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Watchlist
Account
JPMorgan Core Plus Bond ETF
JCPB
#206
ETF rank
NZ$26.99 B
Marketcap
๐บ๐ธ US
Market
NZ$79.38
Share price
-0.20%
Change (1 day)
-2.31%
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 Core Plus Bond ETF - Holdings
Etf holdings as of
September 30, 2026
Number of holdings:
2825
Full holdings list
Weight %
Name
Ticker
Shares Held
8.02%
JPMORGAN U.S. GOVERNMENT
MGMXX
1219307772
2.91%
TBA UMBS SINGLE FAMILY 5%
FNCL
477715000
2.53%
UNITED 3.625% 08/29
T
399565000
1.40%
TBA UMBS SINGLE 5.5%
FNCL
222600000
1.04%
TBA UMBS SINGLE 2.5%
FNCL
202700000
0.98%
UNITED STATES OF 4% 11/35
T
163370000
0.91%
UNITED 4.875% 08/45
T
153220000
0.69%
UNITED STATES 4.5% 11/54
T
124385000
0.66%
UNITED STATES OF 4% 11/52
T
129635000
0.61%
UNITED STATES 4.25% 11/34
T
99550400
0.60%
UNITED STATES 0.5% 08/27
T
95000000
0.54%
UNITED 4.125% 11/29
T
84780000
0.52%
UNITED 3.625% 08/30
T
82535000
0.50%
UNITED STATES OF 4% 11/42
T
91722400
0.50%
OTCBA FINRA CSH AT BROKER
76177000
0.42%
UNITED STATES 4.75% 11/43
T
70645600
0.41%
UNITED STATES 4.75% 11/53
T
70725000
0.36%
GNMA II 2.5% 07/52
G2
67820991
0.35%
UNITED STATES ZERO 05/31
S
66705697
0.35%
UNITED STATES OF 3% 02/47
T
77712900
0.34%
UNITED STATES 4.75% 05/55
T
58875000
0.32%
UMBS MORTPASS 5% 04/56
FR
51697929
0.30%
UNITED 1.125% 08/40
T
79097100
0.29%
UNITED 2.375% 05/51
T
78487900
0.28%
USD - FOR FUTURES
42003437
0.27%
UNITED 3.625% 08/43
T
53044000
0.26%
FNMA MORTPASS 3.71% 06/34
FN
45000000
0.26%
LIBERTY2026SRTFRN14MAY31
40000000
0.26%
COLLATERAL USD
39219000
0.26%
UNITED 3.375% 11/48
T
54949000
0.25%
UNITED STATES 3.75% 11/43
T
48418000
0.25%
UMBS MORTPASS 5.5% 10/55
FR
39515739
0.24%
RESIBUILT 7.35% 07/32
37136170
0.24%
UNITED 1.125% 10/26
T
36764000
0.24%
UMBS MORTPASS 5% 03/56
FR
39358433
0.22%
UNITED 4.625% 11/55
T
39795000
0.22%
WELLS FARGO & VAR 01/37
WFC
36978000
0.22%
CASH
33232230
0.22%
UMBS MORTPASS 5% 07/53
FR
35192709
0.21%
NOTES FIXED 10% 09/31
32600000
0.21%
GNMA II 2.5% 03/56
G2
39397965
0.20%
UMBS MORTPASS 3% 05/52
FN
37694812
0.20%
GGAM MASTER 9.317% 09/60
GGAMMT
32240000
0.20%
BCAP LLC NOTES 0% 09/27
30486023
0.20%
UMBS MORTPASS 3% 07/52
FN
36254540
0.20%
GNMA II 2.5% 10/55
G2
37165895
0.19%
GNMA II 2.5% 06/52
G2
36495492
0.19%
UNITED STATES ZERO 08/41
S
67105059
0.19%
TBA GNMA2 SINGLE 5%
G2SF
31025000
0.19%
UMBS MORTPASS 4.5% 06/52
FN
31519344
0.19%
GNMA 2024-197 BN 3% 05/51
GNR
31876949
0.19%
UMBS MORTPASS 3.5% 12/52
FN
33031890
0.18%
BANK OF AMERICA VAR 04/32
BAC
29440000
0.18%
UMBS MORTPASS 5.5% 06/56
FR
29265402
0.18%
FMC GMSR ISSUER FLT 08/29
FMMSR
28000000
0.18%
WELLS FARGO & VAR 05/32
WFC
28590000
0.18%
FHLMC MSCR FLT 01/51
MSCR
26991000
0.18%
MULTIFAMILY FLT 11/53
MCAS
23685000
0.18%
MORGAN STANLEY VAR 04/32
MS
28000000
0.18%
FNMA-ACES VAR 01/33
FNA
33056309
0.17%
UMBS MORTPASS 4% 10/52
FR
29749569
0.17%
JONAH LLC 12% 06/29
26018964
0.17%
UNITED 4.375% 08/43
T
30065000
0.17%
EQUIFY 9.125% 12/30
EQUIFY
26000000
0.17%
JP MORGAN VAR 04/66
JPMMT
27000000
0.17%
GRIT 9.996 27MAR30
25838926
0.16%
WELLS FARGO & VAR 01/31
WFC
25360000
0.16%
UNITED STATES OF 3% 11/44
T
35095000
0.16%
FNMA MORTPASS 1.71% 09/31
FN
28773000
0.16%
HSBC HOLDINGS VAR 08/37
HSBC
25395000
0.15%
PRET 2026-RN1 STEP 06/66
PRET
23662097
0.15%
FNMA-ACES VAR 07/35
FNA
28414000
0.15%
GOLDMAN SACHS VAR 10/36
GS
24920000
0.15%
UMBS MORTPASS 5% 05/56
FR
24065767
0.15%
BANK OF AMERICA VAR 02/37
BAC
24170000
0.14%
ABL 2025-RTL1 STEP 06/30
ABL
22045000
0.14%
UMBS MORTPASS 5.5% 07/55
FN
22861797
0.14%
DIVERSIFIED 9.75% 04/29
DIGAOI
21250000
0.14%
UNITED STATES 2.25% 05/41
T
32359000
0.14%
FNMA 4.195% 01/33
FN
23390000
0.14%
RESEARCH-DRI 6.847% 09/36
RPM
22000000
0.14%
GOODLEAP 0.001% 07/42
20659180
0.14%
GS FLT 03/66
GSMBS
21453457
0.14%
UMBS MORTPASS 2.5% 05/51
FN
26530507
0.14%
PHILIP 5.375% 02/33
PM
21545000
0.14%
SEASONED 3.25% 11/64
SCRT
25927505
0.14%
UMBS MORTPASS 4% 01/53
FN
23569124
0.14%
GNMA II 2.5% 12/51
G2
25806245
0.13%
UMBS MORTPASS 3% 03/52
FR
24916440
0.13%
BEIGNET 6.581% 05/49
RPLDCI
22016000
0.13%
FHLMC MSCR FLT 02/45
MSCR
19915000
0.13%
UMBS MORTPASS 5.5% 08/56
FN
20865818
0.13%
AL 20261BREEC55925OCT29
20000000
0.13%
GNMA II 3.5% 04/52
G2
23696734
0.13%
HONEYWELL 4.95% 03/36
HONA
21550000
0.13%
CITIGROUP INC VAR 09/30
C
20543000
0.13%
BAKER HUGHES 5% 06/36
BKR
21550000
0.13%
RCKT MORTGAGE STEP 07/56
RCKT
20121664
0.13%
SANTANDER UK VAR 09/30
SANUK
19990000
0.13%
TOWD POINT VAR 09/66
TPMT
19305000
0.13%
LVNV FUNDING 6.684% 08/31
20000000
0.13%
NMABS ISSUER 5.51% 07/56
NMNL
19991666
0.13%
PSA TRUST VAR 08/43
PSA
19841000
0.13%
UNITED STATES OF 3% 08/52
T
29920000
0.12%
CHENIERE 5.75% 08/34
CQP
19445000
0.12%
CITIGROUP INC VAR 09/37
C
19510000
0.12%
MIDCON 6.019 10JUL30
18922724
0.12%
FNMA MORTPASS 4.6% 02/34
FN
20000000
0.12%
GNMA II 2.5% 03/52
G2
23613500
0.12%
CITIGROUP INC VAR 09/31
C
19823000
0.12%
FHLMCGLD 3.5% 01/35
FR
21505328
0.12%
GGAM MASTER 9.702% 09/60
GGAMMT
19325407
0.12%
TOWD POINT STEP 06/66
TPMT
19108540
0.12%
WELLS FARGO & VAR 04/31
WFC
18976000
0.12%
FORD MOTOR 6.467% 05/36
F
19386000
0.12%
MARS INC 5.2% 03/35
MARS
19575000
0.12%
AT&T INC 4.9% 11/35
T
20317000
0.12%
UNITED STATES OF 3% 08/48
T
27741200
0.12%
GNMA 2026-108 FLT 06/56
GNR
18906199
0.12%
EXETER 7.48% 09/32
EART
18150000
0.12%
FNMA REMICS ZERO 09/56
FNR
24668161
0.12%
MULTIFAMILY FLT 09/56
MCAS
18285000
0.12%
UMBS MORTPASS 2.5% 03/52
FN
23240234
0.12%
NRM FHT1 STEP 03/32
NZES
18576803
0.12%
RCKT MORTGAGE STEP 03/56
RCKT
18643184
0.12%
HSBC HOLDINGS VAR 03/31
HSBC
18540000
0.12%
CFIN 2022-RTL1 0% 08/27
18127622
0.12%
ABBVIE INC 5.3% 09/36
ABBV
18988000
0.12%
NGF HOLDINGS 9.625% 12/29
NXGNFN
18000000
0.12%
NEXUS NOVA FRN 10AUG27
18000000
0.12%
GNMA II MORTPASS 3% 07/52
G2
21598436
0.12%
MARS INC 4.8% 03/30
MARS
18370000
0.12%
GOLDMAN SACHS VAR 06/32
GS
18700000
0.12%
FHLMC MSCR FLT 01/51
MSCR
16180000
0.12%
UNITED 1.375% 11/40
T
29720000
0.12%
GS STEP 06/56
GSMBS
18046753
0.11%
MARS INC 5% 03/32
MARS
18010000
0.11%
HSBC HOLDINGS VAR 11/30
HSBC
17600000
0.11%
DEEPHAVEN STEP 03/61
DRMT
17679723
0.11%
BANK OF AMERICA VAR 07/32
BAC
20150000
0.11%
MORGAN STANLEY VAR 03/32
MS
18015000
0.11%
GLOBAL 4.875% 11/30
GPN
17985000
0.11%
JBS NV/JBS 5.625% 03/37
JBS
18475000
0.11%
ARGENTINE STEP 07/35
ARGENT
24185000
0.11%
UNITED STATES ZERO 05/42
S
41340000
0.11%
GLS AUTO 5.02% 12/31
GCAR
17463000
0.11%
AMERICAN 5.56% 09/33
AMT
17365000
0.11%
FNMA REMICS 1.75% 07/49
FNR
20875516
0.11%
PRPM 2026-RCF4 STEP 06/56
PRPM
17203797
0.11%
GNMA II 2.5% 07/52
G2
21177060
0.11%
GNMA II 2.5% 02/52
G2
21034479
0.11%
SANTANDER 4.75% 04/32
SDART
17119000
0.11%
UMBS MORTPASS 4% 07/55
FN
18991976
0.11%
GNMA 2025-6 GA 3.5% 01/48
GNR
17974742
0.11%
MTN COMMERCIAL VAR 05/43
MTN
17000000
0.11%
BANK OF AMERICA VAR 02/32
BAC
17435000
0.11%
MPLX LP 4.8% 02/31
MPLX
17060000
0.11%
PETROLEOS 7.69% 01/50
PEMEX
19530000
0.11%
BOFAS RE-REMIC VAR 07/52
BOFAS
19598000
0.11%
GNMA 2024-51 3.5% 07/48
GNR
17294037
0.11%
HSBC HOLDINGS VAR 03/37
HSBC
17585000
0.11%
FIGRE TRUST VAR 08/56
FIGRE
16400000
0.11%
TRIAD 0% 04/52
15540263
0.11%
FHLMC MSCR FLT 03/46
MSCR
16000000
0.10%
UBS GROUP AG VAR 10/31
UBS
16285000
0.10%
FHLMC REMICS FLT 04/56
FHR
19018143
0.10%
RESEARCH-DRI 4.838% 06/34
RPM
16000000
0.10%
PACIFIC GAS 6.4% 06/33
PCG
15860000
0.10%
D2 MULTIFAMILY FLT 11/43
D2
15845000
0.10%
GNMA II MORTPASS 3% 03/55
G2
18962341
0.10%
GOLDMAN SACHS VAR 06/37
GS
16912000
0.10%
FNMA-ACES 2.1% 11/35
FNA
18287461
0.10%
FORD MOTOR 5.753% 04/33
F
16616000
0.10%
CHARTER 6.55% 06/34
CHTR
16565000
0.10%
TRIAD HOLDINGS 0% 04/52
15540263
0.10%
BERRY GLOBAL 5.8% 06/31
AMCR
15630000
0.10%
FHLMC REMICS FLT 08/56
FHR
19624699
0.10%
GOODLEAP HOME 8.55% 12/49
GDLP
15602584
0.10%
MULTIFAMILY FLT 03/50
MCAS
15365945
0.10%
TOWD POINT STEP 12/65
TPMT
15987815
0.10%
FHLMCGLD 4.25% 11/34
FR
17000000
0.10%
AERCAP IRELAND 3.3% 01/32
AER
17640000
0.10%
TVC MORTGAGE STEP 02/41
TVC
15716000
0.10%
MORGAN STANLEY VAR 01/32
MS
16180000
0.10%
FHLMC REMICS FLT 08/56
FHR
19677745
0.10%
MULTIFAMILY FLT 10/49
MCAS
15091104
0.10%
BCAP LLC TRUST 0% 09/27
15243011
0.10%
FNMA REMICS 2.5% 11/47
FNR
17271615
0.10%
ACHM TRUST VAR 08/56
ACHM
15390441
0.10%
AMERICAN 5.1% 01/33
ACAR
15410000
0.10%
UMBS MORTPASS 4.5% 02/55
FN
16606591
0.10%
SRT ISSUER II VAR 12/31
15000000
0.10%
UMBS MORTPASS 3% 03/52
FN
18298744
0.10%
HIBERNIA IV 6.317% 08/46
15000000
0.10%
HIBERNIA IV 7.189% 08/46
15000000
0.10%
JGW ABS TRUST 9.34% 08/36
JGW
15000000
0.10%
NEXGEN 2025-1 VAR 11/31
15000000
0.10%
FNMA-ACES 2.399% 11/31
FNA
17125000
0.10%
SRT ISSUER I VAR 07/31
15000000
0.10%
UNITED 4.625% 02/35
T
15600000
0.10%
VOLKSWAGEN GROUP 6% 09/33
VW
15365000
0.10%
VOLKSWAGEN 5.35% 03/30
VW
15113000
0.10%
AT&T INC 6.2% 10/56
T
16545000
0.10%
UMBS MORTPASS 3% 08/51
FR
17922794
0.10%
BIOGEN INC 5.75% 05/35
BIIB
15000000
0.10%
LVNV FUNDING 6.55% 08/29
15000000
0.10%
VERIZON VAR 05/58
VZ
15528000
0.10%
MORGAN STANLEY VAR 04/31
MS
14905000
0.10%
BRIDGECREST 7.46% 02/32
BLAST
14550000
0.10%
MITSUBISHI UFJ VAR 09/32
MUFG
14805000
0.10%
YGRENE ENERGY 8.5% 07/45
14431244
0.09%
UNITED STATES OF 2% 11/41
T
22600000
0.09%
CITIBANK NA VAR 06/32
C
15000000
0.09%
RCKT MORTGAGE STEP 02/56
RCKT
14855841
0.09%
UBS AG/STAMFORD VAR 02/32
UBS
15000000
0.09%
GNMA II MORTPASS 4% 07/65
G2
16465120
0.09%
GLENCORE 5.634% 04/34
GLENLN
14770000
0.09%
GLS AUTO 5.59% 01/31
GCAR
14300000
0.09%
GOLDMAN SACHS VAR 01/32
GS
15000000
0.09%
ENERGY TRANSFER VAR 02/56
ET
14456000
0.09%
FNMA MORTPASS 4.52% 03/34
FN
15000000
0.09%
PROMETHEUS 12.0 12SEP29
14200000
0.09%
EXPAND ENERGY 4.75% 02/32
SWN
14890000
0.09%
COLUMBIA 6.036% 11/33
CPGX
14020000
0.09%
HONEYWELL 4.3% 03/31
HONA
14725000
0.09%
KINETIK 5.875% 06/30
KNTK
14228000
0.09%
GOODLEAP HOME 7.61% 10/49
GDLP
14278340
0.09%
PAR 2026-3 5.89% 05/34
PAR
14000000
0.09%
EJ HUGOTON 10.289 10OCT41
13815515
0.09%
AMGEN INC 4.85% 02/36
AMGN
15000000
0.09%
MORGAN STANLEY VAR 07/32
MS
14215000
0.09%
UMBS MORTPASS 3% 06/52
FN
16574273
0.09%
EATON CORP 4.8% 03/36
ETN
14855000
0.09%
CITIGROUP INC VAR 02/35
C
14140000
0.09%
CHARLES SCHWAB VAR 05/37
SCHW
14380000
0.09%
FOUNDRY JV 6.25% 01/35
FABSJV
13605000
0.09%
BAT CAPITAL 5.3% 08/33
BATSLN
14080000
0.09%
DEC 6.82 28JUL46 144A
13974358
0.09%
UMBS MORTPASS 5% 12/54
FN
14368231
0.09%
AMAZON.COM INC 5.8% 03/56
AMZN
15356000
0.09%
GNMA II MORTPASS 3% 10/54
G2
16086538
0.09%
HSBC HOLDINGS VAR 11/31
HSBC
14075000
0.09%
FNMA MORTPASS 4% 04/64
FN
15249453
0.09%
FHLMC MSCR FLT 11/51
MSCR
12961262
0.09%
FNMA REMICS 1.875% 03/51
FNR
16840828
0.09%
BOFAS RE-REMIC VAR 05/51
BOFAS
14535000
0.09%
FHLMCGLD 3.2% 04/34
FR
14996027
0.09%
UMBS MORTPASS 5.5% 01/55
FR
13608371
0.09%
FNMA MORTPASS 4% 06/63
FN
15167526
0.09%
AVIS BUDGET 7.2% 06/30
AESOP
13125000
0.09%
HCA INC 4.6% 11/32
HCA
13966000
0.09%
FREMF 2017-K69 ZERO 10/49
FREMF
14343050
0.09%
SOUTHERN CO 5.75% 09/33
SO
13145000
0.09%
MORGAN STANLEY VAR 10/30
MS
13380000
0.09%
VISTRA 4.3% 10/28
VST
13331000
0.09%
LOANDEPOT GMSR FLT 07/30
LDMSR
13000000
0.08%
MEDALLION 8.25% 05/31
MFIN
13000000
0.08%
ISTAJETSERI69705APR32144A
12837500
0.08%
GOLDMAN SACHS VAR 07/32
GS
13225000
0.08%
FHLMC REMICS FLT 08/56
FHR
15826286
0.08%
UNITED STATES ZERO 08/40
S
27517340
0.08%
ENEL FINANCE 5.5% 06/34
ENELIM
13260000
0.08%
IQVIA INC 6.25% 06/32
IQV
12917000
0.08%
DOMINION ENERGY VAR 02/56
D
13176000
0.08%
GNMA II 4.5% 02/55
G2
14235987
0.08%
RFM REREMIC ZERO 03/50
RFM
13190000
0.08%
BRIDGECREST 5.64% 11/30
BLAST
12700000
0.08%
UMBS MORTPASS 5.5% 02/55
FN
13129982
0.08%
IMPERIAL 5.625% 07/35
IMBLN
13300000
0.08%
CREDIT 5.28% 08/36
CAALT
12893000
0.08%
BMD2 RE-REMIC ZERO 05/52
BMD2
14786000
0.08%
CITIGROUP INC VAR 09/36
C
13507000
0.08%
FNMA REMICS FLT 07/56
FNR
15675319
0.08%
GOODLEAP HOME 8.38% 07/50
GDLP
12550000
0.08%
DEC 6.1 28JUL46 144A
12791114
0.08%
SOLVENTUM CORP 5.6% 03/34
SOLV
12860000
0.08%
GNMA II 2.5% 07/53
G2
15368192
0.08%
GOLDMAN SACHS VAR 01/31
GS
12660000
0.08%
JGW ABS TRUST 6% 08/36
12405983
0.08%
SANTANDER UK VAR 09/37
SANUK
12820000
0.08%
AMAZON.COM INC 5.3% 07/36
AMZN
12980000
0.08%
CCO HOLDINGS 4.75% 03/30
CHTR
13440000
0.08%
AVOLON 5.75% 11/29
AVOL
12331000
0.08%
FNMA MORTPASS 3.9% 10/32
FN
13290000
0.08%
GAM RE-REMIC ZERO 11/50
GAM
13207000
0.08%
GNMA II 3.5% 04/53
G2
14148689
0.08%
RCKT MORTGAGE STEP 04/56
RCKT
12506586
0.08%
BRIDGECREST 7.7% 04/31
BLAST
12000000
0.08%
FREMF ZERO 11/52
FREMF
13300000
0.08%
TOWD POINT STEP 01/66
TPMT
12458659
0.08%
NALP BUSINESS 5.72% 06/51
NALP
12521725
0.08%
FHLMC REMICS FLT 08/56
FHR
15205434
0.08%
FNMA REMICS 0.5% 09/54
FNR
14702340
0.08%
NEXGEN 2025-1 VAR 11/31
12000000
0.08%
SYNOPSYS INC 5% 04/32
SNPS
12490000
0.08%
BIOGEN INC 6.45% 05/55
BIIB
12223000
0.08%
CHENIERE ENERGY 4% 03/31
CQP
12838000
0.08%
UMBS MORTPASS 4% 02/52
FR
13515311
0.08%
BRIDGECREST 7.18% 11/32
BLAST
12000000
0.08%
FNMA REMICS 0.25% 06/56
FNR
15379501
0.08%
READYCAP 9.375% 03/28
RDYCAP
12000000
0.08%
PRET 2026-NPL1 STEP 01/56
PRET
12043951
0.08%
FORTIVA 5.92% 05/31
FRCMT
11910000
0.08%
MERCURY 11.85% 02/32
MFCC
12000000
0.08%
UMBS MORTPASS 4.5% 06/55
FN
12976210
0.08%
MERCURY 8.45% 02/32
MFCC
12000000
0.08%
CITIGROUP INC VAR 05/32
C
13540000
0.08%
TORONTO-DOMI 4.866% 04/33
TD
12420000
0.08%
UMBS MORTPASS 4% 01/55
FR
13295556
0.08%
UMBS MORTPASS 2.5% 01/52
FN
14597654
0.08%
SEASONED LOANS 3% 05/35
SLST
12955167
0.08%
GNMA II 4.5% 01/66
G2
13040492
0.08%
SOCIETE VAR 08/34
SOCGEN
12368000
0.08%
ONEMAIN DIRECT 5.3% 10/36
ODART
12000000
0.08%
CHARTER 6.65% 02/34
CHTR
11965000
0.08%
FHLMC 3.25% 11/61
SCRT
14042716
0.08%
SPACE 5.35% 07/31
SPCX
12025000
0.08%
UMBS MORTPASS 4% 07/53
FN
13027221
0.08%
RD MICHIGAN 7.5% 03/45
RDMICH
12429000
0.08%
SEASONED 4.25% 06/65
SCRT
12441542
0.07%
FHLMC REMICS ZERO 07/56
FHR
17407603
0.07%
FNMA MORTPASS 4.42% 08/32
FN
11990000
0.07%
GS VAR 11/67
GSMBS
11390572
0.07%
SYSCO 5.95% 06/36
SYY
11635000
0.07%
WELLS FARGO & VAR 09/30
WFC
11420000
0.07%
CHERRY 5.43% 01/34
CHRY
11398000
0.07%
HSBC HOLDINGS VAR 05/30
HSBC
11750000
0.07%
BAMLL RE-REMIC VAR 01/50
BAMLL
11563000
0.07%
FHLMC MSCR FLT 06/46
MSCR
11206000
0.07%
LHOME MORTGAGE STEP 01/41
LHOME
11415000
0.07%
CITIGROUP INC VAR 12/49
C
11135000
0.07%
DEEPHAVEN STEP 10/55
DRMT
11377483
0.07%
AMERICAN 5.75% 04/29
AAL
11291500
0.07%
HUNTINGTON 4.835% 09/33
HACLN
11181788
0.07%
CAIXABANK SA VAR 03/30
CABKSM
11000000
0.07%
BRIDGECREST 5.41% 08/31
BLAST
11111000
0.07%
BANK OF AMERICA CORP VAR
BAC
11057000
0.07%
SYSCO HOLDINGS 5.8% 10/33
SYY
11030000
0.07%
GNMA II 2.5% 05/53
G2
13406972
0.07%
FREMF ZERO 11/53
FREMF
12420930
0.07%
DEVON ENERGY 5.4% 02/35
DVN
11260000
0.07%
MOO VAR 06/66
MOOST
11555000
0.07%
BAMLL RE-REMIC VAR 01/50
BAMLL
11000000
0.07%
UMBS MORTPASS 3% 06/52
FR
13048048
0.07%
AMSR 3.775% 04/43
AMSR
12321000
0.07%
UMBS MORTPASS 3% 04/52
FN
12922378
0.07%
FNMA MORTPASS 4.5% 12/63
FN
11858295
0.07%
AME11.48983 15JAN30 144A
10743999
0.07%
NTT FINANCE 5.136% 07/31
NTT
11000000
0.07%
UMBS MORTPASS 5% 07/52
FR
11342028
0.07%
UMBS MORTPASS 2.5% 04/52
FN
13312713
0.07%
DRIVE AUTO 4.9% 12/32
DRIVE
10865000
0.07%
FNMA MORTPASS 4% 10/31
FN
11300000
0.07%
GNMA II 2.5% 11/52
G2
13079587
0.07%
FNMA MORTPASS 5.2% 06/35
FN
10842371
0.07%
DEC 6.91 15JAN31 144A
10918656
0.07%
UNITED 3.375% 05/44
T
14050000
0.07%
SIRIUS XM RADIO 4% 07/28
SIRI
10885000
0.07%
NEXUS NOVO 6.5% 11/28
10471733
0.07%
REACH ABS 5.16% 02/33
REACH
10910000
0.07%
T-MOBILE USA 4.7% 01/35
TMUS
11550000
0.07%
REACH ABS 5.69% 08/32
REACH
10563000
0.07%
AVOLON 4.9% 10/30
AVOL
10900000
0.07%
WELLS FARGO & VAR 09/37
WFC
10727000
0.07%
AT&T INC 3.55% 09/55
T
18170000
0.07%
AMERICAN 5.18% 06/32
ACAR
10690000
0.07%
BAYVIEW STEP 07/56
BVCES
10625368
0.07%
META PLATFORMS 5.5% 11/45
META
12420000
0.07%
CCO HOLDINGS 4.25% 02/31
CHTR
11975000
0.07%
ANGLO 5.25% 03/36
AALLN
11106000
0.07%
BANK OF AMERICA VAR 03/37
BAC
11550000
0.07%
SOUTHERN 5.45% 06/31
EIX
10530000
0.07%
TOTALENERGIE 5.638% 04/64
TTEFP
11705000
0.07%
FHLMC SEASONED 2.5% 05/60
SCRT
12937056
0.07%
SOUTHERN 5.45% 03/35
EIX
10971000
0.07%
PTCM RE-REMIC VAR 06/53
PTCM
12904500
0.07%
DEUTSCHE BANK VAR 12/31
DB
10775000
0.07%
ORACLE CORP 6.85% 02/66
ORCL
12475000
0.07%
GOLDMAN SACHS VAR 04/34
GS
10835000
0.07%
DEC 6.016 13MAR30 144A
10570155
0.07%
HOME 3.799% 12/26
HPA
10260261
0.07%
PROGRESS 4.88% 02/41
PROG
10750000
0.07%
UMBS MORTPASS 6% 08/55
FN
