Basic Stats
| Portfolio Value | $ 240,819,978 |
| Current Positions | 910 |
Latest Holdings, Performance, AUM (from 13F, 13D)
PGGIX - PUTNAM GLOBAL INCOME TRUST Class C Shares has disclosed 910 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 240,819,978 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). PGGIX - PUTNAM GLOBAL INCOME TRUST Class C Shares’s top holdings are Japan Government Twenty Year Bond (JP:JP1201251B37) , FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , SHORT TERM INV FUND (US:US74676P6640) , and Ginnie Mae (US:US21H0426534) . PGGIX - PUTNAM GLOBAL INCOME TRUST Class C Shares’s new positions include Japan Government Twenty Year Bond (JP:JP1201251B37) , FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (US:US01F0526560) , Uniform Mortgage-Backed Security, TBA (US:US01F0626550) , Ginnie Mae (US:US21H0426534) , and FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 (US:US01F0226591) .
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$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 2.36 | 1.0958 | 1.0958 | ||
| 1.37 | 0.6351 | 0.6351 | ||
| 1.08 | 0.5032 | 0.5032 | ||
| 1.06 | 0.4941 | 0.4941 | ||
| 0.96 | 0.4483 | 0.4483 | ||
| 0.87 | 0.4028 | 0.4028 | ||
| 0.81 | 0.3782 | 0.3782 | ||
| 2.80 | 1.2994 | 0.3327 | ||
| 0.68 | 0.3171 | 0.3171 | ||
| 0.62 | 0.2899 | 0.2899 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| -4.90 | -2.2748 | -7.4011 | ||
| 2.03 | 0.9429 | -6.0249 | ||
| -2.87 | -1.3334 | -2.8285 | ||
| 5.14 | 5.14 | 2.3899 | -2.7409 | |
| -2.02 | -0.9403 | -0.9403 | ||
| 5.99 | 2.7826 | -0.8930 | ||
| 0.93 | 0.4326 | -0.5474 | ||
| 0.90 | 0.4194 | -0.5128 | ||
| 0.00 | 0.0000 | -0.3636 | ||
| 5.15 | 2.3930 | -0.3321 |
13F and Fund Filings
This form was filed on 2025-06-24 for the reporting period 2025-04-30. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| JP1201251B37 / Japan Government Twenty Year Bond | 6.35 | 8.28 | 2.9486 | 0.1850 | |||||
| US01F0526560 / FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.99 | -11.92 | 2.7826 | -0.8930 | |||||
| US01F0626550 / Uniform Mortgage-Backed Security, TBA | 5.15 | 2.16 | 2.3930 | -0.3321 | |||||
| US74676P6640 / SHORT TERM INV FUND | 5.14 | -52.73 | 5.14 | -52.74 | 2.3899 | -2.7409 | |||
| US21H0426534 / Ginnie Mae | 4.79 | 2.77 | 2.2246 | -0.2940 | |||||
| US01F0226591 / FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000 | 4.16 | 5.05 | 1.9319 | -0.2079 | |||||
| JBH0 / Japan Government Ten Year Bond | 4.15 | 8.72 | 1.9298 | 0.1286 | |||||
| US01F0206536 / Uniform Mortgage-Backed Security, TBA | 3.97 | 5.06 | 1.8435 | -0.1983 | |||||
| FLUD / Franklin Templeton ETF Trust - Franklin Ultra Short Bond ETF | 0.14 | 0.00 | 3.42 | 0.03 | 1.5888 | -0.0228 | |||
| DE0001102416 / Bundesrepublik Deutschland Bundesanleihe | 3.32 | 10.46 | 1.5406 | 0.1250 | |||||
| US01F0406516 / Uniform Mortgage-Backed Security, TBA | 2.80 | 56.46 | 1.2994 | 0.3327 | |||||
| JP1201561G37 / Japan Government Twenty Year Bond | 2.72 | 7.63 | 1.2662 | 0.0722 | |||||
| U.S. Treasury Bills / STIV (US912797MS31) | 2.36 | 1.0958 | 1.0958 | ||||||
| JP1300321A34 / Japan Government Thirty Year Bond | 2.29 | 5.44 | 1.0627 | 0.0401 | |||||
| US01F0606594 / Uniform Mortgage-Backed Security, TBA | 2.03 | -84.25 | 0.9429 | -6.0249 | |||||
| US21H0526523 / Ginnie Mae | 2.00 | 1.94 | 0.9292 | -0.1315 | |||||
| AMI / Aurelia Metals Limited | 1.96 | 9.97 | 0.9126 | 0.0705 | |||||
| IT0001174611 / Italy Buoni Poliennali Del Tesoro | 1.91 | 9.46 | 0.8872 | 0.0648 | |||||
| IT0005094088 / Italy Buoni Poliennali Del Tesoro | 1.80 | 10.63 | 0.8366 | 0.0691 | |||||
| US01F0306526 / FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000 | 1.74 | 5.08 | 0.8067 | -0.0866 | |||||
| FR001400HI98 / FRANCE O.A.T. | 1.73 | 10.68 | 0.8044 | 0.0665 | |||||
| FR0011317783 / French Republic Government Bond OAT | 1.66 | 10.29 | 0.7724 | 0.0613 | |||||
| US36179TSH94 / Ginnie Mae II Pool | 1.61 | -1.71 | 0.7463 | -0.0240 | |||||
| JP1200951760 / Japan Government Twenty Year Bond | 1.48 | 8.25 | 0.6892 | 0.0427 | |||||
| US3133KR5T72 / FR RA9858 | 1.44 | -2.97 | 0.6671 | -0.0308 | |||||
| JP1400041B55 / Japan Government Forty Year Bond | 1.39 | 1.68 | 0.6470 | 0.0014 | |||||
| XS2152924952 / Oesterreichische Kontrollbank AG | 1.37 | 0.6351 | 0.6351 | ||||||
| ES0000012L78 / SPAIN GOVT EUR 144A LIFE/REG S 3.55% 10-31-33 | 1.20 | 9.42 | 0.5558 | 0.0400 | |||||
| GNMA, Series 2022-160, Class IB / ABS-MBS (US38383YSF06) | 1.11 | -3.22 | 0.5166 | -0.0251 | |||||
| US46647PDW32 / JPMorgan Chase & Co | 1.11 | 0.27 | 0.5146 | -0.0064 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.10 | -5.43 | 0.5105 | -0.0374 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.08 | 0.5032 | 0.5032 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.07 | 0.47 | 0.4966 | -0.0050 | |||||
| Mars, Inc. / DBT (US571676AY11) | 1.06 | 0.4941 | 0.4941 | ||||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 1.05 | -4.03 | 0.4875 | -0.0280 | |||||
| DE0001174068 / CHINA UNIVERSAL EX INC | 1.04 | 10.37 | 0.4849 | 0.0390 | |||||
| DE0001174068 / CHINA UNIVERSAL EX INC | 1.03 | 9.19 | 0.4809 | 0.0342 | |||||
| GNMA, Series 2022-60, Class IY / ABS-MBS (US38383PEH01) | 1.02 | -3.41 | 0.4741 | -0.0240 | |||||
| AU000XCLWAR9 / Australia Government Bond | 1.02 | 4.95 | 0.4733 | 0.0156 | |||||
| ES00000124C5 / Spain Government Bond | 1.00 | 9.80 | 0.4635 | 0.0351 | |||||
| FR0010773192 / French Republic Government Bond OAT | 0.98 | 8.62 | 0.4572 | 0.0300 | |||||
| US46647PBW59 / JPMorgan Chase & Co | 0.96 | 0.4483 | 0.4483 | ||||||
| ES00000127Z9 / Spain Government Bond | 0.96 | 9.68 | 0.4480 | 0.0336 | |||||
| US38382VKU25 / Government National Mortgage Association | 0.95 | -2.37 | 0.4401 | -0.0174 | |||||
| US21H0406577 / Ginnie Mae | 0.93 | -48.68 | 0.4326 | -0.5474 | |||||
| US01F0326581 / Uniform Mortgage-Backed Security, TBA | 0.90 | -47.68 | 0.4194 | -0.5128 | |||||
| US35564KMH94 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.89 | -0.78 | 0.4147 | -0.0095 | |||||
| US21H0306587 / G2SF 3 5/16 | 0.89 | 4.12 | 0.4115 | -0.0484 | |||||
| FR0013407236 / French Republic Government Bond OAT | 0.88 | 11.31 | 0.4072 | 0.0358 | |||||
| US59319BAA52 / CORP CMO | 0.88 | -3.85 | 0.4069 | -0.0226 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.87 | 1.17 | 0.4033 | -0.0009 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.87 | 0.4028 | 0.4028 | ||||||
| US3618G7SL89 / GII30 | 0.87 | 0.23 | 0.4024 | -0.0051 | |||||
| US3132DNWJ89 / UMBS, 30 Year | 0.85 | 0.00 | 0.3957 | -0.0056 | |||||
| B99C / Kingdom of Belgium Government Bond | 0.83 | 9.93 | 0.3861 | 0.0300 | |||||
| Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1 / ABS-MBS (US79584CAA99) | 0.81 | 0.3782 | 0.3782 | ||||||
| JP1300511G61 / Japan Government Thirty Year Bond | 0.80 | 2.96 | 0.3717 | 0.0054 | |||||
| CA683234LJ58 / Province of Ontario Canada | 0.80 | 5.27 | 0.3714 | 0.0134 | |||||
| US3140XEB453 / Fannie Mae Pool | 0.79 | -1.25 | 0.3666 | -0.0100 | |||||
| BGB / Kingdom of Belgium Government Bond | 0.78 | 7.75 | 0.3624 | 0.0214 | |||||
| CA68323ACY88 / ONTARIO PROVINCE | 0.77 | 2.25 | 0.3586 | 0.0028 | |||||
| Station Place Securitization Trust, Series 2024-10, Class A / ABS-MBS (US85779PAA21) | 0.75 | -0.27 | 0.3497 | -0.0059 | |||||
| US61747YFA82 / Morgan Stanley | 0.74 | 0.95 | 0.3461 | -0.0016 | |||||
| CH0008680370 / Swiss Confederation Government Bond | 0.73 | 10.08 | 0.3402 | 0.0265 | |||||
| US19688RAA77 / COLT 2023-3 Mortgage Loan Trust | 0.73 | -7.02 | 0.3391 | -0.0308 | |||||
| US30303M8R66 / META PLATFORMS INC | 0.71 | -0.42 | 0.3303 | -0.0062 | |||||
| SE0007125927 / Sweden Government Bond | 0.71 | 15.07 | 0.3301 | 0.0389 | |||||
| FR001400H7V7 / FRANCE (GOVT OF) /EUR/ REGD REG S 3.00000000 | 0.71 | 10.31 | 0.3282 | 0.0263 | |||||
| US00249XAA63 / ADMT 2023-NQM5 A1 7.049% 11/25/2068 144A | 0.70 | -3.69 | 0.3273 | -0.0176 | |||||
| Station Place Securitization Trust, Series 2024-5, Class A / ABS-MBS (US85778YAA47) | 0.68 | -0.15 | 0.3182 | -0.0051 | |||||
| J.P. Morgan Mortgage Trust, Series 2025-2, Class A11 / ABS-MBS (US46593NAY13) | 0.68 | 0.3171 | 0.3171 | ||||||
| US95000GBA13 / Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 0.67 | 1.20 | 0.3125 | -0.0009 | |||||
| AT0000A269M8 / Republic of Austria Government Bond | 0.67 | 10.89 | 0.3123 | 0.0264 | |||||
| IT0005514473 / BTPS | 0.66 | 9.23 | 0.3085 | 0.0218 | |||||
| Station Place Securitization Trust, Series 2024-2, Class A / ABS-MBS (US85770KAA25) | 0.66 | 0.00 | 0.3070 | -0.0045 | |||||
| US91087BAM28 / Mexico Government International Bond | 0.66 | 3.61 | 0.3068 | 0.0062 | |||||
| Cross Mortgage Trust, Series 2024-H4, Class A1 / ABS-MBS (US22758HAA86) | 0.65 | -4.70 | 0.3017 | -0.0195 | |||||
| US3136BL6M73 / FNMA CMO IO | 0.64 | -2.58 | 0.2992 | -0.0125 | |||||
| US718172DA46 / Philip Morris International Inc | 0.64 | 1.74 | 0.2985 | 0.0006 | |||||
| US38383FDA84 / Government National Mortgage Association, Series 2021-214, Class AI | 0.64 | 0.16 | 0.2967 | -0.0038 | |||||
| Bank of New York Mellon (The) / DBT (US06405LAH42) | 0.62 | 0.2899 | 0.2899 | ||||||
| EU2647 / Italy Buoni Poliennali Del Tesoro | 0.62 | 7.71 | 0.2861 | 0.0166 | |||||
| GB0002404191 / United Kingdom Gilt | 0.60 | 8.63 | 0.2810 | 0.0184 | |||||
| US61690FAS20 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 0.59 | 4.39 | 0.2762 | 0.0076 | |||||
