Wall Street Experts

JPMorgan Income ETF JPIE

Cena: 45.7013
AMEX 05-09 17:38
Fundusz dąży do osiągnięcia swojego celu poprzez oportunistyczne inwestowanie w wiele rynków długu i sektorów, które doradca funduszu, J.P. Morgan Investment Management Inc. (JPMIM lub Doradca) ma duży potencjał do uzyskania dochodów i posiadania niskich korelacji w celu zarządzania ryzykiem. Ma szeroką elastyczność w inwestowaniu w szeroką gamę papierów wartościowych i instrumentów o jakiejkolwiek dojrzałości.
Wartość aktywów (mln USD): 1 751
Liczba spółek: 1493
Stopa dywidendy: 3.97 %
Opłata za zarządzanie:: 0.39 %
Klasa aktywów: Equity

ISIN: US46641Q1590

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-income-etf-etf-shares-46641q159


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 55.2
Korporacyjne 30.3
Gotówka 5.8
Rządowe 5.2
Fundusz Giełdowy 1.4
Różne 1.1
Agencja 0.8
Finanse 0.1
Miejskie 0.1

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 06:04:57
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
TBA GNMA2 SINGLE 5.5% G2SF 195 136 261 5.0 194 383 000
TBA GNMA2 SINGLE 6% G2SF -107 618 996 2.8 -106 103 000
TBA GNMA2 SINGLE 4% G2SF -98 988 871 2.6 -104 700 000
GNMA II MORTPASS 6% 03/55 G2 87 749 382 2.3 86 333 334
GNMA II MORTPASS 6% 02/55 G2 84 115 508 2.2 82 774 355
GNMA II MORTPASS 6% 04/55 G2 76 275 066 2.0 75 000 000
TBA UMBS SINGLE FAMILY 4% FNCL -59 076 043 1.5 -62 600 000
JPMORGAN PRIME VAR 12/49 48 621 930 1.3 48 602 489
TBA GNMA2 SINGLE 3.5% G2SF -47 671 454 1.2 -51 500 000
CITI ASSET VAR 03/31 40 786 443 1.1 39 568 000
GNMA II 6.5% 07/54 G2 38 686 229 1.0 37 741 692
GNMA II MORTPASS 6% 03/55 G2 37 757 488 1.0 36 900 000
GNMA II 6.5% 01/55 G2 37 697 894 1.0 36 758 476
GNMA II MORTPASS 6% 10/54 G2 34 679 426 0.9 33 830 548
GNMA II MORTPASS 6% 10/54 G2 34 399 301 0.9 33 475 241
GNMA II 5.5% 01/55 G2 31 034 666 0.8 30 862 023
UMBS MORTPASS 6% 07/54 FN 30 121 356 0.8 29 239 051
GNMA II 6.5% 02/55 G2 29 314 392 0.8 28 550 167
CASH 26 739 430 0.7 26 739 430
TBA UMBS SINGLE 3.5% FNCL 24 663 739 0.6 27 000 000
TBA GNMA2 SINGLE 6.5% G2SF -24 663 400 0.6 -24 090 314
MULTIFAMILY FLT 03/50 MCAS 23 348 738 0.6 23 004 120
ROCK TRUST 8.81906% 11/41 ROCC 21 192 809 0.5 20 400 000
GNMA II 5.5% 06/54 G2 20 887 216 0.5 20 762 436
GNMA II 6.5% 08/54 G2 17 764 535 0.5 17 184 414
CONNECTICUT FLT 09/43 CAS 16 653 896 0.4 16 000 000
PRET 2025-NPL1 STEP 02/55 PRET 15 455 416 0.4 15 410 657
GNMA II 6.5% 08/54 G2 15 035 543 0.4 14 535 524
IRV TRUST VAR 03/47 IRV 14 813 398 0.4 14 700 000
UMBS MORTPASS 6.5% 06/54 FR 12 997 163 0.3 12 435 929
GNMA II 6.5% 08/54 G2 12 601 836 0.3 12 113 731
GNMA II 6.5% 08/54 G2 12 374 325 0.3 11 931 630
GNMA II 5.5% 10/54 G2 11 946 003 0.3 11 793 596
GNMA II MORTPASS 6% 09/54 G2 11 675 368 0.3 11 404 364
UMBS MORTPASS 6.5% 09/53 FN 11 604 380 0.3 11 107 468
ROCK TRUST 7.10914% 11/41 ROCC 11 544 674 0.3 11 115 000
MSWF COMMERCIAL VAR 12/56 MSWF 11 495 811 0.3 10 750 000
UMBS MORTPASS 6.5% 08/54 FN 10 446 366 0.3 9 964 805
GNMA II 6.5% 09/54 G2 10 441 622 0.3 10 100 657
FHLMC STACR FLT 12/33 STACR 10 275 361 0.3 9 090 000
NRM FNT1 STEP 11/31 NZES 10 227 861 0.3 10 095 844
GNMA II MORTPASS 6% 09/54 G2 10 175 111 0.3 9 944 030
GNMA II MORTPASS 6% 11/54 G2 10 192 245 0.3 9 960 774
GNMA II MORTPASS 6% 11/54 G2 10 194 094 0.3 9 962 582
HARVEST VAR 06/57 HCCLT 10 165 667 0.3 9 990 979
UMBS MORTPASS 6% 09/54 FN 9 920 509 0.3 9 625 356
UMBS MORTPASS 6.5% 08/54 FR 9 840 538 0.3 9 409 942
SUBWAY 6.505% 07/54 SUBWAY 9 645 405 0.2 9 395 452
MULTIFAMILY FLT 10/49 MCAS 9 509 575 0.2 9 362 114
FHLMC STACR FLT 01/34 STACR 9 231 573 0.2 8 230 000
UMBS MORTPASS 6.5% 12/53 FN 8 993 709 0.2 8 622 902
CIFC FUNDING FLT 01/35 CIFC 8 939 709 0.2 9 000 000
UMBS MORTPASS 6% 05/54 FN 8 842 398 0.2 8 598 487
BMO 2024-5C4 VAR 05/57 BMO 8 799 293 0.2 8 300 000
TBA GNMA2 SINGLE 4.5% G2SF -8 718 930 0.2 -9 000 000
JPMBB VAR 10/48 JPMBB 8 647 938 0.2 9 700 000
UMBS MORTPASS 6% 07/54 FR 8 494 942 0.2 8 303 712
CCO HOLDINGS 4.75% 03/30 CHTR 8 355 840 0.2 9 081 000
PRET 2025-NPL2 STEP 03/55 PRET 8 330 107 0.2 8 321 321
MADISON PARK FLT 10/34 MDPK 7 959 236 0.2 8 050 000
FHLMC STACR FLT 08/42 STACR 7 927 361 0.2 7 600 000
GNMA II 6.5% 08/54 G2 7 656 595 0.2 7 476 936
NRM FHT1 STEP 03/32 NZES 7 540 826 0.2 7 555 000
COLLATERAL USD 7 438 000 0.2 7 438 000
FHLMC STACR FLT 08/33 STACR 7 201 643 0.2 6 600 000
COMM 2.867% 02/48 COMM 7 170 782 0.2 7 817 000
BARINGS CLO LTD FLT 04/35 BABSN 6 949 187 0.2 7 000 000
CCO HOLDINGS 4.5% 08/30 CHTR 6 954 881 0.2 7 677 000
FHLMC STACR FLT 10/33 STACR 6 981 719 0.2 5 800 000
MFA 2024-RTL3 STEP 11/39 MFRA 6 885 259 0.2 6 845 000
MFA 2024-NPL1 STEP 09/54 MFRA 6 841 991 0.2 6 826 941
SBA SMALL 5.035% 03/34 SBIC 6 690 503 0.2 6 538 632
BMO 2023-5C1 VAR 08/56 BMO 6 600 246 0.2 6 280 000
DIVERSIFIED 9.75% 04/29 DIGAOI 6 626 655 0.2 6 750 000
FHLMC STACR FLT 06/42 STACR 6 573 780 0.2 6 000 000
CIFC FUNDING FLT 04/35 CIFC 6 480 625 0.2 6 600 000
FHLMC STACR FLT 08/33 STACR 6 192 876 0.2 5 670 267
FHLMC STACR FLT 05/42 STACR 6 199 551 0.2 6 000 000
BANK5 6.255% 09/56 BANK5 6 042 077 0.2 5 795 923
BANK5 2023-5YR1 VAR 04/56 BANK5 6 029 832 0.2 5 800 000
LCM 31 LTD 31A FLT 07/34 LCM 5 981 856 0.2 6 000 000
NEW YORK N Y 5.458% 12/31 5 707 399 0.1 5 566 000
AFFIRM ASSET 4.62% 09/29 AFFRM 5 628 027 0.1 5 630 000
FREMF ZERO 11/53 FREMF 5 610 873 0.1 7 000 000
GNMA 2023-179 VAR 09/63 GNR 5 628 166 0.1 128 579 450
JPMBB VAR 01/48 JPMBB 5 598 865 0.1 6 500 000
ROCK TRUST 5.38834% 11/41 ROCC 5 563 390 0.1 5 486 012
CONNECTICUT FLT 09/43 CAS 5 352 569 0.1 5 000 000
IRV TRUST VAR 03/47 IRV 5 291 688 0.1 5 350 000
JONAH 11.247% 12/40 JONAH 5 300 000 0.1 5 300 000
CGMS COMMERCIAL 3% 08/50 CGCMT 5 252 173 0.1 6 500 000
CONNECTICUT FLT 01/44 CAS 5 214 628 0.1 5 242 265
FHLMC FLT 10/44 MSCR 5 090 424 0.1 5 100 000
CITIGROUP VAR 09/58 CGCMT 5 093 868 0.1 5 476 986
TENET 5.125% 11/27 THC 5 029 042 0.1 5 140 000
PUREWEST 10.5279% 04/40 5 000 000 0.1 5 000 000
ANGEL OAK VAR 03/49 AOMT 4 979 584 0.1 4 882 500
BAUSCH HEALTH 5.5% 11/25 BHCCN 4 983 513 0.1 4 990 000
FNMA FLT 11/41 CAS 5 010 150 0.1 5 000 000
NAUTICAL SOLUTIONS 9.2 4 900 000 0.1 4 900 000
READYCAP 9.375% 03/28 RDYCAP 4 917 713 0.1 5 000 000
FHLMC FLT 11/51 MSCR 4 883 828 0.1 4 700 000
WELLS FARGO VAR 06/48 WFCM 4 884 552 0.1 5 107 000
FNMA MORTPASS 4.52% 07/33 FN 4 848 589 0.1 4 800 000
FREMF 2017-K69 ZERO 10/49 FREMF 4 794 847 0.1 6 000 000
MORGAN STANLEY VAR 03/49 MSC 4 819 212 0.1 5 000 000
FHLMC STACR FLT 08/33 STACR 4 816 392 0.1 4 092 782
WELLS FARGO & VAR 04/28 WFC 4 721 832 0.1 4 620 000
BPCE SA VAR 01/27 BPCEGP 4 716 667 0.1 4 678 000
BHMS 2018-ATLS FLT 07/35 BHMS 4 699 741 0.1 4 705 000
GNMA 2021-106 VAR 04/63 GNR 4 670 316 0.1 69 086 302
BBCMS MORTGAGE VAR 12/56 BBCMS 4 635 237 0.1 4 350 000
FNMA FLT 07/30 CAS 4 633 736 0.1 4 346 000
NEUBERGER FLT 10/36 NEUB 4 646 438 0.1 4 700 000
NEW RESIDENTIAL 4% 09/39 NRMLT 4 653 373 0.1 5 000 000
FREMF ZERO 10/53 FREMF 4 558 194 0.1 7 000 000
OTCBA FINRA CSH AT BROKER 4 530 000 0.1 4 530 000
BENCHMARK VAR 07/56 BMARK 4 510 713 0.1 118 423 751
CCO 5.375% 06/29 CHTR 4 511 451 0.1 4 690 000
SDR COMMERCIAL FLT 05/39 SDR 4 529 120 0.1 4 575 000
LIVE NATION 4.75% 10/27 LYV 4 490 703 0.1 4 685 000
MADISON PARK FLT 01/35 MDPK 4 474 557 0.1 4 500 000
GNMA 2021-144 VAR 04/63 GNR 4 508 920 0.1 71 476 799
ARES XXXVII CLO FLT 10/30 ARES 4 497 750 0.1 4 500 000
GNMA 2025-21 IO VAR 04/65 GNR 4 458 450 0.1 62 826 406
RCO X MORTGAGE STEP 01/30 RCO 4 443 287 0.1 4 432 029
GNMA II MORTPASS 6% 07/54 G2 4 469 010 0.1 4 367 517
BENCHMARK 5.6019% 08/57 BMARK 4 427 029 0.1 4 300 000
UMBS MORTPASS 6.5% 10/53 FR 4 413 358 0.1 4 217 986
PETROLEOS 7.69% 01/50 PEMEX 4 410 605 0.1 6 100 000
FNMA MORTPASS 5.04% 06/34 FN 4 358 105 0.1 4 200 000
HERTZ VEHICLE 9.4% 09/29 HERTZ 4 380 037 0.1 4 200 000
JP MORGAN CHASE VAR 01/49 JPMCC 4 345 102 0.1 4 750 000
NEUBERGER FLT 07/36 NEUB 4 347 239 0.1 4 400 000
GNMA II 6.5% 08/54 G2 4 310 179 0.1 4 173 455
DEUTSCHE BANK VAR 09/30 DB 4 277 061 0.1 4 300 000
OCP AEGIS CLO FLT 04/37 OCPA 4 259 631 0.1 4 300 000
PALMER SQUARE FLT 02/38 PLMRS 4 259 631 0.1 4 300 000
FIRSTKEY HOMES 4.5% 07/39 FKH 4 219 530 0.1 4 400 000
BENCHMARK VAR 05/56 BMARK 4 203 513 0.1 4 000 000
STANDARD 4.75% 01/28 BMCAUS 4 203 695 0.1 4 395 000
WELLS FARGO 3.418% 09/50 WFCM 4 179 559 0.1 4 330 000
BANK OF VAR 04/27 BAC 4 140 659 0.1 4 185 000
BMO 2024-C10 VAR 11/57 BMO 4 143 320 0.1 79 987 194
GNMA 2024-195 VAR 07/61 GNR 4 135 435 0.1 99 450 621
NRG ENERGY 5.75% 01/28 NRG 4 110 519 0.1 4 135 000
CONNECTICUT FLT 01/40 CAS 4 070 622 0.1 4 000 000
FHLMC VAR 08/54 FHMS 4 064 552 0.1 17 000 000
FREMF ZERO 09/53 FREMF 4 065 073 0.1 6 000 000
GNMA II MORTPASS 6% 08/54 G2 4 066 832 0.1 3 974 472
WYNN 5.125% 10/29 WYNFIN 4 026 249 0.1 4 250 000
IMOLA MERGER 4.75% 05/29 IM 3 974 989 0.1 4 235 000
RHP HOTEL 4.75% 10/27 RHP 3 988 308 0.1 4 110 000
SWAP CASH COLLATERAL USD -3 990 000 0.1 -3 990 000
BMO 5.3161% 09/57 BMO 3 994 269 0.1 3 900 000
BANK 2.687% 03/63 BANK 3 930 118 0.1 4 500 000
CITIGROUP INC VAR C 3 940 673 0.1 3 990 000
JPMBB VAR 07/48 JPMBB 3 942 745 0.1 5 150 000
WESTLAKE 5.21% 04/30 WLAKE 3 933 283 0.1 3 900 000
AMSR 2022-SFR3 4% 10/39 AMSR 3 946 916 0.1 4 200 000
CSAIL 2015-C2 VAR 06/57 CSAIL 3 921 915 0.1 4 250 000
FHLMC VAR 04/36 FHMR 3 909 159 0.1 18 000 000
HARVEST 6.1635% 10/56 HCCLT 3 903 732 0.1 3 733 542
MORGAN 3.06% 10/48 MSBAM 3 925 297 0.1 4 500 000
GCAT 2023-NQM3 STEP 08/68 GCAT 3 873 153 0.1 3 816 940
TENET 4.625% 06/28 THC 3 873 366 0.1 4 035 000
NEXSTAR 5.625% 07/27 NXST 3 885 989 0.1 3 975 000
EDISON INTERNATIONAL VAR EIX 3 889 421 0.1 4 390 000
FNMA FLT 10/30 CAS 3 866 310 0.1 3 647 000
BMARK 2023-V4 VAR 11/56 BMARK 3 824 878 0.1 3 600 000
HERTZ VEHICLE 5.16% 06/28 HERTZ 3 821 856 0.1 4 000 000
HOMEWARD STEP 07/29 HOF 3 805 346 0.1 3 780 000
FHLMC MSCR FLT 02/45 MSCR 3 795 616 0.1 3 800 000
BX 6.5555% 02/42 BX 3 707 229 0.1 3 587 000
REPUBLIC 5.42% 11/37 REPS 3 700 787 0.1 3 631 000
AVANTOR 4.625% 07/28 AVTR 3 677 575 0.1 3 840 000
BMD2 RE-REMIC ZERO 05/52 BMD2 3 680 000 0.1 5 000 000
FHLMC FLT 03/29 FHMS 3 683 800 0.1 3 694 250
JPMBB VAR 07/48 JPMBB 3 658 019 0.1 4 000 000
JP MORGAN CHASE VAR 08/49 JPMCC 3 655 703 0.1 4 000 000
FHLMC STACR FLT 08/33 STACR 3 632 918 0.1 3 400 000
CSAIL 2018-C14 VAR 11/51 CSAIL 3 647 380 0.1 4 000 000
CD 2017-CD3 3.631% 02/50 CD 3 630 890 0.1 3 796 138
FREMF 2020-K107 VAR 02/30 FREMF 3 598 176 0.1 4 500 000
FHLMC 5.076% 07/32 FHMS 3 616 056 0.1 3 480 000
AMERICAN 5.86% 05/30 ACAR 3 552 050 0.1 3 515 000
FHLMCGLD 4.72% 03/33 FR 3 544 151 0.1 3 477 857
SYMPHONY CLO FLT 01/34 SYMP 3 559 489 0.1 3 600 000
SOMNIGROUP 4% 04/29 SGI 3 580 552 0.1 3 910 000
BMO 2023-5C2 VAR 11/56 BMO 3 556 984 0.1 3 310 000
FNMA MORTPASS 4.78% 11/29 FN 3 580 604 0.1 3 520 000
FHLMC VAR 05/47 FHMS 3 555 317 0.1 43 959 013
DISH 11.75% 11/27 DISH 3 528 547 0.1 3 408 000
FREMF 2019-K92 ZERO 05/52 FREMF 3 529 109 0.1 4 900 000
JONAH 12.662% 08/39 JONAH 3 532 900 0.1 3 500 000
BALLYROCK CLO FLT 10/31 BALLY 3 486 217 0.1 3 500 000
BX 2025-BIO3 VAR 02/42 BX 3 473 674 0.1 3 400 000
MADISON PARK FLT 07/34 MDPK 3 497 453 0.1 3 530 000
GNMA II 6.5% 03/54 G2 3 461 171 0.1 3 351 378
GNMA 2021-33 IO VAR 10/62 GNR 3 452 267 0.1 52 505 815
APIDOS CLO FLT 10/34 APID 3 438 433 0.1 3 460 000
BRIDGECREST 5.23% 08/30 BLAST 3 409 133 0.1 3 400 000
MEDLINE 3.875% 04/29 MEDIND 3 414 204 0.1 3 690 000
TRANSDIGM 6.375% 03/29 TDG 3 395 634 0.1 3 374 000
FORD MOTOR 4.125% 08/27 F 3 374 233 0.1 3 505 000
FHLMC VAR 12/30 FHMS 3 362 366 0.1 99 649 300
UMBS MORTPASS 6.5% 11/53 FN 3 373 859 0.1 3 263 312
JP MORGAN CHASE VAR 08/49 JPMCC 3 381 717 0.1 3 800 000
FHLMC FLT 05/52 MSCR 3 383 532 0.1 3 000 000
SS&C 5.5% 09/27 SSNC 3 360 678 0.1 3 395 000
WELLS FARGO VAR 07/58 WFCM 3 336 191 0.1 3 500 000
FNMA MORTPASS 4.68% 08/32 FN 3 326 753 0.1 3 300 000
BP CAPITAL MARKETS VAR BPLN 3 341 346 0.1 3 520 000
EDGEWELL 5.5% 06/28 EPC 3 276 753 0.1 3 380 000
