Statistik Asas
Nilai Portfolio $ 2,594,156,153
Kedudukan Semasa 883
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

GSFIX - Goldman Sachs Core Fixed Income Fund Institutional telah mendedahkan 883 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 2,594,156,153 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas GSFIX - Goldman Sachs Core Fixed Income Fund Institutional ialah Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund (US:GSAXX) , Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Ginnie Mae (US:US21H0526788) , United States Treas Bds Bond (US:US912810QL52) , and United States Treasury Note/Bond (US:US91282CHU80) . Kedudukan baharu GSFIX - Goldman Sachs Core Fixed Income Fund Institutional termasuk Uniform Mortgage-Backed Security, TBA (US:US01F0526727) , Ginnie Mae (US:US21H0526788) , United States Treas Bds Bond (US:US912810QL52) , United States Treasury Note/Bond (US:US91282CHU80) , and Ginnie Mae (US:US21H0506723) .

Tambah Dana Ini
ke Papan Pemuka anda
Kenaikan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
173.93 7.4338 8.5636
248.63 248.63 10.6265 7.2678
28.42 1.2146 6.9359
82.08 3.5081 3.6502
23.74 1.0147 3.1035
47.13 2.0144 2.2468
24.21 1.0348 1.1972
20.00 0.8546 0.8546
19.97 0.8534 0.8534
43.94 1.8779 0.8254
Penurunan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
-5.08 -0.2171 -4.1899
-70.55 -3.0155 -3.8498
-15.31 -0.6543 -3.6488
-133.86 -5.7213 -2.7058
-22.09 -0.9442 -1.4852
33.46 1.4302 -1.0625
27.90 1.1925 -0.8833
19.52 0.8343 -0.3582
2.79 0.1192 -0.2921
0.90 0.0385 -0.2209
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2025-08-19 untuk tempoh pelaporan 2025-06-30. Klik ikon pautan untuk melihat sejarah transaksi penuh.

Tingkatkan untuk membuka data premium dan eksport ke Excel .

28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
Sekuriti Jenis Purata Harga Saham Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
GSAXX / Goldman Sachs Trust - Goldman Sachs Financial Square Government Fund 248.63 215.42 248.63 215.42 10.6265 7.2678
US01F0526727 / Uniform Mortgage-Backed Security, TBA 173.93 -834.82 7.4338 8.5636
US21H0526788 / Ginnie Mae 82.08 -2,858.10 3.5081 3.6502
US912810QL52 / United States Treas Bds Bond 72.59 -1.70 3.1025 -0.0439
US91282CHU80 / United States Treasury Note/Bond 59.75 -0.09 2.5538 0.0057
US21H0506723 / Ginnie Mae 47.13 -1,068.20 2.0144 2.2468
US91282CCJ80 / United States Treasury Note/Bond 44.81 0.76 1.9152 0.0203
US01F0226757 / Uniform Mortgage-Backed Security, TBA 43.94 99.26 1.8779 0.8254
US912810RV26 / United States Treas Bds Bond 38.36 -2.52 1.6397 -0.0372
US91282CCE93 / United States Treasury Note/Bond 34.28 1.20 1.4653 0.0217
US21H0606713 / Ginnie Mae 33.46 -35.92 1.4302 -1.0625
US912833XT25 / United States Treasury Strip Coupon 31.93 1.84 1.3648 0.0288
US36179XFH44 / Government National Mortgage Association (GNMA) 29.66 -2.95 1.2676 -0.0346
EW / Edwards Lifesciences Corporation 28.42 -121.23 1.2146 6.9359
EW / Edwards Lifesciences Corporation 27.90 -35.85 1.1925 -0.8833
US3132DVLY91 / Freddie Mac Pool 26.17 -2.56 1.1187 -0.0259
US91282CET45 / U.S. Treasury Notes 24.58 0.61 1.0507 0.0095
US01F0306781 / UMBS TBA 24.21 -811.46 1.0348 1.1972
US912828ZV59 / United States Treasury Note/Bond 24.10 1.16 1.0299 0.0150
US91282CCW91 / UNITED STATES TREASURY NOTE 0.75000000 23.98 0.81 1.0249 0.0113
US01F0626717 / Uniform Mortgage-Backed Security, TBA 23.74 -154.25 1.0147 3.1035
US3132DWC684 / FR SD8193 22.86 -1.99 0.9772 -0.0168
US912828YD60 / US TREASURY N/B 08/26 1.375 21.72 0.65 0.9282 0.0088
US91282CCF68 / United States Treasury Note/Bond 21.08 0.79 0.9009 0.0098
FMCC / Federal Home Loan Mortgage Corporation 20.49 -3.92 0.8757 -0.0329
U.S. Treasury Notes / DBT (US91282CNJ61) 20.00 0.8546 0.8546
U.S. Treasury Notes / DBT (US91282CNK35) 19.97 0.8534 0.8534
EW / Edwards Lifesciences Corporation 19.52 -30.03 0.8343 -0.3582
US31418EBR09 / Fannie Mae Pool 18.68 -1.93 0.7985 -0.0132
US912833X885 / United States Treasury Strip Coupon 16.90 0.81 0.7223 0.0079
US3132DMKF13 / Freddie Mac Pool 16.50 -3.15 0.7052 -0.0207
US91282CHA27 / United States Treasury Note/Bond 16.23 0.63 0.6938 0.0064
US31418DTQ50 / Fannie Mae Pool 15.88 -2.20 0.6788 -0.0131
US31418DUG59 / Fannie Mae Pool 15.87 -2.06 0.6783 -0.0121
CIFC Funding 2019-IV Ltd / ABS-CBDO (US17182XAW11) 14.70 0.6283 0.6283
US3132DVML61 / FR SD7563 14.67 -2.94 0.6270 -0.0170
Halseypoint CLO 7 LTD / ABS-CBDO (US40638LAL36) 13.65 0.5834 0.5834
US21H0226710 / GNII II 2.5% 07/01/2050 #TBA 13.60 1.06 0.5812 -0.0611
KKR CLO 57 Ltd / ABS-CBDO (US481954AA30) 13.35 0.5704 0.5704
US36179U4B51 / Ginnie Mae II Pool 11.85 -2.97 0.5063 -0.0139
US748148SC86 / Province of Quebec Canada 11.73 0.96 0.5014 0.0063
Generate CLO 22 Ltd / ABS-CBDO (US37150AAA51) 11.68 0.4990 0.4990
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 11.41 0.62 0.4875 -0.0536
Voya CLO 2020-2 Ltd / ABS-CBDO (US92918HAT77) 11.37 0.4858 0.4858
US500769KA14 / KFW GLOBAL USD 5.125% 09-29-25 11.36 -0.22 0.4854 0.0004
US3133ENUJ71 / Federal Farm Credit Banks Funding Corp 10.99 0.25 0.4699 0.0026
US38382XAA37 / Government National Mortgage Association 10.08 -3.32 0.4309 -0.0134
Octagon 67 Ltd / ABS-CBDO (US67571LAN10) 9.94 0.4249 0.4249
US7562E0EU66 / Reckitt Benckiser Treasury Services plc 9.74 0.4164 0.4164
US3132DWBP77 / UMBS 9.54 -2.20 0.4079 -0.0079
US06051GLG28 / Bank of America Corp 9.41 -13.28 0.4021 -0.0601
Mars Inc / DBT (US571676BA26) 9.08 0.67 0.3881 0.0038
FMCC / Federal Home Loan Mortgage Corporation 9.00 -2.28 0.3845 -0.0078
US3133KL2H98 / Federal Home Loan Mortgage Corporation Gold 30-Yr. Pass Through 8.53 -2.35 0.3645 -0.0076
US06742LAX10 / Barclays Dryrock Issuance Trust, Series 2023-1, Class A 8.42 -0.07 0.3598 0.0008
HCA Inc / DBT (US404119CT49) 8.23 1.52 0.3518 0.0063
US3140QQUQ68 / Fannie Mae Pool 8.14 -3.49 0.3480 -0.0115
US3140X9D770 / Fannie Mae Pool 7.89 -3.11 0.3374 -0.0097
US3140XCUR72 / Fannie Mae Pool 7.62 -2.48 0.3257 -0.0073
C1PB34 / The Campbell's Company - Depositary Receipt (Common Stock) 7.46 0.76 0.3187 0.0034
US30023JAV08 / Evergreen Credit Card Trust Series 2018-2 7.40 0.3162 0.3162
US3132DMKH78 / Freddie Mac Pool 7.38 -2.55 0.3156 -0.0072
US21H0326882 / Ginnie Mae 7.24 0.3095 0.3095
ROCK Trust 2024-CNTR / ABS-MBS (US74970WAA80) 7.00 1.43 0.2992 0.0051
US912810TL26 / TREASURY BOND 6.93 -3.01 0.2963 -0.0083
R2RX34 / Regal Rexnord Corporation - Depositary Receipt (Common Stock) 6.89 0.80 0.2946 0.0032
US3140MA2S24 / FNCL UMBS 2.5 BU8884 03-01-52 6.80 -2.15 0.2904 -0.0055
US912810QH41 / United States Treas Bds Bond 6.59 -1.53 0.2814 -0.0035
US161175BJ23 / Charter Communications Operating LLC / Charter Communications Operating Capital 6.55 1.24 0.2797 0.0042
Bacardi-Martini BV / DBT (US05634WAA09) 6.52 0.77 0.2785 0.0029
A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) 6.37 1.61 0.2723 0.0052
US912810QB70 / United States Treas Bds Bond 6.35 -1.18 0.2716 -0.0024
US912828Z948 / United States Treasury Note/Bond 6.34 1.46 0.2711 0.0047
US3133ENSY76 / FEDERAL FARM CREDIT BANKS FUNDING CORP 6.22 -0.02 0.2656 0.0007
US3132DVLL70 / Freddie Mac Pool 6.16 -2.41 0.2633 -0.0057
US71427QAB41 / PERNOD RIC INTL FIN LLC COMPANY GUAR 144A 04/31 1.625 6.12 1.73 0.2617 0.0053
US87264ACV52 / T-Mobile USA, Inc. 6.12 0.84 0.2616 0.0030
CQS US CLO 2021-1 Ltd / ABS-CBDO (US12659UAL61) 6.12 0.43 0.2615 0.0019
US3133KMQE83 / Freddie Mac Pool 6.10 -2.51 0.2606 -0.0059
BATBC / British American Tobacco Bangladesh Company Limited 6.06 1.36 0.2589 0.0042
VLTO / Veralto Corporation 6.02 1.16 0.2574 0.0037
M1TB34 / M&T Bank Corporation - Depositary Receipt (Common Stock) 6.02 0.2574 0.2574
US69700GAJ13 / Palmer Square CLO 2019-1 Ltd 6.00 0.05 0.2566 0.0009
Mars Inc / DBT (US571676AY11) 5.88 0.69 0.2511 0.0025
NBK / National Bank of Kuwait S.A.K.P. 5.84 0.2497 0.2497
SOLV / Solventum Corporation 5.84 1.42 0.2496 0.0043
COMM 2024-277P Mortgage Trust / ABS-MBS (US12654FAA84) 5.71 0.90 0.2439 0.0029
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.63 -2.90 0.2405 -0.0064
