| TCW Central Cash Fund
/ EC (US8723656711) |
|
|
|
63.96
|
-29.87 |
63.96
|
-29.87 |
11.5250 |
-0.7614 |
| U.S. Treasury Bonds
/ DBT (US912810UJ50) |
|
|
|
|
|
34.95
|
|
6.2987 |
6.2987 |
| U.S. Treasury Notes
/ DBT (US91282CMZ13) |
|
|
|
|
|
26.62
|
|
4.7966 |
4.7966 |
| U.S. Treasury Notes
/ DBT (US91282CNA52) |
|
|
|
|
|
18.84
|
|
3.3951 |
3.3951 |
| U.S. Treasury Notes
/ DBT (US91282CMM00) |
|
|
|
|
|
8.74
|
|
1.5754 |
1.5754 |
| U.S. Treasury Inflation-Indexed Notes
/ DBT (US91282CML27) |
|
|
|
|
|
8.74
|
2.95 |
1.5741 |
0.4310 |
| US01F0326581
/ Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
7.31
|
-46.32 |
1.3171 |
-0.1453 |
| US3140QNUP54
/ FNMA 30YR UMBS
|
|
|
|
|
|
6.92
|
0.41 |
1.2468 |
0.3184 |
| US21H0226553
/ Ginnie Mae
|
|
|
|
|
|
6.56
|
-53.22 |
1.1824 |
-0.3236 |
| US21H0506566
/ Ginnie Mae
|
|
|
|
|
|
6.50
|
-54.53 |
1.1709 |
-0.3635 |
| US3140KSVF15
/ Fannie Mae Pool
|
|
|
|
|
|
6.31
|
0.41 |
1.1365 |
0.2905 |
| US46654WAE12
/ J.P. Morgan Mortgage Trust 2022-1
|
|
|
|
|
|
6.25
|
-0.29 |
1.1256 |
0.2816 |
| GVMXX
/ State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls
|
|
|
|
5.95
|
19,018.22 |
5.95
|
19,100.00 |
1.0725 |
1.0669 |
| US3140NDSP38
/ FEDERAL NATIONAL MORTGAGE ASSOCIATION
|
|
|
|
|
|
5.89
|
-0.19 |
1.0615 |
0.2664 |
| US3140QMSB14
/ FN CB2313
|
|
|
|
|
|
5.60
|
0.65 |
1.0100 |
0.2598 |
| US3140XKV318
/ FANNIE MAE POOL FN FS4233
|
|
|
|
|
|
5.59
|
-1.12 |
1.0067 |
0.2456 |
| US01F0426571
/ Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
5.57
|
-71.93 |
1.0037 |
-1.1269 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
5.56
|
-18.17 |
1.0024 |
0.0866 |
| US46593AAC71
/ JP Morgan Mortgage Trust 2021-INV3
|
|
|
|
|
|
5.46
|
-1.48 |
0.9844 |
0.2374 |
| US31418DXK35
/ Fannie Mae Pool
|
|
|
|
|
|
5.27
|
0.40 |
0.9502 |
0.2425 |
| US3140QKKC13
/ FNCL UMBS 2.0 CB0290 04-01-51
|
|
|
|
|
|
5.21
|
0.37 |
0.9395 |
0.2396 |
| US31418EAN04
/ FN MA4512
|
|
|
|
|
|
5.14
|
-12.57 |
0.9260 |
0.1343 |
| US3140QKVC93
/ FANNIE MAE POOL FN CB0610
|
|
|
|
|
|
5.13
|
0.35 |
0.9247 |
0.2358 |
| US70069FLJ48
/ PARK PLACE SECURITIES INC PPSI 2005 WCW2 M3
|
|
|
|
|
|
4.75
|
0.11 |
0.8559 |
0.2168 |
| US3132XCR492
/ Freddie Mac Gold Pool
|
|
|
|
|
|
4.68
|
-0.53 |
0.8436 |
0.2096 |
| U.S. Treasury Notes
/ DBT (US91282CMY48) |
|
|
|
|
|
4.64
|
|
0.8367 |
0.8367 |
| US17309PAS56
/ Citigroup Mortgage Loan Trust 2006-AMC1
|
|
|
|
|
|
4.50
|
-3.95 |
0.8113 |
0.1798 |
| US36179XHY58
/ GINNIE MAE II POOL
|
|
|
|
|
|
4.49
|
-0.88 |
0.8097 |
0.1990 |
| US21H0406577
/ Ginnie Mae
|
|
|
|
|
|
4.37
|
|
0.7882 |
0.7882 |
| US01F0526560
/ FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
|
|
|
|
|
|
4.32
|
-71.42 |
0.7776 |
-0.8435 |
| J.P. Morgan Mortgage Trust 2021-INV5
/ ABS-MBS (US46653XAG51) |
|
|
|
|
|
4.31
|
-1.82 |
0.7759 |
0.1851 |
| US3140MMZB76
/ Fannie Mae Pool
|
|
|
|
|
|
4.27
|
-0.19 |
0.7697 |
0.1932 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
4.25
|
0.47 |
0.7649 |
0.1957 |
| US01F0506505
/ Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
4.23
|
-66.04 |
0.7630 |
-0.5758 |
| Clover CLO 2018-1 LLC
/ ABS-CBDO (US18914GAC50) |
|
|
|
|
|
4.20
|
-0.64 |
0.7561 |
0.1873 |
| US38141GYA65
/ Goldman Sachs Group Inc/The
|
|
|
|
|
|
4.15
|
1.00 |
0.7473 |
0.1941 |
| US21H0526523
/ Ginnie Mae
|
|
|
|
|
|
4.12
|
-10.12 |
0.7428 |
0.2503 |
| US3132DWCP68
/ FR SD8178
|
|
|
|
|
|
3.96
|
0.15 |
0.7140 |
0.1810 |
| US55821UAA25
/ Madison Park Funding XLVIII Ltd
|
|
|
|
|
|
3.93
|
-2.73 |
0.7074 |
0.1637 |
| U.S. Treasury Bonds
/ DBT (US912810UG12) |
|
|
|
|
|
3.89
|
|
0.7013 |
0.7013 |
| US31418EE555
/ UMBS, 30 Year
|
|
|
|
|
|
3.84
|
0.10 |
0.6918 |
0.1751 |
| US46653QAC96
/ J.P. MORGAN MORTGAGE TRUST 2021-14 JPMMT 2021-14 A3
|
|
|
|
|
|
3.54
|
-0.11 |
0.6388 |
0.1607 |
| US83084RAA32
/ SKYLINE CL A TR 2020 1 07/38 3.229
|
|
|
|
|
|
3.54
|
0.11 |
0.6376 |
0.1615 |
| US06051GJQ38
/ Bank of America Corp
|
|
|
|
|
|
3.54
|
0.88 |
0.6373 |
0.1651 |
| US31418EV807
/ FN MA5138
|
|
|
|
|
|
3.22
|
-51.38 |
0.5798 |
-0.3117 |
| US35729PNC04
/ Fremont Home Loan Trust 2005-E
|
|
|
|
|
|
3.19
|
-6.04 |
0.5746 |
0.1174 |
| US92922F5T14
/ WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust
|
|
|
|
|
|
3.17
|
-3.94 |
0.5719 |
0.1269 |
| US3140MNMN35
/ FANNIE MAE POOL FN BV8464
|
|
|
|
|
|
3.13
|
1.36 |
