Basic Stats
| Portfolio Value | $ 638,944,664 |
| Current Positions | 594 |
Latest Holdings, Performance, AUM (from 13F, 13D)
VPVSTDV - PIMCO Short-Term Portfolio Administrative has disclosed 594 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 638,944,664 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). VPVSTDV - PIMCO Short-Term Portfolio Administrative’s top holdings are PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Bayer US Finance II LLC (US:US07274NAJ28) , TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 (CA:US89621ABT51) , and Hyundai Capital America (US:US44891ACL98) . VPVSTDV - PIMCO Short-Term Portfolio Administrative’s new positions include PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0526800) , Bayer US Finance II LLC (US:US07274NAJ28) , TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 (CA:US89621ABT51) , and Hyundai Capital America (US:US44891ACL98) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 15.59 | 2.4741 | 2.4741 | ||
| 13.99 | 2.2203 | 2.2203 | ||
| 6.29 | 0.9991 | 0.9991 | ||
| 6.19 | 0.9829 | 0.9829 | ||
| 4.29 | 0.6807 | 0.6807 | ||
| 4.28 | 0.6801 | 0.6801 | ||
| 4.24 | 0.6728 | 0.6728 | ||
| 3.69 | 0.5850 | 0.5850 | ||
| 3.30 | 0.5238 | 0.5238 | ||
| 3.29 | 0.5229 | 0.5229 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.10 | 0.0152 | -0.7990 | ||
| -1.57 | -0.2491 | -0.2491 | ||
| 0.05 | 0.0073 | -0.2368 | ||
| 0.70 | 0.1113 | -0.1500 | ||
| 0.80 | 0.1273 | -0.0957 | ||
| 0.81 | 0.1283 | -0.0945 | ||
| -0.58 | -0.0926 | -0.0926 | ||
| 0.71 | 0.1128 | -0.0914 | ||
| 1.37 | 0.2181 | -0.0846 | ||
| 2.51 | 0.3988 | -0.0814 |
13F and Fund Filings
This form was filed on 2025-08-29 for the reporting period 2025-06-30. This investor has not disclosed securities that are counted in shares, so the shares-related columns in the table below are omitted. 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 | ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|
| US72202G3801 / PIMCO ST FLOATING NAV PORT IV MUTUAL FUND | 28.17 | 1.31 | 4.4709 | 0.0504 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 15.59 | 2.4741 | 2.4741 | |||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 13.99 | 2.2203 | 2.2203 | |||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 8.01 | -5.18 | 1.2708 | -0.0716 | ||
| US07274NAJ28 / Bayer US Finance II LLC | 6.38 | 0.16 | 1.0132 | 0.0000 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 6.29 | 0.9991 | 0.9991 | |||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 6.19 | 0.9829 | 0.9829 | |||
| US89621ABT51 / TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 | 6.00 | -0.13 | 0.9531 | -0.0028 | ||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 5.66 | -4.89 | 0.8986 | -0.0477 | ||
| TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A / ABS-MBS (US89621ABZ12) | 5.51 | -0.04 | 0.8747 | -0.0018 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 5.40 | -0.18 | 0.8570 | -0.0031 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (US04685A3U30) | 5.34 | 0.11 | 0.8479 | -0.0005 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 5.30 | 17.78 | 0.8413 | 0.1257 | ||
| US44891ACL98 / Hyundai Capital America | 5.24 | 3.80 | 0.8315 | 0.0291 | ||
| HSBC26D / HSBC Holdings PLC | 4.91 | -0.32 | 0.7800 | -0.0039 | ||
| US37046US851 / General Motors Financial Co Inc | 4.69 | -0.11 | 0.7451 | -0.0020 | ||
| US22822VAV36 / Crown Castle International Corp | 4.62 | 1.05 | 0.7340 | 0.0064 | ||
| US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. | 4.61 | -0.30 | 0.7319 | -0.0034 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 4.40 | 158.30 | 0.6991 | 0.4279 | ||
| US576339DJ15 / MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A | 4.40 | -0.18 | 0.6981 | -0.0025 | ||
| FREDDIE MAC FHR 5526 FA / ABS-MBS (US3137HKT469) | 4.38 | -4.82 | 0.6956 | -0.0365 | ||
| FREDDIE MAC FHR 5472 FA / ABS-MBS (US3137HHEK38) | 4.32 | -3.98 | 0.6851 | -0.0296 | ||
| FREDDIE MAC FHR 5534 FM / ABS-MBS (US3137HLEP37) | 4.29 | 0.6807 | 0.6807 | |||
| FREDDIE MAC FHR 5549 FA / ABS-MBS (US3137HLST03) | 4.28 | 0.6801 | 0.6801 | |||
| FREDDIE MAC FHR 5546 FB / ABS-MBS (US3137HLME97) | 4.24 | 0.6728 | 0.6728 | |||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 4.19 | -4.88 | 0.6651 | -0.0353 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 4.11 | 0.29 | 0.6530 | 0.0008 | ||
| VERIZON MASTER TRUST VZMT 2024 1 A1B / ABS-O (US92348KCM36) | 4.01 | -0.05 | 0.6359 | -0.0013 | ||
| MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A / ABS-MBS (US576339DZ56) | 4.01 | -0.10 | 0.6358 | -0.0017 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR / DBT (US61690U8F08) | 4.00 | -0.12 | 0.6355 | -0.0018 | ||
| US38383KEF57 / GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB | 3.94 | -0.40 | 0.6258 | -0.0035 | ||
| US09659W2N34 / BNP Paribas SA | 3.93 | 55.27 | 0.6240 | 0.2214 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 3.91 | 0.00 | 0.6206 | -0.0010 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 3.69 | 0.5850 | 0.5850 | |||
| US80281LAS43 / SANTANDER UK GROUP HOLDINGS PLC | 3.63 | 226.06 | 0.5762 | 0.3991 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR / DBT (US928668CD24) | 3.60 | 5.79 | 0.5716 | 0.0304 | ||
| US842400GV99 / Southern California Edison Co., Series 20C | 3.41 | 0.47 | 0.5417 | 0.0017 | ||
| US46647PCY07 / JPMorgan Chase & Co | 3.33 | -0.15 | 0.5284 | -0.0018 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 3.30 | 0.5238 | 0.5238 | |||
| FREDDIE MAC FHR 5549 CF / ABS-MBS (US3137HLSA12) | 3.29 | 0.5229 | 0.5229 | |||
| US90932LAG23 / United Airlines Inc | 3.28 | 0.5207 | 0.5207 | |||
| FREDDIEMAC STRIP FHS 413 F25 / ABS-MBS (US3133Q3LH28) | 3.17 | -12.57 | 0.5025 | -0.0732 | ||
| US08576PAH47 / Berry Global Inc | 3.04 | 0.73 | 0.4833 | 0.0028 | ||
| PIKES PEAK CLO PIPK 2019 4A ARR 144A / ABS-CBDO (US72132WAN92) | 3.00 | 0.27 | 0.4766 | 0.0005 | ||
| GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A / ABS-CBDO (US39809CAY03) | 2.91 | 0.24 | 0.4614 | 0.0003 | ||
| US69335PFA84 / PFSFC 23-D A 144A FRN (SOFR30A+115) 08-16-27/08-15-25 | 2.90 | -0.17 | 0.4607 | -0.0015 | ||
| FANNIE MAE FNR 2024 103 FC / ABS-MBS (US3136BUQH62) | 2.81 | -4.36 | 0.4461 | -0.0211 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR / DBT (US928668CJ93) | 2.81 | 0.07 | 0.4459 | -0.0004 | ||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 2.81 | -4.23 | 0.4454 | -0.0206 | ||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 2.71 | 0.04 | 0.4308 | -0.0006 | ||
| XS2683120211 / Avon Finance No.4 PLC | 2.71 | 0.93 | 0.4300 | 0.0033 | ||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 2.67 | 0.34 | 0.4245 | 0.0007 | ||
| US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 | 2.67 | 0.79 | 0.4243 | 0.0027 | ||
| US05583JAN28 / BPCE SA | 2.57 | 239.55 | 0.4076 | 0.2872 | ||
| FREDDIE MAC FHR 5544 F / ABS-MBS (US3137HLNN87) | 2.55 | 0.4052 | 0.4052 | |||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 2.52 | -5.94 | 0.3999 | -0.0259 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 2.51 | -16.82 | 0.3988 | -0.0814 | ||