US00037LAA89 / ASSET BACKED SECURITY 5.61 0.16 0.2397 0.0011
H1BA34 / Huntington Bancshares Incorporated - Depositary Receipt (Common Stock) 5.60 0.2395 0.2395
US3140QS5D96 / Fannie Mae Pool 5.50 -5.79 0.2351 -0.0137
Texas Debt Capital CLO 2023-I Ltd / ABS-CBDO (US88238CAE21) 5.50 0.2351 0.2351
Hudson Yards 2025-SPRL Mortgage Trust / ABS-MBS (US44855PAA66) 5.44 1.23 0.2325 0.0035
H / Hyatt Hotels Corporation 5.30 1.94 0.2266 0.0050
Mars Inc / DBT (US571676AZ85) 5.24 0.88 0.2241 0.0026
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 5.24 -35.11 0.2241 -0.1202
Palmer Square CLO 2023-1 Ltd / ABS-CBDO (US69702TAJ16) 5.21 0.23 0.2225 0.0012
US912810TV08 / US TREASURY N/B 4.75% 11-15-53 5.17 -3.02 0.2211 -0.0062
US126650CY46 / CVS Health Corp 5.17 -18.28 0.2208 -0.0486
KIND Commercial Mortgage Trust 2024-1 / ABS-MBS (US494925AA88) 5.15 0.17 0.2203 0.0010
US912810SE91 / United States Treas Bds Bond 5.13 -2.53 0.2194 -0.0050
US68389XCE31 / Oracle Corp 5.13 1.81 0.2192 0.0046
US912810SC36 / United States Treas Bds Bond 5.11 -2.52 0.2186 -0.0049
US87264ABD63 / CORP. NOTE 5.11 -30.51 0.2184 -0.0949
Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAC02) 5.09 0.04 0.2177 0.0007
US36179WTZ13 / GINNIE MAE II POOL P#MA7768 3.00000000 5.08 -3.29 0.2171 -0.0067
Regatta 30 Funding Ltd / ABS-CBDO (US75903UAA16) 5.04 0.48 0.2153 0.0017
OHA Credit Funding 17 Ltd / ABS-CBDO (US67109SAA50) 5.03 0.46 0.2148 0.0016
US46513EFG26 / Israel Government AID Bond 5.02 0.32 0.2145 0.0014
US06738ECE32 / Barclays PLC 5.00 1.69 0.2138 0.0042
BA / The Boeing Company - Depositary Receipt (Common Stock) 5.00 1.54 0.2138 0.0039
Ford Credit Auto Owner Trust 2024-REV1 / ABS-O (US34533BAA89) 4.99 0.71 0.2134 0.0022
US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.99 0.81 0.2134 0.0024
US3140QFFS35 / Fannie Mae Pool 4.97 -2.99 0.2123 -0.0058
Silver Point Clo 4 Ltd / ABS-CBDO (US82809EAA82) 4.97 0.10 0.2122 0.0009
BSTN Commercial Mortgage Trust 2025-1C / ABS-MBS (US05615EAA38) 4.93 0.2107 0.2107
AXP / American Express Company - Depositary Receipt (Common Stock) 4.92 0.2103 0.2103
US06051GKQ19 / Bank of America Corp 4.92 1.84 0.2102 0.0044
US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 4.91 0.2098 0.2098
US912810SH23 / United States Treas Bds Bond 4.90 -2.59 0.2093 -0.0049
US912810SK51 / United States Treasury Note/Bond 4.88 -2.73 0.2084 -0.0052
Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAS24) 4.88 -0.10 0.2084 0.0004
US49456BAX91 / Kinder Morgan, Inc. 4.86 1.42 0.2078 0.0035
US3140QFFV63 / Fannie Mae Pool 4.86 -2.19 0.2077 -0.0040
US3140QQGB55 / Fannie Mae Pool 4.81 -3.16 0.2058 -0.0061
US571903BG74 / Marriott International Inc/MD 4.81 2.14 0.2057 0.0049
US06051GJB68 / Bank of America Corp 4.78 1.88 0.2042 0.0043
US05964HAV78 / BANCO SANTANDER SA 6.921000% 08/08/2033 4.77 2.12 0.2037 0.0049
US12598YAA64 / Cifc Funding 2023-III Ltd 4.76 -0.15 0.2036 0.0003
US361886CR36 / GMF Floorplan Owner Revolving Trust 4.74 -0.13 0.2026 0.0004
US3133KGR837 / Freddie Mac Pool 4.73 -2.94 0.2021 -0.0055
BX Trust 2024-BIO / ABS-MBS (US05612AAA43) 4.72 0.11 0.2018 0.0008
US3140QFNZ85 / Fannie Mae Pool 4.67 -2.54 0.1998 -0.0046
Octagon Investment Partners 40 Ltd / ABS-CBDO (US67592BAY48) 4.67 -0.15 0.1998 0.0003
Palmer Square Loan Funding 2022-3 Ltd / ABS-CBDO (US69690CAN39) 4.63 0.00 0.1977 0.0006
US22823RAN98 / Crown City CLO I 4.61 0.39 0.1969 0.0014
US36179UCC45 / Ginnie Mae II Pool 4.59 -2.61 0.1964 -0.0046
US ULTRA BOND CBT SEP25 / DIR (000000000) 4.56 0.1948 0.1948
US872373AA33 / TCW_23-1A 4.50 -0.02 0.1923 0.0005
Madison Park Funding XXXVII Ltd / ABS-CBDO (US55817EAW66) 4.50 0.33 0.1922 0.0012
US3133B9AM61 / FHLMC 30YR UMBS 4.49 -2.41 0.1920 -0.0042
BA / The Boeing Company - Depositary Receipt (Common Stock) 4.48 0.76 0.1916 0.0020
Morgan Stanley Residential Mortgage Loan Trust 2025-HX1 / ABS-MBS (US617942AA59) 4.47 0.1909 0.1909
TCW CLO 2023-1 Ltd / ABS-CBDO (US872373AS41) 4.45 0.1902 0.1902
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 4.45 0.1900 0.1900
US48585JAE01 / Katayma CLO I Ltd 4.41 0.14 0.1886 0.0008
US36179VHS25 / Ginnie Mae II Pool 4.41 -2.65 0.1885 -0.0045
US61747YFD22 / Morgan Stanley 4.40 0.62 0.1883 0.0018
Sound Point Euro CLO 14 Funding DAC / ABS-CBDO (XS2997433227) 4.37 9.55 0.1868 0.0168
Fidelity Grand Harbour Clo 2023-1 DAC / ABS-CBDO (XS2991307898) 4.32 9.64 0.1848 0.0167
US01400EAB92 / Alcon Finance Corp 4.31 -21.51 0.1840 -0.0497
US254683CY96 / Discover Card Execution Note Trust, Series 2023-A1, Class A 4.30 0.02 0.1837 0.0006
US3133KMNS07 / UMBS 4.28 -2.44 0.1828 -0.0040
SOLV / Solventum Corporation 4.26 0.97 0.1820 0.0023
US14041NGB10 / COMET 2022-A3 A 4.21 -0.07 0.1797 0.0004
Wells Fargo Commercial Mortgage Trust 2024-1CHI / ABS-MBS (US95003PAA93) 4.17 0.36 0.1784 0.0012
BNP / BNP Paribas SA 4.13 1.75 0.1767 0.0036
BBCMS Mortgage Trust 2024-C26 / ABS-MBS (US05555AAJ43) 4.13 0.54 0.1766 0.0015
US36179UH540 / Ginnie Mae II Pool 4.13 -2.53 0.1764 -0.0040
BANK5 2024-5YR9 / ABS-MBS (US06644VBM19) 4.12 0.71 0.1761 0.0018
US23345LAA70 / DOLP Trust 2021-NYC 4.12 1.20 0.1761 0.0026
US3133B93H51 / UMBS 4.11 -1.79 0.1755 -0.0026
US031162DJ62 / Amgen Inc 4.06 1.42 0.1736 0.0029
US3132DVLV52 / Freddie Mac Pool 4.03 -2.09 0.1724 -0.0032
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 4.02 1.11 0.1718 0.0024
US111021AE12 / British Telecom Plc 2.0% 06/22/15 Bond 4.02 0.78 0.1717 0.0019
OHA Credit Funding 11 Ltd / ABS-CBDO (US67115VAN29) 4.01 -0.12 0.1715 0.0003
US22550L2G55 / CREDIT SUISSE NEW YORK 4.00 0.93 0.1710 0.0021
Oaktree CLO 2022-1 Ltd / ABS-CBDO (US67402LAN64) 4.00 0.1710 0.1710
US3140MMUM86 / Fannie Mae Pool 4.00 -1.01 0.1709 -0.0012
Marble Point CLO XIV Ltd / ABS-CBDO (US56608KAW36) 4.00 -5.24 0.1708 -0.0089
US3140QRXJ71 / UMBS 3.96 -2.29 0.1694 -0.0034
FMCC / Federal Home Loan Mortgage Corporation 3.92 -8.56 0.1676 -0.0151
CAH / Cardinal Health, Inc. - Depositary Receipt (Common Stock) 3.90 1.61 0.1668 0.0031
US3140QFLM90 / Fannie Mae Pool 3.89 -2.29 0.1663 -0.0033
A3KMYN / Air Lease Corporation - Preferred Stock 3.83 1.78 0.1638 0.0033
Cedar Funding IX CLO Ltd / ABS-CBDO (US15033EAN85) 3.81 0.32 0.1628 0.0010
Freddie Mac STACR REMIC Trust 2025-DNA2 / ABS-MBS (US35564NHY22) 3.81 0.1628 0.1628
US91282CGS44 / United States Treasury Note/Bond 3.80 0.82 0.1626 0.0019
US19828TAB26 / Columbia Pipelines Operating Co LLC 3.80 1.66 0.1624 0.0031
US12598YAE86 / Cifc Funding 2023-III Ltd 3.79 0.26 0.1622 0.0009
US91159HJM34 / US BANCORP REGD V/R 5.77500000 3.78 -25.85 0.1615 -0.0556
J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB / ABS-MBS (US46651EAG98) 3.71 0.84 0.1585 0.0018
UNH / UnitedHealth Group Incorporated - Depositary Receipt (Common Stock) 3.70 0.1580 0.1580
US46647PDC77 / JPMorgan Chase & Co 3.65 1.73 0.1562 0.0031
IRV Trust 2025-200P / ABS-MBS (US45006HAA95) 3.63 -55.79 0.1553 -0.1949
US3133ENXC91 / Federal Farm Credit Banks Funding Corp 3.63 1.03 0.1552 0.0020
US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 3.62 1.49 0.1546 0.0027
ORCL / Oracle Corporation - Depositary Receipt (Common Stock) 3.61 1.29 0.1544 0.0024
US6174468L62 / Morgan Stanley 3.59 1.67 0.1536 0.0030
AerCap Ireland Capital DAC / AerCap Global Aviation Trust / DBT (US00774MBP95) 3.55 1.49 0.1517 0.0027
US3137HB2X13 / Freddie Mac Multifamily Structured Pass Through Certificates 3.54 0.34 0.1512 0.0010
US3133KQDS21 / Freddie Mac Pool 3.54 -4.12 0.1512 -0.0060
US06541DBH61 / BANK 2023-BNK46 3.52 0.63 0.1505 0.0014
BANK5 Trust 2025-5YR13 / ABS-MBS (US06650CAP86) 3.52 1.18 0.1505 0.0022
Oaktree CLO 2021-1 Ltd / ABS-CBDO (US67402JAN19) 3.50 -0.40 0.1498 -0.0001
US3132DWA605 / Freddie Mac Pool 3.50 -2.02 0.1497 -0.0026
Mountain View CLO 2016-1 LLC / ABS-CBDO (US62432FAS39) 3.49 -0.11 0.1492 0.0003
US031162DQ06 / Amgen Inc 3.47 0.78 0.1485 0.0016
US3137H9M891 / FEDERAL HOME LOAN MORTGAGE CORP 3.45 0.73 0.1476 0.0016
Connecticut Avenue Securities Series 2025-R01 / ABS-MBS (US20755JAC71) 3.45 0.1476 0.1476
Houston Galleria Mall Trust 2025-HGLR / ABS-MBS (US44216XAA37) 3.38 1.11 0.1446 0.0020
