| +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. |
153.66B |
0.86% |
|
|
|
|
|
81.86 |
1.53% |
22.82% |
10.14% |
|---|
| GS |
The Goldman Sachs Group, Inc. |
202.69B |
0.83% |
|
|
|
|
|
645.70 |
1.31% |
22.69% |
19.12% |
|---|
| MS |
Morgan Stanley |
225.45B |
0.77% |
|
|
|
|
|
139.94 |
0.89% |
21.94% |
5.83% |
|---|
| 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 |
355.58B |
0.60% |
|
|
|
|
|
46.72 |
-0.06% |
23.52% |
25.65% |
|---|
| BAAUST |
Bank Australia Limited FRN 21-FEB-2028, ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| KORELE |
Korea Electric Power Corporation 4.875% ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| VST |
Vistra Corp. |
59.98B |
0.58% |
|
|
|
|
|
176.30 |
13.59% |
77.01% |
91.16% |
|---|
| ILMN |
Illumina, Inc. |
21.10B |
0.56% |
|
|
|
|
|
133.01 |
0.98% |
52.61% |
50.08% |
|---|
| SOLV |
Solventum Corporation |
13.01B |
0.56% |
|
|
|
|
|
75.30 |
1.07% |
35.36% |
3.11% |
|---|
| LPLA |
LPL Financial Holdings Inc. |
27.09B |
0.55% |
|
|
|
|
|
361.80 |
-0.06% |
35.59% |
33.54% |
|---|
| USD |
ProShares Ultra Semiconductors |
|
0.55% |
|
|
|
|
|
57.26 |
3.32% |
87.55% |
45.85% |
|---|
| UHS |
Universal Health Services, Inc. |
11.11B |
0.54% |
|
|
|
|
|
189.29 |
1.13% |
34.12% |
35.43% |
|---|
| AVGO |
Broadcom Inc. |
1.01T |
0.54% |
|
|
|
|
|
215.66 |
4.51% |
51.08% |
72.79% |
|---|
| AER |
AerCap Holdings N.V. |
19.32B |
0.50% |
|
|
|
|
|
95.40 |
-0.44% |
24.11% |
17.21% |
|---|
| FHR 5440 |
Freddie Mac Multiclass Certificates, Ser... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| AMGN |
Amgen Inc. |
152.67B |
0.49% |
|
|
|
|
|
284.02 |
0.83% |
25.29% |
18.51% |
|---|
| BELL 2018-1A |
Taco Bell Funding Series 2018-1 2018-A2I... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| JPM |
JPMorgan Chase & Co. |
755.16B |
0.48% |
|
|
|
|
|
268.23 |
0.62% |
20.15% |
11.82% |
|---|
| 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 |
134.32B |
0.42% |
|
|
|
|
|
179.53 |
3.38% |
31.40% |
9.52% |
|---|
| LOFINA |
Lonsdale Finance Pty Ltd|2.45|11/20/2026... |
|
0.42% |
|
|
|
|
|
|
|
|
|
|---|
| MAR |
Marriott International, Inc. |
81.29B |
0.42% |
|
|
|
|
|
292.54 |
0.99% |
26.01% |
39.72% |
|---|
| WTW |
Willis Towers Watson Public Limited Comp... |
33.22B |
0.42% |
|
|
|
|
|
329.83 |
1.63% |
27.85% |
65.28% |
|---|
| 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. |
21.27B |
0.40% |
|
|
|
|
|
105.00 |
4.40% |
47.37% |
61.50% |
|---|
| DBSSP |
DBS Group Holdings Ltd 5.479% 12-SEP-202... |
|
0.39% |
|
|
|
|
|
|
|
|
|
|---|
| DIS |
The Walt Disney Company |
205.13B |
0.39% |
|
|
|
|
|
113.43 |
0.21% |
35.42% |
57.96% |
|---|
| WFC |
Wells Fargo & Company |
259.23B |
0.38% |
|
|
|
|
|
78.82 |
0.57% |
21.76% |
2.30% |
|---|
| WMB |
The Williams Companies, Inc. |
68.98B |
0.37% |
|
|
|
|
|
56.59 |
2.28% |
28.29% |
64.48% |
|---|
| NAB |
National Australia Bank Limited FRN 18-N... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| CBAAU |
