Wall Street Experts

JPMorgan Inflation Managed Bond ETF JCPI

Cena: 47.85
CBOE 05-09 17:38
W normalnych okolicznościach fundusz zainwestuje co najmniej 80% swoich „aktywów” w obligacje. „Aktywa” oznaczają aktywa netto oraz kwotę pożyczek na cele inwestycyjne. W ramach głównej strategii inwestycyjnej może on głównie inwestować w obligacje korporacyjne, rządowe i agencyjne zadłużenie papierów wartościowych, papiery wartościowe zabezpieczone aktywami oraz papiery wartościowe związane z hipoteką i hipoteką.
Wartość aktywów (mln USD): 666
Liczba spółek: 829
Stopa dywidendy: - %
Opłata za zarządzanie:: 0.25 %
Klasa aktywów: Equity

ISIN: US46654Q1040

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-inflation-managed-bond-etf-etf-shares-46654q104

None

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 52.3
Korporacyjne 29.2
Rządowe 16.5
Gotówka 1.2
Różne 0.6
Agencja 0.2
Minerały Energetyczne 0.0
Produkcja Przemysłowa 0.0

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 12:04:30
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
UNITED 0.75% 03/26 T 78 580 538 11.3 81 020 000
UNITED 4.875% 10/28 T 68 354 782 9.8 65 790 000
UNITED 4.625% 02/35 T 48 019 400 6.9 45 760 000
UNITED 0.125% 04/26 TII 17 939 453 2.6 14 865 000
JPMORGAN PRIME VAR 12/49 16 071 611 2.3 16 065 185
UNITED 0.125% 07/26 TII 11 263 894 1.6 8 508 000
AVOLON 2.528% 11/27 AVOL 4 288 455 0.6 4 543 000
FNMA-ACES VAR 09/31 FNA 4 278 216 0.6 5 000 000
UMBS MORTPASS 4% 05/52 FN 3 949 550 0.6 4 177 867
FNMA MORTPASS 4.1% 05/28 FN 3 781 404 0.5 3 775 000
FNMA MORTPASS 3.57% 06/28 FN 3 552 943 0.5 3 617 849
FNMA MORTPASS 4.36% 04/30 FN 3 516 585 0.5 3 495 000
UMBS MORTPASS 5.5% 11/54 FR 3 480 152 0.5 3 450 154
UMBS MORTPASS 5.5% 06/54 FN 3 473 136 0.5 3 458 609
MORGAN STANLEY VAR 01/30 MS 3 387 833 0.5 3 340 000
UMBS MORTPASS 5% 09/52 FR 3 250 340 0.5 3 278 990
SOCIETE VAR 06/27 SOCGEN 3 220 149 0.5 3 337 000
WELLS FARGO & VAR 01/30 WFC 3 107 560 0.4 3 056 000
FNMA MORTPASS 4% 08/59 FN 3 069 576 0.4 3 244 167
FHLMC 2.097% 10/26 FHMS 3 010 457 0.4 3 110 000
UMBS MORTPASS 5.5% 06/54 FN 2 991 729 0.4 2 952 829
FNMA MORTPASS 5.5% 01/58 FN 2 926 568 0.4 2 825 274
FNMA-ACES VAR 01/28 FNA 2 910 378 0.4 2 994 058
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty 2 805 480 0.4 1 201
FNMA MORTPASS 1.82% 09/33 FN 2 786 014 0.4 3 400 000
UMBS MORTPASS 5.5% 05/54 FR 2 782 393 0.4 2 767 246
FIRSTKEY 2.058% 09/38 FKH 2 775 627 0.4 2 900 000
CARVANA AUTO 1.64% 12/27 CRVNA 2 635 927 0.4 2 700 000
UMBS MORTPASS 5.5% 09/54 FR 2 629 582 0.4 2 577 525
FHLMC SEASONED 3% 08/59 SCRT 2 592 187 0.4 2 884 590
FNMA MORTPASS 4.37% 01/32 FN 2 502 748 0.4 2 493 969
UMBS MORTPASS 5% 11/54 FN 2 460 826 0.4 2 489 428
BANK OF VAR 07/31 BAC 2 439 370 0.4 2 827 000
FNMA-ACES VAR 06/27 FNA 2 388 444 0.3 2 438 173
UMBS MORTPASS 5.5% 11/54 FR 2 375 436 0.3 2 338 516
ONEMAIN 5.41% 11/29 ODART 2 363 177 0.3 2 334 000
UMBS MORTPASS 5.5% 04/54 FR 2 329 205 0.3 2 316 784
UMBS MORTPASS 5.5% 03/54 FN 2 324 138 0.3 2 310 053
UMBS MORTPASS 3.5% 05/52 FN 2 306 255 0.3 2 506 743
FNMA-ACES VAR 04/28 FNA 2 281 217 0.3 2 341 590
FNMA MORTPASS 3.1% 01/28 FN 2 256 150 0.3 2 315 641
FNMA REMICS 5% 10/43 FNR 2 192 541 0.3 2 250 000
CREDIT 7.02% 05/33 CAALT 2 148 522 0.3 2 100 000
FNMA MORTPASS 2.58% 03/32 FN 2 148 290 0.3 2 393 690
BPCE SA VAR 10/27 BPCEGP 2 123 883 0.3 2 214 000
FNMA MORTPASS 4% 06/63 FN 2 101 177 0.3 2 243 631
UMBS MORTPASS 3% 10/51 FN 2 094 586 0.3 2 367 209
CASH -2 087 747 0.3 -2 087 747
UMBS MORTPASS 3% 06/51 FR 2 068 089 0.3 2 331 999
FRTKL 1.571% 09/38 FRTKL 2 025 390 0.3 2 118 000
FHLMC VAR 04/25 FHMS 2 000 000 0.3 2 000 000
MIZUHO VAR 05/30 MIZUHO 1 997 776 0.3 1 950 000
FNMA REMICS 3.5% 11/57 FNR 1 988 593 0.3 2 064 027
BANK OF VAR 04/29 BAC 1 980 095 0.3 1 947 000
UMBS MORTPASS 5.5% 10/54 FN 1 959 514 0.3 1 947 686
GOLDMAN SACHS 3.5% 11/26 GS 1 953 823 0.3 1 985 000
UMBS MORTPASS 5.5% 09/54 FN 1 943 619 0.3 1 929 642
FHLMC 4.614% 02/33 FHMS 1 927 772 0.3 1 900 000
FNMA-ACES VAR 04/29 FNA 1 898 201 0.3 1 974 556
ALIGNED DATA 1.937% 08/46 ADC 1 886 533 0.3 1 966 000
FNMA MORTPASS 3% 04/59 FN 1 849 109 0.3 2 098 666
UMBS MORTPASS 3% 11/51 FN 1 847 267 0.3 2 084 172
PROGRESS 2.283% 01/39 PROG 1 843 571 0.3 1 974 414
DT AUTO OWNER 5.55% 10/28 DTAOT 1 805 447 0.3 1 798 000
FLAGSHIP 5.43% 05/29 FCAT 1 809 176 0.3 1 800 000
GOLDMAN SACHS VAR 04/32 GS 1 792 428 0.3 2 050 000
UMBS MORTPASS 5.5% 07/53 FR 1 772 489 0.3 1 760 424
BANK OF VAR 01/35 BAC 1 735 006 0.2 1 707 000
AERCAP IRELAND 3% 10/28 AER 1 725 541 0.2 1 835 000
UMBS MORTPASS 5.5% 05/53 FR 1 712 740 0.2 1 703 370
FNMA MORTPASS 4% 06/52 FN 1 711 327 0.2 1 786 561
UMBS MORTPASS 4% 04/52 FN 1 671 057 0.2 1 767 950
BANK OF VAR 09/27 BKIR 1 665 225 0.2 1 725 000
FNMA-ACES VAR 03/28 FNA 1 669 976 0.2 1 717 232
MORGAN 2.574% 11/43 MSC 1 667 285 0.2 1 958 000
RTX CORP 5.75% 01/29 RTX 1 666 144 0.2 1 600 000
FHLMC REMICS 3% 08/33 FHR 1 620 702 0.2 1 680 382
