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Watchlist
Account
JPMorgan Income ETF
JPIE
#266
ETF rank
$11.25 B
Marketcap
๐บ๐ธ US
Market
$45.06
Share price
0.35%
Change (1 day)
-2.03%
Change (1 year)
๐๏ธ Bond ETFs
Categories
Market cap
Price history
Shares outstanding
Cost to borrow
Premium/Discount
Fees (Expense ratio)
Holdings
More
Cost to borrow
Premium/Discount
Fees (Expense ratio)
Distributions
JPMorgan Income ETF - Holdings
Etf holdings as of
October 20, 2026
Number of holdings:
2811
Full holdings list
Weight %
Name
Ticker
Shares Held
7.31%
TBA GNMA2 6.5% 12/34
G2SF
811298688
3.62%
JPMORGAN PRIME MONEY
JIMXX
404540621
1.90%
GNMA II MORTPASS 6% 06/56
G2
214041693
1.63%
GNMA II 5.5% 09/56
G2
188543888
1.34%
GNMA II 6.5% 06/56
G2
148670805
1.24%
GNMA II 5.5% 01/56
G2
142870999
1.13%
GNMA II MORTPASS 6% 08/56
G2
127750074
1.08%
GNMA II 6.5% 07/56
G2
119546682
1.01%
OTCBA FINRA CSH AT BROKER
112853000
0.82%
UMBS MORTPASS 5.5% 01/56
FN
94910653
0.66%
UMBS MORTPASS 6% 11/55
FR
74325198
0.59%
TBA GNMA2 SINGLE 7%
G2SF
64400000
0.58%
UMBS MORTPASS 5.5% 01/56
FR
66546961
0.49%
UMBS MORTPASS 6.5% 08/56
FN
53673758
0.48%
FHLMC STACR FLT 10/50
STACR
39871608
0.46%
UMBS MORTPASS 5.5% 03/56
FR
53166162
0.45%
GNMA II 5.5% 08/55
G2
51318849
0.43%
GNMA 2026-23 A 4.5% 01/60
GNR
51615734
0.41%
GNMA II 5.5% 02/55
G2
47331101
0.39%
UMBS MORTPASS 6% 10/55
FN
43156740
0.37%
GNMA II 5.5% 04/55
G2
42741909
0.37%
UMBS MORTPASS 5.5% 08/56
FN
42621974
0.36%
GNMA II MORTPASS 6% 10/53
G2
39980186
0.35%
CITI ASSET 24.84% 11/32
CART1
37875000
0.34%
GNMA 2026-16 AC 4% 12/57
GNR
41239612
0.33%
COLLATERAL USD
37105000
0.33%
GNMA II MORTPASS 6% 05/56
G2
37042733
0.29%
UMBS MORTPASS 5.5% 06/56
FN
33690543
0.29%
GNMA II 6.5% 01/56
G2
31351524
0.28%
CITI ASSET 26.06% 08/32
CART1
31348256
0.28%
SEQUOIA VAR 09/56
SEMT
31983087
0.27%
PMT LOAN TRUST VAR 06/57
PMTLT
30497388
0.27%
CITI ASSET 26.03% 09/32
CART1
29289718
0.26%
FHLMC STACR FLT 01/34
STACR
23730000
0.25%
UMBS MORTPASS 5.5% 01/56
FR
28735200
0.25%
GNMA II MORTPASS 6% 03/55
G2
27548922
0.24%
UMBS MORTPASS 5.5% 11/55
FR
28256769
0.23%
MULTIFAMILY FLT 11/53
MCAS
22985000
0.23%
MULTIFAMILY FLT 03/50
MCAS
25230085
0.23%
OBX 2026-INV5 VAR 08/56
OBX
25949860
0.23%
UMBS MORTPASS 6.5% 08/55
FR
24845536
0.22%
PMT LOAN TRUST VAR 10/57
PMTLT
25656000
0.22%
SANTANDER VAR 10/66
SAN
24850000
0.22%
GNMA 2026-77 AK VAR 11/68
GNR
25354775
0.22%
CITI ASSET 25.62% 07/32
CART1
24657649
0.22%
READYCAP 10% 09/31
RDYCAP
24100000
0.21%
PMT LOAN TRUST VAR 04/57
PMTLT
24738973
0.21%
GNMA II MORTPASS 6% 10/54
G2
23522665
0.21%
GNMA II 5.5% 05/55
G2
23915757
0.21%
CONNECTICUT FLT 11/39
CAS
23123645
0.21%
CITI ASSET 25.54% 05/32
CART1
24374015
0.21%
FHLMC STACR FLT 08/33
STACR
18622782
0.20%
OBX 2026-INV4 VAR 05/56
OBX
23379203
0.20%
PMT LOAN TRUST VAR 01/57
PMTLT
23744351
0.20%
PMT LOAN TRUST VAR 02/57
PMTLT
23028338
0.20%
PMT LOAN TRUST VAR 07/57
PMTLT
23547008
0.20%
PSA TRUST VAR 08/43
PSA
22800000
0.20%
SANTANDER STEP 06/66
SAN
22700773
0.20%
UMBS MORTPASS 6% 07/54
FN
22286826
0.20%
UMBS MORTPASS 5.5% 01/56
FR
22877508
0.20%
GNMA II MORTPASS 6% 10/54
G2
21831128
0.20%
PMT LOAN TRUST VAR 08/57
PMTLT
22250000
0.19%
PMT LOAN TRUST VAR 05/57
PMTLT
22461543
0.19%
BCAP LLC NOTES 0% 09/27
21196264
0.19%
CITI ASSET 25.42% 06/32
CART1
21199062
0.19%
ROCK TRUST 8.81906% 11/41
ROCC
20400000
0.18%
NEW RESIDENTIAL VAR 05/66
NRZT
21198034
0.18%
OBX 2026-NQM6 STEP 04/66
OBX
21017724
0.18%
FMC GMSR ISSUER FLT 08/29
FMMSR
20000000
0.18%
NEW RESIDENTIAL VAR 04/66
NRZT
20194098
0.17%
GNMA II 5.5% 02/55
G2
19804857
0.17%
BCAP LLC TRUST 0% 09/27
19429908
0.17%
GNMA 2021-62 AT 4% 02/63
GNR
21421209
0.17%
FHLMC STACR FLT 03/42
STACR
18100000
0.17%
DEEPHAVEN VAR 06/71
DRMT
19140304
0.17%
GNMA 2025-78 IO VAR 11/63
GNR
258009911
0.17%
OBX 2026-NQM7 VAR 04/66
OBX
19158102
0.17%
MULTIFAMILY FLT 10/49
MCAS
18344024
0.17%
SANTANDER STEP 10/65
SAN
18832071
0.16%
FHLMC STACR FLT 01/42
STACR
18078000
0.16%
GNMA 2026-23 AC VAR 11/67
GNR
18833047
0.16%
PRET 2026-RN2 STEP 07/56
PRET
18408999
0.16%
JPMBB VAR 07/48
JPMBB
19275000
0.16%
AMERICAN 5.1% 01/33
ACAR
18400000
0.16%
OBX 2026-NQM14 VAR 08/66
OBX
18050000
0.16%
PETROLEOS 7.69% 01/50
PEMEX
21150000
0.16%
UMBS MORTPASS 6% 02/55
FN
17671380
0.16%
PROVIDENT VAR 08/55
PFMT
17907901
0.16%
GS VAR 03/56
GSMBS
17864919
0.16%
UMBS MORTPASS 5.5% 10/55
FN
17950753
0.15%
PMT LOAN TRUST VAR 09/57
PMTLT
17540000
0.15%
LIBERTY2026SRTFRN14MAY31
17000000
0.15%
UMBS MORTPASS 6% 04/56
FN
17066435
0.15%
SANTANDER STEP 10/66
SAN
16940000
0.15%
OBX 2026-INV6 VAR 09/56
OBX
17300000
0.15%
RCKT MORTGAGE STEP 10/56
RCKT
16730000
0.15%
NEW STEP 11/65
NRZT
17269834
0.15%
GNMA II 6.5% 03/56
G2
16443610
0.15%
ASPIRE STEP 08/66
SPIRE
16772007
0.15%
AMERICAN 5.49% 03/33
ACAR
16830000
0.15%
UMBS MORTPASS 5.5% 05/56
FR
16945087
0.15%
WYNN RESORTS 5.125% 10/29
WYNFIN
16920000
0.15%
OBX 2026-NQM13 STEP 07/66
OBX
16651891
0.15%
CONNECTICUT FLT 09/43
CAS
16000000
0.15%
OCTAGON 64 LTD FLT 07/37
OCT64
16800000
0.15%
UMBS MORTPASS 6% 09/56
FR
16375550
0.14%
PMT LOAN TRUST VAR 05/57
PMTLT
16279121
0.14%
MORGAN STANLEY VAR 11/49
MSBAM
21885000
0.14%
GNMA II 6.5% 10/55
G2
15606974
0.14%
UMBS MORTPASS 6.5% 10/56
FR
15684658
0.14%
LENDMARK 5.64% 05/35
LFT
16500000
0.14%
US 10YR ULTRA 12/21/2026
UXYZ6 COMB Comdty
-5184
0.14%
UMBS MORTPASS 6% 08/56
FR
15886666
0.14%
GNMA 2026-56 AJ VAR 11/68
GNR
16106476
0.14%
BRIDGECREST 7.36% 08/33
BLAST
15800000
0.14%
GNMA 2026-71 BC VAR 05/68
GNR
15907789
0.14%
ARGENTINE STEP 07/35
ARGENT
22460000
0.14%
UMBS MORTPASS 6% 09/56
FR
15621530
0.14%
SOMNIGROUP 4% 04/29
SGI
16255000
0.14%
CCO HOLDINGS 4.75% 03/30
CHTR
16804000
0.13%
NGF HOLDINGS 9.625% 12/29
NXGNFN
15000000
0.13%
BAYVIEW STEP 07/56
BVCES
15308925
0.13%
PAR 2026-4 6.33% 10/34
PAR
15000000
0.13%
GNMA 2025-217 VAR 02/68
GNR
16518282
0.13%
INGRAM MICRO 4.75% 05/29
IM
15405000
0.13%
HIBERNIA IV 7.189% 08/46
14731209
0.13%
AMERICAN 5.19% 07/32
ACAR
14930000
0.13%
JONAH LLC 12% 06/29
14718074
0.13%
NEW RESIDENTIAL VAR 06/66
NRZT
15022094
0.13%
TRANSDIGM 6.375% 03/29
TDG
14639000
0.13%
PRET 2026-RN1 STEP 06/66
PRET
14689430
0.13%
GNMA II 6.5% 05/56
G2
14491068
0.13%
PMT LOAN TRUST VAR 07/57
PMTLT
14875607
0.13%
MULTIFAMILY FLT 05/55
MCAS
14679000
0.13%
GRIT 9.996 27MAR30
14469799
0.13%
TOWD POINT VAR 09/66
TPMT
14261000
0.13%
GNMA II 5.5% 04/55
G2
14496129
0.13%
CD 2017-CD3 3.631% 02/50
CD
14350225
0.13%
IRV TRUST VAR 03/47
IRV
14700000
0.13%
HERTZ VEHICLE 9.4% 09/29
HERTZ
14080000
0.12%
GNMA II 5.5% 06/54
G2
14351274
0.12%
GNMA 2025-128 4.75% 03/54
GNR
14508904
0.12%
GNMA 2026-95 IO VAR 07/65
GNR
226867433
0.12%
HERTZ VEHICLE 5.16% 06/28
HERTZ
14000000
0.12%
UMBS MORTPASS 6.5% 07/56
FR
13478855
0.12%
UMBS MORTPASS 5.5% 01/56
FR
14055914
0.12%
GNMA 2025-138 4.75% 05/56
GNR
14387474
0.12%
OBX 2026-NQM2 STEP 12/65
OBX
14033403
0.12%
HONEY HILL PARK FLT 04/39
HONPK
13550000
0.12%
UMBS MORTPASS 6.5% 10/56
FR
13090190
0.12%
UMBS MORTPASS 5.5% 04/56
FN
13662551
0.12%
GNMA 2026-133 VAR 04/65
GNR
211590502
0.11%
GNMA 2026-H15 VAR 10/75
GNR
166568103
0.11%
NEW STEP 10/65
NRZT
12987393
0.11%
AMERICAN 4.95% 07/32
ACAR
12710000
0.11%
FHLMC STACR FLT 03/46
STACR
12460000
0.11%
NEW STEP 02/66
NRZT
13005252
0.11%
SANTANDER STEP 05/66
SAN
12651168
0.11%
EMRLD 6.625% 12/30
EMECLI
12389000
0.11%
AMERICAN 5.25% 09/31
ACAR
12540000
0.11%
FORD MOTOR 5.753% 04/33
F
12905000
0.11%
PRET 2026-NPL6 STEP 05/56
PRET
12354761
0.11%
PETROLEOS 6.7% 02/32
PEMEX
12690000
0.11%
RCO IX STEP 08/31
RCO
12320015
0.11%
REPUBLIC 4.82% 06/39
REPS
12360000
0.11%
CITI ASSET 25.95% 04/32
CART1
12757352
0.11%
NEXGEN 2025-1 VAR 11/31
12000000
0.11%
NEXGEN 2025-1 VAR 11/31
12000000
0.11%
GNMA 2025-211 6.5% 12/55
GNR
12139161
0.11%
GNMA 2026-56 AK VAR 11/68
GNR
12285499
0.11%
OBX 2026-INV3 VAR 04/56
OBX
12065045
0.11%
BANK OF AMERICA CORP VAR
BAC
11815000
0.11%
LVNV FUNDING 6.684% 08/31
12000000
0.11%
BX 2025-BIO3 VAR 02/42
BX
12290000
0.10%
GNMA 2025-60 ZC 5% 03/55
GNR
13232213
0.10%
CCO HOLDINGS 4.5% 08/30
CHTR
13185000
0.10%
UMBS MORTPASS 6% 08/56
FR
11696828
0.10%
GNMA II 5.5% 12/55
G2
11889457
0.10%
COMSTOCK 5.875% 01/30
CRK
12060000
0.10%
DIVERSIFIED 9.75% 04/29
DIGAOI
11250000
0.10%
AVANTOR 4.625% 07/28
AVTR
11670000
0.10%
PAR 2026-3 5.89% 05/34
PAR
11500000
0.10%
GNMA 2025-213 4.5% 02/68
GNR
12333802
0.10%
GNMA 2026-14 A 4.5% 01/60
GNR
11851391
0.10%
EDGEWELL 5.5% 06/28
EPC
11330000
0.10%
ROCK TRUST 7.10914% 11/41
ROCC
11115000
0.10%
GNMA 2021-48 FT FLT 12/62
GNR
12990897
0.10%
UMBS MORTPASS 6% 02/55
FN
11142023
0.10%
FHLMC STACR FLT 12/41
STACR
11000000
0.10%
MULTIFAMILY FLT 05/55
MCAS
10986299
0.10%
BRIDGECREST 5.59% 04/32
BLAST
11290000
0.10%
FHLMC STACR FLT 12/33
STACR
9090000
0.10%
GNMA 2026-2 GZ 4.5% 01/56
GNR
13035117
0.10%
GNMA 2025-206 VAR 04/64
GNR
185672068
0.10%
GNMA 2025-208 4.5% 12/55
GNR
12582880
0.10%
BANK OF AMERICA CORP VAR
BAC
11203000
0.10%
MSWF COMMERCIAL VAR 12/56
MSWF
10750000
0.10%
UMBS MORTPASS 5.5% 05/56
FR
11131391
0.10%
FHLMC STACR FLT 08/33
STACR
9166267
0.10%
YGRENE ENERGY 8.5% 07/45
10622096
0.10%
SONIC 4.625% 11/29
SAH
11203000
0.09%
UMBS MORTPASS 6% 08/56
FR
10653506
0.09%
GS STEP 09/56
GSMBS
10808082
0.09%
WELLS FARGO 3% 05/51
WFCM
13021000
0.09%
UMBS MORTPASS 5.5% 05/56
FN
10870632
0.09%
CENTER STREET STEP 12/30
CSLC
10620000
0.09%
PETROLEOS 10% 02/33
PEMEX
9450000
0.09%
SENSATA 3.75% 02/31
ST
11435000
0.09%
UMBS MORTPASS 6% 07/56
FN
10495214
0.09%
UMBS MORTPASS 5.5% 02/56
FR
10697879
0.09%
GNMA 2026-25 5.5% 02/56
GNR
11371521
0.09%
MIDCON 6.019 10JUL30
10321486
0.09%
FHLMC MSCR FLT 10/44
MSCR
10242168
0.09%
CCO HOLDINGS 4.25% 02/31
CHTR
12049000
0.09%
FHLMC STACR FLT 06/43
STACR
9800000
0.09%
CSAIL 2018-C14 VAR 11/51
CSAIL
11742000
0.09%
GNMA 2025-212 4.75% 01/68
GNR
11106103
0.09%
GNMA 2025-212 AC 5% 12/66
GNR
10925656
0.09%
BANK OF NEW YORK VAR
BNY
10012000
0.09%
EXETER 7.42% 07/34
EART
10287000
0.09%
COLT 2026-8 VAR 10/71
COLT
10000000
0.09%
AL 20261BREEC55925OCT29
10000000
0.09%
JGW ABS TRUST 9.34% 08/36
JGW
10000000
0.09%
UMBS MORTPASS 6% 08/56
FN
10018106
0.09%
WELLS FARGO & CO VAR
WFC
9807000
0.09%
PMT LOAN TRUST VAR 04/55
PMTLT
10141393
0.09%
NEXSTAR MEDIA 6.5% 09/33
NXST
10255000
0.09%
EXETER 5% 05/32
EART
10140000
0.09%
LVNV FUNDING 6.55% 08/29
10000000
0.09%
MAUSER 7.875% 04/30
BWY
9770000
0.09%
SCOTTS 4.5% 10/29
SMG
10125000
0.09%
AMERICAN 6.9% 02/34
ACAR
10000000
0.09%
GNMA 2025-156 JL 5% 09/55
GNR
10500000
0.09%
GNMA II MORTPASS 6% 07/55
G2
9682478
0.09%
UMBS MORTPASS 5.5% 02/56
FR
9963685
0.09%
NEW STEP 08/66
NRZT
9799182
0.09%
VERIZON VAR 02/59
VZ
10109000
0.09%
UMBS MORTPASS 6.5% 10/56
FR
9461309
0.09%
NOVELIS CORP 4.75% 01/30
HNDLIN
10064000
0.09%
FHLMC MSCR FLT 05/44
MSCR
9490700
0.09%
UMBS MORTPASS 6% 09/56
FR
9647807
0.09%
ISLAMIC 7.375% 04/31
PKSTAN
9900000
0.08%
DEC 6.1 28JUL46 144A
9688485
0.08%
IRV TRUST VAR 03/47
IRV
10050000
0.08%
UMBS MORTPASS 5.5% 03/55
FR
9762330
0.08%
FHLMC REMICS 5.5% 02/56
FHR
10698341
0.08%
UMBS MORTPASS 6% 08/56
FN
9517783
0.08%
UBS COMMERCIAL 3% 05/51
UBSCM
11459000
0.08%
POST 4.625% 04/30
POST
9965000
0.08%
STANDARD 4.75% 01/28
BMCAUS
9485000
0.08%
CONNECTICUT FLT 01/40
CAS
9300000
0.08%
CREDIT 5.38% 03/36
CAALT
9475000
0.08%
GNMA 2025-161 VAR 02/68
GNR
128640115
0.08%
LENDMARK 5.4% 11/35
LFT
9580000
0.08%
FREMF ZERO 11/52
FREMF
10000000
0.08%
SIRIUS XM RADIO 4% 07/28
SIRI
9515000
0.08%
CELANESE US 7.375% 02/34
CE
9113000
0.08%
HONEY HILL PARK FLT 04/39
HONPK
9180000
0.08%
BENCHMARK VAR 03/52
BMARK
10561000
0.08%
GNMA II MORTPASS 6% 07/56
G2
9217749
0.08%
AMERICAN 5.18% 06/32
ACAR
9370000
0.08%
GNMA 2026-72 4.5% 05/58
GNR
9710278
0.08%
QUIKRETE 6.375% 03/32
QUIKHO
9146000
0.08%
BALLYROCK CLO FLT 10/38
BALLY
8965000
0.08%
SS&C 5.5% 09/27
SSNC
8988000
0.08%
JPMBB VAR 10/48
JPMBB
9700000
0.08%
GNMA II 5.5% 04/55
G2
9140293
0.08%
UMBS MORTPASS 6% 08/56
FR
8973203
0.08%
BRIDGECREST 7.18% 11/32
BLAST
9010000
0.08%
UMBS MORTPASS 6% 12/54
FN
8918929
0.08%
AMERICAN 5.75% 04/29
AAL
8970833
0.08%
GNMA 2025-144 4.75% 07/54
GNR
9168314
0.08%
GNMA 2026-73 AT VAR 10/68
GNR
8949915
0.08%
EJ HUGOTON 10.289 10OCT41
8814991
0.08%
FHLMC STACR FLT 09/50
STACR
7000000
0.08%
FIGRE TRUST VAR 09/54
FIGRE
8962012
0.08%
CARNIVAL 6.125% 02/33
CCL
9056000
0.08%
UMBS MORTPASS 6% 08/56
FN
8874477
0.08%
FHLMC REMICS 4.05% 01/33
FHR
9243042
0.08%
REPUBLIC OF 7.25% 12/55
SOAF
9555000
0.08%
AME11.48983 15JAN30 144A
8808000
0.08%
REPUBLIC OF 8.075% 04/36
IVYCST
8481000
0.08%
UMBS MORTPASS 6% 07/56
FR
8825019
0.08%
TRIAD 0% 04/52
8400344
0.08%
EXETER 6.99% 04/33
EART
8800000
0.08%
GNMA II 5.5% 10/55
G2
8777275
0.08%
FHLMC MSCR FLT 05/43
MSCR
7774000
0.08%
UMBS MORTPASS 6% 08/56
FR
8648223
0.08%
UMBS MORTPASS 6% 06/56
FR
8622813
0.08%
FHLMC MSCR FLT 11/51
MSCR
8376391
0.08%
TRANSCANADA VAR 10/56
TRPCN
8787000
0.08%
BRIDGECREST 7.74% 06/32
BLAST
8500000
0.08%
GNMA II 5.5% 10/54
G2
8757936
0.08%
GS VAR 12/55
GSMBS
8706635
0.08%
UMBS MORTPASS 6.5% 04/56
FN
8274895
0.08%
BMO 2024-5C4 VAR 05/57
BMO
8300000
0.08%
REPUBLIC OF 6.75% 02/41
IVYCST
9278000
0.08%
ENTERGY CORP VAR 06/56
ETR
8749000
0.08%
FHLMC STACR FLT 06/43
STACR
8200000
0.08%
FHLMC STACR FLT 11/41
STACR
8386000
0.08%
DRIVE AUTO 4.9% 12/32
DRIVE
8600000
0.07%
UMBS MORTPASS 6% 08/56
FR
8456802
0.07%
GS MORTGAGE VAR 11/48
GSMS
9569364
0.07%
GNMA II 6.5% 08/56
G2
8258270
0.07%
BRIDGECREST 7.17% 05/33
BLAST
8500000
0.07%
FHLMC REMICS 5.5% 02/56
FHR
9480409
0.07%
JP MORGAN CHASE VAR 08/49
JPMCC
12390000
0.07%
UMBS MORTPASS 6% 07/56
FR
8305511
0.07%
REPUBLIC OF 8.75% 01/34
ECUA
9023000
0.07%
LAMB WESTON 4.125% 01/30
LW
8705000
0.07%
LENDMARK 5.9% 11/35
LFT
8470000
0.07%
CLEAR 7.125% 02/31
CCO
8084000
0.07%
TOWD POINT STEP 02/66
TPMT
8407253
0.07%
AM7.98983 15JAN30 144A
8154596
0.07%
DRIVEN 2.791% 10/51
HONK
8643251
0.07%
GNMA 2025-93 4.75% 12/54
GNR
8700000
0.07%
HARVEST VAR 06/57
HCCLT
8233938
0.07%
SIRIUS XM 5.5% 07/29
SIRI
8225000
0.07%
GNMA 2025-211 5.5% 12/55
GNR
8469186
0.07%
WELLS FARGO & VAR 12/49
WFC
8290000
0.07%
COOPER-STANDA 9.25% 03/31
CPS
8809000
0.07%
NEXUS NOVA FRN 10AUG27
8000000
0.07%
MULTIFAMILY FLT 07/54
MCAS
7765000
0.07%
FHLMC MORTPASS FLT 11/55
FH
8141505
0.07%
CFIN 2022-RTL1 0% 08/27
7984946
0.07%
FHLMC MSCR FLT 06/46
MSCR
7950000
0.07%
FHLMC REMICS 4.75% 09/33
FHR
8186780
0.07%
PROMETHEUS 12.0 12SEP29
8000000
0.07%
PMT LOAN TRUST VAR 10/56
PMTLT
8315426
0.07%
UMBS MORTPASS 6.5% 10/56
FN
7757685
0.07%
BANK 2017-BNK6 3.1% 07/60
BANK
8995000
0.07%
MIDCON 7.094 13OCT33
7842699
0.07%
JGW 11.71 15AUG36 144A
7870000
0.07%
MERIDIAN ARC 6.25% 04/31
MERIDI
8568000
0.07%
COMM 2015-DC1 VAR 02/48
COMM
8160000
0.07%
GNMA 2023-132 5.5% 09/53
GNR
8000000
0.07%
GNMA 2026-3 ZH 5.5% 01/56
GNR
8404352
0.07%
FHLMC STACR FLT 08/42
STACR
7600000
0.07%
NEXTERA ENERGY VAR 08/55
NEE
7838000
0.07%
GNMA 2025-196 5.5% 11/55
GNR
8351460
0.07%
DEC 6.82 28JUL46 144A
7896238
0.07%
DEC 6.91 15JAN31 144A
7924847
0.07%
LIVE NATION 4.75% 10/27
LYV
7740000
0.07%
AMERICAN 7.92% 03/32
ACAR
7490000
0.07%
BRIDGECREST 4.99% 11/31
BLAST
7890000
0.07%
