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JPMorgan Income ETF Holdings

JPIE was created on 2021-10-28 by JPMorgan. The fund's investment portfolio concentrates primarily on broad credit fixed income. JPIE is an actively-managed fund that allocates exposure among various fixed income markets and sectors. The fund seeks to provide yield with lower volatility and aims to generate monthly distributions.

Last Updated: 6 days, 7 hours ago

Last reported holdings - JPMorgan Income ETF

Ticker Name Est. Value
JIMXX
JPMORGAN PRIME MONEY $297.8 million
G2 MB0814
GNMA II 5.5% 12/55 $197.1 million
G2 MB1218
GNMA II MORTPASS 6% 06/56 $197.0 million
G2 MB0872
GNMA II 5.5% 01/56 $148.5 million
G2 MB1219
GNMA II 6.5% 06/56 $143.5 million
G2 MB1072
GNMA II MORTPASS 6% 04/56 $132.4 million
FN MA5945
UMBS MORTPASS 5.5% 01/56 $99.4 million
FR SL3192
UMBS MORTPASS 6% 11/55 $80.5 million
G2SF 4.5 7.11
TBA GNMA2 SINGLE 4.5% $79.5 million
None
OTCBA FINRA CSH AT BROKER $74.8 million
FR RQ0085
UMBS MORTPASS 5.5% 01/56 $69.6 million
CART1 2026-4 CERT
CITI ASSET 25.54% 05/32 $66.1 million
FN FA3423
UMBS MORTPASS 6% 11/55 $61.0 million
FR RQ0103
UMBS MORTPASS 5.5% 03/56 $55.9 million
STACR 2020-DNA5 B2
FHLMC STACR FLT 10/50 $54.5 million
G2 788132
GNMA II 5.5% 08/55 $53.4 million
G2SF 5.5 7.11
TBA GNMA2 SINGLE 5.5% $51.2 million
GNR 2026-23 A
GNMA 2026-23 A 4.5% 01/60 $50.3 million
G2 787839
GNMA II 5.5% 02/55 $49.1 million
CART1 2026-5 CERT
CITI ASSET 25.42% 06/32 $48.5 million
FN FA2900
UMBS MORTPASS 6% 10/55 $46.9 million
G2 787933
GNMA II 5.5% 04/55 $45.8 million
G2 786958
GNMA II MORTPASS 6% 10/53 $43.4 million
CART1 2026-3 CERT
CITI ASSET 25.95% 04/32 $42.0 million
G2SF 6 7.11
TBA GNMA2 SINGLE 6% $40.6 million
GNR 2026-16 AC
GNMA 2026-16 AC 4% 12/57 $40.1 million
G2 788375
GNMA II 6.5% 01/56 $39.1 million
G2 MB1144
GNMA II MORTPASS 6% 05/56 $38.3 million
None
CASH $38.3 million
FN DD8503
UMBS MORTPASS 6% 05/55 $35.4 million
FN DH4454
UMBS MORTPASS 5.5% 06/56 $34.6 million
None
CITI ASSET 25.95% 04/32 $33.1 million
None
PMT LOAN TRUST VAR 06/57 $31.9 million
G2 787885
GNMA II MORTPASS 6% 03/55 $30.2 million
FR SL4048
UMBS MORTPASS 5.5% 01/56 $30.1 million
FR RQ0064
UMBS MORTPASS 5.5% 11/55 $29.3 million
STACR 2021-DNA5 B2
FHLMC STACR FLT 01/34 $28.8 million
FR SL2544
UMBS MORTPASS 6.5% 08/55 $27.4 million
MCAS 2023-01 M10
MULTIFAMILY FLT 11/53 $26.3 million
G2 787596
GNMA II MORTPASS 6% 10/54 $26.2 million
GNR 2026-77 AK
GNMA 2026-77 AK VAR 11/68 $26.1 million
MCAS 2020-01 M10
MULTIFAMILY FLT 03/50 $26.0 million
G2 787987
GNMA II 5.5% 05/55 $25.4 million
PMTLT 2026-CNF3 A1
PMT LOAN TRUST VAR 04/57 $25.3 million
PMTLT 2026-INV2 A2
PMT LOAN TRUST VAR 01/57 $24.7 million
PMTLT 2026-INV3 A1
PMT LOAN TRUST VAR 02/57 $24.4 million
OBX 2026-INV4 A1
OBX 2026-INV4 VAR 05/56 $24.4 million
FN CB8853
UMBS MORTPASS 6% 07/54 $24.2 million
G2 787595
GNMA II MORTPASS 6% 10/54 $24.2 million
FR SL3686
UMBS MORTPASS 5.5% 01/56 $23.5 million
PMTLT 2026-CNF4 A1
PMT LOAN TRUST VAR 05/57 $23.1 million
SAN 2026-NQM5 A1A
SANTANDER STEP 06/66 $23.0 million
STACR 2021-DNA2 B2
FHLMC STACR FLT 08/33 $22.9 million
OBX 2026-NQM6 A1A
OBX 2026-NQM6 STEP 04/66 $21.9 million
NRZT 2026-NQM6 A1
NEW RESIDENTIAL VAR 05/66 $21.7 million
NRZT 2026-NQM5 A1
NEW RESIDENTIAL VAR 04/66 $21.2 million
ROCC 2024-CNTR E
ROCK TRUST 8.81906% 11/41 $21.2 million
FN BM7874
FNMA MORTPASS FLT 11/55 $21.1 million
None
COLLATERAL USD $20.9 million
GNR 2021-62 AT
GNMA 2021-62 AT 4% 02/63 $20.6 million
G2 787892
GNMA II 5.5% 02/55 $20.2 million
OBX 2026-NQM7 A1
OBX 2026-NQM7 VAR 04/66 $19.9 million
FN DC7023
UMBS MORTPASS 6% 12/54 $19.8 million
FN FA4393
UMBS MORTPASS 5.5% 10/55 $19.6 million
FN FA3119
UMBS MORTPASS 6% 02/55 $19.5 million
DRMT 2026-INV3 A1
DEEPHAVEN VAR 06/71 $19.5 million
G2 788245
GNMA II 6.5% 10/55 $19.4 million
GNR 2025-78 IO
GNMA 2025-78 IO VAR 11/63 $19.4 million
GNR 2026-23 AC
GNMA 2026-23 AC VAR 11/67 $19.3 million
FR TA3884
UMBS MORTPASS 6% 01/56 $19.3 million
GSMBS 2025-PJ9 A1
GS VAR 03/56 $19.3 million
CART1 2026-2 CERT
CITI ASSET 25.72% 03/32 $19.1 million
MCAS 2019-01 M10
MULTIFAMILY FLT 10/49 $19.0 million
FN CB7141
UMBS MORTPASS 6.5% 09/53 $19.0 million
FNCL 5 7.11
TBA UMBS SINGLE FAMILY 5% $18.6 million
PFMT 2025-3 A1
PROVIDENT VAR 08/55 $18.4 million
JPMBB 2015-C30 B
JPMBB VAR 07/48 $18.3 million
ACAR 2026-1 D
AMERICAN 5.1% 01/33 $18.2 million
G2SF 6.5 7.11
TBA GNMA2 SINGLE 6.5% $18.2 million
G2 MB0999
GNMA II 6.5% 03/56 $18.0 million
GNR 2025-211 CP
GNMA 2025-211 6.5% 12/55 $18.0 million
PEMEX 7.69 01.23.50
PETROLEOS 7.69% 01/50 $17.9 million
NRZT 2026-NQM1 A1A
NEW STEP 11/65 $17.8 million
CAS 2019-HRP1 B1
CONNECTICUT FLT 11/39 $17.8 million
FN FA2805
UMBS MORTPASS 6.5% 09/55 $17.7 million
FN DG7708
UMBS MORTPASS 6% 04/56 $17.5 million
PMTLT 2026-INV5 A1
PMT LOAN TRUST VAR 05/57 $17.3 million
FR TB2242
UMBS MORTPASS 5.5% 05/56 $17.3 million
FN FA0970
UMBS MORTPASS 6% 03/55 $17.1 million
None
LIBERTY2026SRTFRN14MAY31 $17.0 million
CART1 2025-8 CERT
CITI ASSET 25.8% 11/31 $16.8 million
CART1 2025-7 CERT
CITI ASSET 25.54% 10/31 $16.7 million
CAS 2023-R07 2M2
CONNECTICUT FLT 09/43 $16.5 million
GNR 2026-56 AJ
GNMA 2026-56 AJ VAR 11/68 $16.4 million
OCT64 2022-1A DR
OCTAGON 64 LTD FLT 07/37 $16.3 million
LFT 2025-3A D
LENDMARK 5.64% 05/35 $16.2 million
GNR 2026-71 BC
GNMA 2026-71 BC VAR 05/68 $16.1 million
GNR 2025-217 AK
GNMA 2025-217 VAR 02/68 $15.9 million
CD 2017-CD3 A4
CD 2017-CD3 3.631% 02/50 $15.8 million
CAS 2016-C04 1B
FNMA FLT 01/29 $15.8 million
G2 787936
GNMA II 5.5% 04/55 $15.6 million
NRZT 2026-NQM7 A1
NEW RESIDENTIAL VAR 06/66 $15.6 million
PRET 2026-RN1 A1
PRET 2026-RN1 STEP 06/66 $15.5 million
G2 MB1145
GNMA II 6.5% 05/56 $15.4 million
G2 MA9725
GNMA II 5.5% 06/54 $15.3 million
CHTR 4.75 03.01.30 144A
CCO HOLDINGS 4.75% 03/30 $15.1 million
STACR 2022-HQA1 B2
FHLMC STACR FLT 03/42 $15.1 million
NXGNFN 9.625 12.23.29
NGF HOLDINGS 9.625% 12/29 $15.1 million
None
USD CCP COLL IM CITIBANK $14.9 million
ACAR 2025-3 D
AMERICAN 5.19% 07/32 $14.9 million
OBX 2026-NQM2 A1A
OBX 2026-NQM2 STEP 12/65 $14.8 million
IRV 2025-200P A
IRV TRUST VAR 03/47 $14.8 million
FR TA5070
UMBS MORTPASS 5.5% 01/56 $14.6 million
HERTZ 2023-2A D
HERTZ VEHICLE 9.4% 09/29 $14.5 million
GNR 2025-128 AW
GNMA 2025-128 4.75% 03/54 $14.5 million
FHR 5632 UZ
FHLMC REMICS 5.5% 02/56 $14.4 million
FR TA3719
UMBS MORTPASS 6% 01/56 $14.3 million
GNR 2026-95 IO
GNMA FLOATING FLT 07/65 $14.2 million
None
JONAH 12.0000 6/29 $14.2 million
GNR 2025-138 A
GNMA 2025-138 4.75% 05/56 $14.2 million
FR RQ0086
UMBS MORTPASS 6% 01/56 $14.1 million
G2 DN5664
GNMA II 5.5% 10/55 $14.0 million
CART1 2026-1 CERT
CITI ASSET 25.47% 02/32 $14.0 million
HERTZ 2022-2A D
HERTZ VEHICLE 5.16% 06/28 $13.9 million
None
GRIT 9.996 27MAR30 $13.9 million
MSBAM 2016-C31 D
MORGAN STANLEY VAR 11/49 $13.8 million
FN DG7697
UMBS MORTPASS 5.5% 04/56 $13.8 million
FN CC1887
UMBS MORTPASS 6% 01/56 $13.7 million
NRZT 2025-NQM7 A1A
NEW STEP 10/65 $13.7 million
NRZT 2026-NQM4 A1A
NEW STEP 02/66 $13.6 million
ARGENT 4.125 07.09.35
ARGENTINE STEP 07/35 $13.5 million
HONPK 2026-1A E
HONEY HILL PARK FLT 04/39 $13.4 million
SAN 2026-NQM4 A1A
SANTANDER STEP 05/66 $13.1 million
GNR 2025-208 ZG
GNMA 2025-208 4.5% 12/55 $12.9 million
OBX 2026-INV3 A1
OBX 2026-INV3 VAR 04/56 $12.9 million
ACAR 2025-3 C
AMERICAN 4.95% 07/32 $12.7 million
PRET 2026-NPL6 A1
PRET 2026-NPL6 STEP 05/56 $12.7 million
STACR 2026-DNA2 B1
FHLMC STACR FLT 03/46 $12.5 million
ACAR 2025-4 D
AMERICAN 5.25% 09/31 $12.5 million
GNR 2026-56 AK
GNMA 2026-56 AK VAR 11/68 $12.5 million
G2 788316
GNMA II 5.5% 12/55 $12.4 million
GNR 2026-2 GZ
GNMA 2026-2 GZ 4.5% 01/56 $12.4 million
GNR 2025-213 PA
GNMA 2025-213 4.5% 02/68 $12.4 million
GNR 2025-60 ZC
GNMA 2025-60 ZC 5% 03/55 $12.4 million
WYNFIN 5.125 10.01.29 144A
WYNN RESORTS 5.125% 10/29 $12.4 million
CHTR 4.5 08.15.30 144A
CCO HOLDINGS 4.5% 08/30 $12.3 million
FR TA7703
UMBS MORTPASS 5% 03/56 $12.3 million
REPS 2026-A A
REPUBLIC 4.82% 06/39 $12.3 million
BX 2025-BIO3 D
BX 2025-BIO3 VAR 02/42 $12.2 million
None
CITI ASSET 25.72% 03/32 $12.1 million
FN FA0541
UMBS MORTPASS 6% 02/55 $12.1 million
CART1 2025-6 CERT
CITI ASSET 25.6% 09/31 $12.0 million
GNR 2021-48 FT
GNMA 2021-48 FT FLT 12/62 $11.6 million
GSMBS 2026-CES3 A1A
GS STEP 09/56 $11.6 million
FR SD3481
UMBS MORTPASS 6.5% 08/53 $11.5 million
GNR 2026-14 A
GNMA 2026-14 A 4.5% 01/60 $11.5 million
ROCC 2024-CNTR D
ROCK TRUST 7.10914% 11/41 $11.5 million
FR SL4065
UMBS MORTPASS 5.5% 02/56 $11.4 million
None
DIVERSIFIED 9.75% 04/29 $11.4 million
GNR 2025-206 IO
GNMA 2025-206 VAR 04/64 $11.4 million
PMTLT 2025-J1 A1
PMT LOAN TRUST VAR 04/55 $11.4 million
CART1 2025-10 CERT
CITI ASSET 24.78% 01/32 $11.3 million
MSWF 2023-2 A5
MSWF COMMERCIAL VAR 12/56 $11.3 million
BAC V6.25 PERP
BANK OF AMERICA CORP VAR $11.3 million
STACR 2021-HQA4 B2
FHLMC STACR FLT 12/41 $11.3 million
G2 787528
GNMA II 6.5% 08/54 $11.3 million
FR TB2246
UMBS MORTPASS 5.5% 05/56 $11.3 million
GNR 2026-3 ZH
GNMA 2026-3 ZH 5.5% 01/56 $11.2 million
GNR 2026-25 ZH
GNMA 2026-25 5.5% 02/56 $11.2 million
FN DG9275
UMBS MORTPASS 5.5% 05/56 $11.2 million
PKSTAN 7.375 04.08.31 REGS
ISLAMIC 7.375% 04/31 $11.2 million
None
USD CCP COLL VM CITIBANK $11.1 million
STACR 2021-HQA2 B2
FHLMC STACR FLT 12/33 $11.0 million
GNR 2025-212 BE
GNMA 2025-212 4.75% 01/68 $10.8 million
STACR 2021-HQA1 B2
FHLMC STACR FLT 08/33 $10.8 million
GNR 2025-212 AC
GNMA 2025-212 AC 5% 12/66 $10.8 million
G2 MB0696
GNMA II FLT 10/55 $10.6 million
CSLC 2026-RTL1 A1
CENTER STREET STEP 12/30 $10.5 million
AVTR 4.625 07.15.28 144A
AVANTOR 4.625% 07/28 $10.5 million
MSCR 2024-MN9 M1
FHLMC MSCR FLT 10/44 $10.5 million
G2 788063
GNMA II MORTPASS 6% 07/55 $10.4 million
SGI 4 04.15.29 144A
SOMNIGROUP 4% 04/29 $10.3 million
STACR 2023-HQA2 M2
FHLMC STACR FLT 06/43 $10.3 million
WFCM 2018-C44 D
WELLS FARGO 3% 05/51 $10.2 million
WFC V6.85 PERP
WELLS FARGO & CO VAR $10.2 million
GNR 2025-156 JL
GNMA 2025-156 JL 5% 09/55 $10.2 million
TDG 6.375 03.01.29 144A
TRANSDIGM 6.375% 03/29 $10.1 million
CSAIL 2018-C14 C
CSAIL 2018-C14 VAR 11/51 $10.1 million
FR RJ3721
UMBS MORTPASS 5.5% 03/55 $10.1 million
FR TA4998
UMBS MORTPASS 5.5% 02/56 $10.1 million
MSCR 2024-MN8 M1
FHLMC MSCR FLT 05/44 $10.1 million
FHR 5633 ZG
FHLMC REMICS 5.5% 02/56 $10.0 million
IRV 2025-200P B
IRV TRUST VAR 03/47 $10.0 million
ACAR 2026-2 E
AMERICAN 6.9% 02/34 $10.0 million
EART 2026-1A D
EXETER 5% 05/32 $10.0 million
None
AL 20261BREEC55925OCT29 $10.0 million
IM 4.75 05.15.29 144A
INGRAM MICRO 4.75% 05/29 $10.0 million
EPC 5.5 06.01.28 144A
EDGEWELL 5.5% 06/28 $9.9 million
GNR 2025-144 A
GNMA 2025-144 4.75% 07/54 $9.9 million
FR SD5883
UMBS MORTPASS 6.5% 06/54 $9.9 million
FIGRE 2024-HE4 A
FIGRE TRUST VAR 09/54 $9.9 million
GNR 2025-211 UZ
GNMA 2025-211 5.5% 12/55 $9.8 million
JPMCC 2016-JP3 C
JP MORGAN CHASE VAR 08/49 $9.8 million
G2 788315
GNMA II 6.5% 12/55 $9.8 million
GNR 2025-161 IO
GNMA 2025-161 VAR 02/68 $9.8 million
GNR 2026-72 AD
GNMA 2026-72 4.5% 05/58 $9.7 million
FN FA1925
UMBS MORTPASS 6% 12/54 $9.6 million
GNR 2025-192 QP
GNMA 2025-192 6.5% 11/55 $9.5 million
G2 787935
GNMA II 5.5% 04/55 $9.5 million
LFT 2026-1A C
LENDMARK 5.4% 11/35 $9.5 million
FN DG1515
UMBS MORTPASS 6% 02/56 $9.5 million
G2 787593
GNMA II 5.5% 10/54 $9.5 million
CAALT 2025-2A C
CREDIT 5.38% 03/36 $9.4 million
GSMBS 2025-PJ7 A1
GS VAR 12/55 $9.4 million
CAS 2020-R02 2B1
CONNECTICUT FLT 01/40 $9.4 million
ST 3.75 02.15.31 144A
SENSATA 3.75% 02/31 $9.4 million
ACAR 2026-2 D
AMERICAN 5.18% 06/32 $9.3 million
UBSCM 2018-C10 D
UBS COMMERCIAL 3% 05/51 $9.3 million
GNR 2026-73 AT
GNMA 2026-73 AT VAR 10/68 $9.3 million
TPMT 2026-CES2 A1
TOWD POINT STEP 02/66 $9.2 million
BMARK 2019-B9 C
BENCHMARK VAR 03/52 $9.2 million
HONPK 2026-1A D1
HONEY HILL PARK FLT 04/39 $9.1 million
SMG 4.5 10.15.29
SCOTTS 4.5% 10/29 $9.1 million
BLAST 2025-4 E
BRIDGECREST 7.18% 11/32 $9.1 million
MCAS 2025-01 M1
MULTIFAMILY FLT 05/55 $9.1 million
None
CITI ASSET 25.47% 02/32 $9.1 million
None
EJ HUGOTON 10.289 10OCT41 $9.0 million
IVYCST 6.75 02.25.41 144A
REPUBLIC OF 6.75% 02/41 $9.0 million
CIFC 2019-5A A2RS
CIFC FUNDING FLT 01/35 $9.0 million
BALLY 2021-17A A2R
BALLYROCK CLO FLT 10/38 $9.0 million
FREMF 2020-K740 D
FREMF ZERO 11/52 $9.0 million
G2 DN0795
GNMA II 5.5% 10/55 $9.0 million
JPMBB 2015-C28 D
JPMBB VAR 10/48 $8.9 million
GNR 2025-172 PZ
GNMA 2025-172 PZ 6% 10/55 $8.9 million
MSCR 2021-MN3 M2
FHLMC MSCR FLT 11/51 $8.9 million
FR QX9908
UMBS MORTPASS 6% 04/55 $8.9 million
GNR 2025-196 LZ
GNMA 2025-196 5.5% 11/55 $8.8 million
PMTLT 2025-INV10 A2
PMT LOAN TRUST VAR 10/56 $8.8 million
HCCLT 2025-1 A
HARVEST VAR 06/57 $8.8 million
TPMT 2026-CES2 A1A
TOWD POINT STEP 02/66 $8.8 million
G2 787524
GNMA II 6.5% 08/54 $8.8 million
G2 787526
GNMA II 6.5% 08/54 $8.7 million
BLAST 2025-2 E
BRIDGECREST 7.74% 06/32 $8.7 million
MSCR 2023-MN6 M2
FHLMC MSCR FLT 05/43 $8.7 million
FN DG8229
UMBS MORTPASS 6.5% 04/56 $8.6 million
BMO 2024-5C4 A3
BMO 2024-5C4 VAR 05/57 $8.6 million
DRIVE 2025-2 D
DRIVE AUTO 4.9% 12/32 $8.5 million
GNR 2025-93 AM
GNMA 2025-93 4.75% 12/54 $8.5 million
PEMEX 6.7 02.16.32
PETROLEOS 6.7% 02/32 $8.5 million
STACR 2021-DNA7 B1
FHLMC STACR FLT 11/41 $8.5 million
STACR 2023-HQA2 M1B
FHLMC STACR FLT 06/43 $8.4 million
FN CB9153
UMBS MORTPASS 6% 09/54 $8.4 million
LFT 2026-1A D
LENDMARK 5.9% 11/35 $8.4 million
WFC V6.125 PERP GG
WELLS FARGO & CO VAR $8.4 million
FH 8C1217
FHLMC MORTPASS FLT 11/55 $8.4 million
GSMS 2015-GS1 C
GS MORTGAGE VAR 11/48 $8.4 million
FN CB7136
UMBS MORTPASS 6.5% 09/53 $8.4 million
EMECLI 6.625 12.15.30 144A
EMRLD 6.625% 12/30 $8.4 million
HERTZ 2023-3A D
HERTZ VEHICLE 9.43% 02/28 $8.3 million
F 5.753 04.06.33
FORD MOTOR 5.753% 04/33 $8.3 million
GNR 2025-156 PA
GNMA 2025-156 6.5% 09/55 $8.2 million
GNR 2026-24 SB
GNMA 2026-24 SB FLT 02/56 $8.1 million
HONK 2021-1A A2
DRIVEN 2.791% 10/51 $8.1 million
G2 787553
GNMA II MORTPASS 6% 09/54 $8.1 million
GNR 2023-132 EL
GNMA 2023-132 5.5% 09/53 $8.1 million
SAH 4.625 11.15.29 144A
SONIC 4.625% 11/29 $8.0 million
FHR 5148 PZ
FHLMC REMICS 2.5% 10/51 $8.0 million
BMCAUS 4.75 01.15.28 144A
STANDARD 4.75% 01/28 $8.0 million
None
DEC 6.91 15JAN31 144A $8.0 million
GNR 2021-71 IO
GNMA 2021-71 IO VAR 10/62 $8.0 million
MSCR 2026-MN14 M2
FHLMC MSCR FLT 06/46 $8.0 million
None
DEC 6.016 13MAR30 144A $8.0 million
G2 787527
GNMA II 6.5% 08/54 $7.9 million
None
PROMETHEUS 12.0 12SEP29 $7.9 million
G2 DN5665
GNMA II MORTPASS 6% 10/55 $7.9 million
None
NEXUS NOVA 6.5 08NOV28 $7.9 million
FHR 5616 MG
FHLMC REMICS 4.35% 07/31 $7.9 million
CAS 2016-C06 1B
FNMA FLT 04/29 $7.8 million
STACR 2022-HQA3 M1B
FHLMC STACR FLT 08/42 $7.8 million
BLAST 2026-1 D
BRIDGECREST 4.99% 11/31 $7.8 million
COMM 2015-DC1 B
COMM 2015-DC1 VAR 02/48 $7.8 million
ACAR 2024-3 E
AMERICAN 7.92% 03/32 $7.8 million
NZES 2024-FNT1 A
NRM FNT1 STEP 11/31 $7.7 million
VCAT 2026-NPL3 A1
VCAT 2026-NPL3 STEP 05/56 $7.7 million
GNR 2026-2 AZ
GNMA 2026-2 AZ 4.5% 01/56 $7.6 million
GNR 2025-21 IO
GNMA 2025-21 IO VAR 04/65 $7.6 million
GNR 2025-200 PA
GNMA 2025-200 4.5% 04/68 $7.6 million
HCCLT 2024-1 A
HARVEST 6.1635% 10/56 $7.6 million
SOAF 7.25 12.11.55 144A
REPUBLIC OF 7.25% 12/55 $7.6 million
MFCC 2026-1A A
MERCURY 5.34% 02/32 $7.5 million
GSMBS 2026-CES2 A1A
GS STEP 06/56 $7.5 million
ACAR 2022-2 F
AMERICAN 7.74% 02/29 $7.5 million
None
SRT ISSUER II VAR 12/31 $7.5 million
FN FS8911
UMBS MORTPASS 6.5% 08/54 $7.5 million
None
SRT ISSUER I VAR 07/31 $7.5 million
GNR 2026-4 JZ
GNMA 2026-4 JZ 4.5% 01/56 $7.5 million
None
REPUBLIC OF 9.25% 01/39 $7.5 million
BANK 2017-BNK4 C
BANK 2017-BNK4 VAR 05/50 $7.5 million
STACR 2022-DNA3 B2
FHLMC STACR FLT 04/42 $7.5 million
ODART 2026-1A D
ONEMAIN DIRECT 5.3% 10/36 $7.5 million
BANK 2017-BNK6 D
BANK 2017-BNK6 3.1% 07/60 $7.5 million
G2 787943
GNMA II 6.5% 05/55 $7.4 million
FR SL2939
UMBS MORTPASS 5.5% 10/55 $7.4 million
CRK 5.875 01.15.30 144A
COMSTOCK 5.875% 01/30 $7.4 million
LYV 4.75 10.15.27 144A
LIVE NATION 4.75% 10/27 $7.4 million
GNR 2021-195 IX
GNMA 2021-195 VAR 08/63 $7.4 million
CHTR 4.25 02.01.31 144A
CCO HOLDINGS 4.25% 02/31 $7.4 million
None
BCAP LLC NOTES 0% 09/27 $7.4 million
COMM 2015-LC19 D
COMM 2.867% 02/48 $7.3 million
PFP 2026-14 A
PFP 2026-14 LTD FLT 12/43 $7.3 million
PEMEX 6.75 09.21.47
PETROLEOS 6.75% 09/47 $7.3 million
GNR 2025-135 SE
GNMA 2025-135 FLT 08/55 $7.3 million
STACR 2021-DNA2 B1
FHLMC STACR FLT 08/33 $7.3 million
MSCR 2026-MN13 M2
FHLMC MSCR FLT 03/46 $7.3 million
FR SD6268
UMBS MORTPASS 6.5% 08/54 $7.3 million
FHR 5607 KT
FHLMC REMICS 4.25% 11/32 $7.3 million
LFT 2025-2A D
LENDMARK 5.98% 10/34 $7.3 million
GGAMMT 2025-1A Y
GGAM MASTER 9.702% 09/60 $7.3 million
FN DF4134
FNMA MORTPASS FLT 11/55 $7.3 million
OPTN 2026-A B
OPORTUN 5.06% 01/34 $7.3 million
MADIAQ 4.125 06.30.28 144A
