Basic Stats
Portfolio Value $ 435,073,337
Current Positions 1,145
Latest Holdings, Performance, AUM (from 13F, 13D)

TICPX - T. Rowe Price Institutional Core Plus Fund has disclosed 1,145 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 435,073,337 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). TICPX - T. Rowe Price Institutional Core Plus Fund’s top holdings are T. Rowe Price Government Reserve Fund (US:US76105Y1091) , T. Rowe Price Institutional Income Funds Inc - T. Rowe Price Institutional High Yield Fund (US:TRHYX) , T. Rowe Price Institutional Income Funds Inc - T. Rowe Price Institutional Floating Rate Fund (US:RPIFX) , Fannie Mae or Freddie Mac (US:US01F0226914) , and United States Treas Bds Bond (US:US912810SD19) . TICPX - T. Rowe Price Institutional Core Plus Fund’s new positions include Fannie Mae or Freddie Mac (US:US01F0226914) , United States Treas Bds Bond (US:US912810SD19) , Egypt Government International Bond (EG:XS1980255936) , United States Treas Bds Bond (US:US912810SC36) , and Uniform Mortgage-Backed Security, TBA (US:US01F0206957) .

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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 %
6.56 1.4972 1.4972
19.70 19.70 4.4970 1.4938
2.24 19.18 4.3798 1.2619
4.01 0.9158 0.9158
1.18 0.2688 0.2688
1.12 0.2558 0.2558
0.95 0.2158 0.2158
0.92 0.2112 0.2112
0.91 0.2071 0.2071
0.88 0.2006 0.2006
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 %
4.72 1.0776 -0.6823
0.64 0.1461 -0.2381
0.21 0.0488 -0.1482
0.92 0.2100 -0.1404
1.66 0.3785 -0.0951
1.15 0.2623 -0.0894
0.27 0.0617 -0.0749
0.82 0.1875 -0.0678
0.69 0.1569 -0.0579
-0.25 -0.0562 -0.0562
13F and Fund Filings

This form was filed on 2020-10-27 for the reporting period 2020-08-31. 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
(%)
US76105Y1091 / T. Rowe Price Government Reserve Fund 19.70 48.62 19.70 48.62 4.4970 1.4938
TRHYX / T. Rowe Price Institutional Income Funds Inc - T. Rowe Price Institutional High Yield Fund 2.24 33.73 19.18 39.42 4.3798 1.2619
RPIFX / T. Rowe Price Institutional Income Funds Inc - T. Rowe Price Institutional Floating Rate Fund 0.99 1.05 9.43 3.12 2.1542 0.0808
US01F0226914 / Fannie Mae or Freddie Mac 6.56 1.4972 1.4972
US912810SD19 / United States Treas Bds Bond 4.98 -1.25 1.1367 -0.0057
XS1980255936 / Egypt Government International Bond 4.72 -39.24 1.0776 -0.6823
US912810SC36 / United States Treas Bds Bond 4.22 -1.15 0.9639 -0.0039
US01F0206957 / Uniform Mortgage-Backed Security, TBA 4.01 0.9158 0.9158
US912810RY64 / United States Treas Bds Bond 2.41 -0.99 0.5505 -0.0015
US912810QZ49 / United States Treas Bds Bond 2.17 -0.46 0.4959 0.0014
US36179VHG86 / Ginnie Mae II Pool 2.14 -1.93 0.4885 -0.0059
US06051GHM42 / Bank of America Corp 1.92 2.56 0.4393 0.0142
US912810RQ31 / United States Treas Bds Bond 1.87 -0.85 0.4278 -0.0003
US912810RK60 / United States Treas Bds Bond 1.81 -0.71 0.4126 0.0002
US912810RG58 / United States Treas Bds Bond 1.79 -0.61 0.4079 0.0005
US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 1.70 -0.58 0.3890 0.0008
US36179U3S95 / GINNIE MAE II POOL G2 MA6209 1.66 -20.68 0.3785 -0.0951
US21987BAZ13 / Corp Nacional del Cobre de Chile 1.64 2.06 0.3742 0.0104
US33767BAB53 / FirstEnergy Transmission LLC 1.62 -1.40 0.3693 -0.0024
US928668BB76 / Volkswagen Group of America Finance LLC 1.61 8.05 0.3677 0.0298
US9128285M81 / United States Treasury Note/Bond 1.56 -0.64 0.3571 0.0006
US9128282R06 / United States Treasury Note/Bond 1.51 -0.33 0.3454 0.0016
US05377RCU68 / Avis Budget Rental Car Funding AESOP LLC 1.47 3.02 0.3355 0.0124
US36251XAQ07 / GS Mortgage Securities Trust 2016-GS4 1.47 -0.27 0.3349 0.0017
US9128283F58 / United States Treasury Note/Bond 1.43 -0.28 0.3271 0.0015
XS1753595328 / ABJA Investment Co Pte Ltd 1.35 7.55 0.3093 0.0238
US3138ETV370 / Fannie Mae Pool 1.33 -3.97 0.3037 -0.0102
US195325DP79 / Colombia Government International Bond 1.32 2.24 0.3018 0.0090
US05526DBB01 / BAT Capital Corp 1.31 3.56 0.2993 0.0124
US00287YBD04 / AbbVie, Inc. 1.29 3.19 0.2951 0.0114
US06051GFH74 / Bank of America Corp. 4.2% Bond Due 8/26/2024 1.23 1.66 0.2800 0.0067
US125523AH38 / Cigna Corp. 1.22 2.00 0.2796 0.0076
US912810SA79 / United States Treas Bds Bond 1.22 -1.13 0.2790 -0.0011
US912810RJ97 / United States Treas Bds Bond 1.21 -0.66 0.2770 0.0002
US3140J7XP53 / Fannie Mae Pool 1.20 -10.48 0.2750 -0.0299
US46647PBK12 / JPMorgan Chase & Co 1.20 2.58 0.2730 0.0089
US05550MAX20 / Barclays Commercial Mortgage Trust 2019-C3 1.19 6.34 0.2718 0.0182
US80286HAF64 / SDART 19-3 C 2.49% 10-15-25/09-15-22 1.18 2.07 0.2705 0.0074
US01F0426993 / Fannie Mae or Freddie Mac 1.18 0.2688 0.2688
US89173FAC41 / Towd Point Mortgage Trust 2017-1 1.18 4.53 0.2687 0.0136
US19688AAD81 / COLT 2018-4 Mortgage Loan Trust 1.17 2.46 0.2667 0.0082
US92340LAE92 / VEREIT Operating Partnership LP 1.16 17.46 0.2658 0.0410
US95000XAK37 / Wells Fargo Commercial Mortgage Trust 2017-C39 1.16 9.92 0.2656 0.0258
CVS / CVS Health Corporation 1.15 -25.98 0.2623 -0.0894
US55819JAA16 / Madison Park Funding XXXIII Ltd 1.14 2.24 0.2612 0.0077
US63941MAB72 / Navient Private Education Refi Loan Trust 2019-E 1.14 3.74 0.2600 0.0112
US140420NB24 / Capital One Bank Usa Na Sub Note Bond 1.14 2.80 0.2597 0.0090
US780097BD21 / Royal Bank of Scotland Group PLC 1.13 2.91 0.2589 0.0092
US80281GAH92 / Santander Retail Auto Lease Trust 2019-B 1.12 6.74 0.2567 0.0179
US3140X6FL02 / FN FM2870 1.12 0.2558 0.2558
US96950FAL85 / Williams Companies Inc 1.10 1.94 0.2521 0.0067
XS1880442717 / Country Garden Holdings Co Ltd 1.10 1.86 0.2507 0.0064
US27830BBC72 / Eaton Vance CLO 2013-1 Ltd 1.10 0.92 0.2505 0.0042
US34532PAA84 / Ford Credit Auto Owner Trust 2019-REV1 1.10 4.38 0.2503 0.0123
US64130XAA46 / Neuberger Berman Loan Advisers CLO 29 Ltd 1.09 1.96 0.2499 0.0066
US836205BA15 / Republic of South Africa Government International Bond 1.09 6.99 0.2483 0.0178
US06738EBB02 / Barclays PLC 1.09 1.88 0.2481 0.0064
US3138WGA209 / Fannie Mae Pool 1.08 -12.37 0.2476 -0.0328
US015271AJ82 / Alexandria Real Estate Equities, Inc. 1.08 5.05 0.2472 0.0137
US096630AE83 / Boardwalk Pipelines LP 1.08 15.72 0.2471 0.0351
US95000U2Q52 / Wells Fargo & Co 1.08 5.80 0.2459 0.0151
US411707AD42 / Hardee's Funding LLC 1.07 9.04 0.2451 0.0221
US20030NCM11 / Comcast Corp 1.07 2.10 0.2447 0.0069
US43800KAD90 / HOMEWARD OPPORTUNITIES FUND I TRUST 2019-3 SER 2019-3 CL M1 V/R REGD 144A P/P 0.00000000 1.07 7.88 0.2439 0.0194
US3132DMJ714 / FR 04/50 FIXED 3 1.07 -4.14 0.2434 -0.0088
US836205AU87 / Republic of South Africa Government International Bond 1.06 6.83 0.2428 0.0171
US46646GAE70 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 1.06 2.21 0.2426 0.0071
USP16259AM84 / BBVA Bancomer SA/Texas 1.06 4.75 0.2416 0.0126
US31418CQB36 / Federal National Mortgage Association 1.06 -14.20 0.2415 -0.0378
US3622A26K32 / GNMA II, 30 Year 1.05 -5.83 0.2396 -0.0129
