Basic Stats
| Portfolio Value | $ 222,550,339 |
| Current Positions | 428 |
Latest Holdings, Performance, AUM (from 13F, 13D)
Ivy Variable Insurance Portfolios - Ivy VIP Balanced Class II has disclosed 428 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 222,550,339 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Ivy Variable Insurance Portfolios - Ivy VIP Balanced Class II’s top holdings are iShares Trust - iShares U.S. Treasury Bond ETF (US:GOVT) , Microsoft Corporation (US:MSFT) , NVIDIA Corporation (US:NVDA) , Amazon.com, Inc. (US:AMZN) , and Vanguard Scottsdale Funds - Vanguard Russell 1000 Value ETF (US:VONV) . Ivy Variable Insurance Portfolios - Ivy VIP Balanced Class II’s new positions include Vanguard Scottsdale Funds - Vanguard Russell 1000 Value ETF (US:VONV) , United States Treasury Note/Bond (US:US912810TQ13) , Advanced Micro Devices, Inc. (US:AMD) , FANNIE MAE POOL (US:US3140XKJA92) , and Fannie Mae Pool (US:US31418EV989) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.07 | 5.58 | 2.5061 | 2.5061 | |
| 0.05 | 7.45 | 3.3436 | 1.1530 | |
| 2.56 | 1.1495 | 1.1495 | ||
| 0.51 | 11.62 | 5.2197 | 1.0623 | |
| 0.02 | 9.85 | 4.4237 | 1.0126 | |
| 0.01 | 3.01 | 1.3507 | 0.8336 | |
| 0.03 | 4.88 | 2.1935 | 0.5802 | |
| 0.01 | 1.28 | 0.5761 | 0.5761 | |
| 0.02 | 4.59 | 2.0608 | 0.5457 | |
| 0.03 | 6.16 | 2.7681 | 0.4831 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.00 | 0.81 | 0.3627 | -0.6994 | |
| 0.02 | 4.12 | 1.8498 | -0.6610 | |
| 0.01 | 0.0023 | -0.5699 | ||
| 0.20 | 0.0884 | -0.4947 | ||
| 0.02 | 2.97 | 1.3332 | -0.4686 | |
| 1.09 | 1.09 | 0.4883 | -0.4067 | |
| 1.09 | 1.09 | 0.4883 | -0.4067 | |
| 1.09 | 1.09 | 0.4883 | -0.4067 | |
| 1.09 | 1.09 | 0.4883 | -0.4067 | |
| 2.84 | 1.2736 | -0.3592 |
13F and Fund Filings
This form was filed on 2025-08-26 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| GOVT / iShares Trust - iShares U.S. Treasury Bond ETF | 0.51 | 30.79 | 11.62 | 30.76 | 5.2197 | 1.0623 | |||
| MSFT / Microsoft Corporation | 0.02 | 1.94 | 9.85 | 35.07 | 4.4237 | 1.0126 | |||
| NVDA / NVIDIA Corporation | 0.05 | 9.05 | 7.45 | 58.98 | 3.3436 | 1.1530 | |||
| AMZN / Amazon.com, Inc. | 0.03 | 9.42 | 6.16 | 26.18 | 2.7681 | 0.4831 | |||
| VONV / Vanguard Scottsdale Funds - Vanguard Russell 1000 Value ETF | 0.07 | 5.58 | 2.5061 | 2.5061 | |||||
| HWM / Howmet Aerospace Inc. | 0.03 | -1.30 | 4.88 | 41.61 | 2.1935 | 0.5802 | |||
| TSM / Taiwan Semiconductor Manufacturing Company Limited - Depositary Receipt (Common Stock) | 0.02 | 3.83 | 4.59 | 41.68 | 2.0608 | 0.5457 | |||
| AAPL / Apple Inc. | 0.02 | -16.92 | 4.12 | -23.27 | 1.8498 | -0.6610 | |||
| META / Meta Platforms, Inc. | 0.01 | -1.29 | 3.89 | 26.42 | 1.7470 | 0.3076 | |||
| COST / Costco Wholesale Corporation | 0.00 | -1.28 | 3.58 | 3.32 | 1.6061 | -0.0128 | |||
| ABT / Abbott Laboratories | 0.02 | 5.86 | 3.19 | 8.54 | 1.4322 | 0.0579 | |||
| CME / CME Group Inc. | 0.01 | 2.58 | 3.16 | 6.59 | 1.4169 | 0.0322 | |||
| T / AT&T Inc. | 0.11 | -1.31 | 3.15 | 0.99 | 1.4153 | -0.0442 | |||
| AVGO / Broadcom Inc. | 0.01 | 65.23 | 3.01 | 172.13 | 1.3507 | 0.8336 | |||
| FI / Fiserv, Inc. | 0.02 | -1.30 | 2.97 | -22.95 | 1.3332 | -0.4686 | |||
| AZO / AutoZone, Inc. | 0.00 | -1.25 | 2.93 | -3.85 | 1.3136 | -0.1094 | |||
| EADSY / Airbus SE - Depositary Receipt (Common Stock) | 0.06 | -1.30 | 2.90 | 17.21 | 1.3004 | 0.1449 | |||
| United States Treasury Note/Bond / DBT (US91282CMC28) | 2.84 | -18.76 | 1.2736 | -0.3592 | |||||
| COF / Capital One Financial Corporation | 0.01 | -20.80 | 2.83 | -6.03 | 1.2729 | -0.1377 | |||
| United States Treasury Note/Bond / DBT (US91282CKG59) | 2.78 | 0.62 | 1.2473 | -0.0437 | |||||
| JPM / JPMorgan Chase & Co. | 0.01 | 25.88 | 2.63 | 48.78 | 1.1808 | 0.3542 | |||
| ETN / Eaton Corporation plc | 0.01 | -1.30 | 2.57 | 29.58 | 1.1531 | 0.2265 | |||
| United States Treasury Note/Bond / DBT (US91282CNK35) | 2.56 | 1.1495 | 1.1495 | ||||||
| GOOG / Alphabet Inc. | 0.01 | -1.30 | 2.51 | 12.05 | 1.1276 | 0.0797 | |||
| AXP / American Express Company | 0.01 | -1.31 | 2.49 | 16.98 | 1.1203 | 0.1230 | |||
| AMAT / Applied Materials, Inc. | 0.01 | -1.31 | 2.48 | 24.49 | 1.1143 | 0.1821 | |||
| BAESY / BAE Systems plc - Depositary Receipt (Common Stock) | 0.02 | 23.25 | 2.44 | 57.50 | 1.0937 | 0.3704 | |||
| CRM / Salesforce, Inc. | 0.01 | 19.69 | 2.43 | 21.60 | 1.0898 | 0.1565 | |||
| MA / Mastercard Incorporated | 0.00 | 9.88 | 2.41 | 12.66 | 1.0833 | 0.0817 | |||
| PGR / The Progressive Corporation | 0.01 | -1.31 | 2.35 | -6.92 | 1.0568 | -0.1260 | |||
| ALL / The Allstate Corporation | 0.01 | -1.30 | 2.30 | -4.04 | 1.0343 | -0.0884 | |||
| HD / The Home Depot, Inc. | 0.01 | -1.31 | 2.30 | -1.25 | 1.0325 | -0.0566 | |||
| LIN / Linde plc | 0.00 | -1.27 | 2.18 | -0.55 | 0.9789 | -0.0460 | |||