MADISON IAQ 4.125% 06/28 $7.2 million
STACR 2021-DNA3 B2
FHLMC STACR FLT 10/33 $7.2 million
MFRA 2025-NQM5 A1A
MFA 2025-NQM5 STEP 11/70 $7.2 million
MSCR 2024-MN9 M2
FHLMC MSCR FLT 10/44 $7.2 million
ECUA 9.25 01.29.39 144A
REPUBLIC OF 9.25% 01/39 $7.2 million
None
CITI ASSET 24.78% 01/32 $7.1 million
FR TB1161
UMBS MORTPASS 6% 04/56 $7.1 million
G2 DF8120
GNMA II MORTPASS 6% 11/54 $7.1 million
IVYCST 8.075 04.01.36 144A
REPUBLIC OF 8.075% 04/36 $7.1 million
REPCON 9.5 05.26.36 8Y
CONGOLESE 9.5% 05/36 $7.1 million
CAS 2024-R05 2B1
CONNECTICUT FLT 07/44 $7.1 million
FR QX9926
UMBS MORTPASS 6% 04/55 $7.0 million
SIRI 4 07.15.28 144A
SIRIUS XM RADIO 4% 07/28 $7.0 million
POST 4.625 04.15.30 144A
POST 4.625% 04/30 $7.0 million
MSCR 2026-MN14 M1
FHLMC MSCR FLT 06/46 $6.9 million
SSNC 5.5 09.30.27 144A
SS&C 5.5% 09/27 $6.9 million
None
YGRENE 8.5 25JUL45 144A $6.9 million
SIRI 5.5 07.01.29 144A
SIRIUS XM 5.5% 07/29 $6.9 million
HERTZ 2021-2A D
HERTZ VEHICLE 4.34% 12/27 $6.9 million
SURINM 8.5 11.06.35 144A
SURINAME 8.5% 11/35 $6.9 million
CAS 2020-R01 1B1
CONNECTICUT FLT 01/40 $6.9 million
MFRA 2024-RTL3 A1
MFA 2024-RTL3 STEP 11/39 $6.9 million
FN FS5780
UMBS MORTPASS 5.5% 08/53 $6.9 million
BMARK 2018-B3 C
BENCHMARK VAR 04/51 $6.8 million
COMM 2016-COR1 C
COMM 2016-COR1 VAR 10/49 $6.8 million
GNR 2021-28 IO
GNMA 2021-28 IO VAR 10/62 $6.8 million
THC 5.125 11.01.27
TENET 5.125% 11/27 $6.8 million
NXST 6.5 09.15.33 144A
NEXSTAR MEDIA 6.5% 09/33 $6.8 million
None
BCAP LLC TRUST 0% 09/27 $6.8 million
FN CB8495
UMBS MORTPASS 6% 05/54 $6.7 million
JORDAN 5.75 11.12.32 144A
HASHEMITE 5.75% 11/32 $6.7 million
FN CB5497
UMBS MORTPASS 6.5% 01/53 $6.7 million
JPMBB 2015-C30 C
JPMBB VAR 07/48 $6.7 million
PEMEX 10 02.07.33
PETROLEOS 10% 02/33 $6.7 million
CART1 2025-9 CERT
CITI ASSET 25.14% 12/31 $6.6 million
G2 MB1073
GNMA II 6.5% 04/56 $6.6 million
GNR 2025-156 Z
GNMA 2025-156 4.5% 12/54 $6.6 million
BWY 7.875 04.15.30 144A
MAUSER 7.875% 04/30 $6.6 million
COLOM 7.75 11.07.36
REPUBLIC OF 7.75% 11/36 $6.6 million
CAS 2025-R06 1M2
CONNECTICUT FLT 09/45 $6.5 million
FR SD5979
UMBS MORTPASS 6% 07/54 $6.5 million
AAL 5.75 04.20.29 144A
AMERICAN 5.75% 04/29 $6.5 million
BLAST 2026-2 E
BRIDGECREST 7.17% 05/33 $6.5 million
MCAS 2025-01 B1
MULTIFAMILY FLT 05/55 $6.5 million
BHMS 2025-ATLS A
BHMS COMMERCIAL FLT 08/42 $6.5 million
THC 4.625 06.15.28
TENET 4.625% 06/28 $6.5 million
STACR 2022-DNA3 B1
FHLMC STACR FLT 04/42 $6.5 million
FH 8B0505
FHLMC MORTPASS FLT 11/55 $6.5 million
SYMP 2021-29A BR
SYMPHONY CLO FLT 10/35 $6.5 million
COMM 2015-CR22 D
COMM VAR 03/48 $6.4 million
BMO 2023-5C1 A3
BMO 2023-5C1 VAR 08/56 $6.4 million
NCX 5.25 06.01.27 144A
NOVA 5.25% 06/27 $6.4 million
G2 788314
GNMA II MORTPASS 6% 12/55 $6.4 million
G2 787515
GNMA II MORTPASS 6% 08/54 $6.4 million
GSMBS 2026-CES1 A1
GS STEP 05/56 $6.4 million
HNDLIN 4.75 01.30.30 144A
NOVELIS CORP 4.75% 01/30 $6.4 million
GNR 2025-192 ZU
GNMA 2025-192 4.5% 11/55 $6.4 million
ACAR 2022-3 F
AMERICAN 9.76% 05/29 $6.3 million
EART 2025-3A E
EXETER 7.52% 12/32 $6.3 million
STACR 2022-DNA5 M2
FHLMC STACR FLT 06/42 $6.3 million
GNR 2026-16 IO
GNMA 2026-16 IO VAR 02/68 $6.3 million
ANGOL 9.875 10.15.35 144A
REPUBLIC OF 9.875% 10/35 $6.3 million
FN DG9951
UMBS MORTPASS 6.5% 05/56 $6.3 million
CF 2019-CF3 C
CANTOR VAR 01/53 $6.3 million
CE 7.375 02.15.34
CELANESE US 7.375% 02/34 $6.2 million
CCL 6.125 02.15.33 144A
CARNIVAL 6.125% 02/33 $6.2 million
FHMS K109 X1
FHLMC VAR 04/30 $6.2 million
SBIC 2024-10A 1
SBA SMALL 5.035% 03/34 $6.2 million
PMTLT 2025-INV6 A2
PMT LOAN TRUST VAR 06/56 $6.2 million
WFRBS 2014-C21 D
WFRBS 3.497% 08/47 $6.2 million
G2 DF8119
GNMA II MORTPASS 6% 11/54 $6.2 million
DOMREP 6.6 06.01.36 REGs
DOMINICAN 6.6% 06/36 $6.2 million
STACR 2022-DNA4 M1B
FHLMC STACR FLT 05/42 $6.2 million
QUIKHO 6.375 03.01.32 144A
QUIKRETE 6.375% 03/32 $6.1 million
GNR 2020-38 FA
GNMA 2020-38 FA FLT 04/62 $6.1 million
FN FS9123
UMBS MORTPASS 6.5% 12/53 $6.1 million
None
CFIN 2022-RTL1 0% 08/27 $6.1 million
SCI 3.375 08.15.30
SERVICE CORP 3.375% 08/30 $6.1 million
UBSCM 2017-C6 C
UBS COMMERCIAL VAR 12/50 $6.1 million
MSC 2018-H3 D
MORGAN STANLEY 3% 07/51 $6.1 million
FREMF 2020-K739 D
FREMF ZERO 11/53 $6.1 million
NZES 2025-FHT1 A
NRM FHT1 STEP 03/32 $6.0 million
FN MA5998
UMBS MORTPASS 5.5% 03/56 $6.0 million
CSAIL 2015-C2 D
CSAIL 2015-C2 VAR 06/57 $6.0 million
None
EJ HUGOTON 14.5 10OCT41 $6.0 million
CPS 9.25 03.01.31 144A
COOPER-STANDA 9.25% 03/31 $6.0 million
None
US 10YR NOTE 09/21/2026 $6.0 million
AFFRM 2025-X2 D
AFFIRM ASSET 5.23% 10/30 $6.0 million
GCAR 2026-2A D
GLS AUTO 5.38% 01/32 $6.0 million
ECUA 6.9 07.31.35 REGS
REPUBLIC OF STEP 07/35 $6.0 million
None
TRIAD 0% 04/52 $6.0 million
FIAOT 2025-1A D
FIRST 5.22% 12/33 $5.9 million
BANK5 2023-5YR3 A2
BANK5 6.255% 09/56 $5.9 million
BANK5 2023-5YR1 A3
BANK5 2023-5YR1 VAR 04/56 $5.9 million
BCC 2023-3A D2R
BAIN CAPITAL FLT 10/38 $5.9 million
CAS 2022-R03 1B1
CONNECTICUT FLT 03/42 $5.9 million
FHR 5601 S
FHLMC REMICS FLT 11/55 $5.9 million
GNR 2025-44 GZ
GNMA 2025-44 GZ 6% 02/54 $5.9 million
CGCMT 2017-B1 D
CGMS COMMERCIAL 3% 08/50 $5.8 million
SEMT 2025-7 A1
SEQUOIA VAR 08/55 $5.8 million
KENINT 9.5 03.05.36 144A
REPUBLIC OF 9.5% 03/36 $5.8 million
RCKT 2026-CES4 A1A
RCKT MORTGAGE STEP 04/56 $5.8 million
GNR 2026-56 AC
GNMA 2026-56 4.5% 01/63 $5.8 million
ACAR 2026-2 C
AMERICAN 4.85% 05/32 $5.7 million
FN MA5010
UMBS MORTPASS 5.5% 05/53 $5.7 million
ELSALV 9.65 11.21.54 144A
REPUBLIC OF 9.65% 11/54 $5.7 million
FHR 5442 HZ
FHLMC REMICS 6% 08/54 $5.7 million
SDART 2025-3 D
SANTANDER 5.11% 09/31 $5.7 million
MSCR 2023-MN7 M2
FHLMC MSCR FLT 09/43 $5.7 million
FN DF9067
UMBS MORTPASS 5.5% 01/56 $5.7 million
MCAS 2024-01 M10
MULTIFAMILY FLT 07/54 $5.7 million
MFRA 2024-NPL1 A1
MFA 2024-NPL1 STEP 09/54 $5.7 million
LFT 2025-2A A
LENDMARK 4.78% 10/34 $5.7 million
MERIDI 6.25 04.30.31 144A
MERIDIAN ARC 6.25% 04/31 $5.7 million
G2 DJ3220
GNMA II 5.5% 09/55 $5.7 million
AFFRM 2024-B A
AFFIRM ASSET 4.62% 09/29 $5.6 million
FHR 5151 KZ
FHLMC REMICS 2.5% 10/51 $5.6 million
NY NYCMFH 5.46 12.15.2031
NEW YORK N Y 5.458% 12/31 $5.6 million
FNR 2014-73 CZ
FNMA REMICS 3% 11/44 $5.6 million
AM 5.75 01.15.28 144A
ANTERO 5.75% 01/28 $5.6 million
None
JONAH 12.5 21MAR33 $5.6 million
SLG 2021-OVA A
SLG OFFICE 2.5854% 07/41 $5.6 million
STACR 2022-DNA2 M2
FHLMC STACR FLT 02/42 $5.6 million
ACAR 2025-4 C
AMERICAN 4.83% 01/31 $5.6 million
FHR 5613 ZG
FHLMC REMICS 5.5% 01/56 $5.6 million
CCO 7.125 02.15.31 144A
CLEAR 7.125% 02/31 $5.5 million
ROCC 2024-CNTR A
ROCK TRUST 5.38834% 11/41 $5.5 million
STACR 2023-DNA2 B1
FHLMC STACR FLT 04/43 $5.5 million
MSCR 2025-MN10 M2
FHLMC MSCR FLT 02/45 $5.5 million
MEDIND 3.875 04.01.29 144A
MEDLINE 3.875% 04/29 $5.5 million
LW 4.125 01.31.30 144A
LAMB WESTON 4.125% 01/30 $5.5 million
CAS 2023-R08 1M2
CONNECTICUT FLT 10/43 $5.5 million
FR TA0290
UMBS MORTPASS 5.5% 12/55 $5.5 million
GT 5 07.15.29
GOODYEAR TIRE & 5% 07/29 $5.5 million
FN DG7694
UMBS MORTPASS 5.5% 04/56 $5.5 million
FR QZ6256
UMBS MORTPASS 5.5% 10/55 $5.4 million
GNR 2023-179 IO
GNMA 2023-179 VAR 09/63 $5.4 million
SM 8.625 11.01.30 144A
SM ENERGY CO 8.625% 11/30 $5.4 million
PCEPK 2021-1A BR
PEACE PARK CLO FLT 10/38 $5.4 million
FNR 2024-95 KL
FNMA REMICS 5.5% 12/54 $5.4 million
SBCLN 2026-A E
SANTANDER 6.807% 07/34 $5.4 million
GNR 2025-139 B
GNMA 2025-139 5.5% 03/55 $5.4 million
MCAS 2025-01 M2
MULTIFAMILY FLT 05/55 $5.4 million
FN MA5420
UMBS MORTPASS 5.5% 07/54 $5.4 million
FREMF 2017-K69 D
FREMF 2017-K69 ZERO 10/49 $5.3 million
VST 5 07.31.27 144A
VISTRA 5% 07/27 $5.3 million
EQMSRM 9 05.15.28 144A
EQUIPMENTSHARE.C 9% 05/28 $5.3 million
GNR 2026-24 DS
GNMA 2026-24 DS FLT 02/56 $5.3 million
CAS 2023-R07 2B1
CONNECTICUT FLT 09/43 $5.3 million
FHR 5414 DZ
FHLMC REMICS 6% 05/54 $5.3 million
UBSCM 2018-C9 B
UBS COMMERCIAL VAR 03/51 $5.3 million
MDPK 2021-38A D1R
MADISON PARK FLT 10/38 $5.3 million
ARMK 5 02.01.28 144A
ARAMARK SERVICES 5% 02/28 $5.3 million
CD 2017-CD4 D
CD 2017-CD4 3.3% 05/50 $5.3 million
G2 DE6274
GNMA II MORTPASS 6% 09/54 $5.2 million
NRZT 2025-NQM5 A1
NEW RESIDENTIAL VAR 08/65 $5.2 million
FREMF 2021-K126 D
FREMF ZERO 01/54 $5.2 million
FHMS K106 X1
FHLMC VAR 01/30 $5.2 million
SRILAN 3.6 06.15.35 144A
DEMOCRATIC STEP 06/35 $5.2 million
FHR 5564 PZ
FHLMC REMICS 6% 08/55 $5.2 million
FN DF1997
FNMA MORTPASS FLT 11/55 $5.2 million
LVLT 6.875 06.30.33 144A
LEVEL 3 6.875% 06/33 $5.2 million
IVYCST 8.25 01.30.37 144A
REPUBLIC OF 8.25% 01/37 $5.1 million
KNTK 5.875 06.15.30 144A
KINETIK 5.875% 06/30 $5.1 million
OBX 2025-NQM2 A1
OBX 2025-NQM2 STEP 11/64 $5.1 million
AXTA 3.375 02.15.29 144A
AXALTA 3.375% 02/29 $5.1 million
ACAR 2025-3 E
AMERICAN 6.77% 06/33 $5.1 million
G2 787890
GNMA II MORTPASS 6% 11/54 $5.1 million
DIGAOI 9.75 04.09.29 FEB
DIVERSIFIED 9.75% 04/29 $5.1 million
GNR 2020-147 IO
GNMA 2020-147 VAR 06/62 $5.1 million
PRET 2025-NPL5 A1
PRET 2025-NPL5 STEP 05/55 $5.0 million
CAR 4.75 04.01.28 144A
AVIS BUDGET 4.75% 04/28 $5.0 million
GNR 2026-82 KS
GNMA 2026-82 KS FLT 05/56 $5.0 million
EART 2026-2A D
EXETER 5.51% 08/32 $5.0 million
FREMF 2020-K118 D
FREMF ZERO 10/53 $5.0 million
CHTR 7.375 03.01.31 144A
CCO HOLDINGS 7.375% 03/31 $5.0 million
None
MPIRE2025MFFRN13SEP30144A $5.0 million
AOMT 2019-2 B2
ANGEL OAK VAR 03/49 $5.0 million
None
GEMINI 10.5 20FEB29 $5.0 million
FR TA3891
UMBS MORTPASS 5.5% 01/56 $5.0 million
JORDAN 7.375 10.10.47 REGS
HASHEMITE 7.375% 10/47 $5.0 million
EART 2025-4A E
EXETER 6.99% 04/33 $5.0 million
FH 8C1031
FHLMC MORTPASS FLT 06/55 $5.0 million
GRA 5.625 08.15.29 144A
WR GRACE 5.625% 08/29 $5.0 million
SMYREA 8.875 11.15.31 144A
SMYRNA READY 8.875% 11/31 $5.0 million
RDYCAP 9.375 03.01.28 QIB
READYCAP 9.375% 03/28 $4.9 million
None
ISTAJETSERI69705APR32144A $4.9 million
CZR 7 02.15.30 144A
CAESARS 7% 02/30 $4.9 million
MSCR 2025-MN12 B1
FHLMC MSCR FLT 11/45 $4.9 million
ABBSL 2020-1A BR2
AB BSL CLO 1 FLT 10/38 $4.9 million
FR TA4376
UMBS MORTPASS 5.5% 01/56 $4.9 million
FR TA5432
UMBS MORTPASS 5.5% 02/56 $4.9 million
HONDUR 8.625 11.27.34 144A
REPUBLIC OF 8.625% 11/34 $4.9 million
MSC 2016-UBS9 B
MORGAN STANLEY VAR 03/49 $4.9 million
FNR 2023-31 LZ
FNMA REMICS 6% 07/53 $4.9 million
BLAST 2026-2 D
BRIDGECREST 5.19% 02/32 $4.9 million
NRZT 2025-NQM4 A1
NEW RESIDENTIAL VAR 07/65 $4.9 million
CAS 2019-R05 1B1
CONNECTICUT FLT 07/39 $4.8 million
FREMF 2020-K109 D
FREMF ZERO 05/53 $4.8 million
FHR 5328 Z
FHLMC REMICS 6% 08/53 $4.8 million
GNR 2026-17 AC
GNMA 2026-17 4.5% 08/57 $4.8 million
MSC 2019-L2 C
MORGAN STANLEY VAR 03/52 $4.8 million
FR TA4375
UMBS MORTPASS 5.5% 01/56 $4.8 million
FHR 5338 AZ
FHLMC REMICS 6% 09/53 $4.8 million
LAD 3.875 06.01.29 144A
LITHIA 3.875% 06/29 $4.8 million
RKT 3.625 03.01.29 144A
ROCKET 3.625% 03/29 $4.8 million
G2 DN5666
GNMA II 5.5% 10/55 $4.8 million
WFCM 2019-C51 C
WELLS FARGO VAR 06/52 $4.8 million
MSBAM 2016-C31 C
MORGAN STANLEY VAR 11/49 $4.8 million
FN BS8929
FNMA MORTPASS 4.52% 07/33 $4.8 million
MEDIND 5.25 10.01.29 144A
MEDLINE 5.25% 10/29 $4.8 million
USFOOD 4.75 02.15.29 144A
US FOODS INC 4.75% 02/29 $4.8 million
CLVTSC 3.875 07.01.28 144A
CLARIVATE 3.875% 07/28 $4.7 million
DISH 11.75 11.15.27 144A
DISH NETWORK 11.75% 11/27 $4.7 million
SRE V6.375 04.01.56
SEMPRA CALLABLE VAR 04/56 $4.7 million
PRSESE 3.375 08.31.27 144A
PRIME 3.375% 08/27 $4.7 million
MDPK 2021-52A BR
MADISON PARK FLT 01/35 $4.7 million
OUT 4.25 01.15.29 144A
OUTFRONT 4.25% 01/29 $4.7 million
AESOP 2024-1A D
AVIS BUDGET 7.2% 06/30 $4.7 million
BLAST 2024-4 E
BRIDGECREST 7.47% 08/31 $4.7 million
NRZT 2025-NQM6 A1
NRZT 2025-NQM6 VAR 10/65 $4.7 million
HERTZ 2025-4A D
HERTZ VEHICLE 9.34% 12/31 $4.7 million
COHR 5 12.15.29 144A
COHERENT CORP 5% 12/29 $4.7 million
None
JBHP 10.28 14APR41 $4.7 million
DOMREP 6.95 03.15.37 144A
DOMINICAN 6.95% 03/37 $4.7 million
WFC V5.707 04.22.28 MTN
WELLS FARGO & VAR 04/28 $4.7 million
EART 2026-3A D
EXETER 5.44% 10/32 $4.7 million
IQV 5 05.15.27 144A
IQVIA INC 5% 05/27 $4.7 million
SBAP 2025-25J 1
UNITED STATES 4.79% 10/50 $4.6 million
CIVI 8.625 11.01.30 144A
SM ENERGY CO 8.625% 11/30 $4.6 million
CSAIL 2015-C1 D
CSAIL 2015-C1 VAR 04/50 $4.6 million
WEFUN 2025-1 A
WESTERN 4.75% 07/35 $4.6 million
GNR 2026-20 AM
GNMA 2026-20 4.5% 06/57 $4.6 million
SDR 2024-DSNY B
SDR COMMERCIAL FLT 05/39 $4.6 million
GNR 2026-98 AD
GNMA 2026-98 AD VAR 12/64 $4.6 million
NRG 5.75 01.15.28
NRG ENERGY 5.75% 01/28 $4.6 million
FHR 5517 AL
FHLMC REMICS 6% 03/55 $4.6 million
NXST 7.25 04.15.34 144A
NEXSTAR MEDIA 7.25% 04/34 $4.5 million
STGW 5.625 08.15.29 144A
STAGWELL 5.625% 08/29 $4.5 million
GNR 2023-67 DZ
GNMA 2023-67 5.5% 05/53 $4.5 million
BBCMS 2023-5C23 A3
BBCMS MORTGAGE VAR 12/56 $4.5 million
GNR 2026-48 S
GNMA 2026-48 S FLT 03/56 $4.5 million
MDPK 2021-52A B
Madison Park Funding LII LTD / LLC 6.1936% $4.5 million
CAS 2019-R04 2B1
CONNECTICUT FLT 06/39 $4.5 million
FHMS K107 X1
FHLMC VAR 01/30 $4.5 million
GS V7.5 PERP X
GOLDMAN SACHS VAR 12/49 $4.5 million
WULF 7.75 10.15.30 144A
WULF COMPUTE 7.75% 10/30 $4.5 million
REPCAM 9.5 07.31.31 7Y
REPUBLIC OF 9.5% 07/31 $4.5 million
ETR V7.125 12.01.54
ENTERGY CORP VAR 12/54 $4.5 million
GSMBS 2025-NQM6 A1
GS STEP 02/66 $4.5 million
None
JONAH 11.247% 12/40 $4.4 million
FREMF 2020-K115 D
FREMF ZERO 09/53 $4.4 million
CGCMT 2016-GC36 B
CITIGROUP VAR 02/49 $4.4 million
VENLNG 9.875 02.01.32 144A
VENTURE 9.875% 02/32 $4.4 million
None
PUREWEST 10.279% 04/40 $4.4 million
ENTG 5.95 06.15.30 144A
ENTEGRIS INC 5.95% 06/30 $4.4 million
GNR 2024-161 IO
GNMA 2024-161 VAR 06/64 $4.4 million
BMARK 2024-V9 A3
BENCHMARK 5.6019% 08/57 $4.4 million
LLOYDS V6.75 PERP *
LLOYDS BANKING VAR 12/49 $4.4 million
OBX 2026-NQM2 A1B
OBX 2026-NQM2 STEP 12/65 $4.3 million
TPMT 2026-FIX1 A1
TOWD POINT STEP 12/65 $4.3 million
FH 8C1210
FHLMC MORTPASS FLT 11/55 $4.3 million
None
CITI ASSET 25.8% 11/31 $4.3 million
FKH 2022-SFR2 F1
FIRSTKEY HOMES 4.5% 07/39 $4.3 million
PLMRS 2021-2A BR
PALMER SQUARE FLT 02/38 $4.3 million
DB V4.999 09.11.30
DEUTSCHE BANK VAR 09/30 $4.3 million
OCPA 2025-41A B1
OCP AEGIS CLO FLT 04/37 $4.3 million
CAALT 2026-1A C
CREDIT 5.28% 08/36 $4.3 million
FR TA4636
UMBS MORTPASS 6% 01/56 $4.3 million
JPMCC 2015-JP1 C
JP MORGAN CHASE VAR 01/49 $4.3 million
BMARK 2018-B1 C
BENCHMARK VAR 01/51 $4.3 million
BHCCN 4.875 06.01.28 144A
BAUSCH 4.875% 06/28 $4.3 million
GTN 10.5 07.15.29 144A
GRAY MEDIA 10.5% 07/29 $4.3 million
FHR 5623 ZA
FHLMC REMICS 5.5% 02/56 $4.3 million
FN DG7692
UMBS MORTPASS 5.5% 04/56 $4.3 million
GNR 2025-204 PZ
GNMA 2025-204 5.5% 12/55 $4.3 million
EMACN V6.25 04.01.56
EUSHI FINANCE VAR 04/56 $4.3 million
TRACTD 6.5 05.01.31 144A
PR RNO 6.5% 05/31 $4.3 million
UBSCM 2019-C16 D
UBS COMMERCIAL VAR 04/52 $4.3 million
WFCM 2017-C39 A5
WELLS FARGO 3.418% 09/50 $4.3 million
XYZ 6.5 05.15.32
BLOCK INC 6.5% 05/32 $4.2 million
GNR 2021-106 IO
GNMA 2021-106 VAR 04/63 $4.2 million
GNR 2025-105 UZ
GNMA 2025-105 UZ 7% 06/55 $4.2 million
OGN 4.125 04.30.28 144a
ORGANON & CO 4.125% 04/28 $4.2 million
GNR 2025-70 EZ
GNMA 2025-70 EZ 5% 04/55 $4.2 million
SYMP 2022-32A BR
SYMPHONY CLO FLT 10/35 $4.2 million
PFGC 4.25 08.01.29 144A
PERFORMANCE 4.25% 08/29 $4.2 million
FR QZ6966
UMBS MORTPASS 5.5% 11/55 $4.2 million
VYX 5.125 04.15.29 144A
NCR VOYIX 5.125% 04/29 $4.2 million
TLN 6.25 02.01.34 144A
TALEN ENERGY 6.25% 02/34 $4.2 million
None
NAUTICAL SOLUTIONS 9.2 $4.2 million
URI 4.875 01.15.28
UNITED 4.875% 01/28 $4.2 million
TPMT 2019-HY1 M2
TOWD POINT FLT 10/48 $4.2 million
UBS V9.25 PERP 144a
UBS GROUP AG CALLABLE VAR $4.2 million
OPTN 2026-A C
OPORTUN 5.45% 01/34 $4.2 million
SAN 2026-NQM3 A1A
SANTANDER STEP 03/66 $4.1 million
CHASE 2025-DRT1 B3
CHASE HOME VAR 05/56 $4.1 million
SANTAN V9.625 PERP *
BANCO SANTANDER SA VAR $4.1 million
BMARK 2024-V7 A3
BENCHMARK VAR 05/56 $4.1 million
ECUA 9.25 01.29.39 144A
REPUBLIC OF 9.25% 01/39 $4.1 million
ALSN 3.75 01.30.31 144A
ALLISON 3.75% 01/31 $4.1 million
BLAST 2024-2 E
BRIDGECREST 8.21% 01/31 $4.1 million
C V7.125 PERP CC
CITIGROUP INC VAR 12/49 $4.1 million
ACAR 2024-4 E
AMERICAN 7.19% 04/32 $4.1 million
FR SD4030
UMBS MORTPASS 6.5% 10/53 $4.1 million
ECUA 8.75 01.29.34 144A
REPUBLIC OF 8.75% 01/34 $4.1 million
WFCM 2017-C38 D
WELLS FARGO 3% 07/50 $4.1 million
None
CFIN 2022-RTL1 0% 08/27 $4.0 million
BANK 2020-BN26 AS
BANK 2.687% 03/63 $4.0 million
AMSR 2022-SFR3 F
AMSR 2022-SFR3 4% 10/39 $4.0 million
MTN 6.5 05.15.32 144A
VAIL RESORTS 6.5% 05/32 $4.0 million
FR TB1157
UMBS MORTPASS 5.5% 04/56 $4.0 million
FH 842039
FHLMC MORTPASS FLT 10/55 $4.0 million
COMCRD 8.75 08.30.30 QIB
COMMERCIAL 8.75% 08/30 $4.0 million
LDMSR 2025-GT2 A
LOANDEPOT GMSR FLT 07/30 $4.0 million
GNR 2021-144 IO
GNMA 2021-144 VAR 04/63 $4.0 million
None
UPSTART2025TEFRN15SEP2714 $4.0 million
CAS 2021-R02 2M2
CONNECTICUT FLT 11/41 $4.0 million
BLDR 6.375 06.15.32 144A