INTELSAT 6.5% 03/30 INTEL 3 284 518 0.1 3 515 000
NEUBERGER FLT 01/35 NEUB 3 285 183 0.1 3 300 000
SANTANDER 6.4% 03/31 SDART 3 297 433 0.1 3 171 000
BBCMS MORTGAGE VAR 11/56 BBCMS 3 269 813 0.1 2 900 000
IRV TRUST VAR 03/47 IRV 3 264 526 0.1 3 300 000
REPUBLIC OF 8.25% 01/37 IVYCST 3 264 300 0.1 3 600 000
FHLMC MSCR FLT 05/44 MSCR 3 243 989 0.1 2 900 000
BUCKHORN PARK FLT 07/34 BKPRK 3 221 926 0.1 3 250 000
DT AUTO 10.99% 07/29 DTAOT 3 194 735 0.1 3 000 000
ALBERTSONS 4.625% 01/27 ACI 3 182 742 0.1 3 240 000
CITIGROUP 3.11% 04/48 CGCMT 3 160 040 0.1 4 000 000
GOODYEAR TIRE & 5% 07/29 GT 3 179 982 0.1 3 454 000
SENSATA 3.75% 02/31 ST 3 141 325 0.1 3 735 000
VISTRA 5% 07/27 VST 3 153 346 0.1 3 218 000
EXPAND 6.75% 04/29 EXE 3 150 292 0.1 3 120 000
FHLMC FLT 01/51 MSCR 3 116 547 0.1 3 000 000
FIRSTKEY 3.157% 09/38 FKH 3 138 960 0.1 3 300 000
CSAIL 2019-C16 VAR 06/52 CSAIL 3 086 753 0.1 59 283 802
FHLMC VAR 03/31 FHMS 3 106 980 0.1 126 425 424
FHLMC REMICS 6% 03/54 FHR 3 097 935 0.1 2 900 000
GNMA 2022-4 IO VAR 03/64 GNR 3 055 249 0.1 46 260 398
NOVA 5.25% 06/27 NCX 3 051 211 0.1 3 095 000
TRTX 2025-FL6 FLT 09/42 TRTX 3 044 665 0.1 3 050 000
FORD MOTOR 6.05% 03/31 F 3 010 571 0.1 3 080 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty 3 032 526 0.1 1 690
NEVADA ST DEPT VAR 01/65 NBIDEV 3 005 880 0.1 3 000 000
RFT 2024-2 STEP 09/28 RFT 2 977 849 0.1 2 977 397
FHLMC REMICS FLT 01/55 FHR 2 994 650 0.1 39 179 973
MORGAN 2.546% 06/50 MSC 2 987 253 0.1 3 771 000
RFT 2024-2 STEP 09/28 RFT 2 977 807 0.1 2 977 397
CONNECTICUT FLT 10/39 CAS 2 990 533 0.1 2 916 989
BAIN CAPITAL FLT 07/35 BCC 2 974 443 0.1 3 000 000
BARINGS CLO LTD FLT 10/37 BABSN 2 980 722 0.1 3 000 000
ANTERO 5.75% 01/28 AM 2 926 297 0.1 2 970 000
CONNECTICUT FLT 06/42 CAS 2 937 683 0.1 2 500 000
COMM 2024-CBM VAR 12/41 COMM 2 942 520 0.1 2 900 000
DOMINION VAR 02/55 D 2 935 862 0.1 2 880 000
SYMPHONY CLO FLT 07/32 SYMP 2 941 299 0.1 3 000 000
MAUSER 7.875% 04/27 BWY 2 904 650 0.1 3 010 000
FNMA REMICS 5.5% 03/54 FNR 2 906 231 0.1 2 839 287
SUBWAY 6.268% 07/54 SUBWAY 2 922 322 0.1 2 892 750
MADISON IAQ 4.125% 06/28 MADIAQ 2 850 188 0.1 3 055 000
SCOTTS 4.5% 10/29 SMG 2 856 133 0.1 3 120 000
MAGNETITE XL FLT 07/37 MAGNE 2 875 068 0.1 2 900 000
LIVE NATION 6.5% 05/27 LYV 2 878 389 0.1 2 870 000
FHLMC VAR 01/30 FHMS 2 846 962 0.1 44 978 134
CARLYLE GLOBAL FLT 04/34 CGMS 2 847 988 0.1 2 895 000
CONNECTICUT FLT 05/43 CAS 2 835 310 0.1 2 600 000
FHLMC VAR 04/30 FHMS 2 839 513 0.1 43 102 736
FNMA MORTPASS 4.87% 03/35 FN 2 826 938 0.1 2 800 000
FREMF K-1514 0% 10/34 FREMF 2 824 244 0.1 6 000 000
EXETER 6.34% 10/29 EART 2 768 503 0.1 3 007 000
TOORAK STEP 10/31 TRK 2 806 149 0.1 2 800 000
RR 12 LTD FLT 01/36 RRAM 2 779 084 0.1 2 796 000
BUCKHORN PARK FLT 07/34 BKPRK 2 788 581 0.1 2 800 000
COMM 2014-CR14 VAR 02/47 COMM 2 802 881 0.1 2 967 820
AVIS BUDGET 7.24% 06/29 AESOP 2 805 560 0.1 2 700 000
HUNTINGTON 5.442% 10/32 HACLN 2 745 608 0.1 2 728 435
SIRIUS XM 5.5% 07/29 SIRI 2 734 492 0.1 2 880 000
POST 4.625% 04/30 POST 2 761 510 0.1 2 975 000
NEW 4.443% 02/39 NRMLT 2 733 575 0.1 2 850 000
FREMF ZERO 05/53 FREMF 2 754 029 0.1 4 300 000
FREMF ZERO 09/52 FREMF 2 762 036 0.1 4 500 000
UMBS MORTPASS 6.5% 10/54 FR 2 762 662 0.1 2 644 602
STRU FRN 01FEB32 2 751 157 0.1 2 711 335
CSAIL 2020-C19 2.5% 03/53 CSAIL 2 691 892 0.1 5 200 000
UMBS MORTPASS 6% 02/54 FN 2 693 384 0.1 2 619 852
FREMF FLT 02/32 FREMF 2 713 900 0.1 2 933 177
EMRLD 6.625% 12/30 EMECLI 2 685 728 0.1 2 719 000
LAMB WESTON 4.125% 01/30 LW 2 682 652 0.1 2 905 000
MORGAN 3.25% 12/47 MSBAM 2 659 042 0.1 3 000 000
SONIC 4.625% 11/29 SAH 2 677 904 0.1 2 943 000
SIRIUS XM RADIO 4% 07/28 SIRI 2 687 802 0.1 2 915 000
GNMA 2021-169 VAR 06/61 GNR 2 619 085 0.1 32 122 221
PMT ISSUER FLT 03/26 PNMSR 2 603 323 0.1 2 600 000
REPUBLIC 5.91% 08/32 REPS 2 612 911 0.1 2 563 000
FHLMC MSCR FLT 05/44 MSCR 2 593 520 0.1 2 500 000
ELMWOOD CLO 23 FLT 04/36 ELM23 2 612 748 0.1 2 615 000
CCO HOLDINGS 4.25% 02/31 CHTR 2 559 636 0.1 2 909 000
FREMF 2018-K84 ZERO 11/28 FREMF 2 569 086 0.1 3 500 000
FREMF K-1511 ZERO 04/34 FREMF 2 537 661 0.1 5 327 320
FREMF ZERO 03/53 FREMF 2 542 386 0.1 4 000 000
MULTIFAMILY FLT 11/53 MCAS 2 573 548 0.1 2 477 253
FHLMC MSCR FLT 09/43 MSCR 2 555 742 0.1 2 348 000
COMSTOCK 5.875% 01/30 CRK 2 535 100 0.1 2 790 000
GLS AUTO 5.65% 07/30 GCAR 2 499 390 0.1 2 465 000
FREMF 2018-K83 ZERO 11/51 FREMF 2 499 638 0.1 3 400 000
FHLMC VAR 10/34 FHMS 2 507 979 0.1 13 043 739
LHOME MORTGAGE STEP 07/39 LHOME 2 528 892 0.1 2 516 000
CLEAR CHANNEL 9% 09/28 CCO 2 499 350 0.1 2 487 000
BMO 5.7393% 02/57 BMO 2 497 378 0.1 2 420 000
AMERICAN 7.65% 09/30 ACAR 2 507 383 0.1 2 400 000
IDENTITY 6.793% 03/65 2 500 000 0.1 2 500 000
CONNECTICUT FLT 01/44 CAS 2 519 034 0.1 2 500 000
NOVELIS CORP 4.75% 01/30 HNDLIN 2 472 223 0.1 2 699 000
PRET 7.52% 04/54 PRET 2 491 651 0.1 2 484 080
PETROLEOS 10% 02/33 PEMEX 2 473 887 0.1 2 450 000
OCTAGON FLT 10/32 OCT43 2 495 200 0.1 2 509 000
NEUBERGER FLT 10/36 NEUB 2 465 795 0.1 2 500 000
GLS AUTO 5.5% 06/29 GCAR 2 482 323 0.1 2 500 000
GNMA 2024-32 IO VAR 06/63 GNR 2 469 078 0.1 46 678 331
FREMF ZERO 08/35 FREMF 2 492 782 0.1 5 500 000
DT 4.125% 06/29 DTMINC 2 471 001 0.1 2 660 000
BAUSCH 9.25% 04/26 BHCCN 2 484 250 0.1 2 615 000
PERU LNG 5.375% 03/30 PERLNG 2 437 688 0.1 2 666 880
SANTANDER 5.47% 05/31 SDART 2 421 498 0.1 2 400 000
GNMA 2021-11 IX VAR 12/62 GNR 2 453 846 0.1 29 027 821
COMM 2015-LC23 VAR 10/48 COMM 2 432 059 0.1 3 000 000
REPUBLIC OF 9.25% 04/30 ELSALV 2 439 305 0.1 2 390 000
FREMF ZERO 01/54 FREMF 2 421 384 0.1 4 000 000
BRIDGECREST 5.83% 05/30 BLAST 2 402 091 0.1 2 360 000
DT AUTO OWNER 5.53% 03/29 DTAOT 2 390 841 0.1 2 400 000
LHOME MORTGAGE STEP 05/29 LHOME 2 388 013 0.1 2 360 000
PETSMART INC 4.75% 02/28 PETM 2 344 127 0.1 2 540 000
UNITED 4.875% 01/28 URI 2 379 386 0.1 2 441 000
WELLS FARGO 3% 07/50 WFCM 2 344 008 0.1 3 000 000
FHLMC VAR 04/30 FHMS 2 330 379 0.1 36 345 221
FIRSTKEY HOMES ZERO 05/39 FKH 2 309 018 0.1 2 700 000
FHLMC MSCR FLT 05/44 MSCR 2 314 278 0.1 2 289 624
WELLS FARGO 3% 06/51 WFCM 2 307 026 0.1 2 750 000
PRIME 3.375% 08/27 PRSESE 2 299 886 0.1 2 440 000
MAGNETITE XVII FLT 04/37 MAGNE 2 297 127 0.1 2 300 000
ECHOSTAR 10.75% 11/29 SATS 2 286 190 0.1 2 215 000
WFRBS 3.497% 08/47 WFRBS 2 279 121 0.1 2 750 000
PRET 2024-NPL7 STEP 10/54 PRET 2 292 801 0.1 2 294 243
CRESCENT 9.25% 02/28 CRGYFN 2 296 716 0.1 2 250 000
FHLMC VAR 01/33 FHMS 2 267 907 0.1 85 811 978
ELMWOOD CLO 36 FLT 10/37 ELM36 2 299 945 0.1 2 308 334
FNMA FLT 09/29 CAS 2 283 053 0.1 2 120 000
CREDIT 6.13% 12/33 CAALT 2 288 747 0.1 2 250 000
REPUBLIC OF 9.65% 11/54 ELSALV 2 286 290 0.1 2 357 000
LHOME MORTGAGE STEP 01/40 LHOME 2 229 191 0.1 2 221 000
WELLS FARGO 3.142% 07/48 WFCM 2 260 589 0.1 2 500 000
VENTURE 9.875% 02/32 VENLNG 2 243 959 0.1 2 170 000
NEUBERGER FLT 07/36 NEUB 2 237 149 0.1 2 260 000
IVORY COAST IVYCST 2 245 305 0.1 2 481 000
GNMA II 6.5% 07/54 G2 2 256 056 0.1 2 184 491
UMBS MORTPASS 6.5% 12/53 FN 2 252 312 0.1 2 161 581
COMM VAR 08/47 COMM 2 232 644 0.1 2 500 000
CLARIVATE 3.875% 07/28 CLVTSC 2 236 915 0.1 2 445 000
BRIDGECREST 5.64% 11/30 BLAST 2 243 249 0.1 2 212 000
FHLMC VAR 10/35 FHMS 2 224 959 0.1 36 148 638
UNIVISION 8% 08/28 UVN 2 189 796 0.1 2 230 000
SANTANDER 5.23% 12/28 SDART 2 214 033 0.1 2 200 000
SERVICE 3.375% 08/30 SCI 2 195 264 0.1 2 480 000
MAGNETITE XVII FLT 04/37 MAGNE 2 210 179 0.1 2 208 000
FREMF 2019-KF73 FLT 11/29 FREMF 2 214 559 0.1 2 413 730
BAUSCH 5.75% 08/27 BHCCN 2 208 798 0.1 2 215 000
EQUIPMENTSHARE.C 9% 05/28 EQMSRM 2 214 700 0.1 2 204 000
ARAB 7.6003% 03/29 EGYPT 2 201 352 0.1 2 400 000
CSAIL 2020-C19 VAR 03/53 CSAIL 2 202 193 0.1 2 750 000
CALIFORNIA VAR 01/65 CASDEV 2 209 151 0.1 2 200 000
BENCHMARK VAR 02/51 BMARK 2 192 897 0.1 2 300 000
FIRSTKEY HOMES 4.5% 07/39 FKH 2 159 725 0.1 2 300 000
TOORAK STEP 02/39 TRK 2 166 300 0.1 2 150 000
FHLMC STACR FLT 12/50 STACR 2 178 006 0.1 1 937 000
AVENTURA MALL VAR 07/40 AVMT 2 163 068 0.1 2 220 000
FHLMC VAR 07/31 FHMS 2 168 791 0.1 56 628 770
CHARTER 2.8% 04/31 CHTR 2 158 849 0.1 2 500 000
AMERICAN 5.5% 04/26 AAL 2 143 584 0.1 2 175 000
AMERICAN 9.79% 08/31 ACAR 2 123 045 0.1 2 000 000
CONNECTICUT FLT 12/42 CAS 2 142 120 0.1 2 109 154
CARNIVAL 6.125% 02/33 CCL 2 126 082 0.1 2 191 000
CITIGROUP 3.25% 12/49 CGCMT 2 118 434 0.1 3 000 000
COMM 2014-UBS5 VAR 09/47 COMM 2 121 523 0.1 2 300 000
FHLMC VAR 02/49 FHMS 2 132 737 0.1 16 750 000
MORGAN STANLEY VAR 07/50 MSBAM 2 115 341 0.1 2 200 000
PERFORMANCE 5.5% 10/27 PFGC 2 115 295 0.1 2 145 000
CSC HOLDINGS 6.5% 02/29 CSCHLD 2 073 600 0.1 2 560 000
SDR COMMERCIAL FLT 05/39 SDR 2 103 689 0.1 2 125 000
PRET 2024-NPL9 STEP 12/54 PRET 2 094 483 0.1 2 095 291
GNMA 2021-164 VAR 10/63 GNR 2 086 979 0.1 28 171 290
AVOLON 5.75% 03/29 AVOL 2 098 938 0.1 2 060 000
CLEAR 5.125% 08/27 CCO 2 100 701 0.1 2 197 000
BRASKEM 6.99% 02/32 BAKIDE 2 100 000 0.1 3 000 000
AFFIRM ASSET 5.5% 09/29 AFFRM 2 084 302 0.1 2 078 000
FREMF 2019-KF67 FLT 08/29 FREMF 2 038 127 0.1 2 364 642
WFRBS VAR 08/47 WFRBS 2 042 829 0.1 2 150 000
FHLMC MSCR FLT 09/43 MSCR 2 034 540 0.1 1 750 000
GNMA 2021-133 VAR 07/63 GNR 2 035 786 0.1 29 532 064
FREMF ZERO 05/33 FREMF 2 056 680 0.1 4 000 000
IHEARTCOMMUNI 7.75% 08/30 IHRT 2 065 220 0.1 3 096 050
FNMA REMICS 6% 09/53 FNR 2 069 113 0.1 2 007 152
AMERICAN 8.08% 10/28 ACAR 2 040 743 0.1 2 000 000
FHLMC VAR 02/36 FHMS 2 058 411 0.1 57 934 799
CHEMOURS 5.75% 11/28 CC 2 058 392 0.1 2 340 000
FHLMC VAR 03/32 FHMS 2 043 662 0.1 110 083 818
ENTEGRIS INC 5.95% 06/30 ENTG 2 008 590 0.1 2 050 000
BLOCK INC 3.5% 06/31 XYZ 2 028 993 0.1 2 315 000
SHR TRUST FLT 10/41 SHR 1 998 219 0.1 2 000 000
ROYAL 6.25% 03/32 RCL 2 017 722 0.1 2 022 000
PRPM 2024-8 STEP 12/29 PRPM 2 003 750 0.1 2 000 000
MARINER 4.91% 11/38 MFIT 2 025 475 0.1 2 000 000
FHLMCGLD 3.99% 07/30 FR 2 028 372 0.1 2 070 000
ORGANON & 4.125% 04/28 OGN 2 016 519 0.1 2 175 000
DRYDEN 68 CLO FLT 07/35 DRSLF 2 000 119 0.1 2 005 000
CONNECTICUT FLT 10/41 CAS 2 025 000 0.1 2 000 000
AGL CLO 9 LTD FLT 04/37 AGL 1 995 274 0.1 2 000 000
AFFIRM ASSET 5.06% 09/29 AFFRM 2 005 009 0.1 2 000 000
ALBERTSONS 5.875% 02/28 ACI 2 011 594 0.1 2 020 000
PUREWEST ABS 6.531% 04/40 2 000 000 0.1 2 000 000
CBAM 2018-5 LTD FLT 04/31 CBAM 2 027 527 0.1 2 037 362
JPMBB VAR 03/49 JPMBB 1 986 823 0.1 2 300 000
LENDMARK 5.53% 06/32 LFT 1 980 279 0.1 1 950 000
OCTAGON FLT 04/31 OCT36 1 989 480 0.1 2 000 000
PALMER SQUARE FLT 08/32 PSTAT 1 985 624 0.1 2 000 000
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty -1 983 019 0.1 -1 206
SANTANDER 6.43% 02/31 SDART 1 991 117 0.1 1 904 000
SHACKLETON FLT 01/32 SHACK 1 991 546 0.1 2 000 000
TPG TRUST FLT 11/29 TPG 1 985 968 0.1 2 000 000
VOYA CLO 2019-4 FLT 01/35 VOYA 1 984 938 0.1 2 000 000
KKR CLO 40 LTD FLT 10/34 KKR 1 984 472 0.1 2 000 000
SANTANDER 5.32% 12/31 SDART 1 965 610 0.1 1 958 000
HERTZ VEHICLE 6.78% 09/28 HERTZ 1 965 121 0.1 2 000 000
FREMF 2019-KC07 VAR 10/29 FREMF 1 966 863 0.1 2 400 000
DISH DBS 5.25% 12/26 DISH 1 966 950 0.1 2 179 000
CITIGROUP 3.172% 09/58 CGCMT 1 980 346 0.1 3 500 000
CD 2019-CD8 3% 08/57 CD 1 992 440 0.1 3 800 000
AVIS BUDGET 4.75% 04/28 CAR 1 991 450 0.1 2 220 000
CREDIT 4.68% 09/34 CAALT 1 961 390 0.1 1 955 000
BALLYROCK CLO FLT 10/37 BALLY 1 972 392 0.1 2 000 000
ARAMARK 5% 02/28 ARMK 1 980 349 0.1 2 035 000
WR GRACE 4.875% 06/27 GRA 1 960 288 0.1 2 055 000
GNMA - GNMA FLT 01/62 GNR 1 920 316 0.0 48 000 000
WESTLAKE 4.25% 06/28 WLAKE 1 935 746 0.0 2 000 000
VENTURE 8.125% 06/28 VENLNG 1 954 069 0.0 1 942 000
UBS COMMERCIAL VAR 06/51 UBSCM 1 943 803 0.0 2 143 000
SANTANDER 5.97% 10/31 SDART 1 951 477 0.0 1 906 000
ENERGY VAR 05/54 ET 1 928 125 0.0 1 870 000
GNMA 2021-71 IO VAR 10/62 GNR 1 952 127 0.0 29 048 481
ENBRIDGE INC VAR 07/80 ENBCN 1 945 862 0.0 2 030 000
DISH DBS 7.75% 07/26 DISH 1 946 095 0.0 2 335 000
CONNECTICUT FLT 12/41 CAS 1 936 147 0.0 1 941 000
GNMA 2021-63 IO VAR 04/61 GNR 1 878 011 0.0 31 035 145
TEGNA INC 5% 09/29 TGNA 1 899 485 0.0 2 080 000