| KKR / KKR & Co. Inc. | 0.02 | 8.41 | 2.15 | 24.75 | 0.9668 | 0.1596 | |||
| GOOGL / Alphabet Inc. | 0.01 | -26.62 | 2.08 | -16.37 | 0.9341 | -0.2292 | |||
| SAP / SAP SE - Depositary Receipt (Common Stock) | 0.01 | 34.50 | 2.08 | 52.46 | 0.9332 | 0.2953 | |||
| MS / Morgan Stanley | 0.01 | -1.31 | 2.05 | 19.16 | 0.9218 | 0.1161 | |||
| BX / Blackstone Inc. | 0.01 | -1.28 | 1.78 | 5.63 | 0.8004 | 0.0113 | |||
| ZBRA / Zebra Technologies Corporation | 0.01 | 25.88 | 1.66 | 37.39 | 0.7462 | 0.1805 | |||
| NFLX / Netflix, Inc. | 0.00 | -38.74 | 1.66 | 36.15 | 0.7445 | 0.2959 | |||
| CCK / Crown Holdings, Inc. | 0.02 | 13.41 | 1.65 | 30.93 | 0.7415 | 0.1513 | |||
| HCA / HCA Healthcare, Inc. | 0.00 | -1.29 | 1.64 | 9.47 | 0.7370 | 0.0356 | |||
| AON / Aon plc | 0.00 | -1.30 | 1.63 | -11.74 | 0.7325 | -0.1321 | |||
| ALLY / Ally Financial Inc. | 0.04 | -1.31 | 1.62 | 5.39 | 0.7295 | 0.0087 | |||
| SHW / The Sherwin-Williams Company | 0.00 | -1.29 | 1.55 | -2.95 | 0.6952 | -0.0508 | |||
| CMI / Cummins Inc. | 0.00 | 43.06 | 1.54 | 49.47 | 0.6909 | 0.2095 | |||
| VRTX / Vertex Pharmaceuticals Incorporated | 0.00 | -1.30 | 1.32 | -9.36 | 0.5916 | -0.0882 | |||
| US912810TQ13 / United States Treasury Note/Bond | 1.29 | -2.27 | 0.5811 | -0.0377 | |||||
| AMD / Advanced Micro Devices, Inc. | 0.01 | 1.28 | 0.5761 | 0.5761 | |||||
| LMT / Lockheed Martin Corporation | 0.00 | -32.01 | 1.17 | -29.52 | 0.5235 | -0.2500 | |||
| STX / Seagate Technology Holdings plc | 0.01 | -41.11 | 1.16 | 0.09 | 0.5218 | -0.0214 | |||
| NEE / NextEra Energy, Inc. | 0.02 | -29.27 | 1.14 | -30.72 | 0.5126 | -0.2581 | |||
| LYV / Live Nation Entertainment, Inc. | 0.01 | -18.46 | 1.12 | -5.56 | 0.5041 | -0.0517 | |||
| TFDXX / Blackrock Liquidity Funds - BlackRock Liquidity Funds FedFund Portfolio Institutional Class | 1.09 | -43.17 | 1.09 | -43.18 | 0.4883 | -0.4067 | |||
| US61747C7074 / Morgan Stanley Institutional Liquidity Funds Government Portfolio, Institutional Class | 1.09 | -43.17 | 1.09 | -43.18 | 0.4883 | -0.4067 | |||
| GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund | 1.09 | -43.17 | 1.09 | -43.18 | 0.4883 | -0.4067 | |||
| FIGXX / Fidelity Colchester Street Trust - Fidelity Institutional Money Market Funds Government Portfolio Class I | 1.09 | -43.17 | 1.09 | -43.18 | 0.4883 | -0.4067 | |||
| US3140XKJA92 / FANNIE MAE POOL | 1.04 | -2.35 | 0.4669 | -0.0308 | |||||
| Nissan Master Owner Trust Receivables / ABS-O (US65479VAB27) | 1.01 | 0.20 | 0.4539 | -0.0176 | |||||
| DHR / Danaher Corporation | 0.01 | -1.29 | 1.00 | -4.85 | 0.4493 | -0.0427 | |||
| US31418EV989 / Fannie Mae Pool | 0.95 | -3.76 | 0.4261 | -0.0346 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.90 | -2.49 | 0.4053 | -0.0275 | |||||
| 1VMC / Vulcan Materials Company | 0.00 | 0.89 | 0.4002 | 0.4002 | |||||
| US08163NBJ37 / BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32 | 0.88 | 1.38 | 0.3948 | -0.0108 | |||||
| US3133KNKS17 / Federal Home Loan Mortgage Corporation | 0.82 | -2.83 | 0.3703 | -0.0266 | |||||
| US08163PBG46 / BMARK 22-B33 A5 3.3503% 01-15-32 | 0.82 | 0.86 | 0.3695 | -0.0118 | |||||
| UNH / UnitedHealth Group Incorporated | 0.00 | -40.29 | 0.81 | -64.45 | 0.3627 | -0.6994 | |||
| US06541LBG05 / BANK 2022-BNK40 | 0.78 | 1.56 | 0.3507 | -0.0090 | |||||
| US31418DP975 / FANNIE MAE POOL UMBS P#MA4047 2.00000000 | 0.77 | -2.28 | 0.3459 | -0.0229 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.75 | -2.47 | 0.3364 | -0.0232 | |||||
| TE Connectivity PLC / EC (IE000IVNQZ81) | 0.00 | -50.19 | 0.73 | -40.60 | 0.3269 | -0.2458 | |||
| US06540DBH70 / BANK 2021-BNK36 | 0.66 | -10.63 | 0.2982 | -0.0493 | |||||
| US3132DWHE66 / UMBS | 0.66 | -2.23 | 0.2963 | -0.0190 | |||||
| US08163CBC29 / Benchmark 2021-B24 Mortgage Trust | 0.66 | 1.54 | 0.2956 | -0.0076 | |||||
| US06542BBH96 / BANK 2021-BNK32 | 0.65 | 1.24 | 0.2931 | -0.0084 | |||||
| COP / ConocoPhillips | 0.01 | -1.29 | 0.62 | -15.75 | 0.2765 | -0.0649 | |||
| US3133KYU644 / FNCT UMBS 2.0 RB5105 03-01-41 | 0.60 | -1.63 | 0.2717 | -0.0159 | |||||
| US3132DNVR15 / Freddie Mac Pool | 0.59 | -3.75 | 0.2655 | -0.0218 | |||||
| US872882AJ46 / TSMC Global Ltd | 0.56 | 1.27 | 0.2516 | -0.0075 | |||||
| US3133KNLC55 / Freddie Mac Pool | 0.56 | -2.28 | 0.2502 | -0.0167 | |||||
| US3132DWE664 / UMBS | 0.52 | -2.06 | 0.2345 | -0.0151 | |||||
| United States Treasury Note/Bond / DBT (US912810UK24) | 0.52 | 0.2322 | 0.2322 | ||||||
| GMF Floorplan Owner Revolving Trust / ABS-O (US361886DA91) | 0.51 | 0.20 | 0.2278 | -0.0091 | |||||
| Volkswagen Auto Lease Trust 2024-A / ABS-O (US92866EAD13) | 0.50 | 0.00 | 0.2265 | -0.0096 | |||||
| US912810TF57 / TREASURY BOND | 0.50 | -41.70 | 0.2255 | -0.1773 | |||||
| US3132DNGF42 / Freddie Mac Pool | 0.47 | -2.28 | 0.2119 | -0.0137 | |||||