US06051GHZ54 / Bank of America Corp 1.04 3.08 0.2373 0.0088
STCAB / Saudi Telecom Co 1.03 5.42 0.2352 0.0137
US3140J9NN71 / FNMA POOL BM4896 FN 02/47 FIXED VAR 1.02 -7.12 0.2325 -0.0159
US3132A8GL79 / FED HM LN PC POOL ZS7403 FR 05/31 FIXED 3 1.02 -6.35 0.2323 -0.0139
US91324PDQ28 / UnitedHealth Group Inc 1.02 1.30 0.2318 0.0047
US3140QBYN23 / FNMA 30YR UMBS 1.00 -2.06 0.2279 -0.0032
US3132DV4Y83 / Freddie Mac Pool 1.00 -18.55 0.2278 -0.0497
US03065HAG39 / AmeriCredit Automobile Receivables Trust, Series 2017-3, Class D 0.99 1.74 0.2269 0.0056
US36257XAL55 / GS Mortgage Securities Corp Trust 2019-SOHO 0.99 3.65 0.2268 0.0095
US221597CP00 / Costa Rica Government International Bond 0.99 13.92 0.2261 0.0289
US37045XAZ96 / General Motors Financial Co Inc 0.99 8.57 0.2256 0.0193
US78448TAD46 / SMBC Aviation Capital Finance DAC 0.98 40.83 0.2247 0.0664
US05607QBA58 / BX 2020-BXLP 1ML+262.15 12/15/2029 144A 0.97 6.33 0.2225 0.0147
USY0606WCA63 / Bangkok Bank PCL/Hong Kong 0.96 6.68 0.2188 0.0151
US3140HDSV79 / Fannie Mae Pool 0.95 -1.45 0.2174 -0.0016
US36179RF870 / Ginnie Mae II Pool 0.95 -13.16 0.2170 -0.0310
US14040HBW43 / Capital One Financial Corp 0.95 6.40 0.2165 0.0146
US71568PAE97 / Perusahaan Listrik Negara PT 0.95 6.18 0.2160 0.0141
US3140X6Z464 / Fannie Mae Pool 0.95 0.2158 0.2158
US36416UBJ34 / Galton Funding Mortgage Trust 2017-1 0.93 0.98 0.2125 0.0037
US00652MAG78 / Adani Ports & Special Economic Zone Ltd 0.92 0.2112 0.2112
US71647NAS80 / Petrobras Global Finance BV 0.92 -40.56 0.2100 -0.1404
US05377RDW16 / Avis Budget Rental Car Funding AESOP LLC 0.91 30.66 0.2083 0.0500
USP0607LAC74 / AES Andes SA 0.91 67.10 0.2076 0.0843
LNGFOR / Longfor Group Holdings Ltd 0.91 0.2071 0.2071
USC86068AA80 / St Marys Cement Inc Canada 0.91 10.09 0.2071 0.0205
US912810FP85 / Us Treasury Bond 5 3/8% Due 2/15/2031 0.91 -1.09 0.2067 -0.0008
US61746BDZ67 / Morgan Stanley Bond 0.90 2.04 0.2057 0.0056
US912810RZ30 / United States Treas Bds Bond 0.89 -1.11 0.2034 -0.0007
US075887BV02 / Becton Dickinson and Co 0.89 0.91 0.2033 0.0032
US05377RDC51 / Avis Budget Rental Car Funding AESOP LLC 0.89 7.27 0.2021 0.0150
US3140J9VB42 / Fannie Mae Pool 0.88 -7.14 0.2020 -0.0140
US64830PAD87 / New Residential Mortgage Loan Trust 2019-NQM5 0.88 6.63 0.2019 0.0138
US21H0406999 / Ginnie Mae 0.88 0.2006 0.2006
US04965JAE38 / Atrium Hotel Portfolio Trust 2017-ATRM 0.88 4.65 0.2003 0.0103
US056752AH11 / Baidu Inc 0.88 0.81 0.2002 0.0032
US10553YAF25 / Braskem Finance Ltd 0.87 3.92 0.1997 0.0089
US31418DKV37 / UMBS 0.87 -15.59 0.1991 -0.0350
SHIMAO / Shimao Property Holdings Ltd 0.87 0.1989 0.1989
US14987BAE39 / CC Holdings GS V LLC / Crown Castle GS III Corp 0.86 0.82 0.1970 0.0032
US92840VAD47 / Vistra Operations Co LLC 0.86 3.75 0.1958 0.0086
US81744YAF34 / Sequoia Mortgage Trust 2013-4 0.86 -5.72 0.1957 -0.0103
US17328CBM38 / Citigroup Commercial Mortgage Trust 2019-C7 0.86 7.26 0.1957 0.0145
US28416TAA34 / Elara HGV Timeshare Issuer 2019-A LLC 0.85 -1.28 0.1932 -0.0010
US20030NCY58 / Comcast Corp 0.84 1.56 0.1928 0.0042
US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 0.84 3.19 0.1922 0.0073
US36179TLT06 / Ginnie Mae II Pool 0.84 -11.71 0.1911 -0.0238
XS1810806395 / FirstRand Bank Ltd 0.84 4.50 0.1911 0.0097
US125523AG54 / Cigna Corp 0.84 1.58 0.1909 0.0044
US31418CS476 / Fannie Mae Pool 0.83 -16.43 0.1905 -0.0359
US15135BAT89 / CORPORATE BONDS 0.83 1.59 0.1896 0.0042
US63941GAC87 / Navient Private Education Refi Loan Trust 2020-B 0.83 2.10 0.1884 0.0052
US55954NAA72 / Magnetite XXIII Ltd 0.82 2.11 0.1879 0.0052
US3140J8GH04 / Fannie Mae Pool 0.82 -5.08 0.1878 -0.0085
US92340LAA70 / VEREIT Operating Partnership LP 0.82 11.55 0.1876 0.0208
US35565LAA44 / Freddie Mac Stacr Remic Trust 2020-HQA2 0.82 -27.09 0.1875 -0.0678
US12629NAH89 / COMM 2015-DC1 Mortgage Trust 0.82 4.73 0.1871 0.0097
US30711XMZ41 / Fannie Mae Connecticut Avenue Securities 0.82 -11.76 0.1868 -0.0233
US12653VAJ52 / CREDIT SUISSE MORTGAGE CAPITAL CER SER 2019-ICE4 CL E V/R REGD 144A P/P 3.91538000 0.82 5.41 0.1868 0.0109
US36254KAA07 / GS Mortgage Securities Trust 2017-GS8 0.82 38.47 0.1866 0.0529
US92537HAA95 / Verus Securitization Trust 2019-INV2 0.81 -6.58 0.1848 -0.0117
US075887BW84 / Becton Dickinson and Co 0.81 1.51 0.1846 0.0041
US92857WBS89 / Vodafone Group PLC 0.81 -0.37 0.1840 0.0006
US29278NAM56 / Energy Transfer Operating LP 0.80 167.22 0.1825 0.1146
US36179S2P10 / Ginnie Mae II Pool 0.80 -13.71 0.1825 -0.0275
US38176LAA98 / Golub Capital Partners CLO 39B Ltd 0.80 1.40 0.1822 0.0040
US19687VAD38 / COLT 2018-2 Mortgage Loan Trust 0.80 2.05 0.1816 0.0050
US674599CW33 / Occidental Petroleum Corp 0.79 16.15 0.1807 0.0262
US55819BAL45 / Madison Park Funding XVIII Ltd 0.78 2.23 0.1782 0.0051
XS1809258210 / Yanlord Land HK Co Ltd 0.78 4.28 0.1781 0.0085
US31418ATV07 / FNMA, Other 0.78 -5.93 0.1776 -0.0097
US29278GAJ76 / Enel Finance International NV 0.77 2.25 0.1769 0.0051
US00287YBU29 / AbbVie Inc 0.76 2.83 0.1744 0.0061
US06540JBU51 / BANK 2020-BNK26 0.76 19.09 0.1738 0.0288
US92840VAE20 / Vistra Operations Co LLC 0.76 5.70 0.1736 0.0106
US05377RDR21 / Avis Budget Rental Car Funding AESOP LLC 0.76 19.15 0.1735 0.0291
US161175BV50 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.76 2.99 0.1732 0.0063
US96949LAE56 / Williams Cos. Inc. 0.76 5.00 0.1727 0.0094
US06761CAA71 / Barings CLO Ltd 2016-II 0.75 1.21 0.1720 0.0034
US48250VAW72 / KKR CLO 13 Ltd 0.75 1.63 0.1714 0.0042
US19329LAN73 / Cole Park CLO Ltd 2015-1 0.75 0.40 0.1714 0.0020
US14040HCE36 / CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 0.75 6.54 0.1710 0.0116
US015271AU38 / Alexandria Real Estate Equities Inc 0.75 4.62 0.1708 0.0086
US05377RCK86 / AESOP 16-2A A 144A 2.72% 11-20-22/21 0.75 4.05 0.1702 0.0078
US63941JAA60 / Navient Private Education Refi Loan Trust 2019-G 0.74 -9.54 0.1690 -0.0164
US39154TAT51 / GreatAmerica Leasing Receivables Funding LLC Series 2018-1 0.74 1.10 0.1685 0.0031
US29278NAE31 / Energy Transfer Operating LP 0.73 -1.87 0.1676 -0.0018
US06738EBL83 / Barclays PLC 0.73 3.24 0.1674 0.0064
US29278GAD07 / Enel Finance International NV 0.73 1.25 0.1668 0.0033
US00287YAQ26 / AbbVie Inc 0.73 0.97 0.1666 0.0028
US37045XBQ88 / General Motors Financial Co Inc 0.73 8.01 0.1663 0.0133
US92857WBL37 / Vodafone Group PLC 0.73 1.96 0.1662 0.0043
US97655JCD28 / WinWater Mortgage Loan Trust 2016-1 0.73 0.42 0.1656 0.0020
US87264ABC80 / T-Mobile USA Inc 0.72 4.93 0.1655 0.0090
US225401AQ16 / Credit Suisse Group AG 0.72 0.1650 0.1650
US30711XY248 / Fannie Mae Connecticut Avenue Securities, Series 2018-C05, Class 1M2 0.72 -17.22 0.1648 -0.0328
US92857WBM10 / Vodafone Group PLC 0.72 -0.96 0.1643 -0.0003
US3140JACF37 / Fannie Mae Pool 0.72 -6.52 0.1637 -0.0101
US78403DAM20 / SBA Tower Trust 0.72 1.42 0.1636 0.0035
USP47777AA86 / Globo Comunicacao e Participacoes SA 0.72 10.84 0.1636 0.0171