BUILDERS 6.375% 06/32 $4.0 million
LFT 2025-2A C
LENDMARK 5.28% 10/34 $4.0 million
GTN 5.375 11.15.31 144A
GRAY MEDIA 5.375% 11/31 $4.0 million
VEGLPL 6.5 01.15.34 144A
VENTURE GLOBAL 6.5% 01/34 $4.0 million
GNR 2025-171 MT
GNMA 2025-171 5.25% 04/52 $4.0 million
FHR 5633 ZC
FHLMC REMICS 5.5% 02/56 $3.9 million
BMO 2024-5C6 A3
BMO 5.3161% 09/57 $3.9 million
GNR 2025-120 SH
GNMA 2025-120 FLT 07/55 $3.9 million
NGERIA 9.1297 01.13.46 144A
FEDERAL 9.1297% 01/46 $3.9 million
WLAKE 2024-3A D
WESTLAKE 5.21% 04/30 $3.9 million
COMM 2015-PC1 D
COMM 2015-PC1 VAR 07/50 $3.9 million
GNR 2025-120 SJ
GNMA 2025-120 FLT 07/55 $3.9 million
None
JBHP 14.103 15DEC41 $3.9 million
TCZIRA V8.375 PERP 144A
TC ZIRAAT VAR 10/95 $3.9 million
FR QZ7257
UMBS MORTPASS 5.5% 11/55 $3.9 million
FREMF 2019-K92 D
FREMF 2019-K92 ZERO 05/52 $3.9 million
IVYCST 7.625 01.30.33 REGS
REPUBLIC OF 7.625% 01/33 $3.9 million
ATHENA 6.5 02.15.30 144A
ATHENAHEALTH 6.5% 02/30 $3.8 million
CAS 2018-C03 1B1
FNMA FLT 10/30 $3.8 million
BMARK 2023-B39 XA
BENCHMARK VAR 07/56 $3.8 million
SCFET 2025-2A E
SCF EQUIPMENT 6.21% 06/36 $3.8 million
FR TA4352
UMBS MORTPASS 5.5% 01/56 $3.8 million
ACAR 2024-2 E
AMERICAN 7.87% 11/31 $3.8 million
SOAF 7.95 11.19.54 144A
REPUBLIC OF 7.95% 11/54 $3.8 million
HSBC V4.6 PERP
HSBC HOLDINGS VAR 12/49 $3.8 million
RWANDA 5.5 08.09.31 144A
REPUBLIC OF 5.5% 08/31 $3.8 million
REPCON 9.875 11.07.32
CONGOLESE 9.875% 11/32 $3.8 million
EGYPT 5.875 02.16.31 RegS
ARAB 5.875% 02/31 $3.8 million
BMD2 2019-FRR1 4D1
BMD2 RE-REMIC ZERO 05/52 $3.8 million
FNR 2025-78 BV
FNMA REMICS 5.5% 08/36 $3.8 million
FR QZ6253
UMBS MORTPASS 5.5% 10/55 $3.8 million
FR RJ0003
UMBS MORTPASS 6.5% 10/53 $3.8 million
PARGUY 5.4 03.30.50 144A
PARAGUAY 5.4% 03/50 $3.8 million
GNR 2025-153 ZT
GNMA 2025-153 VAR 08/67 $3.8 million
GNR 2026-25 ZB
GNMA 2026-25 4.5% 01/56 $3.8 million
RRR 4.5 02.15.28 144A
STATION 4.5% 02/28 $3.8 million
FR TA4353
UMBS MORTPASS 5.5% 01/56 $3.8 million
ACHD 2026-DS1 A
ACHD TRUST 5.672% 07/34 $3.8 million
NOVHOL 6.75 04.15.32 144A
CLYDESDALE 6.75% 04/32 $3.7 million
VIKCRU 5.875 10.15.33 144A
VIKING 5.875% 10/33 $3.7 million
JPMCC 2016-JP3 B
JP MORGAN CHASE VAR 08/49 $3.7 million
GNR 2025-65 SL
GNMA 2025-65 SL FLT 04/55 $3.7 million
BMARK 2023-V4 A3
BMARK 2023-V4 VAR 11/56 $3.7 million
GNR 2025-42 IO
GNMA 2025-42 IO VAR 11/65 $3.7 million
MFF 2025-1A D
MERCHANTS 5.76% 01/39 $3.7 million
LFT 2025-3A C
LENDMARK 5.04% 05/35 $3.7 million
MSCR 2025-MN10 M1
FHLMC MSCR FLT 02/45 $3.7 million
MTDR 6.25 04.15.33 144A
MATADOR 6.25% 04/33 $3.7 million
FREMF 2020-K107 D
FREMF 2020-K107 VAR 02/30 $3.7 million
UBSCM 2018-C13 C
UBS COMMERCIAL VAR 10/51 $3.7 million
STACR 2021-HQA1 B1
FHLMC STACR FLT 08/33 $3.7 million
ROMANI 7.5 02.10.37 144A
ROMANIA BOND 7.5% 02/37 $3.7 million
FR TA7684
UMBS MORTPASS 5.5% 03/56 $3.7 million
NCRATL 9.5 04.01.29 144A
NCR ATLEOS 9.5% 04/29 $3.7 million
F 5.73 09.05.30
FORD MOTOR 5.73% 09/30 $3.7 million
NGERIA 7.143 02.23.30 REGS
FEDERAL 7.143% 02/30 $3.7 million
BMO 2024-C10 XA
BMO 2024-C10 VAR 11/57 $3.7 million
FHMS K519 AS
FHLMC FLT 03/29 $3.7 million
REPS 2026-A C
REPUBLIC 5.46% 06/39 $3.7 million
G2 DC0348
GNMA II MORTPASS 6% 07/54 $3.7 million
ALSN 5.875 06.01.29 144A
ALLISON 5.875% 06/29 $3.7 million
REPS 2024-B A
REPUBLIC 5.42% 11/37 $3.6 million
INEGRP 7.5 04.15.29 144a
INEOS FINANCE 7.5% 04/29 $3.6 million
GNR 2025-H20 AI
GNMA 2025-H20 VAR 09/75 $3.6 million
PMTLT 2025-INV5 A2
PMT LOAN TRUST VAR 05/56 $3.6 million
SYMP 2020-23A CR2
SYMPHONY CLO FLT 01/34 $3.6 million
SFSBA 2025-3A A2
STIFEL SBA IO VAR 10/51 $3.6 million
PERLNG 5.375 03.22.30 REGS
PERU LNG SRL 5.375% 03/30 $3.6 million
FN DE6957
UMBS MORTPASS 6% 01/56 $3.6 million
JBLU 9.875 09.20.31 144A
JETBLUE 9.875% 09/31 $3.6 million
BX 2025-BIO3 B
BX 6.5555% 02/42 $3.6 million
None
CITI ASSET 25.54% 10/31 $3.6 million
RADPAR 8.5 07.15.32 144A
RADIOLOGY 8.5% 07/32 $3.6 million
FHMS K-161 A1
FHLMC 5.076% 07/32 $3.6 million
BPLN V4.875 PERP
BP CAPITAL MARKETS VAR $3.6 million
EART 2025-3A D
EXETER 5.57% 10/31 $3.6 million
GNR 2026-48 HS
GNMA 2026-48 HS FLT 03/56 $3.5 million
FR TA6724
UMBS MORTPASS 5.5% 02/56 $3.5 million
FN BS7094
FNMA MORTPASS 4.78% 11/29 $3.5 million
MDPK 2020-45A BRR
MADISON PARK FLT 07/34 $3.5 million
ENR 4.375 03.31.29 144A
ENERGIZER 4.375% 03/29 $3.5 million
IHRT 9.125 05.01.29 144A
IHEARTCOMMUN 9.125% 05/29 $3.5 million
GNR 2026-2 KS
GNMA 2026-2 KS FLT 01/56 $3.5 million
CSAIL 2016-C6 D
CSAIL 2016-C6 VAR 01/49 $3.5 million
FHMS K148 X3
FHLMC VAR 08/54 $3.5 million
FHR 5650 UZ
FHLMC REMICS 5.5% 04/56 $3.5 million
JONAH 2022-1 C
JONAH 12.662% 08/39 $3.5 million
FHMR 2020-RR06 BX
FHLMC VAR 05/33 $3.5 million
GNR 2021-186 IO
GNMA 2021-186 VAR 05/63 $3.5 million
BMO 2023-5C2 A3
BMO 2023-5C2 VAR 11/56 $3.5 million
FHMR 2023-RR21 X
FHLMC VAR 04/36 $3.4 million
EART 2025-4A D
EXETER 5.23% 01/32 $3.4 million
FNA 2024-M5 1A2C
FNMA-ACES VAR 08/34 $3.4 million
GNR 2025-124 SE
GNMA 2025-124 FLT 07/55 $3.4 million
WFCM 2015-NXS2 B
WELLS FARGO VAR 07/58 $3.4 million
SFSBA 2025-1A A2
STIFEL SBA IO VAR 01/51 $3.4 million
DIGDIF 8.625 08.01.32 144A
DIGICEL 8.625% 08/32 $3.4 million
FR TB7084
UMBS MORTPASS 5.5% 06/56 $3.4 million
FR TA8887
UMBS MORTPASS 5.5% 03/56 $3.4 million
BLAST 2024-4 D
BRIDGECREST 5.23% 08/30 $3.4 million
IRV 2025-200P C
IRV TRUST VAR 03/47 $3.4 million
BX 2025-BIO3 C
BX 2025-BIO3 VAR 02/42 $3.4 million
NGERIA 7.696 02.23.38 REGS
FEDERAL 7.696% 02/38 $3.4 million
ENTG 4.75 04.15.29 144A
ENTEGRIS INC 4.75% 04/29 $3.4 million
GFLCN 6.75 01.15.31 144A
GFL 6.75% 01/31 $3.4 million
ADT 4.125 08.01.29 144A
ADT SECURITY 4.125% 08/29 $3.4 million
TRPCN V5.6 03.07.82
TRANSCANADA VAR 03/82 $3.4 million
EHC 4.75 02.01.30
ENCOMPASS 4.75% 02/30 $3.4 million
VZ V6.2 05.14.56
VERIZON VAR 05/56 $3.4 million
BLAST 2025-4 D
BRIDGECREST 5.41% 08/31 $3.3 million
MSC 2017-H1 D
MORGAN 2.546% 06/50 $3.3 million
CHTR 4.5 05.01.32
CCO HOLDINGS 4.5% 05/32 $3.3 million
FN DG9944
UMBS MORTPASS 6.5% 05/56 $3.3 million
NEUB 2019-34A BR2
NEUBERGER FLT 07/39 $3.3 million
MSCR 2024-MN8 B1
FHLMC MSCR FLT 05/44 $3.3 million
KENINT 8.8 10.09.38 144A
REPUBLIC OF 8.8% 10/38 $3.3 million
MSCR 2022-MN4 M2
FHLMC FLT 05/52 $3.3 million
SURINM 7.7 11.06.30 144A
SURINAME 7.7% 11/30 $3.3 million
FN DF6535
UMBS MORTPASS 5.5% 12/55 $3.3 million
FKH 2021-SFR2 F2
FIRSTKEY 3.157% 09/38 $3.3 million
BKPRK 2019-1A CRR
BUCKHORN PARK FLT 07/34 $3.3 million
COLOM 8.375 11.07.54
REPUBLIC OF 8.375% 11/54 $3.2 million
G2 DN5970
GNMA II MORTPASS 6% 10/55 $3.2 million
EGYPT 8.875 05.29.50 REGS
ARAB 8.875% 05/50 $3.2 million
TDG 6.625 03.01.32 144A
TRANSDIGM 6.625% 03/32 $3.2 million
SOLADV 5.625 09.30.33 144A
SOLSTICE 5.625% 09/33 $3.2 million
NGERIA 6.125 09.28.28 REGS
FEDERAL 6.125% 09/28 $3.2 million
G2 DN5965
GNMA II MORTPASS 6% 10/55 $3.2 million
FOUR 6.75 08.15.32 144A
SHIFT4 6.75% 08/32 $3.2 million
None
CITI ASSET 25.83% 08/31 $3.2 million
STACR 2022-DNA6 M2
FHLMC STACR FLT 09/42 $3.2 million
GNR 2025-105 SD
GNMA 2025-105 FLT 06/55 $3.2 million
HLT 5.875 03.15.33 144A
HILTON 5.875% 03/33 $3.2 million
BBCMS 2023-C22 A5
BBCMS MORTGAGE VAR 11/56 $3.1 million
EGYPT 7.625 05.20.34 144A
ARAB 7.625% 05/34 $3.1 million
DTAOT 2022-3A E
DT AUTO 10.99% 07/29 $3.1 million
FREMF 19K-1514 C
FREMF K-1514 0% 10/34 $3.1 million
F 6.05 03.05.31
FORD MOTOR 6.05% 03/31 $3.1 million
POWSOL 6.75 09.15.32 144A
CLARIOS 6.75% 09/32 $3.1 million
ACAR 2025-2 E
AMERICAN 7.66% 02/33 $3.1 million
OMFIT 2026-1A D
ONEMAIN 5.94% 07/39 $3.1 million
SDART 2025-4 D
SANTANDER 4.95% 01/32 $3.1 million
FN DG5501
UMBS MORTPASS 5.5% 03/56 $3.1 million
BABSN 2023-4A D1R
BARINGS CLO LTD FLT 01/39 $3.1 million
ARGENT 5 01.09.38
ARGENTINE STEP 01/38 $3.1 million
FREMF 2020-K116 D
FREMF ZERO 09/52 $3.1 million
FR TB0509
UMBS MORTPASS 5.5% 04/56 $3.1 million
GNR 2021-160 IE
GNMA 2021-160 2.5% 09/51 $3.1 million
FN DF6220
UMBS MORTPASS 6% 06/56 $3.1 million
FHMS K115 X1
FHLMC VAR 06/30 $3.1 million
CAR 8 02.15.31 144A
AVIS BUDGET CAR 8% 02/31 $3.1 million
ABG 4.625 11.15.29 144A
ASBURY 4.625% 11/29 $3.1 million
FN DG1572
UMBS MORTPASS 5.5% 02/56 $3.1 million
FR TB6711
UMBS MORTPASS 6% 07/56 $3.1 million
TRTX 2025-FL6 A
TRTX 2025-FL6 FLT 09/42 $3.1 million
BMO 2025-5C11 XA
BMO 2025-5C11 VAR 07/58 $3.1 million
NWL 6.375 05.15.30
NEWELL 6.375% 05/30 $3.1 million
MSCR 2021-MN1 M2
FHLMC MSCR FLT 01/51 $3.1 million
FREMF 2020-K113 D
FREMF ZERO 05/53 $3.1 million
None
ONESLT 8.0 15DEC30 $3.1 million
OMF 3.875 09.15.28
ONEMAIN 3.875% 09/28 $3.0 million
FNR 2023-34 LZ
FNMA REMICS 6% 08/53 $3.0 million
BENIN 7.96 02.13.38 144A
BENIN 7.96% 02/38 $3.0 million
GNR 2025-106 A
GNMA 2025-106 A 5% 07/55 $3.0 million
None
IHEARTCOMMUNICATIONS INC. $3.0 million
None
USD - FOR FUTURES $3.0 million
SBGI 8.125 02.15.33 144A
SINCLAIR 8.125% 02/33 $3.0 million
SFSBA 2025-2A A1
STIFEL SBA IO VAR 08/36 $3.0 million
GFLCN 4 08.01.28 144A
GFL 4% 08/28 $3.0 million
LFT 2025-1A D
LENDMARK 6.48% 09/34 $3.0 million
PANAMA 7.875 03.01.57
REPUBLIC OF 7.875% 03/57 $3.0 million
GSMS 2015-GC30 C
GS MORTGAGE VAR 05/50 $3.0 million
VZ V6.05 05.14.58
VERIZON VAR 05/58 $3.0 million
FHR 5387 KB
FHLMC REMICS 6% 03/54 $3.0 million
BABSN 2022-3A A2R
BARINGS CLO LTD FLT 10/37 $3.0 million
SOAF 7.1 11.19.36 144A
REPUBLIC OF 7.1% 11/36 $3.0 million
FNR 2025-69 Z
FNMA REMICS 6% 08/55 $3.0 million
STACR 2026-HQA1 M2
FHLMC STACR FLT 05/46 $3.0 million
CAS 2024-R06 1M2
CONNECTICUT FLT 09/44 $3.0 million
LYV 6.5 05.15.27 144A
LIVE NATION 6.5% 05/27 $3.0 million
G2 DN5669
GNMA II 5.5% 10/55 $3.0 million
FRCMT 2025-TWO A
FORTIVA 5.92% 05/31 $3.0 million
PKSTAN 8.875 04.08.51 REGS
ISLAMIC 8.875% 04/51 $3.0 million
FNR 2024-25 ZB
FNMA REMICS 5.5% 03/54 $3.0 million
MSCR 2025-MN11 M2
FHLMC MSCR FLT 07/45 $3.0 million
FN DF9401
UMBS MORTPASS 6% 01/56 $3.0 million
BMARK 2026-B43 XA
BENCHMARK VAR 04/63 $3.0 million
REPS 2026-A B
REPUBLIC 5.15% 06/39 $3.0 million
D V6.875 02.01.55 A
DOMINION ENERGY VAR 02/55 $3.0 million
ETR V5.875 06.15.56 ..
ENTERGY CORP VAR 06/56 $3.0 million
XYZ 5.625 08.15.30 144A
BLOCK INC 5.625% 08/30 $2.9 million
ACI 5.625 03.31.32 144A
ALBERTSONS 5.625% 03/32 $2.9 million
FNR 2025-55 UN
FNMA REMICS 5% 07/55 $2.9 million
FN DH4744
UMBS MORTPASS 6% 06/56 $2.9 million
FHMS K110 X1
FHLMC VAR 04/30 $2.9 million
FH 8C1189
FHLMC MORTPASS FLT 11/55 $2.9 million
QNTELE 5.75 08.15.32 144A
QNITY 5.75% 08/32 $2.9 million
D V6 02.15.56 **
DOMINION ENERGY VAR 02/56 $2.9 million
GNR 2025-183 IO
GNMA 2025-183 VAR 10/67 $2.9 million
EART 2022-2A E
EXETER 6.34% 10/29 $2.9 million
FR QZ9117
UMBS MORTPASS 5.5% 11/55 $2.9 million
MAGNE 2024-40A B1
MAGNETITE XL FLT 07/37 $2.9 million
BANORT V8.75 PERP REGS
BANCO MERCANTIL DEL VAR $2.9 million
COMM 2014-CR14 C
COMM 2014-CR14 VAR 02/47 $2.9 million
BMARK 2026-V21 XA
BENCHMARK VAR 03/59 $2.9 million
RFT 2024-2 A1
RFT 2024-2 STEP 09/28 $2.9 million
RFT 2024-2 A2
RFT 2024-2 STEP 09/28 $2.9 million
SUN 4.5 05.15.29
SUNOCO LP / 4.5% 05/29 $2.9 million
ZFFNGR 6.75 04.23.30 144A
ZF NORTH 6.75% 04/30 $2.9 million
DOMREP 6.15 05.17.38 144A
DOMINICAN 6.15% 05/38 $2.9 million
IQV 6.25 06.01.32 144A
IQVIA INC 6.25% 06/32 $2.9 million
FN DH3701
UMBS MORTPASS 6.5% 06/56 $2.9 million
BOLIVI 9.45 05.14.31 144A
PLURINATIONAL 9.45% 05/31 $2.9 million
FR TA3592
UMBS MORTPASS 4.5% 01/56 $2.8 million
FREMF 2018-K84 D
FREMF 2018-K84 ZERO 11/28 $2.8 million
CAS 2025-R06 1B1
CONNECTICUT FLT 09/45 $2.8 million
SUBWAY 2024-1A A23
SUBWAY 6.505% 07/54 $2.8 million
FNR 2025-47 SM
FNMA REMICS FLT 06/55 $2.8 million
SIRI 5 08.01.27 144A
SIRIUS XM RADIO 5% 08/27 $2.8 million
CSAIL 2018-C14 D
CSAIL 2018-C14 VAR 11/51 $2.8 million
DISH 5.25 12.01.26 144A
DISH DBS CORP 5.25% 12/26 $2.8 million
FUN 6.625 05.01.32 144A
SIX FLAGS 6.625% 05/32 $2.8 million
GNR 2020-89 IA
GNMA 2020-89 IA VAR 04/62 $2.8 million
TEP 5.5 01.15.28 144A
TALLGRASS 5.5% 01/28 $2.8 million
PETM 7.5 09.15.32
PETSMART LLC / 7.5% 09/32 $2.8 million
FREMF 2020-K105 D
FREMF ZERO 03/53 $2.8 million
FREMF 19K-1511 C
FREMF K-1511 ZERO 04/34 $2.8 million
FR TA8870
UMBS MORTPASS 6% 03/56 $2.8 million
FHR 5558 BV
FHLMC REMICS 5.5% 05/36 $2.8 million
TRK 2024-2 A1
TOORAK STEP 10/31 $2.8 million
NRMLT 2022-SFR1 F
NEW 4.443% 02/39 $2.8 million
TLN 6.375 05.01.33 144A
TALEN ENERGY 6.375% 05/33 $2.8 million
BACM 2015-UBS7 C
BANC OF AMERICA VAR 09/48 $2.8 million
HERTZ 2025-6A D
HERTZ VEHICLE 8.3% 05/32 $2.8 million
G2 DN5662
GNMA II 5.5% 10/55 $2.8 million
MIWIDO 6.75 04.01.32 144A
MITER BRANDS 6.75% 04/32 $2.8 million
CAS 2023-R04 1B1
CONNECTICUT FLT 05/43 $2.8 million
GNR 2025-142 IO
GNMA 2025-142 VAR 02/68 $2.8 million
AESOP 2023-4A C
AVIS BUDGET 7.24% 06/29 $2.8 million
FR TA8856
UMBS MORTPASS 5.5% 03/56 $2.8 million
FREMF 2018-K83 D
FREMF 2018-K83 ZERO 11/51 $2.8 million
FREMF 20K-1517 C
FREMF ZERO 08/35 $2.8 million
TEP 6 12.31.30 144A
TALLGRASS ENERGY 6% 12/30 $2.8 million
ACM 6 08.01.33 144A
AECOM CALLABLE 6% 08/33 $2.8 million
CAS 2023-R03 2M2
CONNECTICUT FLT 04/43 $2.8 million
SPLS 10.75 09.01.29 144A
STAPLES INC 10.75% 09/29 $2.7 million
FN DF9394
UMBS MORTPASS 6% 01/56 $2.7 million
STACR 2018-HRP2 B2
STACR TRUST FLT 02/47 $2.7 million
MSCR 2025-MN11 B1
FHLMC MSCR FLT 07/45 $2.7 million
FR TA8862
UMBS MORTPASS 5.5% 03/56 $2.7 million
ECUA 5 07.31.40 REGS
REPUBLIC OF STEP 07/40 $2.7 million
GCAT 2023-NQM3 A1
GCAT 2023-NQM3 STEP 08/68 $2.7 million
POST 6.25 02.15.32 144A
POST HOLDINGS 6.25% 02/32 $2.7 million
SCFET 2025-2A D
SCF EQUIPMENT 5.33% 06/36 $2.7 million
FN DG4524
UMBS MORTPASS 5% 03/56 $2.7 million
FREMF 2020-K122 D
FREMF ZERO 01/54 $2.7 million
FR TB6713
UMBS MORTPASS 6% 06/56 $2.7 million
EART 2025-5A E
EXETER 7.15% 06/33 $2.7 million
BBCMS 2022-C17 XA
BBCMS MORTGAGE VAR 09/55 $2.7 million
GNR 2025-112 IO
GNMA 2025-112 VAR 03/66 $2.7 million
COSICE 6.375 05.15.43 REGS
INSTITUTO 6.375% 05/43 $2.7 million
FN DF9396
UMBS MORTPASS 6% 01/56 $2.7 million
GNR 2024-195 IO
GNMA 2024-195 VAR 07/61 $2.7 million
FN BZ3537
FNMA MORTPASS 4.97% 04/35 $2.7 million
FHMS K124 X1
FHLMC VAR 12/30 $2.7 million
KIOXIA 6.25 07.24.30 144A
KIOXIA 6.25% 07/30 $2.7 million
CLF 7.625 01.15.34 144A
CLEVELAND-CL 7.625% 01/34 $2.7 million
EGYPT 8.5 01.31.47 REGS
ARAB REPUBLIC 8.5% 01/47 $2.6 million
AM 5.375 06.15.29 144A
ANTERO 5.375% 06/29 $2.6 million
AA 7.125 03.15.31 144A
ALCOA 7.125% 03/31 $2.6 million
NSUS 6.375 10.01.30
NUSTAR 6.375% 10/30 $2.6 million
CGCMT 2015-GC29 D
CITIGROUP 3.11% 04/48 $2.6 million
PLNT 2025-1A A2II
PLANET 5.649% 12/55 $2.6 million
STACR 2022-HQA2 M2
FHLMC STACR FLT 07/42 $2.6 million
OBX 2025-NQM10 A1
OBX 2025-NQM10 STEP 05/65 $2.6 million
ELM23 2023-2A CR
ELMWOOD CLO 23 FLT 04/36 $2.6 million
None
STREAM 2008 BV 0% 02/30 $2.6 million
MSCR 2024-MN8 M2
FHLMC MSCR FLT 05/44 $2.6 million
GNR 2025-175 AZ
GNMA 2025-175 AZ 6% 10/55 $2.6 million
BECN 6.75 04.30.32 144A
QXO BUILDING 6.75% 04/32 $2.6 million
None
STREET CAPITAL 0% 02/30 $2.6 million
ELSALV 9.25 04.17.30 144A
REPUBLIC OF 9.25% 04/30 $2.6 million
BLAST 2026-1 E
BRIDGECREST 6.63% 02/33 $2.6 million
GNR 2022-109 IO
GNMA 2022-109 VAR 08/64 $2.6 million
REPCON 9.5 02.17.35 7Y
CONGOLESE 9.5% 02/35 $2.6 million
REPS 2024-A A
REPUBLIC 5.91% 08/32 $2.6 million
FREMF 2022-KF132 CS
FREMF FLT 02/32 $2.6 million
HERTZ 2024-1A D
HERTZ VEHICLE 9.22% 01/29 $2.6 million
CAS 2024-R01 1B1
CONNECTICUT FLT 01/44 $2.6 million
FHMS K092 X3
FHLMC VAR 05/47 $2.6 million
FN DH4739
UMBS MORTPASS 6% 07/56 $2.6 million
PFMT 2025-2 A1
PROVIDENT VAR 06/55 $2.6 million
GNR 2025-51 SA
GNMA 2025-51 SA FLT 03/55 $2.6 million
BAHAMA 8.25 06.24.36 144A
COMMONWEALTH 8.25% 06/36 $2.6 million
WEFUN 2025-1 D
WESTERN 5.79% 01/36 $2.5 million
FKH 2022-SFR1 F1
FIRSTKEY HOMES ZERO 05/39 $2.5 million
FN DH4745
UMBS MORTPASS 6% 06/56 $2.5 million
CAS 2019-R06 2B1
CONNECTICUT FLT 09/39 $2.5 million
GNR 2021-11 IX
GNMA 2021-11 IX VAR 12/62 $2.5 million
CAS 2019-R07 1B1
CONNECTICUT FLT 10/39 $2.5 million
GNR 2025-69 AZ
GNMA 2025-69 AZ 5% 04/55 $2.5 million
GSMS 2014-GC22 B
GS MORTGAGE VAR 06/47 $2.5 million
MASBRA 7 07.15.32 144A
MASTERBRAND INC 7% 07/32 $2.5 million
ADNT 7.5 02.15.33 144A
ADIENT GLOBAL 7.5% 02/33 $2.5 million
BMARK 2026-B43 XB
BENCHMARK VAR 04/63 $2.5 million
FN DH4750
UMBS MORTPASS 6% 06/56 $2.5 million
LHOME 2024-RTL4 A1
LHOME MORTGAGE STEP 07/39 $2.5 million
BRAZIL 7.25 01.12.56
FEDERATIVE 7.25% 01/56 $2.5 million
ECOPET 8.875 01.13.33
ECOPETROL SA 8.875% 01/33 $2.5 million
GCAR 2022-2A E
GLS AUTO 5.5% 06/29 $2.5 million
NEUB 2020-38A CR2
NEUBERGER FLT 10/36 $2.5 million
GTN 7.25 08.15.33 144A
GRAY MEDIA 7.25% 08/33 $2.5 million
GNR 2024-124 IO
GNMA 2024-124 VAR 07/65 $2.5 million
SM 8.75 07.01.31 144A
SM ENERGY CO 8.75% 07/31 $2.5 million
None
IDENTITY 6.793% 03/65 $2.5 million
GCAR 2024-4A D
GLS AUTO 5.65% 07/30 $2.5 million
FN DG6130
UMBS MORTPASS 6% 04/56 $2.5 million
None
AHEAD DB HOLDINGS LLC $2.5 million
SATS 10.75 11.30.29 .