| US05609MCC73 / BMO 2022-C1 MORTGAGE TRUST SER 2022-C1 CL A5 REGD 3.37400000 | 0.46 | 1.78 | 0.2056 | -0.0045 | |||||
| US08163DAE76 / Benchmark Mortgage Trust, Series 2021-B25, Class A5 | 0.44 | -49.31 | 0.1976 | -0.2078 | |||||
| US3140XHBG16 / Fannie Mae Pool | 0.44 | -2.02 | 0.1963 | -0.0126 | |||||
| US36179X2L97 / Ginnie Mae II Pool | 0.43 | -4.04 | 0.1922 | -0.0160 | |||||
| US35564KFV61 / Freddie Mac STACR REMIC Trust 2021-HQA2 | 0.42 | -3.69 | 0.1878 | -0.0153 | |||||
| US87612BBG68 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 0.41 | 0.00 | 0.1843 | -0.0076 | |||||
| US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.40 | -0.25 | 0.1797 | -0.0079 | |||||
| US20755CAA62 / Connecticut Avenue Securities Trust 2023-R08 | 0.37 | -12.65 | 0.1678 | -0.0322 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.37 | -1.87 | 0.1651 | -0.0101 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.36 | -0.28 | 0.1622 | -0.0075 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 0.33 | 0.60 | 0.1502 | -0.0053 | |||||
| Bank of America Corp / DBT (US06051GMD87) | 0.32 | 1.90 | 0.1442 | -0.0032 | |||||
| US202795JR27 / Commonwealth Edison Co. | 0.32 | 2.24 | 0.1433 | -0.0031 | |||||
| US31418D3K62 / Fannie Mae Pool | 0.31 | -2.19 | 0.1408 | -0.0091 | |||||
| US3136AT5B64 / Federal National Mortgage Association Agency REMIC/CMO | 0.31 | -1.57 | 0.1406 | -0.0082 | |||||
| US38141GA468 / Goldman Sachs Group Inc/The | 0.31 | 0.32 | 0.1405 | -0.0052 | |||||
| US06051GLC14 / BANK OF AMERICA CORP | 0.31 | 0.32 | 0.1402 | -0.0056 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.31 | -0.97 | 0.1380 | -0.0073 | |||||
| US05492VAF22 / BBCMS Mortgage Trust 2020-C7 | 0.30 | 1.67 | 0.1365 | -0.0037 | |||||
| Toyota Auto Receivables 2024-B Owner Trust / ABS-O (US89237NAD93) | 0.30 | 0.00 | 0.1365 | -0.0058 | |||||
| US3133KPYY86 / Freddie Mac Pool | 0.30 | -2.27 | 0.1357 | -0.0089 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.30 | -2.62 | 0.1337 | -0.0093 | |||||
| Accenture Capital Inc / DBT (US00440KAC71) | 0.30 | 1.02 | 0.1335 | -0.0043 | |||||
| US31418EM236 / Fannie Mae Pool | 0.29 | -4.23 | 0.1324 | -0.0116 | |||||
| US49327M3F97 / KEYBANK NATIONAL ASSOCIATION | 0.29 | 0.70 | 0.1298 | -0.0047 | |||||
| US3137H7M911 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.29 | 0.1298 | 0.1298 | ||||||
| US341081FX06 / Florida Power & Light Co | 0.29 | -0.69 | 0.1291 | -0.0062 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.28 | 0.71 | 0.1279 | -0.0043 | |||||
| US912810PW27 / Us Treasury Bond | 0.28 | -1.05 | 0.1279 | -0.0064 | |||||
| US3133KPYT91 / Freddie Mac Pool | 0.28 | -3.42 | 0.1271 | -0.0098 | |||||
| US87264ABF12 / CORP. NOTE | 0.28 | 1.08 | 0.1265 | -0.0035 | |||||
| US46591XAC92 / JP Morgan Mortgage Trust 2020-7 | 0.28 | -2.10 | 0.1260 | -0.0081 | |||||
| US3132DPXE32 / Freddie Mac Pool | 0.28 | -1.77 | 0.1245 | -0.0074 | |||||
| Apollo Debt Solutions BDC / DBT (US03770DAD57) | 0.28 | 0.73 | 0.1237 | -0.0042 | |||||
| US92840VAQ59 / Vistra Operations Co. LLC | 0.27 | 2.24 | 0.1234 | -0.0023 | |||||
| US3140QQPB54 / Fannie Mae Pool | 0.27 | -3.55 | 0.1223 | -0.0099 | |||||
| ConocoPhillips Co / DBT (US20826FBL94) | 0.27 | 0.75 | 0.1212 | -0.0038 | |||||
| US3133KYWF23 / Freddie Mac Pool | 0.27 | -1.84 | 0.1200 | -0.0072 | |||||
| United States Treasury Note/Bond / DBT (US912810UD80) | 0.27 | -2.21 | 0.1193 | -0.0078 | |||||
| Rogers Communications Inc / DBT (US775109DF56) | 0.27 | 1.92 | 0.1192 | -0.0025 | |||||
| US3132E0DY51 / Freddie Mac Pool | 0.27 | -2.21 | 0.1190 | -0.0078 | |||||
| US29379VCD38 / Enterprise Products Operating LLC | 0.26 | 1.15 | 0.1187 | -0.0036 | |||||
| US251526CU14 / DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 | 0.26 | 0.77 | 0.1174 | -0.0041 | |||||
| Citibank NA / DBT (US17325FBG28) | 0.26 | 1.17 | 0.1170 | -0.0032 | |||||
| US31418EHF07 / Fannie Mae Pool | 0.26 | -1.53 | 0.1159 | -0.0071 | |||||
| US3140QNUY61 / Fannie Mae Pool | 0.25 | -2.31 | 0.1141 | -0.0077 | |||||
| US31418D3N02 / Fannie Mae Pool | 0.25 | -2.70 | 0.1135 | -0.0078 | |||||
| US20754LAB53 / Fannie Mae Connecticut Avenue Securities | 0.25 | 0.00 | 0.1132 | -0.0048 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.25 | -1.19 | 0.1120 | -0.0063 | |||||
| US03740LAF94 / Aon Corp. | 0.25 | 1.22 | 0.1117 | -0.0031 | |||||
| US3132DWFF59 / Freddie Mac Pool | 0.24 | -2.41 | 0.1095 | -0.0073 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.24 | -2.08 | 0.1058 | -0.0068 | |||||
| United States Treasury Note/Bond / DBT (US912810UL07) | 0.23 | 0.1038 | 0.1038 | ||||||
| US032095AL53 / Amphenol Corp | 0.23 | 1.79 | 0.1023 | -0.0021 | |||||
| US29364GAL77 / ENTERGY CORP NEW 2.8% 06/15/2030 | 0.22 | 2.36 | 0.0975 | -0.0020 | |||||
| US3132DVKT16 / UMBS Pool | 0.21 | -2.74 | 0.0957 | -0.0071 | |||||
| US47233WBM01 / Jefferies Financial Group, Inc. | 0.21 | 0.97 | 0.0936 | -0.0029 | |||||
