Basic Stats
| Portfolio Value | $ 2,342,276,783 |
| Current Positions | 468 |
Latest Holdings, Performance, AUM (from 13F, 13D)
PIMCO FUNDS - PIMCO Low Duration Portfolio has disclosed 468 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 2,342,276,783 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). PIMCO FUNDS - PIMCO Low Duration Portfolio’s top holdings are FNCL UMBS 4.5 CB4800 10-01-52 (US:US3140QQKN48) , UMBS TBA (US:US01F0306781) , Federal Home Loan Mortgage Corp. (US:US3132DWFE84) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and BANK 2019-BNK22 BANK 2019-BN22 A4 (US:US06540XBG51) . PIMCO FUNDS - PIMCO Low Duration Portfolio’s new positions include FNCL UMBS 4.5 CB4800 10-01-52 (US:US3140QQKN48) , UMBS TBA (US:US01F0306781) , Federal Home Loan Mortgage Corp. (US:US3132DWFE84) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and BANK 2019-BNK22 BANK 2019-BN22 A4 (US:US06540XBG51) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 221.00 | 9.5750 | 9.5750 | ||
| 37.73 | 1.6348 | 1.6348 | ||
| 37.60 | 1.6290 | 1.6290 | ||
| 30.28 | 1.3121 | 1.3121 | ||
| 19.49 | 0.8443 | 0.8443 | ||
| 17.03 | 0.7377 | 0.7377 | ||
| 10.13 | 0.4391 | 0.3745 | ||
| 6.80 | 0.2948 | 0.2948 | ||
| 5.80 | 0.2515 | 0.2515 | ||
| 5.38 | 0.2330 | 0.2330 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 684.56 | 29.6590 | -1.1743 | ||
| 50.27 | 2.1778 | -0.1481 | ||
| 35.96 | 1.5579 | -0.1015 | ||
| 22.60 | 0.9794 | -0.0960 | ||
| 39.06 | 1.6922 | -0.0919 | ||
| 5.38 | 0.2331 | -0.0762 | ||
| 5.09 | 0.2205 | -0.0708 | ||
| 3.21 | 0.1391 | -0.0602 | ||
| 16.06 | 0.6956 | -0.0601 | ||
| 1.35 | 0.0585 | -0.0517 |
13F and Fund Filings
This form was filed on 2025-08-28 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 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US TREASURY N/B 09/26 3.5 / DBT (US91282CLP40) | 684.56 | 0.15 | 29.6590 | -1.1743 | |||||
| REPO BANK AMERICA REPO / RA (000000000) | 221.00 | 9.5750 | 9.5750 | ||||||
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 / ABS-MBS (US3132DWKV45) | 50.27 | -2.52 | 2.1778 | -0.1481 | |||||
| US3140QQKN48 / FNCL UMBS 4.5 CB4800 10-01-52 | 39.06 | -1.25 | 1.6922 | -0.0919 | |||||
| US01F0306781 / UMBS TBA | 37.73 | 1.6348 | 1.6348 | ||||||
| REPO BANK AMERICA REPO / RA (000000000) | 37.60 | 1.6290 | 1.6290 | ||||||
| US3132DWFE84 / Federal Home Loan Mortgage Corp. | 35.96 | -2.25 | 1.5579 | -0.1015 | |||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 30.28 | 1.3121 | 1.3121 | ||||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 22.60 | -5.18 | 0.9794 | -0.0960 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 19.49 | 0.8443 | 0.8443 | ||||||
| US TREASURY N/B 05/35 4.25 / DBT (US91282CNC19) | 17.03 | 0.7377 | 0.7377 | ||||||
| FED HM LN PC POOL SD8516 FR 03/55 FIXED 6 / ABS-MBS (US3132DWN905) | 16.06 | -4.16 | 0.6956 | -0.0601 | |||||
| US06540XBG51 / BANK 2019-BNK22 BANK 2019-BN22 A4 | 11.67 | 1.47 | 0.5058 | -0.0132 | |||||
| US01F0406854 / UMBS TBA | 10.13 | 586.12 | 0.4391 | 0.3745 | |||||
| US46647PDG81 / JPMorgan Chase & Co. | 10.11 | 0.41 | 0.4379 | -0.0162 | |||||
| US09659W2M50 / BNP Paribas SA | 9.91 | 1.32 | 0.4295 | -0.0119 | |||||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 9.13 | -0.14 | 0.3956 | -0.0169 | |||||
| US88240TAA97 / Texas Electric Market Stabilization Funding N LLC | 9.08 | 0.23 | 0.3934 | -0.0152 | |||||
| US3134GW6C50 / FEDERAL HOME LOAN MORTGAGE CORP 0.80000000 | 8.83 | 0.87 | 0.3824 | -0.0123 | |||||
| US44935VAE92 / HALST_23-C | 8.77 | -0.34 | 0.3801 | -0.0170 | |||||
| US12434CAA27 / BX Trust, Series 2021-SDMF, Class A | 8.58 | 0.36 | 0.3719 | -0.0139 | |||||
| US05608RAA32 / BX Trust | 8.30 | 0.16 | 0.3594 | -0.0142 | |||||
| US3140XDRC24 / FNMA POOL FM9482 FN 11/51 FIXED VAR | 8.19 | -2.49 | 0.3549 | -0.0240 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 8.18 | 0.17 | 0.3544 | -0.0140 | |||||
| US06051GLA57 / Bank of America Corp. | 8.00 | -0.05 | 0.3466 | -0.0145 | |||||
| US3132DWGF41 / FR SD8298 | 7.47 | -2.81 | 0.3236 | -0.0231 | |||||
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A / ABS-O (US05377RHY36) | 7.20 | 0.52 | 0.3118 | -0.0112 | |||||
| SCE.PRK / SCE Trust V - Preferred Security | 7.04 | 0.23 | 0.3051 | -0.0118 | |||||
| BACR / Barclays Bank PLC - Corporate Bond/Note | 7.00 | 0.10 | 0.3031 | -0.0122 | |||||
| US065405AE24 / BANK, Series 2019-BN16, Class A4 | 6.95 | 1.16 | 0.3012 | -0.0088 | |||||
| US6500358R24 / NEW YORK ST URBAN DEV CORP REV REGD N/C B/E 3.54000000 | 6.94 | 0.59 | 0.3006 | -0.0105 | |||||
| US06539LBB53 / BANK 2018-BNK13 | 6.92 | 0.93 | 0.3000 | -0.0095 | |||||
| US29478JAA88 / EQUS 2021-EQAZ Mortgage Trust | 6.90 | 0.57 | 0.2989 | -0.0105 | |||||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 6.86 | 0.13 | 0.2971 | -0.0118 | |||||
| FNMA POOL BZ3619 FN 04/30 FIXED 4.6 / ABS-MBS (US3140NYAV35) | 6.80 | 0.2948 | 0.2948 | ||||||
| US90117PAC95 / AOTA_15-1211 | 6.72 | -2.37 | 0.2911 | -0.0193 | |||||
| US05377RHC16 / AESOP 23-5 A 144A 5.78% 04-20-28/27 | 6.53 | -0.08 | 0.2830 | -0.0119 | |||||
| US3132DNYF40 / Federal Home Loan Mortgage Corporation | 6.51 | -3.07 | 0.2821 | -0.0209 | |||||
| US38141GWL49 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | 6.41 | 0.53 | 0.2777 | -0.0099 | |||||
| MASSMUTUAL GLOBAL FUNDIN MASSMUTUAL GLOBAL FUNDIN / DBT (US57629W5B21) | 6.41 | 0.49 | 0.2775 | -0.0101 | |||||
| US06051GJB68 / Bank of America Corp | 6.40 | 1.78 | 0.2773 | -0.0064 | |||||
| US07274EAH62 / Bayer US Finance LLC | 6.30 | -0.22 | 0.2731 | -0.0119 | |||||
| DK0009391104 / JYSKE REALKREDIT A/S /DKK/ REGD SER 321E 1.00000000 | 6.29 | 0.91 | 0.2727 | -0.0087 | |||||
| US36268DAA00 / GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28 | 6.28 | 0.27 | 0.2723 | -0.0105 | |||||
