Wall Street Experts

J.P. Morgan Exchange-Traded Fun JBND

Cena: 52.84
AMEX 05-09 17:38
Fundusz dąży do przewyższenia (na podstawie całkowitego zwrotu funduszu, brutto opłat) Bloomberg U.S. Aggregat Bond indeks (punkt odniesienia) w cyklu rynkowym, zazwyczaj horyzont czasowy 3-5 lat. Zgodnie z polityką nie finansowaną, w normalnych okolicznościach fundusz zainwestuje co najmniej 80% swoich aktywów w obligacjach.
Wartość aktywów (mln USD): 390
Liczba spółek: 714
Stopa dywidendy: 1.78 %
Opłata za zarządzanie:: 0.25 %
Klasa aktywów: Equity

ISIN: US46654Q7161

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-active-bond-etf-etf-shares-46654q716


NOTOWANIA
ZMIANA CEN

Nazwa Symbol Klasa_aktywów Wartość_aktywów 5D 1M 3M 6M 2024 1R 3L 5L 10L

STRUKTURA SEKTOROWA PORTFELA ETF







Sektor Udział %
Zabezpieczone 51.9
Rządowe 25.2
Korporacyjne 14.1
Gotówka 8.6
Różne 0.1

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 06:04:57
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
JPMORGAN US GOVT MMKT FUN 114 727 966 6.2 114 727 966
UNITED 4.125% 02/32 T 39 627 656 2.1 39 000 000
UNITED 3.875% 08/34 T 32 330 430 1.7 32 657 000
UNITED STATES ZERO 05/30 S 28 761 447 1.6 35 000 000
UNITED STATES ZERO 08/30 S 27 297 096 1.5 33 575 000
UNITED 4.25% 01/28 T 23 942 007 1.3 23 590 000
UNITED 4.375% 11/30 T 23 830 031 1.3 23 150 000
TBA UMBS SINGLE FAMILY 5% FNCL 21 251 506 1.1 21 530 000
TBA UMBS SINGLE 5.5% FNCL 21 081 410 1.1 21 000 000
UNITED 3.875% 10/27 T 20 834 788 1.1 20 740 000
UNITED 4.125% 11/27 T 20 667 818 1.1 20 445 000
UNITED 4.25% 02/28 T 19 662 500 1.1 19 360 000
TBA UMBS SINGLE 2.5% FNCL 16 028 346 0.9 19 010 000
UNITED STATES ZERO 11/30 S 16 030 859 0.9 19 925 000
CASH -14 328 313 0.8 -14 328 313
UNITED STATES ZERO 11/31 S 14 206 817 0.8 18 440 000
UNITED 4.25% 11/26 T 11 790 949 0.6 11 700 000
UNITED STATES 3% 02/48 T 11 084 394 0.6 14 235 000
UNITED 4.125% 08/30 T 9 585 151 0.5 9 425 000
UNITED 4.125% 10/29 T 9 200 597 0.5 9 050 000
GNMA 2024-197 BN 3% 05/51 GNR 8 980 697 0.5 9 698 957
UNITED STATES 4.5% 05/29 T 8 936 944 0.5 8 675 000
UNITED 4.25% 08/54 T 8 493 925 0.5 8 775 000
UNITED STATES 3% 08/48 T 7 942 448 0.4 10 238 000
FNMA REMICS 0.5% 09/54 FNR 7 516 408 0.4 9 120 648
UNITED 3.75% 08/31 T 7 275 440 0.4 7 312 000
FNMA MORTPASS 2.5% 09/61 FN 7 236 302 0.4 8 827 557
COREVEST VAR 12/27 CAFL 7 115 745 0.4 7 250 000
UNITED 2.75% 07/27 T 6 855 625 0.4 7 000 000
GS VAR 11/67 GSMBS 6 819 949 0.4 6 800 000
UNITED 4.625% 09/28 T 6 784 093 0.4 6 585 000
UNITED STATES 4.5% 12/31 T 6 770 357 0.4 6 520 000
FNMA MORTPASS 2.28% 11/29 FN 6 456 271 0.3 7 000 000
AMERICAN 4.1% 01/28 AAL 6 364 160 0.3 6 551 401
FNMA MORTPASS VAR 01/33 FN 6 332 817 0.3 7 649 655
BANK OF VAR 01/35 BAC 6 332 214 0.3 6 230 000
UNITED STATES 3% 11/44 T 6 266 994 0.3 7 790 000
UNITED 2.875% 05/49 T 6 189 570 0.3 8 210 000
FIRSTKEY 2.389% 08/38 FKH 6 114 145 0.3 6 355 000
UNITED 4.625% 05/54 T 6 088 401 0.3 5 920 500
FNMA MORTPASS 4% 06/57 FN 6 058 514 0.3 6 407 336
UNITED 4.125% 11/31 T 6 047 006 0.3 5 951 000
UNITED 3.75% 12/28 T 6 010 781 0.3 6 000 000
UNITED STATES ZERO 11/49 S 6 002 171 0.3 18 940 000
UNITED STATES ZERO 08/31 S 5 949 088 0.3 7 640 000
UNITED 4.625% 06/27 T 5 934 581 0.3 5 820 000
FNMA MORTPASS VAR 10/32 FN 5 909 748 0.3 7 246 670
UNITED STATES ZERO 02/31 S 5 715 785 0.3 7 185 000
BAMLL RE-REMIC VAR 09/52 BAMLL 5 703 618 0.3 6 000 000
FHLMC SEASONED 3% 02/59 SCRT 5 584 095 0.3 6 034 638
UNITED 3.625% 02/44 T 5 578 125 0.3 6 250 000
FNMA REMICS 1.75% 07/49 FNR 5 565 841 0.3 6 638 299
UMBS MORTPASS 2.5% 03/52 FN 5 542 668 0.3 6 506 625
GNMA II MORTPASS 7% 02/55 G2 5 522 422 0.3 5 208 818
ROCK TRUST 6.47127% 11/41 ROCC 5 300 457 0.3 5 150 000
GNMA II 2.5% 07/53 G2 5 259 869 0.3 6 070 429
UNITED 2.375% 11/49 T 5 244 873 0.3 7 750 000
UMBS MORTPASS 3% 04/52 FN 5 216 613 0.3 5 928 913
UNITED 4.625% 04/29 T 5 171 875 0.3 5 000 000
FNMA-ACES 2.1% 11/35 FNA 5 143 169 0.3 5 801 457
VM MASTER STEP 05/25 ARMI 5 116 694 0.3 5 093 813
FHLMC SEASONED 4% 10/58 SCRT 5 115 542 0.3 5 454 549
UNITED 1.125% 05/40 T 5 122 798 0.3 7 915 000
CREDIT 5.39% 01/35 CAALT 5 064 407 0.3 5 038 000
CARMAX SELECT 5.46% 07/31 CMXS 5 046 956 0.3 5 000 000
UMBS MORTPASS 5% 11/52 FR 5 005 302 0.3 5 044 127
BRIDGE 6.3% 11/37 BRDGE 4 995 687 0.3 5 000 000
UNITED 4.625% 11/44 T 4 988 042 0.3 4 885 000
EXETER 5.89% 07/31 EART 4 967 982 0.3 4 900 000
UNITED 4.375% 01/32 T 4 824 787 0.3 4 680 000
HILTON GRAND 5.71% 08/40 HGVT 4 829 176 0.3 4 743 207
FNMA MORTPASS 2.5% 08/59 FN 4 827 138 0.3 5 795 932
FREMF 2020-K737 VAR 01/53 FREMF 4 748 273 0.3 4 870 000
FNMA MORTPASS 4.5% 09/63 FN 4 705 973 0.3 4 855 011
UNITED 1.375% 11/31 T 4 672 335 0.3 5 455 000
GNMA 2025-6 A 3.5% 11/50 GNR 4 636 650 0.2 4 929 375
FNMA MORTPASS 4% 04/64 FN 4 619 500 0.2 4 932 690
GOODGREEN 2.76% 04/55 GOODG 4 605 220 0.2 5 337 107
UMBS MORTPASS 3% 08/51 FN 4 557 590 0.2 5 143 532
RENEW 2024-1 6.208% 11/59 RENEW 4 563 334 0.2 4 503 419
NEW STEP 03/39 NRMLT 4 527 278 0.2 4 480 000
UMBS MORTPASS 5% 07/52 FN 4 389 463 0.2 4 414 486
FREMF 2017-K64 VAR 05/50 FREMF 4 404 529 0.2 4 455 000
TOWD POINT VAR 11/60 TPMT 4 380 547 0.2 5 028 323
UMBS MORTPASS 3.5% 12/51 FN 4 336 856 0.2 4 711 756
HINNT 2025-A 5.45% 03/44 HINTT 4 136 818 0.2 4 100 000
FNMA REMICS 3.5% 03/60 FNR 4 111 388 0.2 4 533 282
FHLMC SEASONED 2.5% 05/60 SCRT 4 099 689 0.2 4 940 191
BAMLL RE-REMIC 0% 11/51 BAMLL 4 082 010 0.2 5 000 000
AIB GROUP PLC VAR 03/35 AIB 4 063 210 0.2 4 000 000
AQUA FINANCE 3.47% 07/40 AQFIT 4 052 155 0.2 4 204 302
WELLS FARGO & VAR 12/35 WFC 4 049 651 0.2 4 060 000
UMBS MORTPASS 5.5% 11/54 FN 3 999 420 0.2 3 982 692
BRIDGE 6.3% 11/37 BRDGE 3 985 139 0.2 4 000 000
FREMF 2016-K53 VAR 03/49 FREMF 3 956 900 0.2 4 000 000
UNITED 4.125% 03/29 T 3 954 794 0.2 3 895 000
FHLMC SEASONED 3.5% 11/57 SCRT 3 890 260 0.2 5 078 992
FIRSTKEY 2.489% 08/38 FKH 3 848 904 0.2 4 000 000
FNMA REMICS 1.875% 03/51 FNR 3 816 821 0.2 4 545 011
CASCADE MH VAR 11/44 CMHAT 3 806 973 0.2 4 000 000
STREAM 7.89% 07/44 STRE 3 689 231 0.2 3 500 000
PROGRESS STEP 02/42 PROG 3 671 912 0.2 4 035 000
MERCURY 6.56% 07/29 MFCC 3 634 543 0.2 3 580 000
CAIXABANK SA VAR 06/35 CABKSM 3 618 642 0.2 3 510 000
GNMA 2021-44 1.75% 03/51 GNR 3 624 057 0.2 4 514 745
UNITED 1.25% 08/31 T 3 583 432 0.2 4 190 000
UMBS MORTPASS 6% 06/54 FR 3 584 426 0.2 3 485 214
REGIONAL 4.46% 03/32 RMIT 3 579 765 0.2 3 666 000
MIRAGE SAILBOAT4901SEP34 3 561 774 0.2 3 554 000
IDENTITY 6.793% 03/65 3 500 000 0.2 3 500 000
CSMC 3.3039% 09/37 CSMC 3 504 279 0.2 3 728 739
FREMF 2017-K71 VAR 11/50 FREMF 3 514 033 0.2 3 606 000
FNMA REMICS ZERO 09/53 FNR 3 493 547 0.2 4 155 179
RFT 2024-2 STEP 09/28 RFT 3 474 109 0.2 3 473 629
ONEMAIN 2.76% 09/35 OMFIT 3 437 613 0.2 3 600 000
FNMA MORTPASS 5.46% 12/37 FN 3 406 164 0.2 3 200 000
FNMA MORTPASS 3% 04/64 FN 3 394 256 0.2 3 907 719
BRIDGECREST 5.64% 11/30 BLAST 3 397 326 0.2 3 350 000