US225401AM02 / Credit Suisse Group AG 0.72 2.44 0.1634 0.0052
US24380RAD26 / DRMT_19-1A 0.71 4.08 0.1632 0.0076
US595112BL65 / Micron Technology, Inc. 0.71 1.28 0.1626 0.0032
US09952AAC09 / Boral Finance Pty Ltd 0.71 1.00 0.1623 0.0030
US024836AF52 / American Campus Communities Operating Partnership LP 0.71 14.42 0.1614 0.0214
US36418HAD44 / GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A 0.71 15.93 0.1614 0.0234
US25278XAL38 / Diamondback Energy Inc 0.71 6.17 0.1611 0.0105
US00206RDJ86 / AT&T Inc 0.70 87.23 0.1608 0.0756
US46647PBR64 / JPMorgan Chase & Co 0.70 3.07 0.1608 0.0059
US36179SYU58 / Ginnie Mae II Pool 0.70 -14.07 0.1591 -0.0245
SUZ.30 / Suzano Austria GmbH 0.70 8.59 0.1587 0.0137
US30711XZZ04 / FANNIE MAE CONNECTICUT AVENUE 1ML+85 07/25/2030 0.69 -27.53 0.1569 -0.0579
US95002MBB46 / Wells Fargo Commercial Mortgage Trust 2019-C52 0.69 13.76 0.1568 0.0201
US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.69 1.63 0.1567 0.0037
US747262AK96 / Qvc Inc. Bond 0.68 6.40 0.1559 0.0104
SUZANO / Suzano Austria GmbH 0.68 7.41 0.1556 0.0119
US80281LAM72 / Santander UK Group Holdings PLC 0.68 0.1553 0.1553
US12621EAK91 / CNO Financial Group Inc 0.68 4.95 0.1552 0.0084
US30711XL286 / Fannie Mae Connecticut Avenue Securities 0.68 3.35 0.1550 0.0062
US36179MVS69 / Ginnie Mae II Pool 0.68 -10.80 0.1546 -0.0174
US06540BAJ89 / BANK 2019-BNK21 0.67 35.37 0.1521 0.0405
US11120VAE39 / Brixmor Operating Partnership LP 0.66 9.98 0.1509 0.0147
US80414L2D64 / Saudi Arabian Oil Co 0.66 3.61 0.1509 0.0063
US20030NDL29 / COMCAST CORP NEW 2.8% 01/15/2051 0.66 1.85 0.1507 0.0038
US3138W6GB66 / Fannie Mae Pool 0.66 -7.96 0.1505 -0.0119
US39152TAL44 / GREAT WOLF TRUST GWT 2019 WOLF D 144A 0.65 5.87 0.1483 0.0092
US30711XHT46 / Fannie Mae Connecticut Avenue Securities 0.65 -15.07 0.1482 -0.0248
USP37115AE50 / Empresa Nacional de Telecomunicaciones SA 0.65 3.35 0.1480 0.0059
US075887BX67 / Becton Dickinson and Co 0.65 -0.92 0.1479 -0.0003
US15135BAR24 / Centene Corp 0.64 0.78 0.1466 0.0021
US38145GAH39 / The Goldman Sachs Bond 0.64 -62.30 0.1461 -0.2381
US254709AM01 / Discover Financial Services 0.64 8.31 0.1459 0.0120
PRGO / Perrigo Company plc 0.64 3.91 0.1457 0.0065
US05401AAB70 / Avolon Holdings Funding Ltd 0.64 14.18 0.1454 0.0190
XS1074049534 / SM Investments Corp 0.64 1.44 0.1452 0.0031
US00131LAF22 / AIA Group Ltd 0.63 2.76 0.1446 0.0049
US161175BU77 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.63 5.34 0.1441 0.0083
US31418CCW29 / Fannie Mae Pool 0.63 -10.00 0.1438 -0.0149
US78449QAB32 / SMB PRIVATE EDUCATION LOAN TRUST 2018-C SMB 2018-C A2A 0.63 -5.41 0.1438 -0.0069
US25466AAP66 / Discover Bank 0.61 0.1392 0.1392
US980236AP83 / Woodside Finance Ltd 0.61 5.18 0.1391 0.0078
US85572TAD72 / Starwood Mortgage Residential Trust 2019-IMC1 0.61 19.92 0.1389 0.0238
US61761J3R84 / Morgan Stanley 0.61 3.05 0.1389 0.0050
US78449UAD00 / SMB Private Education Loan Trust 2020-A 0.60 4.70 0.1376 0.0071
AER / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.60 16.25 0.1373 0.0199
US95000U2S19 / Wells Fargo & Co 0.60 3.45 0.1370 0.0054
US980236AQ66 / Woodside Finance Ltd 0.60 6.76 0.1370 0.0096
US31335CJ216 / Freddie Mac Gold Pool 0.60 -10.53 0.1360 -0.0148
US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 0.59 4.21 0.1358 0.0064
US67112VBB09 / OBX 2019-INV2 Trust 0.59 -12.52 0.1357 -0.0182
ENRSIS / Enel Americas SA 0.59 3.68 0.1351 0.0059
US3140JAMK12 / Fannie Mae Pool 0.59 -9.63 0.1350 -0.0133
US35565LAH96 / Freddie Mac Stacr Remic Trust 2020-HQA2 0.59 16.27 0.1340 0.0197
US12592XBJ46 / COMM 2015-CCRE22 Mortgage Trust 0.58 8.96 0.1335 0.0119
US161175BJ23 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.58 0.1334 0.1334
US64110LAX47 / CORPORATE BONDS 0.58 7.76 0.1331 0.0104
US125039AF45 / CD 2017-CD6 Mortgage Trust 0.58 3.20 0.1329 0.0052
US10112RAX26 / Boston Properties LP 0.58 4.14 0.1322 0.0062
US87342RAD61 / Taco Bell Funding LLC 0.58 0.00 0.1319 0.0010
US92840VAG77 / Vistra Operations Co LLC 0.58 4.15 0.1319 0.0063
US36179TG585 / Ginnie Mae II Pool 0.57 0.1302 0.1302
US3138WEXL86 / Fannie Mae Pool 0.57 -13.96 0.1296 -0.0199
US694308JM04 / PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030 0.56 0.1287 0.1287
US92537HAC51 / Verus Securitization Trust 2019-INV2 0.56 -0.18 0.1284 0.0007
US64828JAB08 / New Residential Mortgage Loan Trust, Series 2018-NQM1, Class A2 0.55 -11.11 0.1261 -0.0146
US912828V988 / United States Treasury Note/Bond 0.55 -0.18 0.1260 0.0007
US46625HQW33 / JPMorgan Chase & Co. 0.55 2.43 0.1254 0.0039
US92537JAD90 / VERUS_19-3 0.55 21.38 0.1247 0.0228
US125523AK66 / Cigna Corp 0.55 0.74 0.1245 0.0017
US466365AA18 / Jack In The Box Funding LLC 0.54 7.72 0.1244 0.0098
US694308JG36 / Pacific Gas and Electric Co 0.54 0.1241 0.1241
USP82290AG51 / Falabella SA 0.54 5.50 0.1226 0.0071
US64131TAC80 / Neuberger Berman CLO XVI-S Ltd 0.54 -4.96 0.1225 -0.0054
US06738EBE41 / Barclays PLC 0.54 0.75 0.1224 0.0016
US36179VBJ89 / Ginnie Mae II Pool 0.53 0.1219 0.1219
US29717PAR82 / Essex Portfolio LP 0.53 3.72 0.1212 0.0053
US3138ETRW86 / Fannie Mae Pool 0.53 0.1211 0.1211
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US3140QBUF35 / Fannie Mae Pool 0.52 -5.77 0.1196 -0.0063
US07335CAJ36 / Barclays Commercial Mortgage Trust 2019-C4 0.52 23.35 0.1196 0.0235
US11102AAE10 / British Telecommunications PLC 0.52 4.39 0.1194 0.0059
US67107FBE60 / OZLM VIII Ltd 0.52 1.36 0.1189 0.0025
US46647PAV85 / Jpmorgan Chase & Var 29 Bond 0.52 3.79 0.1187 0.0050
US06739GBP37 / Barclays Bank Plc 5.140% Lower Tier 2 Notes 10/14/20 0.52 -0.77 0.1182 -0.0000
US61746BEF94 / Morgan Stanley 0.52 2.58 0.1180 0.0038
US35563MAH97 / CORP CMO 0.52 -9.15 0.1179 -0.0110
US26874RAE80 / Eni SpA 0.51 5.34 0.1173 0.0068
US87264ABE47 / T-Mobile USA Inc 0.51 5.57 0.1170 0.0069
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US785592AV86 / Sabine Pass Liquefaction LLC 0.51 4.72 0.1165 0.0060
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US20754JAB08 / Connecticut Avenue Securities Trust 2019-R06 0.51 -11.48 0.1162 -0.0141
US24381PAD50 / Deephave Residential Mortgage Trust 2019-2 0.51 8.33 0.1160 0.0098
US254709AL28 / Discover Financial Services 0.50 5.47 0.1145 0.0067
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US01F0406938 / Fannie Mae or Freddie Mac 0.50 0.1144 0.1144
US418056AX57 / Hasbro, Inc. 0.50 3.31 0.1142 0.0044
US059514AE90 / Banco de Bogota SA 0.50 7.54 0.1140 0.0088
US03463UAC18 / Angel Oak Mortgage Trust I LLC, Series 2019-4, Class A3 0.50 0.1140 0.1140
US23636AAW18 / Danske Bank A/S 0.50 0.1139 0.1139
US00287YBR99 / AbbVie Inc 0.50 4.62 0.1138 0.0058
US980236AN36 / Woodside Finance Ltd 0.50 3.77 0.1133 0.0048
US12636FBJ12 / COMM 2015-LC23 Mortgage Trust 0.49 2.50 0.1125 0.0035
US30212PAM77 / EXPEDIA INC COMPANY GUAR 02/26 5 0.49 2.52 0.1116 0.0037
US01F0224935 / Fannie Mae or Freddie Mac 0.49 0.1114 0.1114
US853254BS85 / Standard Chartered PLC 0.49 5.41 0.1113 0.0065