ECHOSTAR 10.75% 11/29 $2.5 million
CC 5.75 11.15.28 144A
CHEMOURS 5.75% 11/28 $2.5 million
BHCCN 10 04.15.32 144A
1261229 BC LTD 10% 04/32 $2.5 million
BMCAUS 6.25 08.01.33 144A
STANDARD 6.25% 08/33 $2.5 million
FNR 2025-98 UZ
FNMA REMICS 6% 08/54 $2.5 million
GNR 2026-62 MS
GNMA 2026-62 MS FLT 04/56 $2.5 million
GNR 2024-H08 DI
GNMA 2024-H08 VAR 05/74 $2.5 million
BMO 2024-5C3 A3
BMO 5.7393% 02/57 $2.5 million
FHMS K128 X1
FHLMC VAR 03/31 $2.5 million
HLT 5.75 09.15.33 144A
HILTON 5.75% 09/33 $2.5 million
VOLTAG 7.375 11.01.30 144A
VOLTAGRID 7.375% 11/30 $2.5 million
ACAR 2023-4 D
AMERICAN 7.65% 09/30 $2.5 million
SUN 4.5 04.30.30
SUNOCO LP / 4.5% 04/30 $2.5 million
DRCONG 8.75 04.16.32 144A
DRC 8.75% 04/32 $2.4 million
CHDN 5.75 04.01.30 144A
CHURCHILL 5.75% 04/30 $2.4 million
FR TB6705
UMBS MORTPASS 6% 06/56 $2.4 million
FHR 5516 BZ
FHLMC REMICS 5.5% 03/55 $2.4 million
COMM 2015-LC23 E
COMM 2015-LC23 VAR 10/48 $2.4 million
FUN 5.25 07.15.29
SIX FLAGS 5.25% 07/29 $2.4 million
FNR 2023-28 EZ
FNMA REMICS 6% 07/53 $2.4 million
COMM 2016-COR1 AM
COMM 3.494% 10/49 $2.4 million
SDART 2025-2 D
SANTANDER 5.47% 05/31 $2.4 million
MSCR 2025-MN11 M1
FHLMC MSCR FLT 07/45 $2.4 million
GCILLC 4.75 10.15.28 144A
GCI LLC 4.75% 10/28 $2.4 million
FNA 2019-M11 X2
FNMA-ACES VAR 05/34 $2.4 million
CCO 7.5 03.15.33 144A
CLEAR CHANNEL 7.5% 03/33 $2.4 million
HLT 3.75 05.01.29 144A
HILTON 3.75% 05/29 $2.4 million
DTAOT 2022-1A E
DT AUTO OWNER 5.53% 03/29 $2.4 million
ECOPET 4.625 11.02.31
ECOPETROL SA 4.625% 11/31 $2.4 million
WFCM 2016-C35 D
WELLS FARGO 3.142% 07/48 $2.4 million
WFCM 2018-C45 D
WELLS FARGO 3% 06/51 $2.4 million
BLAST 2024-3 D
BRIDGECREST 5.83% 05/30 $2.4 million
SFLY 12 07.01.31 144A
PHOTO HOLDINGS 12% 07/31 $2.4 million
MCAS 2023-01 M7
MULTIFAMILY FLT 11/53 $2.4 million
CIFR 7.125 11.15.30 144A
CIPHER 7.125% 11/30 $2.4 million
None
CITI ASSET 25.1% 07/31 $2.4 million
LAMR 4.875 01.15.29
LAMAR MEDIA 4.875% 01/29 $2.4 million
GNR 2020-184 IO
GNMA 2020-184 VAR 11/60 $2.4 million
GNR 2021-33 IO
GNMA 2021-33 IO VAR 10/62 $2.4 million
GNR 2021-92 IO
GNMA 2021-92 IO VAR 09/63 $2.4 million
LHOME 2024-RTL3 A1
LHOME MORTGAGE STEP 05/29 $2.4 million
NRG 3.625 02.15.31 144A
NRG ENERGY 3.625% 02/31 $2.4 million
ACAR 2023-2 E
AMERICAN 9.79% 02/30 $2.4 million
EGYPT 7.625 05.29.32 REGS
ARAB 7.625% 05/32 $2.4 million
FN DF6528
UMBS MORTPASS 5.5% 12/55 $2.4 million
CELELS 8.65 01.24.33 144A
COMISION 8.65% 01/33 $2.4 million
GNR 2025-70 SD
GNMA 2025-70 SD FLT 04/55 $2.4 million
GNR 2024-32 IO
GNMA 2024-32 IO VAR 06/63 $2.3 million
DRCONG 9.5 04.16.37 144A
DRC 9.5% 04/37 $2.3 million
FN DG6115
UMBS MORTPASS 5.5% 04/56 $2.3 million
FR TB6704
UMBS MORTPASS 6% 06/56 $2.3 million
GHANA 5 07.03.35 144A
REPUBLIC OF STEP 07/35 $2.3 million
GNR 2025-89 DY
GNMA 2025-89 5.25% 01/55 $2.3 million
GHANA 5 07.03.29 144A
REPUBLIC OF STEP 07/29 $2.3 million
FN DH4761
UMBS MORTPASS 6.5% 06/56 $2.3 million
FREMF 2020-KSG1 C
FREMF ZERO 09/30 $2.3 million
URI 6.125 03.15.34 144A
UNITED 6.125% 03/34 $2.3 million
G2 DE1862
GNMA II MORTPASS 6% 08/54 $2.3 million
None
CITI ASSET 25.6% 09/31 $2.3 million
GNR 2026-24 DZ
GNMA 2026-24 4.5% 02/56 $2.3 million
DISH 7.75 07.01.26
DISH DBS CORP 7.75% 07/26 $2.3 million
MSBAM 2015-C26 D
MORGAN 3.06% 10/48 $2.3 million
UNSEAM 4.625 06.01.28 144A
ALLIED 4.625% 06/28 $2.3 million
IHOVER 7.75 11.15.30 144A
IHO 7.75% 11/30 $2.3 million
HOWARD 6.625 01.15.34 144A
HOWARD 6.625% 01/34 $2.3 million
ELM36 2024-12RA CR
ELMWOOD CLO 36 FLT 10/37 $2.3 million
FHR 5578 ZC
FHLMC REMICS 6% 09/55 $2.3 million
GNR 2026-H11 IO
GNMA 2026-H11 VAR 04/76 $2.3 million
FN BM7862
FNMA MORTPASS FLT 10/55 $2.3 million
KENINT 9.75 02.16.31 REGS
REPUBLIC OF 9.75% 02/31 $2.3 million
IVYCST 6.125 06.15.33 REGS
REPUBLIC OF 6.125% 06/33 $2.3 million
RKT 6.125 08.01.30 144A
ROCKET COS 6.125% 08/30 $2.3 million
FREMF 2018-K155 C
FREMF ZERO 05/33 $2.3 million
FNR 2025-74 ZA
FNMA REMICS 6% 09/55 $2.3 million
GNR 2025-H19 IO
GNMA 2025-H19 VAR 09/75 $2.3 million
CD 2019-CD8 E
CD 2019-CD8 3% 08/57 $2.3 million
GNR 2021-13 IO
GNMA 2021-13 IO VAR 06/62 $2.3 million
FHMS K-1514 X3
FHLMC VAR 10/34 $2.3 million
HERTZ 2025-4A B
HERTZ VEHICLE 5.9% 12/31 $2.3 million
GNR 2023-117 ZM
GNMA 2023-117 5.5% 08/53 $2.2 million
GTLS 7.5 01.01.30 144A
CHART 7.5% 01/30 $2.2 million
FR TA5429
UMBS MORTPASS 5.5% 02/56 $2.2 million
FHMS K-1516 X1
FHLMC VAR 05/35 $2.2 million
FN DF9400
UMBS MORTPASS 6% 01/56 $2.2 million
LHOME 2025-RTL1 A1
LHOME MORTGAGE STEP 01/40 $2.2 million
BLAST 2025-1 D
BRIDGECREST 5.64% 11/30 $2.2 million
FN DH3685
UMBS MORTPASS 6% 06/56 $2.2 million
STACR 2020-DNA6 B2
FHLMC STACR FLT 12/50 $2.2 million
CHTR 2.8 04.01.31
CHARTER 2.8% 04/31 $2.2 million
FN DG6852
UMBS MORTPASS 6.5% 04/56 $2.2 million
GNR 2025-105 PZ
GNMA 2025-105 PZ 5% 06/55 $2.2 million
KENINT 7.875 10.09.33 144A
REPUBLIC OF 7.875% 10/33 $2.2 million
FN DG1583
UMBS MORTPASS 6% 02/56 $2.2 million
ACAR 2022-4 E
AMERICAN CREDIT 10% 01/30 $2.2 million
CGCMT 2016-P6 D
CITIGROUP 3.25% 12/49 $2.2 million
BSPEED 10.5 04.03.31 144A
CONNECT 10.5% 04/31 $2.2 million
FKH 2022-SFR2 G
FIRSTKEY HOMES 4.5% 07/39 $2.2 million
MAGNE 2016-17A BR2
MAGNETITE XVII FLT 04/37 $2.2 million
DISH 5.75 12.01.28 144A
DISH DBS CORP 5.75% 12/28 $2.2 million
DRIVE 2025-1 D
DRIVE AUTO 5.41% 09/32 $2.2 million
CYH 6 01.15.29 144A
CHS/COMMUNITY 6% 01/29 $2.2 million
FNR 2024-25 ZA
FNMA REMICS 6% 09/53 $2.2 million
STACR 2019-DNA1 B2
FHLMC STACR FLT 01/49 $2.2 million
CART1 2025-1 CERT
CITI ASSET 27.07% 03/31 $2.2 million
GNR 2025-139 SU
GNMA 2025-139 FLT 08/55 $2.2 million
BANORT V7.5 PERP REGS
BANCO MERCANTIL VAR 12/49 $2.2 million
CAS 2017-C02 2B1
FNMA FLT 09/29 $2.2 million
BMARK 2018-B2 AS
BENCHMARK VAR 02/51 $2.2 million
AVMT 2018-AVM A
AVENTURA MALL VAR 07/40 $2.2 million
BBCMS 2026-5C41 XA
BBCMS MORTGAGE VAR 05/69 $2.2 million
MGM 6.125 09.15.29
MGM RESORTS 6.125% 09/29 $2.2 million
GNR 2025-202 IO
GNMA 2025-202 VAR 09/67 $2.2 million
COLOM 7.5 02.02.34
REPUBLIC OF 7.5% 02/34 $2.1 million
PARGUY 6.65 03.04.55 REGS
PARAGUAY 6.65% 03/55 $2.1 million
WCC 6.375 03.15.29 144A
WESCO 6.375% 03/29 $2.1 million
BARBAD 8 06.26.35 REGS
BARBADOS 8% 06/35 $2.1 million
PEMEX 8.75 06.02.29
PETROLEOS 8.75% 06/29 $2.1 million
HLT 4.875 04.01.27
HILTON 4.875% 04/27 $2.1 million
JPMBB 2016-C1 D1
JPMBB VAR 03/49 $2.1 million
COMM 2014-UBS5 C
COMM 2014-UBS5 VAR 09/47 $2.1 million
FR TA5048
UMBS MORTPASS 5.5% 02/56 $2.1 million
CIVI 8.75 07.01.31 144A
SM ENERGY CO 8.75% 07/31 $2.1 million
FHR 5495 SC
FHLMC REMICS FLT 01/55 $2.1 million
TEX 6.25 10.15.32 144A
TEREX CORP 6.25% 10/32 $2.1 million
JORDAN 5.85 07.07.30 REGS
HASHEMITE 5.85% 07/30 $2.1 million
BABSN 2023-3A D2R
BARINGS CLO LTD FLT 10/38 $2.1 million
SDR 2024-DSNY A
SDR COMMERCIAL FLT 05/39 $2.1 million
ACHD 2025-DS1 B
ACHD TRUST 9.38% 01/34 $2.1 million
GNR 2022-80 IO
GNMA 2022-80 IO VAR 06/64 $2.1 million
RCL 6.25 03.15.32 144A
ROYAL 6.25% 03/32 $2.1 million
C V6.625 PERP
CITIGROUP INC VAR $2.1 million
ECUA 5 07.31.40 REGS
REPUBLIC OF STEP 07/40 $2.1 million
GNR 2026-25 SD
GNMA 2026-25 SD FLT 02/56 $2.1 million
COMM 2014-CR20 D
COMM 3.222% 11/47 $2.1 million
FR TB5950
UMBS MORTPASS 6.5% 06/56 $2.1 million
None
EMRLD BORROWER LP $2.1 million
LFT 2025-1A A
LENDMARK 4.94% 09/34 $2.1 million
CGCMT 2015-GC33 D
CITIGROUP 3.172% 09/58 $2.1 million
AVOL 5.75 03.01.29 144A
AVOLON 5.75% 03/29 $2.1 million
W 7.75 09.15.30 144A
WAYFAIR LLC 7.75% 09/30 $2.1 million
JORDAN 7.5 01.13.29 REGS
HASHEMITE 7.5% 01/29 $2.1 million
EA 7.25 07.01.33 144A
OAK-EAGLE 7.25% 07/33 $2.1 million
ACAR 2023-4 E
AMERICAN 9.79% 08/31 $2.1 million
FHR 5580 Z
FHLMC REMICS 5% 06/55 $2.1 million
FN DH3684
UMBS MORTPASS 6% 06/56 $2.1 million
D V4.35 PERP C
DOMINION ENERGY VAR 12/49 $2.1 million
AFFRM 2024-B D
AFFIRM ASSET 5.5% 09/29 $2.1 million
WFRBS 2014-C21 C
WFRBS VAR 08/47 $2.1 million
None
VARSITY BRANDS INC $2.1 million
ANGOL 9.875 03.31.37 144A
REPUBLIC OF 9.875% 03/37 $2.1 million
MGM 6.5 04.15.32
MGM RESORTS 6.5% 04/32 $2.1 million
MONTEN 7.25 03.12.31 144A
REPUBLIC OF 7.25% 03/31 $2.1 million
FN DF9392
UMBS MORTPASS 6% 01/56 $2.1 million
PEMEX 6.375 01.23.45
PETROLEOS 6.375% 01/45 $2.1 million
EGYPT 9.45 02.04.33 144A
ARAB REPUBLIC 9.45% 02/33 $2.1 million
None
EURO $2.1 million
RIVENT 6.25 10.15.30 144A
RIVERS 6.25% 10/30 $2.0 million
FN DF9774
UMBS MORTPASS 6% 01/56 $2.0 million
FN CB8004
UMBS MORTPASS 6% 02/54 $2.0 million
THC 6.75 05.15.31
TENET 6.75% 05/31 $2.0 million
FREMF 2019-KC07 C
FREMF 2019-KC07 VAR 10/29 $2.0 million
CBAM 2018-5A B2
CBAM 2018-5 LTD FLT 04/31 $2.0 million
CBAMR 2018-5A B2
CBAMR 2018-5 FLT 04/31 $2.0 million
None
BAML RCAP FRN 25OCT27 $2.0 million
BAMLL 2024-FRR1 C
BANC OF AMERICA 0% 04/49 $2.0 million
BMCAUS 4.375 07.15.30 144A
STANDARD 4.375% 07/30 $2.0 million
ENBCN V5.75 07.15.80 20-A
ENBRIDGE INC VAR 07/80 $2.0 million
JPMCC 2016-JP4 C
JP MORGAN CHASE VAR 12/49 $2.0 million
CAS 2024-R01 1M1
CONNECTICUT FLT 01/44 $2.0 million
GNR 2021-164 IO
GNMA 2021-164 VAR 10/63 $2.0 million
CSAIL 2019-C16 XA
CSAIL 2019-C16 VAR 06/52 $2.0 million
GNR 2021-133 IO
GNMA 2021-133 VAR 07/63 $2.0 million
ACAR 2025-2 D
AMERICAN 5.5% 08/31 $2.0 million
ACI 3.5 03.15.29 144A
ALBERTSONS COS 3.5% 03/29 $2.0 million
GNR 2025-127 PZ
GNMA 2025-127 PZ 6% 07/55 $2.0 million
GAP 3.625 10.01.29 144A
GAP INC/THE 3.625% 10/29 $2.0 million
MSCR 2023-MN7 B1
FHLMC MSCR FLT 09/43 $2.0 million
CAS 2021-R01 1B1
CONNECTICUT FLT 10/41 $2.0 million
ARGENT 3.5 07.09.41
ARGENTINE STEP 07/41 $2.0 million
MONGOL 5.95 03.09.32 144A
GOVERNMENT OF 5.95% 03/32 $2.0 million
RCM 6.875 11.15.31 144A
RAVEN 6.875% 11/31 $2.0 million
DOMREP 6.4 06.05.49 REGS
DOMINICAN 6.4% 06/49 $2.0 million
AGL 2020-9A BR
AGL CLO 9 LTD FLT 04/37 $2.0 million
GNR 2022-41 IO
GNMA 2022-41 IO VAR 04/63 $2.0 million
HERTZ 2022-5A D
HERTZ VEHICLE 6.78% 09/28 $2.0 million
None
MPIRE2025M111619SEP30144A $2.0 million
KKR 40A BR
KKR CLO 40 LTD FLT 10/34 $2.0 million
BALLY 2024-27A A2
BALLYROCK CLO FLT 10/37 $2.0 million
PRPM 2024-8 A2
PRPM 2024-8 STEP 12/29 $2.0 million
VOYA 2019-4A BR
VOYA CLO 2019-4 FLT 01/35 $2.0 million
MF1 2026-FL22 A
MF1 2026-FL22 FLT 11/43 $2.0 million
AFFRM 2024-B C
AFFIRM ASSET 5.06% 09/29 $2.0 million
GNR 2026-2 UZ
GNMA 2026-2 UZ 4.5% 01/56 $2.0 million
WLAKE 2021-3A F
WESTLAKE 4.25% 06/28 $2.0 million
SHR 2024-LXRY B
SHR TRUST FLT 10/41 $2.0 million
OCT36 2018-1A C
OCTAGON FLT 04/31 $2.0 million
FHMS K-1518 X1
FHLMC VAR 10/35 $2.0 million
PSTAT 2024-3A B
PALMER SQUARE FLT 08/32 $2.0 million
None
BAML RCAP FRN 26OCT29 $2.0 million
FHMS KG04 X1
FHLMC VAR 11/30 $2.0 million
REPS 2026-A D
REPUBLIC 6.16% 06/39 $2.0 million
TPG 2024-WLSC A
TPG TRUST FLT 11/29 $2.0 million
OGN 5.125 04.30.31 144A
ORGANON & CO 5.125% 04/31 $2.0 million
BRASKM 4.5 01.31.30 REGS
BRASKEM 4.5% 01/30 $2.0 million
RHP 6.5 04.01.32 144A
RHP HOTEL 6.5% 04/32 $2.0 million
MFIT 2024-BA A
MARINER 4.91% 11/38 $2.0 million
MAGNE 2025-45A E
MAGNETITE XLV FLT 04/38 $2.0 million
GRA 6.625 08.15.32 144A
WR GRACE 6.625% 08/32 $2.0 million
PEMEX 5.95 01.28.31
PETROLEOS 5.95% 01/31 $2.0 million
BPL 3.95 12.01.26
BUCKEYE 3.95% 12/26 $2.0 million
ET V8 05.15.54
ENERGY TRANSFER VAR 05/54 $2.0 million
ACAR 2023-3 E
AMERICAN 9.54% 10/31 $2.0 million
FR TA9455
UMBS MORTPASS 5.5% 04/56 $2.0 million
CSAIL 2020-C19 D
CSAIL 2020-C19 2.5% 03/53 $2.0 million
FNR 2025-89 ZB
FNMA REMICS 6% 10/55 $2.0 million
UBSCM 2018-C11 C
UBS COMMERCIAL VAR 06/51 $2.0 million
SDART 2024-4 D
SANTANDER 5.32% 12/31 $2.0 million
JPMDB 2016-C4 B
JPMDB VAR 12/49 $2.0 million
ACAR 2025-1 E
AMERICAN 7.39% 12/32 $2.0 million
CRGYFN 7.875 04.15.32 144A
CRESCENT 7.875% 04/32 $2.0 million
LFT 2024-1A A
LENDMARK 5.53% 06/32 $2.0 million
None
PUREWEST ABS 6.531% 04/40 $2.0 million
FN DH2440
UMBS MORTPASS 6% 06/56 $2.0 million
FR TA4380
UMBS MORTPASS 5.5% 01/56 $2.0 million
ELSALV 8.625 02.28.29 REGS
REPUBLIC OF 8.625% 02/29 $2.0 million
ANGOL 8 11.26.29 REGS
REPUBLIC OF 8% 11/29 $2.0 million
FHMS K-154 X1
FHLMC VAR 01/33 $1.9 million
CD 2018-CD7 C
CD 2018-CD7 VAR 08/51 $1.9 million
SDART 2024-3 D
SANTANDER 5.97% 10/31 $1.9 million
FNR 2023-52 DZ
FNMA REMICS 6.5% 11/53 $1.9 million
EGYPT 8.625 02.04.30 REGS
ARAB 8.625% 02/30 $1.9 million
FR SD6461
UMBS MORTPASS 6.5% 10/54 $1.9 million
SAAVIE 8.875 02.10.35 144A
SAAVI 8.875% 02/35 $1.9 million
BPL 6.75 02.01.30 144A
BUCKEYE 6.75% 02/30 $1.9 million
FHR 5613 S
FHLMC REMICS FLT 01/56 $1.9 million
BMILK 2018-1A CR
BUTTERMILK PARK FLT 10/31 $1.9 million
FREMF 2019-KF73 B
FREMF 2019-KF73 FLT 11/29 $1.9 million
NWL 6.625 05.15.32
NEWELL 6.625% 05/32 $1.9 million
FNR 2026-11 SB
FNMA REMICS FLT 03/56 $1.9 million
FR TA8148
UMBS MORTPASS 5.5% 03/56 $1.9 million
AMKR 5.875 10.01.33 144A
AMKOR 5.875% 10/33 $1.9 million
SYMP 2018-19A B
SYMPHONY CLO FLT 04/31 $1.9 million
CCL 5.75 08.01.32 144A
CARNIVAL CORP 5.75% 08/32 $1.9 million
SUN 5.625 03.15.31 144A
SUNOCO LP 5.625% 03/31 $1.9 million
FKH 2022-SFR3A F1
FIRSTKEY HOMES ZERO 07/38 $1.9 million
FKH 2022-SFR3A F2
FIRSTKEY HOMES ZERO 07/38 $1.9 million
FIEMEX 7.25 01.31.41 144A
FIEMEX 7.25% 01/41 $1.9 million
CAS 2024-R02 1B2
CONNECTICUT FLT 02/44 $1.9 million
MFCC 2026-1A B
MERCURY 6.31% 02/32 $1.9 million
ELM 2024-ELM C10
ELM TRUST VAR 06/39 $1.9 million
LVLT 7 03.31.34 144A
LEVEL 3 7% 03/34 $1.9 million
FN DF6182
UMBS MORTPASS 5.5% 04/56 $1.9 million
CAS 2021-R03 1M2
CONNECTICUT FLT 12/41 $1.9 million
FN DG0834
UMBS MORTPASS 6% 01/56 $1.9 million
TLN 6.125 05.01.31 144A
TALEN ENERGY 6.125% 05/31 $1.9 million
NWG V8.125 PERP
NATWEST GROUP VAR 12/49 $1.9 million
GNR 2025-100 SA
GNMA 2025-100 FLT 06/55 $1.9 million
BBDBCN 8.75 11.15.30 144A
BOMBARDIER 8.75% 11/30 $1.9 million
HERTZ 2025-5A D
HERTZ VEHICLE 7.74% 05/30 $1.9 million
GNR 2025-38 IO
GNMA 2025-38 IO VAR 01/62 $1.9 million
ELMW9 2021-2A ER
ELMWOOD CLO IX FLT 04/38 $1.9 million
FHR 5587 AZ
FHLMC REMICS 6% 10/55 $1.9 million
MSCR 2021-MN3 B1
FHLMC MSCR FLT 11/51 $1.9 million
TRPCN V6.375 10.17.56 .