AMSR 3.008% 12/38 AMSR 3 359 695 0.2 3 500 000
UMBS MORTPASS 2.5% 09/50 FN 3 350 115 0.2 3 931 853
COLLATERAL USD 3 344 000 0.2 3 344 000
FNMA MORTPASS 4% 03/63 FN 3 345 658 0.2 3 616 738
FNMA MORTPASS 1.88% 09/33 FN 3 307 482 0.2 4 000 000
CITIGROUP INC VAR 06/35 C 3 290 245 0.2 3 275 000
UMBS MORTPASS 2.5% 09/51 FN 3 253 242 0.2 3 819 032
FNMA MORTPASS 2.5% 04/64 FN 3 245 720 0.2 3 933 986
GNMA II 7.5% 02/55 G2 3 232 151 0.2 3 020 393
CONTINENTAL 5.78% 12/32 CFCC 3 198 332 0.2 3 160 000
FNMA MORTPASS 3% 05/58 FN 3 187 942 0.2 3 649 214
UMBS MORTPASS 2.5% 03/52 FN 3 198 308 0.2 3 740 724
FMC GMSR ISSUER VAR 07/26 FMMSR 3 178 625 0.2 3 363 095
UNITED 2.875% 05/43 T 3 135 691 0.2 3 900 000
UNITED 4.375% 08/43 T 3 096 017 0.2 3 115 000
UMBS MORTPASS 2.5% 02/52 FR 3 079 742 0.2 3 608 582
GNMA II MORTPASS 3% 08/53 G2 3 077 488 0.2 3 427 965
JONAH ENERGY 7.2% 12/37 JONAH 3 078 733 0.2 3 055 025
UNITED STATES 4% 02/34 T 3 078 963 0.2 3 074 400
UNITED 4.375% 11/28 T 3 068 789 0.2 3 000 000
FNMA MORTPASS 4.61% 07/32 FN 3 039 239 0.2 3 000 000
CROSSROADS 8.99% 04/31 XROAD 3 039 907 0.2 3 000 000
FREMF 2019-K87 VAR 01/51 FREMF 3 007 238 0.2 3 050 000
HORNBECK OFFSHORE 8.9 3 000 000 0.2 3 000 000
FREMF 2019-KS12 FLT 08/29 FREMF 2 989 059 0.2 2 982 913
GNMA II 6.5% 03/55 G2 2 992 613 0.2 2 859 688
UMBS MORTPASS 5% 01/55 FR 2 959 795 0.2 2 971 631
HOME 2.652% 12/26 HPA 2 975 579 0.2 3 120 272
BPCE SA VAR 01/36 BPCEGP 2 946 446 0.2 2 855 000
FNMA MORTPASS 4% 04/56 FN 2 942 666 0.2 3 112 091
FREMF 17-K68 VAR 10/49 FREMF 2 946 868 0.2 3 000 000
GLS AUTO 5.61% 11/30 GCAR 2 952 953 0.2 2 900 000
JONAH ENERGY 7.625% 08/39 JONAH 2 937 929 0.2 2 917 796
OPORTUN 1.96% 05/31 OPTN 2 930 554 0.2 3 001 065
FNMA 5.025% 06/34 FN 2 921 524 0.2 2 831 000
FMC GMSR ISSUER VAR 10/26 FMMSR 2 870 098 0.2 3 022 400
FNMA MORTPASS 4.98% 06/31 FN 2 878 461 0.2 2 781 974
FRTKL 1.721% 09/38 FRTKL 2 858 856 0.2 3 000 000
SEASONED 3.25% 11/64 SCRT 2 849 109 0.2 3 287 147
UMBS MORTPASS 3.5% 09/51 FN 2 844 440 0.2 3 086 368
UNITED STATES 3% 02/47 T 2 845 517 0.2 3 620 000
FREMF 2019-KS11 VAR 06/29 FREMF 2 832 587 0.2 2 952 000
BNP PARIBAS SA VAR 11/30 BNP 2 834 445 0.2 2 810 000
BAHA TRUST VAR 12/41 BAHA 2 837 381 0.2 2 800 000
CREDIT 5.71% 07/35 CAALT 2 828 072 0.2 2 800 000
UMBS MORTPASS 4.5% 12/52 FR 2 818 071 0.2 2 909 994
UNITED 4.125% 11/29 T 2 817 717 0.2 2 770 000
OPORTUN 2.18% 10/31 OPTN 2 777 253 0.2 2 841 291
REGIONAL 5.07% 03/31 RMIT 2 785 512 0.2 2 800 000
FNMA MORTPASS 3% 09/60 FN 2 765 045 0.1 3 165 128
FHLMC 3.25% 11/61 SCRT 2 754 519 0.1 3 199 593
HINNT 2022-A 4.65% 05/41 HINTT 2 753 910 0.1 2 771 248
FNMA MORTPASS 4.5% 04/64 FN 2 736 058 0.1 2 822 709
UMBS MORTPASS 4% 06/52 FN 2 730 270 0.1 2 883 659
ABL 2024-RTL1 STEP 09/29 ABL 2 717 769 0.1 2 715 000
OPORTUN 5.89% 02/33 OPTN 2 705 652 0.1 2 710 000
BUSINESS JET 5.364% 09/39 BJETS 2 686 792 0.1 2 693 117
UNITED 2.625% 02/29 T 2 692 593 0.1 2 800 000
STANDARD VAR 05/35 STANLN 2 615 584 0.1 2 555 000
SANTANDER VAR 05/35 SANUSA 2 595 728 0.1 2 550 000
AVOLON 5.75% 11/29 AVOL 2 594 319 0.1 2 550 000
UNITED STATES 3% 05/45 T 2 586 271 0.1 3 230 000
UMBS MORTPASS 4.5% 07/52 FN 2 556 268 0.1 2 640 138
SOLVENTUM 5.6% 03/34 SOLV 2 554 340 0.1 2 503 000
UMBS MORTPASS 2.5% 10/51 FN 2 544 286 0.1 2 975 195
RENEW 2023-1 5.9% 11/58 RENEW 2 540 081 0.1 2 529 927
UNITED STATES ZERO 05/40 S 2 539 952 0.1 5 015 000
UMBS MORTPASS 3% 11/51 FR 2 516 108 0.1 2 834 995
FHLMC SEASONED 3% 04/62 SCRT 2 520 865 0.1 2 812 984
FNMA MORTPASS 5.29% 10/31 FN 2 521 344 0.1 2 399 281
FNMA MORTPASS 3% 09/61 FN 2 523 619 0.1 2 939 175
FNMA MORTPASS 4.37% 01/32 FN 2 502 748 0.1 2 493 969
SOCIETE VAR 04/33 SOCGEN 2 506 216 0.1 2 455 000
FNMA MORTPASS 2.15% 03/29 FN 2 460 211 0.1 2 646 000
GNMA II 2.5% 10/52 G2 2 394 728 0.1 2 774 915
UNITED STATES ZERO 05/31 S 2 392 697 0.1 3 040 000
CFMT 2024-HB15 VAR 08/34 CFMT 2 378 494 0.1 2 470 000
UNITED STATES ZERO 11/42 S 2 349 755 0.1 5 310 000
UMBS MORTPASS 3% 02/52 FN 2 344 891 0.1 2 650 841
HOME 2.852% 12/26 HPA 2 289 054 0.1 2 400 209
PROGRESS 3.555% 04/42 PROG 2 264 420 0.1 2 500 000
SOCIETE VAR 01/35 SOCGEN 2 231 843 0.1 2 214 000
AT&T INC 3.55% 09/55 T 2 227 147 0.1 3 275 000
PRM5 TRUST VAR 03/33 PRM5 2 212 680 0.1 2 250 000
BANK OF VAR 01/36 BAC 2 193 993 0.1 2 150 000
DEUTSCHE BANK VAR 09/35 DB 2 170 570 0.1 2 235 000
VISTRA 5.7% 12/34 VST 2 148 209 0.1 2 145 000
UMBS MORTPASS 3% 01/52 FN 2 141 200 0.1 2 405 803
FHLMC SEASONED 3% 02/59 SCRT 2 137 267 0.1 2 471 370
DT AUTO 10.39% 01/30 DTAOT 2 118 422 0.1 2 000 000
GNMA II MORTPASS 7% 12/54 G2 2 115 655 0.1 1 995 512
OPORTUN 6.61% 02/32 OPTN 2 108 362 0.1 2 083 000
ZIMMER BIOMET 5.5% 02/35 ZBH 2 109 926 0.1 2 065 000
SANTANDER UK VAR 04/31 SANUK 2 098 871 0.1 2 050 000
GNMA II 6.5% 12/54 G2 2 087 788 0.1 1 995 053
FHLMC REMICS 1% 10/50 FHR 2 082 718 0.1 2 858 405
FNMA 5.025% 02/34 FN 2 086 498 0.1 2 021 000
COLUMBIA 5.695% 10/54 CPGX 2 056 467 0.1 2 230 000
UMBS MORTPASS 5% 11/54 FN 2 067 094 0.1 2 091 120
UMBS MORTPASS 6% 09/54 FN 2 058 502 0.1 2 016 795
ROCK TRUST 5.93035% 11/41 ROCC 2 056 030 0.1 2 000 000
UMBS MORTPASS 3.5% 05/51 FR 2 032 665 0.1 2 224 906
GOLDMAN SACHS VAR 01/36 GS 2 032 923 0.1 2 000 000
MORGAN STANLEY VAR 01/36 MS 2 049 719 0.1 2 000 000
PNC FINANCIAL VAR 01/36 PNC 2 037 965 0.1 2 000 000
DEUTSCHE BANK VAR 01/29 DB 2 022 481 0.1 2 000 000
DT AUTO OWNER 6.45% 05/29 DTAOT 2 017 793 0.1 2 000 000
FNMA MORTPASS 4.71% 11/34 FN 2 023 620 0.1 1 991 237
FREMF 2018-K80 VAR 08/50 FREMF 2 030 356 0.1 2 076 000
MERCURY 7.43% 07/29 MFCC 2 028 458 0.1 2 000 000
MIZUHO VAR 05/31 MIZUHO 2 019 940 0.1 2 000 000
JONAH ENERGY 7.362% 12/40 JONAH 2 000 000 0.1 2 000 000
HCA INC 6.2% 03/55 HCA 1 995 348 0.1 2 000 000
FNMA MORTPASS 4.6% 12/32 FN 1 999 368 0.1 1 976 000
DELL INT LLC / EMC CORP DELL 1 996 626 0.1 1 990 000
ENERGY 5.7% 04/35 ET 2 008 952 0.1 2 000 000
BUSINESS JET 5.754% 09/39 BJETS 1 992 188 0.1 2 006 039
DRIVE AUTO 4.94% 05/32 DRIVE 1 989 572 0.1 2 000 000
UMBS MORTPASS 5.5% 11/54 FR 1 988 658 0.1 1 971 516
FREMF 2019-K88 VAR 02/52 FREMF 1 984 353 0.1 2 000 000
AMGEN INC 3.15% 02/40 AMGN 1 963 034 0.1 2 555 000
AMERICAN VAR 01/36 AXP 1 960 236 0.1 1 935 000
UMBS MORTPASS 3% 03/52 FN 1 975 357 0.1 2 231 581
DIVERSIFIED 6.555% 09/44 DEC 1 951 455 0.1 1 934 624
FREMF 2019-K93 VAR 05/52 FREMF 1 945 626 0.1 2 000 000
GOLDMAN SACHS VAR 10/35 GS 1 950 215 0.1 2 000 000
FHLMC SEASONED STEP 06/57 SCRT 1 941 588 0.1 2 154 332
FREMF 2019-K102 VAR 12/51 FREMF 1 934 155 0.1 2 075 000
HYUNDAI 4.75% 09/31 HYNMTR 1 936 629 0.1 2 000 000
LHOME MORTGAGE STEP 01/40 LHOME 1 907 007 0.1 1 900 000
AMSR 2.427% 10/38 AMSR 1 905 975 0.1 2 000 000
FNMA MORTPASS 3.75% 12/32 FN 1 899 675 0.1 2 000 000
RFM REREMIC ZERO 03/49 RFM 1 883 353 0.1 2 000 000
UMBS MORTPASS 4.5% 06/54 FR 1 900 665 0.1 1 965 923
FREMF 2019-K98 VAR 10/52 FREMF 1 876 097 0.1 2 000 000
SCF EQUIPMENT 7% 08/33 SCFET 1 872 799 0.1 1 799 000