| ARES CLO LTD ARES 2015 2A AR3 144A / ABS-CBDO (US04015GAX79) | 2.51 | 0.20 | 0.3981 | 0.0000 | ||
| TRALEE CLO LTD TRAL 2018 5A A1RR 144A / ABS-CBDO (US89300JBA51) | 2.40 | 0.13 | 0.3814 | -0.0001 | ||
| MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A / ABS-CBDO (US55822AAW71) | 2.40 | 0.63 | 0.3814 | 0.0018 | ||
| DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A / ABS-CBDO (US262487AJ07) | 2.39 | -0.21 | 0.3801 | -0.0015 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR / DBT (US05565ECX13) | 2.39 | 59.81 | 0.3800 | 0.1417 | ||
| 01626P148 / Alimentation Couche-Tard Inc | 2.39 | 0.3795 | 0.3795 | |||
| US055742AA88 / BSST MORTGAGE TRUST BSST 2022 1700 A 144A | 2.35 | 1.08 | 0.3727 | 0.0034 | ||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 2.31 | -10.77 | 0.3671 | -0.0450 | ||
| FANNIE MAE FNR 2024 101 FB / ABS-MBS (US3136BUFJ48) | 2.31 | -2.45 | 0.3663 | -0.0098 | ||
| US05583JAH59 / BPCE SA | 2.28 | 190.20 | 0.3621 | 0.2370 | ||
| FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) | 2.25 | -4.91 | 0.3565 | -0.0192 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 2.22 | -6.26 | 0.3520 | -0.0241 | ||
| US91282CAQ42 / USTN TII 0.125% 10/15/2025 | 2.22 | 0.54 | 0.3520 | 0.0014 | ||
| US15032DAR26 / Cedar Funding VI CLO Ltd | 2.21 | 0.3502 | 0.3502 | |||
| US38145GAN07 / Goldman Sachs Group Inc/The | 2.20 | -0.23 | 0.3496 | -0.0014 | ||
| US31429KAK97 / Federation des Caisses Desjardins du Quebec | 2.20 | -12.00 | 0.3495 | -0.0481 | ||
| FREDDIE MAC FHR 5496 AF / ABS-MBS (US3137HHZL81) | 2.19 | -2.79 | 0.3481 | -0.0105 | ||
| US30227FAA84 / Extended Stay America Trust | 2.15 | -0.83 | 0.3407 | -0.0035 | ||
| US86562MCU27 / Sumitomo Mitsui Financial Group Inc | 2.11 | -0.28 | 0.3353 | -0.0015 | ||
| US42806MBS70 / Hertz Vehicle Financing III LLC | 2.11 | -0.14 | 0.3352 | -0.0010 | ||
| CITIBANK NA SR UNSECURED 08/26 VAR / DBT (US17325FBH01) | 2.11 | -0.14 | 0.3342 | -0.0011 | ||
| US63306A4114 / National Bank of Canada into Bristol-Myers Squibb Co. | 2.10 | -0.14 | 0.3337 | -0.0011 | ||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 2.10 | 0.48 | 0.3333 | 0.0010 | ||
| US412822AD08 / Harley-Davidson, Inc. | 2.10 | 11.07 | 0.3329 | 0.0325 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 2.06 | 0.3275 | 0.3275 | |||
| US20048FAA66 / COMM MORTGAGE TRUST COMM 2021 2400 A 144A | 2.03 | -0.20 | 0.3222 | -0.0012 | ||
| US05591UAA51 / BSREP COMMERCIAL MORTGAGE TRUST 2021-DC BSREP 2021-DC A | 2.03 | -0.25 | 0.3218 | -0.0013 | ||
| FANNIE MAE FNR 2024 90 FB / ABS-MBS (US3136BTXD03) | 2.02 | -4.85 | 0.3210 | -0.0170 | ||
| BMW US CAPITAL LLC BMW US CAPITAL LLC / DBT (US05565ECN31) | 2.01 | 0.35 | 0.3187 | 0.0005 | ||
| SAN / Banco Santander, S.A. - Depositary Receipt (Common Stock) | 2.01 | -0.20 | 0.3184 | -0.0013 | ||
| PNC BANK NA SR UNSECURED 01/27 VAR / DBT (US69353RFW34) | 2.00 | -0.10 | 0.3176 | -0.0009 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 1.99 | -9.50 | 0.3162 | -0.0337 | ||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 1.98 | 0.76 | 0.3145 | 0.0017 | ||
| CARVAL CLO LTD CARVL 2018 1A AR 144A / ABS-CBDO (US146865AJ95) | 1.97 | -3.82 | 0.3121 | -0.0130 | ||
| GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A / ABS-MBS (US380881FE74) | 1.93 | 0.78 | 0.3067 | 0.0020 | ||
| XS1235295539 / WHITBREAD GROUP PLC 3.375% 10/16/2025 REGS | 1.91 | 6.82 | 0.3036 | 0.0190 | ||
| MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA / DBT (US61690U7Z70) | 1.91 | -0.21 | 0.3035 | -0.0010 | ||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 1.90 | 0.3023 | 0.3023 | |||
| US02665WES61 / American Honda Finance Corp. | 1.90 | -0.05 | 0.3020 | -0.0007 | ||
| ING / ING Groep N.V. - Depositary Receipt (Common Stock) | 1.90 | 0.05 | 0.3019 | -0.0002 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR / DBT (US58769JAV98) | 1.90 | -0.05 | 0.3017 | -0.0005 | ||
| FANNIE MAE GS 3353 FNR GS 3353 F SOFR30A+120BP / ABS-MBS (955RVTII1) | 1.90 | 0.3015 | 0.3015 | |||
| MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR / DBT (AU3FN0075198) | 1.85 | 5.30 | 0.2935 | 0.0143 | ||
| US899062BQ58 / Tulane Univ La Rfdg-tulane Univ-c Bond | 1.85 | 0.27 | 0.2933 | 0.0005 | ||
| SWED A / Swedbank AB (publ) | 1.84 | 0.44 | 0.2916 | 0.0007 | ||
| FREDDIE MAC FHR 5493 FK / ABS-MBS (US3137HHWV90) | 1.83 | -6.21 | 0.2904 | -0.0197 | ||
| FREDDIE MAC FHR 5481 FJ / ABS-MBS (US3137HHQ958) | 1.81 | -6.08 | 0.2870 | -0.0190 | ||
| D05 / DBS Group Holdings Ltd | 1.80 | -14.31 | 0.2863 | -0.0483 | ||
| GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR / DBT (US378272BX50) | 1.80 | -0.06 | 0.2857 | -0.0007 | ||
| FREDDIE MAC FHR 5517 VF / ABS-MBS (US3137HKP400) | 1.80 | -4.82 | 0.2853 | -0.0150 | ||
| COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR / DBT (US00138CBE75) | 1.79 | -0.22 | 0.2846 | -0.0012 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A / ABS-O (US83207QAB59) | 1.78 | -3.10 | 0.2825 | -0.0094 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 1.78 | -9.05 | 0.2823 | -0.0286 | ||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 1.72 | -18.05 | 0.2733 | -0.0607 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 1.72 | -4.03 | 0.2725 | -0.0119 | ||
| BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR / DBT (US05565ECV56) | 1.70 | 0.24 | 0.2701 | 0.0002 | ||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 1.70 | -0.29 | 0.2700 | -0.0012 | ||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 1.70 | 0.2698 | 0.2698 | |||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 1.70 | -0.12 | 0.2695 | -0.0007 | ||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 1.69 | -5.48 | 0.2685 | -0.0160 | ||
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A / ABS-O (US92887QAB32) | 1.68 | -6.50 | 0.2674 | -0.0191 | ||
| US853254BZ29 / Standard Chartered PLC | 1.67 | 0.84 | 0.2654 | 0.0018 | ||
| US00130HCE36 / CORP. NOTE | 1.67 | 0.85 | 0.2647 | 0.0018 | ||
| US817826AC47 / 7-Eleven Inc | 1.66 | 0.2639 | 0.2639 | |||
| BOQPF / Bank of Queensland Limited - Preferred Stock | 1.65 | 5.38 | 0.2614 | 0.0130 | ||
| US33767JAA07 / FirstKey Homes 2020-SFR2 Trust | 1.64 | -2.55 | 0.2606 | -0.0072 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCL47) | 1.61 | -0.19 | 0.2553 | -0.0009 | ||
| CARMAX AUTO OWNER TRUST CARMX 2025 2 A2A / ABS-O (US14320AAB70) | 1.61 | 0.2549 | 0.2549 | |||
| US456837AX12 / ING Groep NV | 1.60 | 45.29 | 0.2547 | 0.0790 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR / DBT (US928668CT75) | 1.60 | 0.2538 | 0.2538 | |||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | 1.60 | 129.60 | 0.2537 | 0.1430 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 1.60 | 0.50 | 0.2536 | 0.0010 | ||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 1.57 | -6.70 | 0.2500 | -0.0183 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB / ABS-MBS (US38383KNN80) | 1.55 | -2.02 | 0.2460 | -0.0054 | ||
