| +AUD1 |
FX Forward|USD|01/24/2025 |
|
10.25% |
|
|
|
|
|
|
|
|
|
|---|
| +JPY0 |
FX Forward|USD|01/06/2025 |
|
2.01% |
|
|
|
|
|
|
|
|
|
|---|
| JPY |
JAPANESE YEN |
|
1.96% |
|
|
|
|
|
|
|
|
|
|---|
| 2I65BYED3 |
Buy Protection, 1.00%, 12/20/28 |
|
1.92% |
|
|
|
|
|
|
|
|
|
|---|
| +CAD0 |
FX Forward|USD|01/24/2025 |
|
1.52% |
|
|
|
|
|
|
|
|
|
|---|
|
Pay NZD BANK BILL 3MO Receive Fixed 5.12... |
|
1.11% |
|
|
|
|
|
|
|
|
|
|---|
| C |
Citigroup Inc. |
133.78B |
0.86% |
|
|
|
|
|
70.99 |
0.94% |
42.00% |
39.93% |
|---|
| GS |
The Goldman Sachs Group, Inc. |
169.78B |
0.83% |
|
|
|
|
|
546.29 |
0.58% |
40.51% |
40.86% |
|---|
| MS |
Morgan Stanley |
188.17B |
0.77% |
|
|
|
|
|
116.67 |
1.16% |
41.33% |
40.31% |
|---|
| LIUTIL |
LIBERTY UTILITIES CO 0% 01/02/2025, 0.00... |
|
0.72% |
|
|
|
|
|
|
|
|
|
|---|
| SOCAPP |
SOUTHERN CALIFORNIA EDISON CO 0% 01/02/2... |
|
0.68% |
|
|
|
|
|
|
|
|
|
|---|
| NOW 2024-1 |
NOW Trust 2024-1 A 5.729% 14-JUN-2032, 5... |
|
0.61% |
|
|
|
|
|
|
|
|
|
|---|
| EIXCP |
EDISON INTERNATIONAL 0% 01/03/2025, 0.00... |
|
0.60% |
|
|
|
|
|
|
|
|
|
|---|
| FISV |
FISERV INC 0% 01/02/2025, 0.00%, 01/02/2... |
|
0.60% |
|
|
|
|
|
|
|
|
|
|---|
| BAC |
Bank of America Corporation |
317.34B |
0.60% |
|
|
|
|
|
41.73 |
1.16% |
39.69% |
41.78% |
|---|
| BAAUST |
Bank Australia Limited FRN 21-FEB-2028, ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| KORELE |
Korea Electric Power Corporation 4.875% ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| VST |
Vistra Corp. |
39.81B |
0.58% |
|
|
|
|
|
117.44 |
-1.35% |
76.51% |
57.73% |
|---|
| ILMN |
Illumina, Inc. |
12.57B |
0.56% |
|
|
|
|
|
79.34 |
-0.83% |
68.75% |
78.51% |
|---|
| SOLV |
Solventum Corporation |
13.16B |
0.56% |
|
|
|
|
|
76.04 |
1.73% |
35.36% |
48.63% |
|---|
| LPLA |
LPL Financial Holdings Inc. |
24.40B |
0.55% |
|
|
|
|
|
327.14 |
-2.89% |
35.59% |
55.61% |
|---|
| USD |
ProShares Ultra Semiconductors |
|
0.55% |
|
|
|
|
|
40.36 |
-1.15% |
87.55% |
51.48% |
|---|
| UHS |
Universal Health Services, Inc. |
12.21B |
0.54% |
|
|
|
|
|
187.90 |
0.92% |
34.12% |
54.66% |
|---|
| AVGO |
Broadcom Inc. |
787.25B |
0.54% |
|
|
|
|
|
167.43 |
-1.00% |
55.44% |
49.55% |
|---|
| AER |
AerCap Holdings N.V. |
19.08B |
0.50% |
|
|
|
|
|
102.17 |
0.01% |
24.11% |
45.84% |
|---|
| FHR 5440 |
Freddie Mac Multiclass Certificates, Ser... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| AMGN |
Amgen Inc. |
167.37B |
0.49% |
|
|
|
|
|
311.55 |
1.50% |
38.37% |
55.11% |
|---|
| BELL 2018-1A |
Taco Bell Funding Series 2018-1 2018-A2I... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| JPM |
JPMorgan Chase & Co. |
685.89B |
0.48% |
|
|
|
|
|
245.30 |
1.01% |
34.92% |
35.50% |
|---|
| NWIDE |
Nationwide Building Society 4.0% 14-SEP-... |
|
0.47% |
|
|
|
|
|
|
|
|
|
|---|
| ATH |
Athene Global Funding 1.608% 29-JUN-2026... |
|
0.47% |
|
|
|
|
|
|
|
|
|
|---|
| CNHI |
CNH Industrial Capital Australia Pty Ltd... |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| SOCGEN |
Societe Generale SA 5.25% 19-FEB-2027, 5... |
|
0.42% |
|
|
|
|
|
|
|
|
|
|---|
| BA |
The Boeing Company |
128.32B |
0.42% |
|
|
|
|
|
170.55 |
-1.59% |
50.61% |
39.77% |
|---|
| LOFINA |
Lonsdale Finance Pty Ltd|2.45|11/20/2026... |
|
0.42% |
|
|
|
|
|
|
|
|
|
|---|
| MAR |
Marriott International, Inc. |