UMBS MORTPASS 6% 09/56
FR
7684983
0.07%
FNMA FLT 04/29
CAS
7609333
0.07%
GNMA 2021-71 IO VAR 10/62
GNR
121208734
0.07%
UMBS MORTPASS 6% 09/54
FN
7598297
0.07%
UMBS MORTPASS 6.5% 09/53
FN
7414517
0.07%
SURINAME 8.5% 11/35
SURINM
7338000
0.07%
NEXUS NOVO 6.5% 11/28
7521755
0.07%
GNMA II MORTPASS 6% 09/54
G2
7507781
0.07%
SRT ISSUER II VAR 12/31
7500000
0.07%
SRT ISSUER I VAR 07/31
7500000
0.07%
ARGENTINE STEP 07/41
ARGENT
11640000
0.07%
CONNECTICUT FLT 07/43
CAS
7000000
0.07%
BANK 2017-BNK4 VAR 05/50
BANK
8448000
0.07%
MERCURY 5.34% 02/32
MFCC
7550000
0.07%
KINETIK 5.875% 06/30
KNTK
7535000
0.07%
SM ENERGY CO 8.625% 11/30
SM
7145000
0.07%
UMBS MORTPASS 5.5% 05/56
FN
7675039
0.07%
FHLMC REMICS 2.5% 10/51
FHR
12934355
0.07%
GNMA 2026-H19 VAR 08/75
GNR
92000000
0.07%
DEC 6.016 13MAR30 144A
7580582
0.07%
CCO HOLDINGS 7.375% 03/31
CHTR
7620000
0.07%
SMYRNA READY 8.875% 11/31
SMYREA
7150000
0.07%
PFP 2026-14 LTD FLT 12/43
PFP
7325000
0.07%
FHLMC MSCR FLT 03/46
MSCR
7285000
0.07%
UMBS MORTPASS 6% 09/56
FN
7390170
0.07%
PETROLEOS 6.75% 09/47
PEMEX
9500000
0.07%
FHLMC STACR FLT 04/42
STACR
7000000
0.06%
ONEMAIN DIRECT 5.3% 10/36
ODART
7595000
0.06%
FHLMC STACR FLT 10/33
STACR
5800000
0.06%
GNMA 2025-21 IO VAR 04/65
GNR
104227241
0.06%
FHLMC STACR FLT 08/33
STACR
6600000
0.06%
LEVEL 3 6.875% 06/33
LVLT
7601000
0.06%
OPORTUN 5.06% 01/34
OPTN
7300000
0.06%
INEOS FINANCE 7.5% 04/29
INEGRP
7320000
0.06%
NRM FNT1 STEP 11/31
NZES
7214126
0.06%
FHLMC MSCR FLT 10/44
MSCR
7100000
0.06%
PMT LOAN TRUST VAR 12/59
PMTLT
7337399
0.06%
MADISON IAQ 4.125% 06/28
MADIAQ
7355000
0.06%
GNMA 2021-195 VAR 08/63
GNR
78978970
0.06%
LENDMARK 5.98% 10/34
LFT
7280000
0.06%
RCKT MORTGAGE STEP 07/56
RCKT
7240824
0.06%
GGAM MASTER 9.702% 09/60
GGAMMT
7180561
0.06%
LITHIA 3.875% 06/29
LAD
7450000
0.06%
CCO HOLDINGS 4.5% 05/32
CHTR
8575000
0.06%
CONNECTICUT FLT 07/44
CAS
7000000
0.06%
UMBS MORTPASS 6.5% 08/56
FR
6917755
0.06%
UMBS MORTPASS 6.5% 10/56
FR
6908946
0.06%
FHLMC MSCR FLT 07/45
MSCR
6950000
0.06%
FHLMC MSCR FLT 06/46
MSCR
6913625
0.06%
STAGWELL 5.625% 08/29
STGW
7150000
0.06%
UMBS MORTPASS 6% 04/56
FR
6924320
0.06%
COMM 2016-COR1 VAR 10/49
COMM
7875000
0.06%
FHLMC STACR FLT 03/50
STACR
5800000
0.06%
ENERGY TRANSFER VAR 02/56
ET
6963000
0.06%
UMBS MORTPASS 5.5% 10/55
FR
7099538
0.06%
MFA 2024-RTL3 STEP 11/39
MFRA
6845000
0.06%
UMBS MORTPASS 6.5% 08/54
FN
6686220
0.06%
CONNECTICUT FLT 01/40
CAS
6800000
0.06%
GS STEP 06/56
GSMBS
6993117
0.06%
HERTZ VEHICLE 9.43% 02/28
HERTZ
6820833
0.06%
REPUBLIC OF 9.875% 10/35
ANGOL
6800000
0.06%
HARVEST 6.1635% 10/56
HCCLT
6847961
0.06%
GNMA 2025-200 4.5% 04/68
GNR
7541989
0.06%
JPMBB VAR 07/48
JPMBB
8150000
0.06%
VCAT 2026-NPL3 STEP 05/56
VCAT
6801871
0.06%
NOVA 5.25% 06/27
NCX
6700000
0.06%
NEXSTAR MEDIA 7.25% 04/34
NXST
6883000
0.06%
CONGOLESE 9.5% 05/36
REPCON
7200000
0.06%
BENCHMARK VAR 04/51
BMARK
7956000
0.06%
BAUSCH 4.875% 06/28
BHCCN
6965000
0.06%
GNMA 2026-24 SB FLT 02/56
GNR
128454754
0.06%
SERVICE CORP 3.375% 08/30
SCI
7255000
0.06%
US FOODS INC 4.75% 02/29
USFOOD
6764000
0.06%
MEDLINE 5.25% 10/29
MEDIND
6740000
0.06%
UMBS MORTPASS 6.5% 08/54
FR
6411057
0.06%
MFA 2025-NQM5 STEP 11/70
MFRA
6732944
0.06%
GNMA II MORTPASS 6% 11/54
G2
6529575
0.06%
WULF COMPUTE 7.75% 10/30
WULF
6389000
0.06%
ENTEGRIS INC 5.95% 06/30
ENTG
6585000
0.06%
CONNECTICUT FLT 09/45
CAS
6520000
0.06%
MULTIFAMILY FLT 05/55
MCAS
6200000
0.06%
GNMA 2021-28 IO VAR 10/62
GNR
89559384
0.06%
CCO HOLDINGS 4.75% 02/32
CHTR
7762000
0.06%
BHMS COMMERCIAL FLT 08/42
BHMS
6483000
0.06%
COMM VAR 03/48
COMM
8729000
0.06%
SYMPHONY CLO FLT 10/35
SYMP
6455000
0.06%
TENET 4.625% 06/28
THC
6555000
0.06%
REPUBLIC OF 9.25% 01/39
ECUA
7263000
0.06%
EQUIPMENTSHARE.C 9% 05/28
EQMSRM
6579000
0.06%
AVIS BUDGET 4.75% 04/28
CAR
6615000
0.06%
HASHEMITE 5.75% 11/32
JORDAN
6761000
0.06%
FHLMC STACR FLT 04/42
STACR
6250000
0.06%
GNMA 2026-4 JZ 4.5% 01/56
GNR
7288701
0.06%
PRIME 3.375% 08/27
PRSESE
6455000
0.06%
GNMA 2025-135 FLT 08/55
GNR
6917820
0.06%
BMO 2023-5C1 VAR 08/56
BMO
6218063
0.06%
UMBS MORTPASS 6% 08/56
FN
6321259
0.06%
GNMA II 6.5% 04/56
G2
6202251
0.06%
CANTOR VAR 01/53
CF
8446000
0.06%
REPUBLIC OF 9.5% 03/36
KENINT
6427000
0.06%
UBS COMMERCIAL VAR 12/50
UBSCM
7137000
0.06%
ARAMARK SERVICES 5% 02/28
ARMK
6285000
0.06%
ROCKET 3.625% 03/29
RKT
6578000
0.06%
DEEPHAVEN STEP 08/61
DRMT
6311948
0.06%
FHLMC STACR FLT 06/42
STACR
6000000
0.06%
EXETER 7.52% 12/32
EART
6226000
0.06%
UMBS MORTPASS 6% 09/56
FR
6248498
0.06%
GNMA 2026-153 FLT 09/66
GNR
6292202
0.06%
REPUBLIC OF 9.25% 01/39
ECUA
6948000
0.06%
UMBS MORTPASS 6% 05/54
FN
6218757
0.05%
TALEN ENERGY 6.25% 02/34
TLN
6406000
0.05%
UMBS MORTPASS 6% 04/55
FR
6199368
0.05%
MORGAN STANLEY 3% 07/51
MSC
7191000
0.05%
FHLMC MORTPASS FLT 11/55
FH
6204493
0.05%
REPUBLIC OF 7.75% 11/36
COLOM
6000000
0.05%
UMBS MORTPASS 6% 09/56
FR
6153616
0.05%
UMBS MORTPASS 6.5% 05/56
FN
5961107
0.05%
FHLMC STACR FLT 05/42
STACR
6000000
0.05%
PAR 2026-3 0% 05/34
PAR
6100000
0.05%
UMBS MORTPASS 6% 08/56
FN
6085731
0.05%
CSAIL 2015-C2 VAR 06/57
CSAIL
6852000
0.05%
BLOCK INC 6.5% 05/32
XYZ
6036000
0.05%
GNMA 2026-16 IO VAR 02/68
GNR
77468364
0.05%
GNMA 2025-156 4.5% 12/54
GNR
7349034
0.05%
CGMS COMMERCIAL 3% 08/50
CGCMT
6500000
0.05%
AFFIRM ASSET 5.23% 10/30
AFFRM
6000000
0.05%
UMBS MORTPASS 6% 08/56
FN
5982470
0.05%
EXETER 7.58% 10/34
EART
6100000
0.05%
VAIL RESORTS 6.5% 05/32
MTN
6008000
0.05%
WFRBS 3.497% 08/47
WFRBS
6500000
0.05%
EJ HUGOTON 14.5 10OCT41
5930087
0.05%
BAIN CAPITAL FLT 10/38
BCC
6000000
0.05%
SBA SMALL 5.035% 03/34
SBIC
6011491
0.05%
GNMA 2025-156 6.5% 09/55
GNR
6010493
0.05%
GNMA II MORTPASS 6% 12/55
G2
5895463
0.05%
GOODYEAR TIRE & 5% 07/29
GT
6544000
0.05%
GLS AUTO 5.38% 01/32
GCAR
6000000
0.05%
GNMA 2026-2 AZ 4.5% 01/56
GNR
6925151
0.05%
GNMA 2020-38 FA FLT 04/62
GNR
6449623
0.05%
REPUBLIC OF 8.25% 01/37
IVYCST
5600000
0.05%
BANK5 6.255% 09/56
BANK5
5791175
0.05%
PERFORMANCE 4.25% 08/29
PFGC
6105000
0.05%
FIRST 5.22% 12/33
FIAOT
6000000
0.05%
UMBS MORTPASS 6% 07/54
FR
5847929
0.05%
WR GRACE 5.625% 08/29
GRA
6235000
0.05%
GNMA II MORTPASS 6% 08/54
G2
5790900
0.05%
GRAY MEDIA 5.375% 11/31
GTN
8088000
0.05%
CONNECTICUT FLT 03/42
CAS
5660000
0.05%
ECOPETROL SA 8.875% 01/33
ECOPET
5480000
0.05%
GS STEP 05/56
GSMBS
5921214
0.05%
BUILDERS 6.375% 06/32
BLDR
5965000
0.05%
DOMINICAN 6.6% 06/36
DOMREP
5900000
0.05%
VENTURE GLOBAL 6.5% 01/34
VEGLPL
5732000
0.05%
JONAH 12.5 21MAR33
5710880
0.05%
GGAM MASTER 5.861% 09/60
GGAMMT
5883116
0.05%
PR RNO 6.5% 05/31
TRACTD
6423000
0.05%
GNMA 2025-44 GZ 6% 02/54
GNR
5936752
0.05%
FHLMC MSCR FLT 09/43
MSCR
5348000
0.05%
GNMA 2025-192 4.5% 11/55
GNR
6584220
0.05%
AMERICAN 4.85% 05/32
ACAR
5785000
0.05%
PMT LOAN TRUST VAR 06/56
PMTLT
5796168
0.05%
ALLISON 3.75% 01/31
ALSN
6255000
0.05%
SANTANDER 5.11% 09/31
SDART
5730000
0.05%
GNMA 2025-172 PZ 6% 10/55
GNR
6040372
0.05%
UMBS MORTPASS 5.5% 03/56
FN
5825012
0.05%
FREMF ZERO 11/53
FREMF
6440482
0.05%
NRM FHT1 STEP 03/32
NZES
5728479
0.05%
LENDMARK 4.78% 10/34
LFT
5700000
0.05%
NEXGEN 2025-1 VAR 11/31
5596000
0.05%
REPUBLIC OF STEP 07/35
ECUA
6787831
0.05%
BANK5 2023-5YR1 VAR 04/56
BANK5
5544147
0.05%
FHLMC VAR 04/30
FHMS
123438470
0.05%
COHERENT CORP 5% 12/29
COHR
5722000
0.05%
FHLMC REMICS 6% 08/54
FHR
5720759
0.05%
FHLMC MSCR FLT 02/45
MSCR
5500000
0.05%
VIKING 5.875% 10/33
VIKCRU
5781000
0.05%
AMERICAN 4.83% 01/31
ACAR
5570000
0.05%
FHLMC STACR FLT 02/42
STACR
5470000
0.05%
CLYDESDALE 6.75% 04/32
NOVHOL
5792000
0.05%
ATHENAHEALTH 6.5% 02/30
ATHENA
5790000
0.05%
GNMA 2026-56 4.5% 01/63
GNR
5915650
0.05%
OUTFRONT 4.25% 01/29
OUT
5685000
0.05%
UMBS MORTPASS 6.5% 12/53
FN
5381559
0.05%
CONNECTICUT FLT 10/43
CAS
5400000
0.05%
FREMF 2017-K69 ZERO 10/49
FREMF
6000000
0.05%
SLG OFFICE 2.5854% 07/41
SLG
6300000
0.05%
MATADOR 6.25% 04/33
MTDR
5627000
0.05%
NEW YORK N Y 5.458% 12/31
5566000
0.05%
MEDLINE 3.875% 04/29
MEDIND
5670000
0.05%
FHLMC STACR FLT 04/43
STACR
5000000
0.05%
ROCK TRUST 5.38834% 11/41
ROCC
5486012
0.05%
PEACE PARK CLO FLT 10/38
PCEPK
5400000
0.05%
REPUBLIC OF 9.65% 11/54
ELSALV
4957000
0.05%
UMBS MORTPASS 5.5% 01/56
FN
5545505
0.05%
SANTANDER 6.807% 07/34
SBCLN
5391000
0.05%
DOMINICAN 6.95% 03/37
DOMREP
5400000
0.05%
CLARIOS 6.75% 09/32
POWSOL
5421000
0.05%
UMBS MORTPASS 5.5% 05/53
FN
5478308
0.05%
FHLMC STACR FLT 04/49
STACR
4600000
0.05%
VISTRA 5% 07/27
VST
5328000
0.05%
RCKT MORTGAGE STEP 04/56
RCKT
5428784
0.05%
SONANGOL 10% 01/31
SONGOL
5270000
0.05%
SEQUOIA VAR 08/55
SEMT
5401530
0.05%
GNMA II MORTPASS 6% 11/54
G2
5254124
0.05%
CONNECTICUT FLT 09/43
CAS
5000000
0.05%
FNMA REMICS 3% 11/44
FNR
5990101
0.05%
UMBS MORTPASS 5.5% 04/56
FN
5413229
0.05%
STATION 4.5% 02/28
RRR
5345000
0.05%
CFIN 2022-RTL1 0% 08/27
5239494
0.05%
GNMA 2023-179 VAR 09/63
GNR
121294230
0.05%
UMBS MORTPASS 5.5% 10/55
FR
5396746
0.05%
TRANSDIGM 6.625% 03/32
TDG
5191000
0.05%
FREMF ZERO 01/54
FREMF
7600000
0.05%
CD 2017-CD4 3.3% 05/50
CD
6900000
0.05%
UMBS MORTPASS 7% 10/56
FN
4990649
0.05%
FHLMC REMICS 2.5% 10/51
FHR
8955181
0.05%
FHLMC REMICS 6% 05/54
FHR
5329702
0.05%
VENTURE 9.875% 02/32
VENLNG
4895000
0.05%
FNMA REMICS 5.5% 12/54
FNR
5463569
0.05%
UMBS MORTPASS 6.5% 08/56
FN
5059573
0.05%
US LONG 12/21/2026
USZ6 COMB Comdty
-1363
0.05%
UBS COMMERCIAL VAR 03/51
UBSCM
7205000
0.05%
DIVERSIFIED 9.75% 04/29
DIGAOI
5000000
0.05%
ENERGIZER 4.375% 03/29
ENR
5332000
0.05%
BENIN 7.96% 02/38
BENIN
5050000
0.05%
GNMA 2025-139 5.5% 03/55
GNR
5500000
0.05%
UMBS MORTPASS 5.5% 12/55
FR
5237073
0.05%
ARAB REPUBLIC 9.45% 02/33
EGYPT
4846000
0.05%
CAESARS 7% 02/30
CZR
5150000
0.05%
AXALTA 3.375% 02/29
AXTA
5335000
0.05%
IHEARTCOMMUN 9.125% 05/29
IHRT
6388000
0.04%
FREMF ZERO 10/53
FREMF
7000000
0.04%
MPIRE2025MFFRN13SEP30144A
4995669
0.04%
CONNECTICUT FLT 09/46
CAS
5000000
0.04%
GEMINI 10.5 20FEB29
5000000
0.04%
JGW ABS TRUST 6% 08/36
JGW
4986393
0.04%
AMERICAN 6.77% 06/33
ACAR
5000000
0.04%
GNMA II FLT 05/56
G2
5355389
0.04%
UMBS MORTPASS 6.5% 08/56
FN
4888593
0.04%
ALLISON 5.875% 06/29
ALSN
4970000
0.04%
RADIOLOGY 8.5% 07/32
RADPAR
5142000
0.04%
FHLMC REMICS 5.5% 01/56
FHR
5304415
0.04%
ISTAJETSERI69705APR32144A
4937500
0.04%
READYCAP 9.375% 03/28
RDYCAP
5000000
0.04%
FNMA MORTPASS FLT 11/55
FN
5002309
0.04%
DEMOCRATIC STEP 06/35
SRILAN
6346960
0.04%
AB BSL CLO 1 FLT 10/38
ABBSL
4915000
0.04%
UMBS MORTPASS 5.5% 07/54
FN
5088921
0.04%
FHLMC MSCR FLT 11/45
MSCR
4880000
0.04%
EXETER 5.51% 08/32
EART
5000000
0.04%
NRG ENERGY 5.75% 01/28
NRG
4900000
0.04%
NCR VOYIX 5.125% 04/29
VYX
5094000
0.04%
FREMF ZERO 05/53
FREMF
7000000
0.04%
FHLMC REMICS FLT 11/55
FHR
92466114
0.04%
GNMA 2020-147 VAR 06/62
GNR
77757534
0.04%
UMBS MORTPASS 6.5% 09/56
FR
4712804
0.04%
PRET 2026-NPL5 STEP 04/56
PRET
4864570
0.04%
WELLS FARGO VAR 06/52
WFCM
5910000
0.04%
MORGAN STANLEY VAR 03/52
MSC
5565000
0.04%
FHLMC REMICS 6% 08/55
FHR
5103282
0.04%
BRIDGECREST 5.19% 02/32
BLAST
4890000
0.04%
ADT SECURITY 4.125% 08/29
ADT
4995000
0.04%
FEDERAL 9.1297% 01/46
NGERIA
4530000
0.04%
GFL 6.75% 01/31
GFLCN
4727000
0.04%
MITER BRANDS 6.75% 04/32
MIWIDO
4874000
0.04%
UMBS MORTPASS 5.5% 08/56
FR
4891673
0.04%
MORGAN STANLEY VAR 03/49
MSC
5000000
0.04%
REPUBLIC OF 5.5% 08/31
RWANDA
5000000
0.04%
FNMA REMICS 6% 07/53
FNR
4883176
0.04%
AMERICAN VAR 09/49
AXP
4750000
0.04%
NEW RESIDENTIAL VAR 08/65
NRZT
4860325
0.04%
FHLMC REMICS 6% 08/53
FHR
4858882
0.04%
MORGAN STANLEY VAR 11/49
MSBAM
5100000
0.04%
UMBS MORTPASS 5.5% 01/56
FR
4803597
0.04%
GNMA 2026-136 FLT 07/55
GNR
4970157
0.04%
REPUBLIC OF 8.625% 11/34
HONDUR
4250000
0.04%
UMBS MORTPASS 6% 09/56
FN
4694758
0.04%
FHLMC MORTPASS FLT 06/55
FH
4706578
0.04%
CSAIL 2015-C1 VAR 04/50
CSAIL
5655000
0.04%
PLURINATIONAL 9.45% 05/31
BOLIVI
4800000
0.04%
FHLMC REMICS 6% 09/53
FHR
4834709
0.04%
SOLSTICE 5.625% 09/33
SOLADV
4889000
0.04%
IQVIA INC 5% 05/27
IQV
4655000
0.04%
WELLS FARGO & VAR 04/28
WFC
4620000
0.04%
UMBS MORTPASS 5.5% 01/56
FR
4774579
0.04%
BRIDGECREST 7.47% 08/31
BLAST
4600000
0.04%
SEMPRA CALLABLE VAR 04/56
SRE
4694000
0.04%
ALBERTSONS 5.625% 03/32
ACI
4945000
0.04%
PSA TRUST VAR 08/43
PSA
4735000
0.04%
FHLMC VAR 01/30
FHMS
126790352
0.04%
OBX 2025-NQM2 STEP 11/64
OBX
4670599
0.04%
UMBS MORTPASS 6% 09/56
FN
4653907
0.04%
AVIS BUDGET 7.2% 06/30
AESOP
4650000
0.04%
HASHEMITE 7.375% 10/47
JORDAN
5000000
0.04%
UMBS MORTPASS 5.5% 01/56
FR
4726388
0.04%
JBHP 10.28 14APR41
4589832
0.04%
WESTERN 4.75% 07/35
WEFUN
4615000
0.04%
UMBS MORTPASS 6.5% 10/56
FN
4531071
0.04%
UMBS MORTPASS 5.5% 02/56
FR
4746833
0.04%
ISLAMIC 8.875% 04/51
PKSTAN
5000000
0.04%
FNMA MORTPASS 4.52% 07/33
FN
4800000
0.04%
UMBS MORTPASS 7% 10/56
FN
4420141
0.04%
HILTON 5.875% 03/33
HLT
4694000
0.04%
SDR COMMERCIAL FLT 05/39
SDR
4575000
0.04%
FEDERATIVE 7.25% 01/56
BRAZIL
4800000
0.04%
EXETER 5.44% 10/32
EART
4670000
0.04%
GNMA II MORTPASS 6% 11/54
G2
4524025
0.04%
UMBS MORTPASS 6.5% 09/56
FN
4456477
0.04%
NEWELL 6.375% 05/30
NWL
4565000
0.04%
GNMA 2026-17 4.5% 08/57
GNR
4870717
0.04%
CLARIVATE 3.875% 07/28
CLVTSC
4687000
0.04%
SINCLAIR 8.125% 02/33
SBGI
4505000
0.04%
UMBS MORTPASS 6.5% 09/56
FR
4433548
0.04%
SKYDANCE 8.875% 10/34
SKYD
4870000
0.04%
UMBS MORTPASS 6.5% 10/56
FR
4393831
0.04%
REPUBLIC OF 9.25% 01/39
ECUA
4997000
0.04%
BBCMS MORTGAGE VAR 12/56
BBCMS
4350000
0.04%
ISLAMIC 7.9% 09/36
PKSTAN
4828000
0.04%
NEW RESIDENTIAL VAR 07/65
NRZT
4518763
0.04%
FREMF ZERO 09/53
FREMF
6000000
0.04%
CONGOLESE 9.5% 02/35
REPCON
4600000
0.04%
GNMA 2023-67 5.5% 05/53
GNR
4704238
0.04%
GOLDMAN SACHS VAR 12/49
GS
4271000
0.04%
HERTZ VEHICLE 9.34% 12/31
HERTZ
4492000
0.04%
CITIGROUP VAR 02/49
CGCMT
4674000
0.04%
FHLMC STACR FLT 11/41
STACR
4318000
0.04%
GNMA 2026-20 4.5% 06/57
GNR
4691315
0.04%
ENTERGY CORP VAR 12/54
ETR
4306000
0.04%
GNMA 2026-24 DS FLT 02/56
GNR
70171758
0.04%
UMBS MORTPASS 6% 09/56
FR
4359417
0.04%
JONAH 11.247% 12/40
JONAH
4312028
0.04%
PALMER SQUARE FLT 02/38
PLMRS
4300000
0.04%
OCP AEGIS CLO FLT 04/37
OCPA
4300000
0.04%
FHLMC REMICS 6% 03/55
FHR
4473567
0.04%
NRZT 2025-NQM6 VAR 10/65
NRZT
4414524
0.04%
UMBS MORTPASS 7% 10/56
FN
4150254
0.04%
ASBURY 4.625% 11/29
ABG
4501000
0.04%
GNMA 2026-98 AD VAR 12/64
GNR
4581326
0.04%
BENCHMARK 5.6019% 08/57
BMARK
4300000
0.04%
PUREWEST 10.279% 04/40
PUREW
4270522
0.04%
UMBS MORTPASS 6% 09/56
FR
4305679
0.04%
CITI ASSET 25.72% 03/32
CART1
4538200
0.04%
WELLS FARGO 3.418% 09/50
WFCM
4330000
0.04%
CREDIT 5.28% 08/36
CAALT
4350000
0.04%
GNMA 2025-204 5.5% 12/55
GNR
4367200
0.04%
UBS COMMERCIAL VAR 04/52
UBSCM
5120000
0.04%
UNITED STATES 4.79% 10/50
SBAP
4478625
0.04%
AVIS BUDGET CAR 8% 02/31
CAR
4390000
0.04%
ORGANON & CO 4.125% 04/28
OGN
4295000
0.04%
QNITY 5.75% 08/32
QUS
4372000
0.04%
SYMPHONY CLO FLT 10/35
SYMP
4225000
0.04%
REPUBLIC OF 9.5% 07/31
REPCAM
4400000
0.04%
REPUBLIC OF 7.875% 10/33
KENINT
4500000
0.04%
GNMA II 5.5% 10/55
G2
4330369
0.04%
DEUTSCHE BANK VAR 09/30
DB
4300000
0.04%
LLOYDS BANKING VAR 12/49
LLOYDS
4287000
0.04%
GNMA 2024-161 VAR 06/64
GNR
76331604
0.04%
DISH DBS CORP 5.75% 12/28
4280000
0.04%
UNITED 4.875% 01/28
URI
4201000
0.04%
OPORTUN 5.45% 01/34
OPTN
4210000
0.04%
