079 | -0.0079 | |||||
| US06051GLG28 / Bank of America Corp | 9.41 | -13.28 | 0.4021 | -0.0601 | |||||
| Mars Inc / DBT (US571676BA26) | 9.08 | 0.67 | 0.3881 | 0.0038 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 9.00 | -2.28 | 0.3845 | -0.0078 | |||||
| US3133KL2H98 / Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through | 8.53 | -2.35 | 0.3645 | -0.0076 | |||||
| US06742LAX10 / Barclays Dryrock Issuance Trust, Series 2023-1, Class A | 8.42 | -0.07 | 0.3598 | 0.0008 | |||||
| HCA Inc / DBT (US404119CT49) | 8.23 | 1.52 | 0.3518 | 0.0063 | |||||
| US3140QQUQ68 / Fannie Mae Pool | 8.14 | -3.49 | 0.3480 | -0.0115 | |||||
| US3140X9D770 / Fannie Mae Pool | 7.89 | -3.11 | 0.3374 | -0.0097 | |||||
| US3140XCUR72 / Fannie Mae Pool | 7.62 | -2.48 | 0.3257 | -0.0073 | |||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 7.46 | 0.76 | 0.3187 | 0.0034 | |||||
| US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 | 7.40 | 0.3162 | 0.3162 | ||||||
| US3132DMKH78 / Freddie Mac Pool | 7.38 | -2.55 | 0.3156 | -0.0072 | |||||
| US21H0326882 / Ginnie Mae | 7.24 | 0.3095 | 0.3095 | ||||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) | 7.00 | 1.43 | 0.2992 | 0.0051 | |||||
| US912810TL26 / TREASURY BOND | 6.93 | -3.01 | 0.2963 | -0.0083 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 6.89 | 0.80 | 0.2946 | 0.0032 | |||||
| US3140MA2S24 / FNCL UMBS 2.5 BU8884 03-01-52 | 6.80 | -2.15 | 0.2904 | -0.0055 | |||||
| US912810QH41 / United States Treas Bds Bond | 6.59 | -1.53 | 0.2814 | -0.0035 | |||||
| US161175BJ23 / Charter Communications Operating LLC / Charter Communications Operating Capital | 6.55 | 1.24 | 0.2797 | 0.0042 | |||||
| Bacardi-Martini BV / DBT (US05634WAA09) | 6.52 | 0.77 | 0.2785 | 0.0029 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 6.37 | 1.61 | 0.2723 | 0.0052 | |||||
| US912810QB70 / United States Treas Bds Bond | 6.35 | -1.18 | 0.2716 | -0.0024 | |||||
| US912828Z948 / United States Treasury Note/Bond | 6.34 | 1.46 | 0.2711 | 0.0047 | |||||
| US3133ENSY76 / FEDERAL FARM CREDIT BANKS FUNDING CORP | 6.22 | -0.02 | 0.2656 | 0.0007 | |||||
| US3132DVLL70 / Freddie Mac Pool | 6.16 | -2.41 | 0.2633 | -0.0057 | |||||
| US71427QAB41 / PERNOD RIC INTL FIN LLC COMPANY GUAR 144A 04/31 1.625 | 6.12 | 1.73 | 0.2617 | 0.0053 | |||||
| US87264ACV52 / T-Mobile USA, Inc. | 6.12 | 0.84 | 0.2616 | 0.0030 | |||||
| CQS US CLO 2021-1 Ltd / ABS-CBDO (US12659UAL61) | 6.12 | 0.43 | 0.2615 | 0.0019 | |||||
| US3133KMQE83 / Freddie Mac Pool | 6.10 | -2.51 | 0.2606 | -0.0059 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 6.06 | 1.36 | 0.2589 | 0.0042 | |||||
| VLTO / Veralto Corporation | 6.02 | 1.16 | 0.2574 | 0.0037 | |||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 6.02 | 0.2574 | 0.2574 | ||||||
| US69700GAJ13 / Palmer Square CLO 2019-1 Ltd | 6.00 | 0.05 | 0.2566 | 0.0009 | |||||
| Mars Inc / DBT (US571676AY11) | 5.88 | 0.69 | 0.2511 | 0.0025 | |||||
| NBK / National Bank of Kuwait S.A.K.P. | 5.84 | 0.2497 | 0.2497 | ||||||
| SOLV / Solventum Corporation | 5.84 | 1.42 | 0.2496 | 0.0043 | |||||
| COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAA84) | 5.71 | 0.90 | 0.2439 | 0.0029 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 5.63 | -2.90 | 0.2405 | -0.0064 | |||||
| US00037LAA89 / ASSET BACKED SECURITY | 5.61 | 0.16 | 0.2397 | 0.0011 | |||||
| H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) | 5.60 | 0.2395 | 0.2395 | ||||||
| US3140QS5D96 / Fannie Mae Pool | 5.50 | -5.79 | 0.2351 | -0.0137 | |||||
| Texas Debt Capital CLO 2023-I Ltd / ABS-CBDO (US88238CAE21) | 5.50 | 0.2351 | 0.2351 | ||||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAA66) | 5.44 | 1.23 | 0.2325 | 0.0035 | |||||
| H / Hyatt Hotels Corporation | 5.30 | 1.94 | 0.2266 | 0.0050 | |||||
| Mars Inc / DBT (US571676AZ85) | 5.24 | 0.88 | 0.2241 | 0.0026 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 5.24 | -35.11 | 0.2241 | -0.1202 | |||||
| Palmer Square CLO 2023-1 Ltd / ABS-CBDO (US69702TAJ16) | 5.21 | 0.23 | 0.2225 | 0.0012 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 5.17 | -3.02 | 0.2211 | -0.0062 | |||||
| US126650CY46 / CVS Health Corp | 5.17 | -18.28 | 0.2208 | -0.0486 | |||||
| KIND Commercial Mortgage Trust 2024-1 / ABS-MBS (US494925AA88) | 5.15 | 0.17 | 0.2203 | 0.0010 | |||||
| US912810SE91 / United States Treas Bds Bond | 5.13 | -2.53 | 0.2194 | -0.0050 | |||||
| US68389XCE31 / Oracle Corp | 5.13 | 1.81 | 0.2192 | 0.0046 | |||||
| US912810SC36 / United States Treas Bds Bond | 5.11 | -2.52 | 0.2186 | -0.0049 | |||||
| US87264ABD63 / CORP. NOTE | 5.11 | -30.51 | 0.2184 | -0.0949 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) | 5.09 | 0.04 | 0.2177 | 0.0007 | |||||
| US36179WTZ13 / GINNIE MAE II POOL P#MA7768 3.00000000 | 5.08 | -3.29 | 0.2171 | -0.0067 | |||||
| Regatta 30 Funding Ltd / ABS-CBDO (US75903UAA16) | 5.04 | 0.48 | 0.2153 | 0.0017 | |||||
| OHA Credit Funding 17 Ltd / ABS-CBDO (US67109SAA50) | 5.03 | 0.46 | 0.2148 | 0.0016 | |||||
| US46513EFG26 / Israel Government AID Bond | 5.02 | 0.32 | 0.2145 | 0.0014 | |||||
| US06738ECE32 / Barclays PLC | 5.00 | 1.69 | 0.2138 | 0.0042 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 5.00 | 1.54 | 0.2138 | 0.0039 | |||||
| Ford Credit Auto Owner Trust 2024-REV1 / ABS-O (US34533BAA89) | 4.99 | 0.71 | 0.2134 | 0.0022 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.99 | 0.81 | 0.2134 | 0.0024 | |||||
| US3140QFFS35 / Fannie Mae Pool | 4.97 | -2.99 | 0.2123 | -0.0058 | |||||
| Silver Point Clo 4 Ltd / ABS-CBDO (US82809EAA82) | 4.97 | 0.10 | 0.2122 | 0.0009 | |||||
| BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAA38) | 4.93 | 0.2107 | 0.2107 | ||||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 4.92 | 0.2103 | 0.2103 | ||||||
| US06051GKQ19 / Bank of America Corp | 4.92 | 1.84 | 0.2102 | 0.0044 | |||||
| US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 | 4.91 | 0.2098 | 0.2098 | ||||||
| US912810SH23 / United States Treas Bds Bond | 4.90 | -2.59 | 0.2093 | -0.0049 | |||||
| US912810SK51 / United States Treasury Note/Bond | 4.88 | -2.73 | 0.2084 | -0.0052 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAS24) | 4.88 | -0.10 | 0.2084 | 0.0004 | |||||
| US49456BAX91 / Kinder Morgan, Inc. | 4.86 | 1.42 | 0.2078 | 0.0035 | |||||
| US3140QFFV63 / Fannie Mae Pool | 4.86 | -2.19 | 0.2077 | -0.0040 | |||||
| US3140QQGB55 / Fannie Mae Pool | 4.81 | -3.16 | 0.2058 | -0.0061 | |||||
| US571903BG74 / Marriott International Inc/MD | 4.81 | 2.14 | 0.2057 | 0.0049 | |||||
| US06051GJB68 / Bank of America Corp | 4.78 | 1.88 | 0.2042 | 0.0043 | |||||
| US05964HAV78 / BANCO SANTANDER SA 6.921000% 08/08/2033 | 4.77 | 2.12 | 0.2037 | 0.0049 | |||||
| US12598YAA64 / Cifc Funding 2023-III Ltd | 4.76 | -0.15 | 0.2036 | 0.0003 | |||||
| US361886CR36 / GMF Floorplan Owner Revolving Trust | 4.74 | -0.13 | 0.2026 | 0.0004 | |||||
| US3133KGR837 / Freddie Mac Pool | 4.73 | -2.94 | 0.2021 | -0.0055 | |||||
| BX Trust 2024-BIO / ABS-MBS (US05612AAA43) | 4.72 | 0.11 | 0.2018 | 0.0008 | |||||
| US3140QFNZ85 / Fannie Mae Pool | 4.67 | -2.54 | 0.1998 | -0.0046 | |||||
| Octagon Investment Partners 40 Ltd / ABS-CBDO (US67592BAY48) | 4.67 | -0.15 | 0.1998 | 0.0003 | |||||
| Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAN39) | 4.63 | 0.00 | 0.1977 | 0.0006 | |||||
| US22823RAN98 / Crown City CLO I | 4.61 | 0.39 | 0.1969 | 0.0014 | |||||
| US36179UCC45 / Ginnie Mae II Pool | 4.59 | -2.61 | 0.1964 | -0.0046 | |||||
| US ULTRA BOND CBT SEP25 / DIR (000000000) | 4.56 | 0.1948 | 0.1948 | ||||||
| US872373AA33 / TCW_23-1A | 4.50 | -0.02 | 0.1923 | 0.0005 | |||||
| Madison Park Funding XXXVII Ltd / ABS-CBDO (US55817EAW66) | 4.50 | 0.33 | 0.1922 | 0.0012 | |||||
| US3133B9AM61 / FHLMC 30YR UMBS | 4.49 | -2.41 | 0.1920 | -0.0042 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 4.48 | 0.76 | 0.1916 | 0.0020 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-HX1 / ABS-MBS (US617942AA59) | 4.47 | 0.1909 | 0.1909 | ||||||
| TCW CLO 2023-1 Ltd / ABS-CBDO (US872373AS41) | 4.45 | 0.1902 | 0.1902 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 4.45 | 0.1900 | 0.1900 | ||||||
| US48585JAE01 / Katayma CLO I Ltd | 4.41 | 0.14 | 0.1886 | 0.0008 | |||||
| US36179VHS25 / Ginnie Mae II Pool | 4.41 | -2.65 | 0.1885 | -0.0045 | |||||
| US61747YFD22 / Morgan Stanley | 4.40 | 0.62 | 0.1883 | 0.0018 | |||||
| Sound Point Euro CLO 14 Funding DAC / ABS-CBDO (XS2997433227) | 4.37 | 9.55 | 0.1868 | 0.0168 | |||||
| Fidelity Grand Harbour Clo 2023-1 DAC / ABS-CBDO (XS2991307898) | 4.32 | 9.64 | 0.1848 | 0.0167 | |||||
| US01400EAB92 / Alcon Finance Corp | 4.31 | -21.51 | 0.1840 | -0.0497 | |||||
| US254683CY96 / Discover Card Execution Note Trust, Series 2023-A1, Class A | 4.30 | 0.02 | 0.1837 | 0.0006 | |||||
| US3133KMNS07 / UMBS | 4.28 | -2.44 | 0.1828 | -0.0040 | |||||
| SOLV / Solventum Corporation | 4.26 | 0.97 | 0.1820 | 0.0023 | |||||
| US14041NGB10 / COMET 2022-A3 A | 4.21 | -0.07 | 0.1797 | 0.0004 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAA93) | 4.17 | 0.36 | 0.1784 | 0.0012 | |||||