| GB00BBJNQY21 / United Kingdom Gilt | 0.59 | 5.89 | 0.2759 | 0.0115 | |||||
| US11135FAN15 / CORP. NOTE | 0.59 | 0.2754 | 0.2754 | ||||||
| US3618FRPC82 / GII30 | 0.59 | -3.75 | 0.2749 | -0.0147 | |||||
| J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class A1 / ABS-MBS (US46658DAA72) | 0.59 | -2.17 | 0.2720 | -0.0103 | |||||
| US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.58 | 0.69 | 0.2711 | -0.0020 | |||||
| Mars, Inc. / DBT (US571676AX38) | 0.58 | 0.2702 | 0.2702 | ||||||
| US3137F94J76 / FHLMC CMO IO | 0.58 | -2.03 | 0.2690 | -0.0097 | |||||
| Verus Securitization Trust, Series 2024-1, Class A1 / ABS-MBS (US92540EAA10) | 0.57 | -10.61 | 0.2665 | -0.0361 | |||||
| 5831 / Shizuoka Financial Group,Inc. | 0.56 | 0.36 | 0.2604 | -0.0028 | |||||
| US917288BA96 / Uruguay Government International Bond | 0.56 | 1.27 | 0.2594 | -0.0008 | |||||
| ES00000124H4 / Spain Government Bond | 0.56 | 6.94 | 0.2581 | 0.0130 | |||||
| FR0010171975 / French Republic Government Bond OAT | 0.55 | 6.74 | 0.2579 | 0.0129 | |||||
| US23305YAM12 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.55 | -0.18 | 0.2570 | -0.0043 | |||||
| FR0013516549 / French Republic Government Bond OAT | 0.55 | 11.52 | 0.2567 | 0.0229 | |||||
| GNMA, Series 2021-182, Class TI / ABS-MBS (US38383CAC47) | 0.55 | -1.79 | 0.2553 | -0.0083 | |||||
| US92328MAE30 / Venture Global Calcasieu Pass LLC | 0.55 | -1.80 | 0.2536 | -0.0083 | |||||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.54 | 0.2532 | 0.2532 | ||||||
| PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) | 0.54 | 0.2527 | 0.2527 | ||||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 0.54 | 0.37 | 0.2510 | -0.0030 | |||||
| MYBMO2200016 / Malaysia Government Bond | 0.53 | 4.75 | 0.2462 | 0.0079 | |||||
| GNMA, Series 2024-186 / ABS-MBS (US38384XVG59) | 0.53 | -5.55 | 0.2455 | -0.0184 | |||||
| IT0003934657 / Italy Buoni Poliennali Del Tesoro | 0.53 | 9.09 | 0.2454 | 0.0169 | |||||
| MX0MGO0000P2 / Mexican Bonos | 0.53 | 8.70 | 0.2444 | 0.0163 | |||||
| US817826AD20 / 7-Eleven Inc | 0.52 | 0.2435 | 0.2435 | ||||||
| XS1989380172 / Netflix Inc | 0.52 | 9.57 | 0.2396 | 0.0179 | |||||
| US715638DF60 / Peruvian Government International Bond | 0.51 | 0.2392 | 0.2392 | ||||||
| NL0009446418 / Kingdom of Netherlands | 0.51 | 7.56 | 0.2383 | 0.0136 | |||||
| Magnetite XL Ltd., Series 2024-40A, Class A1 / ABS-CBDO (US55955RAA77) | 0.51 | -0.58 | 0.2382 | -0.0049 | |||||
| South Bow USA Infrastructure Holdings LLC / DBT (US83007CAC64) | 0.50 | 0.80 | 0.2329 | -0.0015 | |||||
| US449259AJ97 / ICG US CLO 2017-1 Ltd | 0.50 | 0.20 | 0.2329 | -0.0033 | |||||
| Hyundai Capital America / DBT (US44891ACY10) | 0.50 | 0.20 | 0.2328 | -0.0031 | |||||
| USY20721BQ18 / Indonesia Government International Bond | 0.50 | 0.20 | 0.2322 | -0.0028 | |||||
| P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) | 0.50 | 0.2321 | 0.2321 | ||||||
| US143658BQ44 / Carnival Corp | 0.49 | 70.83 | 0.2289 | 0.0929 | |||||
| US78448TAB89 / SMBC Aviation Capital Finance DAC | 0.49 | 1.03 | 0.2284 | -0.0012 | |||||
| US35564KB241 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2022-HQA2, Class M1A | 0.49 | -6.50 | 0.2273 | -0.0194 | |||||
| US92564RAL96 / VICI Properties LP / VICI Note Co., Inc. | 0.49 | 1.24 | 0.2272 | -0.0004 | |||||
| JP1300541H31 / Japan Government Thirty Year Bond | 0.48 | 3.00 | 0.2236 | 0.0030 | |||||
| US38382WEX11 / GNMA CMO IO | 0.48 | 5.99 | 0.2222 | 0.0093 | |||||
| TH0623X3BC03 / Thailand Government Bond | 0.48 | 3.91 | 0.2222 | 0.0048 | |||||
| US04010LAZ67 / Ares Capital Corp. | 0.47 | 0.21 | 0.2177 | -0.0026 | |||||
| WCN / Waste Connections, Inc. | 0.46 | 2.43 | 0.2160 | 0.0021 | |||||
| US29278GBA58 / ENEL FINANCE INTERNATIONAL NV | 0.46 | 1.75 | 0.2157 | 0.0002 | |||||
| US62547NAB55 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.46 | -2.99 | 0.2116 | -0.0099 | |||||
| Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2 / ABS-CBDO (US87167NDL64) | 0.45 | -3.62 | 0.2104 | -0.0109 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1 / ABS-MBS (US20754TAC62) | 0.45 | 0.2099 | 0.2099 | ||||||
| US361841AH26 / GLP Capital LP / GLP Financing II Inc | 0.45 | -0.45 | 0.2078 | -0.0039 | |||||
| CNO.PRA / CNO Financial Group, Inc. - Corporate Bond/Note | 0.45 | -0.22 | 0.2073 | -0.0036 | |||||
| GNMA, Series 2024-4, Class GI / ABS-MBS (US38384HZX96) | 0.44 | -4.57 | 0.2044 | -0.0128 | |||||
| US03027XAP50 / American Tower Corp | 0.44 | 1.15 | 0.2037 | -0.0008 | |||||
| US3618G7ST16 / GII30 | 0.44 | -8.39 | 0.2033 | -0.0218 | |||||
| Panama Government Bond / DBT (US698299BX19) | 0.44 | 0.2030 | 0.2030 | ||||||
| US20754BAB71 / Connecticut Avenue Securities Trust 2022-R02 | 0.44 | -0.91 | 0.2026 | -0.0047 | |||||
| US31418D6K36 / Fannie Mae Pool | 0.43 | -1.14 | 0.2014 | -0.0053 | |||||
| US045054AF03 / Ashtead Capital Inc | 0.43 | 0.70 | 0.2006 | -0.0013 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.43 | 1.42 | 0.1999 | -0.0005 | |||||
| OHA Loan Funding Ltd., Series 2016-1A, Class A1R2 / ABS-CBDO (US67110UAW99) | 0.43 | -0.70 | 0.1988 | -0.0043 | |||||
| US06051GKL22 / BAC 3.846 03/08/37 | 0.42 | 0.24 | 0.1961 | -0.0023 | |||||
| US12631DBG79 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.42 | -0.24 | 0.1959 | -0.0031 | |||||
| US61762MBC47 / Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C10, Class D | 0.42 | 51.62 | 0.1954 | 0.0644 | |||||
| US46639EAN13 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.42 | 0.96 | 0.1952 | -0.0010 | |||||
| CH0127181169 / Swiss Confederation Government Bond | 0.41 | 11.05 | 0.1917 | 0.0164 | |||||
| US11134LAH24 / Broadcom Corp / Broadcom Cayman Finance Ltd | 0.41 | 0.98 | 0.1915 | -0.0013 | |||||
| PL0000105391 / Republic of Poland Government Bond | 0.41 | 11.17 | 0.1900 | 0.0167 | |||||
| CBAPJ / Commonwealth Bank of Australia - Preferred Security | 0.41 | 1.24 | 0.1897 | -0.0006 | |||||
| US88947EAU47 / Toll Brothers Finance Corp | 0.41 | 1.50 | 0.1893 | 0.0002 | |||||
| US69688FAJ93 / Palmer Square CLO 2021-3 Ltd | 0.40 | -0.25 | 0.1862 | -0.0031 | |||||
| US05971KAA79 / Banco Santander SA | 0.40 | 0.00 | 0.1861 | -0.0026 | |||||
| US00080QAF28 / ABN AMRO Bank NV | 0.40 | 0.00 | 0.1857 | -0.0026 | |||||
| U.S. Treasury Bills / STIV (US912797PJ05) | 0.40 | 0.1855 | 0.1855 | ||||||
| Wise CLO Ltd., Series 2024-2A, Class A / ABS-CBDO (US97718GAA13) | 0.40 | -0.50 | 0.1854 | -0.0039 | |||||
| US05565AAR41 / BNP Paribas SA | 0.40 | 0.25 | 0.1847 | -0.0023 | |||||
| Glencore Funding LLC / DBT (US378272BU12) | 0.40 | 0.00 | 0.1841 | -0.0029 | |||||
| US105756CF53 / Brazilian Government International Bond | 0.39 | -31.60 | 0.1835 | -0.0884 | |||||
| US709599BN39 / Penske Truck Leasing Co Lp / PTL Finance Corp | 0.39 | 0.77 | 0.1829 | -0.0013 | |||||
| US268317AP93 / ELECTRICITE DE FRANCE 144A LIFE SR UNSEC 4.75% 10-13-35 | 0.39 | 3.15 | 0.1827 | 0.0027 | |||||
| US836205AW44 / Republic of South Africa Government International Bond | 0.39 | 0.51 | 0.1826 | -0.0019 | |||||
| E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) | 0.39 | 1.56 | 0.1820 | 0.0000 | |||||
| US654579AE17 / Nippon Life Insurance Co | 0.39 | 0.1816 | 0.1816 | ||||||
| R1SG34 / Republic Services, Inc. - Depositary Receipt (Common Stock) | 0.39 | 1.84 | 0.1799 | 0.0003 | |||||
| US225313AK19 / Credit Agricole SA | 0.39 | 1.31 | 0.1798 | 0.0000 | |||||
| Petronas Capital Ltd. / DBT (US716743AV14) | 0.39 | 0.1793 | 0.1793 | ||||||
| US195325EG61 / Colombia Government International Bond | 0.38 | -1.81 | 0.1770 | -0.0056 | |||||
| US097023DG73 / Boeing Co/The | 0.38 | 0.53 | 0.1762 | -0.0016 | |||||
| US77586RAH30 / Romanian Government International Bond | 0.37 | 0.81 | 0.1743 | -0.0009 | |||||
| US105756CC23 / Brazilian Government International Bond | 0.37 | 0.1738 | 0.1738 | ||||||
| Vistra Operations Co. LLC / DBT (US92840VAS16) | 0.37 | 0.27 | 0.1729 | -0.0025 | |||||
| US06051GKW86 / Bank of America Corp. | 0.37 | 0.54 | 0.1729 | -0.0012 | |||||
| Philippine Government Bond / DBT (US718286DG92) | 0.37 | 2.49 | 0.1726 | 0.0019 | |||||
| US06541UCB08 / BANK 2020-BNK30 | 0.37 | 94.74 | 0.1721 | 0.0824 | |||||
| US225401AT54 / Credit Suisse Group AG | 0.37 | 0.82 | 0.1716 | -0.0010 | |||||
| USP75744AJ47 / Paraguay Government International Bond | 0.37 | 2.24 | 0.1697 | 0.0013 | |||||
| US172967MV07 / Citigroup Inc | 0.36 | -0.82 | 0.1690 | -0.0037 | |||||
| FI4000306758 / Finland Government Bond | 0.36 | 9.67 | 0.1689 | 0.0126 | |||||
| US65339KAT79 / NextEra Energy Capital Holdings, Inc. | 0.36 | 0.84 | 0.1684 | -0.0011 | |||||
| US35564KKY46 / Freddie Mac STACR REMIC Trust 2021-DNA6 | 0.36 | -4.79 | 0.1667 | -0.0106 | |||||
| US26441CAX39 / Duke Energy Corp | 0.36 | 1.13 | 0.1666 | -0.0005 | |||||
| US20030NBW02 / Comcast Corp New 01/15/2027 2.350 Call 10/15/2026 100.000 Bond | 0.36 | 1.42 | 0.1662 | -0.0003 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 0.36 | -2.99 | 0.1660 | -0.0077 | |||||
| US200474BH60 / COMM 2015-LC19 Mortgage Trust | 0.36 | 0.28 | 0.1652 | -0.0018 | |||||
| US210385AB64 / CONSTELLATION ENERGY GENERATION | 0.35 | 1.44 | 0.1642 | -0.0003 | |||||
| JP1400131L54 / Japan Government Forty Year Bond | 0.35 | -3.29 | 0.1642 | -0.0083 | |||||
| US04685A3C32 / Athene Global Funding | 0.35 | 0.1642 | 0.1642 | ||||||
| AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R / ABS-CBDO (US00889JAK07) | 0.35 | -0.28 | 0.1630 | -0.0027 | |||||
| US773663AC30 / ROCKP 2021-1A B | 0.35 | -0.28 | 0.1630 | -0.0027 | |||||
| NDIRS / DIR (N/A) | 0.35 | 0.1623 | 0.1623 | ||||||
| US11135FBV22 / Broadcom, Inc. | 0.35 | 1.16 | 0.1621 | -0.0002 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.34 | 1.78 | 0.1600 | 0.0004 | |||||
| US00912XBF06 / Air Lease Corp. | 0.34 | 0.89 | 0.1589 | -0.0005 | |||||
| US20753XAA28 / Fannie Mae Connecticut Avenue Securities | 0.34 | -7.59 | 0.1586 | -0.0156 | |||||
| US94989NBL01 / Wells Fargo Commercial Mortgage Trust 2015-C30 | 0.34 | 0.30 | 0.1576 | -0.0020 | |||||
| US46591EAY32 / JPMCC Commercial Mortgage Securities Trust 2019-COR5 | 0.34 | -5.06 | 0.1574 | -0.0107 | |||||
| US126281BF05 / CSAIL 2015-C1 Commercial Mortgage Trust | 0.34 | 0.30 | 0.1574 | -0.0017 | |||||
| US93934JAC80 / WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE2 A3 | 0.34 | -1.17 | 0.1568 | -0.0045 | |||||
| BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) | 0.34 | -0.88 | 0.1567 | -0.0041 | |||||
| AS Mileage Plan IP Ltd. / DBT (US00218QAA85) | 0.33 | -1.18 | 0.1556 | -0.0041 | |||||
| NL0011819040 / Netherlands Government Bond | 0.33 | 9.87 | 0.1556 | 0.0122 | |||||
| GNMA, Series 2021-189 / ABS-MBS (US38381D7S30) | 0.33 | 1.84 | 0.1545 | 0.0005 | |||||
| US55354GAK67 / MSCI Inc | 0.33 | 0.92 | 0.1534 | -0.0009 | |||||
| US26078JAF75 / DuPont de Nemours Inc | 0.33 | 55.92 | 0.1531 | 0.0533 | |||||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 0.33 | 1.86 | 0.1531 | 0.0007 | |||||
| XS2291692890 / Chile Government International Bond | 0.33 | 1.55 | 0.1524 | 0.0004 | |||||
| US67117XAA46 / CORP CMO | 0.33 | -7.89 | 0.1523 | -0.0151 | |||||
| US87264ABD63 / CORP. NOTE | 0.33 | 0.93 | 0.1513 | -0.0007 | |||||
| Athene Global Funding / DBT (US04685A3Z27) | 0.33 | 1.56 | 0.1512 | -0.0002 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R06, Class 1A1 / ABS-MBS (US20755RAA32) | 0.32 | -4.42 | 0.1507 | -0.0094 | |||||
| Rogers Communications, Inc., Series NC5 / DBT (US775109DG30) | 0.32 | 0.1499 | 0.1499 | ||||||
| FR00140063V5 / ELECTRICITE DE FRANCE RT SCRIP 12/31/49 | 0.32 | 2.56 | 0.1493 | 0.0014 | |||||
| US05552ABG22 / BBCMS Mortgage Trust | 0.32 | -3.61 | 0.1487 | -0.0079 | |||||
| US92535UAB08 / Vertiv Group Corp | 0.32 | 0.1483 | 0.1483 | ||||||
| US29273VAJ98 / PERPETUAL BONDS | 0.32 | -2.15 | 0.1478 | -0.0058 | |||||
| US35564KYN35 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.32 | -9.43 | 0.1475 | -0.0176 | |||||
| PTOTEOOE0033 / Portugal Obrigacoes do Tesouro OT | 0.32 | 10.10 | 0.1472 | 0.0118 | |||||
| Cross Mortgage Trust, Series 2024-H1, Class A1 / ABS-MBS (US22757AAA43) | 0.32 | -10.99 | 0.1472 | -0.0205 | |||||
| Protective Life Global Funding / DBT (US74368CBV54) | 0.32 | 1.94 | 0.1471 | 0.0004 | |||||
| AXP / American Express Company - Depositary Receipt (Common Stock) | 0.32 | 0.64 | 0.1464 | -0.0013 | |||||
| Angel Oak Mortgage Trust, Series 2024-9, Class A1 / ABS-MBS (US03466JAA79) | 0.31 | -4.31 | 0.1449 | -0.0088 | |||||
| US17324DAY04 / Citigroup Commercial Mortgage Trust, Series 2015-P1, Class C | 0.31 | 0.98 | 0.1441 | -0.0007 | |||||
| Rogers Communications, Inc. / DBT (US775109DE81) | 0.31 | 1.32 | 0.1435 | -0.0001 | |||||
| DT Midstream, Inc. / DBT (US23345MAD92) | 0.31 | -0.65 | 0.1429 | -0.0032 | |||||
| US12592XBF24 / COMM 2015-CCRE22 Mortgage Trust | 0.31 | 0.66 | 0.1424 | -0.0010 | |||||
| NL0013332430 / Netherlands Government Bond | 0.31 | 11.31 | 0.1418 | 0.0122 | |||||
| US61765LAY65 / MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2015-C24 C | 0.30 | 4.47 | 0.1417 | 0.0045 | |||||
| US12515DAU81 / CD 2017-CD4 Mortgage Trust | 0.30 | 1.00 | 0.1412 | -0.0004 | |||||
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM2, Class A1 / ABS-MBS (US61776HAA41) | 0.30 | -12.68 | 0.1408 | -0.0232 | |||||
| US674599DZ54 / Occidental Petroleum Corp | 0.30 | -0.98 | 0.1406 | -0.0032 | |||||
| Huntsman International LLC / DBT (US44701QBG64) | 0.30 | -4.73 | 0.1405 | -0.0091 | |||||
| US462613AP51 / CORP. NOTE | 0.30 | 0.33 | 0.1397 | -0.0013 | |||||
| Elmwood CLO 27 Ltd., Series 2024-3A, Class A / ABS-CBDO (US29003FAA03) | 0.30 | -0.66 | 0.1396 | -0.0030 | |||||
| CH0286864027 / UBS Group AG | 0.30 | -0.66 | 0.1396 | -0.0029 | |||||
| Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3 / ABS-CBDO (US64129UCC71) | 0.30 | -0.99 | 0.1390 | -0.0035 | |||||
| US013817AK77 / Alcoa Inc 5.95% Notes 2/1/37 | 0.30 | 0.67 | 0.1390 | -0.0015 | |||||
| US36264FAL58 / GSK Consumer Healthcare Capital US LLC | 0.30 | 2.05 | 0.1386 | 0.0007 | |||||
| US20754AAB98 / Fannie Mae Connecticut Avenue Securities | 0.30 | -0.67 | 0.1379 | -0.0029 | |||||
| US3136B5VK81 / FNMA_19-42 | 0.30 | 17.06 | 0.1371 | 0.0181 | |||||
| AT0000A1K9F1 / Republic of Austria Government Bond | 0.29 | 5.04 | 0.1359 | 0.0048 | |||||
| US639057AC29 / NatWest Group PLC | 0.29 | 1.04 | 0.1353 | -0.0006 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.29 | 1.40 | 0.1351 | 0.0000 | |||||
| Wells Fargo Commercial Mortgage Trust, Series 2015-C31, Class AS / ABS-MBS (US94989WAU18) | 0.29 | 0.00 | 0.1347 | -0.0018 | |||||
| Cross Mortgage Trust, Series 2024-H3, Class A1 / ABS-MBS (US22758DAA72) | 0.29 | -3.69 | 0.1336 | -0.0070 | |||||
| SOP / DIR (N/A) | 0.29 | 0.1334 | 0.1334 | ||||||
| US66988YAD40 / NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C | 0.29 | -2.05 | 0.1333 | -0.0045 | |||||
| US38380RJM34 / GNMA, Series 2020-190 | 0.29 | 2.51 | 0.1330 | 0.0013 | |||||
| US125581GX07 / CIT GROUP INC SUBORDINATED 03/28 6.125 | 0.28 | 0.35 | 0.1324 | -0.0014 | |||||
| IE00BH3SQ895 / Ireland Government Bond | 0.28 | 10.55 | 0.1318 | 0.0110 | |||||
| US92937EAH71 / WFRBS 13-C11 C FRN 03-15-45 | 0.28 | 0.36 | 0.1313 | -0.0014 | |||||
| US456837BF96 / ING Groep NV | 0.28 | 0.00 | 0.1304 | -0.0017 | |||||
| US05369AAN19 / Aviation Capital Group LLC | 0.28 | 0.36 | 0.1299 | -0.0016 | |||||
| GPJA / Georgia Power Company - Preferred Security | 0.28 | 1.47 | 0.1291 | -0.0001 | |||||
| US08576PAF80 / Berry Global Inc | 0.28 | 1.09 | 0.1288 | -0.0007 | |||||
| Aviation Capital Group LLC / DBT (US05369AAS06) | 0.27 | 0.1265 | 0.1265 | ||||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.27 | 0.1258 | 0.1258 | ||||||
| US06540AAE10 / BANK 2019-BNK20 | 0.27 | -0.74 | 0.1253 | -0.0026 | |||||
| US20754LAB53 / Fannie Mae Connecticut Avenue Securities | 0.27 | -1.12 | 0.1233 | -0.0031 | |||||
| US3622E8AC94 / ASSET BACKED SECURITY | 0.26 | -2.22 | 0.1231 | -0.0043 | |||||
| US71568QAE70 / Perusahaan Listrik Negara PT | 0.26 | 0.76 | 0.1230 | -0.0008 | |||||
| US20753YCH36 / Connecticut Avenue Securities Trust 2022-R04 | 0.26 | -8.04 | 0.1224 | -0.0128 | |||||
| US378272BP27 / Glencore Funding LLC | 0.26 | 1.15 | 0.1224 | -0.0004 | |||||
| Elevation CLO Ltd., Series 2018-10A, Class AR / ABS-CBDO (US28623CAL54) | 0.26 | 0.1221 | 0.1221 | ||||||
| Aviation Capital Group LLC / DBT (US05369AAQ40) | 0.26 | 0.77 | 0.1220 | -0.0010 | |||||
| D1HI34 / D.R. Horton, Inc. - Depositary Receipt (Common Stock) | 0.26 | 0.1210 | 0.1210 | ||||||
| XS2264968665 / Ivory Coast Government International Bond | 0.26 | 5.69 | 0.1209 | 0.0046 | |||||
| XS2010026305 / Hungary Government International Bond | 0.26 | 1.17 | 0.1208 | -0.0008 | |||||
| US136385AC52 / Canadian Natural Resources 7.2% Notes 1/15/32 | 0.26 | -0.77 | 0.1203 | -0.0024 | |||||
| VICI Properties LP / DBT (US925650AF04) | 0.26 | 0.00 | 0.1202 | -0.0016 | |||||
| O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) | 0.26 | 0.78 | 0.1202 | -0.0008 | |||||
| IRS / DIR (N/A) | 0.26 | 0.1201 | 0.1201 | ||||||
| US12594PAZ45 / CSMC TRUST 2016-NXSR CSMC 2016-NXSR AS | 0.26 | 0.78 | 0.1198 | -0.0006 | |||||
| US46657FAA30 / JP Morgan Mortgage Trust 2023-HE2 | 0.26 | -13.76 | 0.1194 | -0.0211 | |||||
| FR0013131877 / French Republic Government Bond OAT | 0.26 | 10.30 | 0.1194 | 0.0094 | |||||
| US3137G0GW39 / FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M3 | 0.26 | -8.90 | 0.1194 | -0.0135 | |||||
| US73928RAB24 / Power Finance Corp Ltd | 0.26 | 0.1191 | 0.1191 | ||||||
| US195325EL56 / Colombia Government International Bond | 0.26 | -2.67 | 0.1188 | -0.0051 | |||||
| US575767AN80 / Massachusetts Mutual Life Insurance Co | 0.26 | 2.00 | 0.1185 | 0.0004 | |||||
| XS1807300105 / KazMunayGas National Co JSC | 0.25 | 0.00 | 0.1183 | -0.0016 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.25 | 0.1178 | 0.1178 | ||||||
| XS1319820897 / Southern Gas Corridor CJSC | 0.25 | 0.1174 | 0.1174 | ||||||
| US486661AF87 / Kazakhstan Government International Bond | 0.25 | 0.1169 | 0.1169 | ||||||
| US28852LAG86 / ELLINGTON CLO III LTD SER 2018-3A CL B V/R REGD 144A P/P 2.13425000 | 0.25 | -0.40 | 0.1166 | -0.0018 | |||||
| GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR / ABS-CBDO (US38138JAN37) | 0.25 | -0.79 | 0.1166 | -0.0024 | |||||
| US01626PAH91 / Alimentation Couche-Tard Inc | 0.25 | 0.81 | 0.1165 | -0.0008 | |||||
| RR 29 Ltd., Series 2024-29RA, Class A1R / ABS-CBDO (US74989VAA98) | 0.25 | 0.00 | 0.1165 | -0.0018 | |||||
| Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1R / ABS-CBDO (US09077LAL62) | 0.25 | -0.40 | 0.1165 | -0.0023 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.25 | 0.1165 | 0.1165 | ||||||
