Wall Street Experts

JPMorgan Short Duration Core Plus ETF JSCP

Cena: 46.96
AMEX 05-09 17:37
W normalnych warunkach co najmniej 70% aktywów netto funduszu musi być zainwestowanych w papiery wartościowe, które w momencie zakupu są oceniane przez ocenę inwestycyjną przez uznaną w kraju statystyczną organizację ratingową (NRSRO) lub w papiery wartościowe, które nie są uznane, ale są uznawane przez doradcę za porównywalną jakość. Fundusz nie zainwestuje więcej niż 30% swoich aktywów netto w niższych wartościach papierów wartościowych poniżej inwestycji (lub nieopisany równoważny) w normalnych warunkach. Do 25% aktywów netto funduszu może być inwestowane w zagraniczne papiery wartościowe, w tym w długu suwerennym i agencji.
Wartość aktywów (mln USD): 472
Liczba spółek: 894
Stopa dywidendy: 2.84 %
Opłata za zarządzanie:: 0.33 %
Klasa aktywów: Equity

ISIN: US46641Q2747

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-short-duration-core-plus-etf-etf-shares-46641q274


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 40.8
Korporacyjne 37.3
Rządowe 17.2
Gotówka 3.5
Różne 1.3

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 12:04:30
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
UNITED STATES 4% 12/27 T 21 906 607 3.4 21 725 000
UNITED 4.25% 02/28 T 21 323 046 3.3 20 995 000
JPMORGAN PRIME VAR 12/49 21 090 966 3.3 21 082 533
UNITED 3.375% 09/27 T 18 702 566 2.9 18 835 000
UMBS MORTPASS 4.5% 08/39 FR 10 997 834 1.7 11 049 918
FHLMC REMICS 2.5% 11/43 FHR 10 843 891 1.7 11 662 053
UNITED 3.75% 08/27 T 8 692 206 1.3 8 680 000
UMBS MORTPASS 6% 07/53 FR 7 500 438 1.2 7 361 211
UMBS MORTPASS 6.5% 05/54 FR 6 913 910 1.1 6 625 046
GNMA 2024-151 4.5% 10/52 GNR 5 806 065 0.9 5 904 853
FHLMC REMICS 2.5% 10/47 FHR 5 084 480 0.8 5 648 314
FHLMC REMICS FLT 12/54 FHR 5 050 564 0.8 5 002 573
GNMA 2024-184 3.5% 10/51 GNR 4 631 794 0.7 4 827 082
GNMA 2024-110 3.5% 04/48 GNR 4 169 758 0.6 4 347 848
UNITED 3.875% 10/27 T 4 173 989 0.6 4 155 000
FHLMC REMICS FLT 11/54 FHR 3 920 451 0.6 3 901 229
UMBS MORTPASS 5% 07/38 FN 3 561 760 0.6 3 530 948
UMBS MORTPASS 5.5% 10/54 FR 3 554 380 0.5 3 513 013
FHLMC REMICS 3% 09/45 FHR 3 370 927 0.5 3 558 198
FHLMC REMICS FLT 12/54 FHR 3 025 534 0.5 3 006 092
CITIGROUP INC VAR 03/29 C 3 013 561 0.5 3 000 000
UMBS MORTPASS 2% 07/36 FN 2 915 810 0.4 3 181 473
UMBS MORTPASS 5.5% 06/53 FN 2 698 708 0.4 2 683 945
FNMA REMICS 5% 11/49 FNR 2 570 337 0.4 2 564 385
GNMA II 5.5% 09/54 G2 2 547 586 0.4 2 524 411
FHLMC REMICS 5% 01/47 FHR 2 516 151 0.4 2 522 715
NATIONWIDE VAR 02/28 NWIDE 2 511 076 0.4 2 590 000
FELLS POINT 3.046% 01/27 CEG 2 454 823 0.4 2 535 000
UMBS MORTPASS 6% 04/54 FN 2 434 791 0.4 2 390 205
GNMA 2025-1 GC 3.5% 10/51 GNR 2 377 149 0.4 2 492 197
OPORTUN 5.48% 08/29 OPTN 2 096 832 0.3 2 092 000
UMBS MORTPASS 4.5% 10/42 FN 2 065 216 0.3 2 103 527
GS VAR 11/67 GSMBS 2 065 616 0.3 2 059 574
SANTANDER 6.04% 12/31 SDART 2 059 099 0.3 2 000 000
FNMA REMICS FLT 12/54 FNR 2 037 454 0.3 2 029 867
UMBS MORTPASS 4.5% 03/38 FN 2 034 279 0.3 2 043 195
COMM 2014-UBS5 VAR 09/47 COMM 2 029 283 0.3 2 200 000
SANTANDER 5.14% 02/32 SDART 2 016 948 0.3 2 016 000
DRYDEN 43 FLT 04/34 DRSLF 1 982 324 0.3 2 000 000
SYMPHONY CLO FLT 07/32 SYMP 1 974 966 0.3 2 000 000
CASH -1 935 431 0.3 -1 935 431
INVITATION HOMES 4% 09/41 IHSFR 1 916 314 0.3 2 000 000
BRIDGECREST 5.37% 10/28 BLAST 1 884 449 0.3 1 870 000
ELEMENT 5.643% 03/27 EFNCN 1 877 198 0.3 1 845 000
HYUNDAI 4.55% 09/29 HYNMTR 1 880 520 0.3 1 930 000
AIB GROUP PLC VAR 09/29 AIB 1 847 282 0.3 1 750 000
HSBC HOLDINGS VAR 03/29 HSBC 1 814 279 0.3 1 750 000
PROGRESS 3.555% 04/42 PROG 1 811 536 0.3 2 000 000
CITIGROUP INC VAR 09/26 C 1 757 329 0.3 1 750 000
COLUMBIA CENT FLT 04/34 CECLO 1 735 462 0.3 1 750 000
BAIN CAPITAL FLT 10/32 BCC 1 738 364 0.3 1 750 000
BANK OF VAR 09/30 BMO 1 729 545 0.3 1 735 000
MARS INC 4.8% 03/30 MARS 1 731 219 0.3 1 715 000
NEUBERGER FLT 07/36 NEUB 1 732 305 0.3 1 750 000
PALMER SQUARE FLT 02/33 PSTAT 1 728 095 0.3 1 750 000
FNMA REMICS 3.75% 06/52 FNR 1 694 756 0.3 1 755 199
ATHENE 5.62% 05/26 ATH 1 693 903 0.3 1 675 000
DEXT ABS 4.98% 08/35 DEXT 1 686 674 0.3 1 680 000
FNMA REMICS 5.5% 12/48 FNR 1 673 531 0.3 1 659 916
NATIONAL BANK 5.6% 12/28 NACN 1 670 498 0.3 1 620 000
CARVANA AUTO 6.55% 12/29 CRVNA 1 636 250 0.3 1 600 000
DT AUTO OWNER 6.4% 05/29 DTAOT 1 637 530 0.3 1 606 000
UMBS MORTPASS 4% 10/46 FN 1 640 097 0.3 1 690 987
UBS GROUP AG VAR 09/30 UBS 1 626 498 0.3 1 585 000
CARDINAL 5.125% 02/29 CAH 1 623 990 0.3 1 595 000
BRIDGECREST 4.83% 08/30 BLAST 1 612 451 0.2 1 610 000
STANDARD VAR 10/30 STANLN 1 602 002 0.2 1 605 000
PROGRESS VAR 04/41 PROG 1 595 917 0.2 1 697 000
LCM 36 LTD 36A FLT 01/34 LCM 1 584 657 0.2 1 604 167
T-MOBILE 3.875% 04/30 TMUS 1 569 053 0.2 1 635 000
ZIMMER 5.05% 02/30 ZBH 1 570 937 0.2 1 555 000
BPCE SA VAR 10/27 BPCEGP 1 563 358 0.2 1 525 000
BANK OF VAR 09/29 BAC 1 555 215 0.2 1 500 000
CAIXABANK SA VAR 01/29 CABKSM 1 552 626 0.2 1 500 000
CIFC FUNDING FLT 10/31 CIFC 1 548 753 0.2 1 565 000
REPUBLIC 5.42% 11/37 REPS 1 542 079 0.2 1 513 000
REGIONAL 5.83% 07/36 RMIT 1 535 323 0.2 1 500 000
BANK OF VAR 03/30 BKIR 1 525 781 0.2 1 480 000
ROCK TRUST 5.38834% 11/41 ROCC 1 525 969 0.2 1 504 746
WELLS FARGO & VAR 01/30 WFC 1 525 307 0.2 1 500 000
STREAM 5.21% 02/45 STRE 1 519 960 0.2 1 496 334
FHLMC REMICS 3% 07/45 FHR 1 522 303 0.2 1 607 566
BRIDGECREST 5.65% 04/29 BLAST 1 519 050 0.2 1 500 000
GLS AUTO 5.04% 02/31 GSAR 1 516 666 0.2 1 500 000
SANTANDER 5.141% 01/33 SBCLN 1 505 964 0.2 1 500 000
MORGAN STANLEY VAR 10/30 MS 1 499 308 0.2 1 510 000
OCP AEGIS CLO FLT 01/37 OCPA 1 495 980 0.2 1 500 000
ONDECK ASSET 4.98% 10/31 ONDK 1 496 601 0.2 1 500 000
VOYA CLO 2018-1 FLT 04/31 VOYA 1 495 249 0.2 1 500 000
BLUEMOUNTAIN FLT 10/34 BLUEM 1 486 864 0.2 1 500 000
BNP PARIBAS SA VAR 11/30 BNP 1 482 788 0.2 1 470 000