10278848
0.07%
ONEMAIN 5.91% 01/38
OMFIT
10393000
0.07%
TOWD POINT VAR 09/66
TPMT
10000000
0.07%
FNMA MORTPASS 4.13% 10/32
FN
10812000
0.07%
FORD MOTOR 5.42% 04/31
F
10555000
0.07%
SIERRA 7.1% 12/42
SRFC
10283427
0.07%
JONAH 12.5 21MAR33
10099000
0.07%
L3HARRIS 5.25% 06/31
LHX
10300000
0.07%
AM7.98983 15JAN30 144A
10116951
0.07%
RFM REREMIC VAR 03/50
RFM
10328481
0.07%
FREMF ZERO 05/29
FREMF
12278000
0.07%
ENI SPA CALLABLE 6% 05/56
ENIIM
11000000
0.07%
FNMA REMICS ZERO 06/56
FNR
14367999
0.07%
PROGRESS 4.053% 11/40
PROG
10450000
0.06%
ABBOTT 4.65% 03/36
ABT
10843000
0.06%
TORONTO-DOMI 5.473% 09/31
TD
10000000
0.06%
FREMF ZERO 10/53
FREMF
13900000
0.06%
TOWD POINT STEP 04/66
TPMT
10081466
0.06%
FNMA REMICS FLT 07/56
FNR
12324433
0.06%
UMBS MORTPASS 4.5% 11/53
FN
10870477
0.06%
FNMA MORTPASS 4.52% 01/34
FN
10440000
0.06%
UMBS MORTPASS 3% 02/52
FN
11884036
0.06%
BUSINESS JET 5.754% 09/39
BJETS
9989006
0.06%
FNMA MORTPASS 2.13% 01/34
FN
12049467
0.06%
AVOLON 5.375% 05/30
AVOL
10000000
0.06%
CENCORA INC 4.6% 02/33
COR
10490000
0.06%
ARBOR REALTY SR 9% 10/27
ABR
10000000
0.06%
CCO HOLDINGS 4.75% 02/32
CHTR
11507000
0.06%
UMBS MORTPASS 3.5% 05/52
FN
11420419
0.06%
FNMA MORTPASS 5.33% 10/32
FN
9833154
0.06%
UMBS MORTPASS 2.5% 07/51
FN
12159765
0.06%
MERCURY 8.47% 06/32
MFCC
9789000
0.06%
BMD2 RE-REMIC VAR 05/52
BMD2
11219000
0.06%
GNMA II 3.5% 04/62
G2
11781956
0.06%
SANTANDER UK VAR 04/31
SANUK
9771000
0.06%
FNMA MORTPASS 5.22% 03/35
FN
9946581
0.06%
UMBS MORTPASS 3.5% 07/52
FR
11336406
0.06%
ABBVIE INC 6% 09/56
ABBV
10236000
0.06%
HYUNDAI CAPITAL 5% 06/31
HYNMTR
10000000
0.06%
AMERICAN 5.45% 02/34
AMT
10000000
0.06%
ENTERGY CORP VAR 12/54
ETR
9544000
0.06%
SPACE 5.65% 07/33
SPCX
10265000
0.06%
FHLMC REMICS FLT 07/56
FHR
12192407
0.06%
CHARTER 6.95% 08/36
CHTR
10000000
0.06%
CCO HOLDINGS 4.5% 08/30
CHTR
10669000
0.06%
EXETER 5.84% 06/30
EART
9486000
0.06%
ABL 2024-RTL1 STEP 09/29
ABL
9525000
0.06%
CONSTELLATION 4.8% 01/32
CEG
10000000
0.06%
HOME 2.652% 12/26
HPA
9589029
0.06%
FREMF 2019-K92 ZERO 05/52
FREMF
12000000
0.06%
GAM RE-REMIC ZERO 11/50
GAM
10000000
0.06%
HCA INC CALLABLE 5% 05/33
HCA
10000000
0.06%
PUREWEST 10.279% 04/40
PUREW
9475170
0.06%
CHARTER 5.85% 12/35
CHTR
10550000
0.06%
META 5.625% 11/55
META
11802000
0.06%
UMBS MORTPASS 3% 10/49
FR
11350686
0.06%
FIGRE TRUST VAR 06/56
FIGRE
9575992
0.06%
PRM5 TRUST VAR 03/33
PRM5
9300000
0.06%
PACIFIC GAS 5.6% 08/36
PCG
10000000
0.06%
PTCM RE-REMIC VAR 09/54
PTCM
11391300
0.06%
NEXGEN INC VAR 11/33
9308503
0.06%
FREMF 2021-KHG3 VAR 09/28
FREMF
10216000
0.06%
SANTANDER STEP 09/56
SAN
9264983
0.06%
MERCK & CO 5.55% 12/55
MRK
10430000
0.06%
CITIGROUP INC VAR 02/30
C
9348000
0.06%
PROGRESS 4.32% 05/43
PROG
10250000
0.06%
UMBS MORTPASS 2% 12/50
FN
12152877
0.06%
BNP PARIBAS SA VAR 01/30
BNP
9260000
0.06%
VERIZON 5% 01/36
VZ
10000000
0.06%
CITIGROUP INC VAR 09/32
C
9295000
0.06%
CSTL COMMERCIAL VAR 11/42
CSTL
9500000
0.06%
GLS AUTO 6.51% 03/33
GCAR
9500000
0.06%
BPCE SA VAR 01/36
BPCEGP
9365000
0.06%
LYB 5.875% 01/36
LYB
9532000
0.06%
PROGRESS VAR 08/41
PROG
9905000
0.06%
UMBS MORTPASS 3.5% 08/52
FR
10695963
0.06%
UMBS MORTPASS 2% 04/51
FN
12016670
0.06%
CELANESE US 7.375% 02/34
CE
9057000
0.06%
UMBS MORTPASS 3% 08/51
FN
10913467
0.06%
GOLDMAN SACHS VAR 10/31
GS
9550000
0.06%
ICAP 2025-RTL1 STEP 07/30
ICAP
9000000
0.06%
GEMINI 10.5 20FEB29
9000000
0.06%
PACIFIC GAS 5.7% 03/35
PCG
9460000
0.06%
CARNIVAL 6.125% 02/33
CCL
9193000
0.06%
GS STEP 05/56
GSMBS
9165955
0.06%
FNMA MORTPASS 4.09% 12/32
FN
9530000
0.06%
FNMA 4.385% 10/34
FN
9572000
0.06%
UMBS MORTPASS 1% 03/37
FR
10572615
0.06%
UPSTART 4.98% 03/36
UPST
8927000
0.06%
FHLMCGLD 2.5% 08/50
FR
11414460
0.06%
RESEARCH-DRI 5.883% 03/35
RPM
8830000
0.06%
MIDCON ENERGY VAR 02/51
8800537
0.06%
FREMF ZERO 01/54
FREMF
13000000
0.06%
GNMA II 3.5% 07/65
G2
10478541
0.06%
FREMF ZERO 09/53
FREMF
12000000
0.06%
SANTANDER STEP 01/56
SAN
9011328
0.06%
VIRGINIA 5.65% 08/36
D
9080000
0.06%
REACH ABS 5.67% 02/35
REACH
8945000
0.06%
SCF EQUIPMENT 6.21% 06/36
SCFET
9235000
0.06%
IMPERIAL 5.875% 07/34
IMBLN
8860000
0.06%
FNMA MORTPASS 4.46% 11/34
FN
9188879
0.06%
CSMC 4.3355% 09/37
CSMC
10325000
0.06%
STANDARD VAR 08/36
STANLN
9265000
0.06%
CFIN 2022-RTL1 0% 08/27
8617883
0.06%
ROYAL BANK OF VAR 10/30
RY
8845000
0.06%
UMBS MORTPASS 5.5% 02/55
FN
8934654
0.06%
UMBS MORTPASS 5.5% 11/54
FR
8929129
0.06%
CROWN CASTLE 2.1% 04/31
CCI
10000000
0.06%
INTESA SANPAOLO VAR 06/42
ISPIM
10700000
0.06%
MPLX LP 5.3% 04/36
MPLX
9100000
0.06%
DEUTSCHE BANK VAR 02/32
DB
8900000
0.06%
AT&T INC 5.125% 04/36
T
9185000
0.06%
WELLS FARGO & VAR 07/29
WFC
8360000
0.05%
TRANSCANADA VAR 09/79
TRPCN
8554000
0.05%
TOWD POINT STEP 02/66
TPMT
8534636
0.05%
DIVERSIFIED 9.75% 04/29
DIGAOI
8000000
0.05%
EMRLD 6.625% 12/30
EMECLI
8278000
0.05%
FNMA MORTPASS 4.65% 01/32
FN
8515674
0.05%
SEASONED 3.25% 06/65
SCRT
10226803
0.05%
UNITED STATES ZERO 11/40
S
18060000
0.05%
AVIS BUDGET 7.37% 12/29
AESOP
8250000
0.05%
UBS GROUP AG VAR 09/30
UBS
8195000
0.05%
FREMF ZERO 09/52
FREMF
12000000
0.05%
SAN DIEGO GAS 5.2% 03/36
SRE
8720000
0.05%
BREAN ASSET 4.25% 10/65
BABS
8621702
0.05%
FNMA MORTPASS 4.5% 09/63
FN
9066318
0.05%
US BANK NA 4.959% 12/46
USCLN
8391367
0.05%
UMBS MORTPASS 3% 04/51
FN
9705555
0.05%
AREIT FLT 02/44
AREIT
8055000
0.05%
GOODLEAP HOME 8.16% 06/49
GDLP
8124623
0.05%
LEIDOS INC 5.4% 03/32
LDOS
8248000
0.05%
OPORTUN 5.45% 01/34
OPTN
8108000
0.05%
STANDARD VAR 01/29
STANLN
8000000
0.05%
JGW 11.71 15AUG36 144A
8000000
0.05%
UMBS MORTPASS 3% 06/52
FR
9637371
0.05%
EJ HUGOTON 14.5 10OCT41
7954177
0.05%
CONSUMER 4.85% 02/32
CPS
8000000
0.05%
MIDCON 7.094 13OCT33
7883023
0.05%
JONAH 12.662% 08/39
JONAH
8000000
0.05%
AVIS BUDGET 5.26% 02/32
AESOP
8265000
0.05%
AMGEN INC 4.875% 03/53
AMGN
9933000
0.05%
BRIDGECREST 5.59% 04/32
BLAST
8000000
0.05%
UMBS MORTPASS 4.5% 08/54
FR
8718005
0.05%
FREMF ZERO 09/51
FREMF
9500000
0.05%
AMAZON.COM 4.875% 03/36
AMZN
8510000
0.05%
UMBS MORTPASS 3% 01/52
FR
9443777
0.05%
FREMF 2018-K84 ZERO 11/28
FREMF
9500000
0.05%
TRANSCANADA 5.85% 03/36
TRPCN
8000000
0.05%
SOUTHERN 5.25% 03/30
EIX
7950000
0.05%
HYUNDAI 5.4% 09/29
HYNMTR
7805000
0.05%
GNMA II 4.5% 02/56
G2
8643449
0.05%
DTE ENERGY CO 5.1% 03/29
DTE
7790000
0.05%
SANTANDER 7.343% 01/34
SBCLN
7775000
0.05%
MORGAN STANLEY VAR 01/37
MS
8431000
0.05%
JERSEY 2.75% 03/32
FE
8920000
0.05%
UMBS MORTPASS 3% 02/52
FR
9262176
0.05%
LENDMARK 4.46% 04/32
LFT
8300000
0.05%
RFT 2024-2 STEP 09/28
RFT
7763052
0.05%
ALTRIA GROUP 5.625% 02/35
MO
7885000
0.05%
SIRIUS XM 5.5% 07/29
SIRI
7815000
0.05%
FREMF 17-K68 ZERO 10/49
FREMF
8282198
0.05%
MOO VAR 12/65
MOOST
8270000
0.05%
MORGAN STANLEY VAR 11/31
MS
8010000
0.05%
FREMF ZERO 05/53
FREMF
11000000
0.05%
BMD2 RE-REMIC ZERO 05/52
BMD2
9786000
0.05%
DAILYPAY 0% 10/29
DLPY
7560000
0.05%
EXETER 5.44% 10/32
EART
7690000
0.05%
GENERAL MOTORS 5.1% 09/31
GM
7835000
0.05%
FOUNDRY JV 6.1% 01/36
FABSJV
7638000
0.05%
GLENCORE 5.508% 04/36
GLENLN
7985000
0.05%
VIKING 5.875% 10/33
VIKCRU
7898000
0.05%
GNMA 2023-128 FLT 08/53
GNR
8599134
0.05%
EXETER 5% 05/32
EART
7701000
0.05%
UNITED 3.875% 03/31
T
7835000
0.05%
BAMLL RE-REMIC VAR 07/50
BAMLL
7830000
0.05%
WESTGATE 7.99% 10/39
WESTR
7460807
0.05%
SEASONED LOANS FLT 10/34
SLST
7341475
0.05%
PAGAYA AI 3.6% 10/40
PATH
8159000
0.05%
BP CAPITAL 5.227% 11/34
BPLN
7680000
0.05%
SMRT 2022-MINI FLT 01/39
SMRT
7400000
0.05%
ITC HOLDINGS 5.65% 05/34
ITC
7615000
0.05%
FREMF ZERO 01/54
FREMF
11000000
0.05%
BANK OF AMERICA VAR 05/49
BAC
7363000
0.05%
PIPER ABS 9.808% 01/46
PIPER
7358764
0.05%
CSMC 4.3733% 09/37
CSMC
8974000
0.05%
FREMF 2020-K107 VAR 02/30
FREMF
9000000
0.05%
PROGRESS 4% 02/43
PROG
7984617
0.05%
AMSR 2023-SFR1 4% 04/40
AMSR
7750000
0.05%
HSBC HOLDINGS VAR 08/32
HSBC
7555000
0.05%
CITIGROUP INC VAR 09/29
C
7355000
0.05%
BRIDGECREST 4.99% 11/31
BLAST
7500000
0.05%
MERCURY 8.29% 12/31
MFCC
7500000
0.05%
LENDMARK 8.47% 02/34
LFT
7303000
0.05%
PETROLEOS 6.7% 02/32
PEMEX
7550000
0.05%
VISTRA 7.75% 10/31
VST
7040000
0.05%
MARINER 4.68% 11/36
MFIT
7815000
0.05%
BMD2 RE-REMIC VAR 05/52
BMD2
8169000
0.05%
HESS CORP 5.6% 02/41
HES
7670000
0.05%
SEASONED LOANS 3% 10/35
SLST
8083488
0.05%
AMGEN INC 5.6% 03/43
AMGN
7800000
0.05%
CFMT 2024-HB14 VAR 06/34
CFMT
7236413
0.05%
GNMA II MORTPASS 3% 01/55
G2
8572009
0.05%
GOODLEAP HOME 5% 10/49
GDLP
7332904
0.05%
BRIDGECREST 8.43% 10/30
BLAST
6990000
0.05%
UMBS MORTPASS 5.5% 11/54
FN
7444536
0.05%
JBS NV/JBS 3.625% 01/32
JBS
8045000
0.05%
FREMF ZERO 10/28
FREMF
8500000
0.05%
HILCORP 5.75% 02/29
HILCRP
7247000
0.05%
BUILDERS 4.25% 02/32
BLDR
8054000
0.05%
ORACLE CORP 5.7% 02/36
ORCL
8016000
0.05%
AMCOR 5.1% 03/30
AMCR
7210000
0.05%
GAM RE-REMIC VAR 11/50
GAM
7500000
0.05%
UNITED STATES 2.5% 02/45
T
11069000
0.05%
GNMA II 6.5% 10/55
G2
6950865
0.05%
MERIDIAN ARC 6.25% 04/31
MERIDI
7619000
0.05%
TENET 4.25% 06/29
THC
7386000
0.05%
GNMA II MORTPASS 3% 11/51
G2
8455089
0.05%
MORGAN STANLEY VAR 04/35
MS
7196000
0.05%
JONAH ENERGY 7.362% 12/40
JONAH
7284371
0.05%
MPIRE2025MFFRN13SEP30144A
6993938
0.05%
WESTLAKE 4.92% 11/29
WLAKE
7000000
0.05%
OPORTUN 10.47% 02/32
OPTN
6908512
0.05%
BG BETA I LTD VAR 07/54
7317660
0.05%
FMC GMSR 6.19% 04/27
FMMSR
7000000
0.05%
HCA INC 2.375% 07/31
HCA
8130000
0.05%
MORGAN STANLEY VAR 05/30
MS
7100000
0.05%
UMBS MORTPASS 3% 09/51
FR
8370277
0.05%
BOFAS RE-REMIC VAR 11/51
BOFAS
8000000
0.05%
WELLS FARGO & VAR 10/29
WFC
6840000
0.05%
GOLDMAN SACHS VAR 01/37
GS
7600000
0.05%
NEXSTAR MEDIA 6.5% 09/33
NXST
7212000
0.05%
NRG ENERGY 5.407% 10/35
NRG
7539000
0.05%
TRANSCANADA VAR 10/56
TRPCN
7085000
0.05%
PURCHASING 5.25% 08/30
PPWR
6998000
0.05%
JBHP 10.28 14APR41
6884256
0.05%
TEACHERS 6.05% 06/56
TIAAGL
7515000
0.05%
CSMC 3.953% 09/37
CSMC
7500000
0.05%
COMMERCIAL 8.75% 08/30
COMCRD
7000000
0.05%
PHILIP 5.125% 02/31
PM
7000000
0.04%
UMBS MORTPASS 5% 11/52
FN
7304321
0.04%
GNMA II FLT 02/72
G2
6615438
0.04%
EXETER 6.99% 04/33
EART
6945000
0.04%
GNMA II FLT 10/71
G2
6648700
0.04%
FNMA MORTPASS 1.93% 01/32
FN
8000000
0.04%
FMC GMSR ISSUER VAR 03/27
FMMSR
6900000
0.04%
BOFAS RE-REMIC VAR 11/51
BOFAS
7636000
0.04%
AMSR 2022-SFR3 4% 10/39
AMSR
7000000
0.04%
WELLS FARGO & VAR 07/34
WFC
6914000
0.04%
UMBS MORTPASS 4% 06/52
FR
7598991
0.04%
FREMF ZERO 05/53
FREMF
9500000
0.04%
UNITED STATES ZERO 11/43
S
18035000
0.04%
UMBS MORTPASS 5% 05/53
FR
7137570
0.04%
FNMA REMICS 0.25% 07/56
FNR
8992944
0.04%
FREMF ZERO 03/53
FREMF
9500000
0.04%
AVOLON 5.75% 03/29
AVOL
6680000
0.04%
BRIDGECREST 7.47% 08/31
BLAST
6600000
0.04%
ENEL FINANCE 5.375% 07/36
ENELIM
7165000
0.04%
AMERICAN 5.75% 09/36
AMT
6880000
0.04%
FHLMC 3.25% 11/61
SCRT
7451521
0.04%
FNMA MORTPASS 3% 04/64
FN
8229682
0.04%
REPUBLIC OF 8.75% 01/34
ECUA
7075000
0.04%
GNMA 2023-146 ZERO 10/53
GNR
8892859
0.04%
WULF COMPUTE 7.75% 10/30
WULF
6470000
0.04%
ENTERPRISE 4.58% 12/31
EFF
6720000
0.04%
MULTIFAMILY FLT 10/49
MCAS
6560000
0.04%
DLIC RE-REMIC VAR 12/52
DLIC
7990000
0.04%
MARINER 8.8% 11/38
MFIT
6480000
0.04%
VENTURE GLOBAL 6.5% 01/34
VEGLPL
6655000
0.04%
DT AUTO 11.06% 04/30
DTAOT
6270000
0.04%
PHILIP 5.625% 09/33
PM
6640000
0.04%
BARCLAYS PLC VAR 02/37
BACR
7185000
0.04%
NATWEST 5.022% 03/30
NWG
6660000
0.04%
UMBS MORTPASS 3% 03/52
FR
7873021
0.04%
AT&T INC 5.25% 10/36
T
7075000
0.04%
STAR 2025-SFR5 FLT 02/42
STAR
6482444
0.04%
STANDARD VAR 08/37
STANLN
6850000
0.04%
HINNT 2026-A 8.48% 03/46
HINTT
6500000
0.04%
MOO VAR 12/65
MOOST
6900000
0.04%
BANK OF AMERICA VAR 10/31
BAC
7500000
0.04%
NEW STEP 12/65
NRZT
6925160
0.04%
UMBS MORTPASS 3% 09/51
FN
7792046
0.04%
BAT CAPITAL 4.39% 08/37
BATSLN
7529000
0.04%
UMBS MORTPASS 3% 11/51
FR
7761072
0.04%
FREMF ZERO 11/33
FREMF
11533464
0.04%
GNMA II 2.5% 09/52
G2
7911087
0.04%
UMBS MORTPASS 5% 07/52
FR
6775062
0.04%
ENERGY 6.3% 01/56
ET
6820000
0.04%
QUIKRETE 6.375% 03/32
QUIKHO
6485000
0.04%
FHLMC MSCR FLT 02/45
MSCR
6275093
0.04%
BARCLAYS PLC VAR 02/32
BACR
6650000
0.04%
RFM REREMIC ZERO 11/49
RFM
6350000
0.04%
MOO 4.75% 07/66
6600000
0.04%
PROGRESS 4.25% 07/43
PROG
7000157
0.04%
BROADCOM INC 2.45% 02/31
AVGO
7150000
0.04%
UBER 4.8% 09/34
UBER
6785000
0.04%
UMBS MORTPASS 4.5% 10/52
FN
6852273
0.04%
GNMA 2022-87 JT FLT 05/52
GNR
7409193
0.04%
CHENIERE 3.7% 11/29
CHCOCH
6500000
0.04%
GNMA II 6.5% 09/55
G2
5917868
0.04%
GS STEP 09/61
GSMBS
6356139
0.04%
FREMF K-1511 ZERO 04/34
FREMF
12000000
0.04%
BRIDGECREST 8.21% 01/31
BLAST
6000000
0.04%
UMBS MORTPASS 5% 09/52
FN
6527870
0.04%
BX COMMERCIAL FLT 08/42
BX
6105000
0.04%
SUNOCO LP 5.625% 03/31
SUN
6333000
0.04%
GNMA II FLT 10/71
G2
5916113
0.04%
ORACLE CORP 3.65% 03/41
ORCL
9470000
0.04%
SHIFT4 6.75% 08/32
FOUR
6428000
0.04%
SOCIETE VAR 04/37
SOCGEN
6667000
0.04%
GS STEP 07/65
GSMBS
6386378
0.04%
SMYRNA READY 8.875% 11/31
SMYREA
5865000
0.04%
GNMA I MORTPASS 4% 02/52
GN
6934811
0.04%
FNMA-ACES VAR 10/31
FNA
6874392
0.04%
DLIC RE-REMIC VAR 10/37
DLIC
6195000
0.04%
FNMA MORTPASS 4.94% 05/34
FN
6240000
0.04%
FREMF K-1514 0% 10/34
FREMF
12000000
0.04%
NEXGEN 2025-1 VAR 11/31
6000000
0.04%
ROC MORTGAGE STEP 02/40
ROC
6000000
0.04%
UMBS MORTPASS 4% 03/52
FN
6806070
0.04%
COMCAST CORP 1.95% 01/31
CMCSA
7000000
0.04%
AMSR 4.275% 11/42
AMSR
6580000
0.04%
CAESARS 6.5% 02/32
CZR
6353000
0.04%
FREMF 2021-KHG3 FLT 09/28
FREMF
5928892
0.04%
HSBC HOLDINGS VAR 05/34
HSBC
6260000
0.04%
BLOCK INC 6.5% 05/32
XYZ
6015000
0.04%
BRAVO STEP 04/56
BRAVO
6042317
0.04%
ANGLO 5.75% 04/34
AALLN
6042000
0.04%
ENEL FINANCE 5% 09/35
ENELIM
6485000
0.04%
RHP HOTEL 6.5% 04/32
RHP
5974000
0.04%
UMBS MORTPASS 2.5% 05/52
FR
7397649
0.04%
FREMF ZERO 12/35
FREMF
12601391
0.04%
ORACLE CORP 4.375% 05/55
ORCL
9888000
0.04%
FNMA-ACES VAR 01/33
FNA
6882799
0.04%
KINDER MORGAN 5.55% 08/36
KMI
6130000
0.04%
COMCAST CORP 5.35% 05/53
CMCSA
7585000
0.04%
TENET 6.125% 06/30
THC
5896000
0.04%
COMCAST CORP 2.937% 11/56
CMCSA
12319000
0.04%
IDENTITY 6.793% 03/65
6000000
0.04%
UMBS MORTPASS 5% 12/54
FN
6225907
0.04%
FNMA MORTPASS 1.6% 09/31
FN
6821334
0.04%
RAIN CITY STEP 09/29
RCITY
5789000
0.04%
XPO INC 7.125% 06/31
XPO
5745000
0.04%
HOME DEPOT 4.95% 06/34
HD
6110000
0.04%
VISTRA 6% 04/34
VST
5943000
0.04%
MARINER 5.4% 03/36
MFIT
6040000
0.04%
BPCE SA VAR 10/29
BPCEGP
5680000
0.04%
MOO 4.75% 07/66
7050000
0.04%
ENTEGRIS INC 5.95% 06/30
ENTG
5907000
0.04%
MISSION LANE 5.06% 09/31
MLANE
5825000
0.04%
DRIVE AUTO 4.94% 05/32
DRIVE
5800000
0.04%
NRG ENERGY 5.25% 06/29
NRG
5933000
0.04%
SOUTHERN 5.2% 06/34
EIX
6190000
0.04%
TRICON FLT 03/42
TCN
5750000
0.04%
WESTLAKE 4.68% 07/31
WLAKE
5809000
0.04%
GNMA II 2.5% 10/53
G2
7110456
0.04%
AQUA FINANCE 4.76% 04/51
AQFIT
5920689
0.04%
FIRSTKEY HOMES ZERO 05/39
FKH
6000000
0.04%
BPCE SA 5.125% 01/28
BPCEGP
5745000
0.04%
UMBS MORTPASS 2.5% 03/52
FN
7208992
0.04%
PUREWEST ABS 6.531% 04/40
PUREW
5898740
0.04%
CASCADE FUNDING 0% 08/29
CFMT
7150000
0.04%
BOFAS RE-REMIC VAR 10/37
BOFAS
5885000
0.04%
DEUTSCHE BANK VAR 09/29
DB
5710000
0.04%
UMBS MORTPASS 3% 04/52
FN
6854706
0.04%
UMBS MORTPASS 2.5% 02/52
FN
7121084
0.04%
GNMA 2025-105 FLT 06/55
GNR
6910751
0.04%
BOFAS RE-REMIC VAR 04/54
BOFAS
7452000
0.04%
FHLMC VAR 08/33
FHMS
6000000
0.04%
UMBS MORTPASS 3% 06/51
FR
6849374
0.04%
MIZUHO VAR 07/32
MIZUHO
5859000
0.04%
HSBC HOLDINGS VAR 05/30
HSBC
5760000
0.04%
FREMF ZERO 09/33
FREMF
10448587
0.04%
HYUNDAI 5.625% 09/31
HYNMTR
5695000
0.04%
FREMF 2018-K83 ZERO 11/51
FREMF
6800000
0.04%
FNMA MORTPASS 4.37% 01/32
FN
5865784
0.04%
NEW 4.443% 02/39
NRMLT
5650000
0.04%
BMD2 RE-REMIC ZERO 05/52
BMD2
6619500
0.04%
TIME WARNER 5.5% 09/41
TWC
7140000
0.04%
INTESA SANPAOLO VAR 06/30
ISPIM
5670000
0.04%
VOLKSWAGEN 5.65% 09/31
VW
5705000
0.04%
BURLINGTON 5.5% 03/55
BNSF
6280000
0.04%
CHENIERE 4.625% 10/28
LNG
5625000
0.04%
ISLAMIC 8.875% 04/51
PKSTAN
5800000
0.04%
UMBS MORTPASS 2.5% 03/52
FN
6927824
0.04%
STREAM 5.27% 08/46
STRE
5731054
0.04%
QNITY 5.75% 08/32
QUS
5723000
0.04%
TRUIST VAR 06/34
TFC
5588000
0.04%
COLUMBIA 5.097% 10/31
CPGX
5667000
0.04%
SCF EQUIPMENT 7% 07/36
SCFET
5400000
0.04%
PROGRESS 3.99% 02/41
PROG
5750000
0.04%
UPSTART2025TEFRN15SEP2714
5453925
0.04%
BARCLAYS PLC VAR 09/30
BACR
5540000
0.04%
SANTANDER UK VAR 09/30
SANUK
5560000
0.04%
FHLMC REMICS 2.5% 03/50
FHR
6528002
0.04%
EXETER 5.92% 02/30
EART
5370000
0.04%
AMERICAN VAR 09/49
AXP
5446000
0.04%
LHOME MORTGAGE STEP 01/40
LHOME
5400000
0.04%
UNITED 5.375% 11/33
URI
5767000
0.04%
FNMA MORTPASS 4.82% 11/29
FN
5460646
0.04%
CITIGROUP INC VAR 12/49
C
5520000
0.04%
TRANSDIGM INC.