GWT / Great Wolf Trust 2017-WOLF MZ 0.49 10.48 0.1109 0.0113
US25278XAM11 / Diamondback Energy Inc. 0.49 5.43 0.1109 0.0065
US78403DAL47 / SBA Tower Trust 0.49 0.41 0.1108 0.0012
US126650CX62 / Cvs Health Corporation Senior Note Callable M/w Bond 0.49 3.19 0.1108 0.0042
US3140FXGG13 / Fannie Mae Pool 0.48 -7.46 0.1106 -0.0081
US80414L2F13 / Saudi Arabian Oil Co 0.48 9.01 0.1105 0.0099
US92537LAA08 / VERUS SECURITIZATION TRUST 0.48 -13.11 0.1105 -0.0158
US694308JF52 / Pacific Gas and Electric Co 0.48 0.1104 0.1104
US62947QAZ19 / NXP BV / NXP Funding LLC 0.48 1.68 0.1103 0.0026
US455780CQ75 / Indonesia Government International Bond 0.48 3.44 0.1098 0.0043
US03846JX212 / Egypt Government International Bond 0.48 5.26 0.1096 0.0063
US599191AA16 / Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 0.48 0.1095 0.1095
US30711XTY03 / Fannie Mae Connecticut Avenue Securities 0.48 -34.39 0.1091 -0.0558
US35564AAK79 / STACR Trust 2018-HRP2 0.48 -21.55 0.1090 -0.0289
US11120VAH69 / Brixmor Operating Partnership LP 0.48 11.74 0.1088 0.0122
US43789EAD85 / Homeward Opportunities Fund I Trust, Series 2019-1, Class M1 0.48 6.73 0.1087 0.0076
US30711XR630 / CORP CMO 0.48 -16.37 0.1086 -0.0203
US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 0.48 3.26 0.1086 0.0042
US38143U8H71 / Goldman Sachs Group Inc/The 0.47 3.27 0.1083 0.0041
US06051GJF72 / Bank of America Corp. 0.47 0.1080 0.1080
US14040HBN44 / Capital One Financial Corp. 0.47 6.55 0.1079 0.0074
US431282AS12 / HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 0.47 10.54 0.1078 0.0110
US14149YBD94 / Cardinal Health Inc 0.47 5.15 0.1074 0.0061
US85572PAA12 / STARWOOD MORTGAGE RESIDENTIAL TRUST 2018-IMC2 SER 2018-IMC2 CL A1 V/R REGD 144A P/P 4.12100000 0.47 -7.30 0.1074 -0.0075
US36179SB976 / Ginnie Mae II Pool 0.47 -12.03 0.1070 -0.0137
US46647PBE51 / JPMorgan Chase & Co 0.47 0.1069 0.1069
US3138WJMU91 / Fannie Mae Pool 0.47 -4.30 0.1069 -0.0038
US78403DAN03 / SBA Tower Trust 0.47 1.08 0.1068 0.0019
USN5276YAD87 / Listrindo Capital BV 0.47 5.90 0.1067 0.0068
US44891ABE64 / Hyundai Capital America 0.47 4.48 0.1066 0.0053
US36164Q6M56 / GENERAL ELEC CAP CORP SR UNSEC 3.373% 11-15-25 0.47 4.72 0.1066 0.0057
US35563PBH10 / Seasoned Credit Risk Transfer Trust Series 2017-2 0.47 6.39 0.1065 0.0072
US02156LAC54 / Altice France SA/France 0.47 1.97 0.1064 0.0028
US92537BAC81 / Verus Securitization Trust 2018-3 0.47 -1.27 0.1063 -0.0006
US00206RJY99 / AT and T INC 2.75% 06/01/2031 0.47 4.97 0.1063 0.0059
US056732AH32 / Bahamas Government International Bond 0.47 8.39 0.1063 0.0090
US78403DAH35 / SBA Tower Trust 0.46 0.00 0.1062 0.0009
XS1932879130 / Kookmin Bank 0.46 4.28 0.1059 0.0052
US36179RLN79 / Ginnie Mae II Pool 0.46 -11.64 0.1058 -0.0130
US83546DAF50 / Sonic Capital LLC 0.46 8.71 0.1055 0.0091
US06738EBH71 / Barclays PLC 0.46 2.00 0.1052 0.0029
US00206RKA94 / AT&T Inc 0.46 3.61 0.1049 0.0043
US23636AAT88 / Danske Bank A/S 0.46 3.39 0.1045 0.0042
US053807AT01 / Avnet Inc 0.46 0.44 0.1042 0.0012
US00206RJX17 / AT&T Inc 0.46 4.60 0.1041 0.0055
US24381KAD63 / Deephaven Residential Mortgage Trust 2018-3 0.45 3.18 0.1038 0.0041
US873549AN92 / TACONIC PARK CLO LTD 2016-1A 0.45 2.72 0.1037 0.0037
US3138WJGD41 / Fannie Mae Pool 0.45 -3.62 0.1033 -0.0031
US694308JH19 / Pacific Gas and Electric Co 0.45 0.1031 0.1031
US404280BB43 / HSBC Holdings PLC 0.45 3.20 0.1030 0.0038
US3140QDKJ23 / Fannie Mae Pool 0.45 -4.45 0.1030 -0.0041
US07335CAH79 / Barclays Commercial Mortgage Trust 2019-C4 0.45 10.27 0.1030 0.0101
AIB / AIB Group PLC 0.45 4.42 0.1025 0.0051
US3140JVR874 / Fannie Mae Pool 0.45 -12.16 0.1023 -0.0134
PRGO / Perrigo Company plc 0.45 3.71 0.1022 0.0045
US25278XAN93 / Diamondback Energy Inc 0.45 -32.12 0.1020 -0.0470
US3132CWAQ78 / FREDDIE MAC POOL UMBS P#SB0015 3.50000000 0.45 0.1019 0.1019
US075887CK38 / Becton Dickinson and Co 0.45 1.36 0.1019 0.0021
US784439AD39 / SLM Student Loan Trust 2008-1 0.45 0.91 0.1018 0.0017
US12433UAJ43 / BX Trust 2018-GW 0.45 6.97 0.1017 0.0074
US024836AD05 / American Campus Communities Operating Partnership LP 0.45 12.66 0.1017 0.0120
US36418AAW71 / Galton Funding Mortgage Trust 2017-2 0.44 -19.89 0.1012 -0.0242
US23636AAM36 / Danske Bank A/S 0.44 0.45 0.1011 0.0014
US125523CB40 / CIGNA CORP 0.44 0.1009 0.1009
US714046AG46 / PerkinElmer Inc 0.44 -10.39 0.1007 -0.0106
US12528YAT01 / Cantor Commercial Real Estate Lending 2019-CF2 0.44 53.85 0.1006 0.0357
US404280CG21 / HSBC Holdings PLC 0.44 2.09 0.1003 0.0028
US11120VAJ26 / Brixmor Operating Partnership LP 0.44 0.1002 0.1002
US46590TAJ43 / JPMDB Commercial Mortgage Securities Trust 2017-C5 0.44 6.57 0.1002 0.0069
US20030NDK46 / COMCAST CORP COMPANY GUAR 04/27 3.3 0.44 2.11 0.0997 0.0028
US096630AD01 / Boardwalk Pipelines LP 0.43 11.28 0.0992 0.0106
US3140J8TH66 / Fannie Mae Pool 0.43 -5.66 0.0990 -0.0052
US14149YBE77 / Cardinal Health Inc 0.43 3.10 0.0988 0.0037
US3140X5ZM81 / FNMA 15YR 3% 02/01/2035# 0.43 -4.01 0.0986 -0.0033
US24381LAA08 / Deephaven Residential Mortgage Trust 2018-4 0.43 -11.16 0.0983 -0.0116
US06051GJE08 / Bank of America Corp 0.43 0.0979 0.0979
US595112BP79 / Micron Technology, Inc. 0.43 3.14 0.0977 0.0038
US16412XAH89 / Cheniere Corpus Christi Holdings LLC 0.43 5.97 0.0974 0.0061
US3140JAT999 / Fannie Mae Pool 0.43 -5.13 0.0972 -0.0043
US3140JVS377 / Fannie Mae Pool 0.43 -8.80 0.0971 -0.0086
US12595BAJ08 / CSAIL_17-C8 0.42 10.16 0.0967 0.0096
US85571KAC99 / Starwood Mortgage Residential Trust 2019-1 0.42 1.44 0.0965 0.0021
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US571903BD44 / Marriott International Inc/MD 0.42 0.0961 0.0961
US3138ERN637 / Fannie Mae Pool 0.42 -3.46 0.0959 -0.0025
US46652KBM09 / JP Morgan Mortgage Trust 2020-INV2 0.42 0.0954 0.0954
US63939XAD30 / Navient Private Education Loan Trust 2017-A 0.42 0.97 0.0953 0.0015
US03789XAD03 / Applebee's Funding LLC / IHOP Funding LLC 0.42 6.14 0.0948 0.0060
US89171UAE91 / Towd Point Mortgage Trust 2015-4 0.41 1.72 0.0944 0.0022
US46591LAC54 / JP Morgan Mortgage Trust 2019-INV3 0.41 -9.05 0.0943 -0.0084
US075887CJ64 / Becton Dickinson and Co 0.41 2.49 0.0942 0.0031
US00774MAL90 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.41 14.89 0.0936 0.0127
US3140QEAQ58 / Fannie Mae Pool 0.41 0.0934 0.0934
US48305QAA13 / Kaiser Foundation Hospitals 0.41 0.25 0.0932 0.0008
US302985AC05 / FWD Securitization Trust 2020-INV1 0.41 -3.33 0.0930 -0.0026
US3140QCKG01 / Fannie Mae Pool 0.41 0.0929 0.0929
US3140X6GH80 / Fannie Mae Pool 0.41 -7.94 0.0928 -0.0072
US35565CAH97 / Freddie Mac Stacr Remic Trust 2019-Hqa4 0.41 -4.25 0.0928 -0.0034
US05533UAD00 / BBVA Bancomer SA/Texas 0.41 1.50 0.0927 0.0022
US828807DJ39 / Simon Property Group LP 0.40 0.0922 0.0922
US3133KHDK95 / Freddie Mac Pool 0.40 -6.28 0.0922 -0.0053
US30315DAS71 / FREMF Mortgage Trust, Series 2019-K103, Class B 0.40 13.20 0.0921 0.0113
US20754CAB54 / CORP CMO 0.40 7.18 0.0921 0.0066
