Grundläggande statistik
| Portföljvärde | $ 1 032 681 518 |
| Aktuella positioner | 538 |
Senaste innehav, resultat, förvaltat kapital (från 13F, 13D)
LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Fund har redovisat 538 totala innehav i sina senaste SEC-arkiveringar. Det senaste portföljvärdet beräknas vara $ 1 032 681 518 USD. Faktiskt förvaltade tillgångar (AUM) är detta värde plus likvida medel (som inte redovisas). LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Funds största innehav är UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Edwards Lifesciences Corporation (US:EW) , GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 (US:US38382Y5K59) , and FORD MOTOR CREDIT CO LLC (US:US345397XL24) . LDUR - PIMCO Enhanced Low Duration Active Exchange-Traded Funds nya positioner inkluderar UMBS TBA (US:US01F0506844) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , Edwards Lifesciences Corporation (US:EW) , GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 (US:US38382Y5K59) , and FORD MOTOR CREDIT CO LLC (US:US345397XL24) .
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$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 46,09 | 4,9582 | 4,9582 | ||
| 60,83 | 6,5430 | 3,2599 | ||
| 22,30 | 2,3987 | 2,3987 | ||
| 15,01 | 1,6140 | 1,6140 | ||
| 11,71 | 1,2601 | 1,2601 | ||
| 10,00 | 1,0755 | 1,0755 | ||
| 10,00 | 1,0752 | 1,0752 | ||
| 9,77 | 1,0509 | 1,0509 | ||
| 9,20 | 0,9900 | 0,9900 | ||
| 9,17 | 0,9864 | 0,9864 |
Största minskningarna detta kvartal
Vi använder förändringen i portföljallokeringen eftersom det är det mest meningsfulla måttet. Förändringar kan bero på transaktioner eller förändringar i aktiepriser.
| Värdepapper | Aktier (MM) |
Värde (MM$) |
Portfölj % av | ΔPortfölj % av |
|---|---|---|---|---|
| 13,76 | 1,4805 | −3,1071 | ||
| −4,02 | −0,4319 | −0,4319 | ||
| 0,32 | 0,0347 | −0,3051 | ||
| 5,76 | 0,6195 | −0,2334 | ||
| −2,64 | −0,2845 | −0,2325 | ||
| 2,07 | 0,2225 | −0,1899 | ||
| 2,05 | 0,2206 | −0,1805 | ||
| 11,02 | 1,1854 | −0,1511 | ||
| 0,55 | 0,0593 | −0,1449 | ||
| −1,31 | −0,1409 | −0,1409 |
13F- och fond arkiveringar
Denna blankett lämnades in den 2025-08-29 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 (%) |
|
|---|---|---|---|---|---|---|
| US01F0506844 / UMBS TBA | 60,83 | 77,84 | 6,5430 | 3,2599 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 46,09 | 4,9582 | 4,9582 | |||
| REPO BANK AMERICA REPO / RA (000000000) | 22,30 | 2,3987 | 2,3987 | |||
| XS0290580595 / GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/22 6.51 | 15,01 | 1,6140 | 1,6140 | |||
| EW / Edwards Lifesciences Corporation | 13,76 | −65,52 | 1,4805 | −3,1071 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVN09) | 11,71 | 1,2601 | 1,2601 | |||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 11,02 | −5,18 | 1,1854 | −0,1511 | ||
| US38382Y5K59 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H12 CL FA V/R 6.06629000 | 10,74 | −2,33 | 1,1553 | −0,1093 | ||
| US345397XL24 / FORD MOTOR CREDIT CO LLC | 10,61 | 0,47 | 1,1417 | −0,0732 | ||
| US89621ABT51 / TRILLIUM CREDIT CARD TRUST II SER 2023-3A CL A V/R REGD 144A P/P 6.16523200 | 10,01 | −0,13 | 1,0765 | −0,0759 | ||
| G1PI34 / Global Payments Inc. - Depositary Receipt (Common Stock) | 10,00 | 1,0755 | 1,0755 | |||
| BACARDI MARTINI B V / DBT (US05634EU340) | 10,00 | 1,0752 | 1,0752 | |||
| C1CI34 / Crown Castle Inc. - Depositary Receipt (Common Stock) | 9,77 | 1,0509 | 1,0509 | |||
| US25160PAJ66 / Deutsche Bank AG/New York NY | 9,20 | 0,9900 | 0,9900 | |||
| CBRE SVCS INC 07/25 ZCP / DBT (US12610BUQ30) | 9,17 | 0,9864 | 0,9864 | |||
| NXP BV NXP FDG NXP USA DISC CO 09/25 ZCP / DBT (US67122RWA66) | 9,11 | 0,9804 | 0,9804 | |||
| 43AB / Rolls-Royce plc - Corporate Bond/Note | 8,83 | 0,23 | 0,9498 | −0,0634 | ||
| REPUBLIC OF POLAND BONDS 02/30 4.875 / DBT (US857524AF94) | 8,68 | 1,05 | 0,9333 | −0,0542 | ||
| US05401AAK79 / Avolon Holdings Funding Ltd | 8,67 | 141,11 | 0,9324 | 0,5189 | ||
| US90353TAG58 / Uber Technologies Inc | 8,55 | −0,23 | 0,9192 | −0,0658 | ||
| MFG / Mizuho Financial Group, Inc. - Depositary Receipt (Common Stock) | 8,50 | −0,42 | 0,9148 | −0,0673 | ||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU933) | 8,49 | 0,9133 | 0,9133 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A / ABS-O (US16144YAC21) | 8,48 | 0,05 | 0,9121 | −0,0627 | ||
| US05377RHL15 / Avis Budget Rental Car Funding AESOP LLC | 8,33 | 0,17 | 0,8960 | −0,0602 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 8,18 | 0,8804 | 0,8804 | |||
| US87166PAK75 / SYNIT 23-A A 5.54% 07-15-29/26 | 8,09 | −0,21 | 0,8707 | −0,0621 | ||
| FANNIE MAE FNR 2025 18 FM / ABS-MBS (US3136BVKH00) | 7,74 | −4,89 | 0,8322 | −0,1032 | ||
| US912828S505 / United States Treasury Inflation Indexed Bonds | 7,69 | 0,8277 | 0,8277 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF / ABS-MBS (US38381NNT18) | 7,60 | 0,8180 | 0,8180 | |||
| US38383KFR86 / Government National Mortgage Association | 7,49 | −1,50 | 0,8060 | −0,0688 | ||
| PCG.PRD / Pacific Gas and Electric Company - Preferred Stock | 7,20 | 44,00 | 0,7745 | 0,1994 | ||
| US456837AU72 / ING Groep NV | 7,00 | 0,82 | 0,7530 | −0,0456 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 6,68 | 0,7191 | 0,7191 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 79 NA / ABS-MBS (US38385GWL93) | 6,62 | 0,7117 | 0,7117 | |||
| S56431109 / Northam Platinum Holdings Ltd | 6,53 | 1,22 | 0,7024 | −0,0395 | ||
| ENBRIDGE (US) INC / DBT (US29251UUB24) | 6,49 | 0,6982 | 0,6982 | |||
| US41282JV408 / HARLEY-DAVIDSON FDG CORP COMMERCIAL PAPER (ISITC) | 6,47 | 0,6959 | 0,6959 | |||
| ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) | 6,20 | −0,19 | 0,6668 | −0,0475 | ||
| US34535QAA31 / Ford Credit Auto Owner Trust 2023-REV1 | 6,19 | 0,34 | 0,6662 | −0,0437 | ||
| SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A1 A / ABS-MBS (US87166PAP62) | 6,00 | 0,39 | 0,6450 | −0,0420 | ||
| US62955HAA59 / NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 1.17500000 | 5,99 | 0,55 | 0,6445 | −0,0408 | ||
| FREDDIE MAC FHR 5528 FA / ABS-MBS (US3137HKR307) | 5,99 | −2,68 | 0,6443 | −0,0635 | ||
| US00217VAA89 / AREIT 2022-CRE7 LLC | 5,95 | −10,77 | 0,6397 | −0,1267 | ||
| BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 / DBT (US10921V2J41) | 5,89 | 0,27 | 0,6339 | −0,0420 | ||
| FREDDIE MAC FHR 5534 FM / ABS-MBS (US3137HLEP37) | 5,85 | 0,6290 | 0,6290 | |||
| US26210YAA47 / DROP Mortgage Trust, Series 2021-FILE, Class A | 5,83 | 2,05 | 0,6269 | −0,0299 | ||
| FREDDIE MAC FHR 5546 FB / ABS-MBS (US3137HLME97) | 5,82 | 0,6256 | 0,6256 | |||