GNMA 2025-4 LA 3% 07/51 GNR 1 483 266 0.2 1 582 916
DTE ENERGY CO 5.1% 03/29 DTE 1 477 376 0.2 1 455 000
SYNOPSYS INC 4.85% 04/30 SNPS 1 468 687 0.2 1 455 000
CARVANA AUTO 6.46% 02/30 CRVNA 1 465 730 0.2 1 435 000
AMSR 3.95% 06/40 AMSR 1 462 678 0.2 1 500 000
SANTANDER UK VAR 04/31 SANUK 1 458 971 0.2 1 425 000
JACKSON 5.35% 01/30 JXN 1 439 038 0.2 1 410 000
MIZUHO VAR 05/31 MIZUHO 1 439 207 0.2 1 425 000
MITSUBISHI UFJ VAR 01/31 MUFG 1 439 144 0.2 1 410 000
EXETER 6.21% 06/28 EART 1 424 102 0.2 1 410 000
SYMPHONY CLO XX FLT 01/32 SYMP 1 422 991 0.2 1 430 000
TORONTO-DOMI 4.783% 12/29 TD 1 421 618 0.2 1 420 000
HCA INC 5.25% 03/30 HCA 1 408 118 0.2 1 390 000
MERCEDES-BENZ 5.1% 11/29 MBGGR 1 399 740 0.2 1 390 000
OPORTUN 1.47% 05/31 OPTN 1 402 466 0.2 1 437 062
ING GROEP NV VAR 03/31 INTNED 1 390 623 0.2 1 385 000
DANSKE BANK VAR 03/30 DANBNK 1 386 899 0.2 1 350 000
DEUTSCHE BANK VAR 11/29 DB 1 379 603 0.2 1 303 000
PALMER SQUARE FLT 10/30 PSTAT 1 376 888 0.2 1 380 000
CREDIT 5.71% 07/35 CAALT 1 370 605 0.2 1 357 000
PROGRESS STEP 02/42 PROG 1 365 023 0.2 1 500 000
ARES XXXVII CLO FLT 10/30 ARES 1 354 322 0.2 1 355 000
HILTON GRAND 5.71% 08/40 HGVT 1 347 677 0.2 1 323 685
SIERRA 5.83% 06/41 SRFC 1 347 242 0.2 1 329 122
BRIDGECREST 5.64% 11/30 BLAST 1 330 534 0.2 1 312 000
REPUBLIC 5.91% 08/32 REPS 1 329 393 0.2 1 304 000
THL CREDIT WIND FLT 04/31 WINDR 1 327 410 0.2 1 333 334
ELM TRUST VAR 06/39 ELM 1 306 969 0.2 1 290 000
FLAGSHIP 1.46% 09/27 FCAT 1 301 249 0.2 1 315 329
MERCURY 6.56% 07/29 MFCC 1 300 516 0.2 1 281 000
FHLMC REMICS FLT 11/54 FHR 1 293 966 0.2 1 293 965
WINGSPIRE 4.99% 09/32 WEF 1 287 748 0.2 1 286 000
VEROS AUTO 8.32% 11/28 VEROS 1 290 429 0.2 1 250 000
GLS AUTO 5.92% 08/30 GSAR 1 288 539 0.2 1 250 000
BXG 4.61% 09/37 BXGNT 1 286 067 0.2 1 295 986
TRICON 5.35% 11/41 TCN 1 284 360 0.2 1 311 000
SBNA AUTO 6.04% 04/30 SBAT 1 285 481 0.2 1 250 000
AMCOR 5.1% 03/30 AMCR 1 275 648 0.2 1 260 000
CARVANA AUTO 5.8% 05/30 CRVNA 1 277 831 0.2 1 250 000
BANK OF VAR 01/31 BAC 1 269 026 0.2 1 250 000
WELLS FARGO & VAR 04/28 WFC 1 272 441 0.2 1 245 000
AMERICAN VAR 04/30 AXP 1 261 110 0.2 1 225 000
PURCHASING 6.43% 08/28 PPWR 1 266 169 0.2 1 250 000
SANTANDER DRIVE 5% 11/29 SDART 1 257 912 0.2 1 250 000
LHOME MORTGAGE STEP 01/29 LHOME 1 237 390 0.2 1 225 000
BANCO 5.381% 03/29 BBVASM 1 229 094 0.2 1 200 000
BUTTERMILK PARK FLT 10/31 BMILK 1 232 618 0.2 1 241 230
MFA 2024-RTL3 STEP 11/39 MFRA 1 227 175 0.2 1 220 000
F&G GLOBAL 5.875% 06/27 FG 1 192 770 0.2 1 170 000
UMBS MORTPASS 3% 06/37 FN 1 178 026 0.2 1 238 512
CNO GLOBAL 5.875% 06/27 CNO 1 174 349 0.2 1 145 000
ALLIANT 5.4% 06/27 LNT 1 157 553 0.2 1 145 000
KKR STATIC CLO FLT 07/31 KSTAT 1 144 046 0.2 1 151 563
NRM FNT1 STEP 11/31 NZES 1 148 681 0.2 1 133 854
CITIGROUP INC VAR 02/30 C 1 142 810 0.2 1 130 000
PRINCIPAL 5.1% 01/29 PFG 1 134 359 0.2 1 115 000
SIERRA 4.81% 01/42 SRFC 1 114 514 0.2 1 111 000
SCF EQUIPMENT 5.56% 04/32 SCFET 1 109 391 0.2 1 083 000
GOLDMAN SACHS VAR 07/30 GS 1 098 922 0.2 1 090 000
CITIGROUP INC VAR 09/30 C 1 095 735 0.2 1 110 000
CANADIAN VAR 09/30 CM 1 091 470 0.2 1 100 000
MVW 2024-1 5.51% 02/43 MVWOT 1 064 492 0.2 1 049 975
PROGRESS 3.75% 02/41 PROG 1 057 464 0.2 1 125 000
KBC GROUP NV VAR 01/29 KBCBB 1 058 762 0.2 1 030 000
BX COMMERCIAL FLT 02/39 BX 1 055 904 0.2 1 062 545
CENCORA INC 4.85% 12/29 COR 1 048 706 0.2 1 040 000
ELM TRUST VAR 06/39 ELM 1 033 544 0.2 1 016 000
FREMF 2018-K83 ZERO 11/51 FREMF 1 029 263 0.2 1 400 000
ASB BANK 5.398% 11/27 ASBBNK 1 022 276 0.2 1 000 000
BRIDGECREST 5.7% 07/29 BLAST 1 025 302 0.2 1 009 000
BAYVIEW 6.36% 07/29 BVABS 1 024 628 0.2 1 000 000
MORGAN STANLEY VAR 10/28 MS 1 024 049 0.2 985 000
BANK OF VAR 09/27 BAC 1 019 422 0.2 1 000 000
COREBRIDGE 5.2% 06/29 CRBG 1 015 513 0.2 1 000 000
LLOYDS BANKING VAR 08/27 LLOYDS 1 016 286 0.2 1 000 000
MET TOWER 5.4% 06/26 MET 1 014 037 0.2 1 000 000
NATIONWIDE 5.127% 07/29 NWIDE 1 011 476 0.2 1 000 000
MACQUARIE 5.208% 06/26 MQGAU 1 009 600 0.2 1 000 000
MERCHANTS 5.95% 04/37 MFF 1 013 670 0.2 1 000 000
CPS AUTO 2.84% 04/29 CPS 1 008 470 0.2 1 021 000
ASB BANK 5.346% 06/26 ASBBNK 1 011 932 0.2 1 000 000
LHOME MORTGAGE STEP 01/40 LHOME 1 003 688 0.2 1 000 000
WELLS FARGO & VAR 07/29 WFC 1 001 846 0.2 975 000
IDENTITY 6.793% 03/65 1 000 000 0.2 1 000 000
PUREWEST ABS 6.531% 04/40 1 000 000 0.2 1 000 000
GOLDMAN SACHS VAR 08/28 GS 998 618 0.2 1 000 000
KBC GROUP NV VAR 10/30 KBCBB 999 904 0.2 1 000 000
NATWEST GROUP VAR 08/30 NWG 999 873 0.2 1 000 000
NRM FHT1 STEP 03/32 NZES 998 124 0.2 1 000 000
PALMER SQUARE FLT 08/32 PSTAT 995 067 0.2 998 994
RR 12 LTD FLT 01/36 RRAM 995 756 0.2 1 000 000
SDR COMMERCIAL FLT 05/39 SDR 997 891 0.2 1 008 000
MADISON PARK FLT 10/34 MDPK 988 725 0.2 1 000 000
AVOLON 5.75% 03/29 AVOL 988 335 0.2 970 000
BANK OF NOVA VAR 09/28 BNS 990 595 0.2 995 000
SANTANDER 4.49% 08/29 SDART 983 277 0.2 985 000
NATIONAL BANK 4.5% 10/29 NACN 987 534 0.2 1 000 000
FHLMC MORTPASS FLT 09/47 FH 980 031 0.2 950 415
SANTANDER 5.818% 06/32 SBCLN 975 208 0.2 963 687
FHLMC VAR 12/30 FHMS 978 782 0.2 27 665 326
HYUNDAI 5.25% 01/27 HYNMTR 971 018 0.2 965 000
BARCLAYS PLC VAR 09/30 BACR 964 810 0.1 970 000
SANTANDER 6.4% 03/31 SDART 965 000 0.1 928 000
SKANDINAVISK 5.375% 03/29 SEB 964 014 0.1 940 000
MORGAN STANLEY VAR 04/30 MS 960 139 0.1 930 000
CREDIT VAR 01/29 ACAFP 954 549 0.1 945 000
WELLS FARGO & VAR 07/28 WFC 949 083 0.1 945 000
WFRBS VAR 08/47 WFRBS 950 153 0.1 1 000 000
FHLMC REMICS 5.5% 01/35 FHR 943 079 0.1 924 829
BMW US 4.65% 08/29 BMW 948 135 0.1 955 000
UMBS MORTPASS 5.5% 10/38 FR 941 844 0.1 925 460
FHLMC VAR 04/30 FHMS 927 945 0.1 14 085 861
UNITED 4.125% 11/27 T 924 972 0.1 915 000
AMERICAN VAR 10/26 AXP 918 572 0.1 910 000
FLAGSHIP 6.01% 07/29 FCAT 918 158 0.1 900 000
GLS AUTO 3.51% 10/27 GCAR 922 877 0.1 926 774
CPS AUTO 5.76% 10/30 CPS 910 558 0.1 896 000
