Mga Batayang Estadistika
| Nilai Portofolio | $ 221,533,050 |
| Posisi Saat Ini | 767 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
GOLDMAN SACHS VARIABLE INSURANCE TRUST - Goldman Sachs Core Fixed Income Fund Service telah mengungkapkan total kepemilikan 767 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 221,533,050 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama GOLDMAN SACHS VARIABLE INSURANCE TRUST - Goldman Sachs Core Fixed Income Fund Service adalah Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Ginnie Mae (US:US21H0526788) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , and United States Treasury Note/Bond (US:US912828Z948) . Posisi baru GOLDMAN SACHS VARIABLE INSURANCE TRUST - Goldman Sachs Core Fixed Income Fund Service meliputi: Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Ginnie Mae (US:US21H0526788) , Uniform Mortgage-Backed Security, TBA (US:US01F0606750) , United States Treasury Note/Bond (US:US912828Z948) , and Uniform Mortgage-Backed Security, TBA (US:US01F0226757) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 17.00 | 9.2159 | 7.1971 | ||
| 1.80 | 0.9762 | 4.0874 | ||
| 8.01 | 4.3414 | 3.6642 | ||
| 6.10 | 3.3059 | 1.9372 | ||
| 16.98 | 16.98 | 9.2077 | 1.8555 | |
| 2.40 | 1.3011 | 1.3011 | ||
| 2.16 | 1.1698 | 1.1698 | ||
| 1.81 | 0.9828 | 0.9828 | ||
| 2.95 | 1.5975 | 0.9329 | ||
| 1.57 | 0.8518 | 0.8518 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -5.74 | -3.1111 | -3.6151 | ||
| 1.01 | 0.5499 | -2.1920 | ||
| -0.96 | -0.5187 | -1.8163 | ||
| 2.44 | 1.3245 | -0.3335 | ||
| 1.70 | 0.9212 | -0.2262 | ||
| 0.37 | 0.1996 | -0.1563 | ||
| 0.01 | 0.0045 | -0.1522 | ||
| 0.35 | 0.1914 | -0.1491 | ||
| 0.38 | 0.2082 | -0.1306 | ||
| 0.01 | 0.0036 | -0.1235 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-26 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US01F0526727 / Uniform Mortgage-Backed Security, TBA | 17.00 | 474.87 | 9.2159 | 7.1971 | |||||
| GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund | 16.98 | 31.81 | 16.98 | 31.81 | 9.2077 | 1.8555 | |||
| US21H0526788 / Ginnie Mae | 8.01 | 707.16 | 4.3414 | 3.6642 | |||||
| US01F0606750 / Uniform Mortgage-Backed Security, TBA | 6.10 | 204.09 | 3.3059 | 1.9372 | |||||
| US912828Z948 / United States Treasury Note/Bond | 5.49 | 1.46 | 2.9781 | -0.1115 | |||||
| US01F0226757 / Uniform Mortgage-Backed Security, TBA | 4.98 | 52.33 | 2.6974 | 0.4680 | |||||
| US912828ZV59 / United States Treasury Note/Bond | 4.06 | 1.17 | 2.2027 | -0.0890 | |||||
| US91282CCJ80 / United States Treasury Note/Bond | 3.56 | 0.76 | 1.9290 | -0.0860 | |||||
| US21H0506723 / Ginnie Mae | 2.95 | 202.77 | 1.5975 | 0.9329 | |||||
| US91282CCH25 / United States Treasury Note/Bond | 2.84 | 1.21 | 1.5394 | -0.0615 | |||||
| US91282CCE93 / United States Treasury Note/Bond | 2.64 | 1.23 | 1.4313 | -0.0574 | |||||
| US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) | 2.44 | 0.58 | 1.3245 | -0.3335 | |||||
| US912810QN19 / United Sates Treasury Bond Bond | 2.40 | 1.3011 | 1.3011 | ||||||
| United States Treasury Note/Bond / DBT (US912810UB25) | 2.16 | 1.1698 | 1.1698 | ||||||
| US91282CCF68 / United States Treasury Note/Bond | 1.96 | 0.77 | 1.0628 | -0.0471 | |||||
| US21H0326882 / Ginnie Mae | 1.81 | 0.9828 | 0.9828 | ||||||
| EW / Edwards Lifesciences Corporation | 1.80 | -131.37 | 0.9762 | 4.0874 | |||||
| US912810QY73 / United States Treas Bds Bond | 1.76 | -2.12 | 0.9535 | -0.0713 | |||||
| US912833XT25 / United States Treasury Strip Coupon | 1.76 | 1.86 | 0.9527 | -0.0319 | |||||
| US21H0226710 / GNII II 2.5% 07/01/2050 #TBA | 1.70 | 1.07 | 0.9212 | -0.2262 | |||||
| US91282CCP41 / United States Treasury Note/Bond - When Issued | 1.66 | 0.85 | 0.8995 | -0.0395 | |||||
| US3140QS5D96 / Fannie Mae Pool | 1.57 | -5.82 | 0.8522 | -0.0998 | |||||
| United States Treasury Note/Bond / DBT (US91282CNJ61) | 1.57 | 0.8518 | 0.8518 | ||||||
| United States Treasury Note/Bond / DBT (US91282CNK35) | 1.57 | 0.8490 | 0.8490 | ||||||
| US3132DVLY91 / Freddie Mac Pool | 1.50 | -2.61 | 0.8108 | -0.0655 | |||||
| US31418DTQ50 / Fannie Mae Pool | 1.38 | -1.85 | 0.7489 | -0.0545 | |||||
| US31418DUG59 / Fannie Mae Pool | 1.38 | -1.92 | 0.7478 | -0.0550 | |||||
| US3132DWBP77 / UMBS | 1.36 | -2.16 | 0.7384 | -0.0556 | |||||
| US912810QT88 / United States Treas Bds Bond | 1.34 | -1.90 | 0.7288 | -0.0532 | |||||
| CIFC Funding 2019-IV Ltd / ABS-CBDO (US17182XAW11) | 1.30 | 0.7048 | 0.7048 | ||||||
| US3140QQUQ68 / Fannie Mae Pool | 1.25 | -3.47 | 0.6790 | -0.0615 | |||||
| Benefit Street Partners Clo 41 Ltd / ABS-CBDO (US08186GAA13) | 1.25 | 0.6777 | 0.6777 | ||||||
| US912810QX90 / United States Treas Bds Bond | 1.19 | -1.99 | 0.6427 | -0.0476 | |||||
| US912810TL26 / TREASURY BOND | 1.13 | -3.01 | 0.6110 | -0.0521 | |||||
| US912810TV08 / US TREASURY N/B 4.75% 11-15-53 | 1.12 | -3.03 | 0.6072 | -0.0518 | |||||
| US91282CHJ36 / United States Treasury Note/Bond | 1.12 | 0.90 | 0.6057 | -0.0263 | |||||
| US21H0606713 / Ginnie Mae | 1.01 | -74.76 | 0.5499 | -2.1920 | |||||
| AGL Clo 40 Ltd / ABS-CBDO (US00122JAA97) | 1.00 | 0.5421 | 0.5421 | ||||||
| US46625HRY89 / JPMorgan Chase & Co. | 0.96 | 0.52 | 0.5223 | -0.0247 | |||||
| US9128284N73 / United States Treasury Note/Bond | 0.95 | 0.85 | 0.5141 | -0.0227 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.93 | -3.92 | 0.5048 | -0.0482 | |||||
| EW / Edwards Lifesciences Corporation | 0.93 | 1.64 | 0.5040 | -0.1205 | |||||
| US9128337Q77 / U.S. Treasury STRIPS Bonds | 0.87 | 1.75 | 0.4732 | -0.0163 | |||||
| Carlyle US CLO 2025-3 Ltd / ABS-CBDO (US14320EAA10) | 0.85 | 0.4621 | 0.4621 | ||||||
| Voya CLO 2020-2 Ltd / ABS-CBDO (US92918HAT77) | 0.85 | 0.4615 | 0.4615 | ||||||
| H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) | 0.85 | 102.39 | 0.4597 | 0.2205 | |||||
| US748148SC86 / Province of Quebec Canada | 0.81 | 1.00 | 0.4381 | -0.0186 | |||||
| Greenacre Park CLO LLC / ABS-CBDO (US39355WAC29) | 0.80 | 0.4354 | 0.4354 | ||||||
| CBAMR 2017-4 Ltd / ABS-CBDO (US12516EAC57) | 0.80 | 0.4348 | 0.4348 | ||||||
| US3140QRXJ71 / UMBS | 0.79 | -2.34 | 0.4298 | -0.0332 | |||||
| US36179XHY58 / GINNIE MAE II POOL | 0.78 | -2.86 | 0.4243 | -0.0353 | |||||
| US500769KA14 / KFW GLOBAL USD 5.125% 09-29-25 | 0.78 | -0.13 | 0.4235 | -0.0233 | |||||
| US36179XFH44 / Government National Mortgage Association (GNMA) | 0.78 | -2.99 | 0.4229 | -0.0362 | |||||
| US91282CHF14 / United States Treasury Note/Bond | 0.76 | 0.93 | 0.4111 | -0.0179 | |||||
| US3622ABHF29 / GNMA | 0.75 | -2.23 | 0.4048 | -0.0307 | |||||
| US36179T4P73 / Ginnie Mae II Pool | 0.73 | -3.32 | 0.3956 | -0.0348 | |||||
| US3133B95V28 / Freddie Mac Pool | 0.72 | -0.41 | 0.3924 | -0.0220 | |||||
| US9128337R50 / U.S. Treasury STRIPS Bonds | 0.70 | 1.59 | 0.3803 | -0.0134 | |||||
| US12529QAC33 / CFIP CLO 2021-1 Ltd | 0.70 | 0.14 | 0.3800 | -0.0194 | |||||
| US3132DWA605 / Freddie Mac Pool | 0.70 | -1.96 | 0.3794 | -0.0277 | |||||
| JP Morgan Mortgage Trust Series 2024-VIS2 / ABS-MBS (US46658DAA72) | 0.69 | -2.83 | 0.3728 | -0.0311 | |||||
| US3132DMKF13 / Freddie Mac Pool | 0.69 | -2.83 | 0.3723 | -0.0307 | |||||
| US38382XAA37 / Government National Mortgage Association | 0.67 | -3.30 | 0.3649 | -0.0323 | |||||
| US3132DVLV52 / Freddie Mac Pool | 0.66 | -2.21 | 0.3604 | -0.0271 | |||||
| Mars Inc / DBT (US571676BA26) | 0.66 | 0.61 | 0.3565 | -0.0162 | |||||
| US3133KL2H98 / Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through | 0.66 | -2.24 | 0.3557 | -0.0277 | |||||
| US91282CET45 / U.S. Treasury Notes | 0.63 | 0.48 | 0.3398 | -0.0157 | |||||
| US36179WR347 / GNMA | 0.63 | -3.10 | 0.3394 | -0.0297 | |||||
| US91282CHU80 / United States Treasury Note/Bond | 0.62 | -0.16 | 0.3376 | -0.0180 | |||||
| US91282CCW91 / UNITED STATES TREASURY NOTE 0.75000000 | 0.62 | 0.82 | 0.3344 | -0.0147 | |||||
| US3133KMNS07 / UMBS | 0.61 | -2.56 | 0.3312 | -0.0262 | |||||
| US06742LAX10 / Barclays Dryrock Issuance Trust, Series 2023-1, Class A | 0.60 | 0.00 | 0.3260 | -0.0171 | |||||
| US40638LAA70 / Halseypoint CLO 7 LTD | 0.60 | 0.00 | 0.3253 | -0.0172 | |||||
| Halseypoint CLO 7 LTD / ABS-CBDO (US40638LAL36) | 0.60 | 0.3253 | 0.3253 | ||||||