| Oaktree CLO Ltd., Series 2019-4A, Class ARR / ABS-CBDO (US67402CBE57) | 0.25 | -0.79 | 0.1165 | -0.0025 | |||||
| US81880XAQ51 / Shackleton 2019-XIV Clo Ltd | 0.25 | -0.40 | 0.1164 | -0.0019 | |||||
| Diameter Capital CLO 7 Ltd., Series 2024-7A, Class A1A / ABS-CBDO (US25255WAA62) | 0.25 | -0.40 | 0.1164 | -0.0024 | |||||
| US42088AAA25 / Hayfin US XIV Ltd | 0.25 | 0.00 | 0.1164 | -0.0017 | |||||
| HCA, Inc. / DBT (US404119CV94) | 0.25 | -1.57 | 0.1163 | -0.0034 | |||||
| Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class AR2 / ABS-CBDO (US64131JAU07) | 0.25 | -0.40 | 0.1163 | -0.0025 | |||||
| Elmwood CLO III Ltd., Series 2019-3A, Class A1RR / ABS-CBDO (US29002HAW97) | 0.25 | -0.40 | 0.1162 | -0.0025 | |||||
| Allegro CLO XII Ltd., Series 2020-1A, Class A1R / ABS-CBDO (US01750TAN63) | 0.25 | 0.00 | 0.1162 | -0.0021 | |||||
| Apex Credit CLO Ltd., Series 2024-2A, Class A / ABS-CBDO (US03753EAA01) | 0.25 | -1.19 | 0.1161 | -0.0031 | |||||
| Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1 / ABS-CBDO (US05682GAA67) | 0.25 | 0.1160 | 0.1160 | ||||||
| US225401AQ16 / Credit Suisse Group AG | 0.25 | 0.81 | 0.1159 | -0.0009 | |||||
| Elmwood CLO 33 Ltd., Series 2024-9RA, Class AR / ABS-CBDO (US29001EAA55) | 0.25 | -1.19 | 0.1158 | -0.0031 | |||||
| CIFC Funding Ltd., Series 2021-4A, Class AR / ABS-CBDO (US12547DAL01) | 0.25 | -0.80 | 0.1157 | -0.0026 | |||||
| Elevation CLO Ltd., Series 2021-13A, Class A1R / ABS-CBDO (US28622EAS72) | 0.25 | 0.1157 | 0.1157 | ||||||
| US61765LAX82 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.25 | 1.64 | 0.1156 | 0.0003 | |||||
| US210385AE04 / Constellation Energy Generation LLC | 0.25 | -1.20 | 0.1156 | -0.0032 | |||||
| Oaktree CLO Ltd., Series 2021-1A, Class A1R / ABS-CBDO (US67402JAN19) | 0.25 | -1.59 | 0.1156 | -0.0034 | |||||
| Dominican Republic Government Bond / DBT (US25714PFB94) | 0.25 | 0.1155 | 0.1155 | ||||||
| US3133Q3H798 / GOVT CMO | 0.25 | -4.62 | 0.1155 | -0.0073 | |||||
| USP30179BK34 / COMISION FEDERAL DE ELECTRICIDAD 3.875000% 07/26/2033 | 0.25 | 2.49 | 0.1149 | 0.0011 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.25 | 0.1147 | 0.1147 | ||||||
| US12634NAY40 / Csail 2015-C2 Commercial Mortgage Trust | 0.25 | 1.23 | 0.1146 | -0.0002 | |||||
| US61762DAG60 / Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 0.25 | 2.50 | 0.1146 | 0.0014 | |||||
| US36264FAK75 / CORP. NOTE | 0.25 | 1.23 | 0.1144 | -0.0003 | |||||
| FLEX / Flex Ltd. | 0.25 | -0.41 | 0.1142 | -0.0021 | |||||
| US12636MAJ71 / CSAIL 2016-C6 Commercial Mortgage Trust | 0.25 | 0.82 | 0.1141 | -0.0006 | |||||
| US07330MAC10 / Truist Bank | 0.24 | 0.00 | 0.1138 | -0.0014 | |||||
| US05583JAC62 / BPCE SA | 0.24 | 1.25 | 0.1132 | -0.0000 | |||||
| US91159HJB78 / VAR.RT. CORP. BONDS | 0.24 | 1.67 | 0.1131 | 0.0002 | |||||
| USP3579EBV85 / Dominican Republic International Bond | 0.24 | 0.41 | 0.1127 | -0.0012 | |||||
| US117043AT65 / Brunswick Corp/DE | 0.24 | -0.82 | 0.1126 | -0.0028 | |||||
| SOP / DIR (N/A) | 0.24 | 0.1109 | 0.1109 | ||||||
| US16411QAG64 / Cheniere Energy Partners LP | 0.24 | 0.85 | 0.1099 | -0.0008 | |||||
| US44701QBE17 / Huntsman International LLC | 0.24 | -1.67 | 0.1096 | -0.0032 | |||||
| US19688JAB35 / CORP CMO | 0.24 | -17.54 | 0.1094 | -0.0251 | |||||
| US12591YBD67 / COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM | 0.23 | -14.71 | 0.1083 | -0.0201 | |||||
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL / DBT (US47214BAC28) | 0.23 | 2.20 | 0.1079 | 0.0004 | |||||
| US852060AD48 / Sprint Capital Corp 6.875% Notes 11/15/2028 | 0.23 | 226.76 | 0.1079 | 0.0743 | |||||
| US17291EAW12 / Citigroup Commercial Mortgage Trust 2016-P6 | 0.23 | 1.31 | 0.1078 | -0.0005 | |||||
| US05550MAY03 / Barclays Commercial Mortgage Trust 2019-C3 | 0.23 | 1.76 | 0.1075 | 0.0004 | |||||
| PRMI Securitization Trust, Series 2024-CMG1, Class A1 / ABS-O (US74275VAA26) | 0.23 | -5.37 | 0.1068 | -0.0077 | |||||
| DK0009923567 / Denmark Government Bond | 0.23 | 10.63 | 0.1065 | 0.0086 | |||||
| US95000U3E14 / Wells Fargo & Co. | 0.23 | 0.89 | 0.1052 | -0.0005 | |||||
| US87264ACA16 / T-MOBILE USA INC 2.05% 02/15/2028 | 0.23 | 1.81 | 0.1049 | 0.0005 | |||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 0.23 | 0.1048 | 0.1048 | ||||||
| Elmwood CLO I Ltd., Series 2019-1A, Class A1RR / ABS-CBDO (US290015AW69) | 0.23 | -0.44 | 0.1048 | -0.0022 | |||||
| ISNPY / Intesa Sanpaolo S.p.A. - Depositary Receipt (Common Stock) | 0.22 | 0.90 | 0.1044 | -0.0007 | |||||
| FFTD34 / Fifth Third Bancorp - Depositary Receipt (Common Stock) | 0.22 | 0.90 | 0.1043 | -0.0006 | |||||
| Athene Global Funding / DBT (US04685A4D06) | 0.22 | 0.91 | 0.1031 | -0.0004 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.22 | 0.1027 | 0.1027 | ||||||
| NZTB / New Zealand Government Bond | 0.22 | 6.80 | 0.1025 | 0.0049 | |||||
| US92840VAG77 / Vistra Operations Co LLC | 0.22 | 0.92 | 0.1023 | -0.0006 | |||||
| LPL Holdings, Inc. / DBT (US50212YAL83) | 0.22 | 0.1023 | 0.1023 | ||||||
| Icon Investments Six DAC / DBT (US45115AAA25) | 0.22 | 0.46 | 0.1019 | -0.0013 | |||||
| US12527DAG51 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.21 | 0.00 | 0.0993 | -0.0015 | |||||
| US86364KAA25 / CORP CMO | 0.21 | -1.84 | 0.0990 | -0.0038 | |||||
| US15089QAM69 / Celanese US Holdings LLC | 0.21 | -37.01 | 0.0985 | -0.0596 | |||||
| US401494AX79 / GOVERNMENT BOND | 0.21 | 1.45 | 0.0977 | -0.0002 | |||||
| US44891ACR68 / Hyundai Capital America | 0.21 | -0.48 | 0.0971 | -0.0016 | |||||
| US52474XAA37 / LEGACY MORTGAGE ASSET TRUST SER 2021-GS3 CL A1 V/R REGD 144A P/P 0.00000000 | 0.21 | -2.35 | 0.0968 | -0.0039 | |||||
| ES00000128C6 / Spain Government Bond | 0.21 | 6.67 | 0.0967 | 0.0045 | |||||
| USP3143NBK92 / Corp Nacional del Cobre de Chile | 0.21 | 1.97 | 0.0964 | 0.0005 | |||||
| CABK / CaixaBank, S.A. | 0.21 | 1.48 | 0.0959 | 0.0001 | |||||
| XS2366832496 / Benin Government International Bond | 0.21 | 1.98 | 0.0958 | 0.0003 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.21 | 0.0957 | 0.0957 | ||||||
| 30064K105 / Exacttarget, Inc. | 0.21 | 0.49 | 0.0956 | -0.0006 | |||||
| US682680BG78 / ONEOK INC | 0.21 | 0.00 | 0.0956 | -0.0011 | |||||
| Bank of America Corp. / DBT (US06051GMB22) | 0.21 | 0.49 | 0.0956 | -0.0010 | |||||
| US30711XBF06 / CORP CMO | 0.20 | -5.56 | 0.0951 | -0.0069 | |||||
| US71713UAW27 / Pharmacia LLC | 0.20 | 0.99 | 0.0951 | -0.0004 | |||||
| Foundry JV Holdco LLC / DBT (US350930AG89) | 0.20 | 0.0949 | 0.0949 | ||||||
| US361841AS80 / GLP Capital LP / GLP Financing II Inc | 0.20 | -0.49 | 0.0946 | -0.0017 | |||||
| US00928QAT85 / Aircastle Ltd | 0.20 | -0.49 | 0.0942 | -0.0017 | |||||
| XS2625207571 / BANK GOSPODARSTWA KRAJOWEGO MTN 5.375000% 05/22/2033 | 0.20 | 2.55 | 0.0936 | 0.0009 | |||||
| HCA, Inc. / DBT (US404119CU12) | 0.20 | 1.52 | 0.0935 | -0.0001 | |||||
| US03027XBA72 / CORPORATE BONDS | 0.20 | 2.55 | 0.0934 | 0.0009 | |||||
| US023608AQ57 / Ameren Corp | 0.20 | 1.01 | 0.0934 | -0.0000 | |||||
| US45866FAV67 / INTERCONTINENTALEXCHANGE REGD 4.35000000 | 0.20 | 2.04 | 0.0932 | 0.0005 | |||||
| USP5015VAQ97 / REPUBLIC OF GUATEMALA 6.600000% 06/13/2036 | 0.20 | 1.52 | 0.0931 | -0.0002 | |||||
| AES Andes SA / DBT (US00111VAD91) | 0.20 | 0.0930 | 0.0930 | ||||||
| US12532CBC82 / CFCRE Commercial Mortgage Trust 2017-C8 | 0.20 | 1.52 | 0.0930 | -0.0001 | |||||
| US94974BGL80 / Wells Fargo & Co | 0.20 | 0.51 | 0.0929 | -0.0006 | |||||
| USP75744AE59 / Paraguay Government International Bond | 0.20 | 0.51 | 0.0928 | -0.0007 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.20 | -1.49 | 0.0924 | -0.0028 | |||||
| SANTAN / Banco Santander SA | 0.20 | 1.54 | 0.0924 | 0.0000 | |||||
| US69047QAB86 / Ovintiv Inc | 0.20 | 0.00 | 0.0918 | -0.0012 | |||||
| US02146QAD51 / CORP CMO | 0.20 | -1.99 | 0.0916 | -0.0037 | |||||
| US36267VAF04 / GE HealthCare Technologies Inc | 0.20 | 0.52 | 0.0908 | -0.0009 | |||||
| US61691ABP75 / Morgan Stanley Capital I Trust 2015-UBS8 | 0.19 | 1.04 | 0.0905 | -0.0001 | |||||
| IT0005425233 / Italy Buoni Poliennali Del Tesoro | 0.19 | 6.01 | 0.0904 | 0.0039 | |||||
| US117043AV12 / Brunswick Corp. | 0.19 | -4.90 | 0.0902 | -0.0065 | |||||
| US03027XAW02 / American Tower Corp | 0.19 | 2.12 | 0.0899 | 0.0004 | |||||
| US04002VAA98 / AREIT Trust, Series 2022-CRE6, Class A | 0.19 | -1.03 | 0.0898 | -0.0022 | |||||
| X1EL34 / Xcel Energy Inc. - Depositary Receipt (Common Stock) | 0.19 | 0.0892 | 0.0892 | ||||||
| US031162DQ06 / Amgen Inc | 0.19 | 1.60 | 0.0884 | 0.0001 | |||||
| RPRX / Royalty Pharma plc | 0.19 | 1.61 | 0.0882 | 0.0002 | |||||
| US95001FBD69 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.19 | 1.07 | 0.0879 | -0.0005 | |||||
| US87264ABV61 / T-Mobile USA Inc | 0.19 | 1.62 | 0.0877 | 0.0002 | |||||
| H / Hyatt Hotels Corporation | 0.19 | 0.00 | 0.0863 | -0.0013 | |||||
| US444859BU54 / Humana Inc | 0.19 | 0.54 | 0.0862 | -0.0007 | |||||
| Macquarie Airfinance Holdings Ltd. / DBT (US55609NAD03) | 0.19 | -0.54 | 0.0860 | -0.0021 | |||||
| B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) | 0.18 | 1.10 | 0.0851 | -0.0006 | |||||
| US38380RNX43 / Government National Mortgage Association | 0.18 | 1.68 | 0.0850 | 0.0002 | |||||
| US35564KWS40 / STACR_22-DNA4 | 0.18 | -9.00 | 0.0849 | -0.0095 | |||||
| US46643ABK88 / JPMBB Commercial Mortgage Securities Trust | 0.18 | 0.0845 | 0.0845 | ||||||
| Northern States Power Co. / DBT (US665772CZ03) | 0.18 | 0.0840 | 0.0840 | ||||||