TRANSCANADA VAR 10/56 $1.9 million
KKR 2023-52A CR
KKR CLO 52 LTD FLT 07/38 $1.8 million
BMO 2026-C14 XA
BMO 2026-C14 VAR 02/59 $1.8 million
WFCM 2024-5C1 A3
WELLS FARGO 5.928% 07/57 $1.8 million
FN DG1463
UMBS MORTPASS 5.5% 02/56 $1.8 million
UNGUZB 4.75 11.16.28 144A
UZBEKNEFTEGAZ 4.75% 11/28 $1.8 million
FNR 2025-73 Z
FNMA REMICS 6% 09/55 $1.8 million
CYH 5.25 05.15.30 144A
CHS/COMMUNITY 5.25% 05/30 $1.8 million
STACR 2021-DNA6 B2
FHLMC STACR FLT 10/41 $1.8 million
PDCAR 8.6 02.03.35 144A
PROVINCIA DE 8.6% 02/35 $1.8 million
CHTR 6.1 06.01.29
CHARTER 6.1% 06/29 $1.8 million
FHMS K-1520 X1
FHLMC VAR 02/36 $1.8 million
FR TB6720
UMBS MORTPASS 6.5% 06/56 $1.8 million
FREMF 2023-K752 D
FREMF ZERO 08/30 $1.8 million
CRGYFN 8.375 01.15.34 144A
CRESCENT 8.375% 01/34 $1.8 million
FN DG5496
UMBS MORTPASS 5.5% 03/56 $1.8 million
NRZT 2026-NQM2 M1
NEW RESIDENTIAL VAR 12/65 $1.8 million
ACAR 2023-3 D
AMERICAN 6.82% 10/29 $1.8 million
PFP 2026-14 AS
PFP 2026-14 LTD FLT 12/43 $1.8 million
AIMCO 2021-16A BR
AIMCO CLO 16 FLT 07/37 $1.8 million
FR TA6710
UMBS MORTPASS 5.5% 02/56 $1.8 million
WBD 4.279 03.15.32 **
DISCOVERY 4.279% 03/32 $1.8 million
CHRD 6 10.01.30 144A
CHORD ENERGY 6% 10/30 $1.8 million
BCULC 3.875 01.15.28 144A
1011778 BC 3.875% 01/28 $1.8 million
NGL 8.125 02.15.29 144A
NGL ENERGY 8.125% 02/29 $1.8 million
CSCHLD 6.5 02.01.29 144A
CSC HOLDINGS 6.5% 02/29 $1.8 million
MET V5.85 03.15.56 .
METLIFE INC VAR 03/56 $1.8 million
WHARF 2025-DC A
WHARF VAR 07/40 $1.8 million
BLAST 2025-2 D
BRIDGECREST 5.62% 03/31 $1.8 million
GNR 2021-63 IO
GNMA 2021-63 IO VAR 04/61 $1.8 million
KENINT 9.75 02.16.31 144A
REPUBLIC OF 9.75% 02/31 $1.8 million
ESKOM 8.45 08.10.28 REGS
ESKOM 8.45% 08/28 $1.8 million
BBCMS 2017-C1 D
BBCMS MORTGAGE VAR 02/50 $1.8 million
BMO 2024-C9 A5
BMO 2024-C9 5.7592% 07/57 $1.8 million
VENTGL 3.875 11.01.33 144A
VENTURE 3.875% 11/33 $1.8 million
FNR 2025-106 KZ
FNMA REMICS 5.5% 12/55 $1.8 million
FHMS K131 X1
FHLMC VAR 07/31 $1.8 million
GNR 2020-137 IO
GNMA 2020-137 VAR 09/62 $1.8 million
COSTAR 7.3 11.13.54 144A
REPUBLIC OF 7.3% 11/54 $1.8 million
PR 9.875 07.15.31 144A
PERMIAN 9.875% 07/31 $1.8 million
STACR 2021-DNA1 B2
FHLMC STACR FLT 01/51 $1.8 million
CRWV 9 02.01.31 144A
COREWEAVE INC 9% 02/31 $1.8 million
ASUCOR 8 12.31.32 144A
ASURION LLC/ 8% 12/32 $1.8 million
FN DG4522
UMBS MORTPASS 5% 03/56 $1.7 million
CGMS 2021-7A CR
CARLYLE US CLO FLT 04/40 $1.7 million
BX 2024-MF A
BX COMMERCIAL FLT 02/39 $1.7 million
HTZ 12.625 07.15.29 144A
HERTZ 12.625% 07/29 $1.7 million
SM 6.625 01.15.27
SM ENERGY CO 6.625% 01/27 $1.7 million
GNR 2024-138 IA
GNMA 2024-138 VAR 02/66 $1.7 million
ASCRES 6.625 10.15.32 144A
ASCENT 6.625% 10/32 $1.7 million
CSAIL 2020-C19 C
CSAIL 2020-C19 VAR 03/53 $1.7 million
FN DG1435
UMBS MORTPASS 6% 02/56 $1.7 million
FN DG2582
UMBS MORTPASS 6% 02/56 $1.7 million
FHMS K125 X3
FHLMC VAR 02/49 $1.7 million
FHMS K-159 X1
FHLMC VAR 07/33 $1.7 million
GSMBS 2025-PJ6 A1
GS VAR 11/55 $1.7 million
PRPM 2025-4 A1
PRPM 2025-4 STEP 06/30 $1.7 million
DRSLF 2019-68A BRR
DRYDEN 68 CLO FLT 07/35 $1.7 million
TERMOC 7.75 09.17.31 144A
TERMOCANDELAR 7.75% 09/31 $1.7 million
FHMS K142 X1
FHLMC VAR 03/32 $1.7 million
PFORGE 6.75 03.15.31 144A
APLD 6.75% 03/31 $1.7 million
JPMCC 2017-JP5 C
JPMCC VAR 03/50 $1.7 million
PEMEX 6.95 01.28.60
PETROLEOS 6.95% 01/60 $1.7 million
UBS V9.25 PERP 144A
UBS GROUP AG VAR 12/49 $1.7 million
ON 3.875 09.01.28 144A
ON 3.875% 09/28 $1.7 million
BMO 2023-C5 A5
BMO 2023-C5 5.7653% 06/56 $1.7 million
TEP 6.75 03.15.34 144A
TALLGRASS 6.75% 03/34 $1.7 million
TRPCN V5.5 09.15.79
TRANSCANADA VAR 09/79 $1.7 million
TRPCN V6.125 10.17.56 .
TRANSCANADA VAR 10/56 $1.7 million
HRPK 2020-1A CRR
HARRIMAN PARK FLT 07/38 $1.7 million
GATUNP 6.874 09.30.44 144A
GENERADORA 6.874% 09/44 $1.7 million
NXST 4.75 11.01.28 144A
NEXSTAR MEDIA 4.75% 11/28 $1.7 million
ECUA 6.9 07.31.30 REGS
REPUBLIC OF STEP 07/30 $1.7 million
NGERIA 10.375 12.09.34 144A
FEDERAL 10.375% 12/34 $1.7 million
FNR 2024-43 MZ
FNMA REMICS 6% 07/54 $1.7 million
CENT 4.125 10.15.30
CENTRAL 4.125% 10/30 $1.7 million
NUTRES 9 05.12.35 144A
GRUPO NUTRESA SA 9% 05/35 $1.7 million
GNR 2025-69 SK
GNMA 2025-69 SK FLT 04/55 $1.7 million
CD 2017-CD6 B
CD 2017-CD6 VAR 11/50 $1.7 million
FN DG6837
UMBS MORTPASS 6% 04/56 $1.7 million
SNAP 6.875 03.01.33 144A
SNAP INC 6.875% 03/33 $1.7 million
ST 6.625 07.15.32 144A
SENSATA 6.625% 07/32 $1.7 million
ELMW3 2019-3A BRR
ELMWOOD CLO III FLT 07/37 $1.7 million
FR QZ8076
UMBS MORTPASS 5.5% 11/55 $1.7 million
MRP 6.375 08.01.30 144A
MILLROSE 6.375% 08/30 $1.6 million
SFSBA 2024-1A A2
STIFEL SBA IO VAR 06/50 $1.6 million
FN DG4449
UMBS MORTPASS 5.5% 03/56 $1.6 million
FHMS K-1517 X1
FHLMC VAR 07/35 $1.6 million
GNR 2021-47 IO
GNMA 2021-47 IO VAR 03/61 $1.6 million
NI V6.95 11.30.54
NISOURCE INC VAR 11/54 $1.6 million
GNR 2025-41 BS
GNMA 2025-41 BS FLT 03/55 $1.6 million
NGERIA 8.6308 01.13.36 REGS
FEDERAL 8.6308% 01/36 $1.6 million
AXL 5 10.01.29
AMERICAN AXLE & 5% 10/29 $1.6 million
AXTA 7.25 02.15.31 144A
AXALTA 7.25% 02/31 $1.6 million
FN DG0817
UMBS MORTPASS 6% 02/56 $1.6 million
GNR 2025-89 JY
GNMA 2025-89 JY 5% 12/54 $1.6 million
FR TB6707
UMBS MORTPASS 6% 06/56 $1.6 million
FR TA5443
UMBS MORTPASS 6% 02/56 $1.6 million
OCPMR 7.5 05.02.54 144A
OCP SA 7.5% 05/54 $1.6 million
CALCOL 7.625 01.30.32 144A
WAND NEWCO 3 7.625% 01/32 $1.6 million
CAALT 2024-3A B
CREDIT 4.85% 11/34 $1.6 million
VENLNG 9.5 02.01.29 144A
VENTURE GLOBAL 9.5% 02/29 $1.6 million
STACR 2017-DNA3 B1
FHLMC STACR FLT 03/30 $1.6 million
GNR 2024-70 IO
GNMA 2024-70 IO VAR 02/60 $1.6 million
None
PETSMART, INC $1.6 million
BBDBCN 7.25 07.01.31 144A
BOMBARDIER 7.25% 07/31 $1.6 million
FN FS6942
UMBS MORTPASS 6.5% 12/53 $1.6 million
GNR 2025-139 JS
GNMA 2025-139 FLT 08/55 $1.6 million
FNR 2025-106 UZ
FNMA REMICS 5.5% 12/55 $1.6 million
CSAIL 2015-C3 D
CSAIL 2015-C3 VAR 08/48 $1.6 million
VEGLPL 6.75 01.15.36 144A
VENTURE 6.75% 01/36 $1.6 million
FN DG1567
UMBS MORTPASS 5.5% 02/56 $1.6 million
DTAOT 2021-4A E
DT AUTO OWNER 3.34% 07/28 $1.6 million
C V6.75 PERP EE
CITIGROUP INC VAR 12/49 $1.6 million
AESOP 2026-3A D
AVIS BUDGET 6.96% 04/31 $1.6 million
CGCMT 2016-P3 B
CITIGROUP VAR 04/49 $1.6 million
BECN 6.875 07.15.34 144A
QXO BUILDING 6.875% 07/34 $1.6 million
GNR 2021-5 IO
GNMA 2021-5 IO VAR 01/61 $1.6 million
DEC 2024-1A A2
DIVERSIFIED 7.67% 05/44 $1.6 million
TIEMOD 5.75 12.01.40 REGS
TIERRA MOJADA 5.75% 12/40 $1.6 million
BMO 2023-C7 A5
BMO 2023-C7 6.16% 12/56 $1.6 million
BMO 2024-C9 XA
BMO 2024-C9 VAR 07/57 $1.6 million
PRPM 2025-RPL2 A1
PRPM 2025-RPL2 STEP 04/55 $1.6 million
None
UKG INC. $1.6 million
PRM5 2025-PRM5 C
PRM5 TRUST VAR 03/33 $1.6 million
FR TB5944
UMBS MORTPASS 6% 06/56 $1.6 million
GNR 2019-127 IO
GNMA 2019-127 VAR 09/58 $1.6 million
FN DG5494
UMBS MORTPASS 5.5% 03/56 $1.6 million
CRK 6.75 03.01.29 144A
COMSTOCK 6.75% 03/29 $1.6 million
None
GENESEE & WYOMING INC. $1.6 million
POWSOL 6.75 02.15.30 144A
CLARIOS 6.75% 02/30 $1.6 million
HERTZ 2023-4A D
HERTZ VEHICLE 9.44% 03/30 $1.6 million
URI 5.375 11.15.33 144A
UNITED 5.375% 11/33 $1.6 million
F 6.798 11.07.28
FORD MOTOR 6.798% 11/28 $1.5 million
HNDLIN 3.875 08.15.31 144A
NOVELIS CORP 3.875% 08/31 $1.5 million
GNR 2025-97 SE
GNMA 2025-97 SE FLT 06/55 $1.5 million
ODART 2025-1A D
ONEMAIN DIRECT 6.1% 07/37 $1.5 million
UBSCM 2018-C12 C
UBS COMMERCIAL VAR 08/51 $1.5 million
CAR 8.375 06.15.32 144A
AVIS BUDGET 8.375% 06/32 $1.5 million
YPANBR 8.947 07.31.42 144A
YINSON 8.947% 07/42 $1.5 million
RIG 8.25 05.15.29 144A
TRANSOCEAN 8.25% 05/29 $1.5 million
None
QUIKRETE HOLDINGS, INC $1.5 million
FR TA7127
UMBS MORTPASS 5.5% 03/56 $1.5 million
ENR 4.75 06.15.28 144A
ENERGIZER 4.75% 06/28 $1.5 million
GNR 2022-157 IO
GNMA 2022-157 VAR 03/64 $1.5 million
HESM 4.25 02.15.30 144A
HESS 4.25% 02/30 $1.5 million
ACAR 2024-4 D
AMERICAN 5.34% 08/31 $1.5 million
PRM5 2025-PRM5 D
PRM5 TRUST VAR 03/33 $1.5 million
STACR 2024-DNA1 M2
FHLMC STACR FLT 02/44 $1.5 million
NRG 6 02.01.33 144A
NRG ENERGY INC 6% 02/33 $1.5 million
WCC 6.625 03.15.32 144A
WESCO 6.625% 03/32 $1.5 million
None
ICON PARENT I INC $1.5 million
HOUS 9.75 04.15.30 144A
ANYWHERE REAL 9.75% 04/30 $1.5 million
FN DG0818
UMBS MORTPASS 6.5% 02/56 $1.5 million
VSTJET 9.5 08.15.31 21-C
VISTAJET PASS 9.5% 08/31 $1.5 million
FHMS K-152 X1
FHLMC VAR 11/32 $1.5 million
VST 6.875 04.15.32 144A
VISTRA 6.875% 04/32 $1.5 million
OCT43 2019-1A CR
OCTAGON FLT 10/32 $1.5 million
SBIC 2023-10B 1
SBA SMALL 5.688% 09/33 $1.5 million
BHRAIN 5.45 09.16.32 REGS
KINGDOM OF 5.45% 09/32 $1.5 million
AMSR 2020-SFR5 F
AMSR 2.686% 11/37 $1.5 million
ROCKIE 6.75 03.15.33 144A
ROCKIES 6.75% 03/33 $1.5 million
HILCRP 6.25 04.15.32 144A
HILCORP 6.25% 04/32 $1.5 million
OMFIT 2025-1A D
ONEMAIN 5.79% 07/38 $1.5 million
MVFPSO 6.748 06.01.34 REGS
MV24 CAPITAL 6.748% 06/34 $1.5 million
SIRI 5.875 04.15.32 144A
SIRIUS XM 5.875% 04/32 $1.5 million
CAALT 2023-5A B
CREDIT 6.71% 02/34 $1.5 million
EHC 4.625 04.01.31
ENCOMPASS 4.625% 04/31 $1.5 million
GNR 2023-113 GZ
GNMA 2023-113 5.5% 08/53 $1.5 million
CSAIL 2015-C2 C
CSAIL 2015-C2 VAR 06/57 $1.5 million
GNR 2025-139 UC
GNMA 2025-139 UC 6% 08/55 $1.5 million
FN DG2562
UMBS MORTPASS 5.5% 02/56 $1.5 million
EHC 4.5 02.01.28
ENCOMPASS 4.5% 02/28 $1.5 million
GNR 2026-24 BZ
GNMA 2026-24 4.5% 02/56 $1.5 million
FHMS K123 X1
FHLMC VAR 12/30 $1.5 million
CRWV 9.25 06.01.30 144A
COREWEAVE INC 9.25% 06/30 $1.5 million
ANGOL 9.244 01.15.31 144A
REPUBLIC OF 9.244% 01/31 $1.5 million
FN DG6137
UMBS MORTPASS 6.5% 04/56 $1.5 million
HTZ 5 12.01.29 144A
HERTZ CORP/THE 5% 12/29 $1.5 million
QNTELE 6.25 08.15.33 144A
QNITY 6.25% 08/33 $1.4 million
CART1 2025-3 CERT
CITI ASSET 25.33% 06/31 $1.4 million
PRPM 2025-3 A1
PRPM 2025-3 STEP 05/30 $1.4 million
ANGOL 9.375 03.31.33 144A
REPUBLIC OF 9.375% 03/33 $1.4 million
SM 6.75 08.01.29 144A
SM ENERGY CO 6.75% 08/29 $1.4 million
CHTR 2.25 01.15.29
CHARTER 2.25% 01/29 $1.4 million
GCAR 2024-2A C
GLS AUTO 6.03% 02/30 $1.4 million
GNR 2025-139 ZB
GNMA 2025-139 5.25% 05/55 $1.4 million
HSBC V5.546 03.04.30
HSBC HOLDINGS VAR 03/30 $1.4 million
FHMS K120 X1
FHLMC VAR 10/30 $1.4 million
FSBIOE 8.875 02.12.31 144A
FS 8.875% 02/31 $1.4 million
GNR 2024-52 A
GNMA 2024-52 A VAR 03/56 $1.4 million
TEX 5 05.15.29 144A
TEREX CORP 5% 05/29 $1.4 million
FN DF6615
UMBS MORTPASS 5.5% 12/55 $1.4 million
PARGUY 5.6 03.13.48 REGS
REPUBLIC OF 5.6% 03/48 $1.4 million
BMO 2024-5C7 A3
BMO 2024-5C7 VAR 11/57 $1.4 million
SANTAN V5.538 03.14.30
BANCO SANTANDER VAR 03/30 $1.4 million
FN DG1585
UMBS MORTPASS 6% 02/56 $1.4 million
BBCMS 2023-C21 A5
BBCMS MORTGAGE VAR 09/56 $1.4 million
GNR 2025-1 BL
GNMA 2025-1 BL 6% 01/55 $1.4 million
HACLN 2024-2 B1
HUNTINGTON 5.442% 10/32 $1.4 million
BLAST 2024-1 D
BRIDGECREST 6.03% 11/29 $1.4 million
ARES 2015-4A BRR
ARES XXXVII CLO FLT 10/30 $1.4 million
RNG 8.5 08.15.30 144A
RINGCENTRAL 8.5% 08/30 $1.4 million
EA 8.75 07.01.34 144A
OAK-EAGLE 8.75% 07/34 $1.4 million
AA 6.375 09.15.32 144A
ALUMINA PTY 6.375% 09/32 $1.4 million
FR TA6740
UMBS MORTPASS 6% 02/56 $1.4 million
JPMBB 2015-C31 B
JPMBB VAR 08/48 $1.4 million
MSCR 2023-MN7 M1
FHLMC MSCR FLT 09/43 $1.4 million
ACAR 2025-2 C
AMERICAN 5.11% 04/31 $1.4 million
YPMQBR 8.498 01.31.45 144A
YINSON 8.498% 01/45 $1.4 million
OCP 2022-25A B1R
OCP CLO 2022-25 FLT 07/37 $1.4 million
RBACN 7.75 03.15.31 144A
RB GLOBAL 7.75% 03/31 $1.4 million
BBDBCN 7 06.01.32 144A
BOMBARDIER INC 7% 06/32 $1.4 million
PR 5.875 07.01.29 144A
PERMIAN 5.875% 07/29 $1.4 million
NV DIRDEV 01.01.2065
DIRECTOR ST NEV VAR 01/65 $1.4 million
VENLNG 6.375 12.15.34 144A
VENTURE 6.375% 12/34 $1.4 million
FNR 2025-55 SG
FNMA REMICS FLT 07/55 $1.4 million
BCULC 4 10.15.30 144A
1011778 BC ULC / 4% 10/30 $1.4 million
TCZIRA V8.375 PERP REGS
TC ZIRAAT VAR 12/49 $1.4 million
FHR 5343 HZ
FHLMC REMICS 6% 10/53 $1.4 million
GNR 2025-25 BS
GNMA 2025-25 BS FLT 02/55 $1.4 million
BMARK 2026-V20 XA
BENCHMARK VAR 02/59 $1.4 million
None
HUB INTERNATIONAL LIMITED $1.4 million
FKH 2022-SFR2 F2
FIRSTKEY HOMES 4.5% 07/39 $1.4 million
ARGID 12 12.01.30 144a
ARDAGH GROUP SA VAR 12/30 $1.4 million
FR TA5025
UMBS MORTPASS 6.5% 02/56 $1.4 million
NEE V6.375 08.15.55
NEXTERA ENERGY VAR 08/55 $1.4 million
AROC 6.625 09.01.32 144A
ARCHROCK 6.625% 09/32 $1.4 million
FR TB5009
UMBS MORTPASS 6.5% 06/56 $1.4 million
ECOPET 8.375 01.19.36
ECOPETROL SA 8.375% 01/36 $1.4 million
HONDUR 6.25 01.19.27 REGS
REPUBLIC OF 6.25% 01/27 $1.4 million
INEGRP 6.75 05.15.28 144A
INEOS FINANCE 6.75% 05/28 $1.4 million
PR 6.25 02.01.33 144A
PERMIAN 6.25% 02/33 $1.4 million
GNR 2025-156 CZ
GNMA 2025-156 CZ 5% 04/55 $1.4 million
ACAR 2024-2 D
AMERICAN 6.53% 04/30 $1.4 million
SAIC 5.875 11.01.33 144A
SCIENCE 5.875% 11/33 $1.4 million
BECN 6.5 07.15.31 144A
QXO BUILDING 6.5% 07/31 $1.4 million
CCO 7.75 04.15.28 144A
CLEAR CHANNEL 7.75% 04/28 $1.4 million
GNR 2023-127 IO
GNMA 2023-127 VAR 07/57 $1.3 million
HONK 2025-1A A2
DRIVEN 5.296% 10/55 $1.3 million
FHMS K126 X3
FHLMC VAR 01/49 $1.3 million
FR TB4991
UMBS MORTPASS 6% 06/56 $1.3 million
ECUA 8.75 01.29.34 144A
REPUBLIC OF 8.75% 01/34 $1.3 million
MSBAM 2014-C19 D
MORGAN 3.25% 12/47 $1.3 million
FR TA6718
UMBS MORTPASS 6% 02/56 $1.3 million
IHRT 7.75 08.15.30 144A
IHEARTCOMMUNI 7.75% 08/30 $1.3 million
FNA 2020-M35 X
FNMA-ACES VAR 07/32 $1.3 million
WYNFIN 6.25 03.15.33 144A
WYNN RESORTS 6.25% 03/33 $1.3 million
CD 2017-CD6 AM
CD 2017-CD6 VAR 11/50 $1.3 million
FR TA6742
UMBS MORTPASS 6% 02/56 $1.3 million
AIMEGR 7.375 10.01.32 144A
GLOBAL 7.375% 10/32 $1.3 million
BABSN 2023-4A D2R
BARINGS CLO LTD FLT 01/39 $1.3 million
FR TA6717
UMBS MORTPASS 6% 02/56 $1.3 million
FLASHC 7.25 12.31.30 144A
FLASH COMPUTE 7.25% 12/30 $1.3 million
CHTR 4.75 02.01.32 144A
CCO HOLDINGS 4.75% 02/32 $1.3 million
OCPMR 6.7 03.01.36 144A
OCP SA 6.7% 03/36 $1.3 million
CGCMT 2016-GC36 C
CITIGROUP VAR 02/49 $1.3 million
FR TB6719
UMBS MORTPASS 6.5% 07/56 $1.3 million
FHMS K136 X1
FHLMC VAR 12/31 $1.3 million
FN DF6154
UMBS MORTPASS 5.5% 02/56 $1.3 million
G2 DD7840
GNMA II 6.5% 08/54 $1.3 million
NGL 8.375 02.15.32 144A
NGL ENERGY 8.375% 02/32 $1.3 million
None
BAML RCAP FRN 25OCT27 $1.3 million
FHR 5565 SA
FHLMC REMICS FLT 08/55 $1.3 million
HONPK 2026-1A D2
HONEY HILL PARK FLT 04/39 $1.3 million
GNR 2022-67 IO
GNMA 2022-67 IO VAR 08/63 $1.3 million
FR TA8890
UMBS MORTPASS 6% 03/56 $1.3 million
BMARK 2019-B10 B
BENCHMARK VAR 03/62 $1.3 million
CAS 2024-R04 1M2
CONNECTICUT FLT 05/44 $1.3 million
RHP 7.25 07.15.28 144A
RHP HOTEL 7.25% 07/28 $1.3 million
NWL 8.5 06.01.28 144A
NEWELL BRANDS 8.5% 06/28 $1.3 million
BRASKM 4.5 01.10.28 REGS
BRASKEM 4.5% 01/28 $1.3 million
GWCN 6.5 01.15.31 144A
GARDA WORLD 6.5% 01/31 $1.3 million
None
SONANGOL 10% 01/31 $1.3 million
FREMF 2019-KF67 C
FREMF 2019-KF67 FLT 08/29 $1.3 million
SATS 6.75 11.30.30
ECHOSTAR CORP 6.75% 11/30 $1.3 million
DOMREP 5.875 01.30.60 REGS
DOMINICAN 5.875% 01/60 $1.3 million
BUEAIR 7.05 05.13.36 144a
CIUDAD 7.05% 05/36 $1.3 million
BLAST 2026-2 C
BRIDGECREST 4.88% 02/32 $1.3 million
ARGENT 1 07.09.29
ARGENTINE 1% 07/29 $1.3 million
FHMS K117 X1
FHLMC VAR 08/30 $1.3 million
FHMS K140 X1
FHLMC VAR 01/32 $1.3 million
FN DG3041
UMBS MORTPASS 5.5% 03/56 $1.3 million
GNR 2025-152 SH
GNMA 2025-152 FLT 09/55 $1.3 million
PBH 5.125 01.15.28 144A
PRESTIGE 5.125% 01/28 $1.3 million
GPOR 6.75 09.01.29 144A
GULFPORT 6.75% 09/29 $1.3 million
FN DF6150
UMBS MORTPASS 5.5% 02/56 $1.3 million
None
STRU 2.05665 31MAY35 $1.3 million
G2 DC7762
GNMA II MORTPASS 6% 06/54 $1.3 million
LHOME 2024-RTL5 A1
LHOME MORTGAGE STEP 09/39 $1.3 million
GNR 2025-25 ZN
GNMA 2025-25 ZN 7% 02/55 $1.3 million
G2 DE0617
GNMA II 6.5% 06/54 $1.3 million
AA 6.125 03.15.30 144A
ALUMINA PTY 6.125% 03/30 $1.3 million
SBIC 2023-10A 1
SBA SMALL 5.168% 03/33 $1.3 million
SM 7 08.01.32 144A
SM ENERGY CO 7% 08/32 $1.3 million
ACHD 2025-DS1 A
ACHD TRUST 5.978% 01/34 $1.3 million
ADNT 8.25 04.15.31 144A
ADIENT GLOBAL 8.25% 04/31 $1.3 million