AMERICAN 1.45% 09/26 AMT 1 608 060 0.2 1 678 000
AMSR 1.355% 11/37 AMSR 1 588 513 0.2 1 617 437
FNMA MORTPASS 2.5% 03/62 FN 1 580 612 0.2 1 928 187
AUSTRALIA & 4.4% 05/26 ANZ 1 545 685 0.2 1 550 000
FHLMCGLD 3.5% 01/35 FG 1 539 652 0.2 1 578 909
FNMA MORTPASS 2.64% 06/26 FN 1 543 659 0.2 1 576 000
SLG OFFICE 2.5854% 07/41 SLG 1 529 222 0.2 1 770 000
AERCAP 2.45% 10/26 AER 1 504 186 0.2 1 554 000
CREDIT VAR 06/26 ACAFP 1 491 324 0.2 1 500 000
UMBS MORTPASS 5.5% 08/53 FR 1 469 006 0.2 1 459 689
BXP TRUST 3.379% 06/39 BXP 1 448 176 0.2 1 500 000
UMBS MORTPASS 5.5% 09/53 FN 1 446 862 0.2 1 433 787
COMCAST CORP 4.15% 10/28 CMCSA 1 432 388 0.2 1 444 000
BANCO 2.749% 12/30 SANTAN 1 391 681 0.2 1 600 000
FNMA MORTPASS 3% 07/60 FN 1 392 045 0.2 1 593 464
DEUTSCHE BANK VAR 01/28 DB 1 395 142 0.2 1 450 000
CDI CDX.NA 1 USD0630 -1 388 407 0.2 106 340 000
SUMITOMO 1.902% 09/28 SUMIBK 1 374 248 0.2 1 500 000
FLEX 3.363% 06/31 FLEXIH 1 355 732 0.2 1 530 000
FNMA REMICS 4.5% 11/40 FNR 1 299 583 0.2 1 296 811
FNMA-ACES VAR 03/31 FNA 1 292 280 0.2 1 517 000
FNMA MORTPASS 2.35% 08/28 FN 1 271 931 0.2 1 341 820
CITIBANK NA 5.803% 09/28 C 1 250 682 0.2 1 200 000
HSBC HOLDINGS VAR 09/26 HSBC 1 247 183 0.2 1 250 000
PENSKE TRUCK 5.55% 05/28 PENSKE 1 245 814 0.2 1 218 000
PACIFIC GAS 4.55% 07/30 PCG 1 243 547 0.2 1 278 999
PROGRESS 4.3% 03/40 PROG 1 236 681 0.2 1 252 223
UMBS MORTPASS 5.5% 12/53 FN 1 185 418 0.2 1 179 390
SANTANDER UK VAR 08/26 SANUK 1 184 421 0.2 1 200 000
FHLMC SEASONED 4% 11/57 SCRT 1 178 777 0.2 1 254 545
EXPEDIA 3.25% 02/30 EXPE 1 166 883 0.2 1 255 000
PROGRESS 3.305% 04/42 PROG 1 167 773 0.2 1 250 000
MORGAN 4.35% 09/26 MS 1 158 702 0.2 1 163 000
NISSAN AUTO 4.75% 03/28 NALT 1 157 134 0.2 1 145 000
SANTANDER 5.64% 08/30 SDART 1 133 745 0.2 1 108 000
T-MOBILE 3.875% 04/30 TMUS 1 136 244 0.2 1 184 000
CITIGROUP INC VAR 05/32 C 1 132 588 0.2 1 300 000
FNMA MORTPASS 2.83% 05/27 FN 1 121 236 0.2 1 150 393
HOME PARTNERS 4.73% 04/39 HPA 1 126 001 0.2 1 145 205
FHLMC SEASONED 3.5% 05/57 SCRT 1 099 297 0.2 1 200 721
ENERGY 5.7% 04/35 ET 1 104 923 0.2 1 100 000
PROGRESS 2.382% 10/38 PROG 1 102 230 0.2 1 144 000
FHLMC SEASONED 3.5% 06/57 SCRT 1 098 015 0.2 1 201 389
CREDIT 4.68% 09/34 CAALT 1 069 484 0.2 1 066 000
AVOLON 4.375% 05/26 AVOL 1 056 728 0.2 1 063 000
UMBS MORTPASS 3% 10/32 FN 1 060 655 0.2 1 095 109
FNMA-ACES VAR 05/27 FNA 1 059 746 0.2 1 080 197
KUBOTA CREDIT 5.02% 06/27 KCOT 1 049 134 0.2 1 044 567
AMERICREDIT 5.38% 06/29 AMCAR 1 038 802 0.1 1 020 000
FNMA MORTPASS 2.52% 11/29 FN 1 031 024 0.1 1 104 461
FLORIDA POWER 5.3% 06/34 NEE 1 030 510 0.1 1 000 000
PROGRESS STEP 02/42 PROG 1 033 180 0.1 1 101 700
HSBC HOLDINGS VAR 06/31 HSBC 1 025 762 0.1 1 141 000
CITIGROUP INC VAR 01/27 C 1 026 053 0.1 1 056 000
CREDIT 5.95% 06/34 CAALT 1 018 630 0.1 1 000 000
FNMA MORTPASS 4.62% 05/33 FN 1 015 227 0.1 1 000 000
BPCE SA VAR 01/32 BPCEGP 1 007 817 0.1 1 194 000
UNITED 2.659% 05/31 MEX 1 012 200 0.1 1 200 000
FNMA-ACES VAR 02/30 FNA 1 007 498 0.1 1 053 102
HSBC HOLDINGS VAR 05/30 HSBC 1 001 133 0.1 1 040 000
AT&T INC 1.65% 02/28 T 1 002 839 0.1 1 081 000
SOUTHERN 5.45% 03/35 EIX 987 335 0.1 1 000 000
DEUTSCHE BANK VAR 05/32 DB 986 410 0.1 1 126 000
NBN CO LTD 2.625% 05/31 NBNAUS 985 655 0.1 1 100 000
TRUIST BANK 3.3% 05/26 TFC 983 707 0.1 1 000 000
ATHENE 2.717% 01/29 ATH 976 667 0.1 1 054 000
PROGRESS 2.811% 11/40 PROG 970 684 0.1 1 048 000
CREDIT 5.02% 03/35 CAALT 964 061 0.1 957 000
NOMURA 2.329% 01/27 NOMURA 958 860 0.1 1 000 000
F&G GLOBAL 2.3% 04/27 FG 956 859 0.1 1 004 000
FIRSTKEY 1.266% 10/37 FKH 957 533 0.1 977 076
ABBVIE INC 3.2% 11/29 ABBV 946 310 0.1 1 000 000
DNB BANK ASA VAR 03/28 DNBNO 943 566 0.1 1 000 000
NXP BV / 2.5% 05/31 NXPI 938 943 0.1 1 058 000
BANK OF VAR 01/28 BAC 925 650 0.1 937 000
FHLMCGLD 1.8% 11/28 FR 924 495 0.1 1 000 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty 927 045 0.1 520
BARCLAYS PLC VAR 09/27 BACR 920 810 0.1 899 000
FNMA REMICS 5% 03/40 FNR 913 289 0.1 890 515
VERIZON 1.68% 10/30 VZ 913 303 0.1 1 070 000
BOEING CO/THE 3.1% 05/26 BA 915 116 0.1 931 000
UMBS MORTPASS 3% 02/52 FN 911 339 0.1 1 023 732
SABRA HEALTH 3.2% 12/31 SBRA 903 543 0.1 1 040 000
UDR INC 2.1% 06/33 UDR 906 113 0.1 1 150 000
USD CCP COLL VM CITIBANK -909 862 0.1 -909 862
FNMA MORTPASS 3.06% 11/27 FN 902 222 0.1 924 762
BANQUE 5.538% 01/30 BFCM 876 977 0.1 850 000
EXTRA SPACE 2.2% 10/30 EXR 880 046 0.1 1 010 000
UBS GROUP AG VAR 02/27 UBS 876 741 0.1 900 000
FISERV INC 5.35% 03/31 FI 874 885 0.1 850 000
HYUNDAI CAPITAL 3% 02/27 HYNMTR 874 349 0.1 903 000
GLOBAL 2.15% 01/27 GPN 865 361 0.1 901 000
HYUNDAI 2.375% 10/27 HYNMTR 866 289 0.1 919 000
FHLMC REMICS 4.5% 11/41 FHR 864 799 0.1 860 858
ING GROEP NV VAR 04/27 INTNED 855 558 0.1 880 000
NNN REIT INC 4.3% 10/28 NNN 859 130 0.1 870 000
FNMA MORTPASS VAR 03/32 FN 845 164 0.1 997 320
USD - FOR FUTURES -839 507 0.1 -839 507
FELLS POINT 3.046% 01/27 CEG 836 673 0.1 864 000
KILROY 2.65% 11/33 KRC 833 433 0.1 1 092 000