0.5639 |
0.1480 |
| US3132DMHG33
/ FHLMC 30YR UMBS SUPER
|
|
|
|
|
|
3.13
|
-1.01 |
0.5635 |
0.1379 |
| US31418DRP95
/ Fannie Mae Pool
|
|
|
|
|
|
3.06
|
0.59 |
0.5510 |
0.1415 |
| US07336JAH14
/ Bayview MSR Opportunity Master Fund Trust 2021-INV5
|
|
|
|
|
|
3.01
|
-0.17 |
0.5426 |
0.1363 |
| US05609JAA07
/ BXHPP Trust 2021-FILM
|
|
|
|
|
|
2.87
|
-1.78 |
0.5176 |
0.1237 |
| US36263KAF84
/ GS Mortgage-Backed Securities Trust, Series 2021-INV, Class A6
|
|
|
|
|
|
2.87
|
-0.10 |
0.5169 |
0.1301 |
| US36962GX743
/ General Electric Co
|
|
|
|
|
|
2.83
|
-1.70 |
0.5099 |
0.1221 |
| US12665WAC47
/ CSMC 2022-ATH2 CSMC 2022-ATH2 A1
|
|
|
|
|
|
2.83
|
-3.28 |
0.5098 |
0.1157 |
| US21H0426534
/ Ginnie Mae
|
|
|
|
|
|
2.70
|
-79.24 |
0.4871 |
-0.9112 |
| US12597NAS27
/ CSAIL 2020-C19 Commercial Mortgage Trust
|
|
|
|
|
|
2.70
|
2.70 |
0.4870 |
0.1325 |
| US00774MAW55
/ AerCap Ireland Capital DAC / AerCap Global Aviation Trust
|
|
|
|
|
|
2.63
|
1.39 |
0.4739 |
0.1244 |
| US3136BQFV63
/ FANNIE MAE FNR 2023 39 AI
|
|
|
|
|
|
2.60
|
-2.59 |
0.4680 |
0.1088 |
| LCM 37 Ltd
/ ABS-CBDO (US50204JAL17) |
|
|
|
|
|
2.59
|
-0.35 |
0.4674 |
0.1168 |
| US01F0206536
/ Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
2.56
|
-79.72 |
0.4611 |
-0.8932 |
| US01F0226591
/ FNMA 30YR TBA 2.5% 4/25/50 TO BE ANNOUNCED 2.50000000
|
|
|
|
|
|
2.56
|
-22.11 |
0.4608 |
0.1081 |
| US3132DWEK53
/ Freddie Mac Pool
|
|
|
|
|
|
2.41
|
-0.29 |
0.4335 |
0.1084 |
| US01F0306526
/ FNMA TBA 30YR 3.0% MAY 20 TO BE ANNOUNCED 3.00000000
|
|
|
|
|
|
2.36
|
-77.91 |
0.4259 |
-0.7228 |
| US95000U2V48
/ WELLS FARGO & COMPANY REGD V/R MTN 3.52600000
|
|
|
|
|
|
2.21
|
1.15 |
0.3978 |
0.1037 |
| US44421GAA13
/ Hudson Yards 2019-30HY Mortgage Trust
|
|
|
|
|
|
2.04
|
1.60 |
0.3673 |
0.0970 |
| US3140JQTM56
/ FNCL UMBS 3.0 BN7755 09-01-49
|
|
|
|
|
|
2.01
|
-0.59 |
0.3625 |
0.0898 |
| US30958PAA12
/ Farmers Exchange Capital II
|
|
|
|
|
|
1.99
|
1.38 |
0.3586 |
0.0941 |
| US55903VBD47
/ Warnermedia Holdings Inc
|
|
|
|
|
|
1.99
|
-6.46 |
0.3577 |
0.0718 |
| US01F0406516
/ Uniform Mortgage-Backed Security, TBA
|
|
|
|
|
|
1.98
|
-94.70 |
0.3568 |
-3.6494 |
| US94980GBF72
/ WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33
|
|
|
|
|
|
1.97
|
-6.64 |
0.3547 |
0.0707 |
| US63942KAA25
/ Navient Student Loan Trust
|
|
|
|
|
|
1.96
|
-3.69 |
0.3529 |
0.0790 |
| Barings CLO Ltd 2018-IV
/ ABS-CBDO (US06760XAL82) |
|
|
|
|
|
1.93
|
-5.94 |
0.3483 |
0.0715 |
| US913366KC30
/ Regents of the University of California Medical Center Pooled Revenue
|
|
|
|
|
|
1.92
|
-2.34 |
0.3455 |
0.0810 |
| US05491YAA82
/ BAMLL Commercial Mortgage Securities Trust 2018-PARK
|
|
|
|
|
|
1.87
|
0.92 |
0.3374 |
0.0875 |
| US12654PAE88
/ CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A
|
|
|
|
|
|
1.79
|
-1.32 |
0.3228 |
0.0783 |
| Apidos Clo Xxv
/ ABS-CBDO (US03762YBD85) |
|
|
|
|
|
1.78
|
-0.89 |
0.3203 |
0.0787 |
| US 2YR NOTE (CBT) JUN25
/ DIR (000000000) |
|
|
|
|
|
1.75
|
|
0.3148 |
0.3148 |
| US3128MJYM67
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.74
|
0.11 |
0.3142 |
0.0796 |
| US69700GAJ13
/ Palmer Square CLO 2019-1 Ltd
|
|
|
|
|
|
1.70
|
|
0.3064 |
0.3064 |
| C
/ Citigroup Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.68
|
|
0.3035 |
0.3035 |
| Dryden 40 Senior Loan Fund
/ ABS-CBDO (US26244GAS49) |
|
|
|
|
|
1.64
|
-22.24 |
0.2949 |
0.0114 |
| US361841AK54
/ GLP Capital LP / GLP Financing II Inc
|
|
|
|
|
|
1.62
|
0.25 |
0.2928 |
0.0745 |
| US85573JAA43
/ Starwood Mortgage Residential Trust 2021-3
|
|
|
|
|
|
1.58
|
-2.04 |
0.2855 |
0.0677 |
| Voya CLO 2016-3 Ltd
/ ABS-CBDO (US92915HAW34) |
|
|
|
|
|
1.56
|
-0.89 |
0.2805 |
0.0690 |
| US31418D6B37
/ Fannie Mae Pool
|
|
|
|
|
|
1.56
|
0.45 |
0.2803 |
0.0717 |
| US07274NAQ60
/ Bayer US Finance II LLC
|
|
|
|
|
|
1.52
|
-0.07 |
0.2742 |
0.0690 |
| US843452AY97
/ Southern Nat Gas Co Notes 7.35% 02/15/31
|
|
|
|
|
|
1.52
|
1.40 |
0.2732 |
0.0718 |
| US3138LCHX61
/ Fannie Mae Pool
|
|
|
|
|
|
1.52
|
0.87 |
0.2731 |
0.0707 |
| US85208NAE04
/ Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
|
|
|
|
|
|
1.51
|
-7.34 |
0.2729 |
0.0527 |
| US008511AN73
/ AGL CLO 7 LTD
|
|
|
|
|
|
1.50
|
-64.65 |
0.2706 |
-0.3015 |
| US00192WAE75
/ Ares LXII CLO Ltd
|
|
|
|
|
|
1.50
|
-62.59 |
0.2705 |
-0.2698 |
| US00912XBF06
/ Air Lease Corp.