US46655AAA60 / JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27 3.35 -1.96 0.1432 -0.0024
DP World Crescent Ltd / DBT (US260979AA70) 3.31 0.1415 0.1415
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 3.29 0.1405 0.1405
US14448CAP95 / CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 3.28 0.77 0.1404 0.0015
1988 CLO 4 Ltd / ABS-CBDO (US68252EAE14) 3.26 0.15 0.1394 0.0006
BANK5 2024-5YR11 / ABS-MBS (US06644WBD92) 3.25 0.62 0.1387 0.0013
Zais Clo 15 Ltd / ABS-CBDO (US98888DBC56) 3.25 -0.25 0.1387 0.0001
US912803GW76 / STRIP PRINC 3.24 -6.28 0.1384 -0.0088
US05593FAD06 / BMO 2023-C7 Mortgage Trust 3.22 0.12 0.1376 0.0006
JP Morgan Mortgage Trust Series 2024-VIS2 / ABS-MBS (US46658DAA72) 3.21 -2.85 0.1372 -0.0036
US64110LAT35 / Netflix Inc 3.17 0.76 0.1356 0.0015
SOLV / Solventum Corporation 3.16 1.81 0.1349 0.0028
US36179WR347 / GNMA 3.13 -3.16 0.1337 -0.0040
US46647PCU84 / JPMorgan Chase & Co 3.12 1.76 0.1334 0.0027
US37045XDK90 / General Motors Financial Co Inc 3.11 0.94 0.1328 0.0016
US67570QAK76 / OCP CLO 2019-16 Ltd 3.04 -2.37 0.1301 -0.0028
Venture 50 Clo Ltd / ABS-CBDO (US92333CAC29) 3.01 0.43 0.1288 0.0009
Harvest US CLO 2024-2 Ltd / ABS-CBDO (US41756YAA38) 3.01 0.23 0.1285 0.0007
PRKCM 2021-AFC2 Trust / ABS-MBS (US69361JAB26) 2.99 2.82 0.1280 0.0039
US3622ABHF29 / GNMA 2.99 -2.19 0.1277 -0.0024
US06654DAB38 / BANNER HEALTH 2.97 1.47 0.1270 0.0022
Benchmark 2024-V8 Mortgage Trust / ABS-MBS (US08190AAC45) 2.95 0.61 0.1262 0.0011
RPRX / Royalty Pharma plc 2.88 2.60 0.1231 0.0035
US031162DR88 / Amgen Inc 2.86 0.95 0.1223 0.0015
US20268JAM53 / CommonSpirit Health 2.81 -0.42 0.1202 -0.0002
RR 26 Ltd / ABS-CBDO (US74989MAN11) 2.79 -0.14 0.1192 0.0002
US21H0406734 / Ginnie Mae 2.79 -63.15 0.1192 -0.2921
US21H0406817 / Ginnie Mae 2.79 0.1191 0.1191
US458140CG35 / Intel Corp 2.77 2.21 0.1185 0.0029
US62954HBA59 / NXP BV / NXP Funding LLC / NXP USA Inc 2.76 1.92 0.1179 0.0025
US06051GJL41 / Bank of America Corp 2.75 1.89 0.1174 0.0025
US92538WAC10 / Verus Securitization Trust 2022-1 2.74 -0.94 0.1170 -0.0008
US171232AE11 / Chubb Corporation 6.800% Debentures 11/15/31 2.72 0.1163 0.1163
US64110LAU08 / Netflix Inc 2.72 -36.15 0.1163 -0.0653
K1RC34 / The Kroger Co. - Depositary Receipt (Common Stock) 2.71 -10.37 0.1160 -0.0130
US61747YEF88 / Morgan Stanley 2.70 2.59 0.1153 0.0032
US3140X6JR36 / Fannie Mae Pool 2.69 -2.40 0.1149 -0.0024
US832696AX63 / J M Smucker Co. 2.68 0.83 0.1145 0.0013
BX Commercial Mortgage Trust 2024-XL5 / ABS-MBS (US05612GAA13) 2.66 -10.09 0.1138 -0.0124
Wells Fargo Commercial Mortgage Trust 2024-MGP / ABS-MBS (US95003TAU79) 2.66 -0.86 0.1137 -0.0006
US949746SH57 / Wells Fargo & Co Bond 2.65 0.49 0.1134 0.0009
Q1UA34 / Quanta Services, Inc. - Depositary Receipt (Common Stock) 2.63 2.58 0.1122 0.0032
US832696AW80 / J M Smucker Co/The 2.63 0.50 0.1122 0.0009
J.P. Morgan Mortgage Trust 2024-1 / ABS-MBS (US46657PAD50) 2.62 -16.50 0.1119 -0.0217
Republic of Poland Government International Bonds / DBT (US731011AY80) 2.61 1.52 0.1113 0.0020
US68389XCN30 / Oracle Corp 2.57 1.18 0.1100 0.0016
Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAB37) 2.57 -16.47 0.1098 -0.0212
FMCC / Federal Home Loan Mortgage Corporation 2.55 -4.57 0.1089 -0.0048
BX Commercial Mortgage Trust 2024-GPA3 / ABS-MBS (US123910AA98) 2.53 0.40 0.1083 0.0008
U.S. Treasury Notes / DBT (US91282CKQ32) 2.53 0.24 0.1081 0.0006
US3140JAEL86 / Fannie Mae Pool 2.49 -3.34 0.1064 -0.0033
US172967NU15 / CITIGROUP INC REGD V/R 4.91000000 2.49 1.84 0.1064 0.0022
US3140XHY680 / Fannie Mae Pool 2.49 -2.16 0.1064 -0.0020
C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) 2.46 1.24 0.1051 0.0016
US172967KA87 / Citigroup Inc 2.45 0.57 0.1048 0.0009
US46654VAA17 / JP Morgan Mortgage Trust 2.43 -0.04 0.1040 0.0003
US14448CAL81 / CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7 2.43 1.93 0.1040 0.0023
US05609XAA90 / BX Trust 2022-CLS 2.43 0.08 0.1038 0.0004
C / Citigroup Inc. - Depositary Receipt (Common Stock) 2.42 1.85 0.1036 0.0022
US36179UXS67 / GNMA II, 30 Year, Class 360 2.42 -3.08 0.1036 -0.0030
US3133KKH442 / Freddie Mac Pool 2.41 -4.41 0.1028 -0.0044
US3133ENJ924 / Federal Farm Credit Banks Funding Corp 2.38 0.76 0.1019 0.0011
US11135FBF71 / Broadcom, Inc. 2.37 1.50 0.1013 0.0018
US36179UKY72 / Ginnie Mae II Pool 2.36 -2.32 0.1009 -0.0021
US3132DMC602 / Freddie Mac Pool 2.35 -2.61 0.1005 -0.0024
BANK5 2024-5YR8 / ABS-MBS (US065923AY07) 2.35 0.86 0.1004 0.0011
ROCK Trust 2024-CNTR / ABS-MBS (US74970WAC47) 2.32 1.05 0.0991 0.0013
US256677AE53 / Dollar General Corp 2.31 0.52 0.0988 0.0008
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 2.29 0.0978 0.0978
NYC Commercial Mortgage Trust 2025-3BP / ABS-MBS (US67120UAC18) 2.28 0.13 0.0974 0.0004
US36179UGE64 / Ginnie Mae II Pool 2.27 -3.41 0.0970 -0.0031
US3132DPH927 / Freddie Mac Pool 2.26 -4.24 0.0965 -0.0040
US097023CY98 / BOEING CO 5.15 5/30 2.25 1.21 0.0962 0.0015
US55261FAR55 / M&T Bank Corp. 2.25 2.04 0.0961 0.0022
US6174468U61 / MORGAN STANLEY 1.794%/VAR 02/13/2032 2.25 2.28 0.0960 0.0024
US3133KPAB40 / Freddie Mac Pool 2.23 -3.13 0.0952 -0.0028
US00206RHK14 / AT&T Inc 2.23 0.86 0.0952 0.0011
US68389XCP87 / Oracle Corp 2.22 1.98 0.0947 0.0021
US54627RAN08 / Louisiana Local Government Environmental Facilities & Community Development Auth 2.21 0.64 0.0943 0.0009
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 2.20 0.96 0.0942 0.0012
XS2300197030 / Galaxy Pipeline Assets Bidco Ltd 2.20 0.27 0.0941 0.0006
US3140XK6T25 / Fannie Mae Pool 2.17 -3.26 0.0926 -0.0028
US912828ZQ64 / United States Treasury Note/Bond - When Issued 2.16 1.74 0.0924 0.0018
Ashtead Capital Inc / DBT (US045054AS24) 2.14 1.76 0.0914 0.0019
BCS / Barclays PLC - Depositary Receipt (Common Stock) 2.14 -54.42 0.0913 -0.1084
US571903BJ14 / Marriott International, Inc. 2.13 0.38 0.0912 0.0006
US225401BB38 / Credit Suisse Group AG 2.13 1.23 0.0911 0.0014
US46625HRY89 / JPMorgan Chase & Co. 2.13 0.52 0.0911 0.0007
US88581EAH45 / 3650R 2021-PF1 Commercial Mortgage Trust 2.13 -0.05 0.0910 0.0002
US92325QAA58 / Venture 32 CLO Ltd 2.12 -25.67 0.0907 -0.0309
H1PE34 / Hewlett Packard Enterprise Company - Depositary Receipt (Common Stock) 2.11 -0.33 0.0902 -0.0000
US3132DPHR29 / Freddie Mac Pool 2.11 -4.23 0.0900 -0.0037
US04942VBE39 / Atlas Senior Loan Fund XIII 2.10 0.05 0.0899 0.0003
US55261FAS39 / M&T Bank Corp 2.09 0.77 0.0895 0.0010
US36179UKZ48 / Ginnie Mae II Pool 2.09 -2.38 0.0894 -0.0019
US3132DWDH34 / Freddie Mac Pool 2.08 -2.07 0.0889 -0.0016
US912833XY10 / TREASURY STRIP (INT) 2.08 1.91 0.0888 0.0020
US3132DMKC81 / Freddie Mac Pool 2.07 -3.18 0.0886 -0.0026
US3622ABJH66 / Ginnie Mae II Pool 2.06 -2.74 0.0881 -0.0022
US9128337N47 / U.S. Treasury STRIPS Bonds 2.06 1.93 0.0878 0.0019
US3140QNCA87 / Fannie Mae Pool 2.04 -1.92 0.0874 -0.0014
J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI / ABS-MBS (US46593JAA25) 2.01 0.45 0.0861 0.0007
US68389XCM56 / Oracle Corp 2.01 0.55 0.0859 0.0007
NY Commercial Mortgage Trust 2025-299P / ABS-MBS (US62957FAC32) 2.01 1.31 0.0858 0.0014
HalseyPoint CLO 3 Ltd / ABS-CBDO (US40638UAS87) 2.01 0.20 0.0857 0.0004
US3137H9Y946 / FHLMC Multifamily Structured Pass-Through Certificates, Series KF153, Class AS 1.99 -9.20 0.0853 -0.0083
US13063A5G50 / CALIFORNIA ST 1.98 -0.90 0.0845 -0.0005
MARYLAND ST ECON DEV CORP / DBT (US574205HY91) 1.97 1.18 0.0844 0.0012
Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1 / ABS-MBS (US61790VAA52) 1.97 0.0843 0.0843
US9128337Q77 / U.S. Treasury STRIPS Bonds 1.96 1.71 0.0838 0.0017
BX Commercial Mortgage Trust 2024-AIRC / ABS-MBS (US12433CAA36) 1.96 -2.78 0.0838 -0.0021
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 1.96 0.0838 0.0838
US62954HAJ77 / NXP BV / NXP Funding LLC / NXP USA Inc 1.96 1.56 0.0836 0.0016
US3140QEXS67 / Fannie Mae Pool 1.95 -2.21 0.0832 -0.0016
BMO 2024-5C6 Mortgage Trust / ABS-MBS (US05593QAC87) 1.94 0.73 0.0830 0.0008
US29250NBF15 / Enbridge Inc 1.91 1.81 0.0818 0.0017