| US36265QAE61 / GMCAR 2022-4 A4 | 1.51 | 0.07 | 0.2395 | -0.0001 | ||
| US37045XDZ69 / General Motors Financial Co Inc | 1.50 | -0.33 | 0.2389 | -0.0011 | ||
| FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A / ABS-O (US34528QJL95) | 1.50 | -0.07 | 0.2387 | -0.0005 | ||
| US65535HAR03 / Nomura Holdings Inc | 1.50 | 0.67 | 0.2378 | 0.0012 | ||
| ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A / ABS-O (US29375RAB24) | 1.42 | -20.70 | 0.2256 | -0.0593 | ||
| US13607LWU33 / Canadian Imperial Bank of Commerce | 1.41 | -0.21 | 0.2243 | -0.0008 | ||
| US65535HBG39 / Nomura Holdings Inc | 1.41 | -0.21 | 0.2234 | -0.0008 | ||
| COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR / DBT (US21688ABE10) | 1.41 | 0.00 | 0.2231 | -0.0004 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1.40 | -0.43 | 0.2229 | -0.0013 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 1.40 | 0.14 | 0.2227 | -0.0000 | ||
| US06738EBZ79 / Barclays PLC | 1.40 | 366.67 | 0.2223 | 0.1745 | ||
| US90353TAK60 / Uber Technologies Inc | 1.39 | 254.20 | 0.2211 | 0.1585 | ||
| FREDDIE MAC FHR 5484 FA / ABS-MBS (US3137HHKS99) | 1.38 | -7.80 | 0.2196 | -0.0190 | ||
| US07336CAA18 / BDS 2022-FL12 LLC | 1.37 | -27.80 | 0.2181 | -0.0846 | ||
| US08576PAF80 / Berry Global Inc | 1.35 | 0.2138 | 0.2138 | |||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 1.31 | 0.46 | 0.2085 | 0.0006 | ||
| US90353TAE01 / Uber Technologies Inc | 1.31 | 159.29 | 0.2083 | 0.1278 | ||
| HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA / DBT (US44891ACW53) | 1.31 | -0.46 | 0.2076 | -0.0013 | ||
| US0158578734 / Algonquin Power & Utilities Corp | 1.31 | 0.00 | 0.2075 | -0.0005 | ||
| US90353TAG58 / Uber Technologies Inc | 1.31 | -0.23 | 0.2075 | -0.0008 | ||
| US63906EB929 / NatWest Markets PLC | 1.30 | -0.08 | 0.2070 | -0.0005 | ||
| US05401AAK79 / Avolon Holdings Funding Ltd | 1.30 | -0.23 | 0.2067 | -0.0009 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR / DBT (US04685A4J75) | 1.30 | 0.08 | 0.2067 | -0.0002 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 1.30 | 29.48 | 0.2065 | 0.0467 | ||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 1.30 | 0.00 | 0.2062 | -0.0004 | ||
| US085770AA31 / Berry Global Escrow Corp. | 1.28 | 0.00 | 0.2026 | -0.0004 | ||
| US22535WAH07 / Credit Agricole SA | 1.28 | 162.35 | 0.2024 | 0.1251 | ||
| US55336VBR06 / MPLX LP | 1.28 | 336.64 | 0.2024 | 0.1559 | ||
| US29374LAB62 / Enterprise Fleet Financing 2023-3 LLC | 1.27 | -12.94 | 0.2020 | -0.0305 | ||
| US10921U2C16 / Brighthouse Financial Global Funding | 1.26 | 0.88 | 0.2008 | 0.0014 | ||
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR / DBT (AU3FN0075479) | 1.25 | 5.29 | 0.1991 | 0.0096 | ||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A / ABS-MBS (US362949BR97) | 1.22 | -8.36 | 0.1933 | -0.0179 | ||
| ACA / Crédit Agricole S.A. | 1.21 | -0.25 | 0.1919 | -0.0007 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCH35) | 1.21 | -0.25 | 0.1917 | -0.0008 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) | 1.20 | 0.00 | 0.1913 | -0.0003 | ||
| JETD / MAX Airlines -3X Inverse Leveraged ETNs due May 28, 2043 - Structured Product | 1.20 | -0.08 | 0.1911 | -0.0004 | ||
| US38141GXN95 / Goldman Sachs Group Inc/The | 1.20 | -0.08 | 0.1908 | -0.0004 | ||
| BACR / Barclays Bank PLC - Corporate Bond/Note | 1.20 | 0.08 | 0.1904 | -0.0001 | ||
| US23636AAZ49 / Danske Bank A/S | 1.19 | 0.76 | 0.1893 | 0.0011 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A AR 144A / ABS-CBDO (XS2878983712) | 1.19 | -11.43 | 0.1883 | -0.0246 | ||
| AU3FN0055299 / UBS AG AUSTRALIA | 1.19 | 5.24 | 0.1881 | 0.0091 | ||
| US05369AAK79 / Aviation Capital Group LLC | 1.18 | 34.36 | 0.1875 | 0.0477 | ||
| US654740BS71 / Nissan Motor Acceptance Corp | 1.17 | 1.21 | 0.1858 | 0.0020 | ||
| US165183CV43 / Chesapeake Funding II LLC, Series 2023-1A, Class A2 | 1.17 | -17.92 | 0.1855 | -0.0407 | ||
| US05369AAL52 / Aviation Capital Group LLC | 1.16 | 0.78 | 0.1844 | 0.0011 | ||
| COLT FUNDING LLC COLT 2024 1 A1 144A / ABS-MBS (US19688TAA34) | 1.13 | -10.38 | 0.1796 | -0.0212 | ||
| US842400HU08 / Southern California Edison Co | 1.11 | 0.1769 | 0.1769 | |||
| JOHN DEERE CAPITAL CORP JOHN DEERE CAPITAL CORP / DBT (US24422EXW47) | 1.11 | 0.09 | 0.1757 | -0.0002 | ||
| US969457CH11 / Williams Cos Inc/The | 1.11 | 450.25 | 0.1756 | 0.1436 | ||
| FANNIE MAE FNR 2024 95 KF / ABS-MBS (US3136BTS533) | 1.10 | -4.17 | 0.1752 | -0.0080 | ||
| MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR / DBT (US61690U8C76) | 1.10 | -0.09 | 0.1752 | -0.0004 | ||
| GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA / DBT (US38151LAH33) | 1.10 | 22.28 | 0.1751 | 0.0316 | ||
| MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A / ABS-O (US55318CAB00) | 1.10 | -20.36 | 0.1751 | -0.0452 | ||
| US36261WAA53 / GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A | 1.10 | -3.50 | 0.1750 | -0.0068 | ||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | 1.10 | 37.77 | 0.1744 | 0.0476 | ||
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR / DBT (US44891ADS33) | 1.10 | -0.09 | 0.1744 | -0.0004 | ||
| US654744AB77 / Nissan Motor Co Ltd | 1.09 | 0.46 | 0.1736 | 0.0006 | ||
| US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 | 1.05 | -2.32 | 0.1674 | -0.0043 | ||
| FANNIE MAE FNR 2024 77 DF / ABS-MBS (US3136BTWY58) | 1.05 | 0.1671 | 0.1671 | |||
| US06675FBB22 / Banque Federative du Credit Mutuel SA | 1.04 | 0.48 | 0.1648 | 0.0005 | ||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 1.02 | -20.76 | 0.1624 | -0.0429 | ||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A / ABS-MBS (US67118KAA16) | 1.02 | -7.76 | 0.1622 | -0.0141 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 1.01 | -0.20 | 0.1604 | -0.0006 | ||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 1.01 | -0.20 | 0.1602 | -0.0006 | ||
| US17325FBD96 / Citibank NA | 1.01 | -0.10 | 0.1599 | -0.0005 | ||
| HCA INC COMPANY GUAR 03/28 VAR / DBT (US404119CX50) | 1.01 | -28.55 | 0.1597 | -0.0643 | ||
| US00084DBC39 / ABN AMRO Bank NV | 1.01 | -0.40 | 0.1596 | -0.0010 | ||
| US682680BD48 / ONEOK Inc | 1.01 | -0.20 | 0.1596 | -0.0007 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 1.01 | 0.10 | 0.1596 | -0.0001 | ||
| US780153BJ00 / Royal Caribbean Cruises Ltd | 1.00 | 0.1594 | 0.1594 | |||
| BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 3 AF1 144A / ABS-MBS (US67648CAU45) | 1.00 | 0.1591 | 0.1591 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 1.00 | -0.10 | 0.1591 | -0.0004 | ||
| SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A / ABS-O (US83407HAA59) | 1.00 | 0.1590 | 0.1590 | |||
| US38145GAM24 / Goldman Sachs Group Inc/The | 1.00 | 0.1590 | 0.1590 | |||
| TRINITAS CLO LTD TRNTS 2020 12A A1R 144A / ABS-CBDO (US89641GAN25) | 1.00 | 0.10 | 0.1589 | -0.0002 | ||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A / ABS-O (US24704EAC21) | 1.00 | -0.10 | 0.1589 | -0.0004 | ||