GLS AUTO 6.01% 05/29 GCAR 911 721 0.1 900 000
JP MORGAN CHASE VAR 01/49 JPMCC 914 758 0.1 1 000 000
CARVANA AUTO 5.33% 07/29 CRVNA 909 556 0.1 900 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty 907 940 0.1 510
LENDMARK 1.9% 11/31 LFT 907 201 0.1 950 000
WFRBS VAR 09/57 WFRBS 899 591 0.1 944 486
UBS GROUP AG VAR 08/28 UBS 902 019 0.1 870 000
CPS AUTO 6.27% 10/29 CPS 892 359 0.1 881 000
CARVAL CLO II FLT 04/32 CARVL 884 468 0.1 889 000
GOLDMAN SACHS VAR 10/30 GS 889 374 0.1 895 000
JP MORGAN CHASE VAR 08/49 JPMCC 889 925 0.1 1 000 000
BANK OF VAR 04/29 BAC 884 788 0.1 870 000
BUSINESS JET 6.924% 05/39 BJETS 882 970 0.1 857 374
AVOLON 5.5% 01/26 AVOL 876 723 0.1 875 000
HSBC HOLDINGS VAR 08/27 HSBC 868 511 0.1 855 000
HSBC HOLDINGS VAR 11/30 HSBC 868 316 0.1 860 000
RTX CORP 5.75% 11/26 RTX 866 414 0.1 850 000
UNITED STATES ZERO 07/25 B 862 179 0.1 873 000
QUEST 4.625% 12/29 DGX 863 871 0.1 865 000
WESTGATE 7.06% 01/38 WESTR 859 399 0.1 845 462
WESTLAKE 2.12% 01/27 WLAKE 858 331 0.1 865 175
FLAGSHIP 4.99% 07/28 FCAT 854 287 0.1 858 000
SUMITOMO 5.2% 03/29 SUMITR 836 864 0.1 820 000
CAIXABANK SA VAR 09/27 CABKSM 826 793 0.1 805 000
NATWEST 5.41% 05/29 NWG 826 735 0.1 805 000
EXETER 6.95% 12/29 EART 823 414 0.1 800 000
PRET 2021-NPL3 STEP 07/51 PRET 821 162 0.1 822 133
BANCO 5.588% 08/28 SANTAN 821 480 0.1 800 000
FREMF 17-K68 ZERO 10/49 FREMF 816 775 0.1 1 000 000
CHERRY 5.7% 04/32 CHRY 812 529 0.1 808 000
DANSKE BANK VAR 09/26 DANBNK 809 984 0.1 805 000
FREMF ZERO 09/53 FREMF 813 014 0.1 1 200 000
PRPM 2021-8 LLC VAR 09/26 PRPM 810 868 0.1 812 375
FREMF ZERO 11/53 FREMF 801 553 0.1 1 000 000
TRICON 5.1% 07/40 TCN 801 459 0.1 800 000
BANCO BILBAO VAR 09/26 BBVASM 803 230 0.1 800 000
OPORTUN 5.3% 02/33 OPTN 798 629 0.1 800 000
TOORAK STEP 02/40 TRK 799 982 0.1 800 000
SUMITOMO 5.52% 01/28 SUMIBK 797 889 0.1 775 000
SDR COMMERCIAL FLT 05/39 SDR 795 937 0.1 804 000
AMERICAN VAR 01/31 AXP 795 660 0.1 785 000
FNMA REMICS FLT 09/54 FNR 793 640 0.1 794 354
EXETER 4.56% 07/28 EART 794 815 0.1 800 000
FNMA REMICS 5.5% 12/35 FNR 793 667 0.1 766 777
FNMA MORTPASS FLT 05/47 FN 798 872 0.1 773 477
UMBS MORTPASS 3.5% 11/39 FN 788 811 0.1 824 218
BARCLAYS PLC VAR 11/27 BACR 788 620 0.1 820 000
BNP PARIBAS SA VAR 06/26 BNP 791 063 0.1 795 000
LLOYDS BANKING VAR 03/29 LLOYDS 778 940 0.1 755 000
FNMA REMICS 5.5% 01/36 FNR 771 135 0.1 741 542
GLS AUTO 5.96% 10/28 GSAR 767 683 0.1 757 000
SVENSKA 5.5% 06/28 SHBASS 771 478 0.1 750 000
STANDARD VAR 05/28 STANLN 767 684 0.1 755 000
CPS AUTO 6.44% 04/29 CPS 765 743 0.1 750 000
FIRSTKEY HOMES 4.5% 07/39 FKH 767 187 0.1 800 000
FHLMC STACR FLT 11/43 STACR 757 114 0.1 725 000
NATWEST 5.416% 05/27 NWG 758 902 0.1 745 000
MARINER 6.7% 10/35 MFIT 757 985 0.1 750 000
FREMF ZERO 10/28 FREMF 755 967 0.1 1 000 000
CREDIT VAR 06/26 ACAFP 760 575 0.1 765 000
AMSR 2022-SFR3 4% 10/39 AMSR 751 793 0.1 800 000
FLAGSHIP 5.3% 04/28 FCAT 750 238 0.1 750 000
HILTON GRAND 5.99% 03/38 HGVT 752 847 0.1 739 070
ARBOR REALTY SR 9% 10/27 ABR 742 094 0.1 750 000
GALAXY XXVI CLO FLT 11/31 GALXY 746 164 0.1 749 000
GLS AUTO 3.97% 01/28 GCAR 745 022 0.1 750 000
CCO HOLDINGS 4.75% 03/30 CHTR 737 956 0.1 802 000
GLS AUTO 6.09% 03/29 GSAR 740 814 0.1 722 000
BPCE SA VAR 10/26 BPCEGP 738 023 0.1 750 000
BANK OF NOVA 5.35% 12/26 BNS 730 757 0.1 720 000
UMBS MORTPASS 4% 11/50 FN 731 240 0.1 765 758
FEDERATION 5.25% 04/29 CCDJ 726 134 0.1 710 000
EXETER 7.13% 02/30 EART 727 441 0.1 700 000
FHLMC VAR 03/31 FHMS 728 198 0.1 29 630 958
UMBS MORTPASS 4.5% 07/52 FR 724 369 0.1 748 958
AERCAP 6.45% 04/27 AER 717 888 0.1 695 000
CAIXABANK SA VAR 03/30 CABKSM 719 472 0.1 702 000
FREMF ZERO 10/53 FREMF 716 287 0.1 1 100 000
CHARTER 6.15% 11/26 CHTR 714 295 0.1 700 000
GOLDMAN SACHS VAR 03/28 GS 706 887 0.1 720 000
UMBS MORTPASS 4% 12/44 FN 702 354 0.1 723 139
MARVELL 5.75% 02/29 MRVL 690 616 0.1 670 000
JPMCC VAR 03/50 JPMCC 683 419 0.1 800 000
SANTANDER 5.32% 12/31 SDART 677 623 0.1 675 000
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty 677 865 0.1 482
CANADIAN 5.26% 04/29 CM 672 458 0.1 660 000
UMBS MORTPASS 2% 02/37 FN 671 011 0.1 732 185
UMBS MORTPASS 4% 01/49 FR 673 978 0.1 705 793
MFA 2024-NPL1 STEP 09/54 MFRA 673 538 0.1 672 057
SYMPHONY CLO FLT 10/31 SYMP 676 778 0.1 680 000
AMERICAN 5.34% 08/31 ACAR 666 119 0.1 668 000
COREBRIDGE 5.9% 09/28 CRBG 669 478 0.1 645 000
FHLMC VAR 12/30 FHMS 669 600 0.1 19 844 726
UMBS MORTPASS 5% 06/39 FR 668 462 0.1 663 218
SANTANDER UK VAR 08/26 SANUK 646 496 0.1 655 000
CCO HOLDINGS 4.5% 08/30 CHTR 647 745 0.1 715 000
CSAIL 2015-C2 VAR 06/57 CSAIL 645 962 0.1 700 000
FREMF ZERO 05/53 FREMF 640 471 0.1 1 000 000
CFMT 2024-HB13 VAR 05/34 CFMT 637 850 0.1 674 000
MORGAN STANLEY VAR 05/28 MS 636 643 0.1 625 000
CREDIT 6.71% 07/34 CAALT 619 825 0.1 600 000
FRTKL 1.721% 09/38 FRTKL 619 418 0.1 650 000
NEW 2.849% 02/39 NRMLT 624 813 0.1 650 000
UNITED 4.25% 02/29 T 622 009 0.1 610 000
MORGAN STANLEY VAR 07/29 MS 614 789 0.1 600 000
POWERPAY 6.53% 02/39 PWRP 617 244 0.1 601 468
DANSKE BANK VAR 10/30 DANBNK 606 116 0.1 615 000
FIRSTKEY HOMES 4.5% 07/39 FKH 599 458 0.1 615 000
GNMA II 4.5% 08/52 G2 603 426 0.1 619 075
OPORTUN 5.25% 06/31 OPTN 599 989 0.1 600 000
WFRBS VAR 09/57 WFRBS 602 667 0.1 725 000
SIERRA 5.35% 01/43 SRFC 597 906 0.1 590 511
FIRSTKEY HOMES ZERO 05/39 FKH 598 634 0.1 700 000
FLAGSHIP CREDIT 6% 07/28 FCAT 597 538 0.1 600 000
HSBC HOLDINGS VAR 03/31 HSBC 586 328 0.1 585 000
UNITED 4.125% 01/27 T 589 090 0.1 585 000
JACKSON 5.5% 01/26 JXN 578 957 0.1 575 000
PRPM 2021-5 STEP 06/26 PRPM 578 277 0.1 579 023
ELARA HGV 7.3% 02/38 EHGVT 569 536 0.1 551 412
HILTON GRAND 5.72% 01/38 HGVT 571 402 0.1 558 845
MORGAN STANLEY VAR 04/29 MS 573 111 0.1 565 000
T-MOBILE 3.375% 04/29 TMUS 571 076 0.1 600 000
VITERRA 4.9% 04/27 VITRRA 572 528 0.1 570 000
ENERGY 5.625% 05/27 ET 565 524 0.1 565 000