| Trinitas CLO XXXI Ltd / ABS-CBDO (US895972AA54) | 0.58 | 0.35 | 0.3125 | -0.0156 | |||||
| US9128334S60 / United States Treasury Strip Coupon | 0.56 | 1.81 | 0.3051 | -0.0102 | |||||
| US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 | 0.56 | 0.3022 | 0.3022 | ||||||
| Elmwood CLO X Ltd / ABS-CBDO (US29002VAW81) | 0.55 | 0.2982 | 0.2982 | ||||||
| US3133ENSY76 / FEDERAL FARM CREDIT BANKS FUNDING CORP | 0.53 | 0.57 | 0.2895 | -0.0134 | |||||
| US438123AC59 / Honda Auto Receivables 2023-4 Owner Trust | 0.53 | -0.19 | 0.2877 | -0.0156 | |||||
| BBCMS Mortgage Trust 2025-5C34 / ABS-MBS (US07337BAC81) | 0.52 | 0.2817 | 0.2817 | ||||||
| US87264ACV52 / T-Mobile USA, Inc. | 0.51 | 0.80 | 0.2754 | -0.0120 | |||||
| US912810TS78 / United States Treasury Note/Bond | 0.50 | -2.15 | 0.2712 | -0.0205 | |||||
| US775109CG49 / Rogers Communications, Inc. | 0.50 | 0.81 | 0.2685 | -0.0120 | |||||
| BANK5 2024-5YR7 / ABS-MBS (US06211UBL89) | 0.49 | 0.82 | 0.2673 | -0.0118 | |||||
| US36179UXS67 / GNMA II, 30 Year, Class 360 | 0.48 | -3.20 | 0.2627 | -0.0226 | |||||
| US3133KPLW67 / Freddie Mac Pool | 0.48 | -3.04 | 0.2594 | -0.0221 | |||||
| R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) | 0.47 | 0.85 | 0.2574 | -0.0114 | |||||
| US891941AD82 / TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST SER 2023-B CL A3 REGD 4.71000000 | 0.47 | -15.61 | 0.2523 | -0.0621 | |||||
| Bacardi-Martini BV / DBT (US05634WAA09) | 0.46 | 0.66 | 0.2504 | -0.0112 | |||||
| Pikes Peak CLO 5 / ABS-CBDO (US72133PAL76) | 0.45 | 0.22 | 0.2445 | -0.0125 | |||||
| JP Morgan Mortgage Trust Series 2025-DSC1 / ABS-MBS (US46593TAA07) | 0.45 | 0.2442 | 0.2442 | ||||||
| M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) | 0.45 | 0.2428 | 0.2428 | ||||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.45 | 0.2418 | 0.2418 | ||||||
| US3130ATVX24 / Federal Home Loan Banks | 0.45 | 0.91 | 0.2417 | -0.0104 | |||||
| US3140QFFS35 / Fannie Mae Pool | 0.44 | -3.06 | 0.2404 | -0.0204 | |||||
| NBK / National Bank of Kuwait S.A.K.P. | 0.44 | 0.2392 | 0.2392 | ||||||
| US71427QAB41 / PERNOD RIC INTL FIN LLC COMPANY GUAR 144A 04/31 1.625 | 0.44 | 1.86 | 0.2376 | -0.0082 | |||||
| US3140QFFV63 / Fannie Mae Pool | 0.43 | -2.26 | 0.2352 | -0.0179 | |||||
| US05964HAV78 / BANCO SANTANDER SA 6.921000% 08/08/2033 | 0.43 | 2.12 | 0.2349 | -0.0072 | |||||
| Mars Inc / DBT (US571676AY11) | 0.43 | 0.70 | 0.2334 | -0.0106 | |||||
| US3133KGR837 / Freddie Mac Pool | 0.43 | -2.94 | 0.2330 | -0.0197 | |||||
| A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) | 0.43 | 1.66 | 0.2323 | -0.0083 | |||||
| CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) | 0.43 | 2.15 | 0.2319 | -0.0069 | |||||
| US3133ENUJ71 / Federal Farm Credit Banks Funding Corp | 0.43 | 0.95 | 0.2313 | -0.0099 | |||||
| Diameter Capital Clo 1 Ltd / ABS-CBDO (US25255DAL47) | 0.43 | 0.47 | 0.2310 | -0.0110 | |||||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0.43 | 1.19 | 0.2307 | -0.0095 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.43 | 1.43 | 0.2305 | -0.0088 | |||||
| BATBC / British American Tobacco Bangladesh Company Limited | 0.42 | 1.45 | 0.2285 | -0.0088 | |||||
| JP Morgan Mortgage Trust Series 2025-NQM2 / ABS-MBS (US46590SAC17) | 0.42 | 0.2277 | 0.2277 | ||||||
| Fidelity Grand Harbour Clo 2023-1 DAC / ABS-CBDO (XS2991307898) | 0.41 | 9.60 | 0.2229 | 0.0089 | |||||
| FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) | 0.41 | -2.84 | 0.2226 | -0.0187 | |||||
| US912810TM09 / United States Treasury Note/Bond | 0.41 | -2.15 | 0.2225 | -0.0170 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) | 0.41 | 1.24 | 0.2208 | -0.0089 | |||||
| Carlyle US CLO 2024-2 Ltd / ABS-CBDO (US14318VAC37) | 0.40 | 0.25 | 0.2178 | -0.0106 | |||||
| Polus US CLO II Ltd / ABS-CBDO (US73163VAC54) | 0.40 | 0.2176 | 0.2176 | ||||||
| Regatta 30 Funding Ltd / ABS-CBDO (US75903UAA16) | 0.40 | 0.50 | 0.2174 | -0.0103 | |||||
| US01400EAB92 / Alcon Finance Corp | 0.39 | 1.04 | 0.2108 | -0.0084 | |||||
| US06051GKJ75 / Bank of America Corp | 0.39 | 0.78 | 0.2108 | -0.0094 | |||||
| US87264ABD63 / CORP. NOTE | 0.39 | 0.52 | 0.2098 | -0.0100 | |||||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 0.38 | -35.24 | 0.2082 | -0.1306 | |||||
| US06051GKQ19 / Bank of America Corp | 0.38 | 1.86 | 0.2079 | -0.0070 | |||||
| Mars Inc / DBT (US571676AZ85) | 0.38 | 1.06 | 0.2060 | -0.0089 | |||||
| US06051GLG28 / Bank of America Corp | 0.38 | 0.80 | 0.2050 | -0.0094 | |||||
| US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 | 0.38 | 0.2045 | 0.2045 | ||||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) | 0.38 | -0.27 | 0.2035 | -0.0112 | |||||
| US91087BAH33 / Mexico Government International Bond | 0.37 | 1.94 | 0.1999 | -0.0064 | |||||
| US6174468L62 / Morgan Stanley | 0.37 | 1.66 | 0.1999 | -0.0071 | |||||
| BMO 2024-C9 Mortgage Trust / ABS-MBS (US05593MAD56) | 0.37 | -40.93 | 0.1996 | -0.1563 | |||||
| H / Hyatt Hotels Corporation | 0.37 | 1.96 | 0.1981 | -0.0065 | |||||
| US912810SC36 / United States Treas Bds Bond | 0.36 | -2.41 | 0.1974 | -0.0157 | |||||
| US91282CGS44 / United States Treasury Note/Bond | 0.36 | 0.84 | 0.1964 | -0.0086 | |||||
| BANK5 2025-5YR15 / ABS-MBS (US065924AG73) | 0.36 | 0.1952 | 0.1952 | ||||||
| US912810SL35 / United States Treasury Note/Bond | 0.36 | -2.98 | 0.1942 | -0.0165 | |||||
| Ford Credit Auto Owner Trust 2024-REV1 / ABS-O (US34533BAA89) | 0.36 | 0.85 | 0.1932 | -0.0084 | |||||
| VLTO / Veralto Corporation | 0.36 | 1.14 | 0.1929 | -0.0078 | |||||
| HCA Inc / DBT (US404119CT49) | 0.36 | 1.43 | 0.1928 | -0.0071 | |||||
| US912810SD19 / United States Treas Bds Bond | 0.35 | -2.75 | 0.1924 | -0.0155 | |||||
| IRV Trust 2025-200P / ABS-MBS (US45006HAA95) | 0.35 | -40.77 | 0.1914 | -0.1491 | |||||
| US912833XY10 / TREASURY STRIP (INT) | 0.35 | 1.74 | 0.1908 | -0.0062 | |||||
| US9128335A44 / United States Treasury Strip Coupon | 0.35 | 0.57 | 0.1906 | -0.0086 | |||||
| Exeter Automobile Receivables Trust / ABS-O (US30166XAC83) | 0.35 | 0.1906 | 0.1906 | ||||||
| CIFC Funding 2018-I Ltd / ABS-CBDO (US17181NAC83) | 0.35 | 0.29 | 0.1903 | -0.0090 | |||||
| KIND Commercial Mortgage Trust 2024-1 / ABS-MBS (US494925AA88) | 0.35 | 0.29 | 0.1900 | -0.0092 | |||||
| BX Trust 2024-BIO / ABS-MBS (US05612AAA43) | 0.35 | 0.00 | 0.1896 | -0.0098 | |||||
| US9128337N47 / U.S. Treasury STRIPS Bonds | 0.35 | 1.76 | 0.1886 | -0.0062 | |||||
| BCS / Barclays PLC - Depositary Receipt (Common Stock) | 0.35 | 1.76 | 0.1884 | -0.0065 | |||||
| US3140QFLM90 / Fannie Mae Pool | 0.35 | -2.25 | 0.1884 | -0.0145 | |||||
| Freddie Mac STACR REMIC Trust 2024-DNA2 / ABS-MBS (US35564NCX93) | 0.35 | -5.74 | 0.1871 | -0.0221 | |||||
| US55361AAR59 / MSWF Commercial Mortgage Trust 2023-2 | 0.34 | 0.29 | 0.1855 | -0.0093 | |||||
| Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) | 0.34 | 0.1829 | 0.1829 | ||||||
| US3132DMKH78 / Freddie Mac Pool | 0.34 | -2.62 | 0.1820 | -0.0145 | |||||
| US912810SK51 / United States Treasury Note/Bond | 0.33 | -2.67 | 0.1779 | -0.0146 | |||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust / DBT (US00774MBP95) | 0.33 | 1.55 | 0.1774 | -0.0066 | |||||
| US ULTRA BOND CBT / DIR (000000000) | 0.33 | 0.1766 | 0.1766 | ||||||
| Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAN39) | 0.33 | 0.00 | 0.1762 | -0.0093 | |||||
| US3132DPHR29 / Freddie Mac Pool | 0.32 | -4.14 | 0.1757 | -0.0174 | |||||
| US097023CV59 / BOEING CO 5.705% 05/01/2040 | 0.32 | 1.59 | 0.1738 | -0.0065 | |||||
| US36179VHS25 / Ginnie Mae II Pool | 0.31 | -2.79 | 0.1705 | -0.0143 | |||||
| BMO 2025-5C11 Mortgage Trust / ABS-MBS (US096941AC30) | 0.31 | 0.1695 | 0.1695 | ||||||
| US61747YFD22 / Morgan Stanley | 0.31 | 0.32 | 0.1686 | -0.0077 | |||||
| US225401BB38 / Credit Suisse Group AG | 0.31 | 0.98 | 0.1675 | -0.0067 | |||||
| US06051GKW86 / Bank of America Corp. | 0.31 | 0.33 | 0.1672 | -0.0082 | |||||
| US3137HB2X13 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.31 | 0.33 | 0.1667 | -0.0082 | |||||
| US9128334W72 / U.S. Treasury STRIPS Bonds | 0.31 | 1.67 | 0.1655 | -0.0062 | |||||
| US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051 | 0.30 | -2.88 | 0.1650 | -0.0141 | |||||