| US3136ASNS18 / Federal National Mortgage Association Agency REMIC/CMO | 0.21 | -5.45 | 0.0934 | -0.0097 | |||||
| US345397D260 / Ford Motor Credit Co LLC | 0.20 | -0.49 | 0.0911 | -0.0040 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.20 | 1.01 | 0.0904 | -0.0028 | |||||
| US1248EPCP61 / CCO Holdings LLC / CCO Holdings Capital Corp | 0.20 | 8.11 | 0.0900 | 0.0034 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.20 | 0.00 | 0.0898 | -0.0041 | |||||
| US31418EJ687 / Federal National Mortgage Association (FNMA) | 0.20 | -84.27 | 0.0884 | -0.4947 | |||||
| United States Treasury Note/Bond / DBT (US912810UA42) | 0.19 | -3.00 | 0.0873 | -0.0066 | |||||
| US3132AAJQ85 / Freddie Mac Pool | 0.19 | -4.52 | 0.0853 | -0.0079 | |||||
| Rocket Cos Inc / DBT (US77311WAB72) | 0.19 | 0.0851 | 0.0851 | ||||||
| US3133KPR341 / Freddie Mac Pool | 0.19 | -3.08 | 0.0851 | -0.0064 | |||||
| US037735DA25 / Appalachian Power Co., Series BB | 0.19 | 1.65 | 0.0833 | -0.0019 | |||||
| US05369AAA97 / Aviation Capital Group LLC | 0.19 | 1.09 | 0.0832 | -0.0027 | |||||
| US693475BU84 / PNC Financial Services Group Inc/The | 0.18 | 1.10 | 0.0829 | -0.0025 | |||||
| US92328MAC73 / Venture Global Calcasieu Pass LLC | 0.18 | 1.67 | 0.0825 | -0.0021 | |||||
| US3140XFU740 / Fannie Mae Pool | 0.18 | -3.17 | 0.0825 | -0.0059 | |||||
| US31418DXK35 / Fannie Mae Pool | 0.18 | -2.14 | 0.0823 | -0.0054 | |||||
| US3132DPCK21 / Freddie Mac Pool | 0.18 | -3.21 | 0.0815 | -0.0063 | |||||
| US36179XFJ00 / Ginnie Mae II Pool | 0.18 | -3.74 | 0.0812 | -0.0064 | |||||
| US3140XK2J88 / Fannie Mae Pool | 0.18 | -1.13 | 0.0786 | -0.0044 | |||||
| US31418EPB01 / Fannie Mae Pool | 0.18 | -2.23 | 0.0786 | -0.0056 | |||||
| US097023DG73 / Boeing Co/The | 0.17 | 0.58 | 0.0774 | -0.0027 | |||||
| US36179WVV70 / GINNIE MAE II POOL G2 MA7828 | 0.17 | -3.41 | 0.0767 | -0.0058 | |||||
| US3137BS3Q42 / Federal Home Loan Mortgage Corp. Agency REMIC/CMO | 0.17 | -3.41 | 0.0766 | -0.0060 | |||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | 0.17 | 0.0765 | 0.0765 | ||||||
| US31418DY712 / Fannie Mae Pool | 0.17 | -1.79 | 0.0745 | -0.0043 | |||||
| United States Treasury Note/Bond / DBT (US91282CND91) | 0.17 | 0.0742 | 0.0742 | ||||||
| Ginnie Mae II Pool / ABS-MBS (US3622AC5Q96) | 0.16 | -6.86 | 0.0735 | -0.0087 | |||||
| US677050AN64 / Oglethorpe Power Corp | 0.16 | 0.00 | 0.0735 | -0.0031 | |||||
| US314382AA01 / Fells Point Funding Trust | 0.16 | 1.26 | 0.0725 | -0.0023 | |||||
| US084659BC45 / Berkshire Hathaway Energy Co | 0.16 | 0.00 | 0.0717 | -0.0030 | |||||
| Midcontinent Communications / DBT (US59565XAD21) | 0.16 | 4.64 | 0.0714 | 0.0003 | |||||
| US31418ED805 / Fannie Mae Pool | 0.16 | -2.47 | 0.0712 | -0.0050 | |||||
| US29273VAS97 / Energy Transfer LP | 0.16 | 0.64 | 0.0708 | -0.0025 | |||||
| US31418EW714 / Fannie Mae Pool | 0.16 | -4.85 | 0.0706 | -0.0071 | |||||
| US82967NBG25 / SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125 | 0.16 | 3.31 | 0.0704 | -0.0003 | |||||
| US3140QQQY49 / Fannie Mae Pool | 0.16 | -2.52 | 0.0700 | -0.0045 | |||||
| U.S. TREASURY BOND / DIR (000000000) | 0.15 | 0.0690 | 0.0690 | ||||||
| US30251GBD88 / FMG Resources August 2006 Pty. Ltd. | 0.15 | 2.03 | 0.0683 | -0.0011 | |||||
| US09261HAC16 / Blackstone Private Credit Fund | 0.15 | 0.0679 | 0.0679 | ||||||
| US61747YEX94 / Morgan Stanley | 0.15 | -0.66 | 0.0677 | -0.0031 | |||||
| Connecticut Avenue Securities Trust 2025-R04 / ABS-MBS (US20755TAC53) | 0.15 | 0.0674 | 0.0674 | ||||||
| US3140XDPP54 / FN FM9429 | 0.15 | -2.61 | 0.0671 | -0.0047 | |||||
| Amentum Holdings Inc / DBT (US02352BAA35) | 0.15 | 4.93 | 0.0671 | 0.0003 | |||||
| Accenture Capital Inc / DBT (US00440KAB98) | 0.15 | 1.36 | 0.0669 | -0.0022 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 0.15 | 0.00 | 0.0668 | -0.0028 | |||||
| Resideo Funding Inc / DBT (US76119LAD38) | 0.15 | 2.78 | 0.0668 | -0.0009 | |||||
| US70932MAD92 / PennyMac Financial Services Inc | 0.15 | 0.0666 | 0.0666 | ||||||
| US06051GLS65 / Bank of America Corp | 0.15 | 0.00 | 0.0664 | -0.0024 | |||||
| Leidos Inc / DBT (US52532XAL91) | 0.15 | 65.17 | 0.0662 | 0.0242 | |||||
| BBD.A / Bombardier Inc. | 0.15 | 5.00 | 0.0661 | 0.0003 | |||||
| US3133KPZK73 / Freddie Mac Pool | 0.15 | -7.01 | 0.0660 | -0.0076 | |||||
| US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 | 0.15 | 0.0652 | 0.0652 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.14 | 0.70 | 0.0645 | -0.0020 | |||||
| US431318AZ78 / Hilcorp Energy I LP | 0.14 | 2.14 | 0.0644 | -0.0013 | |||||
| S1RE34 / Sempra - Depositary Receipt (Common Stock) | 0.14 | 0.00 | 0.0641 | -0.0026 | |||||
| US3140XLYF97 / Fannie Mae Pool | 0.14 | -2.78 | 0.0631 | -0.0042 | |||||
| US29279FAA75 / Energy Transfer Operating LP | 0.14 | -0.72 | 0.0621 | -0.0029 | |||||