5375038
0.04%
NEW STEP 09/39
NRMLT
5400000
0.04%
FHLMC SEASONED 3.5% 05/64
SCRT
6424483
0.04%
SOMNIGROUP 4% 04/29
SGI
5657000
0.04%
LEVEL 3 6.875% 06/33
LVLT
5496000
0.04%
GNMA II MORTPASS 4% 04/53
G2
6121712
0.04%
FNMA MORTPASS 5% 11/46
FN
5581315
0.04%
BRIDGE 4.35% 09/42
BRDGE
6001536
0.04%
FNMA MORTPASS 4.72% 08/32
FN
5541000
0.04%
PROGRESS 4% 02/43
PROG
5913607
0.04%
AVOLON 4.95% 10/32
AVOL
5710000
0.03%
SANTANDER 10.171% 06/32
SBCLN
5172246
0.03%
FHLMC SEASONED VAR 08/57
SCRT
5598990
0.03%
DOMINION ENERGY VAR 05/55
D
5450000
0.03%
MORGAN STANLEY VAR 01/31
MS
5380000
0.03%
COOPER-STANDA 9.25% 03/31
CPS
5509000
0.03%
WYNN RESORTS 5.125% 10/29
WYNFIN
5449000
0.03%
UMBS MORTPASS 4% 06/53
FN
5985194
0.03%
BUNGE LTD 3.2% 04/31
BG
5805000
0.03%
RWC 6.76% 06/40
RWC
5568000
0.03%
INVITATION 4.5% 09/41
IHSFR
5580000
0.03%
FREMF 2019-K1510 0% 01/34
FREMF
10000000
0.03%
ENTERGY 5.85% 06/54
ETR
5715000
0.03%
GAM RE-REMIC VAR 09/51
GAM
5734000
0.03%
FNMA MORTPASS 4.33% 12/32
FN
5459000
0.03%
CONOCOPHILLIP 5.55% 03/54
COP
5840000
0.03%
CITIGROUP INC VAR 03/36
C
5450000
0.03%
VISTRA 5.7% 12/34
VST
5370000
0.03%
VAIL RESORTS 6.5% 05/32
MTN
5213000
0.03%
VISTAJET PASS 9.5% 08/31
VSTJET
5320000
0.03%
UNITED 2.875% 05/52
T
8214000
0.03%
GNMA II 6.5% 08/55
G2
4980690
0.03%
TALLGRASS ENERGY 6% 12/30
TEP
5262000
0.03%
ACHD TRUST 8.245% 07/34
ACHD
5086000
0.03%
JAPAN TOBACCO 5.25% 06/30
JAPTOB
5140000
0.03%
UMBS MORTPASS 5.5% 11/54
FR
5296197
0.03%
CHARLES SCHWAB VAR 11/36
SCHW
5575000
0.03%
UMBS MORTPASS 5.5% 08/53
FR
5262280
0.03%
AMERICAN 7.19% 04/32
ACAR
5000000
0.03%
AT&T INC 5.7% 11/54
T
6075000
0.03%
RKTL 2026-1 4.64% 02/35
RKTL
5200000
0.03%
UPSTART 8% 06/35
UPST
5000000
0.03%
PR RNO 6.5% 05/31
TRACTD
5553000
0.03%
UMBS MORTPASS 2% 02/51
FN
6657132
0.03%
REPUBLIC OF 7.25% 12/55
SOAF
5555000
0.03%
FORTIVA RETAIL 6.9% 05/31
FRCMT
5000000
0.03%
PFP 2026-14 LTD FLT 12/43
PFP
5000000
0.03%
ACREC 2026-FL4 FLT 01/43
ACREC
5000000
0.03%
RESURGENT 6.78 01JUL30
5000000
0.03%
HILTON 5.875% 03/33
HLT
5183000
0.03%
GOLDMAN SACHS VAR 10/29
GS
4915000
0.03%
ONESLT 8.0 15DEC30
4995162
0.03%
CITIGROUP VAR 07/59
CGCMT
5000000
0.03%
SANTANDER 5.69% 02/31
SDART
4974764
0.03%
FHLMC MSCR FLT 07/45
MSCR
5000000
0.03%
GOODLEAP HOME 5.38% 02/49
GDLP
5065175
0.03%
FHLMC MSCR FLT 11/45
MSCR
5000000
0.03%
GNMA II 3.5% 01/54
G2
5760091
0.03%
ADIENT GLOBAL 7.5% 02/33
ADNT
5009000
0.03%
BRIDGECREST 5.62% 03/31
BLAST
5000000
0.03%
CELANESE US 7% 02/31
CE
4990000
0.03%
UNITED 6.125% 03/34
URI
5111000
0.03%
CREDIT 7.68% 04/34
5000000
0.03%
UMBS MORTPASS 4.5% 01/53
FR
5491747
0.03%
EQV ABS 10.756% 12/40
4973164
0.03%
PNC FINANCIAL VAR 10/34
PNC
4765000
0.03%
FHLMC MSCR FLT 05/44
MSCR
4761000
0.03%
SM ENERGY CO 8.75% 07/31
SM
4785000
0.03%
UNITED 1.125% 05/40
T
8454000
0.03%
FOUNDRY JV 6.2% 01/37
FABSJV
5000000
0.03%
VOLKSWAGEN 5.35% 09/29
VW
5020000
0.03%
FNMA MORTPASS 4.81% 08/32
FN
5098000
0.03%
CONTINENTAL 5.4% 12/35
CFCC
5000000
0.03%
ABBVIE INC 5.5% 03/64
ABBV
5720000
0.03%
MFA 2024-RPL1 VAR 02/66
MFRA
5372910
0.03%
UMBS MORTPASS 2.5% 09/51
FN
6270740
0.03%
EXETER SELECT 5% 03/32
ESART
5000000
0.03%
GNMA II MORTPASS 5% 12/52
G2
5293060
0.03%
FNMA MORTPASS 2.5% 05/62
FN
6455742
0.03%
WOLF ENERGY 5.698% 07/50
4904318
0.03%
CREDIT1SR6.47425FEB29144A
5000000
0.03%
VEROS AUTO 5.22% 07/31
VEROS
4930000
0.03%
CREDIT 7.3% 04/34
CAALT
4820000
0.03%
D2 MULTIFAMILY FLT 11/43
D2
4851000
0.03%
WELLS FARGO & CO VAR
WFC
4810000
0.03%
ANTERO 5.375% 06/29
AM
4945000
0.03%
NRG ENERGY INC 6% 02/33
NRG
5080000
0.03%
FREMF K-100 VAR 11/52
FREMF
5249999
0.03%
LLOYDS BANKING VAR 08/32
LLOYDS
5000000
0.03%
ALTAR BIDCO, INC
4840059
0.03%
FNMA-ACES VAR 07/35
FNA
5821000
0.03%
UMBS MORTPASS 4% 07/52
FN
5518580
0.03%
FHLMC 4.614% 02/33
FHMS
5000000
0.03%
US 10YR ULTRA 12/21/2026
UXYZ6 COMB Comdty
-985
0.03%
FNMA MORTPASS 4.33% 06/30
FN
4961000
0.03%
BANCO BILBAO 5.381% 03/29
BBVASM
4800000
0.03%
CLEVELAND-CLI 6.75% 04/30
CLF
4898000
0.03%
FREMF ZERO 08/35
FREMF
10000000
0.03%
LENDMARK 8.91% 09/34
LFT
4745000
0.03%
GNMA II 6.5% 08/55
G2
4664264
0.03%
HSBC HOLDINGS VAR 03/32
HSBC
5000000
0.03%
ENI SPA 5.95% 05/54
ENIIM
5255000
0.03%
STREET CAPITAL 0% 02/30
4747112
0.03%
SANTANDER 5.11% 09/31
SDART
4800000
0.03%
REVOLUTION 6.183% 03/46
4938766
0.03%
BANC OF AMERICA 0% 04/49
BAMLL
7128000
0.03%
T-MOBILE USA 5.15% 04/34
TMUS
5000000
0.03%
NEXSTAR MEDIA 7.25% 04/34
NXST
4890000
0.03%
EASTERN 5.65% 10/54
BRKHEC
5420000
0.03%
ENBRIDGE INC VAR 01/84
ENBCN
4305000
0.03%
STANDARD VAR 06/32
STANLN
5000000
0.03%
UMBS MORTPASS 5% 04/54
FR
5020347
0.03%
EATON CORP 4.5% 03/33
ETN
5000000
0.03%
TOTALENERGIE 5.488% 04/54
TTEFP
5280000
0.03%
SOCIETE 5.25% 02/27
SOCGEN
4650000
0.03%
MIDCON 6.531% 02/51
4652651
0.03%
FNMA MORTPASS 4.71% 11/30
FN
4769494
0.03%
CROWN CASTLE 3.1% 11/29
CCI
5000000
0.03%
FNMA MORTPASS 4.25% 01/34
FN
5000000
0.03%
FEDERAL HOME ZERO 05/33
8000000
0.03%
NEXTERA ENERGY VAR 08/55
NEE
4729000
0.03%
SOUTHERN CO GAS VAR 09/56
SO
4808000
0.03%
AMCOR 5.125% 03/36
AMCR
5000000
0.03%
JBHP 14.103 15DEC41
4612395
0.03%
FEDERAL 9.1297% 01/46
NGERIA
4360000
0.03%
FHF ISSUER 7.49% 11/29
FHF
4550000
0.03%
KINDER MORGAN 5.15% 06/30
KMI
4660000
0.03%
ISLAMIC 7.375% 04/31
PKSTAN
4700000
0.03%
ABBVIE INC 4.55% 03/35
ABBV
5000000
0.03%
BRISTOL-MYERS 5.55% 02/54
BMY
5166000
0.03%
DEUTSCHE BANK VAR 01/29
DB
4550000
0.03%
RB GLOBAL 7.75% 03/31
RBACN
4458000
0.03%
NRG ENERGY 5.75% 01/34
NRG
4895000
0.03%
NISOURCE INC VAR 11/54
NI
4534000
0.03%
GNMA II FLT 10/71
G2
4428374
0.03%
HILTON 5.75% 09/33
HLT
4754000
0.03%
EXPAND 5.375% 03/30
SWN
4586000
0.03%
AERCAP IRELAND 3% 10/28
AER
4747000
0.03%
UPSTART 7.67% 11/35
UPST
4500000
0.03%
ROPER 1.75% 02/31
ROP
5355000
0.03%
FNMA MORTPASS 5.09% 06/35
FN
4620000
0.03%
PERMIAN 5.875% 07/29
PR
4500000
0.03%
BREAN ASSET 5% 01/65
BABS
4616637
0.03%
ONITY LOAN VAR 06/39
OLIT
4905000
0.03%
SIERRA 7.19% 05/43
SRFC
4526452
0.03%
STANDARD 4.375% 07/30
BMCAUS
4835000
0.03%
SCF EQUIPMENT 9% 12/34
SCFET
4300000
0.03%
UMBS MORTPASS 4% 04/52
FN
5069692
0.03%
VENTURE 3.875% 11/33
VENTGL
5197000
0.03%
FREMF ZERO 05/33
FREMF
8000000
0.03%
UMBS MORTPASS 4.5% 06/54
FR
4915471
0.03%
METROPOLITAN 2.4% 01/32
MET
5200000
0.03%
CENCORA INC 4.9% 02/36
COR
4815000
0.03%
REVOLUTION 9.758% 03/46
4545470
0.03%
ELECTRICITE 6.125% 04/56
EDF
5000000
0.03%
AMSR TRUST 3.81% 09/43
AMSR
5016000
0.03%
UMBS MORTPASS 2.5% 04/52
FR
5526939
0.03%
UNITED STATES ZERO 05/41
S
10019000
0.03%
PROGRESS VAR 04/42
PROG
4867442
0.03%
CLEAR 7.125% 02/31
CCO
4393000
0.03%
ELARA HGV 4.54% 01/40
EHGVT
4513122
0.03%
BANK OF AMERICA VAR 04/32
BAC
5013000
0.03%
SENSATA 6.625% 07/32
ST
4410000
0.03%
GNMA 2021-119 1.5% 06/51
GNR
5296089
0.03%
AT&T INC 6.05% 08/56
T
5000000
0.03%
FNMA MORTPASS 4.04% 08/30
FN
4567448
0.03%
RFT 2024-2 STEP 09/28
RFT
4420762
0.03%
FNMA-ACES VAR 06/31
FNA
4824941
0.03%
UMBS MORTPASS 2.5% 07/51
FN
5525376
0.03%
AT&T INC 6% 04/56
T
5000000
0.03%
ROPER 4.9% 10/34
ROP
4722000
0.03%
UMBS MORTPASS 2.5% 01/52
FR
5464996
0.03%
FNMA MORTPASS 4.23% 01/33
FN
4600000
0.03%
INGRAM MICRO 4.75% 05/29
IM
4503000
0.03%
SOLSTICE 5.625% 09/33
SOLADV
4577000
0.03%
TRANSDIGM 6.625% 03/32
TDG
4315000
0.03%
HOWMET 4.75% 04/36
HWM
4690000
0.03%
UMBS MORTPASS 2% 12/51
FR
5662452
0.03%
WRANGLER 6.625% 04/32
GFLCN
4352000
0.03%
STARWOOD 7.25% 04/29
STWD
4253000
0.03%
MATADOR 6.5% 04/32
MTDR
4393000
0.03%
HCA INC 5.6% 04/34
HCA
4410000
0.03%
ONEMAIN 6.625% 05/29
OMF
4305000
0.03%
WESCO 6.625% 03/32
WCC
4289000
0.03%
NEXTERA 5.55% 03/54
NEE
5000000
0.03%
SPACE 5.875% 07/36
SPCX
4669000
0.03%
FREMF 2019-KC07 VAR 10/29
FREMF
5000000
0.03%
HERC HOLDINGS 7% 06/30
HRI
4190000
0.03%
GNMA 2021-44 1.75% 03/51
GNR
5579280
0.03%
CONSTELLATIO 4.625% 02/29
CEG
4280000
0.03%
SANTANDER UK VAR 01/28
SANUK
4200000
0.03%
HCA INC 3.5% 09/30
HCA
4512000
0.03%
SM ENERGY CO 8.625% 11/30
SM
4009000
0.03%
PIEDMONT 5.05% 05/52
DUK
5100000
0.03%
REPUBLIC OF STEP 07/35
ECUA
4882354
0.03%
LENDMARK 5.05% 11/31
LFT
4370000
0.03%
STELLANTIS 5.4% 06/29
STLA
4295000
0.03%
PROGRESS 5.6% 04/39
PROG
4160000
0.03%
FNMA REMICS 2% 05/48
FNR
4784491
0.03%
HCA INC CALLABLE 6% 04/54
HCA
4590000
0.03%
ORACLE CORP 6% 08/55
ORCL
5459000
0.03%
UMBS MORTPASS 2.5% 01/52
FN
5213777
0.03%
ROCKET COS 6.375% 08/33
RKT
4280000
0.03%
PETROLEOS 10% 02/33
PEMEX
3700000
0.03%
GAM RE-REMIC ZERO 09/51
GAM
5000000
0.03%
JONAH 11.247% 12/40
JONAH
4103397
0.03%
FNMA MORTPASS 2.92% 09/34
FN
4839567
0.03%
GFL 4.75% 06/29
GFLCN
4269000
0.03%
UMBS MORTPASS 2.5% 03/52
FN
5193198
0.03%
HESS MIDSTREAM 5.5% 10/30
HESM
4217000
0.03%
UMBS MORTPASS 3.5% 04/52
FN
4802751
0.03%
SUNOCO LP 7.25% 05/32
SUN
4040000
0.03%
WYNN RESORTS 6.25% 03/33
WYNFIN
4255000
0.03%
UMBS MORTPASS 2.5% 02/52
FN
5188958
0.03%
AMERICAN VAR 04/31
AXP
4142000
0.03%
GLS AUTO 5.38% 01/32
GCAR
4145000
0.03%
FHLMC MSCR FLT 10/44
MSCR
3999999
0.03%
CONNECTICUT FLT 01/45
CAS
4052978
0.03%
SCF EQUIPMENT 6.37% 05/32
SCFET
4000000
0.03%
FW ENERGY 7.151% 08/44
4067312
0.03%
UBS GROUP AG VAR 09/34
UBS
4125000
0.03%
ALBERTSONS 5.625% 03/32
ACI
4335000
0.03%
STREAM 2008 BV 0% 02/30
3905194
0.03%
STAR 2025-SFR5 FLT 02/42
STAR
4000000
0.03%
KIOXIA 6.25% 07/30
KIOXIA
3983000
0.03%
SANTANDER 5.67% 12/30
SDART
3985411
0.03%
UPSTART 7.41% 09/35
UPST
4000000
0.03%
BAMLL RE-REMIC VAR 09/52
BAMLL
4000000
0.03%
BAMLL RE-REMIC VAR 09/52
BAMLL
4000000
0.03%
UMBS MORTPASS 4.5% 06/52
FR
4397144
0.03%
FHLMC REMICS 3% 03/49
FHR
4691141
0.03%
CSTL COMMERCIAL VAR 02/43
CSTL
4124000
0.03%
LENDING 6.77% 04/31
LFT
4000000
0.03%
ARAB 7.625% 05/34
EGYPT
4184000
0.03%
INVITATION HOMES 4% 09/41
IHSFR
4195000
0.03%
UMBS MORTPASS 2.5% 11/51
FN
4972114
0.03%
BRIDGECREST 5.83% 05/30
BLAST
3937000
0.03%
HILTON GRAND 7.21% 02/43
HGVT
3986754
0.03%
OUTFRONT 7.375% 02/31
OUT
3853000
0.03%
STAGWELL 5.625% 08/29
STGW
4133000
0.03%
GLENCORE 5.7% 05/33
GLENLN
4000000
0.03%
ONEMAIN 3.875% 09/28
OMF
4123000
0.03%
MPLX LP CALLABLE 5% 05/32
MPLX
4080000
0.03%
COMSTOCK 6.75% 03/29
CRK
3910000
0.03%
PUBLIC SERVICE 6.2% 08/56
XEL
4080000
0.03%
VENTURE 9.875% 02/32
VENLNG
3670000
0.03%
BAT CAPITAL 5.55% 08/36
BATSLN
4080000
0.03%
NEWELL 6.625% 05/32
NWL
3957000
0.03%
GNMA II MORTPASS 4% 08/48
G2
4439403
0.03%
PROGRESS 3.181% 10/38
PROG
3880000
0.03%
FREMF ZERO 09/30
FREMF
5500000
0.03%
BOFAS RE-REMIC VAR 12/53
BOFAS
5000000
0.03%
ENTERGY CORP VAR 06/56
ETR
4013000
0.03%
AVOLON 5.15% 01/30
AVOL
3938000
0.03%
MPLX LP 5.5% 11/36
MPLX
4080000
0.03%
LENDMARK 5.9% 11/35
LFT
4000000
0.03%
NEXGEN INC VAR 11/33
3829678
0.03%
FNMA MORTPASS 4% 08/58
FN
4342637
0.03%
PROGRESS VAR 04/41
PROG
4136000
0.03%
GOLDMAN SACHS VAR 07/35
GS
4040000
0.03%
PACIFIC GAS 5.05% 10/32
PCG
4040000
0.03%
CREDIT AGRICOLE VAR 01/36
ACAFP
3963000
0.03%
SONIC 4.625% 11/29
SAH
4014000
0.03%
FNMA MORTPASS 3.5% 09/29
FN
4000000
0.03%
AMERICAN VAR 07/33
AXP
4000000
0.03%
SOCIETE VAR 04/33
SOCGEN
3860000
0.02%
BPCE SA VAR 01/31
BPCEGP
3830000
0.02%
BG BETA I LTD 7.12% 07/54
3934562
0.02%
BANK OF AMERICA VAR 04/33
BAC
4049000
0.02%
AMSR 3.596% 06/38
AMSR
4000000
0.02%
POST HOLDINGS 6.25% 02/32
POST
3871000
0.02%
UMBS MORTPASS 3% 08/51
FN
4537226
0.02%
HCA INC 5.625% 09/28
HCA
3750000
0.02%
HASHEMITE 5.75% 11/32
JORDAN
3977000
0.02%
CARNIVAL CORP 5.75% 08/32
CCL
3926000
0.02%
UMBS MORTPASS 3% 11/51
FN
4518779
0.02%
GOLDMAN SACHS VAR 04/32
GS
4335000
0.02%
FNMA MORTPASS 5.09% 02/33
FN
3845000
0.02%
SM ENERGY CO 6.75% 08/29
SM
3733000
0.02%
WAYFAIR LLC 7.25% 10/29
W
3697000
0.02%
FNMA 5.035% 02/29
FN
3763621
0.02%
UMBS MORTPASS 2.5% 06/51
FN
4686278
0.02%
STANDARD 6.5% 08/32
BMCAUS
3868000
0.02%
FHLMCGLD 1.8% 11/28
FR
4000000
0.02%
BUSINESS JET 8.179% 06/41
BJETS
3772021
0.02%
BUCKEYE 6.875% 07/29
BPL
3702000
0.02%
FREMF ZERO 08/30
FREMF
5300000
0.02%
NEXTERA ENERGY VAR 08/55
NEE
3835000
0.02%
GRAY MEDIA 7.25% 08/33
GTN
3889000
0.02%
UMBS MORTPASS 3.5% 08/52
FR
4325739
0.02%
CONGOLESE 9.5% 05/36
REPCON
3910000
0.02%
MORGAN STANLEY VAR 07/35
MS
3910000
0.02%
CIPHER 7.125% 11/30
CIFR
3670000
0.02%
GLS AUTO 4.9% 01/32
GCAR
3755000
0.02%
BAMLL RE-REMIC VAR 02/51
BAMLL
4000000
0.02%
FOUNDRY JV 5.5% 01/31
FABSJV
3735000
0.02%
FOUNDATION 8.13% 12/49
FFIN
3594987
0.02%
BANCO 5.127% 11/35
SANTAN
4000000
0.02%
GNMA II MORTPASS 4% 03/48
G2
4192413
0.02%
GNMA II 2.5% 11/51
G2
4564370
0.02%
BNP PARIBAS SA VAR 11/35
BNP
3825000
0.02%
UNITED STATES 2.25% 02/52
T
6775000
0.02%
QXO BUILDING 6.75% 04/32
BECN
3702000