| US17331KAD19 / Citizens Auto Receivables Trust | 5,76 | −22,34 | 0,6195 | −0,2334 | ||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 5,71 | −4,88 | 0,6146 | −0,0762 | ||
| US899062BQ58 / Tulane Univ La Rfdg-tulane Univ-c Bond | 5,67 | 0,32 | 0,6103 | −0,0401 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 5,45 | 0,5858 | 0,5858 | |||
| US48248AAG31 / KKR Financial Holdings LLC | 5,30 | −0,02 | 0,5700 | −0,0395 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 / ABS-O (US146919AC98) | 5,30 | 0,11 | 0,5697 | −0,0387 | ||
| US07274NAJ28 / Bayer US Finance II LLC | 5,19 | 0,15 | 0,5578 | −0,0376 | ||
| US69335PEY79 / PFS FINANCING CORP SER 2023-C CL A REGD 144A P/P 5.52000000 | 5,08 | −0,18 | 0,5460 | −0,0388 | ||
| US05553BAA35 / Beneria Cowen & Pritzer Collateral Funding Corp | 5,05 | −0,41 | 0,5435 | −0,0400 | ||
| POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A / ABS-O (US73747LAB45) | 5,03 | 0,30 | 0,5412 | −0,0357 | ||
| FORD CREDIT AUTO LEASE TRUST FORDL 2025 A A2B / ABS-O (US345282AC12) | 5,00 | 0,10 | 0,5382 | −0,0366 | ||
| US06051GLA57 / Bank of America Corp. | 5,00 | −0,04 | 0,5378 | −0,0375 | ||
| US61747YET82 / Morgan Stanley | 5,00 | 0,00 | 0,5378 | −0,0372 | ||
| HSBC26D / HSBC Holdings PLC | 4,86 | −0,33 | 0,5231 | −0,0380 | ||
| US30227FAA84 / Extended Stay America Trust | 4,81 | −0,87 | 0,5171 | −0,0405 | ||
| US17295FAD69 / Citizens Auto Receivables Trust 2023-2 | 4,79 | −5,16 | 0,5156 | −0,0657 | ||
| PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A / ABS-O (US69381EAA10) | 4,74 | −2,71 | 0,5099 | −0,0505 | ||
| US63906EB929 / NatWest Markets PLC | 4,72 | 0,08 | 0,5079 | −0,0347 | ||
| US63942TAA34 / NAVIENT STUDENT LOAN TRUST 23-BA A1A 6.48% 03/15/2072 144A | 4,59 | −10,78 | 0,4940 | −0,0979 | ||
| BOFA AUTO TRUST BAAT 2024 1A A3 144A / ABS-O (US09709AAC62) | 4,54 | 0,4889 | 0,4889 | |||
| VERIZON MASTER TRUST VZMT 2024 6 A1A / ABS-O (US92348KDE01) | 4,51 | 0,58 | 0,4851 | −0,0305 | ||
| WELF 2021 1A A1R TSFR3M 04/34 5.49348 / ABS-MBS (000000000) | 4,50 | 0,4840 | 0,4840 | |||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 4,50 | 0,4840 | 0,4840 | |||
| US75620TAW80 / Recette Clo Ltd | 4,31 | 0,23 | 0,4639 | −0,0309 | ||
| US95000U3C57 / Wells Fargo & Co. | 4,30 | 0,02 | 0,4624 | −0,0319 | ||
| FREDDIE MAC FHR 5549 CF / ABS-MBS (US3137HLSA12) | 4,26 | 0,4586 | 0,4586 | |||
| US26251NAB64 / Dryden 60 CLO Ltd | 4,21 | −16,19 | 0,4529 | −0,1248 | ||
| HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 / ABS-O (US41284PAC95) | 4,21 | 0,24 | 0,4528 | −0,0302 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 4,04 | 0,45 | 0,4349 | −0,0280 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC / ABS-MBS (US38383KZF29) | 4,01 | −0,94 | 0,4317 | −0,0342 | ||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 / ABS-O (US02007NAC20) | 4,00 | 0,38 | 0,4300 | −0,0279 | ||
| FANNIE MAE FNR 2024 103 FC / ABS-MBS (US3136BUQH62) | 3,93 | −4,35 | 0,4232 | −0,0499 | ||
| FANNIE MAE FNR 2024 104 FA / ABS-MBS (US3136BUEQ99) | 3,93 | −4,27 | 0,4226 | −0,0493 | ||
| US64830VAA17 / CORP CMO | 3,85 | −2,90 | 0,4145 | −0,0419 | ||
| US682413AA79 / ONE 2021-PARK Mortgage Trust | 3,84 | −0,41 | 0,4135 | −0,0304 | ||
| BV08 / Santander UK Group Holdings plc - Preferred Security | 3,84 | 0,31 | 0,4135 | −0,0272 | ||
| ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A / ABS-O (US29390HAC34) | 3,76 | 0,67 | 0,4041 | −0,0251 | ||
| US65535HBE80 / Nomura Holdings Inc | 3,69 | −0,05 | 0,3971 | −0,0277 | ||
| US83207DAA63 / SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL A1A REGD 144A P/P 5.67000000 | 3,61 | −4,65 | 0,3882 | −0,0470 | ||
| US68249DAA72 / One New York Plaza Trust 2020-1NYP | 3,60 | 1,41 | 0,3871 | −0,0210 | ||
| FREDDIE MAC FHR 5517 VF / ABS-MBS (US3137HKP400) | 3,60 | −4,82 | 0,3867 | −0,0477 | ||
| ENBRIDGE (US) INC / DBT (US29251UUM88) | 3,59 | 0,3862 | 0,3862 | |||
| FREDDIE MAC FHR 5544 F / ABS-MBS (US3137HLNN87) | 3,53 | 0,3802 | 0,3802 | |||
| ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR / DBT (US04685A3U30) | 3,51 | 0,11 | 0,3775 | −0,0257 | ||
| FREDDIE MAC FHR 5548 AF / ABS-MBS (US3137HLJG82) | 3,49 | 0,3752 | 0,3752 | |||
| US36262JAJ43 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A9 V/R REGD 144A P/P 0.90000000 | 3,43 | −1,94 | 0,3689 | −0,0333 | ||
| 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A / ABS-CBDO (US88430TAQ40) | 3,40 | 0,12 | 0,3661 | −0,0248 | ||
| SCULPTOR CLO LTD SCUL 27A A1R 144A / ABS-CBDO (US81124UAW45) | 3,40 | 0,41 | 0,3658 | −0,0236 | ||
| OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A / ABS-CBDO (US67592BAY48) | 3,38 | −0,44 | 0,3637 | −0,0269 | ||
| US69291QAA31 / PFP III PFP 2022 9 A 144A | 3,36 | −21,84 | 0,3615 | −0,1331 | ||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 3,36 | −5,91 | 0,3613 | −0,0493 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A / ABS-CBDO (US05684PAL04) | 3,30 | 0,52 | 0,3554 | −0,0226 | ||
| J2BL34 / Jabil Inc. - Depositary Receipt (Common Stock) | 3,29 | 0,3543 | 0,3543 | |||
| VOYA CLO LTD VOYA 2017 3A A1RR 144A / ABS-CBDO (US92915QBG73) | 3,29 | −0,36 | 0,3536 | −0,0258 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A / ABS-CBDO (US05683NAJ19) | 3,29 | 0,58 | 0,3535 | −0,0222 | ||
| FANNIE MAE FNR 2024 101 FB / ABS-MBS (US3136BUFJ48) | 3,27 | −2,45 | 0,3516 | −0,0338 | ||
| US842400GJ61 / Southern California Edison Co | 3,21 | 0,41 | 0,3452 | −0,0224 | ||
| FREDDIE MAC FHR 5508 DF / ABS-MBS (US3137HJG849) | 3,19 | −2,92 | 0,3429 | −0,0347 | ||
| FREDDIE MAC FHR 5500 GF / ABS-MBS (US3137HJB303) | 3,18 | −4,93 | 0,3423 | −0,0427 | ||
| FREDDIE MAC FHR 5508 FC / ABS-MBS (US3137HJGF80) | 3,18 | −4,90 | 0,3423 | −0,0425 | ||
| VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A / ABS-MBS (US92540DAA37) | 3,16 | −12,32 | 0,3400 | −0,0746 | ||
| US17329VDF31 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A | 3,14 | −1,97 | 0,3376 | −0,0305 | ||
| FREDDIE MAC FHR 5495 AF / ABS-MBS (US3137HJ2H99) | 3,10 | −4,12 | 0,3334 | −0,0384 | ||
| FREDDIE MAC FHR 5500 FA / ABS-MBS (US3137HJAP27) | 3,10 | −5,15 | 0,3332 | −0,0424 | ||
| US28628BAA61 / ELFI Graduate Loan Program LLC, Series 2021-A, Class A | 3,08 | −4,32 | 0,3315 | −0,0389 | ||
| US78392BAB36 / SK Hynix Inc | 3,05 | 0,89 | 0,3281 | −0,0195 | ||
| GNMA II POOL DJ9049 G2 06/55 FIXED 7 / ABS-MBS (US3618KWBS11) | 3,05 | 0,3277 | 0,3277 | |||
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A / ABS-O (US55287XAD75) | 3,04 | 0,43 | 0,3267 | −0,0211 | ||
| HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A / ABS-O (US446144AE71) | 3,03 | −0,10 | 0,3257 | −0,0229 | ||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 / ABS-O (US14689MAC47) | 3,02 | 0,60 | 0,3245 | −0,0204 | ||
| SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A / ABS-CBDO (US800130AN66) | 3,00 | 0,03 | 0,3229 | −0,0222 | ||
| ICG US CLO LTD ICG 2015 2RA A1R 144A / ABS-CBDO (US44933WAL37) | 2,95 | −13,11 | 0,3173 | −0,0731 | ||
| US89231FAD24 / Toyota Auto Receivables 2023-C Owner Trust | 2,94 | −2,68 | 0,3161 | −0,0312 | ||
| CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 / DBT (US147918AC06) | 2,93 | 0,69 | 0,3153 | −0,0194 | ||
| US12430YAA82 / BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 1.33700000 | 2,90 | 0,94 | 0,3115 | −0,0185 | ||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 2,87 | 0,74 | 0,3082 | −0,0189 | ||
| FANNIE MAE FNR 2024 100 FA / ABS-MBS (US3136BUFY15) | 2,83 | −10,24 | 0,3045 | −0,0582 | ||
| US06428AAC27 / BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A3 | 2,82 | −18,91 | 0,3035 | −0,0966 | ||
| US0158578734 / Algonquin Power & Utilities Corp | 2,79 | −0,04 | 0,3006 | −0,0209 | ||
| FANNIE MAE FNR 2025 40 FP / ABS-MBS (US3136BWGV23) | 2,79 | 0,3003 | 0,3003 | |||
| FREDDIE MAC FHR 5410 FB / ABS-MBS (US3137HCUC41) | 2,78 | −3,70 | 0,2992 | −0,0330 | ||
| FREDDIE MAC FHR 5480 FG / ABS-MBS (US3137HHUD11) | 2,74 | −9,49 | 0,2946 | −0,0534 | ||
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A / ABS-O (US505920AC27) | 2,72 | 0,00 | 0,2927 | −0,0203 | ||
| USU6547TAC46 / Nissan Motor Acceptance Co. LLC | 2,62 | 0,46 | 0,2818 | −0,0181 | ||
| FREDDIE MAC FHR 5493 FK / ABS-MBS (US3137HHWV90) | 2,56 | −6,19 | 0,2755 | −0,0385 | ||
| US14686TAD00 / Carvana Auto Receivables Trust, Series 2023-P2, Class A4 | 2,53 | −0,24 | 0,2723 | −0,0195 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB / ABS-MBS (US38383KNN80) | 2,52 | −2,02 | 0,2708 | −0,0246 | ||
| US29278GAZ19 / Enel Finance International NV | 2,51 | −0,36 | 0,2705 | −0,0197 | ||
| MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75 / DBT (US573874AR57) | 2,51 | 0,2702 | 0,2702 | |||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 / DBT (US928668CN06) | 2,51 | 0,16 | 0,2698 | −0,0182 | ||
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 1 A3 / ABS-O (US36269FAD87) | 2,51 | −0,12 | 0,2698 | −0,0191 | ||
| TRALEE CDO LTD TRAL 2019 6A A1RR 144A / ABS-CBDO (US89289EBL74) | 2,47 | −17,12 | 0,2661 | −0,0772 | ||
| US05571AAQ85 / BPCE SA | 2,46 | −0,32 | 0,2643 | −0,0192 | ||
| US36169EAC49 / GECU_23-1A | 2,41 | −0,33 | 0,2596 | −0,0188 | ||
| FANNIE MAE FNR 2025 19 FC / ABS-MBS (US3136BVBY34) | 2,38 | −4,03 | 0,2564 | −0,0293 | ||
| US10921U2C16 / Brighthouse Financial Global Funding | 2,38 | 0,85 | 0,2559 | −0,0153 | ||
| US097023DG73 / Boeing Co/The | 2,36 | 0,60 | 0,2542 | −0,0159 | ||
| FANNIE MAE FNR 2025 16 FA / ABS-MBS (US3136BU5D84) | 2,35 | −5,47 | 0,2527 | −0,0331 | ||
| US65535HAR03 / Nomura Holdings Inc | 2,35 | 0,69 | 0,2525 | −0,0157 | ||
| XS0551307100 / Ooredoo International Finance Ltd | 2,34 | −0,13 | 0,2520 | −0,0178 | ||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 2,32 | 0,2497 | 0,2497 | |||
| US65535HBG39 / Nomura Holdings Inc | 2,31 | −0,17 | 0,2487 | −0,0177 | ||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 2,31 | −9,09 | 0,2487 | −0,0437 | ||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A / ABS-O (US83207QAA76) | 2,27 | −2,70 | 0,2440 | −0,0241 | ||
| US14688GAC87 / CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26 | 2,25 | −17,36 | 0,2422 | −0,0712 | ||
| US07274EAH62 / Bayer US Finance LLC | 2,24 | −0,22 | 0,2406 | −0,0172 | ||
| US00084DBC39 / ABN AMRO Bank NV | 2,21 | −0,45 | 0,2379 | −0,0176 | ||
| US29375CAB54 / Enterprise Fleet Financing 2023-1 LLC | 2,17 | −25,01 | 0,2329 | −0,0992 | ||
| FANNIE MAE FNR 2024 103 FJ / ABS-MBS (US3136BUPN40) | 2,16 | −4,60 | 0,2321 | −0,0279 | ||
| EVERGY KANSAS CENTRAL SR UNSECURED 03/28 4.7 / DBT (US30036FAE16) | 2,12 | 0,81 | 0,2286 | −0,0138 | ||
| US36263KAJ07 / GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1 SER 2021-INV1 CL A9 V/R REGD 144A P/P 0.90000000 | 2,12 | −1,49 | 0,2281 | −0,0194 | ||
| SOUTH BOW USA INFRA HLDS COMPANY GUAR 144A 09/27 4.911 / DBT (US83007CAA09) | 2,11 | 0,62 | 0,2274 | −0,0143 | ||
| FREDDIE MAC FHR 5557 FM / ABS-MBS (US3137HLZ217) | 2,10 | 0,2260 | 0,2260 | |||
| US92331LBC37 / VENTURE CDO LTD VENTR 2017 27A AR 144A | 2,07 | −42,33 | 0,2225 | −0,1899 | ||
| US88167QAC06 / Tesla Auto Lease Trust 2023-B | 2,05 | −41,23 | 0,2206 | −0,1805 | ||
| US29374GAB77 / Enterprise Fleet Financing 2022-4 LLC | 2,05 | −23,62 | 0,2203 | −0,0880 | ||
| ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING / DBT (US04685A3T66) | 2,03 | 0,05 | 0,2188 | −0,0151 | ||
| US78449CAA62 / SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1A 144A | 2,00 | −5,07 | 0,2156 | −0,0272 | ||
| FREDDIE MAC FHR 5560 FB / ABS-MBS (US3137HLZD77) | 2,00 | 0,2154 | 0,2154 | |||
| WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) | 2,00 | −0,25 | 0,2153 | −0,0154 | ||
| CVS / CVS Health Corporation - Depositary Receipt (Common Stock) | 2,00 | 0,2147 | 0,2147 | |||
| US694308JP35 / PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15 | 1,98 | 0,35 | 0,2131 | −0,0140 | ||
| US17291GAA40 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2021 KEYS A 144A | 1,94 | 0,00 | 0,2087 | −0,0145 | ||
| GNMA II POOL 787993 G2 06/55 FIXED 7 / ABS-MBS (US3622ADXW34) | 1,93 | 0,2076 | 0,2076 | |||
| US65480CAC91 / NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 | 1,91 | 0,47 | 0,2053 | −0,0132 | ||
| US225401AY40 / Credit Suisse Group AG | 1,90 | −0,31 | 0,2046 | −0,0148 | ||
| US3136AV7G89 / FNMA ACES, Series 2017-M7, Class A2 | 1,89 | −3,91 | 0,2035 | −0,0230 | ||
| ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A / ABS-O (US04362VAA35) | 1,87 | −6,50 | 0,2013 | −0,0289 | ||
| FREDDIE MAC FHR 5517 FE / ABS-MBS (US3137HKGJ75) | 1,85 | −6,24 | 0,1988 | −0,0279 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (USF0803NAK84) | 1,81 | −0,17 | 0,1946 | −0,0139 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1,81 | 0,1942 | 0,1942 | |||
| US67117VAA89 / OBX 2023-NQM6 Trust | 1,76 | −6,84 | 0,1891 | −0,0279 | ||
| US085770AA31 / Berry Global Escrow Corp. | 1,73 | 0,00 | 0,1861 | −0,0129 | ||
| TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) | 1,72 | −6,66 | 0,1855 | −0,0270 | ||
| H / Hyatt Hotels Corporation | 1,72 | 0,59 | 0,1849 | −0,0115 | ||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 1,72 | 0,00 | 0,1845 | −0,0128 | ||
| US24703TAE64 / Dell International LLC / EMC Corp | 1,71 | 0,06 | 0,1837 | −0,0126 | ||
| US452327AN93 / Illumina Inc | 1,71 | −0,29 | 0,1837 | −0,0133 | ||
| ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A / ABS-CBDO (US03328QBL41) | 1,70 | 0,12 | 0,1833 | −0,0124 | ||
| US80317LAJ26 / Saranac Clo VI Ltd | 1,67 | −14,29 | 0,1802 | −0,0446 | ||
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A / ABS-MBS (US362949BR97) | 1,67 | −8,32 | 0,1801 | −0,0300 | ||
| T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) | 1,63 | 1,12 | 0,1755 | −0,0101 | ||
| AG TRUST AG 2024 NLP A 144A / ABS-MBS (US00792MAA18) | 1,62 | 0,12 | 0,1743 | −0,0118 | ||
| US89180LAA61 / TPMT_21-SJ2 | 1,62 | −10,77 | 0,1739 | −0,0344 | ||
| US924934AA00 / Verus Securitization Trust, Series 2023-5, Class A1 | 1,60 | −13,61 | 0,1722 | −0,0408 | ||
| LCM LTD PARTNERSHIP LCM 36A A1R 144A / ABS-CBDO (US50190LAL27) | 1,59 | 0,13 | 0,1715 | −0,0116 | ||
| US22822VAC54 / Crown Castle International Corp | 1,59 | 0,1707 | 0,1707 | |||
| US6944PL2G38 / PACIFIC LIFE GF II REGD V/R 144A P/P 0.00000000 | 1,50 | 0,07 | 0,1615 | −0,0111 | ||
| GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 / DBT (US36143L2N47) | 1,50 | 0,40 | 0,1611 | −0,0104 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1,50 | 0,1610 | 0,1610 | |||
| US07274NAL73 / Bayer Us Finance Ii Llc 4.375% 12/15/2028 144a Bond | 1,49 | 1,71 | 0,1599 | −0,0082 | ||
| FANNIE MAE FNR 2024 95 KF / ABS-MBS (US3136BTS533) | 1,47 | −4,17 | 0,1583 | −0,0183 | ||
| US05608VAA44 / BX 2021-MFM1 | 1,45 | 0,35 | 0,1557 | −0,0102 | ||
| US89175MAA18 / Towd Point Mortgage Trust 2018-3 | 1,42 | −5,60 | 0,1525 | −0,0202 | ||
| US36168XAA72 / GCAT 2022-HX1 TRUST SER 2022-HX1 CL A1 V/R REGD 144A P/P 2.88500000 | 1,42 | −2,34 | 0,1524 | −0,0145 | ||
| US86358ELK00 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 A1 | 1,38 | −0,86 | 0,1487 | −0,0117 | ||
| FANNIE MAE FNR 2025 35 FB / ABS-MBS (US3136BVF783) | 1,35 | 0,1453 | 0,1453 | |||
| US78449VAC00 / SMB Private Education Loan Trust 2020-PT-A | 1,35 | −7,24 | 0,1449 | −0,0221 | ||
| US05608XAA00 / BXMT LTD BXMT 2020 FL3 A 144A | 1,34 | −2,62 | 0,1441 | −0,0140 | ||
| FANNIE MAE FNR 2025 54 FM / ABS-MBS (US3136BWNW23) | 1,30 | 0,1399 | 0,1399 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF / ABS-MBS (US38385GMK21) | 1,30 | 0,1394 | 0,1394 | |||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVE00) | 1,29 | 0,1390 | 0,1390 | |||
| VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A / ABS-MBS (US92540EAA10) | 1,29 | −12,47 | 0,1382 | −0,0307 | ||
| US63942AAB26 / Navient Private Education Loan Trust 2020-I | 1,22 | −5,29 | 0,1311 | −0,0168 | ||
| HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP / DBT (US40412BVF74) | 1,19 | 0,1283 | 0,1283 | |||
| FREDDIE MAC FHR 5510 FA / ABS-MBS (US3137HJMM67) | 1,12 | −5,41 | 0,1204 | −0,0157 | ||
| US05369AAK79 / Aviation Capital Group LLC | 1,11 | 0,82 | 0,1198 | −0,0073 | ||
| US04942PAJ66 / Atlas Static Senior Loan Fund I Ltd | 1,11 | −43,19 | 0,1193 | −0,1052 | ||
| ATHENE GLOBAL FUNDING SECURED REGS 03/27 VAR / DBT (US04686E4A74) | 1,11 | 0,09 | 0,1193 | −0,0081 | ||
| 3 MONTH SOFR FUT MAR26 XCME 20260616 / DIR (000000000) | 1,10 | 0,1189 | 0,1189 | |||
| ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A / ABS-O (US00193GAB77) | 1,10 | 0,1188 | 0,1188 | |||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 1,10 | 0,1182 | 0,1182 | |||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A / ABS-O (US78450XAA63) | 1,08 | −3,31 | 0,1163 | −0,0123 | ||
| US78449DAC02 / SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B | 1,06 | −7,07 | 0,1145 | −0,0172 | ||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 1,06 | −9,22 | 0,1144 | −0,0203 | ||
| ENEL FINANCE INTL NV ENEL FINANCE INTL NV / DBT (US29278GBD97) | 1,02 | 0,69 | 0,1096 | −0,0067 | ||
| ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR / DBT (US04685A4B40) | 1,00 | 0,00 | 0,1080 | −0,0075 | ||
| ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A / ABS-CBDO (US04942FAL31) | 1,00 | 0,40 | 0,1076 | −0,0070 | ||
| US05367AAH68 / Aviation Capital Group LLC | 1,00 | 0,00 | 0,1075 | −0,0075 | ||
| A3KMYN / Air Lease Corporation - Preferred Stock | 1,00 | 0,1075 | 0,1075 | |||
| SCE.PRK / SCE Trust V - Preferred Security | 1,00 | 0,30 | 0,1074 | −0,0070 | ||
| US63939KAC36 / Navient Private Education Loan Trust, Series 2015-BA, Class A3 | 0,95 | −11,64 | 0,1021 | −0,0214 | ||
| US63941UAA16 / Navient Private Education Refi Loan Trust 2020-G | 0,95 | −7,17 | 0,1017 | −0,0153 | ||
| US3136AVY521 / Fannie Mae - ACES | 0,94 | 0,00 | 0,1010 | −0,0070 | ||
| FREDDIE MAC FHR 5491 FL / ABS-MBS (US3137HJ5P88) | 0,93 | −4,50 | 0,1004 | −0,0120 | ||
| FANNIE MAE FNR 2025 6 FA / ABS-MBS (US3136BUTN04) | 0,91 | −7,56 | 0,0975 | −0,0152 | ||
| US78449UAB44 / SMB Private Education Loan Trust 2020-A | 0,90 | −9,96 | 0,0973 | −0,0183 | ||
| FANNIE MAE FNR 2025 35 FM / ABS-MBS (US3136BVJ660) | 0,90 | 0,0965 | 0,0965 | |||
| US337932AH00 / FirstEnergy Corp | 0,89 | 0,56 | 0,0959 | −0,0061 | ||
| FREDDIE MAC FHR 5500 QF / ABS-MBS (US3137HJBW68) | 0,89 | −8,76 | 0,0953 | −0,0164 | ||
| US39729RAB42 / Greenwood Park CLO Ltd | 0,88 | −34,31 | 0,0942 | −0,0590 | ||
| US466330AA51 / JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A | 0,87 | −8,17 | 0,0932 | −0,0153 | ||
| US32027EAE14 / FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 | 0,82 | −6,96 | 0,0878 | −0,0131 | ||
| US92916GBE35 / Voya 2012-4 Ltd | 0,81 | −14,90 | 0,0873 | −0,0223 | ||
| US928668BY79 / Volkswagen Group of America Finance LLC | 0,80 | 0,0861 | 0,0861 | |||
| CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A / ABS-O (US16144QAC96) | 0,80 | 0,38 | 0,0860 | −0,0055 | ||
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A / ABS-MBS (US17332RCX98) | 0,80 | 0,0855 | 0,0855 | |||
| US64829VAA44 / New Residential Mortgage Loan Trust 2018-RPL1 | 0,77 | −4,34 | 0,0830 | −0,0098 | ||
| US61748HNB32 / MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M6 | 0,76 | 0,13 | 0,0816 | −0,0055 | ||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 0,76 | −18,07 | 0,0815 | −0,0248 | ||
| 7201 / Nissan Motor Co., Ltd. | 0,75 | 0,40 | 0,0802 | −0,0051 | ||
| US38382YA529 / Government National Mortgage Association | 0,74 | −11,68 | 0,0797 | −0,0169 | ||
| US86359BMW80 / Wells Fargo Home Equity Trust Mortgage Pass-Through Certificates Series 2004-1 | 0,73 | −3,58 | 0,0783 | −0,0085 | ||
| US63942BAA26 / Navient Private Education Refi Loan Trust 2021-A | 0,72 | −6,41 | 0,0771 | −0,0110 | ||
| US64831EAA82 / NEW RESIDENTIAL MORTGAGE LOAN TRUST SER 2021-NQ2R CL A1 V/R REGD 144A P/P 0.94054000 | 0,71 | −3,12 | 0,0768 | −0,0080 | ||
| CNQ / Canadian Natural Resources Limited | 0,71 | 1,00 | 0,0760 | −0,0045 | ||