FHLMC STACR FLT 10/41 STACR 1 899 955 0.0 1 800 000
SBA SMALL 5.688% 09/33 SBIC 1 880 739 0.0 1 792 845
PALMER SQUARE FLT 08/32 PSTAT 1 904 436 0.0 1 911 950
GNMA 2024-138 VAR 02/66 GNR 1 892 579 0.0 19 399 807
SYMPHONY CLO FLT 04/31 SYMP 1 891 406 0.0 1 900 000
ELM TRUST VAR 06/39 ELM 1 909 796 0.0 1 885 000
DOMINICAN 6.4% 06/49 DOMREP 1 878 825 0.0 2 050 000
CD 2018-CD7 VAR 08/51 CD 1 886 101 0.0 2 080 000
BUTTERMILK PARK FLT 10/31 BMILK 1 912 566 0.0 1 926 600
BANC OF AMERICA 0% 04/49 BAMLL 1 914 285 0.0 3 000 000
AXALTA 3.375% 02/29 AXTA 1 894 867 0.0 2 095 000
DOMINICAN 6.95% 03/37 DOMREP 1 898 100 0.0 1 900 000
GNMA II 6.5% 08/54 G2 1 848 668 0.0 1 787 820
WELLS FARGO 5.928% 07/57 WFCM 1 874 659 0.0 1 800 000
ROCKET 3.625% 03/29 RKTRM 1 856 172 0.0 2 033 000
PALMER SQUARE FLT 04/31 PSTAT 1 848 810 0.0 1 858 000
FHLMC FLT 11/51 MSCR 1 854 723 0.0 1 750 000
FHLMC VAR 10/30 FHMS 1 856 073 0.0 40 808 063
FHLMC VAR 12/30 FHMS 1 870 174 0.0 52 860 535
FHLMC VAR 07/35 FHMS 1 843 041 0.0 19 172 489
CHARTER 6.1% 06/29 CHTR 1 843 257 0.0 1 790 000
AMERICAN 6.82% 10/29 ACAR 1 848 843 0.0 1 800 000
MORGAN STANLEY VAR 11/49 MSBAM 1 818 993 0.0 2 100 000
PRPM 2024-7 STEP 11/29 PRPM 1 831 403 0.0 1 831 183
PRET 2024-NPL8 STEP 11/54 PRET 1 813 770 0.0 1 812 281
BMO 2024-C9 VAR 07/57 BMO 1 803 139 0.0 26 976 906
GNMA 2021-47 IO VAR 03/61 GNR 1 800 271 0.0 25 769 404
COHERENT CORP 5% 12/29 COHR 1 805 539 0.0 1 912 000
BUSINESS JET 6.197% 05/39 BJETS 1 805 088 0.0 1 763 618
AIMCO CLO 16 FLT 07/37 AIMCO 1 788 979 0.0 1 808 000
BMO 2024-C9 5.7592% 07/57 BMO 1 795 679 0.0 1 710 000
COMM 3.222% 11/47 COMM 1 765 284 0.0 2 350 000
GNMA II MORTPASS 6% 06/54 G2 1 785 326 0.0 1 744 780
GNMA II MORTPASS 6% 07/54 G2 1 798 291 0.0 1 757 451
OCCIDENTAL 5.375% 01/32 OXY 1 794 000 0.0 1 840 000
PARAGUAY 5.4% 03/50 PARGUY 1 784 343 0.0 2 100 000
PERMIAN 9.875% 07/31 PR 1 762 008 0.0 1 633 000
GRAY MEDIA 10.5% 07/29 GTN 1 742 969 0.0 1 719 000
PRPM 2025-RPL2 STEP 04/55 PRPM 1 754 429 0.0 1 815 000
NATWEST GROUP VAR 12/49 NWG 1 759 065 0.0 1 710 000
FEDERAL 6.125% 09/28 NGERIA 1 753 400 0.0 2 000 000
HILTON 4.875% 04/27 HLT 1 738 880 0.0 1 765 000
DRIVEN 2.791% 10/51 HONK 1 752 033 0.0 1 888 184
GNMA - GNMA FLT 11/65 GNR 1 730 454 0.0 32 000 000
REPUBLIC OF 8.25% 05/28 ANGOL 1 732 500 0.0 2 000 000
FIRSTKEY HOMES ZERO 07/38 FKH 1 723 460 0.0 1 900 000
CARLYLE US CLO FLT 04/40 CGMS 1 727 173 0.0 1 750 000
BX COMMERCIAL FLT 02/39 BX 1 735 623 0.0 1 744 345
FIRSTKEY HOMES ZERO 07/38 FKH 1 737 101 0.0 1 900 000
HOLOGIC INC 3.25% 02/29 HOLX 1 708 428 0.0 1 869 000
VCAT 2025-NPL3 STEP 02/55 VCAT 1 695 479 0.0 1 693 964
SREIT TRUST FLT 11/38 SREIT 1 708 314 0.0 1 761 409
REPUBLIC OF 6.75% 03/48 SENEGL 1 705 200 0.0 2 900 000
CLARIOS 8.5% 05/27 POWSOL 1 716 850 0.0 1 715 000
REPUBLIC OF 6.375% 03/28 IVYCST 1 686 723 0.0 1 700 000
FHLMC STACR FLT 01/51 STACR 1 703 335 0.0 1 585 000
GNMA 2021-195 VAR 08/63 GNR 1 709 854 0.0 18 389 226
GFL 6.75% 01/31 GFLCN 1 713 110 0.0 1 683 000
FHLMC VAR 07/33 FHMS 1 692 635 0.0 131 774 887
FHLMC VAR 05/29 FHMS 1 717 885 0.0 71 763 345
BMO 2023-C5 5.7653% 06/56 BMO 1 721 926 0.0 1 640 000
DRYDEN 68 CLO FLT 07/35 DRSLF 1 685 109 0.0 1 700 000
FHLMC STACR FLT 03/30 STACR 1 661 786 0.0 1 550 000
NEWELL BRANDS 5.7% 04/26 NWL 1 677 311 0.0 1 709 000
KINETIK 5.875% 06/30 KNTK 1 652 430 0.0 1 690 000
WR GRACE 5.625% 08/29 GRA 1 678 523 0.0 2 065 000
FREMF ZERO 08/30 FREMF 1 653 864 0.0 2 588 480
FHLMC VAR 01/49 FHMS 1 647 357 0.0 12 950 000
CCO 6.375% 09/29 CHTR 1 655 725 0.0 1 670 000
CD 2017-CD4 3.3% 05/50 CD 1 678 047 0.0 2 000 000
CONNECTICUT FLT 03/42 CAS 1 664 511 0.0 1 500 000
BX 2025-BIO3 VAR 02/42 BX 1 682 252 0.0 1 700 000
FHLMC VAR 11/32 FHMS 1 625 363 0.0 122 333 803
SIRIUS XM RADIO 5% 08/27 SIRI 1 621 927 0.0 1 685 000
PERFORMANCE 4.25% 08/29 PFGC 1 628 940 0.0 1 765 000
LHOME MORTGAGE STEP 03/29 LHOME 1 620 226 0.0 1 600 000
REPUBLIC OF 9.5% 03/36 KENINT 1 639 761 0.0 1 927 000
GNMA 2023-127 VAR 07/57 GNR 1 623 052 0.0 88 472 411
GNMA II 6.5% 07/54 G2 1 640 438 0.0 1 588 401
DIVERSIFIED 7.67% 05/44 DEC 1 610 318 0.0 1 592 533
CAESARS 7% 02/30 CZR 1 611 732 0.0 1 610 000
CD 2017-CD6 VAR 11/50 CD 1 638 082 0.0 1 750 000
CREDIT 4.85% 11/34 CAALT 1 624 371 0.0 1 625 000
ELMWOOD CLO III FLT 07/37 ELMW3 1 636 694 0.0 1 650 000
BMO 2023-C7 6.16% 12/56 BMO 1 620 844 0.0 1 500 000
ONEMAIN DIRECT 6.1% 07/37 ODART 1 572 709 0.0 1 522 000
PETSMART, INC 1 588 146 0.0 1 645 747
HERTZ VEHICLE 9.44% 03/30 HERTZ 1 570 964 0.0 1 500 000
NISOURCE INC VAR 11/54 NI 1 601 839 0.0 1 590 000
FHLMC STACR FLT 11/41 STACR 1 595 881 0.0 1 500 000
VISTAJET PASS 9.5% 08/31 VSTJET 1 584 300 0.0 1 580 000
REPUBLIC OF 7.75% 06/31 SENEGL 1 539 760 0.0 2 000 000
PRM5 TRUST VAR 03/33 PRM5 1 565 634 0.0 1 590 000
HERC HOLDINGS 5.5% 07/27 HRI 1 550 623 0.0 1 570 000
STATE STREET CORP VAR STT 1 554 983 0.0 1 554 000
US FOODS INC 4.75% 02/29 USFOOD 1 534 014 0.0 1 599 000
LHOME MORTGAGE STEP 08/28 LHOME 1 565 566 0.0 1 550 000
FHLMC REMICS FLT 04/55 FHR 1 562 558 0.0 22 000 000
GNMA II 6.5% 07/54 G2 1 540 240 0.0 1 489 581
FRONTIER 5.875% 10/27 FYBR 1 542 861 0.0 1 550 000
FORD MOTOR 6.798% 11/28 F 1 529 799 0.0 1 500 000
DT AUTO OWNER 3.34% 07/28 DTAOT 1 551 001 0.0 1 600 000
CONNECTICUT FLT 01/40 CAS 1 539 636 0.0 1 500 000
PRM5 TRUST VAR 03/33 PRM5 1 512 281 0.0 1 530 000
MEDLINE 5.25% 10/29 MEDIND 1 520 473 0.0 1 595 000
FHLMC MSCR FLT 02/45 MSCR 1 499 306 0.0 1 500 000
NCR ATLEOS 9.5% 04/29 NCRATL 1 493 191 0.0 1 404 000
OCTAGON FLT 10/32 OCT43 1 498 476 0.0 1 500 000
OCTAGON 58 LTD FLT 07/37 OCT58 1 499 250 0.0 1 500 000
REPUBLIC OF 9.75% 02/31 KENINT 1 507 780 0.0 1 635 000
QUIKRETE 6.375% 03/32 QUIKHO 1 510 405 0.0 1 516 000
SBA SMALL 5.168% 03/33 SBIC 1 524 834 0.0 1 492 665
FHLMC STACR FLT 02/44 STACR 1 500 000 0.0 1 500 000
SURINAME 7.95% 07/33 SURINM 1 499 236 0.0 1 586 191
NCR VOYIX 5.125% 04/29 VYX 1 506 630 0.0 1 599 000
LITHIA 3.875% 06/29 LAD 1 519 045 0.0 1 670 000
ELMWOOD CLO X FLT 04/34 ELM10 1 526 597 0.0 1 537 000
GNMA II MORTPASS 6% 06/54 G2 1 520 791 0.0 1 486 253
CITIGROUP VAR 04/49 CGCMT 1 518 370 0.0 1 630 000
FHLMCGLD 4.4% 05/28 FR 1 499 458 0.0 1 500 000
BX COMMERCIAL FLT 10/41 BX 1 492 500 0.0 1 500 000
CITIGROUP INC VAR 12/49 C 1 505 806 0.0 1 580 000
CREDIT 6.71% 02/34 CAALT 1 512 190 0.0 1 467 000
CREDIT 5.95% 06/34 CAALT 1 513 685 0.0 1 486 000
ENCOMPASS 4.5% 02/28 EHC 1 504 858 0.0 1 565 000
AMERICAN 5.34% 08/31 ACAR 1 510 736 0.0 1 515 000
FHLMC VAR 01/32 FHMS 1 527 831 0.0 84 591 466
FHLMC VAR 10/29 FHMS 1 510 894 0.0 20 000 000
FNMA-ACES VAR 03/33 FNA 1 507 482 0.0 1 500 000
GNMA 2025-7 SG FLT 01/55 GNR 1 471 803 0.0 20 860 601
UNITED 4.375% 04/26 UAL 1 474 393 0.0 1 505 000
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty 1 489 114 0.0 1 243
STAGWELL 5.625% 08/29 STGW 1 459 695 0.0 1 570 000
NEWS CORP 3.875% 05/29 NWSA 1 452 006 0.0 1 550 000
REPUBLIC OF 7.625% 01/33 IVYCST 1 484 000 0.0 1 600 000
CHART 7.5% 01/30 GTLS 1 487 836 0.0 1 450 000
FHLMC REMICS FLT 03/55 FHR 1 489 398 0.0 18 945 863
GFL 4% 08/28 GFLCN 1 487 939 0.0 1 575 000
GLS AUTO 6.03% 02/30 GCAR 1 452 446 0.0 1 420 000
FHLMC REMICS FLT 02/55 FHR 1 451 925 0.0 22 414 553
FHLMC VAR 01/30 FHMS 1 475 287 0.0 24 683 857
DAVITA INC 3.75% 02/31 DVA 1 455 018 0.0 1 675 000
CIVITAS 8.625% 11/30 CIVI 1 454 420 0.0 1 460 000
AMSR 2.686% 11/37 AMSR 1 473 188 0.0 1 500 000
GNMA 2024-161 VAR 06/64 GNR 1 439 161 0.0 24 778 602
YINSON 8.947% 07/42 YPANBR 1 431 277 0.0 1 417 387
STAPLES INC 10.75% 09/29 SPLS 1 424 156 0.0 1 690 000
BANCO VAR 03/30 SANTAN 1 427 861 0.0 1 400 000
ISLAMIC 6.875% 12/27 PKSTAN 1 432 000 0.0 1 600 000
ONEMAIN 7.125% 03/26 OMF 1 414 493 0.0 1 405 000
JPMBB VAR 08/48 JPMBB 1 427 235 0.0 1 500 000
HSBC HOLDINGS VAR 03/30 HSBC 1 440 106 0.0 1 410 000
1011778 BC 3.875% 01/28 BCULC 1 446 335 0.0 1 525 000
GNMA II 6.5% 06/54 G2 1 433 704 0.0 1 388 225
DIRECTV 5.875% 08/27 DTV 1 428 858 0.0 1 500 000
BUCKEYE 3.95% 12/26 BPL 1 443 546 0.0 1 497 000
BMO 2024-5C7 VAR 11/57 BMO 1 440 957 0.0 1 400 000
BRIDGECREST 6.03% 11/29 BLAST 1 430 968 0.0 1 400 000
BANCO BILBAO VIZCAYA VAR BBVASM 1 432 442 0.0 1 335 000
BBCMS MORTGAGE VAR 09/56 BBCMS 1 436 713 0.0 1 350 000
ARES XXXVII CLO FLT 10/30 ARES 1 414 896 0.0 1 416 667
REPUBLIC OF 7.95% 11/54 SOAF 1 396 203 0.0 1 542 000
RANGE 8.25% 01/29 RRC 1 405 485 0.0 1 378 000
OCP CLO 2022-25 FLT 07/37 OCP 1 387 790 0.0 1 400 000
GNMA 2022-67 IO VAR 08/63 GNR 1 402 643 0.0 18 457 656
GNMA 2020-89 IA VAR 04/62 GNR 1 381 242 0.0 16 977 857
CHARTER 2.25% 01/29 CHTR 1 392 345 0.0 1 545 000
1261229 BC LTD 10% 04/32 BHCCN 1 402 351 0.0 1 491 000
ALCOA 7.125% 03/31 AA 1 381 096 0.0 1 365 000
GNMA II 6.5% 07/54 G2 1 340 317 0.0 1 297 800
PETROLEOS 6.5% 03/27 PEMEX 1 359 260 0.0 1 400 000
OUTFRONT 4.25% 01/29 OUT 1 349 987 0.0 1 495 000
OMAN GOVERNMENT 7% 01/51 OMAN 1 366 625 0.0 1 300 000
ORGANON & 5.125% 04/31 OGN 1 354 982 0.0 1 610 000
JP MORGAN 2.8218% 08/49 JPMCC 1 365 032 0.0 1 400 000
IQVIA INC 5% 05/27 IQV 1 336 205 0.0 1 360 000
GNMA 2021-218 VAR 10/61 GNR 1 337 955 0.0 17 748 845
ATHENAHEALTH 6.5% 02/30 ATHENA 1 360 719 0.0 1 475 000
GNMA II 6.5% 06/54 G2 1 359 364 0.0 1 314 654
FHLMC VAR 09/29 FHMS 1 349 233 0.0 54 120 432
FHLMC VAR 06/50 FHMS 1 366 689 0.0 6 400 000
FHLMC VAR 01/31 FHMS 1 345 259 0.0 91 377 499
REPUBLIC OF 8.625% 02/29 ELSALV 1 368 061 0.0 1 352 000
REPUBLIC OF STEP 07/40 ECUA 1 370 250 0.0 3 150 000
AMERICAN 6.53% 04/30 ACAR 1 370 870 0.0 1 330 000
FIRSTKEY HOMES 4.5% 07/39 FKH 1 335 517 0.0 1 400 000
CD 2017-CD6 VAR 11/50 CD 1 305 369 0.0 1 362 417
GNMA 2020-110 VAR 03/62 GNR 1 302 642 0.0 18 538 070
CITIGROUP VAR 10/47 CGCMT 1 320 644 0.0 1 370 000
COMMONWEALTH OF 6% 11/28 BAHAMA 1 332 212 0.0 1 400 000
BUILDERS 6.375% 06/32 BLDR 1 316 345 0.0 1 315 000
ALLISON 3.75% 01/31 ALSN 1 328 908 0.0 1 515 000
GENESEE & WYOMING INC. 1 301 402 0.0 1 329 372
FHLMC VAR 11/55 FHMS 1 275 000 0.0 5 000 000
JETBLUE 9.875% 09/31 JBLU 1 260 150 0.0 1 352 000
HERTZ CORP/THE 5% 12/29 HTZ 1 287 855 0.0 2 680 000
GNMA 2021-5 IO VAR 01/61 GNR 1 282 261 0.0 15 699 026
GNMA 2019-76 IO VAR 03/61 GNR 1 291 002 0.0 22 517 583
GNMA II 6.5% 08/54 G2 1 270 631 0.0 1 228 840
LHOME MORTGAGE STEP 09/39 LHOME 1 258 114 0.0 1 263 000
FHLMC VAR 05/31 FHMS 1 258 336 0.0 8 000 000
ENCINO 8.5% 05/28 ENCIAC 1 269 101 0.0 1 275 000
DOMINICAN 7.15% 02/55 DOMREP 1 281 319 0.0 1 300 000
REPUBLIC OF 8.75% 11/53 COLOM 1 259 815 0.0 1 279 000
CONNECTICUT FLT 05/44 CAS 1 292 762 0.0 1 296 000
BENCHMARK VAR 03/62 BMARK 1 267 997 0.0 1 418 000
ASBURY 4.625% 11/29 ABG 1 279 136 0.0 1 385 000
WELLS FARGO 3% 08/51 WFCM 1 242 451 0.0 1 500 000
FHLMC STACR FLT 06/43 STACR 1 247 883 0.0 1 200 000
REPUBLIC OF 7.1% 11/36 SOAF 1 230 450 0.0 1 300 000
SANTANDER 5.14% 02/32 SDART 1 247 586 0.0 1 247 000
SAAVI 8.875% 02/35 SAAVIE 1 253 527 0.0 1 263 000
CLYDESDALE 6.75% 04/32 NOVHOL 1 227 072 0.0 1 237 000
NEUBERGER FLT 04/38 NEUB 1 220 809 0.0 1 219 000
VAIL RESORTS 6.5% 05/32 MTN 1 219 442 0.0 1 218 000
HILTON 3.75% 05/29 HLT 1 222 313 0.0 1 320 000
GOLDMAN SACHS GROUP VAR GS 1 250 084 0.0 1 225 000
GNMA 2022-214 VAR 09/64 GNR 1 221 561 0.0 26 268 497
CARNIVAL CORP 6% 05/29 CCL 1 226 061 0.0 1 250 000
GNMA II 6.5% 07/54 G2 1 230 599 0.0 1 191 563
ARDAGH 4.125% 08/26 ARGID 1 256 274 0.0 1 420 000
BAYTEX ENERGY 8.5% 04/30 BTECN 1 252 906 0.0 1 275 000
AVIS BUDGET 6.23% 04/29 AESOP 1 233 879 0.0 1 207 000
COMM 2024-CBM VAR 12/41 COMM 1 257 830 0.0 1 224 000
ENCOMPASS 4.75% 02/30 EHC 1 220 604 0.0 1 275 000
FNMA MORTPASS 4.79% 10/28 FN 1 223 945 0.0 1 200 000
FRONTIER 5% 05/28 FYBR 1 244 144 0.0 1 265 000
BLOCK INC 6.5% 05/32 XYZ 1 199 825 0.0 1 201 000
WESCO 7.25% 06/28 WCC 1 202 922 0.0 1 195 000
VISTRA 5.625% 02/27 VST 1 195 068 0.0 1 205 000
STATION 4.5% 02/28 RRR 1 209 620 0.0 1 275 000
ISLAMIC 7.375% 04/31 PKSTAN 1 215 000 0.0 1 500 000
MAGNETITE XXXIX FLT 01/37 MAGNE 1 183 488 0.0 1 200 000
SIX FLAGS 5.5% 04/27 FUN 1 204 874 0.0 1 225 000