ABN AMRO BANK VAR 12/29 ABNANV 831 775 0.1 900 000
LSEGA FINANCING 2% 04/28 LSELN 831 339 0.1 890 000
AVOLON 4.25% 04/26 AVOL 825 593 0.1 832 000
UMBS MORTPASS 4% 12/47 FN 814 666 0.1 853 494
ENBRIDGE INC 5.7% 03/33 ENBCN 819 050 0.1 799 000
BUSINESS JET 5.364% 09/39 BJETS 818 379 0.1 820 306
AON NORTH 5.45% 03/34 AON 816 747 0.1 800 000
AMERICAN 3.95% 07/30 AAL 816 524 0.1 862 575
AMERICAN 5.25% 03/35 AWK 809 949 0.1 800 000
BRISTOL-MYERS 5.2% 02/34 BMY 806 134 0.1 787 000
CREDIT 5.68% 03/34 CAALT 808 133 0.1 797 000
PG&E 4.263% 06/36 PCG 811 875 0.1 848 000
UNICREDIT SPA VAR 06/27 UCGIM 807 013 0.1 835 000
USC USCPI /2.595 USD0230 -799 825 0.1 134 335 000
ALEXANDRIA 3.375% 08/31 ARE 805 121 0.1 883 000
FORTIS 3.055% 10/26 FTSCN 801 560 0.1 821 000
GNMA 2015-H20 FLT 08/65 GNR 801 858 0.1 802 577
WELLTOWER OP 2.75% 01/32 WELL 793 021 0.1 904 000
SOUTHWESTERN 4.1% 09/28 AEP 797 218 0.1 810 000
GENERAL 2.35% 01/31 GM 794 893 0.1 940 000
FHLMC 2.58% 06/55 FHMS 785 991 0.1 880 000
BROADCOM INC 4.11% 09/28 AVGO 782 067 0.1 792 000
SANTANDER UK VAR 01/29 SANUK 779 313 0.1 750 000
WESTGATE 6.56% 01/38 WESTR 773 431 0.1 761 320
BOEING 2.75% 02/26 BA 767 596 0.1 782 000
SEMPRA 3.7% 04/29 SRE 769 028 0.1 800 000
BAT CAPITAL 2.259% 03/28 BATSLN 762 261 0.1 816 000
SANTANDER 6.16% 12/29 SDART 758 125 0.1 740 000
VERIZON 4.78% 02/35 VZ 752 482 0.1 770 000
NRG ENERGY 2.45% 12/27 NRG 754 670 0.1 805 000
BNP PARIBAS SA VAR 11/30 BNP 756 524 0.1 750 000
FNMA REMICS 4% 05/41 FNR 752 861 0.1 774 144
DT AUTO OWNER 1.99% 09/27 DTAOT 745 300 0.1 760 000
AIR LEASE 3.625% 04/27 AL 738 701 0.1 757 000
EDISON 5.25% 11/28 EIX 740 908 0.1 750 000
FHLMC REMICS 3% 09/46 FHR 737 202 0.1 815 530
FNMA-ACES VAR 04/27 FNA 742 505 0.1 754 915
HCA INC 4.125% 06/29 HCA 742 082 0.1 764 000
HYUNDAI AUTO 4.32% 10/29 HART 715 111 0.1 714 000
COOPERATIEVE VAR 12/27 RABOBK 717 673 0.1 750 000
WP CAREY INC 2.25% 04/33 WPC 719 499 0.1 893 000
DTE ENERGY CO 5.2% 04/30 DTE 709 758 0.1 700 000
COTERRA 3.9% 05/27 CTRA 712 442 0.1 724 000
ALTRIA GROUP 2.45% 02/32 MO 702 603 0.1 832 000
PROLOGIS LP 4.75% 06/33 PLD 694 887 0.1 707 000
TOYOTA AUTO 0.72% 01/27 TAOT 695 935 0.1 705 002
WP CAREY INC 2.4% 02/31 WPC 697 401 0.1 800 000
FNMA MORTPASS 3.88% 12/28 FN 690 064 0.1 700 000
WESTLAKE 2.12% 01/27 WLAKE 691 815 0.1 697 331
AVOLON 2.125% 02/26 AVOL 674 430 0.1 692 000
UMBS MORTPASS 4.5% 06/48 FR 678 023 0.1 688 849
UNITED 3.7% 03/30 UAL 677 584 0.1 719 066
NOMURA 2.679% 07/30 NOMURA 672 823 0.1 753 000
WELLS FARGO & VAR 06/28 WFC 668 406 0.1 700 000
LEIDOS INC 2.3% 02/31 LDOS 663 441 0.1 767 000
UMBS MORTPASS 4% 09/47 FN 661 561 0.1 679 852
BUSINESS JET 4.455% 06/37 BJETS 663 726 0.1 678 366
CNO GLOBAL 1.75% 10/26 CNO 653 316 0.1 681 000
CPS AUTO 5.54% 04/29 CPS 652 361 0.1 651 000
DT AUTO OWNER 5.41% 02/29 DTAOT 655 931 0.1 654 953
PRUDENTIAL 8.3% 07/25 PRU 654 942 0.1 650 000
AMEREN CORP 5% 01/29 AEE 658 287 0.1 650 000
GNMA 2014-H11 FLT 06/64 GNR 651 830 0.1 650 633
MVW 2024-1 5.32% 02/43 MVWOT 648 889 0.1 637 485
ENI SPA 4.25% 05/29 ENIIM 641 710 0.1 650 000
STANDARD VAR 05/35 STANLN 644 938 0.1 630 000
MACQUARIE 6.5% 03/31 MCAIRH 624 643 0.1 600 000
UNITED 2.875% 10/28 UAL 626 505 0.1 662 911
FNMA MORTPASS 2.5% 07/61 FN 622 605 0.1 759 516
APA 4.25% 07/27 APAAU 619 158 0.1 624 000
GRAY OAK 3.45% 10/27 GRYOAK 614 331 0.1 637 000
NEXTERA 5.3% 03/32 NEE 613 240 0.1 600 000
TRITON 2.05% 04/26 TRTN 613 093 0.1 637 000
UNITED 3.1% 07/28 UAL 611 941 0.1 642 323
CAPITAL ONE VAR 11/32 COF 602 874 0.1 709 000
UMBS MORTPASS 6% 10/53 FN 600 299 0.1 586 431
SAFEHOLD GL 2.8% 06/31 SAFE 601 691 0.1 682 000
UNICREDIT SPA VAR 06/32 UCGIM 600 933 0.1 600 000
ZIMMER BIOMET 5.5% 02/35 ZBH 591 596 0.1 579 000
HCA INC 2.375% 07/31 HCA 595 797 0.1 700 000
GNMA 2015-H26 FLT 10/65 GNR 590 532 0.1 590 771
FNMA MORTPASS 3.5% 05/43 FN 591 170 0.1 628 281
FIFTH THIRD 3.95% 03/28 FITB 589 519 0.1 600 000
EQUINIX INC 2.9% 11/26 EQIX 590 382 0.1 605 000
FHLMC VAR 09/28 FHMS 592 809 0.1 594 000
AVIS BUDGET 2.33% 08/26 AESOP 588 803 0.1 591 666
GNMA II 4.5% 05/48 G2 583 611 0.1 602 944
SANTANDER 4.93% 09/29 SDART 588 732 0.1 583 000
WELLS FARGO & VAR 10/30 WFC 588 540 0.1 637 000
CROWN CASTLE 4.45% 02/26 CCI 575 687 0.1 578 000
FHLMC REMICS 3.25% 11/41 FHR 577 252 0.1 619 324
FIRSTKEY 2.389% 08/38 FKH 577 260 0.1 600 000
GLENCORE 2.85% 04/31 GLENLN 575 352 0.1 650 000
MITSUBISHI UFJ VAR 01/28 MUFG 578 337 0.1 600 000
PNC FINANCIAL VAR 01/27 PNC 573 053 0.1 573 000
PACIFIC GAS 5.7% 03/35 PCG 571 907 0.1 571 000
ESSEX 1.65% 01/31 ESS 572 143 0.1 679 000
FNMA MORTPASS 3.5% 06/43 FN 571 785 0.1 607 678
EXETER 4.92% 12/28 EART 561 318 0.1 561 230
STELLANTIS 2.691% 09/31 STLA 563 783 0.1 678 000
USC USCPI /2.51 USD0235 -558 846 0.1 46 170 000
DUKE ENERGY 5.25% 03/34 DUK 560 113 0.1 550 000
DUKE ENERGY 5.45% 06/34 DUK 559 995 0.1 550 000
HASBRO INC 3.9% 11/29 HAS 560 953 0.1 592 000
GEORGIA 4.85% 03/31 SO 556 688 0.1 550 000
20 TIMES SQUARE VAR 05/35 TSQ 549 458 0.1 593 842