| US025816CS64 / American Express Co | 6.09 | 0.74 | 0.2638 | -0.0088 | |||||
| NISSAN AUTO LEASE TRUST NALT 2024 A A3 / ABS-O (US65481CAD65) | 6.02 | -0.07 | 0.2610 | -0.0109 | |||||
| CBAMR LTD CBAMR 2019 9A AR 144A / ABS-CBDO (US14987VAN91) | 6.02 | 0.13 | 0.2607 | -0.0104 | |||||
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A3 / ABS-O (US345290AD29) | 6.01 | -0.15 | 0.2605 | -0.0111 | |||||
| US06051GJQ38 / Bank of America Corp | 5.98 | 0.84 | 0.2593 | -0.0084 | |||||
| US38141GZK39 / Goldman Sachs Group Inc/The | 5.95 | 0.61 | 0.2578 | -0.0090 | |||||
| US3138LHW915 / FANNIE MAE POOL UMBS P#AN5171 3.29000000 | 5.92 | 0.48 | 0.2565 | -0.0093 | |||||
| EMPIRE DISTRICT BONDCO SR SECURED 01/35 4.943 / DBT (US291918AA87) | 5.89 | 0.31 | 0.2550 | -0.0097 | |||||
| US225401AV01 / Credit Suisse Group AG | 5.87 | 0.17 | 0.2544 | -0.0100 | |||||
| US3132XGVV55 / FHLMC | 5.81 | 0.38 | 0.2519 | -0.0093 | |||||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 5.81 | 0.64 | 0.2516 | -0.0087 | |||||
| FNMA POOL BZ3505 FN 04/30 FIXED 4.25 / ABS-MBS (US3140NX3P67) | 5.80 | 0.2515 | 0.2515 | ||||||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 5.78 | -10.77 | 0.2505 | -0.0418 | |||||
| US05522RDG02 / BA Credit Card Trust | 5.63 | -0.04 | 0.2437 | -0.0101 | |||||
| US14041NGD75 / CAPITAL ONE MULTI-ASST EXEC TR 4.42% 05/15/2028 | 5.61 | 0.04 | 0.2429 | -0.0099 | |||||
| FLORIDA POWER + LIGHT CO FLORIDA POWER + LIGHT CO / DBT (US341081GT84) | 5.54 | 0.71 | 0.2400 | -0.0081 | |||||
| US61747YFD22 / Morgan Stanley | 5.51 | 0.58 | 0.2386 | -0.0084 | |||||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 5.44 | -0.04 | 0.2359 | -0.0098 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/29 5.088 / DBT (US92808VAA08) | 5.38 | -21.54 | 0.2331 | -0.0762 | |||||
| YALE UNIVERSITY SR UNSECURED 04/32 4.701 / DBT (US98459LAD55) | 5.38 | 0.2330 | 0.2330 | ||||||
| US639057AC29 / NatWest Group PLC | 5.35 | 0.87 | 0.2320 | -0.0075 | |||||
| US29003JAC80 / Elmwood CLO 15 Ltd | 5.30 | 0.00 | 0.2296 | -0.0095 | |||||
| US46647PDX15 / JPMorgan Chase & Co | 5.26 | 0.40 | 0.2277 | -0.0085 | |||||
| US76209PAC77 / RGA GLOBAL FUNDING | 5.25 | 0.25 | 0.2274 | -0.0088 | |||||
| US14041NGB10 / COMET 2022-A3 A | 5.21 | -0.10 | 0.2256 | -0.0095 | |||||
| FNMA POOL BL6406 FN 05/27 FIXED 1.63 / ABS-MBS (US3140HYDL99) | 5.16 | 0.94 | 0.2237 | -0.0070 | |||||
| US606822CS14 / MITSUBISHI UFJ FINANCIAL GROUP INC | 5.13 | 0.31 | 0.2223 | -0.0084 | |||||
| US25160PAN78 / Deutsche Bank AG | 5.13 | -0.25 | 0.2221 | -0.0098 | |||||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 5.10 | -0.18 | 0.2208 | -0.0095 | |||||
| US232989AC75 / DLLMT_23-1A | 5.09 | -21.20 | 0.2205 | -0.0708 | |||||
| VIRGINIA POWER FUEL SEC SR SECURED 05/33 4.877 / DBT (US92808VAB80) | 5.09 | 0.57 | 0.2203 | -0.0078 | |||||
| BRIGHTHSE FIN GLBL FUND BRIGHTHSE FIN GLBL FUND / DBT (US10921U2J68) | 5.08 | 0.28 | 0.2201 | -0.0085 | |||||
| US14318XAC92 / CarMax Auto Owner Trust 2023-4 | 5.07 | -0.28 | 0.2198 | -0.0097 | |||||
| FNMA POOL MA5670 FN 04/55 FIXED 4 / ABS-MBS (US31418FJQ19) | 5.05 | -1.58 | 0.2189 | -0.0127 | |||||
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A3 144A / ABS-O (US44935DAD12) | 5.04 | 0.2182 | 0.2182 | ||||||
| US31418ED649 / Fannie Mae Pool | 4.85 | -1.86 | 0.2101 | -0.0128 | |||||
| US31418EEE68 / FANNIE MAE POOL UMBS P#MA4632 3.00000000 | 4.80 | -1.17 | 0.2079 | -0.0111 | |||||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 4.79 | 0.91 | 0.2075 | -0.0066 | |||||
| US64035DAC02 / Nelnet Student Loan Trust 2021-A | 4.76 | -1.39 | 0.2061 | -0.0115 | |||||
| US379930AD24 / GM Financial Consumer Automobile Receivables Trust 2023-4 | 4.76 | -0.15 | 0.2060 | -0.0088 | |||||
| US46647PCB04 / JPMorgan Chase & Co | 4.69 | 0.73 | 0.2032 | -0.0068 | |||||
| US30227FAA84 / Extended Stay America Trust | 4.68 | -0.87 | 0.2027 | -0.0102 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.68 | 0.82 | 0.2027 | -0.0066 | |||||
| US3130ANGM63 / FEDERAL HOME LOAN BANKS 1.05000000 | 4.65 | 0.78 | 0.2013 | -0.0066 | |||||
| US48128B5497 / JPMORGAN CHASE and CO 4.625% PERP PFD | 4.59 | 0.09 | 0.1990 | -0.0080 | |||||
| US06738ECK91 / Barclays PLC | 4.55 | 0.53 | 0.1970 | -0.0070 | |||||
| US61772WAA53 / Morgan Stanley Capital I Trust 2021-230P | 4.52 | -0.96 | 0.1960 | -0.0101 | |||||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) | 4.50 | 0.42 | 0.1950 | -0.0072 | |||||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A4A66) | 4.42 | 0.11 | 0.1915 | -0.0076 | |||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 4.39 | 0.1903 | 0.1903 | ||||||
| US3137HAST48 / FHMS K509 A2 | 4.39 | 0.43 | 0.1902 | -0.0070 | |||||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 4.38 | -0.46 | 0.1896 | -0.0087 | |||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A / ABS-CBDO (US04942MAN48) | 4.34 | -13.05 | 0.1882 | -0.0372 | |||||
| NORTHWESTERN UNIVERSITY UNSECURED 12/35 4.94 / DBT (US668444AT96) | 4.33 | 0.98 | 0.1877 | -0.0059 | |||||
| US46647PAF36 / JPMorgan Chase & Co | 4.24 | 0.55 | 0.1836 | -0.0065 | |||||
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2024 5C2 A2 / ABS-MBS (US95003UAC45) | 4.22 | 0.55 | 0.1827 | -0.0065 | |||||
| US40139LBH50 / Guardian Life Global Funding | 4.19 | 0.46 | 0.1813 | -0.0066 | |||||
| US98164FAD42 / WOART 23-C A3 5.15% 11-15-28 | 4.16 | -5.95 | 0.1802 | -0.0193 | |||||
| SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3 / DBT (US871911AV54) | 4.15 | 0.1799 | 0.1799 | ||||||
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A / ABS-CBDO (US09075JAU34) | 4.12 | 0.32 | 0.1783 | -0.0067 | |||||
| US902613AS79 / UBS Group AG | 4.11 | 0.20 | 0.1780 | -0.0069 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C5 A2 / ABS-MBS (US05593RAB87) | 4.10 | 0.91 | 0.1778 | -0.0056 | |||||