| US46590XAN66 / CORP. NOTE | 0.18 | 2.27 | 0.0839 | 0.0005 | |||||
| Benin Government Bond / DBT (US08205QAA67) | 0.18 | -4.76 | 0.0838 | -0.0058 | |||||
| US92840VAE20 / Vistra Operations Co LLC | 0.18 | 2.27 | 0.0837 | 0.0005 | |||||
| US36186CBY84 / Ally Financial Inc | 0.18 | -1.10 | 0.0834 | -0.0023 | |||||
| BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1 / ABS-MBS (US10569KAA51) | 0.18 | -8.72 | 0.0830 | -0.0092 | |||||
| US37045XEN21 / General Motors Financial Co Inc | 0.18 | 0.00 | 0.0830 | -0.0011 | |||||
| US494550BW59 / Kinder Morgan Energy Partners LP | 0.18 | -1.67 | 0.0826 | -0.0027 | |||||
| US35564KP373 / Freddie Mac STACR REMIC Trust 2023-DNA1 | 0.18 | -5.85 | 0.0824 | -0.0064 | |||||
| US95001FAZ80 / COMMERCIAL MORTGAGE BACKED SECURITIES | 0.18 | 0.57 | 0.0824 | -0.0006 | |||||
| US961548AV62 / Westvaco Corp. 8.2% Debs 1/15/30 | 0.18 | 1.14 | 0.0823 | -0.0007 | |||||
| US38141GES93 / Goldman Sachs Group 5.95% Notes 1/15/27 | 0.18 | 0.00 | 0.0821 | -0.0010 | |||||
| W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) | 0.18 | 0.57 | 0.0821 | -0.0008 | |||||
| US12481KAS78 / CBAM 2017-2 Ltd | 0.18 | 0.00 | 0.0815 | -0.0012 | |||||
| NO0010786288 / Norway Government Bond | 0.18 | 10.06 | 0.0813 | 0.0059 | |||||
| US124857AX11 / ViacomCBS Inc | 0.18 | 2.34 | 0.0813 | 0.0005 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.17 | 0.0810 | 0.0810 | ||||||
| Constellation Energy Generation LLC / DBT (US210385AF78) | 0.17 | -1.14 | 0.0809 | -0.0025 | |||||
| US30303M8G02 / Meta Platforms, Inc. | 0.17 | 105.95 | 0.0807 | 0.0163 | |||||
| US842587DT18 / Southern Co. (The) | 0.17 | 1.18 | 0.0803 | 0.0001 | |||||
| US694308KH99 / Pacific Gas and Electric Co | 0.17 | -2.84 | 0.0796 | -0.0033 | |||||
| US22822VAH42 / Crown Castle International Corp | 0.17 | 1.20 | 0.0782 | -0.0006 | |||||
| US00973RAD52 / Aker BP ASA | 0.17 | -3.49 | 0.0774 | -0.0039 | |||||
| TPRY34 / Tapestry, Inc. - Depositary Receipt (Common Stock) | 0.17 | -1.20 | 0.0770 | -0.0021 | |||||
| US443201AB48 / Howmet Aerospace Inc | 0.17 | -57.69 | 0.0769 | -0.1463 | |||||
| US925650AB99 / VICI Properties LP | 0.17 | 1.23 | 0.0768 | -0.0005 | |||||
| US02146BAB27 / CORP CMO | 0.16 | -4.68 | 0.0761 | -0.0047 | |||||
| US143658BQ44 / Carnival Corp | 0.16 | -66.87 | 0.0758 | -0.1530 | |||||
| US09261HAK32 / Blackstone Private Credit Fund | 0.16 | 0.62 | 0.0757 | -0.0007 | |||||
| US195325DS19 / Colombia Government International Bond | 0.16 | 1.26 | 0.0750 | -0.0004 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.16 | 0.00 | 0.0744 | -0.0011 | |||||
| CNA / CNA Financial Corporation | 0.16 | 1.27 | 0.0744 | -0.0004 | |||||
| US12630BAE83 / Commercial Mortgage Trust, Series 2013-CR13, Class D | 0.16 | -7.02 | 0.0743 | -0.0067 | |||||
| Rogers Communications, Inc. / DBT (US775109DH13) | 0.16 | 0.0741 | 0.0741 | ||||||
| US3137FV5S76 / FHMS K113 XAM 6/30 | 0.16 | -2.45 | 0.0740 | -0.0034 | |||||
| US95002MAY57 / Wells Fargo Commercial Mortgage Trust, Series 2019-C52, Class XA | 0.16 | -4.82 | 0.0738 | -0.0050 | |||||
| US29444UBE55 / Equinix, Inc. | 0.16 | 1.94 | 0.0735 | 0.0004 | |||||
| US46590XAL01 / JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. | 0.16 | 1.29 | 0.0732 | -0.0001 | |||||
| D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) | 0.16 | 0.65 | 0.0728 | -0.0006 | |||||
| Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class AF / ABS-MBS (US61776QAH92) | 0.16 | -7.14 | 0.0727 | -0.0069 | |||||
| Macquarie Airfinance Holdings Ltd. / DBT (US55609NAE85) | 0.16 | 0.00 | 0.0726 | -0.0012 | |||||
| RPRX / Royalty Pharma plc | 0.16 | 1.31 | 0.0723 | -0.0003 | |||||
| FHLMC STACR REMIC Trust, Series 2024-DNA1, Class A1 / ABS-MBS (US35564NAW39) | 0.15 | -3.16 | 0.0714 | -0.0035 | |||||
| FirstEnergy Transmission LLC / DBT (US33767BAG41) | 0.15 | 1.32 | 0.0714 | -0.0002 | |||||
| XCLWAS / Australia Government Bond | 0.15 | 6.29 | 0.0709 | 0.0033 | |||||
| US92330EAP25 / Venture XIX CLO Ltd | 0.15 | -21.65 | 0.0708 | -0.0211 | |||||
| US92922FU894 / CORP CMO | 0.15 | -1.96 | 0.0700 | -0.0026 | |||||
| US94106LBV09 / CORP. NOTE | 0.15 | 1.35 | 0.0700 | 0.0000 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.15 | -4.46 | 0.0699 | -0.0043 | |||||
| Birch Grove CLO 8 Ltd., Series 2024-8A, Class A1 / ABS-CBDO (US09077TAA34) | 0.15 | -0.66 | 0.0699 | -0.0015 | |||||
| US404119BS74 / Hca Inc Bond | 0.15 | 0.0699 | 0.0699 | ||||||
| I1LM34 / Illumina, Inc. - Depositary Receipt (Common Stock) | 0.15 | 0.67 | 0.0697 | -0.0008 | |||||
| US95002XBG97 / Wells Fargo Commercial Mortgage Trust, Series 2020-C57, Class C | 0.15 | 0.00 | 0.0697 | -0.0009 | |||||
| FRTR / France - Sovereign or Government Agency Debt | 0.15 | 7.97 | 0.0694 | 0.0042 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.15 | -0.67 | 0.0691 | -0.0013 | |||||
| US097023CM50 / Boing Company (The) 2.70%, Due 02/01/2027 | 0.15 | 0.69 | 0.0683 | -0.0004 | |||||
| XS2264871828 / Ivory Coast Government International Bond | 0.15 | -68.61 | 0.0675 | -0.1508 | |||||
| US124857AZ68 / ViacomCBS Inc | 0.14 | 1.41 | 0.0673 | 0.0001 | |||||
| US21871XAF69 / CORP. NOTE | 0.14 | 1.41 | 0.0671 | 0.0001 | |||||
| US00914AAT97 / AIR LEASE CORPORATION | 0.14 | 0.70 | 0.0666 | -0.0007 | |||||
| Bayview Opportunity Master Fund VII Trust, Series 2023-1A, Class A / ABS-O (US072927AA49) | 0.14 | -5.33 | 0.0663 | -0.0048 | |||||
| US257375AJ44 / Dominion Energy Gas Holdings LLC | 0.14 | 1.44 | 0.0658 | 0.0000 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R02, Class 1A1 / ABS-MBS (US20754TAB89) | 0.14 | 0.0657 | 0.0657 | ||||||
| TPRY34 / Tapestry, Inc. - Depositary Receipt (Common Stock) | 0.14 | 0.72 | 0.0654 | -0.0002 | |||||
| KMIC34 / Kinder Morgan, Inc. - Depositary Receipt (Common Stock) | 0.14 | 1.45 | 0.0653 | -0.0002 | |||||
| US20754BAA98 / CAS_22-R02 | 0.14 | -22.91 | 0.0642 | -0.0204 | |||||
| OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) | 0.14 | -0.72 | 0.0642 | -0.0015 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.14 | 0.00 | 0.0640 | -0.0007 | |||||
| US253393AG77 / Dick's Sporting Goods, Inc. | 0.14 | -5.52 | 0.0638 | -0.0049 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.14 | -50.72 | 0.0635 | -0.0669 | |||||
| US50212YAH71 / LPL Holdings, Inc. | 0.14 | 0.74 | 0.0632 | -0.0004 | |||||
| Mars, Inc. / DBT (US571676BA26) | 0.14 | 0.0630 | 0.0630 | ||||||
| US35564K3F46 / Freddie Mac Stacr Remic Trust 2023-Hqa3 | 0.14 | -2.17 | 0.0630 | -0.0023 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.14 | 1.50 | 0.0629 | -0.0002 | |||||
| IVW / Meta Platforms, Inc. - Depositary Receipt (Common Stock) | 0.13 | -1.47 | 0.0627 | -0.0015 | |||||
| AU3TB0000192 / Australia Government Bond | 0.13 | 6.35 | 0.0623 | 0.0026 | |||||
| US836205AV60 / Republic of South Africa Government International Bond | 0.13 | -3.62 | 0.0620 | -0.0034 | |||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.13 | 2.33 | 0.0617 | 0.0004 | |||||
| US775109CH22 / Rogers Communications Inc | 0.13 | 1.55 | 0.0612 | 0.0003 | |||||
| US20753XAB01 / Fannie Mae Connecticut Avenue Securities | 0.13 | -1.50 | 0.0610 | -0.0017 | |||||
| SOP / DIR (N/A) | 0.13 | 0.0604 | 0.0604 | ||||||
| XS2234571771 / Bulgaria Government International Bond | 0.13 | 6.61 | 0.0601 | 0.0030 | |||||
| SOP / DIR (N/A) | 0.13 | 0.0600 | 0.0600 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.13 | 0.0593 | 0.0593 | ||||||
| US30161NAC56 / Exelon Corp. 5 5/8% Bonds Due 6/15/2035 | 0.13 | 0.0592 | 0.0592 | ||||||
| A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) | 0.13 | 1.61 | 0.0588 | 0.0003 | |||||
| South Bow USA Infrastructure Holdings LLC / DBT (US83007CAE21) | 0.13 | -0.79 | 0.0585 | -0.0012 | |||||
| US16678XAB01 / CORP CMO | 0.13 | -2.34 | 0.0584 | -0.0024 | |||||
| US46647PDK93 / JPMORGAN CHASE & CO REGD V/R 5.71700000 | 0.12 | 0.81 | 0.0580 | -0.0001 | |||||
| CA68333ZAY30 / ONTARIO PROVINCE CDA 3.65% 06/02/2033 | 0.12 | 5.08 | 0.0579 | 0.0022 | |||||
| US71643VAB18 / Petroleos Mexicanos | 0.12 | -1.59 | 0.0578 | -0.0017 | |||||
| Mars, Inc. / DBT (US571676BB09) | 0.12 | 0.0577 | 0.0577 | ||||||
| US20753YCK64 / Connecticut Avenue Securities Trust, Series 2022-R04, Class 1M2 | 0.12 | -0.81 | 0.0573 | -0.0015 | |||||
| DK0009922320 / Denmark Government Bond | 0.12 | 7.08 | 0.0566 | 0.0029 | |||||
| 30064K105 / Exacttarget, Inc. | 0.12 | 0.0563 | 0.0563 | ||||||
| US373334KT78 / Georgia Power Co. | 0.12 | 1.69 | 0.0561 | 0.0003 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.12 | 0.00 | 0.0561 | -0.0007 | |||||
| US35563PBH10 / Seasoned Credit Risk Transfer Trust Series 2017-2 | 0.12 | -23.57 | 0.0559 | -0.0182 | |||||
| US16411QAN16 / CORPORATE BONDS | 0.12 | 1.69 | 0.0559 | -0.0002 | |||||
| FHLMC STACR REMIC Trust, Series 2024-DNA2, Class A1 / ABS-MBS (US35564NCW11) | 0.12 | -3.25 | 0.0556 | -0.0025 | |||||
| H / Hyatt Hotels Corporation | 0.12 | 0.00 | 0.0555 | -0.0010 | |||||
| US591560AA57 / MetLife Capital Trust IV | 0.12 | -1.67 | 0.0552 | -0.0016 | |||||
| US694308KG17 / Pacific Gas and Electric Co | 0.12 | 0.85 | 0.0551 | -0.0002 | |||||
| J1EF34 / Jefferies Financial Group Inc. - Depositary Receipt (Common Stock) | 0.12 | -1.67 | 0.0551 | -0.0017 | |||||
| US949746TD35 / Wells Fargo & Co | 0.12 | 0.00 | 0.0548 | -0.0008 | |||||
| US68389XBZ78 / Oracle Corp | 0.12 | -1.68 | 0.0547 | -0.0015 | |||||