| ABBVD / AbbVie Inc. - Depositary Receipt (Common Stock) | 0,70 | 0,0752 | 0,0752 | |||
| US55286LAA08 / MFA 2023-NQM4 Trust | 0,70 | −9,14 | 0,0749 | −0,0133 | ||
| US13648TAB35 / Canadian Pacific Railway Co | 0,69 | 0,29 | 0,0742 | −0,0049 | ||
| US61772QAN07 / MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 0.89967000 | 0,69 | −2,55 | 0,0740 | −0,0072 | ||
| US75972BAB71 / RENESAS ELECTRONICS CORP | 0,68 | 1,04 | 0,0734 | −0,0044 | ||
| US75575RAA59 / Ready Capital Mortgage Financing 2023-FL11 LLC | 0,66 | −28,14 | 0,0709 | −0,0346 | ||
| US03768UAA79 / Apidos CLO XXXV | 0,65 | 0,00 | 0,0700 | −0,0049 | ||
| US3136AX7E95 / FNA 17-M12 A2 (MF) FRN 06-25-27 | 0,63 | 0,00 | 0,0680 | −0,0047 | ||
| BA / The Boeing Company - Depositary Receipt (Common Stock) | 0,62 | 0,00 | 0,0664 | −0,0046 | ||
| HCA INC COMPANY GUAR 03/28 5 / DBT (US404119CY34) | 0,61 | 0,66 | 0,0655 | −0,0041 | ||
| US842400HW63 / Southern California Edison Co | 0,60 | 0,0646 | 0,0646 | |||
| JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP / DBT (US48002AU107) | 0,60 | 0,0645 | 0,0645 | |||
| AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) | 0,60 | 0,0645 | 0,0645 | |||
| US50200YAQ17 / LCM LTD PARTNERSHIP LCM 30A AR 144A | 0,59 | −20,75 | 0,0637 | −0,0223 | ||
| US00130HCE36 / CORP. NOTE | 0,59 | 0,86 | 0,0633 | −0,0038 | ||
| US89179XAL91 / TOWD POINT ASSET TRUST 2021-SL1 SER 2021-SL1 CL A2 V/R REGD 144A P/P 0.00000000 | 0,58 | −13,08 | 0,0622 | −0,0143 | ||
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR / DBT (US928668CD24) | 0,58 | 0,0619 | 0,0619 | |||
| US78449VAB27 / SMB Private Education Loan Trust 2020-PT-A | 0,57 | −6,69 | 0,0616 | −0,0090 | ||
| US759950AW86 / Renaissance Home Equity Loan Trust 2003-2 | 0,55 | −5,63 | 0,0596 | −0,0078 | ||
| BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL / DBT (US06675DCH35) | 0,55 | −0,18 | 0,0595 | −0,0043 | ||
| US14318XAB10 / CarMax Auto Owner Trust 2023-4 | 0,55 | −68,96 | 0,0593 | −0,1449 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0,55 | −1,79 | 0,0591 | −0,0052 | ||
| US69380TAA97 / PRPM 2023-NQM3 Trust | 0,54 | −5,28 | 0,0579 | −0,0075 | ||
| US89179YAR45 / TOWD POINT MORTGAGE TRUST 2021-1 VAR 11/25/2061 144A | 0,53 | −5,41 | 0,0565 | −0,0073 | ||
| US92916MAF86 / VOYA CLO LTD VOYA 2017 1A A1R 144A | 0,52 | −24,82 | 0,0561 | −0,0236 | ||
| US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 | 0,52 | −7,16 | 0,0559 | −0,0085 | ||
| US42704RAA95 / HERA COMMERCIAL MORTGAGE LTD HERA 2021 FL1 A 144A | 0,51 | 0,20 | 0,0548 | −0,0036 | ||
| JAMESTOWN CLO LTD JTWN 2021 16A AR 144A / ABS-CBDO (US47048RAL96) | 0,50 | 0,00 | 0,0536 | −0,0037 | ||
| FANNIE MAE FNR 2025 40 F / ABS-MBS (US3136BWGN07) | 0,50 | 0,0534 | 0,0534 | |||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA / ABS-MBS (US38384GP876) | 0,49 | 0,0528 | 0,0528 | |||
| US31419AJ998 / FNMA POOL AE0287 FN 02/38 FIXED VAR | 0,45 | −1,97 | 0,0482 | −0,0044 | ||
| US63941FAB22 / Navient Private Education Refi Loan Trust 2020-A | 0,44 | −7,88 | 0,0478 | −0,0077 | ||
| US07387QAX88 / Bear Stearns ALT-A Trust, Series 2006-8, Class 3A1 | 0,44 | −3,53 | 0,0470 | −0,0051 | ||
| US31320LAH42 / FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5 | 0,42 | −1,64 | 0,0453 | −0,0040 | ||
| US05401AAM36 / Avolon Holdings Funding Ltd | 0,41 | −59,71 | 0,0445 | −0,0735 | ||
| US31417QBA13 / FNMA POOL AC4532 FN 01/34 FIXED 5 | 0,41 | −0,73 | 0,0438 | −0,0034 | ||
| US362439AE17 / GSAMP Trust 2006-HE4 | 0,40 | −2,65 | 0,0435 | −0,0043 | ||
| BACR / Barclays Bank PLC - Corporate Bond/Note | 0,40 | 0,00 | 0,0430 | −0,0029 | ||
| US073879EU88 / BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004- BSABS 2004-HE7 M1 | 0,39 | −1,01 | 0,0423 | −0,0035 | ||
| US3138XQG625 / FNMA POOL AW1120 FN 11/34 FIXED 5 | 0,38 | −2,31 | 0,0411 | −0,0039 | ||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 0,38 | −4,28 | 0,0410 | −0,0047 | ||
| US437084DY91 / HOME EQUITY ASSET TRUST HEAT 2004 5 M3 | 0,37 | −25,30 | 0,0400 | −0,0173 | ||
| US83390UAF49 / SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST SOFI 2020-C AFX | 0,36 | −5,84 | 0,0382 | −0,0051 | ||
| US36179TS713 / GNMA II POOL MA5042 G2 10/38 FIXED 7 | 0,35 | −1,12 | 0,0380 | −0,0031 | ||
| US63935BAA17 / Navient Private Education Refi Loan Trust 2020-H | 0,34 | −8,85 | 0,0366 | −0,0063 | ||
| US89177XAA54 / TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 2.70800000 | 0,34 | −8,87 | 0,0365 | −0,0063 | ||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0,32 | −6,09 | 0,0349 | −0,0049 | ||
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A1 144A / ABS-O (US24704EAA64) | 0,32 | −89,10 | 0,0347 | −0,3051 | ||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0,31 | 0,0337 | 0,0337 | |||
| US92922FUN67 / WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 | 0,31 | −0,96 | 0,0333 | −0,0026 | ||
| US03464LAA44 / ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1 | 0,30 | −7,62 | 0,0327 | −0,0051 | ||
| US86358EGW03 / STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 | 0,30 | −2,57 | 0,0327 | −0,0032 | ||
| SCE.PRK / SCE Trust V - Preferred Security | 0,30 | 0,00 | 0,0325 | −0,0022 | ||
| US64830TAD00 / NRZT 2020-1A A1B | 0,30 | −3,85 | 0,0323 | −0,0036 | ||
| US097023DA04 / Boeing Co/The | 0,30 | 0,68 | 0,0319 | −0,0020 | ||
| US64352VHV62 / NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 | 0,30 | −1,67 | 0,0318 | −0,0028 | ||
| US58003UAA60 / MF1 Multifamily Housing Mortgage Loan Trust | 0,29 | −35,67 | 0,0317 | −0,0209 | ||
| US93364FAD33 / WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | 0,29 | −0,69 | 0,0308 | −0,0024 | ||
| TREASURY BILL 08/25 0.00000 / DBT (US912797MG92) | 0,28 | 0,0303 | 0,0303 | |||
| US78449MAB28 / SMB Private Education Loan Trust 2021-D | 0,28 | −7,62 | 0,0301 | −0,0047 | ||
| PRKCM TRUST PRKCM 2024 AFC1 A1 144A / ABS-MBS (US69380WAA27) | 0,26 | −11,82 | 0,0281 | −0,0059 | ||
| US48250LAW90 / KKR FINANCIAL CLO LTD 07/30 1 | 0,25 | −38,69 | 0,0271 | −0,0202 | ||
| US161630AW83 / Chase Mortgage Finance Trust Series 2007-A1 | 0,25 | −1,21 | 0,0264 | −0,0022 | ||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | 0,22 | 0,0238 | 0,0238 | |||
| US36202FFK75 / GNMA II POOL 004670 G2 04/40 FIXED 4 | 0,22 | −1,80 | 0,0235 | −0,0021 | ||
| US36167CAA45 / GCAT GCAT 2019 RPL1 A1 144A | 0,22 | −7,30 | 0,0233 | −0,0035 | ||
| US74919TAB70 / RAAC SERIES RAAC 2006 RP4 M1 144A | 0,21 | −16,13 | 0,0224 | −0,0062 | ||
| US85573MAA71 / STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A | 0,20 | −9,17 | 0,0213 | −0,0038 | ||
| US31418M7F33 / FNMA POOL AD0893 FN 01/39 FIXED VAR | 0,19 | −6,76 | 0,0208 | −0,0030 | ||