0.02%
T-MOBILE USA 3.375% 04/29
TMUS
3835000
0.02%
BG BETA I LTD 6.28% 07/54
3744000
0.02%
REPUBLIC OF 6.125% 06/33
IVYCST
3850000
0.02%
BAMLL RE-REMIC VAR 02/51
BAMLL
4000000
0.02%
PROGRESS 4.75% 10/40
PROG
3769000
0.02%
FIG SIX TRUST VAR 08/56
FIGX
3690880
0.02%
REPUBLIC OF 6.75% 02/41
IVYCST
3990000
0.02%
BANC OF AMERICA 0% 04/49
BAMLL
5000000
0.02%
FNMA-ACES VAR 04/31
FNA
3878975
0.02%
RFM REREMIC VAR 03/50
RFM
3670000
0.02%
BP CAPITAL 4.812% 02/33
BPLN
3760000
0.02%
UMBS MORTPASS 4% 07/52
FR
4062313
0.02%
BANK OF AMERICA VAR 09/29
BAC
3543000
0.02%
WESTLAKE 7.19% 07/29
WLAKE
3500000
0.02%
ARGENTINE STEP 07/41
ARGENT
5400000
0.02%
BIOGEN INC 2.25% 05/30
BIIB
3960000
0.02%
ISLAMIC 7.9% 09/36
PKSTAN
3708000
0.02%
MORGAN STANLEY VAR 01/38
MS
3596000
0.02%
HOWARD 7.375% 07/32
HOWARD
3489000
0.02%
JONAH 11.236% 08/39
JONAH
3506083
0.02%
BANK OF AMERICA VAR 08/35
BAC
3700000
0.02%
DOMINION ENERGY VAR 02/55
D
3478000
0.02%
TRUIST BANK 4.728% 09/33
TACLN
3511358
0.02%
EXETER SELECT 4.87% 08/31
ESART
3500000
0.02%
FREMF ZERO 12/32
FREMF
5000000
0.02%
TEREX CORP 6.25% 10/32
TEX
3583000
0.02%
PHILIP MORRIS 5.25% 02/34
PM
3618000
0.02%
HOME 2.999% 01/41
HPA
3752125
0.02%
CROWN CASTLE 2.5% 07/31
CCI
4030000
0.02%
ORACLE CORP 6.55% 02/46
ORCL
4095000
0.02%
SAN DIEGO GAS 5.35% 04/53
SRE
4070000
0.02%
MORGAN STANLEY VAR 07/30
MS
3510000
0.02%
FHLMCGLD 3.19% 07/33
FR
3919789
0.02%
DT AUTO 10.21% 05/30
DTAOT
3300000
0.02%
NEXGEN INC VAR 11/33
3438873
0.02%
DEUTSCHE BANK VAR 02/34
DB
3355000
0.02%
FHLMC REMICS 3% 09/49
FHR
3992290
0.02%
BANK OF AMERICA VAR 01/28
BAC
3436000
0.02%
BAMLL RE-REMIC 0% 11/51
BAMLL
4000000
0.02%
AMSR 2022-SFR3 4% 10/39
AMSR
3504000
0.02%
MASTERBRAND INC 7% 07/32
MASBRA
3577000
0.02%
ROMANIA BOND 6% 09/44
ROMANI
3354000
0.02%
PARAGUAY 5.4% 03/50
PARGUY
4100000
0.02%
UNITED STATES ZERO 02/34
S
4986000
0.02%
NEXTERA ENERGY VAR 06/54
NEE
3438000
0.02%
GEORGIA POWER 5.25% 03/34
SO
3515000
0.02%
NEXTERA ENERGY 5.9% 03/55
NEE
3780000
0.02%
HILTON GRAND 7.38% 10/44
HGVT
3407474
0.02%
UNITED 3.625% 02/53
T
4682000
0.02%
FNMA MORTPASS 4.32% 02/34
FN
3625000
0.02%
UMBS MORTPASS 3.5% 05/52
FN
3966059
0.02%
GAM RE-REMIC ZERO 01/52
GAM
4000000
0.02%
KEYCORP VAR 04/31
KEY
3430000
0.02%
TENET 6.75% 05/31
THC
3327000
0.02%
ABBVIE INC 4.625% 10/42
ABBV
4000000
0.02%
SCF EQUIPMENT 6.58% 06/33
SCFET
3322000
0.02%
MARINER 6.16% 05/39
MFIT
3425000
0.02%
BAMLL RE-REMIC 0% 11/51
BAMLL
4000000
0.02%
TVC MORTGAGE STEP 02/41
TVC
3400000
0.02%
GOLDMAN SACHS VAR 12/49
GS
3341000
0.02%
UMBS MORTPASS 2.5% 11/51
FR
4177521
0.02%
WELLS FARGO & VAR 12/35
WFC
3515000
0.02%
SCOTTS 4.5% 10/29
SMG
3420000
0.02%
ADT SECURITY 4.125% 08/29
ADT
3494000
0.02%
HOME PARTNERS 4.73% 04/39
HPA
3316201
0.02%
CREDIT AGRICOLE VAR 10/29
ACAFP
3245000
0.02%
AIB GROUP PLC VAR 09/29
AIB
3200000
0.02%
NEW RESIDENTIAL VAR 03/39
NRMLT
3250000
0.02%
REPUBLIC OF 9.875% 10/35
ANGOL
3200000
0.02%
WR GRACE 6.625% 08/32
GRA
3520000
0.02%
AMEREN CORP VAR 03/57
AEE
3283000
0.02%
HERO FUNDING 4.02% 09/49
HERO
3548950
0.02%
AJAX MORTGAGE VAR 06/61
AJAXM
3270181
0.02%
BANCO 5.588% 08/28
SANTAN
3200000
0.02%
ARAB 8.875% 05/50
EGYPT
3500000
0.02%
UMBS MORTPASS 2.5% 07/51
FR
4086888
0.02%
ARAB REPUBLIC 9.45% 02/33
EGYPT
3058000
0.02%
DISCOVERY 4.279% 03/32
WBD
3730000
0.02%
REPUBLIC OF 7.75% 11/36
COLOM
3211000
0.02%
PROGRESS VAR 04/41
PROG
3434000
0.02%
SONOCO 3.125% 05/30
SON
3495000
0.02%
SCOTTS 4.375% 02/32
SMG
3556000
0.02%
BPCE SA VAR 10/32
BPCEGP
3750000
0.02%
VERIZON VAR 02/59
VZ
3300000
0.02%
BATH & BODY 6.625% 10/30
BBWI
3182000
0.02%
REPUBLIC OF 9.65% 11/54
ELSALV
2908000
0.02%
STATION 4.5% 02/28
RRR
3239000
0.02%
CAESARS 7% 02/30
CZR
3220000
0.02%
AMSR 3.95% 06/40
AMSR
3300000
0.02%
FNMA MORTPASS 3% 01/60
FN
3893832
0.02%
SS&C 5.5% 09/27
SSNC
3156000
0.02%
FHLMC SEASONED 3.5% 10/58
SCRT
3650550
0.02%
WILLIAMS COS 6% 03/55
WMB
3435000
0.02%
ANGLO AMERICAN 5% 03/33
AALLN
3310000
0.02%
FIRSTKEY HOMES 5% 05/39
FKH
3165000
0.02%
AVANTOR 4.625% 07/28
AVTR
3198000
0.02%
VERIZON VAR 05/56
VZ
3336000
0.02%
VISTRA 5.05% 12/26
VST
3115000
0.02%
ENBRIDGE INC VAR 01/84
ENBCN
3000000
0.02%
AMKOR 5.875% 10/33
AMKR
3283000
0.02%
PTCM RE-REMIC VAR 10/51
PTCM
4000000
0.02%
VISTRA 4.7% 01/31
VST
3255000
0.02%
SURINAME 7.7% 11/30
SURINM
3065000
0.02%
MARINER 7.51% 11/38
MFIT
3155000
0.02%
DRC 8.75% 04/32
DRCONG
3080000
0.02%
UNICREDIT SPA VAR 04/34
UCGIM
3000000
0.02%
BENIN 7.96% 02/38
BENIN
3025000
0.02%
UMBS MORTPASS 2.5% 12/51
FR
3908256
0.02%
ROYAL CARIBBEAN 6% 02/33
RCL
3149000
0.02%
WEC US HOLDINGS LTD.
3061284
0.02%
UMBS MORTPASS 3% 11/51
FR
3703407
0.02%
FIRSTKEY HOMES 5% 05/39
FKH
3094000
0.02%
MGM RESORTS 6.125% 09/29
MGM
3110000
0.02%
OCTANE 6.43% 10/30
OCTL
3000000
0.02%
UMBS MORTPASS 3% 08/50
FR
3648951
0.02%
FREDD 4.4%
FHMS
3125000
0.02%
SIX FLAGS 6.625% 05/32
FUN
3162000
0.02%
EDGEWELL 5.5% 06/28
EPC
3040000
0.02%
ARAB 7.625% 05/32
EGYPT
3100000
0.02%
AVIS BUDGET 7.31% 06/29
AESOP
3000000
0.02%
DIGICEL 8.625% 08/32
DIGDIF
2953000
0.02%
UMBS MORTPASS 3% 09/51
FN
3634945
0.02%
FHLMC 2.127% 11/31
FHMS
3500000
0.02%
REPUBLIC OF 8.075% 04/36
IVYCST
2900000
0.02%
AADVANTAGE LOYALTY IP LTD
2978414
0.02%
BOFAS RE-REMIC VAR 04/54
BOFAS
3868249
0.02%
GNMA 2021-H14 FLT 09/71
GNR
2918271
0.02%
CLYDESDALE 6.75% 04/32
NOVHOL
3104000
0.02%
FNMA MORTPASS 4.55% 09/33
FN
3115000
0.02%
CENTER STREET STEP 12/30
CSLC
3000000
0.02%
FNMA MORTPASS 4.43% 11/30
FN
3037456
0.02%
SURINAME 8.5% 11/35
SURINM
2839000
0.02%
VOLKSWAGEN 5.05% 03/28
VW
2950000
0.02%
SOLVENTUM 5.45% 03/31
SOLV
2970000
0.02%
GFL 6.75% 01/31
GFLCN
2951000
0.02%
VENTURE 8.375% 06/31
VENLNG
2860000
0.02%
SOPAIPILLA 7.534% 11/48
TXEDCI
2945000
0.02%
COMMERCIAL 5.75% 11/33
CMC
3088000
0.02%
GNMA I 3.5% 11/41
GN
3322427
0.02%
PETSMART LLC / 7.5% 09/32
PETM
2969000
0.02%
STANDARD 6.25% 08/33
BMCAUS
3066000
0.02%
WAND NEWCO 3 7.625% 01/32
CALCOL
2893000
0.02%
NEW YORK 5.875% 05/33
NYLIFE
2919000
0.02%
OHIO POWER CO 2.9% 10/51
AEP
5225000
0.02%
ABN AMRO BANK VAR 12/28
ABNANV
2900000
0.02%
MEDLINE 5.25% 10/29
MEDIND
2979000
0.02%
UMBS MORTPASS 6% 01/54
FN
2902627
0.02%
UBS GROUP AG VAR 12/49
UBS
2593000
0.02%
VISTRA 4.3% 07/29
VST
3000000
0.02%
NCR VOYIX CORP 5% 10/28
VYX
3005000
0.02%
UMBS MORTPASS 2.5% 09/50
FN
3596796
0.02%
GENESEE & WYOMING INC.
2877998
0.02%
HARVEST 7.5% 05/32
HARMID
2844000
0.02%
WYNN RESORTS 7.125% 02/31
WYNFIN
2823000
0.02%
FREMF 2020-KL06 VAR 12/29
FREMF
3350000
0.02%
IRON MOUNTAIN 5% 07/28
IRM
2911000
0.02%
ITC HOLDINGS 5.5% 04/36
ITC
3000000
0.02%
BIOGEN INC 3.25% 02/51
BIIB
4754000
0.02%
FNMA MORTPASS 4.81% 09/29
FN
2895646
0.02%
HCA INC 4.9% 11/35
HCA
3117000
0.02%
ASCENT 6.625% 10/32
ASCRES
2901000
0.02%
UMBS MORTPASS 2.5% 09/50
FN
3556454
0.02%
FNMA MORTPASS 4.48% 06/33
FN
3000000
0.02%
FNMA MORTPASS 4.39% 04/33
FN
3014000
0.02%
DUKE ENERGY 5.55% 03/55
DUK
3232000
0.02%
TALEN ENERGY 6.375% 05/33
TLN
2986000
0.02%
REPUBLIC OF 9.25% 01/39
ECUA
3039000
0.02%
WILLIAMS 7.375% 10/31
WLSC
2802000
0.02%
FNMA MORTPASS 4.45% 10/33
FN
3000000
0.02%
FNMA-ACES VAR 03/33
FNA
2980000
0.02%
MULTIFAMILY FLT 07/54
MCAS
2737000
0.02%
UMBS MORTPASS 5% 08/53
FR
3013090
0.02%
LIVE NATION 4.75% 10/27
LYV
2849000
0.02%
MITER BRANDS 6.75% 04/32
MIWIDO
2917000
0.02%
FNMA MORTPASS 4.52% 12/30
FN
2897219
0.02%
GAP INC/THE 3.625% 10/29
GAP
3025000
0.02%
MPIRE2025M111619SEP30144A
2797574
0.02%
KODIAK GAS 6.5% 10/33
KGS
2903000
0.02%
HUDSON YARDS 3.228% 07/39
HY
3000000
0.02%
REPUBLIC OF 9.5% 03/36
KENINT
2773000
0.02%
ARCHROCK 6.625% 09/32
AROC
2839000
0.02%
DEUTSCHE BANK VAR 01/33
DB
3170000
0.02%
PFIZER 5.3% 05/53
PFE
3275000
0.02%
HCA INC 4.625% 03/52
HCA
3781000
0.02%
ACHD TRUST 9.38% 01/34
ACHD
2778954
0.02%
AXALTA 7.25% 02/31
AXTA
2750000
0.02%
OAK-EAGLE 7.25% 07/33
EA
2774000
0.02%
SS&C 6.5% 06/32
SSNC
2844000
0.02%
BOFAS RE-REMIC VAR 12/53
BOFAS
3507938
0.02%
BRINK'S 6.75% 06/32
BCO
2802000
0.02%
NUSTAR 6.375% 10/30
NSUS
2775000
0.02%
REPUBLIC OF 9.25% 01/39
ECUA
2968000
0.02%
UMBS MORTPASS 2.5% 07/50
FR
3485041
0.02%
HCA INC 4.3% 11/30
HCA
2908000
0.02%
ECOPETROL SA 8.375% 01/36
ECOPET
2757000
0.02%
RHP HOTEL 6.5% 06/33
RHP
2807000
0.02%
CLARIOS 6.75% 02/30
POWSOL
2738000
0.02%
NEW STEP 03/39
NRMLT
2735204
0.02%
UBER 5.35% 09/54
UBER
3270000
0.02%
QUANTA 5.25% 08/34
PWR
2876000
0.02%
CREDIT 7.62% 12/33
CAALT
2700000
0.02%
CHENIERE 4.5% 10/29
CQP
2794000
0.02%
UMBS MORTPASS 3% 07/50
FN
3271251
0.02%
VARSITY BRANDS INC
2713916
0.02%
SOUTH BOW 4.911% 09/27
SOBOCN
2715000
0.02%
MORGAN STANLEY VAR 02/32
MS
3200000
0.02%
REPUBLIC OF 8.8% 10/38
KENINT
2857000
0.02%
ALLISON 5.875% 12/33
ALSN
2841000
0.02%
PG&E CORP VAR 03/55
PCG
2749000
0.02%
STELLANTIS 5.8% 06/31
STLA
2860000
0.02%
CRESCENT 8.375% 01/34
CRGYFN
2621000
0.02%
UMBS MORTPASS 3% 02/50
FR
3231955
0.02%
SANTANDER 8.881% 01/33
SBCLN
2621710
0.02%
UMBS MORTPASS 5% 06/53
FN
2862455
0.02%
GLOBAL 5.625% 06/29
GOINSO
2717000
0.02%
AHEAD DB HOLDINGS LLC
2673832
0.02%
NEWELL 6.625% 09/29
NWL
2672000
0.02%
WILLIAMS COS 5.8% 09/36
WMB
2740000
0.02%
PROGRESS 2.382% 10/38
PROG
2650000
0.02%
GNMA II 2.5% 08/51
G2
3300026
0.02%
AMSR TRUST 4.5% 08/28
AMSR
3000000
0.02%
TORONTO-DOMI 5.801% 09/36
TD
2705000
0.02%
DRC 9.5% 04/37
DRCONG
2650000
0.02%
SYSCO HOLDINGS VAR 10/56
SYY
2640000
0.02%
BRISTOL-MYERS 4.25% 10/49
BMY
3572000
0.02%
FIFTH THIRD VAR 04/32
FITB
2775000
0.02%
BOMBARDIER 8.75% 11/30
BBDBCN
2501000
0.02%
UMBS MORTPASS 4.5% 05/53
FR
2879902
0.02%
ROCKET COS 6.125% 08/30
RKT
2676000
0.02%
CLEAR CHANNEL 7.5% 03/33
CCO
2599000
0.02%
AECOM CALLABLE 6% 08/33
ACM
2753000
0.02%
VOLKSWAGEN 4.75% 11/28
VW
2664000
0.02%
CENTRAL 4.125% 10/30
CENT
2849000
0.02%
SYSCO HOLDINGS VAR 10/56
SYY
2613000
0.02%
FHLMC REMICS 2.5% 07/33
FHR
2896308
0.02%
LAMAR MEDIA CORP 4% 02/30
LAMR
2813000
0.02%
FNMA MORTPASS 4.51% 04/33
FN
2750000
0.02%
KNIFE RIVER 7.75% 05/31
KNIRIV
2570000
0.02%
ING GROEP NV VAR 12/49
INTNED
2521000
0.02%
CHARTER 6.05% 02/32
CHTR
2705000
0.02%
SERVICE CORP 5.125% 06/29
SCI
2660000
0.02%
OCP SA 7.5% 05/54
OCPMR
2658000
0.02%
ROYAL 5.625% 09/31
RCL
2655000
0.02%
FHLMC REMICS ZERO 08/57
FHR
4488480
0.02%
UMBS MORTPASS 4% 12/51
FN
2914996
0.02%
GENESYS CLOUD SERVICES,
2620320
0.02%
FNMA MORTPASS 4.46% 07/30
FN
2634790
0.02%
GRAPHIC 6.375% 07/32
GPK
2635000
0.02%
CRESCENT 7.375% 01/33
CRGYFN
2568000
0.02%
AMERICAN TOWER 5.3% 09/31
AMT
2605000
0.02%
CHARLES RIVER 4% 03/31
CRL
2807000
0.02%
ATHENAHEALTH GROUP INC
2552911
0.02%
FHLMC SEASONED 2.5% 08/59
SCRT
2822808
0.02%
MAUSER 7.875% 04/30
BWY
2547000
0.02%
FNMA MORTPASS 3.41% 09/32
FN
2811287
0.02%
UMBS MORTPASS 3% 12/51
FN
3071026
0.02%
CITIGROUP INC VAR 11/33
C
2500000
0.02%
BANK OF VAR 06/32
BMO
2630000
0.02%
JBS NV/JBS 5.95% 04/35
JBS
2619000
0.02%
ENCOMPASS 4.75% 02/30
EHC
2640000
0.02%
CNX 5.875% 03/34
CNX
2703000
0.02%
UNITED 5.25% 01/30
URI
2573000
0.02%
BARRANQUILLA 7.35% 07/31
BQUILL
2500000
0.02%
WHITE CAP SUPPLY HOLDING
2518604
0.02%
UMBS MORTPASS 5% 07/53
FN
2679517
0.02%
UMBS MORTPASS 2.5% 10/51
FR
3113097
0.02%
FIRSTKEY HOMES ZERO 05/39
FKH
2600000
0.02%
WILLIAMS COS 4.65% 08/32
WMB
2635000
0.02%
BROADCOM INC 4.9% 07/32
AVGO
2591000
0.02%
COHERENT CORP 5% 12/29
COHR
2558000
0.02%
AMERICAN TOWER 5% 01/30
AMT
2500000
0.02%
DNB BANK ASA VAR 11/30
DNBNO
2500000
0.02%
GNMA II MORTPASS 6% 08/55
G2
2448579
0.02%
MORGAN STANLEY VAR 07/29
MS
2440000
0.02%
ECHOSTAR 10.75% 11/29
ECHO
2270000
0.02%
HUB INTERNATIONAL LIMITED
2430661
0.02%
AIRCASTLE LTD / 5% 05/31
AYR
2530000
0.02%
FREMF ZERO 10/32
FREMF
3200000
0.02%
QUIKRETE HOLDINGS, INC
2422725
0.02%
CASCADE FUNDING 0% 09/29
CFMT
3000000
0.02%
IHEARTCOMMUN 9.125% 05/29
IHRT
2835000
0.02%
ICON PARENT I INC
2468657
0.02%
FNMA MORTPASS 4.58% 07/33
FN
2558000
0.02%
FNMA MORTPASS 4.8% 12/30
FN
2468009
0.02%
GOLDMAN SACHS VAR 07/57
GS
2570000
0.02%
BURLINGTON 5.2% 04/54
BNSF
2850000
0.02%
AMSR 2023-SFR1 4% 04/40
AMSR
2505000
0.02%
FNMA MORTPASS 4.09% 07/30
FN
2496274
0.02%
GNMA II 5.5% 07/53
G2
2480001
0.02%
LITHIA MOTORS 5.5% 10/30
LAD
2485000
0.02%
TAKE-TWO 5.6% 06/34
TTWO
2459000
0.02%
DUKE ENERGY 5.4% 04/53
DUK
2770000
0.02%
UMBS MORTPASS 3% 01/52
FN
2882769
0.02%
MITER BRANDS ACQUISITION
2411935
0.02%
HILTON 4.875% 01/30
HLT
2440000
0.02%
BANK OF AMERICA VAR 01/35
BAC
2437000
0.02%
FNMA 3.515% 07/29
FN
2456523
0.02%
CASCADE MH VAR 11/56
CMHAT
2402000
0.02%
REPUBLIC OF 7.1% 11/36
SOAF
2330000
0.02%
ITC HOLDINGS 2.95% 05/30
ITC
2577000
0.02%
UKG INC.