| US90276WAT45 / UBSCM 2017-C7 XA CSTR 12/50 | 0.12 | -8.66 | 0.0541 | -0.0060 | |||||
| US20755DAA46 / Fannie Mae Connecticut Avenue Securities | 0.12 | -4.96 | 0.0535 | -0.0037 | |||||
| US716973AG71 / Pfizer Investment Enterprises Pte Ltd | 0.11 | -1.72 | 0.0534 | -0.0014 | |||||
| US126650CY46 / CVS Health Corp | 0.11 | 2.70 | 0.0533 | 0.0006 | |||||
| US3137FPHM01 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.11 | -3.39 | 0.0530 | -0.0027 | |||||
| US98417EAN04 / Glencore Finance Canada Ltd | 0.11 | -1.75 | 0.0521 | -0.0019 | |||||
| US35564KE393 / Freddie Mac STACR REMIC Trust 2022-HQA3 | 0.11 | -5.93 | 0.0517 | -0.0040 | |||||
| SOP / DIR (N/A) | 0.11 | 0.0516 | 0.0516 | ||||||
| US19828TAC09 / CORPORATE BONDS | 0.11 | -2.65 | 0.0512 | -0.0022 | |||||
| US097023CR48 / Boeing Co. | 0.11 | -0.90 | 0.0512 | -0.0012 | |||||
| US88947EAT73 / Toll Brothers Finance Corp | 0.11 | 0.92 | 0.0511 | -0.0003 | |||||
| SOP / DIR (N/A) | 0.11 | 0.0502 | 0.0502 | ||||||
| SOP / DIR (N/A) | 0.11 | 0.0499 | 0.0499 | ||||||
| Atlassian Corp. / DBT (US049468AA91) | 0.11 | 0.00 | 0.0496 | -0.0004 | |||||
| US759950BP27 / ASSET BACKED SECURITY | 0.11 | -2.75 | 0.0495 | -0.0021 | |||||
| US92556HAB33 / ViacomCBS Inc | 0.11 | 1.92 | 0.0495 | 0.0003 | |||||
| US014916AA85 / CORP. NOTE | 0.11 | 0.95 | 0.0494 | -0.0006 | |||||
| Mars, Inc. / DBT (US571676AZ85) | 0.11 | 0.0492 | 0.0492 | ||||||
| US3137FTXU64 / FREDDIE MAC FHR 4979 SN | 0.11 | 17.98 | 0.0492 | 0.0070 | |||||
| ATHS / Athene Holding Ltd. - Corporate Bond/Note | 0.10 | -3.70 | 0.0487 | -0.0024 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1 / ABS-MBS (US20755JAB98) | 0.10 | -7.96 | 0.0484 | -0.0051 | |||||
| US210385AD21 / Constellation Energy Generation LLC | 0.10 | 1.96 | 0.0484 | -0.0002 | |||||
| US878091BC04 / Teachers Insurance & Annuity Association of America | 0.10 | 1.96 | 0.0484 | 0.0002 | |||||
| CNQ / Canadian Natural Resources Limited | 0.10 | 0.98 | 0.0482 | -0.0003 | |||||
| SOP / DIR (N/A) | 0.10 | 0.0481 | 0.0481 | ||||||
| U.S. Treasury 5 Year Notes / DIR (N/A) | 0.10 | 0.0479 | 0.0479 | ||||||
| IE00BV8C9186 / Ireland Government Bond | 0.10 | 6.19 | 0.0479 | 0.0018 | |||||
| IT0005377152 / Italy Buoni Poliennali Del Tesoro | 0.10 | 8.51 | 0.0478 | 0.0032 | |||||
| US716973AC67 / Pfizer Investment Enterprises Pte Ltd | 0.10 | 0.99 | 0.0478 | -0.0001 | |||||
| US12668RAA68 / CORP CMO | 0.10 | -2.86 | 0.0475 | -0.0025 | |||||
| US14453FAD15 / ASSET BACKED SECURITY | 0.10 | -2.86 | 0.0474 | -0.0025 | |||||
| US20754MBZ95 / Connecticut Avenue Securities Trust 2022-R07 | 0.10 | -7.34 | 0.0472 | -0.0044 | |||||
| US097023CW33 / BOEING CO 5.805 5/50 | 0.10 | 0.00 | 0.0471 | -0.0009 | |||||
| US025537AX91 / American Electric Power Co Inc | 0.10 | 1.01 | 0.0467 | -0.0000 | |||||
| US14040HCH66 / Capital One Financial Corp. | 0.10 | 1.02 | 0.0464 | -0.0002 | |||||
| US19828TAA43 / CORP. NOTE | 0.10 | 1.02 | 0.0462 | -0.0000 | |||||
| Bank of America Corp. / DBT (US06051GMM86) | 0.10 | 1.02 | 0.0462 | -0.0003 | |||||
| Virginia Electric and Power Co. / DBT (US927804GR96) | 0.10 | 2.06 | 0.0460 | 0.0001 | |||||
| Bank of America Corp., Series FIX / DBT (US06051GML04) | 0.10 | 1.03 | 0.0459 | 0.0000 | |||||
| Mars, Inc. / DBT (US571676BC81) | 0.10 | 0.0458 | 0.0458 | ||||||
| US22822VAK70 / Crown Castle International Corp | 0.10 | 1.04 | 0.0454 | -0.0003 | |||||
| Southern Co. Gas Capital Corp. / DBT (US8426EPAH13) | 0.10 | 1.04 | 0.0452 | -0.0002 | |||||
| US35564KRE19 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.10 | -13.39 | 0.0451 | -0.0077 | |||||
| US68389XBM65 / Oracle Corp. | 0.10 | 0.0450 | 0.0450 | ||||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.10 | 0.00 | 0.0450 | -0.0007 | |||||
| US30711XBM56 / Fannie Mae Connecticut Avenue Securities | 0.10 | -12.84 | 0.0443 | -0.0076 | |||||
| Long Gilt / DIR (GB00MDWGKH25) | 0.09 | 0.0441 | 0.0441 | ||||||
| US00206RGL06 / AT&T Inc | 0.09 | 1.08 | 0.0440 | 0.0000 | |||||
| US20755AAB89 / Connecticut Avenue Securities Trust 2023-R02 | 0.09 | -5.10 | 0.0436 | -0.0030 | |||||
| US709599AW47 / Penske Truck Leasing Co. L.P. / PTL Finance Corp. | 0.09 | 1.11 | 0.0425 | -0.0003 | |||||
| Connecticut Avenue Securities Trust, Series 2025-R01, Class 1A1 / ABS-MBS (US20755JAA16) | 0.09 | -5.26 | 0.0423 | -0.0027 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.09 | 0.0421 | 0.0421 | ||||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0.09 | 2.27 | 0.0421 | 0.0002 | |||||
| US031162DT45 / Amgen Inc | 0.09 | 0.00 | 0.0415 | -0.0009 | |||||
| US92922FD395 / CORP CMO | 0.09 | -4.40 | 0.0407 | -0.0023 | |||||
| US35564KNK15 / Freddie Mac STACR REMIC Trust 2021-HQA4 | 0.09 | -6.52 | 0.0404 | -0.0031 | |||||
| Radnor Re Ltd., Series 2024-1, Class M1A / ABS-MBS (US75049AAA07) | 0.09 | -21.10 | 0.0403 | -0.0111 | |||||
| Hyundai Capital America / DBT (US44891ACV70) | 0.09 | 0.00 | 0.0397 | -0.0006 | |||||
| Bulgaria Government Bond / DBT (XS2890436087) | 0.09 | 2.41 | 0.0396 | 0.0005 | |||||
| US31620RAL96 / Fidelity National Financial, Inc. | 0.09 | -3.41 | 0.0395 | -0.0021 | |||||
| OIS / DIR (N/A) | 0.08 | 0.0393 | 0.0393 | ||||||
| US459506AQ49 / CORPORATE BONDS | 0.08 | 2.44 | 0.0392 | 0.0002 | |||||
| US35564K3G29 / Freddie Mac Stacr Remic Trust 2023-Hqa3 | 0.08 | -8.79 | 0.0388 | -0.0044 | |||||
| NFLX / Netflix, Inc. - Depositary Receipt (Common Stock) | 0.08 | -1.20 | 0.0384 | -0.0008 | |||||
| US939336X573 / CORP CMO | 0.08 | -4.65 | 0.0384 | -0.0022 | |||||
| US87612BBS07 / Targa Resources Partners LP / Targa Resources Partners Finance Corp | 0.08 | -54.75 | 0.0380 | -0.0466 | |||||
| U.S. Treasury 10 Year Notes / DIR (N/A) | 0.08 | 0.0375 | 0.0375 | ||||||
| US02146QAA13 / CORP CMO | 0.08 | -4.76 | 0.0375 | -0.0025 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R04, Class 1M1 / ABS-MBS (US20753GAB77) | 0.08 | -11.11 | 0.0373 | -0.0053 | |||||
| OIS / DIR (N/A) | 0.08 | 0.0372 | 0.0372 | ||||||
| IRS / DIR (N/A) | 0.08 | 0.0367 | 0.0367 | ||||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.08 | -1.27 | 0.0364 | -0.0009 | |||||
| SOP / DIR (N/A) | 0.08 | 0.0363 | 0.0363 | ||||||
| US92922F4V78 / CORP CMO | 0.08 | -2.50 | 0.0363 | -0.0019 | |||||
| US92553PAP71 / Viacom Inc | 0.08 | -3.75 | 0.0362 | -0.0017 | |||||
| US35564K2F54 / FHLMC Structured Agency Credit Risk Debt Notes, Series 2023-HQA2, Class M1A | 0.08 | -13.64 | 0.0356 | -0.0061 | |||||
| US68389XCE31 / Oracle Corp | 0.08 | 2.70 | 0.0356 | 0.0002 | |||||
| SE0002829192 / Sweden Government Bond | 0.08 | 13.43 | 0.0355 | 0.0038 | |||||
| HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) | 0.08 | 0.00 | 0.0353 | -0.0006 | |||||
| US72147KAH14 / Pilgrim's Pride Corp. | 0.08 | 0.0351 | 0.0351 | ||||||
| US30711XGN84 / Fannie Mae Connecticut Avenue Securities | 0.07 | -1.35 | 0.0342 | -0.0010 | |||||
| US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 | 0.07 | -11.11 | 0.0338 | -0.0046 | |||||
| US694308JN86 / PACIFIC GAS and ELECTRIC CO 4.95% 07/01/2050 | 0.07 | -2.70 | 0.0337 | -0.0012 | |||||
| US571676AU98 / Mars Inc | 0.07 | 2.90 | 0.0333 | 0.0004 | |||||
| SOP / DIR (N/A) | 0.07 | 0.0331 | 0.0331 | ||||||
| Atlassian Corp. / DBT (US049468AB74) | 0.07 | 0.00 | 0.0327 | -0.0004 | |||||
| US12630BBF40 / Comm 2013-CCRE13 Mortgage Trust | 0.07 | -4.11 | 0.0327 | -0.0020 | |||||
| US20753DAA63 / Connecticut Avenue Securities Trust 2022-R09 | 0.07 | -9.09 | 0.0326 | -0.0039 | |||||
| NDIRS / DIR (N/A) | 0.07 | 0.0325 | 0.0325 | ||||||
| Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M1 / ABS-MBS (US20755RAB15) | 0.07 | -17.86 | 0.0322 | -0.0075 | |||||
| SOP / DIR (N/A) | 0.07 | 0.0314 | 0.0314 | ||||||
| FHLMC STACR REMIC Trust, Series 2025-DNA1, Class A1 / ABS-MBS (US35564NFY40) | 0.07 | -16.46 | 0.0311 | -0.0062 | |||||
| IRS / DIR (N/A) | 0.07 | 0.0303 | 0.0303 | ||||||
| US37046US851 / General Motors Financial Co Inc | 0.06 | 0.00 | 0.0302 | -0.0004 | |||||
| Mars, Inc. / DBT (US571676BD64) | 0.06 | 0.0298 | 0.0298 | ||||||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0.06 | 1.61 | 0.0295 | 0.0000 | |||||
| US15089QAN43 / Celanese US Holdings LLC | 0.06 | -1.59 | 0.0291 | -0.0010 | |||||
| US17327CAR43 / Citigroup Inc | 0.06 | 0.00 | 0.0285 | -0.0003 | |||||
| US92564RAD70 / VICI PROPERTIES / NOTE 3.75% 02/15/2027 144A | 0.06 | 0.00 | 0.0283 | -0.0001 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0.06 | -1.64 | 0.0281 | -0.0007 | |||||
| US30711XSV72 / CAS 2017-C06 2M2C MTGE | 0.06 | -5.00 | 0.0266 | -0.0021 | |||||
| US26884UAD19 / EPR Properties | 0.06 | 1.79 | 0.0265 | -0.0004 | |||||
| US30711XY248 / Fannie Mae Connecticut Avenue Securities, Series 2018-C05, Class 1M2 | 0.06 | -6.67 | 0.0263 | -0.0021 | |||||
| US38376RA632 / GNMA CMO IO | 0.06 | -11.29 | 0.0259 | -0.0037 | |||||
| US04285AAC99 / CORP CMO | 0.06 | -5.17 | 0.0257 | -0.0018 | |||||
| US38144GAG64 / Goldman Sachs Group Inc/The | 0.05 | 0.00 | 0.0254 | -0.0005 | |||||
| US30711XBU72 / Fannie Mae Connecticut Avenue Securities | 0.05 | -15.62 | 0.0253 | -0.0049 | |||||
| US06652DAA72 / CORP CMO | 0.05 | -5.26 | 0.0252 | -0.0022 | |||||
| CNO Global Funding / DBT (US18977W2F62) | 0.05 | 1.89 | 0.0252 | -0.0001 | |||||
| US404119CK30 / CORP. NOTE | 0.05 | 1.92 | 0.0249 | 0.0001 | |||||
| BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) | 0.05 | 1.92 | 0.0248 | 0.0001 | |||||