| US05377RGC25 / Avis Budget Rental Car Funding AESOP LLC | 4.08 | 0.29 | 0.1769 | -0.0067 | |||||
| US05377RGU23 / Avis Budget Rental Car Funding AESOP LLC | 4.05 | -0.05 | 0.1756 | -0.0073 | |||||
| COOPERAT RABOBANK UA/NY 10/29 4.494 / DBT (US21688ABH41) | 4.05 | 1.30 | 0.1753 | -0.0049 | |||||
| FED HM LN PC POOL SD8507 FR 02/55 FIXED 6 / ABS-MBS (US3132DWNY56) | 4.03 | -3.98 | 0.1748 | -0.0147 | |||||
| US539439AQ24 / Lloyds Banking Group PLC | 4.01 | 0.78 | 0.1739 | -0.0057 | |||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 4.00 | -9.07 | 0.1733 | -0.0251 | |||||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 3.96 | 0.1714 | 0.1714 | ||||||
| US17305EGW93 / CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000 | 3.91 | -0.15 | 0.1695 | -0.0073 | |||||
| VERIZON MASTER TRUST VZMT 2024 6 A1A / ABS-O (US92348KDE01) | 3.91 | 0.57 | 0.1694 | -0.0059 | |||||
| CHUBB INA HOLDINGS LLC CHUBB INA HOLDINGS LLC / DBT (US171239AL07) | 3.87 | 0.89 | 0.1675 | -0.0054 | |||||
| PRINCIPAL LFE GLB FND II SECURED 144A 01/28 4.8 / DBT (US74256LFC81) | 3.85 | 0.34 | 0.1667 | -0.0063 | |||||
| US21871XAF69 / CORP. NOTE | 3.82 | 1.33 | 0.1656 | -0.0045 | |||||
| US34535CAA45 / FORDR_23-2 | 3.81 | 0.61 | 0.1653 | -0.0058 | |||||
| US02582JJX90 / American Express Credit Account Master Trust, Series 2022-4, Class A | 3.81 | -0.08 | 0.1649 | -0.0070 | |||||
| US87166PAL58 / SYNIT 23-A2 A 5.74% 10-15-29/26 | 3.77 | -0.19 | 0.1633 | -0.0070 | |||||
| US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 | 3.76 | -0.13 | 0.1628 | -0.0069 | |||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 06/28 4.7 / DBT (US46849CJP77) | 3.72 | 0.1613 | 0.1613 | ||||||
| HONDA AUTO RECEIVABLES OWNER T HAROT 2024 3 A3 / ABS-O (US43813YAC66) | 3.72 | 0.11 | 0.1612 | -0.0064 | |||||
| US087598AA60 / BETHP 2021 3ML+113 01/15/2035 144A | 3.71 | 0.14 | 0.1606 | -0.0064 | |||||
| PG+E RECOVERY FND LLC SR SECURED 06/35 4.838 / DBT (US71710TAG31) | 3.70 | -7.96 | 0.1602 | -0.0210 | |||||
| SWEPCO STORM RECOVERY FU SR SECURED 09/41 4.88 / DBT (US870696AA94) | 3.68 | -0.49 | 0.1594 | -0.0074 | |||||
| US054980AA58 / BDS 2022-FL11 LLC | 3.68 | -6.03 | 0.1593 | -0.0172 | |||||
| US55284JAA79 / MF1 2022-FL8 Ltd | 3.64 | -12.57 | 0.1579 | -0.0301 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 3.63 | -7.98 | 0.1573 | -0.0207 | |||||
| EAI / Entergy Arkansas, LLC - Corporate Bond/Note | 3.61 | 0.1563 | 0.1563 | ||||||
| US210518DV59 / CMS ENERGY CORPORATION | 3.58 | 0.85 | 0.1549 | -0.0051 | |||||
| US67021CAU18 / NSTAR Electric Co | 3.57 | -0.20 | 0.1546 | -0.0067 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C7 A2 / ABS-MBS (US09660WAT80) | 3.56 | 0.71 | 0.1544 | -0.0052 | |||||
| NRUC / National Rural Utilities Cooperative Finance Corporation - Corporate Bond/Note | 3.56 | 0.23 | 0.1542 | -0.0060 | |||||
| US42806MCE75 / HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29 | 3.55 | 0.71 | 0.1539 | -0.0052 | |||||
| US14044EAD04 / CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028 | 3.54 | -0.17 | 0.1536 | -0.0066 | |||||
| US225401AU28 / Credit Suisse Group AG | 3.54 | 1.99 | 0.1534 | -0.0032 | |||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 3.53 | -5.92 | 0.1528 | -0.0163 | |||||
| US63940NAC48 / NAVSL_17-1A | 3.52 | -1.98 | 0.1525 | -0.0095 | |||||
| PROLOGIS TARGETED US PROLOGIS TARGETED US / DBT (US74350LAA26) | 3.49 | 0.69 | 0.1514 | -0.0052 | |||||
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526 / DBT (US341271AH76) | 3.49 | 0.09 | 0.1513 | -0.0061 | |||||
| US61747YED31 / Morgan Stanley | 3.46 | 1.70 | 0.1501 | -0.0036 | |||||
| US12434FAA57 / BX Commercial Mortgage Trust 2021-CIP | 3.39 | -3.84 | 0.1467 | -0.0121 | |||||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 3.38 | 0.65 | 0.1466 | -0.0050 | |||||
| STANFORD UNIVERSITY SR UNSECURED 03/35 4.679 / DBT (US85440KAE47) | 3.38 | 0.39 | 0.1465 | -0.0054 | |||||
| US404280DF39 / HSBC HOLD PLC 4.755 6/28 | 3.36 | 0.42 | 0.1457 | -0.0054 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 3.33 | 0.91 | 0.1443 | -0.0046 | |||||
| US36143L2D64 / GA Global Funding Trust | 3.33 | 1.37 | 0.1441 | -0.0039 | |||||
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 C32 A4 / ABS-MBS (US07337AAC09) | 3.31 | 0.52 | 0.1433 | -0.0051 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 3.30 | 0.12 | 0.1430 | -0.0057 | |||||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 3.28 | 0.1423 | 0.1423 | ||||||
| US78398AAE38 / SFAST 23-1 A4 144A 5.47% 12-20-29/06-21-27 | 3.26 | -0.15 | 0.1412 | -0.0061 | |||||
| US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A | 3.21 | -27.32 | 0.1391 | -0.0602 | |||||
| US55375KAS50 / MSSG Trust, Series 2017-237P, Class A | 3.20 | 0.60 | 0.1387 | -0.0049 | |||||
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/35 5.45 / DBT (US842434DC38) | 3.17 | 0.1372 | 0.1372 | ||||||
| US78398AAD54 / SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3 | 3.15 | -10.66 | 0.1366 | -0.0226 | |||||
| US86562MDG24 / Sumitomo Mitsui Financial Group, Inc. | 3.12 | 0.39 | 0.1352 | -0.0050 | |||||
| PROTECTIVE LIFE GLOBAL SECURED 144A 01/32 5.432 / DBT (US74368CCB81) | 3.10 | 0.65 | 0.1343 | -0.0046 | |||||
| MUTUAL OF OMAHA GLOBAL MUTUAL OF OMAHA GLOBAL / DBT (US62829D2B56) | 3.09 | 0.13 | 0.1337 | -0.0053 | |||||
| MASSMUTUAL GLOBAL FUNDIN SECURED 144A 01/30 4.95 / DBT (US57629TBV89) | 3.07 | 1.39 | 0.1329 | -0.0036 | |||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) | 3.06 | -1.07 | 0.1326 | -0.0070 | |||||
| US75513ECT64 / RTX CORP SR UNSEC 5.75% 11-08-26 | 3.06 | 0.03 | 0.1324 | -0.0054 | |||||
| US08162VAC28 / BENCHMARK 2019-B10 Mortgage Trust | 3.06 | -5.71 | 0.1324 | -0.0138 | |||||