SDART 2024-5 D
SANTANDER 5.14% 02/32 $1.2 million
FN DF6166
UMBS MORTPASS 5% 03/56 $1.2 million
SAFTRA 8.25 02.06.28 144A
TRANSNET/SOUT 8.25% 02/28 $1.2 million
BLD 5.625 01.31.34 144A
TOPBUILD 5.625% 01/34 $1.2 million
FR TB5004
UMBS MORTPASS 6% 06/56 $1.2 million
NRG 6 01.15.36 144A
NRG ENERGY INC 6% 01/36 $1.2 million
CRGYFN 7.375 01.15.33 144A
CRESCENT 7.375% 01/33 $1.2 million
NRG 5.75 01.15.34 144A
NRG ENERGY 5.75% 01/34 $1.2 million
FNR 2025-66 SL
FNMA REMICS FLT 08/55 $1.2 million
COMM 2024-CBM B
COMM 2024-CBM VAR 12/41 $1.2 million
CEG 4.625 02.01.29 144A
CONSTELLATIO 4.625% 02/29 $1.2 million
RKT 6.375 08.01.33 144A
ROCKET COS 6.375% 08/33 $1.2 million
GNR 2025-132 MZ
GNMA 2025-132 MZ 5% 08/55 $1.2 million
None
ATHENAHEALTH GROUP INC $1.2 million
FKH 2022-SFR1 F2
FIRSTKEY HOMES ZERO 05/39 $1.2 million
TURKEY 7.625 05.15.34 10Y
REPUBLIC OF 7.625% 05/34 $1.2 million
AESOP 2023-1A C
AVIS BUDGET 6.23% 04/29 $1.2 million
FR TA4363
UMBS MORTPASS 5.5% 01/56 $1.2 million
NEUB 2016-22A BR2
NEUBERGER FLT 04/38 $1.2 million
WFCM 2018-C46 D
WELLS FARGO 3% 08/51 $1.2 million
GNR 2021-218 IO
GNMA 2021-218 VAR 10/61 $1.2 million
FN DG1571
UMBS MORTPASS 5.5% 02/56 $1.2 million
BBDBCN 6.75 06.15.33 144A
BOMBARDIER 6.75% 06/33 $1.2 million
FN DG1432
UMBS MORTPASS 5.5% 02/56 $1.2 million
USFOOD 4.625 06.01.30 144A
US FOODS INC 4.625% 06/30 $1.2 million
GNR 2020-110 IO
GNMA 2020-110 VAR 03/62 $1.2 million
ACCO 4.25 03.15.29 144A
ACCO BRANDS 4.25% 03/29 $1.2 million
FN BS9617
FNMA MORTPASS 4.79% 10/28 $1.2 million
CLH 5.75 10.15.33 144A
CLEAN HARBORS 5.75% 10/33 $1.2 million
BLDR 6.375 03.01.34 144A
BUILDERS 6.375% 03/34 $1.2 million
GTN 4.75 10.15.30 144A
GRAY MEDIA 4.75% 10/30 $1.2 million
EDGCOM 7.5 04.30.31 144A
EDGED COMPUTE 7.5% 04/31 $1.2 million
MAGNE 2023-39A BR
MAGNETITE XXXIX FLT 01/37 $1.2 million
None
PETCO HEALTH AND WELLNES $1.2 million
ANCHR 2025-RTL1 A1
ANCHOR STEP 05/40 $1.2 million
VEGLPL 6.125 12.15.30 144A
VENTURE 6.125% 12/30 $1.2 million
FN DF6192
UMBS MORTPASS 5.5% 04/56 $1.2 million
FNA 2021-M8 X
FNMA-ACES VAR 11/35 $1.2 million
GNR 2019-76 IO
GNMA 2019-76 IO VAR 03/61 $1.2 million
GNR 2025-89 SE
GNMA 2025-89 SE FLT 05/55 $1.2 million
None
STRU 2.05766 29JUN35 $1.2 million
FNR 2025-55 SC
FNMA REMICS FLT 07/55 $1.2 million
None
CURRENCY CONTRACT - USD $1.2 million
CHRD 6.75 03.15.33 144A
CHORD ENERGY 6.75% 03/33 $1.2 million
CNK 7 08.01.32 144A
CINEMARK USA INC 7% 08/32 $1.2 million
NSUS 5.625 04.28.27
NUSTAR 5.625% 04/27 $1.2 million
BLDR 5 03.01.30 144A
BUILDERS 5% 03/30 $1.2 million
ACI 4.875 02.15.30 144A
ALBERTSONS 4.875% 02/30 $1.2 million
FR TB0376
UMBS MORTPASS 6.5% 04/56 $1.2 million
FR TB1180
UMBS MORTPASS 6.5% 04/56 $1.2 million
G2 DI0238
GNMA II MORTPASS 6% 04/55 $1.2 million
MADIAQ 5.875 06.30.29 144A
MADISON IAQ 5.875% 06/29 $1.2 million
TRK 2024-RRTL1 A1
TOORAK STEP 02/39 $1.2 million
FHMS K147 X3
FHLMC VAR 06/50 $1.2 million
FN DH3686
UMBS MORTPASS 6% 06/56 $1.2 million
CGCMT 2016-C3 D
CITIGROUP 3% 11/49 $1.2 million
G2 DC6464
GNMA II MORTPASS 6% 06/54 $1.2 million
MSBAM 2017-C34 D
MORGAN STANLEY 2.7% 11/52 $1.2 million
LHOME 2024-RTL2 A1
LHOME MORTGAGE STEP 03/29 $1.2 million
STT V6.7 PERP I
STATE STREET CORP VAR $1.2 million
BLURAC 7.25 07.15.32 144A
BLUE RACER 7.25% 07/32 $1.2 million
HOUS 5.25 04.15.30 144A
ANYWHERE REAL 5.25% 04/30 $1.2 million
PETRPE 5.625 06.19.47 144A
PETROLEOS 5.625% 06/47 $1.2 million
CE 7.7 11.15.33
CELANESE US 7.7% 11/33 $1.2 million
FR TB1178
UMBS MORTPASS 6.5% 04/56 $1.1 million
BJETS 2024-1A A
BUSINESS JET 6.197% 05/39 $1.1 million
ISTNBL 10.5 12.06.28 144A
ISTANBUL 10.5% 12/28 $1.1 million
None
1261229 BC LTD $1.1 million
FHMS K101 X3
FHLMC VAR 10/29 $1.1 million
FNA 2020-M16 X1
FNMA-ACES VAR 04/32 $1.1 million
G2 DC6650
GNMA II MORTPASS 6% 07/54 $1.1 million
FR TB6706
UMBS MORTPASS 6% 06/56 $1.1 million
ENDP 8.5 04.15.31 144A
ENDO FINANCE 8.5% 04/31 $1.1 million
UVN 7.375 06.30.30 144A
UNIVISION 7.375% 06/30 $1.1 million
HRI 7 06.15.30 144A
HERC HOLDINGS 7% 06/30 $1.1 million
CAS 2022-R06 1M2
CONNECTICUT FLT 05/42 $1.1 million
PRPM 2024-7 A1
PRPM 2024-7 STEP 11/29 $1.1 million
UBSCM 2017-C5 C
UBS COMMERCIAL VAR 11/50 $1.1 million
CAS 2017-C05 1B1
FNMA FLT 01/30 $1.1 million
ZAMBIN 5.75 06.30.33 144A
REPUBLIC OF STEP 06/33 $1.1 million
GNR 2025-25 SB
GNMA 2025-25 SB FLT 02/55 $1.1 million
G2 DC4806
GNMA II 6.5% 07/54 $1.1 million
COMM 2024-CBM A2
COMM 2024-CBM VAR 12/41 $1.1 million
BAHAMA 8.95 10.15.32 REGS
COMMONWEALTH 8.95% 10/32 $1.1 million
NRG 5.875 05.15.34 144A
NRG ENERGY 5.875% 05/34 $1.1 million
FR TA5685
UMBS MORTPASS 5.5% 02/56 $1.1 million
FNA 2020-M15 X1
FNMA-ACES VAR 09/31 $1.1 million
MIWIDO 5.5 02.01.30 144A
MIWD HOLDCO II 5.5% 02/30 $1.1 million
BANK 2019-BN19 C
BANK 2019-BNK19 VAR 08/61 $1.1 million
FHMS K105 X1
FHLMC VAR 01/30 $1.1 million
BLURAC 7 07.15.29 144A
BLUE RACER 7% 07/29 $1.1 million
NLSN 9.5 02.15.33 144A
NEPTUNE BIDCO 9.5% 02/33 $1.1 million
FHMS K-152 X3
FHLMC VAR 11/55 $1.1 million
FHMS KW09 X1
FHLMC VAR 05/29 $1.1 million
RHP 6.5 06.15.33 144A
RHP HOTEL 6.5% 06/33 $1.1 million
THC 6.125 06.15.30
TENET 6.125% 06/30 $1.1 million
ELDIKB 8.5 04.23.31 144A
ELDIK BANK OAO 8.5% 04/31 $1.1 million
FN BS3390
FNMA MORTPASS 1.69% 10/31 $1.1 million
CIVI 8.375 07.01.28 144A
SM ENERGY CO 8.375% 07/28 $1.1 million
SUN 7 05.01.29 144A
SUNOCO LP 7% 05/29 $1.1 million
BNCE V6 05.14.36 144A
BANCO NACIONAL VAR 05/36 $1.1 million
GNR 2021-108 IO
GNMA 2021-108 VAR 06/61 $1.1 million
None
US 5YR NOTE 09/30/2026 $1.1 million
SOAF 7.95 11.19.54 REGS
REPUBLIC OF 7.95% 11/54 $1.1 million
FNA 2020-M30 X
FNMA-ACES VAR 07/31 $1.1 million
BBVASM V5.125 01.18.33 REGS
BBVA MEXICO SA VAR 01/33 $1.1 million
NGERIA 8.747 01.21.31 REGS
FEDERAL 8.747% 01/31 $1.1 million
GWCN 8.375 11.15.32 144A
GARDA WORLD 8.375% 11/32 $1.1 million
ABG 4.75 03.01.30
ASBURY 4.75% 03/30 $1.1 million
CLF 7.5 09.15.31 144A
CLEVELAND-CLIF 7.5% 09/31 $1.1 million
CE 7.2 11.15.33
CELANESE US 7.2% 11/33 $1.1 million
ACAR 2024-3 D
AMERICAN 6.04% 07/30 $1.1 million
FN DF9402
UMBS MORTPASS 6% 02/56 $1.1 million
EART 2022-1A E
EXETER 5.02% 10/29 $1.1 million
AM 5.75 10.15.33 144A
ANTERO 5.75% 10/33 $1.1 million
NCX 9 02.15.30 144A
NOVA CHEMICALS 9% 02/30 $1.1 million
FN MA5947
UMBS MORTPASS 6.5% 01/56 $1.1 million
GNR 2025-84 SQ
GNMA 2025-84 SQ FLT 05/55 $1.1 million
FHMS K129 X3
FHLMC VAR 05/31 $1.0 million
G2 CV8103
GNMA II MORTPASS 6% 09/53 $1.0 million
G2 DB7473
GNMA II 6.5% 06/54 $1.0 million
FR TA8858
UMBS MORTPASS 6% 03/56 $1.0 million
GWR 6.25 04.15.32 144A
GENESEE & 6.25% 04/32 $1.0 million
FR TA7129
UMBS MORTPASS 5.5% 03/56 $1.0 million
GNR 2020-195 IX
GNMA 2020-195 VAR 12/62 $1.0 million
FN DH2435
UMBS MORTPASS 6% 06/56 $1.0 million
KIOXIA 6.625 07.24.33 144A
KIOXIA 6.625% 07/33 $1.0 million
None
DAYFORCE BIDCO LLC $1.0 million
JORDAN 7.75 01.15.28 REGS
HASHEMITE 7.75% 01/28 $1.0 million
FR TB0362
UMBS MORTPASS 6% 04/56 $1.0 million
HOUS 5.75 01.15.29 144A
ANYWHERE REAL 5.75% 01/29 $1.0 million
CGCMT 2017-P8 C
CITIGROUP VAR 09/50 $1.0 million
FR TB1164
UMBS MORTPASS 6% 04/56 $1.0 million
ASCRES 6.625 07.15.33 144A
ASCENT 6.625% 07/33 $1.0 million
SOILIN 6.375 05.15.31 144A
SOLARIS 6.375% 05/31 $1.0 million
CART1 2025-2 CERT
CITI ASSET 24.76% 05/31 $1.0 million
WCC 6.375 03.15.33 144A
WESCO 6.375% 03/33 $1.0 million
FN DG1582
UMBS MORTPASS 6% 02/56 $1.0 million
LHOME 2024-RTL4 A2
LHOME MORTGAGE STEP 07/39 $1.0 million
None
WAND NEWCO 3, INC. $1.0 million
CA CASDEV 01.01.2065
CALIFORNIA VAR 01/65 $1.0 million
BENIN 7.96 02.13.38 REGS
BENIN 7.96% 02/38 $1.0 million
UVN 9.375 08.01.32 144A
UNIVISION 9.375% 08/32 $1.0 million
VCAT 2025-NPL3 A1
VCAT 2025-NPL3 STEP 02/55 $1.0 million
GNR 2023-55 IE
GNMA 2023-55 2.5% 07/51 $1.0 million
F 6.467 05.22.36
FORD MOTOR 6.467% 05/36 $1.0 million
GNR 2025-69 SX
GNMA 2025-69 SX FLT 04/55 $1.0 million
FHR 5164 J
FHLMC REMICS 2.5% 05/49 $1.0 million
IRV 2025-200P D
IRV TRUST VAR 03/47 $1.0 million
G2 DN5975
GNMA II MORTPASS 6% 10/55 $1.0 million
FHR 5549 SA
FHLMC REMICS FLT 06/55 $1.0 million
SMG 4 04.01.31
SCOTTS 4% 04/31 $1.0 million
LHOME 2025-RTL2 A1
LHOME MORTGAGE VAR 04/40 $1.0 million
FHR 5565 AZ
FHLMC REMICS 5% 08/55 $1.0 million
GNR 2022-147 IO
GNMA 2022-147 VAR 09/64 $1.0 million
NGERIA 6.125 09.28.28 144A
FEDERAL 6.125% 09/28 $1.0 million
AESOP 2023-8A D
AVIS BUDGET 7.52% 02/30 $1.0 million
AXON 6.25 03.15.33 144A
AXON 6.25% 03/33 $1.0 million
GNR 2022-199 IO
GNMA 2022-199 VAR 07/64 $1.0 million
CAALT 2024-3A C
CREDIT 5.39% 01/35 $1.0 million
WFCM 2024-1CHI A
WELLS FARGO VAR 07/35 $1.0 million
AFFRM 2024-A 1C
AFFIRM ASSET 6.16% 02/29 $1.0 million
HOWARD 7.375 07.15.32 144A
HOWARD 7.375% 07/32 $999815
BALLY 2021-17A A2
BALLYROCK CLO FLT 10/34 $999500
DRSLF 2019-80A BR
DRYDEN 80 CLO FLT 01/33 $999500
RRAM 2021-18A A2
RR 18 LTD FLT 10/34 $999500
GNR 2021-62 SA
GNMA 2021-62 SA FLT 02/63 $999148
BLUEM 2019-26A CR
BLUEMOUNTAIN FLT 10/34 $998750
CGMS 2015-4A BRR
CARLYLE GLOBAL FLT 07/32 $998750
None
NULL 9.0 30APR32 $995850
FR WN2492
FHLMCGLD 4.93% 06/28 $989432
G2 DN5956
GNMA II MORTPASS 6% 10/55 $989250
SM 6.625 04.15.34 144A
SM ENERGY CO 6.625% 04/34 $989177
CGMS 2018-4A D2R
CARLYLE US CLO FLT 10/37 $986406
WFCM 2018-C44 A5
WELLS FARGO 4.212% 05/51 $985098
BMARK 2018-B4 A5
BENCHMARK VAR 07/51 $984699
FHMS KG06 X1
FHLMC VAR 10/31 $984441
WFCM 2018-C44 AS
WELLS FARGO 4.464% 05/51 $983976
GNR 2025-105 PA
GNMA 2025-105 PA 7% 04/55 $983483
FR TA3495
UMBS MORTPASS 5.5% 01/56 $983461
FREMF 2019-KW10 C
FREMF ZERO 10/32 $982795
CGCMT 2018-B2 AS
CITIGROUP VAR 03/51 $980024
FN DF0526
UMBS MORTPASS 5.5% 01/56 $979738
FNR 2026-5 ZY
FNMA REMICS 5% 02/56 $979483
MSBAM 2015-C23 D
MORGAN STANLEY VAR 07/50 $978720
HONDUR 8.625 11.27.34 REGS
REPUBLIC OF 8.625% 11/34 $975927
EART 2023-1A E
EXETER 12.07% 09/30 $975750
VENTGL 4.125 08.15.31 144A
VENTURE 4.125% 08/31 $975675
GNR 2021-17 IO
GNMA 2021-17 IO VAR 01/61 $973715
BMO 2022-C1 XA
BMO 2022-C1 VAR 02/55 $971478
OGN 5.125 04.30.31 144A
ORGANON & CO 5.125% 04/31 $971107
FHR 5520 SD
FHLMC REMICS FLT 03/55 $971046
None
MITER BRANDS ACQUISITION $967063
EART 2023-3A D
EXETER 6.68% 04/29 $966541
BLDR 6.75 05.15.35 144A
BUILDERS 6.75% 05/35 $965617
FN DF6613
UMBS MORTPASS 5.5% 12/55 $965357
HERTZ 2025-2A D
HERTZ VEHICLE 8.34% 09/31 $965189
GNR 2021-90 IO
GNMA 2021-90 IO VAR 05/61 $964464
FHR 5528 SA
FHLMC REMICS FLT 04/55 $963565
FN DG2870
UMBS MORTPASS 6% 02/56 $959918
FHMS K100 X1
FHLMC VAR 09/29 $958482
GS V6.125 PERP Y
GOLDMAN SACHS VAR 12/49 $956993
BHRAIN 6.625 10.06.37 144A
KINGDOM OF 6.625% 10/37 $955910
FNR 2024-105 SH
FNMA REMICS FLT 01/55 $955448
GNR 2021-180 IO
GNMA 2021-180 VAR 11/63 $954852
CAS 2024-R01 1B2
CONNECTICUT FLT 01/44 $953978
DRIVE 2024-2 D
DRIVE AUTO 4.94% 05/32 $952908
CSAIL 2015-C3 C
CSAIL 2015-C3 VAR 08/48 $952445
GNR 2021-150 IO
GNMA 2021-150 VAR 11/63 $948873
GNR 2022-113 IO
GNMA 2022-113 VAR 09/61 $948595
FR TA8151
UMBS MORTPASS 5.5% 03/56 $945856
SEI 6.375 05.15.31 144A
SOLARIS 6.375% 05/31 $944920
G2 DF5283
GNMA II MORTPASS 6% 10/54 $942908
CAALT 2024-1A C
CREDIT 6.71% 07/34 $942811
ARGID 9.5 12.01.30 144A
ARDAGH GROUP 9.5% 12/30 $941705
SYMP 2018-19A C
SYMPHONY CLO FLT 04/31 $941616
COMM 2014-CR15 C
COMM VAR 02/47 $940320
F 4 11.13.30
FORD MOTOR 4% 11/30 $938699
FREMF 2017-KF40 B
FREMF 2017-KF40 FLT 11/27 $937897
GNR 2021-170 IO
GNMA 2021-170 VAR 05/63 $936796
IRM 5.25 07.15.30 144A
IRON MOUNTAIN 5.25% 07/30 $936057
FR TB6741
UMBS MORTPASS 7% 07/56 $932045
GNR 2022-214 IO
GNMA 2022-214 VAR 09/64 $931309
IRAQ 5.8 01.15.28 REGS
REPUBLIC OF 5.8% 01/28 $926371
FN DE9119
UMBS MORTPASS 5.5% 10/55 $924718
WEHPK 2022-1A ER
WEHLE PARK CLO FLT 10/38 $922708
FREMF 19K-1513 X2A
FREMF 0.1% 08/34 $919971
FR TA8855
UMBS MORTPASS 5.5% 03/56 $914768
FHMS K760 XAM
FHLMC VAR 02/32 $913328
AXON 6.125 03.15.30 144A
AXON 6.125% 03/30 $913271
UAL 4.875 03.01.29
UNITED 4.875% 03/29 $909372
DRIVE 2024-2 C
DRIVE AUTO 4.67% 05/32 $908464
LFT 2024-2A A
LENDMARK 4.47% 02/34 $908450
FHMS K126 X1
FHLMC VAR 01/31 $904731
CLF 7 03.15.32 144A
CLEVELAND-CLIFFS 7% 03/32 $904249
FR TA5427
UMBS MORTPASS 6% 02/56 $898983
FN DG3668
UMBS MORTPASS 5.5% 03/56 $896087
FHR 5509 SA
FHLMC REMICS FLT 02/55 $895417
AOTA 2015-1211 C
1211 AVENUE OF VAR 08/35 $894093
CGCMT 2014-GC25 B
CITIGROUP VAR 10/47 $892873
ELEBRA 6.5 01.11.35 144A
AXIA ENERGIA 6.5% 01/35 $891958
STX 8.25 12.15.29 144a
SEAGATE DATA 8.25% 12/29 $889054
None
CLYDESDALE ACQUISITION H $888447
EGYPT 8.625 02.04.30 144A
ARAB 8.625% 02/30 $888244
G2 DF8291
GNMA II MORTPASS 6% 12/54 $887146
CD 2017-CD3 AS
CD 2017-CD3 3.833% 02/50 $886515
FR TA4679
UMBS MORTPASS 6% 01/56 $885722
FN DG5497
UMBS MORTPASS 5.5% 03/56 $883503
FN DF9403
UMBS MORTPASS 6% 01/56 $883347
JPMDB 2016-C2 B
JPMDB VAR 06/49 $882980
FN DH4742
UMBS MORTPASS 6% 06/56 $881987
VGNT 6.125 04.15.31 144A
CYPRIUM CORP 6.125% 04/31 $881792
CC 7.875 03.15.34 144A
CHEMOURS 7.875% 03/34 $880493
FHMS K-163 X3
FHLMC VAR 04/34 $879136
GNR 2019-130 IO
GNMA 2019-130 VAR 01/62 $874996
VST 7.75 10.15.31 144A
VISTRA 7.75% 10/31 $874817
STX 4.091 06.01.29 144a
SEAGATE DATA 4.091% 06/29 $871980
FR TA6599
UMBS MORTPASS 6% 02/56 $871935
W 7.25 10.31.29 144A
WAYFAIR LLC 7.25% 10/29 $870958
G2 DN5961
GNMA II MORTPASS 6% 10/55 $870534
FN DG2633
UMBS MORTPASS 5.5% 01/56 $870153
YAHOOO 11 05.15.31 144A
AP CORE 11% 05/31 $869048
CGMS 2015-4A BR3
CARLYLE GLOBAL FLT 07/32 $865938
FN DG1590
UMBS MORTPASS 6% 02/56 $864824
FN DF9789
UMBS MORTPASS 6.5% 01/56 $862868
GNR 2021-3 IO
GNMA 2021-3 IO VAR 09/62 $862665
FHMS K121 X1
FHLMC VAR 10/30 $861446
G2 DF5284
GNMA II MORTPASS 6% 10/54 $861435
VEGLPL 6.5 06.15.34 144A
VENTURE GLOBAL 6.5% 06/34 $858074
GNR 2017-70 IO
GNMA 2017-70 IO VAR 02/59 $856540
FN BZ1211
FNMA MORTPASS 4.99% 06/34 $856400
CFCRE 2016-C6 C
CFCRE VAR 11/49 $854861
FN DG4498
UMBS MORTPASS 5.5% 03/56 $853263
FN DG3673
UMBS MORTPASS 6% 03/56 $852825
GNR 2025-7 SG
GNMA 2025-7 SG FLT 01/55 $852439
FR TA7663
UMBS MORTPASS 6% 03/56 $851929
GNR 2024-17 IO
GNMA 2024-17 IO VAR 06/65 $851138
AXTA 4.75 06.15.27 144A
AXALTA 4.75% 06/27 $849089
FNA 2016-M10 X
FNMA-ACES VAR 07/28 $848751
SBCLN 2023-B E
SANTANDER 8.408% 12/33 $846841
CSAIL 2017-CX9 D
CSAIL 2017-CX9 VAR 09/50 $846518
RBACN 6.75 03.15.28 144A
RB GLOBAL 6.75% 03/28 $846496
ARGID 9.5 10.06.30 144A
ARDAGH GROUP 9.5% 10/30 $846093
BANK5 2023-5YR4 A3
BANK5 6.5% 12/56 $845875
GNR 2025-128 AD
GNMA 2025-128 AD 5% 10/56 $844747
CMC 5.75 11.15.33 144A
COMMERCIAL 5.75% 11/33 $843843
CAS 2017-C07 1B1
FNMA FLT 05/30 $843552
GNR 2024-31 IO
GNMA 2024-31 IO VAR 02/66 $843529
CYH 10.875 01.15.32 144A
CHS/COMMUNI 10.875% 01/32 $843067
BMARK 2019-B9 D
BENCHMARK 3% 03/52 $842974
FN DG3747
UMBS MORTPASS 5.5% 03/56 $841841
CE 7 02.15.31
CELANESE US 7% 02/31 $839586
GNR 2023-51 IO
GNMA 2023-51 IO VAR 05/65 $838770
GNR 2026-30 DZ
GNMA 2026-30 5.5% 02/56 $835658
COSICE 6.75 10.07.31 144A
INSTITUTO 6.75% 10/31 $835152
TEP 6 09.01.31 144A
TALLGRASS ENERGY 6% 09/31 $834419
FHMS K-161 X3
FHLMC VAR 11/33 $834214
FR TA8874
UMBS MORTPASS 6.5% 03/56 $833039
TRACTC 5.875 03.01.31 144A
SV RNO 5.875% 03/31 $832544
FR TA5436
UMBS MORTPASS 6% 02/56 $832015
SM 9.625 06.15.33 144A
SM ENERGY CO 9.625% 06/33 $831803
SAFTRA 8.25 02.06.28 REGS
TRANSNET/SOUT 8.25% 02/28 $831768
FHMS K-1513 X3
FHLMC VAR 12/37 $831608
APU 6.875 06.01.31 144A
AMERIGAS 6.875% 06/31 $830639
CAS 2017-C03 1B1
FNMA FLT 10/29 $828584
ARMEN 3.6 02.02.31 REGS
REPUBLIC OF 3.6% 02/31 $827280
FR TA7713
UMBS MORTPASS 5.5% 03/56 $824191
SERBIA 6 06.12.34 144A
SERBIA 6% 06/34 $820888
NGERIA 8.25 09.28.51 REGS
FEDERAL 8.25% 09/51 $819136
CC 4.625 11.15.29 144A
CHEMOURS 4.625% 11/29 $818891
FN DG3688
UMBS MORTPASS 6.5% 03/56 $817872
None
STRU 2.057574 29JUN35 $816340
APU 9.5 06.01.30 144A
AMERIGAS 9.5% 06/30 $815836
FN DH3707
UMBS MORTPASS 6.5% 06/56 $814487
LFT 2024-2A E
LENDMARK 8.47% 02/34 $813053
SUN 5.375 07.15.31 144A
SUNOCO LP 5.375% 07/31 $812257
GNR 2020-38 IO
GNMA 2020-38 IO VAR 04/62 $811227
