Basic Stats
| Portfolio Value | $ 818,142,130 |
| Current Positions | 386 |
Latest Holdings, Performance, AUM (from 13F, 13D)
MCSAX - MFS Commodity Strategy Fund A has disclosed 386 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 818,142,130 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). MCSAX - MFS Commodity Strategy Fund A’s top holdings are U.S. Treasury Notes (US:US91282CHM64) , UST NOTES 4.875% 11/30/2025 (US:US91282CJL63) , MFS Institutional Money Market Portfolio (US:US55291X1090) , United States Treasury Note/Bond (US:US912828M565) , and US TREASURY N/B 4.625% 11-15-26 (US:US91282CJK80) . MCSAX - MFS Commodity Strategy Fund A’s new positions include U.S. Treasury Notes (US:US91282CHM64) , UST NOTES 4.875% 11/30/2025 (US:US91282CJL63) , United States Treasury Note/Bond (US:US912828M565) , US TREASURY N/B 4.625% 11-15-26 (US:US91282CJK80) , and United States Treasury Note/Bond (US:US91282CHH79) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 55.81 | 6.6931 | 6.6931 | ||
| 30.02 | 3.6004 | 3.6004 | ||
| 23.96 | 2.8735 | 2.8735 | ||
| 58.15 | 6.9736 | 0.4959 | ||
| 51.50 | 6.1762 | 0.4140 | ||
| 3.23 | 0.3871 | 0.3871 | ||
| 3.13 | 0.3750 | 0.3750 | ||
| 3.12 | 0.3736 | 0.3736 | ||
| 3.05 | 0.3656 | 0.3656 | ||
| 2.96 | 0.3548 | 0.3548 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 46.20 | 46.20 | 5.5408 | -3.9273 | |
| 32.74 | 3.9268 | -1.0639 | ||
| -6.30 | -0.7558 | -0.7558 | ||
| -5.86 | -0.7027 | -0.7027 | ||
| -5.10 | -0.6119 | -0.6119 | ||
| -2.35 | -0.2823 | -0.2823 | ||
| -2.24 | -0.2689 | -0.2689 | ||
| -2.24 | -0.2689 | -0.2689 | ||
| -2.17 | -0.2597 | -0.2597 | ||
| -1.92 | -0.2301 | -0.2301 |
13F and Fund Filings
This form was filed on 2025-06-24 for the reporting period 2025-04-30. 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US91282CHM64 / U.S. Treasury Notes | 58.15 | 0.40 | 6.9736 | 0.4959 | |||||
| US3130AK6H44 / Federal Home Loan Banks | 55.81 | 6.6931 | 6.6931 | ||||||
| US91282CJL63 / UST NOTES 4.875% 11/30/2025 | 51.50 | -0.04 | 6.1762 | 0.4140 | |||||
| US55291X1090 / MFS Institutional Money Market Portfolio | 46.20 | -45.41 | 46.20 | -45.43 | 5.5408 | -3.9273 | |||
| US912828M565 / United States Treasury Note/Bond | 33.16 | 0.55 | 3.9769 | 0.2885 | |||||
| US91282CJK80 / US TREASURY N/B 4.625% 11-15-26 | 32.74 | -26.62 | 3.9268 | -1.0639 | |||||
| US91282CHH79 / United States Treasury Note/Bond | 30.85 | 0.42 | 3.6994 | 0.2639 | |||||
| US9128286L99 / United States Treasury Note/Bond | 30.02 | 3.6004 | 3.6004 | ||||||
| US91282CFE66 / United States Treasury Note/Bond | 29.09 | 0.26 | 3.4885 | 0.2437 | |||||
| U.S. Treasury Notes / DBT (US91282CKB62) | 23.96 | 2.8735 | 2.8735 | ||||||
| US097023DG73 / Boeing Co/The | 4.30 | 0.58 | 0.5161 | 0.0375 | |||||
| TCW CLO 2020-1 Ltd / ABS-CBDO (US87190CBL37) | 4.10 | -1.66 | 0.4912 | 0.0254 | |||||
| US693475BK03 / PNC FINANCIAL SERVICES GROUP INC ( | 4.05 | 0.80 | 0.4852 | 0.0362 | |||||
| US11271LAC63 / Brookfield Finance Inc | 3.99 | 0.76 | 0.4782 | 0.0356 | |||||
| US775109CG49 / Rogers Communications, Inc. | 3.94 | 1.05 | 0.4723 | 0.0365 | |||||
| US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 | 3.80 | 1.12 | 0.4561 | 0.0355 | |||||
| US46590XAN66 / CORP. NOTE | 3.74 | 2.07 | 0.4487 | 0.0387 | |||||
| US89115A2S07 / Toronto-Dominion Bank (The) | 3.71 | 0.11 | 0.4454 | 0.0305 | |||||
| US224044CR68 / COX COMMUNICATIONS INC REGD 144A P/P 5.45000000 | 3.52 | 1.67 | 0.4224 | 0.0349 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 3.42 | 49.89 | 0.4105 | 0.1551 | |||||
| US09659W2T04 / BNP Paribas SA | 3.38 | 1.14 | 0.4048 | 0.0315 | |||||
| Sammons Financial Group Global Funding / DBT (US79587J2A00) | 3.37 | 2.40 | 0.4045 | 0.0361 | |||||
| US459506AN18 / CORP. NOTE | 3.33 | 0.67 | 0.3990 | 0.0293 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 3.29 | -0.18 | 0.3949 | 0.0259 | |||||
| EFN / Element Fleet Management Corp. | 3.27 | 0.21 | 0.3923 | 0.0272 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 3.26 | -1.51 | 0.3910 | 0.0209 | |||||
| Dryden 95 CLO Ltd / ABS-CBDO (US262487AL52) | 3.23 | 0.3871 | 0.3871 | ||||||
| US22003BAL09 / Corporate Office Properties LP | 3.20 | 0.50 | 0.3832 | 0.0276 | |||||
| Mars Inc / DBT (US571676AY11) | 3.13 | 0.3750 | 0.3750 | ||||||
| Balboa Bay Loan Funding 2022-1 Ltd / ABS-CBDO (US05766EAN22) | 3.12 | 0.3736 | 0.3736 | ||||||
| CBOM / Credit Bank of Moscow (public joint-stock company) | 3.05 | 0.3656 | 0.3656 | ||||||
| US501889AD16 / LKQ Corp | 3.04 | 0.26 | 0.3644 | 0.0255 | |||||
| US63861VAF40 / Nationwide Building Society | 3.04 | 1.40 | 0.3640 | 0.0292 | |||||
| US55283TAE82 / MF1 Multifamily Housing Mortgage Loan Trust | 3.03 | -0.43 | 0.3635 | 0.0230 | |||||
