Grundläggande statistik
| Portföljvärde | $ 421 629 102 |
| Aktuella positioner | 199 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
NORTHWESTERN MUTUAL SERIES FUND INC - Inflation Protection Portfolio har redovisat 199 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 421 629 102 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). NORTHWESTERN MUTUAL SERIES FUND INC - Inflation Protection Portfolios största innehav är United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , United States Treasury Inflation Indexed Bonds (US:US912810RL44) , and United States Treasury Inflation Indexed Bonds (US:US91282CBF77) . NORTHWESTERN MUTUAL SERIES FUND INC - Inflation Protection Portfolios nya positioner inkluderar United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , United States Treasury Inflation Indexed Bonds (US:US91282CCM10) , United States Treasury Inflation Indexed Bonds (US:US912810RL44) , and United States Treasury Inflation Indexed Bonds (US:US91282CBF77) .
Största ökningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiekurser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 10,25 | 2,4704 | 2,4704 | ||
| 10,25 | 2,4704 | 2,4704 | ||
| 10,25 | 2,4704 | 2,4704 | ||
| 4,14 | 0,9983 | 0,9983 | ||
| 13,90 | 3,3500 | 0,9738 | ||
| 2,42 | 0,5827 | 0,5827 | ||
| 1,80 | 0,4342 | 0,4342 | ||
| 1,49 | 0,3602 | 0,3602 | ||
| 1,49 | 0,3585 | 0,3585 | ||
| 1,46 | 0,3517 | 0,3517 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 4,17 | 1,0062 | −1,0167 | ||
| 2,90 | 0,6994 | −0,4501 | ||
| 12,04 | 2,9031 | −0,2241 | ||
| 5,93 | 1,4304 | −0,1686 | ||
| 2,68 | 0,6460 | −0,1414 | ||
| 10,25 | 2,4718 | −0,1373 | ||
| 6,10 | 1,4692 | −0,0897 | ||
| 13,04 | 3,1437 | −0,0828 | ||
| 1,64 | 0,3942 | −0,0706 | ||
| 3,74 | 0,9004 | −0,0615 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-08-19 för rapporteringsperioden 2025-06-30. Denna investerare har inte offentliggjort värdepapper som räknas i aktier, så de aktierelaterade kolumnerna i tabellen nedan har utelämnats. Klicka på länksymbolen för att se hela transaktionshistoriken.
Uppgradera för att låsa upp premiumdata och exportera till Excel
.
022-07-28: Viktig notering - Vi har ändrat behandlingen av Δ Portfolio % kolumnen i denna tabell. Tidigare rapporterade vi den som den procentuella förändringen i portföljallokeringen. Vi rapporterar den nu som den råa förändringen i portföljallokeringen (fortfarande rapporterad som en procent). I formeltermer rapporterade vi det tidigare som 100 * (nuvarande allokering - tidigare allokering) / tidigare allokering. Nu rapporterar vi det som (aktuell allokering - tidigare allokering).
| Värdepapper | Typ | ΔAktier (%) |
Värde ($MM) |
Portfölj (%) |
ΔPortfölj (%) |
|
|---|---|---|---|---|---|---|
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 24,26 | 4,07 | 5,8467 | 0,2652 | ||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 18,38 | 1,31 | 4,4297 | 0,0858 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLE92) | 17,08 | 0,14 | 4,1181 | 0,0327 | ||
| US91282CCM10 / United States Treasury Inflation Indexed Bonds | 13,90 | 40,06 | 3,3500 | 0,9738 | ||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 13,04 | −3,21 | 3,1437 | −0,0828 | ||