| US35564K3F46 / Freddie Mac Stacr Remic Trust 2023-Hqa3 | 0.14 | -2.14 | 0.0618 | -0.0038 | |||||
| US3140QEKE19 / Fannie Mae Pool | 0.14 | -2.84 | 0.0616 | -0.0044 | |||||
| CLF / Cleveland-Cliffs Inc. | 0.14 | -2.16 | 0.0615 | -0.0037 | |||||
| TransDigm Inc / DBT (US893647BY22) | 0.14 | 0.0608 | 0.0608 | ||||||
| US161175BY99 / CHARTER COMM OPER LLC/CAP CORP 3.85% 04/01/2061 | 0.13 | -18.29 | 0.0605 | -0.0163 | |||||
| US05565QDV77 / COMPANY GUAR 12/99 VAR | 0.13 | 3.88 | 0.0602 | -0.0004 | |||||
| US3137H9C983 / Federal Home Loan Mortgage Corporation Multifamily Structured Pass Through Certificates | 0.13 | 0.0602 | 0.0602 | ||||||
| US91159HJP64 / US Bancorp | 0.13 | -0.75 | 0.0601 | -0.0027 | |||||
| US3132DNCD30 / Freddie Mac Pool | 0.13 | -3.62 | 0.0601 | -0.0046 | |||||
| US853496AG21 / Standard Industries Inc/NJ | 0.13 | 2.34 | 0.0591 | -0.0009 | |||||
| US3140QQUN38 / Fannie Mae Pool | 0.13 | -2.24 | 0.0590 | -0.0040 | |||||
| US29250NBR52 / Enbridge Inc | 0.13 | 0.78 | 0.0582 | -0.0018 | |||||
| Burlington Northern Santa Fe LLC / DBT (US12189LBM28) | 0.13 | 0.0578 | 0.0578 | ||||||
| US11135FBQ37 / Broadcom Inc | 0.13 | 0.79 | 0.0577 | -0.0018 | |||||
| US3133B0SH75 / FNCL UMBS 2.5 QD3220 12-01-51 | 0.13 | -3.05 | 0.0573 | -0.0040 | |||||
| Ford Credit Auto Owner Trust 2024-B / ABS-O (US34531QAD16) | 0.13 | 0.00 | 0.0568 | -0.0023 | |||||
| US00206RKJ04 / AT&T Inc | 0.13 | -0.79 | 0.0563 | -0.0028 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.12 | 0.0559 | 0.0559 | ||||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.12 | 0.0556 | 0.0556 | ||||||
| WHITE CAP BUYER LLC / LON (US96350TAH32) | 0.12 | 1.65 | 0.0556 | -0.0011 | |||||
| US36179WTZ13 / GINNIE MAE II POOL P#MA7768 3.00000000 | 0.12 | -3.15 | 0.0553 | -0.0042 | |||||
| US3133KPZH45 / Freddie Mac Pool | 0.12 | -3.91 | 0.0553 | -0.0048 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.12 | -7.58 | 0.0551 | -0.0067 | |||||
| US29273VAN01 / Energy Transfer LP | 0.12 | 0.00 | 0.0543 | -0.0019 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.12 | -1.64 | 0.0542 | -0.0034 | |||||
| US064058AH32 / BANK NEW YORK MELLON CORP 4.7%/VAR PERP | 0.12 | -49.15 | 0.0539 | -0.0556 | |||||
| US852060AD48 / Sprint Capital Corp 6.875% Notes 11/15/2028 | 0.12 | 0.85 | 0.0530 | -0.0019 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.12 | 0.86 | 0.0529 | -0.0016 | |||||
| US31418EB908 / FNMA UMBS, 30 Year | 0.12 | -2.50 | 0.0528 | -0.0035 | |||||
| Accenture Capital Inc / DBT (US00440KAD54) | 0.12 | 0.87 | 0.0525 | -0.0018 | |||||
| HCA Inc / DBT (US404121AK12) | 0.12 | 1.75 | 0.0521 | -0.0012 | |||||
| Henneman Trust / DBT (US425911AA21) | 0.12 | 0.0519 | 0.0519 | ||||||
| AMWINS GROUP INC / LON (US03234TBA51) | 0.11 | 0.88 | 0.0515 | -0.0018 | |||||
| UNPD / Union Pacific Corporation - Depositary Receipt (Common Stock) | 0.11 | -0.87 | 0.0514 | -0.0026 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.11 | 1.80 | 0.0510 | -0.0013 | |||||
| US68389XBX21 / ORACLE CORP SR UNSECURED 04/50 3.6 | 0.11 | 0.90 | 0.0506 | -0.0017 | |||||
| US31418ES688 / FNCL UMBS 6.0 MA5040 06-01-53 | 0.11 | -4.27 | 0.0506 | -0.0043 | |||||
| Mars Inc / DBT (US571676AY11) | 0.11 | 0.91 | 0.0501 | -0.0017 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.92 | 0.0494 | -0.0018 | |||||
| US3140XLWD67 / Fannie Mae Pool | 0.11 | -2.70 | 0.0487 | -0.0033 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0483 | 0.0483 | ||||||
| US88632QAE35 / Picard Midco, Inc. | 0.11 | 3.92 | 0.0476 | -0.0002 | |||||
| US3140QQSQ96 / Fannie Mae Pool | 0.11 | -4.55 | 0.0475 | -0.0041 | |||||
| US925650AC72 / VICI Properties LP | 0.11 | 0.96 | 0.0474 | -0.0013 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 0.11 | 0.0473 | 0.0473 | ||||||
| Blackstone Reg Finance Co LLC / DBT (US092914AA83) | 0.10 | 0.97 | 0.0470 | -0.0015 | |||||
| Constellation Energy Generation LLC / DBT (US210385AF78) | 0.10 | 0.99 | 0.0462 | -0.0011 | |||||
| Frontier Issuer LLC / ABS-O (US35910EAK01) | 0.10 | -0.97 | 0.0462 | -0.0020 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAF33) | 0.10 | 0.00 | 0.0456 | -0.0017 | |||||
| US3137HB2L74 / FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES | 0.10 | 0.0453 | 0.0453 | ||||||
| NUE / Nucor Corporation - Depositary Receipt (Common Stock) | 0.10 | 2.04 | 0.0451 | -0.0011 | |||||
| US92343VFU35 / Verizon Communications 4.862%, due 08/21/2046 | 0.10 | 0.00 | 0.0448 | -0.0018 | |||||
| SVB Financial Trust / EP (US78500B2051) | 0.00 | 0.00 | 0.10 | 7.78 | 0.0438 | 0.0016 | |||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 0.10 | 0.00 | 0.0433 | -0.0017 | |||||
| Mars Inc / DBT (US571676BA26) | 0.10 | 1.05 | 0.0432 | -0.0015 | |||||
| COTIVITI INC / LON (US22164MAF41) | 0.10 | 1.06 | 0.0430 | -0.0012 | |||||