| BNP / BNP Paribas SA | 0.30 | 1.69 | 0.1635 | -0.0056 | |||||
| LEX 2024-BBG Mortgage Trust / ABS-MBS (US52885AAA60) | 0.30 | 1.35 | 0.1632 | -0.0063 | |||||
| US06742LBB80 / Barclays Dryrock Issuance Trust | 0.30 | 0.00 | 0.1629 | -0.0087 | |||||
| US12529QAG47 / CFIP CLO 2021-1 Ltd | 0.30 | 0.00 | 0.1628 | -0.0084 | |||||
| US14041NGB10 / COMET 2022-A3 A | 0.30 | 0.00 | 0.1628 | -0.0087 | |||||
| Jamestown CLO XV Ltd / ABS-CBDO (US47050EAN94) | 0.30 | 0.33 | 0.1627 | -0.0084 | |||||
| US254683CY96 / Discover Card Execution Note Trust, Series 2023-A1, Class A | 0.30 | 0.00 | 0.1625 | -0.0085 | |||||
| US126650DR85 / CVS Health Corp | 0.30 | 2.75 | 0.1623 | -0.0042 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAA66) | 0.30 | -36.86 | 0.1620 | -0.1075 | |||||
| SOLV / Solventum Corporation | 0.30 | 1.02 | 0.1619 | -0.0069 | |||||
| Goldentree Loan Management US Clo 6 Ltd / ABS-CBDO (US38137WAY12) | 0.30 | 0.00 | 0.1619 | -0.0084 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAS24) | 0.30 | -1.00 | 0.1618 | -0.0100 | |||||
| US571903BG74 / Marriott International Inc/MD | 0.30 | 2.43 | 0.1600 | -0.0049 | |||||
| Ares European CLO XXI DAC / ABS-CBDO (XS2988590761) | 0.29 | 8.89 | 0.1597 | 0.0055 | |||||
| Sound Point Euro CLO 14 Funding DAC / ABS-CBDO (XS2997433227) | 0.29 | 9.36 | 0.1588 | 0.0062 | |||||
| US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) | 0.29 | 1.04 | 0.1582 | -0.0065 | |||||
| Nissan Auto Lease Trust 2024-A / ABS-O (US65481CAB00) | 0.29 | -37.69 | 0.1580 | -0.1090 | |||||
| US3133ENTJ90 / Federal Farm Credit Banks Funding Corp | 0.29 | -0.34 | 0.1576 | -0.0089 | |||||
| US55261FAS39 / M&T Bank Corp | 0.29 | 0.70 | 0.1559 | -0.0069 | |||||
| US92538QAA85 / VERUS SECURITIZATION TRUST 2021-7 1.829% 10/25/2066 144A | 0.29 | -2.05 | 0.1553 | -0.0113 | |||||
| US29273VAQ32 / Energy Transfer LP | 0.29 | 1.42 | 0.1548 | -0.0058 | |||||
| FMCC / Federal Home Loan Mortgage Corporation | 0.28 | -8.68 | 0.1544 | -0.0233 | |||||
| C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) | 0.28 | 0.71 | 0.1536 | -0.0069 | |||||
| US111021AE12 / British Telecom Plc 2.0% 06/22/15 Bond | 0.28 | 0.71 | 0.1534 | -0.0068 | |||||
| A3KMYN / Air Lease Corporation - Preferred Stock | 0.28 | 1.81 | 0.1524 | -0.0052 | |||||
| US92540CAB37 / VERUS SECURITIZATION TRUST 2023-INV3 A2 7.33% 11/25/2068 144A | 0.28 | -5.46 | 0.1507 | -0.0166 | |||||
| US00206RJX17 / AT&T Inc | 0.28 | 0.73 | 0.1505 | -0.0066 | |||||
| Mountain View Clo XV Ltd / ABS-CBDO (US62432PAS11) | 0.28 | 0.36 | 0.1498 | -0.0076 | |||||
| US3140QMAF10 / Fannie Mae Pool | 0.28 | -2.48 | 0.1495 | -0.0117 | |||||
| US17305EGW93 / CITIBANK CREDIT CARD ISSUANCE TRUST SER 2023-A1 CL A1 REGD 5.23000000 | 0.28 | -0.36 | 0.1495 | -0.0081 | |||||
| US49456BAP67 / Kinder Morgan Inc/DE | 0.28 | 1.10 | 0.1492 | -0.0065 | |||||
| UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) | 0.27 | 0.1489 | 0.1489 | ||||||
| Cedar Funding IX CLO Ltd / ABS-CBDO (US15033EAN85) | 0.27 | 0.37 | 0.1469 | -0.0072 | |||||
| US68389XCJ28 / Oracle Corp | 0.27 | 1.50 | 0.1466 | -0.0053 | |||||
| CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) | 0.27 | 1.89 | 0.1464 | -0.0053 | |||||
| US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 | 0.27 | 1.52 | 0.1450 | -0.0054 | |||||
| ORCL / Oracle Corporation - Depositary Receipt (Common Stock) | 0.26 | 1.16 | 0.1424 | -0.0056 | |||||
| BANK 2025-BNK50 / ABS-MBS (US064908AH91) | 0.26 | 0.1419 | 0.1419 | ||||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBD92) | 0.26 | 1.16 | 0.1418 | -0.0060 | |||||
| UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) | 0.26 | 0.1415 | 0.1415 | ||||||
| COLT 2024-INV1 Mortgage Loan Trust / ABS-MBS (US12672RAA05) | 0.25 | -2.69 | 0.1375 | -0.0110 | |||||
| US19828TAB26 / Columbia Pipelines Operating Co LLC | 0.25 | 1.62 | 0.1366 | -0.0048 | |||||
| US68389XCE31 / Oracle Corp | 0.25 | 1.63 | 0.1359 | -0.0046 | |||||
| US22823RAJ86 / Crown City CLO I | 0.25 | 0.40 | 0.1356 | -0.0071 | |||||
| US902613BB36 / CORP. NOTE | 0.25 | 0.00 | 0.1355 | -0.0072 | |||||
| US30303M8G02 / Meta Platforms, Inc. | 0.25 | 0.41 | 0.1343 | -0.0063 | |||||
| US98389BAU44 / Xcel Energy Inc | 0.25 | 0.82 | 0.1336 | -0.0062 | |||||
| US031162DQ06 / Amgen Inc | 0.25 | 0.82 | 0.1336 | -0.0059 | |||||
| US9128285M81 / United States Treasury Note/Bond | 0.25 | 0.82 | 0.1330 | -0.0058 | |||||
| US031162DR88 / Amgen Inc | 0.24 | 0.83 | 0.1321 | -0.0056 | |||||
| US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.24 | 0.83 | 0.1321 | -0.0058 | |||||
| US22550L2G55 / CREDIT SUISSE NEW YORK | 0.24 | 0.84 | 0.1311 | -0.0056 | |||||
| US846031AN28 / SOUTHWICK PARK CLO LLC STHWK 2019-4A A1R | 0.24 | -0.83 | 0.1297 | -0.0083 | |||||
| US36179UGE64 / Ginnie Mae II Pool | 0.24 | -3.64 | 0.1294 | -0.0116 | |||||
| US20268JAM53 / CommonSpirit Health | 0.24 | -0.42 | 0.1292 | -0.0075 | |||||
| BLP Commercial Mortgage Trust 2024-IND2 / ABS-MBS (US05625AAA97) | 0.24 | 0.42 | 0.1288 | -0.0063 | |||||
| US3130AT4C83 / Federal Home Loan Banks | 0.24 | 0.85 | 0.1283 | -0.0055 | |||||
| US06541ABP49 / BANK 2021-BNK31 | 0.24 | 3.98 | 0.1279 | -0.0011 | |||||
| Houston Galleria Mall Trust 2025-HGLR / ABS-MBS (US44216XAA37) | 0.23 | 1.76 | 0.1252 | -0.0044 | |||||
| US46655AAA60 / JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 | 0.23 | -2.16 | 0.1234 | -0.0090 | |||||
| US49271VAF76 / Keurig Dr Pepper Inc | 0.23 | 0.44 | 0.1230 | -0.0056 | |||||
| US125523CM05 / Cigna Corp | 0.22 | 1.83 | 0.1205 | -0.0040 | |||||
| US64110LAT35 / Netflix Inc | 0.22 | 0.91 | 0.1200 | -0.0053 | |||||
| BBCMS Mortgage Trust 2024-5C25 / ABS-MBS (US05554VAE02) | 0.22 | 0.92 | 0.1189 | -0.0053 | |||||
| US3133ENXC91 / Federal Farm Credit Banks Funding Corp | 0.22 | 0.93 | 0.1184 | -0.0051 | |||||
| US67570QAK76 / OCP CLO 2019-16 Ltd | 0.22 | -2.25 | 0.1179 | -0.0092 | |||||
| US95000U3A91 / Wells Fargo & Co. | 0.22 | 0.47 | 0.1175 | -0.0055 | |||||
| US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 | 0.22 | 0.00 | 0.1175 | -0.0059 | |||||
| US05593FAD06 / BMO 2023-C7 Mortgage Trust | 0.22 | 0.00 | 0.1171 | -0.0059 | |||||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0.22 | 1.90 | 0.1169 | -0.0039 | |||||
| US3133KKH442 / Freddie Mac Pool | 0.21 | -4.46 | 0.1165 | -0.0118 | |||||
| US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.21 | 1.42 | 0.1162 | -0.0044 | |||||
| Ashtead Capital Inc / DBT (US045054AS24) | 0.21 | 1.90 | 0.1161 | -0.0040 | |||||
| US61747YEZ43 / Morgan Stanley | 0.21 | 0.00 | 0.1158 | -0.0061 | |||||
| BX Commercial Mortgage Trust 2024-XL4 / ABS-MBS (US05611VAA98) | 0.21 | -2.29 | 0.1156 | -0.0092 | |||||
| US832696AX63 / J M Smucker Co. | 0.21 | 0.95 | 0.1152 | -0.0050 | |||||
| XS1982113208 / Saudi Arabian Oil Co | 0.21 | 0.95 | 0.1151 | -0.0048 | |||||
| US3140Q9JB01 / FNCL UMBS 4.5 CA2057 07-01-48 | 0.21 | -2.76 | 0.1149 | -0.0092 | |||||
| Benchmark 2024-V8 Mortgage Trust / ABS-MBS (US08190AAC45) | 0.21 | 0.96 | 0.1144 | -0.0047 | |||||
| US06541DBH61 / BANK 2023-BNK46 | 0.21 | 0.96 | 0.1140 | -0.0052 | |||||
| BANK5 2024-5YR9 / ABS-MBS (US06644VBM19) | 0.21 | 1.46 | 0.1130 | -0.0042 | |||||
| XS2291692890 / Chile Government International Bond | 0.21 | 1.48 | 0.1119 | -0.0041 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.21 | 0.1117 | 0.1117 | ||||||
| Petronas Capital Ltd / DBT (US716743AW96) | 0.21 | 1.99 | 0.1113 | -0.0036 | |||||
| Petronas Capital Ltd / DBT (US716743AV14) | 0.20 | 1.50 | 0.1105 | -0.0040 | |||||
| N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) | 0.20 | 0.1103 | 0.1103 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.20 | 1.50 | 0.1102 | -0.0040 | |||||
| DP World Crescent Ltd / DBT (US260979AA70) | 0.20 | 0.1096 | 0.1096 | ||||||
| RPRX / Royalty Pharma plc | 0.20 | 2.56 | 0.1088 | -0.0028 | |||||
| US455780DR40 / Indonesia Government International Bond | 0.20 | 2.04 | 0.1087 | -0.0032 | |||||
| US14919GAG01 / Cathedral Lake VIII Ltd | 0.20 | 0.00 | 0.1086 | -0.0056 | |||||
| US456837AU72 / ING Groep NV | 0.20 | 1.01 | 0.1084 | -0.0047 | |||||
| US29478JAA88 / EQUS 2021-EQAZ Mortgage Trust | 0.20 | 0.51 | 0.1084 | -0.0051 | |||||
| US698299BW36 / Republic of Panama | 0.20 | 3.65 | 0.1081 | -0.0019 | |||||