| US14161GCF54 / CARDS II TRUST SER 2023-2A CL A V/R REGD 144A P/P 5.92649700 | 1.00 | -0.10 | 0.1588 | -0.0005 | ||
| US00928QAT85 / Aircastle Ltd | 1.00 | -0.10 | 0.1587 | -0.0004 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A / ABS-CBDO (US05684RAL69) | 1.00 | 0.10 | 0.1586 | -0.0001 | ||
| US37046US851 / General Motors Financial Co Inc | 1.00 | -0.50 | 0.1586 | -0.0011 | ||
| US251526BZ10 / Deutsche Bank AG/New York NY | 1.00 | 0.10 | 0.1582 | -0.0001 | ||
| US647622AA79 / New Orleans Hotel Trust 2019-HNLA | 0.99 | 0.40 | 0.1576 | 0.0004 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A / ABS-O (US83207EAB20) | 0.99 | 0.1576 | 0.1576 | |||
| AU3CB0261576 / INCITEC PIVOT | 0.99 | 44.51 | 0.1567 | 0.0480 | ||
| XS2283175516 / Standard Chartered PLC | 0.98 | 0.82 | 0.1561 | 0.0011 | ||
| FANNIE MAE FNR 2025 35 FB / ABS-MBS (US3136BVF783) | 0.96 | 0.1532 | 0.1532 | |||
| US74977RDL50 / Cooperatieve Rabobank UA | 0.96 | 0.84 | 0.1531 | 0.0010 | ||
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A / ABS-MBS (XS2799791848) | 0.96 | -0.52 | 0.1518 | -0.0010 | ||
| SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR / DBT (AU3FN0075313) | 0.92 | 5.36 | 0.1467 | 0.0071 | ||
| US63906EB929 / NatWest Markets PLC | 0.92 | 5.25 | 0.1464 | 0.0071 | ||
| SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A / ABS-O (US78437VAE02) | 0.91 | -0.11 | 0.1441 | -0.0004 | ||
| US23341CAC73 / DNB Bank ASA | 0.90 | -0.22 | 0.1434 | -0.0005 | ||
| CCG RECEIVABLES TRUST CCG 2025 1 A2 144A / ABS-O (US12515XAB64) | 0.90 | 0.11 | 0.1432 | -0.0001 | ||
| I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) | 0.90 | 0.22 | 0.1431 | 0.0001 | ||
| US63906EB929 / NatWest Markets PLC | 0.90 | -0.11 | 0.1430 | -0.0003 | ||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.90 | 0.67 | 0.1427 | 0.0008 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.90 | 0.34 | 0.1427 | 0.0002 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 0.90 | -21.82 | 0.1423 | -0.0401 | ||
| SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A / ABS-CBDO (US83615CAL00) | 0.87 | -10.36 | 0.1388 | -0.0164 | ||
| US63942AAB26 / Navient Private Education Loan Trust 2020-I | 0.87 | -5.23 | 0.1382 | -0.0079 | ||
| US12551JAL08 / CIFC FUNDING LTD CIFC 2017 4A A1R 144A | 0.86 | -23.51 | 0.1369 | -0.0423 | ||
| SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR / DBT (AU3FN0070181) | 0.86 | 5.26 | 0.1367 | 0.0066 | ||
| US65535HBE80 / Nomura Holdings Inc | 0.86 | 0.00 | 0.1362 | -0.0003 | ||
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2A / ABS-O (US448976AB65) | 0.85 | -15.30 | 0.1345 | -0.0245 | ||
| US08162FAF09 / Benchmark 2019-B12 Mortgage Trust | 0.84 | -5.53 | 0.1329 | -0.0081 | ||
| US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 | 0.83 | -5.47 | 0.1318 | -0.0080 | ||
| US86563VBF58 / Sumitomo Mitsui Trust Bank Ltd | 0.83 | -0.12 | 0.1317 | -0.0004 | ||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 0.81 | -42.33 | 0.1283 | -0.0945 | ||
| USY8085FBJ85 / SK Hynix Inc | 0.81 | -0.12 | 0.1282 | -0.0003 | ||
| US63906EB929 / NatWest Markets PLC | 0.80 | 0.00 | 0.1276 | -0.0001 | ||
| US29278GAW87 / Enel Finance International NV | 0.80 | 0.50 | 0.1275 | 0.0004 | ||
| JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR / DBT (US46849CJN20) | 0.80 | -0.50 | 0.1275 | -0.0008 | ||
| GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR / DBT (US38151LAE02) | 0.80 | -42.80 | 0.1273 | -0.0957 | ||
| US05946KAK79 / Banco Bilbao Vizcaya Argentaria S.A. | 0.80 | -0.25 | 0.1273 | -0.0005 | ||
| P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) | 0.80 | -0.37 | 0.1272 | -0.0006 | ||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | 0.80 | -6.99 | 0.1268 | -0.0098 | ||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 0.80 | -9.23 | 0.1266 | -0.0131 | ||
| US097023BP90 / Boeing Co. | 0.79 | 0.38 | 0.1259 | 0.0003 | ||
| SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A / ABS-MBS (US81749EAA38) | 0.79 | -10.94 | 0.1255 | -0.0155 | ||
| TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A / ABS-O (US891943AC65) | 0.79 | -29.26 | 0.1251 | -0.0521 | ||
| US902613AC28 / UBS Group AG | 0.79 | 0.90 | 0.1247 | 0.0009 | ||
| XS2326485898 / BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A | 0.78 | -10.03 | 0.1238 | -0.0142 | ||
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (US92540EAA10) | 0.77 | -12.49 | 0.1224 | -0.0177 | ||
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A / ABS-MBS (US16160QAX25) | 0.77 | -10.09 | 0.1217 | -0.0139 | ||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A / ABS-MBS (US89183EAA91) | 0.77 | -8.38 | 0.1214 | -0.0114 | ||
| US53947XAA00 / LoanCore 2021-CRE5 Issuer Ltd | 0.76 | -37.42 | 0.1200 | -0.0721 | ||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A / ABS-MBS (US67118XAA37) | 0.73 | -7.25 | 0.1158 | -0.0093 | ||
| MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR / DBT (AU3FN0081139) | 0.73 | 5.36 | 0.1154 | 0.0057 | ||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A / ABS-MBS (US67118TAA25) | 0.73 | -7.16 | 0.1154 | -0.0090 | ||
| US25160PAN78 / Deutsche Bank AG | 0.72 | -0.28 | 0.1139 | -0.0005 | ||
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B / ABS-O (US14318WAC10) | 0.71 | -44.66 | 0.1128 | -0.0914 | ||
| US83207DAB47 / SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 | 0.71 | -5.84 | 0.1127 | -0.0072 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0.71 | -0.42 | 0.1125 | -0.0007 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.71 | -0.28 | 0.1121 | -0.0005 | ||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.71 | 249.01 | 0.1120 | 0.0798 | ||
| US68785CAC55 / Oscar U.S. Funding XV LLC | 0.70 | 0.1118 | 0.1118 | |||
| SHB A / Svenska Handelsbanken AB (publ) | 0.70 | 0.00 | 0.1114 | -0.0002 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2B 144A / ABS-O (US17331QAC06) | 0.70 | -57.37 | 0.1113 | -0.1500 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B / ABS-O (US36271VAC19) | 0.70 | 0.00 | 0.1112 | -0.0001 | ||
| FANNIE MAE FNR 2025 35 FM / ABS-MBS (US3136BVJ660) | 0.70 | 0.1108 | 0.1108 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.70 | 0.1107 | 0.1107 | |||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.70 | 0.1107 | 0.1107 | |||
| US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 | 0.70 | 75.95 | 0.1104 | 0.0475 | ||
| US45262BAB99 / IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000 | 0.69 | 0.14 | 0.1098 | 0.0001 | ||
| US00774MAS44 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.69 | 0.59 | 0.1092 | 0.0005 | ||
| US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 | 0.69 | -34.57 | 0.1091 | -0.0578 | ||
| US64033AAA25 / NELNET STUDENT LOAN TRUST 2012-4 NSLT 2012-4A A | 0.68 | -4.08 | 0.1084 | -0.0047 | ||
| US36361UAL44 / Gallatin CLO VIII 2017-1 Ltd | 0.68 | -1.31 | 0.1079 | -0.0016 | ||
| BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A / ABS-MBS (US06745AAA25) | 0.67 | -8.33 | 0.1065 | -0.0099 | ||
| CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A / ABS-O (US165183DE19) | 0.67 | -11.66 | 0.1059 | -0.0142 | ||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.66 | 5.25 | 0.1051 | 0.0050 | ||
| BOQPF / Bank of Queensland Limited - Preferred Stock | 0.66 | 5.27 | 0.1047 | 0.0051 | ||
| US36168XAA72 / GCAT 2022-HX1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 | 0.65 | -2.41 | 0.1031 | -0.0027 | ||
| IL0011746976 / Israel Government Bond - Fixed | 0.64 | 0.1015 | 0.1015 | |||
| FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) | 0.63 | -7.45 | 0.1007 | -0.0083 | ||
| PROGRESS TRUST PROGS 2020 1 A / ABS-MBS (AU3FN0053294) | 0.63 | -2.63 | 0.0999 | -0.0028 | ||
| XS2499838881 / KINBANE 2022-RPL 1 DAC SER 2022-RPL1A CL A V/R REGD 144A P/P /EUR/ 0.00000000 | 0.62 | 5.60 | 0.0987 | 0.0050 | ||
| US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 | 0.62 | -1.91 | 0.0980 | -0.0021 | ||
| US64830VAA17 / CORP CMO | 0.62 | -2.84 | 0.0979 | -0.0031 | ||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.61 | 0.66 | 0.0974 | 0.0004 | ||
| BANQUE FED CRED MUTUEL REGS 07/26 VAR / DBT (USF0803NAF99) | 0.61 | -0.17 | 0.0961 | -0.0003 | ||
| US53944YAW30 / Lloyds Banking Group PLC | 0.60 | 0.0960 | 0.0960 | |||
| NMR / Nomura Holdings, Inc. - Depositary Receipt (Common Stock) | 0.60 | -0.17 | 0.0959 | -0.0003 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95 / DBT (US04685A4E88) | 0.60 | 0.33 | 0.0959 | 0.0001 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.60 | 0.00 | 0.0959 | -0.0003 | ||
| US404119BS74 / Hca Inc Bond | 0.60 | 98.36 | 0.0958 | 0.0475 | ||
| US12662GAC24 / CSMC 2021-RPL4 Trust | 0.60 | -3.37 | 0.0956 | -0.0035 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (US38381NNT18) | 0.60 | 0.0953 | 0.0953 | |||
| US92331EAF34 / XXIX Venture Limited | 0.60 | -37.57 | 0.0953 | -0.0576 | ||
| US251526CN70 / Deutsche Bank AG/New York NY | 0.60 | -0.33 | 0.0953 | -0.0005 | ||
| US87166FAD50 / Synchrony Bank | 0.60 | -0.17 | 0.0952 | -0.0003 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 0.60 | 0.0949 | 0.0949 | |||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A / ABS-MBS (US17332RCX98) | 0.60 | 0.0947 | 0.0947 | |||
| NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/26 2 / DBT (USU65478BU93) | 0.59 | 1.21 | 0.0929 | 0.0010 | ||
| US63942TAB17 / Navient Student Loan Trust | 0.59 | -10.14 | 0.0929 | -0.0106 | ||
| US65535HAW97 / Nomura Holdings Inc | 0.58 | 0.87 | 0.0925 | 0.0007 | ||
| XS1617830721 / Wells Fargo & Co | 0.58 | 9.87 | 0.0920 | 0.0082 | ||
| BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A / ABS-CBDO (US09630AAN63) | 0.57 | -12.25 | 0.0899 | -0.0127 | ||
| US78449CAB46 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A | 0.57 | -5.36 | 0.0897 | -0.0053 | ||
| US63941TAA43 / Navient Private Education Refi Loan Trust 2020-E | 0.56 | -7.15 | 0.0886 | -0.0070 | ||
| US345397C502 / Ford Motor Credit Co LLC | 0.56 | -0.54 | 0.0881 | -0.0006 | ||
| US89180LAA61 / TPMT_21-SJ2 | 0.54 | -10.78 | 0.0855 | -0.0104 | ||
| US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 | 0.54 | -4.27 | 0.0855 | -0.0039 | ||
| US36167HAA32 / GCAT | 0.53 | -4.00 | 0.0839 | -0.0036 | ||
| US29374GAB77 / Enterprise Fleet Financing 2022-4 LLC | 0.53 | -23.66 | 0.0836 | -0.0260 | ||
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 / DBT (US10921V2J41) | 0.51 | 0.40 | 0.0806 | 0.0001 | ||
| US404280DQ93 / HSBC Holdings PLC | 0.50 | -0.59 | 0.0801 | -0.0006 | ||
| STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35 / DBT (US85855CAM29) | 0.50 | 0.80 | 0.0800 | 0.0004 | ||
| US06738ECC75 / Barclays PLC | 0.50 | -0.59 | 0.0800 | -0.0006 | ||
| US61691XAA19 / Morgan Stanley Capital I Trust 2019-PLND | 0.50 | -8.53 | 0.0800 | -0.0076 | ||
| US29278GAZ19 / Enel Finance International NV | 0.50 | -0.40 | 0.0798 | -0.0004 | ||
| CA14913LAA85 / CATERP FIN S LTD | 0.50 | 0.00 | 0.0797 | -0.0002 | ||
| US452327AN93 / Illumina Inc | 0.50 | -0.20 | 0.0797 | -0.0004 | ||
| STAB / Standard Chartered PLC - Preferred Security | 0.50 | -0.20 | 0.0797 | -0.0004 | ||
| US46647PCQ72 / JPMorgan Chase & Co | 0.50 | 5.47 | 0.0796 | 0.0009 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.50 | -0.20 | 0.0795 | -0.0003 | ||
| US694308JL21 / PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025 | 0.50 | 0.40 | 0.0794 | 0.0002 | ||
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR / DBT (US58769JBF30) | 0.50 | 0.0793 | 0.0793 | |||
| US268317AS33 / Electricite de France SA | 0.50 | 0.40 | 0.0791 | 0.0001 | ||
| US411618AB75 / Harbour Energy PLC | 0.49 | 0.0785 | 0.0785 | |||
| US959802AZ22 / Western Union Co/The | 0.49 | 0.0775 | 0.0775 | |||
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A / ABS-MBS (US28225GAA22) | 0.49 | -2.59 | 0.0775 | -0.0022 | ||
| GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A / ABS-O (CA36252MDE71) | 0.49 | -30.33 | 0.0774 | -0.0338 | ||
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A / ABS-MBS (US67448NAA63) | 0.48 | -8.37 | 0.0766 | -0.0071 | ||
| US00501BAA70 / ACREC LLC, Series 2023-FL2, Class A | 0.48 | -1.85 | 0.0758 | -0.0016 | ||
| US38383KGP12 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H24 CL FA V/R 6.27507000 | 0.47 | -2.67 | 0.0751 | -0.0022 | ||
| US63941HAA05 / Navient Private Education Refi Loan Trust 2020-D | 0.47 | -6.93 | 0.0747 | -0.0057 | ||
| DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A / ABS-CBDO (US26244RAF82) | 0.47 | -26.49 | 0.0745 | -0.0270 | ||
| US38383KFR86 / Government National Mortgage Association | 0.47 | -1.47 | 0.0743 | -0.0013 | ||
| AU3FN0029609 / AAI Ltd | 0.46 | 5.25 | 0.0733 | 0.0035 | ||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) | 0.46 | -5.77 | 0.0726 | -0.0046 | ||
| US055979AC23 / BMW Vehicle Lease Trust 2023-2 | 0.46 | -47.88 | 0.0722 | -0.0666 | ||
| ACA / Crédit Agricole S.A. | 0.45 | -0.44 | 0.0716 | -0.0003 | ||
| US92331AAW45 / Venture XXVIII CLO Ltd | 0.44 | -42.04 | 0.0706 | -0.0513 | ||
| PFP III PFP 2024 11 A 144A / ABS-MBS (US69291WAA09) | 0.44 | -9.80 | 0.0702 | -0.0078 | ||
| US05401AAM36 / Avolon Holdings Funding Ltd | 0.43 | -44.69 | 0.0687 | -0.0555 | ||
| PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A / ABS-MBS (US74448PAA75) | 0.41 | -7.21 | 0.0654 | -0.0052 | ||
| US404280DZ92 / HSBC HOLDINGS PLC REGD V/R 5.88700000 | 0.41 | -0.25 | 0.0644 | -0.0002 | ||
| HY9H / SK hynix Inc. - Depositary Receipt (Common Stock) | 0.41 | 0.00 | 0.0644 | -0.0001 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC / ABS-MBS (US38383KZF29) | 0.40 | -0.99 | 0.0637 | -0.0007 | ||
| US75951ACY29 / Reliance Standard Life Global Funding II | 0.40 | 0.00 | 0.0637 | -0.0001 | ||
| ACA / Crédit Agricole S.A. | 0.40 | 0.0636 | 0.0636 | |||
| US38141GYH19 / Goldman Sachs Group Inc/The | 0.40 | 0.00 | 0.0636 | -0.0001 | ||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) | 0.40 | 0.0636 | 0.0636 | |||