US40538FAS20 / Halcyon Loan Advisors Funding 2014-3 Ltd 0.40 0.76 0.0916 0.0015
US3138ERN710 / Fannie Mae Pool 0.40 -3.38 0.0915 -0.0024
US3133KHKY17 / Freddie Mac Pool 0.40 -7.19 0.0915 -0.0064
XS1865186677 / Volkswagen Leasing GmbH 0.40 10.53 0.0913 0.0094
US3140QCNB86 / FNMA 15YR 3% 12/01/2034#CA4885 0.40 -4.12 0.0906 -0.0031
US31335APZ56 / Federal Home Loan Mortgage Corp. 0.40 -8.14 0.0904 -0.0071
US05526DAZ87 / BAT Capital Corp 0.39 2.34 0.0898 0.0027
US03065HAF55 / AmeriCredit Automobile Receivables Trust 2017-3 0.39 0.26 0.0895 0.0009
US45866FAN42 / INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032 0.39 0.0890 0.0890
XS1944390597 / Volkswagen Bank GmbH 0.39 11.21 0.0885 0.0094
US17325HBR49 / Citigroup Commercial Mortgage Trust 2017-P7 0.38 7.26 0.0879 0.0066
55953PAJ / Magnetite XVI Ltd 0.38 1.86 0.0877 0.0022
US29279FAA75 / Energy Transfer Operating LP 0.38 113.41 0.0873 0.0467
US31418CYM09 / FNMA POOL MA3415 FN 07/48 FIXED 4 0.38 -21.65 0.0870 -0.0231
US828807DK02 / Simon Property Group LP 0.38 0.0868 0.0868
US59980VAA98 / MILL CITY MORTGAGE LOAN TRUST 2018-1 MCMLT 2018-1 A1 0.38 -5.28 0.0862 -0.0040
US29278GAA67 / Enel Finance International NV 0.38 4.43 0.0862 0.0042
US3138ERHS29 / Fannie Mae Pool 0.38 -6.00 0.0861 -0.0046
US89175MAA18 / Towd Point Mortgage Trust 2018-3 0.38 -1.83 0.0858 -0.0009
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US92277GAD97 / Ventas Realty LP 0.37 6.86 0.0854 0.0059
US828807CV75 / Simon Property Gr Bond 0.37 63.60 0.0853 0.0335
US43789EAC03 / Homeward Opportunities Fund I Trust 2019-1 0.37 -1.07 0.0847 -0.0002
US03463WAA18 / Angel Oak Mortgage Trust I LLC 2019-2 0.37 -11.69 0.0846 -0.0106
US126650DJ69 / CVS Health Corp 0.37 3.36 0.0845 0.0033
US59166DAA54 / Metlife Securitization Trust, Series 2018-1A, Class A 0.37 -2.89 0.0844 -0.0017
US95000U2N22 / Wells Fargo & Co 0.37 3.40 0.0835 0.0034
US052113AB36 / Ausgrid Finance Pty Ltd 0.37 2.24 0.0834 0.0023
US126650DM98 / CVS Health Corp 0.36 0.0826 0.0826
US3140JACE61 / Fannie Mae Pool 0.36 -6.98 0.0823 -0.0056
US056732AJ97 / Bahamas Government International Bond 0.36 5.59 0.0821 0.0051
US3138LTJD15 / Fannie Mae Pool 0.36 -7.95 0.0821 -0.0064
US31418DPF32 / Fannie Mae Pool 0.36 0.0818 0.0818
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US06761QAA67 / Barings BDC Static CLO Ltd 2019-1 0.35 -27.01 0.0810 -0.0291
US3140QA3Y42 / Fannie Mae Pool 0.35 -15.11 0.0809 -0.0138
US431282AQ55 / Highwoods Realty LP 0.35 6.97 0.0806 0.0058
US69370PAA93 / Pertamina Persero PT 0.35 8.31 0.0805 0.0066
US91412GTG00 / University of California Revenue 0.35 2.05 0.0797 0.0022
US3137G1BE68 / Freddie Mac Whole Loan Securities Trust 2016-SC02 0.35 -23.33 0.0789 -0.0232
US21987BAW81 / Corp Nacional del Cobre de Chile 0.34 2.69 0.0787 0.0026
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US19688CAA09 / COLT 2019-3 Mortgage Loan Trust 0.34 -18.38 0.0783 -0.0167
US780099CH81 / Natwest Group PLC 0.34 3.01 0.0781 0.0027
US61691KAG67 / Morgan Stanley Capital I Trust 2017-ASHF 0.34 11.11 0.0777 0.0083
US92537MAF77 / VERUS SECURITIZATION TRUST 2019-INV3 SER 2019-INV3 CL M1 V/R REGD 144A P/P 3.27900000 0.34 16.10 0.0774 0.0112
US36179TXY62 / Ginnie Mae II Pool 0.34 -11.75 0.0772 -0.0098
US81746JAU16 / Sequoia Mortgage Trust 2017-CH2 0.34 -12.69 0.0771 -0.0105
US337738AT51 / Fiserv, Inc. 0.34 2.76 0.0767 0.0026
US3138ERTD22 / Fannie Mae Pool 0.33 -2.91 0.0764 -0.0017
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US3132A4LW65 / Freddie Mac Pool 0.33 -7.00 0.0760 -0.0051
US95000LBE20 / Wells Fargo Commercial Mortgage Trust 2016-C33 0.33 3.44 0.0757 0.0031
US3140J9LQ21 / Fannie Mae Pool 0.33 -4.09 0.0751 -0.0026
US337932AH00 / FirstEnergy Corp 0.33 -2.09 0.0750 -0.0011
US36179TG742 / Ginnie Mae II Pool 0.33 -7.91 0.0745 -0.0059
US00287YAS81 / AbbVie Inc 0.32 2.53 0.0740 0.0023
US3138WGA613 / Fannie Mae Pool 0.32 -12.94 0.0739 -0.0104
US3132ACS357 / FREDDIE MAC POOL FR ZT0538 0.32 -9.52 0.0739 -0.0071
US36179TNU50 / Ginnie Mae II Pool 0.32 -12.47 0.0738 -0.0099
US3140JANB04 / Fannie Mae Pool 0.32 -17.27 0.0734 -0.0148
US31335BM600 / Freddie Mac Gold Pool 0.32 -12.12 0.0729 -0.0096
US35564LAH06 / CORP CMO 0.32 -18.67 0.0728 -0.0160
US3140J7SA40 / Fannie Mae Pool 0.32 -5.64 0.0728 -0.0037
US36179T4Q56 / Ginnie Mae II Pool 0.32 -15.01 0.0724 -0.0122
US08179CAQ42 / Benefit Street Partners CLO XI 0.32 3.26 0.0724 0.0028
US29717PAN78 / Essex Portfolio LP 0.31 4.70 0.0713 0.0038
US3140J6C479 / Fannie Mae Pool 0.31 -6.89 0.0712 -0.0047
US556227AA48 / Eleven Madison Trust 2015-11MD Mortgage Trust 0.31 2.64 0.0710 0.0022
US12592LBL53 / COMM 2014-CCRE20 Mortgage Trust 0.31 5.44 0.0710 0.0042
US3133KH3Q78 / FHLG 30YR 4.5% 05/50#RA2607 0.31 -7.74 0.0709 -0.0055
US36179UH706 / Ginnie Mae II Pool 0.31 -11.21 0.0708 -0.0082
US3138EKFG55 / Fannie Mae Pool 0.31 -4.63 0.0706 -0.0029
US22550L2C42 / Credit Suisse AG/New York NY 0.31 2.00 0.0700 0.0020
US92340LAC37 / VEREIT Operating Partnership LP 0.31 14.23 0.0697 0.0091
US45866FAP99 / INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040 0.30 0.0693 0.0693
US47770VAZ31 / JobsOhio Beverage System, Ohio, Statewide Liquor Profits Revenue Bonds, Senior Lien Taxable Series 2013B 0.30 3.06 0.0693 0.0026
US83189DAB64 / SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B A2A 144A 0.30 -4.13 0.0692 -0.0024
US36179M2Q20 / Ginnie Mae II Pool 0.30 -10.39 0.0690 -0.0074
US694308HY69 / Pacific Gas & Electric Co. 0.30 0.0688 0.0688
US90345WAD65 / Us Airways 4.625% 06/03/25 0.30 -6.56 0.0685 -0.0041
US31419BBT17 / Fannie Mae Pool 0.30 -9.12 0.0684 -0.0064
US3137G0UM90 / Freddie Mac Structured Agency Credit Risk Debt Notes 0.30 -16.94 0.0683 -0.0133
US36178NGA19 / Ginnie Mae I Pool 0.30 -15.34 0.0681 -0.0117
US3128MJZW31 / Freddie Mac Gold Pool 0.30 -8.33 0.0679 -0.0056
US3138ERTY68 / Fannie Mae Pool 0.30 -5.73 0.0677 -0.0036
US65473PAL94 / NISOURCE INC 1.7% 02/15/2031 0.30 0.0676 0.0676
US36183W6J67 / Ginnie Mae II Pool 0.29 -14.53 0.0673 -0.0107
US3137G1DC84 / Freddie Mac Structured Agency Credit Risk Debt Notes 0.29 -23.96 0.0667 -0.0204
US31418CNE02 / Fannie Mae Pool 0.29 -16.86 0.0665 -0.0129
US36179TLV51 / Ginnie Mae II Pool 0.29 -7.14 0.0654 -0.0045
US11120VAA17 / Brixmor Operating Partnership LP 0.29 5.93 0.0653 0.0039
US015271AL39 / Alexandria Real Estate Equities Inc 0.28 1.07 0.0648 0.0011
US3140EU6Z75 / Fannie Mae Pool 0.28 -4.73 0.0645 -0.0027
US75884RBA05 / Regency Centers LP 0.28 8.08 0.0643 0.0053
US125523BZ27 / Cigna Corp. 0.28 0.0640 0.0640
US36417JAS87 / Galton Funding Mortgage Trust 2017-1 0.28 -14.42 0.0638 -0.0101
US3622A3BS80 / Ginnie Mae II Pool 0.28 -7.62 0.0638 -0.0047
US3140F9WP68 / Fannie Mae Pool 0.28 -5.10 0.0638 -0.0029
US3133A2PJ35 / FR 03/50 FIXED 3 0.28 -3.12 0.0638 -0.0015
US29278NAN30 / Energy Transfer Operating LP 0.28 2.96 0.0635 0.0022
US09857LAR96 / Booking Holdings Inc 0.28 5.34 0.0631 0.0036