Ares European CLO XXI DAC / ABS-CBDO (XS2988590761) 1.90 9.02 0.0811 0.0069
US 5YR NOTE (CBT) SEP25 / DIR (000000000) 1.89 0.0810 0.0810
US969457CJ76 / Williams Cos., Inc. (The) 1.87 1.41 0.0799 0.0014
US31418DMW91 / Fannie Mae Pool 1.82 -2.20 0.0779 -0.0015
US03764QBC50 / Apidos CLO XV 1.82 -2.04 0.0779 -0.0014
XS2262961076 / ZF Finance GmbH 1.82 -1.04 0.0776 -0.0006
US9128334W72 / U.S. Treasury STRIPS Bonds 1.80 1.46 0.0770 0.0013
US20268JAG85 / CommonSpirit Health 1.77 0.28 0.0755 0.0005
US68389XBV64 / ORACLE CORP SR UNSECURED 04/30 2.95 1.76 1.62 0.0750 0.0014
US04287KAB70 / ARSENAL AIC PARENT LLC 1.75 1.68 0.0749 0.0015
XS2574267188 / Hungary Government International Bond 1.75 0.57 0.0749 0.0007
US49271VAN01 / Keurig Dr Pepper Inc 1.74 1.58 0.0742 0.0014
US78016FZX58 / Royal Bank of Canada 1.73 -63.56 0.0738 -0.1281
US36179UXW79 / GNMA II, 30 Year 1.71 -3.39 0.0731 -0.0024
Blackstone Secured Lending Fund / DBT (US09261XAH52) 1.69 0.48 0.0720 0.0006
L1CA34 / Labcorp Holdings Inc. - Depositary Receipt (Common Stock) 1.68 1.75 0.0720 0.0014
CHH / Choice Hotels International, Inc. 1.65 0.73 0.0706 0.0007
US225401AF50 / Credit Suisse Group AG 1.65 0.73 0.0705 0.0007
US21036PBH01 / Constellation Brands, Inc. 1.65 2.30 0.0704 0.0018
Santander Drive Auto Receivables Trust 2025-1 / ABS-O (US80288DAB29) 1.64 -26.25 0.0701 -0.0247
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 1.64 0.0699 0.0699
A1GN34 / Allegion plc - Depositary Receipt (Common Stock) 1.64 1.62 0.0699 0.0013
US61761JZN26 / Morgan Stanley 1.62 0.50 0.0693 0.0006
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 1.62 0.0693 0.0693
US36179UQ541 / Ginnie Mae II Pool 1.57 -3.38 0.0672 -0.0021
US47216QAB95 / JDE Peet's NV 1.57 1.23 0.0671 0.0010
US404119CR82 / HCA INC 1.55 -40.96 0.0665 -0.0457
US36179UML34 / Government National Mortgage Association 1.55 -3.24 0.0664 -0.0020
US02765UEQ31 / American Municipal Power, Inc. (Meldahl Hydroelectric), Series 2010 E, RB 1.55 -0.96 0.0661 -0.0005
US097023CA13 / Boeing Co. 1.52 1.00 0.0649 0.0008
US68389XCQ60 / Oracle Corp 1.52 -41.19 0.0648 -0.0451
US404119CA57 / HCA Inc 1.50 1.90 0.0643 0.0014
US36179XS988 / G2 MA8644 1.50 -2.97 0.0642 -0.0017
S1NP34 / Synopsys, Inc. - Depositary Receipt (Common Stock) 1.49 0.27 0.0636 0.0004
US12597MAD74 / CSMC 2020-AFC1 Trust 1.48 3.21 0.0632 0.0021
US91087BAR15 / Mexican Government International Bond 1.47 2.86 0.0630 0.0019
COKE / Coca-Cola Consolidated, Inc. 1.46 0.69 0.0626 0.0006
BX Trust 2024-PAT / ABS-MBS (US05612FAA30) 1.45 0.21 0.0619 0.0003
US05583JAJ16 / BPCE SA 1.43 2.37 0.0610 0.0016
Exeter Automobile Receivables Trust 2025-1 / ABS-O (US30167MAC10) 1.43 0.00 0.0609 0.0002
US225401AU28 / Credit Suisse Group AG 1.40 1.96 0.0600 0.0013
CA21037X1345 / CONSTELLATION SOFTWARE INC 1.39 0.22 0.0595 0.0003
US36179UPA42 / Ginnie Mae II Pool 1.39 -3.54 0.0594 -0.0020
US3137HB3D40 / Freddie Mac Multifamily Structured Pass Through Certificates 1.39 0.80 0.0593 0.0006
US3140Q9ME03 / Fannie Mae Pool 1.36 -2.73 0.0580 -0.0015
US45167RAH75 / IDEX Corp 1.35 2.35 0.0578 0.0015
Adventist Health System/West / DBT (US007944AK75) 1.35 -0.15 0.0576 0.0001
US92343VGJ70 / Verizon Communications Inc 1.35 1.82 0.0575 0.0012
US452152GS43 / Illinois, General Obligation Bonds, Taxable Build America Bonds 1.34 -1.47 0.0573 -0.0006
MARYLAND ST ECON DEV CORP / DBT (US574205JA97) 1.33 1.14 0.0571 0.0008
US36179VFQ86 / G2SF MA6475 02-20-50 1.33 -3.20 0.0569 -0.0017
US45687VAB27 / Ingersoll Rand Inc 1.33 1.37 0.0568 0.0009
US3622ABJ861 / Ginnie Mae II Pool 1.33 -2.50 0.0567 -0.0013
US3140QCJA59 / FNCL UMBS 3.0 CA4756 12-01-49 1.32 -1.78 0.0565 -0.0009
Petronas Capital Ltd / DBT (US716743AW96) 1.32 1.69 0.0564 0.0011
US3622ABGK23 / Ginnie Mae II Pool 1.32 -2.95 0.0564 -0.0015
AGCO / AGCO Corporation 1.32 0.23 0.0563 0.0003
Fannie Mae Connecticut Avenue Securities / ABS-MBS (US20753UAB61) 1.31 0.84 0.0562 0.0007
US78200JAA07 / Rush Obligated Group 1.29 1.41 0.0553 0.0009
US3140MPCE93 / Fannie Mae Pool 1.29 -0.46 0.0552 -0.0001
US17308CC539 / Citigroup Inc 1.29 1.66 0.0550 0.0010
US91324PEE88 / UNITEDHEALTH GROUP INC 3.05% 05/15/2041 1.29 0.0549 0.0549
US36179UH623 / Ginnie Mae II Pool 1.28 -3.02 0.0549 -0.0015
US3140QLYS91 / Fannie Mae Pool 1.27 -2.52 0.0545 -0.0013
CQP / Cheniere Energy Partners, L.P. - Limited Partnership 1.24 1.56 0.0528 0.0010
Long: BR233972 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233972 IRS EUR P F 1.75000 2 CCPVANILLA / DIR (000000000) 1.23 0.0527 0.0527
US06051GJP54 / Bank of America Corp 1.23 1.90 0.0527 0.0011
Connecticut Avenue Securities Trust 2024-R05 / ABS-MBS (US20754XAB91) 1.23 -20.80 0.0524 -0.0136
Petronas Capital Ltd / DBT (US716743AV14) 1.22 1.50 0.0522 0.0009
US30212PBK03 / Expedia Group Inc 1.22 0.41 0.0520 0.0004
US3622ABJ945 / Ginnie Mae II Pool 1.20 -2.44 0.0512 -0.0011
US36179RJF73 / Ginnie Mae II Pool 1.20 -2.84 0.0512 -0.0014
US LONG BOND(CBT) SEP25 / DIR (000000000) 1.19 0.0510 0.0510
US097023CW33 / BOEING CO 5.805 5/50 1.18 0.86 0.0502 0.0006
US674599DE26 / Occidental Petroleum Corp 1.16 -0.09 0.0496 0.0001
US91087BAN01 / Mexico Government International Bond 1.15 0.87 0.0493 0.0006
US3140MPR375 / Fannie Mae Pool 1.14 -0.44 0.0487 -0.0001
US3140QBHW15 / Fannie Mae Pool 1.14 -0.70 0.0485 -0.0002
US3138EPK942 / Fannie Mae Pool 1.13 -3.50 0.0483 -0.0016
US06051GKY43 / Bank of America Corp. 1.10 1.57 0.0471 0.0009
US3622ABD336 / Ginnie Mae II Pool 1.10 -3.93 0.0471 -0.0017
US13063A5E03 / State of California 1.10 0.18 0.0471 0.0003
US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES 1.09 1.86 0.0468 0.0010
US36179T7L33 / Ginnie Mae II Pool 1.07 -3.07 0.0459 -0.0013
US00401MAB28 / Abu Dhabi Crude Oil Pipeline LLC 1.06 -0.56 0.0455 -0.0001
US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A 1.05 1.75 0.0448 0.0009
US91282CJA09 / United States Treasury Note/Bond 1.03 0.39 0.0439 0.0003
US452151LF83 / ILLINOIS ST 1.02 -6.92 0.0438 -0.0031
US3133BBSB62 / FHLG 30YR 2.5% 04/01/2052#QE2314 1.01 -0.98 0.0431 -0.0003
US072863AH63 / Baylor Scott & White Holdings 1.00 1.84 0.0427 0.0009
US26078JAC45 / DuPont de Nemours Inc 0.97 0.10 0.0416 0.0002
US92936UAF66 / WP Carey Inc 0.97 1.25 0.0416 0.0006
US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 0.97 -0.31 0.0413 -0.0000
US125523AJ93 / Cigna Corp. 0.96 0.63 0.0411 0.0004
US09261HAC16 / Blackstone Private Credit Fund 0.96 1.60 0.0408 0.0008
US46188BAA08 / Invitation Homes Operating Partnership LP 0.95 -68.37 0.0407 -0.0875
NWIDE / Nationwide Building Society 0.95 1.39 0.0406 0.0007
US87612GAA94 / Targa Resources Corp 0.95 1.61 0.0404 0.0007
US3140QBZE15 / Fannie Mae Pool 0.94 -1.88 0.0401 -0.0007
US03522AAH32 / Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 0.94 1.19 0.0400 0.0006
INTC / Intel Corporation - Depositary Receipt (Common Stock) 0.93 1.53 0.0398 0.0007
US172967KN09 / Citigroup Inc 0.92 -70.77 0.0392 -0.0945
US81762PAE25 / SERVICENOW INC 1.4% 09/01/2030 0.90 -85.20 0.0385 -0.2209
US20754AAB98 / Fannie Mae Connecticut Avenue Securities 0.89 0.57 0.0380 0.0003
US3140Q8QW81 / Fannie Mae Pool 0.88 -3.72 0.0377 -0.0013
US06540BBD01 / BANK 2019-BNK21 0.88 1.27 0.0376 0.0006
US05401AAB70 / Avolon Holdings Funding Ltd 0.88 1.62 0.0376 0.0007
US3132Y1WP98 / Freddie Mac Gold Pool 0.86 -1.83 0.0367 -0.0006
US36179V4Y37 / GNII II 4% 01/20/2051#MA7139 0.85 -3.30 0.0363 -0.0011
US3140QRXS70 / Fannie Mae Pool 0.84 -4.77 0.0359 -0.0017
US65535HAX70 / Nomura Holdings Inc 0.84 1.95 0.0358 0.0008
US72650RBN17 / Plains All American Pipeline LP / PAA Finance Corp 0.84 1.58 0.0357 0.0007
US44107TBA34 / Host Hotels & Resorts LP 0.83 1.21 0.0357 0.0005
Bunge Ltd Finance Corp / DBT (US120568BE94) 0.83 -57.50 0.0356 -0.0479
US3140QRXE84 / Fannie Mae Pool 0.83 -4.61 0.0354 -0.0016
US3140QRXT53 / Fannie Mae Pool 0.83 -3.05 0.0354 -0.0010
US05329WAQ50 / AUTONATION INC DEL 4.75% 06/01/2030 0.82 1.36 0.0351 0.0006
US3140QRXU27 / Fannie Mae Pool 0.82 -4.00 0.0349 -0.0013
US444859BY76 / HUMANA INC 0.82 1.62 0.0348 0.0006
US30212PAP09 / Expedia Group Inc 0.81 1.00 0.0347 0.0004