| US91282CBF77 / United States Treasury Inflation Indexed Bonds | 12,04 | −7,77 | 2,9031 | −0,2241 | ||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 10,25 | −5,88 | 2,4718 | −0,1373 | ||
| Mainbeach Funding LLC / STIV (US56037BU100) | 10,25 | 2,4704 | 2,4704 | |||
| Overwatch Alpha Funding LLC / STIV (US69039TU129) | 10,25 | 2,4704 | 2,4704 | |||
| Hqla Funding LLC / STIV (US44333AU191) | 10,25 | 2,4704 | 2,4704 | |||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 9,93 | 1,29 | 2,3936 | 0,0458 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 9,73 | 0,91 | 2,3456 | 0,0365 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 9,41 | 1,15 | 2,2675 | 0,0403 | ||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 9,10 | −2,59 | 2,1943 | −0,0438 | ||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 9,07 | 0,78 | 2,1869 | 0,0311 | ||
| US31359MGK36 / Federal Ntnl Mo 6.62530 Due 11/15/30 Bond | 8,16 | 0,38 | 1,9677 | 0,0201 | ||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 6,10 | −6,37 | 1,4692 | −0,0897 | ||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 5,93 | −11,13 | 1,4304 | −0,1686 | ||
| US3140QM4N15 / Fannie Mae Pool | 5,91 | −2,75 | 1,4242 | −0,0306 | ||
| US36179YDJ01 / Ginnie Mae II Pool | 5,61 | −2,40 | 1,3528 | −0,0244 | ||
| US912810SV17 / United States Treasury Inflation Indexed Bonds | 4,76 | −4,36 | 1,1476 | −0,0443 | ||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 4,28 | −3,32 | 1,0323 | −0,0284 | ||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 4,26 | 0,35 | 1,0269 | 0,0102 | ||
| US3140XJLE14 / FN FS3024 | 4,17 | −50,59 | 1,0062 | −1,0167 | ||
| US21H0406734 / Ginnie Mae | 4,14 | 0,9983 | 0,9983 | |||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CJY84) | 4,03 | 0,30 | 0,9724 | 0,0091 | ||
| Ginnie Mae II Pool / ABS-MBS (US3618N5A589) | 4,00 | −2,61 | 0,9640 | −0,0194 | ||
| US912810SM18 / US TII .25 02/15/2050 (TIPS) | 4,00 | −3,92 | 0,9636 | −0,0328 | ||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 3,95 | −3,00 | 0,9516 | −0,0228 | ||
| US36179XHX75 / GINNIE MAE II POOL | 3,93 | −3,20 | 0,9479 | −0,0250 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 3,74 | −7,02 | 0,9004 | −0,0615 | ||
| US912810QP66 / United States Treasury Inflation Indexed Bonds | 3,61 | −1,98 | 0,8710 | −0,0118 | ||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 3,61 | 1,26 | 0,8708 | 0,0164 | ||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 3,60 | 0,56 | 0,8674 | 0,0104 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 3,56 | −2,81 | 0,8592 | −0,0191 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 3,52 | −4,04 | 0,8476 | −0,0300 | ||
| US31418EMT46 / Fannie Mae Pool | 3,40 | −3,05 | 0,8206 | −0,0203 | ||
| US912810FD55 / Usa Treasury Bonds 3 5/8% Tii 30yr Bd 4/15/28 | 3,16 | 0,22 | 0,7625 | 0,0066 | ||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2,98 | 0,64 | 0,7188 | 0,0092 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 2,90 | −39,56 | 0,6994 | −0,4501 | ||