| US723787AQ06 / Pioneer Natural Resources Co | 3.03 | 2.64 | 0.3635 | 0.0332 | |||||
| US78392BAD91 / SK Hynix Inc | 3.01 | -0.27 | 0.3605 | 0.0235 | |||||
| US55285AAE73 / MF1 2022-FL9 LLC | 2.99 | 0.07 | 0.3586 | 0.0243 | |||||
| Palmer Square Loan Funding 2025-1 Ltd / ABS-CBDO (US69704CAC10) | 2.96 | 0.3548 | 0.3548 | ||||||
| Provident Funding Mortgage Trust 2025-1 / ABS-MBS (US74388NAC02) | 2.93 | 0.3519 | 0.3519 | ||||||
| Rentokil Terminix Funding LLC / DBT (US760130AA26) | 2.93 | 0.3513 | 0.3513 | ||||||
| US034863AR12 / Anglo American Capital PLC | 2.93 | -26.98 | 0.3509 | -0.0972 | |||||
| Angel Oak Mortgage Trust 2024-13 / ABS-MBS (US03466PAA30) | 2.91 | -6.98 | 0.3485 | -0.0008 | |||||
| US23311VAJ61 / DCP Midstream Operating LP | 2.90 | 0.17 | 0.3483 | 0.0241 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 2.86 | -0.28 | 0.3434 | 0.0223 | |||||
| US05635JAA88 / Bacardi Ltd / Bacardi-Martini BV | 2.81 | 25.32 | 0.3366 | 0.0862 | |||||
| US06738EBU82 / Barclays PLC | 2.75 | 0.92 | 0.3300 | 0.0250 | |||||
| US78448TAB89 / SMBC Aviation Capital Finance DAC | 2.75 | 74.90 | 0.3293 | 0.1537 | |||||
| US87276WAE30 / TRTX 2021-FL4 Issuer Ltd | 2.74 | 0.44 | 0.3282 | 0.0235 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2.72 | 0.3264 | 0.3264 | ||||||
| US08576PAF80 / Berry Global Inc | 2.70 | 0.93 | 0.3239 | 0.0246 | |||||
| US808513CG89 / Charles Schwab Corp/The | 2.69 | 0.11 | 0.3231 | 0.0221 | |||||
| US03880XAG16 / Arbor Realty Collateralized Loan Obligation Ltd | 2.68 | -0.11 | 0.3214 | 0.0213 | |||||
| US00135TAC80 / AIB Group PLC | 2.66 | -0.63 | 0.3194 | 0.0196 | |||||
| LoanCore 2025 2025-CRE8 Issuer LLC / ABS-CBDO (US53947FAC59) | 2.65 | -1.45 | 0.3184 | 0.0171 | |||||
| US378272AX69 / Glencore Funding LLC | 2.65 | 0.76 | 0.3175 | 0.0236 | |||||
| US822866AG44 / Shelter Growth CRE Issuer Ltd | 2.65 | 0.15 | 0.3175 | 0.0219 | |||||
| US571903BL69 / Marriott International Inc/MD | 2.64 | 102.30 | 0.3169 | 0.1708 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 2.60 | 1.96 | 0.3121 | 0.0266 | |||||
| US19828AAB35 / Columbia Pipelines Holding Co LLC | 2.60 | 0.35 | 0.3115 | 0.0220 | |||||
| US80007RAK14 / Sands China Ltd | 2.58 | 0.16 | 0.3100 | 0.0214 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 2.58 | 0.00 | 0.3094 | 0.0209 | |||||
| US00217VAE02 / AREIT LLC, Series 2022-CRE7, Class B | 2.57 | -0.12 | 0.3077 | 0.0204 | |||||
| US92660FAK03 / Videotron Ltd | 2.56 | 0.23 | 0.3074 | 0.0214 | |||||
| US05609GAC24 / BXMT 2021-FL4 Ltd | 2.53 | 1.89 | 0.3037 | 0.0257 | |||||
| CABK / CaixaBank, S.A. | 2.52 | 26.48 | 0.3019 | 0.0792 | |||||
| US904678AU32 / UniCredit SpA | 2.50 | 0.73 | 0.2996 | 0.0222 | |||||
| Angel Oak Mortgage Trust 2024-7 / ABS-MBS (US03466CAA27) | 2.49 | -4.92 | 0.2989 | 0.0057 | |||||
| EFN / Element Fleet Management Corp. | 2.49 | 0.2986 | 0.2986 | ||||||
| Glencore Funding LLC / DBT (US378272BZ09) | 2.46 | 0.2956 | 0.2956 | ||||||
| US58003UAE82 / MF1 Multifamily Housing Mortgage Loan Trust, Series 2020-FL4, Class B | 2.44 | 0.16 | 0.2924 | 0.0201 | |||||
| US68269HAC97 / OMFIT_23-2A | 2.36 | 0.72 | 0.2834 | 0.0210 | |||||
| US26884LAQ23 / EQT Corp. | 2.35 | 0.86 | 0.2820 | 0.0212 | |||||
| A2RW34 / Arrow Electronics, Inc. - Depositary Receipt (Common Stock) | 2.34 | 1.04 | 0.2808 | 0.0215 | |||||
| Bain Capital Credit CLO 2021-4 Ltd / ABS-CBDO (US05685AAU25) | 2.31 | -1.71 | 0.2766 | 0.0142 | |||||
| US08576PAH47 / Berry Global Inc | 2.30 | 0.66 | 0.2761 | 0.0202 | |||||
| US78486BAE48 / STWD 2021-FL2 Ltd | 2.28 | -0.09 | 0.2736 | 0.0182 | |||||
| C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) | 2.25 | 0.63 | 0.2702 | 0.0198 | |||||
| OCP CLO 2015-10 Ltd / ABS-CBDO (US67092DBF50) | 2.24 | -1.06 | 0.2689 | 0.0154 | |||||
| US92928QAE89 / WEA Finance LLC | 2.22 | 2.16 | 0.2663 | 0.0232 | |||||
| US86562MCM01 / Sumitomo Mitsui Financial Group Inc | 2.21 | 1.19 | 0.2656 | 0.0208 | |||||
| US37940XAE22 / Global Payments Inc | 2.21 | 0.73 | 0.2650 | 0.0196 | |||||
| US05530QAQ38 / BAT International Finance plc | 2.18 | 69.30 | 0.2620 | 0.1176 | |||||
| US62878U2F87 / NBN Co Ltd | 2.15 | 1.36 | 0.2584 | 0.0207 | |||||
| US808513CD58 / Charles Schwab Corp. (The) | 2.15 | 1.23 | 0.2577 | 0.0203 | |||||
| CBRE Services Inc / DBT (US12505BAH33) | 2.05 | 0.2461 | 0.2461 | ||||||
| US25160PAN78 / Deutsche Bank AG | 2.04 | -0.44 | 0.2447 | 0.0155 | |||||
| COLT 2024-5 Mortgage Loan Trust / ABS-MBS (US19685AAA79) | 2.04 | -5.77 | 0.2447 | 0.0024 | |||||
| US46647PBW59 / JPMorgan Chase & Co | 2.04 | 1.04 | 0.2442 | 0.0188 | |||||
| AU3FN0029609 / AAI Ltd | 2.02 | 1.87 | 0.2421 | 0.0204 | |||||
| US928668BE16 / VOLKSWAGEN GROUP AMER FIN LLC 3.35% 05/13/2025 144A | 2.01 | 0.40 | 0.2414 | 0.0171 | |||||
