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PARENT OIS PAY FIX AUD 4.107% REC RBACOR... |
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18.66% |
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| +AUD0 |
FX Forward|AUD|10/25/2024 |
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7.33% |
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| 2I65BYED3 |
Buy Protection, 1.00%, 12/20/28 |
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1.19% |
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| JBLPP |
JABIL INC 0% 10/16/2024, 0.00%, 10/16/24 |
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0.98% |
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| +CADU |
FX Forward|USD|10/25/2024 |
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0.69% |
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| USD |
ProShares Ultra Semiconductors |
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0.58% |
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134.88 |
1.80% |
92.40% |
64.39% |
|---|
| C |
Citigroup Inc. |
122.04B |
0.53% |
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|
63.97 |
-0.44% |
29.89% |
31.52% |
|---|
| GS |
The Goldman Sachs Group, Inc. |
167.06B |
0.51% |
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|
529.00 |
-0.16% |
26.57% |
37.56% |
|---|
| TRGP |
Targa Resources Corp. |
35.47B |
0.51% |
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|
161.92 |
-0.44% |
31.15% |
69.21% |
|---|
| MS |
Morgan Stanley |
193.24B |
0.48% |
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|
119.44 |
-0.06% |
26.31% |
27.90% |
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| CAGPP |
CONAGRA BRANDS INC 0% 10/17/2024, 0.00%,... |
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0.46% |
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| NOW 2024-1 |
NOW Trust 2024-1 A 14-JUN-2032, 5.70%, 0... |
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0.45% |
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| MQGAU |
Macquarie Group Limited 6.207% 22-NOV-20... |
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0.45% |
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| BAAUST |
Bank Australia Limited FRN 21-FEB-2028, ... |
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0.39% |
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| GEHC |
GE HealthCare Technologies Inc. |
41.47B |
0.38% |
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90.82 |
0.67% |
37.53% |
76.02% |
|---|
| HUMPP |
HUMANA INC 0% 10/16/2024, 0.00%, 10/16/2... |
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0.37% |
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| BAC |
Bank of America Corporation |
330.56B |
0.37% |
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|
42.60 |
-0.47% |
27.48% |
35.01% |
|---|
| +AUD1 |
FX Forward|USD|10/25/2024 |
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0.37% |
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| VST |
Vistra Corp. |
43.73B |
0.36% |
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|
127.27 |
-6.21% |
63.67% |
83.91% |
|---|
| KORELE |
Korea Electric Power Corporation 4.875% ... |
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0.36% |
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| ILMN |
Illumina, Inc. |
22.86B |
0.35% |
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|
143.52 |
-0.26% |
49.72% |
37.29% |
|---|
| LPLA |
LPL Financial Holdings Inc. |
19.60B |
0.35% |
|
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|
262.22 |
2.92% |
43.66% |
63.20% |
|---|
| SOLV |
Solventum Corporation |
12.51B |
0.35% |
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|
72.41 |
1.39% |
43.68% |
25.86% |
|---|
| AVGO |
Broadcom Inc. |
847.85B |
0.33% |
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|
181.53 |
2.66% |
44.86% |
45.06% |
|---|
| FHR 5440 |
Freddie Mac Multiclass Certificates, Ser... |
|
0.33% |
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| UHS |
Universal Health Services, Inc. |
13.92B |
0.33% |
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|
234.16 |
-1.16% |
45.34% |
92.84% |
|---|
| CNHI |
CNH Industrial Capital Australia Pty Ltd... |
|
0.31% |
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| AER |
AerCap Holdings N.V. |
19.84B |
0.31% |
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|
97.97 |
-0.70% |
33.28% |
50.53% |
|---|
| JPM |
JPMorgan Chase & Co. |
638.51B |
0.30% |
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|
224.42 |
0.35% |