| BNP / BNP Paribas SA | 4.13 | 1.75 | 0.1767 | 0.0036 | |||||
| BBCMS Mortgage Trust 2024-C26 / ABS-MBS (US05555AAJ43) | 4.13 | 0.54 | 0.1766 | 0.0015 | |||||
| US36179UH540 / Ginnie Mae II Pool | 4.13 | -2.53 | 0.1764 | -0.0040 | |||||
| BANK5 2024-5YR9 / ABS-MBS (US06644VBM19) | 4.12 | 0.71 | 0.1761 | 0.0018 | |||||
| US23345LAA70 / DOLP Trust 2021-NYC | 4.12 | 1.20 | 0.1761 | 0.0026 | |||||
| US3133B93H51 / UMBS | 4.11 | -1.79 | 0.1755 | -0.0026 | |||||
| US031162DJ62 / Amgen Inc | 4.06 | 1.42 | 0.1736 | 0.0029 | |||||
| US3132DVLV52 / Freddie Mac Pool | 4.03 | -2.09 | 0.1724 | -0.0032 | |||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 4.02 | 1.11 | 0.1718 | 0.0024 | |||||
| US111021AE12 / British Telecom Plc 2.0% 06/22/15 Bond | 4.02 | 0.78 | 0.1717 | 0.0019 | |||||
| OHA Credit Funding 11 Ltd / ABS-CBDO (US67115VAN29) | 4.01 | -0.12 | 0.1715 | 0.0003 | |||||
| US22550L2G55 / CREDIT SUISSE NEW YORK | 4.00 | 0.93 | 0.1710 | 0.0021 | |||||
| Oaktree CLO 2022-1 Ltd / ABS-CBDO (US67402LAN64) | 4.00 | 0.1710 | 0.1710 | ||||||
| US3140MMUM86 / Fannie Mae Pool | 4.00 | -1.01 | 0.1709 | -0.0012 | |||||
| Marble Point CLO XIV Ltd / ABS-CBDO (US56608KAW36) | 4.00 | -5.24 | 0.1708 | -0.0089 | |||||
| US3140QRXJ71 / UMBS | 3.96 | -2.29 | 0.1694 | -0.0034 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 3.92 | -8.56 | 0.1676 | -0.0151 | |||||
| CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) | 3.90 | 1.61 | 0.1668 | 0.0031 | |||||
| US3140QFLM90 / Fannie Mae Pool | 3.89 | -2.29 | 0.1663 | -0.0033 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 3.83 | 1.78 | 0.1638 | 0.0033 | |||||
| Cedar Funding IX CLO Ltd / ABS-CBDO (US15033EAN85) | 3.81 | 0.32 | 0.1628 | 0.0010 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) | 3.81 | 0.1628 | 0.1628 | ||||||
| US91282CGS44 / United States Treasury Note/Bond | 3.80 | 0.82 | 0.1626 | 0.0019 | |||||
| US19828TAB26 / Columbia Pipelines Operating Co LLC | 3.80 | 1.66 | 0.1624 | 0.0031 | |||||
| US12598YAE86 / Cifc Funding 2023-III Ltd | 3.79 | 0.26 | 0.1622 | 0.0009 | |||||
| US91159HJM34 / US BANCORP REGD V/R 5.77500000 | 3.78 | -25.85 | 0.1615 | -0.0556 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB / ABS-MBS (US46651EAG98) | 3.71 | 0.84 | 0.1585 | 0.0018 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 3.70 | 0.1580 | 0.1580 | ||||||
| US46647PDC77 / JPMorgan Chase & Co | 3.65 | 1.73 | 0.1562 | 0.0031 | |||||
| IRV Trust 2025-200P / ABS-MBS (US45006HAA95) | 3.63 | -55.79 | 0.1553 | -0.1949 | |||||
| US3133ENXC91 / Federal Farm Credit Banks Funding Corp | 3.63 | 1.03 | 0.1552 | 0.0020 | |||||
| US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 | 3.62 | 1.49 | 0.1546 | 0.0027 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 3.61 | 1.29 | 0.1544 | 0.0024 | |||||
| US6174468L62 / Morgan Stanley | 3.59 | 1.67 | 0.1536 | 0.0030 | |||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust / DBT (US00774MBP95) | 3.55 | 1.49 | 0.1517 | 0.0027 | |||||
| US3137HB2X13 / Freddie Mac Multifamily Structured Pass Through Certificates | 3.54 | 0.34 | 0.1512 | 0.0010 | |||||
| US3133KQDS21 / Freddie Mac Pool | 3.54 | -4.12 | 0.1512 | -0.0060 | |||||
| US06541DBH61 / BANK 2023-BNK46 | 3.52 | 0.63 | 0.1505 | 0.0014 | |||||
| BANK5 Trust 2025-5YR13 / ABS-MBS (US06650CAP86) | 3.52 | 1.18 | 0.1505 | 0.0022 | |||||
| Oaktree CLO 2021-1 Ltd / ABS-CBDO (US67402JAN19) | 3.50 | -0.40 | 0.1498 | -0.0001 | |||||
| US3132DWA605 / Freddie Mac Pool | 3.50 | -2.02 | 0.1497 | -0.0026 | |||||
| Mountain View CLO 2016-1 LLC / ABS-CBDO (US62432FAS39) | 3.49 | -0.11 | 0.1492 | 0.0003 | |||||
| US031162DQ06 / Amgen Inc | 3.47 | 0.78 | 0.1485 | 0.0016 | |||||
| US3137H9M891 / FEDERAL HOME LOAN MORTGAGE CORP | 3.45 | 0.73 | 0.1476 | 0.0016 | |||||
| Connecticut Avenue Securities Series 2025-R01 / ABS-MBS (US20755JAC71) | 3.45 | 0.1476 | 0.1476 | ||||||
| Houston Galleria Mall Trust 2025-HGLR / ABS-MBS (US44216XAA37) | 3.38 | 1.11 | 0.1446 | 0.0020 | |||||
| US46655AAA60 / JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 | 3.35 | -1.96 | 0.1432 | -0.0024 | |||||
| DP World Crescent Ltd / DBT (US260979AA70) | 3.31 | 0.1415 | 0.1415 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 3.29 | 0.1405 | 0.1405 | ||||||
| US14448CAP95 / CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 | 3.28 | 0.77 | 0.1404 | 0.0015 | |||||
| 1988 CLO 4 Ltd / ABS-CBDO (US68252EAE14) | 3.26 | 0.15 | 0.1394 | 0.0006 | |||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBD92) | 3.25 | 0.62 | 0.1387 | 0.0013 | |||||
| Zais Clo 15 Ltd / ABS-CBDO (US98888DBC56) | 3.25 | -0.25 | 0.1387 | 0.0001 | |||||
| US912803GW76 / STRIP PRINC | 3.24 | -6.28 | 0.1384 | -0.0088 | |||||
| US05593FAD06 / BMO 2023-C7 Mortgage Trust | 3.22 | 0.12 | 0.1376 | 0.0006 | |||||
| JP Morgan Mortgage Trust Series 2024-VIS2 / ABS-MBS (US46658DAA72) | 3.21 | -2.85 | 0.1372 | -0.0036 | |||||
| US64110LAT35 / Netflix Inc | 3.17 | 0.76 | 0.1356 | 0.0015 | |||||
| SOLV / Solventum Corporation | 3.16 | 1.81 | 0.1349 | 0.0028 | |||||
| US36179WR347 / GNMA | 3.13 | -3.16 | 0.1337 | -0.0040 | |||||
| US46647PCU84 / JPMorgan Chase & Co | 3.12 | 1.76 | 0.1334 | 0.0027 | |||||
| US37045XDK90 / General Motors Financial Co Inc | 3.11 | 0.94 | 0.1328 | 0.0016 | |||||
| US67570QAK76 / OCP CLO 2019-16 Ltd | 3.04 | -2.37 | 0.1301 | -0.0028 | |||||
| Venture 50 Clo Ltd / ABS-CBDO (US92333CAC29) | 3.01 | 0.43 | 0.1288 | 0.0009 | |||||
| Harvest US CLO 2024-2 Ltd / ABS-CBDO (US41756YAA38) | 3.01 | 0.23 | 0.1285 | 0.0007 | |||||
| PRKCM 2021-AFC2 Trust / ABS-MBS (US69361JAB26) | 2.99 | 2.82 | 0.1280 | 0.0039 | |||||
| US3622ABHF29 / GNMA | 2.99 | -2.19 | 0.1277 | -0.0024 | |||||
| US06654DAB38 / BANNER HEALTH | 2.97 | 1.47 | 0.1270 | 0.0022 | |||||
| Benchmark 2024-V8 Mortgage Trust / ABS-MBS (US08190AAC45) | 2.95 | 0.61 | 0.1262 | 0.0011 | |||||
| RPRX / Royalty Pharma plc | 2.88 | 2.60 | 0.1231 | 0.0035 | |||||
| US031162DR88 / Amgen Inc | 2.86 | 0.95 | 0.1223 | 0.0015 | |||||
| US20268JAM53 / CommonSpirit Health | 2.81 | -0.42 | 0.1202 | -0.0002 | |||||
| RR 26 Ltd / ABS-CBDO (US74989MAN11) | 2.79 | -0.14 | 0.1192 | 0.0002 | |||||
| US21H0406734 / Ginnie Mae | 2.79 | -63.15 | 0.1192 | -0.2921 | |||||
| US21H0406817 / Ginnie Mae | 2.79 | 0.1191 | 0.1191 | ||||||
| US458140CG35 / Intel Corp | 2.77 | 2.21 | 0.1185 | 0.0029 | |||||
| US62954HBA59 / NXP BV / NXP Funding LLC / NXP USA Inc | 2.76 | 1.92 | 0.1179 | 0.0025 | |||||
| US06051GJL41 / Bank of America Corp | 2.75 | 1.89 | 0.1174 | 0.0025 | |||||
| US92538WAC10 / Verus Securitization Trust 2022-1 | 2.74 | -0.94 | 0.1170 | -0.0008 | |||||
| US171232AE11 / Chubb Corporation 6.800% Debentures 11/15/31 | 2.72 | 0.1163 | 0.1163 | ||||||
| US64110LAU08 / Netflix Inc | 2.72 | -36.15 | 0.1163 | -0.0653 | |||||
| K1RC34 / The Kroger Co. - Depositary Receipt (Common Stock) | 2.71 | -10.37 | 0.1160 | -0.0130 | |||||
| US61747YEF88 / Morgan Stanley | 2.70 | 2.59 | 0.1153 | 0.0032 | |||||
| US3140X6JR36 / Fannie Mae Pool | 2.69 | -2.40 | 0.1149 | -0.0024 | |||||
| US832696AX63 / J M Smucker Co. | 2.68 | 0.83 | 0.1145 | 0.0013 | |||||
| BX Commercial Mortgage Trust 2024-XL5 / ABS-MBS (US05612GAA13) | 2.66 | -10.09 | 0.1138 | -0.0124 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAU79) | 2.66 | -0.86 | 0.1137 | -0.0006 | |||||
| US949746SH57 / Wells Fargo & Co Bond | 2.65 | 0.49 | 0.1134 | 0.0009 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 2.63 | 2.58 | 0.1122 | 0.0032 | |||||
| US832696AW80 / J M Smucker Co/The | 2.63 | 0.50 | 0.1122 | 0.0009 | |||||
| J.P. Morgan Mortgage Trust 2024-1 / ABS-MBS (US46657PAD50) | 2.62 | -16.50 | 0.1119 | -0.0217 | |||||
| Republic of Poland Government International Bonds / DBT (US731011AY80) | 2.61 | 1.52 | 0.1113 | 0.0020 | |||||
| US68389XCN30 / Oracle Corp | 2.57 | 1.18 | 0.1100 | 0.0016 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) | 2.57 | -16.47 | 0.1098 | -0.0212 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 2.55 | -4.57 | 0.1089 | -0.0048 | |||||
| BX Commercial Mortgage Trust 2024-GPA3 / ABS-MBS (US123910AA98) | 2.53 | 0.40 | 0.1083 | 0.0008 | |||||
| U.S. Treasury Notes / DBT (US91282CKQ32) | 2.53 | 0.24 | 0.1081 | 0.0006 | |||||
| US3140JAEL86 / Fannie Mae Pool | 2.49 | -3.34 | 0.1064 | -0.0033 | |||||
| US172967NU15 / CITIGROUP INC REGD V/R 4.91000000 | 2.49 | 1.84 | 0.1064 | 0.0022 | |||||
| US3140XHY680 / Fannie Mae Pool | 2.49 | -2.16 | 0.1064 | -0.0020 | |||||
| C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) | 2.46 | 1.24 | 0.1051 | 0.0016 | |||||
| US172967KA87 / Citigroup Inc | 2.45 | 0.57 | 0.1048 | 0.0009 | |||||
| US46654VAA17 / JP Morgan Mortgage Trust | 2.43 | -0.04 | 0.1040 | 0.0003 | |||||
| US14448CAL81 / CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7 | 2.43 | 1.93 | 0.1040 | 0.0023 | |||||
| US05609XAA90 / BX Trust 2022-CLS | 2.43 | 0.08 | 0.1038 | 0.0004 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 2.42 | 1.85 | 0.1036 | 0.0022 | |||||