| Provident Funding Mortgage Trust 2024-1 / ABS-MBS (US74389BAC54) | 2.01 | -4.15 | 0.2412 | 0.0065 | |||||
| ENB.PRN / Enbridge Inc. - Preferred Security | 2.01 | 0.40 | 0.2405 | 0.0171 | |||||
| Suntory Holdings Ltd / DBT (US86803UAE10) | 2.00 | 1.47 | 0.2401 | 0.0195 | |||||
| Sun Communities Operating LP / DBT (US866677AK36) | 1.98 | 1.80 | 0.2379 | 0.0199 | |||||
| Consolidated Edison Co of New York Inc / DBT (US209111GL10) | 1.98 | -0.75 | 0.2374 | 0.0142 | |||||
| G1PC34 / Genuine Parts Company - Depositary Receipt (Common Stock) | 1.95 | 1.14 | 0.2344 | 0.0182 | |||||
| US26244QAQ64 / Dryden 49 Senior Loan Fund | 1.95 | -0.15 | 0.2335 | 0.0154 | |||||
| US92660FAN42 / Videotron Ltd | 1.93 | 1.64 | 0.2309 | 0.0191 | |||||
| US06675FBA49 / Banque Federative du Credit Mutuel SA | 1.92 | 0.10 | 0.2300 | 0.0157 | |||||
| US3137B2BP40 / Freddie Mac REMICS | 1.90 | -2.26 | 0.2281 | 0.0105 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 1.90 | 41.61 | 0.2278 | 0.0777 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 1.87 | 0.2242 | 0.2242 | ||||||
| US55608JAR95 / Macquarie Group Ltd | 1.86 | 0.98 | 0.2231 | 0.0171 | |||||
| US902613AU26 / UBS Group AG | 1.85 | -0.16 | 0.2214 | 0.0147 | |||||
| Penske Truck Leasing Co Lp / PTL Finance Corp / DBT (US709599BZ68) | 1.84 | 0.99 | 0.2202 | 0.0168 | |||||
| Angel Oak Mortgage Trust 2024-9 / ABS-MBS (US03466JAA79) | 1.82 | -4.30 | 0.2187 | 0.0056 | |||||
| US21871XAD12 / CORP. NOTE | 1.81 | 1.06 | 0.2171 | 0.0168 | |||||
| US00500RAC97 / ACREC 2021-FL1 Ltd | 1.80 | -0.61 | 0.2158 | 0.0132 | |||||
| OBX 2024-NQM11 Trust / ABS-MBS (US67119EAA47) | 1.78 | -6.46 | 0.2138 | 0.0007 | |||||
| 2914 / Japan Tobacco Inc. | 1.78 | 0.2129 | 0.2129 | ||||||
| Molex Electronic Technologies LLC / DBT (US60856BAE48) | 1.77 | 0.2127 | 0.2127 | ||||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 1.77 | 0.57 | 0.2126 | 0.0155 | |||||
| LoanCore 2025 2025-CRE8 Issuer LLC / ABS-CBDO (US53947FAA93) | 1.77 | -0.90 | 0.2125 | 0.0126 | |||||
| US682696AA77 / OneMain Financial Issuance Trust 2020-2 | 1.76 | 0.74 | 0.2116 | 0.0157 | |||||
| US49130NGL73 / Kentucky Higher Education Student Loan Corp | 1.76 | 1.91 | 0.2116 | 0.0179 | |||||
| US031162DN74 / Amgen Inc | 1.76 | 0.00 | 0.2109 | 0.0142 | |||||
| US34706CAC38 / FORT CRE 2022-FL3 Issuer LLC | 1.75 | 0.75 | 0.2100 | 0.0156 | |||||
| US53947XAE22 / LoanCore 2021-CRE5 Issuer Ltd | 1.74 | -0.46 | 0.2092 | 0.0132 | |||||
| US65249BAA70 / News Corp | 1.71 | 0.2049 | 0.2049 | ||||||
| US778296AF07 / Ross Stores, Inc. | 1.69 | 1.02 | 0.2025 | 0.0155 | |||||
| US65339KBS87 / NextEra Energy Capital Holdings Inc | 1.69 | -0.18 | 0.2022 | 0.0132 | |||||
| GMF Floorplan Owner Revolving Trust / ABS-O (US361886DR27) | 1.69 | -0.65 | 0.2021 | 0.0123 | |||||
| US03880RAC34 / Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 1.68 | -0.24 | 0.2019 | 0.0132 | |||||
| US281020AU14 / Edison International | 1.68 | 0.18 | 0.2018 | 0.0139 | |||||
| New Residential Mortgage Loan Trust 2024-NQM1 / ABS-MBS (US64828DAA54) | 1.68 | -7.85 | 0.2013 | -0.0023 | |||||
| US03880RAE99 / Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 1.68 | 0.12 | 0.2011 | 0.0137 | |||||
| US86562MCA62 / Sumitomo Mitsui Financial Group Inc | 1.67 | 0.79 | 0.1997 | 0.0149 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.66 | 30.04 | 0.1989 | 0.0562 | |||||
| US50212YAD67 / LPL Holdings Inc | 1.65 | 1.48 | 0.1975 | 0.0160 | |||||
| US378272BD96 / Glencore Funding LLC | 1.63 | 0.81 | 0.1949 | 0.0145 | |||||
| Penske Truck Leasing Co Lp / PTL Finance Corp / DBT (US709599BY93) | 1.62 | 0.31 | 0.1938 | 0.0135 | |||||
| US05401AAR23 / Avolon Holdings Funding Ltd | 1.61 | 0.88 | 0.1931 | 0.0145 | |||||
| LPL Holdings Inc / DBT (US50212YAJ38) | 1.61 | 0.50 | 0.1925 | 0.0138 | |||||
| US694308KL02 / Pacific Gas and Electric Co | 1.60 | 1.84 | 0.1924 | 0.0163 | |||||
| 3690 / Meituan | 1.57 | 1.36 | 0.1882 | 0.0150 | |||||
| US29278GAZ19 / Enel Finance International NV | 1.55 | -0.71 | 0.1856 | 0.0112 | |||||
| COLT 2024-3 Mortgage Loan Trust / ABS-MBS (US19688VAA89) | 1.54 | -5.63 | 0.1849 | 0.0022 | |||||
| US846031AS15 / Southwick Park CLO LLC | 1.53 | -0.26 | 0.1831 | 0.0119 | |||||
| US88032WAT36 / Tencent Holdings Ltd | 1.52 | 1.00 | 0.1826 | 0.0140 | |||||
| Mars Inc / DBT (US571676AX38) | 1.49 | 0.1786 | 0.1786 | ||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust / DBT (US00774MBG96) | 1.48 | 0.00 | 0.1778 | 0.0120 | |||||
| US29449WAA53 / Equitable Financial Life Global Funding | 1.48 | 0.68 | 0.1770 | 0.0131 | |||||
| US12434LAE48 / BXMT 2020-FL2 LTD | 1.46 | -0.95 | 0.1755 | 0.0102 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.43 | 0.1712 | 0.1712 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 1.43 | 0.1709 | 0.1709 | ||||||