| US36179WNF13 / GNMA II, 30 Year | 2,86 | −2,69 | 0,6882 | −0,0146 | ||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 2,68 | −18,50 | 0,6460 | −0,1414 | ||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 2,68 | −3,32 | 0,6453 | −0,0180 | ||
| US912810SG40 / United States Treasury Inflation Indexed Bonds | 2,63 | 12,04 | 0,6348 | 0,0718 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 2,42 | 0,5827 | 0,5827 | |||
| US912810TP30 / US TREASURY I/L 1.5% 02-15-53 | 2,22 | −3,90 | 0,5353 | −0,0180 | ||
| US3134A4KX12 / Federal Home Loan Mortgage Corp | 2,09 | 0,43 | 0,5042 | 0,0054 | ||
| US36179VVX53 / GNMA II, 30 Year | 2,01 | −2,71 | 0,4848 | −0,0104 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 1,97 | −3,14 | 0,4757 | −0,0122 | ||
| US14913R2Z91 / Caterpillar Financial Services Corp | 1,97 | 0,25 | 0,4744 | 0,0042 | ||
| FMCC / Federal Home Loan Mortgage Corporation | 1,95 | −1,02 | 0,4700 | −0,0017 | ||
| US36179XLJ36 / GNMA II, 30 Year | 1,92 | −3,66 | 0,4626 | −0,0145 | ||
| US46649XAA54 / JP Morgan Chase Commercial Mortgage Securities Corp | 1,85 | −1,07 | 0,4467 | −0,0019 | ||
| US26245CBN20 / Dryden 43 Senior Loan Fund 3.09 | 1,82 | −7,25 | 0,4381 | −0,0312 | ||
| Chase Home Lending Mortgage Trust Series 2024-7 / ABS-MBS (US16159TAD37) | 1,80 | 0,4342 | 0,4342 | |||
| US3133KPTE87 / UMBS | 1,64 | −2,03 | 0,3948 | −0,0055 | ||
| Citigroup Mortgage Loan Trust 2024-CMI1 / ABS-MBS (US17332DAL82) | 1,64 | −15,77 | 0,3942 | −0,0706 | ||
| JP Morgan Mortgage Trust 2024-11 / ABS-MBS (US46659AAD63) | 1,63 | −11,66 | 0,3927 | −0,0491 | ||
| Oncor Electric Delivery Co LLC / DBT (US68233JCQ58) | 1,63 | 0,81 | 0,3923 | 0,0055 | ||
| BANK5 2024-5YR7 / ABS-MBS (US06211UBL89) | 1,58 | 0,51 | 0,3808 | 0,0046 | ||
| US89788MAK80 / Truist Financial Corp | 1,57 | 1,03 | 0,3784 | 0,0064 | ||
| Provident Funding Mortgage Trust 2024-1 / ABS-MBS (US74389BAC54) | 1,55 | −4,96 | 0,3744 | −0,0170 | ||
| US3133BPZW13 / FED HM LN PC POOL QF2557 FR 10/52 FIXED 4.5 | 1,54 | −2,35 | 0,3705 | −0,0063 | ||
| US026874DS37 / American International Group Inc | 1,49 | 0,3602 | 0,3602 | |||
| Benchmark 2024-V8 Mortgage Trust / ABS-MBS (US08190AAC45) | 1,49 | 0,68 | 0,3590 | 0,0047 | ||
| Long: SWT000127 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000127 IRS USD P F 1.87000 INFLATION / DO (000000000) | 1,49 | 0,3585 | 0,3585 | |||
| Mars Inc / DBT (US571676BA26) | 1,46 | 0,3517 | 0,3517 | |||
| US14040HDC60 / Capital One Financial Corp | 1,45 | 0,3500 | 0,3500 | |||
| JP Morgan Mortgage Trust 2023-7 / ABS-MBS (US46657DAE04) | 1,43 | 0,3452 | 0,3452 | |||
| US36179XNG78 / Ginnie Mae II Pool | 1,39 | −4,00 | 0,3359 | −0,0117 | ||
| US880591EX64 / Tennessee Valley Authority | 1,29 | 1,34 | 0,3106 | 0,0062 | ||
| US949746TD35 / Wells Fargo & Co | 1,26 | 0,96 | 0,3042 | 0,0049 | ||
| US771196BV36 / Roche Holdings Inc | 1,24 | 0,73 | 0,2980 | 0,0041 | ||
| US505742AM88 / LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 | 1,23 | 0,2959 | 0,2959 | |||
| US3132DWE664 / UMBS | 1,20 | −2,13 | 0,2881 | −0,0044 | ||
| Chase Home Lending Mortgage Trust 2024-9 / ABS-MBS (US16160QAD60) | 1,19 | −13,77 | 0,2870 | −0,0436 | ||
| Long: SWT000128 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000128 IRS USD P F 1.92000 INFLATION / DO (000000000) | 1,18 | 0,2839 | 0,2839 | |||