VOLT CV LLC STEP 11/51 VOLT 551 118 0.1 552 906
FHLMC REMICS 4.5% 05/40 FHR 544 226 0.1 542 738
USC USCPI /2.446 USD0335 -545 127 0.1 68 870 000
BUNGE LTD 4.2% 09/29 BG 541 143 0.1 550 000
SABINE PASS 4.5% 05/30 SPLLLC 539 770 0.1 550 000
FNMA REMICS 5% 04/40 FNR 526 696 0.1 515 355
ALABAMA 5.85% 11/33 SO 529 626 0.1 500 000
TAKEDA 2.05% 03/30 TACHEM 531 992 0.1 600 000
AMERICAN 5.59% 04/29 ACAR 522 248 0.1 521 305
BIMBO 6.05% 01/29 BIMBOA 519 750 0.1 500 000
VENTAS 3.25% 10/26 VTR 519 256 0.1 529 000
UNITED MEXICAN 6% 05/30 MEX 511 405 0.1 500 000
MITSUI 3.65% 07/27 MITSRE 510 992 0.1 519 000
TRUIST VAR 01/30 TFC 510 519 0.1 500 000
HUNTINGTON VAR 01/31 HBAN 504 347 0.1 500 000
US BANCORP VAR 02/36 USB 503 751 0.1 500 000
META 4.55% 08/31 META 504 322 0.1 500 000
CAPITAL ONE VAR 07/30 COF 505 194 0.1 500 000
HYUNDAI AUTO 4.83% 01/28 HALST 501 326 0.1 497 000
GUARDIAN 0.875% 12/25 GUARDN 499 340 0.1 512 000
AMERICAN VAR 10/26 AXP 494 616 0.1 490 000
BNP PARIBAS SA VAR 06/26 BNP 497 523 0.1 500 000
VIRGINIA 5.15% 03/35 D 497 802 0.1 500 000
CVS HEALTH 1.875% 02/31 CVS 486 377 0.1 581 000
GM FINANCIAL 5.39% 07/27 GMALT 484 983 0.1 480 000
SANTANDER 5.04% 03/31 SDART 481 654 0.1 476 000
DUQUESNE 2.775% 01/32 DQE 473 501 0.1 554 000
AUTOZONE INC 1.65% 01/31 AZO 475 460 0.1 565 000
AVIS BUDGET 5.13% 10/28 AESOP 472 915 0.1 467 000
CITIGROUP 4.45% 09/27 C 468 875 0.1 472 000
FHLMC 3.444% 12/27 FHMS 465 194 0.1 473 000
HCA INC 3.5% 09/30 HCA 464 726 0.1 500 000
VOLKSWAGEN 5.21% 06/27 VWALT 470 028 0.1 465 000
BNP PARIBAS SA VAR 01/33 BNP 459 864 0.1 450 000
BALTIMORE GAS 5.3% 06/34 EXC 457 178 0.1 450 000
FNMA REMICS 3.5% 03/42 FNR 457 394 0.1 483 997
HERTZ VEHICLE 1.99% 06/26 HERTZ 459 143 0.1 460 999
LLOYDS 3.75% 01/27 LLOYDS 463 023 0.1 469 000
ORACLE CORP 2.875% 03/31 ORCL 450 581 0.1 502 000
NATIONWIDE 5.127% 07/29 NWIDE 450 107 0.1 445 000
MPLX LP 4.125% 03/27 MPLX 453 865 0.1 458 000
FHLMC REMICS 5.5% 01/36 FHR 454 838 0.1 434 040
GNMA 2008-58 5.5% 07/38 GNR 452 505 0.1 441 967
ENERGY 5.95% 12/25 ET 447 348 0.1 446 000
FHLMC REMICS 3% 11/26 FHR 447 453 0.1 452 705
PACIFIC GAS 2.95% 03/26 PCG 449 342 0.1 458 000
T-MOBILE USA 4.95% 03/28 TMUS 444 949 0.1 440 000
BOEING 6.388% 05/31 BA 439 191 0.1 414 000
DISCOVER 3.45% 07/26 DFS 439 029 0.1 447 000
GRAPHIC 1.512% 04/26 GPK 437 497 0.1 453 000
GOLDMAN SACHS VAR 01/32 GS 436 066 0.1 512 000
HEALTHCARE 3.1% 02/30 HR 432 223 0.1 469 000
NIAGARA 1.96% 06/30 NGGLN 433 207 0.1 500 000
HEALTHPEAK 2.125% 12/28 DOC 430 419 0.1 470 000
COMMONSPIRIT 3.347% 10/29 CATMED 432 116 0.1 455 000
CREDIT VAR 01/29 ACAFP 427 274 0.1 423 000
FNMA MORTPASS 4% 07/42 FN 422 951 0.1 437 765
BANK OF VAR 09/30 BMO 420 673 0.1 422 000
DANSKE BANK VAR 03/30 DANBNK 418 124 0.1 407 000
L3HARRIS 3.85% 12/26 LHX 419 612 0.1 425 000
OVINTIV INC 5.375% 01/26 OVV 419 115 0.1 420 000
NATIONAL BANK 5.6% 12/28 NACN 412 468 0.1 400 000
REGENERON 1.75% 09/30 REGN 410 692 0.1 481 000
NGPL PIPECO 3.25% 07/31 NGPLCO 412 182 0.1 471 000
UNITED 3.5% 03/30 UAL 408 484 0.1 429 943
MID-AMERICA 1.7% 02/31 MAA 413 589 0.1 487 000
COPT DEFENSE 2% 01/29 CDP 408 883 0.1 457 000
BARCLAYS PLC VAR 03/30 BACR 409 557 0.1 400 000
OIS SOFR /4.082% USD0435 403 336 0.1 26 805 000
FHLMC REMICS 5.5% 12/35 FHR 404 673 0.1 386 479
ONEOK INC 4.75% 10/31 OKE 406 486 0.1 414 000
CITIGROUP INC VAR 01/33 C 394 610 0.1 450 000
COREVEST VAR 06/55 CAFL 394 338 0.1 391 716
COLUMBIA 5.439% 02/35 CPGX 394 308 0.1 400 000
GNMA 2004-16 5.5% 02/34 GNR 399 106 0.1 393 810
SOCIETE 4.25% 04/25 SOCGEN 399 904 0.1 400 000
WISCONSIN 3.1% 06/25 WEC 398 633 0.1 400 000
WESTLAKE CORP 3.6% 08/26 WLK 394 900 0.1 400 000
FNMA REMICS 3.5% 04/33 FNR 390 816 0.1 399 333
TIME WARNER 8.375% 07/33 TWC 393 605 0.1 346 000
MANULIFE 4.15% 03/26 MFCCN 387 956 0.1 389 000
ENTERPRISE 3.95% 02/27 EPD 390 078 0.1 392 000
UMBS MORTPASS 4.5% 12/40 FN 391 097 0.1 392 569
EVERGY INC 2.9% 09/29 EVRG 388 067 0.1 418 000
EXTRA SPACE 2.35% 03/32 EXR 390 301 0.1 467 000
CREDIT VAR 01/30 ACAFP 382 284 0.1 377 000
AVIATION 5.125% 04/30 ACGCAP 384 025 0.1 385 000
DELL INT LLC / EMC CORP DELL 383 271 0.1 382 000
UMBS MORTPASS 4% 03/48 FN 386 799 0.1 405 455
RPM 2.95% 01/32 RPM 382 278 0.1 438 000
VOLT XCVII LLC STEP 04/51 VOLT 381 689 0.1 381 330
WILLIAMS COS 5.6% 03/35 WMB 381 140 0.1 375 000
MARVELL 2.95% 04/31 MRVL 377 892 0.1 422 000
WACHOVIA CORP STEP 08/26 WFC 379 503 0.1 366 000
QUANTA 2.35% 01/32 PWR 376 256 0.1 446 000
GLS AUTO 4.71% 04/30 GSAR 376 979 0.1 375 000
DRIVE AUTO 4.67% 05/32 DRIVE 376 112 0.1 376 000
BRIXMOR 2.5% 08/31 BRX 378 666 0.1 440 000
BAE SYSTEMS 3.4% 04/30 BALN 378 264 0.1 400 000
CHARTER 4.908% 07/25 CHTR 371 749 0.1 372 000
DUQUESNE 2.532% 10/30 DQE 369 257 0.1 421 000
CLEVELAND 3.5% 04/28 FE 372 269 0.1 386 000
FNMA-ACES VAR 08/28 FNA 370 467 0.1 375 955
GNMA 2005-26 5.5% 03/35 GNR 369 451 0.1 362 276
MVW 2021-2 1.43% 05/39 MVWOT 366 293 0.1 386 110
NISOURCE INC 5.25% 03/28 NI 372 832 0.1 366 000