| US36179UXS67 / GNMA II, 30 Year, Class 360 | 2.42 | -3.08 | 0.1036 | -0.0030 | |||||
| US3133KKH442 / Freddie Mac Pool | 2.41 | -4.41 | 0.1028 | -0.0044 | |||||
| US3133ENJ924 / Federal Farm Credit Banks Funding Corp | 2.38 | 0.76 | 0.1019 | 0.0011 | |||||
| US11135FBF71 / Broadcom, Inc. | 2.37 | 1.50 | 0.1013 | 0.0018 | |||||
| US36179UKY72 / Ginnie Mae II Pool | 2.36 | -2.32 | 0.1009 | -0.0021 | |||||
| US3132DMC602 / Freddie Mac Pool | 2.35 | -2.61 | 0.1005 | -0.0024 | |||||
| BANK5 2024-5YR8 / ABS-MBS (US065923AY07) | 2.35 | 0.86 | 0.1004 | 0.0011 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAC47) | 2.32 | 1.05 | 0.0991 | 0.0013 | |||||
| US256677AE53 / Dollar General Corp | 2.31 | 0.52 | 0.0988 | 0.0008 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 2.29 | 0.0978 | 0.0978 | ||||||
| NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAC18) | 2.28 | 0.13 | 0.0974 | 0.0004 | |||||
| US36179UGE64 / Ginnie Mae II Pool | 2.27 | -3.41 | 0.0970 | -0.0031 | |||||
| US3132DPH927 / Freddie Mac Pool | 2.26 | -4.24 | 0.0965 | -0.0040 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 2.25 | 1.21 | 0.0962 | 0.0015 | |||||
| US55261FAR55 / M&T Bank Corp. | 2.25 | 2.04 | 0.0961 | 0.0022 | |||||
| US6174468U61 / MORGAN STANLEY 1.794%/VAR 02/13/2032 | 2.25 | 2.28 | 0.0960 | 0.0024 | |||||
| US3133KPAB40 / Freddie Mac Pool | 2.23 | -3.13 | 0.0952 | -0.0028 | |||||
| US00206RHK14 / AT&T Inc | 2.23 | 0.86 | 0.0952 | 0.0011 | |||||
| US68389XCP87 / Oracle Corp | 2.22 | 1.98 | 0.0947 | 0.0021 | |||||
| US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth | 2.21 | 0.64 | 0.0943 | 0.0009 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 2.20 | 0.96 | 0.0942 | 0.0012 | |||||
| XS2300197030 / Galaxy Pipeline Assets Bidco Ltd | 2.20 | 0.27 | 0.0941 | 0.0006 | |||||
| US3140XK6T25 / Fannie Mae Pool | 2.17 | -3.26 | 0.0926 | -0.0028 | |||||
| US912828ZQ64 / United States Treasury Note/Bond - When Issued | 2.16 | 1.74 | 0.0924 | 0.0018 | |||||
| Ashtead Capital Inc / DBT (US045054AS24) | 2.14 | 1.76 | 0.0914 | 0.0019 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 2.14 | -54.42 | 0.0913 | -0.1084 | |||||
| US571903BJ14 / Marriott International, Inc. | 2.13 | 0.38 | 0.0912 | 0.0006 | |||||
| US225401BB38 / Credit Suisse Group AG | 2.13 | 1.23 | 0.0911 | 0.0014 | |||||
| US46625HRY89 / JPMorgan Chase & Co. | 2.13 | 0.52 | 0.0911 | 0.0007 | |||||
| US88581EAH45 / 3650R 2021-PF1 Commercial Mortgage Trust | 2.13 | -0.05 | 0.0910 | 0.0002 | |||||
| US92325QAA58 / Venture 32 CLO Ltd | 2.12 | -25.67 | 0.0907 | -0.0309 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 2.11 | -0.33 | 0.0902 | -0.0000 | |||||
| US3132DPHR29 / Freddie Mac Pool | 2.11 | -4.23 | 0.0900 | -0.0037 | |||||
| US04942VBE39 / Atlas Senior Loan Fund XIII | 2.10 | 0.05 | 0.0899 | 0.0003 | |||||
| US55261FAS39 / M&T Bank Corp | 2.09 | 0.77 | 0.0895 | 0.0010 | |||||
| US36179UKZ48 / Ginnie Mae II Pool | 2.09 | -2.38 | 0.0894 | -0.0019 | |||||
| US3132DWDH34 / Freddie Mac Pool | 2.08 | -2.07 | 0.0889 | -0.0016 | |||||
| US912833XY10 / TREASURY STRIP (INT) | 2.08 | 1.91 | 0.0888 | 0.0020 | |||||
| US3132DMKC81 / Freddie Mac Pool | 2.07 | -3.18 | 0.0886 | -0.0026 | |||||
| US3622ABJH66 / Ginnie Mae II Pool | 2.06 | -2.74 | 0.0881 | -0.0022 | |||||
| US9128337N47 / U.S. Treasury STRIPS Bonds | 2.06 | 1.93 | 0.0878 | 0.0019 | |||||
| US3140QNCA87 / Fannie Mae Pool | 2.04 | -1.92 | 0.0874 | -0.0014 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI / ABS-MBS (US46593JAA25) | 2.01 | 0.45 | 0.0861 | 0.0007 | |||||
| US68389XCM56 / Oracle Corp | 2.01 | 0.55 | 0.0859 | 0.0007 | |||||
| NY Commercial Mortgage Trust 2025-299P / ABS-MBS (US62957FAC32) | 2.01 | 1.31 | 0.0858 | 0.0014 | |||||
| HalseyPoint CLO 3 Ltd / ABS-CBDO (US40638UAS87) | 2.01 | 0.20 | 0.0857 | 0.0004 | |||||
| US3137H9Y946 / FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS | 1.99 | -9.20 | 0.0853 | -0.0083 | |||||
| US13063A5G50 / CALIFORNIA ST | 1.98 | -0.90 | 0.0845 | -0.0005 | |||||
| MARYLAND ST ECON DEV CORP / DBT (US574205HY91) | 1.97 | 1.18 | 0.0844 | 0.0012 | |||||
| Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 / ABS-MBS (US61790VAA52) | 1.97 | 0.0843 | 0.0843 | ||||||
| US9128337Q77 / U.S. Treasury STRIPS Bonds | 1.96 | 1.71 | 0.0838 | 0.0017 | |||||
| BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAA36) | 1.96 | -2.78 | 0.0838 | -0.0021 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 1.96 | 0.0838 | 0.0838 | ||||||
| US62954HAJ77 / NXP BV / NXP Funding LLC / NXP USA Inc | 1.96 | 1.56 | 0.0836 | 0.0016 | |||||
| US3140QEXS67 / Fannie Mae Pool | 1.95 | -2.21 | 0.0832 | -0.0016 | |||||
| BMO 2024-5C6 Mortgage Trust / ABS-MBS (US05593QAC87) | 1.94 | 0.73 | 0.0830 | 0.0008 | |||||
| US29250NBF15 / Enbridge Inc | 1.91 | 1.81 | 0.0818 | 0.0017 | |||||
| Ares European CLO XXI DAC / ABS-CBDO (XS2988590761) | 1.90 | 9.02 | 0.0811 | 0.0069 | |||||
| US 5YR NOTE (CBT) SEP25 / DIR (000000000) | 1.89 | 0.0810 | 0.0810 | ||||||
| US969457CJ76 / Williams Cos., Inc. (The) | 1.87 | 1.41 | 0.0799 | 0.0014 | |||||
| US31418DMW91 / Fannie Mae Pool | 1.82 | -2.20 | 0.0779 | -0.0015 | |||||
| US03764QBC50 / Apidos CLO XV | 1.82 | -2.04 | 0.0779 | -0.0014 | |||||
| XS2262961076 / ZF Finance GmbH | 1.82 | -1.04 | 0.0776 | -0.0006 | |||||
| US9128334W72 / U.S. Treasury STRIPS Bonds | 1.80 | 1.46 | 0.0770 | 0.0013 | |||||
| US20268JAG85 / CommonSpirit Health | 1.77 | 0.28 | 0.0755 | 0.0005 | |||||
| US68389XBV64 / ORACLE CORP SR UNSECURED 04/30 2.95 | 1.76 | 1.62 | 0.0750 | 0.0014 | |||||
| US04287KAB70 / ARSENAL AIC PARENT LLC | 1.75 | 1.68 | 0.0749 | 0.0015 | |||||
| XS2574267188 / Hungary Government International Bond | 1.75 | 0.57 | 0.0749 | 0.0007 | |||||
| US49271VAN01 / Keurig Dr Pepper Inc | 1.74 | 1.58 | 0.0742 | 0.0014 | |||||
| US78016FZX58 / Royal Bank of Canada | 1.73 | -63.56 | 0.0738 | -0.1281 | |||||
| US36179UXW79 / GNMA II, 30 Year | 1.71 | -3.39 | 0.0731 | -0.0024 | |||||
| Blackstone Secured Lending Fund / DBT (US09261XAH52) | 1.69 | 0.48 | 0.0720 | 0.0006 | |||||
| L1CA34 / Labcorp Holdings Inc. - Depositary Receipt (Common Stock) | 1.68 | 1.75 | 0.0720 | 0.0014 | |||||
| CHH / Choice Hotels International, Inc. | 1.65 | 0.73 | 0.0706 | 0.0007 | |||||
| US225401AF50 / Credit Suisse Group AG | 1.65 | 0.73 | 0.0705 | 0.0007 | |||||
| US21036PBH01 / Constellation Brands, Inc. | 1.65 | 2.30 | 0.0704 | 0.0018 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAB29) | 1.64 | -26.25 | 0.0701 | -0.0247 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 1.64 | 0.0699 | 0.0699 | ||||||
| A1GN34 / Allegion plc - Depositary Receipt (Common Stock) | 1.64 | 1.62 | 0.0699 | 0.0013 | |||||
| US61761JZN26 / Morgan Stanley | 1.62 | 0.50 | 0.0693 | 0.0006 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 1.62 | 0.0693 | 0.0693 | ||||||
| US36179UQ541 / Ginnie Mae II Pool | 1.57 | -3.38 | 0.0672 | -0.0021 | |||||
| US47216QAB95 / JDE Peet's NV | 1.57 | 1.23 | 0.0671 | 0.0010 | |||||
| US404119CR82 / HCA INC | 1.55 | -40.96 | 0.0665 | -0.0457 | |||||
| US36179UML34 / Government National Mortgage Association | 1.55 | -3.24 | 0.0664 | -0.0020 | |||||
| US02765UEQ31 / American Municipal Power, Inc. (Meldahl Hydroelectric), Series 2010 E, RB | 1.55 | -0.96 | 0.0661 | -0.0005 | |||||
| US097023CA13 / Boeing Co. | 1.52 | 1.00 | 0.0649 | 0.0008 | |||||
| US68389XCQ60 / Oracle Corp | 1.52 | -41.19 | 0.0648 | -0.0451 | |||||
| US404119CA57 / HCA Inc | 1.50 | 1.90 | 0.0643 | 0.0014 | |||||
| US36179XS988 / G2 MA8644 | 1.50 | -2.97 | 0.0642 | -0.0017 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 1.49 | 0.27 | 0.0636 | 0.0004 | |||||
| US12597MAD74 / CSMC 2020-AFC1 Trust | 1.48 | 3.21 | 0.0632 | 0.0021 | |||||
| US91087BAR15 / Mexican Government International Bond | 1.47 | 2.86 | 0.0630 | 0.0019 | |||||
| COKE / Coca-Cola Consolidated, Inc. | 1.46 | 0.69 | 0.0626 | 0.0006 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAA30) | 1.45 | 0.21 | 0.0619 | 0.0003 | |||||
| US05583JAJ16 / BPCE SA | 1.43 | 2.37 | 0.0610 | 0.0016 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAC10) | 1.43 | 0.00 | 0.0609 | 0.0002 | |||||
| US225401AU28 / Credit Suisse Group AG | 1.40 | 1.96 | 0.0600 | 0.0013 | |||||
| CA21037X1345 / CONSTELLATION SOFTWARE INC | 1.39 | 0.22 | 0.0595 | 0.0003 | |||||
| US36179UPA42 / Ginnie Mae II Pool | 1.39 | -3.54 | 0.0594 | -0.0020 | |||||
| US3137HB3D40 / Freddie Mac Multifamily Structured Pass Through Certificates | 1.39 | 0.80 | 0.0593 | 0.0006 | |||||
| US3140Q9ME03 / Fannie Mae Pool | 1.36 | -2.73 | 0.0580 | -0.0015 | |||||
| US45167RAH75 / IDEX Corp | 1.35 | 2.35 | 0.0578 | 0.0015 | |||||
| Adventist Health System/West / DBT (US007944AK75) | 1.35 | -0.15 | 0.0576 | 0.0001 | |||||
| US92343VGJ70 / Verizon Communications Inc | 1.35 | 1.82 | 0.0575 | 0.0012 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 1.34 | -1.47 | 0.0573 | -0.0006 | |||||
