| +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% |
|
|
|
|
|
|
|
|
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|---|
|
Pay NZD BANK BILL 3MO Receive Fixed 5.12... |
|
1.11% |
|
|
|
|
|
|
|
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|
|---|
| C |
Citigroup Inc. |
127.84B |
0.86% |
|
|
|
|
|
68.45 |
0.10% |
42.68% |
41.49% |
|---|
| GS |
The Goldman Sachs Group, Inc. |
172.33B |
0.83% |
|
|
|
|
|
554.48 |
1.27% |
41.51% |
42.97% |
|---|
| MS |
Morgan Stanley |
188.38B |
0.77% |
|
|
|
|
|
116.80 |
1.19% |
43.13% |
43.92% |
|---|
| 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 |
303.99B |
0.60% |
|
|
|
|
|
40.21 |
0.83% |
39.39% |
41.72% |
|---|
| BAAUST |
Bank Australia Limited FRN 21-FEB-2028, ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| KORELE |
Korea Electric Power Corporation 4.875% ... |
|
0.58% |
|
|
|
|
|
|
|
|
|
|---|
| VST |
Vistra Corp. |
46.64B |
0.58% |
|
|
|
|
|
137.11 |
5.77% |
74.14% |
61.20% |
|---|
| ILMN |
Illumina, Inc. |
12.15B |
0.56% |
|
|
|
|
|
76.76 |
-1.09% |
63.17% |
71.43% |
|---|
| SOLV |
Solventum Corporation |
11.34B |
0.56% |
|
|
|
|
|
65.55 |
-0.87% |
35.36% |
45.62% |
|---|
| LPLA |
LPL Financial Holdings Inc. |
26.03B |
0.55% |
|
|
|
|
|
325.52 |
1.79% |
35.59% |
55.07% |
|---|
| USD |
ProShares Ultra Semiconductors |
|
0.55% |
|
|
|
|
|
40.78 |
5.62% |
87.55% |
56.91% |
|---|
| UHS |
Universal Health Services, Inc. |
11.49B |
0.54% |
|
|
|
|
|
176.26 |
-0.46% |
34.12% |
73.78% |
|---|
| AVGO |
Broadcom Inc. |
936.63B |
0.54% |
|
|
|
|
|
199.20 |
3.50% |
56.13% |
44.25% |
|---|
| AER |
AerCap Holdings N.V. |
19.70B |
0.50% |
|
|
|
|
|
105.48 |
-0.49% |
24.11% |
48.81% |
|---|
| FHR 5440 |
Freddie Mac Multiclass Certificates, Ser... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| AMGN |
Amgen Inc. |
152.74B |
0.49% |
|
|
|
|
|
284.10 |
-2.35% |
41.20% |
56.98% |
|---|
| BELL 2018-1A |
Taco Bell Funding Series 2018-1 2018-A2I... |
|
0.49% |
|
|
|
|
|
|
|
|
|
|---|
| JPM |
JPMorgan Chase & Co. |
687.09B |
0.48% |
|
|
|
|
|
246.89 |
0.93% |
35.56% |
36.93% |
|---|
| 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 |
137.81B |
0.42% |
|
|
|
|
|
182.77 |
-0.26% |
51.85% |
42.67% |
|---|
| LOFINA |
Lonsdale Finance Pty Ltd|2.45|11/20/2026... |
|
0.42% |
|
|
|
|
|
|
|
|
|
|---|
| MAR |
Marriott International, Inc. |
67.03B |
0.42% |
|
|
|
|
|
243.41 |
2.02% |
43.51% |
50.35% |
|---|
| WTW |
Willis Towers Watson Public Limited Comp... |
30.48B |
0.42% |
|
|
|
|
|
307.43 |
-0.12% |
27.85% |
55.80% |
|---|
| 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. |
23.10B |
0.40% |
|
|
|
|
|
113.44 |
3.52% |
47.37% |
48.91% |
|---|
| DBSSP |
DBS Group Holdings Ltd 5.479% 12-SEP-202... |
|
0.39% |
|
|
|
|
|
|
|
|
|
|---|
| DIS |
The Walt Disney Company |
163.53B |
0.39% |
|
|
|
|
|
90.46 |
-0.54% |
43.42% |
61.16% |
|---|
| WFC |
Wells Fargo & Company |
235.01B |
0.38% |
|
|
|
|
|
72.05 |
1.46% |
40.70% |
46.80% |
|---|
| WMB |
The Williams Companies, Inc. |
71.51B |
0.37% |
|
|
|
|
|
58.58 |
0.02% |
37.86% |
47.62% |
|---|