GNMA II 6.5% 02/54 G2 1 198 511 0.0 1 160 492
GULFPORT 6.75% 09/29 GPOR 1 218 350 0.0 1 215 000
SHIFT4 6.75% 08/32 FOUR 1 215 492 0.0 1 217 000
FHLMC VAR 12/31 FHMS 1 200 453 0.0 62 968 659
FHLMC VAR 10/31 FHMS 1 199 148 0.0 42 602 446
ECOPETROL 8.875% 01/33 ECOPET 1 191 800 0.0 1 180 000
DOMINICAN 5.875% 01/60 DOMREP 1 199 150 0.0 1 450 000
CITIGROUP VAR 02/49 CGCMT 1 210 731 0.0 1 500 000
BMO 2022-C1 VAR 02/55 BMO 1 201 827 0.0 49 366 700
ADT 4.125% 08/29 ADT 1 187 959 0.0 1 275 000
ONEMAIN 3.875% 09/28 OMF 1 157 077 0.0 1 270 000
MATADOR 6.25% 04/33 MTDR 1 162 200 0.0 1 242 000
LEVEL 3 11% 11/29 LVLT 1 175 248 0.0 1 065 000
HERTZ 12.625% 07/29 HTZ 1 175 821 0.0 1 324 000
GOLDMAN SACHS VAR 08/26 GS 1 154 346 0.0 1 150 000
GNMA 2022-166 VAR 04/65 GNR 1 147 533 0.0 17 465 228
GNMA 2022-147 VAR 09/64 GNR 1 164 024 0.0 24 237 686
GNMA II 6.5% 09/54 G2 1 178 735 0.0 1 143 444
FHLMC VAR 08/45 FHMS 1 168 435 0.0 25 000 000
FHLMC 3.78% 01/32 FHMS 1 161 360 0.0 1 178 780
CALPINE 4.625% 02/29 CPN 1 147 196 0.0 1 200 000
COMM 2024-CBM VAR 12/41 COMM 1 152 197 0.0 1 123 214
CONNECTICUT FLT 05/42 CAS 1 142 625 0.0 1 100 000
BANK 2019-BNK19 VAR 08/61 BANK 1 165 688 0.0 1 500 000
REPUBLIC OF 8% 11/29 ANGOL 1 145 382 0.0 1 400 000
UBS COMMERCIAL VAR 11/50 UBSCM 1 109 517 0.0 1 200 000
FHLMC STACR FLT 04/43 STACR 1 126 047 0.0 1 000 000
ISTANBUL 10.5% 12/28 ISTNBL 1 125 685 0.0 1 067 000
GNMA 2025-51 SH FLT 03/55 GNR 1 118 755 0.0 15 000 000
GNMA 2022-113 VAR 09/61 GNR 1 127 047 0.0 31 105 627
GNMA II MORTPASS 6% 12/54 G2 1 122 308 0.0 1 096 820
GNMA II 6.5% 08/54 G2 1 134 694 0.0 1 092 708
FNMA MORTPASS 1.69% 10/31 FN 1 113 252 0.0 1 290 909
FHLMC VAR 10/30 FHMS 1 115 996 0.0 24 891 463
FNMA FLT 01/30 CAS 1 126 515 0.0 1 090 558
BANQUE OUEST VAR 02/55 BOAD 1 109 625 0.0 1 100 000
ALLISON 5.875% 06/29 ALSN 1 112 545 0.0 1 125 000
ACCO BRANDS 4.25% 03/29 ACCO 1 111 546 0.0 1 305 000
UKG INC. 1 128 303 0.0 1 145 485
CITIGROUP 3% 11/49 CGCMT 1 117 636 0.0 1 500 000
ELMWOOD CLO X FLT 04/34 ELM10 1 078 846 0.0 1 080 000
TALLGRASS 5.5% 01/28 TEP 1 103 139 0.0 1 145 000
CLARIOS 6.25% 05/26 POWSOL 1 070 793 0.0 1 077 000
ON 3.875% 09/28 ON 1 102 282 0.0 1 190 000
FIRSTKEY HOMES ZERO 05/39 FKH 1 098 281 0.0 1 300 000
GRAY MEDIA 5.375% 11/31 GTN 1 070 575 0.0 1 848 000
REPUBLIC OF 7.3% 11/54 COSTAR 1 085 235 0.0 1 065 000
AVIS BUDGET CAR 8% 02/31 CAR 1 093 704 0.0 1 145 000
AMERICAN 6.04% 07/30 ACAR 1 073 992 0.0 1 050 000
AMERICAN 5.75% 04/29 AAL 1 101 820 0.0 1 160 000
HUB INTERNATIONAL LIMITED 1 088 405 0.0 1 113 458
CONNECTICUT FLT 03/42 CAS 1 076 557 0.0 1 000 000
GNMA II MORTPASS 7% 08/53 G2 1 053 958 0.0 1 017 084
GNMA 2021-90 IO VAR 05/61 GNR 1 044 400 0.0 16 928 880
JP MORGAN CHASE VAR 12/46 JPMCC 1 036 229 0.0 1 102 371
LHOME MORTGAGE STEP 07/39 LHOME 1 025 864 0.0 1 017 294
MADISON PARK FLT 07/34 MDPK 1 064 508 0.0 1 075 000
FHLMC STACR FLT 04/42 STACR 1 053 750 0.0 1 000 000
NASDAQ INC 5.35% 06/28 NDAQ 1 047 733 0.0 1 022 000
ISLAMIC 6% 04/26 PKSTAN 1 036 750 0.0 1 100 000
TRANSDIGM 6.625% 03/32 TDG 1 043 493 0.0 1 036 000
REPUBLIC OF STEP 06/33 ZAMBIN 1 050 184 0.0 1 279 056
GNMA 2021-17 IO VAR 01/61 GNR 1 046 621 0.0 12 912 570
EXETER 12.07% 09/30 EART 1 029 898 0.0 900 000
GNMA II 6.5% 08/54 G2 1 027 547 0.0 993 751
BBVA MEXICO SA VAR 01/33 BBVASM 1 032 966 0.0 1 100 000
GNMA II 6.5% 07/54 G2 1 026 860 0.0 993 087
USD CCP COLL VM CITIBANK 1 030 303 0.0 1 030 303
AMSR 4.994% 09/37 AMSR 1 036 892 0.0 1 050 000
ASCENT 8.25% 12/28 ASCRES 1 044 522 0.0 1 040 000
USD CCP COLL IM CITIBANK 1 026 000 0.0 1 026 000
EXETER 5.02% 10/29 EART 1 038 818 0.0 1 070 000
FHLMC VAR 06/49 FHMS 1 055 745 0.0 13 000 000
FHLMC REMICS 2.5% 05/49 FHR 1 054 072 0.0 1 190 130
FREMF 0.1% 08/34 FREMF 1 063 277 0.0 169 039 847
FHLMC FLT 10/44 MSCR 997 275 0.0 999 076
GS MORTGAGE VAR 09/38 GSMS 992 700 0.0 1 000 000
GRAY MEDIA 4.75% 10/30 GTN 993 137 0.0 1 719 000
HERTZ VEHICLE 6.56% 09/26 HERTZ 999 229 0.0 1 000 000
HILTON 5.875% 03/33 HLT 1 022 266 0.0 1 039 000
REPUBLIC OF 5.8% 01/28 IRAQ 997 734 0.0 1 031 250
IRV TRUST VAR 03/47 IRV 993 019 0.0 1 000 000
HASHEMITE 5.85% 07/30 JORDAN 988 625 0.0 1 100 000
HASHEMITE 7.75% 01/28 JORDAN 995 940 0.0 1 000 000
MORGAN STANLEY 2.7% 11/52 MSBAM 994 380 0.0 1 489 000
RR 18 LTD FLT 10/34 RRAM 995 245 0.0 1 000 000
FEDERAL 6.5% 11/27 NGERIA 1 014 200 0.0 1 100 000
OCTAGON FLT 04/35 OCT45 991 989 0.0 1 000 000
PRPM 2021-11 STEP 11/26 PRPM 1 025 184 0.0 1 029 425
PRPM 2024-1 STEP 02/29 PRPM 1 003 141 0.0 1 000 398
ROMANIA BOND 7.5% 02/37 ROMANI 1 008 500 0.0 1 000 000
GNMA 2024-126 FLT 08/54 GNR 996 711 0.0 19 116 908
TRANSNET SOC 8.25% 02/28 SAFTRA 1 000 480 0.0 1 000 000
SANTANDER 5.45% 03/30 SDART 1 011 947 0.0 1 000 000
UBER 7.5% 09/27 UBER 1 018 816 0.0 1 007 000
WELLS FARGO VAR 07/35 WFCM 1 006 301 0.0 1 000 000
GNMA 2025-30 SC FLT 02/55 GNR 1 010 585 0.0 12 157 347
GNMA 2021-28 IO VAR 10/62 GNR 1 010 841 0.0 13 346 503
CARLYLE GLOBAL FLT 01/32 CGMS 994 290 0.0 1 000 000
DRYDEN 80 CLO FLT 01/33 DRSLF 995 335 0.0 1 000 000
QUIKRETE HOLDINGS, INC 1 021 125 0.0 1 050 000
AFFIRM ASSET 6.16% 02/29 AFFRM 1 007 215 0.0 1 000 000
APIDOS CLO XXIX FLT 07/30 APID 996 850 0.0 1 000 000
BALLYROCK CLO FLT 10/34 BALLY 992 864 0.0 1 000 000
BLUEMOUNTAIN FLT 10/34 BLUEM 988 984 0.0 1 000 000
CREDIT 5.39% 01/35 CAALT 1 005 241 0.0 1 000 000
GNMA 2021-180 VAR 11/63 GNR 1 023 021 0.0 14 364 400
CARLYLE GLOBAL FLT 07/32 CGMS 993 860 0.0 1 000 000
CARLYLE US CLO FLT 10/37 CGMS 1 007 780 0.0 1 000 000
DRYDEN 53 CLO FLT 01/31 DRSLF 992 163 0.0 1 000 000
REPUBLIC OF STEP 07/30 ECUA 996 200 0.0 1 700 000
ENERGIZER 4.375% 03/29 ENR 1 025 168 0.0 1 117 000
FHLMC VAR 07/29 FHMS 988 941 0.0 30 000 000
FHLMCGLD 4.93% 06/28 FR 1 011 432 0.0 1 000 000
GNMA II MORTPASS 6% 09/54 G2 1 017 452 0.0 994 345
GNMA II MORTPASS 6% 10/54 G2 1 018 558 0.0 995 426
GOLDENTREE LOAN FLT 07/30 GLD12 996 960 0.0 1 000 000
GNMA 2017-70 IO VAR 02/59 GNR 1 016 124 0.0 42 867 236
GNMA 2021-170 VAR 05/63 GNR 1 006 350 0.0 13 309 228
REPUBLIC OF 6.25% 05/33 SENEGL 956 200 0.0 1 400 000
LENDINGPOINT 4.54% 06/29 LDPT 967 071 0.0 1 596 603
REPUBLIC OF 7.25% 03/31 MONTEN 970 187 0.0 950 000
PETROLEOS 6.49% 01/27 PEMEX 970 550 0.0 1 000 000
HOWARD 8.875% 07/28 HOWMID 956 900 0.0 935 000
TORONTO-DOMINIO VAR 10/82 TD 975 980 0.0 950 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty 975 951 0.0 328
WELLS FARGO 4.212% 05/51 WFCM 984 291 0.0 1 000 000
WELLS FARGO 4.464% 05/51 WFCM 977 643 0.0 1 000 000
HASHEMITE 5.75% 01/27 JORDAN 963 750 0.0 1 000 000
CONNECTICUT FLT 12/41 CAS 978 585 0.0 983 196
GNMA 2024-17 IO VAR 06/65 GNR 966 599 0.0 12 724 825
GNMA II 6.5% 02/54 G2 954 675 0.0 924 391
FHLMC VAR 08/30 FHMS 948 559 0.0 17 800 725
EXETER 6.68% 04/29 EART 975 442 0.0 954 000
CLEVELAND-CL 5.875% 06/27 CLF 951 880 0.0 970 000
CITIGROUP VAR 03/51 CGCMT 972 285 0.0 1 000 000
ALBERTSONS 3.5% 03/29 ACI 960 397 0.0 1 040 000
CREDIT 6.71% 07/34 CAALT 960 729 0.0 930 000
BENCHMARK VAR 07/51 BMARK 979 339 0.0 1 000 000
GABONESE 7% 11/31 GABON 981 750 0.0 1 400 000
MULTIFAMILY FLT 11/53 MCAS 923 530 0.0 825 000
IHEARTCOMMUN 9.125% 05/29 IHRT 917 700 0.0 1 288 000
HASHEMITE 7.375% 10/47 JORDAN 922 284 0.0 1 100 000
LHOME MORTGAGE STEP 01/28 LHOME 940 111 0.0 939 910
MASTERBRAND INC 7% 07/32 MASBRA 934 607 0.0 950 000
SUNOCO LP / 4.5% 05/29 SUN 948 238 0.0 1 015 000
FEDERAL 7.143% 02/30 NGERIA 935 550 0.0 1 100 000
OCP SA 7.5% 05/54 OCPMR 911 682 0.0 900 000
PETROLEOS 6.7% 02/32 PEMEX 942 590 0.0 1 100 000
SM ENERGY 6.625% 01/27 SM 914 427 0.0 940 000
GNMA 2021-3 IO VAR 09/62 GNR 931 260 0.0 14 205 155
SYMPHONY CLO FLT 04/31 SYMP 933 182 0.0 940 000
GNMA 2023-51 IO VAR 05/65 GNR 927 896 0.0 11 442 288
GOLDMAN SACHS VAR 12/49 GS 913 529 0.0 950 000
GNMA 2020-143 VAR 03/62 GNR 929 854 0.0 14 464 750
ENERGIZER 4.75% 06/28 ENR 922 579 0.0 977 000
GNMA 2019-130 VAR 01/62 GNR 941 524 0.0 17 949 083
VARSITY BRANDS INC 941 220 0.0 996 000
COMM VAR 02/47 COMM 944 841 0.0 1 000 000
REPUBLIC OF 6.55% 04/34 COSTAR 934 720 0.0 920 000
EMERA INC VAR 06/76 EMACN 928 514 0.0 930 000
DRIVE AUTO 4.94% 05/32 DRIVE 945 046 0.0 950 000
FHLMC VAR 04/34 FHMS 936 156 0.0 2 500 000
FHLMC VAR 11/33 FHMS 937 197 0.0 2 700 000
FHLMC VAR 12/37 FHMS 920 377 0.0 4 500 000
FNMA REMICS 2.5% 09/48 FNR 922 367 0.0 1 037 701
GNMA II MORTPASS 6% 10/54 G2 947 515 0.0 925 996
FEDERAL 8.747% 01/31 NGERIA 901 250 0.0 1 000 000
GS MORTGAGE VAR 05/50 GSMS 896 072 0.0 1 000 000
GNMA 2024-31 IO VAR 02/66 GNR 872 275 0.0 9 892 840
JPMDB VAR 06/49 JPMDB 880 536 0.0 1 000 000
LENDMARK 4.47% 02/34 LFT 906 567 0.0 915 000
MORGAN STANLEY VAR 07/50 MSBAM 884 445 0.0 900 000
TENET 6.75% 05/31 THC 876 438 0.0 869 000
REPUBLIC OF 5.6% 03/48 PARGUY 873 440 0.0 1 000 000
POST 6.25% 02/32 POST 887 667 0.0 886 000
ECHOSTAR 6.75% 11/30 SATS 902 774 0.0 1 015 000
SPIRIT 9.375% 11/29 SPR 876 315 0.0 827 000
FHLMC STACR FLT 04/43 STACR 890 225 0.0 883 828
GNMA 2025-23 SL FLT 02/55 GNR 907 770 0.0 11 988 242
JPMCC VAR 03/50 JPMCC 896 988 0.0 1 050 000
GNMA 2020-38 IO VAR 04/62 GNR 889 797 0.0 14 660 247
CFCRE VAR 11/49 CFCRE 890 703 0.0 1 000 000
FREMF ZERO 10/32 FREMF 888 737 0.0 1 300 000
1211 AVENUE OF VAR 08/35 AOTA 878 543 0.0 935 000
BUSINESS JET 7.974% 09/39 BJETS 873 212 0.0 873 931
CREDIT 5.92% 05/33 CAALT 905 083 0.0 900 000
CD 2017-CD3 3.833% 02/50 CD 886 758 0.0 1 000 000
BOMBARDIER 8.75% 11/30 BBDBCN 896 237 0.0 860 000
CHS/COMMUNIT 5.625% 03/27 CYH 899 436 0.0 950 000
EXETER 3.04% 12/28 EART 876 311 0.0 900 000
ENTEGRIS INC 4.75% 04/29 ENTG 894 678 0.0 935 000
FHLMC VAR 01/27 FHMS 892 997 0.0 41 187 268
FREMF 2017-KF40 FLT 11/27 FREMF 895 523 0.0 943 699
DRIVE AUTO 4.67% 05/32 DRIVE 907 272 0.0 907 000
NUSTAR 6.375% 10/30 NSUS 858 688 0.0 855 000
GNMA 2017-9 IO VAR 01/57 GNR 857 251 0.0 22 127 302
GS MORTGAGE VAR 10/48 GSMS 839 238 0.0 1 000 000
REPUBLIC OF 6.25% 01/27 HONDUR 835 550 0.0 850 000
MV24 6.748% 06/34 MVFPSO 861 798 0.0 902 520
BANCO SANTANDER SA VAR SANTAN 865 310 0.0 800 000
ISLAMIC 6% 04/26 PKSTAN 848 250 0.0 900 000
PRPM 2024-5 STEP 09/29 PRPM 856 328 0.0 856 602
ZF NORTH 6.75% 04/30 ZFFNGR 854 366 0.0 938 000
SIX FLAGS 6.625% 05/32 FUN 848 598 0.0 849 000
GAP INC/THE 3.625% 10/29 GAP 870 746 0.0 995 000
SINCLAIR 8.125% 02/33 SBGI 867 663 0.0 900 000
SIX FLAGS 5.25% 07/29 FUN 838 724 0.0 910 000
BANK5 6.5% 12/56 BANK5 868 338 0.0 822 332
EMRLD BORROWER LP 841 134 0.0 867 891
ANTERO 5.75% 03/27 AM 853 921 0.0 865 000
ANTERO 5.375% 03/30 AR 860 455 0.0 880 000
ANTERO 5.375% 06/29 AM 855 791 0.0 885 000
FNMA FLT 05/30 CAS 845 379 0.0 790 000
CIVITAS 8.375% 07/28 CIVI 839 630 0.0 830 000
COMMSCOPE 4.75% 09/29 COMM 834 545 0.0 975 000
CENTRAIS 6.5% 01/35 ELEBRA 855 290 0.0 890 000
FNMA MORTPASS 4.99% 06/34 FN 868 497 0.0 840 000
ESKOM 8.45% 08/28 ESKOM 811 248 0.0 800 000
WESCO 6.375% 03/29 WCC 825 157 0.0 823 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty -807 480 0.0 -363
OPORTUN 11.34% 10/29 OPTN 823 788 0.0 816 075
FHLMC MSCR FLT 09/43 MSCR 797 561 0.0 790 658
LENDMARK 8.47% 02/34 LFT 803 335 0.0 800 000
INEOS FINANCE 7.5% 04/29 INEGRP 814 759 0.0 850 000
GNMA 2021-168 VAR 05/63 GNR 823 458 0.0 13 014 912
FHLMC VAR 03/49 FHMS 826 782 0.0 13 766 615
FHLMC VAR 03/38 FHMS 795 507 0.0 3 000 000
CSN INOVA 6.75% 01/28 CSNABZ 827 208 0.0 900 000
CIVITAS 8.75% 07/31 CIVI 819 770 0.0 827 000
CARLYLE GLOBAL FLT 07/32 CGMS 796 052 0.0 800 000
FNMA FLT 10/29 CAS 827 493 0.0 780 000
CONNECTICUT FLT 05/43 CAS 829 077 0.0 818 046
CREDIT 5.68% 03/34 CAALT 816 244 0.0 805 000
BENIN 7.96% 02/38 BENIN 826 500 0.0 950 000
AVIS BUDGET 5.49% 06/29 AESOP 816 913 0.0 800 000
FREMF 2017-KF38 FLT 09/24 828 125 0.0 828 827
REPUBLIC OF 8% 11/35 COLOM 798 400 0.0 800 000
REPUBLIC 5.23% 12/31 REPS 770 840 0.0 800 000
NRG ENERGY 3.625% 02/31 NRG 755 922 0.0 860 000
NUSTAR 5.625% 04/27 NSUS 761 557 0.0 770 000
OWENS-BROCKW 6.625% 05/27 OI 780 039 0.0 790 000
PRET 2024-RN1 STEP 03/54 PRET 788 222 0.0 782 493