| OIS / DIR (N/A) | 0.05 | 0.0245 | 0.0245 | ||||||
| US37940XAG79 / Global Payments Inc | 0.05 | 0.00 | 0.0245 | -0.0002 | |||||
| US44891ABL08 / Hyundai Capital America | 0.05 | 0.00 | 0.0243 | -0.0004 | |||||
| IRS / DIR (N/A) | 0.05 | 0.0241 | 0.0241 | ||||||
| US3136BQKJ70 / FNMA CMO IO | 0.05 | -1.96 | 0.0235 | -0.0008 | |||||
| US38379YFF07 / GNMA CMO IO | 0.05 | -9.09 | 0.0235 | -0.0026 | |||||
| US30040WAT53 / Eversource Energy | 0.05 | 2.04 | 0.0233 | -0.0001 | |||||
| US257375AJ44 / Dominion Energy Gas Holdings LLC | 0.05 | -2.00 | 0.0232 | -0.0005 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.05 | 0.0230 | 0.0230 | ||||||
| US12630DBD57 / Commercial Mortgage Trust, Series 2014-CR14, Class C | 0.05 | 2.08 | 0.0230 | 0.0001 | |||||
| US876030AA54 / Tapestry Inc | 0.05 | 0.0229 | 0.0229 | ||||||
| US20754EAA38 / Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1 | 0.05 | -9.26 | 0.0229 | -0.0029 | |||||
| US12592PBL67 / Commercial Mortgage Trust, Series 2014-UBS6, Class D | 0.05 | -7.69 | 0.0226 | -0.0022 | |||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.05 | 2.13 | 0.0225 | 0.0001 | |||||
| US61690WAY21 / CORP CMO | 0.05 | -18.97 | 0.0221 | -0.0056 | |||||
| US207932AA28 / Fannie Mae Connecticut Avenue Securities | 0.05 | -4.08 | 0.0220 | -0.0015 | |||||
| US38376RT301 / GNMA CMO IO | 0.05 | -11.54 | 0.0217 | -0.0028 | |||||
| JBS USA LUX SARL / JBS USA Food Co. / JBS USA Foods Group / DBT (US472140AA00) | 0.05 | 2.22 | 0.0215 | 0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.05 | 0.0215 | 0.0215 | ||||||
| SOP / DIR (N/A) | 0.05 | 0.0214 | 0.0214 | ||||||
| SOP / DIR (N/A) | 0.05 | 0.0213 | 0.0213 | ||||||
| Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1 / ABS-MBS (US207941AA35) | 0.04 | -10.20 | 0.0209 | -0.0023 | |||||
| SOP / DIR (N/A) | 0.04 | 0.0207 | 0.0207 | ||||||
| US71647NBK46 / Petrobras Global Finance BV | 0.04 | 0.00 | 0.0207 | -0.0002 | |||||
| US20753BAA08 / Fannie Mae Connecticut Avenue Securities | 0.04 | -10.20 | 0.0206 | -0.0027 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | 0.0199 | 0.0199 | ||||||
| IRS / DIR (N/A) | 0.04 | 0.0198 | 0.0198 | ||||||
| US69047QAC69 / Ovintiv Inc | 0.04 | -4.55 | 0.0197 | -0.0011 | |||||
| US38375UYG92 / GNMA CMO IO | 0.04 | -8.70 | 0.0197 | -0.0022 | |||||
| US097023BS30 / Boeing Co. | 0.04 | 2.50 | 0.0192 | -0.0001 | |||||
| SOP / DIR (N/A) | 0.04 | 0.0188 | 0.0188 | ||||||
| US20754LAA70 / Fannie Mae Connecticut Avenue Securities | 0.04 | -14.89 | 0.0188 | -0.0038 | |||||
| OIS / DIR (N/A) | 0.04 | 0.0187 | 0.0187 | ||||||
| US38377NRE66 / GNMA CMO IO | 0.04 | 29.03 | 0.0187 | 0.0036 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | 0.0187 | 0.0187 | ||||||
| US68389XBQ79 / Oracle Corp | 0.04 | -2.44 | 0.0186 | -0.0007 | |||||
| IRS / DIR (N/A) | 0.04 | 0.0185 | 0.0185 | ||||||
| OIS / DIR (N/A) | 0.04 | 0.0184 | 0.0184 | ||||||
| SOP / DIR (N/A) | 0.04 | 0.0181 | 0.0181 | ||||||
| XS2083963236 / Teva Pharmaceutical Finance Netherlands II BV | 0.04 | 0.00 | 0.0181 | -0.0007 | |||||
| US30711XCB82 / Fannie Mae Connecticut Avenue Securities Frn 09/25/2028 C02 1m2 Bond | 0.04 | -20.83 | 0.0181 | -0.0048 | |||||
| US92838TAB70 / CORP CMO | 0.04 | -9.52 | 0.0179 | -0.0021 | |||||
| US38375UJE10 / GNMA CMO IO | 0.04 | -7.32 | 0.0179 | -0.0017 | |||||
| US38379B6E35 / GNMA CMO IO | 0.04 | -2.56 | 0.0177 | -0.0010 | |||||
| US097023AU94 / Boeing Company 6.125% Notes 02/15/33 | 0.04 | 0.00 | 0.0174 | -0.0002 | |||||
| SOP / DIR (N/A) | 0.04 | 0.0172 | 0.0172 | ||||||
| SOP / DIR (N/A) | 0.04 | 0.0170 | 0.0170 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.04 | 0.0170 | 0.0170 | ||||||
| US38375UQB97 / GNMA CMO IO | 0.04 | -10.00 | 0.0170 | -0.0020 | |||||
| US95000JAY47 / Wells Fargo Commercial Mortgage Trust, Series 2016-LC25, Class XA | 0.04 | -18.60 | 0.0167 | -0.0040 | |||||
| US38376RJW79 / GNMA CMO IO | 0.03 | -8.11 | 0.0160 | -0.0019 | |||||
| US962166BR41 / Weyerhaeuser Co 7.375% Debentures 03/15/32 | 0.03 | 0.00 | 0.0157 | -0.0002 | |||||
| XS2066744231 / Carnival PLC | 0.03 | 0.0152 | 0.0152 | ||||||
| SOP / DIR (N/A) | 0.03 | 0.0149 | 0.0149 | ||||||
| SOP / DIR (N/A) | 0.03 | 0.0148 | 0.0148 | ||||||
| IRS / DIR (N/A) | 0.03 | 0.0146 | 0.0146 | ||||||
| ES0000012G00 / Spain Government Bond | 0.03 | 3.45 | 0.0144 | 0.0006 | |||||
| US35564KUX52 / Freddie Mac STACR REMIC Trust 2022-DNA3 | 0.03 | -3.23 | 0.0143 | -0.0004 | |||||
| US63111XAJ00 / Nasdaq Inc | 0.03 | -11.76 | 0.0143 | -0.0019 | |||||
| US87264ACY91 / T-Mobile USA Inc | 0.03 | 0.00 | 0.0143 | -0.0000 | |||||
| SOP / DIR (N/A) | 0.03 | 0.0142 | 0.0142 | ||||||
| US38375UK256 / GNMA CMO IO | 0.03 | -11.76 | 0.0140 | -0.0024 | |||||
| US64828FCS92 / New Residential Mortgage Loan Trust 2018-4 | 0.03 | -3.33 | 0.0137 | -0.0009 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0135 | 0.0135 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0135 | 0.0135 | ||||||
| IRS / DIR (N/A) | 0.03 | 0.0132 | 0.0132 | ||||||
| IRS / DIR (N/A) | 0.03 | 0.0131 | 0.0131 | ||||||
| US38376RJY36 / GNMA CMO IO | 0.03 | -20.59 | 0.0129 | -0.0033 | |||||
| US20754NAB10 / Connecticut Avenue Securities Trust 2022-R06 | 0.03 | -6.90 | 0.0126 | -0.0012 | |||||
| US842587DS35 / Southern Co. (The) | 0.03 | 0.00 | 0.0125 | 0.0000 | |||||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0.03 | 4.00 | 0.0123 | 0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.03 | 0.0122 | 0.0122 | ||||||
| Berry Global, Inc. / DBT (US08576PAL58) | 0.03 | 0.00 | 0.0119 | -0.0000 | |||||
| US35564KH446 / FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1B | 0.03 | 0.00 | 0.0117 | -0.0003 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0114 | 0.0114 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0111 | 0.0111 | ||||||
| SOP / DIR (N/A) | 0.02 | 0.0109 | 0.0109 | ||||||
| US30711XCT90 / CORP CMO | 0.02 | -12.00 | 0.0106 | -0.0016 | |||||
| Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1 / ABS-MBS (US20754XAB91) | 0.02 | -12.00 | 0.0103 | -0.0018 | |||||
| SOP / DIR (N/A) | 0.02 | 0.0103 | 0.0103 | ||||||
| US097023CN34 / Boeing Co/The | 0.02 | 4.76 | 0.0102 | 0.0001 | |||||
| SOP / DIR (N/A) | 0.02 | 0.0097 | 0.0097 | ||||||
| US64110LAU08 / Netflix Inc | 0.02 | 0.0097 | 0.0097 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0092 | 0.0092 | ||||||
| SOP / DIR (N/A) | 0.02 | 0.0092 | 0.0092 | ||||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.02 | 0.0090 | 0.0090 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0081 | 0.0081 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.02 | 0.0080 | 0.0080 | ||||||
| U.S. Treasury 10 Year Ultra Notes / DIR (N/A) | 0.02 | 0.0076 | 0.0076 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0069 | 0.0069 | ||||||
| SOP / DIR (N/A) | 0.01 | 0.0068 | 0.0068 | ||||||
| US35564KTA78 / Freddie Mac STACR REMIC Trust 2022-HQA1 | 0.01 | -17.65 | 0.0067 | -0.0014 | |||||
| US38376RJD98 / GNMA CMO IO | 0.01 | -22.22 | 0.0067 | -0.0022 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0066 | 0.0066 | ||||||
| SOP / DIR (N/A) | 0.01 | 0.0065 | 0.0065 | ||||||
| US35564KH362 / Freddie Mac STACR REMIC Trust 2022-DNA6 | 0.01 | -18.75 | 0.0065 | -0.0011 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0065 | 0.0065 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0063 | 0.0063 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0062 | 0.0062 | ||||||
| US30711XC368 / Fannie Mae Connecticut Avenue Securities | 0.01 | 0.00 | 0.0061 | -0.0004 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0058 | 0.0058 | ||||||
| US30711XQU18 / CAS 2017 C06 1M2B | 0.01 | -40.00 | 0.0058 | -0.0041 | |||||
| OIS / DIR (N/A) | 0.01 | 0.0055 | 0.0055 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0055 | 0.0055 | ||||||
| US87264ABF12 / CORP. NOTE | 0.01 | 0.00 | 0.0049 | 0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0049 | 0.0049 | ||||||
| U.S. Treasury Long Bonds / DIR (N/A) | 0.01 | 0.0046 | 0.0046 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0046 | 0.0046 | ||||||
| OIS / DIR (N/A) | 0.01 | 0.0046 | 0.0046 | ||||||
| SOP / DIR (N/A) | 0.01 | 0.0045 | 0.0045 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0045 | 0.0045 | ||||||
| IRS / DIR (N/A) | 0.01 | 0.0044 | 0.0044 | ||||||
| Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1 / ABS-MBS (US20754GAA85) | 0.01 | -10.00 | 0.0043 | -0.0006 | |||||
| US20754PAC41 / Connecticut Avenue Securities Trust 2019-HRP1 | 0.01 | -43.75 | 0.0043 | -0.0033 | |||||
| IRS / DIR (N/A) | 0.01 | 0.0042 | 0.0042 | ||||||
| Canada 10 Year Bonds / DIR (N/A) | 0.01 | 0.0042 | 0.0042 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0040 | 0.0040 | ||||||
| Euro-Schatz / DIR (DE000F1B2NJ1) | 0.01 | 0.0035 | 0.0035 | ||||||
| US00206RMM15 / AT&T Inc | 0.01 | 0.00 | 0.0035 | 0.0000 | |||||
| Euro-Bund / DIR (DE000F1B2NG7) | 0.01 | 0.0033 | 0.0033 | ||||||
| US46645JAJ16 / COMMERCIAL MORT BACKED SEC IO | 0.01 | -53.85 | 0.0032 | -0.0032 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0032 | 0.0032 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0030 | 0.0030 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0029 | 0.0029 | ||||||
| Euro-Bobl / DIR (DE000F1B2NH5) | 0.01 | 0.0029 | 0.0029 | ||||||
| DTRS / DIR (N/A) | 0.01 | 0.0027 | 0.0027 | ||||||