US3138WJVA37 / Fannie Mae Pool 0.27 -4.20 0.0626 -0.0024
US2350367A26 / DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE 0.27 0.0626 0.0626
US928668BA93 / Volkswagen Group of America Finance LLC 0.27 3.44 0.0621 0.0027
HTHROW / Heathrow Funding Ltd 0.27 0.74 0.0620 0.0008
US681919BA38 / Omnicom Group Inc / Omnicom Capital Inc 0.27 -55.22 0.0617 -0.0749
US43789AAC80 / Homeward Opportunities Fund I Trust 2018-1 0.27 -8.81 0.0615 -0.0055
US67113KAJ79 / OBX 2019-EXP2 Trust 0.27 -16.82 0.0610 -0.0118
US85572TAA34 / Starwood Mortgage Residential Trust 2019-IMC1 0.27 -12.79 0.0609 -0.0084
US87264ABH77 / T-Mobile USA Inc 0.27 0.0609 0.0609
US3138EGCB83 / Fannie Mae Pool Fn Al0065 Bond 0.27 -6.99 0.0608 -0.0041
US55400EAC30 / MVW LLC, Series 2020-1A, Class C 0.27 0.0606 0.0606
US19685TAC27 / COLT 2019-2 Mortgage Loan Trust 0.26 -11.11 0.0604 -0.0070
US3137G1BM84 / Freddie Mac Whole Loan Securities Trust 0.26 -4.71 0.0601 -0.0027
US36179VFS43 / Ginnie Mae II Pool 0.26 0.0599 0.0599
US3128MEE315 / Freddie Mac Gold Pool 0.26 -5.43 0.0598 -0.0028
US46117MAL81 / InTown Hotel Portfolio Trust 2018-STAY 0.26 8.30 0.0597 0.0049
US3140QCCH75 / Fannie Mae Pool 0.26 -11.26 0.0594 -0.0072
US29429CAC91 / Citigroup Commercial Mortgage Trust 2016-P3 0.26 2.78 0.0592 0.0018
US92343VBE39 / Verizon Communications 4.75% 11/1/41 0.26 1.57 0.0591 0.0015
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US92343VCZ58 / Verizon Communications Inc. 0.25 -0.39 0.0581 0.0001
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US29278NAG88 / Energy Transfer Operating LP 0.25 1.63 0.0571 0.0013
US12591UAJ25 / Comm 2014-UBS2 Mortgage Trust 0.25 3.73 0.0571 0.0025
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AOIP42 / Autoridad del Canal de Panama 0.25 9.82 0.0564 0.0054
US404280CF48 / HSBC Holdings PLC 0.25 3.80 0.0563 0.0026
US23636AAV35 / Danske Bank A/S 0.25 5.13 0.0562 0.0031
US65473PAK12 / NiSource Inc 0.25 0.0561 0.0561
US05377RCQ56 / Avis Budget Rental Car Funding AESOP LLC 0.25 3.38 0.0560 0.0022
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US92817SXW33 / Virginia Public School Authority 0.24 7.02 0.0559 0.0042
US778296AE32 / Ross Stores Inc 0.24 0.0556 0.0556
US31417CGY57 / Fannie Mae Pool 0.24 -7.63 0.0555 -0.0041
US629377CL46 / NRG Energy Inc 0.24 3.42 0.0553 0.0022
US05377RDN17 / Avis Budget Rental Car Funding AESOP LLC 0.24 41.42 0.0547 0.0163
US085209AF11 / Bermuda Government International Bond 0.24 7.66 0.0546 0.0043
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US893574AM57 / Transcontinental Gas Pipe Line Co. LLC 0.24 1.29 0.0538 0.0011
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US928668AT93 / VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625 0.23 6.39 0.0534 0.0036
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US418056AY31 / Hasbro Inc 0.23 3.13 0.0529 0.0020
XS2028104037 / Westlake Chemical Corp 0.23 16.67 0.0529 0.0079
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VIICN / Seven Generations Energy Ltd 0.23 16.67 0.0527 0.0079
US09857LAQ14 / Booking Holdings Inc 0.23 5.53 0.0524 0.0031
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US62947QAX60 / NXP BV / NXP Funding LLC 0.23 4.15 0.0518 0.0026
AVOL / Avolon Holdings Funding Ltd 0.23 14.21 0.0516 0.0068
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US20030NBS99 / Comcast Corp 0.22 0.90 0.0511 0.0010
AUSGF / Ausgrid Finance Pty Ltd 0.22 0.45 0.0505 0.0006
US804833EZ03 / SAVANNAH HOSPITAL AUTHORITY 0.22 0.46 0.0504 0.0008
US05377RDG65 / Avis Budget Rental Car Funding AESOP LLC 0.22 3.30 0.0501 0.0020
US3138WFK390 / Fannie Mae Pool 0.22 -13.49 0.0500 -0.0073
US3140Q8WZ49 / Fannie Mae Pool 0.22 -19.26 0.0498 -0.0116
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US23636AAP66 / Danske Bank A/S 0.22 2.87 0.0492 0.0018
US75884RAV50 / Regency Centers LP 0.22 5.91 0.0491 0.0029
US200447AD28 / Comision Federal de Electricidad 0.21 0.94 0.0491 0.0010
US126650CW89 / CVS Health Corp 0.21 -75.49 0.0488 -0.1482
US11120VAF04 / Brixmor Operating Partnership LP 0.21 5.97 0.0487 0.0030
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US761713BB19 / Reynolds American Inc 0.21 3.45 0.0480 0.0018
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US09857LAP31 / Booking Holdings Inc 0.21 3.98 0.0479 0.0021
PRGO / Perrigo Company plc 0.21 0.0479 0.0479
US125523CL22 / Cigna Corp 0.21 1.95 0.0477 0.0012
US917565LB71 / Utah (State of) Transit Authority, Series 2009 B, RB 0.21 3.48 0.0477 0.0020
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US92888CAF41 / Volvo Financial Equipment LLC Series 2018-1 0.21 2.48 0.0474 0.0015
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US92537BAB09 / Verus Securitization Trust, Series 2018-3, Class A2 0.20 -1.45 0.0467 -0.0003
US23636AAU51 / Danske Bank A/S 0.20 0.50 0.0466 0.0008
US49338LAB99 / Keysight Technologies Inc Note M/w Clbl Bond 0.20 2.01 0.0464 0.0012
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US06051GHT94 / Bank of America Corp. 0.20 3.06 0.0462 0.0016
US517834AE74 / Las Vegas Sands Corp 0.20 4.76 0.0454 0.0024
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US3140JAD969 / Fannie Mae Pool 0.20 -17.92 0.0451 -0.0095
US837151WM75 / South Carolina Public Service Authority 0.20 0.0449 0.0449
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US133434AB69 / Cameron LNG LLC 0.19 5.52 0.0436 0.0026
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US24381PAC77 / Deephave Residential Mortgage Trust 2019-2 0.19 -9.52 0.0435 -0.0042
US36179TXX89 / Ginnie Mae II Pool 0.19 -12.50 0.0432 -0.0057
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US30711X5R11 / CORP CMO 0.19 -21.19 0.0427 -0.0109
US36179TCZ66 / Ginnie Mae II Pool 0.19 -13.08 0.0427 -0.0060
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US92277GAU13 / Ventas Realty LP 0.18 8.64 0.0402 0.0034
US95001MAK62 / Wells Fargo Commercial Mortgage Trust 2017-C38 0.17 8.75 0.0399 0.0037
US89173CAA53 / Towd Point Mortgage Trust 2016-5 0.17 -7.94 0.0399 -0.0032
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US61691JAY01 / Morgan Stanley Capital I Trust 2017-H1 0.17 7.55 0.0392 0.0030
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US133434AA86 / Cameron LNG LLC 0.17 4.97 0.0387 0.0021
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US29278NAF06 / Energy Transfer Operating LP 0.17 2.48 0.0378 0.0012
US24381HAC51 / Deephaven Residential Mortgage Trust 2018-2 0.16 -11.35 0.0376 -0.0043
US49338LAE39 / KEYSIGHT TECHNOLOGIES SR UNSECURED 04/27 4.6 0.16 3.14 0.0376 0.0015
US29278NAP87 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/25 2.9 0.16 5.13 0.0375 0.0020
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US91324PDT66 / UnitedHealth Group Inc 0.15 0.00 0.0352 0.0001
US89173UAA51 / Towd Point Mortgage Trust 2017-4 0.15 -4.35 0.0352 -0.0014
US04649VAW00 / Asurion LLC 2018 Term Loan B7 0.15 0.66 0.0351 0.0006