UNITED 4.25% 01/28 T 563 281 0.1 555 000
AMERICAN 2.46% 03/28 ACAR 564 551 0.1 566 337
DT AUTO OWNER 1.31% 05/27 DTAOT 555 685 0.1 567 343
UMBS MORTPASS 4% 10/37 FR 556 418 0.1 567 587
SOCIETE VAR 12/26 SOCGEN 556 932 0.1 570 000
ARAB 7.6003% 03/29 EGYPT 550 338 0.1 600 000
PETROLEOS 6.49% 01/27 PEMEX 553 213 0.1 570 000
PROGRESS 4.45% 04/39 PROG 548 563 0.1 562 000
DT AUTO 11.06% 04/30 DTAOT 543 011 0.1 500 000
BANCO 2.75% 12/25 BACOPY 537 625 0.1 550 000
DT AUTO 10.21% 05/30 DTAOT 537 669 0.1 500 000
SIERRA 5.8% 04/40 SRFC 529 375 0.1 516 242
HCA INC 5.2% 06/28 HCA 527 112 0.1 520 000
OCTANE 7.76% 03/30 OCTL 523 046 0.1 500 000
COOPERATIEVE VAR 04/28 RABOBK 525 249 0.1 535 000
EXETER 8.03% 04/29 EART 519 128 0.1 500 000
FLAGSHIP 3.64% 03/28 FCAT 518 024 0.1 536 000
BX TRUST FLT 01/39 BX 521 062 0.1 525 000
CONNECTICUT FLT 12/41 CAS 521 489 0.1 521 000
CREDIT 6.7% 10/34 CAALT 520 231 0.1 500 000
ABN AMRO BANK VAR 09/27 ABNANV 511 098 0.1 500 000
AVIS BUDGET 5.58% 12/30 AESOP 508 915 0.1 500 000
BNP PARIBAS SA VAR 06/29 BNP 509 391 0.1 500 000
CREDIT 6.11% 08/34 CAALT 513 494 0.1 500 000
DARDEN 4.55% 10/29 DRI 509 188 0.1 515 000
EXETER 7.4% 02/29 EART 511 662 0.1 500 000
TENET 4.25% 06/29 THC 513 711 0.1 553 000
WESTLAKE 6.79% 11/28 WLAKE 513 364 0.1 500 000
SANTANDER 5.69% 02/31 SDART 507 646 0.1 500 000
DT AUTO OWNER 6.07% 03/28 DTAOT 503 433 0.1 500 000
UMBS MORTPASS 2.5% 04/33 FN 508 402 0.1 527 835
DNB BANK ASA VAR 10/26 DNBNO 502 934 0.1 500 000
BANQUE 5.896% 07/26 BFCM 508 010 0.1 500 000
BPCE SA VAR 01/27 BPCEGP 504 132 0.1 500 000
ING GROEP NV VAR 07/26 INTNED 496 010 0.1 500 000
NATWEST GROUP 4.8% 04/26 NWG 501 605 0.1 500 000
OPORTUN 5.89% 02/33 OPTN 499 197 0.1 500 000
NEW 3.55% 02/39 NRMLT 499 966 0.1 520 000
FREMF 2019-KC07 VAR 10/29 FREMF 491 715 0.1 600 000
MITSUBISHI UFJ VAR 07/27 MUFG 492 997 0.1 512 000
WELLS FARGO VAR 12/48 WFCM 493 056 0.1 500 000
CITIGROUP INC VAR 02/28 C 485 837 0.1 500 000
MORGAN STANLEY VAR 10/48 MSBAM 485 221 0.1 500 000
FIRSTKEY 3.452% 08/38 FKH 481 866 0.1 500 000
NORDEA BANK 1.5% 09/26 NDAFH 478 182 0.1 500 000
STANDARD VAR 07/27 STANLN 478 013 0.1 470 000
FIRSTKEY 2.985% 12/38 FKH 477 528 0.1 500 000
BANK OF VAR 07/28 BAC 478 612 0.1 475 000
BSPRT 2021-FL7 FLT 12/38 BSPRT 475 028 0.1 475 000
FHLMC REMICS 4% 07/41 FHR 475 100 0.1 477 817
CREDIT 5.7% 10/32 CAALT 468 553 0.1 467 000
GRAY OAK 2.6% 10/25 GRYOAK 468 573 0.1 475 000
MIZUHO VAR 05/26 MIZUHO 468 749 0.1 470 000
CARVANA AUTO 5.57% 07/30 CRVNA 453 883 0.1 444 000
SCF EQUIPMENT 5.82% 09/32 SCFET 454 854 0.1 443 000
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty -455 869 0.1 -207
ENEL 4.625% 06/27 ENELIM 444 665 0.1 445 000
FHLMC VAR 10/30 FHMS 446 690 0.1 9 821 033
NEXTERA 5.749% 09/25 NEE 446 910 0.1 445 000
SCF EQUIPMENT 1.93% 09/30 SCFET 444 757 0.1 445 506
FHLMC VAR 10/30 FHMS 437 319 0.1 9 754 090
AMERICAN 5.83% 10/28 ACAR 437 458 0.1 435 745
NEUBERGER FLT 07/35 NEUB 430 959 0.1 434 000
GOLDMAN HOME 1.15% 06/51 GHIT 426 233 0.1 440 340
PETROLEOS 6.875% 08/26 PEMEX 424 840 0.1 430 000
HUNTINGTON 5.442% 10/32 HACLN 423 705 0.1 421 054
VENTURE 8.125% 06/28 VENLNG 422 610 0.1 420 000
AVIS BUDGET 7.03% 12/29 AESOP 414 483 0.1 400 000
BANK OF VAR 11/28 BAC 415 709 0.1 400 000
FNMA REMICS 4% 07/52 FNR 416 256 0.1 427 213
HOME 3.198% 01/41 HPA 412 289 0.1 452 138
GOLDMAN SACHS VAR 10/27 GS 406 092 0.1 423 000
LENDMARK 8.69% 05/33 LFT 411 233 0.1 400 000
UBS GROUP AG VAR 07/26 UBS 406 600 0.1 405 000
UBS GROUP AG VAR 08/27 UBS 410 046 0.1 410 000
MVW 2023-2 7.06% 11/40 MVWOT 404 471 0.1 390 780
GLOBAL 1.2% 03/26 GPN 401 545 0.1 415 000
BANK OF NEW 5.076% 01/29 BZLNZ 403 236 0.1 395 000
REPUBLIC OF 6.375% 03/28 IVYCST 396 876 0.1 400 000
HASHEMITE 6.125% 01/26 JORDAN 394 908 0.1 400 000
STWD 2021-LIH FLT 11/36 STWD 392 000 0.1 400 000
ABN AMRO BANK VAR 06/27 ABNANV 385 637 0.1 400 000
MORGAN STANLEY VAR 01/28 MS 386 010 0.1 400 000
MITSUBISHI UFJ VAR 01/28 MUFG 385 558 0.1 400 000
PETROLEOS 4.5% 01/26 PEMEX 389 400 0.1 400 000
AMERICAN 6.35% 04/29 ACAR 380 129 0.1 375 000
AMSR 2.966% 12/38 AMSR 385 246 0.1 400 000
BANK OF NEW VAR 04/27 BK 382 044 0.1 380 000
EXETER 1.96% 01/28 EART 379 198 0.1 385 014
FIRSTKEY HOMES 4.5% 07/39 FKH 381 576 0.1 400 000
MACQUARIE VAR 06/28 MQGAU 375 061 0.1 380 000
ISLAMIC 6% 04/26 PKSTAN 377 000 0.1 400 000
GOLDMAN SACHS VAR 02/28 GS 376 536 0.1 390 000
REPUBLIC OF 7.625% 01/33 IVYCST 371 000 0.1 400 000
STATE STREET VAR 02/29 STT 370 710 0.1 370 000
FEDERAL 6.5% 11/27 NGERIA 368 800 0.1 400 000
CSN INOVA 6.75% 01/28 CSNABZ 367 648 0.1 400 000
UMBS MORTPASS 2.5% 07/36 FN 370 987 0.1 397 349
FHLMC REMICS 4% 12/36 FHR 369 450 0.1 370 721
CITIGROUP INC VAR 01/28 C 365 498 0.1 370 000
CREDIT 7.3% 04/34 CAALT 365 268 0.1 350 000
CONSTELLATION 5.6% 03/28 CEG 364 863 0.1 355 000
CITIGROUP VAR 04/48 CGCMT 365 004 0.1 400 000
DEUTSCHE BANK VAR 07/27 DB 359 758 0.1 350 000
BAUSCH HEALTH 5.5% 11/25 BHCCN 348 546 0.1 349 000
CAPITAL ONE VAR 02/29 COF 350 443 0.1 345 000
TRANSDIGM 6.375% 03/29 TDG 347 212 0.1 345 000
ENFRAGEN 5.375% 12/30 ENFRAG 341 500 0.1 400 000
WYNN 5.125% 10/29 WYNFIN 345 783 0.1 365 000
JPMBB VAR 03/49 JPMBB 345 534 0.1 400 000
DEUTSCHE BANK VAR 11/26 DB 343 992 0.1 350 000
ELARA HGV 6.16% 02/38 EHGVT 343 162 0.1 332 072
AREIT 2021-CRE5 FLT 11/38 AREIT 334 960 0.1 336 000
BANK OF VAR 09/26 BKIR 337 525 0.1 335 000
FEDERATION 5.7% 03/28 CCDJ 335 767 0.1 325 000
GLOBAL 4.95% 08/27 GPN 337 532 0.1 335 000
PROGRESS 2.382% 10/38 PROG 337 220 0.1 350 000
SMRT 2022-MINI FLT 01/39 SMRT 334 250 0.1 350 000
UNITED 3.625% 03/28 T 339 561 0.1 340 000
BANK OF VAR 02/28 BAC 333 023 0.1 345 000
REPUBLIC OF 7.1% 11/36 SOAF 331 275 0.1 350 000
REPUBLIC OF 5.8% 01/28 IRAQ 326 531 0.0 337 500
MORGAN STANLEY VAR 07/27 MS 322 348 0.0 335 000
REPUBLIC OF 9.5% 03/36 KENINT 320 804 0.0 377 000