| NAB |
National Australia Bank Limited FRN 18-N... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| CBAAU |
Commonwealth Bank of Australia, New York... |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| MMC |
Marsh & McLennan Companies, Inc. |
110.07B |
0.37% |
|
|
|
|
|
223.39 |
-0.92% |
20.23% |
49.12% |
|---|
| VW |
Volkswagen Group of America Finance LLC ... |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| AJG |
Arthur J. Gallagher & Co. |
81.30B |
0.36% |
|
|
|
|
|
317.90 |
-0.87% |
24.96% |
46.99% |
|---|
| CVS |
CVS Health Corporation |
89.17B |
0.36% |
|
|
|
|
|
70.64 |
5.89% |
42.70% |
63.19% |
|---|
| 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 |
57.11B |
0.33% |
|
|
|
|
|
16.65 |
0.63% |
38.35% |
45.66% |
|---|
| 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 |
94.38B |
0.32% |
|
|
|
|
|
121.47 |
-0.45% |
22.66% |
48.39% |
|---|
| AON |
Aon plc |
76.12B |
0.32% |
|
|
|
|
|
352.50 |
-0.65% |
27.07% |
60.11% |
|---|
| VMW |
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/1... |
|
0.32% |
|
|
|
|
|
|
|
|
|
|---|
| BX |
Blackstone Inc. |
174.45B |
0.31% |
|
|
|
|
|
133.65 |
1.47% |
52.37% |
54.52% |
|---|
| NEWCAP |
Newcastle Greater Mutual Group Ltd FRN 1... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| AXP |
American Express Company |
188.82B |
0.31% |
|
|
|
|
|
269.52 |
1.17% |
39.93% |
41.32% |
|---|
| HYNMTR |
Hyundai Capital America, Inc. 5.95% 21-S... |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| UBS |
UBS Group AG |
95.90B |
0.31% |
|
|
|
|
|
30.21 |
-0.08% |
40.95% |
52.37% |
|---|
| MBGGR |
Mercedes-Benz Finance North America LLC ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| MQGAU |
Macquarie Bank Limited FRN 28-MAY-2030, ... |
|
0.30% |
|
|
|
|
|
|
|
|
|
|---|
| FI |
Fiserv, Inc. |
101.28B |
0.29% |
|
|
|
|
|
182.67 |
-1.03% |
39.46% |
53.57% |
|---|
| CRBG |
Corebridge Financial, Inc. |
16.51B |
0.29% |
|
|
|
|
|
29.88 |
0.84% |
32.32% |
50.58% |
|---|
| LBRFI |
Liberty Financial Pty Ltd. FRN 25-MAY-20... |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| MCD |
McDonald's Corporation |
225.56B |
0.29% |
|
|
|
|
|
315.44 |
-1.32% |
27.06% |
41.49% |
|---|
| 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 |
104.62B |
0.29% |
|
|
|
|
|
223.48 |
-0.86% |
26.13% |
39.28% |
|---|
| ICLR |
ICON Public Limited Company |
11.58B |
0.29% |
|
|
|
|
|
143.42 |
-5.30% |
46.97% |
87.27% |
|---|
| 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 |
5.26B |
0.26% |
|
|
|
|
|
47.06 |
0.63% |
41.05% |
59.43% |
|---|
| 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 |
28.22B |
0.23% |
|
|
|
|
|
135.98 |
-0.74% |
22.64% |
43.66% |
|---|
| +NZD2 |
FX Forward|USD|01/24/2025 |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| STACR 2024-HQA2 |
Structured Agency Credit Risk (STACR) De... |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| GM |
General Motors Company |
43.66B |
0.23% |
|
|
|
|
|
45.18 |
-0.13% |
50.05% |
54.09% |
|---|
| 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% |
|
|
|
|
|
|
|
|
|
|---|