| Rio Tinto Finance USA PLC / DBT (US76720AAS50) | 1.42 | 0.1702 | 0.1702 | ||||||
| US055983AA86 / BSPRT 2022-FL8 Issuer Ltd | 1.41 | -10.68 | 0.1695 | -0.0074 | |||||
| US00500RAE53 / ACREC 2021-FL1 Ltd | 1.40 | 1.16 | 0.1681 | 0.0131 | |||||
| US29449WAP23 / EQUITABLE FINANCIAL LIFE GLOBAL FU | 1.38 | -0.22 | 0.1660 | 0.0109 | |||||
| US161175CM43 / Charter Communications Operating LLC / Charter Communications Operating Capital | 1.38 | 0.00 | 0.1658 | 0.0112 | |||||
| US14040HDB87 / Capital One Financial Corp | 1.35 | -0.22 | 0.1619 | 0.0106 | |||||
| AGCO / AGCO Corporation | 1.35 | -0.22 | 0.1617 | 0.0106 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 1.34 | 1.98 | 0.1604 | 0.0137 | |||||
| US928668BL58 / VOLKSWAGEN GROUP AMER FIN LLC 1.25% 11/24/2025 144A | 1.33 | 0.91 | 0.1598 | 0.0121 | |||||
| US224936AC84 / Credit Acceptance Auto Loan Trust, Series 2023-3A, Class B | 1.33 | 0.23 | 0.1597 | 0.0111 | |||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 1.33 | 1.14 | 0.1597 | 0.0124 | |||||
| Schlumberger Holdings Corp / DBT (US806851AL54) | 1.33 | 0.61 | 0.1596 | 0.0116 | |||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 1.32 | 0.68 | 0.1588 | 0.0117 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 1.31 | 1.16 | 0.1575 | 0.0123 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 1.31 | -0.91 | 0.1575 | 0.0092 | |||||
| MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) | 1.31 | 2.10 | 0.1572 | 0.0137 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 1.31 | -1.81 | 0.1566 | 0.0080 | |||||
| ANTX / AN2 Therapeutics, Inc. | 1.30 | 0.46 | 0.1561 | 0.0112 | |||||
| US87276WAC73 / TRTX 2021-FL4 Issuer Ltd | 1.30 | 0.39 | 0.1559 | 0.0110 | |||||
| Penske Truck Leasing Co Lp / PTL Finance Corp / DBT (US709599CA09) | 1.30 | 1.25 | 0.1558 | 0.0123 | |||||
| Long: TR11791 TRS USD R V 03MTBILL TR11791R/USB3MTA-5.00BPS / Short: TR11791 TRS USD P E TR11791P / DCO (000000000) | 1.29 | 0.1547 | 0.1547 | ||||||
| US718172CZ06 / PHILIP MORRIS INTERNATIONAL INC | 1.28 | 1.26 | 0.1541 | 0.0122 | |||||
| US446413AS53 / HUNTINGTON INGALLS INDUS COMPANY GUAR 05/25 3.844 | 1.27 | 0.32 | 0.1527 | 0.0107 | |||||
| GXO / GXO Logistics, Inc. | 1.25 | -1.03 | 0.1500 | 0.0086 | |||||
| US38141GXM13 / Goldman Sachs Group Inc/The | 1.24 | 1.06 | 0.1488 | 0.0114 | |||||
| US902613AS79 / UBS Group AG | 1.24 | 0.16 | 0.1483 | 0.0102 | |||||
| RIO TINTO FIN USA PLC / DBT (US76720AAR77) | 1.23 | 0.1479 | 0.1479 | ||||||
| US05401AAP66 / Avolon Holdings Funding Ltd | 1.23 | 0.57 | 0.1476 | 0.0107 | |||||
| GMF Floorplan Owner Revolving Trust / ABS-O (US361886DL56) | 1.22 | -0.65 | 0.1462 | 0.0090 | |||||
| US85855CAA80 / Stellantis Finance US Inc | 1.21 | 0.84 | 0.1446 | 0.0109 | |||||
| US045054AL70 / Ashtead Capital Inc | 1.18 | 0.1421 | 0.1421 | ||||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.18 | 28.70 | 0.1421 | 0.0391 | |||||
| M1PC34 / Marathon Petroleum Corporation - Depositary Receipt (Common Stock) | 1.18 | 0.1413 | 0.1413 | ||||||
| Dell Equipment Finance Trust 2024-2 / ABS-O (US24704EAC21) | 1.17 | -0.09 | 0.1408 | 0.0094 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 1.17 | 29.86 | 0.1404 | 0.0395 | |||||
| OBX 2024-NQM8 Trust / ABS-MBS (US67119CAA80) | 1.17 | -5.89 | 0.1399 | 0.0012 | |||||
| US68267HAA59 / OneMain Financial Issuance Trust, Series 2022-S1, Class A | 1.16 | 0.09 | 0.1397 | 0.0095 | |||||
| Corebridge Global Funding / DBT (US00138CAX65) | 1.14 | 1.33 | 0.1367 | 0.0109 | |||||
| JP Morgan Mortgage Trust Series 2024-NQM1 / ABS-MBS (US465983AA20) | 1.13 | -6.44 | 0.1360 | 0.0005 | |||||
| US00500RAG02 / ACREC 2021-FL1 Ltd | 1.12 | -0.18 | 0.1347 | 0.0089 | |||||
| ANTX / AN2 Therapeutics, Inc. | 1.11 | 1.64 | 0.1335 | 0.0110 | |||||
| US928563AJ42 / VMware Inc | 1.10 | 1.01 | 0.1316 | 0.0100 | |||||
| US448579AQ51 / Hyatt Hotels Corp | 1.09 | 0.09 | 0.1301 | 0.0089 | |||||
| US50212YAC84 / LPL Holdings, Inc. | 1.08 | 1.31 | 0.1295 | 0.0103 | |||||
| Long: TR11606 TRS USD R V 03MTBILL TR11606R/USB3MTA-3.00BPS / Short: TR11606 TRS USD P E TR11606P / DCO (000000000) | 1.07 | 0.1281 | 0.1281 | ||||||
| COLT 2024-2 Mortgage Loan Trust / ABS-MBS (US12665LAA26) | 1.06 | -7.60 | 0.1270 | -0.0011 | |||||
| US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A | 1.05 | 1.44 | 0.1265 | 0.0103 | |||||
| US674599ED34 / Occidental Petroleum Corp | 1.03 | 0.1240 | 0.1240 | ||||||
| US55903VBA08 / Warnermedia Holdings Inc | 1.03 | 0.49 | 0.1239 | 0.0089 | |||||
| US846031AR32 / Southwick Park CLO LLC | 1.03 | 0.88 | 0.1239 | 0.0095 | |||||
| US29278NAP87 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 | 1.03 | 0.49 | 0.1231 | 0.0089 | |||||
