| +AUD1 |
FX Forward|USD|01/24/2025 |
|
9.96% |
|
|
|
|
|
|
|
|
|
|---|
| +JPY0 |
FX Forward|USD|01/06/2025 |
|
1.95% |
|
|
|
|
|
|
|
|
|
|---|
| JPY |
JAPANESE YEN |
|
1.91% |
|
|
|
|
|
|
|
|
|
|---|
| 2I65BYED3 |
Buy Protection, 1.00%, 12/20/28 |
|
1.86% |
|
|
|
|
|
|
|
|
|
|---|
| JBLPP |
JABIL INC 0% 12/26/2024, 0.00%, 12/26/24 |
|
1.58% |
|
|
|
|
|
|
|
|
|
|---|
| +CAD0 |
FX Forward|USD|01/24/2025 |
|
1.48% |
|
|
|
|
|
|
|
|
|
|---|
| USD |
ProShares Ultra Semiconductors |
|
1.42% |
|
|
|
|
|
70.94 |
0.44% |
70.57% |
33.79% |
|---|
| CVS |
CVS Health Corporation |
56.53B |
1.17% |
|
|
|
|
|
44.92 |
1.51% |
41.65% |
43.61% |
|---|
|
Pay NZD BANK BILL 3MO Receive Fixed 5.12... |
|
1.09% |
|
|
|
|
|
|
|
|
|
|---|
| ENGTRN |
ENERGY TRANSFER LP 0% 12/26/2024, 0.00%,... |
|
0.99% |
|
|
|
|
|
|
|
|
|
|---|
| C |
Citigroup Inc. |
134.94B |
0.84% |
|
|
|
|
|
71.35 |
0.49% |
27.22% |
5.43% |
|---|
| GS |
The Goldman Sachs Group, Inc. |
182.45B |
0.80% |
|
|
|
|
|
581.23 |
-0.27% |
27.29% |
29.26% |
|---|
| MS |
Morgan Stanley |
206.26B |
0.75% |
|
|
|
|
|
128.03 |
0.76% |
29.96% |
17.50% |
|---|
| NOW 2024-1 |
NOW Trust 2024-1 A 5.729% 14-JUN-2032, 5... |
|
0.60% |
|
|
|
|
|
|
|
|
|
|---|
| BAC |
Bank of America Corporation |
341.83B |
0.58% |
|
|
|
|
|
44.55 |
0.38% |
29.54% |
24.22% |
|---|
| BAAUST |
Bank Australia Limited FRN 21-FEB-2028, ... |
|
0.57% |
|
|
|
|
|
|
|
|
|
|---|
| KORELE |
Korea Electric Power Corporation 4.875% ... |
|
0.56% |
|
|
|
|
|
|
|
|
|
|---|
| VST |
Vistra Corp. |
49.03B |
0.56% |
|
|
|
|
|
144.11 |
0.52% |
54.19% |
45.71% |
|---|
| ILMN |
Illumina, Inc. |
21.40B |
0.54% |
|
|
|
|
|
134.96 |
-0.18% |
42.76% |
12.85% |
|---|
| SOLV |
Solventum Corporation |
11.56B |
0.54% |
|
|
|
|
|
66.94 |
0.57% |
31.97% |
3.75% |
|---|
| LPLA |
LPL Financial Holdings Inc. |
25.15B |
0.54% |
|
|
|
|
|
335.91 |
0.29% |
29.35% |
17.73% |
|---|
| UHS |
Universal Health Services, Inc. |
10.63B |
0.52% |
|
|
|
|
|
181.13 |
-0.05% |
29.91% |
20.01% |
|---|
| AVGO |
Broadcom Inc. |
1.15T |
0.52% |
|
|
|
|
|
245.36 |
2.37% |
43.70% |
37.32% |
|---|
| FHR 5440 |
Freddie Mac Multiclass Certificates, Ser... |
|
0.48% |
|
|
|
|
|
|
|
|
|
|---|
| AER |
AerCap Holdings N.V. |
19.33B |
0.48% |
|
|
|
|
|
95.47 |
-0.21% |
25.81% |
23.21% |
|---|
| AMGN |
Amgen Inc. |
141.47B |
0.48% |
|
|
|
|
|
263.18 |
-0.50% |
20.57% |
10.34% |
|---|
| BELL 2018-1A |
Taco Bell Funding Series 2018-1 2018-A2I... |
|
0.47% |
|
|
|
|
|
|
|
|
|
|---|
| JPM |
JPMorgan Chase & Co. |
684.52B |
0.46% |
|
|
|
|
|
243.14 |
0.34% |
25.72% |
27.72% |
|---|
| ATH |
Athene Global Funding 1.608% 29-JUN-2026... |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| NWIDE |
Nationwide Building Society 4.0% 14-SEP-... |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| CNHI |
CNH Industrial Capital Australia Pty Ltd... |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| SOCGEN |
Societe Generale SA 5.25% 19-FEB-2027, 5... |
|
0.41% |
|
|
|
|
|
|
|
|
|
|---|
| LOFINA |
Lonsdale Finance Pty Ltd|2.45|11/20/2026... |
|
0.41% |
|
|
|
|
|
|
|
|
|
|---|
| BA |
The Boeing Company |
134.96B |
0.41% |
|
|
|
|
|
180.38 |
0.58% |
36.62% |
36.86% |
|---|
| MAR |
Marriott International, Inc. |
79.63B |