| SOP / DIR (N/A) | 0.01 | 0.0026 | 0.0026 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.01 | 0.0026 | 0.0026 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.0024 | -0.0000 | |||||
| US46630EAF79 / COMMERCIAL MORT BACKED SEC IO | 0.01 | 25.00 | 0.0024 | 0.0002 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0022 | 0.0022 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0022 | 0.0022 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0022 | 0.0022 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0021 | 0.0021 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0021 | 0.0021 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0020 | 0.0020 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0020 | 0.0020 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0020 | 0.0020 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0019 | 0.0019 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0019 | 0.0019 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0019 | 0.0019 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0018 | 0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0018 | 0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0017 | 0.0017 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0016 | 0.0016 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0014 | 0.0014 | ||||||
| SOP / DIR (N/A) | 0.00 | 0.0014 | 0.0014 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0014 | -0.0000 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0014 | 0.0014 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0014 | 0.0014 | ||||||
| CDSCMBX / DCR (N/A) | 0.00 | 0.0013 | 0.0013 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0012 | 0.0012 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0011 | 0.0011 | ||||||
| SOP / DIR (N/A) | 0.00 | 0.0011 | 0.0011 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0010 | 0.0010 | ||||||
| Australia 10 Year Bonds / DIR (N/A) | 0.00 | 0.0009 | 0.0009 | ||||||
| US38379CU792 / GNMA CMO IO | 0.00 | -50.00 | 0.0009 | -0.0003 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0009 | 0.0009 | ||||||
| SOP / DIR (N/A) | 0.00 | 0.0009 | 0.0009 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| OIS / DIR (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0005 | 0.0005 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Australia 3 Year Bonds / DIR (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0004 | 0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0003 | 0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0002 | 0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0001 | 0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US22545YBS90 / Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX | 0.00 | 0.0000 | 0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US12593FBE34 / COMMERCIAL MORT BACKED SEC IO | 0.00 | 0.0000 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOP / DIR (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US46642NBF24 / JPMBB Commercial Mortgage Securities Trust 2014-C22 | 0.00 | 0.0000 | 0.0000 | ||||||
| US22545MAZ05 / COMMERCIAL MORT BACKED SEC IO | 0.00 | 0.0000 | -0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | 0.00 | 0.0000 | 0.0000 | ||||||
| US92890PAL85 / WFRBS Commercial Mortgage Trust 2013-C14 | 0.00 | 0.0000 | -0.0000 | ||||||
| US3137H3WE85 / FHLMC CMO IO | 0.00 | -100.00 | 0.0000 | -0.3636 | |||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0000 | -0.0000 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| CDSCMBX / DCR (N/A) | -0.00 | -0.0001 | -0.0001 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0002 | -0.0002 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0003 | -0.0003 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0004 | -0.0004 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0005 | -0.0005 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0007 | -0.0007 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0008 | -0.0008 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0009 | -0.0009 | ||||||
| IRS / DIR (N/A) | -0.00 | -0.0010 | -0.0010 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0010 | -0.0010 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0011 | -0.0011 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | ||||||
| U.S. Treasury Ultra Bonds / DIR (N/A) | -0.00 | -0.0012 | -0.0012 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0012 | -0.0012 | ||||||
| IRS / DIR (N/A) | -0.00 | -0.0012 | -0.0012 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0014 | -0.0014 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0015 | -0.0015 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0016 | -0.0016 | ||||||
| IRS / DIR (N/A) | -0.00 | -0.0017 | -0.0017 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0017 | -0.0017 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0018 | -0.0018 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.00 | -0.0022 | -0.0022 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0023 | -0.0023 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0025 | -0.0025 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0026 | -0.0026 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0026 | -0.0026 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0028 | -0.0028 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0029 | -0.0029 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0029 | -0.0029 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0030 | -0.0030 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0031 | -0.0031 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0031 | -0.0031 | ||||||
| Euro-Buxl / DIR (DE000F1B2NK9) | -0.01 | -0.0031 | -0.0031 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOP / DIR (N/A) | -0.01 | -0.0032 | -0.0032 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0036 | -0.0036 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0036 | -0.0036 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0037 | -0.0037 | ||||||
| IRS / DIR (N/A) | -0.01 | -0.0037 | -0.0037 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0038 | -0.0038 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0038 | -0.0038 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0040 | -0.0040 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0046 | -0.0046 | ||||||
| OIS / DIR (N/A) | -0.01 | -0.0047 | -0.0047 | ||||||
| IRS / DIR (N/A) | -0.01 | -0.0048 | -0.0048 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0052 | -0.0052 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0056 | -0.0056 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.01 | -0.0061 | -0.0061 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0072 | -0.0072 | ||||||
| OIS / DIR (N/A) | -0.02 | -0.0073 | -0.0073 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0082 | -0.0082 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0087 | -0.0087 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0089 | -0.0089 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0095 | -0.0095 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0098 | -0.0098 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.02 | -0.0099 | -0.0099 | ||||||
| IRS / DIR (N/A) | -0.02 | -0.0108 | -0.0108 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0128 | -0.0128 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0135 | -0.0135 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0142 | -0.0142 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0145 | -0.0145 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.03 | -0.0148 | -0.0148 | ||||||
| IRS / DIR (N/A) | -0.03 | -0.0151 | -0.0151 | ||||||
| IRS / DIR (N/A) | -0.05 | -0.0216 | -0.0216 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.05 | -0.0223 | -0.0223 | ||||||
| OIS / DIR (N/A) | -0.05 | -0.0225 | -0.0225 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.05 | -0.0232 | -0.0232 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.05 | -0.0246 | -0.0246 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.06 | -0.0262 | -0.0262 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.06 | -0.0269 | -0.0269 | ||||||
| IRS / DIR (N/A) | -0.06 | -0.0274 | -0.0274 | ||||||
| U.S. Treasury 2 Year Notes / DIR (N/A) | -0.06 | -0.0282 | -0.0282 | ||||||
| IRS / DIR (N/A) | -0.06 | -0.0286 | -0.0286 | ||||||
| IRS / DIR (N/A) | -0.07 | -0.0319 | -0.0319 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.09 | -0.0415 | -0.0415 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.09 | -0.0432 | -0.0432 | ||||||
| Japan 10 Year Bonds / DIR (N/A) | -0.18 | -0.0847 | -0.0847 | ||||||
| SOP / DIR (N/A) | -0.26 | -0.1207 | -0.1207 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.27 | -0.1233 | -0.1233 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.29 | -0.1359 | -0.1359 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.32 | -0.1476 | -0.1476 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.35 | -0.1612 | -0.1612 | ||||||
| Forward Foreign Currency Contract / DFE (N/A) | -0.49 | -0.2268 | -0.2268 | ||||||
| OIS / DIR (N/A) | -0.65 | -0.2999 | -0.2999 | ||||||
| US21H0606556 / Ginnie Mae | -2.02 | -0.9403 | -0.9403 | ||||||
| US01F0426571 / Uniform Mortgage-Backed Security, TBA | -2.87 | -203.76 | -1.3334 | -2.8285 | |||||
| US01F0506505 / Uniform Mortgage-Backed Security, TBA | -4.90 | -151.64 | -2.2748 | -7.4011 |