2416457
0.02%
UMBS MORTPASS 5.5% 07/53
FN
2431617
0.02%
BANC OF AMERICA VAR 04/49
BAMLL
3000000
0.02%
ENEL FINANCE 5.75% 09/55
ENELIM
2700000
0.02%
GOODYEAR TIRE & 5% 07/29
GT
2526000
0.02%
WESCO 6.375% 03/29
WCC
2334000
0.02%
BANK OF AMERICA VAR 03/32
BAC
2660000
0.02%
MOO 4.75% 07/66
3000000
0.02%
PTCM RE-REMIC VAR 10/51
PTCM
3042500
0.02%
FHLMC REMICS ZERO 10/53
FHR
3168137
0.02%
STREAM 8.18% 08/46
STRE
2347155
0.02%
FIRSTENERGY 3.9% 07/27
FE
2330000
0.02%
PLURINATIONAL 9.45% 05/31
BOLIVI
2375000
0.02%
SEMPRA CALLABLE VAR 04/56
SRE
2356000
0.02%
ALLISON 5.875% 06/29
ALSN
2325000
0.02%
FNMA MORTPASS 3.83% 10/32
FN
2498911
0.02%
NATWEST 5.41% 05/29
NWG
2295000
0.02%
UBS GROUP AG VAR 03/37
UBS
2520000
0.02%
ALBERTSONS COS 3.5% 03/29
ACI
2464000
0.02%
RHP HOTEL 7.25% 07/28
RHP
2261000
0.02%
FNMA-ACES VAR 09/31
FNA
2700000
0.02%
DISH DBS CORP 5.75% 12/28
2360000
0.02%
PSKY 8.375 30SEP31 144A
2283000
0.01%
CASCADE MH VAR 11/56
CMHAT
2414000
0.01%
RENEW 2023-1 5.9% 11/58
RENEW
2375374
0.01%
CRESCENT 7.875% 04/32
CRGYFN
2251000
0.01%
AMERICAN 4% 01/28
ABCSUP
2313000
0.01%
FNMA MORTPASS 4.71% 03/33
FN
2368369
0.01%
UMBS MORTPASS 3% 08/51
FN
2733325
0.01%
NCR VOYIX 5.125% 04/29
VYX
2374000
0.01%
SANTANDER 5.32% 12/31
SDART
2230000
0.01%
FLASH COMPUTE 7.25% 12/30
FLASHC
2244000
0.01%
UMBS MORTPASS 5% 09/52
FN
2374316
0.01%
SANTANDER DRIVE 5% 11/29
SDART
2222512
0.01%
EMRLD BORROWER LP
2223796
0.01%
CHURCHILL 6.75% 05/31
CHDN
2230000
0.01%
ABBVIE INC 4.75% 03/36
ABBV
2420000
0.01%
BRIDGECREST 7.1% 08/29
BLAST
2204298
0.01%
ABBVIE INC 4.05% 11/39
ABBV
2712000
0.01%
JOHN DEERE 5.11% 05/30
JDOT
2200000
0.01%
UMBS MORTPASS 3% 11/51
FR
2676368
0.01%
APLD 6.75% 03/31
PFORGE
2298000
0.01%
SIX FLAGS 7.25% 05/31
FUN
2469000
0.01%
LIVE NATION 6.5% 05/27
LYV
2199000
0.01%
FNMA MORTPASS 3% 08/50
FN
2670134
0.01%
COLUMBIA 5.681% 01/34
CPGX
2260000
0.01%
BOYNE USA INC 4.75% 05/29
BIGSKY
2290000
0.01%
UBS GROUP AG VAR 08/30
UBS
2350000
0.01%
PACIFIC GAS 3.75% 08/42
PCG
3165000
0.01%
FNMA MORTPASS 3.89% 08/32
FN
2335074
0.01%
ARCHROCK 6% 02/34
AROC
2302000
0.01%
PACIFIC GAS 4.65% 08/28
PCG
2200000
0.01%
ASBURY 4.625% 11/29
ABG
2282000
0.01%
GNMA II MORTPASS 6% 07/64
G2
2197873
0.01%
VALARIS LTD 8.375% 04/30
VAL
2116000
0.01%
FHLMC SEASONED 3.5% 07/58
SCRT
2299799
0.01%
GOLDMAN SACHS VAR 04/29
GS
2205000
0.01%
JBS NV/JBS USA 6.5% 12/52
JBS
2360000
0.01%
COMMONWEALTH 8.25% 06/36
BAHAMA
2025000
0.01%
PALOMINO 7.233% 05/28
VST
2100000
0.01%
CHORD ENERGY 6.75% 03/33
CHRD
2178000
0.01%
SHELL 5.125% 10/41
RDSALN
2383000
0.01%
BAT CAPITAL 3.734% 09/40
BATSLN
2874000
0.01%
CARVANA AUTO 6.55% 12/29
CRVNA
2131827
0.01%
ANTERO 5.75% 10/33
AM
2267000
0.01%
UMBS MORTPASS 4% 04/52
FN
2428515
0.01%
TENET 4.375% 01/30
THC
2251000
0.01%
CHARTER 2.25% 01/29
CHTR
2315000
0.01%
FNMA REMICS 1% 11/49
FNR
2856677
0.01%
T-MOBILE USA 4.8% 07/28
TMUS
2140000
0.01%
FLORIDA POWER 5.7% 03/55
NEE
2350000
0.01%
WELLS FARGO & VAR 04/28
WFC
2110000
0.01%
FNMA-ACES VAR 12/31
FNA
2500000
0.01%
ASCENT 6.625% 07/33
ASCRES
2149000
0.01%
VISTRA 5.35% 01/36
VST
2285000
0.01%
GENERADORA 6.874% 09/44
GATUNP
2154000
0.01%
YINSON 8.498% 01/45
YPMQBR
2040460
0.01%
LAMAR MEDIA 5.375% 11/33
LAMR
2267000
0.01%
EXETER 7.15% 06/33
EART
2132000
0.01%
GLS AUTO 9.37% 01/30
GCAR
2000000
0.01%
FNMA MORTPASS 4.76% 02/33
FN
2177000
0.01%
GNMA II MORTPASS 2% 11/50
G2
2771417
0.01%
BLUE RACER 7.25% 07/32
BLURAC
2069000
0.01%
GULFPORT 6.75% 09/29
GPOR
2112000
0.01%
REPUBLIC OF 8.625% 11/34
HONDUR
1900000
0.01%
UNITED 4.875% 01/28
URI
2105000
0.01%
ESSEX 5.5% 04/34
ESS
2160000
0.01%
NCR ATLEOS 9.5% 04/29
NCRATL
1983000
0.01%
EMRLD BORROWER LP
2073768
0.01%
GNMA II 3.5% 09/51
G2
2418030
0.01%
AMSR 2022-SFR3 4% 10/39
AMSR
2120000
0.01%
MORGAN STANLEY VAR 07/37
MS
2175000
0.01%
UMBS MORTPASS 3.5% 11/51
FN
2422056
0.01%
WELLS FARGO & VAR 03/33
WFC
2340000
0.01%
UNITED 4.625% 04/29
UAL
2142000
0.01%
SUNOCO LP / 4.5% 04/30
SUN
2173000
0.01%
UMBS MORTPASS 3.5% 03/52
FN
2408389
0.01%
FEDERATIVE 7.125% 05/54
BRAZIL
2215000
0.01%
MORGAN STANLEY VAR 01/30
MS
2070000
0.01%
SCIENCE 5.875% 11/33
SAIC
2165000
0.01%
GOLDMAN SACHS VAR 04/30
GS
2045000
0.01%
HILTON 5.5% 03/34
HLT
2182000
0.01%
BANK OF AMERICA VAR 10/35
BAC
2155000
0.01%
UMBS MORTPASS 2.5% 08/50
FR
2557232
0.01%
SIX FLAGS 5.25% 07/29
FUN
2225000
0.01%
SINCLAIR 8.125% 02/33
SBGI
2027000
0.01%
SOCIETE VAR 05/31
SOCGEN
2070000
0.01%
MITSUBISHI UFJ VAR 09/30
MUFG
2055000
0.01%
GLENCORE 6.125% 10/28
GLENLN
2000000
0.01%
PERRIGO 6.125% 09/32
PRGO
2123000
0.01%
FHLMC SEASONED 3% 10/62
SCRT
2535971
0.01%
COMCAST CORP 2.65% 02/30
CMCSA
2230000
0.01%
GAM RE-REMIC ZERO 11/50
GAM
2200000
0.01%
ENTERPRISE 5.55% 02/55
EPD
2285000
0.01%
ABL 2025-RTL1 STEP 06/30
ABL
2000000
0.01%
UNITEDHEALTH 5.375% 04/54
UNH
2351000
0.01%
BMD2 RE-REMIC ZERO 05/52
BMD2
2500000
0.01%
FHLMC REMICS 2.5% 08/48
FHR
2250797
0.01%
ORACLE CORP 6.7% 02/56
ORCL
2386000
0.01%
SOUTHERN 5.95% 11/32
EIX
2000000
0.01%
ORACLE CORP 5.375% 09/54
ORCL
2871000
0.01%
DAVITA INC 4.625% 06/30
DVA
2115000
0.01%
TRUIST VAR 01/34
TFC
2090000
0.01%
BXP TRUST 3.379% 06/39
BXP
2000000
0.01%
SAAVI 8.875% 02/35
SAAVIE
1883000
0.01%
BAKER HUGHES 5.85% 06/56
BKR
2175000
0.01%
FNMA MORTPASS 4.64% 07/32
FN
2050000
0.01%
FHLMC 5.028% 10/31
FHMS
2000000
0.01%
CASCADE MH 4.573% 02/46
CMHAT
2485000
0.01%
SIERRA 6.79% 04/44
SRFC
1998790
0.01%
LAMB WESTON 4.125% 01/30
LW
2111000
0.01%
BMD2 RE-REMIC ZERO 05/52
BMD2
2500000
0.01%
UMBS MORTPASS 3% 03/52
FN
2372491
0.01%
FNMA MORTPASS 2.5% 03/62
FN
2557274
0.01%
CITIGROUP INC VAR 02/49
C
1965000
0.01%
STREAM 6.05% 08/46
STRE
1997579
0.01%
ADIENT US LLC
1942991
0.01%
GNMA II 5.5% 06/53
G2
2008441
0.01%
MORGAN STANLEY VAR 02/39
MS
2000000
0.01%
FNMA MORTPASS 4.83% 07/32
FN
2000000
0.01%
BANK OF IRELAND VAR 03/30
BKIR
1935000
0.01%
ALTRIA GROUP 4.5% 08/30
MO
2000000
0.01%
JGWB HOLDINGS FLT 02/30
1925193
0.01%
GLOBAL 6.375% 07/34
GOINSO
1981000
0.01%
PNC FINANCIAL VAR 10/32
PNC
2015000
0.01%
FNMA MORTPASS 4% 09/62
FN
2235536
0.01%
RTX CORP 6.4% 03/54
RTX
1935000
0.01%
FORD MOTOR 4% 11/30
F
2100000
0.01%
WAND NEWCO 3, INC.
1923074
0.01%
ISTANBUL 10.5% 12/28
ISTNBL
1800000
0.01%
META PLATFORMS 5.6% 05/53
META
2355000
0.01%
FNMA MORTPASS 4.55% 05/33
FN
2000000
0.01%
BALL CORP 5.5% 09/33
BALL
1991000
0.01%
FNMA MORTPASS 4.53% 04/33
FN
2000000
0.01%
FNMA MORTPASS 3.98% 09/33
FN
2085000
0.01%
FREMF 2019-K88 VAR 02/52
FREMF
1975000
0.01%
BCPE PEQUOD BUYER INC
1915561
0.01%
AQUA FINANCE 7.15% 07/46
AQFIT
1875225
0.01%
FNMA MORTPASS 4.35% 08/33
FN
2000000
0.01%
FNMA MORTPASS 4.71% 01/33
FN
1936051
0.01%
WELLS FARGO & VAR 10/34
WFC
1820000
0.01%
TRINIDAD 7.75% 06/33
TRNGEN
1797000
0.01%
FNMA MORTPASS 4.11% 04/33
FN
2000000
0.01%
REPUBLIC OF 7.3% 04/52
SOAF
2000000
0.01%
FNMA MORTPASS 3.66% 06/32
FN
2027653
0.01%
CENTER STREET STEP 10/29
CSLC
1835000
0.01%
TIME WARNER 6.55% 05/37
TWC
2030000
0.01%
SIRIUS XM 5.875% 04/32
SIRI
1955000
0.01%
CHARTER 6.484% 10/45
CHTR
2203000
0.01%
FMC GMSR ISSUER VAR 07/28
FMMSR
1900000
0.01%
CHORD ENERGY 6% 10/30
CHRD
1861000
0.01%
PSKY 8.875 30SEP34 144A
1825000
0.01%
US BANCORP VAR 05/31
USB
1865000
0.01%
FNMA MORTPASS 3% 01/61
FN
2276784
0.01%
ASURION LLC/ 8% 12/32
ASUCOR
1952000
0.01%
SOCIETE VAR 01/29
SOCGEN
1800000
0.01%
SIRIUS XM 4.125% 07/30
SIRI
1987000
0.01%
BANK OF NEW VAR 10/34
BNY
1760000
0.01%
ADT SECURITY 4.875% 07/32
ADT
1986000
0.01%
NATWEST GROUP VAR 08/30
NWG
1830000
0.01%
UMBS MORTPASS 3% 03/50
FN
2160430
0.01%
EXETER SELECT 5.4% 08/31
ESART
1800000
0.01%
FS 8.875% 02/31
FSBIOE
1773000
0.01%
REPUBLIC OF 9.875% 03/37
ANGOL
1800000
0.01%
NALP BUSINESS 7.18% 06/51
NALP
1837147
0.01%
GLOBAL 5.55% 11/35
GPN
1945000
0.01%
FNMA MORTPASS 3.01% 09/29
FN
1892105
0.01%
TENET 4.625% 06/28
THC
1815000
0.01%
FNMA MORTPASS 2.89% 09/34
FN
2107000
0.01%
HASHEMITE 7.375% 10/47
JORDAN
1900000
0.01%
TALEN ENERGY 6.125% 05/31
TLN
1833000
0.01%
WILLIAMS COS 5.8% 11/54
WMB
2000000
0.01%
RESIDEO 6.5% 07/32
REZI
1851000
0.01%
REPUBLIC OF 7.95% 11/54
SOAF
1795000
0.01%
ARBOR REALTY SR 5% 12/28
ABR
1925000
0.01%
NRG ENERGY INC 6% 01/36
NRG
1903000
0.01%
PERFORMANCE 6.125% 09/32
PFGC
1817000
0.01%
OCTANE 7.7% 02/30
OCTL
1741158
0.01%
HCA INC 5.25% 06/49
HCA
2130000
0.01%
ONEOK LLC 5.6% 04/44
OKE
1975000
0.01%
UMBS MORTPASS 2.5% 11/51
FN
2196037
0.01%
FNMA MORTPASS 2.51% 10/30
FN
1925000
0.01%
STINGRAY COMPUTE 6% 06/31
STNGRY
1819000
0.01%
FNMA MORTPASS 2.8% 06/32
FN
1979159
0.01%
NRG ENERGY 3.375% 02/29
NRG
1856000
0.01%
BUCKEYE 3.95% 12/26
BPL
1731000
0.01%
ROCKET 3.625% 03/29
RKT
1835000
0.01%
UNITED 5.45% 08/38
UAL
1765788
0.01%
CSDC FINANCE 7.875% 10/31
CLSPRK
1733000
0.01%
BANCO 4.551% 11/30
SANTAN
1800000
0.01%
UPSTART 5.45% 04/35
UPST
1711460
0.01%
DARLING 6% 06/30
DAR
1730000
0.01%
FNMA MORTPASS 2.22% 02/32
FN
2000000
0.01%
PACIFIC GAS 5.9% 10/54
PCG
2000000
0.01%
ALLIANZ SE VAR 09/54
ALVGR
1800000
0.01%
FHLMC REMICS 1.5% 08/50
FHR
2229027
0.01%
GLS AUTO 5.61% 11/30
GCAR
1700000
0.01%
RTX CORP 4.125% 11/28
RTX
1735000
0.01%
ONEMAIN 5.375% 11/29
OMF
1762000
0.01%
GALAXY 9.875% 08/31
GALAXY
1757000
0.01%
UMBS MORTPASS 4.5% 12/52
FN
1853196
0.01%
DUKE ENERGY 6.2% 11/53
DUK
1740000
0.01%
DOMINICAN 6% 02/33
DOMREP
1750000
0.01%
SOUTHERN 5.875% 12/53
EIX
1967000
0.01%
GNMA I MORTPASS 6% 01/53
GN
1604587
0.01%
ORGANON & CO 5.125% 04/31
OGN
1675000
0.01%
WILLIAMS COS 5.6% 09/33
WMB
1690000
0.01%
UMBS MORTPASS 5% 09/52
FN
1752783
0.01%
CARVANA AUTO 5.38% 03/29
CRVNA
1640350
0.01%
PNC FINANCIAL VAR 07/36
PNC
1745000
0.01%
DOMINICAN 6.85% 03/39
DOMREP
1702000
0.01%
AVIENT CORP 7.125% 08/30
AVNT
1632000
0.01%
UDR INC 5.125% 09/34
UDR
1740000
0.01%
FNMA MORTPASS 4.64% 10/33
FN
1718898
0.01%
SONANGOL 10% 01/31
SONGOL
1610000
0.01%
HINNT 2025-A 8.22% 03/44
HINTT
1613678
0.01%
PETCO HEALTH AND WELLNES
1611457
0.01%
UNITED STATES ZERO 05/40
S
3436000
0.01%
UMBS MORTPASS 5% 11/52
FR
1721080
0.01%
COLLATERAL USD TBA
1610000
0.01%
FHLMC VAR 06/28
FHMS
1640927
0.01%
GOLDMAN SACHS VAR 06/28
GS
1620000
0.01%
TC ZIRAAT 7.25% 02/30
TCZIRA
1627000
0.01%
AVIS BUDGET 5.375% 03/29
CAR
1675000
0.01%
STONEPEAK MOTION FINCO L
1600000
0.01%
GLS AUTO 11.42% 03/30
GCAR
1500000
0.01%
FNMA MORTPASS 4.51% 05/33
FN
1681671
0.01%
AMERICAN 6.82% 10/29
ACAR
1570397
0.01%
SNAP INC 6.875% 03/33
SNAP
1672000
0.01%
ELASTIC NV 4.125% 07/29
ESTC
1674000
0.01%
ONEOK LLC 6.5% 09/30
OKE
1550000
0.01%
QXO BUILDING 6.5% 07/31
BECN
1630000
0.01%
CINEMARK USA INC 7% 08/32
CNK
1570000
0.01%
ACCO BRANDS 4.25% 03/29
ACCO
1697000
0.01%
LEVEL 3 7% 03/34
LVLT
1611000
0.01%
SYNAPTICS INC 4% 06/29
SYNA
1620000
0.01%
GOLDMAN SACHS VAR 10/30
GS
1620000
0.01%
STANDARD VAR 05/35
STANLN
1615000
0.01%
FELLS POINT 3.046% 01/27
CEG
1570000
0.01%
REPUBLIC OF STEP 07/40
ECUA
2073332
0.01%
AVIENT CORP 6.25% 11/31
AVNT
1580000
0.01%
AVIS BUDGET CAR 8% 02/31
CAR
1596000
0.01%
PACIFIC GAS AND 5% 06/28
PCG
1559000
0.01%
CONNECTICUT FLT 07/43
CAS
1500000
0.01%
ACCENDRA HEALTH 9% 06/32
ACH
1790679
0.01%
ALABAMA 3.125% 07/51
SO
2595000
0.01%
MORGAN STANLEY VAR 01/30
MS
1573000
0.01%
SOLARIS 6.375% 05/31
SEI
1569000
0.01%
HOWARD 6.625% 01/34
HOWARD
1575000
0.01%
FHLMCGLD 4% 07/49
FR
1710997
0.01%
YINSON 8.947% 07/42
YPANBR
1440180
0.01%
REPUBLIC OF 7.625% 01/33
IVYCST
1500000
0.01%
USI, INC.