| US53944YAT01 / Lloyds Banking Group PLC | 0.40 | 0.0635 | 0.0635 | |||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A / ABS-CBDO (US04943EAQ44) | 0.40 | -0.25 | 0.0634 | -0.0001 | ||
| OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A / ABS-O (US68784GAB95) | 0.40 | -30.66 | 0.0633 | -0.0281 | ||
| US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 0.40 | -4.35 | 0.0629 | -0.0029 | ||
| 69033MD95 / OVERSEA CHINESE BANKING | 0.40 | 5.32 | 0.0629 | 0.0031 | ||
| US74977RDK77 / Cooperatieve Rabobank UA | 0.39 | 1.03 | 0.0621 | 0.0005 | ||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 0.39 | 0.0618 | 0.0618 | |||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A / ABS-MBS (US749427AA88) | 0.38 | -4.58 | 0.0596 | -0.0029 | ||
| TRITON TRUST TRTN 2021 2 A1AU / ABS-MBS (AU3FN0061305) | 0.37 | -4.90 | 0.0587 | -0.0030 | ||
| US00253XAA90 / American Airlines Inc/AAdvantage Loyalty IP Ltd | 0.37 | 0.0581 | 0.0581 | |||
| US64031DAA81 / NELNET STUDENT LOAN TRUST 2019-3 SER 2019-3A CL A V/R 144A P/P 2.50800000 | 0.36 | -3.72 | 0.0575 | -0.0024 | ||
| US59982HAC43 / MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1 | 0.36 | -5.31 | 0.0568 | -0.0033 | ||
| OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A / ABS-CBDO (US67592CAL00) | 0.35 | -25.37 | 0.0561 | -0.0193 | ||
| US78446CAA99 / SLM Student Loan Trust 2013-2 | 0.35 | -1.40 | 0.0560 | -0.0009 | ||
| TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A / ABS-MBS (US89183CAA36) | 0.35 | -8.18 | 0.0554 | -0.0050 | ||
| BANQUE FED CRED MUTUEL REGS 05/27 VAR / DBT (AU3FN0088043) | 0.33 | 5.11 | 0.0523 | 0.0025 | ||
| US12564NAA00 / CLNY Trust 2019-IKPR | 0.33 | -11.44 | 0.0517 | -0.0067 | ||
| US63935BAA17 / Navient Private Education Refi Loan Trust 2020-H | 0.32 | -8.67 | 0.0503 | -0.0049 | ||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 0.31 | -2.80 | 0.0496 | -0.0015 | ||
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A / ABS-O (US17331XAB73) | 0.31 | -47.98 | 0.0492 | -0.0454 | ||
| ACA / Crédit Agricole S.A. | 0.30 | -0.33 | 0.0479 | -0.0002 | ||
| ACA / Crédit Agricole S.A. | 0.30 | -0.33 | 0.0479 | -0.0002 | ||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.30 | 0.00 | 0.0479 | -0.0001 | ||
| US06051GJV23 / Bank of America Corp | 0.30 | 0.00 | 0.0478 | -0.0002 | ||
| US38141GZL12 / Goldman Sachs Group, Inc./The | 0.30 | -0.33 | 0.0478 | -0.0003 | ||
| RYBD34 / Royal Bank of Canada - Depositary Receipt (Common Stock) | 0.30 | 0.33 | 0.0478 | -0.0001 | ||
| KOREA NATIONAL OIL CORP SR UNSECURED 144A 03/28 VAR / DBT (US50065LAP58) | 0.30 | 0.33 | 0.0476 | -0.0000 | ||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.30 | 0.0476 | 0.0476 | |||
| GOVERNMENT NATIONAL MORTGAGE 06/55 1 / ABS-MBS (3838PM955) | 0.30 | 0.0476 | 0.0476 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF SOFR30A+90BP / ABS-MBS (955SFGII5) | 0.30 | 0.0476 | 0.0476 | |||
| US17331KAD19 / Citizens Auto Receivables Trust | 0.30 | -22.34 | 0.0475 | -0.0138 | ||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 0.30 | 0.0475 | 0.0475 | |||
| NOCG34 / Northrop Grumman Corporation - Depositary Receipt (Common Stock) | 0.30 | 0.0475 | 0.0475 | |||
| AU3FN0029609 / AAI Ltd | 0.30 | 0.0472 | 0.0472 | |||
| US38141GYA65 / Goldman Sachs Group Inc/The | 0.29 | 1.03 | 0.0466 | 0.0003 | ||
| US842400GJ61 / Southern California Edison Co | 0.29 | 0.0463 | 0.0463 | |||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (US749420AA36) | 0.29 | -3.67 | 0.0460 | -0.0017 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF / ABS-MBS (US38383KVX70) | 0.29 | -2.03 | 0.0459 | -0.0010 | ||
| MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S / ABS-MBS (AU3FN0095246) | 0.29 | -34.10 | 0.0458 | -0.0238 | ||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 0.29 | -4.04 | 0.0453 | -0.0020 | ||
| US48251JAL70 / KKR CLO 18 Ltd | 0.28 | -32.69 | 0.0446 | -0.0217 | ||
| US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 | 0.28 | -2.48 | 0.0437 | -0.0012 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 0.27 | 0.0433 | 0.0433 | |||
| US55317WAB72 / MMAF Equipment Finance LLC 2023-A | 0.27 | -32.66 | 0.0426 | -0.0207 | ||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 0.27 | -13.64 | 0.0423 | -0.0067 | ||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 0.26 | -1.49 | 0.0420 | -0.0007 | ||
| US29374FAB94 / Enterprise Fleet Financing 2022-3 LLC | 0.26 | -37.14 | 0.0419 | -0.0249 | ||
| AU3FN0059994 / Victoria Power Networks Finance Pty. Ltd. | 0.26 | 5.62 | 0.0418 | 0.0020 | ||
| US12661XBC56 / CREDIT SUISSE MORTGAGE TRUST 144A 07/56 0.85 | 0.26 | -2.61 | 0.0415 | -0.0011 | ||
| AU3FN0029609 / AAI Ltd | 0.25 | -0.40 | 0.0400 | -0.0002 | ||
| US46650FAA03 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2018-PHH A | 0.25 | -1.57 | 0.0399 | -0.0007 | ||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 0.24 | -5.45 | 0.0386 | -0.0023 | ||
| S56431109 / Northam Platinum Holdings Ltd | 0.24 | 9.01 | 0.0385 | 0.0030 | ||
| US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 | 0.24 | -3.23 | 0.0383 | -0.0012 | ||
| US38376RPV23 / Government National Mortgage Association | 0.24 | -13.82 | 0.0378 | -0.0061 | ||
| DLLST LLC DLLST 2024 1A A2 144A / ABS-O (US23346HAB33) | 0.24 | -55.30 | 0.0376 | -0.0464 | ||
| US61746RGK14 / MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE4 SER 2004-HE4 CL M1 V/R REGD 2.60800000 | 0.24 | -1.67 | 0.0376 | -0.0007 | ||
| US12651QAA76 / CSMC 2017-CHOP A 1ML+75 07/15/2032 | 0.24 | 0.43 | 0.0375 | 0.0000 | ||
| US26829XAB73 / ECMC Group Student Loan Trust | 0.23 | -1.72 | 0.0363 | -0.0007 | ||
| US59981TAC99 / MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000 | 0.22 | -9.35 | 0.0355 | -0.0037 | ||
| US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 | 0.21 | -1.40 | 0.0337 | -0.0006 | ||
| US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 | 0.21 | -12.97 | 0.0331 | -0.0050 | ||
| US3137G1AK38 / Freddie Mac Whole Loan Securities Trust | 0.21 | -2.38 | 0.0326 | -0.0009 | ||
| US87020PAT49 / Swedbank AB | 0.20 | 0.49 | 0.0324 | 0.0001 | ||
| US38141GZS64 / GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | 0.20 | -0.49 | 0.0324 | -0.0001 | ||
| US65480CAE57 / Nissan Motor Acceptance Co LLC | 0.20 | -0.49 | 0.0321 | -0.0002 | ||
| US06675DCG51 / Banque Federative du Credit Mutuel SA | 0.20 | -0.50 | 0.0320 | -0.0001 | ||
| US404280DY28 / HSBC HOLDINGS PLC FRN SOFR+0 08/14/2027 | 0.20 | -0.50 | 0.0320 | -0.0002 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0.20 | 0.50 | 0.0319 | 0.0000 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (USF0803NAK84) | 0.20 | 0.00 | 0.0319 | -0.0001 | ||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.20 | 0.0319 | 0.0319 | |||
| US842400HQ95 / SOUTHERN CAL EDISON REGD SER D 4.70000000 | 0.20 | 0.50 | 0.0319 | 0.0001 | ||
| US842400HW63 / Southern California Edison Co | 0.20 | 0.00 | 0.0318 | -0.0000 | ||