FIRSTENERGY 4.55% 01/30 FE 321 489 0.0 325 000
DISH 11.75% 11/27 DISH 325 106 0.0 314 000
BUSINESS JET 4.455% 06/37 BJETS 323 566 0.0 330 703
EXETER 6.51% 12/27 EART 318 527 0.0 317 199
USD - FOR FUTURES -308 577 0.0 -308 577
BMO 2024-5C3 VAR 02/57 BMO 308 133 0.0 300 000
CSAIL 2015-C4 VAR 11/48 CSAIL 308 532 0.0 325 000
DT AUTO OWNER 6.44% 11/28 DTAOT 312 137 0.0 307 000
EXELON CORP 5.15% 03/28 EXC 310 515 0.0 305 000
DT AUTO OWNER 5.55% 10/28 DTAOT 301 242 0.0 300 000
HSBC HOLDINGS VAR 03/30 HSBC 306 405 0.0 300 000
IVORY COAST IVYCST 307 700 0.0 340 000
PRET 2021-RN4 VAR 10/51 PRET 304 882 0.0 305 096
UBS GROUP AG VAR 01/27 UBS 299 272 0.0 297 000
FIRSTKEY HOMES ZERO 05/39 FKH 295 691 0.0 350 000
BX TRUST FLT 11/36 BX 300 522 0.0 304 318
BENCHMARK VAR 01/57 BMARK 299 919 0.0 300 000
UBS 7.5% 02/28 UBS 290 812 0.0 270 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty -289 689 0.0 -109
AMSR 2.327% 10/38 AMSR 286 099 0.0 300 000
REPUBLIC 2.3% 12/31 REPS 287 179 0.0 290 037
AQUA FINANCE 2.4% 07/46 AQFIT 275 728 0.0 313 000
OPORTUN 1.96% 05/31 OPTN 280 659 0.0 287 412
VOLT CV LLC STEP 11/51 VOLT 281 182 0.0 282 094
WELLS FARGO & VAR 03/28 WFC 279 349 0.0 285 000
BX COMMERCIAL FLT 09/36 BX 269 843 0.0 275 000
REPUBLIC OF 8.625% 02/29 ELSALV 273 207 0.0 270 000
UMBS MORTPASS 2% 09/30 FR 271 820 0.0 284 002
PETROLEOS 5.35% 02/28 PEMEX 274 578 0.0 300 000
UMBS MORTPASS 2.5% 06/36 FN 264 568 0.0 283 368
REPUBLIC OF STEP 07/30 ECUA 263 700 0.0 450 000
FHLMC REMICS 4.5% 11/40 FHR 267 207 0.0 265 753
NEW STEP 03/39 NRMLT 257 691 0.0 255 000
MITSUBISHI UFJ VAR 04/26 MUFG 257 948 0.0 258 000
ALIGNED DATA 1.937% 08/46 ADC 252 369 0.0 263 000
MARINER 5.33% 11/38 MFIT 254 583 0.0 250 000
SCOTTS 4.5% 10/29 SMG 249 911 0.0 273 000
CLEAR 5.125% 08/27 CCO 247 647 0.0 259 000
CPS AUTO 6.45% 04/30 CPS 243 852 0.0 240 000
FIRSTENERGY 5.2% 04/28 FE 244 061 0.0 240 000
MARINER 5.73% 11/38 MFIT 248 995 0.0 244 000
US AUTO 5.13% 12/25 USAUT 246 292 0.0 574 000
AMERICAN 5.75% 04/29 AAL 239 123 0.0 251 750
BANK OF VAR 09/27 BKIR 236 510 0.0 245 000
EMRLD 6.625% 12/30 EMECLI 237 063 0.0 240 000
PETSMART INC 4.75% 02/28 PETM 230 721 0.0 250 000
TRICON 2.794% 07/38 TCN 231 276 0.0 240 000
ENTEGRIS INC 5.95% 06/30 ENTG 235 152 0.0 240 000
PETROLEOS 6.84% 01/30 PEMEX 223 975 0.0 250 000
DAVITA INC 4.625% 06/30 DVA 226 252 0.0 248 000
FIRSTENERGY 5.15% 03/26 FE 225 950 0.0 225 000
FRTKL 2.172% 09/38 FRTKL 226 985 0.0 238 000
FRONTIER 5.875% 10/27 FYBR 225 954 0.0 227 000
NRG ENERGY 5.25% 06/29 NRG 225 258 0.0 232 000
NEWELL 6.375% 09/27 NWL 229 787 0.0 235 000
CONNECTICUT FLT 01/42 CAS 229 007 0.0 225 000
BANK OF VAR 07/27 BAC 221 747 0.0 230 000
CARNIVAL 6.125% 02/33 CCL 223 185 0.0 230 000
CRESCENT 9.25% 02/28 CRGYFN 219 464 0.0 215 000
FLAGSHIP 1.27% 03/27 FCAT 220 789 0.0 225 000
WELLS FARGO & VAR 10/29 WFC 221 107 0.0 210 000
SG 3.933% 10/48 SGCMS 212 953 0.0 225 000
NYMT LOAN STEP 08/61 NYMT 210 996 0.0 212 251
PERMIAN 7% 01/32 PR 211 964 0.0 210 000
BANCO 6.607% 11/28 SANTAN 212 189 0.0 200 000
ISTANBUL 10.5% 12/28 ISTNBL 211 000 0.0 200 000
BOF VII AL 4.5% 07/32 BVABS 216 835 0.0 218 561
ALBERTSONS 4.625% 01/27 ACI 212 182 0.0 216 000
DOMINICAN 7.05% 02/31 DOMREP 205 676 0.0 200 000
UMBS MORTPASS 4% 01/49 FN 206 280 0.0 215 782
MERCHANTS 7.21% 05/36 MFF 207 735 0.0 205 885
BOOST NEWCO 7.5% 01/31 WRLDPY 206 556 0.0 200 000
TERMOCANDELAR 7.75% 09/31 TERMOC 197 750 0.0 200 000
NOMURA 1.851% 07/25 NOMURA 198 405 0.0 200 000
SAAVI 8.875% 02/35 SAAVIE 198 500 0.0 200 000
TRANSNET SOC 8.25% 02/28 SAFTRA 200 096 0.0 200 000
YINSON 8.947% 07/42 YPANBR 200 178 0.0 198 236
VISTRA 7.75% 10/31 VST 202 872 0.0 195 000
VOLKSWAGEN 3.35% 05/25 VW 199 649 0.0 200 000
WESCO 6.375% 03/29 WCC 200 524 0.0 200 000
JPMCC VAR 03/50 JPMCC 198 368 0.0 275 000
MHC COMMERCIAL FLT 04/38 MHC 198 500 0.0 200 000
KINGSTON 6.75% 12/36 KINAIR 199 140 0.0 200 000
FEDERATION 4.4% 08/25 CCDJ 199 618 0.0 200 000
HASHEMITE 4.95% 07/25 JORDAN 198 500 0.0 200 000
GRAY MEDIA 10.5% 07/29 GTN 202 788 0.0 200 000
FS 8.875% 02/31 FSBIOE 202 116 0.0 200 000
FREMF 2018-K732 VAR 05/25 FREMF 199 078 0.0 200 000
FHLMCGLD 4.5% 05/49 FG 201 684 0.0 205 085
ELEMENT 3.85% 06/25 EFNCN 199 455 0.0 200 000
INSTITUTO 6.75% 10/31 COSICE 202 312 0.0 200 000
HASHEMITE 7.75% 01/28 JORDAN 199 188 0.0 200 000
CITIGROUP INC VAR 04/26 C 199 991 0.0 200 000
SURINAME 7.95% 07/33 SURINM 191 871 0.0 203 000
MORGAN 3.257% 05/48 MSBAM 195 477 0.0 220 000
PROGRESS 2.538% 05/26 PROG 194 642 0.0 200 000
BANCO VAR 09/27 SANTAN 191 554 0.0 200 000
ING GROEP NV VAR 04/27 INTNED 194 445 0.0 200 000
TRIVIUM 5.5% 08/26 TRIVIU 195 495 0.0 200 000
REPUBLIC OF 7.125% 02/32 TURKEY 196 800 0.0 200 000
VITERRA FINANCE 2% 04/26 VITRRA 194 429 0.0 200 000
IQVIA INC 5% 05/27 IQV 196 500 0.0 200 000
REPUBLIC OF 9.5% 11/25 ANGOL 194 812 0.0 200 000
INEOS 6.75% 05/28 INEGRP 193 395 0.0 200 000
UMBS MORTPASS 2.5% 12/40 FN 191 875 0.0 214 170
FHLMC REMICS 3% 02/47 FHR 192 055 0.0 206 132
ARAB REPUBLIC 7.5% 01/27 EGYPT 192 906 0.0 200 000
COMM VAR 10/48 COMM 195 290 0.0 200 000
COMM 2015-PC1 VAR 07/50 COMM 194 037 0.0 200 000
CONTINENTAL 2.55% 12/29 CFCC 195 383 0.0 196 113
AMS-OSRAM 12.25% 03/29 AMSSW 196 517 0.0 200 000
HYUNDAI 1.8% 10/25 HYNMTR 196 507 0.0 200 000
LIVE NATION 4.75% 10/27 LYV 186 912 0.0 195 000
ALLIED 4.625% 06/28 UNSEAM 186 590 0.0 200 000
SENSATA 5.875% 09/30 ST 188 016 0.0 200 000
ROC MORTGAGE STEP 02/40 ROC 186 437 0.0 185 000
ORGANON & 4.125% 04/28 OGN 185 427 0.0 200 000
GRIFOLS SA 4.75% 10/28 GRFSM 186 092 0.0 200 000
CSC 11.25% 05/28 CSCHLD 186 686 0.0 200 000
STANDARD 4.75% 01/28 BMCAUS 185 555 0.0 194 000
COMMONWEALTH OF 6% 11/28 BAHAMA 190 316 0.0 200 000
ALLISON 5.875% 06/29 ALSN 186 907 0.0 189 000
MEDLINE 3.875% 04/29 MEDIND 180 425 0.0 195 000
SIRIUS XM 5.5% 07/29 SIRI 180 400 0.0 190 000
FEDERAL 6.5% 11/27 NGERIA 184 400 0.0 200 000