US44701QBE17 / Huntsman International LLC 0.81 -1.11 0.0344 -0.0003
US902613BE74 / UBS Group AG 0.80 1.13 0.0343 0.0005
US96949LAB18 / Williams Companies Inc 0.80 0.00 0.0341 0.0001
US31418C6A71 / Federal National Mortgage Association 0.79 -3.30 0.0338 -0.0011
US62954HAY45 / NXP BV / NXP Funding LLC / NXP USA Inc 0.78 1.56 0.0334 0.0006
XS2289587789 / Mexico Government International Bond 0.78 12.30 0.0332 0.0037
US69343FAA57 / PHEAA STUDENT LOAN TRUST 2016-1 PHEAA 2016-1A A 0.77 -5.62 0.0330 -0.0019
US025537AN10 / American Electric Power Co Inc 0.77 1.72 0.0328 0.0007
US05971KAC36 / Banco Santander SA 0.77 1.46 0.0328 0.0006
US3140Q8G584 / Fannie Mae Pool 0.75 -0.79 0.0322 -0.0002
US31418C7F59 / FNCL UMBS 3.0 BN3421 01-01-34 0.75 -3.35 0.0320 -0.0010
US36962G3P70 / General Electric Capital 5.875% Senior Notes 1/14/38 0.75 0.95 0.0319 0.0004
US03523TBF49 / Anheuser Busch 8.20% 01/15/39 0.75 0.13 0.0319 0.0001
US77586RAK68 / Romanian Government International Bond 0.74 0.27 0.0317 0.0002
US36179UPC08 / Ginnie Mae II Pool 0.74 -2.89 0.0316 -0.0008
US36179UEB44 / Ginnie Mae II Pool 0.74 -2.39 0.0314 -0.0007
US698299BV52 / Panama Government International Bond 0.73 4.57 0.0313 0.0015
US02666TAB35 / American Homes 4 Rent LP 0.73 0.83 0.0312 0.0003
US775109CG49 / Rogers Communications, Inc. 0.73 -77.23 0.0312 -0.1054
FHN.PRF / First Horizon Corporation - Preferred Stock 0.73 -67.05 0.0310 -0.0628
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.72 0.0308 0.0308
US05971KAG40 / Banco Santander SA 0.71 2.45 0.0305 0.0008
US718546AZ72 / PHILLIPS 66 1.3% 02/15/2026 0.71 0.85 0.0304 0.0003
US05606DAS71 / BX 22-PSB A 144A FRN (TSFR1M+245.1) 08-15-29/08-16-27 0.70 -18.07 0.0301 -0.0065
US87264AAV70 / T-MOBILE USA INC 4.75% 02/01/2028 0.70 0.00 0.0300 0.0001
US3132DQGL41 / Freddie Mac Pool 0.70 -2.11 0.0298 -0.0005
US3138WLA605 / Fannie Mae Pool 0.69 -3.09 0.0295 -0.0008
US902613BB36 / CORP. NOTE 0.68 0.00 0.0292 0.0001
US31418DEV01 / UMBS, 30 Year 0.68 -1.73 0.0291 -0.0004
US961214EF61 / Westpac Banking Corp 0.68 1.20 0.0289 0.0004
US36179TXW07 / Ginnie Mae II Pool 0.67 -2.33 0.0287 -0.0006
US3133BAM996 / Freddie Mac Pool 0.67 -0.45 0.0285 -0.0000
US3132DMKG95 / Freddie Mac Pool 0.66 -1.48 0.0284 -0.0004
US970648AJ01 / Willis North America Inc 0.66 2.02 0.0282 0.0007
US55903VBB80 / Warnermedia Holdings Inc 0.65 -70.27 0.0279 -0.0655
US24703TAJ51 / Dell International LLC / EMC Corp 0.65 0.93 0.0278 0.0003
US928563AK15 / VMware Inc 0.65 1.41 0.0277 0.0005
US31329PZC03 / Freddie Mac Pool 0.65 -0.62 0.0276 -0.0001
US36179T4R30 / Ginnie Mae II Pool 0.64 -3.17 0.0274 -0.0008
US20754RAB24 / Connecticut Avenue Securities Trust 2021-R01 0.64 -9.75 0.0273 -0.0029
US92936UAG40 / WP Carey Inc 0.64 1.43 0.0273 0.0005
US98138HAJ05 / Workday Inc 0.63 1.60 0.0271 0.0005
US045054AN37 / Ashtead Capital Inc 0.63 1.13 0.0269 0.0004
US55354GAH39 / MSCI Inc 0.63 -74.95 0.0269 -0.0800
US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 0.62 1.80 0.0267 0.0005
US677415CS83 / Ohio Power Co 0.62 1.80 0.0266 0.0006
US00914AAJ16 / Air Lease Corp 0.62 0.49 0.0264 0.0002
US404280CF48 / HSBC Holdings PLC 0.61 1.16 0.0261 0.0004
LVS / Las Vegas Sands Corp. - Depositary Receipt (Common Stock) 0.61 0.0260 0.0260
US36179U4E90 / G2 MA6221 0.61 -2.56 0.0260 -0.0006
US22966RAC07 / CubeSmart LP 0.60 0.17 0.0256 0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.59 -2.81 0.0251 -0.0006
US 2YR NOTE (CBT) SEP25 / DIR (000000000) 0.59 0.0250 0.0250
Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) 0.59 0.0250 0.0250
US3138WLCY79 / Fannie Mae Pool 0.59 -2.17 0.0250 -0.0005
US55336VAT70 / MPLX LP 0.58 -0.51 0.0249 -0.0001
US36179T7M16 / Ginnie Mae II Pool 0.58 -2.86 0.0247 -0.0007
US3140Q8DN20 / Fannie Mae Pool 0.57 -3.23 0.0244 -0.0008
Long: SR234073 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR234073 IRS NOK P V 06MNIBOR 1 CCPVANILLA / DIR (000000000) 0.57 0.0242 0.0242
US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A 0.56 -73.66 0.0241 -0.0671
US36179WJS89 / Ginnie Mae II Pool 0.56 -2.95 0.0240 -0.0006
XS1883879006 / DP World PLC 0.56 -2.44 0.0239 -0.0005
US86944BAG86 / Sutter Health 0.55 1.87 0.0234 0.0005
US82460CBF05 / SHINHAN BANK CO LTD 0.54 0.37 0.0231 0.0001
US341271AF11 / State Board of Administration Finance Corp. 0.53 1.14 0.0228 0.0003
XS1837994794 / Romanian Government International Bond 0.53 1.54 0.0226 0.0004
US87264ABF12 / CORP. NOTE 0.52 -76.87 0.0221 -0.0731
US36179UMM17 / Ginnie Mae II Pool 0.51 -2.67 0.0218 -0.0006
US007944AF80 / Adventist Health System/West 0.50 0.60 0.0214 0.0002
BX Trust 2024-PAT / ABS-MBS (US05612FAC95) 0.50 0.00 0.0214 0.0001
US36179USU78 / Ginnie Mae II Pool 0.49 -3.56 0.0209 -0.0007
US863667AH48 / Stryker Corp. 0.47 0.21 0.0202 0.0001
Long: SR234061 IRS SEK R F 2.25000 2 CCPVANILLA / Short: SR234061 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) 0.47 0.0199 0.0199
US05329WAR34 / AutoNation, Inc. 0.46 1.98 0.0198 0.0004
US36179VBG41 / GNMA 0.46 -2.97 0.0196 -0.0005
US3140GYKA60 / Fannie Mae Pool 0.46 -2.36 0.0195 -0.0004
US3133KNXA61 / Freddie Mac Pool 0.45 -2.16 0.0194 -0.0004
US85917PAA57 / STERIS Irish FinCo UnLtd Co 0.45 1.35 0.0192 0.0003
US3140Q9TW38 / Fannie Mae Pool 0.45 -1.33 0.0191 -0.0002
US3140HBH764 / Fannie Mae Pool 0.44 -4.53 0.0190 -0.0008
US05369AAK79 / Aviation Capital Group LLC 0.44 0.68 0.0189 0.0002
XS2167193015 / State of Israel 0.44 1.61 0.0189 0.0003
US3140Q9CT81 / Fannie Mae Pool 0.43 -2.48 0.0185 -0.0004
Chase Home Lending Mortgage Trust Series 2024-3 / ABS-MBS (US16159HAN70) 0.43 0.00 0.0184 0.0001
US46653KAA60 / JAB Holdings BV 0.43 1.42 0.0184 0.0003
US59284MAC82 / Mexico City Airport Trust 0.43 1.67 0.0182 0.0003
US759470BB24 / Reliance Industries Ltd 0.43 1.92 0.0182 0.0004
US3133KH3R51 / UMBS 0.43 -6.18 0.0182 -0.0012
US31418DPR79 / Fannie Mae Pool 0.42 -1.86 0.0181 -0.0003
US3140Q9HH98 / Fannie Mae Pool 0.42 -3.00 0.0180 -0.0005
US31418DC833 / FANNIE MAE POOL FN MA3694 0.42 -6.08 0.0179 -0.0011
US00206RHA32 / AT&T Inc 0.41 0.49 0.0177 0.0001
US040555CW21 / Arizona Public Service Co 0.41 0.74 0.0176 0.0002
US36179UPB25 / Ginnie Mae II Pool 0.41 -2.63 0.0174 -0.0004
US302154DW60 / Export-Import Bank of Korea 0.40 1.01 0.0172 0.0003
SAN27A / Banco Santander SA 0.40 0.51 0.0171 0.0001
US756109BG81 / Realty Income Corp 0.40 0.51 0.0170 0.0002
USP6629MAA01 / Mexico City Airport Trust 0.40 1.28 0.0170 0.0002
US3140Q95B59 / Fannie Mae Pool 0.40 -2.70 0.0169 -0.0004
Long: SR234012 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234012 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) 0.40 0.0169 0.0169
Long: SR234278 IRS USD R F 3.62000 2 CCPOIS / Short: SR234278 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.40 0.0169 0.0169
US90265EAT73 / UDR Inc 0.39 2.08 0.0168 0.0004
GE / GENERAL ELEC CAP CORP SR UNSEC 4.418% 11-15-35 0.39 1.31 0.0166 0.0003
US3140Q92H56 / Fannie Mae Pool 0.39 -4.20 0.0166 -0.0007
Long: BR233967 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233967 IRS EUR P F 2.00000 2 CCPVANILLA / DIR (000000000) 0.39 0.0165 0.0165
US15135BAR24 / Centene Corp 0.39 1.05 0.0165 0.0002
Long: SR233995 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233995 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) 0.38 0.0164 0.0164
US87938WAV54 / Telefonica Emisiones SA 0.38 -0.26 0.0163 0.0000
US86746BAA17 / Helios Issuer LLC, Series 2023-GRID1, Class 1A 0.38 -1.30 0.0163 -0.0002
US023608AJ15 / AMEREN CORP SR UNSECURED 01/31 3.5 0.38 1.62 0.0162 0.0003
Long: SR230360 IRS EUR R F 2.14300 2 CCPZERO / Short: SR230360 IRS EUR P V 03MEURIB 1 CCPZERO / DIR (000000000) 0.38 0.0161 0.0161
US31418C4G69 / Fannie Mae Pool 0.37 -3.65 0.0158 -0.0005
US56585ABD37 / Marathon Petroleum Corp 0.37 0.82 0.0158 0.0002
XS2201851685 / Romanian Government International Bond 0.36 2.83 0.0155 0.0005
US698299BW36 / Republic of Panama 0.36 3.47 0.0153 0.0006
US11135FBP53 / SR UNSECURED 144A 11/35 3.137 0.36 -80.14 0.0153 -0.0615
US694308JH19 / Pacific Gas and Electric Co 0.36 -2.19 0.0153 -0.0003