| US251526CK32 / DEUTSCHE BANK AG NEW YORK BNCH 3.035/VAR 05/28/2032 | 3.05 | 2.49 | 0.1322 | -0.0021 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 06/30 4.95 / DBT (US79587J2C65) | 3.03 | 0.1315 | 0.1315 | ||||||
| BENCHMARK MORTGAGE TRUST BMARK 2025 V14 A4 / ABS-MBS (US08164BAD29) | 2.92 | 0.93 | 0.1265 | -0.0040 | |||||
| US06051GJS93 / Bank of America Corp | 2.92 | 0.83 | 0.1264 | -0.0041 | |||||
| CMCS34 / Comcast Corporation - Depositary Receipt (Common Stock) | 2.89 | 0.87 | 0.1252 | -0.0040 | |||||
| PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) | 2.87 | 0.88 | 0.1245 | -0.0040 | |||||
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2024 5C2 A3 / ABS-MBS (US95003UAD28) | 2.83 | 0.57 | 0.1226 | -0.0043 | |||||
| US694308KC03 / Pacific Gas and Electric Co | 2.82 | 0.25 | 0.1220 | -0.0047 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 2.81 | 0.65 | 0.1216 | -0.0042 | |||||
| US55953WAA80 / Magnetite XXXII Ltd., Series 2022-32A, Class A | 2.80 | 0.00 | 0.1214 | -0.0050 | |||||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A / ABS-CBDO (US03331KAJ88) | 2.80 | 0.54 | 0.1213 | -0.0043 | |||||
| NATIONAL SECS CLEARING SR UNSECURED 144A 05/30 4.7 / DBT (US637639AQ81) | 2.75 | 0.1190 | 0.1190 | ||||||
| US3137HAMP89 / FHLMC Multifamily Structured Pass-Through Certificates, Series KJ47, Class A2 | 2.72 | 0.44 | 0.1177 | -0.0043 | |||||
| US03027XCE85 / American Tower Corp. | 2.71 | 0.67 | 0.1176 | -0.0040 | |||||
| FREDDIE MAC FHR 5439 FK / ABS-MBS (US3137HF3S28) | 2.71 | -8.52 | 0.1173 | -0.0162 | |||||
| TVC / Tennessee Valley Authority - Preferred Stock | 2.69 | 0.30 | 0.1163 | -0.0044 | |||||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 2.68 | 0.41 | 0.1161 | -0.0043 | |||||
| US46645WAU71 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 2.66 | 0.95 | 0.1153 | -0.0036 | |||||
| US29250NBW48 / ENBRIDGE INC 5.9% 11/15/2026 | 2.65 | -0.26 | 0.1147 | -0.0050 | |||||
| DTE ELECTRIC CO GENL REF MOR 05/27 4.25 / DBT (US23338VAW63) | 2.60 | 0.1129 | 0.1129 | ||||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 2.60 | 0.23 | 0.1125 | -0.0044 | |||||
| T MOBILE USA INC T MOBILE USA INC / DBT (US87264ADL61) | 2.58 | 1.14 | 0.1119 | -0.0033 | |||||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 2.58 | -21.87 | 0.1116 | -0.0371 | |||||
| NLG GLOBAL FUNDING SECURED 144A 01/30 5.4 / DBT (US62915W2A05) | 2.57 | 1.10 | 0.1116 | -0.0033 | |||||
| BENCHMARK MORTGAGE TRUST BMARK 2025 V14 A3 / ABS-MBS (US08164BAC46) | 2.56 | 0.99 | 0.1108 | -0.0034 | |||||
| ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38 / DBT (US04685A4G37) | 2.56 | 0.79 | 0.1108 | -0.0036 | |||||
| US55285BAA35 / MF1 2022-FL10 LLC MF1 2022-FL10 A | 2.55 | -5.66 | 0.1105 | -0.0115 | |||||
| US78486EAA64 / STWD 2021-LIH Mortgage Trust | 2.54 | 0.47 | 0.1101 | -0.0040 | |||||
| US06675FBA49 / Banque Federative du Credit Mutuel SA | 2.54 | -0.12 | 0.1100 | -0.0046 | |||||
| US3137HAMH63 / Freddie Mac Multifamily Structured Pass Through Certificates | 2.54 | 0.48 | 0.1099 | -0.0040 | |||||
| US404280CC17 / HSBC Holdings PLC | 2.53 | 1.16 | 0.1097 | -0.0032 | |||||
| US86944BAG86 / Sutter Health | 2.53 | 1.77 | 0.1096 | -0.0025 | |||||
| US3138LMVK66 / FANNIE MAE POOL UMBS P#AN8717 3.02000000 | 2.53 | 0.88 | 0.1096 | -0.0035 | |||||
| PACIFIC LIFE GF II SECURED 144A 08/29 4.5 / DBT (US6944PL3C15) | 2.51 | 0.84 | 0.1089 | -0.0035 | |||||
| VERIZON MASTER TRUST VZMT 2024 7 A 144A / ABS-O (US92348KDJ97) | 2.51 | 0.76 | 0.1087 | -0.0036 | |||||
| APIDOS CLO LTD APID 2012 11A AR4 144A / ABS-CBDO (US03763YBY14) | 2.50 | -0.04 | 0.1083 | -0.0045 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 2.49 | 0.1081 | 0.1081 | ||||||
| US78449QAB32 / SMB PRIVATE EDUCATION LOAN TRUST 2018-C SMB 2018-C A2A | 2.49 | -14.13 | 0.1077 | -0.0229 | |||||
| US91412HGF47 / UNIV OF CALIFORNIA CA REVENUES | 2.48 | 1.18 | 0.1075 | -0.0031 | |||||
| US3132XGVW39 / FED HM LN PC POOL WN2428 FR 04/28 FIXED 4.84 | 2.48 | 0.16 | 0.1075 | -0.0043 | |||||
| US9698878G68 / WILLIAMSON CNTY TX | 2.45 | 0.91 | 0.1061 | -0.0033 | |||||
| US90276YAC75 / UBS Commercial Mortgage Trust 2019-C16 | 2.39 | -5.08 | 0.1037 | -0.0101 | |||||
| US78473JAA07 / SREIT Trust 2021-IND | 2.39 | 0.63 | 0.1037 | -0.0036 | |||||
| TRANS ALLEGHENY INTERSTA SR UNSECURED 144A 01/31 5 / DBT (US893045AF16) | 2.34 | 0.1014 | 0.1014 | ||||||
| US403950AA61 / HGI CRE CLO 2021-FL3 Ltd | 2.33 | 0.22 | 0.1008 | -0.0039 | |||||
| US007944AF80 / Adventist Health System/West | 2.32 | 0.65 | 0.1007 | -0.0035 | |||||
| US09261BAC46 / Blackstone Holdings Finance Co. LLC | 2.30 | 1.14 | 0.0998 | -0.0029 | |||||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 2.29 | -0.22 | 0.0994 | -0.0043 | |||||
| AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85 / DBT (US023940AA78) | 2.28 | -0.35 | 0.0989 | -0.0045 | |||||
| US065403BA45 / BANK 2019-BNK17 | 2.26 | -5.36 | 0.0980 | -0.0098 | |||||
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2024 5C31 A2 / ABS-MBS (US07336YAB11) | 2.26 | 0.85 | 0.0977 | -0.0032 | |||||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCM20) | 2.24 | 0.27 | 0.0971 | -0.0037 | |||||
| US30326MAA36 / FS RIALTO | 2.20 | -2.01 | 0.0952 | -0.0060 | |||||
| US748149AJ05 / Province of Quebec Canada | 2.17 | 0.46 | 0.0941 | -0.0034 | |||||
| US477143AH41 / JetBlue 2019-1 Class AA Pass Through Trust | 2.15 | -2.27 | 0.0933 | -0.0061 | |||||
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A / ABS-CBDO (US39810MAA71) | 2.15 | 0.0933 | 0.0933 | ||||||
| US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth | 2.14 | 0.66 | 0.0928 | -0.0032 | |||||
| US842400HU08 / Southern California Edison Co | 2.13 | 0.09 | 0.0922 | -0.0037 | |||||