24.47% |
39.74% |
|---|
| AMGN |
Amgen Inc. |
172.66B |
0.30% |
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|
321.33 |
-0.09% |
40.49% |
96.03% |
|---|
| HUM |
Humana Inc. |
32.07B |
0.30% |
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|
266.34 |
4.21% |
59.52% |
78.65% |
|---|
| ATH |
Athene Global Funding 1.608% 29-JUN-2026... |
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0.29% |
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|---|
| DTE |
DTE Energy Company |
26.59B |
0.29% |
|
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|
128.44 |
-0.02% |
24.24% |
45.55% |
|---|
| LOFINA |
Lonsdale Finance Pty Ltd|2.45|11/20/2026... |
|
0.28% |
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|---|
| SOCAPP |
SOUTHERN CALIFORNIA EDISON CO 0% 10/16/2... |
|
0.28% |
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| MAR |
Marriott International, Inc. |
74.48B |
0.26% |
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|
264.57 |
0.76% |
26.98% |
33.54% |
|---|
| WTW |
Willis Towers Watson Public Limited Comp... |
29.57B |
0.26% |
|
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|
291.14 |
-0.05% |
28.12% |
56.23% |
|---|
| WFC |
Wells Fargo & Company |
219.13B |
0.25% |
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|
64.38 |
0.77% |
33.63% |
49.31% |
|---|
| NAB |
National Australia Bank Limited FRN 18-N... |
|
0.25% |
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| DBSSP |
DBS Group Holdings Ltd 5.479% 12-SEP-202... |
|
0.24% |
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| AUSGF |
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024... |
|
0.23% |
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| WMB |
The Williams Companies, Inc. |
62.82B |
0.23% |
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|
51.54 |
0.33% |
25.48% |
74.52% |
|---|
| CREDABL 2024-1 |
Credabl ABS 2024-1 Trust|5.7525|05/11/20... |
|
0.23% |
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| CBAAU |
Commonwealth Bank of Australia, New York... |
|
0.23% |
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| SANUK |
Santander UK Group Holdings plc 6.833% 2... |
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0.22% |
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| VW |
Volkswagen Group of America Finance LLC ... |
|
0.22% |
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|---|
| ACGCAP |
Aviation Capital Group LLC 1.95% 20-SEP-... |
|
0.22% |
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|---|
| ET |
Energy Transfer LP |
56.43B |
0.21% |
|
|
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|
16.49 |
0.55% |
20.52% |
32.55% |
|---|
| AUD |
AUSTRALIAN DOLLARS |
|
0.21% |
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|---|
| BALN |
BAE Systems plc 5.0% 26-MAR-2027, 5.00%,... |
|
0.21% |
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|---|
| NEWCAP |
Newcastle Greater Mutual Group Ltd FRN 1... |
|
0.21% |
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|---|
| DANBNK |
Danske Bank A/S 5.427% 01-MAR-2028, 5.43... |
|
0.21% |
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|---|
| BX |
Blackstone Inc. |
208.02B |
0.20% |
|
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|
169.73 |
6.27% |
33.36% |
32.63% |
|---|
| AON |
Aon plc |
77.94B |
0.20% |
|
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|
|
358.75 |
0.10% |
27.06% |
69.33% |
|---|
| DUK |
Duke Energy Corporation |
93.11B |
0.20% |
|
|
|
|
|
120.58 |
0.67% |
21.83% |
60.28% |
|---|
| LBRFI |
Liberty Financial Pty Ltd. FRN 25-MAY-20... |
|
0.20% |
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|---|
| AXP |
American Express Company |
203.16B |
0.20% |
|
|
|
|
|
285.78 |
1.46% |
35.69% |
86.90% |
|---|
| VMW |
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08... |
|
0.20% |
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|---|
| HYNMTR |
Hyundai Capital America, Inc. 5.95% 21-S... |
|
0.19% |
|
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|---|
| CAS 2024-R01 1M1 |
Connecticut Avenue Securities Trust 2024... |
|
0.19% |
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|---|
| UBS |
UBS Group AG |
104.26B |
0.19% |
|
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|
|
|
32.56 |
0.18% |
33.41% |
48.22% |
|---|
| MBGGR |
Mercedes-Benz Finance North America LLC ... |
|
0.19% |
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|---|
| MCD |
McDonald's Corporation |
225.75B |
0.19% |
|
|
|
|
|
314.70 |
0.57% |
22.56% |
60.79% |
|---|
| DIS |