0.41% |
|
|
|
|
|
286.56 |
0.06% |
19.48% |
14.42% |
|---|
| WTW |
Willis Towers Watson Public Limited Comp... |
32.02B |
0.40% |
|
|
|
|
|
317.87 |
0.58% |
22.18% |
37.57% |
|---|
| STACR 2021-DNA6 |
Structured Agency Credit Risk (STACR) De... |
|
0.40% |
|
|
|
|
|
|
|
|
|
|---|
| PLENG 2024-2 |
Plenti PL & Green ABS Trust 2024-2 A1 5.... |
|
0.40% |
|
|
|
|
|
|
|
|
|
|---|
| +AUD0 |
FX Forward|USD|01/24/2025 |
|
0.39% |
|
|
|
|
|
|
|
|
|
|---|
| NRG |
NRG Energy, Inc. |
18.81B |
0.39% |
|
|
|
|
|
92.84 |
-0.20% |
36.86% |
42.82% |
|---|
| DBSSP |
DBS Group Holdings Ltd 5.479% 12-SEP-202... |
|
0.38% |
|
|
|
|
|
|
|
|
|
|---|
| DIS |
The Walt Disney Company |
203.82B |
0.37% |
|
|
|
|
|
112.55 |
-0.01% |
20.03% |
18.29% |
|---|
| WFC |
Wells Fargo & Company |
238.92B |
0.37% |
|
|
|
|
|
71.76 |
0.24% |
29.72% |
22.53% |
|---|
| WMB |
The Williams Companies, Inc. |
65.78B |
0.36% |
|
|
|
|
|
53.96 |
-1.17% |
24.56% |
15.72% |
|---|
| NAB |
National Australia Bank Limited FRN 18-N... |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| CBAAU |
Commonwealth Bank of Australia, New York... |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| MMC |
Marsh & McLennan Companies, Inc. |
105.20B |
0.36% |
|
|
|
|
|
214.20 |
0.07% |
19.53% |
41.61% |
|---|
| VW |
Volkswagen Group of America Finance LLC ... |
|
0.35% |
|
|
|
|
|
|
|
|
|
|---|
| AJG |
Arthur J. Gallagher & Co. |
72.03B |
0.35% |
|
|
|
|
|
288.36 |
0.00% |
22.23% |
33.01% |
|---|
| ACGCAP |
Aviation Capital Group LLC 1.95% 20-SEP-... |
|
0.34% |
|
|
|
|
|
|
|
|
|
|---|
| SANUK |
Santander UK Group Holdings plc 6.833% 2... |
|
0.34% |
|
|
|
|
|
|
|
|
|
|---|
| BALN |
BAE Systems plc 5.0% 26-MAR-2027, 5.00%,... |
|
0.33% |
|
|
|
|
|
|
|
|
|
|---|
| ET |
Energy Transfer LP |
65.94B |
0.32% |
|
|
|
|
|
19.26 |
-1.73% |
21.86% |
51.00% |
|---|
| DANBNK |
Danske Bank A/S 5.427% 01-MAR-2028, 5.43... |
|
0.32% |
|
|
|
|
|
|
|
|
|
|---|
| CREDABL 2024-1 |
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| DUK |
Duke Energy Corporation |
83.67B |
0.31% |
|
|
|
|
|
108.31 |
-0.61% |
19.75% |
50.55% |
|---|
| AON |
Aon plc |
78.17B |
0.31% |
|
|
|
|
|
361.46 |
-0.04% |
20.73% |
29.96% |
|---|
| NEWCAP |
Newcastle Greater Mutual Group Ltd FRN 1... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| VMW |
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/1... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| AXP |
American Express Company |
214.14B |
0.30% |
|
|
|
|
|
303.99 |
0.17% |
28.41% |
38.65% |
|---|
| BX |
Blackstone Inc. |
229.87B |
0.30% |
|
|
|
|
|
176.46 |
0.44% |
34.34% |
17.99% |
|---|
| HYNMTR |
Hyundai Capital America, Inc. 5.95% 21-S... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| UBS |
UBS Group AG |
97.61B |
0.30% |
|
|
|
|
|
30.64 |
0.29% |
28.91% |
-6.17% |
|---|
| MQGAU |
Macquarie Bank Limited FRN 28-MAY-2030, ... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| MBGGR |
Mercedes-Benz Finance North America LLC ... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| LBRFI |
Liberty Financial Pty Ltd. FRN 25-MAY-20... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| FI |
Fiserv, Inc. |
119.64B |
0.28% |
|
|
|
|
|
210.29 |
0.40% |
19.90% |
35.00% |
|---|
| CRBG |