| US03880RAG48 / Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd | 1.01 | -0.10 | 0.1206 | 0.0081 | |||||
| H1II34 / Huntington Ingalls Industries, Inc. - Depositary Receipt (Common Stock) | 1.00 | 0.1205 | 0.1205 | ||||||
| US68269HAB15 / ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 6.17% 09/15/2036 144A | 1.00 | 0.70 | 0.1200 | 0.0089 | |||||
| DANSKE / Danske Bank A/S | 0.99 | 1.23 | 0.1189 | 0.0093 | |||||
| US47216QAB95 / JDE Peet's NV | 0.99 | 0.71 | 0.1184 | 0.0087 | |||||
| Business Jet Securities 2024-2 LLC / ABS-O (US12326TAA60) | 0.97 | -1.81 | 0.1169 | 0.0059 | |||||
| US04273WAC55 / Arrow Electronics Inc | 0.97 | 0.1165 | 0.1165 | ||||||
| US718172CV91 / Philip Morris International Inc | 0.97 | 0.84 | 0.1159 | 0.0086 | |||||
| US29444UBF21 / Equinix Inc | 0.96 | 0.73 | 0.1157 | 0.0087 | |||||
| US251526CP29 / Deutsche Bank AG/New York NY | 0.96 | 0.95 | 0.1154 | 0.0088 | |||||
| US65345GAA94 / NextGear Floorplan Master Owner Trust | 0.96 | -0.42 | 0.1148 | 0.0073 | |||||
| H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) | 0.95 | 0.63 | 0.1143 | 0.0083 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 0.95 | 1.07 | 0.1137 | 0.0088 | |||||
| F1AN34 / Diamondback Energy, Inc. - Depositary Receipt (Common Stock) | 0.95 | 0.42 | 0.1136 | 0.0081 | |||||
| Exeter Automobile Receivables Trust 2024-4 / ABS-O (US30166UAC45) | 0.95 | -0.32 | 0.1135 | 0.0074 | |||||
| FCNCO / First Citizens BancShares, Inc. - Preferred Stock | 0.94 | 0.1129 | 0.1129 | ||||||
| US29273VAP58 / Energy Transfer LP | 0.94 | 0.75 | 0.1126 | 0.0084 | |||||
| Long: TR11795 TRS USD R E TR11795R / Short: TR11795 TRS USD P V 03MTBILL TR11795P/USB3MTA+10.00BPS / DCO (000000000) | 0.94 | 0.1122 | 0.1122 | ||||||
| Schlumberger Holdings Corp / DBT (US806851AM38) | 0.93 | 1.19 | 0.1119 | 0.0087 | |||||
| US55284JAG40 / MF1 2022-FL8 Ltd | 0.93 | -0.11 | 0.1111 | 0.0073 | |||||
| Sammons Financial Group Global Funding / DBT (US79587J2B82) | 0.92 | 1.66 | 0.1102 | 0.0091 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.90 | 0.1082 | 0.1082 | ||||||
| Verus Securitization Trust 2024-3 / ABS-MBS (US92540MAB19) | 0.90 | -10.91 | 0.1077 | -0.0051 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.89 | -0.11 | 0.1073 | 0.0071 | |||||
| US05401AAK79 / Avolon Holdings Funding Ltd | 0.89 | -0.33 | 0.1071 | 0.0069 | |||||
| Long: TR11660 TRS USD R V 03MTBILL TR11660R/USB3MTA-5.00BPS / Short: TR11660 TRS USD P E TR11660P / DCO (000000000) | 0.89 | 0.1071 | 0.1071 | ||||||
| US04002VAG68 / AREIT 2022-CRE6 Trust | 0.89 | 0.00 | 0.1062 | 0.0072 | |||||
| US337932AN77 / FirstEnergy Corp | 0.88 | 0.46 | 0.1053 | 0.0076 | |||||
| US50212YAH71 / LPL Holdings, Inc. | 0.87 | 0.81 | 0.1048 | 0.0078 | |||||
| Verus Securitization Trust 2024-6 / ABS-MBS (US92540JAA07) | 0.86 | -6.66 | 0.1026 | 0.0000 | |||||
| Business Jet Securities 2024-1 LLC / ABS-O (US12327CAA27) | 0.85 | -4.60 | 0.1020 | 0.0023 | |||||
| T-Mobile USA Inc / DBT (US87264ADL61) | 0.84 | 1.93 | 0.1013 | 0.0086 | |||||
| 3690 / Meituan | 0.84 | 2.07 | 0.1008 | 0.0087 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.84 | -0.12 | 0.1006 | 0.0067 | |||||
| Trans-Allegheny Interstate Line Co / DBT (US893045AF16) | 0.83 | 0.1000 | 0.1000 | ||||||
| MF1 2024-FL14 LLC / ABS-CBDO (US55416AAG40) | 0.82 | 0.00 | 0.0986 | 0.0066 | |||||
| Long: TR11748 TRS USD R E TR11748R / Short: TR11748 TRS USD P V 03MTBILL TR11748P/USB3MTA+15.00 BP / DCO (000000000) | 0.82 | 0.0980 | 0.0980 | ||||||
| IQVIA Inc / DBT (US46266TAC27) | 0.80 | 0.13 | 0.0962 | 0.0067 | |||||
| Enterprise Fleet Financing 2024-3 LLC / ABS-O (US29375QAB41) | 0.80 | -6.32 | 0.0962 | 0.0005 | |||||
| US04002VAJ08 / AREIT 2022-CRE6 Trust | 0.79 | 1.02 | 0.0950 | 0.0073 | |||||
| US07335YAE68 / BDS 2021-FL10 Ltd | 0.79 | -1.01 | 0.0943 | 0.0055 | |||||
| AmeriCredit Automobile Receivables Trust 2024-1 / ABS-O (US023947AB05) | 0.79 | -32.03 | 0.0942 | -0.0351 | |||||
| US88581EAF88 / 3650R 2021-PF1 Commercial Mortgage Trust | 0.78 | -3.09 | 0.0941 | 0.0036 | |||||
| US05493EAZ51 / BBCMS Mortgage Trust 2021-C9 | 0.77 | -3.37 | 0.0928 | 0.0033 | |||||
| US08163HAG39 / Benchmark Mortgage Trust, Series 2021-B27, Class XA | 0.77 | -2.66 | 0.0921 | 0.0039 | |||||
| US05401AAL52 / Avolon Holdings Funding Ltd | 0.76 | 0.13 | 0.0914 | 0.0063 | |||||
| US55261FAS39 / M&T Bank Corp | 0.76 | 0.0911 | 0.0911 | ||||||
| US06738EBL83 / Barclays PLC | 0.76 | 0.53 | 0.0910 | 0.0066 | |||||
| Dell Equipment Finance Trust 2024-2 / ABS-O (US24704EAE86) | 0.76 | 0.40 | 0.0908 | 0.0064 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.75 | 0.0894 | 0.0894 | ||||||
| BDS 2024-FL13 LLC / ABS-CBDO (US05555MAA71) | 0.74 | -1.06 | 0.0893 | 0.0051 | |||||