FNMA MORTPASS 4.74% 03/33 FN 1 860 606 0.1 1 834 001
UMBS MORTPASS 5% 07/52 FR 1 858 978 0.1 1 874 873
FREMF K-100 VAR 11/52 FREMF 1 854 035 0.1 2 000 000
CSMC 3.953% 09/37 CSMC 1 810 000 0.1 2 000 000
UMBS MORTPASS 4% 09/51 FR 1 819 869 0.1 1 925 420
GOODGREEN 3.86% 10/54 GOODG 1 812 581 0.1 1 965 959
UMBS MORTPASS 2.5% 09/50 FR 1 801 348 0.1 2 101 253
GOODLEAP HOME 5.38% 02/49 GDLP 1 797 076 0.1 1 766 317
UNITED STATES 4.5% 11/54 T 1 793 582 0.1 1 775 000
UMBS MORTPASS 4% 07/52 FR 1 774 042 0.1 1 874 269
LENDMARK 3.41% 11/31 LFT 1 783 592 0.1 1 900 000
FNMA MORTPASS VAR 11/32 FN 1 781 113 0.1 2 163 002
FNMA MORTPASS 4.74% 01/32 FN 1 759 527 0.1 1 721 491
UNITED 4.75% 02/41 T 1 764 917 0.1 1 679 000
CENTER STREET STEP 10/29 CSLC 1 735 264 0.1 1 720 000
SCF EQUIPMENT 6.5% 10/32 SCFET 1 746 614 0.1 1 710 000
FNMA MORTPASS VAR 02/32 FN 1 731 311 0.1 1 979 020
FREMF 2019-K91 VAR 04/51 FREMF 1 734 676 0.1 1 795 000
PRM5 TRUST VAR 03/33 PRM5 1 729 733 0.1 1 750 000
SCF EQUIPMENT 5.11% 11/33 SCFET 1 726 495 0.1 1 700 000
ESSEX 5.375% 04/35 ESS 1 704 507 0.1 1 700 000
FREMF 2019-K103 VAR 12/51 FREMF 1 703 687 0.1 1 819 000
GNMA II MORTPASS 4% 01/65 G2 1 702 806 0.1 1 826 121
NEW STEP 09/39 NRMLT 1 699 351 0.1 1 700 000
PACIFIC GAS 5.7% 03/35 PCG 1 697 694 0.1 1 695 000
FREMF 2020-KHG2 VAR 02/30 FREMF 1 682 093 0.1 2 000 000
US BANCORP VAR 02/36 USB 1 697 644 0.1 1 685 000
GNMA 2023-101 S FLT 07/53 GNR 1 662 517 0.1 1 805 835
AMCOR 5.1% 03/30 AMCR 1 665 430 0.1 1 645 000
TRUIST VAR 01/35 TFC 1 646 028 0.1 1 615 000
FNMA MORTPASS 5.13% 07/32 FN 1 647 810 0.1 1 600 000
UMBS MORTPASS 3.5% 04/52 FN 1 656 346 0.1 1 802 685
CREDIT VAR 01/36 ACAFP 1 634 093 0.1 1 605 000
UMBS MORTPASS 2.5% 02/52 FN 1 626 488 0.1 1 916 293
BREAN ASSET 5% 01/65 BABS 1 616 141 0.1 1 650 000
INVITATION 4.5% 09/41 IHSFR 1 620 237 0.1 1 720 000
VENDEE 4.25% 04/40 VENDE 1 620 723 0.1 1 665 422
BRIDGECREST 5.7% 07/29 BLAST 1 589 270 0.1 1 564 000
CASCADE MH VAR 11/56 CMHAT 1 590 694 0.1 1 554 000
FHLMC MSCR FLT 02/45 MSCR 1 598 154 0.1 1 600 000
SCF EQUIPMENT 5.88% 11/35 SCFET 1 602 906 0.1 1 557 000
BLUE OWL 6.38% 01/31 OWLEF 1 582 822 0.1 1 550 000
RFM REREMIC ZERO 11/52 RFM 1 585 024 0.1 2 000 000
FHLMC REMICS 4% 04/52 FHR 1 564 009 0.1 1 700 000
FMC GMSR ISSUER VAR 01/26 FMMSR 1 566 898 0.1 1 600 000
PRET 2024-RPL2 VAR 06/64 PRET 1 553 365 0.1 1 640 397
FNMA MORTPASS 4.82% 11/29 FN 1 531 499 0.1 1 493 961
FREMF 2020-K105 VAR 03/53 FREMF 1 525 113 0.1 1 651 000
INVITATION 4.25% 09/41 IHSFR 1 514 665 0.1 1 615 000
RENEW 2024-2 8.223% 11/60 RENEW 1 529 955 0.1 1 549 089
GNMA II MORTPASS 4% 04/53 G2 1 498 219 0.1 1 603 500
HSBC HOLDINGS VAR 11/30 HSBC 1 494 312 0.1 1 480 000
MFA 2024-RTL3 STEP 11/39 MFRA 1 508 822 0.1 1 500 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty 1 507 710 0.1 502
AVOLON 4.95% 01/28 AVOL 1 492 800 0.1 1 500 000
HESS CORP 5.6% 02/41 HES 1 493 303 0.1 1 500 000
META 5.4% 08/54 META 1 478 965 0.1 1 500 000
APA 5.75% 09/44 APAAU 1 473 205 0.1 1 487 000
VIRGINIA 5.65% 03/55 D 1 468 848 0.1 1 500 000
FIRSTKEY 4.559% 03/39 FKH 1 470 704 0.1 1 500 000
PROGRESS 3.93% 02/41 PROG 1 459 542 0.1 1 548 000
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty 1 469 710 0.1 642
GNMA II 6.5% 07/54 G2 1 455 269 0.1 1 390 629
BOEING 3.375% 06/46 BA 1 444 972 0.1 2 160 000
LENDING 4.3% 04/31 LFT 1 433 878 0.1 1 470 000
PROGRESS 3.567% 12/40 PROG 1 434 761 0.1 1 534 830
OPORTUN 3.61% 10/31 OPTN 1 428 042 0.1 1 450 378
LENDMARK 2.37% 04/32 LFT 1 422 688 0.1 1 540 000
NRZ FHT 4.212% 11/25 NZES 1 423 291 0.1 1 436 077
GOLDEN BEAR 3.75% 09/47 GLDN 1 426 708 0.1 1 565 764
FREMF 2020-K737 VAR 01/53 FREMF 1 421 836 0.1 1 452 000
UMBS MORTPASS 2% 08/51 FR 1 424 348 0.1 1 759 382
UMBS MORTPASS 6% 10/52 FN 1 429 992 0.1 1 390 141
BG ENERGY 5.125% 10/41 BGGRP 1 428 011 0.1 1 500 000
BUSINESS JET 5.192% 06/37 BJETS 1 418 191 0.1 1 441 529
FNMA REMICS 3% 02/48 FNR 1 408 397 0.1 1 495 817
MPLX LP 5.4% 04/35 MPLX 1 412 244 0.1 1 440 000
NEXTERA 5.9% 03/55 NEE 1 414 877 0.1 1 415 000
PROGRESS 3.378% 01/39 PROG 1 412 416 0.1 1 500 000
SANTANDER 5.14% 02/32 SDART 1 392 654 0.1 1 392 000
CHERRY 5.7% 04/32 CHRY 1 382 707 0.1 1 375 000
GNMA II MORTPASS 4% 03/52 G2 1 380 094 0.1 1 430 486
GOODGREEN 3.74% 10/52 GOODG 1 364 464 0.1 1 471 035
UNITED 4.875% 10/30 T 1 370 738 0.1 1 300 000
COREVEST VAR 05/52 CAFL 1 334 747 0.1 1 400 000
USD - FOR FUTURES -1 313 769 0.1 -1 313 769
CASCADE MH VAR 11/56 CMHAT 1 320 761 0.1 1 298 341
EMERA US 4.75% 06/46 EMACN 1 315 549 0.1 1 585 000
MARS INC 5.65% 05/45 MARS 1 321 243 0.1 1 310 000
SCF EQUIPMENT 6.75% 11/35 SCFET 1 323 047 0.1 1 290 000
UNITED 4.125% 08/44 T 1 313 984 0.1 1 375 000
ENERGY 5.15% 03/45 ET 1 304 569 0.1 1 510 000
ONEOK INC 5.45% 06/47 OKE 1 307 168 0.1 1 480 000
OPORTUN 6.25% 08/29 OPTN 1 307 923 0.1 1 300 000
REGIONAL 3.23% 08/33 RMIT 1 294 240 0.1 1 400 000
SIERRA 5.32% 08/41 SRFC 1 289 193 0.1 1 281 263
RENEW 2024-2 6.825% 11/60 RENEW 1 288 869 0.1 1 311 628
FNMA MORTPASS VAR 12/31 FN 1 283 200 0.1 1 489 485
FNMA MORTPASS 4.49% 09/29 FN 1 262 085 0.1 1 244 595
UMBS MORTPASS 2.5% 07/51 FN 1 270 335 0.1 1 494 872
UMBS MORTPASS 5% 09/53 FN 1 264 120 0.1 1 274 944
GOODGREEN 5.9% 01/61 GOODG 1 254 044 0.1 1 273 668
VENDEE 3.75% 09/46 VENDE 1 265 326 0.1 1 336 725
COTERRA 5.4% 02/35 CTRA 1 268 077 0.1 1 300 000
FHLMC REMICS ZERO 08/57 FHR 1 249 188 0.1 1 906 641
REACH ABS 5.99% 08/32 REACH 1 239 055 0.1 1 220 000
FHLMC SEASONED 4% 04/62 SCRT 1 248 303 0.1 1 339 501
STREAM 6.34% 02/45 STRE 1 239 432 0.1 1 220 000
WINGSPIRE 5.28% 09/32 WEF 1 251 908 0.1 1 242 000
UNITED 3.375% 08/42 T 1 225 000 0.1 1 400 000
FREMF 2016-K58 VAR 09/49 FREMF 1 227 932 0.1 1 250 000
FNMA MORTPASS 4.24% 12/31 FN 1 215 778 0.1 1 221 734
AERCAP 3.85% 10/41 AER 1 198 473 0.1 1 520 000
UMBS MORTPASS 2.5% 08/50 FN 1 196 844 0.1 1 403 216
UMBS MORTPASS 3% 11/51 FN 1 202 902 0.1 1 357 169
UMBS MORTPASS 5.5% 10/52 FN 1 207 684 0.1 1 197 607
TEXTRON INC 5.5% 05/35 TXT 1 204 537 0.1 1 200 000
FRTKL 2.372% 09/38 FRTKL 1 190 545 0.1 1 250 000
GNMA I 6.5% 05/53 GN 1 178 680 0.1 1 141 635
UNITED STATES ZERO 02/49 S 1 180 445 0.1 3 605 000
UMBS MORTPASS 3% 01/52 FR 1 166 161 0.1 1 314 698
FREMF 2019-K96 VAR 08/56 FREMF 1 174 861 0.1 1 254 000
FREMF 2019-K94 VAR 07/52 FREMF 1 175 281 0.1 1 250 000
UMBS MORTPASS 3% 10/49 FR 1 164 866 0.1 1 311 245
MACQUARIE AIRFINANCE HLD MCAIRH 1 160 970 0.1 1 160 000
UMBS MORTPASS 3% 02/52 FN 1 170 711 0.1 1 319 410
FNMA MORTPASS 4.76% 04/32 FN 1 164 772 0.1 1 139 053
CSMC 4.1846% 09/37 CSMC 1 165 882 0.1 1 350 000
UMBS MORTPASS 2% 12/50 FN 1 162 259 0.1 1 422 070
CHARTER 3.9% 06/52 CHTR 1 174 550 0.1 1 835 000
GNMA 2020-15 2.5% 02/50 GNR 1 147 081 0.1 1 319 688
HCA INC 4.625% 03/52 HCA 1 147 302 0.1 1 435 000
FREMF 2017-K66 VAR 07/27 FREMF 1 141 517 0.1 1 160 000
BRIDGECREST 5.23% 08/30 BLAST 1 153 089 0.1 1 150 000
UNITED 4.125% 08/53 T 1 128 096 0.1 1 194 000