| US92538WAC10 / Verus Securitization Trust 2022-1 | 0.20 | -1.01 | 0.1073 | -0.0067 | |||||
| US09659W2N34 / BNP Paribas SA | 0.20 | 1.03 | 0.1066 | -0.0046 | |||||
| BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAA36) | 0.19 | -2.51 | 0.1056 | -0.0085 | |||||
| US61747YEK73 / Morgan Stanley | 0.19 | 1.04 | 0.1053 | -0.0048 | |||||
| US06541QAZ81 / BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32 | 0.19 | 1.05 | 0.1048 | -0.0044 | |||||
| XS2026710553 / DP World Crescent Ltd | 0.19 | 0.00 | 0.1041 | -0.0055 | |||||
| US3137H9M891 / FEDERAL HOME LOAN MORTGAGE CORP | 0.19 | 0.53 | 0.1040 | -0.0046 | |||||
| US171232AE11 / Chubb Corporation 6.800% Debentures 11/15/31 | 0.19 | 0.1034 | 0.1034 | ||||||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0.19 | 0.53 | 0.1033 | -0.0046 | |||||
| US36179UKY72 / Ginnie Mae II Pool | 0.19 | -2.06 | 0.1032 | -0.0080 | |||||
| K1RC34 / The Kroger Co. - Depositary Receipt (Common Stock) | 0.19 | -10.43 | 0.1030 | -0.0175 | |||||
| US3138EPK942 / Fannie Mae Pool | 0.19 | -3.59 | 0.1020 | -0.0093 | |||||
| US832696AW80 / J M Smucker Co/The | 0.19 | 0.53 | 0.1020 | -0.0048 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) | 0.19 | -16.89 | 0.1019 | -0.0266 | |||||
| XS2262961076 / ZF Finance GmbH | 0.19 | -1.59 | 0.1013 | -0.0065 | |||||
| Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAB29) | 0.18 | -26.40 | 0.1000 | -0.0427 | |||||
| Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) | 0.18 | 2.79 | 0.0999 | -0.0026 | |||||
| US14448CAL81 / CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7 | 0.18 | 1.69 | 0.0986 | -0.0032 | |||||
| US92343VGJ70 / Verizon Communications Inc | 0.18 | 1.70 | 0.0973 | -0.0033 | |||||
| US097023CY98 / BOEING CO 5.15 5/30 | 0.18 | 1.13 | 0.0972 | -0.0039 | |||||
| C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) | 0.18 | 1.15 | 0.0958 | -0.0038 | |||||
| US68389XCN30 / Oracle Corp | 0.18 | 1.15 | 0.0958 | -0.0039 | |||||
| US458140CG35 / Intel Corp | 0.18 | 2.33 | 0.0957 | -0.0029 | |||||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | 0.17 | 0.0946 | 0.0946 | ||||||
| US90353TAK60 / Uber Technologies Inc | 0.17 | 1.75 | 0.0944 | -0.0037 | |||||
| US55354GAH39 / MSCI Inc | 0.17 | 1.75 | 0.0944 | -0.0037 | |||||
| US126408HJ52 / CSX Corp | 0.17 | 0.58 | 0.0940 | -0.0043 | |||||
| US949746SH57 / Wells Fargo & Co Bond | 0.17 | 0.58 | 0.0932 | -0.0044 | |||||
| US89115A2E11 / Toronto-Dominion Bank/The | 0.17 | 1.79 | 0.0931 | -0.0033 | |||||
| US36179U4E90 / G2 MA6221 | 0.17 | -2.89 | 0.0915 | -0.0074 | |||||
| US256677AE53 / Dollar General Corp | 0.17 | 0.60 | 0.0914 | -0.0043 | |||||
| US12481QAC96 / CBAM 2018-5 Ltd | 0.17 | -24.32 | 0.0913 | -0.0359 | |||||
| US008513AD57 / Agree LP | 0.17 | 1.82 | 0.0912 | -0.0032 | |||||
| US46188BAA08 / Invitation Homes Operating Partnership LP | 0.17 | 1.23 | 0.0898 | -0.0033 | |||||
| US87264ACA16 / T-MOBILE USA INC 2.05% 02/15/2028 | 0.17 | 1.23 | 0.0897 | -0.0036 | |||||
| US61747YEU55 / Morgan Stanley | 0.17 | 1.85 | 0.0896 | -0.0033 | |||||
| US172967NU15 / CITIGROUP INC REGD V/R 4.91000000 | 0.16 | 1.86 | 0.0892 | -0.0030 | |||||
| US36179VHV53 / G2 MA6544 | 0.16 | -2.98 | 0.0888 | -0.0073 | |||||
| Hyundai Capital America / DBT (US44891ADD63) | 0.16 | 1.88 | 0.0886 | -0.0032 | |||||
| Maryland Economic Development Corp / DBT (US574205JA97) | 0.16 | 1.24 | 0.0884 | -0.0036 | |||||
| US55903VBB80 / Warnermedia Holdings Inc | 0.16 | -13.83 | 0.0883 | -0.0192 | |||||
| FHN.PRF / First Horizon Corporation - Preferred Stock | 0.16 | 1.25 | 0.0880 | -0.0038 | |||||
| US3140QMHX52 / Fannie Mae Pool | 0.16 | -1.82 | 0.0879 | -0.0068 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.16 | 1.25 | 0.0878 | -0.0037 | |||||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0.16 | 0.0871 | 0.0871 | ||||||
| US06051GJB68 / Bank of America Corp | 0.16 | 1.91 | 0.0868 | -0.0029 | |||||
| US68389XCP87 / Oracle Corp | 0.16 | 1.95 | 0.0853 | -0.0028 | |||||
| BANK5 2024-5YR11 / ABS-MBS (US06644WBL19) | 0.16 | 0.65 | 0.0848 | -0.0039 | |||||
| BANK5 2024-5YR8 / ABS-MBS (US065923AY07) | 0.16 | 0.65 | 0.0847 | -0.0038 | |||||
| J.P. Morgan Mortgage Trust 2024-1 / ABS-MBS (US46657PAD50) | 0.15 | -16.76 | 0.0838 | -0.0218 | |||||
| US91087BAQ32 / Mexico Government International Bond | 0.15 | 1.32 | 0.0836 | -0.0032 | |||||
| US3137H9Y946 / FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS | 0.15 | -8.93 | 0.0832 | -0.0132 | |||||
| BMO 2024-5C6 Mortgage Trust / ABS-MBS (US05593QAC87) | 0.15 | 0.66 | 0.0830 | -0.0038 | |||||
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI / ABS-MBS (US46593JAA25) | 0.15 | 0.00 | 0.0829 | -0.0039 | |||||
| US68389XCM56 / Oracle Corp | 0.15 | 0.67 | 0.0818 | -0.0038 | |||||
| US91159HJM34 / US BANCORP REGD V/R 5.77500000 | 0.15 | 0.67 | 0.0816 | -0.0037 | |||||
| US00206RHJ41 / AT&T Inc | 0.15 | 1.35 | 0.0815 | -0.0033 | |||||
| Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAC10) | 0.15 | 0.00 | 0.0814 | -0.0044 | |||||
| US172967KA87 / Citigroup Inc | 0.15 | 0.67 | 0.0814 | -0.0038 | |||||
| BX Trust 2024-PAT / ABS-MBS (US05612FAA30) | 0.15 | 0.00 | 0.0813 | -0.0041 | |||||
| US126650CY46 / CVS Health Corp | 0.15 | 2.07 | 0.0806 | -0.0025 | |||||
| US023135BN51 / Amazon.com Inc | 0.15 | 0.00 | 0.0798 | -0.0044 | |||||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0.15 | -0.68 | 0.0794 | -0.0045 | |||||
| US14448CAP95 / CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 | 0.15 | 0.69 | 0.0791 | -0.0035 | |||||
| XS2300197030 / Galaxy Pipeline Assets Bidco Ltd | 0.14 | -2.04 | 0.0785 | -0.0054 | |||||
| SOLV / Solventum Corporation | 0.14 | 1.41 | 0.0781 | -0.0029 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.14 | -10.62 | 0.0777 | -0.0142 | |||||
| US47216QAB95 / JDE Peet's NV | 0.14 | 1.43 | 0.0774 | -0.0031 | |||||
| US06051GLE79 / Bank of America Corporation | 0.14 | 0.00 | 0.0761 | -0.0040 | |||||
| US06540BBD01 / BANK 2019-BNK21 | 0.14 | 1.46 | 0.0754 | -0.0029 | |||||
| US68389XCK90 / ORACLE CORPORATION | 0.14 | 0.73 | 0.0754 | -0.0032 | |||||
| US68902VAK35 / CORP. NOTE | 0.14 | 2.22 | 0.0750 | -0.0025 | |||||
| Bunge Ltd Finance Corp / DBT (US120568BE94) | 0.14 | 0.74 | 0.0745 | -0.0035 | |||||
| US11135FBP53 / SR UNSECURED 144A 11/35 3.137 | 0.14 | 1.49 | 0.0741 | -0.0026 | |||||
| US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth | 0.14 | 0.74 | 0.0738 | -0.0034 | |||||
| US03764QBC50 / Apidos CLO XV | 0.14 | -2.17 | 0.0737 | -0.0055 | |||||
| US3140Q9ME03 / Fannie Mae Pool | 0.14 | -2.88 | 0.0735 | -0.0060 | |||||
| US98978VAS25 / Zoetis Inc | 0.13 | 2.29 | 0.0731 | -0.0022 | |||||
| US06542BBH96 / BANK 2021-BNK32 | 0.13 | 1.52 | 0.0727 | -0.0028 | |||||
| Hyundai Auto Lease Securitization Trust 2024-A / ABS-O (US448988AB12) | 0.13 | -53.85 | 0.0719 | -0.0917 | |||||
| US378272BG28 / Glencore Funding LLC | 0.13 | 1.55 | 0.0715 | -0.0023 | |||||
| US03522AAH32 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 0.13 | 0.77 | 0.0714 | -0.0029 | |||||
| US969457CJ76 / Williams Cos., Inc. (The) | 0.13 | 0.78 | 0.0704 | -0.0027 | |||||
| US36179NLE66 / Ginnie Mae II Pool | 0.13 | -3.76 | 0.0699 | -0.0061 | |||||
| Blackstone Secured Lending Fund / DBT (US09261XAH52) | 0.13 | 0.00 | 0.0692 | -0.0033 | |||||
| US61747YEF88 / Morgan Stanley | 0.13 | 2.42 | 0.0691 | -0.0018 | |||||
| US3140XDRN88 / FNCL UMBS 2.5 FM9492 11-01-51 | 0.13 | -2.31 | 0.0690 | -0.0052 | |||||
| US571903BJ14 / Marriott International, Inc. | 0.13 | 0.79 | 0.0689 | -0.0034 | |||||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0.13 | 0.79 | 0.0689 | -0.0034 | |||||
| US88581EAH45 / 3650R 2021-PF1 Commercial Mortgage Trust | 0.13 | 0.00 | 0.0686 | -0.0036 | |||||
| US3140Q8QW81 / Fannie Mae Pool | 0.13 | -3.85 | 0.0683 | -0.0064 | |||||
| US13063BFR87 / CALIFORNIA ST | 0.13 | -0.79 | 0.0681 | -0.0039 | |||||
| US37045XAZ96 / General Motors Financial Co Inc | 0.12 | 0.00 | 0.0677 | -0.0035 | |||||
| US74340XBT72 / Prologis LP | 0.12 | 1.64 | 0.0674 | -0.0025 | |||||
| US3133ENJ924 / Federal Farm Credit Banks Funding Corp | 0.12 | 0.00 | 0.0672 | -0.0030 | |||||
| US04287KAB70 / ARSENAL AIC PARENT LLC | 0.12 | 1.65 | 0.0671 | -0.0023 | |||||