| US53947XAG79 / LoanCore 2021-CRE5 Issuer Ltd | 0.74 | -0.27 | 0.0885 | 0.0058 | |||||
| US0158578734 / Algonquin Power & Utilities Corp | 0.73 | 0.14 | 0.0872 | 0.0060 | |||||
| US404280CG21 / HSBC Holdings PLC | 0.73 | 0.69 | 0.0871 | 0.0064 | |||||
| US81882HAE53 / Shackleton 2013-IV-R CLO Ltd | 0.72 | -0.28 | 0.0864 | 0.0055 | |||||
| US055983AG56 / BSPRT 2022-FL8 Issuer Ltd | 0.72 | 0.85 | 0.0860 | 0.0066 | |||||
| Long: SM11481 IRS USD R F 4.96700 SM11481_FIX CCPOIS / Short: SM11481 IRS USD P V 12MSOFR SM11481_FLO CCPOIS / DIR (000000000) | 0.71 | 0.0851 | 0.0851 | ||||||
| US29375NAC92 / ENTERPRISE FLEET FINANCING 2023-2 LLC SER 2023-2 CL A3 REGD 144A P/P 5.50000000 | 0.70 | 0.14 | 0.0841 | 0.0058 | |||||
| Long: SM11727 IRS USD R F 4.10600 SM11727_FIX CCPOIS / Short: SM11727 IRS USD P V 12MSOFR SM11727_FLO CCPOIS / DIR (000000000) | 0.69 | 0.0833 | 0.0833 | ||||||
| LAD Auto Receivables Trust 2024-3 / ABS-O (US505709AB17) | 0.69 | -10.08 | 0.0824 | -0.0030 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.69 | 0.0822 | 0.0822 | ||||||
| US26884TAP75 / ERAC USA Finance LLC | 0.68 | 0.15 | 0.0817 | 0.0056 | |||||
| US165183CZ56 / Chesapeake Funding II LLC, Series 2023-2A, Class A1 | 0.67 | -14.03 | 0.0809 | -0.0068 | |||||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0.67 | 29.65 | 0.0803 | 0.0226 | |||||
| US718172CU19 / Philip Morris International Inc | 0.67 | -0.15 | 0.0802 | 0.0054 | |||||
| US3137FNAS95 / Freddie Mac Multifamily Structured Pass Through Ctfs. | 0.66 | -0.60 | 0.0790 | 0.0049 | |||||
| US404280DQ93 / HSBC Holdings PLC | 0.65 | -0.46 | 0.0785 | 0.0049 | |||||
| US08162RAF47 / Benchmark 2021-B23 Mortgage Trust | 0.64 | 0.31 | 0.0773 | 0.0055 | |||||
| US846031AQ58 / Southwick Park CLO LLC, Series 2019-4A, Class B1R | 0.64 | -0.16 | 0.0772 | 0.0051 | |||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 0.64 | 0.79 | 0.0763 | 0.0057 | |||||
| Empire District Bondco LLC / DBT (US291918AA87) | 0.63 | 1.45 | 0.0755 | 0.0061 | |||||
| IQVIA Inc / DBT (US46266TAF57) | 0.62 | 0.49 | 0.0745 | 0.0053 | |||||
| US06541ABM18 / BANK 2021-BNK31 | 0.62 | -2.83 | 0.0741 | 0.0030 | |||||
| US29375NAB10 / EFF_23-2 | 0.60 | -16.85 | 0.0722 | -0.0088 | |||||
| US165183CU69 / Chesapeake Funding II LLC | 0.60 | -16.30 | 0.0721 | -0.0082 | |||||
| US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 | 0.59 | 1.72 | 0.0708 | 0.0058 | |||||
| US08163JAG94 / Benchmark 2021-B29 Mortgage Trust | 0.59 | -6.37 | 0.0706 | 0.0003 | |||||
| US067316AF68 / Bacardi Ltd | 0.58 | 0.0700 | 0.0700 | ||||||
| Santander Drive Auto Receivables Trust 2024-4 / ABS-O (US802919AB63) | 0.58 | -40.55 | 0.0698 | -0.0397 | |||||
| US07335YAG17 / BDS 2021-FL10 Ltd | 0.57 | -0.87 | 0.0687 | 0.0041 | |||||
| US03880KAE47 / Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 0.57 | -0.53 | 0.0678 | 0.0042 | |||||
| Business Jet Securities 2024-2 LLC / ABS-O (US12326TAB44) | 0.56 | -2.60 | 0.0674 | 0.0029 | |||||
| CBRE Services Inc / DBT (US12505BAJ98) | 0.56 | 0.0673 | 0.0673 | ||||||
| US08163GAZ37 / Benchmark 2021-B28 Mortgage Trust | 0.56 | -2.78 | 0.0671 | 0.0028 | |||||
| OBX 2024-NQM1 Trust / ABS-MBS (US67448LAA08) | 0.56 | -6.24 | 0.0667 | 0.0004 | |||||
| TPRY34 / Tapestry, Inc. - Depositary Receipt (Common Stock) | 0.55 | 1.09 | 0.0665 | 0.0051 | |||||
| OBX 2024-NQM5 Trust / ABS-MBS (US67448NAA63) | 0.51 | -10.14 | 0.0618 | -0.0023 | |||||
| COLT 2024-3 Mortgage Loan Trust / ABS-MBS (US19688VAB62) | 0.51 | -5.88 | 0.0615 | 0.0006 | |||||
| US92928QAF54 / WEA FINANCE LLC 144A LIFE SR UNSEC 3.5% 06-15-29 | 0.51 | 2.22 | 0.0608 | 0.0054 | |||||
| US29375CAB54 / Enterprise Fleet Financing 2023-1 LLC | 0.50 | -22.70 | 0.0605 | -0.0125 | |||||
| Long: TR11749 TRS USD R V 03MTBILL TR11749R/USB3MTA+7.0BPS / Short: TR11749 TRS USD P E TR11749P / DCO (000000000) | 0.49 | 0.0587 | 0.0587 | ||||||
| US22822VAS07 / CROWN CASTLE INTL CORP 1.35% 07/15/2025 | 0.49 | 0.83 | 0.0586 | 0.0044 | |||||
| US61691YAP60 / Morgan Stanley Capital I Trust 2021-L5 | 0.48 | -3.98 | 0.0578 | 0.0016 | |||||
| US06541JAR23 / BANK 2021-BNK34 | 0.48 | -2.83 | 0.0577 | 0.0023 | |||||
| US05601HAG92 / BSPRT 2021-FL6 Issuer Ltd | 0.48 | 1.06 | 0.0574 | 0.0045 | |||||
| US22003BAN64 / Corporate Office Properties LP | 0.47 | 0.65 | 0.0562 | 0.0042 | |||||
| US446150BC73 / Huntington Bancshares Inc/OH | 0.47 | 0.22 | 0.0560 | 0.0040 | |||||
| US902613BF40 / UBS Group AG | 0.46 | -0.86 | 0.0555 | 0.0033 | |||||
| US571903AP82 / Marriott International Inc./MD | 0.46 | 0.00 | 0.0548 | 0.0037 | |||||
| Virginia Power Fuel Securitization LLC / DBT (US92808VAA08) | 0.45 | 0.45 | 0.0541 | 0.0039 | |||||
| US055983AE09 / BSPRT 2022-FL8 Issuer Ltd | 0.44 | 0.45 | 0.0532 | 0.0038 | |||||