EUSHI FINANCE VAR 04/56
EMACN
4281000
0.04%
FHLMC MORTPASS FLT 11/55
FH
4170268
0.04%
GNMA II MORTPASS 6% 09/54
G2
4130488
0.04%
UMBS MORTPASS 6% 08/56
FR
4148799
0.04%
UMBS MORTPASS 5.5% 04/56
FN
4217129
0.04%
TOWD POINT FLT 10/48
TPMT
4020000
0.04%
TALEN ENERGY 6.375% 05/33
TLN
4236000
0.04%
UBS GROUP AG CALLABLE VAR
UBS
3895000
0.04%
TALLGRASS 5.5% 01/28
TEP
4100000
0.04%
BRIDGECREST 8.21% 01/31
BLAST
4000000
0.04%
GS STEP 02/66
GSMBS
4176190
0.04%
WELLS FARGO 3% 07/50
WFCM
5000000
0.04%
TALLGRASS ENERGY 6% 12/30
TEP
4165000
0.04%
AMSR 2022-SFR3 4% 10/39
AMSR
4200000
0.04%
GNMA 2021-106 VAR 04/63
GNR
65601183
0.04%
AMERICAN 7.19% 04/32
ACAR
4000000
0.04%
BENCHMARK VAR 05/56
BMARK
4000000
0.04%
UMBS MORTPASS 5.5% 11/55
FR
4185599
0.04%
BANCO SANTANDER SA VAR
SANTAN
3800000
0.04%
UMBS MORTPASS 6.5% 08/56
FN
3955061
0.04%
GNMA 2025-70 EZ 5% 04/55
GNR
4612177
0.04%
BENCHMARK VAR 01/51
BMARK
5200000
0.04%
LOANDEPOT GMSR FLT 07/30
LDMSR
4000000
0.04%
AECOM CALLABLE 6% 08/33
ACM
4167000
0.04%
CITIGROUP INC VAR 12/49
C
3990000
0.04%
OBX 2026-NQM2 STEP 12/65
OBX
4122369
0.04%
FHLMC VAR 01/30
FHMS
91919510
0.04%
SHIFT4 6.75% 08/32
FOUR
4122000
0.04%
SUNOCO LP / 4.5% 05/29
SUN
4105000
0.04%
BANK 2.687% 03/63
BANK
4500000
0.04%
SANTANDER STEP 03/66
SAN
4066362
0.04%
UMBS MORTPASS 6% 08/56
FR
3988749
0.04%
REPUBLIC OF 7.875% 03/57
PANAMA
3500000
0.04%
CIPHER 7.125% 11/30
CIFR
3984000
0.04%
IQVIA INC 6.25% 06/32
IQV
3961000
0.04%
NAUTICAL SOLUTIONS 9.2
3871904
0.04%
BLOCK INC 5.625% 08/30
XYZ
4012000
0.04%
CLEVELAND-CL 7.625% 01/34
CLF
3912000
0.04%
COMM 2015-PC1 VAR 07/50
COMM
4725000
0.04%
LENDMARK 5.28% 10/34
LFT
4000000
0.03%
WESTLAKE 5.21% 04/30
WLAKE
3920000
0.03%
JP MORGAN CHASE VAR 01/49
JPMCC
4750000
0.03%
FREMF 2019-K92 ZERO 05/52
FREMF
4900000
0.03%
UMBS MORTPASS 6.5% 08/56
FN
3844326
0.03%
BMD2 RE-REMIC ZERO 05/52
BMD2
5000000
0.03%
COMMERCIAL 8.75% 08/30
COMCRD
4000000
0.03%
REPUBLIC OF 8.8% 10/38
KENINT
4265000
0.03%
REPUBLIC OF 9.244% 01/31
ANGOL
3800000
0.03%
POST HOLDINGS 6.25% 02/32
POST
3896000
0.03%
BMO 5.3161% 09/57
BMO
3900000
0.03%
JBHP 14.103 15DEC41
3843989
0.03%
TOWD POINT STEP 12/65
TPMT
3955275
0.03%
FHLMC REMICS 5.5% 02/56
FHR
4059457
0.03%
GNMA 2025-171 5.25% 04/52
GNR
4000000
0.03%
GNMA 2026-155 FLT 09/56
GNR
4077033
0.03%
TC ZIRAAT VAR 10/95
TCZIRA
3950000
0.03%
FHLMC MORTPASS FLT 10/55
FH
3838604
0.03%
UMBS MORTPASS 6.5% 09/56
FR
3745301
0.03%
FNMA FLT 10/30
CAS
3647000
0.03%
FORD MOTOR 5.73% 09/30
F
3875000
0.03%
GNMA 2026-82 KS FLT 05/56
GNR
68153026
0.03%
GABONESE 9.375% 08/33
GABON
4450000
0.03%
ENTEGRIS INC 4.75% 04/29
ENTG
3885000
0.03%
AMERICAN 7.87% 11/31
ACAR
3700000
0.03%
PETROLEOS 6.95% 01/60
PEMEX
5000000
0.03%
GNMA 2021-144 VAR 04/63
GNR
66586453
0.03%
QXO BUILDING 6.75% 04/32
BECN
3787000
0.03%
SCF EQUIPMENT 6.21% 06/36
SCFET
3920000
0.03%
FHLMC MSCR FLT 02/45
MSCR
3725836
0.03%
GNMA 2026-136 FLT 08/66
GNR
3972910
0.03%
UMBS MORTPASS 6% 08/56
FN
3745625
0.03%
UMBS MORTPASS 5.5% 11/55
FR
3854037
0.03%
UMBS MORTPASS 5.5% 04/56
FR
3823947
0.03%
UBS COMMERCIAL VAR 10/51
UBSCM
4120000
0.03%
FHLMC STACR FLT 08/33
STACR
3400000
0.03%
ONEMAIN 3.875% 09/28
OMF
3870000
0.03%
FREMF 2020-K107 VAR 02/30
FREMF
4500000
0.03%
HSBC HOLDINGS VAR 12/49
HSBC
4088000
0.03%
REPUBLIC OF 7.625% 01/33
IVYCST
3600000
0.03%
GNMA 2026-48 S FLT 03/56
GNR
66330864
0.03%
SIX FLAGS 6.625% 05/32
FUN
4084000
0.03%
MERCHANTS 5.76% 01/39
MFF
3750000
0.03%
FHLMC FLT 03/29
FHMS
3671827
0.03%
BMARK 2023-V4 VAR 11/56
BMARK
3600000
0.03%
UMBS MORTPASS 6% 08/56
FN
3694076
0.03%
ADIENT GLOBAL 7.5% 02/33
ADNT
3639000
0.03%
GNMA 2025-H20 VAR 09/75
GNR
38221686
0.03%
ZF NORTH 6.75% 04/30
ZFFNGR
3743000
0.03%
LENDMARK 5.04% 05/35
LFT
3820000
0.03%
ENCOMPASS 4.75% 02/30
EHC
3765000
0.03%
UMBS MORTPASS 5.5% 01/56
FR
3733133
0.03%
CHASE HOME VAR 05/56
CHASE
3594214
0.03%
UMBS MORTPASS 6.5% 10/53
FR
3548349
0.03%
NCR ATLEOS 9.5% 04/29
NCRATL
3454000
0.03%
REPUBLIC 5.42% 11/37
REPS
3631000
0.03%
STIFEL SBA IO VAR 10/51
SFSBA
57490364
0.03%
HOWARD 6.625% 01/34
HOWARD
3672000
0.03%
SYMPHONY CLO FLT 01/34
SYMP
3600000
0.03%
STANDARD 6.25% 08/33
BMCAUS
3784000
0.03%
FNMA REMICS 5.5% 08/36
FNR
3674958
0.03%
CONNECTICUT FLT 11/41
CAS
3589040
0.03%
ARAB 5.875% 02/31
EGYPT
3900000
0.03%
REPUBLIC 5.46% 06/39
REPS
3700000
0.03%
UMBS MORTPASS 6% 08/56
FN
3593436
0.03%
BENCHMARK VAR 07/56
BMARK
117815993
0.03%
UMBS MORTPASS 6% 08/56
FN
3589971
0.03%
UMBS MORTPASS 5.5% 10/55
FR
3680248
0.03%
UMBS MORTPASS 6% 08/56
FR
3592852
0.03%
UMBS MORTPASS 6.5% 10/56
FN
3496035
0.03%
GRAY MEDIA 7.25% 08/33
GTN
3774000
0.03%
REPUBLIC OF 9.25% 04/30
ELSALV
3390000
0.03%
REPUBLIC OF 7.95% 11/54
SOAF
3542000
0.03%
UMBS MORTPASS 5.5% 03/56
FR
3653438
0.03%
REPUBLIC OF STEP 07/35
GHANA
4000000
0.03%
MADISON PARK FLT 07/34
MDPK
3530000
0.03%
FHLMC REMICS 5.5% 02/56
FHR
3654114
0.03%
EXETER 5.64% 02/33
EART
3600000
0.03%
CSAIL 2016-C6 VAR 01/49
CSAIL
4140000
0.03%
HILTON 5.75% 09/33
HLT
3643000
0.03%
GNMA 2025-42 IO VAR 11/65
GNR
80880652
0.03%
UMBS MORTPASS 5.5% 01/56
FR
3617841
0.03%
EXETER 5.57% 10/31
EART
3530000
0.03%
CLEAR CHANNEL 7.5% 03/33
CCO
3458000
0.03%
GNMA 2025-153 VAR 08/67
GNR
4380498
0.03%
SIRIUS XM RADIO 5% 08/27
SIRI
3513000
0.03%
UMBS MORTPASS 6.5% 08/56
FR
3429152
0.03%
ROMANIA BOND 7.5% 02/37
ROMANI
3400000
0.03%
NRG ENERGY 3.625% 02/31
NRG
3845000
0.03%
UMBS MORTPASS 6.5% 09/56
FR
3414338
0.03%
BP CAPITAL MARKETS VAR
BPLN
3595000
0.03%
BMO 2024-C10 VAR 11/57
BMO
78469824
0.03%
JONAH 12.662% 08/39
JONAH
3500000
0.03%
JP MORGAN CHASE VAR 08/49
JPMCC
4000000
0.03%
BX 6.5555% 02/42
BX
3587000
0.03%
HERTZ VEHICLE 4.34% 12/27
HERTZ
3463000
0.03%
FHLMC 5.076% 07/32
FHMS
3478573
0.03%
PARAGUAY 5.4% 03/50
PARGUY
4100000
0.03%
NUSTAR 6.375% 10/30
NSUS
3425000
0.03%
CHURCHILL 5.75% 04/30
CHDN
3475000
0.03%
UNITED 6.125% 03/34
URI
3440000
0.03%
GNMA 2025-120 FLT 07/55
GNR
3742371
0.03%
REPUBLIC OF STEP 07/40
ECUA
4740000
0.03%
BMO 2023-5C2 VAR 11/56
BMO
3310000
0.03%
EXETER 5.23% 01/32
EART
3445000
0.03%
GNMA 2025-120 FLT 07/55
GNR
3715640
0.03%
BRIDGECREST 5.23% 08/30
BLAST
3400000
0.03%
ROCKET COS 6.125% 08/30
RKT
3400000
0.03%
AMKOR 5.875% 10/33
AMKR
3547000
0.03%
GFL 4% 08/28
GFLCN
3445000
0.03%
DIGICEL 8.625% 08/32
DIGDIF
3309000
0.03%
UMBS MORTPASS 6.5% 08/56
FN
3270080
0.03%
PMT LOAN TRUST VAR 05/56
PMTLT
3370481
0.03%
NEUBERGER FLT 07/39
NEUB
3300000
0.03%
SUNOCO LP / 4.5% 04/30
SUN
3485000
0.03%
ISLAMIC 7.5% 03/32
PKSTAN
3450000
0.03%
FNMA-ACES VAR 08/34
FNA
3500000
0.03%
MASTERBRAND INC 7% 07/32
MASBRA
3503000
0.03%
FHLMC VAR 08/54
FHMS
17000000
0.03%
BRIDGECREST 5.41% 08/31
BLAST
3340000
0.03%
CITI ASSET 25.47% 02/32
CART1
3438576
0.03%
STAPLES INC 10.75% 09/29
SPLS
3490000
0.03%
UMBS MORTPASS 6% 08/56
FN
3292791
0.03%
BX 2025-BIO3 VAR 02/42
BX
3400000
0.03%
TRANSCANADA VAR 03/82
TRPCN
3396000
0.03%
SM ENERGY CO 8.75% 07/31
SM
3152000
0.03%
FHLMC FLT 05/52
MSCR
3000000
0.03%
UMBS MORTPASS 5.5% 03/56
FR
3347070
0.03%
DOMINICAN 6.85% 03/39
DOMREP
3346000
0.03%
BUCKHORN PARK FLT 07/34
BKPRK
3250000
0.03%
FHLMC MSCR FLT 05/44
MSCR
2900000
0.03%
FHLMC VAR 04/36
FHMR
18000000
0.03%
UMBS MORTPASS 5.5% 02/56
FR
3338521
0.03%
FEDERAL 7.696% 02/38
NGERIA
3300000
0.03%
FHLMC VAR 05/33
FHMR
50250000
0.03%
TRANSDIGM INC 6.75% 01/35
TDG
3220000
0.03%
UMBS MORTPASS 7% 10/56
FN
3091244
0.03%
PHOTO HOLDINGS 12% 07/31
SFLY
3407000
0.03%
IRV TRUST VAR 03/47
IRV
3400000
0.03%
SURINAME 7.7% 11/30
SURINM
3151000
0.03%
MORGAN 2.546% 06/50
MSC
3771000
0.03%
DRC 9.5% 04/37
DRCONG
3270000
0.03%
LAMAR MEDIA 4.875% 01/29
LAMR
3235000
0.03%
UMBS MORTPASS 6.5% 05/56
FN
3104347
0.03%
CSC HOLDINGS 6.5% 02/29
CSCHLD
7060000
0.03%
WAYFAIR LLC 7.75% 09/30
W
3023000
0.03%
UMBS MORTPASS 6% 09/56
FR
3149458
0.03%
FHLMC STACR FLT 09/42
STACR
3000000
0.03%
SKYDANCE CORP 8.25% 10/31
SKYD
3267000
0.03%
UPSTART2025TEFRN15SEP2714
3116529
0.03%
CHS/COMMUNITY 6% 01/29
CYH
3215000
0.03%
PERU LNG SRL 5.375% 03/30
PERLNG
3209250
0.03%
TALLGRASS 6.75% 03/34
TEP
3160000
0.03%
UMBS MORTPASS 7% 10/56
FN
2990145
0.03%
BARINGS CLO LTD FLT 01/39
BABSN
3090000
0.03%
FREMF ZERO 09/52
FREMF
4500000
0.03%
ANTERO 5.375% 06/29
AM
3125000
0.03%
TEREX CORP 6.25% 10/32
TEX
3160000
0.03%
UMBS MORTPASS 5.5% 06/56
FR
3184578
0.03%
GCI LLC 4.75% 10/28
GCILLC
3113000
0.03%
CLARIOS 6.75% 02/30
POWSOL
3051000
0.03%
DT AUTO 10.99% 07/29
DTAOT
3000000
0.03%
FREMF ZERO 05/53
FREMF
4300000
0.03%
UMBS MORTPASS 6% 07/56
FR
3089397
0.03%
AMERICAN 7.66% 02/33
ACAR
3000000
0.03%
TBA GNMA2 SINGLE 7%
G2SF
3000000
0.03%
TRTX 2025-FL6 FLT 09/42
TRTX
3050000
0.03%
FREMF K-1514 0% 10/34
FREMF
6000000
0.03%
FHLMC MSCR FLT 01/51
MSCR
3000000
0.03%
SANTANDER 4.95% 01/32
SDART
3123000
0.03%
FORD MOTOR 6.05% 03/31
F
3080000
0.03%
VERIZON VAR 05/56
VZ
3305000
0.03%
TENET 6.75% 05/31
THC
3009000
0.03%
ONEMAIN 5.94% 07/39
OMFIT
3110000
0.03%
ALCOA 7.125% 03/31
AA
2970000
0.03%
OAK-EAGLE 7.25% 07/33
EA
3022000
0.03%
GNMA 2025-65 SL FLT 04/55
GNR
55734699
0.03%
BBCMS MORTGAGE VAR 11/56
BBCMS
2900000
0.03%
BARINGS CLO LTD FLT 10/37
BABSN
3000000
0.03%
LIVE NATION 6.5% 05/27
LYV
2995000
0.03%
FHLMC STACR FLT 05/46
STACR
3000000
0.03%
FHLMC MSCR FLT 07/45
MSCR
3000000
0.03%
PETSMART LLC / 7.5% 09/32
PETM
3075000
0.03%
RIVERS 6.25% 10/30
RIVENT
3045000
0.03%
UBS GROUP AG VAR 12/49
UBS
2719000
0.03%
VOLTAGRID 7.375% 11/30
VOLTAG
3018000
0.03%
LENDMARK 6.48% 09/34
LFT
3000000
0.03%
STANDARD 4.375% 07/30
BMCAUS
3205000
0.03%
GS MORTGAGE VAR 05/50
GSMS
3500000
0.03%
UMBS MORTPASS 5.5% 12/55
FN
3053815
0.03%
EXETER 6.34% 10/29
EART
3007000
0.03%
UMBS MORTPASS 5.5% 03/56
FN
3074891
0.03%
UMBS MORTPASS 6% 09/56
FN
2997442
0.03%
FORTIVA 5.92% 05/31
FRCMT
3000000
0.03%
RAVEN 6.875% 11/31
RCM
3006000
0.03%
GNMA 2021-160 2.5% 09/51
GNR
20539884
0.03%
UMBS MORTPASS 6% 09/56
FR
2970610
0.03%
UMBS MORTPASS 5.5% 04/56
FR
3044723
0.03%
ALBERTSONS COS 3.5% 03/29
ACI
3125000
0.03%
UMBS MORTPASS 6% 09/56
FR
2960282
0.03%
FHLMC REMICS 5.5% 04/56
FHR
3282170
0.03%
UMBS MORTPASS 5.5% 02/56
FN
3041588
0.03%
UMBS MORTPASS 6.5% 08/56
FN
2890684
0.03%
CSAIL 2018-C14 VAR 11/51
CSAIL
4005000
0.03%
UMBS MORTPASS 6% 07/56
FR
2941656
0.03%
GNMA II MORTPASS 6% 10/55
G2
2931698
0.03%
FNMA REMICS 6% 08/53
FNR
3036801
0.03%
UMBS MORTPASS 6.5% 09/56
FN
2878950
0.03%
DOMINION ENERGY VAR 02/55
D
2880000
0.03%
UMBS MORTPASS 7% 08/56
FN
2815528
0.03%
CRESCENT 7.875% 04/32
CRGYFN
2876000
0.03%
REPUBLIC 5.15% 06/39
REPS
3000000
0.03%
GNMA 2025-106 A 5% 07/55
GNR
3029035
0.03%
ARAB 7.625% 05/34
EGYPT
3093000
0.03%
FREMF 2018-K84 ZERO 11/28
FREMF
3500000
0.03%
REPUBLIC OF 8.375% 11/54
COLOM
2800000
0.03%
RHP HOTEL 6.5% 04/32
RHP
2890000
0.03%
ONESLT 8.0 15DEC30
2883753
0.03%
UMBS MORTPASS 5.5% 08/56
FN
2980486
0.03%
GNMA 2026-2 KS FLT 01/56
GNR
55962272
0.03%
FHLMC REMICS 6% 03/54
FHR
2900000
0.03%
RFT 2024-2 STEP 09/28
RFT
2914788
0.03%
RFT 2024-2 STEP 09/28
RFT
2914788
0.03%
US 5YR NOTE 12/31/2026
FVZ6 COMB Comdty
12625
0.03%
WR GRACE 6.625% 08/32
GRA
3066000
0.03%
ARAB 8.875% 05/50
EGYPT
3200000
0.03%
FNMA REMICS 5.5% 03/54
FNR
3097011
0.03%
GNMA 2025-124 FLT 07/55
GNR
53772936
0.03%
BENIN 7.96% 02/38
BENIN
2842000
0.03%
REPUBLIC OF 7.1% 11/36
SOAF
2800000
0.03%
GNMA 2026-155 FLT 09/66
GNR
3015094
0.03%
FREMF ZERO 03/53
FREMF
4000000
0.03%
UMBS MORTPASS 6% 06/56
FN
2856095
0.03%
UMBS MORTPASS 7% 09/56
FN
2740164
0.03%
UMBS MORTPASS 6% 08/56
FN
2856912
0.03%
CONNECTICUT FLT 09/45
CAS
2830000
0.03%
PETROLEOS DEL 4.75% 06/32
PETRPE
3300000
0.03%
DOMINION ENERGY VAR 02/56
D
2920000
0.03%
NEW 4.443% 02/39
NRMLT
2850000
0.03%
FREMF 2018-K83 ZERO 11/51
FREMF
3400000
0.03%
VERIZON VAR 05/58
VZ
2992000
0.03%
GNMA II MORTPASS 6% 10/55
G2
2809053
0.03%
ALCOA 6.875% 09/36
AA
2854000
0.03%
UMBS MORTPASS 6% 07/56
FR
2820966
0.03%
TOORAK STEP 10/31
TRK
2800000
0.03%
NEWELL 6.625% 05/32
NWL
2847000
0.02%
BENCHMARK VAR 04/63
BMARK
42094439
0.02%
FHLMC VAR 06/30
FHMS
69291053
0.02%
REPUBLIC OF 8% 11/29
ANGOL
2800000
0.02%
UMBS MORTPASS 6.5% 06/56
FN
2736418
0.02%
FREMF K-1511 ZERO 04/34
FREMF
5327320
0.02%
SUNOCO LP 5.625% 03/31
SUN
2835000
0.02%
UMBS MORTPASS 6% 01/56
FN
2759168
0.02%
CONNECTICUT FLT 05/43
CAS
2600000
0.02%
HILTON 3.75% 05/29
HLT
2900000
0.02%
CRESCENT 8.375% 01/34
CRGYFN
2674000
0.02%
BANCO MERCANTIL DEL VAR
BANORT
2800000
0.02%
GNMA 2025-183 VAR 10/67
GNR
43244370
0.02%
WESCO 6.375% 03/29
WCC
2738000
0.02%
AVIS BUDGET 7.24% 06/29
AESOP
2700000
0.02%
TALEN ENERGY 6.125% 05/31
TLN
2802000
0.02%
WELLS FARGO VAR 07/58
WFCM
2801265
0.02%
STIFEL SBA IO VAR 08/36
SFSBA
49186502
0.02%
UMBS MORTPASS 7% 08/56
FR
2640644
0.02%
SUBWAY 6.505% 07/54
SUBWAY
2848267
0.02%
SKYDANCE CORP 7.55% 10/33
SKYD
2820000
0.02%
CONNECTICUT FLT 04/43
CAS
2640000
0.02%
UMBS MORTPASS 5.5% 11/55
FR
2810095
0.02%
BMO 2025-5C11 VAR 07/58
BMO
75564969
0.02%
GNMA 2020-89 IA VAR 04/62
GNR
35134217
0.02%
ARGENTINE STEP 01/38
ARGENT
3700000
0.02%
FREMF ZERO 01/54
FREMF
4000000
0.02%
NGL ENERGY 8.125% 02/29
NGL
2631000
0.02%
STACR TRUST FLT 02/47
STACR
2290000
0.02%
FREMF ZERO 08/35
FREMF
5500000
0.02%
CHORD ENERGY 6% 10/30
CHRD
2694000
0.02%
UMBS MORTPASS 6% 08/56
FR
2693561
0.02%
FHLMC REMICS 5.5% 05/36
FHR
2720259
0.02%
GNMA II 5.5% 10/55
G2
2728633
0.02%
DOMINICAN 6.15% 05/38
DOMREP
2877000
0.02%
GNMA 2025-142 VAR 02/68
GNR
41662778
0.02%
BUCKEYE 6.75% 02/30
BPL
2626000
0.02%
EXETER 7.15% 06/33
EART
2696000
0.02%
FHLMC VAR 04/30
FHMS
57262409
0.02%
REPUBLIC OF 7.3% 11/54
COSTAR
2565000
0.02%
CITIGROUP 3.11% 04/48
CGCMT
4000000
0.02%
ROYAL 6.25% 03/32
RCL
2652000
0.02%
UMBS MORTPASS 6.5% 08/56
FR
2598611
0.02%
SCF EQUIPMENT 5.33% 06/36
SCFET
2770000
0.02%
BENCHMARK VAR 03/59
BMARK
48683260
0.02%
ACCENDRA HEALTH 9% 06/32
ACH
3166315
0.02%
UMBS MORTPASS 5.5% 03/56
FR
2693784
0.02%
PETROLEOS 6.375% 01/45
PEMEX
3450000
0.02%
LEVEL 3 7% 03/34
LVLT
2749581
0.02%
UMBS MORTPASS 6% 06/56
FR
2628350
0.02%
GNMA 2026-48 HS FLT 03/56
GNR
59145526
0.02%
UMBS MORTPASS 5.5% 03/56
FR
2691431
0.02%
FHLMC MSCR FLT 05/44
MSCR
2500000
0.02%
KIOXIA 6.25% 07/30
KIOXIA
2589000
0.02%
GNMA 2025-105 FLT 06/55
GNR
48702073
0.02%
VENTURE 3.875% 11/33
VENTGL
3020000
0.02%
FIRSTKEY HOMES ZERO 05/39
FKH
2700000
0.02%
UMBS MORTPASS 6% 01/56
FN
2601289
0.02%
UMBS MORTPASS 6.5% 08/56
FR
2550350
0.02%
BOND US 7.125% 06/33
BSCOAT
2634000
0.02%
FHLMC STACR FLT 07/42
STACR
2500000
0.02%
UMBS MORTPASS 6% 08/56
FR
2593688
0.02%
CHEMOURS 5.75% 11/28
CC
2593000
0.02%
CITI ASSET 24.78% 01/32
CART1
2657812
0.02%
CONNECTICUT FLT 01/44
CAS
2500000
0.02%
GNMA 2025-112 VAR 03/66
GNR
54170387
0.02%
PLANET 5.649% 12/55
PLNT
2656650
0.02%
BRIDGECREST 6.63% 02/33
BLAST
2610000
0.02%
HERTZ VEHICLE 8.3% 05/32
HERTZ
2810000
0.02%
ASCENT 6.625% 10/32
ASCRES
2530000
0.02%
WESTERN 5.79% 01/36
WEFUN
2540000
0.02%
GLS AUTO 5.5% 06/29
GCAR
2500000
0.02%
NEUBERGER FLT 10/36
NEUB
2500000
0.02%
BBCMS MORTGAGE VAR 09/55
BBCMS
46832604
0.02%
HERTZ VEHICLE 9.22% 01/29
HERTZ
2500000
0.02%
INSTITUTO 6.375% 05/43
COSICE
2700000
0.02%
IHO 7.75% 11/30
IHOVER
2441000
0.02%
1261229 BC LTD 10% 04/32
BHCCN
2441000
0.02%
IHEARTCOMMUNICATIONS INC.