| Penske Truck Leasing Co Lp / PTL Finance Corp / DBT (US709599CA09) | 0.12 | 0.83 | 0.0666 | -0.0027 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.12 | 0.0664 | 0.0664 | ||||||
| US37045XDK90 / General Motors Financial Co Inc | 0.12 | 0.83 | 0.0658 | -0.0028 | |||||
| Republic of Poland Government International Bond / DBT (US731011AY80) | 0.12 | 1.69 | 0.0653 | -0.0026 | |||||
| US125523AJ93 / Cigna Corp. | 0.12 | 0.86 | 0.0636 | -0.0030 | |||||
| US29250NBR52 / Enbridge Inc | 0.12 | 1.77 | 0.0624 | -0.0026 | |||||
| CHH / Choice Hotels International, Inc. | 0.11 | 0.00 | 0.0623 | -0.0028 | |||||
| US3140JAEL86 / Fannie Mae Pool | 0.11 | -3.42 | 0.0617 | -0.0055 | |||||
| AGCO / AGCO Corporation | 0.11 | 0.00 | 0.0616 | -0.0031 | |||||
| A1GN34 / Allegion plc - Depositary Receipt (Common Stock) | 0.11 | 0.90 | 0.0612 | -0.0022 | |||||
| US907818FX12 / Union Pacific Corp | 0.11 | 0.90 | 0.0611 | -0.0022 | |||||
| US62954HBA59 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.11 | 1.85 | 0.0598 | -0.0020 | |||||
| US06654DAB38 / BANNER HEALTH | 0.11 | 1.85 | 0.0598 | -0.0022 | |||||
| US62954HAJ77 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.11 | 0.93 | 0.0589 | -0.0021 | |||||
| US92343VER15 / Verizon Communications Inc | 0.11 | 0.93 | 0.0588 | -0.0025 | |||||
| US37045XDE31 / General Motors Financial Co Inc | 0.11 | 2.86 | 0.0587 | -0.0017 | |||||
| US 5YR NOTE (CBT) / DIR (000000000) | 0.11 | 0.0585 | 0.0585 | ||||||
| US3140Q8G584 / Fannie Mae Pool | 0.11 | -0.93 | 0.0583 | -0.0036 | |||||
| US743263AG09 / Progress Energy Inc 7.000% Senior Notes 10/30/31 | 0.11 | 1.90 | 0.0582 | -0.0021 | |||||
| US29250NBF15 / Enbridge Inc | 0.10 | 1.96 | 0.0564 | -0.0019 | |||||
| ROCK Trust 2024-CNTR / ABS-MBS (US74970WAC47) | 0.10 | 0.99 | 0.0558 | -0.0022 | |||||
| US3137HB3D40 / Freddie Mac Multifamily Structured Pass Through Certificates | 0.10 | 0.99 | 0.0557 | -0.0025 | |||||
| Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAC23) | 0.10 | 0.99 | 0.0557 | -0.0020 | |||||
| XS2289587789 / Mexico Government International Bond | 0.10 | 12.22 | 0.0552 | 0.0034 | |||||
| Connecticut Avenue Securities Trust 2024-R01 / ABS-MBS (US20753UAB61) | 0.10 | 1.00 | 0.0548 | -0.0024 | |||||
| COKE / Coca-Cola Consolidated, Inc. | 0.10 | 0.00 | 0.0548 | -0.0025 | |||||
| US46647PBA30 / JPMorgan Chase & Co | 0.10 | 0.00 | 0.0541 | -0.0027 | |||||
| US855244AR02 / Starbucks Corp | 0.10 | 1.02 | 0.0538 | -0.0023 | |||||
| CA21037X1345 / CONSTELLATION SOFTWARE INC | 0.10 | 0.00 | 0.0536 | -0.0027 | |||||
| Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAU79) | 0.10 | -2.00 | 0.0534 | -0.0037 | |||||
| US912810SZ21 / United States Treasury Note/Bond | 0.10 | -2.97 | 0.0531 | -0.0046 | |||||
| US02765UEQ31 / American Municipal Power, Inc. (Meldahl Hydroelectric), Series 2010 E, RB | 0.10 | -1.02 | 0.0529 | -0.0033 | |||||
| US097023CW33 / BOEING CO 5.805 5/50 | 0.10 | 0.00 | 0.0520 | -0.0023 | |||||
| US06051GKA66 / Bank of America Corp | 0.10 | 2.15 | 0.0520 | -0.0017 | |||||
| US912810TU25 / United States Treasury Note/Bond | 0.10 | -2.06 | 0.0517 | -0.0039 | |||||
| Adventist Health System/West / DBT (US007944AK75) | 0.10 | 0.00 | 0.0516 | -0.0027 | |||||
| IRS EUR / DIR (000000000) | 0.10 | 0.0515 | 0.0515 | ||||||
| US05526DBR52 / BAT Capital Corp | 0.09 | 1.08 | 0.0513 | -0.0020 | |||||
| US75884RAZ64 / Regency Centers L.P. | 0.09 | 1.08 | 0.0513 | -0.0018 | |||||
| US15135BAR24 / Centene Corp | 0.09 | 1.08 | 0.0513 | -0.0022 | |||||
| US45687VAB27 / Ingersoll Rand Inc | 0.09 | 2.17 | 0.0511 | -0.0020 | |||||
| US05401AAS06 / Avolon Holdings Funding Ltd | 0.09 | 0.00 | 0.0509 | -0.0023 | |||||
| US00287YCA55 / ABBVIE INC 4.05% 11/21/2039 | 0.09 | 0.00 | 0.0508 | -0.0027 | |||||
| US45167RAH75 / IDEX Corp | 0.09 | 2.20 | 0.0508 | -0.0014 | |||||
| US65473QBE26 / NiSource Inc | 0.09 | 0.00 | 0.0507 | -0.0024 | |||||
| US075887CJ64 / Becton Dickinson and Co | 0.09 | 1.10 | 0.0502 | -0.0019 | |||||
| M1TT34 / Marriott International, Inc. - Depositary Receipt (Common Stock) | 0.09 | 1.10 | 0.0500 | -0.0021 | |||||
| US817826AD20 / 7-Eleven Inc | 0.09 | 2.22 | 0.0500 | -0.0019 | |||||
| US50077LAV80 / CORP. NOTE | 0.09 | 1.11 | 0.0499 | -0.0020 | |||||
| US91324PEE88 / UNITEDHEALTH GROUP INC 3.05% 05/15/2041 | 0.09 | 0.0498 | 0.0498 | ||||||
| US337932AL12 / FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | 0.09 | 1.11 | 0.0498 | -0.0016 | |||||
| US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A | 0.09 | 1.12 | 0.0491 | -0.0017 | |||||
| US22160NAA72 / CoStar Group Inc | 0.09 | 1.12 | 0.0490 | -0.0020 | |||||
| US039482AD67 / Archer-Daniels-Midland Co | 0.09 | 2.27 | 0.0489 | -0.0017 | |||||
| US24703TAD81 / CORP. NOTE | 0.09 | -1.11 | 0.0487 | -0.0027 | |||||
| US863667AY70 / Stryker Corp | 0.09 | 2.30 | 0.0484 | -0.0016 | |||||
| US36179UEB44 / Ginnie Mae II Pool | 0.09 | -3.30 | 0.0482 | -0.0038 | |||||
| US928563AL97 / VMware Inc | 0.09 | 2.38 | 0.0470 | -0.0014 | |||||
| US21036PBH01 / Constellation Brands, Inc. | 0.09 | 2.38 | 0.0470 | -0.0014 | |||||
| US06051GKC23 / Bank of America Corp. | 0.08 | 1.20 | 0.0460 | -0.0016 | |||||
| L1CA34 / Labcorp Holdings Inc. - Depositary Receipt (Common Stock) | 0.08 | 2.44 | 0.0457 | -0.0016 | |||||
| US874054AG47 / Take-Two Interactive Software, Inc. | 0.08 | 1.20 | 0.0456 | -0.0021 | |||||
| US760759AZ35 / REPUBLIC SERVICES INC 1.75% 02/15/2032 | 0.08 | 2.44 | 0.0456 | -0.0013 | |||||
| US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds | 0.08 | -1.18 | 0.0455 | -0.0031 | |||||
| US06051GHD43 / Bank of America Corp | 0.08 | 1.22 | 0.0450 | -0.0020 | |||||
| US05329WAM47 / AutoNation Inc | 0.08 | 0.00 | 0.0449 | -0.0023 | |||||
| GM Financial Consumer Automobile Receivables Trust 2024-1 / ABS-O (US36268GAB14) | 0.08 | -52.60 | 0.0446 | -0.0544 | |||||
| US36179UCC45 / Ginnie Mae II Pool | 0.08 | -2.41 | 0.0441 | -0.0036 | |||||
| US LONG BOND(CBT) / DIR (000000000) | 0.08 | 0.0438 | 0.0438 | ||||||
| US87264ABF12 / CORP. NOTE | 0.08 | 1.27 | 0.0437 | -0.0017 | |||||
| US30212PAR64 / Expedia Group Inc | 0.08 | 1.27 | 0.0435 | -0.0017 | |||||
| US90265EAU47 / UDR Inc | 0.08 | 1.28 | 0.0433 | -0.0013 | |||||
| US11135FBJ93 / Broadcom Inc | 0.08 | 1.28 | 0.0429 | -0.0018 | |||||
| CQP / Cheniere Energy Partners, L.P. - Limited Partnership | 0.08 | 1.30 | 0.0424 | -0.0015 | |||||
| US674599DE26 / Occidental Petroleum Corp | 0.08 | 0.00 | 0.0420 | -0.0022 | |||||
| Bank of America Corp / DBT (US06051GMM86) | 0.08 | 1.32 | 0.0418 | -0.0017 | |||||
| US404119CA57 / HCA Inc | 0.08 | 1.35 | 0.0410 | -0.0013 | |||||
| US09261HAC16 / Blackstone Private Credit Fund | 0.08 | 1.35 | 0.0409 | -0.0015 | |||||
| US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 | 0.08 | 0.00 | 0.0409 | -0.0021 | |||||
| US00914AAH59 / Air Lease Corp | 0.07 | 1.35 | 0.0407 | -0.0020 | |||||
| US78409VBG86 / S+P GLOBAL INC COMPANY GUAR 05/29 4.25 | 0.07 | 0.00 | 0.0407 | -0.0018 | |||||
| US370334CG79 / General Mills Inc | 0.07 | 0.00 | 0.0406 | -0.0018 | |||||
| US00914AAB89 / Air Lease Corp. | 0.07 | 0.00 | 0.0404 | -0.0019 | |||||
| US78081BAH69 / Royalty Pharma PLC | 0.07 | 1.37 | 0.0404 | -0.0018 | |||||
| US06051GGF00 / Bank of America Corp | 0.07 | 0.00 | 0.0403 | -0.0019 | |||||
| US00914AAJ16 / Air Lease Corp | 0.07 | 1.37 | 0.0402 | -0.0019 | |||||
| US98138HAG65 / Workday Inc | 0.07 | 1.37 | 0.0401 | -0.0018 | |||||
| Citizens Auto Receivables Trust 2024-1 / ABS-O (US17331QAB23) | 0.07 | -57.23 | 0.0401 | -0.0590 | |||||
| US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital | 0.07 | 0.00 | 0.0401 | -0.0021 | |||||
| US20030NDK46 / COMCAST CORP COMPANY GUAR 04/27 3.3 | 0.07 | 0.00 | 0.0401 | -0.0019 | |||||
| US06051GKY43 / Bank of America Corp. | 0.07 | 1.39 | 0.0400 | -0.0014 | |||||
| US70450YAD58 / PayPal Holdings, Inc. | 0.07 | 0.00 | 0.0399 | -0.0019 | |||||
| US03073EAP07 / AmerisourceBergen Corp | 0.07 | 0.00 | 0.0399 | -0.0018 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.07 | 0.00 | 0.0399 | -0.0019 | |||||
| US87264ABZ75 / T-Mobile USA Inc | 0.07 | 1.39 | 0.0399 | -0.0018 | |||||
| US94106LBE83 / Waste Management Inc | 0.07 | 1.39 | 0.0398 | -0.0018 | |||||