FHMS K-1515 X1
FHLMC VAR 02/35 $809855
GNR 2025-152 SA
GNMA 2025-152 FLT 09/55 $809636
BRAZIL 7.125 05.13.54
FEDERATIVE 7.125% 05/54 $806200
JPMCC 2017-JP5 B
JPMCC VAR 03/50 $806124
KNIRIV 7.75 05.01.31 144a
KNIFE RIVER 7.75% 05/31 $803998
MRP 6.25 09.15.32 144A
MILLROSE 6.25% 09/32 $803446
REPS 2021-A D
REPUBLIC 5.23% 12/31 $800032
FN DH3710
UMBS MORTPASS 7% 06/56 $797291
GNR 2025-175 BZ
GNMA 2025-175 BZ 6% 10/55 $791122
AOMT 2019-4 B2
ANGEL OAK VAR 07/49 $789372
ARDGRP 9.5 10.06.30 144A
ARDAGH GROUP 9.5% 10/30 $786840
None
JETBLUE AIRWAYS CORPORAT $785242
GNR 2025-89 SP
GNMA 2025-89 SP FLT 05/55 $784771
HNDLIN 6.375 08.15.33 144A
NOVELIS CORP 6.375% 08/33 $784424
PFGC 5.625 03.01.34 144A
PERFORMANCE 5.625% 03/34 $782828
AER 3 10.29.28
AERCAP IRELAND 3% 10/28 $778620
GOINSO 5.625 06.01.29 144A
GLOBAL 5.625% 06/29 $775866
BMARK 2022-B36 A5
BENCHMARK VAR 07/55 $775047
G2 DE4379
GNMA II MORTPASS 6% 09/54 $774238
UVN 8.875 04.15.33 144A
UNIVISION 8.875% 04/33 $772287
FREMF 2017-KF38 B
FREMF 2017-KF38 FLT 09/24 $769082
HLT 5.5 09.15.31 144A
HILTON 5.5% 09/31 $767939
FR TA8878
UMBS MORTPASS 6.5% 03/56 $767632
FR TA5161
UMBS MORTPASS 6% 02/56 $767082
None
ALTAR BIDCO, INC $767058
DVA 3.75 02.15.31 144A
DAVITA INC 3.75% 02/31 $766941
SOAF 5.75 09.30.49 30Y
REPUBLIC OF 5.75% 09/49 $763875
DLPY 2025-1A A
DAILYPAY 5.63% 06/28 $762215
JPMBB 2015-C30 AS
JPMBB VAR 07/48 $760355
ENTG 4.375 04.15.28 144A
ENTEGRIS INC 4.375% 04/28 $754036
FHMS Q001 XA
FHLMC VAR 02/32 $753483
GNR 2025-156 BZ
GNMA 2025-156 4.5% 11/54 $749157
BMARK 2021-B26 ASB
BENCHMARK 2.256% 06/54 $749071
GNR 2019-144 IO
GNMA 2019-144 VAR 01/62 $747805
FN DF8733
UMBS MORTPASS 5.5% 12/55 $747560
GNR 2021-168 IO
GNMA 2021-168 VAR 05/63 $747080
FN DF1408
UMBS MORTPASS 5.5% 01/56 $742815
FN DG3663
UMBS MORTPASS 5.5% 03/56 $742515
SANUK V6.534 01.10.29
SANTANDER UK VAR 01/29 $738612
F 7.2 06.10.30
FORD MOTOR 7.2% 06/30 $738576
FN DH4755
UMBS MORTPASS 6.5% 06/56 $737242
BMARK 2022-B33 A5
BENCHMARK VAR 03/55 $736773
CPS 13.5 03.31.27 144A
COOPER-STANDA 13.5% 03/27 $736049
BMCAUS 5.875 03.15.34 144A
STANDARD 5.875% 03/34 $735326
FR TA5158
UMBS MORTPASS 6% 01/56 $735283
NCX 8.5 11.15.28 144A
NOVA CHEMICALS 8.5% 11/28 $733669
NDAQ 5.35 06.28.28
NASDAQ INC 5.35% 06/28 $733431
None
LSF12 CROWN US COMMERCIA $731908
None
BPCE SA 5.125% 01/28 $731073
PROG 2023-SFR1 E1
PROGRESS 6.15% 03/40 $726961
RCL 5.625 09.30.31 144A
ROYAL 5.625% 09/31 $726059
FR TA8849
UMBS MORTPASS 5.5% 03/56 $723471
ESI 3.875 09.01.28 144A
ELEMENT 3.875% 09/28 $723057
CFELEC 6.5 01.28.51 144A
COMISION 6.5% 01/51 $722575
FHMS K-1515 X3
FHLMC VAR 03/38 $722309
TEX 5 05.15.29 144A
TEREX CORP 5% 05/29 $720848
FUN 8.625 01.15.32 144A
SIX FLAGS 8.625% 01/32 $719975
FREMF 2019-KF72 B
FREMF 2019-KF72 FLT 11/26 $718971
IONPLA 7.875 09.30.32 144a
ION PLATFORM 7.875% 09/32 $718113
APU 9.375 06.01.28 144A
AMERIGAS 9.375% 06/28 $717617
None
REPUBLIC OF STEP 07/35 $716793
GNR 2025-141 ZJ
GNMA 2025-141 ZJ 6% 08/55 $716313
GFLCN 4.375 08.15.29 144A
GFL 4.375% 08/29 $715724
CAALT 2024-1A B
CREDIT 6.03% 05/34 $713773
BX 2024-MF B
BX COMMERCIAL FLT 02/39 $710134
FREMF 2018-KF45 B
FREMF 2018-KF45 FLT 03/25 $709596
BMO 2024-5C3 C
BMO 2024-5C3 VAR 02/57 $708152
GNR 2025-41 AS
GNMA 2025-41 AS FLT 03/55 $706308
CHDN 6.75 05.01.31 144A
CHURCHILL 6.75% 05/31 $705840
FHMS K528 X1
FHLMC VAR 07/29 $704628
GEL 6.75 03.15.34
GENESIS 6.75% 03/34 $702337
GNR 2025-22 AS
GNMA 2025-22 AS FLT 02/55 $701275
RRC 4.75 02.15.30 144A
RANGE 4.75% 02/30 $701142
IQV 5 10.15.26 144A
IQVIA INC 5% 10/26 $699915
MOH 6.5 02.15.31 144A
MOLINA 6.5% 02/31 $698613
EXE 5.375 03.15.30
EXPAND 5.375% 03/30 $698099
CAS 2023-R06 1M2
CONNECTICUT FLT 07/43 $697375
EQMSRM 8.625 05.15.32 144A
EQUIPMENTSHA 8.625% 05/32 $697149
NEE V6.7 09.01.54
NEXTERA ENERGY VAR 09/54 $696900
WLSC 6.625 04.15.30 144A
WILLIAMS 6.625% 04/30 $694461
None
BCPE PEQUOD BUYER INC $693872
EGYPT 8.7002 03.01.49 REGS
ARAB 8.7002% 03/49 $692349
STX 8.5 07.15.31 144a
SEAGATE DATA 8.5% 07/31 $692203
NCLH 5.875 01.15.31 144A
NCL CORP LTD 5.875% 01/31 $691727
CIVI 9.625 06.15.33 144A
SM ENERGY CO 9.625% 06/33 $691210
NRG 5.25 06.15.29 144A
NRG ENERGY 5.25% 06/29 $690886
CXW 8.25 04.15.29
CORECIVIC INC 8.25% 04/29 $688187
COMM 2018-COR3 B
COMM 2018-COR3 VAR 05/51 $687532
ESENMX 6.5 07.30.38 144A
ESENTIA ENERGY 6.5% 07/38 $687109
RHP 4.5 02.15.29 144A
RHP HOTEL 4.5% 02/29 $685587
FR TA5581
UMBS MORTPASS 5.5% 02/56 $685228
FR TA5253
UMBS MORTPASS 6.5% 02/56 $685206
FN DF9405
UMBS MORTPASS 6.5% 01/56 $684992
FR TA5444
UMBS MORTPASS 6.5% 02/56 $684583
SSNC 6.5 06.01.32 144A
SS&C 6.5% 06/32 $684091
FN DF6156
UMBS MORTPASS 6% 02/56 $683946
BPL 4.5 03.01.28 144A
BUCKEYE 4.5% 03/28 $680687
GNR 2025-51 SH
GNMA 2025-51 SH FLT 03/55 $677843
MTDR 6 04.15.34 144A
MATADOR 6% 04/34 $676577
GNR 2025-25 HS
GNMA 2025-25 HS FLT 02/55 $675074
FHMS K743 X3
FHLMC VAR 06/49 $672880
GNR 2023-15 AB
GNMA 2023-15 AB VAR 08/63 $672585
FN BS4294
FNMA MORTPASS 1.97% 01/34 $670341
CNX 5.875 03.01.34 144A
CNX 5.875% 03/34 $669351
FR TA6592
UMBS MORTPASS 5.5% 02/56 $664714
EQMSRM 7.125 07.01.34 144A
EQUIPMENTSHA 7.125% 07/34 $663079
FR TA5434
UMBS MORTPASS 6% 02/56 $661279
OUT 7.375 02.15.31 144A
OUTFRONT 7.375% 02/31 $660959
None
GB AIT BUYER INC $659625
NY NYCMFH 6.03 12.15.2031
NEW YORK N Y 6.033% 12/31 $659366
GNR 2021-110 IO
GNMA 2021-110 VAR 11/63 $657899
GNR 2025-89 SC
GNMA 2025-89 SC FLT 05/55 $657039
GNR 2025-30 SC
GNMA 2025-30 SC FLT 02/55 $656462
FN DG1477
UMBS MORTPASS 5.5% 02/56 $653540
FREMF 2019-KF59 B
FREMF 2019-KF59 FLT 02/29 $652824
FR QG4162
UMBS MORTPASS 5% 06/53 $652754
None
FIRST ADVANTAGE HOLDINGS $652591
FN BS9065
FNMA MORTPASS 4.62% 07/28 $650212
OCPMR 5.125 06.23.51 REGS
OCP SA 5.125% 06/51 $648960
GNR 2014-88 AJ
GNMA 2014-88 AJ VAR 03/55 $647879
GSMS 2016-GS2 D
GS MORTGAGE 2.753% 05/49 $646560
LAD 5.5 10.01.30 144A
LITHIA MOTORS 5.5% 10/30 $646066
FN DG6133
UMBS MORTPASS 6.5% 04/56 $644587
FN DG4540
UMBS MORTPASS 5.5% 03/56 $643858
GNR 2021-220 IO
GNMA 2021-220 VAR 12/63 $643428
MSBAM 2016-C28 C
MORGAN STANLEY VAR 01/49 $641650
GNR 2025-22 GS
GNMA 2025-22 GS FLT 02/55 $641493
HNDLIN 6.875 01.30.30 144A
NOVELIS CORP 6.875% 01/30 $640657
WLAKE 2023-3A D
WESTLAKE 6.47% 03/29 $640134
STACR 2018-HRP2 B1
STACR TRUST FLT 02/47 $639889
FHMS K143 X1
FHLMC VAR 04/55 $639602
TDG 6.25 01.31.34 144A
TRANSDIGM INC 6.25% 01/34 $637436
MEDIND 6.25 04.01.29 144A
MEDLINE 6.25% 04/29 $636910
MFIT 2024-BA C
MARINER 5.73% 11/38 $636173
CSAIL 2020-C19 E
CSAIL 2020-C19 2.5% 03/53 $635068
PAKWNP 7.5 06.04.31
PAKISTAN WATER 7.5% 06/31 $634680
CENT 5.125 02.01.28
CENTRAL 5.125% 02/28 $633418
GNR 2025-41 SE
GNMA 2025-41 SE FLT 03/55 $631793
TRNGEN 7.75 06.16.33 144A
TRINIDAD 7.75% 06/33 $630121
FR TA6050
UMBS MORTPASS 5.5% 02/56 $628696
BMARK 2022-B37 A5
BENCHMARK VAR 11/55 $627760
None
ADIENT US LLC $626056
PEMEX 5.95 01.28.31
PETROLEOS 5.95% 01/31 $625401
BNS V8.625 10.27.82
BANK OF NOVA VAR 10/82 $625241
FN DF1922
UMBS MORTPASS 5.5% 10/55 $624860
FN DF9759
UMBS MORTPASS 6.5% 01/56 $624090
BX 2021-ACNT A
BX COMMERCIAL FLT 11/38 $621326
FN DF9556
UMBS MORTPASS 5.5% 02/56 $620650
GSMS 2015-GC34 B
GS MORTGAGE VAR 10/48 $620020
FR TA5459
UMBS MORTPASS 5.5% 02/56 $619929
BCO 4.625 10.15.27 144A
BRINK'S 4.625% 10/27 $619769
JWN 4.25 08.01.31
NORDSTROM INC 4.25% 08/31 $619661
FREMF 2019-KW09 C
FREMF ZERO 06/29 $616627
FR TB1922
UMBS MORTPASS 6% 04/56 $616240
FHMS K122 X1
FHLMC VAR 11/30 $614299
PARGUY 6.1 08.11.44 REGS
REPUBLIC OF 6.1% 08/44 $613200
FN DG3686
UMBS MORTPASS 6.5% 03/56 $612236
NE 6.25 06.15.34 144A
NOBLE FINANCE 6.25% 06/34 $608493
STACR 2023-DNA2 M1A
FHLMC STACR FLT 04/43 $607594
WHR 6.5 06.15.33
WHIRLPOOL CORP 6.5% 06/33 $607028
None
REPUBLIC OF 8.75% 04/32 $604884
GNR 2025-127 SH
GNMA 2025-127 FLT 07/55 $604295
CNDT 6 11.01.29 144A
CONDUENT 6% 11/29 $604140
GNR 2021-126 IO
GNMA 2021-126 VAR 05/63 $602548
ACH 9 06.15.32 144A
ACCENDRA HEALTH 9% 06/32 $599320
ONDK 2024-2A A
ONDECK ASSET 4.98% 10/31 $599053
HERTZ 2023-3A A
HERTZ VEHICLE 5.94% 02/28 $598969
FAIRIC 6 05.15.33 144A
FAIR ISAAC CORP 6% 05/33 $598004
GNR 2025-171 SB
GNMA 2025-171 FLT 10/55 $596904
FR TB0363
UMBS MORTPASS 6% 04/56 $595958
SOBOCN 4.911 09.01.27
SOUTH BOW 4.911% 09/27 $595762
ADNT 7 04.15.28 144A
ADIENT GLOBAL 7% 04/28 $595040
RCL 6 02.01.33 144A
ROYAL CARIBBEAN 6% 02/33 $592305
CZR 6.5 02.15.32 144A
CAESARS 6.5% 02/32 $591868
BHRAIN 7.5 09.20.47 REGS
KINGDOM OF 7.5% 09/47 $590532
BNP V5.497 05.20.30 144A
BNP PARIBAS SA VAR 05/30 $589971
GNR 2021-40 IO
GNMA 2021-40 IO VAR 02/63 $587666
FHR 5508 SN
FHLMC REMICS FLT 02/55 $587372
WLAKE 2024-1A D
WESTLAKE 6.02% 10/29 $585250
BJETS 2024-2A C
BUSINESS JET 7.974% 09/39 $585094
FNR 2025-24 SC
FNMA REMICS FLT 04/55 $580171
G2 DC6802
GNMA II 6.5% 08/54 $577990
IRM 5 07.15.28 144A
IRON MOUNTAIN 5% 07/28 $577000
ALSN 5.875 12.01.33 144A
ALLISON 5.875% 12/33 $575650
WBD 5.05 03.15.42 **
DISCOVERY 5.05% 03/42 $575250
MSC 2018-L1 D
MORGAN STANLEY 3% 10/51 $573163
STACR 2022-DNA4 M2
FHLMC STACR FLT 05/42 $570963
HONK 2022-1A A2
DRIVEN 7.393% 10/52 $569409
CAS 2023-R02 1M2
CONNECTICUT FLT 01/43 $567825
None
ROCKET SOFTWARE, INC. $565652
RKT 2.875 10.15.26 144A
ROCKET 2.875% 10/26 $565000
KGS 6.5 10.01.33 144A
KODIAK GAS 6.5% 10/33 $563952
WLSC 7.375 10.01.31 144A
WILLIAMS 7.375% 10/31 $562325
BBCMS 2023-C20 XA
BBCMS MORTGAGE VAR 07/56 $561075
FR TA6730
UMBS MORTPASS 6.5% 02/56 $560050
ENFRAG 5.375 12.30.30 REGS
ENFRAGEN 5.375% 12/30 $558411
XRX 5.5 08.15.28 144A
XEROX HOLDINGS 5.5% 08/28 $558207
FHMS K152 X1
FHLMC VAR 01/31 $557120
None
CURRENCY CONTRACT - EUR $556866
GNR 2017-9 IO
GNMA 2017-9 IO VAR 01/57 $556593
GNR 2020-194 IO
GNMA 2020-194 VAR 06/62 $556141
FHMS K066 X3
FHLMC VAR 08/45 $554967
USFOOD 6.875 09.15.28 144A
US FOODS INC 6.875% 09/28 $552106
COLOM 8 04.20.33
REPUBLIC OF 8% 04/33 $550750
FR TA4349
UMBS MORTPASS 5.5% 01/56 $550723
FR TA4348
UMBS MORTPASS 5.5% 01/56 $550442
BMO 2024-5C7 XA
BMO 2024-5C7 VAR 11/57 $550014
POWSOL 6.75 05.15.28 144A
CLARIOS 6.75% 05/28 $548780
GNR 2024-1 MS
GNMA 2024-1 MS FLT 01/54 $545198
GNR 2025-23 SL
GNMA 2025-23 SL FLT 02/55 $544411
BSCOAT 7.125 06.15.33 144a
BOND US 7.125% 06/33 $543503
ESAB 5.625 04.01.31 144A
ESAB CORP 5.625% 04/31 $541256
BWY 9.25 04.15.30 144A
MAUSER 9.25% 04/30 $540115
GVA 6.375 06.15.34 144a
GRANITE 6.375% 06/34 $539283
MONGOL 8.65 01.19.28 144A
GOVERNMENT OF 8.65% 01/28 $535312
MSBAM 2017-C34 C
MORGAN STANLEY VAR 11/52 $534585
FHMS K-153 X1
FHLMC VAR 12/32 $534559
GNR 2021-178 SA
GNMA 2021-178 FLT 10/61 $533958
G2 DB1161
GNMA II 6.5% 04/54 $531613
FN DH1949
UMBS MORTPASS 7% 06/56 $531144
GNR 2024-126 JS
GNMA 2024-126 FLT 08/54 $531135
FN DH1952
UMBS MORTPASS 7% 06/56 $530876
GNR 2020-6 IO
GNMA 2020-6 IO VAR 10/62 $530154
BLCOCN 8.375 10.01.28 144A
BAUSCH + 8.375% 10/28 $529806
KTGLLC 7.125 05.15.31 144A
CATURUS 7.125% 05/31 $529346
None
ASURION, LLC $529005
G2 MA9109
GNMA II MORTPASS 7% 08/53 $528554
SRILGB 12 04.15.28 A
Sri Lanka (Democratic Socialist Republic of) 4% $526988
FHMS K-1519 X1
FHLMC VAR 12/35 $526148
FHMS K121 X3
FHLMC VAR 11/48 $525147
MSCR 2024-MN9 B1
FHLMC MSCR FLT 10/44 $524941
GSMS 2019-GC40 E
GS MORTGAGE 3% 07/52 $524508
MFIT 2023-AA E
MARINER 11.12% 10/35 $522282
CAS 2023-R04 1M2
CONNECTICUT FLT 05/43 $520315
SMG 5.25 12.15.26
SCOTTS 5.25% 12/26 $518704
G2 DE0936
GNMA II 6.5% 08/54 $515523
TRITOB 6.4 06.26.34 REGS
REPUBLIC OF 6.4% 06/34 $514730
GNR 2023-126 IO
GNMA 2023-126 VAR 07/65 $511353
GNR 2021-147 IO
GNMA 2021-147 VAR 06/61 $510698
GEL 7.875 05.15.32
GENESIS 7.875% 05/32 $510221
GNR 2024-134 SE
GNMA 2024-134 FLT 08/54 $510096
STACR 2022-DNA3 M1B
FHLMC STACR FLT 04/42 $507584
CYH 4.75 02.15.31 144A
CHS/COMMUNITY 4.75% 02/31 $506806
STACR 2021-HQA3 B2
FHLMC STACR FLT 09/41 $506029
EART 2023-2A D
EXETER 6.32% 08/29 $505807
GNR 2021-151 IO
GNMA 2021-151 VAR 04/63 $504115
FHMS K119 X3
FHLMC VAR 09/48 $503774
DOMREP 6 02.22.33 REGS
DOMINICAN 6% 02/33 $503250
FN DG6838
UMBS MORTPASS 6% 04/56 $502913
FN DF9784
UMBS MORTPASS 6% 01/56 $500814
FHMS K124 X3
FHLMC VAR 02/49 $500327
WFCM 2024-1CHI B
WELLS FARGO VAR 07/35 $500081
FN DG3689
UMBS MORTPASS 6.5% 02/56 $500022
AIMCO 2021-14A B
AIMCO CLO 14 FLT 04/34 $500000
FKH 2020-SFR1 F1
FIRSTKEY HOMES TRUST 3.638% $500000
FHMS K-1512 X3
FHLMC VAR 10/34 $499920
JPMDB 2019-COR6 D
JPMDB 2.5% 11/52 $499172
GNR 2024-56 IO
GNMA 2024-56 IO VAR 11/65 $498483
FN DF9410
UMBS MORTPASS 6.5% 01/56 $497826
HOWMID 6.625 01.15.34 144A
HOWARD MIDSTREAM ENERGY $496838
FR TB6728
UMBS MORTPASS 6.5% 06/56 $495581
FN DG3660
UMBS MORTPASS 5.5% 03/56 $493631
None
WEC US HOLDINGS LTD. $492500
FN DG3669
UMBS MORTPASS 5.5% 03/56 $492332
GT 6.625 07.15.30
GOODYEAR 6.625% 07/30 $491824
BWXT 4.125 06.30.28 144A
BWX 4.125% 06/28 $489960
CRWV 9.625 07.15.32 144a
COREWEAVE 9.625% 07/32 $489413
GNR 2023-28 IO
GNMA 2023-28 IO VAR 02/65 $488980
CF 2019-CF2 E
CANTOR 2.5% 11/52 $485938
RHP 5.75 03.15.34 144A
RHP HOTEL 5.75% 03/34 $485893
CGCMT 2019-C7 XA
CITIGROUP VAR 12/72 $485621
GNR 2021-22 IO
GNMA 2021-22 IO VAR 05/63 $484540
GNR 2024-128 SA
GNMA 2024-128 FLT 08/54 $482178
FHMS K103 X1
FHLMC VAR 11/29 $481005
FR TA5257
UMBS MORTPASS 5.5% 01/56 $480762
GNR 2024-79 BS
GNMA 2024-79 BS FLT 05/54 $480639
GNR 2013-174 IA
GNMA 2013-174 VAR 10/53 $480637
FN DF9412
UMBS MORTPASS 6.5% 01/56 $478461
B 6.75 02.01.32 144A
GOAT HOLDCO 6.75% 02/32 $478001
FR TA7688
UMBS MORTPASS 5.5% 03/56 $477828
GNR 2025-207 CZ
GNMA 2025-207 5.5% 11/55 $477805
FHMS K754 XAM
FHLMC VAR 11/30 $476991
GOLF 5.625 12.01.33 144A
ACUSHNET CO 5.625% 12/33 $476470
FHMS K094 X1
FHLMC VAR 06/29 $476233
AER V6.95 03.10.55
AERCAP IRELAND VAR 03/55 $475047
HARMID 6.75 05.15.34 144A
HARVEST 6.75% 05/34 $473779
FHMS K082 X3
FHLMC VAR 10/46 $472595
W 7.125 05.31.34 144A
WAYFAIR LLC 7.125% 05/34 $472519
FREMF 2019-KF60 B
FREMF 2019-KF60 FLT 02/26 $470903
HESM 5.875 03.01.28 144A
HESS 5.875% 03/28 $470794
HI 7.125 02.01.33 144A
LSF12 HELIX 7.125% 02/33 $470322
FR TB2139
UMBS MORTPASS 6% 05/56 $469943
ONDK 2023-1A A
ONDECK ASSET 7% 08/30 $469337
FHMS K741 X3
FHLMC VAR 03/49 $468716
FN DG6139
UMBS MORTPASS 6.5% 04/56 $468204
ISATLN 9 09.15.29 144A
CONNECT FINCO 9% 09/29 $467877
CAS 2017-C06 1B1
FNMA FLT 02/30 $467151
BBWI 7.5 06.15.29
BATH & BODY 7.5% 06/29 $466653
KGS 5.875 04.01.31 144A
KODIAK GAS 5.875% 04/31 $466297
None
GRAHAM PACKAGING COMPANY $465807
IHOVER 7.375 05.15.33 144A
IHO 7.375% 05/33 $465760
FR TA5447
UMBS MORTPASS 6.5% 02/56 $465725
GNR 2018-85 IO
GNMA 2018-85 IO VAR 07/60 $465614
GNR 2025-1 SV
GNMA 2025-1 SV FLT 01/55 $464862
CAS 2024-R02 1M2
CONNECTICUT FLT 02/44 $463307
None
AI CANDELARIA 5.75% 06/33 $463125
FN DG6119
UMBS MORTPASS 5.5% 04/56 $462868
FN DF8756
UMBS MORTPASS 6% 12/55 $462854
FR TA7028
UMBS MORTPASS 5.5% 02/56 $462550
GNR 2022-62 IO
GNMA 2022-62 IO VAR 06/64 $462204
JHXAU 6.125 07.31.32 144A
JH NORTH 6.125% 07/32 $461244
None
REPUBLIC OF STEP 07/29 $460995
FN DH4760
UMBS MORTPASS 6.5% 06/56 $460826
DBD 7.75 03.31.30 144A
DIEBOLD 7.75% 03/30 $460116
SOAF 6.3 06.22.48 30Y
REPUBLIC OF 6.3% 06/48 $458125
FN DG6857
UMBS MORTPASS 6.5% 04/56 $458096
XYZ 6 08.15.33 144A
BLOCK INC 6% 08/33 $457140
None
LSF12 HELIX PARENT, LLC $454089
FHMS K091 X1
FHLMC VAR 03/29 $453085
WOOF 8.25 02.01.31 144A
PETCO HEALTH 8.25% 02/31 $451620
AHEDBB 6.625 05.01.28 144A
AHEAD DB 6.625% 05/28 $449709
BMARK 2024-V5 A3
BENCHMARK 5.8053% 01/57 $449682
LFT 2024-2A D
LENDMARK 5.69% 02/34 $449428
HESM 5.125 06.15.28 144A
HESS 5.125% 06/28 $449074
BRASKM 7.25 02.13.33 144A
BRASKEM 7.25% 02/33 $446600
FR TA8892
UMBS MORTPASS 6.5% 03/56 $446363
None
TEREX CORPORATION $446203
DVA 4.625 06.01.30 144A
DAVITA INC 4.625% 06/30 $446183
GNR 2021-120 IO
GNMA 2021-120 VAR 02/63 $444906
PETSAF 9.5 10.15.29 144A
CD&R SMOKEY 9.5% 10/29 $443818
WLAKE 2023-1A D
WESTLAKE 6.79% 11/28 $441863
XRX 10.25 10.15.30 144A
XEROX CORP 10.25% 10/30 $441848
FR TA8177
UMBS MORTPASS 5% 03/56 $441768
FHMS K096 X3
FHLMC VAR 08/51 $441532
COSTAR 7 04.04.44 REGS
REPUBLIC OF 7% 04/44 $436400