3167758
0.02%
UMBS MORTPASS 6% 08/56
FN
2494858
0.02%
AHEAD DB HOLDINGS LLC
2501160
0.02%
GNMA 2024-H08 VAR 05/74
GNR
26666711
0.02%
GCAT 2023-NQM3 STEP 08/68
GCAT
2484903
0.02%
UMBS MORTPASS 6% 01/56
FN
2477228
0.02%
GLS AUTO 5.65% 07/30
GCAR
2465000
0.02%
UMBS MORTPASS 6% 06/56
FN
2455176
0.02%
UMBS MORTPASS 6% 07/56
FN
2454126
0.02%
ECHOSTAR 10.75% 11/29
ECHO
2290000
0.02%
COMM 3.494% 10/49
COMM
2449000
0.02%
GNMA 2022-109 VAR 08/64
GNR
51567030
0.02%
IDENTITY 6.793% 03/65
2500000
0.02%
UMBS MORTPASS 6% 06/56
FN
2434424
0.02%
GNMA 2024-195 VAR 07/61
GNR
66487909
0.02%
BMO 5.7393% 02/57
BMO
2420000
0.02%
FREMF FLT 02/32
FREMF
2598448
0.02%
FHLMC VAR 12/30
FHMS
98292233
0.02%
FS 8.875% 02/31
FSBIOE
2405000
0.02%
COMM 2015-LC23 VAR 10/48
COMM
3000000
0.02%
WELLS FARGO 3% 06/51
WFCM
2750000
0.02%
GNMA 2025-69 AZ 5% 04/55
GNR
2719078
0.02%
FHLMC MSCR FLT 07/45
MSCR
2413475
0.02%
PROVIDENT VAR 06/55
PFMT
2460451
0.02%
UMBS MORTPASS 6% 04/56
FN
2401462
0.02%
WELLS FARGO 3.142% 07/48
WFCM
2500000
0.02%
CARNIVAL CORP 5.75% 08/32
CCL
2488000
0.02%
FNMA REMICS 5% 07/55
FNR
2449118
0.02%
COMMONWEALTH 8.25% 06/36
BAHAMA
2277000
0.02%
WAND NEWCO 3 7.625% 01/32
CALCOL
2354000
0.02%
UMBS MORTPASS 6% 03/56
FR
2407984
0.02%
CONNECTICUT FLT 10/39
CAS
2390558
0.02%
SANTANDER 5.47% 05/31
SDART
2400000
0.02%
BOMBARDIER 7.25% 07/31
BBDBCN
2316000
0.02%
BENCHMARK VAR 04/63
BMARK
61158000
0.02%
APLD 6.75% 03/31
PFORGE
2506000
0.02%
REPUBLIC OF 8.075% 04/36
IVYCST
2300000
0.02%
MGM RESORTS 6.125% 09/29
MGM
2394000
0.02%
GS MORTGAGE VAR 06/47
GSMS
3270000
0.02%
BRIDGECREST 5.83% 05/30
BLAST
2360000
0.02%
COMSTOCK 6.75% 03/29
CRK
2375000
0.02%
UMBS MORTPASS 6% 08/56
FR
2371721
0.02%
UMBS MORTPASS 5.5% 08/56
FN
2439766
0.02%
AXALTA 7.25% 02/31
AXTA
2325000
0.02%
UMBS MORTPASS 6% 06/56
FR
2360903
0.02%
FNMA REMICS 6% 07/53
FNR
2441588
0.02%
GAP INC/THE 3.625% 10/29
GAP
2515000
0.02%
YINSON 8.498% 01/45
YPMQBR
2264901
0.02%
FHLMC REMICS 5.5% 03/55
FHR
2520270
0.02%
FREMF ZERO 09/30
FREMF
3300000
0.02%
ARAB REPUBLIC 8.5% 01/47
EGYPT
2700000
0.02%
AMERICAN AXLE & 5% 10/29
AXL
2450000
0.02%
DRC 8.75% 04/32
DRCONG
2380000
0.02%
CD 2019-CD8 3% 08/57
CD
3800000
0.02%
OBX 2025-NQM10 STEP 05/65
OBX
2350898
0.02%
GNMA 2025-70 SD FLT 04/55
GNR
52748363
0.02%
UMBS MORTPASS 6% 06/56
FN
2331063
0.02%
ALLIED 4.625% 06/28
UNSEAM
2350000
0.02%
GNMA 2024-124 VAR 07/65
GNR
36165489
0.02%
COMISION 8.65% 01/33
CELELS
2229000
0.02%
GNMA 2026-H11 VAR 04/76
GNR
24989517
0.02%
VENTURE 6.75% 01/36
VEGLPL
2280000
0.02%
CHS/COMMUNITY 5.25% 05/30
CYH
2530000
0.02%
REPUBLIC OF STEP 07/40
ECUA
3211364
0.02%
TRANSOCEAN 8.25% 05/29
RIG
2241000
0.02%
CENTRAL 4.125% 10/30
CENT
2470000
0.02%
FNMA REMICS FLT 06/55
FNR
48680338
0.02%
MULTIFAMILY FLT 11/53
MCAS
2216479
0.02%
UMBS MORTPASS 6% 06/56
FR
2263964
0.02%
GNMA 2021-92 IO VAR 09/63
GNR
39526507
0.02%
CONNECTICUT FLT 09/44
CAS
2255864
0.02%
GNMA 2021-33 IO VAR 10/62
GNR
36747594
0.02%
GNMA 2025-89 5.25% 01/55
GNR
2408529
0.02%
UMBS MORTPASS 6% 09/56
FR
2268569
0.02%
FHLMC VAR 05/47
FHMS
43959013
0.02%
UMBS MORTPASS 6.5% 06/56
FN
2217699
0.02%
STREAM 2008 BV 0% 02/30
2194398
0.02%
TEREX CORP 5% 05/29
TEX
2305000
0.02%
FREMF ZERO 05/33
FREMF
4000000
0.02%
CSDC FINANCE 7.875% 10/31
CLSPRK
2299000
0.02%
GNMA II MORTPASS 6% 08/54
G2
2244329
0.02%
GNMA 2020-184 VAR 11/60
GNR
34754954
0.02%
GABONESE 9.5% 02/29
GABON
2400000
0.02%
NOVELIS CORP 3.875% 08/31
HNDLIN
2516000
0.02%
UNITED 5.375% 11/33
URI
2366000
0.02%
GNMA 2024-32 IO VAR 06/63
GNR
44308194
0.02%
UMBS MORTPASS 6.5% 10/56
FN
2207481
0.02%
GNMA 2025-H19 VAR 09/75
GNR
25409119
0.02%
SNAP INC 6.875% 03/33
SNAP
2333000
0.02%
MORGAN 3.06% 10/48
MSBAM
2331716
0.02%
FNMA MORTPASS FLT 10/55
FN
2262590
0.02%
CITI ASSET 25.14% 12/31
CART1
2330014
0.02%
HILCORP 6.25% 04/32
HILCRP
2304000
0.02%
UMBS MORTPASS 5.5% 04/56
FN
2300443
0.02%
GNMA 2026-62 MS FLT 04/56
GNR
30042934
0.02%
LHOME MORTGAGE STEP 01/40
LHOME
2221000
0.02%
UMBS MORTPASS 6% 08/56
FR
2225727
0.02%
STREET CAPITAL 0% 02/30
2211653
0.02%
JGWB HOLDINGS FLT 02/30
2210132
0.02%
ARAB 7.625% 05/32
EGYPT
2300000
0.02%
BRIDGECREST 5.64% 11/30
BLAST
2212000
0.02%
FNMA-ACES VAR 05/34
FNA
46784238
0.02%
UMBS MORTPASS 6% 09/56
FN
2216820
0.02%
ANYWHERE REAL 9.75% 04/30
HOUS
2083000
0.02%
FHLMC STACR FLT 12/50
STACR
1937000
0.02%
QXO BUILDING 6.875% 07/34
BECN
2335000
0.02%
ENVESTNET INC A.K.A. BCP
2240000
0.02%
FHLMC STACR FLT 01/50
STACR
2000000
0.02%
GNMA 2021-13 IO VAR 06/62
GNR
34520228
0.02%
MGM RESORTS 6.5% 04/32
MGM
2275000
0.02%
CONNECTICUT FLT 05/43
CAS
2000000
0.02%
SOUTHERN CO GAS VAR 09/56
SO
2264000
0.02%
NRG ENERGY INC 6% 02/33
NRG
2271000
0.02%
FHLMC VAR 03/31
FHMS
124727426
0.02%
REPUBLIC OF 9.75% 02/31
KENINT
2100000
0.02%
GNMA 2026-24 4.5% 02/56
GNR
2434942
0.02%
DRIVE AUTO 5.41% 09/32
DRIVE
2200000
0.02%
GNMA 2023-117 5.5% 08/53
GNR
2379560
0.02%
WESCO 6.625% 03/32
WCC
2165000
0.02%
AVENTURA MALL VAR 07/40
AVMT
2220000
0.02%
UMBS MORTPASS 6.5% 04/56
FN
2117151
0.02%
BARINGS CLO LTD FLT 10/38
BABSN
2170000
0.02%
BANCO MERCANTIL VAR 12/49
BANORT
2200000
0.02%
FNMA FLT 09/29
CAS
2120000
0.02%
HERTZ VEHICLE 5.9% 12/31
HERTZ
2245000
0.02%
ROCKIES 6.75% 03/33
ROCKIE
2143000
0.02%
UMBS MORTPASS 7% 10/56
FN
2071434
0.02%
GALAXY 9.875% 08/31
GALAXY
2389000
0.02%
FHLMC VAR 10/34
FHMS
13043739
0.02%
NRG ENERGY 5.875% 05/34
NRG
2264000
0.02%
FHLMC STACR FLT 01/49
STACR
1810000
0.02%
REPUBLIC OF 8.75% 11/53
COLOM
2000000
0.02%
HILTON 4.875% 04/27
HLT
2140000
0.02%
FNMA REMICS 6% 09/55
FNR
2338110
0.02%
FNMA REMICS 6% 09/53
FNR
2206660
0.02%
GNMA 2026-25 4.5% 01/56
GNR
2517324
0.02%
JPMBB VAR 03/49
JPMBB
2300000
0.02%
COMM 2014-UBS5 VAR 09/47
COMM
2300000
0.02%
SDR COMMERCIAL FLT 05/39
SDR
2125000
0.02%
BENCHMARK VAR 02/51
BMARK
2300000
0.02%
UMBS MORTPASS 6.5% 07/56
FR
2083763
0.02%
CHARTER 2.8% 04/31
CHTR
2500000
0.02%
JETBLUE 9.875% 09/31
JBLU
4172000
0.02%
FHLMC VAR 05/35
FHMS
22203968
0.02%
GNMA 2025-105 PZ 5% 06/55
GNR
2448600
0.02%
GNMA 2025-51 SA FLT 03/55
GNR
37072000
0.02%
EMRLD BORROWER LP
2093620
0.02%
ARAB REPUBLIC 9.45% 02/33
EGYPT
2000000
0.02%
AVIS BUDGET 8.375% 06/32
CAR
2160000
0.02%
DOMINION ENERGY VAR 12/49
D
2088000
0.02%
LENDMARK 4.94% 09/34
LFT
2100000
0.02%
QNITY 6.25% 08/33
QUS
2120000
0.02%
GNMA 2025-202 VAR 09/67
GNR
30769957
0.02%
AMERICAN 9.79% 08/31
ACAR
2000000
0.02%
BARBADOS 8% 06/35
BARBAD
2000000
0.02%
UMBS MORTPASS 6.5% 10/56
FR
2031895
0.02%
FNMA REMICS 6% 08/55
FNR
2270362
0.02%
CITIGROUP INC VAR 12/49
C
2084000
0.02%
AVOLON 5.75% 03/29
AVOL
2060000
0.02%
NEXSTAR MEDIA 4.75% 11/28
NXST
2130000
0.02%
CSAIL 2020-C19 2.5% 03/53
CSAIL
5200000
0.02%
CITIGROUP 3.25% 12/49
CGCMT
3000000
0.02%
SKYDANCE CORP 7.05% 10/31
SKYD
2110000
0.02%
VARSITY BRANDS INC
2058613
0.02%
SIRIUS XM 5.875% 04/32
SIRI
2160000
0.02%
FREMF 2019-KC07 VAR 10/29
FREMF
2400000
0.02%
HASHEMITE 7.5% 01/29
JORDAN
2000000
0.02%
BAML RCAP FRN 25OCT27
2033978
0.02%
BOMBARDIER INC 7% 06/32
BBDBCN
2005000
0.02%
REPUBLIC 5.91% 08/32
REPS
2031253
0.02%
UMBS MORTPASS 5.5% 12/55
FN
2088691
0.02%
SIX FLAGS 8.625% 01/32
FUN
2470000
0.02%
SM ENERGY CO 6.75% 08/29
SM
2003000
0.02%
REPUBLIC OF 7.5% 02/34
COLOM
2000000
0.02%
BANC OF AMERICA 0% 04/49
BAMLL
3000000
0.02%
NRG ENERGY 5.75% 01/34
NRG
2132000
0.02%
FHLMC REMICS 5% 06/55
FHR
2225873
0.02%
FNMA REMICS 6% 08/54
FNR
2149999
0.02%
FEDERAL 7.143% 02/30
NGERIA
2000000
0.02%
MPIRE2025M111619SEP30144A
1998269
0.02%
KKR CLO 40 LTD FLT 10/34
KKR
2000000
0.02%
BALLYROCK CLO FLT 10/37
BALLY
2000000
0.02%
VOYA CLO 2019-4 FLT 01/35
VOYA
2000000
0.02%
MF1 2026-FL22 FLT 11/43
MF1
2000000
0.02%
GNMA 2022-80 IO VAR 06/64
GNR
46767542
0.02%
PARAMOUNT SKYDANCE CORP
2070000
0.02%
CONNECTICUT FLT 10/41
CAS
2000000
0.02%
AMEREN CORP VAR 03/57
AEE
2016000
0.02%
BAML RCAP FRN 26OCT29
2000000
0.02%
BUCKEYE 3.95% 12/26
BPL
1997000
0.02%
AMC 8.875% 10/31
AMC
1982000
0.02%
OAK-EAGLE 8.75% 07/34
EA
1987000
0.02%
REPUBLIC OF 7.25% 03/31
MONTEN
1950000
0.02%
ARCHROCK 6.625% 09/32
AROC
1994000
0.02%
TPG TRUST FLT 11/29
TPG
2000000
0.02%
AMERICAN 5.5% 08/31
ACAR
2000000
0.02%
PRPM 2024-8 STEP 12/29
PRPM
2000000
0.02%
MADISON IAQ 5.875% 06/29
MADIAQ
2015000
0.02%
UMBS MORTPASS 6% 09/56
FR
2005294
0.02%
BBCMS MORTGAGE VAR 05/69
BBCMS
43716897
0.02%
ORGANON & CO 5.125% 04/31
OGN
2010000
0.02%
MAGNETITE XLV FLT 04/38
MAGNE
2000000
0.02%
ENBRIDGE INC VAR 07/80
ENBCN
2030000
0.02%
JPMDB VAR 12/49
JPMDB
2086883
0.02%
UMBS MORTPASS 6% 01/56
FN
1973642
0.02%
PARAGUAY 6.65% 03/55
PARGUY
2000000
0.02%
REPUBLIC OF 9.875% 03/37
ANGOL
2000000
0.02%
HERTZ VEHICLE 6.78% 09/28
HERTZ
2000000
0.02%
UMBS MORTPASS 6.5% 08/56
FN
1935179
0.02%
LENDMARK 5.53% 06/32
LFT
1950000
0.02%
UMBS MORTPASS 6% 01/56
FN
1960351
0.02%
GLOBAL 7.375% 10/32
AIMEGR
1937000
0.02%
SANTANDER 5.32% 12/31
SDART
1958000
0.02%
MARINER 4.91% 11/38
MFIT
2000000
0.02%
AMERICAN 9.54% 10/31
ACAR
1900000
0.02%
NGL ENERGY 8.375% 02/32
NGL
1899000
0.02%
ENCOMPASS 4.625% 04/31
EHC
2040000
0.02%
AMERICAN 7.39% 12/32
ACAR
1900000
0.02%
CD 2018-CD7 VAR 08/51
CD
2080000
0.02%
QXO BUILDING 6.5% 07/31
BECN
1989000
0.02%
GNMA 2021-133 VAR 07/63
GNR
30884174
0.02%
ENERGY TRANSFER VAR 05/54
ET
1870000
0.02%
BOMBARDIER 8.75% 11/30
BBDBCN
1840000
0.02%
REPUBLIC 6.16% 06/39
REPS
2000000
0.02%
GOVERNMENT OF 5.95% 03/32
MONGOL
2000000
0.02%
UMBS MORTPASS 6% 02/56
FN
1915709
0.02%
FHLMC MSCR FLT 09/43
MSCR
1750000
0.02%
GARDA WORLD 6.5% 01/31
GWCN
1928000
0.02%
FLASH COMPUTE 7.25% 12/30
FLASHC
1932000
0.02%
PUREWEST ABS 6.531% 04/40
PUREW
1964703
0.02%
FNMA REMICS 6.5% 11/53
FNR
1889449
0.02%
SM ENERGY CO 7% 08/32
SM
1884000
0.02%
UMBS MORTPASS 6.5% 06/56
FR
1869914
0.02%
STINGRAY COMPUTE 6% 06/31
STNGRY
1990000
0.02%
GNMA 2021-164 VAR 10/63
GNR
28589090
0.02%
UBS COMMERCIAL VAR 06/51
UBSCM
2143000
0.02%
PETROLEOS 5.95% 01/31
PEMEX
2000000
0.02%
CRESCENT 7.375% 01/33
CRGYFN
1885000
0.02%
1011778 BC ULC / 4% 10/30
BCULC
2040000
0.02%
SAAVI 8.875% 02/35
SAAVIE
1763000
0.02%
NOBLE FINANCE 6.25% 06/34
NE
1972000
0.02%
JP MORGAN CHASE VAR 12/49
JPMCC
2175000
0.02%
ELM TRUST VAR 06/39
ELM
1885000
0.02%
CONNECT 10.5% 04/31
BSPEED
2745000
0.02%
FHLMC MSCR FLT 11/51
MSCR
1750000
0.02%
VENTURE GLOBAL 9.5% 02/29
VENLNG
1777000
0.02%
FHLMC VAR 10/35
FHMS
35649707
0.02%
CONNECTICUT FLT 02/44
CAS
1799000
0.02%
GNMA 2026-136 FLT 04/55
GNR
1938536
0.02%
MERCURY 6.31% 02/32
MFCC
1890000
0.02%
WYNN RESORTS 6.25% 03/33
WYNFIN
1941000
0.02%
1011778 BC 3.875% 01/28
BCULC
1900000
0.02%
ENERGIZER 4.75% 06/28
ENR
1897000
0.02%
YPF SA 7.55% 06/35
YPFDAR
1970000
0.02%
UMBS MORTPASS 6% 02/54
FN
1869239
0.02%
ACHD TRUST 5.672% 07/34
ACHD
1852141
0.02%
ING GROEP NV VAR 12/49
INTNED
1802000
0.02%
LIVE NATION 7.125% 10/32
LYV
1792000
0.02%
DOMINICAN 6.4% 06/49
DOMREP
2050000
0.02%
ARAB 8.625% 02/30
EGYPT
1800000
0.02%
UMBS MORTPASS 6.5% 08/56
FR
1812057
0.02%
FREMF ZERO 08/30
FREMF
2588480
0.02%
LHOME MORTGAGE STEP 07/39
LHOME
1830855
0.02%
UMBS MORTPASS 5.5% 03/56
FR
1885554
0.02%
FHLMC VAR 01/33
FHMS
85767611
0.02%
UZBEKNEFTEGAZ 4.75% 11/28
UNGUZB
1900000
0.02%
UMBS MORTPASS 5.5% 04/56
FR
1878233
0.02%
PFP 2026-14 LTD FLT 12/43
PFP
1810000
0.02%
FHLMC VAR 11/30
FHMS
66727961
0.02%
WELLS FARGO 5.928% 07/57
WFCM
1800000
0.02%
COREWEAVE INC 9% 02/31
CRWV
2238000
0.02%
ASURION LLC/ 8% 12/32
ASUCOR
1956000
0.02%
UMBS MORTPASS 6% 01/56
FN
1815824
0.02%
FHLMC STACR FLT 10/41
STACR
1800000
0.02%
UMBS MORTPASS 5.5% 04/56
FN
1864264
0.02%
VISTRA 6.875% 04/32
VST
1765000
0.02%
FIEMEX 7.25% 01/41
FIEMEX
1852967
0.02%
COREWEAVE INC 9.25% 06/30
CRWV
2111000
0.02%
BBCMS MORTGAGE VAR 02/50
BBCMS
2400000
0.02%
NRG ENERGY INC 6% 01/36
NRG
1904000
0.02%
NEWELL BRANDS 8.5% 06/28
NWL
1737000
0.02%
HERTZ VEHICLE 7.74% 05/30
HERTZ
1870000
0.02%
RB GLOBAL 7.75% 03/31
RBACN
1739000
0.02%
SIX FLAGS 5.25% 07/29
FUN
2069000
0.02%
NATWEST GROUP VAR 12/49
NWG
1710000
0.02%
TRANSCANADA VAR 10/56
TRPCN
1834000
0.02%
UMBS MORTPASS 6.5% 06/56
FR
1745406
0.02%
REPUBLIC OF 8.75% 01/34
ECUA
1950000
0.02%
NEW RESIDENTIAL VAR 12/65
NRZT
1850000
0.02%
CHARTER 6.1% 06/29
CHTR
1790000
0.02%
UMBS MORTPASS 5.5% 02/56
FN
1825083
0.02%
UMBS MORTPASS 5.5% 02/56
FR
1823340
0.02%
UMBS MORTPASS 6% 07/56
FN
1779764
0.02%
ESKOM 8.45% 08/28
ESKOM
1700000
0.02%
BRIDGECREST 5.62% 03/31
BLAST
1770000
0.02%
FHLMC REMICS FLT 01/55
FHR
31593646
0.02%
FHLMC STACR FLT 01/51
STACR
1585000
0.02%
CONNECTICUT FLT 12/41
CAS
1751040
0.02%
FREMF 2019-KF73 FLT 11/29
FREMF
1863428
0.02%
WHARF VAR 07/40
WHARF
1776000
0.02%
BX COMMERCIAL FLT 02/39
BX
1744345
0.02%
BMO 2026-C14 VAR 02/59
BMO
23396540
0.02%
CSAIL 2020-C19 VAR 03/53
CSAIL
2750000
0.02%
ROCKET COS 6.375% 08/33
RKT
1778000
0.02%
UMBS MORTPASS 5.5% 04/55
FN
1790880
0.02%
BOMBARDIER 6.75% 06/33
BBDBCN
1716000
0.02%
UMBS MORTPASS 6% 09/56
FR
1742437
0.02%
FEDERAL 8.25% 09/51
NGERIA
1800000
0.02%
UMBS MORTPASS 5.5% 07/56
FN
1785858
0.02%
CSAIL 2019-C16 VAR 06/52
CSAIL
56867158
0.02%
UMBS MORTPASS 5.5% 01/56
FR
1780148
0.02%
GNMA 2026-25 SD FLT 02/56
GNR
32197845
0.02%
UMBS MORTPASS 5.5% 02/56
FR
1777461
0.02%
UMBS MORTPASS 7% 10/56
FN
1661199
0.02%
FHLMC VAR 02/36
FHMS
57367058
0.02%
PROVINCIA DE 8.6% 02/35
PDCAR
1851000
0.02%
CHORD ENERGY 6.75% 03/33
CHRD
1715000
0.02%
CINEMARK USA INC 7% 08/32
CNK
1692000
0.02%
HESS 4.25% 02/30
HESM
1810000
0.02%
UMBS MORTPASS 5.5% 03/56
FN
1754727
0.02%
REPUBLIC OF 9.75% 02/31
KENINT
1635000
0.02%
CLEAN HARBORS 5.75% 10/33
CLH
1761000
0.02%
METLIFE INC VAR 03/56
MET
1819000
0.02%
GNMA 2025-139 FLT 08/55
GNR
43054167
0.02%
DRYDEN 68 CLO FLT 07/35
DRSLF
1700000
0.02%
MILLROSE 6.375% 08/30
MRP
1768000
0.02%
BMO 2024-C9 5.7592% 07/57
BMO
1710000
0.02%
BLUE RACER 7.25% 07/32
BLURAC
1672000
0.02%
GNMA 2025-38 IO VAR 01/62
GNR
43321941
0.02%
BUILDERS 5% 03/30
BLDR
1775000
0.02%
UMBS MORTPASS 6% 08/56
FN
1705179
0.02%
JPMCC VAR 03/50
JPMCC
1920000
0.02%
ALBERTSONS 4.875% 02/30
ACI
1780000
0.02%
ENDO FINANCE 8.5% 04/31
ENDP
1604000
0.02%
HARRIMAN PARK FLT 07/38
HRPK
1680000
0.01%
ON 3.875% 09/28
ON
1735000
0.01%
GNMA 2020-137 VAR 09/62
GNR
28887457
0.01%
ANYWHERE REAL 5.25% 04/30
HOUS
1775000
0.01%
CD 2017-CD6 VAR 11/50
CD
1750000
0.01%
TERMOCANDELAR 7.75% 09/31
TERMOC
1650000
0.01%
GNMA 2024-138 VAR 02/66
GNR
19081221
0.01%
CELANESE US 7.7% 11/33
CE
1605000
0.01%
ELMWOOD CLO III FLT 07/37
ELMW3
1650000
0.01%
HERC HOLDINGS 7% 06/30
HRI
1630000
0.01%
TRANSCANADA VAR 09/79
TRPCN
1696000
0.01%
BUILDERS 6.375% 03/34
BLDR
1755000
0.01%
CITIGROUP 3.172% 09/58
CGCMT
3500000
0.01%
PETCO HEALTH 8.25% 02/31
WOOF
1642000
0.01%
GNMA 2026-2 UZ 4.5% 01/56
GNR
1936635
0.01%
PERMIAN 6.25% 02/33
PR
1636000
0.01%
FNMA REMICS FLT 03/56
FNR
2085571
0.01%
UMBS MORTPASS 7% 08/56
FR
1578578
0.01%
RHP HOTEL 7.25% 07/28
RHP
1615000
0.01%
UMBS MORTPASS 6% 02/56
FN
1633442
0.01%
VENTURE 6.125% 12/30
VEGLPL
1638000
0.01%
BMO 2023-C5 5.7653% 06/56
BMO
1640000
0.01%
FNMA REMICS 6% 07/54
FNR
1678814
0.01%
PETSMART, INC
1624824
0.01%
SCIENCE 5.875% 11/33
SAIC
1705000
0.01%
FHLMC VAR 07/31
FHMS
56269635
0.01%
CREDIT 4.85% 11/34
CAALT
1625000
0.01%
UMBS MORTPASS 6.5% 10/56
FR
1582098
0.01%
GENERADORA 6.874% 09/44
GATUNP
1635000
0.01%
NISOURCE INC VAR 11/54
NI
1590000
0.01%
FHLMC REMICS FLT 01/56
FHR
27014678
0.01%
UMBS MORTPASS 6.5% 10/56
FN
1582860
0.01%
UNIVISION 7.375% 06/30
UVN
1675000
0.01%
SENSATA 6.625% 07/32
ST
1600000
0.01%
GRUPO NUTRESA SA 9% 05/35
NUTRES
1500000
0.01%
RHP HOTEL 6.5% 06/33
RHP
1613000
0.01%
CSAIL 2015-C3 VAR 08/48
CSAIL
2071000
0.01%
FHLMC STACR FLT 03/30
STACR
1550000
0.01%
FEDERAL 10.375% 12/34
NGERIA
1400000
0.01%
FHLMC VAR 07/33
FHMS
151779245
0.01%
SKYDANCE 4.904% 03/32
SKYD
1985000
0.01%
GNMA 2021-63 IO VAR 04/61
GNR
28073123
0.01%
TENET 6.125% 06/30
THC
1588000
0.01%
UBS COMMERCIAL VAR 08/51
UBSCM
2090000
0.01%
GULFPORT 6.75% 09/29
GPOR
1580000
0.01%
BRASKEM 4.5% 01/30
3570000
0.01%
UMBS MORTPASS 6% 08/56
FR
1595563
0.01%
GNMA 2025-175 AZ 6% 10/55
GNR
1750166
0.01%
US FOODS INC 4.625% 06/30
USFOOD
1656000
0.01%
CLEVELAND-CLIF 7.5% 09/31
CLF
1564000
0.01%
FHLMC VAR 02/49
FHMS
16750000
0.01%
NEPTUNE BIDCO 9.5% 02/33
NLSN
1634000
0.01%
UMBS MORTPASS 6% 02/56
FN
1579531
0.01%
ASBURY 4.75% 03/30
ABG
1648000
0.01%
CITIGROUP VAR 04/49
CGCMT
1630000
0.01%
DIVERSIFIED 7.67% 05/44
DEC
1578133
0.01%
GNMA 2021-47 IO VAR 03/61
GNR
24816773
0.01%
UKG INC.