The Walt Disney Company |
175.08B |
0.18% |
|
|
|
|
|
96.54 |
-0.22% |
40.59% |
73.04% |
|---|
| FI |
Fiserv, Inc. |
112.69B |
0.18% |
|
|
|
|
|
195.74 |
-0.99% |
27.52% |
67.25% |
|---|
| ICLR |
ICON Public Limited Company |
24.45B |
0.18% |
|
|
|
|
|
295.24 |
0.56% |
41.24% |
66.76% |
|---|
| CRBG |
Corebridge Financial, Inc. |
18.78B |
0.18% |
|
|
|
|
|
31.72 |
2.09% |
36.01% |
27.05% |
|---|
| CPGX |
Columbia Pipelines Holding Company LLC 6... |
|
0.18% |
|
|
|
|
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|---|
| SUBWAY 2024-1A |
Subway Funding, Series 2024-1 A2I 6.028%... |
|
0.18% |
|
|
|
|
|
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|
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|---|
| SUNAU |
Suncorp Group Limited FRN 01-JUN-2037, 6... |
|
0.18% |
|
|
|
|
|
|
|
|
|
|---|
| AMT |
American Tower Corporation |
104.70B |
0.18% |
|
|
|
|
|
224.16 |
-1.48% |
29.27% |
56.42% |
|---|
| KIWI |
Kiwibank Limited FRN 23-SEP-2025, 5.13%,... |
|
0.17% |
|
|
|
|
|
|
|
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|---|
| RESI 2024-1NC |
RESIMAC Bastille Trust 2024-1NC A2 13-SE... |
|
0.17% |
|
|
|
|
|
|
|
|
|
|---|
| NRTH 2024-PARK |
NRTH 2024-PARK Mortgage Trust A 15-MAR-2... |
|
0.17% |
|
|
|
|
|
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|---|
| BA |
The Boeing Company |
95.70B |
0.17% |
|
|
|
|
|
155.31 |
0.26% |
46.39% |
84.30% |
|---|
| BELL 2018-1A |
Taco Bell Funding Series 2018-1 2018-A2I... |
|
0.17% |
|
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|---|
| TEACHM |
Teachers Mutual Bank Ltd. FRN 21-JUN-202... |
|
0.16% |
|
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|
|
|
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|---|
| METR 2024-1 |
Metro Finance 2024-1 Trust|5.60633|09/17... |
|
0.16% |
|
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|
|
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|---|
| ENBCN |
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 0... |
|
0.16% |
|
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|---|
| AL |
Air Lease Corporation |
5.01B |
0.16% |
|
|
|
|
|
45.00 |
-0.16% |
42.70% |
70.39% |
|---|
| HYUELE |
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 0... |
|
0.16% |
|
|
|
|
|
|
|
|
|
|---|
| STACR 2024-HQA2 |
Structured Agency Credit Risk (STACR) De... |
|
0.16% |
|
|
|
|
|
|
|
|
|
|---|
| NRG |
NRG Energy, Inc. |
17.75B |
0.15% |
|
|
|
|
|
86.00 |
-5.79% |
47.98% |
70.38% |
|---|
| SANTAN |
Banco Santander, S.A. 6.527% 07-NOV-2027... |
|
0.15% |
|
|
|
|
|
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|---|
| HACLN 2024-1 |
Huntington Bank Auto Credit-Linked Notes... |
|
0.15% |
|
|
|
|
|
|
|
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|---|
| SUBWAY 2024-3A |
Subway Funding, Series 2024-3 A2I 5.246%... |
|
0.15% |
|
|
|
|
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|---|
| WSTP |
Westpac Banking Corporation FRN 10-JUL-2... |
|
0.15% |
|
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|
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|---|
| +NZDU |
FX Forward|NZD|10/25/2024 |
|
0.14% |
|
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|
|
|
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|---|
| BENAU |
Bendigo and Adelaide Bank Limited FRN 15... |
|
0.14% |
|
|
|
|
|
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|---|
| GM |
General Motors Company |
55.50B |
0.14% |
|
|
|
|
|
49.38 |
0.76% |
41.72% |
68.50% |
|---|
| NZGB |
New Zealand 4.5% 15-MAY-2035, 4.50%, 05/... |
|
0.14% |
|
|
|
|
|
|
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|---|
| RY |
Royal Bank of Canada |
178.60B |
0.13% |
|
|
|
|
|
126.47 |
0.29% |
20.27% |
30.81% |
|---|
| CAS 2021-R01 |
Connecticut Avenue Securities, Series 20... |
|
0.13% |
|
|
|
|
|
|
|
|
|
|---|
| PENSKE |
Penske Truck Leasing Co. LP 5.35% 12-JAN... |
|
0.12% |
|
|
|
|
|
|
|
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|
|---|
| LSELN |
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.... |
|
0.12% |
|
|
|
|
|
|
|
|
|
|---|
| INTC |
Intel Corporation |
95.95B |
0.11% |
|
|
|
|
|
22.44 |
0.58% |
70.73% |
96.24% |
|---|
| +GBP2 |
FX Forward|GBP|10/25/2024 |
|
0.11% |
|
|
|
|
|
|
|
|
|
|---|
| LBRTY 2024-1A |
Liberty Series 2024-1 Auto A 25-MAY-2032... |
|
0.11% |
|
|
|
|
|
|
|
|
|
|---|
| CARGIL |
Cargill, Incorporated 4.875% 10-OCT-2025... |
|
0.11% |
|
|
|
|
|
|
|
|
|
|---|
| BMW |
BMW US Capital LLC FRN 01-APR-2025, 5.70... |
|
0.11% |
|
|
|
|
|
|
|
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|
|---|