PRPM 2024-2 STEP 03/29 PRPM 776 356 0.0 773 989
SUNOCO LP / 4.5% 04/30 SUN 785 265 0.0 850 000
REPUBLIC OF 5.5% 08/31 RWANDA 757 750 0.0 1 000 000
LUMEN 4.125% 04/30 LUMN 773 181 0.0 835 872
SANTANDER 1.33% 09/27 SDART 763 314 0.0 770 561
SERBIA 6% 06/34 SERBIA 788 600 0.0 800 000
REPUBLIC OF 7.625% 05/34 TURKEY 769 730 0.0 764 000
UBS COMMERCIAL 3% 05/51 UBSCM 786 174 0.0 1 000 000
MADISON PARK FLT 07/31 MDPK 791 072 0.0 791 508
FEDERATIVE 7.125% 05/54 BRAZIL 756 800 0.0 800 000
LUMEN 4.125% 04/29 LUMN 768 924 0.0 835 788
CITIGROUP 3.225% 09/48 CGCMT 789 094 0.0 860 000
LHOME MORTGAGE STEP 01/29 LHOME 757 585 0.0 750 000
LSF12 CROWN US COMMERCIA 761 122 0.0 804 000
ANGEL OAK VAR 07/49 AOMT 770 113 0.0 800 000
BENCHMARK 3% 03/52 BMARK 786 976 0.0 1 240 000
BENCHMARK VAR 07/55 BMARK 773 962 0.0 800 000
AERCAP IRELAND 3% 10/28 AER 761 683 0.0 810 000
CHS/COMMUNITY 6% 01/29 CYH 784 901 0.0 905 000
ARAB REPUBLIC 7.5% 01/27 EGYPT 771 624 0.0 800 000
FHLMC VAR 11/30 FHMS 783 495 0.0 19 659 001
GNMA 2019-144 VAR 01/62 GNR 788 876 0.0 13 410 615
GNMA 2025-1 SV FLT 01/55 GNR 773 818 0.0 9 952 894
JPMCC VAR 03/50 JPMCC 790 752 0.0 850 000
FORD MOTOR 7.2% 06/30 F 719 720 0.0 700 000
SANTANDER UK VAR 01/29 SANUK 748 140 0.0 720 000
PROGRESS 6.15% 03/40 PROG 741 223 0.0 736 000
PRET 2024-NPL5 STEP 09/54 PRET 752 623 0.0 752 562
PETROLEOS 5.35% 02/28 PEMEX 732 208 0.0 800 000
REPUBLIC OF 6.4% 02/35 PANAMA 751 752 0.0 800 000
IHO 7.75% 11/30 IHOVER 737 042 0.0 776 000
REPUBLIC OF 8.625% 11/34 HONDUR 740 197 0.0 750 000
GNMA 2014-88 AJ VAR 03/55 GNR 723 357 0.0 809 696
FHLMC VAR 01/31 FHMS 716 537 0.0 17 349 036
GNMA II 6.5% 07/54 G2 717 994 0.0 695 218
CARNIVAL 7.625% 03/26 CCL 742 572 0.0 744 000
BMO 2024-5C7 VAR 11/57 BMO 749 717 0.0 19 944 799
CARNIVAL 5.75% 03/27 CCL 742 323 0.0 750 000
BENCHMARK 3.4582% 03/55 BMARK 724 719 0.0 800 000
BMO 2024-5C3 VAR 02/57 BMO 718 977 0.0 700 000
BENCHMARK 2.256% 06/54 BMARK 753 116 0.0 800 000
BPCE SA 5.125% 01/28 BPCEGP 733 145 0.0 725 000
BRASKEM 7.25% 02/33 BRASKM 718 500 0.0 800 000
BX COMMERCIAL FLT 11/38 BX 725 060 0.0 728 703
CREDIT 6.03% 05/34 CAALT 722 762 0.0 708 000
NYMT LOAN STEP 09/39 NYMT 696 469 0.0 700 000
GNMA 2021-110 VAR 11/63 GNR 703 437 0.0 10 204 220
GNMA 2021-220 VAR 12/63 GNR 692 910 0.0 10 869 673
GNMA 2023-15 AB VAR 08/63 GNR 705 624 0.0 729 948
GS MORTGAGE 2.753% 05/49 GSMS 685 343 0.0 750 000
GRAY MEDIA INC 7% 05/27 GTN 681 341 0.0 710 000
REPUBLIC OF 6.6% 06/36 GUATEM 700 218 0.0 700 000
NEXTERA ENERGY VAR 09/54 NEE 682 449 0.0 680 000
ROYAL 5.625% 09/31 RCL 678 367 0.0 695 000
GNMA 2020-161 VAR 08/62 GNR 680 956 0.0 8 911 317
OMAN 6.75% 01/48 OMAN 715 750 0.0 700 000
CD&R SMOKEY 9.5% 10/29 PETSAF 678 855 0.0 813 000
PRUDENTIAL VAR 09/52 PRU 688 506 0.0 690 000
DEMOCRATIC STEP 06/35 SRILAN 688 600 0.0 1 100 000
EXPAND 5.375% 03/30 SWN 688 570 0.0 695 000
WARNERMEDIA 3.755% 03/27 WBD 698 826 0.0 720 000
GNMA 2021-108 VAR 06/61 GNR 711 613 0.0 9 534 304
CONNECTICUT FLT 07/43 CAS 694 726 0.0 680 000
GNMA II 6.5% 08/54 G2 683 468 0.0 660 431
CREDIT 6.48% 03/33 CAALT 704 578 0.0 700 000
GNMA II 6.5% 06/54 G2 684 113 0.0 662 412
FIRST ADVANTAGE HOLDINGS 679 048 0.0 698 250
AMER SPORTS 6.75% 02/31 AS 700 630 0.0 700 000
AVOLON 4.375% 05/26 AVOL 695 870 0.0 700 000
AMERICAN 6.875% 07/28 AXL 710 463 0.0 780 000
BX COMMERCIAL FLT 02/39 BX 703 936 0.0 708 363
BCPE PEQUOD BUYER INC 704 365 0.0 716 000
COMM 2018-COR3 VAR 05/51 COMM 694 814 0.0 800 000
FHLMC VAR 06/27 FHMS 687 425 0.0 41 095 755
FHLMC VAR 09/44 FHMS 689 688 0.0 15 000 000
FHLMC VAR 10/46 FHMS 715 154 0.0 10 000 000
FNMA REMICS FLT 03/55 FNR 690 094 0.0 7 974 871
FREMF 2019-KF72 FLT 11/26 FREMF 705 478 0.0 730 796
ENTERGY CORP VAR 12/54 ETR 689 039 0.0 690 000
FEDERAL 8.25% 09/51 NGERIA 645 300 0.0 900 000
GNMA 2021-126 VAR 05/63 GNR 652 530 0.0 9 515 398
GNMA 2021-150 VAR 11/63 GNR 641 351 0.0 7 965 718
GNMA 2024-128 FLT 08/54 GNR 665 726 0.0 7 364 870
REPUBLIC OF 6.125% 06/33 IVYCST 673 600 0.0 800 000
MARINER 5.73% 11/38 MFIT 648 001 0.0 635 000
MGM RESORTS 6.5% 04/32 MGM 651 011 0.0 685 000
STACR TRUST FLT 02/47 STACR 654 259 0.0 600 000
OWENS & MINOR 4.5% 03/29 OMI 665 916 0.0 850 000
DEMOCRATIC 4% 04/28 SRILAN 649 281 0.0 701 167
TALLGRASS 6% 12/30 TEP 662 595 0.0 715 000
TERMOCANDELAR 7.75% 09/31 TERMOC 642 687 0.0 650 000
WESTLAKE 6.47% 03/29 WLAKE 651 188 0.0 632 000
FREMF 2019-KF59 FLT 02/29 FREMF 646 240 0.0 675 974
GLS AUTO 7.01% 01/29 GCAR 668 622 0.0 652 000
GNMA II 6.5% 03/54 G2 674 400 0.0 653 007
FNMA MORTPASS 4.62% 07/28 FN 654 960 0.0 650 000
DRYDEN 64 CLO FLT 04/31 DRSLF 644 035 0.0 644 386
ICON PARENT INC 662 060 0.0 675 000
NEW YORK N Y 6.033% 12/31 667 182 0.0 650 000
BANCO VAR 12/49 BANORT 673 750 0.0 700 000
BBCMS MORTGAGE VAR 07/56 BBCMS 652 651 0.0 13 136 768
CITIGROUP VAR 12/72 CGCMT 668 521 0.0 20 013 391
CORECIVIC 8.25% 04/29 CXW 663 461 0.0 635 000
STANDARD 4.375% 07/30 BMCAUS 647 977 0.0 715 000
REPUBLIC OF STEP 07/35 ECUA 668 997 0.0 1 389 403
ELEMENT 3.875% 09/28 ESI 664 640 0.0 715 000
FHLMC VAR 06/29 FHMS 667 969 0.0 21 159 242
FHLMC VAR 11/29 FHMS 655 119 0.0 25 946 467
FHLMC VAR 11/48 FHMS 642 335 0.0 5 000 000
FHLMC REMICS FLT 03/55 FHR 665 668 0.0 9 289 833
FNMA MORTPASS 1.97% 01/34 FN 664 305 0.0 800 000
RHP HOTEL 7.25% 07/28 RHP 615 630 0.0 610 000
GNMA 2021-11 IO VAR 12/62 GNR 631 700 0.0 8 438 320
GNMA 2021-40 IO VAR 02/63 GNR 637 005 0.0 10 095 115
HERTZ VEHICLE 5.94% 02/28 HERTZ 606 267 0.0 595 000
HESS 4.25% 02/30 HESM 632 234 0.0 675 000
FHLMC FLT 01/51 MSCR 636 063 0.0 638 588
OCP SA 5.125% 06/51 OCPMR 608 000 0.0 800 000
OPORTUN 5.48% 08/29 OPTN 629 450 0.0 628 000
PRIME 5.75% 04/26 PRSESE 622 536 0.0 626 000
WE SODA 9.5% 10/28 WESODA 611 100 0.0 600 000
SM ENERGY CO 6.75% 09/26 SM 637 297 0.0 645 000
REPUBLIC OF 5.75% 09/49 SOAF 637 875 0.0 900 000
TEREX CORP 5% 05/29 TEX 602 565 0.0 645 000
TRIVIUM 5.5% 08/26 TRIVIU 635 359 0.0 650 000
VERUS STEP 05/68 VERUS 619 184 0.0 618 691
VERUS STEP 12/67 VERUS 614 505 0.0 615 048
WAYFAIR LLC 7.75% 09/30 W 608 317 0.0 663 000
GNMA II MORTPASS 6% 12/54 G2 612 674 0.0 598 322
GNMA 2020-194 VAR 06/62 GNR 605 666 0.0 8 187 810
CONNECTICUT FLT 06/39 CAS 619 947 0.0 594 256
FREMF 2020-KF76 FLT 01/30 FREMF 625 122 0.0 639 509
NATIONSTAR 5.5% 08/28 COOP 629 818 0.0 640 000
FNMA REMICS FLT 12/54 FNR 613 554 0.0 7 790 503
1261229 BC LTD 634 187 0.0 695 000
ADIENT US LLC 602 581 0.0 634 296
ASCENT 6.625% 10/32 ASCRES 605 937 0.0 620 000
BENCHMARK VAR 11/55 BMARK 636 151 0.0 604 000
BANK OF NOVA VAR 10/82 BNS 619 505 0.0 600 000
BUCKEYE 6.75% 02/30 BPL 620 334 0.0 616 000
CENTRAL 4.125% 10/30 CENT 632 346 0.0 700 000
BNP PARIBAS SA VAR BNP 636 295 0.0 650 000
INSTITUTO 6.375% 05/43 COSICE 623 217 0.0 700 000
COOPER-STANDA 13.5% 03/27 CPS 635 393 0.0 613 500
CSAIL 2020-C19 2.5% 03/53 CSAIL 605 348 0.0 2 000 000
FHLMC VAR 02/49 FHMS 615 260 0.0 5 000 000
FHLMC VAR 03/29 FHMS 635 426 0.0 32 079 912
FHLMC VAR 05/28 FHMS 624 236 0.0 25 267 120
FHLMC VAR 08/51 FHMS 611 913 0.0 8 380 000
FHLMC VAR 09/48 FHMS 636 511 0.0 5 000 000
GNMA 2024-56 IO VAR 11/65 GNR 570 871 0.0 7 456 327
MGM RESORTS 6.125% 09/29 MGM 567 420 0.0 584 000
HASHEMITE 4.95% 07/25 JORDAN 595 500 0.0 600 000
ICAHN 6.25% 05/26 IEP 592 489 0.0 608 000
DRIVEN 7.393% 10/52 HONK 578 988 0.0 572 310
GNMA 2021-147 VAR 06/61 GNR 568 657 0.0 7 558 928
GNMA 2023-126 VAR 07/65 GNR 570 955 0.0 8 063 250
GNMA 2021-151 VAR 04/63 GNR 563 067 0.0 7 821 429
GNMA 2021-10 IO VAR 05/63 GNR 587 917 0.0 7 778 820
NGL ENERGY 8.125% 02/29 NGL 568 829 0.0 581 000
MITER BRANDS 6.75% 04/32 MIWIDO 578 976 0.0 595 000
VENTURE GLOBAL 7% 01/30 VENLNG 598 785 0.0 631 000
ONDECK ASSET 4.98% 10/31 ONDK 598 640 0.0 600 000
REPUBLIC OF 7.875% 03/57 PANAMA 585 300 0.0 600 000
INTERNATIONAL 12% 03/33 QUIPOR 577 593 0.0 545 462
RHP HOTEL 6.5% 04/32 RHP 586 019 0.0 595 000
RINGCENTRAL 8.5% 08/30 RNG 563 469 0.0 545 000
SOUTH BOW 4.911% 09/27 SOBOCN 597 172 0.0 595 000
SENSATA 6.625% 07/32 ST 569 598 0.0 600 000
FHLMC STACR FLT 05/42 STACR 588 407 0.0 550 000
UNITED 6.125% 03/34 URI 589 681 0.0 590 000
WESTLAKE 6.02% 10/29 WLAKE 585 315 0.0 576 000
GNMA 2013-174 VAR 10/53 GNR 570 023 0.0 34 715 640
GNMA 2020-6 IO VAR 10/62 GNR 567 453 0.0 9 630 348
FEDERAL 7.625% 11/25 NGERIA 597 258 0.0 600 000
GNMA II MORTPASS 6% 12/54 G2 578 117 0.0 564 575
CONNECTICUT FLT 01/43 CAS 568 611 0.0 550 000
GNMA II 6.5% 07/54 G2 563 894 0.0 546 007
ATHENAHEALTH GROUP INC 584 377 0.0 598 465
MEDLINE BORROWER, LP 586 552 0.0 597 000
PAREXEL INTERNATIONAL, I 565 833 0.0 574 054
PETCO HEALTH AND WELLNES 585 751 0.0 665 000
ARDAGH 5.25% 08/27 ARGID 565 668 0.0 1 225 000
AMERICAN AXLE & 5% 10/29 AXL 561 628 0.0 675 000
BENIN 7.96% 02/38 BENIN 591 600 0.0 680 000
KINGDOM OF 7.5% 09/47 BHRAIN 575 400 0.0 600 000
BNP PARIBAS SA VAR 05/30 BNP 591 149 0.0 580 000
ROCKET SOFTWARE, INC. 581 123 0.0 594 500
CLEAR 7.75% 04/28 CCO 572 292 0.0 707 000
FORD MOTOR 5.125% 06/25 F 598 808 0.0 600 000
AHEAD DB HOLDINGS LLC 582 115 0.0 593 238
FHLMCGLD 3.55% 10/32 FR 565 202 0.0 600 000
FHLMC VAR 12/35 FHMS 589 688 0.0 13 388 661
FHLMC VAR 01/30 FHMS 571 201 0.0 13 019 602
FHLMC VAR 11/30 FHMS 597 651 0.0 116 738 000
FORD MOTOR 4.389% 01/26 F 594 333 0.0 600 000
EXPAND 5.375% 02/29 EXE 561 541 0.0 565 000
CAESARS 6.5% 02/32 CZR 572 214 0.0 580 000
CENTRAL 5.125% 02/28 CENT 596 044 0.0 610 000
NOVELIS 3.875% 08/31 HNDLIN 526 117 0.0 616 000
PRESTIGE 5.125% 01/28 PBH 541 749 0.0 560 000
LEVEL 3 4.875% 06/29 LVLT 534 946 0.0 645 000
MORGAN STANLEY VAR 05/48 MSC 542 892 0.0 545 000
NEXSTAR 4.75% 11/28 NXST 539 164 0.0 585 000
OBX 2023-NQM7 STEP 04/63 OBX 549 949 0.0 543 782
OWENS & MINOR 10% 04/30 OMI 553 645 0.0 570 000
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty 529 873 0.0 447
ROYAL CARIBBEAN 6% 02/33 RCL 553 091 0.0 560 000
SMYRNA 8.875% 11/31 SMYREA 558 014 0.0 555 000
SEAGATE HDD 8.25% 12/29 STX 526 086 0.0 505 000
TENET 6.125% 06/30 THC 558 905 0.0 563 000
VENTURE 9.5% 02/29 VENLNG 554 910 0.0 530 000
GNMA 2023-28 IO VAR 02/65 GNR 539 705 0.0 7 791 835
GNMA 2025-7 SL FLT 01/55 GNR 526 448 0.0 5 974 501
GNMA 2025-23 SE FLT 02/55 GNR 558 439 0.0 7 392 411
GNMA 2022-149 VAR 06/64 GNR 526 905 0.0 13 036 515
DT AUTO OWNER 5.55% 10/28 DTAOT 527 174 0.0 525 000
WAND NEWCO 3, INC. 535 608 0.0 551 224
ALBERTSONS 4.875% 02/30 ACI 530 415 0.0 555 000
REPUBLIC OF 9.125% 11/49 ANGOL 552 500 0.0 800 000
1011778 BC ULC 4% 10/30 BCULC 529 412 0.0 585 000
CONNECTICUT FLT 05/43 CAS 527 463 0.0 500 000
DOMINICAN 7.05% 02/31 DOMREP 524 473 0.0 510 000
AIR LEASE 5.85% 12/27 AL 556 159 0.0 540 000
FHLMC VAR 04/29 FHMS 543 295 0.0 55 000 000
FHLMC VAR 10/44 FHMS 545 608 0.0 12 000 000
FREMF ZERO 06/29 FREMF 559 352 0.0 790 000
GNMA II 6.5% 04/54 G2 525 913 0.0 509 230
GNMA 2021-22 IO VAR 05/63 GNR 546 134 0.0 7 622 800
GNMA II MORTPASS 6% 01/55 G2 558 296 0.0 545 218
FHLMC VAR 10/34 FHMS 552 230 0.0 2 500 000
GNMA 2022-52 IO VAR 06/64 GNR 490 617 0.0 9 515 385
LHOME MORTGAGE STEP 06/28 LHOME 503 466 0.0 500 000
IRON 5.25% 07/30 IRM 486 087 0.0 510 000
GS MORTGAGE 3% 07/52 GSMS 512 619 0.0 800 000
GNMA 2024-151 FLT 09/54 GNR 513 686 0.0 4 811 824
REPUBLIC OF STEP 07/35 GHANA 501 468 0.0 765 600
GNMA 2020-56 IO VAR 11/61 GNR 485 655 0.0 7 173 425
GNMA 2018-85 IO VAR 07/60 GNR 502 493 0.0 13 653 197
GNMA II MORTPASS 6% 07/54 G2 507 304 0.0 495 783
GNMA II MORTPASS 6% 01/55 G2 519 490 0.0 507 321
GNMA II 6.5% 08/54 G2 513 868 0.0 496 933
MORGAN STANLEY VAR 11/52 MSBAM 506 681 0.0 595 000
MARINER 11.12% 10/35 MFIT 521 990 0.0 500 000
FHLMC STACR FLT 04/42 STACR 513 090 0.0 500 000
FHLMC FLT 10/44 MSCR 511 183 0.0 500 000
NEWELL 6.375% 05/30 NWL 517 772 0.0 575 000
PERMIAN 5.875% 07/29 PR 492 350 0.0 510 000
PRPM 2020-6 STEP 11/25 PRPM 495 664 0.0 494 847
RB GLOBAL 6.75% 03/28 RBACN 510 300 0.0 505 000
SCOTTS 5.25% 12/26 SMG 485 156 0.0 500 000
FNMA REMICS FLT 02/55 FNR 515 206 0.0 6 216 108
FHLMC STACR FLT 09/41 STACR 518 355 0.0 500 000
REPUBLIC 6.9474% 05/32 UZBEK 494 220 0.0 500 000