HEALTHPEAK 5.375% 02/35 DOC 1 131 721 0.1 1 135 000
FNMA MORTPASS 3.58% 10/29 FN 1 105 103 0.1 1 137 028
UMBS MORTPASS 5.5% 01/55 FN 1 116 773 0.1 1 101 150
FRTKL 2.522% 09/38 FRTKL 1 093 064 0.1 1 150 000
UNITED STATES ZERO 02/41 S 1 093 482 0.1 2 249 000
GNMA II MORTPASS 7% 08/54 G2 1 092 299 0.1 1 030 270
LHOME MORTGAGE STEP 09/39 LHOME 1 095 745 0.1 1 100 000
FNMA MORTPASS 2.13% 11/28 FN 1 100 993 0.1 1 182 100
COMCAST 2.937% 11/56 CMCSA 1 088 836 0.1 1 830 000
BPCE SA VAR 10/34 BPCEGP 1 087 896 0.1 1 000 000
GOLDMAN SACHS VAR 07/35 GS 1 069 143 0.1 1 070 000
LEIDOS INC 2.3% 02/31 LDOS 1 081 227 0.1 1 250 000
FNMA REMICS 3% 04/43 FNR 1 064 896 0.1 1 228 846
FNMA MORTPASS 2.73% 09/29 FN 1 060 807 0.1 1 128 011
UMBS MORTPASS 3% 05/51 FN 1 050 089 0.1 1 181 348
AMSR 4.15% 11/41 AMSR 1 031 278 0.1 1 097 000
FNMA MORTPASS 3.29% 07/32 FN 1 047 206 0.1 1 116 504
UMBS MORTPASS 2.5% 03/52 FN 1 040 086 0.1 1 226 648
UMBS MORTPASS 3.5% 06/52 FN 1 031 003 0.1 1 124 435
UMBS MORTPASS 6.5% 09/54 FN 1 032 958 0.1 996 721
UMBS MORTPASS 3.5% 06/52 FR 1 047 932 0.1 1 143 874
GLS AUTO 5.64% 08/30 GSAR 1 030 911 0.1 1 000 000
ITC HOLDINGS 5.3% 07/43 ITC 1 036 581 0.1 1 110 000
FHLMC SEASONED 3.5% 06/57 SCRT 1 037 015 0.1 1 134 645
TRICON 7.507% 07/40 TCN 1 030 554 0.1 1 000 000
FNMA MORTPASS 5.04% 05/34 FN 1 033 187 0.1 1 000 000
PEAC 5.64% 11/30 PEAC 1 024 117 0.1 1 000 000
FNMA MORTPASS 4.92% 12/32 FN 1 027 576 0.1 1 000 000
SOUTHERN CO 5.875% 03/41 SO 1 017 774 0.1 1 000 000
GNMA II MORTPASS 6% 12/54 G2 1 020 324 0.1 997 152
ONCOR 5.8% 04/55 ONCRTX 1 012 500 0.1 1 000 000
FNMA MORTPASS 4.61% 08/31 FN 1 014 953 0.1 1 000 000
CASCADE MH VAR 11/56 CMHAT 1 023 590 0.1 1 000 000
FNMA MORTPASS 4.59% 09/30 FN 1 014 471 0.1 996 366
CITIGROUP INC VAR 09/30 C 1 012 814 0.1 1 026 000
GLS AUTO 5.53% 02/31 GCAR 1 011 282 0.1 1 000 000
DT AUTO OWNER 6.62% 02/29 DTAOT 1 023 543 0.1 1 000 000
UMBS MORTPASS 2.5% 03/52 FN 1 007 950 0.1 1 188 419
BG BETA I LTD 7.12% 07/54 999 797 0.1 984 633
OPORTUN 5.83% 02/32 OPTN 1 005 620 0.1 1 000 000
ING GROEP NV VAR 03/36 INTNED 1 001 566 0.1 1 000 000
HCA INC 5.75% 03/35 HCA 997 945 0.1 985 000
GILEAD 5.6% 11/64 GILD 996 381 0.1 1 000 000
FOUNDATION 5.75% 07/40 FFIN 1 000 677 0.1 1 000 000
EXELON CORP 5.875% 03/55 EXC 1 003 173 0.1 1 000 000
CASCADE MH 3.693% 02/46 CMHAT 994 375 0.1 1 270 000
BARCLAYS PLC VAR 02/36 BACR 1 005 021 0.1 1 005 000
BG BETA I LTD 7.12% 07/54 1 009 947 0.1 985 000
GLS AUTO 2.48% 10/27 GCAR 984 192 0.1 1 000 000
UNITED 5.45% 02/37 UAL 978 104 0.1 957 593
PRM5 TRUST VAR 03/33 PRM5 984 675 0.1 1 000 000
PAGAYA AI 3.6% 10/40 PATH 986 101 0.1 1 100 000
HSBC HOLDINGS VAR 03/31 HSBC 982 224 0.1 980 000
FREMF 2019-K98 VAR 10/52 FREMF 988 755 0.1 1 040 000
FREMF 2018-K77 VAR 05/51 FREMF 981 115 0.1 1 000 000
FREMF 2016-K55 VAR 04/49 FREMF 989 785 0.1 1 000 000
SOUTHERN 5.75% 04/54 EIX 979 723 0.1 1 050 000
BNP PARIBAS SA VAR 01/33 BNP 991 262 0.1 970 000
FREMF 2019-K88 VAR 02/52 FREMF 977 063 0.1 1 000 000
BOEING 3.625% 03/48 BA 992 458 0.1 1 450 000
FARM 21-1 VAR 01/51 FARM 960 115 0.1 1 189 483
AMSR 2022-SFR3 4% 10/39 AMSR 959 780 0.1 1 000 000
BARCLAYS PLC VAR 09/35 BACR 973 060 0.1 1 000 000
CITIGROUP INC VAR 03/56 C 969 683 0.1 1 000 000
HEWLETT PACKARD 5% 10/34 HPE 963 569 0.1 990 000
STANDARD VAR 10/30 STANLN 963 197 0.1 965 000
UNITED 4.25% 02/54 T 966 132 0.1 1 000 000
VENTAS REALTY 5% 01/35 VTR 967 660 0.1 1 000 000
TOTALENERGIE 5.275% 09/54 TTEFP 938 574 0.1 1 000 000
FNMA MORTPASS 5% 12/61 FN 938 882 0.1 945 688
UBS GROUP AG VAR 09/45 UBS 948 300 0.1 1 000 000
T-MOBILE USA 3.4% 10/52 TMUS 941 435 0.1 1 385 000
AES CORP/THE 5.8% 03/32 AES 948 547 0.1 940 000
FIRSTKEY 1.707% 09/38 FKH 953 697 0.1 1 000 000
CFMT 2024-HB14 VAR 06/34 CFMT 938 537 0.1 1 000 000
COMCAST CORP 3.25% 11/39 CMCSA 945 079 0.1 1 210 000
ABBVIE INC 4.85% 06/44 ABBV 929 456 0.0 1 000 000
AMSR 2.601% 06/38 AMSR 921 299 0.0 1 000 000
GNMA II 6.5% 06/54 G2 920 338 0.0 893 056
FHLMC FLT 10/44 MSCR 927 466 0.0 929 140
OPORTUN 5.48% 08/29 OPTN 933 150 0.0 931 000
T-MOBILE USA 5.5% 01/55 TMUS 930 051 0.0 964 000
FHLMC VAR 10/31 FHMS 907 223 0.0 1 050 000
FREMF 2021-KLU3 VAR 01/31 FREMF 900 232 0.0 976 416
FNMA MORTPASS 3.34% 05/34 FN 915 919 0.0 986 510
ENBRIDGE 5.625% 04/34 ENBCN 904 909 0.0 890 000
ELEMENT 5.643% 03/27 EFNCN 915 706 0.0 900 000
CHARTER 4.4% 04/33 CHTR 901 407 0.0 1 000 000
FHLMC REMICS 3% 05/45 FHR 881 562 0.0 1 000 000
FNMA 2.365% 06/29 FN 891 430 0.0 958 437
UMBS MORTPASS 2.5% 02/52 FN 889 384 0.0 1 048 258
MORGAN STANLEY VAR 04/42 MS 894 145 0.0 1 200 000
OPORTUN 3.65% 05/31 OPTN 897 957 0.0 910 139
CADENCE 4.7% 09/34 CDNS 866 840 0.0 879 000
UMBS MORTPASS 3% 04/52 FN 875 279 0.0 994 229
FRTKL 2.172% 09/38 FRTKL 863 116 0.0 905 000
VERIZON 2.987% 10/56 VZ 881 053 0.0 1 440 000
UMBS MORTPASS 3% 06/52 FN 854 123 0.0 962 430
HOME DEPOT 4.2% 04/43 HD 853 809 0.0 1 000 000
UMBS MORTPASS 5% 07/52 FR 859 528 0.0 859 249
INTEL CORP 5.7% 02/53 INTC 849 298 0.0 915 000
FNMA MORTPASS 3.46% 09/32 FN 846 425 0.0 900 000
BANQUE 5.538% 01/30 BFCM 861 501 0.0 835 000
GNMA 2022-34 PN 3% 02/52 GNR 855 879 0.0 922 574
FHLMC REMICS 1.5% 08/44 FHR 854 227 0.0 1 017 814
UMBS MORTPASS 3% 11/51 FN 840 035 0.0 950 377
UMBS MORTPASS 7% 07/54 FN 838 243 0.0 797 608
UMBS MORTPASS 3% 01/52 FR 833 417 0.0 945 912
GNMA II MORTPASS 7% 07/54 G2 843 014 0.0 795 141
AETNA INC 4.75% 03/44 AET 839 794 0.0 1 000 000
FNMA TRUST 6.5% 07/42 FNW 815 841 0.0 780 534
VODAFONE 4.25% 09/50 VOD 820 607 0.0 1 065 000
BANCO 6.033% 01/35 SANTAN 823 412 0.0 800 000
REPUBLIC 5.42% 11/37 REPS 825 568 0.0 810 000
KEYCORP VAR 04/31 KEY 812 225 0.0 810 000
GOODGREEN VAR 10/53 GOODG 819 878 0.0 877 791
PACIFIC GAS 4.5% 07/40 PCG 811 740 0.0 955 000
FNMA MORTPASS 4.82% 03/31 FN 813 579 0.0 792 287
BHP 5.125% 02/32 BHP 815 487 0.0 805 000
CONSTELLATION 5.6% 06/42 EXC 823 618 0.0 850 000
CASCADE MH 1.753% 02/46 CMHAT 818 717 0.0 920 942
CONTINENTAL 6.22% 12/32 CFCC 819 033 0.0 810 000
FNMA MORTPASS 2.5% 07/61 FN 809 387 0.0 987 371
GOODGREEN 3.23% 10/52 GOODG 797 709 0.0 873 358
NRZ EXCESS 2.981% 03/26 NZES 796 354 0.0 814 545
HCA INC 6.1% 04/64 HCA 793 693 0.0 825 000
GS STEP 09/61 GSMBS 802 653 0.0 829 821
FNMA-ACES VAR 04/33 FNA 793 424 0.0 778 049
UMBS MORTPASS 2.5% 09/50 FN 798 572 0.0 932 927
ELEMENT 5.037% 03/30 EFNCN 799 177 0.0 800 000
DANSKE BANK VAR 03/31 DANBNK 802 883 0.0 800 000
SYNOPSYS INC 5.7% 04/55 SNPS 780 885 0.0 785 000
RAIN CITY VAR 11/29 RCITY 782 301 0.0 772 000
FNMA MORTPASS 3.3% 07/32 FN 771 019 0.0 826 000
UMBS MORTPASS 5% 06/52 FN 773 441 0.0 780 840
LENDMARK 7.58% 07/32 LFT 779 822 0.0 775 000
FNMA MORTPASS 3.29% 09/32 FN 781 211 0.0 825 713
CENCORA INC 5.15% 02/35 COR 775 144 0.0 775 000
BAMLL RE-REMIC VAR 01/50 BAMLL 787 617 0.0 851 000
GNMA 2021-50 1.5% 01/48 GNR 783 120 0.0 907 565
FNMA MORTPASS 2.5% 06/62 FN 777 508 0.0 932 503
DUPONT DE 5.319% 11/38 DD 760 913 0.0 739 000