| US928668BY79 / Volkswagen Group of America Finance LLC | 0.20 | 0.0318 | 0.0318 | |||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 0.20 | 0.0318 | 0.0318 | |||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR / DBT (USU9273ADZ58) | 0.20 | 0.00 | 0.0318 | -0.0001 | ||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 0.20 | -0.50 | 0.0317 | -0.0001 | ||
| FHR 5557 FM SOFR30A+110BP / ABS-MBS (955TAMII5) | 0.20 | 0.0317 | 0.0317 | |||
| US80282KAE64 / Santander Holdings USA Inc | 0.20 | 0.00 | 0.0317 | -0.0000 | ||
| US05367AAH68 / Aviation Capital Group LLC | 0.20 | 0.00 | 0.0317 | -0.0001 | ||
| US05369AAD37 / Aviation Capital Group LLC | 0.20 | 0.00 | 0.0317 | 0.0000 | ||
| HSBC26C / HSBC Holdings PLC | 0.20 | 0.00 | 0.0317 | -0.0000 | ||
| GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 / DBT (US36143L2N47) | 0.20 | 0.51 | 0.0317 | 0.0001 | ||
| US004421EW92 / ACE Securities Corp Home Equity Loan Trust Series 2004-OP1 | 0.20 | -1.00 | 0.0317 | -0.0004 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (US38385GMK21) | 0.20 | 0.0317 | 0.0317 | |||
| US25152R2Y86 / Deutsche Bank AG | 0.20 | 0.00 | 0.0316 | -0.0000 | ||
| US46592WBE57 / JP Morgan Mortgage Trust 2021-12 | 0.20 | -1.49 | 0.0316 | -0.0006 | ||
| US00928QAS03 / Aircastle Ltd | 0.20 | 0.0316 | 0.0316 | |||
| US345397XU23 / Ford Motor Credit Co LLC | 0.20 | 0.51 | 0.0316 | -0.0000 | ||
| US391399AA00 / Great-West Lifeco US Finance 2020 LP | 0.20 | 0.0316 | 0.0316 | |||
| SHINHAN BANK SR UNSECURED REGS 11/25 VAR / DBT (AU3FN0073540) | 0.20 | 4.76 | 0.0315 | 0.0014 | ||
| US92539BAA08 / Verus Securitization Trust 2023-1 | 0.20 | -3.41 | 0.0315 | -0.0011 | ||
| US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC | 0.20 | -28.36 | 0.0314 | -0.0123 | ||
| TD.PFA / The Toronto-Dominion Bank - Preferred Security | 0.20 | 5.35 | 0.0313 | 0.0016 | ||
| US38382Y5C34 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.10000000 | 0.20 | -1.50 | 0.0313 | -0.0006 | ||
| US38383KHV70 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.42200000 | 0.20 | -2.00 | 0.0312 | -0.0006 | ||
| US337932AN77 / FirstEnergy Corp | 0.20 | 0.51 | 0.0312 | 0.0002 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0.19 | -7.18 | 0.0309 | -0.0024 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.19 | 0.0309 | 0.0309 | |||
| US38141GYG36 / Goldman Sachs Group Inc/The | 0.19 | 1.05 | 0.0307 | 0.0002 | ||
| US63941FAC05 / Navient Private Education Refi Loan Trust 2020-A | 0.19 | -7.69 | 0.0305 | -0.0027 | ||
| USU6547TAC46 / Nissan Motor Acceptance Co. LLC | 0.19 | 0.53 | 0.0303 | 0.0001 | ||
| US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A | 0.19 | -6.86 | 0.0303 | -0.0022 | ||
| US78449MAA45 / SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000 | 0.16 | -7.87 | 0.0262 | -0.0022 | ||
| US3622ABBH49 / GNMA II POOL 785540 G2 05/71 FLOATING VAR | 0.16 | -14.14 | 0.0261 | -0.0043 | ||
| US92539TAA16 / Verus Securitization Trust, Series 2023-4, Class A1 | 0.16 | -11.96 | 0.0259 | -0.0034 | ||
| US12666DAB73 / CNH Equipment Trust, Series 2023-B, Class A2 | 0.16 | -69.11 | 0.0255 | -0.0569 | ||
| US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 | 0.16 | -3.07 | 0.0252 | -0.0009 | ||
| US38376RJ724 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F | 0.15 | -12.14 | 0.0242 | -0.0034 | ||
| US64034NAA37 / NELNET STUDENT LOAN TRUST 2019-2 SER 2019-2A CL A V/R 144A P/P 2.60800000 | 0.15 | -3.21 | 0.0240 | -0.0009 | ||
| XS2279559889 / GEMGARTO GMG 2021 1A A 144A | 0.15 | -6.33 | 0.0236 | -0.0017 | ||
| US12663TAA79 / CSMC_22-RPL4 | 0.14 | -3.38 | 0.0228 | -0.0008 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 0.14 | 0.70 | 0.0227 | -0.0000 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.14 | -1.44 | 0.0218 | -0.0004 | ||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0.14 | -8.78 | 0.0215 | -0.0021 | ||
| US552751AA74 / MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 | 0.13 | -21.18 | 0.0214 | -0.0057 | ||
| US92540BAA70 / CORP CMO | 0.13 | -8.90 | 0.0212 | -0.0020 | ||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) | 0.13 | -12.16 | 0.0208 | -0.0028 | ||
| XS1641479750 / Credit Agricole SA/London | 0.13 | 5.69 | 0.0208 | 0.0011 | ||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0.13 | -1,100.00 | 0.0206 | 0.0228 | ||
| US3137FQZF31 / Freddie Mac REMICS | 0.13 | -1.56 | 0.0201 | -0.0005 | ||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0.13 | -38.54 | 0.0200 | -0.0127 | ||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | 0.13 | -6.67 | 0.0200 | -0.0016 | ||
| US14318XAH89 / CarMax Auto Owner Trust 2023-4 | 0.13 | -69.14 | 0.0200 | -0.0445 | ||
| US317350BD73 / Finance America Mortgage Loan Trust 2004-2 | 0.12 | -1.67 | 0.0188 | -0.0003 | ||
| US542514KV50 / LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 | 0.12 | -25.81 | 0.0184 | -0.0063 | ||
| US126673PS59 / COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5 | 0.11 | -33.33 | 0.0182 | -0.0091 | ||
| US44918CAB81 / HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027 | 0.11 | -57.85 | 0.0176 | -0.0241 | ||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0.10 | -3.77 | 0.0163 | -0.0007 | ||
| 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) | 0.10 | 0.0161 | 0.0161 | |||
| US57643LFG68 / MASTR ASSET BACKED SECURITIES TRUST 2004-OPT2 SER 2004-OPT2 CL A1 V/R REGD 2.40800000 | 0.10 | 0.00 | 0.0161 | -0.0001 | ||
| US04018LAJ44 / ARES CLO LTD ARES 2018 50A AR 144A | 0.10 | -30.07 | 0.0159 | -0.0070 | ||
| US79588TAC45 / SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 | 0.10 | 0.0158 | 0.0158 | |||
| US780153BH44 / Royal Caribbean Cruises Ltd | 0.10 | 0.0158 | 0.0158 | |||
| US38376RRA67 / GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB | 0.10 | -11.82 | 0.0154 | -0.0021 | ||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.10 | -98.07 | 0.0152 | -0.7990 | ||
| US78433XAA81 / Stonepeak ABS, Series 2021-1A | 0.09 | -10.00 | 0.0143 | -0.0016 | ||
| US14687TAD90 / Carvana Auto Receivables Trust FRN, due 01/10/27 | 0.08 | -41.18 | 0.0128 | -0.0089 | ||
| US05608VAA44 / BX 2021-MFM1 | 0.08 | 1.33 | 0.0121 | 0.0000 | ||
| US46591LAC54 / JP Morgan Mortgage Trust 2019-INV3 | 0.07 | -1.49 | 0.0105 | -0.0003 | ||
| PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A / ABS-O (US69548AAA97) | 0.06 | -18.67 | 0.0098 | -0.0022 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.06 | 0.0092 | 0.0092 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC / ABS-MBS (US38380LQ559) | 0.06 | -11.29 | 0.0088 | -0.0011 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0087 | 0.0087 | |||
| US379930AC41 / GM Financial Consumer Automobile Receivables Trust 2023-4 | 0.05 | -79.54 | 0.0086 | -0.0326 | ||
| FORD CREDIT AUTO LEASE TRUST FORDL 2024 A A2B / ABS-O (US345290AC46) | 0.05 | -97.00 | 0.0073 | -0.2368 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0.05 | 0.00 | 0.0073 | -0.0001 | ||
| XS2352500636 / FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A | 0.05 | -13.46 | 0.0072 | -0.0012 | ||
| US38382CP473 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 0.04 | -2.22 | 0.0071 | -0.0002 | ||