VISTRA 6.875% 04/32 VST 512 846 0.0 505 000
WESCO 6.625% 03/32 WCC 487 221 0.0 485 000
WELLS FARGO VAR 07/35 WFCM 501 484 0.0 500 000
GNMA II 6.5% 06/54 G2 493 461 0.0 475 763
REPUBLIC OF 8% 04/33 COLOM 510 000 0.0 500 000
FIRSTKEY 3.638% 08/37 FKH 494 530 0.0 500 000
COMSTOCK 6.75% 03/29 CRK 505 646 0.0 530 000
MADISON IAQ LLC 489 048 0.0 498 708
FHLMC VAR 12/32 FHMS 520 577 0.0 16 494 747
SPX FLOW INC 491 565 0.0 500 000
WEC US HOLDINGS LTD. 484 902 0.0 497 493
W.R. GRACE HOLDINGS LLC 508 810 0.0 528 634
AIMCO CLO 14 FLT 04/34 AIMCO 496 717 0.0 500 000
AXALTA 4.75% 06/27 AXTA 485 985 0.0 500 000
MINERVA 8.875% 09/33 BEEFBZ 517 875 0.0 500 000
BAPCO 7.5% 10/27 BEXBAH 511 250 0.0 500 000
WAND NEWCO 7.625% 01/32 CALCOL 521 606 0.0 519 000
CHEMOURS 4.625% 11/29 CC 493 862 0.0 610 000
COREBRIDGE VAR 12/52 CRBG 505 138 0.0 500 000
MH SUB I, LLC 513 009 0.0 551 066
DOMINICAN 7.05% 02/31 DOMREP 514 190 0.0 500 000
FORD MOTOR 4.271% 01/27 F 511 358 0.0 525 000
EXETER 6.32% 08/29 EART 508 694 0.0 500 000
FHLMC VAR 05/48 FHMS 491 062 0.0 3 400 000
FHLMC VAR 03/49 FHMS 502 514 0.0 4 000 000
FHLMC VAR 01/45 FHMS 491 306 0.0 14 999 854
FHLMC VAR 08/29 FHMS 488 044 0.0 14 318 370
ENFRAGEN 5.375% 12/30 ENFRAG 512 250 0.0 600 000
ARAB REPUBLIC 8.5% 01/47 EGYPT 491 575 0.0 700 000
ARAB 8.7002% 03/49 EGYPT 500 500 0.0 700 000
ARAB 7.625% 05/32 EGYPT 488 538 0.0 600 000
EXETER 6.69% 06/29 EART 510 064 0.0 500 000
PAGAYA AI 3.27% 05/29 PAID 475 265 0.0 494 570
GNMA 2025-1 SL FLT 01/55 GNR 452 612 0.0 4 585 988
HILCORP 6.25% 04/32 HILCRP 455 622 0.0 509 000
INEOS 6.75% 05/28 INEGRP 483 488 0.0 500 000
JPMDB 2.5% 11/52 JPMDB 469 395 0.0 1 000 000
REPUBLIC OF 7.25% 02/28 KENINT 456 250 0.0 500 000
LENDMARK 5.69% 02/34 LFT 452 740 0.0 450 000
NRG ENERGY INC 6% 02/33 NRG 482 306 0.0 496 000
NEWELL 6.625% 05/32 NWL 467 196 0.0 522 000
OBX 2023-NQM3 STEP 02/63 OBX 466 443 0.0 465 707
ONDECK ASSET 7% 08/30 ONDK 476 865 0.0 468 000
TENET 6.25% 02/27 THC 449 048 0.0 452 000
PERMIAN 6.25% 02/33 PR 452 479 0.0 461 000
RAVEN 6.875% 11/31 RCM 477 225 0.0 501 000
ROCKIES 6.75% 03/33 ROCKIE 479 127 0.0 478 000
SM ENERGY CO 6.75% 08/29 SM 448 928 0.0 478 000
SEAGATE HDD 4.091% 06/29 STX 478 512 0.0 520 000
TIERRA 5.75% 12/40 TIEMOD 481 173 0.0 520 362
VERUS STEP 03/68 VERUS 449 770 0.0 448 641
WESTLAKE 6.79% 11/28 WLAKE 448 680 0.0 437 000
XEROX 5.5% 08/28 XRX 471 875 0.0 755 000
GNMA 2023-108 VAR 08/59 GNR 462 151 0.0 11 922 609
GNMA 2024-30 SC FLT 02/54 GNR 445 217 0.0 4 692 739
DOMINICAN 6% 02/33 DOMREP 481 720 0.0 500 000
GNMA 2022-165 VAR 06/64 GNR 478 449 0.0 9 397 384
DANA INC 5.625% 06/28 DAN 461 606 0.0 480 000
GNMA 2021-120 VAR 02/63 GNR 472 197 0.0 6 218 295
MITER BRANDS ACQUISITION 478 424 0.0 497 493
TEREX CORPORATION 447 471 0.0 450 000
AERCAP IRELAND VAR 03/55 AER 461 716 0.0 460 000
VM MASTER STEP 05/25 ARMI 475 273 0.0 474 465
CONNECTICUT FLT 02/44 CAS 455 735 0.0 460 000
FNMA FLT 02/30 CAS 479 439 0.0 450 000
REPUBLIC OF 3.125% 04/31 COLOM 483 000 0.0 600 000
CSN 4.625% 06/31 CSNABZ 450 000 0.0 600 000
BENCHMARK 5.8053% 01/57 BMARK 455 797 0.0 440 549
CSC HOLDINGS, LLC 474 122 0.0 494 949
FHLMC VAR 06/30 FHMS 448 880 0.0 7 902 694
FIEMEX 7.25% 01/41 FIEMEX 473 541 0.0 483 205
FREMF 2019-KF60 FLT 02/26 FREMF 466 521 0.0 473 285
FREMF FLT 12/32 FREMF 447 516 0.0 437 268
GNMA II 6.5% 05/54 G2 456 240 0.0 441 767
GNMA II 6.5% 07/54 G2 460 543 0.0 445 934
GNMA 2020-23 IO VAR 04/62 GNR 455 246 0.0 9 518 041
GNMA 2020-2 IO VAR 03/62 GNR 452 759 0.0 10 160 268
ENCOMPASS 4.625% 04/31 EHC 471 158 0.0 510 000
GNMA 2024-110 FLT 07/54 GNR 426 426 0.0 4 027 070
GNMA 2024-190 FLT 11/54 GNR 417 409 0.0 5 138 052
GNMA 2024-127 FLT 08/54 GNR 424 606 0.0 5 839 679
GNMA 2024-112 FLT 07/54 GNR 415 462 0.0 5 152 935
GNMA 2024-110 FLT 07/54 GNR 427 197 0.0 4 765 044
GNMA II MORTPASS 6% 12/54 G2 408 879 0.0 398 900
GNMA 2021-188 IJ 3% 10/51 GNR 426 183 0.0 2 666 576
GNMA 2020-10 IO VAR 04/62 GNR 434 845 0.0 10 323 236
REPUBLIC OF STEP 07/29 GHANA 439 230 0.0 532 400
GCI LLC 4.75% 10/28 GCILLC 412 609 0.0 453 000
LAMAR MEDIA 4.875% 01/29 LAMR 409 453 0.0 425 000
GNMA 2024-90 IO VAR 07/66 GNR 413 025 0.0 5 952 524
WYNN RESORTS 6.25% 03/33 WYNFIN 416 644 0.0 436 000
MIDCONTINENT 8% 08/32 MIDCON 418 043 0.0 418 000
KINGDOM OF 6.5% 09/33 MOROC 415 500 0.0 400 000
FEDERAL 7.875% 02/32 NGERIA 416 565 0.0 500 000
TRANSOCEAN 8.25% 05/29 RIG 411 363 0.0 471 000
ROCKET 2.875% 10/26 RKTRM 424 523 0.0 445 000
SANTANDER 5.77% 12/28 SDART 434 440 0.0 428 000
SERBIA 6.5% 09/33 SERBIA 408 500 0.0 400 000
TEREX CORP 6.25% 10/32 TEX 444 078 0.0 475 000
THEOREM 9.27% 12/28 THRM 410 441 0.0 400 000
VELOCITY VAR 08/52 VCC 413 741 0.0 412 581
GNMA II 6.5% 08/54 G2 411 025 0.0 397 580
XPO INC 6.25% 06/28 XPO 424 999 0.0 425 000
GNMA II MORTPASS 6% 06/54 G2 407 089 0.0 396 611
GLS AUTO 6.15% 04/28 GCAR 423 495 0.0 420 000
GNMA II 6.5% 07/54 G2 410 087 0.0 397 078
CHORD ENERGY 6.75% 03/33 CHRD 435 127 0.0 455 000
ALTAR BIDCO, INC 434 826 0.0 447 698
GNMA II 6.5% 06/54 G2 411 736 0.0 396 970
CLYDESDALE ACQUISITION H 429 550 0.0 440 000
USD - FOR FUTURES -433 462 0.0 -433 462
ACADIA 5.5% 07/28 ACHC 426 367 0.0 440 000
AVIS BUDGET 5.58% 12/30 AESOP 410 185 0.0 403 000
ARCHROCK 6.625% 09/32 APLP 435 460 0.0 439 000
AMERIGAS 5.875% 08/26 APU 420 226 0.0 430 000
BANCO DEL VAR 12/49 BANCO 416 600 0.0 400 000
BANK 2.5% 09/62 BANK 426 676 0.0 700 000
BRINK'S 4.625% 10/27 BCO 415 518 0.0 430 000
CONNECTICUT FLT 07/44 CAS 416 455 0.0 420 000
ANTERO 7.625% 02/29 AR 444 510 0.0 434 000
CHS/COMMUNI 10.875% 01/32 CYH 435 797 0.0 450 000
FHLMC VAR 09/28 FHMS 426 988 0.0 193 707 087
FS 8.875% 02/31 FSBIOE 409 284 0.0 405 000
CAESARS 4.625% 10/29 CZR 430 693 0.0 475 000
FREMF 2018-KF54 FLT 11/28 FREMF 415 077 0.0 442 363
FREMF 2017-K62 VAR 01/50 FREMF 409 790 0.0 415 000
FHLMC VAR 10/29 FHMS 417 478 0.0 5 000 000
FHLMC VAR 11/45 FHMS 419 486 0.0 8 700 000
TURKIYE IHRACAT 9% 01/27 EXCRTU 414 000 0.0 400 000
ELANCO 6.65% 08/28 ELAN 420 423 0.0 420 000
EXETER 6.76% 09/28 EART 407 246 0.0 400 000
DIEBOLD 7.75% 03/30 DBD 425 472 0.0 416 000
GNMA 2020-118 VAR 06/62 GNR 401 546 0.0 6 257 583
GRIFOLS SA 4.75% 10/28 GRFSM 372 184 0.0 400 000
GNMA 2024-126 FLT 08/54 GNR 388 363 0.0 4 814 150
GNMA 2024-126 FLT 08/54 GNR 399 464 0.0 4 496 340
GNMA 2021-82 TA FLT 04/61 GNR 406 003 0.0 10 169 842
GNMA 2020-169 VAR 07/62 GNR 399 731 0.0 6 183 990
GNMA II 6.5% 03/54 G2 392 934 0.0 380 470
GNMA II 6.5% 08/54 G2 400 590 0.0 387 154
GNMA II 6.5% 07/54 G2 382 182 0.0 370 059
GNMA II 6.5% 06/54 G2 400 464 0.0 385 109
FHLMC VAR 12/28 FHMS 386 670 0.0 11 793 096
HERTZ VEHICLE 5.49% 06/27 HERTZ 402 865 0.0 400 000
GOLDMAN SACHS VAR 12/49 GS 398 051 0.0 390 000
US FOODS 4.625% 06/30 USFOOD 376 353 0.0 401 000
GOVERNMENT 6.625% 02/30 MONGOL 386 000 0.0 400 000
NOVA CHEMICALS 9% 02/30 NCX 388 349 0.0 366 000
FEDERAL 10.375% 12/34 NGERIA 376 000 0.0 400 000
NGL ENERGY 8.375% 02/32 NGL 392 851 0.0 404 000
OMAN 6.5% 03/47 OMAN 400 500 0.0 400 000
ONDECK ASSET 5.42% 10/31 ONDK 399 485 0.0 400 000
REPUBLIC OF 6.1% 08/44 PARGUY 376 800 0.0 400 000
ISLAMIC 8.25% 09/25 PKSTAN 396 500 0.0 400 000
TRANSNET SOC 8.25% 02/28 SAFTRA 400 192 0.0 400 000
SM ENERGY CO 7% 08/32 SM 379 008 0.0 399 000
FHLMC STACR FLT 03/43 STACR 395 031 0.0 391 919
REPUBLIC OF 7.125% 02/32 TURKEY 393 600 0.0 400 000
WELLS FARGO & CO VAR WFC 374 711 0.0 370 000
FHLMC VAR 07/45 FHMS 377 064 0.0 8 509 531
FHLMC VAR 09/32 FHMS 388 693 0.0 17 463 633
GNMA II 6.5% 07/54 G2 380 876 0.0 368 794
FHLMC VAR 02/45 FHMS 406 070 0.0 11 342 000
BUILDERS 6.375% 03/34 BLDR 374 345 0.0 380 000
FHLMC VAR 10/34 FHMR 381 328 0.0 5 600 000
AADVANTAGE LOYALTY IP LTD 389 881 0.0 382 352
CENTRAL PARENT LLC 377 869 0.0 447 750
RAVEN ACQUISITION HOLDIN 389 983 0.0 399 556
VERTIV GROUP CORPORATION 368 196 0.0 373 125
AMERICAN 6.35% 04/29 ACAR 400 403 0.0 395 000
ADIENT GLOBAL 7.5% 02/33 ADNT 392 783 0.0 434 000
AVIS BUDGET 3.02% 08/26 AESOP 382 030 0.0 384 166
AVIS BUDGET 6.11% 12/30 AESOP 377 406 0.0 376 000
AI CANDELARIA 7.5% 12/28 AICNRA 387 665 0.0 389 582
AVOLON 6.375% 05/28 AVOL 377 497 0.0 365 000
AZULE 8.125% 01/30 AZURGY 386 750 0.0 400 000
BUILDERS 5% 03/30 BLDR 403 591 0.0 425 000
JETBLUE AIRWAYS CORPORAT 389 901 0.0 432 825
CREDIT 7.09% 10/33 CAALT 403 184 0.0 391 000
DAVITA INC 4.625% 06/30 DVA 374 047 0.0 410 000
CONNECTICUT FLT 01/43 CAS 378 961 0.0 350 000
FOUNDATION 9.18% 12/43 FFIN 376 746 0.0 355 513
EQT CORP 4.75% 01/31 EQT 394 342 0.0 415 000
EMPRESA 5.625% 11/28 EGEHAI 377 875 0.0 400 000
EXETER 8.03% 04/29 EART 389 346 0.0 375 000
ARAB 9.45% 02/33 EGYPT 396 324 0.0 446 000
DBJPM 3.264% 08/49 DBJPM 379 617 0.0 400 000
CONNECTICUT FLT 02/44 CAS 384 363 0.0 386 038
COLUMBIA 6.042% 08/28 CPGX 403 712 0.0 390 000
REPUBLIC OF 7% 04/44 COSTAR 401 800 0.0 400 000
COMM VAR 03/48 COMM 378 172 0.0 500 000
CRESCENT 7.375% 01/33 CRGYFN 369 945 0.0 400 000
MEDLINE 6.25% 04/29 MEDIND 353 752 0.0 353 000
MULTIFAMILY FLT 07/54 MCAS 340 886 0.0 338 188
REPUBLIC OF 6.125% 06/33 IVYCST 336 800 0.0 400 000
GARDA WORLD 4.625% 02/27 GWCN 346 260 0.0 360 000
GNMA 2025-7 QS FLT 01/55 GNR 361 814 0.0 3 990 358
GREENKO 3.85% 03/26 GRNKEN 345 470 0.0 358 000
GNMA - GNMA FLT 07/65 GNR 350 869 0.0 4 444 471
GNMA 2024-159 FLT 10/54 GNR 355 773 0.0 3 848 154
MORGAN STANLEY 2.5% 02/53 MSC 357 661 0.0 500 000
GNMA 2020-120 VAR 05/62 GNR 343 969 0.0 5 657 195
MARLETTE 7.2% 04/33 MFT 354 948 0.0 350 000
PNMAC GMSR FLT 05/27 PNMSR 347 054 0.0 343 000
NEW 5.437% 07/25 NZES 362 159 0.0 362 583
ORGANON & 5.125% 04/31 OGN 336 641 0.0 400 000
BIOCEANICO ZERO 06/34 PARCRT 338 723 0.0 435 483
PETROLEOS 4.75% 06/32 PETRPE 363 125 0.0 500 000
PETROLEOS 5.625% 06/47 PETRPE 359 628 0.0 600 000
RXO INC 7.5% 11/27 RXO 359 187 0.0 350 000
ALTICE 8.125% 02/27 SFRFP 347 910 0.0 400 000
MILLICOM 4.5% 04/31 TIGO 344 500 0.0 400 000
UZBEKNEFTEGAZ 4.75% 11/28 UNGUZB 357 875 0.0 400 000
WFRBS VAR 09/57 WFRBS 349 131 0.0 420 000
GNMA II MORTPASS 6% 02/53 G2 336 394 0.0 329 141
GNMA 2020-100 VAR 05/62 GNR 343 104 0.0 5 570 924
GNMA 2023-26 IO VAR 04/65 GNR 331 949 0.0 4 895 981
GNMA II 6.5% 03/54 G2 354 772 0.0 343 518
BAYTEX 7.375% 03/32 BTECN 359 623 0.0 390 000
FHLMC VAR 10/26 FHMS 355 119 0.0 44 187 837
BOOST NEWCO BORROWER LLC 366 581 0.0 374 062
EPIC CRUDE SERVICES LP 364 912 0.0 370 000
WHITE CAP SUPPLY HOLDING 351 502 0.0 374 062
AMKOR 6.625% 09/27 AMKR 362 811 0.0 365 000
REPUBLIC OF 3.6% 02/31 ARMEN 338 176 0.0 400 000
ATI INC 5.875% 12/27 ATI 367 499 0.0 375 000
AXALTA 4.75% 06/27 AXTA 340 189 0.0 350 000
BOYNE USA 4.75% 05/29 BIGSKY 350 452 0.0 375 000
BLUE RACER 7% 07/29 BLURAC 330 026 0.0 329 000
BLUE RACER 7.25% 07/32 BLURAC 359 872 0.0 352 000
AERCAP 6.1% 01/27 AER 342 712 0.0 335 000
BX COMMERCIAL FLT 10/36 BX 333 871 0.0 337 457
ENERGY 5.625% 05/27 ET 335 310 0.0 335 000
FHLMC VAR 09/28 FHMS 344 124 0.0 130 241 833
COMISION 6.45% 01/35 CFELEC 350 027 0.0 366 000
FHLMC VAR 04/28 FHMS 355 360 0.0 5 000 000
FHLMC VAR 03/34 FHMR 352 258 0.0 2 500 000
FHLMC VAR 01/30 FHMS 352 556 0.0 6 566 893
ESAB CORP 6.25% 04/29 ESAB 334 195 0.0 330 000
ENDO FINANCE 8.5% 04/31 ENDP 330 768 0.0 324 000
REPUBLIC OF 9.5% 07/52 ELSALV 337 750 0.0 350 000
DOMINICAN 5.5% 02/29 DOMREP 342 125 0.0 350 000
MGM RESORTS 4.625% 09/26 MGM 313 060 0.0 320 000
GARDA WORLD 8.375% 11/32 GWCN 296 560 0.0 312 000
MEXICO CITY 5.5% 10/46 MEXCAT 326 876 0.0 400 000
GNMA II MORTPASS 6% 12/54 G2 306 345 0.0 299 169
LEVEL 3 4.5% 04/30 LVLT 313 765 0.0 398 888
HSBC HOLDINGS VAR 11/28 HSBC 308 265 0.0 290 000
HILTON 5.75% 05/28 HLT 307 905 0.0 310 000
HERTZ VEHICLE 6.91% 06/27 HERTZ 294 850 0.0 292 000
GNMA 2020-28 IO VAR 11/61 GNR 310 811 0.0 5 349 177
GNMA 2023-102 5.5% 07/53 GNR 316 388 0.0 310 000
GNMA 2022-7 SA FLT 02/64 GNR 296 994 0.0 6 939 127
GNMA 2020-64 IO VAR 07/62 GNR 308 763 0.0 3 524 358
GNMA 2015-33 IO VAR 02/56 GNR 324 410 0.0 46 265 066
GUARA NORTE 5.198% 06/34 GNFPSO 295 551 0.0 319 460
REPUBLIC OF ZERO 01/30 GHANA 306 274 0.0 416 700