| US76110WQ667 / RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 | 0,19 | −6,83 | 0,0206 | −0,0030 | ||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0,19 | −1 256,25 | 0,0200 | 0,0219 | ||
| US67115DAA00 / Onslow Bay Mortgage Loan Trust | 0,17 | −0,59 | 0,0182 | −0,0015 | ||
| US312979JC29 / FED HM LN PC POOL B32059 FG 09/37 FIXED 5.4 | 0,17 | −0,60 | 0,0179 | −0,0014 | ||
| US36202FWZ51 / GNMA II POOL 005164 G2 08/41 FIXED 5.5 | 0,15 | −1,29 | 0,0165 | −0,0014 | ||
| US31371MW940 / FNMA POOL 256372 FN 07/36 FIXED 6.5 | 0,15 | −0,65 | 0,0165 | −0,0013 | ||
| US31410MJL54 / FNMA POOL 891367 FN 04/36 FIXED 4.75 | 0,15 | −1,32 | 0,0162 | −0,0013 | ||
| US3128NAAE89 / FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5 | 0,15 | −1,33 | 0,0160 | −0,0013 | ||
| US161546GR12 / Chase Funding Trust Series 2003-5 | 0,14 | −3,38 | 0,0154 | −0,0016 | ||
| 317U8CLA3 PIMCO SWAPTION 3.6 CALL USD 20250812 / DIR (000000000) | 0,14 | 0,0147 | 0,0147 | |||
| US16678RCC97 / CCMFC 2004-4A A1 | 0,13 | −1,52 | 0,0141 | −0,0012 | ||
| US46630GAH83 / JP MORGAN MORTGAGE TRUST 2007-A1 | 0,13 | −10,34 | 0,0141 | −0,0026 | ||
| US32051GFB68 / FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA7 2A1 | 0,13 | −2,33 | 0,0136 | −0,0013 | ||
| US59020UZ573 / MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1C | 0,13 | −1,57 | 0,0135 | −0,0012 | ||
| US31402UWN89 / FNMA POOL 738753 FN 09/33 FIXED 6 | 0,12 | −2,46 | 0,0129 | −0,0012 | ||
| US3137FQZF31 / Freddie Mac REMICS | 0,11 | −2,59 | 0,0122 | −0,0011 | ||
| US36202FQA74 / GNMA II POOL 004949 G2 02/41 FIXED 4 | 0,11 | −1,87 | 0,0113 | −0,0010 | ||
| US31406TME81 / FNMA POOL 819457 FN 02/35 FIXED 4.75 | 0,10 | −1,02 | 0,0105 | −0,0008 | ||
| US31408JDH14 / FNMA POOL 852504 FN 09/35 FIXED 5.35 | 0,10 | −1,04 | 0,0103 | −0,0009 | ||
| US31411Y4N02 / FNMA POOL 918929 FN 04/37 FIXED 5.5 | 0,10 | −4,04 | 0,0102 | −0,0012 | ||
| US317350BD73 / Finance America Mortgage Loan Trust 2004-2 | 0,09 | −2,08 | 0,0102 | −0,0009 | ||
| US36230TTQ57 / GNMA II POOL 758659 G2 03/41 FIXED 4.5 | 0,09 | −1,05 | 0,0101 | −0,0009 | ||
| US31418AMB16 / Fannie Mae Pool | 0,09 | −2,17 | 0,0098 | −0,0009 | ||
| US36177WB584 / GNMA POOL AA0060 GN 04/42 FIXED 3.7 | 0,09 | −3,23 | 0,0097 | −0,0010 | ||
| US805564RN38 / Saxon Asset Securities Trust 2005-1 | 0,09 | −9,18 | 0,0096 | −0,0017 | ||
| US38382CP473 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-17 CL EU 2.50000000 | 0,09 | −2,20 | 0,0096 | −0,0009 | ||
| US36202EWA36 / GNMA II POOL 004241 G2 09/38 FIXED 7 | 0,09 | −2,30 | 0,0092 | −0,0009 | ||
| US36202EWX39 / GNMA II POOL 004262 G2 10/38 FIXED 7 | 0,08 | −1,18 | 0,0091 | −0,0007 | ||
| US48251JAL70 / KKR CLO 18 Ltd | 0,08 | −32,80 | 0,0091 | −0,0053 | ||
| US31283YRC48 / FED HM LN PC POOL P20584 FG 11/34 FIXED 5 | 0,08 | −2,35 | 0,0090 | −0,0009 | ||
| US81375WCT18 / Securitized Asset Backed Receivables LLC Trust 2005-OP1 | 0,08 | −1,20 | 0,0088 | −0,0007 | ||
| US3620A2RN82 / GNMA II POOL 716993 G2 06/39 FIXED 5.4 | 0,08 | 0,00 | 0,0084 | −0,0007 | ||
| US36177U5Z31 / GNMA POOL 799863 GN 04/42 FIXED 3.75 | 0,08 | −2,53 | 0,0084 | −0,0008 | ||
| US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 | 0,08 | −3,75 | 0,0083 | −0,0009 | ||
| US31410R6C82 / FNMA POOL 895567 FN 04/36 FIXED 5.45 | 0,08 | −1,32 | 0,0081 | −0,0007 | ||
| US31413FY304 / FNMA POOL 944530 FN 07/47 FIXED 6 | 0,07 | 1,37 | 0,0080 | −0,0005 | ||
| US31413CWB17 / FNMA POOL 941742 FN 07/37 FIXED 5.35 | 0,07 | −2,67 | 0,0079 | −0,0008 | ||
| US3620A92N06 / GNMA II POOL 723581 G2 04/35 FIXED 5.5 | 0,07 | −1,37 | 0,0078 | −0,0007 | ||
| US126670MH82 / Countrywide Asset-Backed Certificates | 0,07 | −24,47 | 0,0077 | −0,0032 | ||
| US36296DMF23 / GNMA II POOL 688058 G2 08/38 FIXED 4.5 | 0,07 | −1,41 | 0,0076 | −0,0006 | ||
| US31321XAS36 / FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4 | 0,07 | −1,43 | 0,0075 | −0,0006 | ||
| US36202FPB66 / GNMA II POOL 004918 G2 01/41 FIXED 4 | 0,07 | −2,82 | 0,0075 | −0,0007 | ||
| US31321XVQ41 / FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4 | 0,07 | 0,00 | 0,0073 | −0,0005 | ||
| US3620AM3K63 / GNMA II POOL 734402 G2 04/41 FIXED 4.5 | 0,07 | −1,47 | 0,0073 | −0,0006 | ||
| US59020UAR68 / Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 | 0,07 | −4,35 | 0,0072 | −0,0008 | ||
| US36291FVP07 / GNMA II POOL 627122 G2 03/34 FIXED 5.5 | 0,06 | −3,03 | 0,0070 | −0,0006 | ||
| US36195LPZ93 / Ginnie Mae II Pool | 0,06 | −3,03 | 0,0070 | −0,0006 | ||
| US36295J3C82 / GNMA POOL 672295 GN 01/38 FIXED 5.35 | 0,06 | 0,00 | 0,0069 | −0,0005 | ||
| US31281BUS77 / FED HM LN PC POOL N31493 FG 02/38 FIXED 5 | 0,06 | −1,61 | 0,0067 | −0,0005 | ||
| US3128C6N214 / Freddie Mac Gold Pool | 0,06 | −1,61 | 0,0066 | −0,0005 | ||
| US31302PAY07 / FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5 | 0,06 | 0,00 | 0,0066 | −0,0004 | ||
| US31417YTX57 / FNMA POOL MA0565 FN 09/40 FIXED 5.5 | 0,06 | −1,64 | 0,0066 | −0,0005 | ||
| US45254NLJ45 / IMPAC CMB TRUST SERIES 2004-10 SER 2004-10 CL 1A1 V/R REGD 2.34800000 | 0,06 | −1,72 | 0,0062 | −0,0005 | ||
| US04541GJT04 / ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 | 0,06 | 0,00 | 0,0061 | −0,0004 | ||
| US36249BAD29 / GSAA Home Equity Trust, Series 2007-7, Class A4 | 0,06 | −13,85 | 0,0061 | −0,0015 | ||
| US465968AC92 / JPMCC Commercial Mortgage Securities Trust 2017-JP7 | 0,06 | −1,75 | 0,0061 | −0,0005 | ||
| US78444YAD76 / SLM Student Loan Trust 2008-5 | 0,06 | −6,67 | 0,0061 | −0,0008 | ||
| US36295JM869 / GNMA POOL 671883 GN 06/37 FIXED 5.35 | 0,06 | −1,79 | 0,0060 | −0,0005 | ||
| US31335YLA28 / FED HM LN PC POOL U30321 FG 02/37 FIXED 5 | 0,05 | −1,82 | 0,0059 | −0,0005 | ||
| US31416BNH77 / FNMA POOL 995092 FN 12/37 FIXED VAR | 0,05 | −1,82 | 0,0059 | −0,0005 | ||
| US31414QFW24 / FNMA POOL 972781 FN 01/38 FIXED 5.35 | 0,05 | 0,00 | 0,0058 | −0,0005 | ||
| US31410GNM14 / FNMA, Other | 0,05 | −1,85 | 0,0058 | −0,0005 | ||
| US3128C6MK29 / FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5 | 0,05 | −1,89 | 0,0057 | −0,0005 | ||
| US32027NGC92 / FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF1 M1 | 0,05 | −7,14 | 0,0056 | −0,0008 | ||
| US31281BDJ61 / FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5 | 0,05 | −3,70 | 0,0056 | −0,0007 | ||
| US3617J6Q804 / GNMA II POOL BK5879 G2 11/48 FIXED 4.5 | 0,05 | −5,56 | 0,0055 | −0,0007 | ||
| US31302PCB85 / FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5 | 0,05 | 2,04 | 0,0054 | −0,0003 | ||
| US31417CYK51 / FNMA POOL AB6113 FN 08/42 FIXED 4 | 0,05 | −2,04 | 0,0053 | −0,0005 | ||
| US3138LT4P05 / Fannie Mae Pool | 0,05 | −4,08 | 0,0051 | −0,0006 | ||