1626174
0.01%
UMBS MORTPASS 6% 06/56
FR
1573715
0.01%
ALUMINA PTY 6.375% 09/32
AA
1585000
0.01%
ICON PARENT I INC
1601895
0.01%
MIWD HOLDCO II 5.5% 02/30
MIWIDO
1740000
0.01%
PRM5 TRUST VAR 03/33
PRM5
1590000
0.01%
REPUBLIC OF 8% 04/33
COLOM
1500000
0.01%
REPUBLIC OF 8.625% 02/29
ELSALV
1500000
0.01%
GNMA 2025-89 JY 5% 12/54
GNR
1700000
0.01%
VENTURE 6.375% 12/34
VENLNG
1643000
0.01%
FHLMC VAR 03/32
FHMS
109813863
0.01%
GNMA 2026-15 5.5% 11/55
GNR
6634498
0.01%
GENESEE & WYOMING INC.
1556806
0.01%
FEDERAL 8.6308% 01/36
NGERIA
1500000
0.01%
AVIS BUDGET 6.96% 04/31
AESOP
1596000
0.01%
CLEAR CHANNEL 7.75% 04/28
CCO
1547000
0.01%
FHLMC VAR 07/35
FHMS
19086924
0.01%
UMBS MORTPASS 5.5% 03/56
FN
1584004
0.01%
CITIGROUP INC VAR 12/49
C
1580000
0.01%
ARCHES BUYER INC 9% 08/31
ACOM
1532000
0.01%
GARDA WORLD 8.375% 11/32
GWCN
1552000
0.01%
PROVINCIA DE 7.35% 08/34
NEUQUE
1627000
0.01%
ANTERO 5.75% 10/33
AM
1606000
0.01%
GS VAR 11/55
GSMBS
1564653
0.01%
ANYWHERE REAL 5.75% 01/29
HOUS
1568000
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1580618
0.01%
UMBS MORTPASS 6% 09/56
FN
1538124
0.01%
GNMA 2025-100 FLT 06/55
GNR
28596697
0.01%
UMBS MORTPASS 5.5% 11/55
FR
1571767
0.01%
UMBS MORTPASS 7% 10/56
FR
1475344
0.01%
ASCENT 6.625% 07/33
ASCRES
1527000
0.01%
BMO 2023-C7 6.16% 12/56
BMO
1500000
0.01%
SUNOCO LP 7% 05/29
SUN
1490000
0.01%
UMBS MORTPASS 6% 04/56
FN
1511178
0.01%
FHLMC STACR FLT 02/44
STACR
1500000
0.01%
GNMA 2024-70 IO VAR 02/60
GNR
27907628
0.01%
PRPM 2025-RPL2 STEP 04/55
PRPM
1559904
0.01%
AMERICAN 5.34% 08/31
ACAR
1515000
0.01%
QUIKRETE HOLDINGS, INC
1526750
0.01%
ENCOMPASS 4.5% 02/28
EHC
1522000
0.01%
PRM5 TRUST VAR 03/33
PRM5
1530000
0.01%
HERTZ VEHICLE 9.44% 03/30
HERTZ
1500000
0.01%
GNMA 2019-127 VAR 09/58
GNR
34082051
0.01%
COMM 3.222% 11/47
COMM
3322616
0.01%
ONEMAIN DIRECT 6.1% 07/37
ODART
1522000
0.01%
WESCO 6.375% 03/33
WCC
1503000
0.01%
PROVINCIA DE 9.55% 10/35
PDSJAR
1528000
0.01%
SOLARIS 6.375% 05/31
SEI
1527000
0.01%
PERMIAN 5.875% 07/29
PR
1495000
0.01%
UMBS MORTPASS 6% 02/56
FR
1490315
0.01%
BMO 2024-C9 VAR 07/57
BMO
26907041
0.01%
SM ENERGY CO 6.625% 04/34
SM
1502000
0.01%
UMBS MORTPASS 7% 09/56
FN
1424213
0.01%
ONEMAIN 5.79% 07/38
OMFIT
1500000
0.01%
CREDIT 6.71% 02/34
CAALT
1467000
0.01%
DIRECTOR ST NEV VAR 01/65
DIRDEV
2165000
0.01%
YINSON 8.947% 07/42
YPANBR
1372971
0.01%
SCOTTS 4% 04/31
SMG
1610000
0.01%
AXON 6.25% 03/33
AXON
1488000
0.01%
MV24 CAPITAL 6.748% 06/34
MVFPSO
1478620
0.01%
OCP SA 7.5% 05/54
OCPMR
1500000
0.01%
UMBS MORTPASS 5.5% 03/56
FR
1505381
0.01%
UMBS MORTPASS 6.5% 02/56
FN
1436245
0.01%
UMBS MORTPASS 5.5% 03/56
FN
1499510
0.01%
UMBS MORTPASS 7% 07/56
FN
1404888
0.01%
REPUBLIC OF EL 9.5% 07/52
ELSALV
1350000
0.01%
FNMA REMICS 5.5% 12/55
FNR
1637274
0.01%
ACHD TRUST 9.38% 01/34
ACHD
1445078
0.01%
BLUE RACER 7% 07/29
BLURAC
1424000
0.01%
REPUBLIC OF STEP 07/30
ECUA
1488000
0.01%
GNMA 2022-157 VAR 03/64
GNR
30283600
0.01%
UMBS MORTPASS 6.5% 08/56
FR
1420323
0.01%
GNMA 2023-113 5.5% 08/53
GNR
1500126
0.01%
BANCO DEL VAR 12/49
BANCO
1400000
0.01%
UNIVISION 9.375% 08/32
UVN
1502000
0.01%
GLS AUTO 6.03% 02/30
GCAR
1420000
0.01%
HOWARD 7.375% 07/32
HOWARD
1410000
0.01%
KINGDOM OF 6.75% 09/29
BHRAIN
1500000
0.01%
UMBS MORTPASS 6.5% 04/56
FN
1387229
0.01%
UMBS MORTPASS 7% 10/56
FR
1369700
0.01%
VENTURE 4.125% 08/31
VENTGL
1555000
0.01%
JPMBB VAR 08/48
JPMBB
1500000
0.01%
BRIDGECREST 6.03% 11/29
BLAST
1400000
0.01%
HSBC HOLDINGS VAR 03/30
HSBC
1410000
0.01%
CHARTER 2.25% 01/29
CHTR
1545000
0.01%
VISTAJET PASS 9.5% 08/31
VSTJET
1520000
0.01%
AMERICAN 5.11% 04/31
ACAR
1400000
0.01%
BANCO SANTANDER VAR 03/30
SANTAN
1400000
0.01%
BMO 2024-5C7 VAR 11/57
BMO
1400000
0.01%
PRPM 2025-3 STEP 05/30
PRPM
1394034
0.01%
FHLMC VAR 11/32
FHMS
131699401
0.01%
REPUBLIC OF 9.375% 03/33
ANGOL
1400000
0.01%
KINGDOM OF 5.45% 09/32
BHRAIN
1600000
0.01%
GNMA 2024-52 A VAR 03/56
GNR
1444831
0.01%
UMBS MORTPASS 5.5% 01/56
FN
1427709
0.01%
REPUBLIC OF 9.875% 03/37
ANGOL
1400000
0.01%
ADIENT GLOBAL 8.25% 04/31
ADNT
1337000
0.01%
UMBS MORTPASS 5.5% 12/55
FN
1407422
0.01%
NUSTAR 5.625% 04/27
NSUS
1360000
0.01%
AMERICAN 6.82% 10/29
ACAR
1344108
0.01%
HUB INTERNATIONAL LIMITED
1356977
0.01%
BBCMS MORTGAGE VAR 09/56
BBCMS
1350000
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1391250
0.01%
GNMA 2025-139 5.25% 05/55
GNR
1595528
0.01%
TC ZIRAAT VAR 12/49
TCZIRA
1400000
0.01%
FNMA REMICS 5.5% 12/55
FNR
1495198
0.01%
GNMA 2025-1 BL 6% 01/55
GNR
1400000
0.01%
HERTZ 12.625% 07/29
HTZ
1999000
0.01%
AP CORE 11% 05/31
YAHOOO
1323000
0.01%
GRAY MEDIA 4.75% 10/30
GTN
1754000
0.01%
AMERICAN 6.53% 04/30
ACAR
1330000
0.01%
INEOS FINANCE 6.75% 05/28
INEGRP
1350000
0.01%
SOLARIS ENERGY 7% 04/32
SEI
1368000
0.01%
FHLMC REMICS 6% 10/53
FHR
1383063
0.01%
GNMA 2025-139 FLT 08/55
GNR
18615114
0.01%
CD 2017-CD6 VAR 11/50
CD
1362417
0.01%
ATHENAHEALTH 7.5% 02/32
ATHENA
1305000
0.01%
ARDAGH GROUP 9.5% 12/30
ARGID
1301000
0.01%
FHLMC VAR 12/30
FHMS
51902128
0.01%
FHLMC MSCR FLT 09/43
MSCR
1329481
0.01%
UMBS MORTPASS 6.5% 10/56
FN
1307755
0.01%
MIS ACQUISITION, LLC
1372960
0.01%
GNMA 2025-41 BS FLT 03/55
GNR
36605451
0.01%
DRIVEN 5.296% 10/55
HONK
1386000
0.01%
UMBS MORTPASS 6.5% 07/56
FN
1297863
0.01%
GNMA 2025-69 SK FLT 04/55
GNR
21039025
0.01%
CITIGROUP VAR 02/49
CGCMT
1500000
0.01%
HONEY HILL PARK FLT 04/39
HONPK
1310000
0.01%
UMBS MORTPASS 6.5% 06/56
FR
1293808
0.01%
FREMF 2019-KF67 FLT 08/29
FREMF
1468538
0.01%
WYNN RESORTS 6.875% 03/35
WYNFIN
1350000
0.01%
IHEARTCOMMUNI 7.75% 08/30
IHRT
1811050
0.01%
BUILDERS 6.75% 05/35
BLDR
1386000
0.01%
GNMA 2025-127 PZ 6% 07/55
GNR
1360051
0.01%
CLEVELAND-CLIFFS 7% 03/32
CLF
1317000
0.01%
BAML RCAP FRN 25OCT27
1304354
0.01%
REPUBLIC OF 5.6% 03/48
PARGUY
1500000
0.01%
UMBS MORTPASS 6% 02/56
FR
1304888
0.01%
GNMA 2025-156 CZ 5% 04/55
GNR
1456647
0.01%
FHLMC VAR 10/30
FHMS
39858081
0.01%
BENCHMARK VAR 03/62
BMARK
1418000
0.01%
UMBS MORTPASS 7% 10/56
FN
1241750
0.01%
GNMA 2026-24 4.5% 02/56
GNR
1451231
0.01%
WAYFAIR LLC 7.25% 10/29
W
1255000
0.01%
ARDAGH GROUP SA VAR 12/30
ARGID
1470765
0.01%
SBA SMALL 5.688% 09/33
SBIC
1276568
0.01%
STIFEL SBA IO VAR 06/50
SFSBA
41729862
0.01%
ECOPETROL SA 8.375% 01/36
ECOPET
1252000
0.01%
UMBS MORTPASS 6.5% 07/56
FR
1251929
0.01%
ECHOSTAR CORP 6.75% 11/30
ECHO
1272681
0.01%
GENESEE & 6.25% 04/32
GWR
1285000
0.01%
FHLMC REMICS FLT 08/55
FHR
20722709
0.01%
CITI ASSET 25.8% 11/31
CART1
1346647
0.01%
CYPRIUM CORP 6.125% 04/31
VGNT
1300000
0.01%
BRIDGECREST 4.88% 02/32
BLAST
1285000
0.01%
LHOME MORTGAGE STEP 09/39
LHOME
1263000
0.01%
UMBS MORTPASS 6% 06/56
FN
1262699
0.01%
GNMA 2025-97 SE FLT 06/55
GNR
22955513
0.01%
FIRSTKEY HOMES ZERO 05/39
FKH
1300000
0.01%
PAR 2026-4 8.95% 10/34
PAR
1240000
0.01%
BENCHMARK VAR 02/59
BMARK
27365753
0.01%
GNMA 2022-67 IO VAR 08/63
GNR
17811861
0.01%
WELLS FARGO 3% 08/51
WFCM
1500000
0.01%
FHLMC VAR 01/49
FHMS
12950000
0.01%
SANTANDER 5.14% 02/32
SDART
1247000
0.01%
EDGED COMPUTE 7.5% 04/31
EDGCOM
1450000
0.01%
SM ENERGY CO 9.625% 06/33
SM
1137000
0.01%
OCP SA 6.7% 03/36
OCPMR
1260000
0.01%
ALUMINA PTY 6.125% 03/30
AA
1240000
0.01%
ATHENAHEALTH GROUP INC
1232890
0.01%
VENTURE GLOBAL 6.5% 06/34
VEGLPL
1227000
0.01%
REPUBLIC OF STEP 07/29
GHANA
1270069
0.01%
TRANSNET/SOUT 8.25% 02/28
SAFTRA
1200000
0.01%
UMBS MORTPASS 6% 03/56
FR
1224380
0.01%
UMBS MORTPASS 7% 10/56
FR
1179651
0.01%
UMBS MORTPASS 6% 09/56
FR
1228499
0.01%
CIUDAD 7.05% 05/36
BUEAIR
1300000
0.01%
ACCO BRANDS 4.25% 03/29
ACCO
1305000
0.01%
FNMA REMICS 6% 09/55
FNR
1327794
0.01%
CELANESE US 7% 02/31
CE
1212000
0.01%
UMBS MORTPASS 6% 02/56
FR
1221602
0.01%
AVIS BUDGET 6.23% 04/29
AESOP
1207000
0.01%
TALLGRASS ENERGY 6% 09/31
TEP
1250000
0.01%
MORGAN STANLEY 2.7% 11/52
MSBAM
1489000
0.01%
UMBS MORTPASS 6% 06/51
FN
1213633
0.01%
COMM 2024-CBM VAR 12/41
COMM
1224000
0.01%
REPUBLIC OF 8.75% 01/34
ECUA
1325000
0.01%
GNMA II MORTPASS 6% 06/54
G2
1203178
0.01%
COMMERCIAL 5.75% 11/33
CMC
1256000
0.01%
SCIH SALT HOLDINGS INC
1225000
0.01%
GNMA 2025-25 ZN 7% 02/55
GNR
1221442
0.01%
UMBS MORTPASS 6% 02/56
FR
1197741
0.01%
FNMA-ACES VAR 07/32
FNA
234966333
0.01%
UMBS MORTPASS 6% 08/56
FN
1209930
0.01%
UMBS MORTPASS 6% 02/56
FR
1190935
0.01%
FNMA MORTPASS 4.79% 10/28
FN
1200000
0.01%
ANCHOR STEP 05/40
ANCHR
1200000
0.01%
UMBS MORTPASS 6.5% 07/56
FR
1172983
0.01%
AMERIGAS 9.5% 06/30
APU
1139000
0.01%
FHLMC VAR 12/31
FHMS
87181008
0.01%
DOMINICAN 5.875% 01/60
DOMREP
1450000
0.01%
SUNOCO LP 5.375% 07/31
SUN
1219000
0.01%
GNMA 2025-132 MZ 5% 08/55
GNR
1377921
0.01%
FHLMC VAR 01/32
FHMS
84218911
0.01%
REPUBLIC OF 7.625% 05/34
TURKEY
1164000
0.01%
CITIGROUP 3% 11/49
CGCMT
1500000
0.01%
GNMA 2021-218 VAR 10/61
GNR
16737823
0.01%
VIRGIN MEDIA 5.5% 05/29
VMED
1575000
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1199778
0.01%
UMBS MORTPASS 7% 10/56
FR
1119084
0.01%
TELECOMMUNICA 7.25% 05/31
TELSER
1200000
0.01%
1261229 BC LTD
1180062
0.01%
GNMA 2023-127 VAR 07/57
GNR
74595575
0.01%
HUNTINGTON 5.442% 10/32
HACLN
1154728
0.01%
UMBS MORTPASS 6% 08/56
FR
1152055
0.01%
FHLMC VAR 08/30
FHMS
30445793
0.01%
UMBS MORTPASS 6.5% 04/56
FR
1127963
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1183613
0.01%
UMBS MORTPASS 6% 08/56
FR
1151406
0.01%
PETROLEOS 5.625% 06/47
PETRPE
1600000
0.01%
UMBS MORTPASS 5.5% 04/56
FN
1181716
0.01%
FREMF 2019-KF59 FLT 02/29
FREMF
1174061
0.01%
PERFORMANCE 5.625% 03/34
PFGC
1201000
0.01%
STATE STREET CORP VAR
STT
1130000
0.01%
UBS COMMERCIAL VAR 11/50
UBSCM
1200000
0.01%
UMBS MORTPASS 5.5% 01/56
FR
1160835
0.01%
UMBS MORTPASS 6% 06/56
FN
1134777
0.01%
FNMA REMICS FLT 07/55
FNR
22908986
0.01%
ISTANBUL 10.5% 12/28
ISTNBL
1067000
0.01%
UMBS MORTPASS 6.5% 04/56
FR
1099470
0.01%
NOVELIS CORP 6.375% 08/33
HNDLIN
1157000
0.01%
FNMA REMICS 6% 10/55
FNR
1168905
0.01%
UMBS MORTPASS 7% 10/56
FR
1083081
0.01%
GNMA 2025-25 BS FLT 02/55
GNR
15267760
0.01%
FNMA-ACES VAR 11/35
FNA
89140766
0.01%
UMBS MORTPASS 5.5% 03/56
FN
1144724
0.01%
CONNECTICUT FLT 05/42
CAS
1100000
0.01%
UMBS MORTPASS 6.5% 10/56
FN
1098180
0.01%
UMBS MORTPASS 6.5% 08/56
FN
1097965
0.01%
FNMA FLT 01/30
CAS
1090558
0.01%
PETCO HEALTH AND WELLNES
1113078
0.01%
BANK 2019-BNK19 VAR 08/61
BANK
1500000
0.01%
AMERIGAS 6.875% 06/31
APU
1173000
0.01%
UNITED 4.875% 03/29
UAL
1140000
0.01%
GNMA 2025-152 FLT 09/55
GNR
21444851
0.01%
GNMA II MORTPASS 6% 06/54
G2
1101647
0.01%
UMBS MORTPASS 6.5% 02/56
FR
1077118
0.01%
COMM 2024-CBM VAR 12/41
COMM
1123214
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1125342
0.01%
SV RNO 5.875% 03/31
TRACTC
1250000
0.01%
UMBS MORTPASS 7% 07/56
FN
1060013
0.01%
FHLMC VAR 06/50
FHMS
6400000
0.01%
UMBS MORTPASS 6% 06/56
FR
1098313
0.01%
CONNECTICUT FLT 01/44
CAS
1089979
0.01%
CONNECTICUT FLT 05/44
CAS
1084535
0.01%
SBA SMALL 5.168% 03/33
SBIC
1093471
0.01%
CHS/COMMUNI 10.875% 01/32
CYH
1044000
0.01%
GNMA 2026-H21 VAR 05/76
GNR
11940473
0.01%
CALIFORNIA VAR 01/65
CASDEV
1590000
0.01%
GNMA 2019-76 IO VAR 03/61
GNR
20617119
0.01%
APEX ESCROW 8.875% 10/33
APEXEI
1056000
0.01%
UMBS MORTPASS 6% 02/56
FN
1079796
0.01%
GNMA II MORTPASS 6% 04/55
G2
1082114
0.01%
BBVA MEXICO SA VAR 01/33
BBVASM
1100000
0.01%
UMBS MORTPASS 6.5% 10/56
FN
1049528
0.01%
COMMONWEALTH 8.95% 10/32
BAHAMA
1000000
0.01%
UNIVISION 8.875% 04/33
UVN
1168000
0.01%
GS MORTGAGE VAR 02/48
GSMS
1093235
0.01%
ENTERGY CORP VAR 12/56
ETR
1099000
0.01%
DAYFORCE BIDCO LLC
1107316
0.01%
STANDARD 5.875% 03/34
BMCAUS
1145000
0.01%
FNMA MORTPASS 1.69% 10/31
FN
1237087
0.01%
BANCO NACIONAL VAR 05/36
BNCE
1101000
0.01%
UMBS MORTPASS 6.5% 04/56
FR
1032852
0.01%
ARGENTINE 1% 07/29
ARGENT
1200000
0.01%
AMERICAN 6.04% 07/30
ACAR
1050000
0.01%
CITIGROUP VAR 09/50
CGCMT
1254000
0.01%
BANCO BILBAO VAR 12/49
BBVASM
997000
0.01%
UMBS MORTPASS 5.5% 02/56
FN
1088435
0.01%
FEDERAL 8.747% 01/31
NGERIA
1000000
0.01%
ELDIK BANK OAO 8.5% 04/31
ELDIKB
1099000
0.01%
GFL 4.375% 08/29
GFLCN
1090000
0.01%
GNMA II MORTPASS 6% 07/54
G2
1038620
0.01%
KNIFE RIVER 7.75% 05/31
KNIRIV
1020000
0.01%
FHLMC VAR 11/55
FHMS
5000000
0.01%
FNMA-ACES VAR 09/31
FNA
20910570
0.01%
BRASKEM 4.5% 01/28
2240000
0.01%
UMBS MORTPASS 7% 08/56
FR
996538
0.01%
VALIDUS ENERGY 8% 08/31
VALENG
1032000
0.01%
PIONEER OPCO LLC 7% 05/33
VENRES
1033000
0.01%
FHLMC VAR 10/29
FHMS
20000000
0.01%
FNMA-ACES VAR 04/32
FNA
74427124
0.01%
HASHEMITE 7.75% 01/28
JORDAN
1000000
0.01%
FNMA REMICS FLT 08/55
FNR
19641998
0.01%
UMBS MORTPASS 6.5% 08/56
FN
1002692
0.01%
LHOME MORTGAGE STEP 07/39
LHOME
1017294
0.01%
GNMA II MORTPASS 6% 09/53
G2
1016918
0.01%
AHEAD DB 6.625% 05/28
AHEDBB
1018000
0.01%
WAND NEWCO 3, INC.