| MARYLAND ST ECON DEV CORP / DBT (US574205JA97) | 1.33 | 1.14 | 0.0571 | 0.0008 | |||||
| US36179VFQ86 / G2SF MA6475 02-20-50 | 1.33 | -3.20 | 0.0569 | -0.0017 | |||||
| US45687VAB27 / Ingersoll Rand Inc | 1.33 | 1.37 | 0.0568 | 0.0009 | |||||
| US3622ABJ861 / Ginnie Mae II Pool | 1.33 | -2.50 | 0.0567 | -0.0013 | |||||
| US3140QCJA59 / FNCL UMBS 3.0 CA4756 12-01-49 | 1.32 | -1.78 | 0.0565 | -0.0009 | |||||
| Petronas Capital Ltd / DBT (US716743AW96) | 1.32 | 1.69 | 0.0564 | 0.0011 | |||||
| US3622ABGK23 / Ginnie Mae II Pool | 1.32 | -2.95 | 0.0564 | -0.0015 | |||||
| AGCO / AGCO Corporation | 1.32 | 0.23 | 0.0563 | 0.0003 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753UAB61) | 1.31 | 0.84 | 0.0562 | 0.0007 | |||||
| US78200JAA07 / Rush Obligated Group | 1.29 | 1.41 | 0.0553 | 0.0009 | |||||
| US3140MPCE93 / Fannie Mae Pool | 1.29 | -0.46 | 0.0552 | -0.0001 | |||||
| US17308CC539 / Citigroup Inc | 1.29 | 1.66 | 0.0550 | 0.0010 | |||||
| US91324PEE88 / UNITEDHEALTH GROUP INC 3.05% 05/15/2041 | 1.29 | 0.0549 | 0.0549 | ||||||
| US36179UH623 / Ginnie Mae II Pool | 1.28 | -3.02 | 0.0549 | -0.0015 | |||||
| US3140QLYS91 / Fannie Mae Pool | 1.27 | -2.52 | 0.0545 | -0.0013 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 1.24 | 1.56 | 0.0528 | 0.0010 | |||||
| Long: BR233972 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233972 IRS EUR P F 1.75000 2 CCPVANILLA / DIR (000000000) | 1.23 | 0.0527 | 0.0527 | ||||||
| US06051GJP54 / Bank of America Corp | 1.23 | 1.90 | 0.0527 | 0.0011 | |||||
| Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) | 1.23 | -20.80 | 0.0524 | -0.0136 | |||||
| Petronas Capital Ltd / DBT (US716743AV14) | 1.22 | 1.50 | 0.0522 | 0.0009 | |||||
| US30212PBK03 / Expedia Group Inc | 1.22 | 0.41 | 0.0520 | 0.0004 | |||||
| US3622ABJ945 / Ginnie Mae II Pool | 1.20 | -2.44 | 0.0512 | -0.0011 | |||||
| US36179RJF73 / Ginnie Mae II Pool | 1.20 | -2.84 | 0.0512 | -0.0014 | |||||
| US LONG BOND(CBT) SEP25 / DIR (000000000) | 1.19 | 0.0510 | 0.0510 | ||||||
| US097023CW33 / BOEING CO 5.805 5/50 | 1.18 | 0.86 | 0.0502 | 0.0006 | |||||
| US674599DE26 / Occidental Petroleum Corp | 1.16 | -0.09 | 0.0496 | 0.0001 | |||||
| US91087BAN01 / Mexico Government International Bond | 1.15 | 0.87 | 0.0493 | 0.0006 | |||||
| US3140MPR375 / Fannie Mae Pool | 1.14 | -0.44 | 0.0487 | -0.0001 | |||||
| US3140QBHW15 / Fannie Mae Pool | 1.14 | -0.70 | 0.0485 | -0.0002 | |||||
| US3138EPK942 / Fannie Mae Pool | 1.13 | -3.50 | 0.0483 | -0.0016 | |||||
| US06051GKY43 / Bank of America Corp. | 1.10 | 1.57 | 0.0471 | 0.0009 | |||||
| US3622ABD336 / Ginnie Mae II Pool | 1.10 | -3.93 | 0.0471 | -0.0017 | |||||
| US13063A5E03 / State of California | 1.10 | 0.18 | 0.0471 | 0.0003 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 1.09 | 1.86 | 0.0468 | 0.0010 | |||||
| US36179T7L33 / Ginnie Mae II Pool | 1.07 | -3.07 | 0.0459 | -0.0013 | |||||
| US00401MAB28 / Abu Dhabi Crude Oil Pipeline LLC | 1.06 | -0.56 | 0.0455 | -0.0001 | |||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 1.05 | 1.75 | 0.0448 | 0.0009 | |||||
| US91282CJA09 / United States Treasury Note/Bond | 1.03 | 0.39 | 0.0439 | 0.0003 | |||||
| US452151LF83 / ILLINOIS ST | 1.02 | -6.92 | 0.0438 | -0.0031 | |||||
| US3133BBSB62 / FHLG 30YR 2.5% 04/01/2052#QE2314 | 1.01 | -0.98 | 0.0431 | -0.0003 | |||||
| US072863AH63 / Baylor Scott & White Holdings | 1.00 | 1.84 | 0.0427 | 0.0009 | |||||
| US26078JAC45 / DuPont de Nemours Inc | 0.97 | 0.10 | 0.0416 | 0.0002 | |||||
| US92936UAF66 / WP Carey Inc | 0.97 | 1.25 | 0.0416 | 0.0006 | |||||
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.97 | -0.31 | 0.0413 | -0.0000 | |||||
| US125523AJ93 / Cigna Corp. | 0.96 | 0.63 | 0.0411 | 0.0004 | |||||
| US09261HAC16 / Blackstone Private Credit Fund | 0.96 | 1.60 | 0.0408 | 0.0008 | |||||
| US46188BAA08 / Invitation Homes Operating Partnership LP | 0.95 | -68.37 | 0.0407 | -0.0875 | |||||
| NWIDE / Nationwide Building Society | 0.95 | 1.39 | 0.0406 | 0.0007 | |||||
| US87612GAA94 / Targa Resources Corp | 0.95 | 1.61 | 0.0404 | 0.0007 | |||||
| US3140QBZE15 / Fannie Mae Pool | 0.94 | -1.88 | 0.0401 | -0.0007 | |||||
| US03522AAH32 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 0.94 | 1.19 | 0.0400 | 0.0006 | |||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 0.93 | 1.53 | 0.0398 | 0.0007 | |||||
| US172967KN09 / Citigroup Inc | 0.92 | -70.77 | 0.0392 | -0.0945 | |||||
| US81762PAE25 / SERVICENOW INC 1.4% 09/01/2030 | 0.90 | -85.20 | 0.0385 | -0.2209 | |||||
| US20754AAB98 / Fannie Mae Connecticut Avenue Securities | 0.89 | 0.57 | 0.0380 | 0.0003 | |||||
| US3140Q8QW81 / Fannie Mae Pool | 0.88 | -3.72 | 0.0377 | -0.0013 | |||||
| US06540BBD01 / BANK 2019-BNK21 | 0.88 | 1.27 | 0.0376 | 0.0006 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.88 | 1.62 | 0.0376 | 0.0007 | |||||
| US3132Y1WP98 / Freddie Mac Gold Pool | 0.86 | -1.83 | 0.0367 | -0.0006 | |||||
| US36179V4Y37 / GNII II 4% 01/20/2051#MA7139 | 0.85 | -3.30 | 0.0363 | -0.0011 | |||||
| US3140QRXS70 / Fannie Mae Pool | 0.84 | -4.77 | 0.0359 | -0.0017 | |||||
| US65535HAX70 / Nomura Holdings Inc | 0.84 | 1.95 | 0.0358 | 0.0008 | |||||
| US72650RBN17 / Plains All American Pipeline LP / PAA Finance Corp | 0.84 | 1.58 | 0.0357 | 0.0007 | |||||
| US44107TBA34 / Host Hotels & Resorts LP | 0.83 | 1.21 | 0.0357 | 0.0005 | |||||
| Bunge Ltd Finance Corp / DBT (US120568BE94) | 0.83 | -57.50 | 0.0356 | -0.0479 | |||||
| US3140QRXE84 / Fannie Mae Pool | 0.83 | -4.61 | 0.0354 | -0.0016 | |||||
| US3140QRXT53 / Fannie Mae Pool | 0.83 | -3.05 | 0.0354 | -0.0010 | |||||
| US05329WAQ50 / AUTONATION INC DEL 4.75% 06/01/2030 | 0.82 | 1.36 | 0.0351 | 0.0006 | |||||
| US3140QRXU27 / Fannie Mae Pool | 0.82 | -4.00 | 0.0349 | -0.0013 | |||||
| US444859BY76 / HUMANA INC | 0.82 | 1.62 | 0.0348 | 0.0006 | |||||
| US30212PAP09 / Expedia Group Inc | 0.81 | 1.00 | 0.0347 | 0.0004 | |||||
| US44701QBE17 / Huntsman International LLC | 0.81 | -1.11 | 0.0344 | -0.0003 | |||||
| US902613BE74 / UBS Group AG | 0.80 | 1.13 | 0.0343 | 0.0005 | |||||
| US96949LAB18 / Williams Companies Inc | 0.80 | 0.00 | 0.0341 | 0.0001 | |||||
| US31418C6A71 / Federal National Mortgage Association | 0.79 | -3.30 | 0.0338 | -0.0011 | |||||
| US62954HAY45 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.78 | 1.56 | 0.0334 | 0.0006 | |||||
| XS2289587789 / Mexico Government International Bond | 0.78 | 12.30 | 0.0332 | 0.0037 | |||||
| US69343FAA57 / PHEAA STUDENT LOAN TRUST 2016-1 PHEAA 2016-1A A | 0.77 | -5.62 | 0.0330 | -0.0019 | |||||
| US025537AN10 / American Electric Power Co Inc | 0.77 | 1.72 | 0.0328 | 0.0007 | |||||
| US05971KAC36 / Banco Santander SA | 0.77 | 1.46 | 0.0328 | 0.0006 | |||||
| US3140Q8G584 / Fannie Mae Pool | 0.75 | -0.79 | 0.0322 | -0.0002 | |||||
| US31418C7F59 / FNCL UMBS 3.0 BN3421 01-01-34 | 0.75 | -3.35 | 0.0320 | -0.0010 | |||||
| US36962G3P70 / General Electric Capital 5.875% Senior Notes 1/14/38 | 0.75 | 0.95 | 0.0319 | 0.0004 | |||||
| US03523TBF49 / Anheuser Busch 8.20% 01/15/39 | 0.75 | 0.13 | 0.0319 | 0.0001 | |||||
| US77586RAK68 / Romanian Government International Bond | 0.74 | 0.27 | 0.0317 | 0.0002 | |||||
| US36179UPC08 / Ginnie Mae II Pool | 0.74 | -2.89 | 0.0316 | -0.0008 | |||||
| US36179UEB44 / Ginnie Mae II Pool | 0.74 | -2.39 | 0.0314 | -0.0007 | |||||
| US698299BV52 / Panama Government International Bond | 0.73 | 4.57 | 0.0313 | 0.0015 | |||||
| US02666TAB35 / American Homes 4 Rent LP | 0.73 | 0.83 | 0.0312 | 0.0003 | |||||
| US775109CG49 / Rogers Communications, Inc. | 0.73 | -77.23 | 0.0312 | -0.1054 | |||||
| FHN.PRF / First Horizon Corporation - Preferred Stock | 0.73 | -67.05 | 0.0310 | -0.0628 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.72 | 0.0308 | 0.0308 | ||||||
| US05971KAG40 / Banco Santander SA | 0.71 | 2.45 | 0.0305 | 0.0008 | |||||
| US718546AZ72 / PHILLIPS 66 1.3% 02/15/2026 | 0.71 | 0.85 | 0.0304 | 0.0003 | |||||
| US05606DAS71 / BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 | 0.70 | -18.07 | 0.0301 | -0.0065 | |||||
| US87264AAV70 / T-MOBILE USA INC 4.75% 02/01/2028 | 0.70 | 0.00 | 0.0300 | 0.0001 | |||||
| US3132DQGL41 / Freddie Mac Pool | 0.70 | -2.11 | 0.0298 | -0.0005 | |||||
| US3138WLA605 / Fannie Mae Pool | 0.69 | -3.09 | 0.0295 | -0.0008 | |||||
| US902613BB36 / CORP. NOTE | 0.68 | 0.00 | 0.0292 | 0.0001 | |||||
| US31418DEV01 / UMBS, 30 Year | 0.68 | -1.73 | 0.0291 | -0.0004 | |||||
| US961214EF61 / Westpac Banking Corp | 0.68 | 1.20 | 0.0289 | 0.0004 | |||||
| US36179TXW07 / Ginnie Mae II Pool | 0.67 | -2.33 | 0.0287 | -0.0006 | |||||
| US3133BAM996 / Freddie Mac Pool | 0.67 | -0.45 | 0.0285 | -0.0000 | |||||
| US3132DMKG95 / Freddie Mac Pool | 0.66 | -1.48 | 0.0284 | -0.0004 | |||||
| US970648AJ01 / Willis North America Inc | 0.66 | 2.02 | 0.0282 | 0.0007 | |||||
| US55903VBB80 / Warnermedia Holdings Inc | 0.65 | -70.27 | 0.0279 | -0.0655 | |||||
| US24703TAJ51 / Dell International LLC / EMC Corp | 0.65 | 0.93 | 0.0278 | 0.0003 | |||||
| US928563AK15 / VMware Inc | 0.65 | 1.41 | 0.0277 | 0.0005 | |||||