FEDERAL 7.375% 09/33 NGERIA 312 100 0.0 400 000
NOVA 8.5% 11/28 NCX 323 108 0.0 310 000
TURKIYE 8.25% 02/29 TURKWF 306 562 0.0 300 000
OMAN 6.75% 01/48 OMAN 306 750 0.0 300 000
PENSKE 3.75% 06/29 PAG 316 166 0.0 349 000
XEROX CORP 10.25% 10/30 XRX 290 931 0.0 300 000
XEROX 8.875% 11/29 XRX 311 252 0.0 523 000
VENTURE 4.125% 08/31 VENTGL 318 996 0.0 355 000
VENTURE 3.875% 11/33 VENTGL 327 884 0.0 385 000
UNIVISION 7.375% 06/30 UVN 328 428 0.0 355 000
TC ZIRAAT 7.25% 02/30 TCZIRA 316 831 0.0 326 000
FHLMC STACR FLT 09/48 STACR 320 017 0.0 300 000
SOCIETE VAR 01/27 SOCGEN 318 590 0.0 315 000
SNAP INC 6.875% 03/33 SNAP 322 431 0.0 328 000
ALTICE FRANCE 5.5% 10/29 SFRFP 305 784 0.0 400 000
SAKS GLOBAL 11% 12/29 SAGLEN 328 578 0.0 450 000
TRANSOCEAN 8.75% 02/30 RIG 294 172 0.0 292 000
CLARIOS 6.75% 02/30 POWSOL 327 565 0.0 327 000
ISLAMIC 8.875% 04/51 PKSTAN 298 000 0.0 400 000
PETROLEOS 6.95% 01/60 PEMEX 327 750 0.0 500 000
GNMA II MORTPASS 6% 12/54 G2 307 168 0.0 299 171
MULTIFAMILY FLT 07/54 MCAS 311 756 0.0 300 000
GNMA II MORTPASS 6% 12/54 G2 306 330 0.0 299 154
BMO 2024-5C7 VAR 11/57 BMO 309 379 0.0 300 000
COMMSCOPE 8.25% 03/27 COMM 310 271 0.0 355 000
CARLYLE GLOBAL FLT 04/31 CGMS 301 514 0.0 301 607
AVIS BUDGET 5.75% 07/27 CAR 301 614 0.0 325 000
COREVEST VAR 10/52 CAFL 315 177 0.0 350 000
COREVEST VAR 06/52 CAFL 325 756 0.0 350 000
COREVEST VAR 03/52 CAFL 293 863 0.0 300 000
CREDIT 9% 04/33 CAALT 309 431 0.0 300 000
BUTTERMILK PARK FLT 10/31 BMILK 324 795 0.0 327 065
CAESARS 6.5% 02/32 CZR 316 691 0.0 321 000
BOMBARDIER INC 7% 06/32 BBDBCN 313 569 0.0 320 000
BOMBARDIER 7.875% 04/27 BBDBCN 307 839 0.0 309 000
BOMBARDIER 7.25% 07/31 BBDBCN 328 852 0.0 331 000
BANK 2020-BNK28 VAR 03/63 BANK 312 484 0.0 4 092 721
AMERIGAS 9.375% 06/28 APU 318 417 0.0 332 000
REPUBLIC OF 8.75% 04/32 ANGOL 313 100 0.0 400 000
GNMA II MORTPASS 6% 12/54 G2 307 143 0.0 299 146
CHS/COMMUNITY 5.25% 05/30 CYH 292 065 0.0 365 000
BENCHMARK VAR 01/57 BMARK 299 919 0.0 300 000
DIAMOND 8.5% 10/30 DO 290 718 0.0 300 000
FHLMCGLD 2.5% 04/32 FR 292 607 0.0 330 000
ARAB 8.625% 02/30 EGYPT 305 868 0.0 329 000
GNMA II MORTPASS 6% 11/54 G2 307 161 0.0 299 164
GNMA II MORTPASS 6% 11/54 G2 306 330 0.0 299 154
GNMA II MORTPASS 6% 11/54 G2 306 154 0.0 298 982
GNMA II MORTPASS 6% 06/54 G2 305 515 0.0 296 624
GNMA II 6.5% 07/54 G2 309 007 0.0 297 925
FREMF 0.1% 10/53 FREMF 315 444 0.0 76 601 352
GNMA II MORTPASS 6% 06/54 G2 304 249 0.0 297 104
FHLMC VAR 12/44 FHMS 325 699 0.0 11 949 867
FHLMC VAR 09/30 FHMS 300 252 0.0 7 289 473
FHLMC VAR 06/31 FHMS 321 588 0.0 6 172 306
FHLMC VAR 02/57 FHMS 294 800 0.0 1 026 415
FHLMC VAR 01/48 FHMS 326 564 0.0 11 779 376
FMC GMSR 7.17% 04/27 FMMSR 297 077 0.0 300 000
ENBRIDGE INC VAR 01/84 ENBCN 314 394 0.0 305 000
GNMA 2021-153 FLT 08/61 GNR 282 726 0.0 6 542 599
MARLETTE 6.5% 04/33 MFT 279 127 0.0 278 373
PETROLEOS 5.95% 01/31 PEMEX 273 438 0.0 330 000
OBX 2023-NQM6 STEP 07/63 OBX 271 393 0.0 268 555
MRCD 2.71752% 12/36 MRCD 277 808 0.0 400 000
HINNT 2022-A 6.5% 05/41 HINTT 289 778 0.0 294 445
MADISON IAQ 5.875% 06/29 MADIAQ 268 239 0.0 295 000
ANYWHERE 5.25% 04/30 HOUS 278 301 0.0 390 000
GNMA 2023-144 VAR 12/64 GNR 282 254 0.0 4 734 316
PETSMART INC 7.75% 02/29 PETM 266 096 0.0 300 000
PETROLEOS 6.375% 01/45 PEMEX 269 320 0.0 410 000
VISTRA 5.125% 05/25 VST 283 655 0.0 284 000
POST HOLDINGS 5.5% 12/29 POST 269 942 0.0 277 000
CLARIOS 6.75% 05/28 POWSOL 270 742 0.0 270 000
DEMOCRATIC STEP 03/33 SRILAN 265 162 0.0 365 742
FHLMC STACR FLT 10/29 STACR 265 935 0.0 250 000
SEAGATE HDD 8.5% 07/31 STX 276 669 0.0 267 000
SUNOCO LP 7% 05/29 SUN 284 100 0.0 280 000
TARGA 6.5% 07/27 TRGP 285 868 0.0 285 000
VITAL ENERGY 9.75% 10/30 VTLE 282 902 0.0 300 000
WESCO 6.375% 03/33 WCC 285 806 0.0 288 000
REPUBLIC OF ZERO 07/26 GHANA 278 475 0.0 300 000
GNMA 2019-154 VAR 09/61 GNR 288 719 0.0 7 094 360
FREMF 2018-KW07 VAR 10/31 FREMF 267 500 0.0 300 000
GNMA II 6.5% 08/54 G2 254 496 0.0 245 369
COLT 2023-2 STEP 07/68 COLT 262 304 0.0 260 282
GNMA II 6.5% 07/54 G2 280 885 0.0 271 975
BELRON FINANCE US LLC 285 338 0.0 288 343
ALUMINA PTY 6.375% 09/32 AA 276 041 0.0 285 000
REPUBLIC OF 9.375% 05/48 ANGOL 284 025 0.0 400 000
AXON 6.125% 03/30 AXON 251 830 0.0 251 000
BUCKEYE 4.5% 03/28 BPL 275 085 0.0 290 000
BSPRT 2021-FL7 FLT 12/38 BSPRT 265 016 0.0 265 000
BSPRT 2021-FL7 FLT 12/38 BSPRT 275 017 0.0 275 000
BX 2021-MFM1 FLT 01/34 BX 264 697 0.0 266 697
CLEVELAND-CLIF 7.5% 09/31 CLF 290 142 0.0 314 000
BAUSCH HEALTH 5% 02/29 BHCCN 263 250 0.0 450 000
DANA INC 5.375% 11/27 DAN 289 854 0.0 300 000
REPUBLIC 7.1246% 01/50 ELSALV 268 100 0.0 350 000
FHLMC VAR 08/28 FHMS 268 453 0.0 15 052 082
FHLMC VAR 09/27 FHMS 271 352 0.0 17 790 350
FHLMC VAR 10/38 FHMS 253 920 0.0 1 000 000
FHLMC VAR 10/55 FHMS 275 388 0.0 1 799 963
FREMF 0.1% 09/53 FREMF 261 820 0.0 64 209 392
DB MASTER 2.791% 11/51 DNKN 252 065 0.0 290 250
GNMA II 6.5% 04/44 G2 274 641 0.0 268 197
GNMA 2022-210 VAR 07/64 GNR 229 752 0.0 3 598 845
KKR CLO 22 LTD FLT 07/31 KKR 248 927 0.0 250 000
ILPT COMMERCIAL FLT 10/39 ILPT 235 014 0.0 240 000
ANYWHERE 5.75% 01/29 HOUS 246 486 0.0 318 000
DRIVEN 4.641% 04/49 HONK 246 616 0.0 247 658
GNMA 2024-27 GB 5% 02/54 GNR 243 597 0.0 250 000
GENESIS 7.875% 05/32 GEL 243 581 0.0 248 000
GNMA 2022-199 VAR 07/64 GNR 238 144 0.0 3 892 239
GNMA 2021-35 IO VAR 12/62 GNR 242 657 0.0 3 127 214
GNMA 2019-155 VAR 07/61 GNR 223 039 0.0 5 396 163
GNMA II MORTPASS 6% 12/54 G2 214 126 0.0 209 136
GNMA II MORTPASS 6% 09/54 G2 244 143 0.0 238 599
MSC TRUST FLT 11/36 MSC 237 265 0.0 239 208
LENDINGCLUB LOAN 0% 03/37 LCLC 220 379 0.0 50 000
REPUBLIC OF 9.375% 01/33 TURKEY 221 800 0.0 200 000
NRG ENERGY 5.25% 06/29 NRG 213 607 0.0 220 000
NUSTAR 6% 06/26 NSUS 223 011 0.0 225 000
PRECISION 6.875% 01/29 PDCN 214 712 0.0 225 000
PETROLEOS 5.95% 01/31 PEMEX 248 580 0.0 300 000
PETROLEOS 6.875% 08/26 PEMEX 247 000 0.0 250 000
ROCKIES 3.6% 05/25 ROCKIE 239 293 0.0 240 000
RANGE 4.75% 02/30 RRC 224 197 0.0 238 000
SCOTTS 4% 04/31 SMG 243 483 0.0 285 000
DEMOCRATIC STEP 02/38 SRILAN 243 484 0.0 342 936
TRIVIUM 8.5% 08/27 TRIVIU 243 849 0.0 250 000
REPUBLIC OF 9.375% 03/29 TURKEY 217 850 0.0 200 000
VISTRA 7.75% 10/31 VST 244 487 0.0 235 000
GNMA II MORTPASS 6% 01/55 G2 248 792 0.0 241 910
GNMA II MORTPASS 6% 09/54 G2 234 006 0.0 228 691
NEWELL 6.875% 04/36 NWL 220 600 0.0 250 000
GNMA II 6.5% 05/54 G2 246 385 0.0 238 265
CINEMARK USA 7% 08/32 CNK 217 755 0.0 217 000
GNMA II 6.5% 05/54 G2 239 173 0.0 230 595
ADIENT GLOBAL 7% 04/28 ADNT 231 817 0.0 235 000
AI 5.75% 06/33 AICNRA 213 282 0.0 250 000
ARES XLVII CLO FLT 04/30 ARES 249 216 0.0 250 000
BBCMS MORTGAGE VAR 09/54 BBCMS 246 463 0.0 4 500 000
BWX 4.125% 06/28 BWXT 234 516 0.0 250 000
MAUSER 9.25% 04/27 BWY 218 520 0.0 240 000
CONNECTICUT FLT 01/43 CAS 225 615 0.0 221 792
CELANESE US 1.4% 08/26 CE 226 925 0.0 240 000
CHEPLAPHARM 5.5% 01/28 CHEPDE 219 778 0.0 250 000
CIFC FUNDING FLT 01/31 CIFC 248 873 0.0 250 000
ALUMINA PTY 6.125% 03/30 AA 238 002 0.0 245 000
CLEVELAND-CLIFFS 7% 03/32 CLF 227 599 0.0 252 000
BUCKEYE 4.125% 12/27 BPL 227 906 0.0 240 000
CSC 5.375% 02/28 CSCHLD 250 128 0.0 300 000
FHLMC VAR 06/28 FHMS 224 865 0.0 61 356 603
CHS/COMMUNITY 4.75% 02/31 CYH 248 902 0.0 320 000
FREMF 2019-K91 VAR 04/51 FREMF 241 598 0.0 250 000
FREMF 0.1% 09/52 FREMF 222 368 0.0 59 052 554
FNMA MORTPASS 4.97% 10/30 FN 227 227 0.0 220 000
FHLMC VAR 09/46 FHMS 228 725 0.0 3 000 000
FREMF 0.1% 04/33 FREMF 227 774 0.0 45 542 214
FHLMC VAR 01/29 FHMS 237 194 0.0 13 658 874
EQT CORP 7.5% 06/30 EQT 237 127 0.0 220 000
ENTEGRIS 4.375% 04/28 ENTG 221 385 0.0 235 000
ARAB 8.875% 05/50 EGYPT 216 375 0.0 300 000
ECOPETROL 8.375% 01/36 ECOPET 240 503 0.0 252 000
REPUBLIC OF 5.25% 10/25 REPNAM 196 588 0.0 200 000
GOVERNMENT 8.65% 01/28 MONGOL 204 250 0.0 200 000
PETROLEOS 4.5% 01/26 PEMEX 194 700 0.0 200 000
NRZ EXCESS 2.981% 03/26 NZES 203 452 0.0 208 100
NEW RESIDENTIAL VAR 05/58 NRZT 203 131 0.0 218 626
NORDEA BANK VAR 12/99 NDAFH 199 607 0.0 200 000
FHLMC MSCR FLT 02/45 MSCR 177 876 0.0 180 000
FHLMC FLT 07/41 MSCR 200 493 0.0 200 000
GOVERNMENT OF 3.5% 07/27 MONGOL 182 500 0.0 200 000
IHO VERWALTUNGS 8% 11/32 IHOVER 188 538 0.0 200 000
MEDCO BELL 6.375% 01/27 MEDCIJ 197 500 0.0 200 000
LIVE NATION 3.75% 01/28 LYV 192 411 0.0 205 000
LENDINGCLUB LOAN 0% 04/37 LCLC 178 056 0.0 50 000
JELD-WEN 4.875% 12/27 JELD 181 375 0.0 200 000
IRON MOUNTAIN 5% 07/28 IRM 178 380 0.0 185 000
HGI CRE CLO FLT 04/37 HGI 194 198 0.0 195 500
REPUBLIC OF 6.55% 02/37 GUATEM 198 438 0.0 200 000
TRANSNET SOC 8.25% 02/28 SAFTRA 200 096 0.0 200 000
RHP HOTEL 4.5% 02/29 RHP 209 848 0.0 225 000
REPUBLIC OF 5.375% 02/29 UZBEK 190 126 0.0 200 000
SANTANDER 6.69% 03/31 SDART 178 889 0.0 174 000
TRINIDAD 5.25% 11/27 TRNGEN 193 750 0.0 200 000
WYNN MACAU 5.625% 08/28 WYNMAC 190 500 0.0 200 000
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty -197 683 0.0 -73
WELLS FARGO 3% 05/51 WFCM 194 869 0.0 250 000
WAYFAIR LLC 7.25% 10/29 W 208 699 0.0 230 000
VELOCITY VAR 06/52 VCC 209 769 0.0 216 442
REPUBLIC OF 7.85% 10/28 UZBEK 207 938 0.0 200 000
GNMA 2022-141 VAR 06/64 GNR 193 619 0.0 2 915 803
US FOODS 6.875% 09/28 USFOOD 204 206 0.0 200 000
TRIUMPH GROUP 9% 03/28 TGI 197 254 0.0 189 000
SHUTTERFLY 8.5% 10/27 SFLY 175 475 0.0 201 118
TALLGRASS 6% 09/31 TEP 208 753 0.0 225 000
INEOS 9.625% 03/29 STYRO 201 346 0.0 200 000
STUDIO CITY 6.5% 01/28 STCITY 192 500 0.0 200 000
STUDIO CITY 5% 01/29 STCITY 179 000 0.0 200 000
STARWOOD 4.261% 11/55 STAR 203 965 0.0 250 000
SS&C 6.5% 06/32 SSNC 205 947 0.0 205 000
REPUBLIC OF 5.875% 04/32 SOAF 186 125 0.0 200 000
ALTICE 5.125% 07/29 SFRFP 189 536 0.0 250 000
GNMA 2024-121 VAR 07/66 GNR 179 512 0.0 1 700 495
HESS 5.875% 03/28 HESM 186 370 0.0 187 000
GNMA 2021-107 XI 3% 06/51 GNR 189 862 0.0 1 230 957
BENCHMARK VAR 07/56 BMARK 209 262 0.0 200 000
FORD MOTOR 4.542% 08/26 F 196 931 0.0 200 000
ENERGUATE 5.875% 05/27 EGUATE 197 602 0.0 200 000
DOMINO'S 4.474% 10/45 DPABS 184 945 0.0 185 500
DANA INC 4.25% 09/30 DAN 210 501 0.0 235 000
CAESARS 8.125% 07/27 CZR 181 575 0.0 182 000
180 MEDICAL 3.875% 10/29 CTECLN 184 512 0.0 200 000
REPUBLIC OF 6.125% 02/31 COSTAR 201 100 0.0 200 000
INSTITUTO 6.75% 10/31 COSICE 202 312 0.0 200 000
KINGDOM OF 7.375% 05/30 BHRAIN 207 250 0.0 200 000
FORD MOTOR 6.95% 06/26 F 202 162 0.0 200 000
KINGDOM OF 5.45% 09/32 BHRAIN 183 220 0.0 200 000
BANK 2.5% 03/63 BANK 199 265 0.0 320 000
BANK 2022-BNK39 VAR 02/55 BANK 193 778 0.0 8 020 701
GOAT HOLDCO 6.75% 02/32 B 210 642 0.0 218 000
GNMA 2020-184 VAR 11/60 GNR 207 221 0.0 3 074 496
AMERICAN 6.57% 06/28 ACAR 190 174 0.0 190 000
MH SUB I, LLC 181 149 0.0 200 998
CFIN 12.5 17AUG27 200 000 0.0 200 000
FORD MOTOR 4.687% 06/25 F 199 487 0.0 200 000
ADIENT 8.25% 04/31 ADNT 191 269 0.0 200 000
FIBERCOP SPA 6% 09/34 FIBCOP 180 801 0.0 200 000
GNMA II 6.5% 08/54 G2 205 845 0.0 198 750
FNMA MORTPASS 1.72% 10/31 FN 174 920 0.0 205 000
GNMA II MORTPASS 6% 12/54 G2 185 040 0.0 180 705
GNMA II MORTPASS 6% 06/54 G2 186 693 0.0 182 453
GNMA II MORTPASS 6% 04/54 G2 175 710 0.0 171 094
GNMA II MORTPASS 6% 01/55 G2 179 388 0.0 175 186
GNMA II 6.5% 12/53 G2 180 082 0.0 174 370
GNMA II 6.5% 08/54 G2 206 250 0.0 198 854
GNMA II 6.5% 08/54 G2 207 404 0.0 198 770
GNMA II MORTPASS 6% 12/54 G2 175 099 0.0 170 997
GNMA II 6.5% 08/54 G2 205 679 0.0 198 303
GNMA II 6.5% 04/45 G2 190 112 0.0 185 651
GNMA II 6.5% 07/54 G2 206 084 0.0 198 693
FREMF 2019-K92 0.1% 04/29 FREMF 175 531 0.0 58 076 905
FREMF 0.1% 03/53 FREMF 184 312 0.0 51 683 060
GNMA II 6.5% 06/54 G2 206 596 0.0 198 674
GNMA II 6.5% 07/54 G2 204 978 0.0 198 476
GNMA II 6.5% 07/54 G2 206 069 0.0 198 679
FHLMCGLD 4.45% 12/32 FR 209 060 0.0 210 000
NEW RESIDENTIAL VAR 11/59 NRZT 144 979 0.0 153 252
LENDINGCLUB LOAN 0% 03/37 LCLC 162 309 0.0 50 000
NEW 3.55% 02/39 NRMLT 161 527 0.0 168 000
FEDERAL 8.25% 09/51 NGERIA 143 400 0.0 200 000
GOVERNMENT 4.45% 07/31 MONGOL 165 000 0.0 200 000
GNMA 2022-106 VAR 02/64 GNR 156 406 0.0 2 773 429