HEALTHCARE 2% 03/31 HR 361 697 0.1 429 000
FIVE CORNERS 2.85% 05/30 PRU 364 399 0.1 400 000
BARCLAYS PLC VAR 02/31 BACR 363 767 0.1 360 000
BROOKFIELD 4.25% 06/26 BNCN 361 536 0.1 362 000
PNC FINANCIAL VAR 01/31 PNC 357 244 0.1 350 000
DOC DR LLC 2.625% 11/31 DOC 354 618 0.1 409 000
DRIVE AUTO 4.5% 09/28 DRIVE 345 295 0.0 345 000
FHLMC STRIPS 3.5% 07/42 FHS 349 788 0.0 369 079
PROGRESS 2.547% 04/38 PROG 348 367 0.0 350 000
FHLMCGLD 4.5% 05/41 FG 339 412 0.0 340 383
MPLX LP 5% 03/33 MPLX 338 745 0.0 350 000
PNC FINANCIAL VAR 01/28 PNC 344 723 0.0 340 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty 344 689 0.0 133
REGENCY 3.7% 06/30 REG 332 583 0.0 350 000
FNMA-ACES 1.2% 10/30 FNA 335 099 0.0 355 465
FHLMC VAR 09/25 FHMS 330 315 0.0 334 332
KEYCORP VAR 04/31 KEY 326 895 0.0 326 000
UNITED 4.125% 01/26 MEX 331 170 0.0 332 000
NATWEST GROUP VAR 03/35 NWG 325 749 0.0 320 000
ONTARIO 3.875% 03/27 CFPTCN 320 156 0.0 325 000
DANSKE BANK VAR 03/31 DANBNK 321 153 0.0 320 000
FHLMCGLD 3.5% 06/42 FG 319 402 0.0 338 588
TAKE-TWO 5.6% 06/34 TTWO 320 644 0.0 314 000
WORLD OMNI 4.42% 04/28 WOLS 312 546 0.0 312 000
TESLA AUTO 5.3% 06/27 TESLA 315 091 0.0 313 000
WESTGATE 1.788% 08/36 WESTR 311 559 0.0 316 323
AIR CANADA 3.3% 01/30 ACACN 310 427 0.0 329 596
SEASONED LOANS 3.5% 11/28 SLST 313 589 0.0 322 722
BARCLAYS PLC VAR 05/34 BACR 312 845 0.0 300 000
MACQUARIE VAR 12/34 MQGAU 316 809 0.0 300 000
BROADCOM INC 5.05% 07/29 AVGO 308 150 0.0 304 000
FNMA-ACES VAR 09/27 FNA 307 765 0.0 316 162
GNMA 2011-97 WA VAR 11/38 GNR 305 346 0.0 298 083
GRAY OAK 2.6% 10/25 GRYOAK 307 778 0.0 312 000
SANTANDER 5.84% 06/30 SDART 305 511 0.0 298 000
CHENIERE 5.65% 04/34 LNG 301 334 0.0 300 000
STEEL 1.65% 10/27 STLD 302 009 0.0 324 000
NATIONWIDE 4.85% 07/27 NWIDE 302 356 0.0 300 000
FHLMC REMICS 6% 04/36 FHR 298 333 0.0 282 019
QUEST 3.45% 06/26 DGX 296 783 0.0 300 000
CENTERPOINT 3% 02/27 CNP 302 881 0.0 310 000
CONSUMERS 4.625% 05/33 CMS 294 666 0.0 300 000
COREBRIDGE 3.65% 04/27 CRBG 294 419 0.0 300 000
FNMA REMICS 4% 06/41 FNR 292 569 0.0 306 222
ORACLE CORP 4.5% 05/28 ORCL 295 552 0.0 295 000
TRUIST VAR 10/29 TFC 296 015 0.0 275 000
WORKDAY INC 3.5% 04/27 WDAY 294 428 0.0 300 000
EXETER 5.7% 07/29 EART 288 235 0.0 284 000
FHLMC SEASONED 3.5% 06/57 SCRT 284 657 0.0 315 250
HUMANA INC 3.95% 03/27 HUM 288 243 0.0 292 000
GNMA 2008-38 BG 5% 05/38 GNR 283 967 0.0 282 504
CLEVELAND 4.55% 11/30 FE 284 273 0.0 290 000
OIS SOFR /4.004% USD0335 286 608 0.0 23 480 000
BNP PARIBAS SA VAR 01/28 BNP 289 000 0.0 300 000
USC USCPI /2.585 USD0235 -283 520 0.0 15 673 000
REPUBLIC OF 7.375% 09/37 COLOM 284 250 0.0 300 000
KROGER CO/THE 5% 09/34 KR 280 310 0.0 285 000
WORLD OMNI 5.79% 02/29 WOART 279 470 0.0 275 000
TAMPA 4.9% 03/29 TE 277 425 0.0 274 000
PLAINS ALL 3.55% 12/29 PAA 281 538 0.0 300 000
NATWEST GROUP VAR 06/27 NWG 276 004 0.0 286 000
J M SMUCKER 6.2% 11/33 SJM 281 748 0.0 264 000
HSBC HOLDINGS VAR 09/28 HSBC 281 074 0.0 300 000
FHLMC REMICS 5% 04/40 FHR 281 020 0.0 278 703
CARVANA AUTO 4.64% 01/30 CRVNA 277 429 0.0 276 000
CENTERPOINT 1.45% 06/26 CNP 277 719 0.0 288 000
AIB GROUP PLC VAR 09/29 AIB 278 675 0.0 264 000
REGENCY 2.95% 09/29 REG 280 733 0.0 300 000
SCF EQUIPMENT 5.52% 01/32 SCFET 269 149 0.0 263 000
SANTANDER 4.98% 02/28 SDART 274 079 0.0 273 879
VOLT CI LLC STEP 05/51 VOLT 269 049 0.0 269 054
FHLMC REMICS 5.5% 04/35 FHR 266 295 0.0 257 089
MPLX LP 2.65% 08/30 MPLX 267 128 0.0 300 000
MRCD 2.71752% 12/36 MRCD 265 503 0.0 300 000
FHLMC SEASONED 4% 10/58 SCRT 263 890 0.0 281 378
COOPERATIEVE VAR 02/29 RABOBK 256 278 0.0 250 000
OPORTUN 5.3% 02/33 OPTN 258 556 0.0 259 000
PUBLIC 1.6% 08/30 PEG 256 102 0.0 300 000
HERTZ VEHICLE 5.13% 09/31 HERTZ 260 845 0.0 260 000
QUEST 2.8% 06/31 DGX 256 219 0.0 287 000
FHLMC REMICS 4.5% 05/40 FHR 256 557 0.0 255 467
ABBVIE INC 5.05% 03/34 ABBV 248 794 0.0 245 000
KEYBANK 3.3% 06/25 KEY 249 286 0.0 250 000
UBS GROUP AG VAR 06/26 UBS 248 761 0.0 250 000
EXETER 6.69% 06/29 EART 247 891 0.0 243 000
FNMA-ACES VAR 10/30 FNA 246 094 0.0 5 408 802
VOLT XCIV LLC STEP 02/51 VOLT 245 113 0.0 244 970
FNMA REMICS 6% 11/32 FNR 244 586 0.0 234 886
UDR INC 3.2% 01/30 UDR 243 721 0.0 260 000
FIFTH THIRD 2.25% 02/27 FITB 240 672 0.0 250 000
FHF TRUST 6.57% 06/28 FHF 245 112 0.0 242 496
FIRSTENERGY 3.25% 03/28 FE 246 433 0.0 256 000
CARMAX AUTO 6% 07/28 CARMX 245 352 0.0 241 000
NNN REIT INC 3.6% 12/26 NNN 243 386 0.0 247 000
AIR CANADA 4.125% 05/25 ACACN 238 738 0.0 239 107
APA 5.125% 09/34 APAAU 234 107 0.0 240 000
CPS AUTO 4.76% 01/31 CPS 233 992 0.0 235 000
UMBS MORTPASS 3.5% 08/32 FN 237 936 0.0 243 023
FNMA REMICS 5.5% 12/35 FNR 238 597 0.0 228 096
GOLDMAN 4.25% 10/25 GS 236 291 0.0 237 000
SMURFIT 5.418% 01/35 SW 239 325 0.0 237 000
GLENCORE 2.5% 09/30 GLENLN 228 888 0.0 260 000
TARGA RESOURCES 4% 01/32 TRGP 232 707 0.0 253 000
ITC HOLDINGS 2.95% 05/30 ITC 230 109 0.0 251 000
FHLMC REMICS 4.5% 12/33 FHR 232 137 0.0 231 156