65.67B |
0.42% |
|
|
|
|
|
238.20 |
0.50% |
44.29% |
51.19% |
|---|
| WTW |
Willis Towers Watson Public Limited Comp... |
33.69B |
0.42% |
|
|
|
|
|
337.95 |
0.23% |
27.85% |
55.16% |
|---|
| STACR 2021-DNA6 |
Structured Agency Credit Risk (STACR) De... |
|
0.41% |
|
|
|
|
|
|
|
|
|
|---|
| PLENG 2024-2 |
Plenti PL & Green ABS Trust 2024-2 A1 5.... |
|
0.41% |
|
|
|
|
|
|
|
|
|
|---|
| +AUD0 |
FX Forward|USD|01/24/2025 |
|
0.40% |
|
|
|
|
|
|
|
|
|
|---|
| NRG |
NRG Energy, Inc. |
19.44B |
0.40% |
|
|
|
|
|
95.46 |
0.27% |
47.37% |
53.18% |
|---|
| DBSSP |
DBS Group Holdings Ltd 5.479% 12-SEP-202... |
|
0.39% |
|
|
|
|
|
|
|
|
|
|---|
| DIS |
The Walt Disney Company |
178.43B |
0.39% |
|
|
|
|
|
98.70 |
0.64% |
50.80% |
60.76% |
|---|
| WFC |
Wells Fargo & Company |
234.41B |
0.38% |
|
|
|
|
|
71.79 |
1.56% |
41.19% |
47.42% |
|---|
| WMB |
The Williams Companies, Inc. |
72.95B |
0.37% |
|
|
|
|
|
59.76 |
0.96% |
38.13% |
46.13% |
|---|
| NAB |
National Australia Bank Limited FRN 18-N... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| CBAAU |
Commonwealth Bank of Australia, New York... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| MMC |
Marsh & McLennan Companies, Inc. |
119.85B |
0.37% |
|
|
|
|
|
244.03 |
0.68% |
20.23% |
49.09% |
|---|
| VW |
Volkswagen Group of America Finance LLC ... |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| AJG |
Arthur J. Gallagher & Co. |
88.29B |
0.36% |
|
|
|
|
|
345.24 |
1.31% |
24.96% |
44.89% |
|---|
| CVS |
CVS Health Corporation |
85.42B |
0.36% |
|
|
|
|
|
67.75 |
0.91% |
48.59% |
64.16% |
|---|
| ACGCAP |
Aviation Capital Group LLC 1.95% 20-SEP-... |
|
0.35% |
|
|
|
|
|
|
|
|
|
|---|
| SANUK |
Santander UK Group Holdings plc 6.833% 2... |
|
0.35% |
|
|
|
|
|
|
|
|
|
|---|
| BALN |
BAE Systems plc 5.0% 26-MAR-2027, 5.00%,... |
|
0.34% |
|
|
|
|
|
|
|
|
|
|---|
| ET |
Energy Transfer LP |
63.79B |
0.33% |
|
|
|
|
|
18.59 |
-0.64% |
46.97% |
52.60% |
|---|
| DANBNK |
Danske Bank A/S 5.427% 01-MAR-2028, 5.43... |
|
0.33% |
|
|
|
|
|
|
|
|
|
|---|
| CREDABL 2024-1 |
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76... |
|
0.32% |
|
|
|
|
|
|
|
|
|
|---|
| DUK |
Duke Energy Corporation |
94.77B |
0.32% |
|
|
|
|
|
121.97 |
2.14% |
22.66% |
49.26% |
|---|
| AON |
Aon plc |
86.20B |
0.32% |
|
|
|
|
|
399.09 |
1.15% |
27.07% |
56.22% |
|---|
| VMW |
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/1... |
|
0.32% |
|
|
|
|
|
|
|
|
|
|---|
| BX |
Blackstone Inc. |
182.26B |
0.31% |
|
|
|
|
|
139.78 |
1.21% |
45.67% |
44.16% |
|---|
| NEWCAP |
Newcastle Greater Mutual Group Ltd FRN 1... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| AXP |
American Express Company |
188.63B |
0.31% |
|
|
|
|
|
269.05 |
1.34% |
38.23% |
36.66% |
|---|
| HYNMTR |
Hyundai Capital America, Inc. 5.95% 21-S... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| UBS |
UBS Group AG |
97.25B |
0.31% |
|
|
|
|
|
30.63 |
-2.95% |
45.01% |
61.16% |
|---|
| MBGGR |
Mercedes-Benz Finance North America LLC ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| MQGAU |
Macquarie Bank Limited FRN 28-MAY-2030, ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| FI |
Fiserv, Inc. |
123.95B |
0.29% |
|
|
|
|
|
220.83 |
2.17% |
40.11% |
55.73% |
|---|
| CRBG |
Corebridge Financial, Inc. |
17.55B |
0.29% |
|
|
|
|