|
|
|
|
|
|
1.50
|
1.21 |
0.2703 |
0.0706 |
| US3128MJYH72
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.50
|
0.00 |
0.2703 |
0.0682 |
| US78413MAA62
/ SFAVE Commercial Mortgage Securities Trust 2015-5AVE
|
|
|
|
|
|
1.49
|
1.78 |
0.2680 |
0.0711 |
| US87264ACY91
/ T-Mobile USA Inc
|
|
|
|
|
|
1.49
|
|
0.2677 |
0.2677 |
| US15135BAW19
/ Centene Corp
|
|
|
|
|
|
1.48
|
1.37 |
0.2663 |
0.0699 |
| US3132JMFT18
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.44
|
0.42 |
0.2601 |
0.0665 |
| US3128MJYT11
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.40
|
0.21 |
0.2521 |
0.0640 |
| US05606FAA12
/ BX TRUST BX 2019 OC11 A 144A
|
|
|
|
|
|
1.38
|
1.55 |
0.2486 |
0.0656 |
| US3128MJY619
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.36
|
0.30 |
0.2445 |
0.0623 |
| US3128MJYY06
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.35
|
0.22 |
0.2433 |
0.0619 |
| US3140X6FL02
/ FN FM2870
|
|
|
|
|
|
1.35
|
-0.22 |
0.2426 |
0.0608 |
| US68236JAA97
/ One Bryant Park Trust 2019-OBP
|
|
|
|
|
|
1.34
|
0.98 |
0.2410 |
0.0626 |
| US529537AA08
/ Lexington Realty Trust
|
|
|
|
|
|
1.33
|
1.83 |
0.2403 |
0.0639 |
| GS
/ The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.33
|
|
0.2401 |
0.2401 |
| US832248BD93
/ Smithfield Foods Inc
|
|
|
|
|
|
1.33
|
-38.35 |
0.2395 |
-0.0508 |
| US46647PBX33
/ JPMorgan Chase & Co
|
|
|
|
|
|
1.32
|
2.48 |
0.2383 |
0.0645 |
| US01627AAA60
/ Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2
|
|
|
|
|
|
1.32
|
0.61 |
0.2372 |
0.0609 |
| US36256BAC46
/ GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 SER 2018-RPL1 CL A1A REGD 144A P/P 3.75000000
|
|
|
|
|
|
1.31
|
-4.79 |
0.2365 |
0.0509 |
| US78445AAD81
/ SLM Student Loan Trust
|
|
|
|
|
|
1.31
|
-4.17 |
0.2363 |
0.0520 |
| US3136B72K66
/ Fannie Mae REMICS
|
|
|
|
|
|
1.30
|
-0.99 |
0.2341 |
0.0572 |
| US86358EJS63
/ Structured Asset Investment Loan Trust 2004-6
|
|
|
|
|
|
1.26
|
-5.68 |
0.2277 |
0.0473 |
| US61744YAP34
/ Morgan Stanley
|
|
|
|
|
|
1.23
|
1.32 |
0.2221 |
0.0583 |
| US31418AXN35
/ Fannie Mae Pool
|
|
|
|
|
|
1.22
|
-2.55 |
0.2207 |
0.0514 |
| US00969PAA12
/ AJAXM 2019-F A1
|
|
|
|
|
|
1.21
|
-8.83 |
0.2178 |
0.0393 |
| US36179T7L33
/ Ginnie Mae II Pool
|
|
|
|
|
|
1.20
|
-0.50 |
0.2170 |
0.0540 |
| 2914
/ Japan Tobacco Inc.
|
|
|
|
|
|
1.15
|
|
0.2069 |
0.2069 |
| Volkswagen Financial Services AG
/ DBT (XS2941605235) |
|
|
|
|
|
1.14
|
|
0.2046 |
0.2046 |
| T1SO34
/ The Southern Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.12
|
|
0.2022 |
0.2022 |
| H1UM34
/ Humana Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
1.12
|
|
0.2012 |
0.2012 |
| US88732JBD90
/ Time Warner Cable LLC
|
|
|
|
|
|
1.11
|
-1.33 |
0.2002 |
0.0485 |
| US3128MJ3A60
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.11
|
0.18 |
0.1994 |
0.0506 |
| US61747YEC57
/ Morgan Stanley
|
|
|
|
|
|
1.11
|
1.19 |
0.1992 |
0.0521 |
| US90932LAJ61
/ United Airlines 2023-1 Class A Pass Through Trust
|
|
|
|
|
|
1.10
|
-1.60 |
0.1991 |
0.0478 |
| US3132XCSF39
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.10
|
-0.09 |
0.1979 |
0.0498 |
| US02401LAA26
/ American Assets Trust LP
|
|
|
|
|
|
1.10
|
-24.27 |
0.1974 |
0.0025 |
| US06051GJS93
/ Bank of America Corp
|
|
|
|
|
|
1.09
|
1.02 |
0.1969 |
0.0513 |
| US46651EAA29
/ J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB
|
|
|
|
|
|
1.09
|
1.77 |
0.1964 |
0.0521 |
| US44421MAA80
/ Hudson Yards 2019-55HY Mortgage Trust
|
|
|
|
|
|
1.09
|
1.88 |
0.1956 |
0.0522 |
| US78442GHH20
/ SLM Student Loan Trust 2003-7
|
|
|
|
|
|
1.06
|
-3.20 |
0.1907 |
0.0433 |
| Appalachian Power Co
/ DBT (US037735DB08) |
|
|
|
|
|
1.04
|
1.36 |
0.1876 |
0.0492 |
| US88732JBB35
/ Time Warner Cable Inc. 5.50% 09/01/41
|
|
|
|
|
|
1.04
|
-1.05 |
0.1872 |
0.0458 |
| US3140Q83U76
/ UMBS, 30 Year
|
|
|
|
|
|
1.04
|
-1.05 |
0.1867 |
0.0456 |
| US459506AQ49
/ CORPORATE BONDS
|
|
|
|
|
|
1.03
|
2.08 |
0.1858 |
0.0497 |
| US95000U3B74
/ Wells Fargo & Co
|
|
|
|
|
|
1.03
|
1.28 |
0.1851 |
0.0484 |
| BE6312822628
/ Anheuser-Busch InBev SA/NV
|
|
|
|
|
|
1.02
|
25.06 |
0.1835 |
0.0738 |
| US3128MJYN41
/ Freddie Mac Gold Pool
|
|
|
|
|
|
1.01
|
0.20 |
0.1828 |
0.0464 |
| US07274NAL73
/ Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond
|
|
|
|
|
|
1.00
|
-48.67 |
0.1809 |
-0.0825 |
| US46647PBE51
/ JPMorgan Chase & Co
|
|
|
|
|
|
0.99
|
2.17 |
0.1785 |
0.0480 |
| US08576PAH47
/ Berry Global Inc
|
|
|
|
|
|
0.98
|
-36.48 |
0.1757 |
-0.0311 |
| US35805BAC28
/ FRESENIUS MEDICAL CARE US FIN III
|
|
|
|
|
|
0.96
|
-38.55 |
0.1727 |
-0.0373 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl
/ DBT (US47214BAC28) |
|
|
|
|
|
0.96
|
1.92 |
0.1726 |
0.0460 |
| US03880KAA25
/ Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
|
|
|
|
|
|
0.96
|
-28.78 |
0.1722 |
-0.0086 |
| CVS
/ CVS Health Corporation
|
|
|
|
|
|
0.95
|
-3.56 |
0.1710 |
0.0384 |
| Government National Mortgage Association
/ ABS-MBS (US38384JQR85) |
|
|
|
|
|
0.95
|
-3.28 |
0.1703 |
0.0386 |
| MSBR34
/ Morgan Stanley - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.94
|
|
0.1693 |
0.1693 |
| US46618AAA25
/ JGWPT XXXII LLC HENDR 2014-2A A
|
|
|
|
|
|
0.93
|
-0.32 |
0.1676 |
0.0418 |
| US46647PAV85
/ Jpmorgan Chase & Var 29 Bond
|
|
|
|
|
|
0.93
|
1.42 |
0.1672 |
0.0441 |
| US3136A2HP14
/ Fannie Mae REMICS
|
|
|
|
|
|
0.91
|
0.33 |
0.1644 |
0.0419 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.91
|
0.22 |
0.1641 |
0.0416 |
| US36179SSQ11
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.91
|
-0.98 |
0.1641 |
0.0403 |
| US3128MJYG99
/ Federal Home Loan Mortgage Corp.