Corebridge Financial, Inc. |
17.20B |
0.28% |
|
|
|
|
|
30.24 |
0.63% |
29.02% |
12.71% |
|---|
| MCD |
McDonald's Corporation |
211.26B |
0.28% |
|
|
|
|
|
294.80 |
0.28% |
16.92% |
33.22% |
|---|
| CPGX |
Columbia Pipelines Holding Company LLC 6... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| AMT |
American Tower Corporation |
85.97B |
0.28% |
|
|
|
|
|
183.98 |
-0.40% |
26.38% |
38.15% |
|---|
| CAS 2024-R01 1M1 |
Connecticut Avenue Securities Trust 2024... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| ICLR |
ICON Public Limited Company |
17.65B |
0.28% |
|
|
|
|
|
213.82 |
0.26% |
42.58% |
52.73% |
|---|
| SUBWAY 2024-1A |
Subway Funding, Series 2024-1 A2I 6.028%... |
|
0.28% |
|
|
|
|
|
|
|
|
|
|---|
| ATWALD |
Atlas Warehouse Lending Co. 6.05% 15-JAN... |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| HACLN 2024-2 |
Huntington Bank Auto Credit-Linked Notes... |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| NRTH 2024-PARK |
NRTH 2024-PARK Mortgage Trust A 6.03839%... |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| AUD |
AUSTRALIAN DOLLARS |
|
0.26% |
|
|
|
|
|
|
|
|
|
|---|
| SUNAU |
Suncorp Group Limited FRN 01-JUN-2037, 6... |
|
0.26% |
|
|
|
|
|
|
|
|
|
|---|
| AL |
Air Lease Corporation |
5.52B |
0.26% |
|
|
|
|
|
49.58 |
0.75% |
32.96% |
40.14% |
|---|
| KIWI |
Kiwibank Limited FRN 23-SEP-2025, 5.13%,... |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| 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... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| AQNCN |
Algonquin Power & Utilities Corp. 5.365%... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| TEACHM |
Teachers Mutual Bank Ltd. FRN 21-JUN-202... |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| ENBCN |
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 0... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| SANTAN |
Banco Santander, S.A. 6.527% 07-NOV-2027... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| SUBWAY 2024-3A |
Subway Funding, Series 2024-3 A2I 5.246%... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| +NZD2 |
FX Forward|USD|01/24/2025 |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| DTE |
DTE Energy Company |
25.08B |
0.22% |
|
|
|
|
|
121.09 |
0.27% |
22.95% |
33.57% |
|---|
| STACR 2024-HQA2 |
Structured Agency Credit Risk (STACR) De... |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| GM |
General Motors Company |
59.58B |
0.22% |
|
|
|
|
|
54.18 |
1.25% |
29.74% |
28.64% |
|---|
| METR 2024-1 |
Metro Finance 2024-1 Trust|5.5805|09/17/... |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| WSTP |
Westpac Banking Corporation FRN 10-JUL-2... |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| HACLN 2024-1 |
Huntington Bank Auto Credit-Linked Notes... |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| BENAU |
Bendigo and Adelaide Bank Limited FRN 15... |
|
0.20% |
|
|
|
|
|
|
|
|
|
|---|
| RY |
Royal Bank of Canada |
171.33B |
0.20% |
|
|
|
|
|
121.08 |
0.28% |
16.83% |
14.29% |
|---|
| PENSKE |
Penske Truck Leasing Co. LP 5.35% 12-JAN... |
|
0.19% |
|
|
|
|
|
|
|
|
|
|---|
| VICI |
VICI Properties Inc. |
30.71B |
0.19% |
|
|
|
|
|
29.13 |
-0.38% |
23.62% |
31.50% |
|---|