MARINER 1.86% 03/36 MFIT 184 388 0.0 192 000
CONNECT FINCO 9% 09/29 ISATLN 178 825 0.0 200 000
FREMF 2016-K57 VAR 08/49 FREMF 182 187 0.0 185 000
FNMA REMICS 3.5% 12/42 FNR 178 577 0.0 184 934
BRASKEM 8% 10/34 BRASKM 183 010 0.0 200 000
MADISON IAQ 4.125% 06/28 MADIAQ 173 530 0.0 186 000
WELLS FARGO VAR 09/58 WFCM 175 398 0.0 205 000
UNITED STATES 4% 02/28 T 174 231 0.0 172 700
QUIKRETE 6.375% 03/32 QUIKHO 174 354 0.0 175 000
REPUBLIC OF 8.25% 05/28 ANGOL 173 250 0.0 200 000
GREENKO 3.85% 03/26 GRNKEN 172 735 0.0 179 000
BENIN 7.96% 02/38 BENIN 174 000 0.0 200 000
ARDAGH 4.125% 08/26 ARGID 176 940 0.0 200 000
CAESARS 4.625% 10/29 CZR 172 277 0.0 190 000
BRASKEM 4.5% 01/30 BRASKM 166 000 0.0 200 000
MAUSER 7.875% 04/27 BWY 166 945 0.0 173 000
EQUIPMENTSHARE.C 9% 05/28 EQMSRM 165 801 0.0 165 000
EXPAND 6.75% 04/29 EXE 168 621 0.0 167 000
INTELSAT 6.5% 03/30 INTEL 170 066 0.0 182 000
MEG ENERGY 5.875% 02/29 MEGCN 165 873 0.0 175 000
ZF NORTH 6.875% 04/28 ZFFNGR 166 882 0.0 175 000
IMOLA MERGER 4.75% 05/29 IM 165 194 0.0 176 000
CLARIOS 6.75% 05/28 POWSOL 160 440 0.0 160 000
ISLAMIC 7.375% 04/31 PKSTAN 162 000 0.0 200 000
BAYTEX ENERGY 8.5% 04/30 BTECN 162 140 0.0 165 000
GLS AUTO 1.48% 07/27 GCAR 160 441 0.0 163 113
CSC HOLDINGS 6.5% 02/29 CSCHLD 162 000 0.0 200 000
NOVA 8.5% 11/28 NCX 156 343 0.0 150 000
VOLT CIII LLC STEP 08/51 VOLT 153 820 0.0 153 992
STARWOOD 7.25% 04/29 STWD 157 614 0.0 155 000
STATION 4.5% 02/28 RRR 155 590 0.0 164 000
PERU LNG 5.375% 03/30 PERLNG 152 355 0.0 166 680
REPUBLIC OF 9.25% 04/30 ELSALV 153 094 0.0 150 000
DT 4.125% 06/29 DTMINC 157 921 0.0 170 000
NATIONSTAR 6% 01/27 COOP 156 529 0.0 157 000
COHERENT CORP 5% 12/29 COHR 156 757 0.0 166 000
BAUSCH 4.875% 06/28 BHCCN 156 433 0.0 202 000
OWENS-BROCKW 6.625% 05/27 OI 150 083 0.0 152 000
T-MOBILE USA 3.5% 04/25 TMUS 149 927 0.0 150 000
SS&C 5.5% 09/27 SSNC 148 483 0.0 150 000
ALTICE 5.125% 07/29 SFRFP 151 629 0.0 200 000
SONIC 4.625% 11/29 SAH 149 227 0.0 164 000
PRPM 2021-11 STEP 11/26 PRPM 148 094 0.0 148 001
PERFORMANCE 5.5% 10/27 PFGC 147 922 0.0 150 000
SUNOCO LP / 5.875% 03/28 SUN 147 752 0.0 149 000
MORGAN STANLEY VAR 12/26 MS 146 344 0.0 150 000
INDEPENDENCE 4.158% 07/35 IPT 147 747 0.0 150 000
ICAHN 5.25% 05/27 IEP 148 262 0.0 160 000
REPUBLIC OF 8.625% 11/34 HONDUR 148 039 0.0 150 000
GFL 4% 08/28 GFLCN 151 155 0.0 160 000
GOODYEAR 5.25% 04/31 GT 149 506 0.0 167 000
JACKSON 3.875% 06/25 JXN 149 721 0.0 150 000
NEXSTAR 5.625% 07/27 NXST 143 708 0.0 147 000
VISTAJET 9.5% 06/28 VSTJET 139 500 0.0 150 000
HUGHES 6.625% 08/26 SATS 142 808 0.0 182 000
PRIME 6.25% 01/28 PRSESE 144 143 0.0 145 000
PG&E CORP 5% 07/28 PCG 139 825 0.0 145 000
DEUTSCHE BANK VAR 11/27 DB 144 055 0.0 150 000
DOMINICAN 4.5% 01/30 DOMREP 139 500 0.0 150 000
COMSTOCK 6.75% 03/29 CRK 140 245 0.0 147 000
BEAST 2021-1818 FLT 03/36 BSST 139 549 0.0 179 000
ALTICE 5% 01/28 ALTICE 144 706 0.0 200 000
ADIENT 8.25% 04/31 ADNT 143 452 0.0 150 000
MACQUARIE VAR 09/27 MQGAU 133 910 0.0 140 000
UNIVISION 8% 08/28 UVN 137 476 0.0 140 000
REPUBLIC OF 6.25% 05/33 SENEGL 136 600 0.0 200 000
ONEMAIN 6.625% 05/29 OMF 137 217 0.0 140 000
NEXSTAR 4.75% 11/28 NXST 138 247 0.0 150 000
BOMBARDIER INC 6% 02/28 BBDBCN 135 443 0.0 139 000
LIVE NATION 6.5% 05/27 LYV 135 394 0.0 135 000
JP MORGAN CHASE VAR 12/46 JPMCC 138 163 0.0 146 982
AVIS BUDGET 5.75% 07/27 CAR 133 638 0.0 144 000
WAND NEWCO 7.625% 01/32 CALCOL 135 678 0.0 135 000
LIFE 2021-BMR FLT 03/38 LIFE 134 111 0.0 136 500
HILCORP 5.75% 02/29 HILCRP 129 116 0.0 137 000
TEREX CORP 5% 05/29 TEX 131 723 0.0 141 000
SOMNIGROUP 4% 04/29 SGI 128 203 0.0 140 000
SINCLAIR 5.125% 02/27 SBGI 129 332 0.0 140 000
RINGCENTRAL 8.5% 08/30 RNG 129 236 0.0 125 000
NCR ATLEOS 9.5% 04/29 NCRATL 127 623 0.0 120 000
LCM XIV LP 14A FLT 07/31 LCM 128 011 0.0 128 030
HESS 5.875% 03/28 HESM 129 562 0.0 130 000
GLOBAL 5.625% 06/29 GOINSO 126 902 0.0 134 000
ENCOMPASS 4.75% 02/30 EHC 130 197 0.0 136 000
CLARIVATE 3.875% 07/28 CLVTSC 127 170 0.0 139 000
BUILDERS 4.25% 02/32 BLDR 132 108 0.0 149 000
BOYNE USA 4.75% 05/29 BIGSKY 130 835 0.0 140 000
MGM RESORTS 4.75% 10/28 MGM 123 085 0.0 130 000
WALGREENS 3.45% 06/26 WBA 120 823 0.0 125 000
NCR VOYIX CORP 5% 10/28 VYX 125 476 0.0 132 000
VENTURE 9.5% 02/29 VENLNG 120 405 0.0 115 000
TRIMAS CORP 4.125% 04/29 TRS 120 014 0.0 130 000
BIOCEANICO ZERO 06/34 PARCRT 123 172 0.0 158 357
EXETER 1.4% 04/27 EART 122 138 0.0 124 651
JPMBB VAR 08/48 JPMBB 120 189 0.0 150 000
ACADIA 5.5% 07/28 ACHC 122 096 0.0 126 000
CPS AUTO 2.31% 12/27 CPS 122 638 0.0 123 710
CHURCHILL 5.5% 04/27 CHDN 123 041 0.0 125 000
ALBERTSONS 5.875% 02/28 ACI 124 479 0.0 125 000
GRIFFON CORP 5.75% 03/28 GFF 120 166 0.0 125 000
KINETIK 5.875% 06/30 KNTK 117 332 0.0 120 000
VERUS VAR 02/66 VERUS 118 070 0.0 144 000
SIRIUS XM RADIO 5% 08/27 SIRI 119 358 0.0 124 000
SANTANDER 1.33% 09/27 SDART 114 497 0.0 115 584
ON 3.875% 09/28 ON 115 785 0.0 125 000
IHEARTCOMMUNI 7.75% 08/30 IHRT 115 766 0.0 173 550
UMBS MORTPASS 4.5% 05/47 FN 115 775 0.0 117 326
CHS/COMMUNITY 6% 01/29 CYH 114 482 0.0 132 000
CHEMOURS 5.75% 11/28 CC 114 355 0.0 130 000
FREMF 2016-K58 VAR 09/49 FREMF 108 058 0.0 110 000
XEROX HOLDINGS 5% 08/25 XRX 107 759 0.0 110 000
VALARIS LTD 8.375% 04/30 VAL 109 587 0.0 115 000
STAGWELL 5.625% 08/29 STGW 108 779 0.0 117 000
ROCKET 3.625% 03/29 RKTRM 108 649 0.0 119 000
CHART 7.5% 01/30 GTLS 109 792 0.0 107 000
WR GRACE 4.875% 06/27 GRA 108 745 0.0 114 000
WFRBS VAR 03/45 WFRBS 111 177 0.0 117 000
FHF TRUST 6.57% 06/28 FHF 111 450 0.0 110 260
AMKOR 6.625% 09/27 AMKR 108 346 0.0 109 000
AHEAD DB 6.625% 05/28 AHEDBB 112 965 0.0 120 000
ALLIANT 6.75% 04/28 ALIANT 108 902 0.0 110 000
COMPASS 6.75% 12/27 CMP 107 541 0.0 115 000
AMERICAN 6.875% 07/28 AXL 112 945 0.0 124 000
CARNIVAL CORP 6% 05/29 CCL 107 893 0.0 110 000
UNITED 6.125% 03/34 URI 104 943 0.0 105 000