1014895
0.01%
UMBS MORTPASS 6% 02/56
FN
1003349
0.01%
HILTON 5.5% 09/31
HLT
1038000
0.01%
FNMA REMICS FLT 07/55
FNR
15846826
0.01%
REPUBLIC OF 7.95% 11/54
SOAF
1000000
0.01%
CHURCHILL 6.75% 05/31
CHDN
1000000
0.01%
AVIS BUDGET 7.52% 02/30
AESOP
1000000
0.01%
UMBS MORTPASS 6% 04/56
FR
998821
0.01%
BUSINESS JET 6.197% 05/39
BJETS
999950
0.01%
ENTEGRIS INC 4.375% 04/28
ENTG
1020000
0.01%
KIOXIA 6.625% 07/33
KIOXIA
990000
0.01%
LHOME MORTGAGE VAR 04/40
LHOME
1000000
0.01%
AXON 6.125% 03/30
AXON
1001000
0.01%
WELLS FARGO VAR 07/35
WFCM
1000000
0.01%
CREDIT 5.39% 01/35
CAALT
1000000
0.01%
UMBS MORTPASS 6% 09/56
FN
999159
0.01%
FREMF ZERO 10/32
FREMF
1300000
0.01%
GNMA 2025-139 UC 6% 08/55
GNR
995033
0.01%
GNMA 2020-195 VAR 12/62
GNR
12949716
0.01%
GNMA 2025-89 SE FLT 05/55
GNR
15658006
0.01%
HARVEST 6.75% 05/34
HARMID
1007000
0.01%
UMBS MORTPASS 7% 09/56
FN
954309
0.01%
EXETER 5.02% 10/29
EART
991030
0.01%
GENESIS 6.75% 03/34
GEL
1013000
0.01%
REPUBLIC OF 7.5% 01/37
TURKEY
1010000
0.01%
UMBS MORTPASS 6.5% 09/56
FN
966936
0.01%
FHLMC VAR 01/30
FHMS
24026010
0.01%
WILLIAMS 6.625% 04/30
WLSC
979000
0.01%
WELLS FARGO 4.212% 05/51
WFCM
1000000
0.01%
FNMA-ACES VAR 07/31
FNA
35030497
0.01%
GNMA II MORTPASS 6% 10/55
G2
976675
0.01%
CITIGROUP VAR 03/51
CGCMT
1000000
0.01%
SS&C 6.5% 06/32
SSNC
985000
0.01%
WELLS FARGO 4.464% 05/51
WFCM
1000000
0.01%
BENCHMARK VAR 07/51
BMARK
1000000
0.01%
GNMA 2020-110 VAR 03/62
GNR
16242211
0.01%
UMBS MORTPASS 6% 04/56
FR
972188
0.01%
GNMA 2021-108 VAR 06/61
GNR
14726960
0.01%
UMBS MORTPASS 6% 06/56
FN
973269
0.01%
FHLMC VAR 05/31
FHMS
8000000
0.01%
ORGANON & CO 5.125% 04/31
OGN
980000
0.01%
FORD MOTOR 6.467% 05/36
F
995000
0.01%
ALUMINA PTY 6.625% 09/34
AA
974000
0.01%
UMBS MORTPASS 5.5% 03/56
FR
989267
0.01%
UMBS MORTPASS 6% 03/56
FR
955938
0.01%
EXETER 12.07% 09/30
EART
900000
0.01%
FHLMC VAR 05/29
FHMS
59261707
0.01%
FEDERATIVE 6.25% 05/36
BRAZIL
1000000
0.01%
HERTZ CORP/THE 5% 12/29
HTZ
3245000
0.01%
GNMA 2023-55 2.5% 07/51
GNR
7005989
0.01%
MATADOR 6% 04/34
MTDR
1003000
0.01%
UMBS MORTPASS 5.5% 02/56
FR
982233
0.01%
REPUBLIC OF 6.125% 06/33
IVYCST
1000000
0.01%
FHLMC REMICS 5% 08/55
FHR
1117574
0.01%
REPUBLIC OF 8.875% 01/33
REPCAM
1050000
0.01%
GNMA 2022-147 VAR 09/64
GNR
23556272
0.01%
IRV TRUST VAR 03/47
IRV
1000000
0.01%
AMERIGAS 9.375% 06/28
APU
932000
0.01%
CONNECTICUT FLT 01/44
CAS
904000
0.01%
DRIVE AUTO 4.94% 05/32
DRIVE
950000
0.01%
CNX 5.875% 03/34
CNX
995000
0.01%
GLOBAL 5.625% 06/29
GOINSO
955000
0.01%
UMBS MORTPASS 5.5% 01/56
FR
975589
0.01%
NRG ENERGY 5.25% 06/29
NRG
960000
0.01%
SYMPHONY CLO FLT 04/31
SYMP
940000
0.01%
GNMA 2026-100 FLT 06/56
GNR
23457228
0.01%
CREDIT 6.71% 07/34
CAALT
930000
0.01%
GABONESE 9.5% 02/29
GABON
1000000
0.01%
REPUBLIC OF 8.625% 11/34
HONDUR
850000
0.01%
CITI ASSET 25.54% 10/31
CART1
1006791
0.01%
CITI ASSET 25.83% 08/31
CART1
1020604
0.01%
UMBS MORTPASS 6% 02/56
FN
913604
0.01%
FHLMC REMICS FLT 04/55
FHR
15581729
0.01%
MITER BRANDS ACQUISITION
973091
0.01%
CHEMOURS 4.625% 11/29
CC
990000
0.01%
FORD MOTOR 4% 11/30
F
1000000
0.01%
BUCKEYE 4.5% 03/28
BPL
935000
0.01%
NOVELIS CORP 6.875% 01/30
HNDLIN
908000
0.01%
INTERTEK GROUP PLC 6.5%
918471
0.01%
GNMA 2021-17 IO VAR 01/61
GNR
12127352
0.01%
IRON MOUNTAIN 5.25% 07/30
IRM
950000
0.01%
GNMA 2025-25 SB FLT 02/55
GNR
13863979
0.01%
GNMA 2021-180 VAR 11/63
GNR
13860209
0.01%
WEHLE PARK CLO FLT 10/38
WEHPK
1000000
0.01%
VISTRA 7.75% 10/31
VST
880000
0.01%
UMBS MORTPASS 6.5% 08/56
FN
891231
0.01%
DRIVE AUTO 4.67% 05/32
DRIVE
907000
0.01%
GNMA 2022-199 VAR 07/64
GNR
16772731
0.01%
GNMA 2021-150 VAR 11/63
GNR
11979180
0.01%
CHEMOURS 7.875% 03/34
CC
996000
0.01%
UMBS MORTPASS 7% 07/56
FR
874727
0.01%
RHP HOTEL 4.5% 02/29
RHP
930000
0.01%
HERTZ VEHICLE 8.34% 09/31
HERTZ
958000
0.01%
GNMA 2025-105 PA 7% 04/55
GNR
901826
0.01%
LENDMARK 4.47% 02/34
LFT
915000
0.01%
CLYDESDALE ACQUISITION H
925624
0.01%
EQUIPMENTSHA 8.625% 05/32
EQMSRM
965000
0.01%
REPUBLIC OF 6.25% 03/41
SOAF
1000000
0.01%
FHLMC VAR 10/31
FHMS
42452054
0.01%
LITHIA MOTORS 5.5% 10/30
LAD
927000
0.01%
GNMA 2021-170 VAR 05/63
GNR
12844288
0.01%
GOLDMAN SACHS VAR 12/49
GS
950000
0.01%
OUTFRONT 7.375% 02/31
OUT
865000
0.01%
FREMF 0.1% 08/34
FREMF
166972253
0.01%
TRANSDIGM INC 6.25% 01/34
TDG
910000
0.01%
UMBS MORTPASS 5.5% 10/55
FN
916960
0.01%
GNMA 2022-214 VAR 09/64
GNR
22193669
0.01%
RB GLOBAL 6.75% 03/28
RBACN
880000
0.01%
UMBS MORTPASS 5.5% 03/56
FR
901368
0.01%
UMBS MORTPASS 6% 02/56
FN
880062
0.01%
GNMA 2022-113 VAR 09/61
GNR
29614017
0.01%
UMBS MORTPASS 6.5% 08/56
FN
863188
0.01%
1211 AVENUE OF VAR 08/35
AOTA
935000
0.01%
UMBS MORTPASS 6% 09/56
FR
882236
0.01%
CD 2017-CD3 3.833% 02/50
CD
1000000
0.01%
ROYAL 5.625% 09/31
RCL
890000
0.01%
FHLMC REMICS 6% 09/55
FHR
957493
0.01%
AXIA ENERGIA 6.5% 01/35
ELEBRA
890000
0.01%
CFCRE VAR 11/49
CFCRE
1000000
0.01%
GRAY MEDIA INC 7.5% 09/34
GTN
937000
0.01%
HB FULLER CO 7.625% 10/34
FUL
843000
0.01%
BMO 2022-C1 VAR 02/55
BMO
48649914
0.01%
JPMDB VAR 06/49
JPMDB
1000000
0.01%
REPUBLIC OF 5.2% 05/49
COLOM
1200000
0.01%
NORDSTROM INC 4.25% 08/31
JWN
960000
0.01%
CSAIL 2017-CX9 VAR 09/50
CSAIL
1125000
0.01%
UMBS MORTPASS 5.5% 03/56
FN
875394
0.01%
KINGDOM OF 6.625% 10/37
BHRAIN
1000000
0.01%
SEAGATE DATA 4.091% 06/29
STX
895000
0.01%
UMBS MORTPASS 6% 06/56
FN
854748
0.01%
UMBS MORTPASS 5.5% 03/56
FR
876995
0.01%
UMBS MORTPASS 5.5% 12/55
FN
876084
0.01%
UMBS MORTPASS 5.5% 03/56
FN
873018
0.01%
ARAB 8.625% 02/30
EGYPT
829000
0.01%
FNMA REMICS FLT 01/55
FNR
16061773
0.01%
AXALTA 4.75% 06/27
AXTA
850000
0.01%
PRPM 2025-4 STEP 06/30
PRPM
844988
0.01%
UMBS MORTPASS 6% 02/56
FR
843094
0.01%
FHLMC VAR 09/29
FHMS
52849270
0.01%
GNMA II MORTPASS 6% 12/54
G2
833515
0.01%
UMBS MORTPASS 6% 02/56
FR
832521
0.01%
GNMA II MORTPASS 6% 10/54
G2
830833
0.01%
GNMA 2019-130 VAR 01/62
GNR
17499171
0.01%
GRAY MEDIA 10.5% 07/29
GTN
790000
0.01%
FHLMC VAR 02/32
FHMS
115430000
0.01%
BANK5 6.5% 12/56
BANK5
822332
0.01%
UMBS MORTPASS 5.5% 01/56
FN
848218
0.01%
ELEMENT 3.875% 09/28
ESI
860000
0.01%
GABONESE 6.625% 02/31
GABON
1000000
0.01%
GABONESE 6.625% 02/31
GABON
1000000
0.01%
FHLMC REMICS FLT 06/55
FHR
16976642
0.01%
GNMA 2021-3 IO VAR 09/62
GNR
13697485
0.01%
GNMA 2025-128 AD 5% 10/56
GNR
840937
0.01%
REPUBLIC OF STEP 06/33
ZAMBIN
859296
0.01%
EQUIPMENTSHA 7.125% 07/34
EQMSRM
954000
0.01%
HOWARD 6.625% 01/35
HOWARD
841000
0.01%
UMBS MORTPASS 6% 03/56
FR
822399
0.01%
IHO VERWALTUNGS 8% 11/32
IHOVER
800000
0.01%
UMBS MORTPASS 5.5% 03/56
FN
843662
0.01%
TRANSNET/SOUT 8.25% 02/28
SAFTRA
800000
0.01%
ALLISON 5.875% 12/33
ALSN
853000
0.01%
GNMA 2017-70 IO VAR 02/59
GNR
40577257
0.01%
INSTITUTO 6.75% 10/31
COSICE
800000
0.01%
UMBS MORTPASS 6% 09/56
FR
817080
0.01%
UMBS MORTPASS 6% 01/56
FN
807454
0.01%
INFINITY 7.625% 04/31
INFNAR
818000
0.01%
WILLIAMS 7.375% 10/31
WLSC
795000
0.01%
GNMA 2024-17 IO VAR 06/65
GNR
12428052
0.01%
GNMA 2024-31 IO VAR 02/66
GNR
9720941
0.01%
UMBS MORTPASS 5.5% 03/56
FN
824133
0.01%
JPMCC VAR 03/50
JPMCC
850000
0.01%
CORECIVIC INC 8.25% 04/29
CXW
780000
0.01%
GNMA 2025-84 SQ FLT 05/55
GNR
25335893
0.01%
LENDMARK 8.47% 02/34
LFT
800000
0.01%
FHLMC REMICS FLT 03/55
FHR
15583750
0.01%
BUCKEYE 6.875% 11/31
BPL
794000
0.01%
FHLMC VAR 01/31
FHMS
75863080
0.01%
CITIGROUP VAR 07/59
CGCMT
800000
0.01%
GNMA 2023-51 IO VAR 05/65
GNR
11197162
0.01%
KODIAK GAS 6.5% 10/33
KGS
820000
0.01%
UMBS MORTPASS 6.5% 06/56
FN
776884
0.01%
FHLMC VAR 11/33
FHMS
2700000
0.01%
CATURUS 7.125% 05/31
KTGLLC
799000
0.01%
FHLMC VAR 12/37
FHMS
4500000
0.01%
SERBIA 6% 06/34
SERBIA
800000
0.01%
ESAB CORP 5.625% 04/31
ESAB
805000
0.01%
MILLROSE 6.25% 09/32
MRP
843000
0.01%
FHLMC VAR 02/35
FHMS
8712543
0.01%
FHLMC VAR 10/30
FHMS
24290359
0.01%
UMBS MORTPASS 7% 06/56
FN
747309
0.01%
GNMA 2020-38 IO VAR 04/62
GNR
14097537
0.01%
AERCAP IRELAND 3% 10/28
AER
810000
0.01%
UMBS MORTPASS 7% 08/56
FN
746057
0.01%
GNMA II MORTPASS 6% 10/55
G2
766250
0.01%
ALTAR BIDCO, INC
764986
0.01%
GNMA 2025-69 SX FLT 04/55
GNR
24620320
0.01%
GNMA 2026-100 FLT 06/56
GNR
22321673
0.01%
MAUSER 9.25% 04/30
BWY
815000
0.01%
FEDERATIVE 7.125% 05/54
BRAZIL
800000
0.01%
DAILYPAY 5.63% 06/28
DLPY
760000
0.01%
BENCHMARK 3% 03/52
BMARK
1240000
0.01%
UMBS MORTPASS 6% 02/56
FN
747542
0.01%
DAVITA INC 3.75% 02/31
DVA
825000
0.01%
BENCHMARK VAR 07/55
BMARK
800000
0.01%
UMBS MORTPASS 6% 02/56
FR
743961
0.01%
UMBS MORTPASS 5.5% 03/56
FR
751839
0.01%
BRINK'S 4.625% 10/27
BCO
744000
0.01%
SANTANDER UK VAR 01/29
SANUK
720000
0.01%
WHIRLPOOL CORP 6.5% 06/33
WHR
1010000
0.01%
FHLMC REMICS FLT 02/55
FHR
17410230
0.01%
NASDAQ INC 5.35% 06/28
NDAQ
724000
0.01%
NOVA CHEMICALS 8.5% 11/28
NCX
710000
0.01%
CORE & MAIN LP 6% 07/34
CNM
755000
0.01%
UMBS MORTPASS 6% 08/56
FN
729024
0.01%
PROGRESS 6.15% 03/40
PROG
736000
0.01%
GNMA 2025-156 4.5% 11/54
GNR
839889
0.01%
BPCE SA 5.125% 01/28
BPCEGP
725000
0.01%
FORD MOTOR 7.2% 06/30
F
700000
0.01%
CITI ASSET 27.07% 03/31
CART1
783442
0.01%
UMBS MORTPASS 6.5% 06/56
FN
705129
0.01%
UMBS MORTPASS 5.5% 12/55
FN
741148
0.01%
GRIFFON CORP 6.25% 10/34
GFF
744000
0.01%
CITI ASSET 25.6% 09/31
CART1
793098
0.01%
GNMA 2019-144 VAR 01/62
GNR
13084778
0.01%
UMBS MORTPASS 5.5% 03/56
FN
732952
0.01%
REPUBLIC OF 6.2% 07/38
TRITOB
764000
0.01%
CREDIT 6.03% 05/34
CAALT
708000
0.01%
GNMA 2021-168 VAR 05/63
GNR
12454959
0.01%
CITI ASSET 25.1% 07/31
CART1
775186
0.01%
UMBS MORTPASS 5.5% 01/56
FN
733531
0.01%
BENCHMARK VAR 03/55
BMARK
800000
0.01%
TEREX CORP 5% 05/29
TEX
725000
0.01%
BX COMMERCIAL FLT 02/39
BX
708363
0.01%
REPUBLIC OF 5.75% 09/49
SOAF
900000
0.01%
UMBS MORTPASS 6% 03/56
FN
698484
0.01%
RANGE 4.75% 02/30
RRC
728000
0.01%
REPUBLIC OF 5.8% 01/28
IRAQ
703125
0.01%
BCPE PEQUOD BUYER INC
708862
0.01%
CONNECTICUT FLT 07/43
CAS
680000
0.01%
BMO 2024-5C3 VAR 02/57
BMO
700000
0.01%
GENESIS 7.875% 05/32
GEL
678000
0.01%
CONDUENT 6% 11/29
CNDT
890000
0.01%
LSF12 CROWN US COMMERCIA
688431
0.01%
MOLINA 6.5% 02/31
MOH
688000
0.01%
EXPAND 5.375% 03/30
SWN
695000
0.01%
EXETER 6.68% 04/29
EART
680004
0.01%
FHLMC VAR 03/38
FHMS
3000000
0.01%
NEXTERA ENERGY VAR 09/54
NEE
680000
0.01%
COMISION 6.5% 01/51
CFELEC
738000
0.01%
GNMA 2025-7 SG FLT 01/55
GNR
13873836
0.01%
UMBS MORTPASS 6.5% 03/56
FR
663374
0.01%
REPUBLIC OF STEP 07/35
GHANA
765600
0.01%
COMM 2018-COR3 VAR 05/51
COMM
800000
0.01%
FHLMC VAR 02/32
FHMS
13565181
0.01%
CSAIL 2020-C19 2.5% 03/53
CSAIL
2000000
0.01%
BENCHMARK 2.256% 06/54
BMARK
702243
0.01%
UMBS MORTPASS 6.5% 02/56
FR
651971
0.01%
NCL CORP LTD 5.875% 01/31
NCLH
712000
0.01%
FNMA REMICS 5% 02/56
FNR
775163
0.01%
UMBS MORTPASS 5.5% 03/56
FR
679120
0.01%
GNMA 2026-30 5.5% 02/56
GNR
859861
0.01%
CHS/COMMUNITY 4.75% 02/31
CYH
748000
0.01%
GB AIT BUYER INC
659025
0.01%
GNMA II MORTPASS 6% 10/54
G2
655260
0.01%
SANTANDER 8.408% 12/33
SBCLN
644895
0.01%
UMBS MORTPASS 6.5% 03/56
FR
643580
0.01%
UMBS MORTPASS 5.5% 02/56
FR
674273
0.01%
CAESARS 6.5% 02/32
CZR
695000
0.01%
WAYFAIR LLC 7.125% 05/34
W
641000
0.01%
UMBS MORTPASS 6.5% 01/56
FN
628152
0.01%
FIRST ADVANTAGE HOLDINGS
646991
0.01%
FNMA MORTPASS 1.97% 01/34
FN
800000
0.01%
NEW YORK N Y 6.033% 12/31
650000
0.01%
FNMA MORTPASS 4.62% 07/28
FN
650000
0.01%
ESENTIA ENERGY 6.5% 07/38
ESENMX
693000
0.01%
RHP HOTEL 5.75% 03/34
RHP
677000
0.01%
WESTLAKE 6.47% 03/29
WLAKE
632000
0.01%
UMBS MORTPASS 5.5% 02/56
FR
655117
0.01%
STACR TRUST FLT 02/47
STACR
600000
0.01%
FNMA-ACES VAR 07/28
FNA
97549024
0.01%
UMBS MORTPASS 6.5% 02/56
FR
617002
0.01%
CENTRAL 5.125% 02/28
CENT
635000
0.01%
ROYAL CARIBBEAN 6% 02/33
RCL
645000
0.01%
COX ASSET VAR 09/31
COXMEX
639000
0.01%
GNMA 2021-110 VAR 11/63
GNR
9873969
0.01%
KODIAK GAS 5.875% 04/31
KGS
645000
0.01%
UMBS MORTPASS 6.5% 04/56
FN
616538
0.01%
MEDLINE 6.25% 04/29
MEDIND
623000
0.01%
GNMA 2023-15 AB VAR 08/63
GNR
692023
0.01%
JPMBB VAR 07/48
JPMBB
637547
0.01%
MARINER 5.73% 11/38
MFIT
635000
0.01%
FREMF ZERO 06/29
FREMF
790000
0.01%
GNMA 2025-152 FLT 09/55
GNR
14869543
0.01%
GS MORTGAGE 2.753% 05/49
GSMS
750000
0.01%
ADIENT US LLC
624685
0.01%
PAKISTAN WATER 7.5% 06/31
PAKWNP
658000
0.01%
UMBS MORTPASS 6% 01/56
FR
623356
0.01%
ARAB 8.7002% 03/49
EGYPT
700000
0.01%
BANK OF NOVA VAR 10/82
BNS
600000
0.01%
GNMA 2021-220 VAR 12/63
GNR
10529337
0.01%
FHLMC VAR 07/29
FHMS
30000000
0.01%
NEWELL BRANDS 6.25% 08/31
NWL
635000
0.01%
LAOS 9.625% 04/32
LAOSIN
614000
0.01%
GRANITE 6.375% 06/34
GVA
631000
0.01%
TRINIDAD 7.75% 06/33
TRNGEN
596000
0.01%
GNMA 2014-88 AJ VAR 03/55
GNR
730521
0.01%
UMBS MORTPASS 6.5% 01/56
FN
585530
0.01%
CLARIOS 6.75% 05/28
POWSOL
600000
0.01%
BENCHMARK VAR 11/55
BMARK
604000
0.01%
FHLMC MSCR FLT 07/41
MSCR
600169
0.01%
MORGAN STANLEY VAR 01/49
MSBAM
745000
0.01%
ONDECK ASSET 4.98% 10/31
ONDK
600000
0.01%
FHLMC VAR 04/55
FHMS
34739003
0.01%
PETROLEOS 5.95% 01/31
PEMEX
630000
0.01%
UMBS MORTPASS 6.5% 03/56
FN
585855
0.01%
UMBS MORTPASS 6% 04/56
FR
599293
0.01%
SOUTH BOW 4.911% 09/27
SOBOCN
595000
0.01%
UMBS MORTPASS 5.5% 02/56
FR
610084
0.01%
REPUBLIC OF 8.75% 04/32
ANGOL
600000
0.01%
HASHEMITE 5.85% 07/30
JORDAN
600000
0.01%
UMBS MORTPASS 5.5% 02/56
FR
602882
0.01%
ROCKET SOFTWARE, INC.