| US31329PZC03 / Freddie Mac Pool | 0.65 | -0.62 | 0.0276 | -0.0001 | |||||
| US36179T4R30 / Ginnie Mae II Pool | 0.64 | -3.17 | 0.0274 | -0.0008 | |||||
| US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01 | 0.64 | -9.75 | 0.0273 | -0.0029 | |||||
| US92936UAG40 / WP Carey Inc | 0.64 | 1.43 | 0.0273 | 0.0005 | |||||
| US98138HAJ05 / Workday Inc | 0.63 | 1.60 | 0.0271 | 0.0005 | |||||
| US045054AN37 / Ashtead Capital Inc | 0.63 | 1.13 | 0.0269 | 0.0004 | |||||
| US55354GAH39 / MSCI Inc | 0.63 | -74.95 | 0.0269 | -0.0800 | |||||
| US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 | 0.62 | 1.80 | 0.0267 | 0.0005 | |||||
| US677415CS83 / Ohio Power Co | 0.62 | 1.80 | 0.0266 | 0.0006 | |||||
| US00914AAJ16 / Air Lease Corp | 0.62 | 0.49 | 0.0264 | 0.0002 | |||||
| US404280CF48 / HSBC Holdings PLC | 0.61 | 1.16 | 0.0261 | 0.0004 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.61 | 0.0260 | 0.0260 | ||||||
| US36179U4E90 / G2 MA6221 | 0.61 | -2.56 | 0.0260 | -0.0006 | |||||
| US22966RAC07 / CubeSmart LP | 0.60 | 0.17 | 0.0256 | 0.0001 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.59 | -2.81 | 0.0251 | -0.0006 | |||||
| US 2YR NOTE (CBT) SEP25 / DIR (000000000) | 0.59 | 0.0250 | 0.0250 | ||||||
| Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 0.59 | 0.0250 | 0.0250 | ||||||
| US3138WLCY79 / Fannie Mae Pool | 0.59 | -2.17 | 0.0250 | -0.0005 | |||||
| US55336VAT70 / MPLX LP | 0.58 | -0.51 | 0.0249 | -0.0001 | |||||
| US36179T7M16 / Ginnie Mae II Pool | 0.58 | -2.86 | 0.0247 | -0.0007 | |||||
| US3140Q8DN20 / Fannie Mae Pool | 0.57 | -3.23 | 0.0244 | -0.0008 | |||||
| Long: SR234073 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR234073 IRS NOK P V 06MNIBOR 1 CCPVANILLA / DIR (000000000) | 0.57 | 0.0242 | 0.0242 | ||||||
| US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A | 0.56 | -73.66 | 0.0241 | -0.0671 | |||||
| US36179WJS89 / Ginnie Mae II Pool | 0.56 | -2.95 | 0.0240 | -0.0006 | |||||
| XS1883879006 / DP World PLC | 0.56 | -2.44 | 0.0239 | -0.0005 | |||||
| US86944BAG86 / Sutter Health | 0.55 | 1.87 | 0.0234 | 0.0005 | |||||
| US82460CBF05 / SHINHAN BANK CO LTD | 0.54 | 0.37 | 0.0231 | 0.0001 | |||||
| US341271AF11 / State Board of Administration Finance Corp. | 0.53 | 1.14 | 0.0228 | 0.0003 | |||||
| XS1837994794 / Romanian Government International Bond | 0.53 | 1.54 | 0.0226 | 0.0004 | |||||
| US87264ABF12 / CORP. NOTE | 0.52 | -76.87 | 0.0221 | -0.0731 | |||||
| US36179UMM17 / Ginnie Mae II Pool | 0.51 | -2.67 | 0.0218 | -0.0006 | |||||
| US007944AF80 / Adventist Health System/West | 0.50 | 0.60 | 0.0214 | 0.0002 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAC95) | 0.50 | 0.00 | 0.0214 | 0.0001 | |||||
| US36179USU78 / Ginnie Mae II Pool | 0.49 | -3.56 | 0.0209 | -0.0007 | |||||
| US863667AH48 / Stryker Corp. | 0.47 | 0.21 | 0.0202 | 0.0001 | |||||
| Long: SR234061 IRS SEK R F 2.25000 2 CCPVANILLA / Short: SR234061 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 0.47 | 0.0199 | 0.0199 | ||||||
| US05329WAR34 / AutoNation, Inc. | 0.46 | 1.98 | 0.0198 | 0.0004 | |||||
| US36179VBG41 / GNMA | 0.46 | -2.97 | 0.0196 | -0.0005 | |||||
| US3140GYKA60 / Fannie Mae Pool | 0.46 | -2.36 | 0.0195 | -0.0004 | |||||
| US3133KNXA61 / Freddie Mac Pool | 0.45 | -2.16 | 0.0194 | -0.0004 | |||||
| US85917PAA57 / STERIS Irish FinCo UnLtd Co | 0.45 | 1.35 | 0.0192 | 0.0003 | |||||
| US3140Q9TW38 / Fannie Mae Pool | 0.45 | -1.33 | 0.0191 | -0.0002 | |||||
| US3140HBH764 / Fannie Mae Pool | 0.44 | -4.53 | 0.0190 | -0.0008 | |||||
| US05369AAK79 / Aviation Capital Group LLC | 0.44 | 0.68 | 0.0189 | 0.0002 | |||||
| XS2167193015 / State of Israel | 0.44 | 1.61 | 0.0189 | 0.0003 | |||||
| US3140Q9CT81 / Fannie Mae Pool | 0.43 | -2.48 | 0.0185 | -0.0004 | |||||
| Chase Home Lending Mortgage Trust Series 2024-3 / ABS-MBS (US16159HAN70) | 0.43 | 0.00 | 0.0184 | 0.0001 | |||||
| US46653KAA60 / JAB Holdings BV | 0.43 | 1.42 | 0.0184 | 0.0003 | |||||
| US59284MAC82 / Mexico City Airport Trust | 0.43 | 1.67 | 0.0182 | 0.0003 | |||||
| US759470BB24 / Reliance Industries Ltd | 0.43 | 1.92 | 0.0182 | 0.0004 | |||||
| US3133KH3R51 / UMBS | 0.43 | -6.18 | 0.0182 | -0.0012 | |||||
| US31418DPR79 / Fannie Mae Pool | 0.42 | -1.86 | 0.0181 | -0.0003 | |||||
| US3140Q9HH98 / Fannie Mae Pool | 0.42 | -3.00 | 0.0180 | -0.0005 | |||||
| US31418DC833 / FANNIE MAE POOL FN MA3694 | 0.42 | -6.08 | 0.0179 | -0.0011 | |||||
| US00206RHA32 / AT&T Inc | 0.41 | 0.49 | 0.0177 | 0.0001 | |||||
| US040555CW21 / Arizona Public Service Co | 0.41 | 0.74 | 0.0176 | 0.0002 | |||||
| US36179UPB25 / Ginnie Mae II Pool | 0.41 | -2.63 | 0.0174 | -0.0004 | |||||
| US302154DW60 / Export-Import Bank of Korea | 0.40 | 1.01 | 0.0172 | 0.0003 | |||||
| SAN27A / Banco Santander SA | 0.40 | 0.51 | 0.0171 | 0.0001 | |||||
| US756109BG81 / Realty Income Corp | 0.40 | 0.51 | 0.0170 | 0.0002 | |||||
| USP6629MAA01 / Mexico City Airport Trust | 0.40 | 1.28 | 0.0170 | 0.0002 | |||||
| US3140Q95B59 / Fannie Mae Pool | 0.40 | -2.70 | 0.0169 | -0.0004 | |||||
| Long: SR234012 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234012 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.40 | 0.0169 | 0.0169 | ||||||
| Long: SR234278 IRS USD R F 3.62000 2 CCPOIS / Short: SR234278 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.40 | 0.0169 | 0.0169 | ||||||
| US90265EAT73 / UDR Inc | 0.39 | 2.08 | 0.0168 | 0.0004 | |||||
| GE / GENERAL ELEC CAP CORP SR UNSEC 4.418% 11-15-35 | 0.39 | 1.31 | 0.0166 | 0.0003 | |||||
| US3140Q92H56 / Fannie Mae Pool | 0.39 | -4.20 | 0.0166 | -0.0007 | |||||
| Long: BR233967 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233967 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) | 0.39 | 0.0165 | 0.0165 | ||||||
| US15135BAR24 / Centene Corp | 0.39 | 1.05 | 0.0165 | 0.0002 | |||||
| Long: SR233995 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233995 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 0.38 | 0.0164 | 0.0164 | ||||||
| US87938WAV54 / Telefonica Emisiones SA | 0.38 | -0.26 | 0.0163 | 0.0000 | |||||
| US86746BAA17 / Helios Issuer LLC, Series 2023-GRID1, Class 1A | 0.38 | -1.30 | 0.0163 | -0.0002 | |||||
| US023608AJ15 / AMEREN CORP SR UNSECURED 01/31 3.5 | 0.38 | 1.62 | 0.0162 | 0.0003 | |||||
| Long: SR230360 IRS EUR R F 2.14300 2 CCPZERO / Short: SR230360 IRS EUR P V 03MEURIB 1 CCPZERO / DIR (000000000) | 0.38 | 0.0161 | 0.0161 | ||||||
| US31418C4G69 / Fannie Mae Pool | 0.37 | -3.65 | 0.0158 | -0.0005 | |||||
| US56585ABD37 / Marathon Petroleum Corp | 0.37 | 0.82 | 0.0158 | 0.0002 | |||||
| XS2201851685 / Romanian Government International Bond | 0.36 | 2.83 | 0.0155 | 0.0005 | |||||
| US698299BW36 / Republic of Panama | 0.36 | 3.47 | 0.0153 | 0.0006 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 0.36 | -80.14 | 0.0153 | -0.0615 | |||||
| US694308JH19 / Pacific Gas and Electric Co | 0.36 | -2.19 | 0.0153 | -0.0003 | |||||
| US31418DC262 / Fannie Mae Pool | 0.36 | -3.01 | 0.0152 | -0.0004 | |||||
| US3140JJBE89 / Fannie Mae Pool | 0.35 | -0.57 | 0.0150 | -0.0000 | |||||
| US3138ET6A96 / Fannie Mae Pool | 0.35 | -2.51 | 0.0150 | -0.0004 | |||||
| US03937LAA35 / Arch Capital Group Ltd | 0.35 | 0.29 | 0.0148 | 0.0001 | |||||
| USP6629MAD40 / Mexico City Airport Trust | 0.35 | 0.29 | 0.0148 | 0.0001 | |||||
| US3133AQXA03 / Federal Home Loan Mortgage Corporation | 0.34 | -2.01 | 0.0146 | -0.0003 | |||||
| 91087BAP5 / UTD MEX ST GVT GLOBAL 3.75% 04-19-71 | 0.34 | 0.59 | 0.0146 | 0.0002 | |||||
| US3133ARVS12 / FREDDIE MAC POOL | 0.34 | -3.16 | 0.0144 | -0.0004 | |||||
| US31417G4E31 / Fannie Mae Pool | 0.34 | -2.03 | 0.0144 | -0.0002 | |||||
| US3140Q8KK08 / Fannie Mae Pool | 0.34 | -3.46 | 0.0143 | -0.0005 | |||||
| US3140GULV76 / Fannie Mae Pool | 0.33 | -1.20 | 0.0141 | -0.0001 | |||||
| US29273RBL24 / Energy Transfer Partners LP | 0.33 | -0.60 | 0.0141 | -0.0000 | |||||
| US94974BGL80 / Wells Fargo & Co | 0.33 | 0.62 | 0.0139 | 0.0001 | |||||
| US00432CBN02 / ACCESS GROUP INC ACCSS 2004 1 A2 | 0.32 | -6.36 | 0.0139 | -0.0009 | |||||
| US31410FXS90 / Fannie Mae Pool | 0.32 | -7.27 | 0.0136 | -0.0010 | |||||
| US06406RBK23 / Bank of New York Mellon Corp. (The) | 0.32 | 1.27 | 0.0136 | 0.0002 | |||||
| US22966RAJ59 / CUBESMART LP | 0.32 | 1.92 | 0.0136 | 0.0003 | |||||
| US3140J8MQ39 / Fannie Mae Pool | 0.32 | -1.86 | 0.0136 | -0.0002 | |||||
| US65473PAJ49 / NISOURCE INC | 0.31 | 1.63 | 0.0133 | 0.0002 | |||||
| US225401AT54 / Credit Suisse Group AG | 0.31 | 0.98 | 0.0132 | 0.0002 | |||||
| US30212PBH73 / Expedia Group Inc | 0.30 | 1.69 | 0.0129 | 0.0003 | |||||
| US3140LQNE66 / Fannie Mae Pool | 0.30 | -0.99 | 0.0128 | -0.0001 | |||||
| US31397S7M03 / FNMA, REMIC, Series 2011-52, Class GB | 0.29 | -3.63 | 0.0125 | -0.0004 | |||||
| US36179VQU79 / G2SF 3.5 MA6767 07-20-50 | 0.29 | -3.32 | 0.0125 | -0.0004 | |||||
| US59284MAD65 / Mexico City Airport Trust | 0.28 | 0.36 | 0.0120 | 0.0001 | |||||
| US68389XBW48 / ORACLE CORP SR UNSECURED 04/40 3.6 | 0.28 | 1.82 | 0.0120 | 0.0003 | |||||