1518714
0.01%
ARAB 7.6003% 03/29
EGYPT
1500000
0.01%
TRANSCANADA 4.625% 03/34
TRPCN
1650000
0.01%
BASTION 7.119% 04/38
RAISA
1515933
0.01%
SM ENERGY CO 6.625% 04/34
SM
1558000
0.01%
FNMA MORTPASS 3.34% 05/32
FN
1664102
0.01%
REPUBLIC OF 9.25% 01/39
ECUA
1619000
0.01%
SERVICE CORP 5.75% 10/32
SCI
1559000
0.01%
SENSATA 3.75% 02/31
ST
1663000
0.01%
GS VAR 12/60
GSMBS
1607519
0.01%
QXO BUILDING 6.875% 07/34
BECN
1555000
0.01%
MGM RESORTS 6.5% 04/32
MGM
1555000
0.01%
ENTERPRISE 5.2% 01/36
EPD
1580000
0.01%
UMBS MORTPASS 5.5% 06/54
FN
1557952
0.01%
PENSKE 3.75% 06/29
PAG
1579000
0.01%
BPCE SA VAR 10/27
BPCEGP
1480000
0.01%
ARAB 5.875% 02/31
EGYPT
1600000
0.01%
UMBS MORTPASS 2.5% 03/52
FR
1869873
0.01%
AUTONATION 5.63% 09/32
DRVPNK
1491000
0.01%
UMBS MORTPASS 4% 12/52
FN
1686131
0.01%
JAPAN TOBACCO 5.85% 06/35
JAPTOB
1490000
0.01%
GNMA 2012-13 FQ FLT 01/38
GNR
1474026
0.01%
UMBS MORTPASS 5% 03/53
FN
1575763
0.01%
GOLDMAN SACHS VAR 05/29
GS
1500000
0.01%
FHLMC STRIPS ZERO 10/53
FHS
1870745
0.01%
GNMA 2010-14 FH FLT 02/40
GNR
1476048
0.01%
WELLS FARGO & VAR 05/28
WFC
1481000
0.01%
BANCO BILBAO VAR 12/49
BBVASM
1379000
0.01%
NORTHRIVER 6.75% 07/32
NORMID
1476000
0.01%
REPUBLIC OF 8.25% 01/37
IVYCST
1402000
0.01%
HSBC HOLDINGS VAR 05/32
HSBC
1475000
0.01%
ALBERTSONS COS 5.5% 03/31
ACI
1560000
0.01%
FNMA MORTPASS 5% 09/29
FN
1475636
0.01%
LENDMARK 2.37% 04/32
LFT
1545000
0.01%
HINNT 2024-A LLC 7% 03/43
HINTT
1470862
0.01%
SUPERIOR PLUS 4.5% 03/29
SPBCN
1523000
0.01%
ARBOR REALTY 4.5% 03/27
ABR
1489000
0.01%
DT AUTO OWNER 6.62% 02/29
DTAOT
1431843
0.01%
YPF SA 7.55% 06/35
YPFDAR
1530000
0.01%
UMBS MORTPASS 5% 11/52
FN
1542246
0.01%
META PLATFORMS 5.4% 08/54
META
1852000
0.01%
UBER 4.8% 09/35
UBER
1577000
0.01%
FNMA MORTPASS 3.93% 08/32
FN
1550000
0.01%
STANDARD VAR 11/28
STANLN
1400000
0.01%
FNMA MORTPASS 4.71% 04/33
FN
1492783
0.01%
GNMA II 5.5% 08/55
G2
1473911
0.01%
BARCLAYS PLC VAR 11/28
BACR
1400000
0.01%
FIEMEX 7.25% 01/41
FIEMEX
1484535
0.01%
AMAZON.COM 5.65% 03/46
AMZN
1593000
0.01%
ROCKIES 4.95% 07/29
ROCKIE
1481000
0.01%
INSIGHT 6.625% 05/32
NSIT
1445000
0.01%
BANCO NACIONAL VAR 05/36
BNCE
1475000
0.01%
BARCLAYS PLC VAR 11/33
BACR
1335000
0.01%
SERVICE CORP 4% 05/31
SCI
1565000
0.01%
ALLY FINANCIAL 6.7% 02/33
ALLY
1450000
0.01%
CITIGROUP INC VAR 11/32
C
1665000
0.01%
NEXGEN 2025-1 PASS-THROUG
1414811
0.01%
AMEREN CORP 3.5% 01/31
AEE
1541000
0.01%
SMBC AVIATION 5.2% 07/31
SMBCAC
1459000
0.01%
BNP PARIBAS SA VAR 09/29
BNP
1500000
0.01%
CPS AUTO 7.17% 01/30
CPS
1398544
0.01%
T-MOBILE USA 2.625% 02/29
TMUS
1493000
0.01%
INEOS US FINANCE LLC
1470056
0.01%
BXG 4.12% 09/37
BXGNT
1416248
0.01%
EQT CORP 4.75% 01/31
EQT
1457000
0.01%
RENEW 2024-2 8.223% 11/60
RENEW
1410065
0.01%
KBC GROUP NV VAR 10/30
KBCBB
1425000
0.01%
MAPLE PARENT 6.625% 03/56
KDP
1448000
0.01%
COREBRIDGE 4.9% 08/32
CRBG
1473000
0.01%
NORDSTROM 4.375% 04/30
JWN
1502000
0.01%
UMBS MORTPASS 5% 09/53
FN
1487105
0.01%
REPUBLIC OF 5.6% 03/48
PARGUY
1600000
0.01%
EMERA US 2.639% 06/31
EMACN
1570000
0.01%
UMBS MORTPASS 2.5% 07/50
FR
1750628
0.01%
AMSR 2022-SFR3 4% 10/39
AMSR
1400000
0.01%
BUSINESS JET 6.099% 06/41
BJETS
1387595
0.01%
UMBS MORTPASS 4% 10/52
FR
1548084
0.01%
SIERRA 6.54% 08/44
SRFC
1387114
0.01%
UMBS MORTPASS 5% 03/53
FR
1434476
0.01%
HESS CORP 4.3% 04/27
HES
1350000
0.01%
ONEOK LLC 4.75% 10/31
OKE
1410000
0.01%
UMBS MORTPASS 2.5% 08/50
FR
1683438
0.01%
OVINTIV INC 6.25% 07/33
OVV
1324000
0.01%
GNMA II 3.5% 01/51
G2
1526790
0.01%
GRUPO NUTRESA SA 9% 05/35
NUTRES
1250000
0.01%
DOMINICAN 6.4% 06/49
DOMREP
1500000
0.01%
UMBS MORTPASS 5% 03/53
FN
1415453
0.01%
TRANSDIGM 6.875% 12/30
TDG
1320000
0.01%
FHLMC MSCR FLT 09/43
MSCR
1240000
0.01%
WESCO 6.375% 03/33
WCC
1346000
0.01%
VENTURE 6.75% 01/36
VEGLPL
1320000
0.01%
FIRST 6.81% 12/29
FIAOT
1300000
0.01%
HONEYWELL 5.732% 03/56
HONA
1460000
0.01%
MORGAN STANLEY VAR 01/41
MS
1435000
0.01%
BAUSCH + 8.375% 10/28
BLCOCN
1286000
0.01%
LITHIA 3.875% 06/29
LAD
1393000
0.01%
UNITED 1.875% 02/51
T
2622000
0.01%
CSL FINANCE 5.106% 04/34
CSLAU
1370000
0.01%
UMBS MORTPASS 4.5% 08/52
FN
1428479
0.01%
METLIFE INC VAR 03/56
MET
1395000
0.01%
AERCAP IRELAND 5% 11/35
AER
1421000
0.01%
ABBVIE INC 5.55% 03/56
ABBV
1465000
0.01%
BUILDERS 6.375% 03/34
BLDR
1362000
0.01%
DEUTSCHE BANK VAR 01/28
DB
1300000
0.01%
AXALTA 4.75% 06/27
AXTA
1300000
0.01%
CLARIOS 6.75% 05/28
POWSOL
1284000
0.01%
ENTERGY TEXAS 3.55% 09/49
ETR
2000000
0.01%
MAPLE PARENT 5.7% 03/36
KDP
1349000
0.01%
ORGANON & CO 4.125% 04/28
OGN
1300000
0.01%
REPUBLIC OF 7.875% 10/33
KENINT
1320000
0.01%
UMBS MORTPASS 2% 08/50
FN
1684830
0.01%
FNMA MORTPASS 1.54% 03/31
FN
1500000
0.01%
ENERGY 8.106% 06/44
1300828
0.01%
MARINER 2.33% 03/36
MFIT
1300000
0.01%
FNMA MORTPASS 1.93% 11/31
FN
1500000
0.01%
CITIGROUP INC VAR 04/29
C
1295000
0.01%
COMCAST CORP 4.25% 10/30
CMCSA
1344000
0.01%
VENTURE 3.875% 08/29
VENTGL
1359000
0.01%
VOLTAGRID 7.375% 11/30
VOLTAG
1268000
0.01%
AERCAP 2.45% 10/26
AER
1260000
0.01%
UMBS MORTPASS 4% 08/52
FR
1419514
0.01%
ATI INC 7.25% 08/30
ATI
1221000
0.01%
NOBLE FINANCE II 8% 04/30
NE
1226000
0.01%
T-MOBILE USA 5.5% 01/55
TMUS
1500000
0.01%
NYMT LOAN STEP 09/39
NYMT
1241890
0.01%
PG&E CORP 5% 07/28
PCG
1274000
0.01%
GNMA II MORTPASS 4% 08/52
G2
1402602
0.01%
DOMINICAN 6.15% 05/38
DOMREP
1350000
0.01%
FNMA 4.705% 11/32
FN
1283000
0.01%
HILTON GRAND 8.85% 09/39
HGVT
1208829
0.01%
MARVELL 5.45% 07/35
MRVL
1293000
0.01%
DTE ELECTRIC 3.25% 04/51
DTE
2000000
0.01%
CLEAR CHANNEL OUTDOOR HO
1229280
0.01%
UNION 5.25% 01/54
AEE
1450000
0.01%
CONSUMERS 3.95% 05/43
CMS
1610000
0.01%
ARDAGH GROUP SA VAR 12/30
ARGID
1320581
0.01%
PEPSICO INC 3.6% 08/42
PEP
1640000
0.01%
NEXSTAR MEDIA 4.75% 11/28
NXST
1255000
0.01%
ABBVIE INC 4.25% 11/49
ABBV
1647000
0.01%
EXPAND 5.375% 02/29
EXE
1215000
0.01%
GLS AUTO 7.19% 03/32
GCAR
1200000
0.01%
MATADOR 6.25% 04/33
MTDR
1257000
0.01%
GNMA II 5.5% 08/55
G2
1240892
0.01%
AMERICAN VAR 04/36
AXP
1240000
0.01%
ENTERGY CORP VAR 12/56
ETR
1249000
0.01%
AVIS BUDGET 6.01% 10/28
AESOP
1200000
0.01%
BRASKEM 4.5% 01/30
2500000
0.01%
ONCOR 5.65% 09/36
ONCRTX
1240000
0.01%
ROYAL 6.25% 03/32
RCL
1205000
0.01%
MGM RESORTS 4.75% 10/28
MGM
1235000
0.01%
BANK OF AMERICA VAR 04/28
BAC
1205000
0.01%
FNMA MORTPASS 2.39% 03/32
FN
1367050
0.01%
PENSKE TRUCK 5.25% 07/29
PENSKE
1200000
0.01%
BANK OF AMERICA VAR 04/29
BAC
1190000
0.01%
CITIGROUP INC VAR 07/28
C
1200000
0.01%
ENTEGRIS INC 4.375% 04/28
ENTG
1216000
0.01%
FNMA-ACES VAR 06/32
FNA
1372000
0.01%
HUNTINGTON VAR 02/35
HBAN
1226000
0.01%
HUB 7.25% 06/30
HBGCN
1175000
0.01%
ALBERTSONS 4.875% 02/30
ACI
1258000
0.01%
EXETER 9.57% 02/31
EART
1120000
0.01%
SOUTHERN 5.7% 03/53
EIX
1430000
0.01%
REPUBLIC OF 6.375% 05/33
SRPSKA
1070000
0.01%
FNMA-ACES VAR 11/31
FNA
1349222
0.01%
STANDARD 4.75% 01/28
BMCAUS
1190000
0.01%
CHARTER COMMUNICATIONS O
1172285
0.01%
FNMA-ACES VAR 11/31
FNA
1400000
0.01%
HERTZ VEHICLE 5.94% 02/28
HERTZ
1164166
0.01%
UMBS MORTPASS 4.5% 08/52
FN
1274818
0.01%
FOUNDATION 9.18% 12/43
FFIN
1105181
0.01%
GNMA I 5.5% 10/52
GN
1142205
0.01%
AT&T INC 3.5% 09/53
T
1990000
0.01%
FNMA MORTPASS 4.79% 09/33
FN
1203000
0.01%
ORACLE CORP 4% 07/46
ORCL
1905000
0.01%
FNMA MORTPASS 4.52% 10/33
FN
1216000
0.01%
GNMA II 4.25% 10/48
G2
1300138
0.01%
SALESFORCE INC 2.7% 07/41
CRM
1820000
0.01%
COMISION 8.65% 01/33
CELELS
1078000
0.01%
ALUMINA PTY 6.375% 09/32
AA
1162000
0.01%
CYPRIUM CORP 6.125% 04/31
VGNT
1178000
0.01%
SANTANDER 5.47% 12/30
SDART
1128365
0.01%
GOODYEAR TIRE 5.25% 07/31
GT
1365000
0.01%
GFL 4% 08/28
GFLCN
1165000
0.01%
DYCOM 4.5% 04/29
DY
1185000
0.01%
US BANCORP VAR 07/30
USB
1145000
0.01%
ROCKET COS 7.125% 02/32
RKT
1128000
0.01%
UNION 5.125% 03/55
AEE
1365000
0.01%
BIOGEN INC 3.15% 05/50
BIIB
1900000
0.01%
UMBS MORTPASS 3% 03/52
FN
1330359
0.01%
EDGED COMPUTE 7.5% 04/31
EDGCOM
1221000
0.01%
CITIGROUP INC VAR 01/28
C
1115000
0.01%
ENERGY 4.15% 09/29
ET
1150000
0.01%
PETROLEOS 6.375% 01/45
PEMEX
1430000
0.01%
FORD MOTOR 6.8% 05/28
F
1090000
0.01%
LLOYDS BANKING VAR 08/33
LLOYDS
1160000
0.01%
FHLMCGLD 3.75% 08/32
FR
1200000
0.01%
KINETIK 6.625% 12/28
KNTK
1090000
0.01%
ENTERGY 5.7% 03/54
ETR
1230000
0.01%
UMBS MORTPASS 3.5% 01/50
FN
1277389
0.01%
WESTGATE 7.49% 12/37
WESTR
1080388
0.01%
MORGAN STANLEY VAR 01/33
MS
1265000
0.01%
UMBS MORTPASS 4.5% 09/52
FN
1204538
0.01%
ASURION, LLC
1177386
0.01%
BPCE SA VAR 01/32
BPCEGP
1275000
0.01%
EXETER 6.95% 12/29
EART
1074223
0.01%
GENESEE & 6.25% 04/32
GWR
1112000
0.01%
QNITY 6.25% 08/33
QUS
1119000
0.01%
PERFORMANCE 5.625% 03/34
PFGC
1168000
0.01%
BALL CORP 6% 06/29
BALL
1085000
0.01%
UNITED 4.875% 03/29
UAL
1128000
0.01%
SM ENERGY CO 7% 08/32
SM
1083000
0.01%
DANSKE BANK A/S VAR 10/30
DANBNK
1113000
0.01%
PROGRESS 4.45% 04/39
PROG
1090000
0.01%
ATI INC 5.875% 06/33
ATI
1122000
0.01%
PERU LNG SRL 5.375% 03/30
PERLNG
1108650
0.01%
STATION CASINOS LLC
1078689
0.01%
SUNOCO LP 5.875% 03/34
SUN
1143000
0.01%
ENEL FINANCE 5.125% 06/29
ENELIM
1085000
0.01%
FHLMC 2.4% 03/32
FHMS
1250000
0.01%
SMBC AVIATION 5.7% 07/36
SMBCAC
1135000
0.01%
NOVA CHEMICALS 8.5% 11/28
NCX
1045000
0.01%
MV24 CAPITAL 6.748% 06/34
MVFPSO
1075360
0.01%
NRG ENERGY 5.875% 05/34
NRG
1138000
0.01%
GNMA II 4.5% 10/52
G2
1129306
0.01%
FNMA MORTPASS 3.59% 05/32
FN
1151204
0.01%
TRIMAS CORP 4.125% 04/29
TRS
1120000
0.01%
ROPER 4.45% 09/30
ROP
1105000
0.01%
SYNOPSYS INC 5.7% 04/55
SNPS
1196000
0.01%
AXON 6.25% 03/33
AXON
1073000
0.01%
CINEMARK USA 5.25% 07/28
CNK
1060000
0.01%
BATH & BODY 6.875% 11/35
BBWI
1086000
0.01%
REPUBLIC OF 9.25% 04/30
ELSALV
1000000
0.01%
CANADIAN 2.875% 11/29
CP
1125000
0.01%
ENERGY 5.25% 07/29
ET
1050000
0.01%
FNMA MORTPASS 2.5% 09/61
FN
1372497
0.01%
UZBEKNEFTEGAZ 8.75% 05/30
UNGUZB
1000000
0.01%
PG&E 5.529% 06/51
PCG
1145000
0.01%
DOMINICAN 5.875% 01/60
DOMREP
1300000
0.01%
WYNN RESORTS 6.875% 03/35
WYNFIN
1063000
0.01%
CONSTELLATION 5.75% 10/41
EXC
1120000
0.01%
CREDIT 7.15% 09/33
CAALT
1033346
0.01%
MILLROSE 6.375% 08/30
MRP
1055000
0.01%
SCIH SALT HOLDINGS INC
1040000
0.01%
UMBS MORTPASS 3% 04/52
FR
1249790
0.01%
UMBS MORTPASS 4.5% 09/52
FN
1130730
0.01%
FNMA-ACES VAR 11/32
FNA
1250000
0.01%
REACH ABS 7.31% 08/32
REACH
1000000
0.01%
ESAB CORP 6.25% 04/29
ESAB
1031000
0.01%
SIX FLAGS 6.5% 10/28
FUN
1053000
0.01%
KDC/ONE DEVELOPMENT CORP
1018824
0.01%
EXETER 8.23% 03/30
EART
1000000
0.01%
FNMA MORTPASS 1.67% 07/31
FN
1200000
0.01%
UMBS MORTPASS 4.5% 07/52
FR
1118881
0.01%
CPS AUTO 8.73% 01/29
CPS
1000000
0.01%
GRAHAM PACKAGING COMPANY
1011508
0.01%
DP LION 12.725% 11/43
DEC
998688
0.01%
BANQUE 5.79% 07/28
BFCM
1005000
0.01%
CHEMOURS 5.75% 11/28
CC
1036000
0.01%
ROMANIA BOND 7.5% 02/37
ROMANI
1000000
0.01%
ENERGIZER 4.75% 06/28
ENR
1029000
0.01%
NATWEST GROUP VAR 01/30
NWG
1015000
0.01%
NORTHRIVER MIDSTREAM FIN
1003314
0.01%
GLS AUTO 5.32% 03/30
GSAR
1000000
0.01%
HILTON 4.875% 04/27
HLT
1005000
0.01%
ACREC 2026-FL4 FLT 01/43
ACREC
1000000
0.01%
BAT CAPITAL 2.259% 03/28
BATSLN
1045000
0.01%
STAR 2025-SFR5 FLT 02/42
STAR
1000000
0.01%
REPUBLIC OF 8% 11/29
ANGOL
1000000
0.01%
TORONTO-DOMI 4.994% 04/29
TD
1010000
0.01%
GREAT AJAX 9.875% 09/27
AJX
1000000
0.01%
GNMA II 6.5% 06/53
G2
965327
0.01%
VENTURE 6.125% 12/30
VEGLPL
1010000
0.01%
SOLARIS ENERGY 7% 04/32
SEI
1015000
0.01%
NEWELL BRANDS 8.5% 06/28
NWL
967000
0.01%
TAKEDA 5% 11/28
TACHEM
1000000
0.01%
CREDIT 5.301% 07/28
ACAFP
990000
0.01%
FIBERCOP SPA 7.721% 06/38
FIBCOP
1000000
0.01%
COMCAST CORP 2.987% 11/63
CMCSA
2200000
0.01%
INEOS FINANCE 6.75% 05/28
INEGRP
1000000
0.01%
FNMA MORTPASS 4.8% 12/32
FN
1023597
0.01%
BUCKEYE PARTNERS LP
988528
0.01%
PG&E CORP 5.25% 07/30
PCG
1039000
0.01%
DOMINICAN 6.95% 03/37
DOMREP
1000000
0.01%
FS 8.625% 06/33
FSBIOE
1050000
0.01%
REPUBLIC OF 6.125% 01/31
COLOM
1014000
0.01%
GNMA 2010-61 FK FLT 05/40
GNR
982128
0.01%
FREMF 2018-K80 VAR 08/50
FREMF
1000000
0.01%
SVENSKA 5.5% 06/28
SHBASS
970000
0.01%
SMBC AVIATION 5.3% 04/29
SMBCAC
980000
0.01%
DOMINICAN 6.6% 06/36
DOMREP
1000000
0.01%
FNMA MORTPASS 3.8% 09/32
FN
1056986
0.01%
JETBLUE 9.875% 09/31
JBLU
1220000
0.01%
DT AUTO OWNER 6.44% 11/28
DTAOT
958904
0.01%
TALLGRASS 7.375% 02/29
TEP
951000
0.01%
FHLMC VAR 10/32
FHMS
1050000
0.01%
UMBS MORTPASS 3% 12/51
FR
1151034
0.01%
UMBS MORTPASS 2.5% 02/52
FR
1201364
0.01%
FNMA MORTPASS 4.18% 11/32
FN
1015000
0.01%
COREVEST VAR 06/52
CAFL
1043000
0.01%
COMISION 6.45% 01/35
CFELEC
1000000
0.01%
MARS INC 5.65% 05/45
MARS
1030000
0.01%
CANADIAN VAR 09/30
CM
965000
0.01%
FNMA MORTPASS 2.01% 01/32
FN
1100000
0.01%
GLAXOSMITHKLINE 6% 09/56
GSK
976000
0.01%
SUMITOMO 5.424% 07/31
SUMIBK
950000
0.01%
RIVERS 6.25% 10/30
RIVENT
951000
0.01%
BAT CAPITAL 5.65% 03/52
BATSLN
1080000
0.01%
FEDERATIVE 7.25% 01/56
BRAZIL
1000000
0.01%
VENTAS REALTY LP 5% 01/35
VTR
1000000
0.01%
FHLMC SEASONED 3.5% 08/58
SCRT
993639
0.01%
FORD MOTOR 9.625% 04/30
F
842000
0.01%
FIRSTENERGY 2.866% 09/28
FE
965000
0.01%
FNMA MORTPASS 3.75% 09/32
FN
997382
0.01%
FREMF 2021-KHG3 VAR 09/28
FREMF
1000000
0.01%
FHLMC VAR 12/32
FHMS
1000000
0.01%
GNMA II FLT 03/72
G2
874529
0.01%
BPCE SA VAR 10/34
BPCEGP
890000
0.01%
GNMA II MORTPASS 5% 10/52
G2
938262
0.01%
ARCHES BUYER INC 9% 08/31
ACOM
906000
0.01%
PG&E 5.231% 06/42
PCG
965000
0.01%
GNMA II 6.5% 09/53
G2
897731
0.01%
MORGAN STANLEY VAR 01/28
MS
914000
0.01%
ALBERTSONS 5.75% 03/34
ACI
1013000
0.01%
LAMAR MEDIA 4.875% 01/29
LAMR
925000
0.01%
FNMA MORTPASS 3.75% 09/34
FN
1010000
0.01%
AXALTA 3.375% 02/29
AXTA
950000
0.01%
ENERGY 5.95% 05/54
ET
1000000
0.01%
COOPERATIEVE VAR 04/28
RABOBK
890000
0.01%
T-MOBILE USA 3.4% 10/52
TMUS
1505000
0.01%
FNMA REMICS 3% 09/44
FNR
1129000
0.01%
EXETER 8.03% 04/29
EART
873851
0.01%
ROCKIES 4.8% 05/30
ROCKIE
935000
0.01%
FAIR ISAAC CORP 6% 05/33
FAIRIC
980000
0.01%
INTERTEK GROUP PLC 6.5%
874183
0.01%
SIERRA 7.48% 06/41
SRFC
869625
0.01%
BATH & BODY 7.5% 06/29
BBWI
863000
0.01%
CREDIT 7.71% 07/33
CAALT
868594
0.01%
PROGRESS 3.39% 07/42
PROG
963000
0.01%
FNMA MORTPASS 3.67% 08/32
FN
945000
0.01%
BUSINESS JET 7.974% 09/39
BJETS
867032
0.01%
QXO BUILDING PRODUCTS, I
870000
0.01%
HINNT 2024-A LLC 8% 03/43
HINTT
885196
0.01%
GNMA II 6.5% 06/54
G2
857730
0.01%
IRON MOUNTAIN 5.25% 03/28
IRM
868000
0.01%
ESENTIA ENERGY 6.5% 07/38
ESENMX
924000
0.01%
VSE CORP
850714
0.01%
COMISION 6.5% 01/51
CFELEC
928000
0.01%
ATMOS ENERGY 5% 12/54
ATO
1048000
0.01%
SUNOCO LP / 5.875% 03/28
SUN
857000
0.01%
UMBS MORTPASS 3.5% 03/52
FR
994748
0.01%
MVW 2023-1 6.54% 10/40
MVWOT
844692
0.01%
METROPOLITAN 5.15% 03/33
MET
880000
0.01%
DANSKE BANK A/S VAR 03/30
DANBNK
845000
0.01%
FNMA MORTPASS 4.19% 05/30
FN
878288
0.01%
DEUTSCHE BANK VAR 11/29
DB
825000
0.01%
ICAHN 5.25% 05/27
IEP
855000
0.01%
NGL ENERGY 8.125% 02/29
NGL
824000
0.01%
WESTLAKE 6.79% 11/28
WLAKE
831928
0.01%
FNMA MORTPASS 1.56% 09/31
FN
1000000
0.01%
TSMC ARIZONA 2.5% 10/31
TAISEM
960000
0.01%
CITIBANK NA 4.838% 08/29
C
840000
0.01%
GNMA II 3.5% 10/51
G2
974656
0.01%
GNMA II 4.5% 10/52
G2
935052
0.01%
FHLMC REMICS 1.25% 10/51
FHR
1106324
0.01%
ARAB 8.625% 02/30
EGYPT
800000
0.01%
FHLMC FLT 05/52
MSCR
822257
0.01%
CLEVELAND-CL 7.625% 01/34
CLF
837000
0.01%
PHILIP MORRIS 5.75% 11/32
PM
820000
0.01%
FHLMC FLT 05/52
MSCR
750000
0.01%
TRINITY 7.75% 07/28
TRN
805000
0.01%
REPUBLIC OF 7.3% 11/54
COSTAR
800000
0.01%
WESTLAKE 6.02% 09/28
WLAKE
809541
0.01%
LENDING 2.32% 04/31
LFT
813217
0.01%
FNMA MORTPASS 3.21% 07/33
FN
914434
0.01%
SONANGOL 10% 01/31
SONGOL
800000
0.01%
FNMA MORTPASS 3.26% 02/33
FN
900699
0.01%
REPUBLIC OF 8.75% 01/34
ECUA
859000
0.01%
UMBS MORTPASS 2.5% 05/50
FN
1008286
0.01%
CONAIR HOLDINGS LLC
920927
0.01%
PERMIAN 7% 01/32
PR
785000
0.01%
ZF NORTH 6.875% 04/28
ZFFNGR
790000
0.01%
FNMA 1.815% 01/31
FN
913965
0.01%
UMBS MORTPASS 5% 10/52
FN
842127
0.01%
US BANCORP VAR 01/28
USB
800000
0.01%
UNIVISION 7.375% 06/30
UVN
811000
0.01%
ORACLE CORP 3.95% 03/51
ORCL
1380000
0.01%
GNMA II FLT 07/72
G2
747917
0.01%
ALUMINA PTY 6.625% 09/34
AA
815000
0.01%
FNMA MORTPASS 3.97% 10/32
FN
850553
0.01%
FHLMC REMICS 2.25% 11/47
FHR
916215
0.01%
ALLISON 3.75% 01/31
ALSN
873000
0.01%
HCA INC 5.9% 06/53
HCA
885000
0.01%
UMBS MORTPASS 5.5% 03/53
FN
809219
0.01%
AMERIGAS 6.875% 06/31
APU
819000
0.01%
QUEST 4.625% 12/29
DGX
800000
0.01%
1261229 BC LTD 10% 04/32
BHCCN
754000
0.01%
ESAB CORP 5.625% 04/31
ESAB
815000
0.01%
JBS NV/JBS USA 3% 05/32
JBS
910000
0.01%
JETBLUE AIRWAYS CORPORAT
980000
0.01%
CONSUMERS 5.21% 09/31
CMS
771000
0.01%
NOBLE FINANCE 6.25% 06/34
NE
812000
0.01%
PERMIAN 6.25% 02/33
PR
767000
0.01%
NATIONWIDE 5.127% 07/29
NWIDE
771000
0.01%
SANTANDER UK VAR 03/32
SANUK
869000
0.01%
AERCAP IRELAND VAR 03/55
AER
760000
0.00%
UNITEDHEALTH 5.7% 10/40
UNH
800000
0.00%
CAIXABANK SA VAR 07/36
CABKSM
800000
0.00%
ARAB REPUBLIC 8.5% 01/47
EGYPT
850000
0.00%
CITIGROUP INC VAR 03/33
C
840000
0.00%
WESTLAKE 7.01% 11/28
WLAKE
748141
0.00%
GNMA 2015-H02 FLT 01/65
GNR
752014
0.00%
ARAB REPUBLIC 7.3% 09/33
EGYPT
800000
0.00%
ON 3.875% 09/28
ON
779000
0.00%
AMSR 6.021% 03/39
AMSR
750000
0.00%
ACUSHNET CO 5.625% 12/33
GOLF
790000
0.00%
AMERICAN 3.875% 11/29
ABCSUP
805000
0.00%
QUEST 5% 12/34
DGX
793000
0.00%
IRON 4.875% 09/27
IRM
750000
0.00%
PROGRESS 2.591% 08/40
PROG
793000
0.00%
AMGEN INC 4.663% 06/51
AMGN
960000
0.00%
ADAPTHEALTH 4.625% 08/29
ADAHEA
795000
0.00%
BAUSCH 4.875% 06/28
BHCCN
774000
0.00%
PUBLIC 6.625% 11/37
AEP
725000
0.00%
CENCORA INC 5.125% 02/34
COR
770000
0.00%
BWX 4.125% 04/29
BWXT
769000
0.00%
FNMA MORTPASS 1.82% 02/30
FN
810986
0.00%
NNN REIT INC 3.5% 04/51
NNN
1145000
0.00%
GOLDMAN SACHS 3.5% 11/26
GS
726000
0.00%
SOUTHERN 5.3% 03/28
EIX
719000
0.00%
FNMA MORTPASS 2.5% 11/50
FN
896807
0.00%
PERRIGO 5.15% 06/30
PRGO
765000
0.00%
AMEREN 4.95% 06/33
AEE
750000
0.00%
CARVANA AUTO 5.71% 07/29
CRVNA
709000
0.00%
GLS AUTO 6.43% 01/31
GSAR
705000
0.00%
NRZ EXCESS 3.474% 11/26
NZES
714350
0.00%
GRANITE 6.375% 06/34
GVA
738000
0.00%
AVIS BUDGET 5.75% 07/27
CAR
711000
0.00%
ENGIE SA 5.25% 04/29
ENGIFP
715000
0.00%