| US31418EE308 / Fannie Mae Pool | 0.10 | -2.06 | 0.0429 | -0.0027 | |||||
| US04686JAE10 / Athene Holding Ltd | 0.10 | -1.04 | 0.0428 | -0.0022 | |||||
| STONEPEAK NILE PARENT / LON (US86184XAB01) | 0.10 | 1.06 | 0.0428 | -0.0015 | |||||
| US61747YFH36 / Morgan Stanley | 0.10 | 0.00 | 0.0428 | -0.0016 | |||||
| QUIKRETE HOLDING 01/30/32 / LON (US74839XAL38) | 0.09 | 0.00 | 0.0425 | -0.0015 | |||||
| US08163NBQ79 / Benchmark 2022-B32 Mortgage Trust | 0.09 | -4.08 | 0.0425 | -0.0036 | |||||
| AMAZON HOLDCO INC / LON (US02351XAB47) | 0.09 | -2.08 | 0.0425 | -0.0029 | |||||
| US446150BC73 / Huntington Bancshares Inc/OH | 0.09 | 1.08 | 0.0424 | -0.0014 | |||||
| Bunge Ltd Finance Corp / DBT (US120568BE94) | 0.09 | 0.00 | 0.0422 | -0.0015 | |||||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 0.09 | 0.00 | 0.0419 | -0.0020 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.09 | 0.0414 | 0.0414 | ||||||
| US61747YEV39 / Morgan Stanley | 0.09 | 0.00 | 0.0412 | -0.0016 | |||||
| DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock) | 0.09 | 0.0408 | 0.0408 | ||||||
| T-Mobile USA Inc / DBT (US87264ADU60) | 0.09 | 0.00 | 0.0404 | -0.0020 | |||||
| US29250NBC83 / Enbridge Inc | 0.09 | 2.30 | 0.0403 | -0.0004 | |||||
| US29364GAK94 / ENTERGY CORP NEW 3.75% 06/15/2050 | 0.09 | 0.00 | 0.0402 | -0.0015 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0.09 | 1.15 | 0.0398 | -0.0012 | |||||
| US06539VAW81 / BANK 2022-BNK39 | 0.09 | 2.35 | 0.0394 | -0.0004 | |||||
| US06541LBU98 / BANK 2022-BNK40 | 0.09 | 1.16 | 0.0393 | -0.0011 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.09 | 0.00 | 0.0390 | -0.0016 | |||||
| CAT / Caterpillar Inc. - Depositary Receipt (Common Stock) | 0.09 | 0.0389 | 0.0389 | ||||||
| US670001AE60 / Novelis Corp | 0.09 | 2.38 | 0.0388 | -0.0005 | |||||
| LIGHTNING POWER LLC / LON (US53229LAB36) | 0.08 | 1.20 | 0.0377 | -0.0013 | |||||
| US3140MB6X54 / Fannie Mae Pool | 0.08 | -2.35 | 0.0374 | -0.0026 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.08 | 0.0370 | 0.0370 | ||||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 0.08 | 1.23 | 0.0368 | -0.0013 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.08 | 0.00 | 0.0368 | -0.0013 | |||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 0.08 | 1.25 | 0.0367 | -0.0011 | |||||
| US3140XGUS69 / FANNIE MAE POOL FN FS1492 | 0.08 | -5.81 | 0.0367 | -0.0036 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.08 | 0.00 | 0.0366 | -0.0013 | |||||
| Woodside Finance Ltd / DBT (US980236AU78) | 0.08 | 0.0366 | 0.0366 | ||||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.08 | 1.25 | 0.0366 | -0.0012 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.08 | 0.00 | 0.0365 | -0.0014 | |||||
| US08163NBP96 / Benchmark 2022-B32 Mortgage Trust | 0.08 | -1.23 | 0.0363 | -0.0016 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.08 | 1.27 | 0.0363 | -0.0008 | |||||
| UWM Holdings LLC / DBT (US903522AA85) | 0.08 | 1.27 | 0.0360 | -0.0012 | |||||
| US31418ED722 / Fannie Mae Pool | 0.08 | -2.50 | 0.0355 | -0.0024 | |||||
| US3140XH5W35 / Fannie Mae Pool | 0.08 | -2.50 | 0.0353 | -0.0021 | |||||
| US143658BQ44 / Carnival Corp | 0.08 | 2.63 | 0.0352 | -0.0006 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.08 | 0.00 | 0.0351 | -0.0014 | |||||
| Aviation Capital Group LLC / DBT (US05369AAQ40) | 0.08 | 1.33 | 0.0343 | -0.0011 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.08 | 1.33 | 0.0343 | -0.0012 | |||||
| UNPD / Union Pacific Corporation - Depositary Receipt (Common Stock) | 0.08 | 1.33 | 0.0343 | -0.0011 | |||||
| HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) | 0.08 | 0.00 | 0.0341 | -0.0011 | |||||
| Enterprise Products Operating LLC / DBT (US29379VCK70) | 0.08 | 0.0339 | 0.0339 | ||||||
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co / DBT (US472140AE22) | 0.08 | 0.0337 | 0.0337 | ||||||
| DRAGON BUYER INC / LON (US26143FAB58) | 0.08 | 1.35 | 0.0337 | -0.0011 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.07 | -2.63 | 0.0336 | -0.0020 | |||||
| Mars Inc / DBT (US571676BC81) | 0.07 | 0.00 | 0.0336 | -0.0015 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 0.07 | 1.39 | 0.0331 | -0.0008 | |||||
| US3132DWGG24 / FHLG 30YR 5% 02/01/2053# | 0.07 | -2.70 | 0.0327 | -0.0022 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.07 | 0.0324 | 0.0324 | ||||||
| US30303M8H84 / Meta Platforms, Inc. | 0.07 | 0.0324 | 0.0324 | ||||||
| BK / The Bank of New York Mellon Corporation - Depositary Receipt (Common Stock) | 0.07 | 1.41 | 0.0324 | -0.0013 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.07 | 1.43 | 0.0323 | -0.0008 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.07 | 0.0322 | 0.0322 | ||||||
| ConocoPhillips Co / DBT (US20826FBM77) | 0.07 | -1.39 | 0.0320 | -0.0019 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.07 | 0.0320 | 0.0320 | ||||||