ANYWHERE 5.75% 01/29 HOUS 103 865 0.0 134 000
TAKE-TWO 5% 03/26 TTWO 103 340 0.0 103 000
TRINITY 7.75% 07/28 TRN 102 577 0.0 100 000
STAR PARENT INC 9% 10/30 SYNH 101 654 0.0 105 000
SS&C 6.5% 06/32 SSNC 100 462 0.0 100 000
RB GLOBAL 7.75% 03/31 RBACN 104 056 0.0 100 000
KNIFE RIVER 7.75% 05/31 KNIRIV 103 059 0.0 100 000
HERTZ 4.625% 12/26 HTZ 101 113 0.0 153 000
UNITED 4.625% 04/29 UAL 102 015 0.0 110 000
WR GRACE 5.625% 08/29 GRA 101 605 0.0 125 000
HILTON 5.875% 03/33 HLT 103 308 0.0 105 000
GFL 6.75% 01/31 GFLCN 101 789 0.0 100 000
SIX FLAGS 5.25% 07/29 FUN 101 384 0.0 110 000
EQUIFY ABS 7.2% 09/31 EQFY 101 103 0.0 100 942
EDGEWELL 5.5% 06/28 EPC 104 701 0.0 108 000
CLEVELAND-CL 4.625% 03/29 CLF 104 788 0.0 118 000
CIVITAS 8.75% 07/31 CIVI 104 082 0.0 105 000
ATI INC 5.875% 12/27 ATI 105 839 0.0 108 000
ASCENT 8.25% 12/28 ASCRES 105 456 0.0 105 000
ACCO BRANDS 4.25% 03/29 ACCO 103 914 0.0 122 000
OWENS & MINOR 4.5% 03/29 OMI 97 928 0.0 125 000
RHP HOTEL 6.5% 04/32 RHP 98 490 0.0 100 000
SM ENERGY CO 6.5% 07/28 SM 95 878 0.0 100 000
TALLGRASS 6% 12/30 TEP 94 524 0.0 102 000
SYNAPTICS INC 4% 06/29 SYNA 98 754 0.0 110 000
MASTERBRAND INC 7% 07/32 MASBRA 98 379 0.0 100 000
VENTURE 3.875% 08/29 VENTGL 96 793 0.0 105 000
VOC ESCROW LTD 5% 02/28 VIKCRU 96 700 0.0 100 000
VITAL ENERGY 9.75% 10/30 VTLE 94 300 0.0 100 000
WAYFAIR LLC 7.25% 10/29 W 95 275 0.0 105 000
BLOCK INC 6.5% 05/32 XYZ 99 902 0.0 100 000
NUSTAR 6.375% 10/30 NSUS 95 409 0.0 95 000
AMERIGAS 5.875% 08/26 APU 96 749 0.0 99 000
HOLOGIC INC 4.625% 02/28 HOLX 96 106 0.0 100 000
COMMSCOPE LLC 9.5% 12/31 COMM 100 053 0.0 100 000
GS MORTGAGE VAR 05/49 GSMS 97 583 0.0 100 000
ANTERO 5.375% 06/29 AM 97 666 0.0 101 000
ARCHROCK 6.25% 04/28 APLP 99 073 0.0 100 000
AVANTOR 4.625% 07/28 AVTR 95 770 0.0 100 000
ANTERO 5.75% 01/28 AM 98 528 0.0 100 000
ECOPETROL 6.875% 04/30 ECOPET 97 750 0.0 100 000
ENERGIZER 4.75% 06/28 ENR 95 374 0.0 101 000
ENERSYS 6.625% 01/32 ENS 95 126 0.0 95 000
SHIFT4 6.75% 08/32 FOUR 99 876 0.0 100 000
FIRST STUDENT 4% 07/29 FRSTST 97 811 0.0 109 000
ELASTIC NV 4.125% 07/29 ESTC 92 614 0.0 100 000
VISTRA 5% 07/27 VST 88 191 0.0 90 000
VENTURE 32 CLO FLT 07/31 VENTR 93 536 0.0 93 534
SIRIUS XM RADIO 4% 07/28 SIRI 92 205 0.0 100 000
MATADOR 6.5% 04/32 MTDR 90 066 0.0 95 000
LEGACY STEP 07/61 LMAT 93 387 0.0 93 626
IRON 4.875% 09/27 IRM 89 441 0.0 92 000
GULFPORT 6.75% 09/29 GPOR 90 248 0.0 90 000
DT AUTO OWNER 1.16% 11/26 DTAOT 88 645 0.0 89 083
CHS/COMMUNIT 5.625% 03/27 CYH 92 783 0.0 98 000
CIVITAS 8.375% 07/28 CIVI 89 021 0.0 88 000
BLUE RACER 7% 07/29 BLURAC 90 280 0.0 90 000
ADT 4.875% 07/32 ADT 91 985 0.0 100 000
ACCELERATED 1.9% 10/40 AALLC 89 078 0.0 95 694
CALIFORNIA VAR 11/35 91 794 0.0 2 064 686
DISH DBS 5.25% 12/26 DISH 88 463 0.0 98 000
HERTZ 12.625% 07/29 HTZ 84 367 0.0 95 000
NGL ENERGY 8.125% 02/29 NGL 83 219 0.0 85 000
LUMEN 4.125% 04/30 LUMN 84 560 0.0 91 417
MEDLINE 5.25% 10/29 MEDIND 85 794 0.0 90 000
MGM RESORTS 6.5% 04/32 MGM 85 534 0.0 90 000
SM ENERGY 6.625% 01/27 SM 81 714 0.0 84 000
OUTFRONT 4.25% 01/29 OUT 85 785 0.0 95 000
POST 4.625% 04/30 POST 84 469 0.0 91 000
PRIME 5.75% 04/26 PRSESE 81 546 0.0 82 000
LUMEN 4.125% 04/29 LUMN 84 095 0.0 91 408
CITIGROUP INC VAR 01/27 C 82 589 0.0 85 000
HILLENBRAND 6.25% 02/29 HI 83 330 0.0 85 000
HUB 7.25% 06/30 HBGCN 81 527 0.0 80 000
GARDA WORLD 4.625% 02/27 GWCN 81 755 0.0 85 000
ENCINO 8.5% 05/28 ENCIAC 84 606 0.0 85 000
DIRECTV 5.875% 08/27 DTV 84 778 0.0 89 000
CALPINE CORP 4.5% 02/28 CPN 82 164 0.0 85 000
CINEMARK USA 5.25% 07/28 CNK 86 870 0.0 90 000
ATLAS SENIOR FLT 04/31 ATCLO 80 984 0.0 81 005
H&E 3.875% 12/28 HEES 83 898 0.0 85 000
ROYAL 5.625% 09/31 RCL 78 085 0.0 80 000
MITER BRANDS 6.75% 04/32 MIWIDO 77 845 0.0 80 000
VAIL RESORTS 6.5% 05/32 MTN 75 088 0.0 75 000
NABORS 7.375% 05/27 NBR 80 346 0.0 85 000
NOBLE FINANCE 8% 04/30 NEFINA 76 218 0.0 80 000
USA 6.875% 09/27 USAC 74 716 0.0 75 000
ROYAL 6.25% 03/32 RCL 74 841 0.0 75 000
TRANSOCEAN 8.75% 02/30 RIG 80 595 0.0 80 000
ROCKIES 4.95% 07/29 ROCKIE 80 256 0.0 85 000
HILTON 6.125% 04/32 HLT 75 079 0.0 75 000
MGM RESORTS 6.125% 09/29 MGM 77 728 0.0 80 000
UMBS MORTPASS 2.5% 04/28 FR 76 470 0.0 78 220
GRAPHIC 6.375% 07/32 GPK 79 463 0.0 80 000
GENESIS 7.75% 02/28 GEL 79 805 0.0 80 000
SIX FLAGS 6.625% 05/32 FUN 74 964 0.0 75 000
AMERICAN 5.5% 04/26 AAL 80 487 0.0 81 666
DIEBOLD 7.75% 03/30 DBD 76 707 0.0 75 000
BUCKEYE 4.125% 12/27 BPL 75 968 0.0 80 000
BRINK'S 6.75% 06/32 BCO 74 973 0.0 75 000
BATH & BODY 7.5% 06/29 BBWI 76 494 0.0 76 000
AMER SPORTS 6.75% 02/31 AS 80 072 0.0 80 000
ACUSHNET CO 7.375% 10/28 GOLF 76 926 0.0 75 000
JELD-WEN 4.875% 12/27 JELD 71 643 0.0 79 000
MARRIOTT 4.75% 01/28 VAC 69 997 0.0 75 000
US LONG 06/18/2025 USM5 COMB Comdty -69 768 0.0 -27
SNAP INC 6.875% 03/33 SNAP 73 726 0.0 75 000
SMYRNA 8.875% 11/31 SMYREA 70 380 0.0 70 000
POST HOLDINGS 5.5% 12/29 POST 73 089 0.0 75 000
IRON 4.875% 09/29 IRM 71 080 0.0 75 000
HERC HOLDINGS 5.5% 07/27 HRI 73 086 0.0 74 000
NOVELIS CORP 4.75% 01/30 HNDLIN 70 530 0.0 77 000
HILTON 4.875% 01/30 HLT 69 205 0.0 72 000
GAP INC/THE 3.625% 10/29 GAP 74 385 0.0 85 000
FHLMC REMICS 5.5% 09/33 FHR 68 652 0.0 66 454
GRAPHIC 1.512% 04/26 GPK 67 604 0.0 70 000
UNITED 4.875% 01/28 URI 62 384 0.0 64 000
TEGNA INC 4.625% 03/28 TGNA 66 428 0.0 71 000
SUPERIOR PLUS 4.5% 03/29 SPBCN 64 583 0.0 70 000
RHP HOTEL 4.75% 10/27 RHP 65 016 0.0 67 000
ONEMAIN 7.125% 03/26 OMF 67 452 0.0 67 000
NOVA 4.25% 05/29 NCX 62 683 0.0 67 000
IHEARTCOMMUN 9.125% 05/29 IHRT 67 687 0.0 95 000
BUCKEYE 6.875% 07/29 BPL 65 373 0.0 65 000
GFL 4.75% 06/29 GFLCN 67 861 0.0 71 000
DISH DBS 7.75% 07/26 DISH 63 341 0.0 76 000
CARPENTER 6.375% 07/28 CRS 66 435 0.0 67 000
COMMSCOPE 4.75% 09/29 COMM 62 483 0.0 73 000
COINBASE 3.375% 10/28 COIN 66 541 0.0 75 000
AXON 6.125% 03/30 AXON 65 215 0.0 65 000
ALLY 5.75% 11/25 ALLY 65 125 0.0 65 000