|
|
|
|
|
|
0.90
|
0.11 |
0.1620 |
0.0411 |
| US3128M8MH47
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.90
|
-0.11 |
0.1617 |
0.0406 |
| XS2607040958
/ NATL GAS TRANSM
|
|
|
|
|
|
0.88
|
10.39 |
0.1590 |
0.0513 |
| American Medical Systems Europe BV
/ DBT (XS2993376693) |
|
|
|
|
|
0.88
|
|
0.1589 |
0.1589 |
| US44409MAC01
/ Hudson Pacific Properties LP
|
|
|
|
|
|
0.86
|
-14.21 |
0.1556 |
0.0199 |
| XS2644969425
/ Realty Income Corp
|
|
|
|
|
|
0.84
|
|
0.1521 |
0.1521 |
| US3131XU6Q59
/ Freddie Mac Pool
|
|
|
|
|
|
0.84
|
-0.24 |
0.1510 |
0.0378 |
| US46617LAA98
/ JGWPT XXX LLC HENDR 2013-3A A
|
|
|
|
|
|
0.84
|
-1.18 |
0.1506 |
0.0367 |
| US36179TNS05
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.83
|
-0.95 |
0.1503 |
0.0368 |
| US05401AAR23
/ Avolon Holdings Funding Ltd
|
|
|
|
|
|
0.83
|
0.85 |
0.1495 |
0.0387 |
| US31418AWX26
/ Fannie Mae Pool
|
|
|
|
|
|
0.82
|
-2.95 |
0.1483 |
0.0340 |
| US404280CK33
/ HSBC Holdings PLC
|
|
|
|
|
|
0.82
|
2.64 |
0.1472 |
0.0399 |
| US3129456Q68
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.80
|
-0.62 |
0.1433 |
0.0355 |
| US161175CA05
/ Charter Communications Operating LLC / Charter Communications Operating Capital
|
|
|
|
|
|
0.80
|
191.21 |
0.1433 |
0.1065 |
| US04685A3L31
/ Athene Global Funding
|
|
|
|
|
|
0.79
|
1.15 |
0.1424 |
0.0372 |
| US36179TLR40
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.79
|
-0.51 |
0.1421 |
0.0354 |
| US95000U2U64
/ Wells Fargo & Co
|
|
|
|
|
|
0.79
|
1.81 |
0.1417 |
0.0377 |
| WFC
/ Wells Fargo & Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.79
|
1.55 |
0.1416 |
0.0373 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.78
|
0.52 |
0.1397 |
0.0358 |
| US3128MJ5D81
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.77
|
-0.52 |
0.1382 |
0.0343 |
| US64971XQZ41
/ NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE
|
|
|
|
|
|
0.76
|
2.42 |
0.1376 |
0.0372 |
| US78445AAE64
/ SLM Student Loan Trust 2008-4
|
|
|
|
|
|
0.75
|
-0.66 |
0.1353 |
0.0334 |
| Dell International LLC / EMC Corp
/ DBT (US24703TAM80) |
|
|
|
|
|
0.75
|
|
0.1351 |
0.1351 |
| US78444YAE59
/ SLM Student Loan Trust 2008-5
|
|
|
|
|
|
0.75
|
-0.13 |
0.1349 |
0.0340 |
| XS2241825111
/ Global Switch Finance BV
|
|
|
|
|
|
0.75
|
10.16 |
0.1348 |
0.0433 |
| US26442UAC80
/ Duke Energy Progress LLC
|
|
|
|
|
|
0.75
|
0.00 |
0.1348 |
0.0340 |
| HCA Inc
/ DBT (US404119DB22) |
|
|
|
|
|
0.75
|
|
0.1347 |
0.1347 |
| US3132AD3L00
/ UMBS Pool
|
|
|
|
|
|
0.75
|
-0.13 |
0.1346 |
0.0339 |
| 30064K105
/ Exacttarget, Inc.
|
|
|
|
|
|
0.74
|
|
0.1336 |
0.1336 |
| US784442AD75
/ SLM Student Loan Trust 2008-2
|
|
|
|
|
|
0.74
|
-1.20 |
0.1333 |
0.0325 |
| US3132GLQN72
/ FREDDIE MAC GOLD POOL FG Q05261
|
|
|
|
|
|
0.74
|
-1.21 |
0.1327 |
0.0322 |
| BA
/ The Boeing Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.73
|
42.97 |
0.1319 |
0.0628 |
| US31335ABF49
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.73
|
-0.55 |
0.1309 |
0.0326 |
| US3140Q83V59
/ Fannie Mae Pool
|
|
|
|
|
|
0.72
|
-0.96 |
0.1297 |
0.0319 |
| US78445FAE51
/ SLM Student Loan Trust 2008-7
|
|
|
|
|
|
0.72
|
-1.91 |
0.1295 |
0.0308 |
| UNH
/ UnitedHealth Group Incorporated - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.72
|
|
0.1293 |
0.1293 |
| US78444GAD60
/ SLM Student Loan Trust 2008-3
|
|
|
|
|
|
0.71
|
-2.86 |
0.1288 |
0.0297 |
| US78445CAE21
/ SLM Student Loan Trust 2008-6
|
|
|
|
|
|
0.70
|
-3.17 |
0.1267 |
0.0288 |
| US03027XBA72
/ CORPORATE BONDS
|
|
|
|
|
|
0.69
|
|
0.1252 |
0.1252 |
| Government National Mortgage Association
/ ABS-MBS (US38384ELE31) |
|
|
|
|
|
0.67
|
-8.22 |
0.1208 |
0.0223 |
| US36179R4E62
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.67
|
-1.33 |
0.1204 |
0.0292 |
| US26250UAQ85
/ Dryden XXVI Senior Loan Fund
|
|
|
|
|
|
0.66
|
-15.74 |
0.1197 |
0.0135 |
| US36179R7J23
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.65
|
-0.92 |
0.1167 |
0.0287 |
| US3136B1S967
/ FANNIE MAE REMICS SER 2018-38 CL LA 3.00000000
|
|
|
|
|
|
0.64
|
-0.16 |
0.1157 |
0.0291 |
| C
/ Citigroup Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.63
|
|
0.1138 |
0.1138 |
| US36179SB893
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.63
|
-0.94 |
0.1135 |
0.0278 |
| US46590XAX49
/ JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
|
|
|
|
|
|
0.62
|
-39.61 |
0.1111 |
-0.0263 |
| US3128M8RT30
/ FHLMC
|
|
|
|
|
|
0.61
|
-1.13 |
0.1101 |
0.0269 |
| US36179TUB96
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.59
|
-0.84 |
0.1065 |
0.0262 |
| Amcor UK Finance PLC
/ DBT (XS2821714735) |
|
|
|
|
|
0.59
|
|
0.1060 |
0.1060 |
| ORCL
/ Oracle Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.58
|
1.22 |
0.1050 |
0.0274 |
| Florida Power & Light Co
/ DBT (US341081GY79) |
|
|
|
|
|
0.58
|
|
0.1049 |
0.1049 |
| US3140Q9N257
/ Fannie Mae Pool
|
|
|
|
|
|
0.58
|
-0.35 |
0.1041 |
0.0260 |
| US06051GHZ54
/ Bank of America Corp
|
|
|
|
|
|
0.57
|
2.14 |
0.1036 |
0.0278 |
| US38380Y2X28
/ Government National Mortgage Association
|
|
|
|
|
|
0.57
|
0.35 |
0.1031 |
0.0263 |
| XS2191362859
/ DIGITAL DUTCH
|
|
|
|
|
|
0.56
|
-30.54 |
0.1017 |
-0.0078 |
| US36179TC295
/ GINNIE MAE II POOL G2 MA4589
|
|
|
|
|
|
0.56
|
-0.36 |
0.1005 |
0.0251 |
| DE000A3MP4V7
/ Vonovia SE
|
|
|
|
|
|
0.56
|
119.29 |
0.1005 |
0.0663 |
| LVS
/ Las Vegas Sands Corp. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.56
|
|
0.1004 |
0.1004 |
| US037735CV70
/ Appalachian Power Co.