585593
0.01%
REPUBLIC OF 6.4% 07/36
HONDUR
613000
0.01%
MORGAN STANLEY 3% 10/51
MSC
690000
0.01%
OCP SA 5.125% 06/51
OCPMR
800000
0.01%
WESTLAKE 6.02% 10/29
WLAKE
576000
0.01%
YONDR JK 1 6.875% 06/31
YNDRDC
668000
0.01%
US FOODS INC 6.875% 09/28
USFOOD
570000
0.01%
BNP PARIBAS SA VAR 05/30
BNP
580000
0.01%
UMBS MORTPASS 6% 04/56
FR
576443
0.01%
UMBS MORTPASS 5.5% 03/56
FN
591178
0.01%
COREWEAVE 9.625% 07/32
CRWV
722000
0.01%
GNMA 2021-126 VAR 05/63
GNR
9182158
0.01%
SELECT WATER 7.625% 11/34
WTTR
569000
0.01%
HESS 5.875% 03/28
HESM
572000
0.01%
UMBS MORTPASS 6% 02/56
FR
568950
0.01%
IRON MOUNTAIN 5% 07/28
IRM
580000
0.01%
GNMA 2025-51 SH FLT 03/55
GNR
10814882
0.01%
PRESTIGE 6.25% 07/34
PBH
585000
0.01%
HILTON 5.5% 03/34
HLT
596000
0.01%
LSF12 HELIX 7.125% 02/33
HI
585000
0.01%
GNMA 2025-89 SP FLT 05/55
GNR
19076328
0.01%
FHLMC STACR FLT 05/42
STACR
550000
0.01%
CONNECTICUT FLT 01/43
CAS
550000
0.01%
REPUBLIC OF 6.1% 08/44
PARGUY
600000
0.01%
GNMA 2021-40 IO VAR 02/63
GNR
9723334
0.01%
UMBS MORTPASS 5.5% 02/56
FN
577903
0.01%
GOAT HOLDCO 6.75% 02/32
B
558000
0.01%
RINGCENTRAL 8.5% 08/30
RNG
540000
0.00%
GNMA 2025-22 AS FLT 02/55
GNR
11442889
0.00%
FHLMC VAR 06/49
FHMS
13000000
0.00%
FHLMC VAR 11/30
FHMS
19231234
0.00%
BLOCK INC 6% 08/33
XYZ
571000
0.00%
CLYDESDALE 7.875% 04/32
NOVHOL
557000
0.00%
WR GRACE 7% 08/33
GRA
583000
0.00%
GNMA 2025-89 SC FLT 05/55
GNR
8193914
0.00%
GNMA 2025-30 SC FLT 02/55
GNR
8518952
0.00%
CURRENCY CONTRACT - NOK
261339543
0.00%
UMBS MORTPASS 5.5% 10/55
FN
563747
0.00%
ARCHROCK 6% 02/34
AROC
570000
0.00%
ACUSHNET CO 5.625% 12/33
GOLF
570000
0.00%
DIEBOLD 7.75% 03/30
DBD
531000
0.00%
MORGAN STANLEY VAR 11/52
MSBAM
595000
0.00%
XEROX HOLDINGS 5.5% 08/28
XRX
1060000
0.00%
GNMA 2025-41 AS FLT 03/55
GNR
13841388
0.00%
ENFRAGEN 5.375% 12/30
ENFRAG
579176
0.00%
JH NORTH 6.125% 07/32
JHXAU
547000
0.00%
HESS 5.125% 06/28
HESM
540000
0.00%
GNMA 2026-100 FLT 06/56
GNR
14362364
0.00%
GNMA 2017-9 IO VAR 01/57
GNR
17841363
0.00%
GNMA 2025-41 SE FLT 03/55
GNR
5663302
0.00%
GNMA 2020-194 VAR 06/62
GNR
7847606
0.00%
GNMA 2025-25 HS FLT 02/55
GNR
10745368
0.00%
JGWB HOLDINGS FLT 02/30
529332
0.00%
GOODYEAR 6.625% 07/30
GT
610000
0.00%
BAUSCH + 8.375% 10/28
BLCOCN
515000
0.00%
UMBS MORTPASS 5.5% 02/56
FN
541648
0.00%
GNMA 2025-22 GS FLT 02/55
GNR
8134635
0.00%
KINGDOM OF 7.5% 09/47
BHRAIN
600000
0.00%
UMBS MORTPASS 5.5% 01/56
FR
530950
0.00%
US ULTRA BOND 12/21/2026
WNZ6 COMB Comdty
-145
0.00%
CONNECTICUT FLT 05/43
CAS
500000
0.00%
UMBS MORTPASS 7% 06/56
FN
498167
0.00%
GENESIS ENERGY 8% 05/33
GEL
503000
0.00%
FHLMC MSCR FLT 10/44
MSCR
500000
0.00%
BBCMS MORTGAGE VAR 07/56
BBCMS
13090205
0.00%
GNMA 2025-127 FLT 07/55
GNR
7487257
0.00%
ALBERTSONS COS 5.5% 03/31
ACI
540000
0.00%
FHLMC STACR FLT 04/43
STACR
509525
0.00%
USA 6.75% 04/35
USAC
522000
0.00%
XPO INC 6.25% 06/28
XPO
510000
0.00%
BUSINESS JET 7.974% 09/39
BJETS
510427
0.00%
GNMA 2020-6 IO VAR 10/62
GNR
9410888
0.00%
UMBS MORTPASS 5.5% 01/56
FR
519139
0.00%
FHLMC STACR FLT 04/42
STACR
500000
0.00%
FHLMC VAR 01/31
FHMS
16721701
0.00%
FHLMC VAR 12/32
FHMS
19671587
0.00%
WELLS FARGO VAR 07/35
WFCM
500000
0.00%
CITI ASSET 25.33% 06/31
CART1
541045
0.00%
HERTZ VEHICLE 5.94% 02/28
HERTZ
495833
0.00%
ESAB CORP 6.25% 04/29
ESAB
495000
0.00%
UMBS MORTPASS 6% 07/56
FN
498737
0.00%
ASURION, LLC
526666
0.00%
FHLMC VAR 12/35
FHMS
13220077
0.00%
ASBURY 4.5% 03/28
ABG
500000
0.00%
WEC US HOLDINGS LTD.
489974
0.00%
CANTOR 2.5% 11/52
CF
674000
0.00%
BWX 4.125% 06/28
BWXT
500000
0.00%
GNMA 2021-147 VAR 06/61
GNR
7074458
0.00%
UMBS MORTPASS 6.5% 02/56
FN
473689
0.00%
REPUBLIC OF 6.4% 06/34
TRITOB
500000
0.00%
GNMA 2023-126 VAR 07/65
GNR
7902433
0.00%
FHLMC REMICS FLT 02/55
FHR
10501896
0.00%
GNMA 2025-171 FLT 10/55
GNR
11157887
0.00%
UMBS MORTPASS 6.5% 06/56
FR
474371
0.00%
FHLMC VAR 11/48
FHMS
5000000
0.00%
JETBLUE AIRWAYS CORPORAT
918762
0.00%
BMO 2024-5C7 VAR 11/57
BMO
19932550
0.00%
FNMA REMICS FLT 04/55
FNR
9610086
0.00%
GNMA 2021-22 IO VAR 05/63
GNR
6955273
0.00%
MAGNOLIA OIL 6.625% 08/34
MGY
483000
0.00%
GROUP 1 6.25% 02/32
GPI
490000
0.00%
FHLMC VAR 10/34
FHMS
2500000
0.00%
UMBS MORTPASS 5.5% 03/56
FN
483817
0.00%
GNMA 2024-56 IO VAR 11/65
GNR
7132993
0.00%
BOYNE USA INC 4.75% 05/29
BIGSKY
485000
0.00%
FHLMC VAR 02/49
FHMS
5000000
0.00%
GNMA 2021-178 FLT 10/61
GNR
14609750
0.00%
GNMA 2021-151 VAR 04/63
GNR
7148126
0.00%
CONNECTICUT FLT 02/44
CAS
460000
0.00%
FNMA FLT 02/30
CAS
450000
0.00%
GRAHAM PACKAGING COMPANY
463006
0.00%
SKYDANCE CORP 5.05% 03/42
SKYD
780000
0.00%
AERCAP IRELAND VAR 03/55
AER
460000
0.00%
UMBS MORTPASS 5.5% 03/56
FN
469372
0.00%
CONNECT FINCO 9% 09/29
ISATLN
445000
0.00%
UMBS MORTPASS 5.5% 01/56
FR
476021
0.00%
UMBS MORTPASS 6.5% 04/56
FN
446719
0.00%
FHLMC VAR 09/48
FHMS
5000000
0.00%
LSF12 HELIX PARENT, LLC
460784
0.00%
XEROX CORP 10.25% 10/30
XRX
550000
0.00%
BUCKEYE 4.125% 12/27
BPL
465000
0.00%
GNMA II MORTPASS 7% 08/53
G2
443488
0.00%
AI CANDELARIA 5.75% 06/33
AICNRA
500000
0.00%
GNMA 2024-1 MS FLT 01/54
GNR
8343378
0.00%
GNMA 2025-23 SL FLT 02/55
GNR
8163138
0.00%
IHO 7.375% 05/33
IHOVER
447272
0.00%
UMBS MORTPASS 6.5% 06/56
FN
441349
0.00%
UMBS MORTPASS 6% 12/55
FN
446501
0.00%
GNMA 2018-85 IO VAR 07/60
GNR
13237543
0.00%
UMBS MORTPASS 6.5% 04/56
FN
437253
0.00%
NRG ENERGY 6.125% 05/36
NRG
471000
0.00%
TEREX CORPORATION
443264
0.00%
OUTFRONT MEDIA 6% 06/34
OUT
465000
0.00%
BENCHMARK 5.8053% 01/57
BMARK
440549
0.00%
JPMDB 2.5% 11/52
JPMDB
1000000
0.00%
RHP HOTEL 6.25% 02/35
RHP
458000
0.00%
LENDMARK 5.69% 02/34
LFT
450000
0.00%
CURRENCY CONTRACT - NOK
261874729
0.00%
GNMA 2022-62 IO VAR 06/64
GNR
9689029
0.00%
GENESIS 8.25% 01/29
GEL
427000
0.00%
FREMF 2018-KF54 FLT 11/28
FREMF
442363
0.00%
GNMA 2013-174 VAR 10/53
GNR
28380189
0.00%
INSTALLED 5.625% 02/34
IBP
461000
0.00%
CSAIL 2015-C2 VAR 06/57
CSAIL
453597
0.00%
UMBS MORTPASS 6.5% 02/56
FR
421813
0.00%
DAVITA INC 4.625% 06/30
DVA
460000
0.00%
MH SUB I, LLC
441603
0.00%
UMBS MORTPASS 5.5% 03/56
FR
446421
0.00%
PRPM 2024-7 STEP 11/29
PRPM
430319
0.00%
UMBS MORTPASS 6.5% 01/56
FN
417561
0.00%
CITIGROUP VAR 12/72
CGCMT
19331112
0.00%
BANK 2.5% 09/62
BANK
700000
0.00%
ELANCO ANIMAL 6.4% 08/28
ELAN
420000
0.00%
COMPASS MINERALS 8% 07/30
CMP
415000
0.00%
REPUBLIC OF 6.3% 06/48
SOAF
500000
0.00%
FHLMC VAR 10/46
FHMS
10000000
0.00%
UMBS MORTPASS 6.5% 06/56
FR
418431
0.00%
FHLMC VAR 11/30
FHMS
116738000
0.00%
FHLMC VAR 11/29
FHMS
25160910
0.00%
GNMA 2024-134 FLT 08/54
GNR
7809697
0.00%
UMBS MORTPASS 6.5% 04/56
FN
407722
0.00%
UMBS MORTPASS 5.5% 02/56
FN
422635
0.00%
UMBS MORTPASS 7% 01/56
FR
397524
0.00%
CITI ASSET 24.76% 05/31
CART1
444034
0.00%
FREMF 2017-K62 VAR 01/50
FREMF
415000
0.00%
VENTURE 6.625% 06/36
VENLNG
433000
0.00%
UMBS MORTPASS 5.5% 02/56
FR
421617
0.00%
FHLMC VAR 06/29
FHMS
20580039
0.00%
GNMA 2024-126 FLT 08/54
GNR
8915318
0.00%
GNMA 2024-128 FLT 08/54
GNR
5424982
0.00%
CURRENCY CONTRACT - AUD
112811516
0.00%
GNMA 2024-79 BS FLT 05/54
GNR
4114126
0.00%
DISH DBS CORP 5.25% 12/26
DISH
407127
0.00%
UMBS MORTPASS 5.5% 04/56
FN
414387
0.00%
GNMA 2022-52 IO VAR 06/64
GNR
9223006
0.00%
UMBS MORTPASS 6.5% 01/56
FN
393147
0.00%
UMBS MORTPASS 5.5% 03/56
FR
417305
0.00%
REPUBLIC OF 7% 04/44
COSTAR
400000
0.00%
EXETER 6.32% 08/29
EART
398729
0.00%
SERBIA 6.5% 09/33
SERBIA
400000
0.00%
AVIS BUDGET 5.58% 12/30
AESOP
403000
0.00%
ONDECK ASSET 5.42% 10/31
ONDK
400000
0.00%
GOLDMAN SACHS VAR 12/49
GS
390000
0.00%
AVIS BUDGET 7.37% 12/29
AESOP
400000
0.00%
VENTURE GLOBAL 6% 05/36
VENTGL
413000
0.00%
FORVIA SE 6.75% 09/33
EOFP
412000
0.00%
COLUMBIA 6.042% 08/28
CPGX
390000
0.00%
UMBS MORTPASS 6.5% 03/56
FN
387155
0.00%
RAVEN ACQUISITION HOLDIN
393563
0.00%
REPUBLIC OF 8.75% 04/32
ANGOL
400000
0.00%
PENSKE 3.75% 06/29
PAG
414000
0.00%
GNMA 2022-165 VAR 06/64
GNR
9121929
0.00%
GNMA 2020-2 IO VAR 03/62
GNR
9810083
0.00%
GNMA 2025-1 SV FLT 01/55
GNR
7504297
0.00%
SERBIA 6% 06/34
SERBIA
400000
0.00%
FHLMC VAR 08/51
FHMS
8380000
0.00%
GRIFOLS SA 4.75% 10/28
GRFSM
400000
0.00%
PLURINATIONAL 9.45% 05/31
BOLIVI
400000
0.00%
GS MORTGAGE 3% 07/52
GSMS
800000
0.00%
REPUBLIC OF STEP 07/29
GHANA
399300
0.00%
UMBS MORTPASS 6.5% 04/56
FN
377313
0.00%
GNMA II MORTPASS 6% 12/54
G2
379696
0.00%
DEMOCRATIC 4% 04/28
SRILAN
399590
0.00%
GREENKO WIND 7.25% 09/28
GRNKEN
386000
0.00%
FHLMC VAR 03/29
FHMS
31433223
0.00%
UMBS MORTPASS 6.5% 03/56
FR
371398
0.00%
FHLMC VAR 01/30
FHMS
12646880
0.00%
FHLMC VAR 03/49
FHMS
4000000
0.00%
FHLMC VAR 08/45
FHMS
25000000
0.00%
UMBS MORTPASS 5.5% 02/56
FR
389056
0.00%
TIERRA MOJADA 5.75% 12/40
TIEMOD
408826
0.00%
GNMA 2021-188 IJ 3% 10/51
GNR
2279092
0.00%
REPUBLIC OF 6.1% 08/44
PARGUY
400000
0.00%
AVIS BUDGET 6.11% 12/30
AESOP
376000
0.00%
AADVANTAGE LOYALTY IP LTD
376617
0.00%
GNMA II MORTPASS 6% 07/54
G2
369845
0.00%
UMBS MORTPASS 6.5% 03/56
FN
359355
0.00%
UMBS MORTPASS 5.5% 02/56
FR
381168
0.00%
MORGAN STANLEY 2.5% 02/53
MSC
500000
0.00%
CRESCENT 9.75% 10/30
CRGYFN
350000
0.00%
CONNECTICUT FLT 01/43
CAS
350000
0.00%
CARPENTER 5.625% 03/34
CRS
386000
0.00%
JH NORTH 5.875% 01/31
JHXAU
374000
0.00%
BRASKEM 7.25% 02/33
800000
0.00%
CURRENCY CONTRACTS - ZAR
441216773
0.00%
WESTLAKE 6.79% 11/28
WLAKE
359176
0.00%
FHLMC VAR 03/49
FHMS
13766615
0.00%
GNMA 2020-10 IO VAR 04/62
GNR
9513994
0.00%
UMBS MORTPASS 5.5% 03/56
FN
365805
0.00%
WHITE CAP SUPPLY HOLDING
368437
0.00%
WFRBS VAR 09/57
WFRBS
420000
0.00%
GS MORTGAGE VAR 03/50
GSMS
500000
0.00%
ALTICE FRANCE 9.5% 11/29
SFRFP
384878
0.00%
UMBS MORTPASS 6% 03/56
FR
357039
0.00%
VSE CORP
353514
0.00%
FNMA REMICS FLT 03/55
FNR
6523396
0.00%
FHLMC VAR 05/48
FHMS
3400000
0.00%
UMBS MORTPASS 6.5% 01/56
FN
339844
0.00%
UMBS MORTPASS 7% 04/56
FN
338509
0.00%
GNMA 2020-118 VAR 06/62
GNR
5884745
0.00%
ELK GROVE 7.5% 06/31
ELKGVP
373000
0.00%
FREMF FLT 12/32
FREMF
341540
0.00%
MIDCONTINENT 8% 08/32
MIDCON
443000
0.00%
FHLMC VAR 04/29
FHMS
55000000
0.00%
GNMA 2023-108 VAR 08/59
GNR
10566474
0.00%
UMBS MORTPASS 6.5% 03/56
FR
339383
0.00%
NOVA 4.25% 05/29
NCX
360000
0.00%
AXALTA 4.75% 06/27
AXTA
345000
0.00%
FHLMC REMICS FLT 03/55
FHR
7413108
0.00%
GNMA 2024-204 FLT 12/54
GNR
6182221
0.00%
AERCAP IRELAND 6.1% 01/27
AER
335000
0.00%
UMBS MORTPASS 6% 04/56
FN
338042
0.00%
UMBS MORTPASS 5.5% 02/56
FN
347318
0.00%
UMBS MORTPASS 6% 04/56
FN
335434
0.00%
GNMA 2025-69 SW FLT 04/55
GNR
10272236
0.00%
UMBS MORTPASS 7% 01/56
FN
317972
0.00%
GNMA 2021-80 IO VAR 12/62
GNR
5096347
0.00%
UMBS MORTPASS 6.5% 03/56
FN
322473
0.00%
GNMA 2024-90 IO VAR 07/66
GNR
5577451
0.00%
UMBS MORTPASS 5.5% 03/56
FR
336928
0.00%
INEOS 9.625% 03/29
STYRO
400000
0.00%
COMM VAR 08/47
COMM
333584
0.00%
GNMA 2022-26 IO VAR 02/64
GNR
6569044
0.00%
UMBS MORTPASS 6% 04/56
FN
328311
0.00%
ALTICE 6.875% 07/32
SFRFP
359879
0.00%
FHLMC VAR 10/34
FHMR
5600000
0.00%
UMBS MORTPASS 6.5% 02/56
FN
311096
0.00%
FHLMC 3.78% 01/32
FHMS
327912
0.00%
UMBS MORTPASS 6% 01/56
FN
316880
0.00%
CD&R SMOKEY 9.5% 10/29
PETSAF
813000
0.00%
COREVEST VAR 06/52
CAFL
350000
0.00%
UMBS MORTPASS 5.5% 01/56
FN
327787
0.00%
CURRENCY CONTRACT - NZD
44233427
0.00%
ENBRIDGE INC VAR 01/84
ENBCN
305000
0.00%
FREMF 2020-KF76 FLT 01/30
FREMF
320376
0.00%
COREVEST VAR 10/52
CAFL
350000
0.00%
UMBS MORTPASS 5.5% 03/56
FN
320792
0.00%
MULTIFAMILY FLT 07/54
MCAS
310144
0.00%
FHLMC VAR 09/32
FHMS
17427385
0.00%
GNMA 2025-41 ES FLT 03/55
GNR
3684107
0.00%
GNMA 2021-95 TA FLT 06/61
GNR
9834684
0.00%
GNMA 2023-46 IO VAR 07/65
GNR
4345312
0.00%
UMBS MORTPASS 7% 06/56
FN
298955
0.00%
GOODYEAR TIRE 5.25% 07/31
GT
400000
0.00%
FNMA REMICS FLT 12/54
FNR
6341628
0.00%
TRANSOCEAN 8.75% 02/30
RIG
299000
0.00%
UMBS MORTPASS 6.5% 03/56
FR
294512
0.00%
GNMA 2023-26 IO VAR 04/65
GNR
4791914
0.00%
GNMA 2020-100 VAR 05/62
GNR
5379959
0.00%
UMBS MORTPASS 6.5% 07/56
FN
299319
0.00%
UMBS MORTPASS 6.5% 08/56
FN
299375
0.00%
REPUBLIC OF 7.1246% 01/50
ELSALV
350000
0.00%
CURRENCY CONTRACT - CAD
38998578
0.00%
VELOCITY VAR 08/52
VCC
312064
0.00%
ATI INC 7.25% 08/30
ATI
295000
0.00%
BENCHMARK VAR 01/57
BMARK
300000
0.00%
CAESARS 6.5% 02/32
CZR
321000
0.00%
GNMA 2024-79 CS FLT 05/54
GNR
8221495
0.00%
OBX 2023-NQM7 STEP 04/63
OBX
299700
0.00%
FMC GMSR 7.17% 04/27
FMMSR
300000
0.00%
MGM RESORTS 5.5% 04/27
MGM
295000
0.00%
GNMA 2023-102 5.5% 07/53
GNR
310000
0.00%
BMO 2024-5C7 VAR 11/57
BMO
300000
0.00%
BCPE LIGHTNING BUYER, INC
293023
0.00%
UMBS MORTPASS 6.5% 06/56
FR
289001
0.00%
BAUSCH HEALTH 5% 02/29
BHCCN
350000
0.00%
CURRENCY CONTRACT - GBP
-24052615
0.00%
GNMA II MORTPASS 6% 06/54
G2
287257
0.00%
COREVEST VAR 03/52
CAFL
300000
0.00%
GNMA 2020-120 VAR 05/62
GNR
5278494
0.00%
FHLMC VAR 05/28
FHMS
24870075
0.00%
BIOCEANICO ZERO 06/34
PARCRT
351730
0.00%
GNMA 2025-23 SE FLT 02/55
GNR
5254305
0.00%
FNMA REMICS FLT 05/54
FNR
5175314
0.00%
UMBS MORTPASS 6.5% 02/56
FR
280493
0.00%
BELRON FINANCE 2019 LLC
284034
0.00%
FHLMC VAR 03/34
FHMR
2500000
0.00%
UMBS MORTPASS 5.5% 02/56
FR
287613
0.00%
GNMA II MORTPASS 6% 01/55
G2
277553
0.00%
GNMA 2025-79 HS FLT 05/55
GNR
4310225
0.00%
FHLMC VAR 08/29
FHMS
12911043
0.00%
CURRENCY CONTRACT - CAD
38751473
0.00%
UMBS MORTPASS 5.5% 01/56
FN
287217
0.00%
GNMA 2020-64 IO VAR 07/62
GNR
3372573
0.00%
UMBS MORTPASS 6.5% 02/56
FR
271320
0.00%
ENPRO INC 6.125% 06/33
NPO
282000
0.00%
FREMF 2018-KW07 VAR 10/31
FREMF
300000
0.00%
FNMA REMICS FLT 02/55
FNR
4868504
0.00%
MRCD 2.71752% 12/36
MRCD
400000
0.00%
UMBS MORTPASS 6.5% 03/56
FN
267623
0.00%
GNMA 2025-1 KS FLT 01/55
GNR
7751222
0.00%
MH SUB I, LLC
298942
0.00%
FHLMC VAR 10/29
FHMS
5000000
0.00%
UMBS MORTPASS 5.5% 02/56
FR
271973
0.00%
GNMA 2024-151 FLT 09/54
GNR
3453331
0.00%
GNMA 2020-28 IO VAR 11/61
GNR
5034169
0.00%
UMBS MORTPASS 6.5% 04/56
FR
258621
0.00%
GNMA 2024-126 FLT 08/54
GNR
3441855
0.00%
SM ENERGY CO 6.5% 07/28
SM
260000
0.00%
FNMA REMICS 6% 07/55
FNR
261788
0.00%
UMBS MORTPASS 6% 02/56
FR
257313
0.00%
NEWELL 7.375% 04/36
NWL
270000
0.00%
UMBS MORTPASS 7% 04/56
FN
248630
0.00%
UMBS MORTPASS 5.5% 02/56
FR
262371
0.00%
FHLMC STACR FLT 10/29
STACR
250000
0.00%
FHLMC VAR 09/28
FHMS
186907470
0.00%
UMBS MORTPASS 6.5% 06/56
FN
249232
0.00%
GNMA 2024-127 FLT 08/54
GNR
4329929
0.00%
FREMF 0.1% 01/54
FREMF
77973337
0.00%
UMBS MORTPASS 6.5% 02/56
FR
246446
0.00%
UMBS MORTPASS 5.5% 02/56
FN
257114
0.00%
FHLMC VAR 09/44
FHMS
15000000
0.00%
GNMA 2019-154 VAR 09/61
GNR
6864132
0.00%
DB MASTER 2.791% 11/51
DNKN
285750
0.00%
FOUNDATION 9.18% 12/43
FFIN
236268
0.00%
CURRENCY CONTRACT - GBP
20639148
0.00%
CURRENCY CONTRACT - GBP
20616988
0.00%
BWX 4.125% 06/28
BWXT
250000
0.00%
GNMA II MORTPASS 6% 06/54
G2
239070
0.00%
BATH & BODY 7.5% 06/29
BBWI
239000
0.00%
GNMA 2022-210 VAR 07/64
GNR
4793677
0.00%
FREMF 2019-K91 VAR 04/51
FREMF
250000
0.00%
GNMA 2025-1 SU FLT 01/55
GNR
7195109
0.00%
FHLMC VAR 02/57
FHMS