FNMA REMICS 3.5% 12/42 FNR 231 453 0.0 243 167
AMSR 1.379% 11/37 AMSR 231 502 0.0 235 571
FHLMC REMICS 4.5% 04/32 FHR 233 351 0.0 232 472
GNMA 2004-93 PD 5% 11/34 GNR 225 187 0.0 225 187
ONE GAS INC 2% 05/30 OGS 219 999 0.0 248 000
PENSKE TRUCK 5.75% 05/26 PENSKE 221 172 0.0 219 000
SUNCOR 5.95% 12/34 SUCN 223 701 0.0 216 000
VOLT XCVI LLC STEP 03/51 VOLT 223 846 0.0 223 789
GNMA 2008-9 5.25% 02/38 GNR 221 791 0.0 220 706
PUGET 2.379% 06/28 PSD 218 099 0.0 234 000
UDR INC 2.1% 08/32 UDR 216 888 0.0 266 000
SOUTHERN 5.7% 03/34 SO 215 115 0.0 207 000
MARS INC 5% 03/32 MARS 219 380 0.0 217 000
SCE 1.942% 05/38 EIX 218 954 0.0 285 000
GNMA II 4.5% 07/49 G2 216 566 0.0 222 526
VIRGINIA 3.5% 03/27 D 207 118 0.0 210 000
GNMA 2008-7 PQ 5% 02/38 GNR 207 909 0.0 208 197
MITSUBISHI 5.807% 09/28 MITHCC 207 014 0.0 200 000
VOLT C LLC STEP 05/51 VOLT 209 332 0.0 209 370
SANTANDER UK VAR 11/26 SANUK 202 390 0.0 200 000
MACQUARIE VAR 01/30 MQGAU 201 475 0.0 200 000
VENDEE MORTGAGE 5% 05/33 VENDE 199 651 0.0 197 562
REALTY 4.125% 10/26 O 199 258 0.0 200 000
O'REILLY 3.6% 09/27 ORLY 199 022 0.0 203 000
GNMA 2010-130 BD 4% 12/39 GNR 202 434 0.0 205 386
UMBS MORTPASS 6.5% 10/36 FN 201 818 0.0 190 890
AMGEN INC 5.25% 03/30 AMGN 205 050 0.0 200 000
GNMA 2004-101 BE 5% 11/34 GNR 200 217 0.0 200 083
AIB GROUP PLC VAR 03/35 AIB 203 160 0.0 200 000
DEUTSCHE BANK VAR 07/27 DB 195 297 0.0 190 000
O'REILLY 5.75% 11/26 ORLY 198 598 0.0 195 000
KENTUCKY 3.3% 10/25 PPL 198 560 0.0 200 000
USC USCPI /2.492 USD1034 -198 469 0.0 22 232 000
GLOBAL 3.2% 08/29 GPN 187 229 0.0 200 000
ROPER 1.4% 09/27 ROP 185 650 0.0 200 000
QUANTA 5.25% 08/34 PWR 185 784 0.0 188 000
BANCO VAR 09/27 SANTAN 191 554 0.0 200 000
COLUMBIA 5.097% 10/31 CPGX 187 931 0.0 190 000
CNO GLOBAL 2.65% 01/29 CNO 185 251 0.0 200 000
USC USCPI /2.524 USD0328 186 612 0.0 94 170 000
FNMA REMICS 5% 11/35 FNR 181 402 0.0 177 544
FNMA REMICS 5.5% 12/36 FNR 179 496 0.0 173 512
GNMA 2008-33 5.5% 04/38 GNR 179 905 0.0 177 108
HALLIBURTON 2.92% 03/30 HAL 183 480 0.0 200 000
PG&E ENERGY 2.28% 01/36 PCG 183 725 0.0 225 000
SIMON 2.45% 09/29 SPG 183 439 0.0 200 000
WESTLAKE 5.74% 08/28 WLAKE 181 587 0.0 180 000
NEXTERA 2.25% 06/30 NEE 177 460 0.0 200 000
LENDMARK 5.12% 07/32 LFT 177 066 0.0 177 000
GNMA 2008-56 5.5% 06/38 GNR 173 868 0.0 174 350
UMBS MORTPASS 5% 08/40 FN 176 092 0.0 173 049
POTOMAC 5.2% 03/34 EXC 173 806 0.0 172 000
BANK OF VAR 03/27 BAC 173 188 0.0 178 000
CANADIAN 2.05% 03/30 CP 176 807 0.0 200 000
BRIXMOR 2.25% 04/28 BRX 173 462 0.0 186 000
USC USCPI /2.744 USD0327 170 101 0.0 44 805 000
BROADCOM 3.137% 11/35 AVGO 166 825 0.0 200 000
CMS ENERGY 2.95% 02/27 CMS 165 128 0.0 170 000
THE 5.4% 03/34 CPB 165 925 0.0 164 000
ENERGY 5.25% 07/29 ET 164 665 0.0 162 000
O'REILLY 1.75% 03/31 ORLY 168 861 0.0 200 000
SPRINT 6.875% 11/28 S 165 107 0.0 155 000
WESTLAKE 5.21% 01/28 WLAKE 160 113 0.0 160 034
GOODMAN US 3.7% 03/28 GMGAU 158 564 0.0 163 000
FNMA REMICS 2.5% 05/48 FNR 157 313 0.0 173 065
AMERICAN VAR 01/31 AXP 157 104 0.0 155 000
AIRCASTLE 5.25% 03/30 AYR 159 803 0.0 160 000
COMMONSPIRIT 2.782% 10/30 CATMED 154 167 0.0 171 000
CENCORA INC 5.15% 02/35 COR 151 028 0.0 151 000
GNMA 2003-77 TK 5% 09/33 GNR 153 303 0.0 153 303
SYNOPSYS INC 5.15% 04/35 SNPS 156 505 0.0 155 000
WRKCO INC 4.9% 03/29 SW 150 671 0.0 150 000
GENERAL 4.95% 03/33 GIS 149 720 0.0 151 000
INTERSTATE 4.95% 09/34 LNT 139 370 0.0 142 000
VISTRA 5.7% 12/34 VST 140 209 0.0 140 000
VOLT XCIX LLC STEP 04/51 VOLT 141 657 0.0 141 604
FNMA REMICS 4.5% 10/36 FNR 139 772 0.0 139 471
USC USCPI /2.5625 USD0135 -138 527 0.0 8 658 000
FHLMC REMICS 5.5% 09/33 FHR 139 631 0.0 135 161
FNMA REMICS 5.5% 06/35 FNR 135 373 0.0 129 677
US LONG 06/18/2025 USM5 COMB Comdty -129 209 0.0 -50
US BANCORP VAR 01/35 USB 130 399 0.0 127 000
UBER 4.8% 09/34 UBER 131 231 0.0 134 000
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty -129 681 0.0 -47
FNMA REMICS 5.5% 06/35 FNR 134 662 0.0 129 106
FHLMC REMICS 5.5% 10/33 FHR 130 211 0.0 125 440
CARVANA AUTO 4.61% 11/27 CRVNA 130 794 0.0 130 809
CAMERON LNG 2.902% 07/31 CAMLNG 129 946 0.0 146 000
USC USCPI /2.283 USD0934 134 668 0.0 15 144 000
USC USCPI /2.568 USD0430 -125 481 0.0 14 525 000
PUBLIC 5.2% 01/35 AEP 122 333 0.0 123 000
AMERICAN VAR 07/28 AXP 126 658 0.0 125 000
CADENCE 4.7% 09/34 CDNS 122 284 0.0 124 000
FHLMC REMICS 5% 03/34 FHR 123 886 0.0 123 125
FNMA REMICS 5% 08/33 FNR 122 953 0.0 120 959
NASDAQ INC 5.55% 02/34 NDAQ 123 953 0.0 121 000
US BANCORP VAR 01/30 USB 127 655 0.0 125 000
VOLT XCIII LLC STEP 02/51 VOLT 124 752 0.0 124 778
FNMA REMICS 5.25% 08/35 FNR 117 407 0.0 115 172
MPLX LP 4.25% 12/27 MPLX 117 011 0.0 118 000
SPRINGCASTLE 1.97% 09/37 SCFT 115 528 0.0 123 539
UMBS MORTPASS 7% 11/38 FN 120 542 0.0 114 089
FHLMC REMICS 5% 01/34 FHR 116 758 0.0 114 418
FNMA MORTPASS VAR 10/29 FN 119 651 0.0 123 820
BROADCOM INC 5.15% 11/31 AVGO 109 763 0.0 108 000
FHLMC REMICS FLT 05/41 FHR 109 626 0.0 107 981
FNMA REMICS 6% 07/37 FNR 108 704 0.0 102 568