| US74730DAD57 / Qatar Petroleum | 0.28 | -2.13 | 0.0118 | -0.0002 | |||||
| US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 | 0.28 | 0.00 | 0.0118 | 0.0001 | |||||
| US31417GAX43 / Fannie Mae Pool | 0.27 | -2.52 | 0.0116 | -0.0003 | |||||
| US3136A1MA07 / Fannie Mae REMICS | 0.27 | -4.96 | 0.0115 | -0.0006 | |||||
| US73730EAD58 / POSCO | 0.27 | 0.00 | 0.0114 | 0.0001 | |||||
| US88732JAY47 / Time Warner Cable Inc. 5.875% 11/15/40 | 0.26 | 4.78 | 0.0113 | 0.0006 | |||||
| XS2109949391 / Romanian Government International Bond | 0.26 | 10.87 | 0.0109 | 0.0011 | |||||
| US36179TV774 / Ginnie Mae II Pool | 0.25 | -2.72 | 0.0107 | -0.0003 | |||||
| US59022CAJ27 / Merrill Lynch & Co Inc Subordinated Notes 6.11% 01/29/2037 | 0.25 | 1.63 | 0.0107 | 0.0002 | |||||
| US3140QADH01 / Fannie Mae Pool | 0.25 | -3.49 | 0.0107 | -0.0003 | |||||
| US36321PAC41 / Galaxy Pipeline Assets Bidco Ltd | 0.25 | 0.00 | 0.0106 | 0.0000 | |||||
| US871829BM89 / SYSCO CORPORATION COMPANY GUAR 04/40 6.6 | 0.25 | 0.00 | 0.0105 | 0.0000 | |||||
| US55336VAM28 / MPLX LP | 0.24 | 0.83 | 0.0104 | 0.0001 | |||||
| US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 | 0.24 | -13.04 | 0.0103 | -0.0015 | |||||
| Long: BR233404 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233404 IRS EUR P F 2.61000 2 CCPVANILLA / DIR (000000000) | 0.23 | 0.0099 | 0.0099 | ||||||
| US3140X5FT54 / Fannie Mae 4.50 01/01/2049 | 0.23 | -2.95 | 0.0098 | -0.0003 | |||||
| US3138ENQF92 / Fannie Mae Pool | 0.23 | -2.16 | 0.0097 | -0.0002 | |||||
| US3133AXBJ01 / Freddie Mac Pool | 0.23 | -0.44 | 0.0097 | -0.0000 | |||||
| US3140HEAL62 / Fannie Mae Pool | 0.23 | -2.16 | 0.0097 | -0.0002 | |||||
| US01882YAB20 / ALLIANT ENERGY FINANCE 144A LIFE SR UNSEC 4.25% 06-15-28 | 0.22 | 0.91 | 0.0095 | 0.0001 | |||||
| US31418PC860 / Fannie Mae Pool | 0.22 | -0.90 | 0.0095 | -0.0000 | |||||
| US91087BAH33 / Mexico Government International Bond | 0.22 | 2.31 | 0.0095 | 0.0002 | |||||
| US31417FU634 / Fannie Mae Pool | 0.22 | -2.68 | 0.0093 | -0.0002 | |||||
| US24703TAH95 / Dell International LLC / EMC Corp | 0.21 | 0.95 | 0.0091 | 0.0001 | |||||
| Long: SR233928 IRS USD R F 3.84519 2 CCPOIS / Short: SR233928 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.20 | 0.0088 | 0.0088 | ||||||
| US74947LAD64 / REC Ltd | 0.20 | 0.49 | 0.0087 | 0.0001 | |||||
| US91087BAE02 / Mexico Government International Bond | 0.20 | 2.07 | 0.0084 | 0.0002 | |||||
| US958254AD64 / Western Midstream Operating LP | 0.20 | -2.50 | 0.0084 | -0.0002 | |||||
| US3136ABDT75 / Fannie Mae REMICS | 0.19 | -3.03 | 0.0082 | -0.0002 | |||||
| US91087BAK61 / Mexico Government International Bond | 0.19 | 2.15 | 0.0081 | 0.0002 | |||||
| MET TRANSPRTN AUTH NY REVENUE / DBT (US59261A2P16) | 0.19 | 0.00 | 0.0080 | -0.0000 | |||||
| US31402RD710 / Fannie Mae Pool | 0.18 | -2.13 | 0.0079 | -0.0002 | |||||
| US3140Q9HJ54 / Fannie Mae Pool | 0.18 | -2.15 | 0.0078 | -0.0001 | |||||
| US31329P6B48 / FHLG 30YR 4.5% 01/01/2049#ZA6266 | 0.18 | -1.13 | 0.0075 | -0.0000 | |||||
| US3140XC3Z92 / Uniform Mortgage-Backed Securities | 0.17 | -0.57 | 0.0074 | -0.0000 | |||||
| US59980AAQ04 / Mill City Mortgage Loan Trust 2017-2 | 0.17 | -3.89 | 0.0074 | -0.0003 | |||||
| US912810RG58 / United States Treas Bds Bond | 0.17 | -2.27 | 0.0074 | -0.0001 | |||||
| Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.17 | 0.0074 | 0.0074 | ||||||
| US36321PAB67 / Galaxy Pipeline Assets Bidco Ltd | 0.17 | 0.60 | 0.0072 | 0.0001 | |||||
| US759470BC07 / Reliance Industries Ltd | 0.17 | -1.78 | 0.0071 | -0.0001 | |||||
| MEXCAT / Mexico City Airport Trust | 0.17 | 1.23 | 0.0071 | 0.0001 | |||||
| BNP / BNP Paribas SA | 0.16 | 0.0069 | 0.0069 | ||||||
| Bank of America Corp / DBT (US06051GMM86) | 0.15 | 1.32 | 0.0066 | 0.0001 | |||||
| US3128M7CE43 / Freddie Mac Gold Pool | 0.15 | -1.92 | 0.0066 | -0.0001 | |||||
| US74365PAD06 / Prosus NV | 0.15 | -0.65 | 0.0066 | -0.0000 | |||||
| US31417GL201 / Fannie Mae Pool | 0.15 | -1.29 | 0.0066 | -0.0001 | |||||
| Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.15 | 0.0065 | 0.0065 | ||||||
| US3133B9PW88 / Freddie Mac Pool | 0.15 | -0.66 | 0.0064 | -0.0000 | |||||
| US3140J7R988 / Fannie Mae Pool | 0.15 | -5.06 | 0.0064 | -0.0003 | |||||
| US31334XD481 / Freddie Mac Pool | 0.15 | -3.85 | 0.0064 | -0.0003 | |||||
| US31394PP725 / Freddie Mac REMICS | 0.15 | -3.23 | 0.0064 | -0.0002 | |||||
| US46513JB593 / Israel Government International Bond | 0.14 | 0.71 | 0.0060 | 0.0000 | |||||
| US3138EP2E37 / Fannie Mae Pool | 0.14 | -2.14 | 0.0059 | -0.0001 | |||||
| Long: SR234636 IRS USD R F 3.36762 2 CCPOIS / Short: SR234636 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.14 | 0.0058 | 0.0058 | ||||||
| US31417GFQ47 / Fannie Mae Pool | 0.14 | -1.46 | 0.0058 | -0.0001 | |||||
| US36179QT501 / Ginnie Mae II Pool | 0.14 | -3.57 | 0.0058 | -0.0002 | |||||
| ICE 3MTH SONIA FU DEC25 / DIR (000000000) | 0.14 | 0.0058 | 0.0058 | ||||||
| US698299BS24 / Panama Government International Bond | 0.13 | 5.51 | 0.0058 | 0.0003 | |||||
| US74365PAE88 / Prosus NV | 0.13 | 0.00 | 0.0057 | -0.0000 | |||||
| US11135FBQ37 / Broadcom Inc | 0.13 | 1.57 | 0.0055 | 0.0001 | |||||
| US452152BM28 / State of Illinois General Obligation Unlimited | 0.13 | 0.78 | 0.0055 | 0.0001 | |||||
| US31418D3X83 / FNMA 30YR 2% 09/01/2051#MA4413 | 0.13 | -1.57 | 0.0054 | -0.0001 | |||||
| US36179VN488 / GNMA | 0.12 | -3.88 | 0.0053 | -0.0002 | |||||
| US31329PTE33 / Freddie Mac Pool | 0.12 | -3.97 | 0.0052 | -0.0002 | |||||
| Long: SR234088 IRS NZD R F 3.75000 2 CCPVANILLA / Short: SR234088 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.12 | 0.0050 | 0.0050 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0049 | 0.0049 | ||||||
| Long: BR233976 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233976 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) | 0.11 | 0.0048 | 0.0048 | ||||||
| US3140QBPV40 / Fannie Mae Pool | 0.11 | -2.61 | 0.0048 | -0.0001 | |||||
| Long: SR233998 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233998 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | 0.11 | 0.0048 | 0.0048 | ||||||
| US3131Y9XR99 / Freddie Mac Pool | 0.11 | 0.00 | 0.0048 | 0.0000 | |||||
| US097023BS30 / Boeing Co. | 0.11 | 1.83 | 0.0047 | 0.0001 | |||||
| US3138WMWQ09 / Fannie Mae Pool | 0.11 | -1.79 | 0.0047 | -0.0001 | |||||
| US31406VSY38 / Fannie Mae Pool | 0.11 | -2.68 | 0.0047 | -0.0001 | |||||
| US3140Q8KG95 / UMBS, 30 Year | 0.11 | -2.68 | 0.0047 | -0.0001 | |||||
| US23330JAA97 / DP World PLC | 0.11 | -0.91 | 0.0047 | -0.0001 | |||||
| US548661DY05 / Lowe's Cos., Inc. | 0.11 | -94.94 | 0.0047 | -0.0863 | |||||
| US3133KMP748 / Freddie Mac Pool | 0.11 | -1.82 | 0.0047 | -0.0001 | |||||
| US3131Y7RG43 / FHLG 30YR 4.5% 11/01/2048#ZN1387 | 0.11 | -1.83 | 0.0046 | -0.0001 | |||||
| XS2211115329 / Prosus NV | 0.10 | 13.04 | 0.0045 | 0.0005 | |||||
| Long: SR234091 IRS NZD R F 4.25000 2 CCPVANILLA / Short: SR234091 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) | 0.10 | 0.0044 | 0.0044 | ||||||
| US3140X7AW94 / FNMA POOL FM3620 FN 02/50 FIXED VAR | 0.10 | -2.88 | 0.0044 | -0.0001 | |||||
| US89788MAN20 / Truist Financial Corp | 0.10 | 0.00 | 0.0043 | -0.0000 | |||||
| US31418MUL44 / Fannie Mae Pool | 0.10 | -3.88 | 0.0043 | -0.0001 | |||||
| US3138EKF836 / FNMA 30YR 3.0% 12/01/2042#AL2890 | 0.10 | -1.00 | 0.0042 | -0.0001 | |||||
| Long: BR228525 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR228525 IRS JPY P F 1.29500 2 CCPOIS / DIR (000000000) | 0.10 | 0.0041 | 0.0041 | ||||||
| US3138WK2U89 / Fannie Mae Pool | 0.09 | -2.08 | 0.0041 | -0.0001 | |||||
| US857477BN25 / State Street Corp | 0.09 | 2.17 | 0.0040 | 0.0001 | |||||
| US36179TSJ50 / Ginnie Mae II Pool | 0.09 | -2.11 | 0.0040 | -0.0001 | |||||
| US3138WN5M72 / Fannie Mae Pool | 0.09 | -1.10 | 0.0039 | -0.0000 | |||||
| US17327CAQ69 / Citigroup Inc | 0.09 | -97.27 | 0.0038 | -0.1351 | |||||
| US92343VFR06 / Verizon Communications Inc | 0.09 | 2.38 | 0.0037 | 0.0001 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.09 | 0.0037 | 0.0037 | ||||||
| US 10YR NOTE (CBT)SEP25 / DIR (000000000) | 0.08 | 0.0036 | 0.0036 | ||||||
| US30212PAR64 / Expedia Group Inc | 0.08 | -95.58 | 0.0036 | -0.0774 | |||||
| Long: SR234635 IRS USD R F 4.09811 2 CCPOIS / Short: SR234635 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.08 | 0.0036 | 0.0036 | ||||||
| US20030NDH17 / Comcast Corp | 0.08 | 0.00 | 0.0035 | 0.0000 | |||||
| Long: SR234067 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR234067 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) | 0.08 | 0.0035 | 0.0035 | ||||||
| US06051GKC23 / Bank of America Corp. | 0.08 | 1.28 | 0.0034 | 0.0001 | |||||
| US3138MRK750 / Fannie Mae Pool | 0.08 | -2.53 | 0.0033 | -0.0001 | |||||
| US31402DDE76 / Fannie Mae Pool | 0.08 | -24.24 | 0.0032 | -0.0010 | |||||
| US3128M5R363 / Freddie Mac Gold Pool | 0.08 | -3.85 | 0.0032 | -0.0001 | |||||