| EQUITABLE AMERICA GLOBAL SECURED 144A 06/30 4.95 / DBT (US29446Q2B87) | 2.12 | 0.0920 | 0.0920 | ||||||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) | 2.10 | 0.14 | 0.0911 | -0.0036 | |||||
| US00138CAV00 / Corebridge Global Funding | 2.09 | 0.43 | 0.0906 | -0.0033 | |||||
| US26829XAB73 / ECMC Group Student Loan Trust | 2.08 | -1.79 | 0.0902 | -0.0054 | |||||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 2.08 | -18.07 | 0.0900 | -0.0244 | |||||
| RGA GLOBAL FUNDING SECURED 144A 05/29 5.448 / DBT (US76209PAE34) | 2.07 | 0.63 | 0.0895 | -0.0031 | |||||
| US06540BBA61 / BANK BANK 2019 BN21 ASB | 2.06 | -4.80 | 0.0894 | -0.0084 | |||||
| US00130HCH66 / AES Corp/The | 2.04 | 0.44 | 0.0886 | -0.0032 | |||||
| BANK OF AMERICA AUTO TRUST BAAT 2023 2A A4 144A / ABS-O (US06054YAD94) | 2.04 | -0.15 | 0.0885 | -0.0038 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C8 A2 / ABS-MBS (US09661XAB47) | 2.04 | 0.89 | 0.0884 | -0.0028 | |||||
| US66815L2M02 / Northwestern Mutual Global Funding | 2.04 | 0.59 | 0.0884 | -0.0031 | |||||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 2.03 | 0.00 | 0.0881 | -0.0036 | |||||
| NWE / NorthWestern Energy Group, Inc. | 2.03 | 0.84 | 0.0881 | -0.0029 | |||||
| MARS INC SR UNSECURED 144A 03/28 4.6 / DBT (US571676AX38) | 2.02 | 0.40 | 0.0874 | -0.0032 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1A 144A / ABS-O (US83207EAA47) | 2.00 | 0.0866 | 0.0866 | ||||||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 2.00 | -0.10 | 0.0866 | -0.0036 | |||||
| US06051GHM42 / Bank of America Corp | 1.99 | 0.86 | 0.0864 | -0.0028 | |||||
| MADISON PARK FUNDING LTD MDPK 2019 36A A1RR 144A / ABS-CBDO (US55819PBE88) | 1.99 | 0.10 | 0.0863 | -0.0035 | |||||
| US065402BA61 / BANK BANK 2019 BN18 ASB | 1.99 | -5.29 | 0.0861 | -0.0086 | |||||
| US59333NS877 / MIAMI DADE CNTY FL SPL OBLIG MIAGEN 10/25 FIXED 1.154 | 1.98 | 0.71 | 0.0860 | -0.0029 | |||||
| US43300LAA89 / Hilton USA Trust 2016-HHV | 1.97 | 0.36 | 0.0852 | -0.0032 | |||||
| US78448YAB74 / SMB PRIVATE EDUCATION LOAN TRUST | 1.97 | -3.77 | 0.0851 | -0.0070 | |||||
| US404119CH01 / HCA Inc | 1.96 | 0.82 | 0.0849 | -0.0028 | |||||
| US17326FAE79 / CITIGROUP COML MTG TR 2017-C4 3.297% 10/12/2050 | 1.94 | -10.30 | 0.0841 | -0.0135 | |||||
| US46648KAU07 / JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C7 JPMDB 2017-C7 A5 | 1.94 | 0.94 | 0.0841 | -0.0027 | |||||
| WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD / DBT (US980236AR40) | 1.94 | -0.21 | 0.0840 | -0.0036 | |||||
| US53948HAA41 / LoanCore 2021-CRE6 Issuer Ltd | 1.94 | -8.68 | 0.0839 | -0.0118 | |||||
| US38122NC676 / GOLDEN ST TOBACCO SEC CORP TAXABLE ST APPROP 21A-1 2.332% 06-01-27 | 1.92 | 0.0832 | 0.0832 | ||||||
| US78457JAA07 / SMRT, Series 2022-MINI, Class A | 1.92 | 0.37 | 0.0832 | -0.0031 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 1.89 | -5.51 | 0.0818 | -0.0083 | |||||
| US68607DVD47 / State of Oregon Department of Transportation | 1.88 | 1.46 | 0.0815 | -0.0021 | |||||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 1.87 | -4.25 | 0.0811 | -0.0071 | |||||
| US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd | 1.87 | -15.77 | 0.0810 | -0.0191 | |||||
| US44236PLT39 / HOUSTON TX CMNTY CLG HOUHGR 02/29 FIXED 5 | 1.86 | 0.59 | 0.0807 | -0.0029 | |||||
| US682439AC85 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A A2 144A | 1.85 | -6.79 | 0.0803 | -0.0094 | |||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 1.85 | -0.22 | 0.0802 | -0.0035 | |||||
| US68235PAN87 / ONE Gas Inc | 1.84 | 0.33 | 0.0799 | -0.0030 | |||||
| US3128MJ5C09 / Freddie Mac Gold Pool | 1.83 | -1.61 | 0.0795 | -0.0046 | |||||
| US06738EBD67 / Barclays PLC | 1.82 | 0.72 | 0.0788 | -0.0027 | |||||
| US125094BE13 / CDP Financial Inc | 1.82 | 0.78 | 0.0788 | -0.0026 | |||||
| PROTECTIVE LIFE GLOBAL PROTECTIVE LIFE GLOBAL / DBT (US74368CBX11) | 1.82 | 0.06 | 0.0788 | -0.0032 | |||||
| US78445QAE17 / SLM Private Education Loan Trust 2010-C | 1.76 | -3.88 | 0.0763 | -0.0064 | |||||
| AU3FN0029609 / AAI Ltd | 1.75 | 1.10 | 0.0758 | -0.0023 | |||||
| FNMA POOL BZ3406 FN 03/30 FIXED 4.32 / ABS-MBS (US3140NXYC15) | 1.71 | 0.65 | 0.0741 | -0.0026 | |||||
| JACKSON NATL LIFE GLOBAL SECURED 144A 10/29 4.6 / DBT (US46849LVB43) | 1.70 | 0.95 | 0.0736 | -0.0023 | |||||
| US78432WAA18 / SFO Commercial Mortgage Trust 2021-555 | 1.69 | 1.01 | 0.0734 | -0.0023 | |||||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 1.67 | -11.65 | 0.0723 | -0.0129 | |||||
| FREDDIE MAC FHR 5440 F / ABS-MBS (US3137HDY795) | 1.62 | -9.83 | 0.0704 | -0.0109 | |||||
| US694308KF34 / Pacific Gas and Electric Co | 1.62 | 0.19 | 0.0702 | -0.0028 | |||||
| SRG / Snam S.p.A. | 1.61 | 0.0699 | 0.0699 | ||||||
| EQUITABLE AMERICA GLOBAL SECURED 144A 06/28 4.65 / DBT (US29446Q2A05) | 1.61 | 0.0697 | 0.0697 | ||||||
| US3136BCVD95 / FANNIE MAE FNR 2020 77 DP | 1.58 | -0.63 | 0.0686 | -0.0033 | |||||
| US26829GAA67 / ECMC Group Student Loan Trust 2018-2 | 1.57 | -1.75 | 0.0680 | -0.0041 | |||||
| US3128MJ5Z93 / FED HM LN PC POOL G08863 FG 02/49 FIXED 4.5 | 1.54 | -3.14 | 0.0669 | -0.0050 | |||||
| US303901BL51 / Fairfax Financial Holdings Ltd. | 1.54 | 0.59 | 0.0668 | -0.0023 | |||||
| NORTHWESTERN MUTUAL GLBL SECURED 144A 01/30 4.96 / DBT (US66815L2U28) | 1.53 | 0.66 | 0.0664 | -0.0023 | |||||
| FNMA POOL BZ3419 FN 03/30 FIXED 4.32 / ABS-MBS (US3140NXYR83) | 1.53 | 0.59 | 0.0663 | -0.0023 | |||||
| CMS.PRB / Consumers Energy Company - Preferred Stock | 1.52 | 1.00 | 0.0660 | -0.0020 | |||||
| SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05 / DBT (US79587J2B82) | 1.52 | 0.26 | 0.0660 | -0.0025 | |||||
| US05583JAN28 / BPCE SA | 1.51 | -0.20 | 0.0654 | -0.0028 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 1.50 | 0.0652 | 0.0652 | ||||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 1.50 | 0.67 | 0.0651 | -0.0022 | |||||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A / ABS-CBDO (US05682GAQ10) | 1.50 | 0.0650 | 0.0650 | ||||||