| US377320AA45 / Glatfelter Corp | 0.07 | -4.11 | 0.0318 | -0.0024 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.00 | 0.0317 | -0.0012 | |||||
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co / DBT (US472140AG79) | 0.07 | 0.0316 | 0.0316 | ||||||
| US3140XDRM06 / Fannie Mae Pool | 0.07 | -2.78 | 0.0315 | -0.0022 | |||||
| US91159HJK77 / US Bancorp | 0.07 | 0.00 | 0.0307 | -0.0011 | |||||
| US 2YR NOTE (CBT) / DIR (000000000) | 0.07 | 0.0306 | 0.0306 | ||||||
| Celanese US Holdings LLC / DBT (US15089QBA13) | 0.07 | 3.08 | 0.0304 | -0.0000 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.07 | 1.52 | 0.0303 | -0.0008 | |||||
| US69120VAU52 / BLUE OWL CREDIT 7.75 1/29 | 0.07 | 0.0300 | 0.0300 | ||||||
| MIDCONTINENT COMMUNICATIONS / LON (US59565TAM18) | 0.07 | 0.00 | 0.0300 | -0.0012 | |||||
| US677050AQ95 / OGLETHORPE POWER CORPORATION | 0.07 | -1.49 | 0.0298 | -0.0017 | |||||
| VZ / Verizon Communications Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.0294 | 0.0294 | ||||||
| Mars Inc / DBT (US571676BB09) | 0.07 | 0.00 | 0.0293 | -0.0012 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.06 | 0.0291 | 0.0291 | ||||||
| JUNE PURCHASER LLC / LON (US48171UAB17) | 0.06 | 0.00 | 0.0289 | -0.0012 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.06 | 0.00 | 0.0288 | -0.0014 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0287 | -0.0010 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.06 | 1.64 | 0.0280 | -0.0007 | |||||
| Aon North America Inc / DBT (US03740MAC47) | 0.06 | 1.64 | 0.0279 | -0.0008 | |||||
| US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 | 0.06 | 0.00 | 0.0278 | -0.0016 | |||||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0276 | -0.0009 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.06 | 1.67 | 0.0276 | -0.0009 | |||||
| D1OM34 / Dominion Energy, Inc. - Depositary Receipt (Common Stock) | 0.06 | 3.39 | 0.0274 | -0.0005 | |||||
| NGL Energy Operating LLC / NGL Energy Finance Corp / DBT (US62922LAD01) | 0.06 | 0.00 | 0.0270 | -0.0011 | |||||
| CAT / Caterpillar Inc. - Depositary Receipt (Common Stock) | 0.06 | 0.0269 | 0.0269 | ||||||
| US3132DPK491 / Freddie Mac Pool | 0.06 | -4.84 | 0.0268 | -0.0023 | |||||
| US31418ET678 / Fannie Mae Pool | 0.06 | -3.33 | 0.0263 | -0.0018 | |||||
| 30064K105 / Exacttarget, Inc. | 0.06 | 0.00 | 0.0257 | -0.0012 | |||||
| Bank of America Corp / DBT (US06055HAH66) | 0.06 | 0.0256 | 0.0256 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.06 | 0.0256 | 0.0256 | ||||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0255 | -0.0007 | |||||
| Quikrete Holdings Inc / DBT (US74843PAA84) | 0.06 | 1.82 | 0.0254 | -0.0005 | |||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 0.06 | 0.0251 | 0.0251 | ||||||
| 081437AG0 / Bemis Inc Notes 5.65% 08/01/14 | 0.06 | 0.00 | 0.0251 | -0.0008 | |||||
| US04685A3C32 / Athene Global Funding | 0.06 | 1.85 | 0.0249 | -0.0007 | |||||
| LLY / Eli Lilly and Company - Depositary Receipt (Common Stock) | 0.06 | 0.00 | 0.0249 | -0.0012 | |||||
| US00912XBF06 / Air Lease Corp. | 0.06 | 1.85 | 0.0249 | -0.0008 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.06 | 1.85 | 0.0248 | -0.0008 | |||||
| ICON PARENT INC / LON (000000000) | 0.06 | 0.0248 | 0.0248 | ||||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NJA28) | 0.06 | 0.0247 | 0.0247 | ||||||
| US31418EU817 / Fannie Mae Pool | 0.05 | -1.82 | 0.0245 | -0.0016 | |||||
| US29365BAA17 / ENTG 4 3/4 04/15/29 | 0.05 | 1.89 | 0.0244 | -0.0004 | |||||
| US733174AL01 / Popular Inc | 0.05 | 3.92 | 0.0239 | -0.0004 | |||||
| ALLIANCE LAUNDRY SYSTEMS LLC / LON (US01862LBA52) | 0.05 | 1.96 | 0.0234 | -0.0009 | |||||
| US3132DWFG33 / Freddie Mac Pool | 0.05 | -1.89 | 0.0234 | -0.0014 | |||||
| SYY / Sysco Corporation - Depositary Receipt (Common Stock) | 0.05 | 2.00 | 0.0230 | -0.0007 | |||||
| S1TT34 / State Street Corporation - Depositary Receipt (Common Stock) | 0.05 | 0.0229 | 0.0229 | ||||||
| Enterprise Products Operating LLC / DBT (US29379VCG68) | 0.05 | 0.00 | 0.0224 | -0.0007 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.05 | 0.00 | 0.0223 | -0.0009 | |||||
| A-AP BUYER INC / LON (US00036FAB04) | 0.05 | 0.00 | 0.0223 | -0.0011 | |||||
| US00206RAG74 / At&t Inc. 6.3% Notes 1/15/38 | 0.05 | 0.00 | 0.0218 | -0.0011 | |||||
| Enterprise Products Operating LLC / DBT (US29379VCH42) | 0.05 | 0.00 | 0.0217 | -0.0010 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.05 | 2.17 | 0.0213 | -0.0006 | |||||
| US04686JAD37 / Athene Holding Ltd | 0.05 | 0.00 | 0.0207 | -0.0011 | |||||
| US31418EHJ29 / Fannie Mae Pool | 0.05 | -4.26 | 0.0206 | -0.0013 | |||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.05 | 0.00 | 0.0206 | -0.0006 | |||||