GNMA 2003-29 5.5% 04/33 GNR 108 541 0.0 108 773
KLA CORP 4.7% 02/34 KLAC 110 619 0.0 112 000
OCCIDENTAL 5.375% 01/32 OXY 114 075 0.0 117 000
FNMA REMICS 4.75% 04/35 FNR 102 607 0.0 103 696
SONOCO PRODUCTS 5% 09/34 SON 103 826 0.0 108 000
AMERICAN 5.625% 03/33 AEP 103 024 0.0 100 000
UMBS MORTPASS 6% 12/32 FN 103 536 0.0 99 292
FHLMC REMICS 3.5% 03/31 FHR 101 327 0.0 102 763
UDR INC 3.5% 01/28 UDR 97 296 0.0 100 000
FNMA REMICS 5% 07/33 FNR 95 732 0.0 94 491
STEEL 5.375% 08/34 STLD 99 873 0.0 100 000
GNMA 2007-37 5.5% 06/37 GNR 95 811 0.0 93 531
GNMA 2005-11 PL 5% 02/35 GNR 97 117 0.0 96 458
BOEING 6.528% 05/34 BA 94 476 0.0 88 000
FHLMC REMICS 5% 02/35 FHR 97 708 0.0 95 322
EXETER 6.32% 03/27 EART 96 700 0.0 96 647
CARVANA AUTO 0.7% 11/26 CRVNA 97 499 0.0 97 790
AMUR 1.64% 10/27 AXIS 98 118 0.0 98 435
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty -89 648 0.0 -60
HERO FUNDING 3.95% 09/48 HERO 87 783 0.0 96 886
MEAD 4.125% 11/25 RBLN 88 745 0.0 89 000
PRESTIGE AUTO 4.56% 02/29 PART 87 820 0.0 88 000
MORGAN STANLEY VAR 04/32 MS 92 469 0.0 110 000
HYUNDAI 1.8% 01/28 HYNMTR 91 959 0.0 100 000
CITIGROUP INC VAR 01/28 C 88 905 0.0 90 000
GNMA 2008-43 5.5% 05/38 GNR 90 344 0.0 89 701
FNMA REMICS 5% 04/30 FNR 90 461 0.0 89 255
FHLMC REMICS 4.5% 08/40 FHR 92 091 0.0 91 797
FLAGSHIP 5.76% 04/27 FCAT 93 641 0.0 93 598
BP CAPITAL 2.721% 01/32 BPLN 87 948 0.0 100 000
GNMA 2005-33 5.5% 04/35 GNR 90 156 0.0 89 868
FHLMCGLD 5% 10/33 FG 81 589 0.0 80 318
HEWLETT PACKARD 5% 10/34 HPE 81 757 0.0 84 000
FHLMC REMICS 5% 06/33 FHR 86 483 0.0 84 796
FHLMC REMICS 4.5% 01/39 FHR 80 851 0.0 82 921
ENTERGY 1.6% 12/30 ETR 85 036 0.0 100 000
QUEST 2.95% 06/30 DGX 85 380 0.0 93 000
COLUMBIA 5.681% 01/34 CPGX 83 774 0.0 84 000
USC USCPI /2.98 USD0326 78 547 0.0 19 000 000
DUKE ENERGY 5.25% 04/33 DUK 74 366 0.0 73 000
FHLMC REMICS 5% 05/33 FHR 74 324 0.0 72 878
GNMA 2005-51 DC 5% 07/35 GNR 77 698 0.0 77 003
FNMA REMICS 6% 11/39 FNR 73 009 0.0 72 908
MVW 2021-1W 1.14% 01/41 MVWOT 68 368 0.0 72 069
GNMA 2007-79 5.75% 08/37 GNR 70 808 0.0 70 718
THORNBURG VAR 12/44 TMST 68 568 0.0 71 216
FIFTH THIRD VAR 01/32 FITB 67 469 0.0 66 000
USC USCPI /2.648 USD0228 69 715 0.0 59 075 000
FHLMC REMICS 3.5% 11/25 FHR 69 639 0.0 69 979
AMERICAN 3% 10/28 AAL 64 980 0.0 68 532
FHLMC REMICS 4% 03/33 FHR 65 744 0.0 66 616
FNMA REMICS 5.5% 07/40 FNR 60 523 0.0 57 929
GNMA II 4.5% 11/48 G2 65 919 0.0 67 434
GNMA 2008-34 5.25% 04/38 GNR 59 740 0.0 59 570
GNMA 2009-14 4.5% 03/39 GNR 62 594 0.0 62 548
KLA CORP 4.65% 07/32 KLAC 61 743 0.0 62 000
FNMA REMICS 5.5% 09/33 FNR 56 345 0.0 54 647
ORACLE CORP 6.5% 04/38 ORCL 54 005 0.0 50 000
ORACLE CORP 2.65% 07/26 ORCL 58 601 0.0 60 000
GNMA 2010-157 ZERO 12/40 GNR 53 021 0.0 61 933
GNMA II MORTPASS 6% 09/38 G2 56 009 0.0 52 318
FNMA REMICS 6.5% 01/32 FNR 57 135 0.0 54 643
FHLMC REMICS 4% 03/33 FHR 58 224 0.0 59 902
FNMA REMICS 5% 07/33 FNR 53 292 0.0 52 464
FNMA REMICS 5% 01/35 FNR 58 740 0.0 59 303
FHLMC REMICS 5.3% 01/33 FHR 56 739 0.0 56 238
FHLMC REMICS 3.5% 08/26 FHR 58 349 0.0 58 879
DUKE ENERGY 6.45% 10/32 DUK 54 881 0.0 50 000
GNMA 2008-35 NF 5% 04/38 GNR 51 514 0.0 51 636
WAMU MORTGAGE VAR 10/33 WAMU 46 235 0.0 48 592
SEQUOIA FLT 12/34 SEMT 47 816 0.0 52 791
US AUTO 3.98% 04/25 USAUT 47 443 0.0 47 809
GNMA 2008-23 5.25% 03/38 GNR 51 294 0.0 50 814
EATON CORP 3.103% 09/27 ETN 48 694 0.0 50 000
USC USCPI /2.562 USD0330 -49 116 0.0 8 675 000
FNMA REMICS FLT 08/41 FNR 39 445 0.0 39 536
VENTAS 4.125% 01/26 VTR 44 761 0.0 45 000
TORONTO-DOMIN 1.15% 06/25 TD 39 744 0.0 40 000
SIERRA 4.73% 06/40 SRFC 42 190 0.0 42 187
SCHLUMBERGER 3.9% 05/28 SLB 38 405 0.0 39 000
MORGAN STANLEY VAR 04/26 MS 39 923 0.0 40 000
JP MORGAN VAR 11/33 JPMMT 40 215 0.0 40 942
FNMA REMICS 5.5% 08/35 FNR 45 270 0.0 45 004
FHLMC REMICS 3.5% 06/26 FHR 42 696 0.0 43 014
EBAY INC 2.6% 05/31 EBAY 44 159 0.0 50 000
CARVANA AUTO 6.36% 04/27 CRVNA 40 780 0.0 40 764
BANK OF 2.65% 03/27 BMO 38 709 0.0 40 000
USD CCP COLL IM CITIBANK 40 000 0.0 40 000
FHLMC REMICS 5.5% 09/32 FHR 34 397 0.0 33 495
MARTIN 2.5% 03/30 MLM 36 007 0.0 40 000
MACQUARIE 6.4% 03/29 MCAIRH 38 328 0.0 37 000
GNMA 2005-49 B 5.5% 06/35 GNR 32 581 0.0 31 909
GNMA 2003-65 5.5% 08/33 GNR 36 801 0.0 36 622
GSR MORTGAGE 5.5% 05/34 GSR 31 942 0.0 31 796
FHLMC REMICS 4.5% 04/30 FHR 36 326 0.0 36 183
FHLMC REMICS 3% 12/40 FHR 31 519 0.0 31 865
FHLMC REMICS 4% 04/42 FHR 32 356 0.0 33 472
FHLMC REMICS 3.5% 01/26 FHR 36 262 0.0 36 500
FHLMC REMICS 4.5% 03/41 FHR 36 001 0.0 36 378
FHLMC REMICS ZERO 08/36 FHR 26 378 0.0 31 009
PRINCIPAL 3.7% 05/29 PFG 29 053 0.0 30 000
INTERSTATE 4.1% 09/28 LNT 29 579 0.0 30 000
FNMA REMICS 6% 06/36 FNR 26 124 0.0 24 846
FNMA REMICS 4.5% 06/29 FNR 25 856 0.0 25 950
UMBS MORTPASS 6% 04/35 FN 30 366 0.0 29 004
FNMA REMICS 4% 11/29 FNR 27 395 0.0 27 530
FHLMC REMICS 6% 07/37 FHR 27 629 0.0 26 206
FHLMC REMICS 4.5% 09/32 FHR 27 295 0.0 27 222
FHLMC REMICS 3.5% 01/26 FHR 26 334 0.0 26 513
COREVEST 2.705% 10/52 CAFL 31 369 0.0 31 687