| FANNIE MAE FNR 2024 77 DF / ABS-MBS (US3136BTWY58) | 1.49 | 0.0646 | 0.0646 | ||||||
| US89240HAD70 / Toyota Lease Owner Trust, Series 2023-B, Class A3 | 1.45 | -27.75 | 0.0630 | -0.0278 | |||||
| US055984AA69 / BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A | 1.40 | -32.29 | 0.0608 | -0.0327 | |||||
| FNMA POOL BZ3405 FN 03/30 FIXED 4.32 / ABS-MBS (US3140NXYB32) | 1.38 | 0.66 | 0.0596 | -0.0021 | |||||
| US3140X6Z464 / Fannie Mae Pool | 1.37 | -4.86 | 0.0594 | -0.0056 | |||||
| MARATHON CLO LTD MCLO 2019 1A AAR2 144A / ABS-CBDO (US56579ABJ88) | 1.37 | -7.95 | 0.0592 | -0.0078 | |||||
| US80317LAJ26 / Saranac Clo VI Ltd | 1.35 | -14.32 | 0.0586 | -0.0126 | |||||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A / ABS-O (US14318WAB37) | 1.35 | -44.72 | 0.0585 | -0.0517 | |||||
| US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 | 1.35 | -6.21 | 0.0583 | -0.0064 | |||||
| US38376RTJ58 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H09 FB | 1.32 | -18.16 | 0.0570 | -0.0155 | |||||
| HSBC26C / HSBC Holdings PLC | 1.30 | 0.08 | 0.0563 | -0.0022 | |||||
| OHIO EDISON CO SR UNSECURED 144A 12/29 4.95 / DBT (US677347CJ38) | 1.27 | 0.0549 | 0.0549 | ||||||
| US3133KYXC82 / UMBS, 20 Year | 1.21 | -1.71 | 0.0524 | -0.0031 | |||||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 1.20 | -0.33 | 0.0518 | -0.0023 | |||||
| US3137FQHG16 / FREDDIE MAC FHR 4936 AP | 1.19 | -4.42 | 0.0515 | -0.0046 | |||||
| US12551YAA10 / CIFC 2018-3A A | 1.19 | -17.42 | 0.0514 | -0.0134 | |||||
| US3136B45C86 / FANNIE MAE FNR 2019 33 FB | 1.18 | -3.77 | 0.0509 | -0.0042 | |||||
| US6944PL2E89 / PACIFIC LIFE GLOBAL FUNDING II | 1.17 | 0.77 | 0.0508 | -0.0017 | |||||
| US24703TAD81 / CORP. NOTE | 1.17 | -0.34 | 0.0505 | -0.0023 | |||||
| US38382A5Y79 / Ginnie Mae REMICS | 1.16 | -2.27 | 0.0503 | -0.0033 | |||||
| FNMA POOL FS8865 FN 02/35 FIXED VAR / ABS-MBS (US3140XQZ753) | 1.14 | -6.46 | 0.0496 | -0.0056 | |||||
| US90276XAS45 / UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C11 ASB | 1.14 | -8.79 | 0.0495 | -0.0070 | |||||
| FCT / Fincantieri S.p.A. | 1.14 | 1.42 | 0.0494 | -0.0013 | |||||
| US07336CAA18 / BDS 2022-FL12 LLC | 1.14 | -27.81 | 0.0493 | -0.0218 | |||||
| US90276GAQ55 / UBS Commercial Mortgage Trust 2017-C3 | 1.12 | -11.13 | 0.0485 | -0.0083 | |||||
| WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35 / DBT (US94877DAA28) | 1.12 | 0.0483 | 0.0483 | ||||||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 1.08 | -20.82 | 0.0467 | -0.0147 | |||||
| US67113DAW48 / OZLM XXIV Ltd | 1.07 | -23.57 | 0.0463 | -0.0167 | |||||
| BAM.26 / Brookfield Finance Inc | 1.07 | 0.09 | 0.0463 | -0.0018 | |||||
| US90931GAA76 / United Airlines 2020-1 Class A Pass Through Trust | 1.06 | -6.55 | 0.0457 | -0.0052 | |||||
| US90931EAA29 / United Airlines Pass Through Trust, Series 2019-1, Class A | 1.05 | -0.28 | 0.0456 | -0.0020 | |||||
| US90932MAA36 / United Airlines 2019-2 Class A Pass Through Trust | 1.05 | -3.86 | 0.0453 | -0.0038 | |||||
| US46645WAA18 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | 1.05 | -0.76 | 0.0453 | -0.0022 | |||||
| BMO MORTGAGE TRUST BMO 2024 5C7 A3 / ABS-MBS (US09660WAU53) | 1.03 | 0.68 | 0.0447 | -0.0015 | |||||
| CNO GLOBAL FUNDING CNO GLOBAL FUNDING / DBT (US18977W2D15) | 1.03 | 0.20 | 0.0445 | -0.0018 | |||||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 1.02 | -11.61 | 0.0442 | -0.0079 | |||||
| US00138CAU27 / Corebridge Global Funding | 1.01 | -0.30 | 0.0439 | -0.0019 | |||||
| ANTX / AN2 Therapeutics, Inc. | 1.01 | 0.70 | 0.0439 | -0.0015 | |||||
| US87167WAC91 / ABS FLOAT SER.2021-25A CL.A | 1.00 | 0.40 | 0.0434 | -0.0016 | |||||
| US606822CE28 / Mitsubishi UFJ Financial Group, Inc. | 0.99 | 0.30 | 0.0431 | -0.0016 | |||||
| US40414LAQ23 / HCP Inc | 0.99 | 0.51 | 0.0428 | -0.0016 | |||||
| US61761J3R84 / Morgan Stanley | 0.99 | 0.51 | 0.0428 | -0.0015 | |||||
| US80282KAZ93 / Santander Holdings USA Inc | 0.98 | 0.72 | 0.0427 | -0.0014 | |||||
| US38376RUH73 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H10 FA | 0.98 | -17.74 | 0.0426 | -0.0113 | |||||
| US14040HDB87 / Capital One Financial Corp | 0.98 | -0.30 | 0.0425 | -0.0019 | |||||
| US62878U2A90 / NBN Co Ltd | 0.98 | 0.72 | 0.0423 | -0.0014 | |||||
| US80281LAQ86 / Santander UK Group Holdings PLC | 0.97 | 0.83 | 0.0421 | -0.0014 | |||||
| US26833BAB99 / ECMC GROUP STUDENT LOAN TRUST ECMC 2020 3A A1B 144A | 0.95 | -1.86 | 0.0412 | -0.0025 | |||||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 0.94 | -1.46 | 0.0409 | -0.0023 | |||||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 0.94 | -5.53 | 0.0407 | -0.0041 | |||||
| US023770AA81 / American Airlin Bond | 0.93 | -4.34 | 0.0401 | -0.0035 | |||||
| FLATIRON CLO LTD FLAT 2019 1A AR2 144A / ABS-CBDO (US33883JAW18) | 0.92 | -8.30 | 0.0397 | -0.0054 | |||||
| US74977RDR21 / Cooperatieve Rabobank UA | 0.91 | 0.67 | 0.0392 | -0.0013 | |||||
| US025816DL03 / American Express Co | 0.91 | -0.33 | 0.0392 | -0.0018 | |||||
| US65535HBA68 / Nomura Holdings Inc | 0.89 | 1.49 | 0.0384 | -0.0010 | |||||
| US64129KBE64 / Neuberger Berman CLO XV | 0.88 | -21.61 | 0.0381 | -0.0125 | |||||
| US06054AAW99 / BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.441% 09/15/2048 2015-UBS7 A3 | 0.85 | -55.33 | 0.0367 | -0.0488 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.84 | 8.21 | 0.0366 | 0.0014 | |||
| US90276VAC37 / UBS Commercial Mortgage Trust 2018-C8 | 0.82 | -8.05 | 0.0356 | -0.0047 | |||||
| VZ / Verizon Communications Inc. - Depositary Receipt (Common Stock) | 0.82 | 0.0354 | 0.0354 | ||||||
| US12595VAB36 / COMM Mortgage Trust | 0.81 | -2.76 | 0.0351 | -0.0025 | |||||