| Long: SR233950 IRS USD R F 3.75000 2 CCPOIS / Short: SR233950 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.08 | 0.0032 | 0.0032 | ||||||
| US097023CB95 / Boeing Co/The | 0.07 | 1.43 | 0.0031 | 0.0000 | |||||
| Long: SR234372 IRS AUD R F 3.50000 2 CCPVANILLA / Short: SR234372 IRS AUD P V 03MBBSW 1 CCPVANILLA / DIR (000000000) | 0.07 | 0.0031 | 0.0031 | ||||||
| US31417FY693 / Fannie Mae Pool | 0.07 | -2.82 | 0.0030 | -0.0001 | |||||
| US097023BZ72 / Boeing Co/The | 0.07 | 0.00 | 0.0029 | 0.0000 | |||||
| Long: SR233944 IRS USD R F 3.75000 2 CCPOIS / Short: SR233944 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.07 | 0.0029 | 0.0029 | ||||||
| US63902HAL33 / Nature Conservancy/The | 0.07 | 0.00 | 0.0029 | 0.0000 | |||||
| US863667AY70 / Stryker Corp | 0.07 | 1.54 | 0.0029 | 0.0001 | |||||
| US949831AA92 / WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUS WFMBS 2019-3 A1 | 0.07 | 0.00 | 0.0028 | 0.0000 | |||||
| US3140Q83V59 / Fannie Mae Pool | 0.07 | -2.94 | 0.0028 | -0.0001 | |||||
| US3137B4PT71 / Freddie Mac REMICS | 0.06 | -6.06 | 0.0027 | -0.0002 | |||||
| BNP / BNP Paribas SA | 0.06 | 0.0026 | 0.0026 | ||||||
| US3140HNWP38 / UMBS, 30 Year | 0.06 | -4.92 | 0.0025 | -0.0001 | |||||
| Long: SR234015 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234015 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.06 | 0.0025 | 0.0025 | ||||||
| US3140GXZM60 / Fannie Mae Pool | 0.06 | -1.72 | 0.0025 | -0.0000 | |||||
| US312933VG65 / Freddie Mac Gold Pool | 0.06 | -8.06 | 0.0025 | -0.0002 | |||||
| US63902HAJ86 / Nature Conservancy/The | 0.06 | 1.79 | 0.0025 | 0.0000 | |||||
| US3133KGF451 / FREDDIE MAC POOL UMBS P#RA1087 4.50000000 | 0.06 | -8.20 | 0.0024 | -0.0002 | |||||
| US3138ERH605 / Fannie Mae Pool | 0.06 | 0.00 | 0.0024 | -0.0000 | |||||
| US3136A9EA25 / Fannie Mae REMICS | 0.05 | -3.57 | 0.0023 | -0.0001 | |||||
| US715638DR09 / Peruvian Government International Bond | 0.05 | 0.00 | 0.0023 | 0.0000 | |||||
| US3133B9DC52 / UMBS | 0.05 | -8.62 | 0.0023 | -0.0002 | |||||
| BNP / BNP Paribas SA | 0.05 | 0.0022 | 0.0022 | ||||||
| BNP / BNP Paribas SA | 0.05 | 0.0022 | 0.0022 | ||||||
| US29278NAF06 / Energy Transfer Operating LP | 0.05 | 0.00 | 0.0022 | 0.0000 | |||||
| US3138MKQH28 / Fannie Mae Pool | 0.05 | -3.92 | 0.0021 | -0.0001 | |||||
| US21036PAY43 / Constellation Brands, Inc. | 0.05 | 2.08 | 0.0021 | 0.0000 | |||||
| US98138HAH49 / Workday Inc | 0.05 | 0.00 | 0.0021 | 0.0000 | |||||
| US21036PBE79 / Constellation Brands, Inc. | 0.05 | 2.17 | 0.0020 | 0.0000 | |||||
| US3138WTT970 / Fannie Mae Pool | 0.05 | -2.17 | 0.0019 | -0.0000 | |||||
| US3132DWCH43 / Freddie Mac Pool | 0.05 | -2.17 | 0.0019 | -0.0000 | |||||
| NEW JERSEY ST EDUCTNL FACS AUTH REVENUE / DBT (US646067HL57) | 0.04 | 0.00 | 0.0019 | -0.0000 | |||||
| US45204FGY51 / FX.RT. MUNI BOND | 0.04 | 0.00 | 0.0019 | -0.0000 | |||||
| US79467BFF76 / SALES TAX SECURITIZTN | 0.04 | 0.00 | 0.0019 | 0.0000 | |||||
| US64966QWH90 / City of New York NY | 0.04 | 0.00 | 0.0019 | 0.0000 | |||||
| PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE / DBT (US70917S6L28) | 0.04 | 0.00 | 0.0018 | 0.0000 | |||||
| US71883RQH92 / PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE | 0.04 | 0.00 | 0.0018 | 0.0000 | |||||
| US3138W3FS79 / Fannie Mae Pool | 0.04 | -10.64 | 0.0018 | -0.0002 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0018 | 0.0018 | ||||||
| BNP / BNP Paribas SA | 0.04 | 0.0017 | 0.0017 | ||||||
| US3140Q8K875 / Federal National Mortgage Association | 0.04 | -2.50 | 0.0017 | -0.0000 | |||||
| US3140X6ZR51 / Fannie Mae Pool | 0.04 | -2.50 | 0.0017 | -0.0000 | |||||
| US41161PYW75 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A | 0.04 | -5.00 | 0.0017 | -0.0000 | |||||
| US3138MN5G14 / Fannie Mae Pool | 0.04 | -5.00 | 0.0017 | -0.0001 | |||||
| US3138WRNS52 / Fannie Mae Pool | 0.04 | 0.00 | 0.0016 | -0.0000 | |||||
| US3138WPGT52 / Fannie Mae Pool | 0.04 | -2.78 | 0.0015 | -0.0000 | |||||
| US3620A7LX16 / Ginnie Mae I Pool | 0.04 | 0.00 | 0.0015 | -0.0000 | |||||
| US3132ADWF13 / FNCL UMBS 4.5 ZT1546 12-01-48 | 0.03 | -2.86 | 0.0015 | -0.0000 | |||||
| US3138W7WP51 / Fannie Mae Pool | 0.03 | -3.12 | 0.0014 | -0.0000 | |||||
| US3128LXFW53 / Freddie Mac Gold Pool | 0.03 | -3.12 | 0.0013 | -0.0001 | |||||
| US3138ANZG11 / Fannie Mae Pool | 0.03 | -3.23 | 0.0013 | -0.0000 | |||||
| Long: SR233978 IRS EUR R F 2.00000 2 CCPOIS / Short: SR233978 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | 0.03 | 0.0013 | 0.0013 | ||||||
| US3138MPDQ50 / Fannie Mae Pool | 0.03 | -3.45 | 0.0012 | -0.0000 | |||||
| US3140EWUP81 / Fannie Mae Pool | 0.03 | 0.00 | 0.0012 | 0.0000 | |||||
| US3138MQTN39 / Fannie Mae Pool | 0.03 | 0.00 | 0.0012 | -0.0000 | |||||
| US3138WHGK28 / Fannie Mae Pool | 0.03 | -3.70 | 0.0012 | -0.0000 | |||||
| US3128M9UC41 / Freddie Mac Gold Pool | 0.03 | -3.70 | 0.0011 | -0.0000 | |||||
| US3138WMKE07 / Fannie Mae Pool | 0.03 | -3.70 | 0.0011 | -0.0000 | |||||
| US3138WVN490 / Fannie Mae Pool | 0.03 | -3.85 | 0.0011 | -0.0000 | |||||
| US3138MJGD50 / Fannie Mae Pool | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US31418BZY54 / Fannie Mae Pool | 0.02 | 0.00 | 0.0010 | -0.0000 | |||||
| US3138MRXV81 / Fannie Mae Pool | 0.02 | -4.35 | 0.0010 | -0.0000 | |||||
| US45254NKQ96 / Impac CMB Trust Series 2004-8 | 0.02 | -4.55 | 0.0009 | -0.0000 | |||||
| US3138MQHG16 / Fannie Mae Pool | 0.02 | 0.00 | 0.0009 | -0.0000 | |||||
| US3138W0FU86 / Fannie Mae Pool | 0.02 | -4.55 | 0.0009 | -0.0001 | |||||
| Long: BR234037 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234037 IRS JPY P F .75000 2 CCPOIS / DIR (000000000) | 0.02 | 0.0009 | 0.0009 | ||||||
| US3138W4AP68 / Fannie Mae Pool | 0.02 | -5.00 | 0.0008 | -0.0001 | |||||
| US36179RQ364 / Ginnie Mae II Pool | 0.02 | 0.00 | 0.0008 | -0.0000 | |||||
| US3138WWKV04 / Fannie Mae Pool | 0.02 | 0.00 | 0.0008 | -0.0000 | |||||
| US3138NYAR68 / Fannie Mae Pool | 0.02 | -5.56 | 0.0008 | -0.0000 | |||||
| US36179NLE66 / Ginnie Mae II Pool | 0.02 | -5.88 | 0.0007 | -0.0000 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 0.02 | -15.79 | 0.0007 | -0.0001 | |||||
| US3138NXRK59 / Fannie Mae Pool | 0.02 | 0.00 | 0.0007 | -0.0000 | |||||
| US3138NYHT51 / Fannie Mae Pool | 0.02 | 0.00 | 0.0007 | -0.0000 | |||||
| US36179UXT41 / Ginnie Mae II Pool | 0.02 | 0.00 | 0.0007 | -0.0000 | |||||
| US3138WQQ394 / Fannie Mae Pool | 0.02 | 0.00 | 0.0007 | -0.0000 | |||||
| US3138WVH468 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3140KCZL94 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138LSR854 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3132L5TH62 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138WXWH64 / Fannie Mae Pool | 0.01 | 0.00 | 0.0006 | -0.0000 | |||||
| US3138MMKP63 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US31417GMA12 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| Long: SR232911 IRS EUR R F 2.32500 2 CCPVANILLA / Short: SR232911 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | 0.01 | 0.0005 | 0.0005 | ||||||
| US31371NS631 / Fannie Mae Pool | 0.01 | -7.69 | 0.0005 | -0.0001 | |||||
| US31417MFB46 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US3138WMZQ71 / Fannie Mae Pool | 0.01 | -8.33 | 0.0005 | -0.0000 | |||||
| US3140HBJG48 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US3138W1LY18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US3132DV6A89 / FREDDIE MAC POOL FR SD8065 | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US3138MNJQ49 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31418CCW29 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US3138MFW529 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US36179RD891 / Ginnie Mae II Pool | 0.01 | -11.11 | 0.0004 | -0.0000 | |||||
| US31371JY819 / Fannie Mae Pool | 0.01 | -11.11 | 0.0004 | -0.0000 | |||||
| US3138MHKP78 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US3138MRD243 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US3138W02X69 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31418CAY03 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31418CYN81 / Fannie Mae Pool | 0.01 | -12.50 | 0.0003 | -0.0000 | |||||
| US3138M6P769 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3138A94H49 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31418CZJ60 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US929227ZT62 / WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3138W0YR47 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US36179UQ475 / Ginnie Mae II Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31298EPA72 / Freddie Mac Gold Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US3132L5TJ29 / Freddie Mac Gold Pool | 0.01 | -16.67 | 0.0003 | -0.0000 | |||||
| Long: SR234368 IRS USD R F 3.50000 2 CCPOIS / Short: SR234368 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.01 | 0.0003 | 0.0003 | ||||||