| BRAVO Residential Funding Trust 2024-NQM4 / ABS-MBS (US10568NAB82) | 1,12 | −1,93 | 0,2689 | −0,0034 | ||
| Long: SWT000129 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000129 IRS USD P F 1.77000 INFLATION / DO (000000000) | 1,11 | 0,2668 | 0,2668 | |||
| US3133XGAY07 / Federal Home Loan Banks | 1,09 | 0,18 | 0,2627 | 0,0024 | ||
| Chase Home Lending Mortgage Trust 2024-10 / ABS-MBS (US16159YAD22) | 1,08 | −14,16 | 0,2603 | −0,0407 | ||
| GA Global Funding Trust / DBT (US36143L2N47) | 1,07 | 0,38 | 0,2574 | 0,0027 | ||
| US Bank NA/Cincinnati OH / DBT (US90331HPP28) | 1,06 | 0,28 | 0,2558 | 0,0023 | ||
| US431282AP72 / Highwoods Realty LP | 1,06 | 0,09 | 0,2555 | 0,0019 | ||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 1,06 | 0,86 | 0,2553 | 0,0040 | ||
| HCA Inc / DBT (US404119CZ09) | 1,06 | 0,2545 | 0,2545 | |||
| US01627AAB44 / Aligned Data Centers Issuer LLC | 1,06 | 0,29 | 0,2545 | 0,0024 | ||
| US91412HGF47 / UNIV OF CALIFORNIA CA REVENUES | 1,05 | 1,25 | 0,2541 | 0,0046 | ||
| Evergy Kansas Central Inc / DBT (US30036FAE16) | 1,05 | 0,2535 | 0,2535 | |||
| Athene Global Funding / DBT (US04685A4A66) | 1,05 | 0,10 | 0,2530 | 0,0019 | ||
| AAPL / Apple Inc. - Depositary Receipt (Common Stock) | 1,04 | 0,2516 | 0,2516 | |||
| J.P. Morgan Mortgage Trust 2024-10 / ABS-MBS (US46658LAD38) | 1,02 | −12,91 | 0,2458 | −0,0345 | ||
| US46647PDX15 / JPMorgan Chase & Co | 1,02 | 0,39 | 0,2458 | 0,0025 | ||
| US33767JAG76 / FirstKey Homes 2020-SFR2 Trust | 0,99 | 0,72 | 0,2377 | 0,0031 | ||
| JP Morgan Mortgage Trust 2024-INV1 / ABS-MBS (US46658PAD42) | 0,94 | −8,87 | 0,2256 | −0,0203 | ||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CML27) | 0,93 | 0,00 | 0,2241 | 0,0015 | ||
| Sequoia Mortgage Trust 2024-9 / ABS-MBS (US81749PAE07) | 0,86 | −22,11 | 0,2081 | −0,0573 | ||
| BANK5 Trust 2024-5YR6 / ABS-MBS (US066043AB64) | 0,86 | 0,58 | 0,2076 | 0,0024 | ||
| US031162DR88 / Amgen Inc | 0,85 | 0,95 | 0,2049 | 0,0032 | ||
| US808513CB92 / Charles Schwab Corp/The | 0,85 | 0,83 | 0,2042 | 0,0029 | ||
| JP Morgan Mortgage Trust 2024-9 / ABS-MBS (US46593DAK37) | 0,84 | −18,09 | 0,2032 | −0,0430 | ||
| US025816CH00 / American Express Co | 0,84 | 1,21 | 0,2013 | 0,0036 | ||
| Atlas Warehouse Lending Co LP / DBT (US049463AE27) | 0,83 | 0,48 | 0,2010 | 0,0023 | ||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 0,83 | 0,1992 | 0,1992 | |||
| US81746GAG82 / Sequoia Mortgage Trust 2017-7 | 0,82 | −2,84 | 0,1979 | −0,0045 | ||
| TVC / Tennessee Valley Authority - Preferred Stock | 0,82 | 0,1971 | 0,1971 | |||
| US808513BK01 / Charles Schwab Corp/The | 0,81 | 1,00 | 0,1956 | 0,0033 | ||
| Athene Global Funding / DBT (US04685A3X78) | 0,80 | 0,25 | 0,1936 | 0,0016 | ||
| US00287YBV02 / ABBVIE INC 2.95% 11/21/2026 | 0,79 | 0,38 | 0,1896 | 0,0021 | ||
| Long: BL0X0ISZ6 IRS USD R V 12MUSCPI SL0X0ISZ6_FLO CCPINFLATIONZERO / Short: BL0X0ISZ6 IRS USD P F 2.24300 SL0X0ISZ6_FIX CCPINFLATIONZERO / DO (000000000) | 0,78 | 0,1880 | 0,1880 | |||
| U.S. Treasury Inflation-Indexed Notes / DBT (US91282CLV18) | 0,77 | 0,78 | 0,1866 | 0,0027 | ||