DOW CHEMICAL 5.95% 03/55 DOW 758 932 0.0 800 000
FNMA MORTPASS 3.66% 06/32 FN 758 521 0.0 795 000
GNMA 2022-9 P 2% 09/51 GNR 757 780 0.0 859 470
HERO FUNDING 4.28% 09/41 HERO 761 129 0.0 804 759
MFA 2024-RPL1 VAR 02/66 MFRA 754 262 0.0 788 424
FHLMC SEASONED 3.5% 07/58 SCRT 756 793 0.0 785 872
SMURFIT 5.418% 01/35 SW 762 409 0.0 755 000
AIRCASTLE 5.25% 03/30 AYR 754 073 0.0 755 000
FNMA REMICS 5.5% 04/42 FNR 740 700 0.0 719 374
MARINER 6.77% 09/36 MFIT 736 278 0.0 714 000
GNMA II MORTPASS 5% 12/52 G2 750 779 0.0 764 046
MACQUARIE 5.15% 03/30 MCAIRH 736 802 0.0 745 000
UMBS MORTPASS 3.5% 08/52 FR 739 732 0.0 808 657
FHLMC REMICS 3% 03/49 FHR 733 256 0.0 819 935
AMSR 2.327% 10/38 AMSR 748 626 0.0 785 000
FNMA REMICS 4% 03/42 FNR 739 346 0.0 770 714
UMBS MORTPASS 3% 04/52 FR 716 976 0.0 809 758
TORONTO-DOMI 5.298% 01/32 TD 714 897 0.0 700 000
UMBS MORTPASS 3.5% 01/52 FR 719 326 0.0 781 859
UNITED 6.875% 05/37 MEX 718 817 0.0 703 000
FHLMC REMICS 1.25% 08/51 FHR 724 074 0.0 959 624
EASTERN 6.2% 01/55 BRKHEC 727 623 0.0 695 000
BUNGE LTD 4.65% 09/34 BG 727 887 0.0 751 000
ABN AMRO BANK VAR 12/35 ABNANV 699 807 0.0 700 000
BANC OF AMERICA 0% 04/49 BAMLL 706 724 0.0 1 000 000
FNMA MORTPASS 5.08% 09/31 FN 699 779 0.0 672 764
UMBS MORTPASS 3% 04/52 FR 711 014 0.0 801 127
GNMA 2017-H08 VAR 02/67 GNR 699 316 0.0 18 003 576
ROCK TRUST 5.38834% 11/41 ROCC 709 873 0.0 700 000
AT&T INC 3.8% 12/57 T 709 531 0.0 1 005 000
PROGRESS 4.55% 04/27 PROG 685 617 0.0 700 000
GNMA II 3.5% 02/33 G2 681 521 0.0 702 045
ONEMAIN 1.26% 07/28 ODART 683 110 0.0 700 000
AMSR 1.777% 08/38 AMSR 680 741 0.0 711 112
ONTARIO 2.5% 10/31 CFPTCN 694 710 0.0 800 000
BRISTOL-MYERS 2.55% 11/50 BMY 678 987 0.0 1 150 000
UMBS MORTPASS 3% 08/51 FN 664 103 0.0 749 483
UNITEDHEALTH 5.625% 07/54 UNH 666 192 0.0 670 000
SANTANDER UK VAR 09/30 SANUK 673 614 0.0 680 000
PLAINS ALL 5.95% 06/35 PAA 670 741 0.0 665 000
NRZ EXCESS 3.104% 07/26 NZES 664 908 0.0 683 426
UNITED 6.338% 05/53 MEX 662 022 0.0 730 000
UMBS MORTPASS 4% 10/38 FN 672 358 0.0 680 295
FNMA 3.965% 08/32 FN 660 853 0.0 680 000
SOUTHERN 5.9% 03/55 EIX 664 026 0.0 695 000
CARVANA AUTO 5.85% 11/27 CRVNA 661 902 0.0 660 000
BPCE SA VAR 01/31 BPCEGP 673 299 0.0 655 000
AMSR 3.95% 06/40 AMSR 661 676 0.0 700 000
AMSR 1.796% 10/38 AMSR 670 947 0.0 705 000
FHLMC REMICS 2% 12/47 FHR 653 719 0.0 711 027
RENEW 2018-1 3.95% 09/53 RENEW 643 417 0.0 692 002
GNMA 2023-19 WB VAR 11/51 GNR 653 539 0.0 631 982
FNMA MORTPASS 2.25% 04/33 FN 647 330 0.0 750 000
AMERICAN 3.7% 10/49 AMT 653 298 0.0 900 000
CONOCOPHILLIPS 5.5% 01/55 COP 648 450 0.0 680 000
BOEING 3.825% 03/59 BA 651 828 0.0 1 000 000
AVOLON 5.15% 01/30 AVOL 651 646 0.0 655 000
CANADIAN 4.8% 08/45 CP 629 021 0.0 700 000
UMBS MORTPASS 3% 05/52 FR 633 902 0.0 714 885
GNMA II MORTPASS 6% 07/64 G2 627 767 0.0 621 082
ONCOR 5.3% 06/42 ONCRTX 633 319 0.0 650 000
STREAM 6.27% 07/44 STRE 622 442 0.0 594 107
UMBS MORTPASS 2.5% 07/51 FN 619 240 0.0 723 721
BANCO 5.565% 01/30 SANTAN 617 290 0.0 600 000
UMBS MORTPASS 2% 05/51 FR 618 959 0.0 759 549
REPUBLIC 5.91% 08/32 REPS 611 684 0.0 600 000
FIRSTKEY 2.668% 10/37 FKH 604 597 0.0 615 000
CSMC 4.3355% 09/37 CSMC 615 713 0.0 750 000
CREDIT 5.92% 05/33 CAALT 603 389 0.0 600 000
BROADCOM INC 3.5% 02/41 AVGO 589 926 0.0 750 000
CHARTER 3.7% 04/51 CHTR 590 824 0.0 950 000
FOUNDATION 4.93% 03/50 FFIN 587 836 0.0 590 000
FNMA MORTPASS 4.25% 01/34 FN 597 324 0.0 605 000
UMBS MORTPASS 2.5% 02/52 FN 600 531 0.0 701 331
JBS USA LUX 6.375% 02/55 JBSSBZ 602 655 0.0 585 000
NATWEST GROUP VAR 08/30 NWG 591 925 0.0 592 000
GNMA 2021-16 1.5% 01/51 GNR 576 499 0.0 693 042
UNITED 3.875% 08/40 T 572 296 0.0 600 000
FHLMC SEASONED 2.5% 11/60 SCRT 569 949 0.0 698 295
PACIFIC GAS 4.3% 03/45 PCG 578 007 0.0 745 000
MORGAN STANLEY VAR 01/35 MS 568 596 0.0 561 000
UNITED 3.771% 05/61 MEX 580 000 0.0 1 000 000
CHENIERE 5.65% 04/34 LNG 572 535 0.0 570 000
FNMA MORTPASS 3.91% 10/32 FN 567 261 0.0 588 202
FHLMC REMICS 1% 07/50 FHR 578 271 0.0 761 641
FOUNDATION 1.27% 05/41 FFIN 572 997 0.0 610 566
EASTERN 5.65% 10/54 BRKHEC 578 833 0.0 600 000
UMBS MORTPASS 6% 10/53 FN 583 255 0.0 568 135
ATMOS ENERGY 5% 12/54 ATO 572 856 0.0 629 000
FHLMC SEASONED STEP 08/56 SCRT 558 451 0.0 658 110
FMC GMSR ISSUER VAR 07/26 FMMSR 562 371 0.0 600 000
FNMA MORTPASS 3% 06/57 FN 555 727 0.0 636 137
GNMA 2013-61 Z VAR 10/54 GNR 563 953 0.0 743 705
SANTANDER DRIVE 5% 11/29 SDART 548 449 0.0 545 000
NYMT LOAN STEP 09/39 NYMT 547 225 0.0 550 000
FREMF 2018-K154 VAR 11/32 FREMF 535 880 0.0 610 000
GNMA II 6.5% 02/55 G2 538 315 0.0 514 405
UMBS MORTPASS 3% 10/50 FR 541 565 0.0 609 580
SIERRA 5.83% 06/41 SRFC 538 897 0.0 531 649
WESTGATE 6.56% 01/38 WESTR 538 360 0.0 529 930
FREMF 2017-KGS1 VAR 10/27 FREMF 533 151 0.0 570 000
FHLMC REMICS 7% 03/49 FHR 534 569 0.0 496 794
FNMA MORTPASS 4% 11/43 FN 532 948 0.0 545 476
FOUNDATION 9.1% 06/49 FFIN 534 991 0.0 500 000
ENTERGY 5.55% 09/54 ETR 545 690 0.0 564 000
ESSEX 5.5% 04/34 ESS 529 630 0.0 525 000
AMSR 2.006% 11/37 AMSR 534 854 0.0 544 000
AVIATION 5.125% 04/30 ACGCAP 543 620 0.0 545 000
GLS AUTO 6.38% 02/29 GSAR 514 056 0.0 500 000
UNITED 1.875% 02/32 T 528 539 0.0 600 000
FHLMC SEASONED 2.5% 09/60 SCRT 528 762 0.0 646 248
PRPM 2020-4 STEP 10/25 PRPM 518 595 0.0 518 393
PAGAYA AI 3.6% 10/40 PATH 526 650 0.0 550 000
MACQUARIE 6.5% 03/31 MCAIRH 520 536 0.0 500 000
FREMF VAR 04/33 FREMF 511 668 0.0 580 000
UMBS MORTPASS 3% 08/51 FN 522 124 0.0 589 250
FNMA MORTPASS 2.17% 05/33 FN 518 591 0.0 605 000
COMCAST CORP 5.3% 06/34 CMCSA 511 637 0.0 500 000
COMCAST 3.999% 11/49 CMCSA 516 873 0.0 675 000
BROADCOM INC 4.55% 02/32 AVGO 528 453 0.0 539 000
UMBS MORTPASS 2.5% 07/51 FN 504 511 0.0 585 799
ROYAL BANK OF VAR 10/30 RY 502 487 0.0 505 000
FLORIDA POWER 5.8% 03/65 NEE 506 728 0.0 490 000
GOODGREEN 2.63% 04/55 GOODG 501 847 0.0 598 072
GNMA 2013-1 Z VAR 01/55 GNR 505 319 0.0 777 909
GAM RE-REMIC ZERO 11/50 GAM 499 792 0.0 580 000
GAM RE-REMIC VAR 05/48 GAM 495 832 0.0 500 000
UMBS MORTPASS 1.5% 10/50 FR 505 670 0.0 658 575
FNMA-ACES VAR 11/32 FNA 494 406 0.0 489 281
FREMF 2015-K49 VAR 10/48 FREMF 497 335 0.0 500 000
FNMA MORTPASS 4.98% 01/33 FN 504 497 0.0 490 000
FHLMC REMICS 2.75% 06/47 FHR 495 789 0.0 551 697
FNMA MORTPASS 3.23% 11/28 FN 506 234 0.0 522 550
BRIDGE 4.3% 08/40 BRDGE 505 184 0.0 525 000
FHLMC 4.614% 02/33 FHMS 507 308 0.0 500 000
AMSR 4.277% 07/37 AMSR 497 282 0.0 500 000
FIRSTKEY 2.791% 08/37 FKH 493 478 0.0 500 000
FMC GMSR 7.17% 04/27 FMMSR 495 128 0.0 500 000
AMSR 2023-SFR1 4% 04/40 AMSR 495 870 0.0 520 000
FNMA MORTPASS 3% 10/53 FN 496 825 0.0 560 304
GNMA 2017-76 B 2.6% 12/56 GNR 480 517 0.0 643 049
UNITED 2.375% 03/29 T 475 527 0.0 500 000
SHERWIN-WILLIA 4.8% 09/31 SHW 488 922 0.0 489 000
FHLMC SEASONED 3% 08/58 SCRT 476 819 0.0 553 840
PAGAYA AI 4.25% 08/25 PATH 489 702 0.0 496 285
OPORTUN 1.47% 05/31 OPTN 476 838 0.0 488 601
NATWEST GROUP VAR 03/35 NWG 488 624 0.0 480 000