US31418DC262 / Fannie Mae Pool 0.36 -3.01 0.0152 -0.0004
US3140JJBE89 / Fannie Mae Pool 0.35 -0.57 0.0150 -0.0000
US3138ET6A96 / Fannie Mae Pool 0.35 -2.51 0.0150 -0.0004
US03937LAA35 / Arch Capital Group Ltd 0.35 0.29 0.0148 0.0001
USP6629MAD40 / Mexico City Airport Trust 0.35 0.29 0.0148 0.0001
US3133AQXA03 / Federal Home Loan Mortgage Corporation 0.34 -2.01 0.0146 -0.0003
91087BAP5 / UTD MEX ST GVT GLOBAL 3.75% 04-19-71 0.34 0.59 0.0146 0.0002
US3133ARVS12 / FREDDIE MAC POOL 0.34 -3.16 0.0144 -0.0004
US31417G4E31 / Fannie Mae Pool 0.34 -2.03 0.0144 -0.0002
US3140Q8KK08 / Fannie Mae Pool 0.34 -3.46 0.0143 -0.0005
US3140GULV76 / Fannie Mae Pool 0.33 -1.20 0.0141 -0.0001
US29273RBL24 / Energy Transfer Partners LP 0.33 -0.60 0.0141 -0.0000
US94974BGL80 / Wells Fargo & Co 0.33 0.62 0.0139 0.0001
US00432CBN02 / ACCESS GROUP INC ACCSS 2004 1 A2 0.32 -6.36 0.0139 -0.0009
US31410FXS90 / Fannie Mae Pool 0.32 -7.27 0.0136 -0.0010
US06406RBK23 / Bank of New York Mellon Corp. (The) 0.32 1.27 0.0136 0.0002
US22966RAJ59 / CUBESMART LP 0.32 1.92 0.0136 0.0003
US3140J8MQ39 / Fannie Mae Pool 0.32 -1.86 0.0136 -0.0002
US65473PAJ49 / NISOURCE INC 0.31 1.63 0.0133 0.0002
US225401AT54 / Credit Suisse Group AG 0.31 0.98 0.0132 0.0002
US30212PBH73 / Expedia Group Inc 0.30 1.69 0.0129 0.0003
US3140LQNE66 / Fannie Mae Pool 0.30 -0.99 0.0128 -0.0001
US31397S7M03 / FNMA, REMIC, Series 2011-52, Class GB 0.29 -3.63 0.0125 -0.0004
US36179VQU79 / G2SF 3.5 MA6767 07-20-50 0.29 -3.32 0.0125 -0.0004
US59284MAD65 / Mexico City Airport Trust 0.28 0.36 0.0120 0.0001
US68389XBW48 / ORACLE CORP SR UNSECURED 04/40 3.6 0.28 1.82 0.0120 0.0003
US74730DAD57 / Qatar Petroleum 0.28 -2.13 0.0118 -0.0002
US785592AS57 / SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 0.28 0.00 0.0118 0.0001
US31417GAX43 / Fannie Mae Pool 0.27 -2.52 0.0116 -0.0003
US3136A1MA07 / Fannie Mae REMICS 0.27 -4.96 0.0115 -0.0006
US73730EAD58 / POSCO 0.27 0.00 0.0114 0.0001
US88732JAY47 / Time Warner Cable Inc. 5.875% 11/15/40 0.26 4.78 0.0113 0.0006
XS2109949391 / Romanian Government International Bond 0.26 10.87 0.0109 0.0011
US36179TV774 / Ginnie Mae II Pool 0.25 -2.72 0.0107 -0.0003
US59022CAJ27 / Merrill Lynch & Co Inc Subordinated Notes 6.11% 01/29/2037 0.25 1.63 0.0107 0.0002
US3140QADH01 / Fannie Mae Pool 0.25 -3.49 0.0107 -0.0003
US36321PAC41 / Galaxy Pipeline Assets Bidco Ltd 0.25 0.00 0.0106 0.0000
US871829BM89 / SYSCO CORPORATION COMPANY GUAR 04/40 6.6 0.25 0.00 0.0105 0.0000
US55336VAM28 / MPLX LP 0.24 0.83 0.0104 0.0001
US35564KHE29 / FHLMC STACR REMIC Trust, Series 2021-DNA5, Class M2 0.24 -13.04 0.0103 -0.0015
Long: BR233404 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233404 IRS EUR P F 2.61000 2 CCPVANILLA / DIR (000000000) 0.23 0.0099 0.0099
US3140X5FT54 / Fannie Mae 4.50 01/01/2049 0.23 -2.95 0.0098 -0.0003
US3138ENQF92 / Fannie Mae Pool 0.23 -2.16 0.0097 -0.0002
US3133AXBJ01 / Freddie Mac Pool 0.23 -0.44 0.0097 -0.0000
US3140HEAL62 / Fannie Mae Pool 0.23 -2.16 0.0097 -0.0002
US01882YAB20 / ALLIANT ENERGY FINANCE 144A LIFE SR UNSEC 4.25% 06-15-28 0.22 0.91 0.0095 0.0001
US31418PC860 / Fannie Mae Pool 0.22 -0.90 0.0095 -0.0000
US91087BAH33 / Mexico Government International Bond 0.22 2.31 0.0095 0.0002
US31417FU634 / Fannie Mae Pool 0.22 -2.68 0.0093 -0.0002
US24703TAH95 / Dell International LLC / EMC Corp 0.21 0.95 0.0091 0.0001
Long: SR233928 IRS USD R F 3.84519 2 CCPOIS / Short: SR233928 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.20 0.0088 0.0088
US74947LAD64 / REC Ltd 0.20 0.49 0.0087 0.0001
US91087BAE02 / Mexico Government International Bond 0.20 2.07 0.0084 0.0002
US958254AD64 / Western Midstream Operating LP 0.20 -2.50 0.0084 -0.0002
US3136ABDT75 / Fannie Mae REMICS 0.19 -3.03 0.0082 -0.0002
US91087BAK61 / Mexico Government International Bond 0.19 2.15 0.0081 0.0002
MET TRANSPRTN AUTH NY REVENUE / DBT (US59261A2P16) 0.19 0.00 0.0080 -0.0000
US31402RD710 / Fannie Mae Pool 0.18 -2.13 0.0079 -0.0002
US3140Q9HJ54 / Fannie Mae Pool 0.18 -2.15 0.0078 -0.0001
US31329P6B48 / FHLG 30YR 4.5% 01/01/2049#ZA6266 0.18 -1.13 0.0075 -0.0000
US3140XC3Z92 / Uniform Mortgage-Backed Securities 0.17 -0.57 0.0074 -0.0000
US59980AAQ04 / Mill City Mortgage Loan Trust 2017-2 0.17 -3.89 0.0074 -0.0003
US912810RG58 / United States Treas Bds Bond 0.17 -2.27 0.0074 -0.0001
Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) 0.17 0.0074 0.0074
US36321PAB67 / Galaxy Pipeline Assets Bidco Ltd 0.17 0.60 0.0072 0.0001
US759470BC07 / Reliance Industries Ltd 0.17 -1.78 0.0071 -0.0001
MEXCAT / Mexico City Airport Trust 0.17 1.23 0.0071 0.0001
BNP / BNP Paribas SA 0.16 0.0069 0.0069
Bank of America Corp / DBT (US06051GMM86) 0.15 1.32 0.0066 0.0001
US3128M7CE43 / Freddie Mac Gold Pool 0.15 -1.92 0.0066 -0.0001
US74365PAD06 / Prosus NV 0.15 -0.65 0.0066 -0.0000
US31417GL201 / Fannie Mae Pool 0.15 -1.29 0.0066 -0.0001
Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) 0.15 0.0065 0.0065
US3133B9PW88 / Freddie Mac Pool 0.15 -0.66 0.0064 -0.0000
US3140J7R988 / Fannie Mae Pool 0.15 -5.06 0.0064 -0.0003
US31334XD481 / Freddie Mac Pool 0.15 -3.85 0.0064 -0.0003
US31394PP725 / Freddie Mac REMICS 0.15 -3.23 0.0064 -0.0002
US46513JB593 / Israel Government International Bond 0.14 0.71 0.0060 0.0000
US3138EP2E37 / Fannie Mae Pool 0.14 -2.14 0.0059 -0.0001
Long: SR234636 IRS USD R F 3.36762 2 CCPOIS / Short: SR234636 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.14 0.0058 0.0058
US31417GFQ47 / Fannie Mae Pool 0.14 -1.46 0.0058 -0.0001
US36179QT501 / Ginnie Mae II Pool 0.14 -3.57 0.0058 -0.0002
ICE 3MTH SONIA FU DEC25 / DIR (000000000) 0.14 0.0058 0.0058
US698299BS24 / Panama Government International Bond 0.13 5.51 0.0058 0.0003
US74365PAE88 / Prosus NV 0.13 0.00 0.0057 -0.0000
US11135FBQ37 / Broadcom Inc 0.13 1.57 0.0055 0.0001
US452152BM28 / State of Illinois General Obligation Unlimited 0.13 0.78 0.0055 0.0001
US31418D3X83 / FNMA 30YR 2% 09/01/2051#MA4413 0.13 -1.57 0.0054 -0.0001
US36179VN488 / GNMA 0.12 -3.88 0.0053 -0.0002
US31329PTE33 / Freddie Mac Pool 0.12 -3.97 0.0052 -0.0002
Long: SR234088 IRS NZD R F 3.75000 2 CCPVANILLA / Short: SR234088 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) 0.12 0.0050 0.0050
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.11 0.0049 0.0049
Long: BR233976 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR233976 IRS EUR P F 2.50000 2 CCPVANILLA / DIR (000000000) 0.11 0.0048 0.0048
US3140QBPV40 / Fannie Mae Pool 0.11 -2.61 0.0048 -0.0001
Long: SR233998 IRS GBP R F 3.75000 2 CCPOIS / Short: SR233998 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) 0.11 0.0048 0.0048
US3131Y9XR99 / Freddie Mac Pool 0.11 0.00 0.0048 0.0000
US097023BS30 / Boeing Co. 0.11 1.83 0.0047 0.0001
US3138WMWQ09 / Fannie Mae Pool 0.11 -1.79 0.0047 -0.0001
US31406VSY38 / Fannie Mae Pool 0.11 -2.68 0.0047 -0.0001
US3140Q8KG95 / UMBS, 30 Year 0.11 -2.68 0.0047 -0.0001
US23330JAA97 / DP World PLC 0.11 -0.91 0.0047 -0.0001
US548661DY05 / Lowe's Cos., Inc. 0.11 -94.94 0.0047 -0.0863
US3133KMP748 / Freddie Mac Pool 0.11 -1.82 0.0047 -0.0001
US3131Y7RG43 / FHLG 30YR 4.5% 11/01/2048#ZN1387 0.11 -1.83 0.0046 -0.0001
XS2211115329 / Prosus NV 0.10 13.04 0.0045 0.0005
Long: SR234091 IRS NZD R F 4.25000 2 CCPVANILLA / Short: SR234091 IRS NZD P V 03MNZDBB 1 CCPVANILLA / DIR (000000000) 0.10 0.0044 0.0044
US3140X7AW94 / FNMA POOL FM3620 FN 02/50 FIXED VAR 0.10 -2.88 0.0044 -0.0001
US89788MAN20 / Truist Financial Corp 0.10 0.00 0.0043 -0.0000
US31418MUL44 / Fannie Mae Pool 0.10 -3.88 0.0043 -0.0001
US3138EKF836 / FNMA 30YR 3.0% 12/01/2042#AL2890 0.10 -1.00 0.0042 -0.0001
Long: BR228525 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR228525 IRS JPY P F 1.29500 2 CCPOIS / DIR (000000000) 0.10 0.0041 0.0041
US3138WK2U89 / Fannie Mae Pool 0.09 -2.08 0.0041 -0.0001
US857477BN25 / State Street Corp 0.09 2.17 0.0040 0.0001
US36179TSJ50 / Ginnie Mae II Pool 0.09 -2.11 0.0040 -0.0001
US3138WN5M72 / Fannie Mae Pool 0.09 -1.10 0.0039 -0.0000
US17327CAQ69 / Citigroup Inc 0.09 -97.27 0.0038 -0.1351