MIWD HOLDCO 5.5% 02/30 MIWIDO 160 068 0.0 185 000
LIVE NATION 5.625% 03/26 LYV 172 923 0.0 175 000
JPMBB VAR 12/48 JPMBB 141 628 0.0 150 000
KNIFE RIVER 7.75% 05/31 KNIRIV 154 588 0.0 150 000
REPUBLIC OF 8% 05/32 KENINT 168 812 0.0 200 000
HSBC HOLDINGS PLC VAR HSBC 173 288 0.0 200 000
HOWARD 8.875% 07/28 HOWMID 153 513 0.0 150 000
HOLOGIC INC 4.625% 02/28 HOLX 144 160 0.0 150 000
NOVELIS INC 6.875% 01/30 HNDLIN 153 286 0.0 153 000
PRECISION 7.125% 01/26 PDCN 168 832 0.0 170 000
NRZ EXCESS 3.104% 07/26 NZES 168 659 0.0 173 356
TRINITY 7.75% 07/28 TRN 153 866 0.0 150 000
PIKE CORP 8.625% 01/31 PIKE 169 920 0.0 165 000
UPSTART VAR 02/30 UPSPT 147 645 0.0 147 645
VZ SECURED 5% 01/32 ZIGGO 169 978 0.0 200 000
WILLIAMS 7.375% 10/31 WLSC 152 228 0.0 150 000
WILLIAMS 6.625% 04/30 WLSC 154 213 0.0 154 000
WELLS FARGO & CO VAR WFC 157 331 0.0 162 000
WEEKLEY 4.875% 09/28 WEEKHM 139 406 0.0 150 000
UNITED STATES 6.7% 12/33 USM 160 621 0.0 150 000
TRINET 7.125% 08/31 TNET 151 669 0.0 150 000
ROCKIES 4.8% 05/30 ROCKIE 137 192 0.0 150 000
MILLICOM 5.125% 01/28 TIGO 173 980 0.0 180 000
DEMOCRATIC STEP 06/35 SRILAN 154 596 0.0 246 960
DEMOCRATIC STEP 01/30 SRILAN 155 509 0.0 186 462
SUPERIOR PLUS 4.5% 03/29 SPBCN 138 394 0.0 150 000
REPUBLIC OF 7.3% 04/52 SOAF 169 956 0.0 200 000
SM ENERGY CO 6.5% 07/28 SM 143 817 0.0 150 000
HILTON GRAND 6.79% 06/34 HGVT 138 005 0.0 139 279
EQUIPMENTSHA 8.625% 05/32 EQMSRM 160 297 0.0 160 000
GNMA 2021-60 IO VAR 05/63 GNR 137 824 0.0 2 191 094
ARCHROCK 6.875% 04/27 APLP 139 058 0.0 140 000
BX TRUST FLT 01/39 BX 154 128 0.0 155 000
BAYVIEW FLT 12/31 BVCLN 172 057 0.0 171 564
BAYVIEW FLT 12/31 BVCLN 157 782 0.0 156 433
BATH & BODY 7.5% 06/29 BBWI 171 105 0.0 170 000
ATS CORP 4.125% 12/28 ATSCN 136 052 0.0 150 000
ATI INC 7.25% 08/30 ATI 150 573 0.0 150 000
REPUBLIC OF 8.75% 04/32 ANGOL 156 550 0.0 200 000
CCO HOLDINGS 4.5% 05/32 CHTR 164 794 0.0 190 000
ADT 4.875% 07/32 ADT 165 574 0.0 180 000
ACADIA 5% 04/29 ACHC 172 672 0.0 185 000
TRANSDIGM INC. 146 817 0.0 149 623
CDI CDX.NA 5 USD0630 -170 207 0.0 6 723 000
CDI CDX.NA 5 USD0630 -146 662 0.0 5 793 000
CDI CDX.NA 5 USD0630 -146 611 0.0 5 791 000
CD 2016-CD2 VAR 11/49 CD 172 537 0.0 290 000
GNMA 2016-165 VAR 12/57 GNR 157 930 0.0 4 845 810
REPUBLIC OF 3% 01/30 COLOM 169 300 0.0 200 000
FREMF 2019-K735 VAR 05/26 FREMF 148 444 0.0 150 000
WILLIAM 5.625% 03/27 CRI 147 758 0.0 150 000
REPUBLIC OF STEP 07/29 GHANA 165 000 0.0 200 000
GENESIS 8.25% 01/29 GEL 174 087 0.0 172 000
GNMA II MORTPASS 6% 01/55 G2 168 721 0.0 164 054
GNMA II MORTPASS 6% 01/55 G2 144 094 0.0 140 343
FIRST STUDENT 4% 07/29 FRSTST 161 523 0.0 180 000
GENESIS ENERGY 8% 05/33 GEL 165 149 0.0 168 000
FREMF 0.1% 09/60 FREMF 173 089 0.0 43 414 461
ENCINO 8.5% 05/28 ENCIAC 174 190 0.0 175 000
ARAB REPUBLIC 7.3% 09/33 EGYPT 154 800 0.0 200 000
ECOPETROL 8.625% 01/29 ECOPET 147 481 0.0 140 000
EXETER 5.98% 12/28 EART 169 221 0.0 168 000
DOMINICAN 6% 02/33 DOMREP 144 516 0.0 150 000
FNMA MORTPASS 5.06% 09/30 FN 168 250 0.0 162 000
GNMA 2021-62 SA FLT 02/63 GNR 125 818 0.0 3 213 108
HILLENBRAND 3.75% 03/31 HI 128 177 0.0 150 000
GOODYEAR 5.25% 07/31 GT 134 529 0.0 150 000
GNMA 2023-15 IO VAR 08/64 GNR 125 725 0.0 1 759 805
GNMA 2022-134 VAR 06/64 GNR 122 799 0.0 2 892 198
GNMA 2021-78 IB 3% 05/51 GNR 132 547 0.0 835 556
GNMA 2021-200 VAR 11/63 GNR 134 366 0.0 1 935 681
GNMA 2021-61 IO VAR 08/63 GNR 102 380 0.0 1 334 564
GNMA 2021-224 VAR 04/64 GNR 125 054 0.0 1 900 653
GNMA 2019-53 IA VAR 06/61 GNR 108 344 0.0 2 074 717
GNMA II MORTPASS 6% 12/54 G2 129 853 0.0 126 261
ILPT COMMERCIAL FLT 10/39 ILPT 105 159 0.0 104 962
HERTZ 4.625% 12/26 HTZ 109 044 0.0 165 000
SYNAPTICS INC 4% 06/29 SYNA 134 665 0.0 150 000
NORDSTROM 4.25% 08/31 JWN 120 139 0.0 145 000
MGM RESORTS 5.5% 04/27 MGM 107 988 0.0 110 000
NABORS 7.375% 05/27 NBR 117 211 0.0 124 000
NRZ EXCESS 3.228% 05/26 NZES 110 261 0.0 112 847
REGAL REXNORD 6.4% 04/33 RRX 99 827 0.0 97 000
SPECTRUM 3.875% 03/31 SPB 108 751 0.0 129 000
DEMOCRATIC STEP 05/36 SRILAN 121 691 0.0 171 396
GNMA II MORTPASS 6% 09/54 G2 122 104 0.0 119 331
TRICON 5.739% 04/39 TCN 100 384 0.0 101 000
TALLGRASS 6% 03/27 TEP 107 808 0.0 110 000
TRINSEO 7.625% 05/29 TSE 117 810 0.0 187 000
UPSTART VAR 04/30 UPSPT 99 255 0.0 99 951
US LONG 06/18/2025 USM5 COMB Comdty -106 186 0.0 -43
WABASH 4.5% 10/28 WNC 131 601 0.0 150 000
GNMA II MORTPASS 6% 10/54 G2 132 430 0.0 129 423
GNMA 2021-185 VAR 11/63 GNR 127 480 0.0 1 484 037
GNMA II MORTPASS 6% 09/54 G2 121 736 0.0 118 971
FHLMC VAR 09/25 FHMS 123 347 0.0 70 091 758
CFIN 7.25 17AUG27 125 000 0.0 125 000
STRE 7.0 15FEB30 125 000 0.0 125 000
GNMA II MORTPASS 6% 07/54 G2 101 333 0.0 98 911
ASBURY 4.5% 03/28 ABG 105 056 0.0 110 000
ASBURY 4.75% 03/30 ABG 110 533 0.0 120 000
AMERICAN AXLE 6.5% 04/27 AXL 111 354 0.0 118 000
BATH & BODY 6.75% 07/36 BBWI 111 446 0.0 115 000
CIENA CORP 4% 01/30 CIEN 135 290 0.0 150 000
COOPER-STANDA 13.5% 03/27 CPS 110 148 0.0 106 353
CHL MORTGAGE FLT 04/46 CWHL 119 739 0.0 138 475
FLAGSHIP 5.05% 01/28 FCAT 100 156 0.0 100 000
FHLMC VAR 03/27 FHMS 98 508 0.0 10 151 608
FHLMC VAR 06/30 FHMS 102 163 0.0 2 109 982
STREAM 12.75 15FEB30 125 000 0.0 125 000
FHLMC VAR 12/27 FHMS 130 175 0.0 14 943 423
GNMA II 6.5% 08/54 G2 102 692 0.0 99 435
FHLMC VAR 12/45 FHMS 135 346 0.0 1 850 000
GNMA II MORTPASS 6% 06/54 G2 101 514 0.0 99 088
GNMA II MORTPASS 6% 01/55 G2 115 930 0.0 112 912
GNMA II 6.5% 08/54 G2 127 212 0.0 122 852
GNMA II 6.5% 08/54 G2 110 049 0.0 106 277
GNMA II MORTPASS 6% 01/55 G2 111 565 0.0 108 155
GNMA II 6.5% 07/54 G2 102 505 0.0 99 253
FREMF 2015-K46 VAR 04/48 FREMF 99 927 0.0 100 000
FREMF 0.1% 11/53 FREMF 129 053 0.0 70 328 986
FREED ABS 3.35% 03/29 FREED 100 965 0.0 102 139
GNMA II 6.5% 05/54 G2 103 380 0.0 99 034
NRZ EXCESS 3.474% 11/26 NZES 59 319 0.0 61 271
GNMA 2021-141 FLT 06/63 GNR 68 320 0.0 1 681 740
GNMA 2022-62 IO VAR 06/64 GNR 92 302 0.0 1 903 415
GOLDMAN SACHS GROUP VAR GS 94 782 0.0 95 000
GOODYEAR 5.25% 07/31 GT 67 264 0.0 75 000
HESS 5.125% 06/28 HESM 63 108 0.0 65 000
HOLOGIC INC 4.625% 02/28 HOLX 67 274 0.0 70 000
IRON 6.25% 01/33 IRM 86 929 0.0 88 000
LENDINGPOINT 8.68% 02/30 LDPT 94 311 0.0 100 000
MFA 2021-NQM1 VAR 04/65 MFRA 84 286 0.0 90 355
NESCO 5.5% 04/29 NSCO 95 845 0.0 105 000
TEREX CORP 5% 05/29 TEX 74 736 0.0 80 000
SM ENERGY CO 6.5% 07/28 SM 67 114 0.0 70 000
REPUBLIC OF 6.25% 03/41 SOAF 82 897 0.0 100 000
TRANSCANADA VAR 09/79 TRPCN 94 776 0.0 100 000
TRIMAS CORP 4.125% 04/29 TRS 60 007 0.0 65 000
US LONG 06/18/2025 USM5 COMB Comdty 64 291 0.0 39
VODAFONE GROUP VAR 06/81 VOD 87 265 0.0 100 000
VITAL 7.875% 04/32 VTLE 64 834 0.0 76 000
WELLS FARGO VAR 04/55 WFCM 84 192 0.0 100 000
WFRBS VAR 09/57 WFRBS 91 639 0.0 100 000
WILLIAMS 7.375% 10/31 WLSC 71 040 0.0 70 000
GRIFFON CORP 5.75% 03/28 GFF 81 713 0.0 85 000
VELOCITY 3.59% 04/48 VCC 69 480 0.0 71 147
REPUBLIC OF ZERO 01/30 GHANA 75 170 0.0 102 273
GNMA II MORTPASS 6% 07/54 G2 82 544 0.0 80 669
ECOPETROL 4.625% 11/31 ECOPET 82 005 0.0 100 000
GNMA II 6.5% 08/54 G2 92 936 0.0 89 448
CDS BAC 3 1 USD0628 -61 005 0.0 5 000 000
ATI INC 7.25% 08/30 ATI 70 267 0.0 70 000
BP CAPITAL MARKETS VAR BPLN 71 193 0.0 75 000
BX COMMERCIAL FLT 05/38 BX 62 230 0.0 62 622
CITIGROUP INC VAR C 96 519 0.0 100 000
CHARTER 5.375% 04/38 CHTR 89 567 0.0 100 000
COMM 2015-PC1 VAR 07/50 COMM 63 062 0.0 65 000
DEEPHAVEN VAR 03/67 DRMT 91 778 0.0 95 124
DYCOM 4.5% 04/29 DY 82 760 0.0 90 000
FNMA FLT 11/41 CAS 65 659 0.0 64 000
FHLMC VAR 10/27 FHMR 79 945 0.0 2 000 000
FREMF 0.1% 09/53 FREMF 62 518 0.0 14 600 000
GNMA II 6.5% 08/54 G2 90 675 0.0 87 462
FHLMC VAR 10/28 FHMR 92 688 0.0 2 000 000
GNMA II 6.5% 08/54 G2 91 031 0.0 87 404
GNMA II 6.5% 07/49 G2 90 574 0.0 87 172
FREMF 0.1% 10/53 FREMF 67 540 0.0 15 633 000
FNMA-ACES 0.5% 10/32 FNA 61 141 0.0 71 578
FHLMC VAR 09/35 FHMS 58 776 0.0 386 965
FHLMC VAR 06/29 FHMS 76 828 0.0 1 614 000
FHLMC VAR 04/32 FHMS 88 011 0.0 4 088 986
FREMF 2019-K92 0.1% 07/29 FREMF 40 792 0.0 12 014 516
GNMA 2021-142 XI 3% 08/51 GNR 20 898 0.0 131 832
GNMA 2014-181 FLT 12/44 GNR 44 700 0.0 422 646
REPUBLIC OF ZERO 07/26 GHANA 49 011 0.0 52 800
GFL 4.375% 08/29 GFLCN 56 222 0.0 60 000
GFL 4.375% 08/29 GFLCN 46 851 0.0 50 000
FREMF 0.1% 10/32 FREMF 46 826 0.0 14 207 403
FREMF 2018-KF53 FLT 10/25 FREMF 24 354 0.0 24 587
FREMF 2018-KC02 VAR 07/25 FREMF 24 778 0.0 25 000
FREMF 0.1% 11/53 FREMF 35 903 0.0 17 500 000
FREMF 0.1% 09/52 FREMF 51 906 0.0 12 768 420
GNMA 2022-80 IO VAR 06/64 GNR 51 130 0.0 1 141 839
GNMA 2021-178 FLT 10/61 GNR 47 122 0.0 942 663
UNITED 3.65% 01/26 UAL 19 620 0.0 20 023
LUMEN 4.125% 04/30 LUMN 51 459 0.0 55 632
NOVA 4.25% 05/29 NCX 23 389 0.0 25 000
SANTANDER 11.366% 12/32 SBCLN 26 748 0.0 26 466
SANTANDER 6.451% 12/32 SBCLN 39 999 0.0 39 902
SANTANDER 6.986% 12/32 SBCLN 34 692 0.0 34 582
SANTANDER 8.197% 12/32 SBCLN 32 087 0.0 31 922
SHUTTERFLY 9.75% 10/27 SFLY 22 683 0.0 22 913
ALTICE 10.5% 05/27 SFRFP 54 748 0.0 200 000
SCOTTS 5.25% 12/26 SMG 19 406 0.0 20 000
THEOREM 7.6% 04/29 THRM 27 351 0.0 27 216
TELECOM 6.375% 11/33 TITIM 42 768 0.0 43 000
FREMF 0.1% 06/29 FREMF 33 135 0.0 10 000 000
UNITED 3.65% 10/25 UAL 23 786 0.0 24 027
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty 24 488 0.0 9
FREMF 0.1% 08/30 FREMF 37 832 0.0 9 003 480
FREMF 2018-KF43 FLT 01/28 FREMF 20 680 0.0 21 473
FREMF 0.1% 05/33 FREMF 31 422 0.0 5 250 000
CHARTER 6.65% 02/34 CHTR 51 666 0.0 50 000
FREMF 0.1% 05/29 FREMF 51 307 0.0 18 711 576
CDS BAC 3 1 USD0628 -26 842 0.0 2 200 000
RAVEN ACQUISITION HOLDIN 27 855 0.0 28 539
AMERICAN 3.95% 07/30 AAL 36 681 0.0 38 750
AMERICAN 7.86% 02/29 ACAR 26 122 0.0 26 072
ALLISON 4.75% 10/27 ALSN 24 189 0.0 25 000
ARCHROCK 6.875% 04/27 APLP 35 757 0.0 36 000
ATI INC 4.875% 10/29 ATI 23 190 0.0 25 000
BAUSCH 5.25% 01/30 BHCCN 37 624 0.0 70 000
BIG RIVER 6.625% 01/29 BIGBRS 54 663 0.0 55 000
CARNIVAL 5.75% 03/27 CCL 54 437 0.0 55 000
CITIGROUP VAR 06/51 CGCMT 27 481 0.0 1 457 420
CITIGROUP VAR 11/51 CGCMT 48 257 0.0 2 015 987
ALLISON 4.75% 10/27 ALSN 33 865 0.0 35 000
COINBASE 3.375% 10/28 COIN 57 669 0.0 65 000
FHLMC VAR 11/28 FHMS 54 058 0.0 751 485
FREMF 0.1% 03/53 FREMF 47 421 0.0 12 000 000
DORNOCH 6.625% 10/29 DEXAXL 55 811 0.0 80 000
FREMF 0.1% 01/54 FREMF 47 610 0.0 10 972 469
FNMA-ACES VAR 02/30 FNA 39 298 0.0 3 334 622
FHLMC VAR 11/46 FHMS 45 817 0.0 621 062
FNMA-ACES VAR 01/32 FNA 30 516 0.0 2 817 810
FHLMC VAR 10/34 FHMS 48 369 0.0 1 184 345
FHLMC VAR 10/29 FHMS 53 200 0.0 1 661 102
FHLMC VAR 06/26 FHMS 28 674 0.0 5 415 149
FHLMC VAR 03/28 FHMS 37 124 0.0 2 735 417
REPUBLIC OF 0.25% 04/30 ELSALV 27 090 0.0 1 290 000
CALIFORNIA 7.125% 02/26 CRC 18 858 0.0 19 000
SIX FLAGS 7% 07/25 FUN 6 992 0.0 7 000
FHLMC VAR 02/45 FHMS 36 0.0 3 697 853
FHLMC VAR 08/27 FHMS 5 518 0.0 629 138
FREMF 0.1% 10/32 FREMF 5 570 0.0 1 600 000
FREMF 2018-KF50 FLT 07/28 FREMF 3 237 0.0 3 382
FREMF 2019-KF62 FLT 04/26 FREMF 5 132 0.0 5 296
FREMF ZERO 12/49 FREMF 17 830 0.0 18 076
RITE AID CORP 15% 08/31 RAD 0 0.0 52 563
GNMA II 4.5% 07/52 G2 24 0.0 24
GNMA 2020-150 VAR 12/62 GNR 17 425 0.0 241 931
BRITISH 8.375% 11/28 IAGLN 6 478 0.0 6 157
LENDINGPOINT 4.77% 10/29 LDPT 4 098 0.0 4 101
RITE AID CORP 15% 08/31 RAD 0 0.0 112 025
RITE AID CORP VAR 08/31 RAD 19 290 0.0 38 580
RITE AID EQUITY ESCROW 0 0.0 364
AIR CANADA 9% 10/25 ACACN 3 198 0.0 3 159
CDS BAC 3 1 USD0628 0 0.0 -5 000 000
RITE AID CORP 8% 11/26 0 0.0 121 000
CURRENCY CONTRACT - USD -3 690 0.0 -425 731
CDI CDX.NA 5 USD0630 0 0.0 -6 723 000
CDI CDX.NA 5 USD0630 0 0.0 -5 793 000
CDI CDX.NA 5 USD0630 0 0.0 -5 791 000
CDS BAC 3 1 USD0628 0 0.0 -2 200 000
CURRENCY CONTRACT - EUR 0 0.0 -68 839
CURRENCY CONTRACT - EUR -796 0.0 62 044
CURRENCY CONTRACT - USD -3 725 0.0 -328 122
RITE AID CORP 8% 10/24 0 0.0 104 124
CURRENCY CONTRACT - USD 0 0.0 356 120
CURRENCY CONTRACT - USD 0 0.0 462 395
ESCROW RITE AID 0.0 31 DE 0 0.0 36 352
EURO 69 0.0 63
JAPANESE YEN 0 0.0 7
RITE AID CORP 7.5% 07/25 0 0.0 248 000
Security Description Ticker 0 0.0 0