UNITED MEXICAN 6% 05/30 MEX 484 811 0.0 474 000
HINNT 2024-A 6.32% 03/43 HINTT 476 040 0.0 466 741
FNMA MORTPASS 4.47% 08/30 FN 490 786 0.0 487 632
FREMF 2019-K90 VAR 02/52 FREMF 486 021 0.0 500 000
FHLMCGLD 4% 07/49 FR 478 400 0.0 498 393
FNMA MORTPASS 3.9% 10/32 FN 483 994 0.0 500 000
FHLMC REMICS 1.25% 08/48 FHR 480 955 0.0 595 757
FHF ISSUER 7.49% 11/29 FHF 473 317 0.0 450 000
FOUNDATION 6.53% 12/49 FFIN 483 639 0.0 468 689
CHARTER 3.5% 03/42 CHTR 473 649 0.0 700 000
AMSR 3.247% 01/39 AMSR 488 149 0.0 500 000
FW ENERGY 7.151% 06/44 480 093 0.0 472 535
UMBS MORTPASS 2.5% 01/52 FN 465 314 0.0 548 621
PHILIP 3.875% 08/42 PM 471 505 0.0 590 000
OPORTUN 2.67% 10/31 OPTN 472 719 0.0 482 250
HEALTHCARE 3.1% 02/30 HR 460 792 0.0 500 000
GOODGREEN 8.115% 07/56 GOODG 471 968 0.0 454 909
GOODGREEN 6.287% 07/56 GOODG 466 004 0.0 454 904
TRICON 2.73% 11/39 TAH 472 019 0.0 500 000
FNMA MORTPASS 3.83% 10/32 FN 472 515 0.0 489 210
ENTERPRISE 5.55% 02/55 EPD 456 948 0.0 470 000
BANK OF VAR 03/30 BKIR 458 765 0.0 445 000
BANK OF VAR 06/29 BAC 462 834 0.0 500 000
AERCAP 3.3% 01/32 AER 471 339 0.0 530 000
FHLMC STRIPS 3.5% 03/44 FHS 457 793 0.0 489 116
GNMA II FLT 02/72 G2 437 717 0.0 424 331
SOCIETE 5.25% 02/27 SOCGEN 437 412 0.0 435 000
OKLAHOMA GAS 5.6% 04/53 OGE 442 004 0.0 450 000
NEW 2.849% 02/39 NRMLT 437 369 0.0 455 000
UMBS MORTPASS 2.5% 11/50 FR 452 898 0.0 528 157
FHLMC REMICS 3.5% 06/45 FHR 438 362 0.0 500 000
CONSTELLATION 5.75% 10/41 EXC 451 955 0.0 455 000
ENTERGY 5.8% 03/55 ETR 443 012 0.0 440 000
AMERICAN 6.99% 09/30 ACAR 437 880 0.0 430 000
PROGRESS 4.5% 10/40 PROG 431 331 0.0 450 000
VISTRA 6% 04/34 VST 427 948 0.0 421 000
UBS GROUP AG VAR 09/34 UBS 423 871 0.0 400 000
T-MOBILE USA 3% 02/41 TMUS 432 978 0.0 595 000
SOCIETE VAR 06/32 SOCGEN 431 433 0.0 500 000
FHLMC SEASONED 3.5% 07/58 SCRT 430 505 0.0 482 506
FIRSTKEY 1.888% 08/38 FKH 431 818 0.0 450 000
ONEOK INC 4.95% 07/47 OKE 418 574 0.0 500 000
NATIONWIDE VAR 02/28 NWIDE 421 744 0.0 435 000
HOME 3.079% 01/41 HPA 432 544 0.0 477 658
GNMA 2017-191 B VAR 07/59 GNR 423 114 0.0 688 303
BANK OF VAR 10/32 BAC 433 095 0.0 500 000
HERO FUNDING 2.59% 09/57 HERO 402 310 0.0 475 895
UNITEDHEALTH 5.7% 10/40 UNH 414 572 0.0 400 000
SUMITOMO 5.424% 07/31 SUMIBK 411 508 0.0 400 000
SANTANDER 5.69% 02/31 SDART 406 117 0.0 400 000
SANTANDER 5.67% 12/30 SDART 404 836 0.0 400 000
NTT FINANCE 5.136% 07/31 NTT 408 703 0.0 400 000
TARGA 5.5% 02/35 TRGP 411 932 0.0 415 000
FNMA MORTPASS 4.52% 03/34 FN 402 509 0.0 400 000
ENERGY 5.6% 09/34 ET 399 889 0.0 400 000
DANSKE BANK VAR 03/30 DANBNK 410 933 0.0 400 000
BNP PARIBAS SA VAR 01/30 BNP 405 068 0.0 400 000
CPS AUTO 7.17% 01/30 CPS 410 050 0.0 400 000
FNMA MORTPASS 3.86% 07/32 FN 402 466 0.0 415 000
UMBS MORTPASS 4.5% 01/53 FN 391 970 0.0 404 771
VODAFONE 5.75% 06/54 VOD 382 731 0.0 400 000
PROGRESS 1.692% 08/40 PROG 385 060 0.0 417 001
LYB 4.2% 10/49 LYB 396 680 0.0 540 000
KINDER 3.25% 08/50 KMI 388 410 0.0 615 000
HCA INC 5.95% 09/54 HCA 385 885 0.0 400 000
GNMA 2012-132 Z VAR 06/54 GNR 387 053 0.0 533 831
UMBS MORTPASS 3% 05/51 FN 385 826 0.0 435 315
UMBS MORTPASS 2.5% 12/50 FN 381 051 0.0 447 629
FNMA MORTPASS 3.01% 04/32 FN 388 701 0.0 420 000
FIRSTKEY 2.241% 08/37 FKH 394 279 0.0 400 000
FISERV INC 5.15% 08/34 FI 398 101 0.0 400 000
FHLMC REMICS 0.75% 01/51 FHR 391 913 0.0 509 618
DEUTSCHE BANK VAR 05/32 DB 389 833 0.0 445 000
CARVANA AUTO 1.64% 12/27 CRVNA 390 507 0.0 400 000
HERO FUNDING 3.19% 09/48 HERO 364 605 0.0 412 282
WESTLAKE 7.19% 07/29 WLAKE 366 348 0.0 350 000
GRANITE PARK 7% 08/33 SCFGP 364 474 0.0 350 000
GRANITE PARK 6.46% 09/32 SCFGP 365 574 0.0 354 000
PLAINS ALL 4.9% 02/45 PAA 375 616 0.0 450 000
LENDMARK 2.47% 11/31 LFT 374 119 0.0 400 000
AMSR 4.028% 07/37 AMSR 365 882 0.0 368 000
GNMA 2021-66 QA 1% 03/50 GNR 362 476 0.0 472 124
UMBS MORTPASS 2.5% 11/51 FN 376 289 0.0 441 731
UMBS MORTPASS 2.5% 05/51 FN 368 958 0.0 433 477
FNMA MORTPASS 3.83% 09/32 FN 377 064 0.0 390 000
FNMA MORTPASS 3.61% 01/37 FN 379 877 0.0 394 325
FHLMC REMICS 1% 12/50 FHR 376 930 0.0 484 716
PUGET SOUND 5.685% 06/54 PSD 347 917 0.0 350 000
PRPM 2024-RPL1 STEP 12/64 PRPM 351 398 0.0 358 958
PG&E 5.529% 06/49 PCG 351 091 0.0 345 000
FNMA REMICS 2% 07/50 FNR 352 904 0.0 421 500
MPLX LP 5.95% 04/55 MPLX 346 850 0.0 365 000
GOLDMAN SACHS VAR 04/35 GS 361 728 0.0 350 000
GOODGREEN 3.01% 10/56 GOODG 345 096 0.0 444 634
GNMA 2020-65 KC 1% 05/50 GNR 350 391 0.0 449 517
FREMF 2019-K102 VAR 12/51 FREMF 353 440 0.0 375 000
BRIDGE 3.4% 11/37 BRDGE 345 421 0.0 349 727
FNMA MORTPASS 3.46% 06/32 FN 344 945 0.0 363 215
FNMA MORTPASS 2.52% 11/29 FN 343 674 0.0 368 153
FIRST 6.81% 12/29 FIAOT 353 349 0.0 340 000
ENEL FINANCE 5.5% 06/34 ENELIM 352 668 0.0 350 000
BURLINGTON 2.875% 06/52 BNSF 360 517 0.0 570 000
BRIDGECREST 7.1% 08/29 BLAST 361 255 0.0 350 000
BROADCOM INC 5.05% 07/29 AVGO 354 778 0.0 350 000
FNMA MORTPASS 3% 01/60 FN 355 182 0.0 405 125
HOME PARTNERS 4.73% 04/39 HPA 328 417 0.0 334 018
WELLS FARGO & VAR 10/29 WFC 331 660 0.0 315 000
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty 330 066 0.0 234
PRETIUM STEP 01/52 PRET 331 366 0.0 331 571
PNC FINANCIAL VAR 10/32 PNC 336 859 0.0 340 000
INTERSTATE 5.45% 09/54 LNT 340 924 0.0 355 000
HILTON GRAND 5.99% 09/39 HGVT 342 579 0.0 335 458
UMBS MORTPASS 2.5% 12/50 FN 331 300 0.0 385 990
FHLMC VAR 11/30 FHMS 327 326 0.0 335 000
F&G ANNUITIES 6.5% 06/29 FG 324 780 0.0 320 000
DEUTSCHE BANK VAR 01/29 DB 339 475 0.0 325 000
CASCADE MH VAR 11/56 CMHAT 331 614 0.0 324 000
BAT CAPITAL 3.984% 09/50 BATSLN 329 028 0.0 465 000
UMBS MORTPASS 4% 06/52 FN 307 081 0.0 324 333
US LONG 06/18/2025 USM5 COMB Comdty 312 389 0.0 153
TRANSCANADA 5.85% 03/36 TRPCN 306 161 0.0 300 000
RENEW 2017-2 3.22% 09/53 RENEW 322 980 0.0 355 492
GOODGREEN 3.26% 10/53 GOODG 306 568 0.0 333 998
GNMA 2012-13 FQ FLT 01/38 GNR 317 905 0.0 318 367
FREMF 2015-K46 VAR 04/48 FREMF 315 770 0.0 316 000
GLS AUTO 5.69% 03/30 GSAR 306 973 0.0 300 000
UMBS MORTPASS 4% 04/52 FN 315 871 0.0 334 150
UMBS MORTPASS 2.5% 12/50 FN 313 385 0.0 367 887
UMBS MORTPASS 2.5% 10/50 FN 323 899 0.0 378 411
FNMA MORTPASS 4.32% 02/34 FN 322 221 0.0 325 000
FNMA MORTPASS 1.27% 08/28 FN 311 323 0.0 341 051
CREDIT 1.94% 02/31 CAALT 312 868 0.0 313 128
UMBS MORTPASS 3% 10/46 FN 322 434 0.0 359 520
SCF EQUIPMENT 5.82% 09/32 SCFET 297 760 0.0 290 000
MARINER 2.33% 03/36 MFIT 292 969 0.0 310 000
PACIFIC GAS 5.8% 05/34 PCG 287 645 0.0 285 000
PG&E 5.231% 06/42 PCG 291 042 0.0 290 000
REGIONAL 3.71% 03/32 RMIT 293 452 0.0 300 000
TRICON 5% 12/40 TCN 297 270 0.0 300 000
SCF EQUIPMENT 6.17% 05/32 SCFET 301 756 0.0 300 000
SOUTHERN 5.15% 09/41 SO 293 210 0.0 310 000
VERICREST STEP 08/51 VOLT 298 062 0.0 298 407
WILLIAMS COS 5.8% 11/54 WMB 291 403 0.0 300 000
MERCHANTS 7.21% 05/36 MFF 301 065 0.0 298 384
GLS AUTO 6.43% 01/31 GSAR 305 170 0.0 295 000
GNMA 2021-97 FA FLT 06/51 GNR 295 317 0.0 340 429
DUKE ENERGY 5.8% 06/54 DUK 293 875 0.0 300 000