| J.P. Morgan Mortgage Trust 2024-10 / ABS-MBS (US46658LAK70) | 0,76 | −17,43 | 0,1829 | −0,0370 | ||
| US458140BH27 / Intel Corp | 0,76 | 1,88 | 0,1828 | 0,0046 | ||
| Sequoia Mortgage Trust 2024-10 / ABS-MBS (US81749QAL23) | 0,76 | −13,10 | 0,1824 | −0,0261 | ||
| JP Morgan Mortgage Trust Series 2024-5 / ABS-MBS (US46658RAF55) | 0,71 | −19,14 | 0,1721 | −0,0395 | ||
| GCAT 2024-INV3 Trust / ABS-MBS (US36830FAF36) | 0,70 | −6,17 | 0,1688 | −0,0099 | ||
| Long: BLP71H6D0 IRS USD R V 12MUSCPI SLP71H6D0_INF CCPINFLATIONZERO / Short: BLP71H6D0 IRS USD P F 2.14500 SLP71H6D0_FIX CCPINFLATIONZERO / DO (000000000) | 0,69 | 0,1660 | 0,1660 | |||
| JP Morgan Mortgage Trust 2024-11 / ABS-MBS (US46659AAJ34) | 0,66 | −15,30 | 0,1590 | −0,0274 | ||
| US38122NB504 / GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT | 0,64 | −0,16 | 0,1543 | 0,0009 | ||
| US126650DU15 / CVS Health Corp. | 0,63 | 0,1529 | 0,1529 | |||
| Sequoia Mortgage Trust 2024-10 / ABS-MBS (US81749QAE89) | 0,63 | −9,60 | 0,1522 | −0,0150 | ||
| Switch ABS Issuer LLC / ABS-O (US871044AE30) | 0,63 | 1,29 | 0,1518 | 0,0029 | ||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0,63 | 0,64 | 0,1515 | 0,0021 | ||
| Long: BL474BO35 IRS USD R V 12MUSCPI SL474BO35_INF CCPINFLATIONZERO / Short: BL474BO35 IRS USD P F 1.80000 SL474BO35_FIX CCPINFLATIONZERO / DO (000000000) | 0,63 | 0,1513 | 0,1513 | |||
| H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) | 0,63 | 0,32 | 0,1513 | 0,0016 | ||
| Palmer Square CLO 2024-4 Ltd / ABS-CBDO (US69703WAC82) | 0,63 | 0,32 | 0,1512 | 0,0014 | ||
| DUKB34 / Duke Energy Corporation - Depositary Receipt (Common Stock) | 0,63 | 1,29 | 0,1510 | 0,0030 | ||
| S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) | 0,63 | 0,48 | 0,1510 | 0,0016 | ||
| US09229CAA71 / Blackbird Capital Aircraft | 0,62 | −0,80 | 0,1501 | −0,0002 | ||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,62 | 0,1492 | 0,1492 | |||
| MSI / Motorola Solutions, Inc. - Depositary Receipt (Common Stock) | 0,60 | 0,1450 | 0,1450 | |||
| GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) | 0,57 | 0,1382 | 0,1382 | |||
| Subway Funding LLC / ABS-O (US864300AC28) | 0,56 | 0,71 | 0,1361 | 0,0019 | ||
| MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) | 0,55 | 0,1321 | 0,1321 | |||
| Towd Point Mortgage Trust 2024-CES3 / ABS-MBS (US89183EAA91) | 0,54 | −8,39 | 0,1290 | −0,0110 | ||
| Long: BLWS0QPF1 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLWS0QPF1 IRS USD P F 2.49750 FIX CCPINFLATIONZERO / DO (000000000) | 0,53 | 0,1281 | 0,1281 | |||
| JP Morgan Mortgage Trust Series 2024-6 / ABS-MBS (US46657YAF16) | 0,53 | −17,32 | 0,1267 | −0,0254 | ||
| Long: BL3Y3QA14 IRS USD R V 12MUSCPI SL3Y3QA14 _INF CCPINFLATIONZER / Short: BL3Y3QA14 IRS USD P F 2.07250 SL3Y3QA14 _FIX CCPINFLATIONZER / DO (000000000) | 0,52 | 0,1260 | 0,1260 | |||
| Long: SWT000132 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000132 IRS USD P F 2.28000 INFLATION / DO (000000000) | 0,49 | 0,1190 | 0,1190 | |||
| Chase Home Lending Mortgage Trust 2024-9 / ABS-MBS (US16160QAK04) | 0,49 | −18,80 | 0,1177 | −0,0265 | ||
| US46647PDU75 / JPMorgan Chase & Co. | 0,48 | 0,63 | 0,1151 | 0,0015 | ||