Commonwealth Bank of Australia, New York... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| MMC |
Marsh & McLennan Companies, Inc. |
108.45B |
0.37% |
|
|
|
|
|
220.83 |
1.07% |
20.23% |
38.44% |
|---|
| VW |
Volkswagen Group of America Finance LLC ... |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| AJG |
Arthur J. Gallagher & Co. |
74.70B |
0.36% |
|
|
|
|
|
299.03 |
1.68% |
24.96% |
54.52% |
|---|
| CVS |
CVS Health Corporation |
71.50B |
0.36% |
|
|
|
|
|
56.82 |
-0.14% |
41.26% |
56.01% |
|---|
| 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 |
72.18B |
0.33% |
|
|
|
|
|
21.08 |
2.68% |
25.84% |
58.34% |
|---|
| 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 |
86.72B |
0.32% |
|
|
|
|
|
112.26 |
1.48% |
22.66% |
69.22% |
|---|
| AON |
Aon plc |
80.48B |
0.32% |
|
|
|
|
|
372.15 |
1.48% |
27.07% |
64.52% |
|---|
| VMW |
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/1... |
|
0.32% |
|
|
|
|
|
|
|
|
|
|---|
| BX |
Blackstone Inc. |
231.59B |
0.31% |
|
|
|
|
|
177.78 |
-4.10% |
31.59% |
29.90% |
|---|
| NEWCAP |
Newcastle Greater Mutual Group Ltd FRN 1... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| AXP |
American Express Company |
224.68B |
0.31% |
|
|
|
|
|
318.95 |
1.17% |
21.59% |
17.46% |
|---|
| HYNMTR |
Hyundai Capital America, Inc. 5.95% 21-S... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| UBS |
UBS Group AG |
113.44B |
0.31% |
|
|
|
|
|
35.61 |
-0.11% |
30.39% |
44.29% |
|---|
| MBGGR |
Mercedes-Benz Finance North America LLC ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| MQGAU |
Macquarie Bank Limited FRN 28-MAY-2030, ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| FI |
Fiserv, Inc. |
122.84B |
0.29% |
|
|
|
|
|
215.91 |
1.60% |
28.57% |
63.74% |
|---|
| CRBG |
Corebridge Financial, Inc. |
19.40B |
0.29% |
|
|
|
|
|
34.11 |
-0.06% |
32.32% |
27.07% |
|---|
| LBRFI |
Liberty Financial Pty Ltd. FRN 25-MAY-20... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| MCD |
McDonald's Corporation |
208.05B |
0.29% |
|
|
|
|
|
290.32 |
0.07% |
22.79% |
54.14% |
|---|
| 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 |
86.83B |
0.29% |
|
|
|
|
|
185.82 |
1.19% |
26.13% |
27.29% |
|---|
| ICLR |
ICON Public Limited Company |
16.65B |
0.29% |
|
|
|
|
|
201.72 |
1.82% |
46.97% |
66.88% |
|---|
| 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 |
5.18B |
0.26% |
|
|
|
|
|
46.51 |
0.91% |
41.05% |
51.98% |
|---|
| 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 |
24.71B |
0.23% |
|
|
|
|
|
119.33 |
1.47% |
22.64% |
60.10% |
|---|
| +NZD2 |
FX Forward|USD|01/24/2025 |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| STACR 2024-HQA2 |
Structured Agency Credit Risk (STACR) De... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| GM |
General Motors Company |
49.25B |
0.23% |
|
|
|
|
|
49.50 |
-0.56% |
32.86% |
44.00% |
|---|
| 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% |
|
|
|
|
|
|
|
|
|
|---|