AMGEN INC 5.65% 03/53
AMGN
800000
0.00%
FNMA MORTPASS 4.23% 11/32
FN
754508
0.00%
CSC HOLDINGS 6.5% 02/29
CSCHLD
1570000
0.00%
IRON MOUNTAIN 6.25% 01/33
IRM
731000
0.00%
VENTURE GLOBAL 6.5% 06/34
VEGLPL
713000
0.00%
AMGEN INC 3.15% 02/40
AMGN
977000
0.00%
ALLIED 4.625% 06/28
UNSEAM
725000
0.00%
GNMA II FLT 11/71
G2
677650
0.00%
GNMA II MORTPASS 5% 07/52
G2
747074
0.00%
TRANSDIGM INC 6.75% 01/35
TDG
705000
0.00%
VENTURE GLOBAL 9.5% 02/29
VENLNG
660000
0.00%
HINNT 2022-A LLC 8% 05/41
HINTT
704196
0.00%
UMBS MORTPASS 3% 05/51
FN
837429
0.00%
GNMA II 4.2% 01/49
G2
797596
0.00%
1261229 BC LTD
691250
0.00%
HILTON 5.5% 09/31
HLT
714000
0.00%
SUMITOMO 5.716% 09/28
SUMIBK
680000
0.00%
MEDLINE 6.25% 04/29
MEDIND
680000
0.00%
GRAY MEDIA INC 7.5% 09/34
GTN
726000
0.00%
SIERRA 6.93% 08/41
SRFC
690753
0.00%
QUIKRETE HOLDINGS, INC
680763
0.00%
BXG 7.38% 11/38
BXGNT
669917
0.00%
PNC FINANCIAL VAR 08/34
PNC
680000
0.00%
BP CAPITAL 4.893% 09/33
BPLN
710000
0.00%
ELEMENT 3.875% 09/28
ESI
701000
0.00%
REALTY INCOME 2.7% 02/32
O
780000
0.00%
SOUTHERN 2.5% 06/31
EIX
775000
0.00%
CREDIT AGRICOLE VAR 09/28
ACAFP
670000
0.00%
UMBS MORTPASS 3% 05/52
FR
805989
0.00%
PUGET SOUND 5.685% 06/54
PSD
742000
0.00%
BANCO 5.875% 05/30
BNCE
670000
0.00%
CONOCOPHILLIPS 3.8% 03/52
COP
990000
0.00%
NCL CORP LTD 5.875% 01/31
NCLH
725000
0.00%
PROGRESS 6.6% 04/39
PROG
665000
0.00%
NOVELIS CORP 6.375% 08/33
HNDLIN
690000
0.00%
BANK OF NOVA VAR 11/32
BNS
685000
0.00%
IHO VERWALTUNGS 8% 11/32
IHOVER
634783
0.00%
AXON 6.125% 03/30
AXON
655000
0.00%
VIRGINIA 5.7% 08/53
D
730000
0.00%
RWE FINANCE 5.875% 04/34
RWE
660000
0.00%
NISOURCE INC 5.2% 07/29
NI
650000
0.00%
PROGRESS 4.8% 04/27
PROG
651000
0.00%
SENSATA 5.875% 09/30
ST
655000
0.00%
TRANSDIGM INC 6.25% 01/34
TDG
662000
0.00%
FNMA MORTPASS 4.85% 11/32
FN
661000
0.00%
NRG ENERGY 4.734% 10/30
NRG
670000
0.00%
ORACLE CORP 2.875% 03/31
ORCL
750000
0.00%
FNMA MORTPASS 2.28% 10/31
FN
737703
0.00%
TALEN ENERGY 6.25% 02/34
TLN
675000
0.00%
NGPL PIPECO 3.25% 07/31
NGPLCO
710000
0.00%
MARINER 3.83% 03/36
MFIT
651000
0.00%
UMBS MORTPASS 5% 03/53
FN
674070
0.00%
PRINCIPAL 4.111% 02/28
PFG
641000
0.00%
CASCADE MH STEP 08/54
CMHAT
796989
0.00%
NUSTAR 5.625% 04/27
NSUS
630000
0.00%
GNMA II 3.5% 04/52
G2
752723
0.00%
EXXON MOBIL 4.227% 03/40
XOM
750000
0.00%
BP CAPITAL 3.001% 03/52
BPLN
1085000
0.00%
ECOPETROL SA 8.875% 01/33
ECOPET
600000
0.00%
MATADOR 6% 04/34
MTDR
660000
0.00%
ENERSYS 4.375% 12/27
ENS
630000
0.00%
MH SUB I, LLC
625858
0.00%
ECOVYST CATALYST TECHNOL
618984
0.00%
TEREX CORP 5% 05/29
TEX
639000
0.00%
AT&T INC 3.65% 06/51
T
1015000
0.00%
BANCO 6.607% 11/28
SANTAN
600000
0.00%
TOWD POINT 3.30716% 11/60
TPMT
754000
0.00%
PACIFIC GAS 6.1% 01/29
PCG
605000
0.00%
WP CAREY INC 2.4% 02/31
WPC
700000
0.00%
FNMA MORTPASS 2.88% 10/35
FN
750000
0.00%
HOWARD 6.625% 01/35
HOWARD
626000
0.00%
CLEVELAND-CLIF 7.5% 09/31
CLF
608000
0.00%
VENTURE GLOBAL 7% 01/30
VENLNG
600000
0.00%
STANDARD 5.875% 03/34
BMCAUS
656000
0.00%
CCO HOLDINGS LLC 7% 02/33
CHTR
655000
0.00%
DUKE ENERGY 5.25% 04/33
DUK
624000
0.00%
SOUTHERN 5.65% 10/28
EIX
600000
0.00%
PROLOGIS LP 4.75% 06/33
PLD
640000
0.00%
BANK OF AMERICA VAR 06/29
BAC
635000
0.00%
MVW 2022-2 LLC 9% 10/41
MVWOT
590816
0.00%
BALL CORP 3.125% 09/31
BALL
685000
0.00%
TOTALENERGIE 3.461% 07/49
TTEFP
924000
0.00%
KINDER MORGAN 3.25% 08/50
KMI
1000000
0.00%
AMERICAN TOWER 5.2% 02/29
AMT
600000
0.00%
CHEMOURS 7.875% 03/34
CC
640000
0.00%
QUEST 6.4% 11/33
DGX
580000
0.00%
FMC GMSR 7.17% 04/27
FMMSR
600000
0.00%
UMBS MORTPASS 2% 08/42
FR
709756
0.00%
BXG 4.22% 02/36
BXGNT
596813
0.00%
UOG ABS 8.35% 06/40
UOG
589080
0.00%
NATWEST GROUP VAR 05/28
NWG
600000
0.00%
FNMA MORTPASS 4% 12/61
FN
689359
0.00%
HILTON 3.75% 05/29
HLT
625000
0.00%
ELI LILLY & 4.95% 02/63
LLY
740000
0.00%
MIZUHO VAR 07/29
MIZUHO
580000
0.00%
TEACHERS 4.27% 05/47
TIAAGL
800000
0.00%
UMBS MORTPASS 2.5% 10/51
FN
745059
0.00%
PNC FINANCIAL 2.55% 01/30
PNC
639000
0.00%
HCA INC 4.5% 02/27
HCA
580000
0.00%
GNMA II 3.5% 02/51
G2
670598
0.00%
AMEREN 5.55% 07/54
AEE
650000
0.00%
CONSTELLATION 6.25% 10/39
EXC
585000
0.00%
FNMA MORTPASS 5% 12/61
FN
616369
0.00%
GNMA II 3.5% 09/51
G2
681808
0.00%
BANK OF AMERICA VAR 07/31
BAC
660000
0.00%
BLUE RACER 7% 07/29
BLURAC
567000
0.00%
TRANSCANADA VAR 10/56
TRPCN
592000
0.00%
TEREX CORPORATION
566392
0.00%
ENERSYS 6.625% 01/32
ENS
571000
0.00%
FORD MOTOR 7.2% 06/30
F
550000
0.00%
FNMA MORTPASS 2.92% 10/34
FN
659272
0.00%
COMCAST CORP 3.25% 11/39
CMCSA
813000
0.00%
NEVADA POWER CO 6% 03/54
BRKHEC
600000
0.00%
SENSATA 4.375% 02/30
ST
590000
0.00%
STANDARD VAR 05/28
STANLN
555000
0.00%
ENTERPRISE 6.65% 10/34
EPD
530000
0.00%
BANK OF NOVA 2.15% 08/31
BNS
650000
0.00%
FNMA MORTPASS 3.5% 09/61
FN
662778
0.00%
CITIGROUP INC VAR 06/31
C
620000
0.00%
GNMA II 3.5% 12/51
G2
674340
0.00%
MH SUB I, LLC
590949
0.00%
ASBURY 4.5% 03/28
ABG
563000
0.00%
L3HARRIS 5.6% 07/53
LHX
617000
0.00%
GNMA II MORTPASS 3% 03/52
G2
662540
0.00%
BANK OF AMERICA VAR 10/32
BAC
640000
0.00%
BANK OF 5.511% 06/31
BMO
550000
0.00%
PROTECTIVE 5.467% 12/28
PROTLI
543000
0.00%
RINGCENTRAL 8.5% 08/30
RNG
524000
0.00%
SIERRA 9.8% 01/40
SRFC
526002
0.00%
ENERGIZER 4.375% 03/29
ENR
571000
0.00%
COREVEST VAR 03/52
CAFL
551000
0.00%
GNMA II MORTPASS 3% 01/52
G2
621496
0.00%
ALLIED UNIVERSAL HOLDCO
528664
0.00%
BELRON FINANCE 2019 LLC
530000
0.00%
CHARLOTTE BUYER INC
525000
0.00%
HOME DEPOT 3.625% 04/52
HD
805000
0.00%
LSF12 HELIX PARENT, LLC
525000
0.00%
PIONEER OPCO LLC 7% 05/33
VENRES
530000
0.00%
ARDAGH GROUP 9.5% 12/30
ARGID
507000
0.00%
COLOSSUS ACQUIRECO LLC
525000
0.00%
MAUSER PACKAGING SOLUTIO
523684
0.00%
BRISTOL-MYER 4.125% 06/39
BMY
629000
0.00%
GB AIT BUYER INC
520000
0.00%
BIOCEANICO ZERO 06/34
PARCRT
639510
0.00%
GNMA II 3.5% 12/51
G2
617835
0.00%
CORE & MAIN LP 6% 07/34
CNM
543000
0.00%
UMBS MORTPASS 3% 04/33
FN
523300
0.00%
WESCO 5.25% 04/31
WCC
537000
0.00%
COREVEST VAR 10/52
CAFL
570000
0.00%
FNMA MORTPASS 2.44% 06/30
FN
563250
0.00%
FNMA GRANTOR 2.898% 06/27
FNGT
517427
0.00%
COMCAST CORP 5.3% 06/34
CMCSA
540000
0.00%
YONDR JK 1 6.875% 06/31
YNDRDC
551000
0.00%
VIRGIN MEDIA 5.5% 05/29
VMED
580000
0.00%
PROLOGIS LP 5.25% 03/54
PLD
596000
0.00%
ENTERGY 5% 09/33
ETR
535000
0.00%
ENCOMPASS 4.625% 04/31
EHC
540000
0.00%
CANADIAN 5.986% 10/28
CM
500000
0.00%
CITIBANK NA 5.803% 09/28
C
500000
0.00%
TALLGRASS ENERGY 6% 09/31
TEP
525000
0.00%
BRISTOL-MYERS 5.75% 02/31
BMY
500000
0.00%
GUARDIAN 5.737% 10/28
GUARDN
500000
0.00%
LSF12 CROWN US COMMERCIA
503571
0.00%
GRAY MEDIA 10.5% 07/29
GTN
478000
0.00%
FIRST ADVANTAGE HOLDINGS
503774
0.00%
DTE ENERGY 4.875% 06/28
DTE
500000
0.00%
CPS AUTO 6.44% 04/29
CPS
490362
0.00%
AMERICAN 7.25% 02/28
AAL
493000
0.00%
SANMINA CORP
490000
0.00%
PUBLIC 4.65% 03/33
PEG
520000
0.00%
BERKSHIRE 3.85% 03/52
BRK
715000
0.00%
DUKE ENERGY 5.8% 06/54
DUK
550000
0.00%
FNMA MORTPASS 3.21% 11/37
FN
575403
0.00%
CITIGROUP INC VAR 03/30
C
500000
0.00%
UNION 5.45% 03/53
AEE
555000
0.00%
DTE ELECTRIC 5.2% 03/34
DTE
500000
0.00%
UBS GROUP AG VAR 02/30
UBS
483000
0.00%
FNMA MORTPASS 3.48% 05/29
FN
501264
0.00%
AMERICAN 1.65% 11/26
AXP
480000
0.00%
NGL ENERGY 8.375% 02/32
NGL
473000
0.00%
LENDMARK 1.9% 11/31
LFT
484816
0.00%
AMERICAN 5.15% 03/34
AWK
500000
0.00%
PETSMART, INC
473809
0.00%
GUARDIAN 4.179% 09/29
GUARDN
490000
0.00%
OPORTUN 2.18% 10/31
OPTN
478645
0.00%
PIEDMONT 3.35% 06/50
DUK
768000
0.00%
MRCD 2.71752% 12/36
MRCD
670000
0.00%
BURLINGTON 3.55% 02/50
BNSF
708000
0.00%
SUNOCO LP 7% 05/29
SUN
462000
0.00%
LOCKHEED 4.15% 06/53
LMT
650000
0.00%
ENTERGY 2.9% 03/51
ETR
823000
0.00%
GNMA II FLT 10/71
G2
450125
0.00%
MARVELL 5.3% 04/36
MRVL
496000
0.00%
CASCADE MH 1.753% 02/46
CMHAT
513960
0.00%
CIGNA 5.125% 05/31
CI
470000
0.00%
SIMON 2.45% 09/29
SPG
500000
0.00%
ALUMINA PTY 6.125% 03/30
AA
465000
0.00%
JBS NV/JBS 6.375% 04/66
JBS
520000
0.00%
GNMA II 3.5% 02/52
G2
545552
0.00%
KINDER MORGAN 5.05% 02/46
KMI
550000
0.00%
GNMA II MORTPASS 5% 06/52
G2
486165
0.00%
ENTERGY TEXAS 1.75% 03/31
ETR
535000
0.00%
GNMA II 3.5% 01/52
G2
543423
0.00%
FREMF 0.1% 10/53
FREMF
149328295
0.00%
JGWB HOLDINGS FLT 02/30
450281
0.00%
DTE ENERGY CO 4.95% 07/27
DTE
450000
0.00%
BPCE SA BOND 4.75% 07/27
BPCEGP
450000
0.00%
KODIAK GAS 5.875% 04/31
KGS
467000
0.00%
INEOS FINANCE 7.5% 04/29
INEGRP
460000
0.00%
DISCOVERY 5.05% 03/42
WBD
655000
0.00%
GILEAD 1.65% 10/30
GILD
518000
0.00%
PHILIP 3.125% 03/28
PM
459000
0.00%
TAKEDA 3.175% 07/50
TACHEM
743000
0.00%
BANK OF AMERICA VAR 12/28
BAC
454000
0.00%
UNITED STATES ZERO 02/42
S
1065000
0.00%
BP CAPITAL 3.06% 06/41
BPLN
630000
0.00%
PRESTIGE 6.25% 07/34
PBH
459000
0.00%
WAYFAIR LLC 7.125% 05/34
W
438000
0.00%
GNMA 2020-165 1.5% 11/50
GNR
592722
0.00%
SUNOCO LP / 4.5% 05/29
SUN
457000
0.00%
HSBC HOLDINGS VAR 05/32
HSBC
500000
0.00%
BNP PARIBAS SA VAR 09/28
BNP
450000
0.00%
DANA INC 4.5% 02/32
DAN
442000
0.00%
DLLAA 2023-1 5.64% 02/28
DLLAA
430090
0.00%
ITC HOLDINGS 4.95% 09/27
ITC
432000
0.00%
S&P GLOBAL 2.95% 03/29
SPGI
456000
0.00%
RTX CORP 4.5% 06/42
RTX
520000
0.00%
AT&T INC 1.65% 02/28
T
450000
0.00%
MILLROSE 6.25% 09/32
MRP
449000
0.00%
FNMA MORTPASS 1.56% 01/31
FN
500000
0.00%
CLYDESDALE 7.875% 04/32
NOVHOL
429000
0.00%
ENTERGY 1.6% 12/30
ETR
500000
0.00%
RHP HOTEL 5.75% 03/34
RHP
455000
0.00%
GNMA II MORTPASS 3% 02/52
G2
512258
0.00%
HARVEST 6.75% 05/34
HARMID
438000
0.00%
AXALTA COATING SYSTEMS U
426130
0.00%
GNMA II FLT 11/71
G2
412575
0.00%
SOUTHERN CO 3.15% 09/51
SO
710000
0.00%
KIOXIA 6.625% 07/33
KIOXIA
420000
0.00%
MID-ATLANTIC 4.1% 05/28
FE
430000
0.00%
FREMF 0.1% 01/54
FREMF
129876562
0.00%
SHELL 2.875% 11/41
RDSALN
620000
0.00%
KLA CORP 4.65% 07/32
KLAC
440000
0.00%
BUCKEYE 4.125% 12/27
BPL
426000
0.00%
ROPER 4.75% 02/32
ROP
440000
0.00%
AKER BP ASA 5.8% 10/54
AKERBP
475000
0.00%
NEW 3.55% 02/39
NRMLT
420000
0.00%
NEWELL 7.375% 04/36
NWL
431000
0.00%
PINE STREET 6.223% 05/54
EQH
450000
0.00%
UMBS MORTPASS 3% 02/52
FN
499728
0.00%
SKANDINAVISK 5.375% 03/29
SEB
410000
0.00%
FHLMC SEASONED 3.5% 11/57
SCRT
475063
0.00%
BENIN 8.375% 01/41
BENIN
400000
0.00%
BANK OF NEW VAR 10/29
BNY
400000
0.00%
ALTRIA GROUP 2.45% 02/32
MO
480000
0.00%
NATWEST GROUP VAR 03/35
NWG
415000
0.00%
WAYFAIR LLC 6.75% 11/32
W
410000
0.00%
DTE ELECTRIC 6.09% 09/38
DTE
400000
0.00%
FNMA MORTPASS 4% 08/59
FN
464088
0.00%
IHO 7.375% 05/33
IHOVER
400000
0.00%
FOUNDATION 6.53% 12/49
FFIN
398716
0.00%
NORDEA BANK 5.375% 09/27
NDAFH
400000
0.00%
CLARIOS 6.75% 09/32
POWSOL
410000
0.00%
UNITED AUTO 10% 04/29
UACST
987139
0.00%
FNMA MORTPASS 2.55% 04/32
FN
458392
0.00%
ALEXANDRIA 3.375% 08/31
ARE
450000
0.00%
CAMDEN 5.85% 11/26
CPT
400000
0.00%
IQVIA INC 5% 10/26
IQV
400000
0.00%
COMCAST CORP 3.9% 03/38
CMCSA
515000
0.00%
PFIZER INC 4.4% 05/44
PFE
500000
0.00%
BAKER HUGHES 2.061% 12/26
BKR
400000
0.00%
PRINCIPAL LIFE 5.1% 01/29
PFG
400000
0.00%
MIZUHO VAR 07/31
MIZUHO
450000
0.00%
ARAB 8.625% 02/30
EGYPT
382000
0.00%
FORVIA SE 6.75% 09/33
EOFP
410000
0.00%
SOUTHERN 5.5% 03/29
SO
390000
0.00%
BANK OF AMERICA VAR 07/28
BAC
390000
0.00%
DUKE ENERGY 3.2% 08/49
DUK
634000
0.00%
PNC FINANCIAL VAR 01/35
PNC
400000
0.00%
FNMA MORTPASS 2.14% 12/33
FN
473064
0.00%
LAMAR MEDIA 3.75% 02/28
LAMR
400000
0.00%
TUCSON 1.5% 08/30
FTSCN
448000
0.00%
UNION ELECTRIC 5.2% 04/34
AEE
400000
0.00%
GLENCORE 2.85% 04/31
GLENLN
435000
0.00%
SCRIPPS 3.875% 01/29
SSP
421000
0.00%
RTX CORP 1.9% 09/31
RTX
450000
0.00%
EDGEWELL 4.125% 04/29
EPC
400000
0.00%
REPUBLIC OF 8% 11/29
ANGOL
378000
0.00%
RTX CORP 3.03% 03/52
RTX
650000
0.00%
COMCAST CORP 1.5% 02/31
CMCSA
450000
0.00%
USA 6.75% 04/35
USAC
386000
0.00%
SONIC 4.875% 11/31
SAH
410000
0.00%
CASCADE MH VAR 11/44
CMHAT
401843
0.00%
BLOCK INC 5.625% 08/30
XYZ
382000
0.00%
FREMF 0.1% 09/53
FREMF
127111087
0.00%
ALCOA 6.875% 09/36
AA
381000
0.00%
FNMA MORTPASS 2.87% 09/27
FN
376854
0.00%
US BANCORP VAR 01/30
USB
370000
0.00%
APPLE INC 2.7% 08/51
AAPL
670000
0.00%
LAMB WESTON 4.375% 01/32
LW
410000
0.00%
XPO INC 6.25% 06/28
XPO
369000
0.00%
HESS 5.875% 03/28
HESM
369000
0.00%
TALEN ENERGY SUPPLY LLC
372187
0.00%
EATON CORP 4.15% 03/33
ETN
400000
0.00%
TSMC GLOBAL LTD 1% 09/27
TAISEM
380000
0.00%
AMERICAN 5.45% 03/54
AWK
420000
0.00%
EXETER 7.4% 02/29
EART
358635
0.00%
UNITEDHEALTH 5.875% 02/53
UNH
395000
0.00%
WELLS FARGO & CO 3% 10/26
WFC
360000
0.00%
MARINER 2.96% 03/36
MFIT
370000
0.00%
FREMF 0.1% 04/33
FREMF
90347887
0.00%
SOUTHERN 2.55% 02/30
SRE
393000
0.00%
VISTRA 4.6% 10/30
VST
374000
0.00%
UMBS MORTPASS 3.5% 05/52
FN
413354
0.00%
CANADIAN 3.1% 12/51
CP
601000
0.00%
GLENCORE 5.186% 04/30
GLENLN
360000
0.00%
MAGNOLIA OIL 6.625% 08/34
MGY
365000
0.00%
RTX CORP 5.15% 02/33
RTX
365000
0.00%
S&P GLOBAL 3.25% 12/49
SPGI
563000
0.00%
GROUP 1 6.25% 02/32
GPI
363000
0.00%
LLOYDS BANKING VAR 01/28
LLOYDS
350000
0.00%
HERTZ 4.625% 12/26
HTZ
358000
0.00%
CONSOLIDATED 4.125% 05/49
ED
491000
0.00%
UMBS MORTPASS 3.5% 02/52
FN
404561
0.00%
MORGAN STANLEY VAR 09/36
MS
420000
0.00%
SAN DIEGO GAS 4.95% 08/28
SRE
350000
0.00%
GNMA II MORTPASS 3% 01/52
G2
413593
0.00%
BAE SYSTEMS 1.9% 02/31
BALN
400000
0.00%
CONSUMERS 4.625% 05/33
CMS
365000
0.00%
APPLE INC 4.375% 05/45
AAPL
429000
0.00%
FREMF 0.1% 09/52
FREMF
123371048
0.00%
WR GRACE 7% 08/33
GRA
365000
0.00%
CONSTELLATION 4.65% 11/28
STZ
345000
0.00%
BUNGE LTD 2.75% 05/31
BG
385000
0.00%
FHLMC 3.69% 01/29
FHMS
350000
0.00%
DOMINION ENERGY VAR 02/56
D
360000
0.00%
STATE STREET CORP VAR
STT
337000
0.00%
NEW 3.299% 02/39
NRMLT
340000
0.00%
T-MOBILE USA 5.05% 07/33
TMUS
355000
0.00%
HYUNDAI 1.8% 01/28
HYNMTR
350000
0.00%
FLORIDA POWER 5.3% 04/53
NEE
390000
0.00%
CONSTELLATION 5% 02/31
CEG
343000
0.00%
ALLIANT ENERGY 5.4% 06/27
LNT
330000
0.00%
VENTURE 6.625% 06/36
VENLNG
344000
0.00%
VENTURE 6.375% 12/34
VENLNG
344000
0.00%
BP CAPITAL 2.939% 06/51
BPLN
567000
0.00%
MORGAN STANLEY VAR 07/28
MS
330000
0.00%
BLOCK INC 6% 08/33
XYZ
342000
0.00%
RHP HOTEL 6.25% 02/35
RHP
340000
0.00%
DEUTSCHE 5.414% 05/29
DB
325000
0.00%
MVW 2020-1 7.14% 10/37
MVWOT
323761
0.00%
SOUTHERN 5.75% 04/54
EIX
390000
0.00%
ONCOR 4.95% 09/52
ONCRTX
400000
0.00%
FREMF 0.1% 05/53
FREMF
118598871
0.00%
FNMA MORTPASS 4.03% 09/32
FN
350000
0.00%
WELLS FARGO & VAR 07/28
WFC
320000
0.00%
NCR ATLEOS LLC
318281
0.00%
BALTIMORE GAS 2.9% 06/50
EXC
550000
0.00%
HOME RE 2022-1 FLT 10/34
HMIR
307507
0.00%
GNMA II MORTPASS 4% 01/52
G2
367579
0.00%
UMBS MORTPASS 3% 12/51
FN
379290
0.00%
COMCAST CORP 4.049% 11/52
CMCSA
500000
0.00%
BRISTOL-MYERS 2.35% 11/40
BMY
480000
0.00%
MERCK & CO INC 2.9% 12/61
MRK
605000
0.00%
ELECTRICITE DE 6.9% 05/53
EDF
316000
0.00%
AON NORTH 5.75% 03/54
AON
350000
0.00%
ONEOK LLC 6.65% 10/36
OKE
300000
0.00%
CASCADE FUNDING 0% 09/29
CFMT
400000
0.00%
HSBC HOLDINGS VAR 08/28
HSBC
305000
0.00%
MORGAN STANLEY VAR 11/29
MS
300000
0.00%
OPORTUN 3.65% 05/31
OPTN
306837
0.00%
SEAGATE DATA 3.125% 07/29
STX
335000
0.00%
CELANESE US 7.379% 07/32
CE
300000
0.00%
UMBS MORTPASS 5.5% 03/53
FN
314063
0.00%
GLS AUTO 5.69% 03/30
GSAR
300000
0.00%
EIDP INC 4.8% 05/33
CTVA
320000
0.00%
FNMA MORTPASS 5.5% 01/58
FN
302164
0.00%
FHLMC SEASONED 3% 05/60
SCRT
345602
0.00%
UNITEDHEALTH 3.25% 05/51
UNH
485000
0.00%
FNMA-ACES VAR 10/31
FNA
313259
0.00%
FISERV INC 5.35% 03/31
FI
300000
0.00%
IHEARTCOMMUNI 7.75% 08/30
IHRT
376400
0.00%
PUBLIC STORAGE 5.1% 08/33
PSA
304000
0.00%
UMBS MORTPASS 2.5% 01/52
FN
362382
0.00%
ITC HOLDINGS 5.4% 06/33
ITC
300000
0.00%
FORD MOTOR CO 4.75% 01/43
F
395000
0.00%
GOLDMAN SACHS VAR 07/30
GS
290000
0.00%
METLIFE INC 5% 07/52
MET
350000
0.00%
NEWMONT CORP 5.75% 11/41
NEM
300000
0.00%
PHILIP 4.375% 11/41
PM
345000
0.00%
AIR CANADA 3.3% 07/31
ACACN
295200
0.00%
NISOURCE INC 5.25% 03/28
NI
275000
0.00%
ALABAMA POWER 5.85% 11/33
SO
275000
0.00%
JBS NV/JBS 3.75% 12/31
JBS
305000
0.00%
EDISON 5.45% 06/29
EIX
278000
0.00%
AMERICAN 5.85% 11/27
AXP
270000
0.00%
CROWN CASTLE 2.9% 03/27
CCI
270000
0.00%
SPRINT 6.875% 11/28
S
258000
0.00%
MIZUHO VAR 07/34
MIZUHO
270000
0.00%
EXETER 6.76% 09/28
EART
264608
0.00%
SEAGATE DATA 9.625% 12/32
STX
244000
0.00%
SIERRA 9.72% 04/40
SRFC
255882
0.00%
QXO BUILDING PRODUCTS, I
265000
0.00%
FNMA MORTPASS 1.82% 04/32
FN
307930
0.00%
BANK OF AMERICA VAR 07/28
BAC
261000
0.00%
SUMITOMO 5.52% 01/28
SUMIBK
255000
0.00%
GNMA 2012-61 FM FLT 05/42
GNR
259145
0.00%
BURLINGTON 6.15% 05/37
BNSF
250000
0.00%
BAKER HUGHES 4.08% 12/47
BHI
350000
0.00%
FNMA-ACES VAR 03/31
FNA
300000
0.00%
ISLAMIC 7.5% 03/32
PKSTAN
261000
0.00%
EQUINIX INC 3.9% 04/32
EQIX
280000
0.00%
BCPE LIGHTNING BUYER, INC
250697
0.00%
INSTALLED 5.625% 02/34
IBP
268000
0.00%
NATIONAL 4.9% 06/28
NAB
250000
0.00%
EDISON 6.95% 11/29
EIX
245000
0.00%
FREMF 0.1% 09/60
FREMF
87216009
0.00%
MVW 2022-2 7.62% 10/41
MVWOT
243334
0.00%
GILEAD 4.15% 03/47
GILD
330000
0.00%
ALEXANDRIA 1.875% 02/33
ARE
317000
0.00%
SOUTH BOW 5.026% 10/29
SOBOCN
250000
0.00%
ASBURY 4.75% 03/30
ABG
259000
0.00%
MORGAN STANLEY VAR 10/31
MS
260000
0.00%
SYSCO CORP 5.1% 09/30
SYY
250000
0.00%
US BANCORP VAR 01/35
USB
250000
0.00%
ELK GROVE 7.5% 06/31
ELKGVP
258000
0.00%
FREMF 0.1% 03/53
FREMF
98026121
0.00%
ASCENT 5.875% 06/29
ASCRES
244000
0.00%
FHLMC SEASONED 3% 05/57
SCRT
261087
0.00%
FREMF 2019-K92 0.1% 04/29
FREMF
124588520
0.00%
CENTRAL 4.125% 04/31
CENT
259000
0.00%
SIEMENS 3.3% 09/46
SIEGR
350000
0.00%
MERCHANTS 7.21% 05/36
MFF
232043
0.00%
NRG ENERGY 6.125% 05/36
NRG
250000
0.00%
SOUTHERN 2.95% 02/51
EIX
430000
0.00%
DUKE ENERGY 5.875% 11/33
DUK
230000
0.00%
SEAGATE DATA 4.091% 06/29
STX
240000
0.00%
FHLMC SEASONED 3% 05/60
SCRT
249646
0.00%
FREEPORT-MCM 4.625% 08/30
FCX
231000
0.00%
RANGE 4.75% 02/30
RRC
233000
0.00%
FHLMC VAR 10/55
FHMS
1688292
0.00%
VENTURE GLOBAL 6% 05/36
VENTGL
230000
0.00%
DUKE ENERGY 2.75% 04/50
DUK
395000
0.00%
UMBS MORTPASS 5% 08/48
FN
230052
0.00%
TAKEDA 5.65% 07/44
TACHEM
236000
0.00%
TUCIELO 2025-ASSICIATION
211720
0.00%
NNN REIT INC 5.5% 06/34
NNN
220000
0.00%
SCHLUMBERGER 3.9% 05/28
SLB
214000
0.00%
TRANSDIGM INC.