US92343VFR06 / Verizon Communications Inc 0.09 2.38 0.0037 0.0001
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.09 0.0037 0.0037
US 10YR NOTE (CBT)SEP25 / DIR (000000000) 0.08 0.0036 0.0036
US30212PAR64 / Expedia Group Inc 0.08 -95.58 0.0036 -0.0774
Long: SR234635 IRS USD R F 4.09811 2 CCPOIS / Short: SR234635 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.08 0.0036 0.0036
US20030NDH17 / Comcast Corp 0.08 0.00 0.0035 0.0000
Long: SR234067 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR234067 IRS SEK P V 03MSTIBO 1 CCPVANILLA / DIR (000000000) 0.08 0.0035 0.0035
US06051GKC23 / Bank of America Corp. 0.08 1.28 0.0034 0.0001
US3138MRK750 / Fannie Mae Pool 0.08 -2.53 0.0033 -0.0001
US31402DDE76 / Fannie Mae Pool 0.08 -24.24 0.0032 -0.0010
US3128M5R363 / Freddie Mac Gold Pool 0.08 -3.85 0.0032 -0.0001
Long: SR233950 IRS USD R F 3.75000 2 CCPOIS / Short: SR233950 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.08 0.0032 0.0032
US097023CB95 / Boeing Co/The 0.07 1.43 0.0031 0.0000
Long: SR234372 IRS AUD R F 3.50000 2 CCPVANILLA / Short: SR234372 IRS AUD P V 03MBBSW 1 CCPVANILLA / DIR (000000000) 0.07 0.0031 0.0031
US31417FY693 / Fannie Mae Pool 0.07 -2.82 0.0030 -0.0001
US097023BZ72 / Boeing Co/The 0.07 0.00 0.0029 0.0000
Long: SR233944 IRS USD R F 3.75000 2 CCPOIS / Short: SR233944 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.07 0.0029 0.0029
US63902HAL33 / Nature Conservancy/The 0.07 0.00 0.0029 0.0000
US863667AY70 / Stryker Corp 0.07 1.54 0.0029 0.0001
US949831AA92 / WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUS WFMBS 2019-3 A1 0.07 0.00 0.0028 0.0000
US3140Q83V59 / Fannie Mae Pool 0.07 -2.94 0.0028 -0.0001
US3137B4PT71 / Freddie Mac REMICS 0.06 -6.06 0.0027 -0.0002
BNP / BNP Paribas SA 0.06 0.0026 0.0026
US3140HNWP38 / UMBS, 30 Year 0.06 -4.92 0.0025 -0.0001
Long: SR234015 IRS CAD R F 2.75000 2 CCPOIS / Short: SR234015 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) 0.06 0.0025 0.0025
US3140GXZM60 / Fannie Mae Pool 0.06 -1.72 0.0025 -0.0000
US312933VG65 / Freddie Mac Gold Pool 0.06 -8.06 0.0025 -0.0002
US63902HAJ86 / Nature Conservancy/The 0.06 1.79 0.0025 0.0000
US3133KGF451 / FREDDIE MAC POOL UMBS P#RA1087 4.50000000 0.06 -8.20 0.0024 -0.0002
US3138ERH605 / Fannie Mae Pool 0.06 0.00 0.0024 -0.0000
US3136A9EA25 / Fannie Mae REMICS 0.05 -3.57 0.0023 -0.0001
US715638DR09 / Peruvian Government International Bond 0.05 0.00 0.0023 0.0000
US3133B9DC52 / UMBS 0.05 -8.62 0.0023 -0.0002
BNP / BNP Paribas SA 0.05 0.0022 0.0022
BNP / BNP Paribas SA 0.05 0.0022 0.0022
US29278NAF06 / Energy Transfer Operating LP 0.05 0.00 0.0022 0.0000
US3138MKQH28 / Fannie Mae Pool 0.05 -3.92 0.0021 -0.0001
US21036PAY43 / Constellation Brands, Inc. 0.05 2.08 0.0021 0.0000
US98138HAH49 / Workday Inc 0.05 0.00 0.0021 0.0000
US21036PBE79 / Constellation Brands, Inc. 0.05 2.17 0.0020 0.0000
US3138WTT970 / Fannie Mae Pool 0.05 -2.17 0.0019 -0.0000
US3132DWCH43 / Freddie Mac Pool 0.05 -2.17 0.0019 -0.0000
NEW JERSEY ST EDUCTNL FACS AUTH REVENUE / DBT (US646067HL57) 0.04 0.00 0.0019 -0.0000
US45204FGY51 / FX.RT. MUNI BOND 0.04 0.00 0.0019 -0.0000
US79467BFF76 / SALES TAX SECURITIZTN 0.04 0.00 0.0019 0.0000
US64966QWH90 / City of New York NY 0.04 0.00 0.0019 0.0000
PENNSYLVANIA ST HGR EDUCTNL FACS AUTH REVENUE / DBT (US70917S6L28) 0.04 0.00 0.0018 0.0000
US71883RQH92 / PHOENIX AZ CIVIC IMPT CORP WTR SYS REVENUE 0.04 0.00 0.0018 0.0000
US3138W3FS79 / Fannie Mae Pool 0.04 -10.64 0.0018 -0.0002
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 0.04 0.0018 0.0018
BNP / BNP Paribas SA 0.04 0.0017 0.0017
US3140Q8K875 / Federal National Mortgage Association 0.04 -2.50 0.0017 -0.0000
US3140X6ZR51 / Fannie Mae Pool 0.04 -2.50 0.0017 -0.0000
US41161PYW75 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A 0.04 -5.00 0.0017 -0.0000
US3138MN5G14 / Fannie Mae Pool 0.04 -5.00 0.0017 -0.0001
US3138WRNS52 / Fannie Mae Pool 0.04 0.00 0.0016 -0.0000
US3138WPGT52 / Fannie Mae Pool 0.04 -2.78 0.0015 -0.0000
US3620A7LX16 / Ginnie Mae I Pool 0.04 0.00 0.0015 -0.0000
US3132ADWF13 / FNCL UMBS 4.5 ZT1546 12-01-48 0.03 -2.86 0.0015 -0.0000
US3138W7WP51 / Fannie Mae Pool 0.03 -3.12 0.0014 -0.0000
US3128LXFW53 / Freddie Mac Gold Pool 0.03 -3.12 0.0013 -0.0001
US3138ANZG11 / Fannie Mae Pool 0.03 -3.23 0.0013 -0.0000
Long: SR233978 IRS EUR R F 2.00000 2 CCPOIS / Short: SR233978 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) 0.03 0.0013 0.0013
US3138MPDQ50 / Fannie Mae Pool 0.03 -3.45 0.0012 -0.0000
US3140EWUP81 / Fannie Mae Pool 0.03 0.00 0.0012 0.0000
US3138MQTN39 / Fannie Mae Pool 0.03 0.00 0.0012 -0.0000
US3138WHGK28 / Fannie Mae Pool 0.03 -3.70 0.0012 -0.0000
US3128M9UC41 / Freddie Mac Gold Pool 0.03 -3.70 0.0011 -0.0000
US3138WMKE07 / Fannie Mae Pool 0.03 -3.70 0.0011 -0.0000
US3138WVN490 / Fannie Mae Pool 0.03 -3.85 0.0011 -0.0000
US3138MJGD50 / Fannie Mae Pool 0.02 0.00 0.0010 -0.0000
US31418BZY54 / Fannie Mae Pool 0.02 0.00 0.0010 -0.0000
US3138MRXV81 / Fannie Mae Pool 0.02 -4.35 0.0010 -0.0000
US45254NKQ96 / Impac CMB Trust Series 2004-8 0.02 -4.55 0.0009 -0.0000
US3138MQHG16 / Fannie Mae Pool 0.02 0.00 0.0009 -0.0000
US3138W0FU86 / Fannie Mae Pool 0.02 -4.55 0.0009 -0.0001
Long: BR234037 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234037 IRS JPY P F .75000 2 CCPOIS / DIR (000000000) 0.02 0.0009 0.0009
US3138W4AP68 / Fannie Mae Pool 0.02 -5.00 0.0008 -0.0001
US36179RQ364 / Ginnie Mae II Pool 0.02 0.00 0.0008 -0.0000
US3138WWKV04 / Fannie Mae Pool 0.02 0.00 0.0008 -0.0000
US3138NYAR68 / Fannie Mae Pool 0.02 -5.56 0.0008 -0.0000
US36179NLE66 / Ginnie Mae II Pool 0.02 -5.88 0.0007 -0.0000
US55903VBC63 / Warnermedia Holdings Inc 0.02 -15.79 0.0007 -0.0001
US3138NXRK59 / Fannie Mae Pool 0.02 0.00 0.0007 -0.0000
US3138NYHT51 / Fannie Mae Pool 0.02 0.00 0.0007 -0.0000
US36179UXT41 / Ginnie Mae II Pool 0.02 0.00 0.0007 -0.0000
US3138WQQ394 / Fannie Mae Pool 0.02 0.00 0.0007 -0.0000
US3138WVH468 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0000
US3140KCZL94 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0000
US3138LSR854 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0000
US3132L5TH62 / Freddie Mac Gold Pool 0.01 0.00 0.0006 -0.0000
US3138WXWH64 / Fannie Mae Pool 0.01 0.00 0.0006 -0.0000
US3138MMKP63 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
US31417GMA12 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
Long: SR232911 IRS EUR R F 2.32500 2 CCPVANILLA / Short: SR232911 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) 0.01 0.0005 0.0005
US31371NS631 / Fannie Mae Pool 0.01 -7.69 0.0005 -0.0001
US31417MFB46 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
US3138WMZQ71 / Fannie Mae Pool 0.01 -8.33 0.0005 -0.0000
US3140HBJG48 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
US3138W1LY18 / Fannie Mae Pool 0.01 0.00 0.0005 -0.0000
US3132DV6A89 / FREDDIE MAC POOL FR SD8065 0.01 0.00 0.0005 -0.0000
US3138MNJQ49 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US31418CCW29 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US3138MFW529 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US36179RD891 / Ginnie Mae II Pool 0.01 -11.11 0.0004 -0.0000
US31371JY819 / Fannie Mae Pool 0.01 -11.11 0.0004 -0.0000
US3138MHKP78 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US3138MRD243 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US3138W02X69 / Fannie Mae Pool 0.01 0.00 0.0004 -0.0000
US31418CAY03 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US31418CYN81 / Fannie Mae Pool 0.01 -12.50 0.0003 -0.0000
US3138M6P769 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US3138A94H49 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US31418CZJ60 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US929227ZT62 / WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust 0.01 0.00 0.0003 -0.0000
US3138W0YR47 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US36179UQ475 / Ginnie Mae II Pool 0.01 0.00 0.0003 -0.0000
US31298EPA72 / Freddie Mac Gold Pool 0.01 0.00 0.0003 -0.0000
US3132L5TJ29 / Freddie Mac Gold Pool 0.01 -16.67 0.0003 -0.0000