| COOPR Residential Mortgage Trust 2025-CES1 / ABS-MBS (US12596SAA15) | 0.44 | 0.0528 | 0.0528 | ||||||
| US12592BAL80 / CNH Industrial Capital LLC | 0.44 | 0.46 | 0.0526 | 0.0038 | |||||
| US22822VAZ40 / Crown Castle International Corp | 0.43 | 0.70 | 0.0521 | 0.0039 | |||||
| US00135TAD63 / AIB Group PLC | 0.43 | 0.93 | 0.0519 | 0.0039 | |||||
| US05493MAG96 / BBCMS Mortgage Trust 2021-C11 | 0.43 | -2.94 | 0.0515 | 0.0021 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.43 | 0.0514 | 0.0514 | ||||||
| US05602CAG96 / BSPRT 2021-FL7 Issuer Ltd | 0.40 | 0.25 | 0.0485 | 0.0034 | |||||
| US361841AH26 / GLP Capital LP / GLP Financing II Inc | 0.40 | -0.49 | 0.0484 | 0.0031 | |||||
| DLLST 2024-1 LLC / ABS-O (US23346HAC16) | 0.40 | -0.25 | 0.0480 | 0.0032 | |||||
| US05491UBE73 / BBCMS_18-C2 | 0.40 | -6.34 | 0.0479 | 0.0002 | |||||
| US3137FTG271 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.40 | -3.88 | 0.0476 | 0.0014 | |||||
| Affirm Asset Securitization Trust 2024-X2 / ABS-O (US00833QAA31) | 0.39 | -30.86 | 0.0471 | -0.0164 | |||||
| US36258RBC60 / GS Mortgage Securities Trust, Series 2020-GC47, Class XA | 0.39 | -3.69 | 0.0470 | 0.0016 | |||||
| US862121AA88 / STORE Capital Corp | 0.39 | 1.31 | 0.0466 | 0.0036 | |||||
| US12434LAA26 / BXMT 2020-FL2 A | 0.38 | -9.26 | 0.0458 | -0.0013 | |||||
| US92928QAH11 / WEA Finance LLC | 0.38 | 1.88 | 0.0455 | 0.0038 | |||||
| US61692CBK36 / Morgan Stanley Capital I Inc | 0.38 | -3.56 | 0.0455 | 0.0015 | |||||
| US05551VBK89 / BBCMS Trust | 0.37 | -4.15 | 0.0445 | 0.0012 | |||||
| US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 | 0.35 | 0.57 | 0.0424 | 0.0031 | |||||
| Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20754TAB89) | 0.35 | 0.0424 | 0.0424 | ||||||
| US09951LAB99 / Booz Allen Hamilton Inc | 0.35 | 0.0421 | 0.0421 | ||||||
| US61691RAF38 / Morgan Stanley Capital I Trust 2018-H4 | 0.35 | -7.16 | 0.0421 | -0.0002 | |||||
| US95003QBC24 / Wells Fargo Commercial Mortgage Trust 2021-C61 | 0.34 | -2.56 | 0.0410 | 0.0017 | |||||
| US06542BBN64 / BANK 2021-BNK32 | 0.34 | -4.78 | 0.0408 | 0.0009 | |||||
| US05602CAE49 / BSPRT 2021-FL7 Issuer Ltd | 0.34 | 0.00 | 0.0404 | 0.0028 | |||||
| STZB34 / Constellation Brands, Inc. - Depositary Receipt (Common Stock) | 0.34 | 0.0402 | 0.0402 | ||||||
| US03880KAG94 / Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd | 0.33 | -0.61 | 0.0393 | 0.0025 | |||||
| US3137BNPS76 / Freddie Mac REMICS | 0.32 | -1.52 | 0.0390 | 0.0022 | |||||
| US04033GAB32 / ARI Fleet Lease Trust 2023-B | 0.32 | -16.93 | 0.0383 | -0.0047 | |||||
| US57563RQZ54 / Massachusetts Educational Financing Authority | 0.31 | 0.65 | 0.0370 | 0.0027 | |||||
| LAD Auto Receivables Trust 2024-2 / ABS-O (US505920AB44) | 0.31 | -45.44 | 0.0366 | -0.0259 | |||||
| US3137AV5K91 / Freddie Mac REMICS | 0.29 | -1.71 | 0.0345 | 0.0017 | |||||
| US06540CBL00 / BANK 2021-BNK35 | 0.28 | -2.80 | 0.0334 | 0.0014 | |||||
| US446150BB90 / Huntington Bancshares Inc/OH | 0.25 | 0.40 | 0.0303 | 0.0022 | |||||
| US57563RQY89 / Massachusetts Educational Financing Authority | 0.25 | 0.81 | 0.0299 | 0.0022 | |||||
| US06540VBC81 / BANK 2019-BNK24 | 0.23 | -3.73 | 0.0279 | 0.0009 | |||||
| US030288AC89 / American Transmission Systems Inc | 0.22 | 0.0263 | 0.0263 | ||||||
| Long: TR11626 TRS USD R E TR11626R / Short: TR11626 TRS USD P V 03MTBILL TR11626P/USB3MTA+12.00BPS / DCO (000000000) | 0.22 | 0.0259 | 0.0259 | ||||||
| Long: SM11592 IRS USD R F 4.66400 SM11592_FIX CCPOIS / Short: SM11592 IRS USD P V 12MSOFR SM11592_FLO CCPOIS / DIR (000000000) | 0.21 | 0.0256 | 0.0256 | ||||||
| US36254CAX83 / GS MORTGAGE SECURITIES TRUST 2017-GS7 SER 2017-GS7 CL XA V/R REGD 1.27778700 | 0.19 | -11.68 | 0.0227 | -0.0012 | |||||
| US251526CS67 / Deutsche Bank AG/New York NY | 0.18 | 0.57 | 0.0213 | 0.0016 | |||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.17 | -49.40 | 0.0203 | -0.0171 | |||||
| OBX 2024-NQM1 Trust / ABS-MBS (US67448LAB80) | 0.17 | -6.15 | 0.0202 | 0.0001 | |||||
| US12515DAS36 / CD 2017-CD4 Mortgage Trust | 0.17 | -13.16 | 0.0198 | -0.0015 | |||||
| US39154TCB26 / GreatAmerica Leasing Receivables | 0.16 | -44.52 | 0.0195 | -0.0133 | |||||
| US465968AG07 / JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP JPMCC 2017-JP7 XA | 0.16 | -11.24 | 0.0189 | -0.0010 | |||||
| US90278KBB61 / UBS Commercial Mortgage Trust, Series 2018-C14, Class XA | 0.16 | -6.06 | 0.0186 | 0.0001 | |||||
| US36253PAE25 / GS MORTGAGE SECURITIES TRUST 2017-GS6 SER 2017-GS6 CL XA V/R REGD 1.18867500 | 0.15 | -13.56 | 0.0184 | -0.0014 | |||||
| US442851AG63 / Howard University | 0.15 | 0.00 | 0.0180 | 0.0013 | |||||
| US61767CAW82 / Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C33, Class XA | 0.14 | -13.75 | 0.0166 | -0.0013 | |||||