209464
0.00%
CARMAX AUTO 6% 07/28
CARMX
208581
0.00%
MONONGAHELA 5.85% 02/34
FE
210000
0.00%
COLUMBIA 6.497% 08/43
CPGX
210000
0.00%
PETCO HEALTH 8.25% 02/31
WOOF
207000
0.00%
UMBS MORTPASS 3% 01/52
FN
247794
0.00%
PACKAGING 4.05% 12/49
PKG
285000
0.00%
FOUNDATION 2.99% 05/41
FFIN
207941
0.00%
SWEDBANK AB 5.337% 09/27
SWEDA
200000
0.00%
UMBS MORTPASS 4% 05/37
FN
213109
0.00%
XEROX 8.875% 11/29
XRX
480000
0.00%
BANQUE 1.604% 10/26
BFCM
200000
0.00%
SUMITOMO 4.95% 09/27
SUMITR
200000
0.00%
UBS GROUP AG VAR 05/28
UBS
200000
0.00%
MORGAN STANLEY VAR 04/42
MS
285000
0.00%
ONTARIO 3.875% 03/27
CFPTCN
200000
0.00%
IQVIA INC 5% 05/27
IQV
200000
0.00%
HYUNDAI CAPITAL 3% 02/27
HYNMTR
200000
0.00%
MITSUBISHI UFJ VAR 02/31
MUFG
200000
0.00%
DEUTSCHE BANK VAR 01/29
DB
195000
0.00%
SUMITOMO 5.766% 01/33
SUMIBK
200000
0.00%
GNMA II MORTPASS 3% 01/52
G2
237567
0.00%
FNMA REMICS 3% 10/33
FNR
208921
0.00%
FHLMC SEASONED 4% 11/57
SCRT
212409
0.00%
ENTERGY 3.697% 12/36
ETR
215000
0.00%
TRANSDIGM INC.
194508
0.00%
UNITEDHEALTH 4.625% 11/41
UNH
232000
0.00%
MISSISSIPPI 4.25% 03/42
SO
240000
0.00%
EVERGY 4.125% 03/42
EVRG
240000
0.00%
SPRINGCASTLE 1.97% 09/37
SCFT
200882
0.00%
TOTALENERGIE 2.986% 06/41
TTEFP
270000
0.00%
WAYFAIR LLC 7.75% 09/30
W
181000
0.00%
ACCENDRA 9.75% 06/33
ACH
527886
0.00%
AT&T INC 3.5% 06/41
T
260000
0.00%
RADNOR RE FLT 09/32
RMIR
174423
0.00%
BALTIMORE GAS 3.2% 09/49
EXC
295000
0.00%
GNMA II 3.5% 06/50
G2
205515
0.00%
HINNT 2022-A 6.5% 05/41
HINTT
179837
0.00%
ALABAMA POWER 3.05% 03/32
SO
200000
0.00%
GNMA II MORTPASS 4% 04/51
G2
201884
0.00%
KLA CORP 3.3% 03/50
KLAC
280000
0.00%
CONSOLIDATED 4.65% 12/48
ED
225000
0.00%
UMBS MORTPASS 3% 03/52
FN
212547
0.00%
AMGEN INC 5.25% 03/30
AMGN
175000
0.00%
ABN AMRO BANK VAR 03/37
ABNANV
200000
0.00%
ONCOR ELECTRIC 3.1% 09/49
ONCRTX
290000
0.00%
MERCK & CO INC 4% 03/49
MRK
240000
0.00%
GNMA II MORTPASS 3% 01/52
G2
205893
0.00%
PG&E 5.536% 07/49
PCG
185000
0.00%
ATMOS ENERGY 5.75% 10/52
ATO
185000
0.00%
BERKSHIRE 5.15% 11/43
BRKHEC
194000
0.00%
FHLMC SEASONED VAR 08/57
SCRT
184342
0.00%
DEUTSCHE BANK VAR 02/28
DB
167000
0.00%
BANK OF NEW VAR 06/33
BNY
180000
0.00%
FNMA MORTPASS 2.9% 12/27
FN
169940
0.00%
AVIS BUDGET 4.75% 04/28
CAR
170000
0.00%
ASURION, LLC
167875
0.00%
SOUTHERN 4.125% 03/48
EIX
238000
0.00%
CENTRAL 5.125% 02/28
CENT
161000
0.00%
AETNA INC 4.75% 03/44
AET
200000
0.00%
FNMA MORTPASS 1.4% 11/32
FN
200000
0.00%
AON CORP / 5.35% 02/33
AON
165000
0.00%
UMBS MORTPASS 3.5% 09/49
FN
178560
0.00%
PUBLIC 5.25% 01/33
AEP
155000
0.00%
GOODYEAR 4.875% 03/27
GT
150000
0.00%
GOLDMAN SACHS VAR 02/28
GS
150000
0.00%
CITIGROUP INC VAR 03/31
C
155000
0.00%
SHELL 3.625% 08/42
RDSALN
200000
0.00%
ENTERGY 2.65% 06/51
ETR
274000
0.00%
FREMF 0.1% 09/30
FREMF
49780401
0.00%
ENI USA INC 7.3% 11/27
ENIIM
140000
0.00%
FNMA-ACES VAR 12/26
FNA
143629
0.00%
US AUTO 5.13% 12/26
USAUT
570593
0.00%
HILTON GRAND 8.73% 01/37
HGVT
138791
0.00%
SIERRA 10.52% 07/39
SRFC
136573
0.00%
GNMA II MORTPASS 3% 01/52
G2
168607
0.00%
AMERICAN 4% 03/29
AAL
142078
0.00%
GRAY MEDIA 4.75% 10/30
GTN
180000
0.00%
GRAY MEDIA 5.375% 11/31
GTN
185000
0.00%
FHLMC VAR 02/36
FHMS
4419344
0.00%
FREMF 0.1% 09/28
FREMF
85042899
0.00%
FREMF 0.1% 04/29
FREMF
70808123
0.00%
DUQUESNE 2.532% 10/30
DQE
148000
0.00%
PROLOGIS LP 1.75% 07/30
PLD
149000
0.00%
PUGET SOUND 5.764% 07/40
PSD
140000
0.00%
RTX CORP 5.375% 02/53
RTX
144000
0.00%
SOUTHWESTERN 3.25% 11/51
AEP
210000
0.00%
TALLGRASS 5.5% 01/28
TEP
124000
0.00%
CAMDEN 3.15% 07/29
CPT
130000
0.00%
ELARA HGV 2.09% 08/35
EHGVT
122641
0.00%
CIGNA 2.375% 03/31
CI
135000
0.00%
UMBS MORTPASS 3% 07/49
FN
143605
0.00%
FREMF 0.1% 01/54
FREMF
33500000
0.00%
WP CAREY INC 2.25% 04/33
WPC
145000
0.00%
FHLMC VAR 04/39
FHMS
550000
0.00%
TAKE-TWO 3.7% 04/27
TTWO
115000
0.00%
TORONTO-DOMI 4.456% 06/32
TD
120000
0.00%
GRAPHIC 4.75% 07/27
GPK
113000
0.00%
FHLMC MSCR FLT 01/51
MSCR
111269
0.00%
BWX 4.125% 06/28
BWXT
114000
0.00%
GOLDMAN SACHS VAR 04/42
GS
160000
0.00%
GNMA II FLT 11/71
G2
102469
0.00%
SEAGATE DATA 4.125% 01/31
STX
114000
0.00%
BERKSHIRE 2.5% 01/51
BRK
200000
0.00%
SABRA HEALTH 3.2% 12/31
SBRA
120000
0.00%
SOUTHERN 5.2% 06/33
SO
109000
0.00%
FHLMC SEASONED VAR 09/60
SCRT
147350
0.00%
BP CAPITAL 3% 02/50
BPLN
174000
0.00%
HESS 5.125% 06/28
HESM
103000
0.00%
MIDAMERICAN 5.85% 09/54
BRKHEC
110000
0.00%
TORONTO-DOMI 5.523% 07/28
TD
100000
0.00%
SHELL FINANCE 3.75% 09/46
RDSALN
141000
0.00%
AMERICAN TOWER 5.9% 11/33
AMT
100000
0.00%
FREMF 0.1% 10/53
FREMF
31043000
0.00%
SAN DIEGO GAS 2.95% 08/51
SRE
170000
0.00%
MID-AMERICA 4.2% 06/28
MAA
100000
0.00%
EDISON 5.25% 11/28
EIX
100000
0.00%
NNN REIT INC 5.6% 10/33
NNN
100000
0.00%
FHLMC SEASONED 3.5% 05/57
SCRT
102944
0.00%
FREMF 0.1% 09/52
FREMF
31000000
0.00%
SINCLAIR 4.375% 12/32
SBGI
129000
0.00%
GNMA II 4.5% 08/49
G2
101737
0.00%
BANK OF AMERICA VAR 04/40
BAC
112000
0.00%
CSC HOLDINGS 4.5% 11/31
CSCHLD
200000
0.00%
FREMF 0.1% 09/53
FREMF
29200000
0.00%
CARVANA AUTO 3.52% 02/28
CRVNA
89727
0.00%
PUBLIC 3.15% 08/51
AEP
150000
0.00%
FREMF 0.1% 11/52
FREMF
137096639
0.00%
FREMF 0.1% 01/54
FREMF
27000000
0.00%
SIERRA 9.22% 06/40
SRFC
86345
0.00%
FREMF 0.1% 05/53
FREMF
30000000
0.00%
FNMA MORTPASS 3.76% 07/33
FN
94528
0.00%
ELANCO ANIMAL HEALTH INC
85843
0.00%
FNMA MORTPASS 1.5% 01/31
FN
100000
0.00%
CAPITAL ONE VAR 11/32
COF
100000
0.00%
UMBS MORTPASS 5% 01/49
FN
88529
0.00%
SIERRA TIMESHARE 6% 10/38
SRFC
82499
0.00%
LOCKHEED 4.7% 05/46
LMT
100000
0.00%
FREMF 0.1% 12/35
FREMF
12601391
0.00%
HEALTHPEAK OP 3% 01/30
DOC
87000
0.00%
DARLING 5.25% 04/27
DAR
80000
0.00%
DUKE ENERGY 3.25% 10/49
DUK
125000
0.00%
EXTRA SPACE 2.2% 10/30
EXR
88000
0.00%
FREMF 0.1% 10/32
FREMF
34632984
0.00%
PUBLIC 2.25% 11/31
PSA
90000
0.00%
LENDINGPOINT 4.54% 06/29
LDPT
252284
0.00%
AQUA FINANCE 3.47% 07/40
AQFIT
77175
0.00%
GNMA II MORTPASS 3% 01/52
G2
84188
0.00%
FNMA REMICS 4% 11/41
FNR
74724
0.00%
GLOBAL 3.2% 08/29
GPN
72000
0.00%
NEXTERA 5.25% 02/53
NEE
80000
0.00%
GNMA II MORTPASS 3% 01/52
G2
77947
0.00%
FREMF 0.1% 03/53
FREMF
23000000
0.00%
FREMF 2019-K92 0.1% 07/29
FREMF
28380000
0.00%
UMBS MORTPASS 4% 07/42
FN
69491
0.00%
TUCIELO 2025-ASSICIATION
62270
0.00%
SOUTHWESTERN 4.5% 08/41
XEL
74000
0.00%
HEALTHPEAK 2.125% 12/28
DOC
64000
0.00%
HILTON GRAND 6.42% 02/39
HGVT
58265
0.00%
PG&E 5.099% 06/54
PCG
70000
0.00%
NRG ENERGY 2.45% 12/27
NRG
60000
0.00%
UMBS MORTPASS 4% 07/49
FN
64822
0.00%
NEXTERA ENERGY 5% 07/32
NEE
60000
0.00%
GNMA II 4.5% 09/49
G2
61676
0.00%
UMBS MORTPASS 4% 12/41
FN
62247
0.00%
WISCONSIN 4.752% 11/44
WEC
69000
0.00%
UBS AMERICAS 7.125% 07/32
UBS
53000
0.00%
FHLMC VAR 04/31
FHMS
550000
0.00%
FREMF 0.1% 08/30
FREMF
18100000
0.00%
FREMF 0.1% 11/53
FREMF
127280914
0.00%
FHLMC REMICS VAR 12/43
FHR
57980
0.00%
FREMF 0.1% 05/33
FREMF
10500000
0.00%
CURRENCY CONTRACT - USD
-3578960
0.00%
GNMA II 3.5% 01/52
G2
60323
0.00%
QUEST 2.95% 06/30
DGX
55000
0.00%
UMBS MORTPASS 3.5% 12/45
FN
57257
0.00%
NEW YORK LIFE 3% 01/28
NYLIFE
51000
0.00%
PACKAGING 3.05% 10/51
PKG
85000
0.00%
ATMOS ENERGY 5.5% 06/41
ATO
52000
0.00%
SUNCOR ENERGY 6.8% 05/38
SUCN
46000
0.00%
PG&E ENERGY 2.822% 07/48
PCG
70000
0.00%
TUCSON 5.5% 04/53
FTSCN
54000
0.00%
PORSCHE 5.79% 01/29
PFAST
46241
0.00%
SIGECO 5.172% 05/43
VVC
49000
0.00%
MADISON IAQ 5.875% 06/29
MADIAQ
45000
0.00%
MIDAMERICAN 3.65% 04/29
BRKHEC
46000
0.00%
REALTY 4.125% 10/26
O
44000
0.00%
FHLMC REMICS 5.5% 11/33
FHR
43423
0.00%
FNMA MORTPASS 3% 07/60
FN
54213
0.00%
PNC FINANCIAL VAR 04/32
PNC
50000
0.00%
FHLMCGLD 4.5% 12/45
FG
46465
0.00%
MPLX LP 4.95% 03/52
MPLX
55000
0.00%
BCPE LIGHTNING BUYER, INC
42403
0.00%
TEXAS NAT 5.169% 04/41
TNGUTL
45000
0.00%
SIGECO 5.026% 11/38
VVC
43966
0.00%
ELARA HGV 3.32% 08/35
EHGVT
43800
0.00%
FREMF 0.1% 11/33
FREMF
7657071
0.00%
FLORIDA POWER 3.7% 12/47
NEE
60000
0.00%
FREMF 0.1% 10/28
FREMF
22000000
0.00%
SCE RECOVERY 4.697% 06/42
EIX
42851
0.00%
GLENCORE 3.875% 10/27
GLENLN
40000
0.00%
NNN REIT INC 3.6% 12/26
NNN
39000
0.00%
FNMA REMICS FLT 09/37
FNR
38771
0.00%
UDR INC 2.1% 08/32
UDR
45000
0.00%
FNMA REMICS FLT 02/33
FNR
36152
0.00%
ACC TRUST 3.24% 10/25
719534
0.00%
PG&E 5.212% 12/49
PCG
40000
0.00%
BOSTON GAS 3.001% 08/29
NGGLN
37000
0.00%
NEW YORK LIFE 4.45% 05/69
NYLIFE
50000
0.00%
FHLMC REMICS 4% 12/43
FHR
35157
0.00%
CONNECTICUT 4% 04/48
ES
46000
0.00%
FREMF 0.1% 05/29
FREMF
16000000
0.00%
GLENCORE 2.5% 09/30
GLENLN
37000
0.00%
DTE ELECTRIC 3.65% 03/52
DTE
50000
0.00%
MVW 2020-1 4.21% 10/37
MVWOT
32376
0.00%
CITIGROUP INC VAR 11/42
C
45000
0.00%
DEVON ENERGY 3.9% 05/27
DVN
30000
0.00%
GNMA 2015-H05 FLT 02/65
GNR
29204
0.00%
GLS AUTO 3.97% 01/28
GCAR
28366
0.00%
UMBS MORTPASS 4% 11/49
FR
31792
0.00%
IRON 4.875% 09/29
IRM
29000
0.00%
DISH DBS CORP 5.25% 12/26
27636
0.00%
FREMF 0.1% 11/52
FREMF
32600000
0.00%
GNMA II 4.5% 10/44
G2
30121
0.00%
PUGET SOUND 5.448% 06/53
PSD
30000
0.00%
FNMA REMICS 5.5% 12/35
FNR
24030
0.00%
OPORTUN 1.96% 05/31
OPTN
23535
0.00%
FREMF 2017-K69 0.1% 10/49
FREMF
23685560
0.00%
PG&E 4.263% 06/38
PCG
25000
0.00%
PACIFIC GAS 4.2% 06/41
PCG
30000
0.00%
FREMF 0.1% 11/53
FREMF
32912938
0.00%
VOLT CII LLC STEP 08/51
VOLT
20450
0.00%
AMEREN CORP 1.95% 03/27
AEE
20000
0.00%
SIMON 3.25% 09/49
SPG
31000
0.00%
HCA INC 3.5% 07/51
HCA
30000
0.00%
FNMA-ACES VAR 11/33
FNA
350226
0.00%
FREMF 0.1% 09/30
FREMF
5500000
0.00%
PORSCHE 4.81% 09/28
PFAST
17092
0.00%
BCPE LIGHTNING BUYER, INC
14898
0.00%
GNMA II MORTPASS 4% 09/47
G2
16253
0.00%
ENTERGY ARKANSAS 4% 06/28
ETR
13000
0.00%
ENTERGY 3.5% 06/51
ETR
20000
0.00%
GOLDMAN SACHS VAR 02/43
GS
18000
0.00%
IHEARTCOMMU 10.875% 05/30
IHRT
20000
0.00%
UMBS MORTPASS 4.5% 07/47
FN
12885
0.00%
SHERWIN-WILLIA 4.5% 06/47
SHW
15000
0.00%
UMBS MORTPASS 4.5% 06/49
FN
12401
0.00%
GNMA II MORTPASS 4% 08/49
G2
12711
0.00%
CHARTER 7.337% 09/41
CHTR
11000
0.00%
FREMF 0.1% 10/32
FREMF
4200000
0.00%
GNMA 2010-H24 FLT 10/60
GNR
9760
0.00%
FHLMCGLD 4.5% 01/36
FG
9976
0.00%
UNITED 3.7% 09/31
UAL
8868
0.00%
UMBS MORTPASS 4% 07/49
FN
7213
0.00%
FNMA MORTPASS 3.5% 05/42
FN
6396
0.00%
UNITED 3.1% 04/30
UAL
5808
0.00%
AMGEN INC 5.75% 03/63
AMGN
6000
0.00%
FNMA-ACES 0.0001% 07/35
FNA
39060930
0.00%
GNMA 2014-H03 FLT 01/64
GNR
4176
0.00%
READYCAP FLT 12/44
RCLT
4145
0.00%
INTELSAT SA/LUXEMBOURG
270
0.00%
MYT HOLDING LLC 06/29
MYTHLD
2868
0.00%
WAIR 9.0000 11/26
285
0.00%
ICITII 6.0 31JAN33 144A
6545
0.00%
STARBUCKS 3.35% 03/50
SBUX
5000
0.00%
UMBS MORTPASS 4% 08/49
FN
3217
0.00%
EURO
980
0.00%
NEW EVHC PHYSICAL EQUITY
PCOR
18
0.00%
LSF12 CROWN US COMMERCIA
165
0.00%
US AUTO 9.14% 07/27
USAUT
1000000
0.00%
USD CCP COLL VM CITIBANK
0
0.00%
JAPANESE YEN
1
0.00%
CURRENCY CONTRACT - EUR
-228829
0.00%
CURRENCY CONTRACT - USD
4108372
0.00%
NMG PARENT LLC COMMON
1
0.00%
US 5YR NOTE 12/31/2026
FVZ6 COMB Comdty
22
0.00%
CURRENCY CONTRACT - EUR
201240
-0.02%
US LONG 12/21/2026
USZ6 COMB Comdty
610
-0.06%
US 2YR NOTE 12/31/2026
TUZ6 COMB Comdty
3761
-0.07%
US 10YR NOTE 12/21/2026
TYZ6 COMB Comdty
3445
-0.20%
US ULTRA BOND 12/21/2026
WNZ6 COMB Comdty
5033
-0.39%
SWAP CASH COLLATERAL USD
-58770000