| US 10YR ULTRA / DIR (000000000) | 0.05 | 0.0205 | 0.0205 | ||||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 0.05 | 0.0205 | 0.0205 | ||||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 0.05 | 0.0204 | 0.0204 | ||||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.04 | 0.00 | 0.0202 | -0.0008 | |||||
| US08163PBM14 / Benchmark 2022-B33 Mortgage Trust | 0.04 | 2.38 | 0.0194 | -0.0002 | |||||
| HPS Corporate Lending Fund / DBT (US40440VAK17) | 0.04 | 0.0192 | 0.0192 | ||||||
| US3132DVLK97 / Freddie Mac Pool | 0.04 | -2.38 | 0.0188 | -0.0013 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.04 | 2.50 | 0.0184 | -0.0005 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0183 | 0.0183 | ||||||
| VICI Properties LP / DBT (US925650AK98) | 0.04 | 2.56 | 0.0181 | -0.0005 | |||||
| US3132DWDR16 / UMBS | 0.04 | -2.50 | 0.0179 | -0.0011 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.04 | 0.00 | 0.0179 | -0.0005 | |||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.00 | 0.0176 | -0.0009 | |||||
| US08163PBN96 / Benchmark 2022-B33 Mortgage Trust | 0.04 | -2.50 | 0.0176 | -0.0013 | |||||
| US06539VBB36 / BANK 2022-BNK39 | 0.04 | 0.00 | 0.0170 | -0.0003 | |||||
| US46647PDY97 / JPMorgan Chase & Co | 0.04 | 0.00 | 0.0166 | -0.0005 | |||||
| JEFFERIES FINANCE LLC / LON (000000000) | 0.04 | 0.0165 | 0.0165 | ||||||
| US87264ADC62 / T-Mobile USA, Inc. | 0.04 | 0.00 | 0.0165 | -0.0006 | |||||
| US316773DJ68 / Fifth Third Bancorp | 0.04 | 0.00 | 0.0164 | -0.0006 | |||||
| Vistra Operations Co LLC / DBT (US92840VAS16) | 0.04 | 2.86 | 0.0163 | -0.0002 | |||||
| US073685AD12 / Beacon Roofing Supply Inc 4.875% 11/01/2025 144a Bond | 0.04 | 0.0162 | 0.0162 | ||||||
| E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) | 0.04 | 0.00 | 0.0161 | -0.0005 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.04 | 0.00 | 0.0161 | -0.0006 | |||||
| GEHC34 / GE HealthCare Technologies Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0161 | 0.0161 | ||||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0161 | 0.0161 | ||||||
| W1BD34 / Warner Bros. Discovery, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0160 | 0.0160 | ||||||
| 69511JD28 / PACIFICORP | 0.04 | 0.00 | 0.0159 | -0.0006 | |||||
| GEHC34 / GE HealthCare Technologies Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0159 | 0.0159 | ||||||
| AZORRA SOAR TLB FINANCE LTD / LON (XAG0754AAB44) | 0.03 | -2.86 | 0.0157 | -0.0008 | |||||
| E1OG34 / EOG Resources, Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.0155 | 0.0155 | ||||||
| VICI / VICI Properties Inc. | 0.03 | 3.03 | 0.0154 | -0.0004 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.03 | 3.03 | 0.0153 | -0.0005 | |||||
| US049560AW50 / Atmos Energy Corp | 0.03 | 0.00 | 0.0153 | -0.0006 | |||||
| US12513GBH11 / CDW LLC / CDW Finance Corp | 0.03 | 0.00 | 0.0150 | -0.0004 | |||||
| HRI / Herc Holdings Inc. | 0.03 | 0.0141 | 0.0141 | ||||||
| USB / U.S. Bancorp - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0139 | -0.0004 | |||||
| T-Mobile USA Inc / DBT (US87264ADS15) | 0.03 | 0.00 | 0.0137 | -0.0004 | |||||
| HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.00 | 0.0137 | -0.0005 | |||||
| US00108WAR16 / AEP Texas Inc | 0.03 | 0.00 | 0.0137 | -0.0004 | |||||
| 69511JD28 / PACIFICORP | 0.03 | -3.45 | 0.0129 | -0.0008 | |||||
| US3133KMJG15 / Freddie Mac Pool | 0.03 | -3.85 | 0.0116 | -0.0008 | |||||
| HRI / Herc Holdings Inc. | 0.02 | 0.0094 | 0.0094 | ||||||
| 67705BA36 / Oglethorpe Power Corp | 0.02 | 0.00 | 0.0092 | -0.0004 | |||||
| 69511JD28 / PACIFICORP | 0.02 | 0.00 | 0.0092 | -0.0004 | |||||
| US3140XGTV18 / Federal National Mortgage Association | 0.02 | -5.00 | 0.0089 | -0.0006 | |||||
| Aon North America Inc / DBT (US03740MAF77) | 0.02 | 0.00 | 0.0089 | -0.0004 | |||||
| US3132DNMY66 / Freddie Mac Pool | 0.02 | -5.26 | 0.0083 | -0.0007 | |||||
| US666807BH45 / Northrop Grumman Corp. | 0.02 | 0.00 | 0.0081 | -0.0003 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.02 | 0.00 | 0.0078 | -0.0005 | |||||
| US ULTRA BOND CBT / DIR (000000000) | 0.02 | 0.0068 | 0.0068 | ||||||
| JUNE PURCHASER LLC / LON (US48171UAD72) | 0.01 | 0.00 | 0.0048 | -0.0002 | |||||
| Celanese US Holdings LLC / DBT (US15089QAZ72) | 0.01 | 14.29 | 0.0037 | -0.0000 | |||||
| United States Treasury Note/Bond / DBT (US91282CLC37) | 0.01 | -99.59 | 0.0023 | -0.5699 | |||||
| US35671DBC83 / Freeport-McMoRan Inc. Bond | 0.00 | -92.16 | 0.0021 | -0.0220 | |||||
| US677050AS51 / OGLETHORPE PWR CORP 4.5% 04/01/2047 | 0.00 | 0.00 | 0.0018 | -0.0001 | |||||
| US911760KG08 / U.S. Department of Veterans Affairs Guaranteed REMIC Pass-Through Certificates Vendee Mortgage Trust Series 1997-1 Class 3A | 0.00 | 0.00 | 0.0010 | -0.0004 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.0002 | 0.0002 | |||||
| US 5YR NOTE (CBT) / DIR (000000000) | -0.15 | -0.0671 | -0.0671 |