|
|
|
|
|
|
0.55
|
-1.25 |
0.0997 |
0.0242 |
| DJNJ3
/ Johnson & Johnson - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.55
|
|
0.0987 |
0.0987 |
| US458140BG44
/ Intel Corp
|
|
|
|
|
|
0.55
|
|
0.0983 |
0.0983 |
| MSD Netherlands Capital BV
/ DBT (XS2825486074) |
|
|
|
|
|
0.52
|
4.38 |
0.0945 |
0.0268 |
| XS2549715618
/ TenneT Holding BV
|
|
|
|
|
|
0.52
|
7.50 |
0.0931 |
0.0284 |
| Equinix Europe 2 Financing Corp LLC
/ DBT (XS2941363637) |
|
|
|
|
|
0.52
|
|
0.0930 |
0.0930 |
| US3128MABS75
/ FGOLD 30YR GIANT
|
|
|
|
|
|
0.51
|
-0.20 |
0.0913 |
0.0229 |
| S56431109
/ Northam Platinum Holdings Ltd
|
|
|
|
|
|
0.50
|
|
0.0910 |
0.0910 |
| XS2020670852
/ Medtronic Global Holdings SCA
|
|
|
|
|
|
0.50
|
|
0.0901 |
0.0901 |
| Duke Energy Progress LLC
/ DBT (US26442UAU88) |
|
|
|
|
|
0.50
|
|
0.0898 |
0.0898 |
| XS2580271752
/ Prologis Euro Finance LLC
|
|
|
|
|
|
0.50
|
2.90 |
0.0895 |
0.0245 |
| XS2328823104
/ Heathrow Funding Ltd
|
|
|
|
|
|
0.50
|
|
0.0893 |
0.0893 |
| US36179TLT06
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.49
|
-0.81 |
0.0882 |
0.0217 |
| US3136B1Z723
/ Fannie Mae REMICS
|
|
|
|
|
|
0.48
|
0.00 |
0.0861 |
0.0217 |
| US31394ALV60
/ Fannie Mae REMIC Trust 2004-W10
|
|
|
|
|
|
0.48
|
-6.65 |
0.0861 |
0.0171 |
| US80281LAQ86
/ Santander UK Group Holdings PLC
|
|
|
|
|
|
0.47
|
1.07 |
0.0854 |
0.0222 |
| Severn Trent Utilities Finance PLC
/ DBT (XS2991273462) |
|
|
|
|
|
0.47
|
|
0.0849 |
0.0849 |
| US02666TAD90
/ American Homes 4 Rent LP
|
|
|
|
|
|
0.47
|
-2.92 |
0.0840 |
0.0193 |
| US 5YR NOTE (CBT) JUN25
/ DIR (000000000) |
|
|
|
|
|
0.47
|
|
0.0838 |
0.0838 |
| PNCS34
/ The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.46
|
0.43 |
0.0836 |
0.0213 |
| US31418AHY73
/ Fannie Mae Pool
|
|
|
|
|
|
0.46
|
-1.93 |
0.0825 |
0.0196 |
| ANTX
/ AN2 Therapeutics, Inc.
|
|
|
|
|
|
0.44
|
|
0.0795 |
0.0795 |
| US31418D2V37
/ FNMA 20YR 2% 06/01/2041#MA4387
|
|
|
|
|
|
0.43
|
0.23 |
0.0783 |
0.0199 |
| US36179U3S95
/ GINNIE MAE II POOL G2 MA6209
|
|
|
|
|
|
0.43
|
0.95 |
0.0771 |
0.0199 |
| US49338CAC73
/ KeySpan Gas East Corp
|
|
|
|
|
|
0.43
|
-1.16 |
0.0767 |
0.0187 |
| FR001400AFO9
/ Suez SACA
|
|
|
|
|
|
0.43
|
8.70 |
0.0766 |
0.0238 |
| US3132XCR310
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.42
|
-0.47 |
0.0759 |
0.0189 |
| EOAN
/ E.ON SE
|
|
|
|
|
|
0.42
|
|
0.0755 |
0.0755 |
| XS2200513070
/ NATL GRID ELECT
|
|
|
|
|
|
0.42
|
10.61 |
0.0753 |
0.0244 |
| US46188BAA08
/ Invitation Homes Operating Partnership LP
|
|
|
|
|
|
0.42
|
2.46 |
0.0750 |
0.0203 |
| US30225VAQ05
/ Extra Space Storage LP
|
|
|
|
|
|
0.41
|
2.27 |
0.0732 |
0.0196 |
| US3138WK4Q59
/ FANNIE MAE POOL FN AS9830
|
|
|
|
|
|
0.40
|
-0.98 |
0.0729 |
0.0179 |
| US3128MJYU83
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.40
|
0.00 |
0.0728 |
0.0183 |
| Blackrock Inc
/ DBT (XS3038485689) |
|
|
|
|
|
0.40
|
|
0.0725 |
0.0725 |
| US3128M8RU03
/ FREDDIE MAC GOLD POOL FG G06499
|
|
|
|
|
|
0.40
|
-2.70 |
0.0714 |
0.0165 |
| US61746RHS31
/ Morgan Stanley ABS Capital I Inc Trust 2004-WMC2
|
|
|
|
|
|
0.40
|
-9.79 |
0.0714 |
0.0122 |
| JPM
/ JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.39
|
|
0.0706 |
0.0706 |
| US00912XAY04
/ Air Lease Corp
|
|
|
|
|
|
0.39
|
0.78 |
0.0704 |
0.0182 |
| US91159HJL50
/ US Bancorp
|
|
|
|
|
|
0.39
|
1.31 |
0.0701 |
0.0183 |
| ANTX
/ AN2 Therapeutics, Inc.