CFIN 7.25 17AUG27 300 000 0.0 300 000
AVIATION 5.375% 07/29 ACGCAP 292 455 0.0 290 000
GAM RE-REMIC VAR 09/51 GAM 294 931 0.0 300 000
CARVANA AUTO 3.52% 02/28 CRVNA 297 170 0.0 300 000
ACCENTURE 4.25% 10/31 ACN 291 152 0.0 295 000
FHLMC REMICS 3.5% 04/49 FHR 293 803 0.0 309 922
FIRSTKEY 1.667% 10/37 FKH 288 726 0.0 295 000
FNMA MORTPASS 1.91% 06/35 FN 303 214 0.0 383 000
FNMA MORTPASS 4.79% 09/33 FN 305 001 0.0 300 000
TAKE-TWO 5.6% 06/34 TTWO 285 924 0.0 280 000
TRICON 5.344% 04/39 TCN 269 347 0.0 272 000
MPLX LP 5.5% 06/34 MPLX 278 116 0.0 280 000
KBC GROUP NV VAR 10/30 KBCBB 279 973 0.0 280 000
GNMA II 3.75% 03/46 G2 273 305 0.0 289 639
HUNTINGTON VAR 01/31 HBAN 282 434 0.0 280 000
HILTON GRAND 4.74% 01/37 HGVT 275 907 0.0 276 681
FNMA REMICS 3% 12/42 FNR 273 159 0.0 299 354
FIRSTKEY HOMES 3.1% 03/39 FKH 284 489 0.0 293 706
DEUTSCHE BANK VAR 02/28 DB 279 289 0.0 275 000
COREBRIDGE 5.2% 06/29 CRBG 279 266 0.0 275 000
CFMT 2024-HB15 VAR 08/34 CFMT 285 703 0.0 300 000
AVOLON 2.528% 11/27 AVOL 283 191 0.0 300 000
FNMA MORTPASS 2.25% 10/29 FN 270 703 0.0 292 430
ENERGY 6.5% 02/42 ET 266 474 0.0 260 000
MORGAN STANLEY VAR 04/34 MS 250 495 0.0 250 000
MORGAN STANLEY VAR 04/29 MS 253 589 0.0 250 000
GOODMAN US 5.125% 10/34 GMGAU 258 111 0.0 260 000
FNMA-ACES 0.878% 10/30 FNA 255 032 0.0 264 335
UMBS MORTPASS 3.5% 09/46 FN 253 536 0.0 271 978
FHLMC REMICS 4% 03/42 FHR 260 429 0.0 267 319
DEVON ENERGY 5.75% 09/54 DVN 268 314 0.0 305 000
CHARTER 4.8% 03/50 CHTR 250 879 0.0 335 000
BPCE SA VAR 10/27 BPCEGP 256 288 0.0 250 000
BPCE SA VAR 05/35 BPCEGP 252 370 0.0 250 000
AQUA FINANCE 3.97% 07/46 AQFIT 255 316 0.0 265 469
CREDIT VAR 10/29 ACAFP 261 721 0.0 250 000
ABBVIE INC 4.05% 11/39 ABBV 264 806 0.0 300 000
HYUNDAI 4.55% 09/29 HYNMTR 243 590 0.0 250 000
WILLIAMS COS 6% 03/55 WMB 244 832 0.0 245 000
SIERRA TIMESHARE 7% 01/40 SRFC 243 038 0.0 236 646
SONOCO PRODUCTS 5% 09/34 SON 240 339 0.0 250 000
SOUTHERN CO 3.15% 09/51 SO 245 718 0.0 385 000
FHLMC SEASONED 3.5% 05/57 SCRT 234 974 0.0 256 654
OVINTIV INC 6.5% 02/38 OVV 240 018 0.0 235 000
NRZ EXCESS 3.474% 11/26 NZES 235 532 0.0 243 283
JBS USA LUX 5.95% 04/35 JBSSBZ 242 999 0.0 235 000
FNMA MORTPASS 4.81% 09/29 FN 235 344 0.0 230 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty -237 968 0.0 -156
FNMA REMICS 3% 04/49 FNR 243 925 0.0 274 951
FNMA REMICS 1.5% 10/50 FNR 232 142 0.0 305 602
FHLMC REMICS 1% 04/50 FHR 248 606 0.0 300 028
ENEL 5.125% 06/29 ENELIM 238 224 0.0 235 000
COMCAST CORP 4.2% 08/34 CMCSA 234 496 0.0 250 000
ENERGY 8.106% 06/44 237 895 0.0 233 891
FNMA REMICS 4% 02/42 FNR 246 352 0.0 255 304
MARINER 3.83% 03/36 MFIT 213 655 0.0 225 000
GOLDMAN SACHS VAR 04/30 GS 222 087 0.0 215 000
GOLDMAN SACHS VAR 04/39 GS 221 815 0.0 250 000
GOLDMAN SACHS VAR 07/32 GS 214 390 0.0 250 000
HIN TIMESHARE 1.39% 10/39 HINTT 224 400 0.0 235 671
SIERRA 6.36% 06/40 SRFC 215 472 0.0 213 616
NATWEST GROUP VAR 05/30 NWG 225 477 0.0 230 000
NATIONWIDE VAR 03/29 NWIDE 217 268 0.0 220 000
PROGRESS 3.325% 07/41 PROG 227 280 0.0 246 000
UBER 5.35% 09/54 UBER 225 613 0.0 240 000
GILEAD 2.6% 10/40 GILD 226 689 0.0 315 000
GNMA 2013-91 WA VAR 04/43 GNR 220 131 0.0 228 888
MNR ABS 8.946% 12/38 224 436 0.0 218 681
GNMA II MORTPASS 6% 10/53 G2 231 642 0.0 225 283
DEUTSCHE BANK VAR 09/30 DB 223 799 0.0 225 000
UMBS MORTPASS 2.5% 05/50 FR 224 228 0.0 261 724
UNION 5.125% 03/55 AEE 217 477 0.0 235 000
BARCLAYS PLC VAR 03/55 BACR 215 260 0.0 216 000
DANSKE BANK VAR 10/30 DANBNK 217 807 0.0 221 000
AMGEN INC 5.75% 03/63 AMGN 220 049 0.0 225 000
DP LION 8.243% 11/43 DEC 219 966 0.0 213 418
FHLMC REMICS 3% 06/45 FHR 223 724 0.0 236 763
UMBS MORTPASS 3% 05/51 FN 221 987 0.0 250 527
FNMA REMICS 3% 04/44 FNR 229 518 0.0 251 203
OVINTIV INC 6.25% 07/33 OVV 205 299 0.0 200 000
HSBC HOLDINGS VAR 05/32 HSBC 205 972 0.0 200 000
ITC HOLDINGS 5.4% 06/33 ITC 201 301 0.0 200 000
LLOYDS BANKING VAR 06/30 LLOYDS 205 941 0.0 200 000
MIZUHO VAR 07/34 MIZUHO 206 514 0.0 200 000
NATWEST GROUP VAR 09/29 NWG 206 406 0.0 200 000
OPORTUN 6.546% 04/31 OPTN 206 854 0.0 206 000
STEEL 5.375% 08/34 STLD 199 747 0.0 200 000
PROLOGIS LP 5.25% 03/54 PLD 210 556 0.0 222 000
BANCO 5.439% 07/31 SANTAN 205 344 0.0 200 000
SKANDINAVISK 5.375% 03/29 SEB 210 237 0.0 205 000
SOCIETE VAR 01/34 SOCGEN 209 606 0.0 200 000
STANDARD VAR 05/28 STANLN 203 360 0.0 200 000
UBS GROUP AG VAR 09/30 UBS 205 236 0.0 200 000
HCA INC 5.6% 04/34 HCA 201 882 0.0 200 000
HSBC HOLDINGS VAR 03/44 HSBC 211 840 0.0 200 000
BANQUE 5.79% 07/28 BFCM 206 467 0.0 200 000
FNMA-ACES VAR 05/32 FNA 208 142 0.0 210 386
DUKE ENERGY 3.75% 09/46 DUK 198 542 0.0 270 000
UMBS MORTPASS 2.5% 03/50 FN 203 399 0.0 238 966
APPLE INC 4.1% 08/62 AAPL 209 099 0.0 260 000
ABBVIE INC 4.25% 11/49 ABBV 213 199 0.0 255 000
BARCLAYS PLC VAR 05/34 BACR 208 563 0.0 200 000
STRE 7.0 15FEB30 210 000 0.0 210 000
DEUTSCHE 5.414% 05/29 DB 210 543 0.0 205 000
AMEREN 5.55% 07/54 AEE 197 868 0.0 200 000
ELECTRICITE 5.95% 04/34 EDF 207 140 0.0 200 000
PINE STREET 6.223% 05/54 EQH 202 968 0.0 200 000
FIRSTENERGY 5.45% 07/44 FE 209 977 0.0 215 000
F&G GLOBAL 5.875% 06/27 FG 203 892 0.0 200 000
FHLMC VAR 12/29 FHMS 207 308 0.0 4 976 388
FHLMC STRIPS 276 2% 09/42 FHS 204 346 0.0 232 370
JBS USA 4.375% 02/52 JBSSBZ 185 644 0.0 240 000
T-MOBILE 3.875% 04/30 TMUS 191 933 0.0 200 000
PROGRESS 4.438% 05/41 PROG 194 743 0.0 197 207
PACIFIC GAS 4.45% 04/42 PCG 186 361 0.0 230 000
ONEOK INC 4.75% 10/31 OKE 181 642 0.0 185 000
REALTY 5.375% 09/54 O 190 284 0.0 200 000
NEXTERA 5.55% 03/54 NEE 191 640 0.0 200 000
MORGAN STANLEY VAR 07/35 MS 185 449 0.0 185 000
MARINER 2.96% 03/36 MFIT 189 296 0.0 200 000
MARINER 2.66% 11/36 MFIT 186 390 0.0 200 000
MRCD 2.71752% 12/36 MRCD 177 002 0.0 200 000
INTEL CORP 3.734% 12/47 INTC 183 032 0.0 260 000
HSBC HOLDINGS VAR 08/29 HSBC 183 553 0.0 200 000
UMBS MORTPASS 2.5% 05/51 FN 179 493 0.0 210 498
SOUTHERN 5.45% 06/31 EIX 182 866 0.0 180 000
BXG 5.35% 09/37 BXGNT 181 727 0.0 185 469
BRISTOL-MYERS 5.65% 02/64 BMY 177 741 0.0 180 000
AMERICAN 5.45% 03/54 AWK 193 588 0.0 200 000
AERCAP IRELAND 3% 10/28 AER 188 069 0.0 200 000
ACCENTURE 4.5% 10/34 ACN 194 637 0.0 200 000
ABN AMRO BANK VAR 12/29 ABNANV 184 838 0.0 200 000
RENEW 2017-1 3.67% 09/52 RENEW 159 680 0.0 171 297
PACIFIC GAS 3.5% 08/50 PCG 168 690 0.0 255 000
ORACLE CORP 3.65% 03/41 ORCL 166 992 0.0 215 000
ORACLE CORP 3.6% 04/50 ORCL 167 272 0.0 240 000
GOLDMAN SACHS VAR 07/30 GS 171 391 0.0 170 000
GNMA 2019-83 YA VAR 06/40 GNR 170 573 0.0 168 360
FREMF 2019-KBF3 FLT 01/29 FREMF 171 508 0.0 172 470
FNMA REMICS 2.5% 03/49 FNR 162 019 0.0 181 421
FHF ISSUER 6.26% 03/30 FHF 163 609 0.0 158 000
BANK OF VAR 09/30 BMO 164 481 0.0 165 000
ANHEUSER-BUSCH 5.8% 01/59 ABIBB 160 524 0.0 155 000
WELLS FARGO & VAR 04/53 WFC 156 404 0.0 185 000
VOLT XCVI LLC STEP 03/51 VOLT 152 594 0.0 152 554
UBS GROUP AG VAR 02/43 UBS 144 714 0.0 200 000
UBER 4.8% 09/34 UBER 142 004 0.0 145 000