| US3128UNDB51 / FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5 | 0,05 | −2,13 | 0,0051 | −0,0004 | ||
| US92922F4R66 / CORP CMO | 0,05 | −6,12 | 0,0051 | −0,0006 | ||
| US36179MCT53 / GNMA II POOL MA0082 G2 05/42 FIXED 3.5 | 0,05 | −4,17 | 0,0051 | −0,0005 | ||
| US31371MKB27 / FNMA POOL 255990 FN 11/35 FIXED 5 | 0,05 | −2,13 | 0,0050 | −0,0004 | ||
| US83611MDH88 / SOUNDVIEW HOME LOAN TRUST 2005-OPT1 SER 2005-OPT1 CL M2 V/R REGD 2.38300000 | 0,05 | −27,42 | 0,0049 | −0,0023 | ||
| US3138W9CG39 / FANNIE MAE POOL FN AS0070 | 0,05 | −2,17 | 0,0049 | −0,0004 | ||
| US02150PAA66 / CORP CMO | 0,04 | −2,22 | 0,0048 | −0,0004 | ||
| US3128C6NQ89 / FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5 | 0,04 | −2,22 | 0,0048 | −0,0005 | ||
| US31371NKB00 / Fannie Mae Pool | 0,04 | −6,38 | 0,0048 | −0,0007 | ||
| US36179NFZ69 / GNMA II POOL MA1084 G2 06/43 FIXED 4 | 0,04 | −2,27 | 0,0047 | −0,0004 | ||
| US3128C6LS63 / FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5 | 0,04 | −2,27 | 0,0047 | −0,0004 | ||
| US31418CH727 / FNMA POOL MA2953 FN 03/47 FIXED 4 | 0,04 | 0,00 | 0,0043 | −0,0003 | ||
| US36176RFC16 / GNMA II POOL 773563 G2 07/41 FIXED 4.5 | 0,04 | −2,56 | 0,0042 | −0,0004 | ||
| US36295SMU77 / GNMA POOL 679071 GN 11/37 FIXED 5.35 | 0,04 | 0,00 | 0,0041 | −0,0003 | ||
| US31406UF868 / FNMA POOL 820191 FN 05/35 FIXED 5 | 0,04 | −2,63 | 0,0040 | −0,0004 | ||
| US36177VAC63 / GNMA II POOL 799902 G2 03/42 FIXED 3.74 | 0,04 | −2,78 | 0,0038 | −0,0003 | ||
| US31335PMN23 / FHLMC Gold Pools, Other | 0,04 | −2,78 | 0,0038 | −0,0003 | ||
| US31417C5X93 / FNMA POOL AB6261 FN 09/42 FIXED 4 | 0,04 | 0,00 | 0,0038 | −0,0003 | ||
| US31384B2N50 / FNMA POOL 519281 FN 09/29 FIXED 5.34 | 0,04 | −5,41 | 0,0038 | −0,0005 | ||
| US36182NQ714 / GNMA II POOL AH5878 G2 03/44 FIXED 3.75 | 0,04 | 0,00 | 0,0038 | −0,0003 | ||
| US31335YNR35 / FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55 | 0,03 | 0,00 | 0,0037 | −0,0003 | ||
| US3128MT6K98 / Freddie Mac Gold 6.50 09/01/2037 | 0,03 | 0,00 | 0,0036 | −0,0003 | ||
| US31409VSK07 / FNMA POOL 879922 FN 11/35 FIXED 5 | 0,03 | 0,00 | 0,0036 | −0,0003 | ||
| US31407KX878 / FNMA POOL 833303 FN 05/35 FIXED 5.15 | 0,03 | −3,03 | 0,0035 | −0,0003 | ||
| US31405WNX91 / FNMA POOL 801506 FN 09/34 FIXED 4.75 | 0,03 | −3,33 | 0,0032 | −0,0003 | ||
| US31406TEB35 / FNMA POOL 819230 FN 02/35 FIXED 5.35 | 0,03 | 0,00 | 0,0031 | −0,0003 | ||
| US36202E7D50 / GNMA II POOL 004492 G2 07/39 FIXED 6.5 | 0,03 | 0,00 | 0,0031 | −0,0002 | ||
| US36177WYG94 / GNMA II POOL AA0711 G2 07/42 FIXED 3.74 | 0,03 | 0,00 | 0,0030 | −0,0003 | ||
| US3138EJ2Z01 / FNMA POOL AL2591 FN 05/38 FIXED VAR | 0,03 | 0,00 | 0,0028 | −0,0003 | ||
| US36202EV891 / GINNIE MAE II POOL P#4239 6.00000000 | 0,03 | −32,43 | 0,0028 | −0,0015 | ||
| US31418AHP66 / FNMA POOL MA1137 FN 07/42 FIXED 4 | 0,03 | −3,85 | 0,0028 | −0,0002 | ||
| US885220HB24 / THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3 | 0,03 | −10,71 | 0,0028 | −0,0005 | ||
| US36295JXA95 / GNMA POOL 672173 GN 09/37 FIXED 5.35 | 0,03 | 0,00 | 0,0027 | −0,0002 | ||
| US3128UNEZ11 / FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5 | 0,02 | −4,00 | 0,0027 | −0,0002 | ||
| US31335YNT90 / FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55 | 0,02 | −8,00 | 0,0026 | −0,0003 | ||
| US36202FX688 / GNMA II POOL 005201 G2 10/41 FIXED 4 | 0,02 | −4,17 | 0,0026 | −0,0002 | ||
| US3128MTB723 / FED HM LN PC POOL H00962 FG 07/37 FIXED 6.5 | 0,02 | 0,00 | 0,0024 | −0,0002 | ||
| US36294XMQ69 / GNMA POOL 662867 GN 12/36 FIXED 5.35 | 0,02 | −8,70 | 0,0024 | −0,0003 | ||
| US16678RCU95 / Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2005-1 | 0,02 | 0,00 | 0,0023 | −0,0002 | ||
| US36228FWS19 / GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 | 0,02 | −5,00 | 0,0021 | −0,0002 | ||
| US31281BUD09 / FED HM LN PC POOL N31480 FG 04/37 FIXED 5 | 0,02 | 0,00 | 0,0021 | −0,0002 | ||
| US3138EPGX66 / Fannie Mae Pool | 0,02 | −5,00 | 0,0021 | −0,0002 | ||
| US31412EH825 / FNMA POOL 922855 FN 11/36 FIXED 5.5 | 0,02 | −20,83 | 0,0021 | −0,0007 | ||
| US31405VHY65 / FNMA POOL 800447 FN 10/34 FIXED 5 | 0,02 | 0,00 | 0,0021 | −0,0002 | ||
| US36202FBE51 / GNMA II POOL 004537 G2 06/39 FIXED 7 | 0,02 | 0,00 | 0,0020 | −0,0002 | ||
| US93362YAB83 / WAMU_06-AR5 | 0,02 | 0,00 | 0,0020 | −0,0002 | ||
| US784442AC92 / SLM Student Loan Trust 2008-2 | 0,02 | −15,00 | 0,0019 | −0,0005 | ||
| US31412FTZ61 / FNMA POOL 924068 FN 05/37 FIXED 6.5 | 0,02 | 0,00 | 0,0018 | −0,0001 | ||
| US31418BSB35 / FNMA POOL MA2313 FN 06/45 FIXED 4 | 0,02 | −5,88 | 0,0018 | −0,0001 | ||
| US31408CDK99 / FNMA POOL 847106 FN 10/35 FIXED 5.5 | 0,02 | −5,88 | 0,0018 | −0,0002 | ||
| US66987WDE49 / NOVASTAR MORTGAGE FUNDING TRUST SERIES 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | 0,02 | −69,23 | 0,0018 | −0,0042 | ||
| US3128UNCF74 / Freddie Mac Gold 6.50 09/01/2037 | 0,02 | 0,00 | 0,0018 | −0,0001 | ||
| US31413QPD42 / FNMA POOL 952320 FN 10/37 FIXED 6.5 | 0,02 | 0,00 | 0,0017 | −0,0001 | ||
| US31400RVX69 / FNMA POOL 695530 FN 04/33 FIXED 6 | 0,02 | 0,00 | 0,0017 | −0,0002 | ||
| US07386HSZ54 / BEAR STEARNS ALT-A TRUST 2005-4 SER 2005-4 CL 23A2 V/R REGD 4.43001800 | 0,02 | −6,25 | 0,0017 | −0,0002 | ||
| US36202EUF41 / G2FS 5.5 4182 H4H 07-20-38 | 0,02 | 0,00 | 0,0016 | −0,0001 | ||
| US3138XPKF93 / FNMA POOL AW0293 FN 02/44 FIXED 4 | 0,01 | 0,00 | 0,0016 | −0,0001 | ||
| US31411KZX44 / FNMA POOL 910758 FN 01/37 FIXED 5.5 | 0,01 | 0,00 | 0,0015 | −0,0001 | ||
| US16678RBV87 / CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A | 0,01 | 0,00 | 0,0014 | −0,0001 | ||
| US31371NVE20 / FNMA POOL 257213 FN 04/48 FIXED 6 | 0,01 | 0,00 | 0,0014 | −0,0001 | ||
| US69702HAA68 / Palmer Square Loan Funding Ltd | 0,01 | −60,00 | 0,0013 | −0,0021 | ||
| US31281BT916 / FED HM LN PC POOL N31476 FG 12/37 FIXED 5 | 0,01 | 0,00 | 0,0013 | −0,0001 | ||
| US3128DFAG35 / FED HM LN PC POOL L00007 FG 03/35 FIXED 5.5 | 0,01 | −8,33 | 0,0013 | −0,0001 | ||
| US3128MVTH65 / Freddie Mac Gold Pool | 0,01 | 0,00 | 0,0013 | −0,0001 | ||
| US3128UNCE00 / Freddie Mac Gold 6.50 09/01/2037 | 0,01 | 0,00 | 0,0012 | −0,0001 | ||
| US576433WE20 / MASTR Adjustable Rate Mortgages Trust 2004-13 | 0,01 | 0,00 | 0,0012 | −0,0001 | ||
| US31371LZB88 / FNMA POOL 255538 FN 11/34 FIXED 5.5 | 0,01 | 0,00 | 0,0012 | −0,0001 | ||
| US31410G2U61 / Fannie Mae Pool | 0,01 | −9,09 | 0,0012 | −0,0001 | ||
| US31386Y5M22 / FNMA POOL 577852 FN 06/31 FIXED 6 | 0,01 | −9,09 | 0,0012 | −0,0002 | ||
| US31288LCL36 / FED HM LN PC POOL P50075 FG 09/31 FIXED 6 | 0,01 | −10,00 | 0,0010 | −0,0002 | ||