Long: SR234368 IRS USD R F 3.50000 2 CCPOIS / Short: SR234368 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.01 0.0003 0.0003
US3138MR5R87 / Fannie Mae Pool 0.01 0.00 0.0003 -0.0000
US715638DQ26 / Peruvian Government International Bond 0.01 0.00 0.0002 -0.0000
US3138NXMW43 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
US3138MP2W46 / Fannie Mae Pool 0.01 0.00 0.0002 -0.0000
Long: SR234018 IRS CAD R F 3.00000 2 CCPOIS / Short: SR234018 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) 0.00 0.0002 0.0002
Long: SR233948 IRS USD R F 3.75000 2 CCPOIS / Short: SR233948 IRS USD P V 00MSOFR 1 CCPOIS / DIR (000000000) 0.00 0.0002 0.0002
US3138MCT464 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US36179UCA88 / Ginnie Mae II Pool 0.00 0.00 0.0002 -0.0000
US3128LXBH23 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US36296RE370 / Ginnie Mae I Pool 0.00 0.00 0.0002 -0.0000
US31416MVP66 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US31292MA787 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US3132GEV560 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US312941Z424 / Freddie Mac Gold Pool 0.00 0.00 0.0002 -0.0000
US31417JSB79 / Fannie Mae Pool 0.00 0.00 0.0002 -0.0000
US36202FY678 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US31296NV618 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US3138WMP478 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31298FT366 / Freddie Mac Gold Pool 0.00 0.00 0.0001 -0.0000
US3132AD6P86 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0001 -0.0000
US3138W02A66 / Fannie Mae Pool 0.00 0.00 0.0001 -0.0000
US31416NFG25 / Fannie Mae Pool 0.00 -33.33 0.0001 -0.0000
Long: SR234371 IRS CAD R F 2.50000 2 CCPOIS / Short: SR234371 IRS CAD P V 00MCORRA 1 CCPOIS / DIR (000000000) 0.00 0.0001 0.0001
US31371NJM83 / Fannie Mae Pool 0.00 -33.33 0.0001 -0.0000
US36202FP676 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US36179QDZ19 / Ginnie Mae II Pool 0.00 -50.00 0.0001 -0.0000
US36179MAY66 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US3140HLJX52 / FNCL UMBS 4.5 BK6577 07-01-48 0.00 0.00 0.0001 -0.0000
US31386PGT49 / Fannie Mae Pool 0.00 -50.00 0.0001 -0.0000
EURO-OAT FUTURE SEP25 / DIR (000000000) 0.00 0.0001 0.0001
US36179N5W43 / Ginnie Mae II Pool 0.00 0.00 0.0001 -0.0000
US36179MQQ68 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US312943UP63 / FREDDIE MAC GOLD POOL P#A95090 4.50000000 0.00 0.0000 -0.0000
US31410GDN07 / Federal National Mortgage Association, Inc. 0.00 0.0000 -0.0000
US3128E3TE45 / Freddie Mac Gold Pool 0.00 -100.00 0.0000 -0.0000
US3128LXBF66 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36202F2M77 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31371NVU61 / Fannie Mae Pool 0.00 0.0000 -0.0000
US3128K6NY25 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31415RBP82 / Fannie Mae Pool 0.00 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 -0.0000 -0.0000
OPS09078A SWAPTION EUR OTC / DIR (000000000) 0.00 -0.0000 -0.0000
DGZ / DB Gold Short ETN -0.00 -0.0001 -0.0001
Long: BR234043 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234043 IRS JPY P F 1.25000 2 CCPOIS / DIR (000000000) -0.00 -0.0001 -0.0001
Long: SR234370 IRS GBP R F 3.50000 2 CCPOIS / Short: SR234370 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) -0.00 -0.0001 -0.0001
EURO-BUND FUTURE SEP25 / DIR (000000000) -0.00 -0.0001 -0.0001
DGZ / DB Gold Short ETN -0.01 -0.0002 -0.0002
Long: SR234055 IRS CHF R F .50000 2 CCPOIS / Short: SR234055 IRS CHF P V 00MSARON 1 CCPOIS / DIR (000000000) -0.01 -0.0002 -0.0002
EURO-BUXL 30Y BND SEP25 / DIR (000000000) -0.01 -0.0004 -0.0004
Long: BR234033 IRS AUD R V 06MBBSW 1 CCPVANILLA / Short: BR234033 IRS AUD P F 4.50000 2 CCPVANILLA / DIR (000000000) -0.01 -0.0006 -0.0006
BNP / BNP Paribas SA -0.02 -0.0007 -0.0007
DGZ / DB Gold Short ETN -0.02 -0.0008 -0.0008
BNP / BNP Paribas SA -0.02 -0.0008 -0.0008
OPS09105A SWAPTION EUR OTC / DIR (000000000) -0.02 -0.0008 -0.0008
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.02 -0.0009 -0.0009
Long: SR234447 IRS EUR R F 1.89170 2 CCPOIS / Short: SR234447 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) -0.02 -0.0010 -0.0010
OPS09106A SWAPTION EUR OTC / DIR (000000000) -0.02 -0.0010 -0.0010
OPS09153A SWAPTION USD OTC / DIR (000000000) -0.02 -0.0010 -0.0010
BNP / BNP Paribas SA -0.03 -0.0014 -0.0014
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.03 -0.0015 -0.0015
OPS09077A SWAPTION EUR OTC / DIR (000000000) -0.04 -0.0018 -0.0018
Long: BR233950 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233950 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) -0.04 -0.0018 -0.0018
Long: SR234001 IRS GBP R F 3.75000 2 CCPOIS / Short: SR234001 IRS GBP P V 00MSONIA 1 CCPOIS / DIR (000000000) -0.05 -0.0019 -0.0019
BNP / BNP Paribas SA -0.05 -0.0021 -0.0021
DGZ / DB Gold Short ETN -0.05 -0.0023 -0.0023
OPS09152A SWAPTION USD OTC / DIR (000000000) -0.06 -0.0027 -0.0027
GB00H240B223 / LME Nickel Base Metal -0.06 -0.0027 -0.0027
Long: SR233967 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233967 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) -0.06 -0.0028 -0.0028
Long: BR233929 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233929 IRS USD P F 4.21304 2 CCPOIS / DIR (000000000) -0.08 -0.0032 -0.0032
Long: SR234369 IRS EUR R F 1.50000 2 CCPVANILLA / Short: SR234369 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) -0.08 -0.0036 -0.0036
BNP / BNP Paribas SA -0.09 -0.0037 -0.0037
DGZ / DB Gold Short ETN -0.11 -0.0048 -0.0048
XS1450864779 / China Government Bond - JPMorgan Chase -0.11 -0.0048 -0.0048
DGZ / DB Gold Short ETN -0.13 -0.0054 -0.0054
US 10YR ULTRA FUT SEP25 / DIR (000000000) -0.18 -0.0078 -0.0078
Long: SR233405 IRS EUR R F 2.53000 2 CCPOIS / Short: SR233405 IRS EUR P V 00MESTR 1 CCPOIS / DIR (000000000) -0.21 -0.0088 -0.0088
Long: BR234637 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234637 IRS USD P F 3.59995 2 CCPOIS / DIR (000000000) -0.23 -0.0098 -0.0098
Long: BR230359 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR230359 IRS EUR P F 2.18000 2 CCPZERO / DIR (000000000) -0.25 -0.0105 -0.0105
Long: SR233964 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233964 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) -0.30 -0.0129 -0.0129
Long: BR234079 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR234079 IRS NOK P F 4.25000 2 CCPVANILLA / DIR (000000000) -0.33 -0.0141 -0.0141
Long: BR234040 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR234040 IRS JPY P F 1.00000 2 CCPOIS / DIR (000000000) -0.38 -0.0161 -0.0161
Long: SR233970 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR233970 IRS EUR P V 06MEURIB 1 CCPVANILLA / DIR (000000000) -0.59 -0.0250 -0.0250
Long: SR228526 IRS JPY R F 2.16000 2 CCPOIS / Short: SR228526 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) -0.70 -0.0300 -0.0300
Long: BR233944 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR233944 IRS USD P F 3.75000 2 CCPOIS / DIR (000000000) -0.77 -0.0328 -0.0328
Long: BR234275 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234275 IRS USD P F 3.62000 2 CCPOIS / DIR (000000000) -0.78 -0.0332 -0.0332
Long: BR234277 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR234277 IRS USD P F 3.60000 2 CCPOIS / DIR (000000000) -0.92 -0.0393 -0.0393
Long: SR234047 IRS JPY R F 1.75000 2 CCPOIS / Short: SR234047 IRS JPY P V 00MTONAR 1 CCPOIS / DIR (000000000) -0.96 -0.0408 -0.0408
Long: BR234024 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR234024 IRS AUD P F 3.75000 2 CCPVANILLA / DIR (000000000) -1.37 -0.0587 -0.0587
US01F0606750 / Uniform Mortgage-Backed Security, TBA -5.08 -106.10 -0.2171 -4.1899
US21H0426799 / Ginnie Mae -15.31 -124.40 -0.6543 -3.6488
US21H0306744 / Ginnie Mae -22.09 -294.89 -0.9442 -1.4852
US01F0206791 / UMBS, 30 Year, Single Family -29.28 -4.02 -1.2513 0.2046
EW / Edwards Lifesciences Corporation -70.55 -461.43 -3.0155 -3.8498
EW / Edwards Lifesciences Corporation -133.86 89.73 -5.7213 -2.7058