TAKEDA 3.025% 07/40 TACHEM 150 025 0.0 200 000
PRPM 2024-RCF1 STEP 01/54 PRPM 151 835 0.0 155 464
FREMF 2018-K79 VAR 07/51 FREMF 141 407 0.0 145 000
MUTUAL OF 5.45% 12/28 MUTOMA 154 944 0.0 150 000
GOODMAN US 3.7% 03/28 GMGAU 145 917 0.0 150 000
PRPM 2023-RCF2 STEP 11/53 PRPM 151 505 0.0 154 870
FHLMCGLD 4.5% 12/43 FG 151 557 0.0 152 974
BANK OF VAR 10/51 BAC 139 603 0.0 225 000
ABBVIE INC 4.55% 03/35 ABBV 145 655 0.0 150 000
AKER BP ASA 5.125% 10/34 AKERBP 155 093 0.0 165 000
APA 4.25% 07/27 APAAU 148 836 0.0 150 000
JERSEY 5.1% 01/35 FE 154 680 0.0 155 000
BARCLAYS PLC VAR 11/42 BACR 144 413 0.0 200 000
SIERRA 5.9% 03/54 BRKHEC 147 173 0.0 145 000
CITIGROUP INC VAR 04/29 C 147 663 0.0 150 000
CONSTELLATION 6.5% 10/53 CEG 157 312 0.0 150 000
JBS USA 3.75% 12/31 JBSSBZ 123 769 0.0 135 000
UNITEDHEALTH 3.25% 05/51 UNH 124 581 0.0 185 000
TAKEDA 3.175% 07/50 TACHEM 131 822 0.0 200 000
PPL CAPITAL 5.25% 09/34 PPL 120 816 0.0 120 000
PUBLIC SERVICE 3% 03/51 PEG 134 855 0.0 205 000
PACIFIC GAS 6.4% 06/33 PCG 130 588 0.0 125 000
NXP BV / 3.25% 05/41 NXPI 131 763 0.0 180 000
MORGAN STANLEY VAR 07/30 MS 136 316 0.0 135 000
ELI LILLY & CO 5% 02/54 LLY 122 679 0.0 130 000
KROGER CO/THE 5% 09/34 KR 127 860 0.0 130 000
META 5.6% 05/53 META 126 801 0.0 125 000
FNMA REMICS 5% 07/50 FNR 132 528 0.0 132 702
VIRGINIA 5.55% 08/54 D 125 870 0.0 130 000
UMBS MORTPASS 2.5% 06/50 FN 136 069 0.0 159 328
AKER BP ASA 5.8% 10/54 AKERBP 132 611 0.0 150 000
AON NORTH 5.75% 03/54 AON 127 980 0.0 130 000
BURLINGTON 5.5% 03/55 BNSF 138 817 0.0 140 000
BROADCOM INC 2.45% 02/31 AVGO 132 133 0.0 150 000
DTE ELECTRIC 3.25% 04/51 DTE 139 090 0.0 200 000
ENTERGY TEXAS 5.8% 09/53 ETR 125 182 0.0 125 000
FHLMC REMICS 2% 10/44 FHR 131 538 0.0 142 943
FNMA MORTPASS 3.78% 11/32 FN 125 720 0.0 131 403
NORTHROP 5.15% 05/40 NOC 107 769 0.0 110 000
INTEL CORP 3.25% 11/49 INTC 117 128 0.0 185 000
KINDER MORGAN 5% 02/29 KMI 115 890 0.0 115 000
L3HARRIS 4.854% 04/35 LHX 111 664 0.0 115 000
L3HARRIS 5.25% 06/31 LHX 112 491 0.0 110 000
MASCO CORP 6.5% 08/32 MAS 107 402 0.0 100 000
MERCK & CO 2.9% 12/61 MRK 106 450 0.0 180 000
NEXTERA 5.25% 02/53 NEE 110 589 0.0 120 000
VERIZON 3.55% 03/51 VZ 111 427 0.0 155 000
RTX CORP 3.03% 03/52 RTX 108 679 0.0 170 000
SOUTHERN CO 4.4% 06/43 SO 119 581 0.0 140 000
AT&T INC 3.5% 06/41 T 112 322 0.0 145 000
US BANCORP VAR 01/35 USB 102 676 0.0 100 000
WELLTOWER OP 6.5% 03/41 WELL 108 418 0.0 100 000
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty 119 707 0.0 44
HCA INC 5.45% 09/34 HCA 119 159 0.0 120 000
INTEL CORP 3.05% 08/51 INTC 109 611 0.0 185 000
BALTIMORE 5.65% 06/54 EXC 107 411 0.0 110 000
GNMA II 3.5% 10/45 G2 116 478 0.0 124 687
CVS HEALTH 5.125% 02/30 CVS 114 827 0.0 114 000
PUBLIC 5.2% 01/35 AEP 114 377 0.0 115 000
FNMA REMICS 1.5% 05/51 FNR 116 120 0.0 144 007
AMAZON.COM 3.25% 05/61 AMZN 105 819 0.0 160 000
BAE SYSTEMS 5.8% 10/41 BALN 102 809 0.0 100 000
BANK OF NEW VAR 10/34 BK 120 458 0.0 110 000
CIGNA 3.4% 03/51 CI 113 890 0.0 170 000
COLUMBIA 5.927% 08/30 CPGX 104 215 0.0 100 000
BAT CAPITAL 4.39% 08/37 BATSLN 113 795 0.0 130 000
SOUTHERN 5.7% 03/53 EIX 102 289 0.0 110 000
SOUTHERN 6% 01/34 EIX 103 189 0.0 100 000
ENTERGY 5.85% 06/54 ETR 115 489 0.0 115 000
MONONGAHELA 5.85% 02/34 FE 103 654 0.0 100 000
UMBS MORTPASS 3% 11/51 FN 109 663 0.0 123 561
UMBS MORTPASS 3.5% 05/47 FN 120 185 0.0 129 712
REALTY 4.85% 03/30 O 100 657 0.0 100 000
KROGER CO/THE 5.5% 09/54 KR 85 848 0.0 90 000
L3HARRIS 5.4% 07/33 LHX 101 614 0.0 100 000
MVW 2021-1W 1.94% 01/41 MVWOT 85 708 0.0 90 646
NEWMONT CORP 3.25% 05/30 NEM 94 084 0.0 100 000
NEWMONT CORP 5.75% 11/41 NEM 100 648 0.0 100 000
NGPL PIPECO 3.25% 07/31 NGPLCO 87 512 0.0 100 000
NGPL PIPECO 4.875% 08/27 NGPLCO 99 740 0.0 100 000
NNN REIT INC 5.6% 10/33 NNN 101 503 0.0 100 000
NEW YORK 3.75% 05/50 NYLIFE 88 604 0.0 120 000
TEXAS 5.05% 05/63 TXN 87 127 0.0 95 000
PACIFIC GAS 5.9% 10/54 PCG 89 723 0.0 95 000
PROLOGIS LP 2.25% 04/30 PLD 89 806 0.0 100 000
PPL ELECTRIC 5.25% 05/53 PPL 100 973 0.0 105 000
PROGRESS 1.524% 07/38 PROG 96 483 0.0 99 430
PROGRESS 1.637% 05/26 PROG 95 243 0.0 97 166
PUGET 2.379% 06/28 PSD 93 205 0.0 100 000
UDR INC 3.1% 11/34 UDR 83 652 0.0 100 000
VODAFONE 4.875% 06/49 VOD 98 414 0.0 115 000
JBS USA 6.75% 03/34 JBSSBZ 101 067 0.0 93 000
KROGER CO/THE 5% 04/42 KR 89 872 0.0 95 000
BRISTOL-MYERS 3.7% 03/52 BMY 93 530 0.0 126 000
ITC HOLDINGS 2.95% 05/30 ITC 91 677 0.0 100 000
DUQUESNE 2.775% 01/32 DQE 85 469 0.0 100 000
UNION ELECTRIC 4% 04/48 AEE 94 719 0.0 120 000
PUBLIC 3.15% 08/51 AEP 87 726 0.0 135 000
PUBLIC 5.25% 01/33 AEP 100 659 0.0 100 000
AMSR 1.527% 08/38 AMSR 95 869 0.0 99 976
BAT CAPITAL 2.259% 03/28 BATSLN 93 414 0.0 100 000
GLOBAL 5.3% 08/29 GPN 101 727 0.0 100 000
CF 5.15% 03/34 CF 96 834 0.0 100 000
COLUMBIA 5.097% 10/31 CPGX 99 900 0.0 101 000
BUNGE LTD 2.75% 05/31 BG 88 583 0.0 100 000
ESSEX 1.65% 01/31 ESS 84 262 0.0 100 000
FREMF 2017-K71 VAR 11/50 FREMF 98 100 0.0 100 000
EXTRA SPACE 5.9% 01/31 EXR 83 495 0.0 80 000
GLENCORE 5.634% 04/34 GLENLN 100 002 0.0 100 000
FORTIS 3.055% 10/26 FTSCN 97 632 0.0 100 000
GLOBAL 4.15% 08/49 GPN 90 379 0.0 120 000
FNMA REMICS 2.5% 07/42 FNR 92 645 0.0 99 794
FNMA MORTPASS 3.87% 06/37 FN 93 385 0.0 100 000
FNMA MORTPASS 2.92% 10/34 FN 97 134 0.0 107 925
EXXON MOBIL 3.452% 04/51 XOM 67 852 0.0 95 000
EXXON MOBIL 2.995% 08/39 XOM 70 226 0.0 90 000
WP CAREY INC 2.25% 04/33 WPC 80 571 0.0 100 000
TOTALENERGIE 3.127% 05/50 TTEFP 83 259 0.0 125 000
SOUTH BOW 5.026% 10/29 SOBOCN 74 366 0.0 75 000
SOUTH BOW 4.911% 09/27 SOBOCN 65 237 0.0 65 000
ONEMAIN 0.87% 07/28 ODART 79 265 0.0 80 157
NUTRIEN LTD 5% 04/49 NTRCN 75 375 0.0 85 000
NNN REIT INC 5.5% 06/34 NNN 70 462 0.0 70 000
MULTIFAMILY FLT 07/54 MCAS 80 514 0.0 79 876
INTUIT INC 5.5% 09/53 INTU 70 013 0.0 70 000
FISERV INC 4.4% 07/49 FI 74 164 0.0 90 000
ENTERGY 5.75% 06/54 ETR 70 165 0.0 70 000
ELEMENT 6.319% 12/28 EFNCN 73 734 0.0 70 000
CONOCOPHILLIPS 5.3% 05/53 COP 78 625 0.0 85 000
BURLINGTON 3.55% 02/50 BNSF 73 446 0.0 100 000
KLA CORP 3.3% 03/50 KLAC 66 306 0.0 95 000
STEEL 3.25% 10/50 STLD 54 918 0.0 85 000
TEACHERS 4.27% 05/47 TIAAGL 61 422 0.0 75 000
AQUA FINANCE 4.01% 07/40 AQFIT 50 508 0.0 52 553
SIERRA 1.35% 09/38 SRFC 49 812 0.0 50 989
CONSUMERS 3.25% 08/46 CMS 58 283 0.0 80 000
SAN DIEGO 3.95% 11/41 SRE 44 064 0.0 55 000
VOLT XCIV LLC STEP 02/51 VOLT 45 573 0.0 45 546
VOLT XCIII LLC STEP 02/51 VOLT 30 078 0.0 30 085
VOLT C LLC STEP 05/51 VOLT 43 885 0.0 43 893
AVOLON 4.375% 05/26 AVOL 39 764 0.0 40 000
FNMA MORTPASS 3.5% 09/42 FN 43 919 0.0 46 614
FHLMC REMICS 4% 12/48 FHR 29 948 0.0 152 336
CONSTELLATION 5.8% 03/33 CEG 44 632 0.0 43 000
ACM AUTO 7.97% 06/30 ACMAT 22 649 0.0 22 603
BRISTOL-MYERS 5.55% 02/54 BMY 19 840 0.0 20 000
FNMA-ACES VAR 11/32 FNA 22 663 0.0 27 000
SIERRA 1.95% 09/38 SRFC 14 573 0.0 14 996
FHLMC SEASONED 3.5% 06/57 SCRT 3 558 0.0 3 940
Security Description Ticker 0 0.0 0