| US3138MR5R87 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US715638DQ26 / Peruvian Government International Bond | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US3138NXMW43 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| US3138MP2W46 / Fannie Mae Pool | 0.01 | 0.00 | 0.0002 | -0.0000 | |||||
| Long: SR234018 IRS CAD R F 3.00000 2 CCPOIS / Short: SR234018 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| Long: SR233948 IRS USD R F 3.75000 2 CCPOIS / Short: SR233948 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US3138MCT464 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36179UCA88 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US3128LXBH23 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36296RE370 / Ginnie Mae I Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31416MVP66 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31292MA787 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US3132GEV560 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US312941Z424 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31417JSB79 / Fannie Mae Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US36202FY678 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31296NV618 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138WMP478 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31298FT366 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3132AD6P86 / Federal Home Loan Mortgage Corp. | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3138W02A66 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31416NFG25 / Fannie Mae Pool | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| Long: SR234371 IRS CAD R F 2.50000 2 CCPOIS / Short: SR234371 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US31371NJM83 / Fannie Mae Pool | 0.00 | -33.33 | 0.0001 | -0.0000 | |||||
| US36202FP676 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36179QDZ19 / Ginnie Mae II Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| US36179MAY66 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US3140HLJX52 / FNCL UMBS 4.5 BK6577 07-01-48 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31386PGT49 / Fannie Mae Pool | 0.00 | -50.00 | 0.0001 | -0.0000 | |||||
| EURO-OAT FUTURE SEP25 / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36179N5W43 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US36179MQQ68 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0000 | -0.0000 | |||||
| US312943UP63 / FREDDIE MAC GOLD POOL P#A95090 4.50000000 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31410GDN07 / Federal National Mortgage Association, Inc. | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128E3TE45 / Freddie Mac Gold Pool | 0.00 | -100.00 | 0.0000 | -0.0000 | |||||
| US3128LXBF66 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US36202F2M77 / Ginnie Mae II Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31371NVU61 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US3128K6NY25 / Freddie Mac Gold Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| US31415RBP82 / Fannie Mae Pool | 0.00 | 0.0000 | -0.0000 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | -0.0000 | -0.0000 | ||||||
| OPS09078A SWAPTION EUR OTC / DIR (000000000) | 0.00 | -0.0000 | -0.0000 | ||||||
| DGZ / DB Gold Short ETN | -0.00 | -0.0001 | -0.0001 | ||||||
| Long: BR234043 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234043 IRS JPY P F 1.25000 2 CCPOIS / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| Long: SR234370 IRS GBP R F 3.50000 2 CCPOIS / Short: SR234370 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| EURO-BUND FUTURE SEP25 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| DGZ / DB Gold Short ETN | -0.01 | -0.0002 | -0.0002 | ||||||
| Long: SR234055 IRS CHF R F .50000 2 CCPOIS / Short: SR234055 IRS CHF P V 00MSARON 1 CCPOIS / DIR (000000000) | -0.01 | -0.0002 | -0.0002 | ||||||
| EURO-BUXL 30Y BND SEP25 / DIR (000000000) | -0.01 | -0.0004 | -0.0004 | ||||||
| Long: BR234033 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR234033 IRS AUD P F 4.50000 2 CCPVANILLA / DIR (000000000) | -0.01 | -0.0006 | -0.0006 | ||||||
| BNP / BNP Paribas SA | -0.02 | -0.0007 | -0.0007 | ||||||
| DGZ / DB Gold Short ETN | -0.02 | -0.0008 | -0.0008 | ||||||
| BNP / BNP Paribas SA | -0.02 | -0.0008 | -0.0008 | ||||||
| OPS09105A SWAPTION EUR OTC / DIR (000000000) | -0.02 | -0.0008 | -0.0008 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.02 | -0.0009 | -0.0009 | ||||||
| Long: SR234447 IRS EUR R F 1.89170 2 CCPOIS / Short: SR234447 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| OPS09106A SWAPTION EUR OTC / DIR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| OPS09153A SWAPTION USD OTC / DIR (000000000) | -0.02 | -0.0010 | -0.0010 | ||||||
| BNP / BNP Paribas SA | -0.03 | -0.0014 | -0.0014 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.03 | -0.0015 | -0.0015 | ||||||
| OPS09077A SWAPTION EUR OTC / DIR (000000000) | -0.04 | -0.0018 | -0.0018 | ||||||
| Long: BR233950 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233950 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -0.04 | -0.0018 | -0.0018 | ||||||
| Long: SR234001 IRS GBP R F 3.75000 2 CCPOIS / Short: SR234001 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) | -0.05 | -0.0019 | -0.0019 | ||||||
| BNP / BNP Paribas SA | -0.05 | -0.0021 | -0.0021 | ||||||
| DGZ / DB Gold Short ETN | -0.05 | -0.0023 | -0.0023 | ||||||
| OPS09152A SWAPTION USD OTC / DIR (000000000) | -0.06 | -0.0027 | -0.0027 | ||||||
| GB00H240B223 / LME Nickel Base Metal | -0.06 | -0.0027 | -0.0027 | ||||||
| Long: SR233967 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233967 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.06 | -0.0028 | -0.0028 | ||||||
| Long: BR233929 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233929 IRS USD P F 4.21304 2 CCPOIS / DIR (000000000) | -0.08 | -0.0032 | -0.0032 | ||||||
| Long: SR234369 IRS EUR R F 1.50000 2 CCPVANILLA / Short: SR234369 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.08 | -0.0036 | -0.0036 | ||||||
| BNP / BNP Paribas SA | -0.09 | -0.0037 | -0.0037 | ||||||
| DGZ / DB Gold Short ETN | -0.11 | -0.0048 | -0.0048 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.11 | -0.0048 | -0.0048 | ||||||
| DGZ / DB Gold Short ETN | -0.13 | -0.0054 | -0.0054 | ||||||
| US 10YR ULTRA FUT SEP25 / DIR (000000000) | -0.18 | -0.0078 | -0.0078 | ||||||
| Long: SR233405 IRS EUR R F 2.53000 2 CCPOIS / Short: SR233405 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) | -0.21 | -0.0088 | -0.0088 | ||||||
| Long: BR234637 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234637 IRS USD P F 3.59995 2 CCPOIS / DIR (000000000) | -0.23 | -0.0098 | -0.0098 | ||||||
| Long: BR230359 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR230359 IRS EUR P F 2.18000 2 CCPZERO / DIR (000000000) | -0.25 | -0.0105 | -0.0105 | ||||||
| Long: SR233964 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233964 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.30 | -0.0129 | -0.0129 | ||||||
| Long: BR234079 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR234079 IRS NOK P F 4.25000 2 CCPVANILLA / DIR (000000000) | -0.33 | -0.0141 | -0.0141 | ||||||
| Long: BR234040 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234040 IRS JPY P F 1.00000 2 CCPOIS / DIR (000000000) | -0.38 | -0.0161 | -0.0161 | ||||||
| Long: SR233970 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233970 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) | -0.59 | -0.0250 | -0.0250 | ||||||
| Long: SR228526 IRS JPY R F 2.16000 2 CCPOIS / Short: SR228526 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -0.70 | -0.0300 | -0.0300 | ||||||
| Long: BR233944 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233944 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) | -0.77 | -0.0328 | -0.0328 | ||||||
| Long: BR234275 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234275 IRS USD P F 3.62000 2 CCPOIS / DIR (000000000) | -0.78 | -0.0332 | -0.0332 | ||||||
| Long: BR234277 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234277 IRS USD P F 3.60000 2 CCPOIS / DIR (000000000) | -0.92 | -0.0393 | -0.0393 | ||||||
| Long: SR234047 IRS JPY R F 1.75000 2 CCPOIS / Short: SR234047 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) | -0.96 | -0.0408 | -0.0408 | ||||||
| Long: BR234024 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR234024 IRS AUD P F 3.75000 2 CCPVANILLA / DIR (000000000) | -1.37 | -0.0587 | -0.0587 | ||||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | -5.08 | -106.10 | -0.2171 | -4.1899 | |||||
| US21H0426799 / Ginnie Mae | -15.31 | -124.40 | -0.6543 | -3.6488 | |||||
| US21H0306744 / Ginnie Mae | -22.09 | -294.89 | -0.9442 | -1.4852 | |||||
| US01F0206791 / UMBS, 30 Year, Single Family | -29.28 | -4.02 | -1.2513 | 0.2046 | |||||
| EW / Edwards Lifesciences Corporation | -70.55 | -461.43 | -3.0155 | -3.8498 | |||||
| EW / Edwards Lifesciences Corporation | -133.86 | 89.73 | -5.7213 | -2.7058 |