| US46646BAG32 / JP Morgan Mortgage Trust 2016-1 | 0,47 | −0,63 | 0,1135 | 0,0001 | ||
| US85573GAA04 / STAR 2021-1 Trust | 0,44 | −11,42 | 0,1066 | −0,0129 | ||
| Long: BLYP0FI75 IRS USD R V 12MUSCPI SLYP0FI75_INF CCPINFLATIONZERO / Short: BLYP0FI75 IRS USD P F 1.29100 SLYP0FI75_FIX CCPINFLATIONZERO / DO (000000000) | 0,44 | 0,1064 | 0,1064 | |||
| JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) | 0,43 | 0,46 | 0,1047 | 0,0011 | ||
| US82652QAB77 / Sierra Timeshare Receivables Funding LLC | 0,43 | −10,42 | 0,1037 | −0,0113 | ||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,43 | 0,1034 | 0,1034 | |||
| C / Citigroup Inc. - Depositary Receipt (Common Stock) | 0,43 | 2,39 | 0,1033 | 0,0032 | ||
| H / Hyatt Hotels Corporation | 0,42 | 0,1015 | 0,1015 | |||
| Chase Home Lending Mortgage Trust Series 2024-2 / ABS-MBS (US161929BH65) | 0,42 | −8,50 | 0,1014 | −0,0087 | ||
| BBCMS Mortgage Trust 2024-5C27 / ABS-MBS (US05555FAC86) | 0,42 | 0,48 | 0,1009 | 0,0012 | ||
| US92537QAF81 / VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A | 0,40 | −6,29 | 0,0970 | −0,0059 | ||
| US38217TAA34 / Goodgreen 2020-1 Trust | 0,40 | −1,72 | 0,0968 | −0,0011 | ||
| Long: BLA11X4L8 IRS USD R V 12MUSCPI CCP LCH FLOATING / Short: BLA11X4L8 IRS USD P F 1.62875 CCP LCH FIXED / DO (000000000) | 0,40 | 0,0967 | 0,0967 | |||
| RATE Mortgage Trust 2024-J3 / ABS-MBS (US75409UAH59) | 0,40 | −11,89 | 0,0966 | −0,0121 | ||
| Long: SWT000130 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000130 IRS USD P F 2.24500 INFLATION / DO (000000000) | 0,38 | 0,0923 | 0,0923 | |||
| RCKT Mortgage Trust 2024-CES3 / ABS-MBS (US74942AAA16) | 0,38 | −9,33 | 0,0915 | −0,0086 | ||
| Long: SWT000131 IRS USD R V 00MCPI INFLATION CPURNSA / Short: SWT000131 IRS USD P F 2.28000 INFLATION / DO (000000000) | 0,37 | 0,0893 | 0,0893 | |||
| Sequoia Mortgage Trust 2024-6 / ABS-MBS (US81743DAL73) | 0,37 | −15,01 | 0,0889 | −0,0149 | ||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,35 | 0,0838 | 0,0838 | |||
| Bank of America Corp / DBT (US06051GMA49) | 0,34 | 1,47 | 0,0830 | 0,0016 | ||
| Long: BL1S54L30 IRS USD R V 12MUSCPI SL1S54L30_INF CCPINFLATIONZERO / Short: BL1S54L30 IRS USD P F 1.88400 SL1S54L30_FIX CCPINFLATIONZERO / DO (000000000) | 0,32 | 0,0780 | 0,0780 | |||
| US00842CAC91 / Agate Bay Mortgage Trust 2015-7 | 0,31 | −1,61 | 0,0738 | −0,0009 | ||
| TVC / Tennessee Valley Authority - Preferred Stock | 0,29 | −1,68 | 0,0705 | −0,0007 | ||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 0,27 | 0,37 | 0,0655 | 0,0008 | ||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,25 | 0,0603 | 0,0603 | |||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,25 | 0,0594 | 0,0594 | |||
| US43284HAB50 / Hilton Grand Vacations Trust 2019-A | 0,24 | −9,70 | 0,0585 | −0,0058 | ||
| Trans-Allegheny Interstate Line Co / DBT (US893045AF16) | 0,24 | 0,0579 | 0,0579 | |||
| BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) | 0,23 | 0,0565 | 0,0565 | |||
| US12662EAC75 / CSMC 2021 NQM2 A3 144A | 0,22 | −4,76 | 0,0532 | −0,0023 | ||
| US042853AB72 / Arroyo Mortgage Trust 2021-1R | 0,20 | −6,70 | 0,0471 | −0,0031 | ||