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US91324PDP45 / UnitedHealth Group Inc 0.15 -1.29 0.0351 -0.0000
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US88283LHU35 / TEXAS ST TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE 0.15 2.05 0.0340 0.0008
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US3138A8YD25 / Fannie Mae Pool 0.14 -8.92 0.0327 -0.0030
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US3138EPH310 / Fannie Mae Pool 0.14 -6.67 0.0321 -0.0019
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US133434AD26 / Cameron LNG LLC 0.14 7.81 0.0316 0.0025
US778296AD58 / Ross Stores Inc 0.14 0.0316 0.0316
US78445JAA51 / SLM Student Loan Trust 2008-9 0.14 -2.82 0.0315 -0.0008
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US3138X3XX52 / Fannie Mae Pool 0.13 -11.26 0.0308 -0.0035
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US369604BQ57 / General Electric Co. 5% Perpetual Bond 0.13 1.54 0.0302 0.0007
US3140Q9NW91 / Fannie Mae Pool 0.13 -20.48 0.0301 -0.0076
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US015271AK55 / Alexandria Real Estate Equities Inc 0.13 5.00 0.0289 0.0015
US89176EAA82 / Towd Point Mortgage Trust 2018-1 0.13 -5.30 0.0287 -0.0013
US3140X7MW66 / FNMA 30YR 3.5% 07/50#FM3972 0.12 0.0284 0.0284
US3138EG3M43 / Fannie Mae Pool 0.12 -7.46 0.0283 -0.0022
VW / Volkswagen Bank GmbH 0.12 9.82 0.0283 0.0028
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US90932MAA36 / United Airlines 2019-2 Class A Pass Through Trust 0.12 17.48 0.0278 0.0044
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US89172YAA82 / Towd Point Mortgage Trust 2016-3 0.12 -11.76 0.0275 -0.0035
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US3138ERJM31 / Fannie Mae Pool 0.12 -5.60 0.0272 -0.0013
US3140Q9NZ23 / UMBS 0.12 -15.11 0.0271 -0.0045
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US14314RAG74 / CarMax Auto Owner Trust, Series 2017-4, Class D 0.12 1.74 0.0269 0.0007
US38380UPK33 / Government National Mortgage Association 0.12 -12.78 0.0267 -0.0036
US18978CAE30 / CNH Equipment Trust, Series 2017-C, Class B 0.12 0.87 0.0267 0.0005
US361841AN93 / GLP Capital LP / GLP Financing II Inc 0.12 11.54 0.0266 0.0029
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US893574AN31 / TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030 144A 0.11 1.79 0.0260 0.0006
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US096630AC28 / Boardwalk Pipeline Lp 3.375% 02/01/23 0.11 6.67 0.0256 0.0017
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US14916RAC88 / Catholic Health Initiatives 0.11 0.93 0.0251 0.0005
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US867224AD98 / Suncor Energy Inc 0.11 4.81 0.0250 0.0013
US36181KC811 / Ginnie Mae II Pool 0.11 -12.80 0.0250 -0.0035
US62954HAC25 / NXP BV / NXP Funding LLC / NXP USA Inc 0.11 5.88 0.0249 0.0017
US785592AW69 / SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030 144A 0.11 3.85 0.0248 0.0012
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US36179NF788 / Ginnie Mae II Pool 0.11 -10.17 0.0243 -0.0024
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US07331YAA82 / Bayview Opportunity Master Fund IVb Trust 2017-SPL4 0.10 -5.45 0.0238 -0.0012
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US3138A46Y62 / Fannie Mae Pool 0.10 -7.27 0.0235 -0.0015
US98162JAJ51 / Worldwide Plaza Trust 2017-WWP 0.10 4.08 0.0234 0.0010
US17323CAJ62 / Citigroup Commercial Mortgage Trust 2015-GC27 0.10 5.21 0.0232 0.0013
US89400PAG81 / Transurban Finance Co Pty Ltd 0.10 3.06 0.0232 0.0009
US3136B13K84 / Fannie Mae REMICS 0.10 -21.71 0.0231 -0.0062
US3138ELN416 / Fannie Mae Pool 0.10 -4.81 0.0227 -0.0011
US3140QCXQ46 / FNMA 30YR 4.5% 01/01/2050#CA5186 0.10 -12.50 0.0225 -0.0031
US36962G7K48 / General Electric Co 0.10 5.49 0.0221 0.0012
US78403DAR17 / SBA TOWER TRUST 0.10 0.0219 0.0219
US36202EFP97 / Ginnie Mae II Pool 0.10 -3.06 0.0218 -0.0005
US92536MAA99 / Verus Securitization Trust 2018-INV1 0.10 -5.00 0.0217 -0.0012
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US14149YBB39 / Cardinal Health Inc. 0.09 5.68 0.0214 0.0014
US36179TC295 / GINNIE MAE II POOL G2 MA4589 0.09 -10.58 0.0213 -0.0024
US89172EBJ29 / Towd Point Mortgage Trust 2016-1 0.09 -13.21 0.0212 -0.0028
US3138YR3Y28 / Fannie Mae Pool 0.09 -9.80 0.0212 -0.0020
US36202FP759 / Ginnie Mae II Pool 0.09 -8.91 0.0211 -0.0020
US31417DQW64 / Fannie Mae Pool 0.09 -5.21 0.0209 -0.0009
US36179SB711 / Ginnie Mae II Pool 0.09 600.00 0.0209 0.0178
US837151WK10 / South Carolina Public Service Authority 0.09 0.0207 0.0207
US3138EQLC48 / Fannie Mae Pool 0.09 -8.16 0.0207 -0.0017
US89171VAK35 / Towd Point Mortgage Trust 2015-5 0.09 -20.35 0.0206 -0.0051
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US36202FHX78 / Ginnie Mae II Pool 0.09 -11.00 0.0204 -0.0023
US337932AN77 / FirstEnergy Corp 0.09 0.0203 0.0203
US36194CTV53 / Ginnie Mae II Pool 0.09 -14.56 0.0202 -0.0033
US38380H5W88 / Government National Mortgage Association 0.09 -17.76 0.0202 -0.0042
US61765LAW00 / Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 0.09 4.76 0.0201 0.0010
US36179UZH84 / Ginnie Mae II Pool 0.09 -26.89 0.0200 -0.0070
US3140JLY731 / Fannie Mae Pool 0.09 -16.35 0.0200 -0.0037
US31417CNZ40 / Fannie Mae Pool 0.09 -10.31 0.0199 -0.0022
US35563PAD15 / Seasoned Credit Risk Transfer Trust Series 2016-1 0.09 -4.40 0.0199 -0.0007
US3140FGNN57 / Fannie Mae Pool 0.09 -4.49 0.0196 -0.0008
US026874DH71 / American International Group Inc 0.09 3.66 0.0196 0.0009
US31417YUH88 / Fannie Mae Pool 0.08 -9.78 0.0191 -0.0018
US90932JAA07 / United Airlines 2019-2 Class AA Pass Through Trust 0.08 3.80 0.0188 0.0008
US31418Q3R26 / Fannie Mae Pool 0.08 -3.57 0.0187 -0.0004
US89173FAA84 / Towd Point Mortgage Trust 2017-1 0.08 -7.95 0.0186 -0.0015
US167560PL98 / Chicago IL Metropolitan Water Reclamation District GO 0.08 5.19 0.0185 0.0009
US24380PAB04 / Deephaven Residential Mortgage Trust 2018-1 0.08 -15.79 0.0184 -0.0031
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US36194BZE81 / Ginnie Mae II Pool 0.08 -2.44 0.0184 -0.0004
US31416BL899 / Fannie Mae Pool 0.08 -2.44 0.0184 -0.0004
US45866FAM68 / Intercontinental Exchange Inc 0.08 0.0184 0.0184
US3622A2MV18 / Ginnie Mae I Pool 0.08 -11.11 0.0183 -0.0022
US42250PAB94 / Healthpeak Properties Inc 0.08 0.0182 0.0182
US36179TAN54 / GINNIE MAE II POOL G2 MA4513 0.08 -10.23 0.0182 -0.0019
US928172WG67 / Virginia Public Building Authority 0.08 3.95 0.0181 0.0008
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US3138ERT592 / Fannie Mae Pool 0.08 -8.24 0.0179 -0.0015
US249218BC14 / Denver City & County School District No 1 0.08 2.63 0.0178 0.0006
US31417DMV28 / Fannie Mae Pool 0.08 -6.10 0.0177 -0.0009
US3137FRZF14 / Freddie Mac REMICS 0.08 -7.23 0.0176 -0.0013
US29278NAR44 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5 0.08 -1.30 0.0175 0.0000
US3138EGFA73 / Fannie Mae Pool 0.08 -8.43 0.0175 -0.0014