| US64034AAB98 / NELNET STUDENT LOAN TRUST 2018-3 NSLT 2018-3A A2 | 0.04 | -41.10 | 0.0068 | -0.0049 | ||
| US81744FAA57 / SEQUOIA MORTGAGE TRUST SEMT 2004 1 A | 0.04 | -4.55 | 0.0067 | -0.0004 | ||
| US38382DMC01 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-21 CL AC 2.50000000 | 0.04 | -2.44 | 0.0064 | -0.0001 | ||
| US65480MAC73 / Nissan Auto Receivables 2023-B Owner Trust | 0.04 | -90.91 | 0.0064 | -0.0637 | ||
| US23292HAB78 / DLLAA 2023-1 LLC | 0.04 | -68.25 | 0.0064 | -0.0137 | ||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0.04 | -5.00 | 0.0061 | -0.0003 | ||
| US55379AAA25 / M360 2021-CRE3 Ltd | 0.03 | -60.71 | 0.0053 | -0.0081 | ||
| US35729PHN33 / Fremont Home Loan Trust 2005-A | 0.03 | -40.38 | 0.0050 | -0.0034 | ||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0.03 | 0.00 | 0.0049 | 0.0000 | ||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.03 | 0.0048 | 0.0048 | |||
| US61913PAP71 / MortgageIT Trust 2005-1 | 0.02 | -8.00 | 0.0038 | -0.0003 | ||
| US20267VAA52 / Commonbond Student Loan Trust 2017-A-GS | 0.02 | -8.33 | 0.0036 | -0.0003 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0034 | 0.0034 | |||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.02 | -5.26 | 0.0030 | -0.0001 | ||
| XS0290416527 / EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS | 0.02 | -20.00 | 0.0027 | -0.0005 | ||
| US31395HHV50 / Freddie Mac Structured Pass-Through Certificates | 0.02 | 0.00 | 0.0026 | -0.0001 | ||
| US3132DV3P85 / FREDDIE MAC POOL UMBS P#SD8006 4.00000000 | 0.01 | -7.69 | 0.0021 | -0.0001 | ||
| US31396PSN23 / FANNIE MAE REMICS SER 2007-7 CL FJ V/R 1.90800000 | 0.01 | -7.69 | 0.0020 | -0.0001 | ||
| US31396X2G81 / FNMA, Series 2007-109, Class GF | 0.01 | 0.00 | 0.0018 | -0.0001 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| US86359LJA89 / STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1 | 0.01 | 0.00 | 0.0014 | -0.0000 | ||
| US41161PLR28 / HARBORVIEW MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL 2A1A V/R REGD 2.17325000 | 0.01 | -12.50 | 0.0013 | -0.0001 | ||
| US31397RFC51 / FREDDIE MAC FHR 3411 FL | 0.01 | 0.00 | 0.0012 | -0.0001 | ||
| US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | 0.01 | -70.00 | 0.0011 | -0.0023 | ||
| US31395A3J20 / Freddie Mac Structured Pass-Through Certificates | 0.01 | 0.00 | 0.0010 | -0.0000 | ||
| US3137AFEP32 / FHLMC, Series 3927, Class FH | 0.01 | 0.00 | 0.0009 | -0.0000 | ||
| US92925CDA71 / WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| US93363DAA54 / WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| BARCLAYS BANK PLC SNR SE ICE / DCR (EZB88Z42LS80) | 0.00 | -20.00 | 0.0007 | -0.0001 | ||
| US39538RAB50 / GreenPoint MTA Trust 2005-AR1 | 0.00 | -25.00 | 0.0006 | -0.0000 | ||
| US31404Q5M78 / Fannie Mae Pool | 0.00 | 0.00 | 0.0006 | -0.0000 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.00 | 0.00 | 0.0005 | -0.0000 | ||
| US759950DY16 / Renaissance Home Equity Loan Trust 2004-3 | 0.00 | 0.00 | 0.0004 | -0.0000 | ||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0.00 | -50.00 | 0.0003 | -0.0000 | ||
| US12669GN644 / Reperforming Loan REMIC Trust 2005-R2 | 0.00 | 0.00 | 0.0003 | -0.0000 | ||
| US22541QCT76 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US929227XB72 / WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2002-AR17 SER 2002-AR17 CL 1A V/R REGD 3.52644500 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| RFR USD SOFR/3.92000 04/21/25-1Y* LCH / DIR (EZH75C6DK4N7) | 0.00 | 0.0002 | 0.0002 | |||
| US362341RX95 / GSR Mortgage Loan Trust, Series 2005-AR6, Class 2A1 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31396L4T48 / FNMA, REMIC, Series 2006-118, Class A2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US22540VUG57 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US36225CUD63 / Ginnie Mae II Pool | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| US86359LPD54 / Structured Asset Mortgage Investments II Trust 2005-AR5 | 0.00 | 0.00 | 0.0002 | -0.0000 | ||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| US07384MZV70 / BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1 | 0.00 | 0.0001 | -0.0000 | |||
| US22540VK434 / Credit Suisse First Boston Mortgage Securities Corp | 0.00 | 0.0001 | -0.0000 | |||
| US17307GXP89 / Citigroup Mortgage Loan Trust Inc | 0.00 | 0.0001 | -0.0000 | |||
| US31405PRS10 / Fannie Mae Pool | 0.00 | 0.0001 | -0.0000 | |||
| US576449AA06 / Mastr Asset Backed Securities Trust 2006-HE4 | 0.00 | 0.0001 | -0.0000 | |||
| US585525EN47 / MRFC Mortgage Pass-Through Trust Series 2000-TBC3 | 0.00 | 0.0001 | -0.0000 | |||
| US31393T7H31 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT ILS SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US929227QB55 / WaMu Mortgage Pass-Through Certificates Series 2002-AR6 Trust | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0.00 | 0.0000 | -0.0000 | |||
| 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) | 0.00 | -100.00 | 0.0000 | -0.0037 | ||
| US31394ANT96 / Fannie Mae REMICS | 0.00 | 0.0000 | -0.0000 | |||
| BOUGHT ILS SOLD USD 20250709 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US06050HKR83 / Bank of America Mortgage 2002-G Trust | 0.00 | 0.0000 | -0.0000 | |||
| US22541NHE22 / HOME EQUITY ASSET TRUST HEAT 2002 3 A4 | 0.00 | 0.0000 | 0.0000 | |||
| 317U79UA1 PIMCO SWAPTION 5.4 PUT USD 20250926 / DIR (EZMGDQQCNYM0) | 0.00 | 0.0000 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN05 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| 31750QN88 PIMCO CDSOPT PUT USD 0.85 20250716 / DCR (EZ967XY50V92) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0012 | -0.0012 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | -0.05 | -0.0074 | -0.0074 | |||
| SOLD ILS BOUGHT USD 20260227 / DFE (000000000) | -0.05 | -0.0087 | -0.0087 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.05 | -0.0087 | -0.0087 | |||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.06 | -0.0092 | -0.0092 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0142 | -0.0142 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -0.10 | -0.0166 | -0.0166 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.13 | -0.0199 | -0.0199 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.19 | -0.0299 | -0.0299 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.20 | -0.0310 | -0.0310 | |||
| RFR USD SOFR/3.75000 12/18/24-5Y LCH / DIR (EZ2V74HC3Q62) | -0.21 | 328.00 | -0.0340 | -0.0260 | ||
| RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | -0.22 | 92.24 | -0.0354 | -0.0170 | ||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.25 | -58.49 | -0.0393 | 0.0554 | ||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.32 | -0.0511 | -0.0511 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.33 | -0.0525 | -0.0525 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.58 | -0.0926 | -0.0926 | |||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -1.57 | -0.2491 | -0.2491 |