1026415
0.00%
CONNECTICUT FLT 07/44
CAS
238439
0.00%
FHLMC VAR 06/31
FHMS
6119708
0.00%
UMBS MORTPASS 6.5% 02/56
FR
231759
0.00%
GNMA 2023-144 VAR 12/64
GNR
4540451
0.00%
UMBS MORTPASS 5.5% 11/55
FR
243591
0.00%
FNMA REMICS FLT 12/54
FNR
4346304
0.00%
UMBS MORTPASS 8% 12/53
FN
218596
0.00%
LIVE NATION 3.75% 01/28
LYV
240000
0.00%
GNMA 2025-124 FLT 07/55
GNR
6690576
0.00%
DIRECTV 5.875% 08/27
DTV
235000
0.00%
UMBS MORTPASS 6.5% 03/56
FR
228229
0.00%
XEROX 8.875% 11/29
XRX
648000
0.00%
UMBS MORTPASS 8% 01/54
FR
215269
0.00%
GNMA 2025-1 SL FLT 01/55
GNR
3353361
0.00%
GNMA 2024-110 FLT 07/54
GNR
2864700
0.00%
GNMA II MORTPASS 6% 12/54
G2
224059
0.00%
GNMA 2024-110 FLT 07/54
GNR
3614402
0.00%
ATI INC 7.25% 08/30
ATI
220000
0.00%
GNMA 2024-27 GB 5% 02/54
GNR
250000
0.00%
GNMA 2024-30 SC FLT 02/54
GNR
3213945
0.00%
FREMF 0.1% 10/53
FREMF
75101753
0.00%
WILLIAMS 7.375% 10/31
WLSC
220000
0.00%
FHLMC VAR 10/38
FHMS
1000000
0.00%
UMBS MORTPASS 6.5% 02/56
FR
218582
0.00%
FHLMC VAR 10/55
FHMS
1688292
0.00%
UMBS MORTPASS 5.5% 01/56
FR
228296
0.00%
SM ENERGY CO 6.5% 07/28
SM
220000
0.00%
ARDAGH GROUP SA COMMON
ARDHF
48665
0.00%
FNMA MORTPASS 4.97% 10/30
FN
220000
0.00%
BANK 2020-BNK28 VAR 03/63
BANK
4033789
0.00%
FHLMC STACR FLT 03/43
STACR
214766
0.00%
UMBS MORTPASS 6.5% 03/56
FR
211914
0.00%
FS 8.625% 06/33
FSBIOE
230000
0.00%
BANK 2.5% 03/63
BANK
320000
0.00%
UMBS MORTPASS 6.5% 03/56
FR
209782
0.00%
UMBS MORTPASS 6.5% 02/56
FN
208212
0.00%
FHLMC VAR 09/30
FHMS
7140348
0.00%
FHLMC VAR 12/28
FHMS
11764326
0.00%
GNMA 2024-64 SV FLT 04/54
GNR
5630954
0.00%
STARWOOD 4.261% 11/55
STAR
250000
0.00%
UMBS MORTPASS 6% 03/56
FR
208244
0.00%
UMBS MORTPASS 6.5% 01/56
FN
204703
0.00%
UMBS MORTPASS 7% 05/56
FR
199230
0.00%
UMBS MORTPASS 7% 05/56
FR
199142
0.00%
GNMA 2021-35 IO VAR 12/62
GNR
3009788
0.00%
UMBS MORTPASS 7% 05/56
FR
198696
0.00%
UMBS MORTPASS 6.5% 03/56
FR
199948
0.00%
INSTITUTO 6.75% 10/31
COSICE
200000
0.00%
UMBS MORTPASS 8% 01/54
FN
188282
0.00%
FHLMC VAR 10/44
FHMS
12000000
0.00%
BENCHMARK VAR 07/56
BMARK
200000
0.00%
FHLMC MSCR FLT 07/41
MSCR
200000
0.00%
DANA INC 4.25% 09/30
DAN
204000
0.00%
GNMA II MORTPASS 6% 02/53
G2
199169
0.00%
AVIS BUDGET 5.75% 07/27
CAR
200000
0.00%
AZULE ENERGY 8.125% 01/30
AZURGY
200000
0.00%
NYMT LOAN STEP 09/39
NYMT
197798
0.00%
GNMA II MORTPASS 6% 11/54
G2
194429
0.00%
CURRENCY CONTRACT - CAD
19511235
0.00%
GNMA 2025-7 QS FLT 01/55
GNR
2929084
0.00%
UMBS MORTPASS 6.5% 02/56
FR
186882
0.00%
FNMA REMICS FLT 08/54
FNR
4571200
0.00%
GNMA 2022-141 VAR 06/64
GNR
2824853
0.00%
GNMA 2025-7 SL FLT 01/55
GNR
3065385
0.00%
FHLMC REMICS FLT 05/54
FHR
3530046
0.00%
GNMA II MORTPASS 6% 01/55
G2
186091
0.00%
GNMA 2024-126 FLT 08/54
GNR
3454410
0.00%
UMBS MORTPASS 6% 06/56
FR
189247
0.00%
FHLMC VAR 09/28
FHMS
127237094
0.00%
REPUBLIC OF 7.3% 04/52
SOAF
200000
0.00%
ARAB 7.625% 05/34
EGYPT
200000
0.00%
BBCMS MORTGAGE VAR 09/54
BBCMS
4500000
0.00%
GNMA II MORTPASS 6% 06/54
G2
185643
0.00%
EXETER 6.69% 06/29
EART
185417
0.00%
UMBS MORTPASS 5.5% 12/55
FN
190770
0.00%
FHLMC MSCR FLT 02/45
MSCR
180000
0.00%
ACCENDRA 9.75% 06/33
ACH
529480
0.00%
JELD-WEN INC 4.875% 12/27
JELD
200000
0.00%
GNMA 2024-112 FLT 07/54
GNR
2656470
0.00%
GNMA 2021-153 FLT 08/61
GNR
6333655
0.00%
FREMF 0.1% 09/53
FREMF
63070386
0.00%
UMBS MORTPASS 6.5% 06/51
FR
178930
0.00%
GNMA 2021-82 TA FLT 04/61
GNR
9822094
0.00%
GOVERNMENT OF 4.45% 07/31
MONGOL
200000
0.00%
HSBC HOLDINGS VAR 12/49
HSBC
200000
0.00%
FREMF 0.1% 05/53
FREMF
67108788
0.00%
GNMA II MORTPASS 6% 09/54
G2
179304
0.00%
FHLMC VAR 04/28
FHMS
5000000
0.00%
FIBERCOP SPA 6% 09/34
FIBCOP
200000
0.00%
GNMA 2023-113 FLT 08/53
GNR
4295094
0.00%
GNMA 2024-190 FLT 11/54
GNR
3665117
0.00%
FREMF 0.1% 04/33
FREMF
44698428
0.00%
GNMA 2019-155 VAR 07/61
GNR
4954706
0.00%
FHLMC VAR 11/45
FHMS
8700000
0.00%
GOODYEAR TIRE 5.25% 07/31
GT
225000
0.00%
FNMA MORTPASS 1.72% 10/31
FN
205000
0.00%
CURRENCY CONTRACT - CAD
19807848
0.00%
CURRENCY CONTRACT - CAD
19807847
0.00%
FIRST STUDENT 4% 07/29
FRSTST
180000
0.00%
UMBS MORTPASS 6.5% 01/56
FN
166620
0.00%
GNMA II MORTPASS 6% 09/54
G2
170245
0.00%
ALTICE FRANCE 6.5% 04/32
SFRFP
190549
0.00%
UMBS MORTPASS 6% 04/56
FR
169057
0.00%
GNMA 2021-107 XI 3% 06/51
GNR
1066681
0.00%
GNMA II MORTPASS 6% 12/54
G2
165899
0.00%
GNMA II MORTPASS 6% 12/54
G2
168072
0.00%
CD 2016-CD2 VAR 11/49
CD
290000
0.00%
GNMA 2024-159 FLT 10/54
GNR
2811008
0.00%
NEW 3.55% 02/39
NRMLT
168000
0.00%
VELOCITY VAR 06/52
VCC
172302
0.00%
ADT SECURITY 4.875% 07/32
ADT
180000
0.00%
UMBS MORTPASS 7% 05/56
FR
158621
0.00%
UMBS MORTPASS 5.5% 02/56
FR
167964
0.00%
UMBS MORTPASS 5.5% 01/56
FR
168574
0.00%
UMBS MORTPASS 6.5% 04/56
FR
158776
0.00%
FNMA MORTPASS 5.06% 09/30
FN
162000
0.00%
LENDINGPOINT 4.54% 06/29
LDPT
541391
0.00%
CURRENCY CONTRACT - CAD
19476679
0.00%
UMBS MORTPASS 6% 06/51
FR
158864
0.00%
GNMA II MORTPASS 6% 01/55
G2
155398
0.00%
GNMA II MORTPASS 6% 04/54
G2
154785
0.00%
GNMA II MORTPASS 6% 12/54
G2
154718
0.00%
FREMF 0.1% 09/52
FREMF
57299891
0.00%
NEW RESIDENTIAL VAR 05/58
NRZT
170399
0.00%
UMBS MORTPASS 5.5% 12/55
FN
158483
0.00%
FHLMC VAR 09/46
FHMS
3000000
0.00%
KNIFE RIVER 7.75% 05/31
KNIRIV
150000
0.00%
UMBS MORTPASS 6.5% 02/56
FR
149321
0.00%
UMBS MORTPASS 6.5% 06/51
FR
149167
0.00%
VZ SECURED 5% 01/32
ZIGGO
200000
0.00%
TRANSDIGM INC.
147361
0.00%
BANK 2022-BNK39 VAR 02/55
BANK
7967771
0.00%
ISOTOPE FINCO 2 LLC
146887
0.00%
HINNT 2022-A 6.5% 05/41
HINTT
147829
0.00%
UMBS MORTPASS 6.5% 05/56
FN
143299
0.00%
GNMA 2024-121 VAR 07/66
GNR
1625853
0.00%
ROCKIES 4.8% 05/30
ROCKIE
150000
0.00%
UMBS MORTPASS 6.5% 06/56
FR
139436
0.00%
UMBS MORTPASS 6.5% 06/56
FR
139459
0.00%
QXO BUILDING PRODUCTS, I
143555
0.00%
CITIGROUP VAR 04/50
CGCMT
169000
0.00%
UMBS MORTPASS 6.5% 06/56
FN
135495
0.00%
ROCKET COS 7.125% 02/32
RKT
135000
0.00%
GNMA II MORTPASS 6% 12/54
G2
134298
0.00%
UMBS MORTPASS 5.5% 12/55
FN
140177
0.00%
FHLMC VAR 01/29
FHMS
13333460
0.00%
CSC HOLDINGS 5.375% 02/28
CSCHLD
300000
0.00%
SANTANDER 5.77% 12/28
SDART
134081
0.00%
VIRGIN MEDIA 4.5% 08/30
VMED
200000
0.00%
FHLMC VAR 08/28
FHMS
14651398
0.00%
GNMA II MORTPASS 6% 12/54
G2
128633
0.00%
GNMA 2022-106 VAR 02/64
GNR
2666138
0.00%
CURRENCY CONTRACT - NOK
-4305665734
0.00%
CURRENCY CONTRACT - GBP
10052241
0.00%
GNMA 2021-60 IO VAR 05/63
GNR
2097059
0.00%
FREMF 0.1% 03/53
FREMF
50305660
0.00%
FREMF 0.1% 09/60
FREMF
43160997
0.00%
GNMA 2021-78 IB 3% 05/51
GNR
718300
0.00%
CURRENCY CONTRACT - EUR
83350193
0.00%
UMBS MORTPASS 6.5% 06/56
FN
114252
0.00%
FREMF 0.1% 09/30
FREMF
40064806
0.00%
IRON MOUNTAIN 6.25% 01/33
IRM
118000
0.00%
DBJPM 3.264% 08/49
DBJPM
119017
0.00%
GNMA 2021-185 VAR 11/63
GNR
1362064
0.00%
GNMA 2021-5 IO VAR 01/61
GNR
1679220
0.00%
FHLMC VAR 06/27
FHMS
13536398
0.00%
SPECTRUM 3.875% 03/31
SPB
129000
0.00%
GNMA 2021-224 VAR 04/64
GNR
1843532
0.00%
BATH & BODY 6.75% 07/36
BBWI
115000
0.00%
CHL MORTGAGE FLT 04/46
CWHL
125049
0.00%
FHLMC VAR 07/45
FHMS
8509531
0.00%
SANTANDER 6.69% 03/31
SDART
105163
0.00%
UMBS MORTPASS 5.5% 01/56
FN
109197
0.00%
GFL 4.375% 08/29
GFLCN
110000
0.00%
FREMF 2019-K92 0.1% 04/29
FREMF
56521341
0.00%
GNMA 2023-15 IO VAR 08/64
GNR
1683783
0.00%
GNMA 2022-7 SA FLT 02/64
GNR
6673786
0.00%
FHLMC VAR 06/28
FHMS
60015663
0.00%
NESCO HOLDINGS 5.5% 04/29
NSCO
105000
0.00%
JPMBB VAR 12/48
JPMBB
105782
0.00%
GNMA II MORTPASS 6% 10/54
G2
101504
0.00%
UMBS MORTPASS 6.5% 05/56
FN
99553
0.00%
NEW RESIDENTIAL VAR 11/59
NRZT
107396
0.00%
TRICON 5.739% 04/39
TCN
101000
0.00%
TUCIELO 2025-ASSICIATION
99633
0.00%
TUCIELO 2025-ASSICIATION
99633
0.00%
GNMA 2022-134 VAR 06/64
GNR
2817477
0.00%
UMBS MORTPASS 7% 05/56
FN
95862
0.00%
UMBS MORTPASS 7% 05/56
FN
94844
0.00%
CREDIT 7.09% 10/33
CAALT
97938
0.00%
GNMA II MORTPASS 6% 07/54
G2
96996
0.00%
UMBS MORTPASS 6.5% 05/56
FN
95893
0.00%
DRYDEN 64 CLO FLT 04/31
DRSLF
97370
0.00%
TRANSCANADA VAR 09/79
TRPCN
100000
0.00%
GNMA II MORTPASS 6% 12/54
G2
94050
0.00%
GNMA II MORTPASS 6% 12/54
G2
92500
0.00%
GNMA 2021-61 IO VAR 08/63
GNR
1289109
0.00%
GNMA II MORTPASS 6% 01/55
G2
92169
0.00%
WFRBS VAR 09/57
WFRBS
100000
0.00%
DYCOM 4.5% 04/29
DY
95000
0.00%
CURRENCY CONTRACT - BRL
35275857
0.00%
UMBS MORTPASS 6.5% 05/56
FN
87913
0.00%
GNMA 2015-33 IO VAR 02/56
GNR
33857744
0.00%
EXETER 6.76% 09/28
EART
88490
0.00%
GNMA 2016-165 VAR 12/57
GNR
2979864
0.00%
UMBS MORTPASS 6.5% 02/56
FN
83993
0.00%
GNMA II MORTPASS 6% 06/54
G2
82822
0.00%
GNMA II MORTPASS 6% 01/55
G2
81138
0.00%
CHILEAN PESO CURRENCY
9509679144
0.00%
WELLS FARGO VAR 04/55
WFCM
100000
0.00%
CHARTER 5.375% 04/38
CHTR
100000
0.00%
FHLMC VAR 12/45
FHMS
1850000
0.00%
HERTZ 4.625% 12/26
HTZ
83000
0.00%
GNMA II MORTPASS 6% 01/55
G2
72804
0.00%
FHLMC VAR 09/27
FHMS
17323663
0.00%
DEEPHAVEN VAR 03/67
DRMT
76626
0.00%
FHLMC VAR 06/30
FHMS
2074121
0.00%
FREMF 0.1% 01/54
FREMF
20236360
0.00%
FHLMC VAR 04/32
FHMS
4068315
0.00%
FREMF 0.1% 05/53
FREMF
24000000
0.00%
GNMA II MORTPASS 6% 09/54
G2
67401
0.00%
CONNECTICUT FLT 11/41
CAS
64000
0.00%
GNMA II MORTPASS 6% 06/54
G2
63789
0.00%
ALTICE FRANCE 10% 01/33
SFRFP
80000
0.00%
FNMA-ACES 0.5% 10/32
FNA
69303
0.00%
GNMA II MORTPASS 6% 11/54
G2
61427
0.00%
FHLMC VAR 01/45
FHMS
14999854
0.00%
GNMA II MORTPASS 6% 12/54
G2
60834
0.00%
TRIMAS CORP 4.125% 04/29
TRS
65000
0.00%
FREMF 0.1% 11/52
FREMF
102995332
0.00%
DEXKO GLOBAL 7.5% 04/32
DEXAXL
82400
0.00%
FHLMC MSCR FLT 01/51
MSCR
60085
0.00%
GNMA II MORTPASS 6% 07/54
G2
58894
0.00%
BAYVIEW FLT 12/31
BVCLN
59106
0.00%
GNMA II MORTPASS 6% 01/55
G2
57436
0.00%
FHLMC VAR 10/28
FHMR
2000000
0.00%
FHLMC VAR 02/45
FHMS
11342000
0.00%
BANK 2017-BNK5 VAR 06/60
BANK
60000
0.00%
ELANCO ANIMAL 6.4% 08/28
ELAN
55000
0.00%
FNMA-ACES VAR 06/29
FNA
3144123
0.00%
BAYVIEW FLT 12/31
BVCLN
53893
0.00%
FHLMC VAR 06/29
FHMS
1614000
0.00%
BCPE LIGHTNING BUYER, INC
49562
0.00%
PAGAYA AI 3.27% 05/29
PAID
49928
0.00%
FREMF 0.1% 10/53
FREMF
15633000
0.00%
MFA 2021-NQM1 VAR 04/65
MFRA
51843
0.00%
GLS AUTO 6.15% 04/28
GCAR
48707
0.00%
GNMA II MORTPASS 6% 11/54
G2
47504
0.00%
NOVA 4.25% 05/29
NCX
50000
0.00%
CHARTER 6.65% 02/34
CHTR
50000
0.00%
FHLMC VAR 12/27
FHMS
13126071
0.00%
NRZ EXCESS 3.474% 11/26
NZES
46130
0.00%
THEOREM 9.27% 12/28
THRM
45094
0.00%
FREMF 0.1% 09/53
FREMF
14600000
0.00%
FHLMC VAR 09/35
FHMS
323642
0.00%
UMBS MORTPASS 5.5% 01/56
FN
44770
0.00%
CURRENCY CONTRACT - GBP
10559306
0.00%
FHLMC VAR 10/34
FHMS
1180662
0.00%
FREMF 0.1% 09/52
FREMF
12768420
0.00%
FREMF 0.1% 01/54
FREMF
10972469
0.00%
FHLMC VAR 10/29
FHMS
1618746
0.00%
FREMF 0.1% 03/53
FREMF
12000000
0.00%
FHLMC VAR 11/28
FHMS
751485
0.00%
GNMA II MORTPASS 6% 01/55
G2
32570
0.00%
FREMF 0.1% 05/29
FREMF
15451899
0.00%
FREMF 0.1% 10/32
FREMF
13790307
0.00%
AMERICAN 3.95% 01/32
AAL
32000
0.00%
FHLMC VAR 01/27
FHMS
29841465
0.00%
RAVEN ACQUISITION HOLDIN
28539
0.00%
FHLMC VAR 11/46
FHMS
621062
0.00%
FREMF 0.1% 08/30
FREMF
9003480
0.00%
EXETER 5.98% 12/28
EART
26942
0.00%
FREMF 2019-K92 0.1% 07/29
FREMF
12014516
0.00%
FREMF 0.1% 11/53
FREMF
66255818
0.00%
FREMF 0.1% 05/33
FREMF
5250000
0.00%
GNMA 2021-141 FLT 06/63
GNR
1630556
0.00%
ATI INC 4.875% 10/29
ATI
25000
0.00%
CITIGROUP VAR 11/51
CGCMT
1859258
0.00%
FREMF 0.1% 06/29
FREMF
10000000
0.00%
USD CCP COLL VM CITIBANK
21290
0.00%
FREMF 2018-KF43 FLT 01/28
FREMF
21473
0.00%
FHLMC VAR 10/27
FHMR
2000000
0.00%
FNMA-ACES VAR 01/32
FNA
2770915
0.00%
GNMA 2021-142 XI 3% 08/51
GNR
113027
0.00%
FREMF 0.1% 11/52
FREMF
24500000
0.00%
ALTICE FRANCE SA
1131
0.00%
GNMA 2014-181 FLT 12/44
GNR
346903
0.00%
FNMA-ACES VAR 02/30
FNA
2181401
0.00%
BCPE LIGHTNING BUYER, INC
17413
0.00%
UPSTART VAR 02/30
UPSPT
16527
0.00%
UPSTART VAR 04/30
UPSPT
16238
0.00%
CURRENCY CONTRACT - USD
-35694450
0.00%
GNMA 2020-150 VAR 12/62
GNR
230213
0.00%
FHLMC VAR 03/28
FHMS
2039912
0.00%
CITIGROUP VAR 06/51
CGCMT
1421807
0.00%
CITIGROUP 3.225% 09/48
CGCMT
10711
0.00%
VELOCITY 3.59% 04/48
VCC
10467
0.00%
FREMF 0.1% 09/30
FREMF
3300000
0.00%
FREMF 0.1% 11/53
FREMF
16940483
0.00%
ADT SECURITY 4.875% 07/32
ADT
10000
0.00%
FHLMC VAR 12/44
FHMS
13199853
0.00%
FHLMC VAR 03/27
FHMS
9168765
0.00%
NESCO HOLDINGS 5.5% 04/29
NSCO
5000
0.00%
ALTICE FRANCE SA ZERO
334
0.00%
LENDINGPOINT 8.68% 02/30
LDPT
4803
0.00%
ROCKIES 4.8% 05/30
ROCKIE
5000
0.00%
FREMF 0.1% 10/32
FREMF
1600000
0.00%
FREMF 2018-KF50 FLT 07/28
FREMF
3382
0.00%
FHLMC VAR 08/27
FHMS
606518
0.00%
EURO
1152
0.00%
LSF12 CROWN US COMMERCIA
226
0.00%
FHLMC VAR 01/48
FHMS
11779376
0.00%
FHLMC VAR 10/26
FHMS
8548279
0.00%
GNMA II 6.5% 09/28
G2
75
0.00%
TRINSEO 7.625% 05/29
192072
0.00%
GNMA II 4.5% 07/52
G2
20
0.00%
JAPANESE YEN
7
0.00%
CDS BAC 3 1 USD0628
-5000000
0.00%
CDS BAC 3 1 USD0628
-2200000
0.00%
CHILEAN PESO CURRENCY
-9676357
0.00%
CHINESE RENMINBI(YUAN)CUR
-24052398
0.00%
CURRENCY CONTRACT - AUD
-78546360
0.00%
CURRENCY CONTRACT - BRL
-41359145
0.00%
CURRENCY CONTRACT - BRL
-6907421
0.00%
CURRENCY CONTRACT - CAD
-13712784
0.00%
CURRENCY CONTRACT - EUR
-93622204
0.00%
CURRENCY CONTRACT - GBP
-13324170
0.00%
CURRENCY CONTRACT - GBP
-14088214
0.00%
CURRENCY CONTRACT - JPY
-108733060
0.00%
CURRENCY CONTRACT - NZD
-24833389
0.00%
CURRENCY CONTRACT - USD
27170127
0.00%
CURRENCY CONTRACT - USD
7095606
0.00%
CURRENCY CONTRACT - USD
54043724
0.00%
CURRENCY CONTRACT - USD
27869920
0.00%
CURRENCY CONTRACT - USD
77359766
0.00%
CURRENCY CONTRACT - USD
9725009
0.00%
CURRENCY CONTRACTS - ZAR
-26489847
0.00%
ESCROW RITE AID 0.0 31 DE
36352
0.00%
CDS BAC 3 1 USD0628
2200000
0.00%
CURRENCY CONTRACT - CAD
-2168140520
0.00%
CURRENCY CONTRACT - CAD
-2205286979
0.00%
CURRENCY CONTRACT - JPY
17168516336
0.00%
CHINESE RENMINBI(YUAN)CUR
160869466
0.00%
CURRENCY CONTRACT - CAD
-24471462
0.00%
CDS BAC 3 1 USD0628
5000000
0.00%
CURRENCY CONTRACT - USD
-8059922
0.00%
CURRENCY CONTRACT - BRL
207730855
0.00%
CURRENCY CONTRACT - CAD
-11608784
0.00%
CURRENCY CONTRACT - GBP
-22697531
0.00%
CURRENCY CONTRACT - USD
-39183351
0.00%
CURRENCY CONTRACT - CAD
-48536414
0.00%
CURRENCY CONTRACT - USD
-23169101
0.00%
CURRENCY CONTRACT - NOK
-20598255
-0.01%
CURRENCY CONTRACT - USD
-516504957
-0.01%
COLLATERAL USD TBA
-950000
-0.01%
CURRENCY CONTRACT - USD
-110169598
-0.02%
US 2YR NOTE 12/31/2026
TUZ6 COMB Comdty
2706
-0.05%
CASH
-5868259
-0.06%
USD - FOR FUTURES
-6396471
-0.16%
US 10YR NOTE 12/21/2026
TYZ6 COMB Comdty
16988
-0.23%
TBA UMBS SINGLE FAMILY 7%
FNCL
-24600000
-0.61%
TBA UMBS SINGLE 4.5%
FNCL
-75600000
-0.76%
TBA UMBS SINGLE FAMILY 4%
FNCL
-96593000
-0.82%
SWAP CASH COLLATERAL USD
-91163000
-1.35%
TBA GNMA2 SINGLE 5.5%
G2SF
-156000000
-2.11%
TBA GNMA2 SINGLE 4%
G2SF
-271350000
-3.25%
TBA UMBS SINGLE FAMILY 6%
FNCL
-367700000
-3.93%
TBA GNMA2 SINGLE 4.5%
G2SF
-486210000
-5.25%
TBA UMBS SINGLE FAMILY 5%
FNCL
-626940000
-6.62%
TBA UMBS SINGLE 5.5%
FNCL
-768330000