| US05369AAD37 / Aviation Capital Group LLC | 0.80 | 0.25 | 0.0346 | -0.0013 | |||||
| US92940PAE43 / WRKCo Inc | 0.79 | 1.02 | 0.0342 | -0.0010 | |||||
| US3137F66L68 / FREDDIE MAC FHR 5042 CA | 0.78 | -8.53 | 0.0339 | -0.0047 | |||||
| US88880LAH69 / TOBACCO SETTLEMENT FIN AUTH WV ASSET BACKED | 0.78 | 0.90 | 0.0338 | -0.0011 | |||||
| FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5 / ABS-MBS (US3132CXLV28) | 0.78 | -5.90 | 0.0338 | -0.0036 | |||||
| US92331AAU88 / Venture XXVIII CLO Ltd | 0.78 | -41.95 | 0.0338 | -0.0268 | |||||
| US571903BH57 / Marriott International Inc/MD | 0.77 | 2.54 | 0.0332 | -0.0005 | |||||
| US06540RAD61 / BANK 2017-BNK9 | 0.74 | 0.96 | 0.0320 | -0.0010 | |||||
| US38378U8L44 / Government National Mortgage Association | 0.73 | -9.63 | 0.0317 | -0.0048 | |||||
| US38376RJR84 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H26 FA | 0.73 | -16.09 | 0.0314 | -0.0076 | |||||
| US31397QWM67 / Fannie Mae REMICS | 0.71 | -1.94 | 0.0306 | -0.0019 | |||||
| US63942TAA34 / NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A | 0.70 | -10.80 | 0.0304 | -0.0051 | |||||
| US71951QAA04 / Physicians Realty L.P. | 0.70 | 0.29 | 0.0303 | -0.0012 | |||||
| US980236AP83 / Woodside Finance Ltd | 0.68 | 0.59 | 0.0296 | -0.0010 | |||||
| RFR USD SOFR/3.00000 02/12/25-30Y LCH / DIR (EZ5QDLRMVJ80) | 0.68 | 15.70 | 0.0294 | 0.0030 | |||||
| US59333NS950 / MIAMI DADE CNTY FL SPL OBLIG MIAGEN 10/26 FIXED 1.471 | 0.68 | 0.89 | 0.0293 | -0.0010 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 0.67 | 1.52 | 0.0290 | -0.0007 | |||||
| US83206NAB38 / SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 1.83000000 | 0.64 | -5.01 | 0.0279 | -0.0027 | |||||
| US26828VAA44 / ECMC Group Student Loan Trust 2017-2 | 0.62 | -1.43 | 0.0270 | -0.0015 | |||||
| US22003BAP13 / CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 | 0.62 | 1.32 | 0.0267 | -0.0007 | |||||
| MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A / ABS-CBDO (US55953HBD44) | 0.62 | -34.01 | 0.0267 | -0.0154 | |||||
| US61690YBS00 / Morgan Stanley Capital I Trust 2016-BNK2 | 0.61 | -18.93 | 0.0264 | -0.0075 | |||||
| US38375UYN44 / Government National Mortgage Association | 0.61 | -13.76 | 0.0264 | -0.0055 | |||||
| US303901BB79 / Fairfax Financial Holdings Ltd | 0.61 | 0.67 | 0.0262 | -0.0009 | |||||
| US00500RAA32 / ACREC 2021-FL1 Ltd | 0.60 | -4.16 | 0.0260 | -0.0022 | |||||
| US38375UVD98 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FD | 0.60 | -17.99 | 0.0259 | -0.0070 | |||||
| US29444UBE55 / Equinix, Inc. | 0.57 | 1.43 | 0.0247 | -0.0007 | |||||
| US3137BTTH46 / FREDDIE MAC FHR 4637 WF | 0.56 | -4.95 | 0.0242 | -0.0023 | |||||
| US977100HN95 / WISCONSIN ST GEN FUND ANNUAL A WISGEN 05/29 FIXED 1.486 | 0.54 | 1.12 | 0.0236 | -0.0007 | |||||
| US31418DKK71 / Fannie Mae Pool | 0.53 | -3.45 | 0.0231 | -0.0018 | |||||
| US056162AN09 / BABSN 2015-IA AR | 0.53 | -30.94 | 0.0229 | -0.0117 | |||||
| US48252KAA79 / KKR CLO 21 Ltd | 0.51 | -26.12 | 0.0222 | -0.0091 | |||||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 0.51 | 0.0222 | 0.0222 | ||||||
| US17326DAE22 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2017 P8 AAB | 0.51 | -12.71 | 0.0220 | -0.0043 | |||||
| US95001ABB17 / Wells Fargo Commercial Mortgage Trust 2017-C41 | 0.49 | -12.10 | 0.0214 | -0.0039 | |||||
| US00774MAE57 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.49 | 0.61 | 0.0213 | -0.0007 | |||||
| US80282KBC99 / Santander Holdings USA Inc | 0.48 | 1.04 | 0.0210 | -0.0006 | |||||
| US07332VBB09 / BBCMS MORTGAGE TRUST 2017-C1 | 0.48 | -14.82 | 0.0207 | -0.0046 | |||||
| US46648KAV89 / JPMDB COML MTG SECS TR 2017-C7 3.2419% 10/15/2050 | 0.47 | -11.20 | 0.0203 | -0.0035 | |||||
| US88880LAL71 / Tobacco Settlement Finance Authority | 0.46 | 0.0201 | 0.0201 | ||||||
| US3136ATY731 / FANNIE MAE FNR 2016 76 CF | 0.46 | -3.14 | 0.0200 | -0.0015 | |||||
| US303075AB13 / FactSet Research Systems Inc | 0.46 | 1.33 | 0.0198 | -0.0006 | |||||
| US759509AG74 / Reliance Steel & Aluminum Co. | 0.44 | 2.07 | 0.0192 | -0.0004 | |||||
| US37940XAH52 / Global Payments Inc | 0.44 | 0.91 | 0.0192 | -0.0006 | |||||
| US3128MJ4W71 / Federal Home Loan Mortgage Corp. | 0.44 | -1.80 | 0.0189 | -0.0011 | |||||
| US31418CZJ60 / Fannie Mae Pool | 0.41 | -3.29 | 0.0179 | -0.0013 | |||||
| US31351DDT54 / Freddie Mac Strips | 0.41 | -5.73 | 0.0178 | -0.0018 | |||||
| US3137FCHE71 / FREDDIE MAC FHR 4736 CD | 0.40 | -4.74 | 0.0175 | -0.0016 | |||||
| US05609CAA53 / BX Commercial Mortgage Trust 2021-21M | 0.39 | -55.63 | 0.0168 | -0.0225 | |||||
| US3137F7YY55 / FREDDIE MAC FHR 5051 MA | 0.38 | -5.21 | 0.0166 | -0.0017 | |||||
| US14315LAA26 / Carlyle Global Market Strategies CLO 2014-3-R Ltd | 0.38 | -40.16 | 0.0163 | -0.0121 | |||||
| US3136AUH536 / FANNIE MAE FNR 2016 100 WF | 0.38 | -2.85 | 0.0163 | -0.0012 | |||||
| US95001NAW83 / Wells Fargo Commercial Mortgage Trust 2018-C45 | 0.35 | -7.11 | 0.0153 | -0.0019 | |||||
| US38376RDB96 / Government National Mortgage Association Series 2015-H15 Class FC | 0.35 | -3.85 | 0.0152 | -0.0012 | |||||
| US04942VAW46 / Atlas Senior Loan Fund XIII, Series 2019-13A, Class A1NR | 0.35 | -34.03 | 0.0150 | -0.0087 | |||||
| US3136AUTX94 / FANNIE MAE FNR 2016 88 AF | 0.34 | -6.61 | 0.0147 | -0.0017 | |||||
| US46188BAC63 / INVITATION HOMES OP REGD 2.70000000 | 0.33 | 1.54 | 0.0143 | -0.0004 | |||||
| US3137F7TN55 / FREDDIE MAC FHR 5050 YA | 0.33 | -8.08 | 0.0143 | -0.0019 | |||||
| US65023PAN06 / NBCLO 2017-1A A1R 144A FRN (L+97) 07-25-30 | 0.31 | -15.11 | 0.0134 | -0.0030 | |||||
| US38376RY269 / GNMA, Series 2017-H07, Class FG | 0.30 | -11.37 | 0.0132 | -0.0023 | |||||
| US38376RCB06 / GNMA, Series 2015-H14, Class FA | 0.30 | -13.58 | 0.0130 | -0.0026 | |||||