| US95000U3G61 / Wells Fargo & Co | 0,18 | 0,56 | 0,0433 | 0,0005 | ||
| US92838TAC53 / VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A | 0,17 | −10,82 | 0,0419 | −0,0046 | ||
| Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO / DO (000000000) | 0,16 | 0,0387 | 0,0387 | |||
| US042853AC55 / Arroyo Mortgage Trust 2021-1R | 0,15 | −6,25 | 0,0362 | −0,0024 | ||
| US24380NAC39 / Deephaven Residential Mortgage Trust 2020-2 | 0,15 | −63,32 | 0,0354 | −0,0601 | ||
| Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO / DO (000000000) | 0,14 | 0,0341 | 0,0341 | |||
| US95000U3D31 / Wells Fargo & Co | 0,12 | 1,67 | 0,0296 | 0,0007 | ||
| US46643KAA97 / JP Morgan Mortgage Trust 2014-5 | 0,11 | −18,38 | 0,0269 | −0,0059 | ||
| US39729RAA68 / GRNPK 2018-1A A1 | 0,11 | −34,57 | 0,0257 | −0,0131 | ||
| US03464VAC81 / Angel Oak Mortgage Trust 2019-6 | 0,09 | −13,86 | 0,0210 | −0,0033 | ||
| Long: BLYH0XDS3 IRS USD R V 12MUSCPI SLYH0XDS3_FLO CCPINFLATIONZERO / Short: BLYH0XDS3 IRS USD P F 2.50250 SLYH0XDS3_FIX CCPINFLATIONZERO / DO (000000000) | 0,09 | 0,0207 | 0,0207 | |||
| Long: BLBA39EF0 IRS USD R V 12MUSCPI SLBA39EF0_FLO CCPINFLATIONZERO / Short: BLBA39EF0 IRS USD P F 2.38600 SLBA39EF0_FIX CCPINFLATIONZERO / DO (000000000) | 0,07 | 0,0176 | 0,0176 | |||
| Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO / DO (000000000) | 0,05 | 0,0111 | 0,0111 | |||
| US55261FAH73 / M&t Bank Corpvar Rt 12/29/204 Bond | 0,05 | 0,00 | 0,0110 | 0,0001 | ||
| US12649KAP21 / CSMC Trust 2015-WIN1 | 0,04 | 0,00 | 0,0092 | −0,0001 | ||
| Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO / DO (000000000) | 0,02 | 0,0041 | 0,0041 | |||
| Long: BL911F4R6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL911F4R6 IRS USD P F 2.46350 FIX CCPINFLATIONZERO / DO (000000000) | 0,01 | 0,0031 | 0,0031 | |||
| Long: BLYH0V879 IRS USD R V 12MUSCPI SLYH0V879_FLO CCPINFLATIONZERO / Short: BLYH0V879 IRS USD P F 2.56500 SLYH0V879_FIX CCPINFLATIONZERO / DO (000000000) | 0,01 | 0,0030 | 0,0030 | |||
| Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F 2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO / DO (000000000) | 0,01 | 0,0024 | 0,0024 | |||
| Long: BLNMIMIQ8 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLNMIMIQ8 IRS USD P F 2.42000 FIX CCPINFLATIONZERO / DO (000000000) | 0,00 | 0,0010 | 0,0010 | |||
| Long: BLO5K2OI6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2OI6 IRS USD P F 2.52250 FIX CCPINFLATIONZERO / DO (000000000) | 0,00 | 0,0010 | 0,0010 | |||
| Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO / DO (000000000) | −0,01 | −0,0013 | −0,0013 | |||
| Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO / DO (000000000) | −0,01 | −0,0018 | −0,0018 | |||
| Long: BLO5SP4A6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5SP4A6 IRS USD P F 2.56250 FIX CCPINFLATIONZERO / DO (000000000) | −0,01 | −0,0026 | −0,0026 | |||
| Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO / DO (000000000) | −0,08 | −0,0201 | −0,0201 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | −0,09 | −0,0209 | −0,0209 | |||
| US06747W8495 / Barclays Bank plc into Metlife, Inc. | −0,21 | −0,0503 | −0,0503 |