| US12530MAC91 / CF Hippolyta LLC, Series 2020-1, Class B1 | 0.11 | 0.91 | 0.0134 | 0.0010 | |||||
| US12508GAV86 / CCUBS Commercial Mortgage Trust 2017-C1 | 0.11 | -11.48 | 0.0130 | -0.0007 | |||||
| US3138ERQS28 / Fannie Mae Pool | 0.11 | -4.42 | 0.0130 | 0.0003 | |||||
| US501687AA54 / LAD Auto Receivables Trust 2022-1 | 0.10 | -39.64 | 0.0124 | -0.0066 | |||||
| Business Jet Securities 2024-1 LLC / ABS-O (US12327CAB00) | 0.10 | -4.72 | 0.0122 | 0.0003 | |||||
| US 2YR NOTE (CBT) JUN25 / DIR (000000000) | 0.08 | 0.0102 | 0.0102 | ||||||
| US61691JAW45 / MORGAN STANLEY CAPITAL I TRUST 2017-H1 SER 2017-H1 CL XA V/R REGD 1.59467800 | 0.07 | -8.45 | 0.0078 | -0.0001 | |||||
| US3138ERQU73 / Fannie Mae Pool | 0.05 | -1.85 | 0.0064 | 0.0003 | |||||
| US59447TH891 / Michigan Finance Authority | 0.04 | 0.00 | 0.0054 | 0.0004 | |||||
| American Credit Acceptance Receivables Trust 2024-1 / ABS-O (US02531AAA97) | 0.01 | -93.10 | 0.0014 | -0.0181 | |||||
| US3128PRZ513 / FHLMC | 0.00 | -100.00 | 0.0001 | -0.0001 | |||||
| US3128PRZ695 / FHLMC | 0.00 | 0.0001 | -0.0000 | ||||||
| US3128PR3E70 / FHLMC | 0.00 | -100.00 | 0.0001 | -0.0001 | |||||
| US3128PR3G29 / FHLMC | 0.00 | 0.0000 | -0.0001 | ||||||
| US31418TKF39 / UMBS | 0.00 | -100.00 | 0.0000 | -0.0001 | |||||
| Long: TR11721 TRS USD R E TR11721R / Short: TR11721 TRS USD P V 03MTBILL TR11721P/USB3MTA+14.00BPS / DCO (000000000) | -0.10 | -0.0118 | -0.0118 | ||||||
| Long: TR11691 TRS USD R V 03MTBILL TR11691R/USB3MTA-5.00BPS / Short: TR11691 TRS USD P E TR11691P / DCO (000000000) | -0.48 | -0.0570 | -0.0570 | ||||||
| Long: TR11750 TRS USD R E TR11750R / Short: TR11750 TRS USD P V 03MTBILL TR11750P/USB3MTA + 7.00 BP / DCO (000000000) | -0.49 | -0.0593 | -0.0593 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.55 | -0.0663 | -0.0663 | ||||||
| Long: TR11737 TRS USD R E TR11737R / Short: TR11737 TRS USD P V 03MTBILL TR11737P/USB3MTA+11.00BPS / DCO (000000000) | -0.57 | -0.0688 | -0.0688 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.74 | -0.0891 | -0.0891 | ||||||
| Long: TR11753 TRS USD R E TR11753R / Short: TR11753 TRS USD P V 03MTBILL TR11753P/USB3MTA+11.00BPS / DCO (000000000) | -0.92 | -0.1105 | -0.1105 | ||||||
| Long: TR11585 TRS USD R E TR11585R / Short: TR11585 TRS USD P V 03MTBILL TR11585P/USB3MTA+7BPS / DCO (000000000) | -1.37 | -0.1643 | -0.1643 | ||||||
| Long: TR11703 TRS USD R V 03MTBILL TR11703P/USB3MTA-4.00BPS / Short: TR11703 TRS USD P E TR11703R / DCO (000000000) | -1.38 | -0.1652 | -0.1652 | ||||||
| Long: TR11624 TRS USD R E TR11624R / Short: TR11624 TRS USD P V 03MTBILL TR11624P/USB3MTA+6.50BPS / DCO (000000000) | -1.40 | -0.1674 | -0.1674 | ||||||
| Long: TR11735 TRS USD R E TR11735R / Short: TR11735 TRS USD P V 03MTBILL TR11735P/USB3MTA+6.50BPS / DCO (000000000) | -1.51 | -0.1808 | -0.1808 | ||||||
| Long: TR11652 TRS USD R E TR11652R / Short: TR11652 TRS USD P V 03MTBILL TR11652P/USB3MTA+6.50BPS / DCO (000000000) | -1.58 | -0.1895 | -0.1895 | ||||||
| Long: TR11690 TRS USD R E TR11690R / Short: TR11690 TRS USD P V 03MTBILL TR11690P/USB3MTA+6.50BPS / DCO (000000000) | -1.63 | -0.1950 | -0.1950 | ||||||
| Long: TR11738 TRS USD R E TR11738R / Short: TR11738 TRS USD P V 03MTBILL TR11738P/USB3MTA+10.00BPS / DCO (000000000) | -1.72 | -0.2065 | -0.2065 | ||||||
| Long: TR11739 TRS USD R E TR11739R / Short: TR11739 TRS USD P V 03MTBILL TR11739P/USB3MTA+11.00BPS / DCO (000000000) | -1.72 | -0.2065 | -0.2065 | ||||||
| Long: TR11692 TRS USD R E TR11692R / Short: TR11692 TRS USD P V 03MTBILL TR11692P/USB3MTA+4.00BPS / DCO (000000000) | -1.73 | -0.2076 | -0.2076 | ||||||
| Long: TR11659 TRS USD R E TR11659R / Short: TR11659 TRS USD P V 03MTBILL TR11659P/USB3MTA+7.00BPS / DCO (000000000) | -1.92 | -0.2301 | -0.2301 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -2.17 | -0.2597 | -0.2597 | ||||||
| Long: TR11653 TRS USD R E TR11653R / Short: TR11653 TRS USD P V 03MTBILL TR11653P/USB3MTA+9.00BPS / DCO (000000000) | -2.24 | -0.2689 | -0.2689 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -2.24 | -0.2689 | -0.2689 | ||||||
| Long: TR11655 TRS USD R E TR11655R / Short: TR11655 TRS USD P V 03MTBILL TR11655P/USB3MTA+8.90BPS / DCO (000000000) | -2.35 | -0.2823 | -0.2823 | ||||||
| Long: TR11630 TRS USD R E TR11630R / Short: TR11630 TRS USD P V 03MTBILL TR11630P/USB3MTA+9.00BPS / DCO (000000000) | -5.10 | -0.6119 | -0.6119 | ||||||
| Long: TR11674 TRS USD R E TR11674R / Short: TR11674 TRS USD P V 03MTBILL TR11674P/USB3MTA+11.00BPS / DCO (000000000) | -5.86 | -0.7027 | -0.7027 | ||||||
| Long: TR11704 TRS USD R E TR11704P / Short: TR11704 TRS USD P V 03MTBILL TR11704R/USB3MTA+13.00BPS / DCO (000000000) | -6.30 | -0.7558 | -0.7558 |