| US80282KAP12 / Santander Holdings USA Inc | 0.30 | 0.67 | 0.0130 | -0.0005 | |||||
| US759351AM18 / Reinsurance Group of America Inc | 0.30 | 0.34 | 0.0129 | -0.0005 | |||||
| US80281LAG05 / Santander UK Group Holdings PLC | 0.29 | 1.03 | 0.0127 | -0.0004 | |||||
| US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust | 0.27 | -2.52 | 0.0118 | -0.0008 | |||||
| US88880LAN38 / TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/31 FIXED 2.951 | 0.27 | 1.50 | 0.0117 | -0.0003 | |||||
| US38376RHB50 / GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FD | 0.26 | -13.44 | 0.0115 | -0.0023 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.21 | 0.0093 | 0.0093 | ||||||
| US78486LAA08 / SURA Asset Management SA | 0.21 | -79.30 | 0.0090 | -0.0360 | |||||
| US38380LMV26 / GNMA, Series 2018-H18, Class FC | 0.18 | -19.35 | 0.0076 | -0.0022 | |||||
| US31418EGF16 / Fannie Mae Pool | 0.17 | -1.69 | 0.0076 | -0.0004 | |||||
| US084659AV35 / Berkshire Hathaway Energy Co | 0.16 | 1.27 | 0.0069 | -0.0002 | |||||
| US38376RDE36 / GNMA, Series 2015-H15, Class FJ | 0.15 | -13.95 | 0.0064 | -0.0013 | |||||
| US3140JGZ324 / FNMA POOL BN0761 FN 01/49 FIXED 4.5 | 0.14 | -0.69 | 0.0063 | -0.0003 | |||||
| US233262AC89 / DLLAD 2021-1 LLC | 0.14 | -67.07 | 0.0059 | -0.0127 | |||||
| US04942JAC53 / Atlas Senior Loan Fund X Ltd | 0.12 | -62.22 | 0.0052 | -0.0090 | |||||
| US95000GAZ72 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 SER 2016-BNK1 CL ASB REGD 2.51400000 | 0.11 | -42.27 | 0.0049 | -0.0039 | |||||
| US61767FAY79 / MORGAN STANLEY CAPITAL I TRUST 2016-UB11 MSC 2016-UB11 ASB | 0.10 | -25.76 | 0.0043 | -0.0017 | |||||
| US95000DBE04 / WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C34 ASB | 0.10 | -35.76 | 0.0042 | -0.0026 | |||||
| US38141GYG36 / Goldman Sachs Group Inc/The | 0.10 | 1.05 | 0.0042 | -0.0001 | |||||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0.09 | -58.41 | 0.0041 | -0.0061 | |||||
| RFR USD SOFR/3.30000 12/02/24-4Y* CME / DIR (EZ2F419XN3M4) | 0.09 | -49.44 | 0.0039 | -0.0042 | |||||
| RFR USD SOFR/3.30000 12/02/24-7Y* CME / DIR (EZKHRJGZF457) | 0.07 | -61.58 | 0.0030 | -0.0050 | |||||
| US38375B4Y56 / GNMA, Series 2013-H16, Class FA | 0.06 | -13.51 | 0.0028 | -0.0006 | |||||
| US38376RMX16 / GNMA_15-H31 | 0.05 | 0.00 | 0.0024 | -0.0001 | |||||
| US3128S5V351 / FED HM LN PC POOL 1Q1534 FH 06/37 FLOATING VAR | 0.05 | -3.92 | 0.0021 | -0.0002 | |||||
| US3138EP2Y90 / Fannie Mae Pool | 0.04 | -2.44 | 0.0017 | -0.0002 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.04 | 0.0015 | 0.0015 | ||||||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.03 | -93.75 | 0.0014 | -0.0217 | |||||
| VERIZON COMMUNICATIONS INC SNR S* ICE / DCR (EZKBMTL78RT9) | 0.03 | 6.90 | 0.0014 | 0.0000 | |||||
| US31396V5C86 / FANNIE MAE REMICS SER 2007-50 CL FN V/R 1.94800000 | 0.03 | -3.23 | 0.0013 | -0.0001 | |||||
| US914440KJ07 / UNIV OF MASSACHUSETTS MA BLDG UMAFAC 05/29 FIXED 6.423 | 0.03 | -14.29 | 0.0013 | -0.0003 | |||||
| US12594CBD11 / COMM 2016-DC2 Mortgage Trust | 0.03 | -80.92 | 0.0011 | -0.0048 | |||||
| US31405MA645 / FANNIE MAE POOL FN 793029 | 0.02 | -4.17 | 0.0010 | -0.0001 | |||||
| US3132XGU950 / FREDDIE MAC POOL UMBS P#WN2407 4.38000000 | 0.02 | 4.55 | 0.0010 | -0.0000 | |||||
| RFR USD SOFR/3.32826 09/03/24-7Y* CME / DIR (EZPDSL9DRNN3) | 0.02 | -71.79 | 0.0010 | -0.0026 | |||||
| US31415XH794 / Fannie Mae Pool | 0.02 | 0.00 | 0.0007 | -0.0000 | |||||
| US12637UAX72 / CSAIL 2016-C7 Commercial Mortgage Trust | 0.02 | -95.84 | 0.0007 | -0.0156 | |||||
| RFR USD SOFR/3.43091 09/03/24-7Y* LCH / DIR (EZPDSL9DRNN3) | 0.01 | -84.62 | 0.0006 | -0.0030 | |||||
| US31407VSL08 / FNMA POOL 842123 FN 10/35 FIXED 5.5 | 0.01 | 0.00 | 0.0005 | -0.0000 | |||||
| US31407FHW32 / FNMA POOL 829245 FN 08/35 FIXED 5.5 | 0.01 | -9.09 | 0.0005 | -0.0000 | |||||
| RFR USD SOFR/3.51042 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.01 | -81.63 | 0.0004 | -0.0018 | |||||
| RFR USD SOFR/3.51453 09/03/24-4Y* LCH / DIR (EZ4809P3F712) | 0.01 | -81.63 | 0.0004 | -0.0018 | |||||
| BOEING CO/THE SNR S* ICE / DCR (EZC4SH442RJ4) | 0.01 | -11.11 | 0.0004 | -0.0000 | |||||
| US31410KKX18 / Fannie Mae Pool | 0.01 | 0.00 | 0.0004 | -0.0000 | |||||
| US31410KJ541 / Fannie Mae Pool | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| US31416LJK35 / FNMA POOL AA2965 FN 04/39 FIXED 5.5 | 0.01 | 0.00 | 0.0003 | -0.0000 | |||||
| MNSH / MNSN Holdings Inc. | 0.00 | 0.00 | 0.01 | -16.67 | 0.0002 | -0.0000 | |||
| US31417FBW77 / FNMA POOL AB8152 FN 02/38 FIXED 5.5 | 0.00 | 0.00 | 0.0002 | -0.0000 | |||||
| US31415P3Y25 / Fannie Mae Pool | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31407W5B56 / FNMA POOL 843342 FN 10/35 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31416VSW53 / FNMA POOL AB0532 FN 12/38 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US38376RRJ76 / Government National Mortgage Association | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31371MLB18 / FNMA POOL 256022 FN 12/35 FIXED 5.5 | 0.00 | 0.00 | 0.0001 | -0.0000 | |||||
| US31408DF902 / FNMA POOL 848092 FN 10/35 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31407D4Q50 / FNMA POOL 828031 FN 07/35 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| US31376KGC45 / FNMA POOL 357595 FN 07/34 FIXED 5.5 | 0.00 | 0.0000 | -0.0000 | ||||||
| RFR USD SOFR/3.62000 02/14/25-5Y LCH / DIR (EZMDBB3P1KY1) | -0.09 | -374.19 | -0.0037 | -0.0052 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.20 | -0.0087 | -0.0087 | ||||||
| RFR USD SOFR/4.01150 02/14/25-10Y LCH / DIR (EZSQMTV543V9) | -0.20 | 32.47 | -0.0088 | -0.0019 | |||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -0.68 | -0.0293 | -0.0293 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.90 | -0.0389 | -0.0389 |