| US717081ET61 / Pfizer Inc | 0.07 | 1.39 | 0.0398 | -0.0016 | |||||
| US666807BN13 / Northrop Grumman Corp | 0.07 | 1.39 | 0.0397 | -0.0017 | |||||
| R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) | 0.07 | 1.43 | 0.0389 | -0.0014 | |||||
| US11135FBT75 / Broadcom, Inc. | 0.07 | 1.43 | 0.0386 | -0.0014 | |||||
| US465985AA77 / JP Morgan Mortgage Trust 2023-HE3 | 0.07 | -14.63 | 0.0383 | -0.0088 | |||||
| US87264ABW45 / T-Mobile USA Inc | 0.07 | 1.45 | 0.0382 | -0.0014 | |||||
| US3140XCXH63 / Fannie Mae Pool | 0.07 | -1.41 | 0.0381 | -0.0028 | |||||
| US46188BAB80 / INVITATION HOMES OPER PARTNERSHIP | 0.07 | 2.94 | 0.0381 | -0.0012 | |||||
| US17308CC539 / Citigroup Inc | 0.07 | 1.45 | 0.0380 | -0.0014 | |||||
| US715638CE05 / REPUBLIC OF PERU SR UNSECURED REGS 02/29 5.94 | 0.07 | 0.0380 | 0.0380 | ||||||
| US14448CAQ78 / Carrier Global Corp | 0.07 | 1.47 | 0.0378 | -0.0013 | |||||
| US548661ED58 / Lowe's Cos Inc | 0.07 | 1.47 | 0.0376 | -0.0013 | |||||
| US084664CU37 / Berkshire Hathaway Finance Corp | 0.07 | 1.52 | 0.0369 | -0.0014 | |||||
| US55336VBQ23 / MPLX LP | 0.07 | 1.52 | 0.0368 | -0.0013 | |||||
| US85917PAA57 / STERIS Irish FinCo UnLtd Co | 0.07 | 1.52 | 0.0365 | -0.0014 | |||||
| US74251VAS16 / Principal Financial Group Inc | 0.07 | 1.54 | 0.0362 | -0.0013 | |||||
| US03027XBC39 / AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 | 0.07 | 1.54 | 0.0361 | -0.0013 | |||||
| US46653PAC14 / JP MORGAN MORTGAGE TRUST 2021-6 SER 2021-6 CL A3 V/R REGD 144A P/P 2.50000000 | 0.07 | -1.49 | 0.0359 | -0.0026 | |||||
| Maryland Economic Development Corp / DBT (US574205JB70) | 0.07 | 1.54 | 0.0358 | -0.0015 | |||||
| US459506AQ49 / CORPORATE BONDS | 0.07 | -49.61 | 0.0355 | -0.0385 | |||||
| US65339KBW99 / NextEra Energy Capital Holdings Inc | 0.07 | 1.56 | 0.0355 | -0.0014 | |||||
| INTC / Intel Corporation - Depositary Receipt (Common Stock) | 0.06 | 1.59 | 0.0351 | -0.0013 | |||||
| US6174468U61 / MORGAN STANLEY 1.794%/VAR 02/13/2032 | 0.06 | 3.23 | 0.0348 | -0.0010 | |||||
| US341271AF11 / State Board of Administration Finance Corp. | 0.06 | 1.64 | 0.0340 | -0.0014 | |||||
| US05401AAB70 / Avolon Holdings Funding Ltd | 0.06 | 1.69 | 0.0328 | -0.0012 | |||||
| US842587CV72 / Southern Co/The | 0.06 | 0.00 | 0.0322 | -0.0015 | |||||
| US22822VAH42 / Crown Castle International Corp | 0.06 | 0.00 | 0.0320 | -0.0014 | |||||
| US78200JAA07 / Rush Obligated Group | 0.06 | 0.00 | 0.0319 | -0.0012 | |||||
| US00206RJZ64 / AT and T INC 3.5% 06/01/2041 | 0.06 | 1.75 | 0.0319 | -0.0011 | |||||
| US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES | 0.06 | 1.75 | 0.0316 | -0.0010 | |||||
| US341081FF99 / Florida Power & Light 4.125% 02/01/42 | 0.06 | 0.00 | 0.0313 | -0.0015 | |||||
| US444859BY76 / HUMANA INC | 0.06 | 1.79 | 0.0310 | -0.0011 | |||||
| US00206RHK14 / AT&T Inc | 0.06 | 0.00 | 0.0308 | -0.0013 | |||||
| US31417GAX43 / Fannie Mae Pool | 0.06 | -3.45 | 0.0307 | -0.0025 | |||||
| XS1892141620 / Romanian Government International Bond | 0.06 | 12.00 | 0.0306 | 0.0017 | |||||
| US3140L5BW58 / Fannie Mae Pool | 0.06 | 0.00 | 0.0304 | -0.0019 | |||||
| US87612GAA94 / Targa Resources Corp | 0.05 | 2.00 | 0.0279 | -0.0010 | |||||
| US89788MAN20 / Truist Financial Corp | 0.05 | 0.00 | 0.0275 | -0.0015 | |||||
| US02666TAB35 / American Homes 4 Rent LP | 0.05 | 0.00 | 0.0274 | -0.0012 | |||||
| US571748BG65 / Marsh & McLennan Cos Inc | 0.05 | 2.04 | 0.0272 | -0.0012 | |||||
| US94974BGL80 / Wells Fargo & Co | 0.05 | 2.04 | 0.0271 | -0.0013 | |||||
| US26078JAC45 / DuPont de Nemours Inc | 0.05 | 0.00 | 0.0271 | -0.0014 | |||||
| US913017DD80 / United Technologies Corp | 0.05 | 0.00 | 0.0271 | -0.0014 | |||||
| US21036PBB31 / Constellation Brands Inc | 0.05 | 0.00 | 0.0271 | -0.0014 | |||||
| US776743AF34 / Roper Technologies Inc | 0.05 | 0.00 | 0.0270 | -0.0011 | |||||
| US06051GHM42 / Bank of America Corp | 0.05 | 0.00 | 0.0270 | -0.0012 | |||||
| US913017CY37 / United Technologies Corp | 0.05 | 0.00 | 0.0270 | -0.0011 | |||||
| US256746AH16 / Dollar Tree Inc | 0.05 | 0.00 | 0.0269 | -0.0011 | |||||
| US30161NAX93 / EXELON CORP SR UNSECURED 04/30 4.05 | 0.05 | 2.08 | 0.0267 | -0.0010 | |||||
| US05369AAK79 / Aviation Capital Group LLC | 0.05 | 2.08 | 0.0267 | -0.0012 | |||||
| US55608JAR95 / Macquarie Group Ltd | 0.05 | 2.08 | 0.0267 | -0.0012 | |||||
| US74251VAM46 / Principal Financial Group Inc. | 0.05 | 2.08 | 0.0266 | -0.0012 | |||||
| US21036PAY43 / Constellation Brands, Inc. | 0.05 | 2.08 | 0.0266 | -0.0011 | |||||
| US08576PAH47 / Berry Global Inc | 0.05 | 2.08 | 0.0266 | -0.0012 | |||||
| US36179RQ364 / Ginnie Mae II Pool | 0.05 | -4.00 | 0.0265 | -0.0022 | |||||
| US00724PAC32 / Adobe Inc | 0.05 | 0.00 | 0.0264 | -0.0012 | |||||
| US084659AV35 / Berkshire Hathaway Energy Co | 0.05 | 2.13 | 0.0263 | -0.0011 | |||||
| US097023CA13 / Boeing Co. | 0.05 | 2.13 | 0.0261 | -0.0011 | |||||
| US6174468P76 / Morgan Stanley | 0.05 | 0.00 | 0.0260 | -0.0009 | |||||
| US824348BJ44 / Sherwin-Williams Co. (The) | 0.05 | 2.17 | 0.0256 | -0.0009 | |||||
| US858119BN92 / Steel Dynamics Inc | 0.05 | 2.17 | 0.0255 | -0.0010 | |||||
| US666807BU55 / Northrop Grumman Corp | 0.05 | -2.13 | 0.0255 | -0.0015 | |||||
| US29717PAU12 / Essex Portfolio LP | 0.05 | 0.00 | 0.0253 | -0.0009 | |||||
| US574599BS40 / Masco Corp | 0.05 | 2.22 | 0.0252 | -0.0010 | |||||
| US94106LBN82 / Waste Management Inc | 0.05 | 2.22 | 0.0251 | -0.0009 | |||||
| US31417FU634 / Fannie Mae Pool | 0.05 | -2.17 | 0.0247 | -0.0020 | |||||
| US00206RJY99 / AT and T INC 2.75% 06/01/2031 | 0.05 | 2.27 | 0.0246 | -0.0008 | |||||
| US025537AN10 / American Electric Power Co Inc | 0.05 | 2.27 | 0.0245 | -0.0008 | |||||
| US42824CAW91 / Hewlett Packard Enterprise Co | 0.04 | 0.00 | 0.0244 | -0.0013 | |||||
| US637417AH98 / National Retail Properties Inc. | 0.04 | 0.00 | 0.0243 | -0.0012 | |||||
| US22966RAC07 / CubeSmart LP | 0.04 | 0.00 | 0.0243 | -0.0012 | |||||
| US06051GJP54 / Bank of America Corp | 0.04 | 0.00 | 0.0243 | -0.0008 | |||||
| US172967KN09 / Citigroup Inc | 0.04 | -79.72 | 0.0242 | -0.0999 | |||||
| US337932AP26 / FirstEnergy Corp | 0.04 | 2.33 | 0.0241 | -0.0008 | |||||
| US29364GAJ22 / Entergy Corp | 0.04 | 2.33 | 0.0240 | -0.0011 | |||||
| US46647PAM86 / JPMorgan Chase & Co | 0.04 | 2.33 | 0.0239 | -0.0011 | |||||
| US06051GJF72 / Bank of America Corp. | 0.04 | 2.38 | 0.0238 | -0.0007 | |||||
| US98978VAL71 / Zoetis Inc | 0.04 | 0.00 | 0.0238 | -0.0010 | |||||
| FDX / FedEx Corporation - Depositary Receipt (Common Stock) | 0.04 | 0.00 | 0.0238 | -0.0009 | |||||
| US040555CW21 / Arizona Public Service Co | 0.04 | 0.00 | 0.0236 | -0.0011 | |||||
| US694308JG36 / Pacific Gas and Electric Co | 0.04 | 2.38 | 0.0235 | -0.0010 | |||||
| US892356AA40 / Tractor Supply Co | 0.04 | 2.38 | 0.0235 | -0.0007 | |||||
| IRS EUR / DIR (000000000) | 0.04 | 0.0233 | 0.0233 | ||||||
| US59523UAS69 / Mid-America Apartments LP | 0.04 | 0.00 | 0.0233 | -0.0007 | |||||
| IRS NOK / DIR (000000000) | 0.04 | 0.0232 | 0.0232 | ||||||
| IRS NOK / DIR (000000000) | 0.04 | 0.0232 | 0.0232 | ||||||
| US20754AAB98 / Fannie Mae Connecticut Avenue Securities | 0.04 | 0.00 | 0.0229 | -0.0011 | |||||
| LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) | 0.04 | 0.0224 | 0.0224 | ||||||
| US03523TBU16 / Anheuser-Busch InBev Worldwide Inc | 0.04 | 0.00 | 0.0220 | -0.0011 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.04 | 0.0219 | 0.0219 | ||||||
| US05606DAS71 / BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 | 0.04 | -17.02 | 0.0212 | -0.0060 | |||||
| US77586RAK68 / Romanian Government International Bond | 0.04 | 0.00 | 0.0209 | -0.0010 | |||||
| US20754DAB38 / CAS_22-R05 | 0.04 | 0.00 | 0.0200 | -0.0009 | |||||
| US44107TBA34 / Host Hotels & Resorts LP | 0.04 | 0.00 | 0.0200 | -0.0008 | |||||
| US86944BAG86 / Sutter Health | 0.04 | 2.86 | 0.0196 | -0.0007 | |||||
| IRS SEK / DIR (000000000) | 0.04 | 0.0193 | 0.0193 | ||||||
| US072863AH63 / Baylor Scott & White Holdings | 0.04 | 2.94 | 0.0191 | -0.0006 | |||||
| US36202D7K12 / Ginnie Mae II Pool | 0.04 | -2.78 | 0.0190 | -0.0018 | |||||
| US96949LAB18 / Williams Companies Inc | 0.03 | 0.00 | 0.0189 | -0.0010 | |||||
| US30212PAP09 / Expedia Group Inc | 0.03 | 0.00 | 0.0187 | -0.0008 | |||||