BRISTOL-MYERS 3.4% 07/29 BMY 28 960 0.0 30 000
USC USCPI /2.626 USD0328 26 544 0.0 30 665 000
WORLD OMNI 0.44% 08/26 WOART 24 181 0.0 24 215
PRINCIPAL 3.1% 11/26 PFG 19 541 0.0 20 000
MERRILL LYNCH FLT 05/29 MLCC 24 202 0.0 25 013
MASTR VAR 04/34 MARM 22 708 0.0 23 244
FNMA REMICS 6% 12/31 FNR 21 247 0.0 20 491
FNMA REMICS 5.5% 12/32 FNR 19 411 0.0 18 857
FNMA-ACES VAR 11/33 FNA 22 229 0.0 317 157
FHLMC REMICS 5.5% 12/35 FHR 19 670 0.0 18 938
FHLMC REMICS 6% 01/29 FHR 21 540 0.0 21 401
UMBS MORTPASS 7% 10/37 FN 19 346 0.0 18 450
FHLMC REMICS 5.5% 12/32 FHR 22 188 0.0 21 529
USC USCPI /2.5 USD1134 -19 028 0.0 1 989 000
USC USCPI /2.453 USD1234 -20 102 0.0 3 639 000
USC USCPI /2.5395 USD0330 -20 696 0.0 4 395 000
USC USCPI /2.561 USD0130 -23 022 0.0 5 542 000
FHLMC REMICS 5.5% 02/33 FHR 18 302 0.0 17 732
USC USCPI /2.668 USD0228 21 851 0.0 28 366 000
BANK OF VAR 06/26 BAC 20 856 0.0 21 000
CONNECTICUT 3.2% 03/27 ES 19 627 0.0 20 000
ATLANTIC CITY 4% 10/28 EXC 19 696 0.0 20 000
FNMA REMICS 5.5% 04/37 FNR 13 721 0.0 13 098
SANTANDER 4.43% 03/27 SDART 16 462 0.0 16 463
MORGAN STANLEY VAR 04/34 MSM 13 184 0.0 13 626
MERRILL LYNCH FLT 10/28 MLCC 15 510 0.0 16 373
JP MORGAN VAR 07/35 JPMMT 12 399 0.0 12 194
GNMA 2006-7 ND 5.5% 08/35 GNR 12 056 0.0 11 805
GNMA 2005-56 BD 5% 07/35 GNR 12 025 0.0 11 911
FNMA INTEREST ZERO 07/31 FNS 14 507 0.0 16 369
FNMA REMICS ZERO 10/37 FNR 15 330 0.0 18 040
FNMA REMICS 5.5% 11/32 FNR 16 953 0.0 17 067
FNMA REMICS 5.5% 03/33 FNR 16 251 0.0 15 694
FNMA REMICS 5% 04/33 FNR 15 338 0.0 15 066
FNMA REMICS 4.5% 06/40 FNR 11 988 0.0 12 043
FNMA REMICS 4% 11/49 FNR 11 934 0.0 12 836
UMBS MORTPASS 6.5% 10/38 FN 10 648 0.0 10 068
FHLMC REMICS VAR 11/46 FHR 14 367 0.0 13 411
FHLMC REMICS 5.5% 04/36 FHR 17 167 0.0 16 374
FHLMC REMICS 5.5% 01/37 FHR 10 781 0.0 10 697
USC USCPI /2.407 USD1034 -14 592 0.0 7 474 000
FNMA REMICS 5% 09/27 FNR 16 655 0.0 16 746
USC USCPI /2.26 USD0934 16 796 0.0 1 538 000
FNMA-ACES 1% 11/33 FNA 4 022 0.0 4 062
FNMA REMICS 5.5% 09/38 FNR 4 435 0.0 4 256
FNMA REMICS 5.5% 07/35 FNR 6 723 0.0 6 657
FNMA REMICS 5.5% 07/37 FNR 8 838 0.0 8 928
FNMA REMICS 5.5% 08/38 FNR 8 808 0.0 8 517
PHH MORTGAGE 6% 07/38 PHHMC 7 617 0.0 7 082
FNMA REMICS FLT 01/40 FNR 4 379 0.0 41 472
GNMA 2004-54 5.5% 07/34 GNR 8 553 0.0 8 402
GNMA 2009-61 AP 4% 08/39 GNR 5 909 0.0 6 027
FNMA REMICS 3.5% 10/41 FNR 3 857 0.0 3 879
GNMA 2009-72 SM FLT 08/39 GNR 6 280 0.0 80 852
UMBS MORTPASS 6.5% 10/37 FN 4 507 0.0 4 272
FHLMC REMICS 6.5% 04/32 FHR 7 907 0.0 7 547
FHLMC REMICS 5.5% 06/27 FHR 6 626 0.0 6 603
FHLMC REMICS 5.5% 01/26 FHR 9 988 0.0 9 998
FHLMC REMICS 5% 07/33 FHR 7 927 0.0 7 762
FHLMC REMICS 5% 05/26 FHR 5 103 0.0 5 113
FHLMC REMICS 4.5% 02/39 FHR 6 634 0.0 6 716
FHLMCGLD 5.5% 05/27 FG 9 829 0.0 9 752
CONSOLIDATED 3.8% 05/28 ED 9 851 0.0 10 000
CITIGROUP VAR 12/34 CMLTI 4 351 0.0 4 398
FHLMC REMICS ZERO 04/36 FHR 5 003 0.0 5 744
FHLMC REMICS 5% 06/25 FHR 190 0.0 190
FHLMC REMICS 6% 02/37 FHR 3 151 0.0 2 968
FHLMC REMICS 5.5% 12/25 FHR 1 290 0.0 1 291
FHLMC REMICS 5.5% 06/25 FHR 122 0.0 122
FHLMC REMICS 5.5% 03/26 FHR 1 325 0.0 1 326
FHLMCGLD 6% 12/36 FG 547 0.0 522
FHLMC REMICS 5% 03/26 FHR 1 553 0.0 1 556
FHLMC REMICS 4% 08/29 FHR 3 216 0.0 3 243
FHLMC REMICS 4% 02/39 FHR 1 469 0.0 1 533
FNMA REMICS 4% 05/25 FNR 561 0.0 561
FHLMC REMICS 7% 04/32 FHR 3 154 0.0 3 084
FNMA REMICS FLT 06/39 FNR 172 0.0 2 529
FNMA REMICS 5% 06/40 FNR 1 779 0.0 1 759
FNMA REMICS 5% 10/33 FNR 3 048 0.0 3 064
FNMA REMICS 5.5% 10/39 FNR 1 025 0.0 5 941
FNMA REMICS FLT 04/40 FNR 963 0.0 14 741
USCPI USCP/2.98 USD0326 0 0.0 -19 000 000
FNMA REMICS FLT 07/37 FNR 348 0.0 3 247
GNMA 2008-62 SA FLT 07/38 GNR 0 0.0 1 238
GNMA 2008-76 US FLT 09/38 GNR 1 283 0.0 39 151
GNMA 2008-95 DS FLT 12/38 GNR 733 0.0 36 135
GNMA 2009-106 FLT 02/38 GNR 2 289 0.0 64 761
LP LMS 8.181% 10/33 LPMS 2 528 0.0 2 527
CITIGROUP 5.25% 09/33 CMLTI 3 338 0.0 3 410
USCPI USCP/2.5 USD1134 0 0.0 -1 989 000
USCPI USCP/2.744 USD0327 0 0.0 -44 805 000
USCPI USCP/2.668 USD0228 0 0.0 -28 366 000
CDI CDX.NA 1 USD0630 0 0.0 -106 340 000
CHL MORTGAGE 4.5% 06/19 206 0.0 414
OIS SOFR /4.004% USD0335 0 0.0 -23 480 000
OIS SOFR /4.082% USD0435 0 0.0 -26 805 000
USCPI USCP/2.26 USD0934 0 0.0 -1 538 000
USCPI USCP/2.283 USD0934 0 0.0 -15 144 000
USCPI USCP/2.407 USD1034 0 0.0 -7 474 000
USCPI USCP/2.446 USD0335 0 0.0 -68 870 000
USCPI USCP/2.453 USD1234 0 0.0 -3 639 000
USCPI USCP/2.492 USD1034 0 0.0 -22 232 000
USCPI USCP/2.51 USD0235 0 0.0 -46 170 000
USCPI USCP/2.524 USD0328 0 0.0 -94 170 000
USCPI USCP/2.5395 USD0330 0 0.0 -4 395 000
USCPI USCP/2.561 USD0130 0 0.0 -5 542 000
USCPI USCP/2.5625 USD0135 0 0.0 -8 658 000
USCPI USCP/2.562 USD0330 0 0.0 -8 675 000
USCPI USCP/2.568 USD0430 0 0.0 -14 525 000
USCPI USCP/2.585 USD0235 0 0.0 -15 673 000
USCPI USCP/2.595 USD0230 0 0.0 -134 335 000
USCPI USCP/2.626 USD0328 0 0.0 -30 665 000
USCPI USCP/2.648 USD0228 0 0.0 -59 075 000
Security Description Ticker 0 0.0 0