|
|
|
|
|
|
0.38
|
2.15 |
0.0686 |
0.0184 |
| XS2675884733
/ Volkswagen International Finance NV
|
|
|
|
|
|
0.38
|
|
0.0686 |
0.0686 |
| US31335ALZ92
/ Freddie Mac Gold Pool
|
|
|
|
|
|
0.37
|
-0.53 |
0.0675 |
0.0167 |
| US06051GKK49
/ Bank of America Corp
|
|
|
|
|
|
0.37
|
-48.27 |
0.0674 |
0.0055 |
| Bank of America Corp
/ DBT (US06051GMM86) |
|
|
|
|
|
0.37
|
|
0.0667 |
0.0667 |
| US939336Z487
/ WaMu Mortgage Pass-Through Certificates Series 2005-AR3 Trust
|
|
|
|
|
|
0.37
|
-4.17 |
0.0665 |
0.0147 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.37
|
0.55 |
0.0662 |
0.0170 |
| US55903VBE20
/ Warnermedia Holdings Inc
|
|
|
|
|
|
0.35
|
-68.36 |
0.0630 |
-0.0857 |
| RTE Reseau de Transport d'Electricite SADIR
/ DBT (FR001400PSS1) |
|
|
|
|
|
0.34
|
8.52 |
0.0621 |
0.0194 |
| EOAN
/ E.ON SE
|
|
|
|
|
|
0.34
|
|
0.0613 |
0.0613 |
| XS2338355014
/ BLACKSTONE PROP PARTNERS EUR HOLD 1% 05/04/2028 REGS
|
|
|
|
|
|
0.34
|
11.22 |
0.0608 |
0.0199 |
| La Francaise des Jeux SACA
/ DBT (FR001400U678) |
|
|
|
|
|
0.33
|
|
0.0603 |
0.0603 |
| US3137FGVJ17
/ Freddie Mac REMICS
|
|
|
|
|
|
0.33
|
0.30 |
0.0597 |
0.0151 |
| US45660LGD55
/ IndyMac INDX Mortgage Loan Trust 2005-AR6
|
|
|
|
|
|
0.33
|
-3.79 |
0.0596 |
0.0133 |
| US097023CW33
/ BOEING CO 5.805 5/50
|
|
|
|
|
|
0.32
|
-36.54 |
0.0584 |
-0.0102 |
| HTHROW
/ Heathrow Funding Ltd
|
|
|
|
|
|
0.32
|
|
0.0572 |
0.0572 |
| FR001400KWR6
/ ELO SACA
|
|
|
|
|
|
0.32
|
-50.55 |
0.0571 |
-0.0291 |
| XS2478299469
/ TENNET HOLDING BV /EUR/ REGD REG S EMTN 2.75000000
|
|
|
|
|
|
0.31
|
12.19 |
0.0564 |
0.0232 |
| US92564RAL96
/ VICI Properties LP / VICI Note Co., Inc.
|
|
|
|
|
|
0.31
|
1.30 |
0.0562 |
0.0148 |
| FNMA
/ Federal National Mortgage Association - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.31
|
0.32 |
0.0560 |
0.0142 |
| XS2058557344
/ Thermo Fisher Scientific Inc
|
|
|
|
|
|
0.31
|
|
0.0559 |
0.0559 |
| XS2580220171
/ AA BOND CO LTD
|
|
|
|
|
|
0.31
|
|
0.0551 |
0.0551 |
| US06051GJL41
/ Bank of America Corp
|
|
|
|
|
|
0.30
|
2.41 |
0.0536 |
0.0146 |
| US06051GJT76
/ Bank of America Corp
|
|
|
|
|
|
0.30
|
-84.50 |
0.0534 |
-0.1025 |
| US22966RAF38
/ CubeSmart LP
|
|
|
|
|
|
0.29
|
2.09 |
0.0529 |
0.0142 |
| US362341NY15
/ GSAA HOME EQUITY TRUST 2005-11 GSAA 2005-11 2A2
|
|
|
|
|
|
0.28
|
-21.82 |
0.0511 |
0.0022 |
| US36179SB711
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.28
|
-1.06 |
0.0508 |
0.0125 |
| Volkswagen Group of America Finance LLC
/ DBT (US928668CS92) |
|
|
|
|
|
0.28
|
|
0.0502 |
0.0502 |
| DE000A3E5VX4
/ AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000
|
|
|
|
|
|
0.27
|
8.87 |
0.0488 |
0.0153 |
| US085770AA31
/ Berry Global Escrow Corp.
|
|
|
|
|
|
0.27
|
0.00 |
0.0486 |
0.0123 |
| WFC
/ Wells Fargo & Company - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.27
|
|
0.0481 |
0.0481 |
| US31396QUH00
/ Fannie Mae REMICS
|
|
|
|
|
|
0.26
|
-8.45 |
0.0470 |
0.0086 |
| USB
/ U.S. Bancorp - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.26
|
0.78 |
0.0469 |
0.0121 |
| US95000U2A01
/ Wells Fargo & Co
|
|
|
|
|
|
0.26
|
1.19 |
0.0460 |
0.0120 |
| US46647PBT21
/ JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026
|
|
|
|
|
|
0.25
|
0.79 |
0.0459 |
0.0119 |
| DJNJ3
/ Johnson & Johnson - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.25
|
4.62 |
0.0449 |
0.0127 |
| INTC
/ Intel Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.25
|
|
0.0445 |
0.0445 |
| JPM
/ JPMorgan Chase & Co. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.24
|
|
0.0440 |
0.0440 |
| US30225VAH06
/ Extra Space Storage LP
|
|
|
|
|
|
0.24
|
1.26 |
0.0437 |
0.0114 |
| US31418CRC00
/ FANNIE MAE 3.50% 11/01/2047 FNMA
|
|
|
|
|
|
0.24
|
0.00 |
0.0431 |
0.0109 |
| US36179S5P82
/ GINNIE MAE II POOL G2 MA4454
|
|
|
|
|
|
0.24
|
-1.24 |
0.0430 |
0.0105 |
| 081437AG0
/ Bemis Inc Notes 5.65% 08/01/14
|
|
|
|
|
|
0.24
|
|
0.0428 |
0.0428 |
| ELI
/ Elia Group SA/NV
|
|
|
|
|
|
0.23
|
10.48 |
0.0418 |
0.0135 |
| Bank of America Corp
/ DBT (US06051GMA49) |
|
|
|
|
|
0.23
|
|
0.0411 |
0.0411 |
| MSBR34
/ Morgan Stanley - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.23
|
|
0.0410 |
0.0410 |
| US3138EGGT55
/ FANNIE MAE POOL FN AL0209
|
|
|
|
|
|
0.23
|
-1.73 |
0.0410 |
0.0098 |
| US46590XAN66
/ CORP. NOTE
|
|
|
|
|
|
0.23
|
1.81 |
0.0407 |
0.0109 |
| US458140BW93
/ Intel Corp
|
|
|
|
|
|
0.22
|
89.83 |
0.0405 |
0.0325 |
| Amprion GmbH
/ DBT (DE000A383BQ4) |
|
|
|
|
|
0.22
|
0.90 |
0.0402 |
0.0139 |
| US3138EG5M25
/ Fannie Mae Pool
|
|
|
|
|
|
0.22
|
-2.68 |
0.0394 |
0.0091 |
| Medtronic Inc
/ DBT (XS2834367646) |
|
|
|
|
|
0.22
|
9.60 |
0.0392 |
0.0125 |
| UU
/ UNITED UTILITIES GROUP PLC
|
|
|
|
|
|
0.22
|
|
0.0390 |
0.0390 |
| US46188BAF94
/ Invitation Homes Operating Partnership L.P.