| US312988FZ66 / FED HM LN PC POOL B70184 FG 05/29 FIXED 7 | 0,01 | −11,11 | 0,0010 | −0,0001 | ||
| US31283NBG60 / FED HM LN PC POOL P00039 FG 05/33 FIXED 6 | 0,01 | −11,11 | 0,0009 | −0,0002 | ||
| US31371NGS80 / FNMA POOL 256809 FN 07/37 FIXED 6 | 0,01 | 0,00 | 0,0009 | −0,0001 | ||
| US31371NS300 / FNMA POOL 257138 FN 03/38 FIXED 5 | 0,01 | 0,00 | 0,0009 | −0,0001 | ||
| US31413AFZ12 / FNMA POOL 939484 FN 06/37 FIXED 5 | 0,01 | 0,00 | 0,0008 | −0,0001 | ||
| US3128UNAX09 / FED HM LN PC POOL H09022 FG 02/37 FIXED 5.5 | 0,01 | 0,00 | 0,0008 | −0,0001 | ||
| US31281BDS60 / FED HM LN PC POOL N31013 FG 10/33 FIXED 5 | 0,01 | 0,00 | 0,0008 | −0,0001 | ||
| US31387W3N58 / FNMA POOL 596705 FN 04/32 FIXED 6 | 0,01 | 0,00 | 0,0008 | −0,0001 | ||
| US31415BNZ84 / FNMA POOL 982008 FN 05/38 FIXED 5.5 | 0,01 | 0,00 | 0,0008 | −0,0001 | ||
| US31414RBK05 / FNMA POOL 973542 FN 03/38 FIXED 5.5 | 0,01 | 0,00 | 0,0007 | −0,0001 | ||
| US31376JXC88 / FNMA POOL 357175 FN 12/31 FIXED 5.5 | 0,01 | −14,29 | 0,0007 | −0,0001 | ||
| US31371NMW29 / Fannie Mae Pool | 0,01 | 0,00 | 0,0007 | −0,0001 | ||
| US31410KAX28 / FANNIE MAE POOL FN 889322 | 0,01 | 0,00 | 0,0007 | −0,0001 | ||
| US31410GT373 / FNMA POOL 888970 FN 06/37 FIXED VAR | 0,01 | −16,67 | 0,0006 | −0,0001 | ||
| US31281BHN38 / FED HM LN PC POOL N31137 FG 09/34 FIXED 5.5 | 0,01 | 0,00 | 0,0006 | −0,0001 | ||
| US31281BQV52 / FED HM LN PC POOL N31368 FG 01/37 FIXED 5 | 0,01 | 0,00 | 0,0006 | −0,0000 | ||
| US3128UNDW98 / Freddie Mac Gold 6.50 11/01/2037 | 0,01 | 0,00 | 0,0006 | −0,0000 | ||
| US92922FD213 / WAMU_05-AR2 | 0,00 | −20,00 | 0,0005 | −0,0001 | ||
| US31288LRE38 / FED HM LN PC POOL P50485 FG 05/35 FIXED 5.5 | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| US36230NZ738 / GNMA II POOL 754366 G2 03/42 FIXED 4 | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| US31409GV868 / Fannie Mae Pool | 0,00 | 0,00 | 0,0005 | −0,0000 | ||
| US07384YBM75 / BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2 | 0,00 | −50,00 | 0,0004 | −0,0003 | ||
| US31410F6H33 / FNIONP 6.5 888372 04-01-37 | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US31417YDF16 / FNMA POOL MA0101 FN 05/39 FIXED 5 | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US36202FM459 / Ginnie Mae II Pool | 0,00 | 0,00 | 0,0004 | −0,0000 | ||
| US31281BHP85 / FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | −0,0000 | ||
| US31409GNS11 / FNMA POOL 870801 FN 10/36 FIXED 5.5 | 0,00 | 0,00 | 0,0003 | −0,0000 | ||
| US38376FRF17 / Government National Mortgage Association | 0,00 | −33,33 | 0,0003 | −0,0000 | ||
| US31410GZT39 / FNMA POOL 889154 FN 02/38 FIXED VAR | 0,00 | 0,00 | 0,0003 | −0,0000 | ||
| US86358HNX34 / Structured Asset Mortgage Investments Trust 2002-AR3 | 0,00 | 0,00 | 0,0002 | −0,0000 | ||
| US31371N3A15 / FNMA POOL 257393 FN 09/48 FIXED 6.5 | 0,00 | 0,00 | 0,0002 | −0,0000 | ||
| US31414BKC36 / FNMA POOL 961191 FN 01/38 FIXED 6 | 0,00 | −50,00 | 0,0002 | −0,0000 | ||
| US86359LBY48 / STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 | 0,00 | 0,00 | 0,0002 | −0,0000 | ||
| US3128MSJC59 / FED HM LN PC POOL H00259 FG 04/35 FIXED 5.5 | 0,00 | 0,00 | 0,0002 | −0,0000 | ||
| US31371NP587 / FNMA POOL 257044 FN 01/38 FIXED 6 | 0,00 | 0,00 | 0,0002 | −0,0000 | ||
| US31286DEE76 / FED HM LN PC POOL T30133 FG 07/37 FIXED 5.55 | 0,00 | −90,00 | 0,0002 | −0,0011 | ||
| US31307AWL24 / FED HM LN PC POOL J22451 FG 02/28 FIXED 2 | 0,00 | 0,00 | 0,0001 | −0,0000 | ||
| US31418A3Z95 / FANNIE MAE POOL FN MA1715 | 0,00 | 0,00 | 0,0001 | −0,0000 | ||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31371M4K06 / Federal National Mortgage Association 6%, due 12/1/2036 | 0,00 | 0,0001 | −0,0000 | |||
| US929227R651 / WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust | 0,00 | 0,0001 | −0,0000 | |||
| US362341RW13 / GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A4 | 0,00 | −100,00 | 0,0001 | −0,0000 | ||
| US31384WNK26 / FNMA POOL 535994 FN 06/31 FIXED VAR | 0,00 | 0,0001 | −0,0000 | |||
| US36225AWK23 / GINNIE MAE I POOL GN 780650 | 0,00 | 0,0001 | −0,0000 | |||
| US36202FKH81 / Ginnie Mae II Pool | 0,00 | 0,0001 | −0,0000 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31413FJK93 / FNMA POOL 944066 FN 07/37 FIXED 6.5 | 0,00 | 0,0001 | −0,0000 | |||
| US31371NJD84 / FNIONP 6.5 256860 08-01-37 | 0,00 | 0,0001 | −0,0000 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0,00 | 0,0001 | 0,0001 | |||
| US31383DDG51 / FNMA POOL 499703 FN 05/29 FIXED 6 | 0,00 | 0,0001 | −0,0000 | |||
| US31416CJB37 / FNMA POOL 995858 FN 09/37 FIXED VAR | 0,00 | −100,00 | 0,0001 | −0,0001 | ||
| US31412SA960 / Fannie Mae Pool | 0,00 | 0,0000 | −0,0000 | |||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0,00 | 0,0000 | 0,0000 | |||
| US31378QDZ19 / FNMA, Other | 0,00 | 0,0000 | −0,0000 | |||
| US81743PAP18 / Sequoia Mortgage Trust 2003-2 | 0,00 | 0,0000 | −0,0000 | |||
| US31294NZ853 / FED HM LN PC POOL E04367 FG 04/28 FIXED 2 | 0,00 | 0,0000 | −0,0000 | |||
| US31281BTW09 / FED HM LN PC POOL N31465 FG 11/37 FIXED 5 | 0,00 | 0,0000 | −0,0000 | |||
| US31371K2B60 / FNMA POOL 254670 FN 02/33 FIXED 5.5 | 0,00 | 0,0000 | −0,0000 | |||
| US36206JKV51 / GNMA POOL 412608 GN 05/26 FIXED 7 | 0,00 | 0,0000 | −0,0000 | |||
| 317U8CKA4 PIMCO SWAPTION 4.6 PUT USD 20250812 / DIR (EZDZRNFWMZT1) | 0,00 | −100,00 | 0,0000 | −0,0036 | ||
| US07384MSH69 / Bear Stearns ARM Trust 2002-11 | 0,00 | 0,0000 | −0,0000 | |||
| US31410WHH43 / FNMA POOL 899432 FN 05/37 FIXED 6 | 0,00 | 0,0000 | −0,0000 | |||
| 31750QMA4 PIMCO CDSOPT PUT USD 1.0 20250716 / DCR (EZ967XY50V92) | −0,00 | −100,00 | −0,0000 | 0,0095 | ||
| 31750QMB2 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | −0,00 | −100,00 | −0,0000 | 0,0095 | ||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0000 | −0,0000 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | −0,00 | −0,0001 | −0,0001 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | −0,00 | −0,0002 | −0,0002 | |||
| 31750QM06 PIMCO CDSOPT PUT USD 0.9 20250716 / DCR (EZ967XY50V92) | −0,00 | −96,34 | −0,0003 | 0,0092 | ||
| 3 MONTH SOFR FUT JUN25 XCME 20250916 / DIR (000000000) | −0,07 | −0,0078 | −0,0078 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | −0,13 | −0,0144 | −0,0144 | |||
| RFR USD SOFR/3.8616* 12/02/24-4Y* LCH / DIR (EZSGM4VHBMV4) | −0,31 | 92,59 | −0,0336 | −0,0149 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | −0,76 | −0,0822 | −0,0822 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | −1,31 | −0,1409 | −0,1409 | |||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | −2,64 | 484,96 | −0,2845 | −0,2325 | ||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | −4,02 | −0,4319 | −0,4319 |