| US03938JAA79 / Arch Capital Group US Inc | 0.03 | 0.00 | 0.0182 | -0.0009 | |||||
| US344940AB77 / Ford Credit Auto Owner Trust 2023-C | 0.03 | -73.55 | 0.0179 | -0.0512 | |||||
| US3620C0X607 / Ginnie Mae I Pool | 0.03 | -3.03 | 0.0176 | -0.0016 | |||||
| US31417GL201 / Fannie Mae Pool | 0.03 | -3.12 | 0.0173 | -0.0011 | |||||
| US03523TBF49 / Anheuser Busch 8.20% 01/15/39 | 0.03 | 0.00 | 0.0173 | -0.0009 | |||||
| US68389XBV64 / ORACLE CORP SR UNSECURED 04/30 2.95 | 0.03 | 0.00 | 0.0172 | -0.0006 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.03 | 0.0171 | 0.0171 | ||||||
| US125523CL22 / Cigna Corp | 0.03 | 3.33 | 0.0168 | -0.0006 | |||||
| US55336VAM28 / MPLX LP | 0.03 | 0.00 | 0.0168 | -0.0007 | |||||
| US36179UH623 / Ginnie Mae II Pool | 0.03 | -3.23 | 0.0166 | -0.0014 | |||||
| IRS CAD / DIR (000000000) | 0.03 | 0.0162 | 0.0162 | ||||||
| IRS USD / DIR (000000000) | 0.03 | 0.0162 | 0.0162 | ||||||
| US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01 | 0.03 | -9.68 | 0.0156 | -0.0026 | |||||
| IRS EUR / DIR (000000000) | 0.03 | 0.0154 | 0.0154 | ||||||
| US12667GY983 / CORP CMO | 0.03 | 0.00 | 0.0154 | -0.0010 | |||||
| US31417GFQ47 / Fannie Mae Pool | 0.03 | 0.00 | 0.0153 | -0.0010 | |||||
| US007944AF80 / Adventist Health System/West | 0.03 | 0.00 | 0.0151 | -0.0007 | |||||
| US715638DR09 / Peruvian Government International Bond | 0.03 | 0.00 | 0.0146 | -0.0008 | |||||
| US02666TAC18 / American Homes 4 Rent, LP | 0.03 | 4.00 | 0.0142 | -0.0005 | |||||
| US36179UPB25 / Ginnie Mae II Pool | 0.03 | -3.85 | 0.0140 | -0.0011 | |||||
| US24703TAG13 / Dell International LLC / EMC Corp | 0.03 | 0.00 | 0.0139 | -0.0006 | |||||
| US29278NAG88 / Energy Transfer Operating LP | 0.03 | 0.00 | 0.0139 | -0.0006 | |||||
| US35137LAH87 / FOX CORP SR UNSECURED 01/29 4.709 | 0.03 | 4.17 | 0.0137 | -0.0005 | |||||
| US36179T7M16 / Ginnie Mae II Pool | 0.03 | 0.00 | 0.0136 | -0.0011 | |||||
| IRS GBP / DIR (000000000) | 0.03 | 0.0136 | 0.0136 | ||||||
| US87264AAV70 / T-MOBILE USA INC 4.75% 02/01/2028 | 0.03 | 0.00 | 0.0136 | -0.0007 | |||||
| US46647PBJ49 / JPMorgan Chase & Co | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US6174468G77 / Morgan Stanley | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US437076BW12 / Home Depot Inc/The | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US337738AR95 / Fiserv, Inc. | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US756109BG81 / Realty Income Corp | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US961214DF70 / Westpac Banking Corp. Ltd. Bond | 0.02 | 0.00 | 0.0135 | -0.0007 | |||||
| US12661PAA75 / CSL UK Holdings Ltd. | 0.02 | 0.00 | 0.0135 | -0.0006 | |||||
| US67080LAA35 / Nuveen LLC | 0.02 | 0.00 | 0.0134 | -0.0006 | |||||
| US61746BEF94 / Morgan Stanley | 0.02 | 0.00 | 0.0134 | -0.0007 | |||||
| US57636QAR56 / Mastercard Inc | 0.02 | 0.00 | 0.0134 | -0.0006 | |||||
| US824348AW63 / Sherwin-Williams Company (The) 3.45%, due 06/01/2027 | 0.02 | 0.00 | 0.0134 | -0.0006 | |||||
| US20030NBY67 / Comcase Corporati Bond | 0.02 | 0.00 | 0.0134 | -0.0006 | |||||
| US06051GGR48 / Bank Of America C Var 28 Bond | 0.02 | 0.00 | 0.0133 | -0.0006 | |||||
| US595620AT22 / MidAmerican Energy Co | 0.02 | 0.00 | 0.0133 | -0.0005 | |||||
| US548661DP97 / Lowe's Cos Inc | 0.02 | 0.00 | 0.0133 | -0.0006 | |||||
| US718546AZ72 / PHILLIPS 66 1.3% 02/15/2026 | 0.02 | 0.00 | 0.0133 | -0.0006 | |||||
| US084659AM36 / Berkshire Hathaway Energy Co | 0.02 | 0.00 | 0.0133 | -0.0006 | |||||
| US92936UAF66 / WP Carey Inc | 0.02 | 0.00 | 0.0132 | -0.0005 | |||||
| US68902VAJ61 / Otis Worldwide Corp | 0.02 | 4.35 | 0.0131 | -0.0005 | |||||
| US961214EF61 / Westpac Banking Corp | 0.02 | 4.35 | 0.0131 | -0.0005 | |||||
| US65473PAJ49 / NISOURCE INC | 0.02 | 4.35 | 0.0130 | -0.0005 | |||||
| US00206RFW79 / AT&T Inc. | 0.02 | 0.00 | 0.0130 | -0.0006 | |||||
| US72650RBN17 / Plains All American Pipeline LP / PAA Finance Corp | 0.02 | 0.00 | 0.0130 | -0.0005 | |||||
| US854502AH46 / Stanley Black & Decker Inc | 0.02 | 0.00 | 0.0129 | -0.0006 | |||||
| US026874DR53 / AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030 | 0.02 | 0.00 | 0.0129 | -0.0004 | |||||
| US25746UDG13 / DOMINION ENERGY INC | 0.02 | 0.00 | 0.0129 | -0.0004 | |||||
| US21036PBE79 / Constellation Brands, Inc. | 0.02 | 0.00 | 0.0129 | -0.0004 | |||||
| US44701QBE17 / Huntsman International LLC | 0.02 | 0.00 | 0.0129 | -0.0008 | |||||
| US571676AB18 / Mars Inc | 0.02 | 0.00 | 0.0129 | -0.0005 | |||||
| US46124HAC07 / Intuit Inc | 0.02 | 0.00 | 0.0128 | -0.0005 | |||||
| US694308JF52 / Pacific Gas and Electric Co | 0.02 | 0.00 | 0.0128 | -0.0005 | |||||
| US62954HAY45 / NXP BV / NXP Funding LLC / NXP USA Inc | 0.02 | 0.00 | 0.0128 | -0.0005 | |||||
| US70450YAE32 / PayPal Holdings, Inc. | 0.02 | 0.00 | 0.0128 | -0.0005 | |||||
| US970648AJ01 / Willis North America Inc | 0.02 | 0.00 | 0.0128 | -0.0004 | |||||
| US23291KAH86 / DHR 2.6 11/15/29 | 0.02 | 0.00 | 0.0127 | -0.0005 | |||||
| US05329WAR34 / AutoNation, Inc. | 0.02 | 4.55 | 0.0126 | -0.0004 | |||||
| US883556CK68 / Thermo Fisher Scientific Inc | 0.02 | 4.55 | 0.0126 | -0.0005 | |||||
| US928563AK15 / VMware Inc | 0.02 | 4.55 | 0.0125 | -0.0005 | |||||
| US015271AR09 / Alexandria Real Estate Equities, Inc. | 0.02 | 4.55 | 0.0125 | -0.0005 | |||||
| US677415CS83 / Ohio Power Co | 0.02 | 4.55 | 0.0125 | -0.0004 | |||||
| US00206RHA32 / AT&T Inc | 0.02 | 4.55 | 0.0125 | -0.0006 | |||||
| US46647PBL94 / JPMorgan Chase & Co | 0.02 | 0.00 | 0.0124 | -0.0004 | |||||
| US3138EP2E37 / Fannie Mae Pool | 0.02 | -4.35 | 0.0124 | -0.0009 | |||||
| US55336VAT70 / MPLX LP | 0.02 | 0.00 | 0.0123 | -0.0007 | |||||
| US666807BH45 / Northrop Grumman Corp. | 0.02 | 0.00 | 0.0122 | -0.0006 | |||||
| US13648TAA51 / Canadian Pacific Railway Co | 0.02 | 0.00 | 0.0122 | -0.0004 | |||||
| US27409LAC72 / East Ohio Gas Co/The | 0.02 | 4.76 | 0.0121 | -0.0004 | |||||
| US038222AN54 / APPLIED MATERIALS INC | 0.02 | 4.76 | 0.0120 | -0.0004 | |||||
| US92936UAG40 / WP Carey Inc | 0.02 | 0.00 | 0.0119 | -0.0004 | |||||
| XS2258398911 / Romanian Government International Bond | 0.02 | 10.53 | 0.0119 | 0.0008 | |||||
| US74340XBZ33 / Prologis LP | 0.02 | 0.00 | 0.0119 | -0.0003 | |||||
| US452151LF83 / ILLINOIS ST | 0.02 | -8.70 | 0.0119 | -0.0015 | |||||
| US958254AD64 / Western Midstream Operating LP | 0.02 | -4.55 | 0.0118 | -0.0009 | |||||
| US42225UAM62 / Healthcare Realty Holdings LP | 0.02 | 0.00 | 0.0114 | -0.0006 | |||||
| US20030NDH17 / Comcast Corp | 0.02 | 0.00 | 0.0112 | -0.0005 | |||||
| US00206RBK77 / AT&T Inc. Bond | 0.02 | 0.00 | 0.0112 | -0.0006 | |||||
| US90265EAT73 / UDR Inc | 0.02 | 0.00 | 0.0112 | -0.0004 | |||||
| US06406RBK23 / Bank of New York Mellon Corp. (The) | 0.02 | 5.26 | 0.0110 | -0.0005 | |||||
| US12189LBC46 / Burlington Northern Santa Fe LLC | 0.02 | 0.00 | 0.0109 | -0.0005 | |||||
| US55903VBC63 / Warnermedia Holdings Inc | 0.02 | -13.04 | 0.0109 | -0.0027 | |||||
| US913017CP20 / United Technologies Corp | 0.02 | 0.00 | 0.0108 | -0.0005 | |||||
| US61761JZN26 / Morgan Stanley | 0.02 | 0.00 | 0.0108 | -0.0005 | |||||
| US58013MFR07 / McDonald's Corp | 0.02 | -5.00 | 0.0108 | -0.0007 | |||||
| US49427RAN26 / Kilroy Realty LP | 0.02 | 0.00 | 0.0108 | -0.0005 | |||||
| US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A | 0.02 | -73.91 | 0.0102 | -0.0296 | |||||
| US49271VAK61 / Keurig Dr Pepper Inc | 0.02 | 0.00 | 0.0100 | -0.0006 | |||||
| US694308JH19 / Pacific Gas and Electric Co | 0.02 | -5.56 | 0.0097 | -0.0008 | |||||
| IRS EUR / DIR (000000000) | 0.02 | 0.0095 | 0.0095 | ||||||
| US22966RAJ59 / CUBESMART LP | 0.02 | 6.25 | 0.0093 | -0.0003 | |||||
| US379930AB67 / GM Financial Consumer Automobile Receivables Trust 2023-4 | 0.02 | -80.26 | 0.0086 | -0.0351 | |||||
| US548661DZ79 / Lowe's Cos Inc | 0.02 | 0.00 | 0.0085 | -0.0004 | |||||
| US46625HRX07 / JPMorgan Chase & Co | 0.01 | 0.00 | 0.0080 | -0.0004 | |||||
| US31417FY693 / Fannie Mae Pool | 0.01 | 0.00 | 0.0078 | -0.0007 | |||||
| US30212PBK03 / Expedia Group Inc | 0.01 | 7.69 | 0.0076 | -0.0004 | |||||
| US 2YR NOTE (CBT) / DIR (000000000) | 0.01 | 0.0073 | 0.0073 | ||||||