US90385KAJ07 / BANK LOAN NOTE 0.08 0.0174 0.0174
US3138E2MC69 / Fannie Mae Pool 0.08 -8.54 0.0173 -0.0014
US629377CK62 / NRG Energy Inc 0.08 4.17 0.0172 0.0007
US36179MSY74 / Ginnie Mae II Pool 0.07 -7.59 0.0167 -0.0013
US36179MX478 / Ginnie Mae II Pool 0.07 -11.11 0.0166 -0.0018
US40414LAR06 / HCP, Inc. 0.07 10.77 0.0165 0.0015
US3138WF2Z84 / Fannie Mae Pool 0.07 -11.39 0.0162 -0.0019
US36184Y5N33 / Ginnie Mae II Pool 0.07 -7.89 0.0161 -0.0012
US3138WJGH54 / Fannie Mae Pool 0.07 -5.48 0.0159 -0.0007
US3138AJNH10 / Fannie Mae Pool 0.07 -8.11 0.0157 -0.0012
US36179QGG01 / Ginnie Mae II Pool 0.07 -17.07 0.0156 -0.0031
US3128M75T95 / Freddie Mac Gold Pool 0.07 -5.56 0.0155 -0.0009
US31402RJL42 / Fannie Mae Pool 0.07 -6.94 0.0155 -0.0008
US3138EMKX89 / Fannie Mae Pool 0.07 -5.63 0.0155 -0.0006
US40414LAQ23 / HCP Inc 0.07 10.00 0.0153 0.0015
US3140J9H878 / Federal National Mortgage Association 0.07 -10.81 0.0152 -0.0017
US89172PAJ84 / Towd Point Mortgage Trust 2016-2 0.07 -10.96 0.0150 -0.0017
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CAD/USD FORWARD / DFE (000000000) 0.05 0.0119 0.0119
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BLDAU / Boral Finance Pty Ltd 0.05 4.08 0.0117 0.0004
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USD/MXN FORWARD / DFE (000000000) 0.03 0.0057 0.0057
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ULTRA 10 YEAR US TREASURY NOTE / DIR (000000000) 0.01 0.0028 0.0028
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EUR/USD FORWARD / DFE (000000000) 0.01 0.0024 0.0024
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US31416B2F43 / Fannie Mae Pool 0.00 -33.33 0.0006 -0.0001
US31385W2S74 / Fannie Mae 0.00 0.00 0.0006 -0.0000
US31408F7B99 / Fannie Mae Pool 0.00 0.00 0.0006 0.0000
US31411CNZ04 / Fannie Mae Pool 0.00 0.00 0.0006 -0.0000
US31385JRN09 / Fannie Mae Pool 0.00 0.00 0.0005 -0.0000
US31410ELD84 / Fannie Mae Pool 0.00 0.00 0.0005 -0.0000
US31403DQN20 / Fannie Mae Pool 0.00 0.00 0.0005 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0005 0.0005
US312942UJ21 / Freddie Mac Gold Pool 0.00 0.00 0.0005 0.0000
US31411ETV91 / Fannie Mae Pool 0.00 0.00 0.0004 0.0000
US36209CK885 / Ginnie Mae I Pool 0.00 0.00 0.0004 -0.0000
US31409ADV89 / Fannie Mae Pool 0.00 0.00 0.0004 0.0000
US31406AUU41 / Fannie Mae Pool 0.00 0.00 0.0004 0.0000
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0004 0.0004
US06747W8495 / Barclays Bank plc into Metlife, Inc. 0.00 0.0004 0.0004
US3128JNNV35 / Freddie Mac Non Gold Pool 0.00 0.00 0.0004 -0.0000
US38379GXY87 / Government National Mortgage Association 0.00 -66.67 0.0004 -0.0004
US31296QQD50 / Freddie Mac Gold Pool 0.00 0.00 0.0004 -0.0000
US3128LXFP03 / Freddie Mac Gold Pool 0.00 0.00 0.0004 -0.0000
US31411ARB34 / Fannie Mae Pool 0.00 -50.00 0.0004 -0.0003
USD/EUR FORWARD / DFE (000000000) 0.00 0.0004 0.0004
USD/EUR FORWARD / DFE (000000000) 0.00 0.0004 0.0004
US3128QJPK66 / Freddie Mac Non Gold Pool 0.00 0.00 0.0003 -0.0000
US3128JM6Y85 / Freddie Mac Non Gold Pool 0.00 0.00 0.0003 -0.0000
US31408F7A17 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0001
US312942WL58 / Freddie Mac Gold Pool 0.00 0.00 0.0003 -0.0001
US31412WKE56 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0000
US31413MUF21 / Fannie Mae Pool 0.00 0.00 0.0003 -0.0000
US91086QBC15 / Mexico Government International Bond 0.00 0.00 0.0002 0.0000
US3138EG6X70 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US31390MFQ24 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US31408DVP67 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US31411DUV99 / FNMA 0.00 -100.00 0.0002 -0.0002
US3128MBHP55 / Freddie Mac Gold Pool 0.00 -100.00 0.0002 -0.0001
US31408BQC53 / Fannie Mae Pool 0.00 0.0002 -0.0000
US31410YWF77 / Fannie Mae Pool 0.00 0.0002 -0.0000
US31413DQ677 / Fannie Mae Pool 0.00 0.0002 -0.0000
US31287QN989 / Freddie Mac Gold Pool 0.00 0.0002 -0.0000
US3128QJQE97 / Freddie Mac Non Gold Pool 0.00 0.0002 -0.0000
US36202D2X87 / Ginnie Mae II Pool 0.00 0.0002 -0.0000
US31403DE708 / Fannie Mae Pool 0.00 0.0002 -0.0000
US3128K5XU10 / Freddie Mac Gold Pool 0.00 0.0002 -0.0000
US3128NGEY77 / Freddie Mac Non Gold Pool 0.00 0.0001 0.0000
US31385XBF33 / Fannie Mae Pool 0.00 0.0001 -0.0000
US36202DUK52 / Ginnie Mae II Pool 0.00 0.0001 -0.0000
US3128NC3S14 / Freddie Mac Non Gold Pool 0.00 0.0001 -0.0000
US36202DUU35 / Ginnie Mae II Pool 0.00 0.0001 -0.0000
US31383JVD98 / Fannie Mae Pool 0.00 0.0001 -0.0000
US36224BWE54 / Ginnie Mae I Pool 0.00 0.0001 -0.0000
US31410GFD07 / Fannie Mae Pool 0.00 0.0001 -0.0001
US38377UYH57 / Government National Mortgage Association 0.00 0.0001 -0.0000
US31283HRL14 / Federal Home Loan Mortgage Corp. 0.00 0.0001 -0.0000
US3128M8R300 / Freddie Mac Gold Pool 0.00 0.0001 -0.0000
US31408GJG38 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31407CB715 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31416BY777 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31410WWU88 / Fannie Mae Pool 0.00 0.0001 -0.0000
US31288ALH67 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31351B3K93 / Freddie Mac Strips 0.00 0.0000 -0.0000
US31335GE846 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31287UDJ88 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31411BHQ95 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31292HXN96 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31400L2U70 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31400B5W27 / Fannie Mae Pool 0.00 0.0000 0.0000
US3128PETK43 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31336SD882 / Freddie Mac Non Gold Pool 0.00 0.0000 -0.0000
US3136FAHB93 / Fannie Mae Interest STRIPS, IO 0.00 0.0000 -0.0000
US31410TB465 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31335GDR39 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31403DDK28 / UMBS, 15 Year 0.00 0.0000 -0.0000
US3128MC6H32 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31411K4P58 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31416CHP41 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31379UFA43 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36225AAL44 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31403DC561 / Fannie Mae 0.00 0.0000 -0.0000
US31410GZG18 / Fannie Mae Pool 0.00 0.0000 -0.0000
CDS DEVON ENERGY CORP / DCR (000000000) -0.00 -0.0002 -0.0002
CDS DEVON ENERGY CORP / DCR (000000000) -0.00 -0.0004 -0.0004
CDS DEVON ENERGY CORP / DCR (000000000) -0.00 -0.0004 -0.0004
US 10YR NOTE (CBT) / DIR (000000000) -0.00 -0.0008 -0.0008
US 5 YEAR TREASURY NOTE / DIR (000000000) -0.01 -0.0024 -0.0024
CDS BOEING CO / DCR (000000000) -0.03 -0.0058 -0.0058
EURO BUND / DIR (000000000) -0.03 -0.0065 -0.0065
US LONG BOND(CBT) / DIR (000000000) -0.06 -0.0141 -0.0141
EUR/USD FORWARD / DFE (000000000) -0.07 -0.0161 -0.0161
US ULTRA BOND CBT / DIR (000000000) -0.25 -0.0562 -0.0562