|
31.57 |
0.67% |
32.32% |
65.66% |
|---|
| LBRFI |
Liberty Financial Pty Ltd. FRN 25-MAY-20... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| MCD |
McDonald's Corporation |
223.18B |
0.29% |
|
|
|
|
|
312.37 |
1.72% |
27.58% |
42.78% |
|---|
| CPGX |
Columbia Pipelines Holding Company LLC 6... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| SUBWAY 2024-1A |
Subway Funding, Series 2024-1 A2I 6.028%... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| AMT |
American Tower Corporation |
101.72B |
0.29% |
|
|
|
|
|
217.60 |
0.95% |
26.13% |
38.94% |
|---|
| ICLR |
ICON Public Limited Company |
14.13B |
0.29% |
|
|
|
|
|
174.99 |
-2.28% |
46.97% |
104.54% |
|---|
| ATWALD |
Atlas Warehouse Lending Co. 6.05% 15-JAN... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| HACLN 2024-2 |
Huntington Bank Auto Credit-Linked Notes... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| NRTH 2024-PARK |
NRTH 2024-PARK Mortgage Trust A 6.03839%... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| AUD |
AUSTRALIAN DOLLARS |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| CAS 2024-R01 1M1 |
Connecticut Avenue Securities Trust 2024... |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| AL |
Air Lease Corporation |
5.40B |
0.26% |
|
|
|
|
|
48.31 |
0.19% |
41.05% |
57.86% |
|---|
| SUNAU |
Suncorp Group Limited FRN 01-JUN-2037, 6... |
|
0.26% |
|
|
|
|
|
|
|
|
|
|---|
| CABOTC |
CABOT CORP 0% 01/02/2025, 0.00%, 01/02/2... |
|
0.26% |
|
|
|
|
|
|
|
|
|
|---|
| KIWI |
Kiwibank Limited FRN 23-SEP-2025, 5.13%,... |
|
0.26% |
|
|
|
|
|
|
|
|
|
|---|
| NZD |
NEW ZEALAND DOLLAR |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| RESI 2024-1NC |
RESIMAC Bastille Trust 2024-1NC A2 5.67%... |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| HYUELE |
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 0... |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| AQNCN |
Algonquin Power & Utilities Corp. 5.365%... |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| TEACHM |
Teachers Mutual Bank Ltd. FRN 21-JUN-202... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| ENBCN |
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 0... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| SANTAN |
Banco Santander, S.A. 6.527% 07-NOV-2027... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| SUBWAY 2024-3A |
Subway Funding, Series 2024-3 A2I 5.246%... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| DTE |
DTE Energy Company |
28.66B |
0.23% |
|
|
|
|
|
138.27 |
1.24% |
22.64% |
36.40% |
|---|
| +NZD2 |
FX Forward|USD|01/24/2025 |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| STACR 2024-HQA2 |
Structured Agency Credit Risk (STACR) De... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| GM |
General Motors Company |
46.79B |
0.23% |
|
|
|
|
|
47.03 |
0.75% |
49.14% |
57.67% |
|---|
| METR 2024-1 |
Metro Finance 2024-1 Trust|5.5805|09/17/... |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| WSTP |
Westpac Banking Corporation FRN 10-JUL-2... |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| HACLN 2024-1 |
Huntington Bank Auto Credit-Linked Notes... |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| BENAU |
Bendigo and Adelaide Bank Limited FRN 15... |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|