| US3138WMWQ09 / Fannie Mae Pool | 0.01 | 0.00 | 0.0072 | -0.0005 | |||||
| US30212PBH73 / Expedia Group Inc | 0.01 | 0.00 | 0.0069 | -0.0002 | |||||
| IRS EUR / DIR (000000000) | 0.01 | 0.0069 | 0.0069 | ||||||
| US20754DAA54 / CAS_22-R05 | 0.01 | -20.00 | 0.0067 | -0.0021 | |||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0.01 | 0.0065 | 0.0065 | ||||||
| IRS EUR / DIR (000000000) | 0.01 | 0.0063 | 0.0063 | ||||||
| US3136ABDT75 / Fannie Mae REMICS | 0.01 | 0.00 | 0.0061 | -0.0005 | |||||
| US3138WN5M72 / Fannie Mae Pool | 0.01 | -9.09 | 0.0059 | -0.0004 | |||||
| US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 | 0.01 | -9.09 | 0.0055 | -0.0011 | |||||
| 3MTH SONIA / DIR (000000000) | 0.01 | 0.0054 | 0.0054 | ||||||
| XS2027596704 / Romanian Government International Bond | 0.01 | 12.50 | 0.0053 | 0.0003 | |||||
| US3138MRK750 / Fannie Mae Pool | 0.01 | 0.00 | 0.0051 | -0.0004 | |||||
| IRS NZD / DIR (000000000) | 0.01 | 0.0049 | 0.0049 | ||||||
| XS1969593943 / Romanian Government International Bond | 0.01 | 0.00 | 0.0048 | -0.0003 | |||||
| US00206RMM15 / AT&T Inc | 0.01 | -97.08 | 0.0045 | -0.1522 | |||||
| US3138WRNS52 / Fannie Mae Pool | 0.01 | 0.00 | 0.0042 | -0.0003 | |||||
| CURRENCY CONTRACT - CHF / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| US3140HEAL62 / Fannie Mae Pool | 0.01 | 0.00 | 0.0041 | -0.0003 | |||||
| US3138WPGT52 / Fannie Mae Pool | 0.01 | 0.00 | 0.0040 | -0.0003 | |||||
| IRS SEK / DIR (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| IRS NZD / DIR (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| IRS JPY / DIR (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| Ford Credit Auto Lease Trust 2024-A / ABS-O (US345290AB62) | 0.01 | -97.30 | 0.0036 | -0.1235 | |||||
| DE000C4SA6R6 / EURO STOXX 50 Index | 0.01 | 0.0036 | 0.0036 | ||||||
| US3138MKQH28 / Fannie Mae Pool | 0.01 | -16.67 | 0.0032 | -0.0003 | |||||
| US3138WMKE07 / Fannie Mae Pool | 0.01 | 0.00 | 0.0030 | -0.0003 | |||||
| IRS USD / DIR (000000000) | 0.01 | 0.0030 | 0.0030 | ||||||
| IRS AUD / DIR (000000000) | 0.01 | 0.0029 | 0.0029 | ||||||
| IRS EUR / DIR (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| US3132AEAT38 / Freddie Mac Pool | 0.00 | 0.00 | 0.0026 | -0.0002 | |||||
| US3138MN5G14 / Fannie Mae Pool | 0.00 | 0.00 | 0.0025 | -0.0002 | |||||
| US949831AA92 / WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUS WFMBS 2019-3 A1 | 0.00 | 0.00 | 0.0024 | -0.0001 | |||||
| IRS CAD / DIR (000000000) | 0.00 | 0.0024 | 0.0024 | ||||||
| US3136A9EA25 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0023 | -0.0002 | |||||
| XS1450864779 / China Government Bond - JPMorgan Chase | 0.00 | 0.0023 | 0.0023 | ||||||
| US3132A5J715 / UMBS Pool | 0.00 | 0.00 | 0.0020 | -0.0002 | |||||
| IRS EUR / DIR (000000000) | 0.00 | 0.0019 | 0.0019 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.0018 | 0.0018 | ||||||
| CURRENCY CONTRACT - GBP / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | ||||||
| US06054YAB39 / Bank of America Auto Trust 2023-2 | 0.00 | -96.08 | 0.0016 | -0.0280 | |||||
| US31417MFB46 / Fannie Mae Pool | 0.00 | 0.00 | 0.0015 | -0.0001 | |||||
| US31371MY359 / FNMA 20YR 7.00% 8/26 #256430 | 0.00 | -33.33 | 0.0015 | -0.0004 | |||||
| US278865BJ87 / Ecolab Inc | 0.00 | 0.00 | 0.0013 | -0.0001 | |||||
| US31390YLS53 / UMBS | 0.00 | 0.00 | 0.0013 | -0.0001 | |||||
| US3140HEAU61 / Fannie Mae Pool | 0.00 | 0.00 | 0.0013 | -0.0001 | |||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.0011 | 0.0011 | ||||||
| I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.0010 | 0.0010 | ||||||
| CURRENCY CONTRACT - SEK / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| US097023CN34 / Boeing Co/The | 0.00 | 0.00 | 0.0010 | -0.0000 | |||||
| US31292G7H32 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0010 | -0.0001 | |||||
| IRS JPY / DIR (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| IRS JPY / DIR (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| US3128LXFW53 / Freddie Mac Gold Pool | 0.00 | 0.00 | 0.0008 | -0.0001 | |||||
| US36209ASH40 / GNMA | 0.00 | 0.00 | 0.0008 | -0.0001 | |||||
| US31385CWR05 / UMBS | 0.00 | 0.00 | 0.0006 | -0.0001 | |||||
| US31374T3B31 / Fannie Mae Pool | 0.00 | 0.00 | 0.0006 | -0.0001 | |||||
| US3128LXBH23 / Freddie Mac Gold Pool | 0.00 | -100.00 | 0.0005 | -0.0001 | |||||
| IRS EUR / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US3132GEV560 / Freddie Mac Gold Pool | 0.00 | 0.0004 | -0.0000 | ||||||
| US36208T4W71 / GNMA | 0.00 | 0.0004 | -0.0001 | ||||||
| US31296NV618 / Freddie Mac Gold Pool | 0.00 | 0.0004 | -0.0000 | ||||||
| US36209STH49 / GNMA 7.00% 7/28 #480352 | 0.00 | 0.0004 | -0.0001 | ||||||
| CURRENCY CONTRACT - EUR / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US36208VTU97 / GNMA | 0.00 | 0.0004 | -0.0001 | ||||||
| EURO-BUND / DIR (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US31384XWJ35 / UMBS | 0.00 | 0.0004 | -0.0000 | ||||||
| CURRENCY CONTRACT - CAD / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| US36209HJM88 / GNMA | 0.00 | 0.0002 | -0.0000 | ||||||
| US36207WS708 / GNMA | 0.00 | 0.0002 | -0.0000 | ||||||
| US3128M7EX06 / Freddie Mac Gold Pool | 0.00 | 0.0002 | -0.0000 | ||||||
| IRS CAD / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36206LZH58 / GNMA POOL 414844 GN 11/25 FIXED 7 | 0.00 | 0.0001 | -0.0001 | ||||||
| US36206NKY03 / GNMA | 0.00 | 0.0001 | -0.0000 | ||||||
| US36208VQV08 / GNMA | 0.00 | 0.0001 | -0.0000 | ||||||
| IRS CAD / DIR (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US36206VQC45 / GNMA | 0.00 | 0.0000 | -0.0000 | ||||||
| US36207J2F93 / GNMA | 0.00 | 0.0000 | -0.0000 | ||||||
| IRS JPY / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS GBP / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS GBP / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS GBP / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS CHF / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| IRS USD / DIR (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| CURRENCY CONTRACT - USD / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| IRS EUR / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| IRS EUR / DIR (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| IRS AUD / DIR (000000000) | -0.00 | -0.0017 | -0.0017 | ||||||
| IRS USD / DIR (000000000) | -0.00 | -0.0019 | -0.0019 | ||||||
| CURRENCY CONTRACT - USD / DFE (000000000) | -0.00 | -0.0021 | -0.0021 | ||||||
| XS1450864779 / China Government Bond - JPMorgan Chase | -0.00 | -0.0021 | -0.0021 | ||||||
| IRS EUR / DIR (000000000) | -0.00 | -0.0025 | -0.0025 | ||||||
| IRS EUR / DIR (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | -0.01 | -0.0035 | -0.0035 | ||||||
| CURRENCY CONTRACT - USD / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| DE000C4SA6R6 / EURO STOXX 50 Index | -0.01 | -0.0038 | -0.0038 | ||||||
| IRS GBP / DIR (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| CURRENCY CONTRACT - USD / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| CURRENCY CONTRACT - USD / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| IRS USD / DIR (000000000) | -0.01 | -0.0081 | -0.0081 | ||||||
| IRS EUR / DIR (000000000) | -0.02 | -0.0085 | -0.0085 | ||||||
| IRS EUR / DIR (000000000) | -0.02 | -0.0101 | -0.0101 | ||||||
| IRS EUR / DIR (000000000) | -0.02 | -0.0129 | -0.0129 | ||||||
| IRS JPY / DIR (000000000) | -0.05 | -0.0285 | -0.0285 | ||||||
| IRS USD / DIR (000000000) | -0.06 | -0.0318 | -0.0318 | ||||||
| IRS USD / DIR (000000000) | -0.06 | -0.0318 | -0.0318 | ||||||
| US 10YR ULTRA / DIR (000000000) | -0.06 | -0.0334 | -0.0334 | ||||||
| IRS USD / DIR (000000000) | -0.06 | -0.0337 | -0.0337 | ||||||
| IRS USD / DIR (000000000) | -0.07 | -0.0376 | -0.0376 | ||||||
| IRS JPY / DIR (000000000) | -0.07 | -0.0390 | -0.0390 | ||||||
| IRS AUD / DIR (000000000) | -0.10 | -0.0565 | -0.0565 | ||||||
| US21H0306744 / Ginnie Mae | -0.88 | 1.38 | -0.4792 | 0.1154 | |||||
| US21H0426799 / Ginnie Mae | -0.96 | -150.29 | -0.5187 | -1.8163 | |||||
| US01F0626717 / Uniform Mortgage-Backed Security, TBA | -5.16 | 1.43 | -2.7983 | 0.6746 | |||||
| EW / Edwards Lifesciences Corporation | -5.74 | -717.65 | -3.1111 | -3.6151 |