FHLMC REMICS 3% 10/50 FHR 64 472 0.0 367 711
RHP HOTEL 4.5% 02/29 RHP 55 959 0.0 60 000
PENSKE 3.75% 06/29 PAG 57 978 0.0 64 000
CLARIOS 6.25% 05/26 POWSOL 58 659 0.0 59 000
PRIMO WATER 6.25% 04/29 PRMWCN 59 406 0.0 60 000
TENET 5.125% 11/27 THC 57 726 0.0 59 000
RANGE 8.25% 01/29 RRC 55 077 0.0 54 000
JETBLUE 9.875% 09/31 JBLU 60 584 0.0 65 000
TEGNA INC 5% 09/29 TGNA 61 185 0.0 67 000
WILLIAMS 6.625% 06/29 WLSC 55 226 0.0 55 000
NRZ EXCESS 2.981% 03/26 NZES 56 497 0.0 57 787
STAPLES INC 10.75% 09/29 SPLS 58 988 0.0 70 000
GROUP 1 4% 08/28 GPI 59 743 0.0 64 000
FHLMC VAR 09/48 FHMS 55 133 0.0 430 000
FHLMC VAR 04/48 FHMS 55 980 0.0 405 000
FHLMC VAR 02/49 FHMS 58 570 0.0 460 000
DANA INC 5.375% 11/27 DAN 59 903 0.0 62 000
CHS/COMMUNITY 4.75% 02/31 CYH 59 892 0.0 77 000
ARAMARK 5% 02/28 ARMK 57 415 0.0 59 000
ANTERO 5.375% 03/30 AR 57 689 0.0 59 000
ASBURY 4.5% 03/28 ABG 56 348 0.0 59 000
SIX FLAGS 5.5% 04/27 FUN 55 079 0.0 56 000
ONEMAIN 5.375% 11/29 OMF 54 018 0.0 58 000
GRAY MEDIA 5.375% 11/31 GTN 52 138 0.0 90 000
LCM 26 LTD 26A FLT 01/31 LCM 53 132 0.0 53 137
MVW 2021-1W 1.14% 01/41 MVWOT 49 471 0.0 52 149
NUSTAR 5.625% 04/27 NSUS 54 396 0.0 55 000
WEEKLEY 4.875% 09/28 WEEKHM 54 833 0.0 59 000
PRESTIGE 5.125% 01/28 PBH 52 240 0.0 54 000
RXO INC 7.5% 11/27 RXO 51 312 0.0 50 000
UPSTART 5.98% 08/32 UPST 49 930 0.0 49 911
GS MORTGAGE VAR 03/50 GSMS 53 285 0.0 250 000
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty -52 919 0.0 -14
CHART 9.5% 01/31 GTLS 52 326 0.0 50 000
ROCKET 2.875% 10/26 RKTRM 54 377 0.0 57 000
FREMF 0.1% 10/53 FREMF 49 569 0.0 12 037 355
ADIENT GLOBAL 7% 04/28 ADNT 49 322 0.0 50 000
FREMF 0.1% 09/53 FREMF 52 364 0.0 12 841 878
STRE 7.0 15FEB30 50 000 0.0 50 000
ALBERTSONS 3.5% 03/29 ACI 54 484 0.0 59 000
ADAPTHEALTH 4.625% 08/29 ADAHEA 48 694 0.0 54 000
CFIN 7.25 17AUG27 50 000 0.0 50 000
CLEAR CHANNEL 9% 09/28 CCO 52 258 0.0 52 000
CENTRAL 4.125% 10/30 CENT 53 297 0.0 59 000
CITIGROUP VAR 06/48 CGCMT 53 571 0.0 250 000
ECOPETROL 8.625% 01/29 ECOPET 52 672 0.0 50 000
FHLMC VAR 06/48 FHMS 53 073 0.0 380 000
REPUBLIC OF STEP 12/32 IVYCST 43 971 0.0 47 694
XPO INC 7.125% 06/31 XPO 45 333 0.0 45 000
WILLIAMS 4.625% 08/28 WLSC 47 903 0.0 50 000
UNITED 4.375% 04/26 UAL 46 044 0.0 47 000
TALLGRASS 6% 03/27 TEP 43 123 0.0 44 000
EXPAND 5.375% 03/30 SWN 44 583 0.0 45 000
SEAGATE HDD 9.625% 12/32 STX 48 570 0.0 44 000
STAPLES INC 12.75% 01/30 SPLS 42 431 0.0 74 684
NEWS CORP 3.875% 05/29 NWSA 43 091 0.0 46 000
NOVA CHEMICALS 9% 02/30 NCX 47 747 0.0 45 000
COMM VAR 11/47 COMM 48 571 0.0 50 479
FOUNDATION 1.27% 05/41 FFIN 46 585 0.0 49 639
DIAMOND 8.5% 10/30 DO 48 453 0.0 50 000
CAESARS 6.5% 02/32 CZR 44 395 0.0 45 000
CHORD ENERGY 6.75% 03/33 CHRD 47 816 0.0 50 000
CARNIVAL 5.75% 03/27 CCL 44 539 0.0 45 000
BAUSCH 9.25% 04/26 BHCCN 45 600 0.0 48 000
1011778 BC 3.875% 01/28 BCULC 43 627 0.0 46 000
AMERIGAS 9.375% 06/28 APU 43 158 0.0 45 000
ARCHES BUYER 4.25% 06/28 ACOM 43 939 0.0 49 000
VERTIV 4.125% 11/28 VRT 41 372 0.0 44 000
VOLT XCVII LLC STEP 04/51 VOLT 38 714 0.0 38 677
UNIVISION 7.375% 06/30 UVN 41 631 0.0 45 000
SIRIUS XM 4.125% 07/30 SIRI 39 007 0.0 45 000
SINCLAIR 4.375% 12/32 SBGI 35 916 0.0 59 000
NRG ENERGY 3.375% 02/29 NRG 41 879 0.0 46 000
MEDLINE 6.25% 04/29 MEDIND 37 078 0.0 37 000
ENERGIZER 4.375% 03/29 ENR 40 382 0.0 44 000
DYCOM 4.5% 04/29 DY 40 460 0.0 44 000
BIG RIVER 6.625% 01/29 BIGBRS 40 749 0.0 41 000
BATH & BODY 5.25% 02/28 BBWI 39 765 0.0 41 000
NORDSTROM 4.375% 04/30 JWN 37 633 0.0 44 000
FHLMC VAR 08/27 FHMS 29 980 0.0 3 417 981
GNMA 2021-9 MI 2.5% 01/51 GNR 30 291 0.0 199 731
LITHIA 4.625% 12/27 LAD 29 679 0.0 31 000
PRECISION 7.125% 01/26 PDCN 30 787 0.0 31 000
SPIRIT 9.375% 11/29 SPR 30 729 0.0 29 000
VOLT XCIX LLC STEP 04/51 VOLT 30 189 0.0 30 178
BLOCK INC 3.5% 06/31 XYZ 33 305 0.0 38 000
LITHIA 4.375% 01/31 LAD 27 954 0.0 31 000
SCRIPPS 3.875% 01/29 SSP 26 903 0.0 36 000
VISTRA 4.375% 05/29 VST 25 596 0.0 27 000
FREMF 0.1% 09/28 FREMF 28 548 0.0 10 653 889
AVIS BUDGET 4.75% 04/28 CAR 27 808 0.0 31 000
CENTRAL 4.125% 04/31 CENT 27 268 0.0 31 000
LUMEN 4.125% 04/30 LUMN 21 099 0.0 22 809
XPO INC 6.25% 06/28 XPO 19 999 0.0 20 000
VOLT XCVI LLC STEP 03/51 VOLT 21 564 0.0 21 559
SEAGATE HDD 8.25% 12/29 STX 18 751 0.0 18 000
MVW 2021-1W 1.44% 01/41 MVWOT 21 135 0.0 22 381
RANGE 4.75% 02/30 RRC 22 608 0.0 24 000
FREMF 0.1% 11/53 FREMF 18 678 0.0 10 179 195
DANA INC 4.5% 02/32 DAN 20 192 0.0 23 000
CALIFORNIA 7.125% 02/26 CRC 20 843 0.0 21 000
CLEAR 7.75% 04/28 CCO 21 046 0.0 26 000
BATH & BODY 6.75% 07/36 BBWI 22 289 0.0 23 000
LENDINGPOINT 2.5% 03/28 LPPT 14 929 0.0 15 246
NCR VOYIX 5.125% 04/29 VYX 13 191 0.0 14 000
UPSTART 2.6% 03/30 UPSPT 14 897 0.0 14 934
UPSTART 2% 07/27 UPSPT 14 640 0.0 14 808
UPSTART 2% 07/27 UPSPT 11 128 0.0 11 279
SCRIPPS 5.875% 07/27 SSP 13 958 0.0 18 000
BOMBARDIER 7.875% 04/27 BBDBCN 15 939 0.0 16 000
SIX FLAGS 7% 07/25 FUN 11 987 0.0 12 000
FREMF 0.1% 09/53 FREMF 12 418 0.0 2 900 000
FHF TRUST 0.83% 12/26 FHF 10 544 0.0 10 571
CCO HOLDINGS 4.75% 02/32 CHTR 11 495 0.0 13 000
FREMF 0.1% 10/53 FREMF 10 615 0.0 2 457 000
PAGAYA AI 1.22% 01/29 PAID 9 122 0.0 9 192
ROCKET MORTGAGE 4% 10/33 RKTRM 4 253 0.0 5 000
RITE AID CORP VAR 08/31 RAD 3 465 0.0 6 931
SEAGATE HDD 8.5% 07/31 STX 6 217 0.0 6 000
IHEARTCOMMU 10.875% 05/30 IHRT 7 155 0.0 18 000
FREMF 0.1% 11/53 FREMF 6 154 0.0 3 000 000
FREMF 0.1% 10/28 FREMF 9 046 0.0 3 000 000
CLEVELAND-CL 5.875% 06/27 CLF 7 850 0.0 8 000
ESCROW RITE AID 0.0 31 DE 0 0.0 6 532
EURO 73 0.0 67
RITE AID CORP 8% 10/24 0 0.0 19 023
RITE AID CORP 8% 11/26 0 0.0 66 000
RITE AID EQUITY ESCROW 0 0.0 66
USD CCP COLL VM CITIBANK 0 0.0 0
LP LMS 8.181% 10/33 LPMS 1 264 0.0 1 263
RITE AID CORP 15% 08/31 RAD 0 0.0 9 401
RITE AID CORP 15% 08/31 RAD 0 0.0 20 465
Security Description Ticker 0 0.0 0
WESTLAKE 1.23% 04/26 WLAKE 1 689 0.0 1 691