|
|
|
|
|
|
0.22
|
0.47 |
0.0387 |
0.0099 |
| US3140X5SG96
/ Fannie Mae Pool
|
|
|
|
|
|
0.21
|
0.00 |
0.0378 |
0.0096 |
| Government National Mortgage Association
/ ABS-MBS (US38384PYX22) |
|
|
|
|
|
0.21
|
-12.97 |
0.0376 |
0.0053 |
| US3128MJ4A51
/ Federal Home Loan Mortgage Corp.
|
|
|
|
|
|
0.20
|
0.00 |
0.0369 |
0.0092 |
| US36179TJW62
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.20
|
0.00 |
0.0364 |
0.0091 |
| US3128MJ4L17
/ FREDDIE MAC GOLD POOL FG G08826
|
|
|
|
|
|
0.20
|
0.00 |
0.0363 |
0.0092 |
| US61747YEL56
/ Morgan Stanley
|
|
|
|
|
|
0.20
|
-53.43 |
0.0356 |
-0.0002 |
| XS2171713006
/ Eurogrid GmbH
|
|
|
|
|
|
0.20
|
10.11 |
0.0354 |
0.0114 |
| US61747YEH45
/ Morgan Stanley
|
|
|
|
|
|
0.19
|
56.45 |
0.0350 |
0.0243 |
| US ULTRA BOND CBT JUN25
/ DIR (000000000) |
|
|
|
|
|
0.19
|
|
0.0337 |
0.0337 |
| XS2333297625
/ Eurogrid GmbH
|
|
|
|
|
|
0.19
|
7.51 |
0.0336 |
0.0130 |
| US31397JZ647
/ Freddie Mac REMICS
|
|
|
|
|
|
0.19
|
5.11 |
0.0334 |
0.0096 |
| US31396XPM01
/ Fannie Mae REMICS
|
|
|
|
|
|
0.18
|
-7.29 |
0.0321 |
0.0062 |
| US36179TG742
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.17
|
-3.33 |
0.0314 |
0.0070 |
| US55903VBC63
/ Warnermedia Holdings Inc
|
|
|
|
|
|
0.17
|
-2.84 |
0.0309 |
0.0071 |
| US459506AR22
/ International Flavors & Fragrances Inc
|
|
|
|
|
|
0.17
|
0.00 |
0.0305 |
0.0077 |
| US126650CY46
/ CVS Health Corp
|
|
|
|
|
|
0.17
|
3.09 |
0.0301 |
0.0082 |
| US68389XBX21
/ ORACLE CORP SR UNSECURED 04/50 3.6
|
|
|
|
|
|
0.16
|
-82.68 |
0.0295 |
-0.0615 |
| US17327CAQ69
/ Citigroup Inc
|
|
|
|
|
|
0.16
|
1.94 |
0.0285 |
0.0076 |
| US361841AQ25
/ GLP Capital LP / GLP Financing II Inc
|
|
|
|
|
|
0.16
|
0.64 |
0.0285 |
0.0074 |
| XS1450864779
/ China Government Bond - JPMorgan Chase
|
|
|
|
|
|
0.16
|
|
0.0280 |
0.0280 |
| US6174468X01
/ Morgan Stanley
|
|
|
|
|
|
0.15
|
2.03 |
0.0273 |
0.0073 |
| GS
/ The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.15
|
|
0.0273 |
0.0273 |
| SWTN453GS 1YR2YR SWAPTION
/ DIR (000000000) |
|
|
|
|
|
0.15
|
|
0.0263 |
0.0263 |
| US458140CJ73
/ Intel Corp
|
|
|
|
|
|
0.14
|
|
0.0258 |
0.0258 |
| Foundry JV Holdco LLC
/ DBT (US350930AF07) |
|
|
|
|
|
0.14
|
|
0.0256 |
0.0256 |
| US95000U2G70
/ Wells Fargo & Co
|
|
|
|
|
|
0.14
|
2.21 |
0.0251 |
0.0067 |
| US42225UAM62
/ Healthcare Realty Holdings LP
|
|
|
|
|
|
0.14
|
2.26 |
0.0247 |
0.0066 |
| CVS
/ CVS Health Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.13
|
|
0.0229 |
0.0229 |
| US06051GJB68
/ Bank of America Corp
|
|
|
|
|
|
0.12
|
1.68 |
0.0220 |
0.0059 |
| US71654QCC42
/ Petroleos Mexicanos Bond
|
|
|
|
|
|
0.12
|
-2.42 |
0.0219 |
0.0051 |
| XS2676395317
/ Sartorius Finance BV
|
|
|
|
|
|
0.12
|
6.31 |
0.0214 |
0.0065 |
| US31397JR974
/ FHLMC, REMIC, Series 3351, Class ZC
|
|
|
|
|
|
0.12
|
-2.50 |
0.0212 |
0.0050 |
| EOAN
/ E.ON SE
|
|
|
|
|
|
0.11
|
7.55 |
0.0206 |
0.0063 |
| Scottish Hydro Electric Transmission PLC
/ DBT (XS2894895684) |
|
|
|
|
|
0.11
|
|
0.0206 |
0.0206 |
| US31393KQG30
/ Freddie Mac REMICS
|
|
|
|
|
|
0.11
|
-4.31 |
0.0202 |
0.0045 |
| US878091BF35
/ Teachers Insurance & Annuity Association of America
|
|
|
|
|
|
0.10
|
0.00 |
0.0189 |
0.0048 |
| XS2385393587
/ Cellnex Finance Co. SA
|
|
|
|
|
|
0.10
|
-68.71 |
0.0184 |
-0.0131 |
| US17307GYS10
/ Citigroup Mortgage Loan Trust Inc
|
|
|
|
|
|
0.10
|
-1.02 |
0.0176 |
0.0044 |
| US71654QCL41
/ Petroleos Mexicanos
|
|
|
|
|
|
0.09
|
-3.12 |
0.0168 |
0.0039 |
| DE000A3MQNQ2
/ LEG Immobilien SE
|
|
|
|
|
|
0.09
|
6.98 |
0.0166 |
0.0050 |
| XS2366415201
/ THERMO FISHER
|
|
|
|
|
|
0.09
|
|
0.0161 |
0.0161 |
| US36179UCC45
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.07
|
0.00 |
0.0132 |
0.0033 |
| XS2020671157
/ Medtronic Global Holdings SCA
|
|
|
|
|
|
0.07
|
1.41 |
0.0131 |
0.0035 |
| US44409MAB28
/ Hudson Pacific Properties LP
|
|
|
|
|
|
0.07
|
-11.25 |
0.0129 |
0.0021 |
| NOCG34
/ Northrop Grumman Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.07
|
|
0.0124 |
0.0124 |
| US38376TYE62
/ Government National Mortgage Association
|
|
|
|
|
|
0.06
|
28.57 |
0.0114 |
0.0047 |
| US78413MAE84
/ SFAVE Commercial Mortgage Securities Trust 2015-5AVE
|
|
|
|
|
|
0.06
|
0.00 |
0.0112 |
0.0029 |
| US36179UVX70
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.06
|
1.67 |
0.0111 |
0.0029 |
| US61745MA522
/ Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A
|
|
|
|
|
|
0.05
|
-1.82 |
0.0098 |
0.0023 |
| LMT
/ Lockheed Martin Corporation - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.05
|
|
0.0098 |
0.0098 |
| US64952GAT58
/ New York Life Insurance Co
|
|
|
|
|
|
0.05
|
0.00 |
0.0091 |
0.0023 |
| US50189XAC92
/ LCM Loan Income Fund I Ltd
|
|
|
|
|
|
0.05
|
0.00 |
0.0090 |
0.0023 |
| US31397TAZ57
/ Freddie Mac REMICS
|
|
|
|
|
|
0.05
|
17.07 |
0.0088 |
0.0033 |
| US38373M2Q27
/ GNMA, Series 2008-81, Class S
|
|
|
|
|
|
0.05
|
27.78 |
0.0084 |
0.0035 |
| US36241KK311
/ GNMA 5.00% 9/36 #782114
|
|
|
|
|
|
0.04
|
-2.22 |
0.0080 |
0.0020 |
| US172967LD18
/ Citigroup Inc
|
|
|
|
|
|
0.04
|
0.00 |
0.0080 |
0.0021 |
| US31398MDG87
/ Fannie Mae REMICS
|
|
|
|
|
|
0.04
|
25.71 |
0.0080 |
0.0031 |
| US31397PHC77
/ Freddie Mac REMICS
|
|
|
|
|
|
0.04
|
-12.77 |
0.0076 |
0.0012 |
| US31339WY421
/ Freddie Mac REMICS
|
|
|
|
|
|
0.04
|
-4.76 |
0.0074 |
0.0017 |
| US36179UCB61
/ Ginnie Mae II Pool
|
|
|
|
|
|
0.04
|
-2.44 |
0.0073 |
0.0018 |
| MSBR34
/ Morgan Stanley - Depositary Receipt (Common Stock)
|
|
|
|
|
|
0.04
|
|
0.0072 |
0.0072 |
| US92564RAE53
/ VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A
|
|
|
|
|
|
0.04
|
0.00 |
0.0070 |
0.0018 |
| US94985GAE61
/ Wells Fargo Alternative Loan 2007-PA3 Trust
|
|
|
|
|
|
0.03
|
0.00 |
0.0061 |
0.0016 |
| US45262BAC72
/ IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/29 3.875
|
|
|
|
|
|
0.03
|
0.00 |
0.0061 |
0.0016 |
| US31394H4A67
/ FHLMC, REMIC, Series 2662, Class MT
|
|
|
|
|
|
0.03
|
0.00 |
0.0059 |
0.0014 |
| US313920PM68
/ Fannie Mae REMICS
|
|
|
|
|
|
0.03
|
-11.11 |
0.0059 |
0.0009 |
| GVMXX
/ State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls
|
|
|
|
0.03
|
-64.21 |
0.03
|
-63.95 |
0.0056 |
-0.0061 |
| US172967MY46
/ Citigroup Inc
|
|
|
|
|
|
0.03
|
3.45 |
0.0055 |
0.0015 |
| US31403GZQ80
/ Fannie Mae Pool
|
|
|
|
|
|
0.03
|
0.00 |
0.0053 |
0.0013 |
| US80281LAR69
/ Santander UK Group Holdings PLC
|
|
|
|
|
|
0.03
|
0.00 |
0.0052 |
0.0014 |
| US31398JW253
/ FHLMC_3578
|
|
|
|
|
|
0.02
|
15.79 |
0.0041 |
0.0014 |
| US76169XAB01
/ Rexford Industrial Realty LP
|
|
|
|
|
|
0.02
|
0.00 |
0.0038 |
0.0010 |
| US31397KTX99
/ Freddie Mac REMICS
|
|
|
|
|
|
0.02
|
28.57 |
0.0033 |
0.0014 |
| US31359SF889
/ Fannie Mae REMICS
|
|
|
|
|
|
0.02
|
-25.00 |
0.0029 |
0.0001 |
| Volkswagen Group of America Finance LLC
/ DBT (US928668CR10) |
|
|
|
|
|
0.02
|
|
0.0027 |
0.0027 |
| US38374DSX83
/ Government National Mortgage Association
|
|
|
|
|
|
0.01
|
30.00 |
0.0024 |
0.0010 |
| US36202SWU85
/ Ginnie Mae I Pool
|
|
|
|
|
|
0.01
|
-9.09 |
0.0020 |
0.0005 |
| US31402FJU03
/ Fannie Mae Pool
|
|
|
|
|
|
0.01
|
0.00 |
0.0018 |
0.0004 |
| US31387W2T38
/ FNMA POOL 596686 FN 11/31 FIXED 6.5
|
|
|
|
|
|
0.00
|
-20.00 |
0.0009 |
0.0002 |
| US31396YZ473
/ Fannie Mae REMICS
|
|
|
|
|
|
0.00
|
33.33 |
0.0008 |
0.0003 |
| US31396QD716
/ Fannie Mae REMICS
|
|
|
|
|
|
0.00
|
50.00 |
0.0006 |
0.0003 |
| US31397LX879
/ Fannie Mae REMICS
|
|
|
|
|
|
0.00
|
50.00 |
0.0006 |
0.0002 |
| PURCHASED EUR / SOLD USD
/ DFE (000000000) |
|
|
|
|
|
0.00
|
|
0.0001 |
0.0001 |
| US31397H3U00
/ Freddie Mac REMICS
|
|
|
|
|
|
0.00
|
|
0.0000 |
-0.0000 |
| XS2595417945
/ MCDONALDS CORP 4.25% 03/07/2035 REGS
|
|
|
|
|
|
0.00
|
-100.00 |
0.0000 |
-0.0216 |
| XS2312723138
/ MONDELEZ INTERNATIONAL /EUR/ REGD 0.75000000
|
|
|
|
|
|
0.00
|
-100.00 |
0.0000 |
-0.0534 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.00
|
|
-0.0001 |
-0.0001 |
| PURCHASED EUR / SOLD USD
/ DFE (000000000) |
|
|
|
|
|
-0.00
|
|
-0.0005 |
-0.0005 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.01
|
|
-0.0011 |
-0.0011 |
| PURCHASED USD / SOLD GBP
/ DFE (000000000) |
|
|
|
|
|
-0.01
|
|
-0.0017 |
-0.0017 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.01
|
|
-0.0018 |
-0.0018 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.01
|
|
-0.0021 |
-0.0021 |
| US 10YR ULTRA FUT JUN25
/ DIR (000000000) |
|
|
|
|
|
-0.03
|
|
-0.0057 |
-0.0057 |
| EURO-BUXL 30Y BND JUN25
/ DIR (000000000) |
|
|
|
|
|
-0.06
|
|
-0.0105 |
-0.0105 |
| EURO-BOBL FUTURE JUN25
/ DIR (000000000) |
|
|
|
|
|
-0.07
|
|
-0.0131 |
-0.0131 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.10
|
|
-0.0172 |
-0.0172 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.10
|
|
-0.0172 |
-0.0172 |
| EURO-BUND FUTURE JUN25
/ DIR (000000000) |
|
|
|
|
|
-0.19
|
|
-0.0341 |
-0.0341 |
| PURCHASED USD / SOLD EUR
/ DFE (000000000) |
|
|
|
|
|
-0.76
|
|
-0.1361 |
-0.1361 |
.