ABG 4.5 03.01.28
ASBURY 4.5% 03/28 $436182
FR TB5010
UMBS MORTPASS 6.5% 06/56 $436150
G2 DB7520
GNMA II MORTPASS 6% 07/54 $434081
FREMF 2018-KF54 B
FREMF 2018-KF54 FLT 11/28 $433750
FN DG2571
UMBS MORTPASS 5.5% 02/56 $431928
FNR 2025-11 SB
FNMA REMICS FLT 03/55 $431524
ELAN 4.9 08.28.28
ELANCO ANIMAL 6.4% 08/28 $431373
FHMS K104 X1
FHLMC VAR 01/30 $429937
XPO 6.25 06.01.28 144A
XPO INC 6.25% 06/28 $429401
PETRPE 4.75 06.19.32 REGS
PETROLEOS DEL 4.75% 06/32 $428750
MONGOL 8.65 01.19.28 144A
GOVERNMENT OF 8.65% 01/28 $428250
GNR 2022-52 IO
GNMA 2022-52 IO VAR 06/64 $427092
FR TA6704
UMBS MORTPASS 5.5% 02/56 $426733
FR TA5189
UMBS MORTPASS 7% 01/56 $426452
FN DG6135
UMBS MORTPASS 6.5% 04/56 $425877
BANCO V7.95 PERP REGS
BANCO DEL VAR 12/49 $424920
None
MH SUB I, LLC $424896
SERBIA 6.5 09.26.33 144A
SERBIA 6.5% 09/33 $423136
HLT 5.5 03.31.34 144A
HILTON 5.5% 03/34 $422120
FR TA9000
UMBS MORTPASS 5.5% 03/56 $420818
GNR 2024-204 SB
GNMA 2024-204 FLT 12/54 $417628
BANK 2019-BN20 D
BANK 2.5% 09/62 $416669
IHOVER 8 11.15.32 144A
IHO VERWALTUNGS 8% 11/32 $416416
GNR 2022-165 IO
GNMA 2022-165 VAR 06/64 $414346
FHMS K127 X3
FHLMC VAR 03/49 $413700
GNR 2020-2 IO
GNMA 2020-2 IO VAR 03/62 $412891
INFNAR 7.625 04.01.31 144A
INFINITY 7.625% 04/31 $412504
FREMF 2017-K62 B
FREMF 2017-K62 VAR 01/50 $412266
EOFP 6.75 09.15.33 144A
FORVIA SE 6.75% 09/33 $411864
SERBIA 6 06.12.34 REGS
SERBIA 6% 06/34 $410444
GS V7.5 PERP W
GOLDMAN SACHS VAR 12/49 $409975
VENRES 7 05.15.33 144A
PIONEER OPCO LLC 7% 05/33 $408804
None
REPUBLIC OF 6.1% 08/44 $408800
FN DF9411
UMBS MORTPASS 6.5% 01/56 $406919
FN DG3682
UMBS MORTPASS 6.5% 03/56 $406794
AESOP 2024-3A B
AVIS BUDGET 5.58% 12/30 $406691
FN DG3693
UMBS MORTPASS 6.5% 03/56 $405856
AESOP 2023-6A D
AVIS BUDGET 7.37% 12/29 $404956
FR TA8880
UMBS MORTPASS 6.5% 03/56 $404486
GRA 7 08.01.33 144A
WR GRACE 7% 08/33 $404363
FHR 5520 SE
FHLMC REMICS FLT 03/55 $404087
ANGOL 8.75 04.14.32 REGS
REPUBLIC OF 8.75% 04/32 $403256
AROC 6 02.01.34 144A
ARCHROCK 6% 02/34 $403190
FR TA4377
UMBS MORTPASS 5.5% 01/56 $403124
GSMS 2017-GS5 B
GS MORTGAGE VAR 03/50 $402496
HOWMID 7.375 07.15.32 144A
HOWARD 7.375% 07/32 $400112
PKSTAN 8.25 09.30.25 REGS
ISLAMIC 8.25% 09/25 $400000
CPGX 6.042 08.15.28 144A
COLUMBIA 6.042% 08/28 $399726
ONDK 2024-2A B
ONDECK ASSET 5.42% 10/31 $399666
BPL 4.125 12.01.27
BUCKEYE 4.125% 12/27 $399432
FR TB5000
UMBS MORTPASS 6% 06/56 $398379
ELSALV 9.5 07.15.52 REGS
REPUBLIC OF EL 9.5% 07/52 $398125
GNR 2025-69 SW
GNMA 2025-69 SW FLT 04/55 $397578
G2 DF4477
GNMA II MORTPASS 6% 12/54 $397479
GRNKEN 7.25 09.27.28 REGS
GREENKO WIND 7.25% 09/28 $396600
MIDCON 8 08.15.32 144A
MIDCONTINENT 8% 08/32 $396472
FHMS K749 XAM
FHLMC VAR 04/29 $394581
FN DG6853
UMBS MORTPASS 6.5% 04/56 $393903
CAALT 2023-3A B
CREDIT 7.09% 10/33 $393306
BIGSKY 4.75 05.15.29 144A
BOYNE USA INC 4.75% 05/29 $392997
None
GRIFOLS SA 4.75% 10/28 $392792
GNR 2021-188 IJ
GNMA 2021-188 IJ 3% 10/51 $392155
FNR 2025-57 Z
FNMA REMICS 6% 07/55 $391457
None
RAVEN ACQUISITION HOLDIN $391455
NYMT 2024-BPL3 A1
NYMT LOAN STEP 09/39 $389378
FHMS K109 X3
FHLMC VAR 05/48 $388101
FR TA5456
UMBS MORTPASS 5.5% 02/56 $388047
COMM 2024-CBM A1
COMM 2024-CBM VAR 12/41 $386776
GNR 2024-79 CS
GNMA 2024-79 CS FLT 05/54 $385164
None
DEMOCRATIC 4% 04/28 $384701
DBJPM 2016-C3 B
DBJPM 3.264% 08/49 $384086
GNR 2023-108 IO
GNMA 2023-108 VAR 08/59 $383513
AESOP 2024-3A C
AVIS BUDGET 6.11% 12/30 $382232
STYRO 9.625 03.15.29 144A
INEOS 9.625% 03/29 $382000
None
US 2YR NOTE 09/30/2026 $379054
GNR 2020-10 IO
GNMA 2020-10 IO VAR 04/62 $378434
FNR 2024-95 SE
FNMA REMICS FLT 12/54 $378316
None
AADVANTAGE LOYALTY IP LTD $377465
ATI 5.875 12.01.27
ATI INC 5.875% 12/27 $375186
GNR 2025-41 ES
GNMA 2025-41 ES FLT 03/55 $375103
FN DG3683
UMBS MORTPASS 6.5% 03/56 $374870
AVOL 6.375 05.04.28 144A
AVOLON 6.375% 05/28 $374179
AXL 6.875 07.01.28
AMERICAN 6.875% 07/28 $374013
FN DG3743
UMBS MORTPASS 5.5% 03/56 $373820
GEL 8 05.15.33
GENESIS ENERGY 8% 05/33 $373581
FN DG3684
UMBS MORTPASS 6.5% 03/56 $373341
GNR 2020-118 IO
GNMA 2020-118 VAR 06/62 $372985
ACI 5.5 03.31.31 144A
ALBERTSONS COS 5.5% 03/31 $371951
FN DG4457
UMBS MORTPASS 5.5% 03/56 $371893
CAR 5.75 07.15.27 144A
AVIS BUDGET 5.75% 07/27 $371882
FR TA0943
UMBS MORTPASS 5.5% 12/55 $371786
FR TA5679
UMBS MORTPASS 5.5% 02/56 $371655
CRGYFN 9.75 10.15.30 144A
CRESCENT 9.75% 10/30 $371000
CAS 2023-R02 1B1
CONNECTICUT FLT 01/43 $370562
FR TA5458
UMBS MORTPASS 5.5% 02/56 $370049
FHMS K743 X1
FHLMC VAR 05/28 $369903
MSC 2020-L4 D
MORGAN STANLEY 2.5% 02/53 $369402
None
WHITE CAP SUPPLY HOLDING $368699
IBP 5.625 02.01.34 144A
INSTALLED 5.625% 02/34 $367678
FR TA7664
UMBS MORTPASS 6% 03/56 $367581
GNR 2020-169 IO
GNMA 2020-169 VAR 07/62 $367456
ESAB 6.25 04.15.29 144A
ESAB CORP 6.25% 04/29 $366430
VENLNG 6.625 06.15.36 144A
VENTURE 6.625% 06/36 $365209
FN DG6862
UMBS MORTPASS 7% 04/56 $360812
GNR 2024-90 IO
GNMA 2024-90 IO VAR 07/66 $357574
FHMS K067 X3
FHLMC VAR 09/44 $356677
GNR 2025-1 KS
GNMA 2025-1 KS FLT 01/55 $355352
None
VSE CORP $355020
CMP 8 07.01.30 144A
COMPASS MINERALS 8% 07/30 $353103
FNR 2024-20 MS
FNMA REMICS FLT 05/54 $352598
WFRBS 2014-C22 C
WFRBS VAR 09/57 $351856
FN DG6828
UMBS MORTPASS 6% 04/56 $351819
OBX 2023-NQM7 A1
OBX 2023-NQM7 STEP 04/63 $350067
FN DF4315
UMBS MORTPASS 5.5% 02/56 $349861
GNR 2021-95 TA
GNMA 2021-95 TA FLT 06/61 $349701
GNR 2022-26 IO
GNMA 2022-26 IO VAR 02/64 $348953
FR TB5947
UMBS MORTPASS 6% 06/56 $348916
GNR 2025-79 HS
GNMA 2025-79 HS FLT 05/55 $348794
FN DG6840
UMBS MORTPASS 6% 04/56 $347465
FREMF 2023-KF149 CS
FREMF FLT 12/32 $347450
GNR 2025-23 SE
GNMA 2025-23 SE FLT 02/55 $346882
GNR 2021-80 IO
GNMA 2021-80 IO VAR 12/62 $346081
AXTA 4.75 06.15.27 144A
AXALTA 4.75% 06/27 $344630
ACH 9.75 06.15.33 144A
ACCENDRA 9.75% 06/33 $343980
FN BU5526
UMBS MORTPASS 5.5% 02/55 $343038
VCC 2022-4 A
VELOCITY VAR 08/52 $342271
FR TA7685
UMBS MORTPASS 5.5% 03/56 $341327
FHMR 2021-RR16 X
FHLMC VAR 10/34 $340921
FN DF9545
UMBS MORTPASS 5.5% 01/56 $340529
FN DF6909
UMBS MORTPASS 7% 01/56 $340282
PAG 3.75 06.15.29
PENSKE 3.75% 06/29 $339891
AER 6.1 01.15.27
AERCAP IRELAND 6.1% 01/27 $337631
FN DG6834
UMBS MORTPASS 6% 04/56 $337326
None
CURRENCY CONTRACT - JPY $337320
FHMS K-150 X1
FHLMC VAR 09/32 $336477
RIG 8.75 02.15.30 144A
TRANSOCEAN 8.75% 02/30 $334865
G2 DG8827
GNMA II MORTPASS 6% 01/55 $334402
FN DF9799
UMBS MORTPASS 6% 01/56 $331687
FREMF 2020-KF76 B
FREMF 2020-KF76 FLT 01/30 $330762
MCAS 2024-01 M7
MULTIFAMILY FLT 07/54 $329885
CZR 6.5 02.15.32 REGS
Caesars Entertainment Inc. 6.5% $328600
FN DG1597
UMBS MORTPASS 6.5% 02/56 $328439
FHMS K-152 A1
FHLMC 3.78% 01/32 $327877
FHMS KG02 X1
FHLMC VAR 08/29 $327791
COMM 2014-CR19 E
COMM VAR 08/47 $327747
None
GNMA 2023-46 IO VAR 07/65 $327320
ELSALV 7.1246 01.20.50 REGS
REPUBLIC OF 7.1246% 01/50 $327250
BMILK 2018-1A B1R
BUTTERMILK PARK FLT 10/31 $326901
G2 MB0697
GNMA II FLT 10/55 $326433
NRG 6.125 05.15.36 144A
NRG ENERGY 6.125% 05/36 $325108
CAS 2024-R05 2M2
CONNECTICUT FLT 07/44 $325091
CAFL 2019-2 E
COREVEST VAR 06/52 $323440
ENBCN V8.25 01.15.84 NC5
ENBRIDGE INC VAR 01/84 $321980
STACR 2018-DNA3 B1
FHLMC STACR FLT 09/48 $320816
ARDHF
ARDAGH GROUP SA COMMON $320636
SFRFP 9.5 11.01.29 144A
ALTICE FRANCE 9.5% 11/29 $320155
MGM 4.625 09.01.26
MGM RESORTS 4.625% 09/26 $319876
FR QJ8234
UMBS MORTPASS 5% 11/54 $319798
CAFL 2019-3 E
COREVEST VAR 10/52 $319714
GNR 2020-100 IO
GNMA 2020-100 VAR 05/62 $318681
FN DH1951
UMBS MORTPASS 7% 06/56 $318554
None
CAESARS 6.5% 02/32 $316649
VTLE 9.75 10.15.30
VITAL ENERGY 9.75% 10/30 $314827
GNR 2024-151 JS
GNMA 2024-151 FLT 09/54 $313968
SRILGB 12 03.15.33 A
Sri Lanka (Democratic Socialist Republic of) 3.35% $313807
GNR 2023-102 BG
GNMA 2023-102 5.5% 07/53 $310346
FR TA5435
UMBS MORTPASS 6.5% 02/56 $310331
FR TA8875
UMBS MORTPASS 6.5% 03/56 $309605
GNR 2025-1 SU
GNMA 2025-1 SU FLT 01/55 $309547
EART 2023-1A D
EXETER 6.69% 06/29 $309319
GEL 8.25 01.15.29
GENESIS 8.25% 01/29 $307849
BMARK 2024-V5 C
BENCHMARK VAR 01/57 $307700
GNR 2024-126 AS
GNMA 2024-126 FLT 08/54 $306640
NCX 4.25 05.15.29 144A
NOVA 4.25% 05/29 $306552
CRS 5.625 03.01.34 144A
CARPENTER 5.625% 03/34 $306355
SFRFP 6.875 07.15.32 144A
ALTICE 6.875% 07/32 $305216
GNR 2020-120 IO
GNMA 2020-120 VAR 05/62 $304386
FHMS K090 X3
FHLMC VAR 10/29 $304280
FR TA5449
UMBS MORTPASS 6.5% 02/56 $302038
FHMR 2020-RR14 X
FHLMC VAR 03/34 $301960
BMO 2024-5C7 AS
BMO 2024-5C7 VAR 11/57 $301700
GNR 2024-127 SE
GNMA 2024-127 FLT 08/54 $301446
FR TB5954
UMBS MORTPASS 6.5% 06/56 $300601
HSBC V7.39 11.03.28
HSBC HOLDINGS VAR 11/28 $300463
SRILGB 12 02.15.38 A
Sri Lanka (Democratic Socialist Republic of) 3.6% $300457
G2 DC6423
GNMA II MORTPASS 6% 06/54 $299723
FMMSR 2022-GT1 B
FMC GMSR 7.17% 04/27 $299629
ELKGVP 7.5 06.15.31 144A
ELK GROVE 7.5% 06/31 $297775
CAFL 2019-1 E
COREVEST VAR 03/52 $296605
FR TA5448
UMBS MORTPASS 5.5% 02/56 $295984
MGM 5.5 04.15.27
MGM RESORTS 5.5% 04/27 $295618
GNR 2025-124 CS
GNMA 2025-124 FLT 07/55 $295553
JHXAU 5.875 01.31.31 144A
JH NORTH 5.875% 01/31 $295465
GNR 2023-26 IO
GNMA 2023-26 IO VAR 04/65 $294586
FNR 2025-7 SE
FNMA REMICS FLT 02/55 $292264
XRX 8.875 11.30.29 144A
XEROX 8.875% 11/29 $291600
FHR 5565 UZ
FHLMC REMICS 6% 08/55 $291138
FN DF8915
UMBS MORTPASS 5.5% 01/56 $289434
GNR 2020-64 IO
GNMA 2020-64 IO VAR 07/62 $288585
PARCRT 0 06.05.34 REGS
BIOCEANICO ZERO 06/34 $288384
FNR 2024-92 SH
FNMA REMICS FLT 12/54 $286653
VENTGL 6 05.01.36 144A
VENTURE GLOBAL 6% 05/36 $285584
None
BELRON FINANCE 2019 LLC $285516
G2 DC4815
GNMA II 6.5% 07/54 $284474
SDART 2023-4 B
SANTANDER 5.77% 12/28 $282311
GNR 2024-30 SC
GNMA 2024-30 SC FLT 02/54 $281969
FHMS K068 X3
FHLMC VAR 10/44 $281548
GNR 2024-110 SC
GNMA 2024-110 FLT 07/54 $280980
GNR 2020-28 IO
GNMA 2020-28 IO VAR 11/61 $277607
FREMF 2021-K126 X2A
FREMF 0.1% 01/54 $274146
FREMF 2018-KW07 B
FREMF 2018-KW07 VAR 10/31 $274118
FFIN 2023-1A D
FOUNDATION 9.18% 12/43 $273884
GNR 2025-1 SL
GNMA 2025-1 SL FLT 01/55 $271626
BSPRT 2021-FL7 D
BSPRT 2021-FL7 FLT 12/38 $271621
FHMS K082 X1
FHLMC VAR 09/28 $271454
FR TA6726
UMBS MORTPASS 6.5% 03/56 $271132
FR TA9432
UMBS MORTPASS 6.5% 04/56 $270174
FR TA6746
UMBS MORTPASS 6.5% 02/56 $270026
G2 DD1553
GNMA II 6.5% 08/54 $270000
FR TA5178
UMBS MORTPASS 6% 02/56 $269553
MRCD 2019-PARK E
MRCD 2.71752% 12/36 $269000
G2 CZ7222
GNMA II 6.5% 08/54 $266787
NPO 6.125 06.01.33 144A
ENPRO INC 6.125% 06/33 $266626
LDPT 2022-A D
LENDINGPOINT 4.54% 06/29 $266577
GT 5.25 07.15.31
GOODYEAR TIRE 5.25% 07/31 $265582
GNR 2024-110 AS
GNMA 2024-110 FLT 07/54 $265474
FN DG6141
UMBS MORTPASS 7% 04/56 $265229
GNR 2019-154 IO
GNMA 2019-154 VAR 09/61 $261743
BSPRT 2021-FL7 E
BSPRT 2021-FL7 FLT 12/38 $261323
FHMS K130 X1
FHLMC VAR 06/31 $261123
GNR 2024-64 SV
GNMA 2024-64 SV FLT 04/54 $261052
STACR 2023-DNA1 M1A
FHLMC STACR FLT 03/43 $260619
SM 6.5 07.15.28
SM ENERGY CO 6.5% 07/28 $260491
FN DH3702
UMBS MORTPASS 6.5% 06/56 $260487
FN DG2878
UMBS MORTPASS 5.5% 02/56 $260460
FR TA5442
UMBS MORTPASS 6.5% 02/56 $259058
FR TA1190
UMBS MORTPASS 5.5% 11/55 $258926
FR TA7116
UMBS MORTPASS 6.5% 03/56 $258810
STACR 2017-DNA2 B1
FHLMC STACR FLT 10/29 $258781
None
MH SUB I, LLC $256746
NWL 7.375 04.01.36
NEWELL 7.375% 04/36 $255624
GNR 2022-210 IO
GNMA 2022-210 VAR 07/64 $254853
FHMS K759 X3
FHLMC VAR 02/57 $254161
DNKN 2021-1A A23
DB MASTER 2.791% 11/51 $253177
G2 DB7642
GNMA II 6.5% 07/54 $251680
GNR 2022-7 SA
GNMA 2022-7 SA FLT 02/64 $250723
FHMS K514 X1
FHLMC VAR 12/28 $250679
CIFC 2014-1A BR2
CIFC FUNDING FLT 01/31 $250428
G2 DC6462
GNMA II MORTPASS 6% 06/54 $249792
BHCCN 5 02.15.29 144A
BAUSCH HEALTH 5% 02/29 $249782
NWL 6.875 04.01.36
NEWELL 7.375% 04/36 $249011
GNR 2023-144 IB
GNMA 2023-144 VAR 12/64 $248913
FN DF3947
UMBS MORTPASS 5.5% 12/55 $248473
FREMF 2020-K118 X2A
FREMF 0.1% 10/53 $247136
G2 DC4838
GNMA II 6.5% 07/54 $246868
BWXT 4.125 06.30.28 144A
BWX 4.125% 06/28 $244980
FREMF 2019-K91 C
FREMF 2019-K91 VAR 04/51 $242000
BANK 2020-BN28 XA
BANK 2020-BNK28 VAR 03/63 $241670
LHOME 2023-RTL1 A1
LHOME MORTGAGE STEP 01/28 $241518
FR TA7125
UMBS MORTPASS 6.5% 03/56 $239255
ATI 7.25 08.15.30
ATI INC 7.25% 08/30 $239245
FNR 2024-58 BS
FNMA REMICS FLT 08/54 $239110
CE 1.4 08.05.26
CELANESE US 1.4% 08/26 $238951
GNR 2023-113 SJ
GNMA 2023-113 FLT 08/53 $238910
FN DG1598
UMBS MORTPASS 6.5% 02/56 $238687
FN DA6408
UMBS MORTPASS 8% 12/53 $238376
GNR 2024-27 GB
GNMA 2024-27 GB 5% 02/54 $238103
GNR 2025-7 SL
GNMA 2025-7 SL FLT 01/55 $237247
FHMS K-1516 X3
FHLMC VAR 10/38 $235984
FHMS Q014 X
FHLMC VAR 10/55 $235595
DTV 5.875 08.15.27 144A
DIRECTV 5.875% 08/27 $234864
G2 DG1004
GNMA II MORTPASS 6% 12/54 $234638
FR QH8542
UMBS MORTPASS 8% 01/54 $234588
FHMS K119 X1
FHLMC VAR 09/30 $233267
FR TA5975
UMBS MORTPASS 5.5% 01/56 $230283
GNR 2024-126 HS
GNMA 2024-126 FLT 08/54 $229649
FHR 5413 KS
FHLMC REMICS FLT 05/54 $229133
WLSC 7.375 10.01.31 144A
WILLIAMS 7.375% 10/31 $229095
FR TA6727
UMBS MORTPASS 6.5% 02/56 $228860
ATI 7.25 08.15.30
ATI INC 7.25% 08/30 $228843
FR TA7120
UMBS MORTPASS 6.5% 02/56 $228513
FHMS K071 X3
FHLMC VAR 11/45 $228495
G2 DB1838
GNMA II 6.5% 03/54 $228211
GNR 2024-112 SA
GNMA 2024-112 FLT 07/54 $226734
WBD 3.755 03.15.27 **
DISCOVERY 3.755% 03/27 $225902
G2 MA8649
GNMA II MORTPASS 6% 02/53 $224244
FHMS K083 X1
FHLMC VAR 09/28 $223943
GNR 2024-190 CS
GNMA 2024-190 FLT 11/54 $222821
FN BS9738
FNMA MORTPASS 4.97% 10/30 $222612
LYV 3.75 01.15.28 144A
LIVE NATION 3.75% 01/28 $220791
SM 6.5 07.15.28
SM ENERGY CO 6.5% 07/28 $220416
FHMS K742 X3
FHLMC VAR 04/28 $219602
FSBIOE 8.625 06.25.33 144A
FS 8.625% 06/33 $219075
GNR 2025-7 QS
GNMA 2025-7 QS FLT 01/55 $218490
FR TA6600
UMBS MORTPASS 6.5% 01/56 $218322
BANK 2020-BN26 E
BANK 2.5% 03/63 $217745
FN DF9407
UMBS MORTPASS 6.5% 01/56 $217073
GNR 2021-35 IO
GNMA 2021-35 IO VAR 12/62 $215810
FR TA9439
UMBS MORTPASS 6% 03/56 $215318
STAR 2020-INV1 B2
STARWOOD 4.261% 11/55 $214170
FN DF9406
UMBS MORTPASS 6.5% 01/56 $214081
FR TB3715
UMBS MORTPASS 7% 05/56 $212519
FR TB3717
UMBS MORTPASS 7% 05/56 $212459
FR TB3725
UMBS MORTPASS 7% 05/56 $212343
FR TB3721
UMBS MORTPASS 7% 05/56 $212339
GNR 2021-82 TA
GNMA 2021-82 TA FLT 04/61 $212138
G2 DF4461
GNMA II MORTPASS 6% 12/54 $211485
SFRFP 5.125 07.15.29 REGS
Altice France S.A 5.125% $211250
GNR 2024-159 AS
GNMA 2024-159 FLT 10/54 $210545
FR TA7117
UMBS MORTPASS 6.5% 03/56 $209587
None
INSTITUTO 6.75% 10/31 $208788
FR WN2326
FHLMCGLD 4.45% 12/32 $207939
EART 2022-3A D
EXETER 6.76% 09/28 $206746
G2 DD0243
GNMA II 6.5% 07/54 $206740
FHR 5580 UZ
FHLMC REMICS 6% 09/55 $206221
SFLY 8.5 10.01.27 144A
SHUTTERFLY 8.5% 10/27 $205596
FN DA6398
UMBS MORTPASS 8% 01/54 $205187
BMARK 2023-V3 A3
BENCHMARK VAR 07/56 $204925
GNR 2021-153 SA
GNMA 2021-153 FLT 08/61 $203774
G2 DG1019
GNMA II MORTPASS 6% 11/54 $203426
JPMCC 2016-JP2 A4
JP MORGAN 2.8218% 08/49 $203253
DAN 4.25 09.01.30
DANA INC 4.25% 09/30 $203145
BBCMS 2021-C11 XB
BBCMS MORTGAGE VAR 09/54 $202535
SOAF 7.3 04.20.52 30Y
REPUBLIC OF 7.3% 04/52 $201900
AZURGY 8.125 01.23.30 REGS
AZULE ENERGY 8.125% 01/30 $201752
FREMF 2020-K115 X2A
FREMF 0.1% 09/53 $201123
MSCR 2021-MN2 B1
FHLMC MSCR FLT 07/41 $201102
EGYPT 7.3 09.30.33 REGS
ARAB REPUBLIC 7.3% 09/33 $200376
FR TA1618
UMBS MORTPASS 5.5% 12/55 $200003
FREMF 2020-K109 X2A
FREMF 0.1% 05/53 $199993
MEDCIJ 6.375 01.30.27 REGS
MEDCO BELL 6.375% 01/27 $199900
GT 5.25 07.15.31
GOODYEAR TIRE 5.25% 07/31 $199187
FHMS K738 X1
FHLMC VAR 01/27 $199109
FR QX2328
UMBS MORTPASS 5.5% 01/55 $198999
FR TB5946
UMBS MORTPASS 6% 06/56 $195162
G2 DG8841
GNMA II MORTPASS 6% 01/55 $194866
HGI 2022-FL3 E
HGI CRE CLO FLT 04/37 $194679
G2 DC6424
GNMA II MORTPASS 6% 06/54 $193486
FIBCOP 6 09.30.34 144A
FIBERCOP SPA 6% 09/34 $192480
FHR 5562 Z
FHLMC REMICS 6% 07/55 $191319
FREMF 2018-K155 X2A
FREMF 0.1% 04/33 $190552
FN DF1409
UMBS MORTPASS 5.5% 01/56 $190075
ACAR 2022-2 E
AMERICAN 6.57% 06/28 $190008
G2 DG1027
GNMA II MORTPASS 6% 12/54 $189004
FHMS KC05 X1
FHLMC VAR 06/27 $188887
SFRFP 6.5 03.15.32 144A
ALTICE FRANCE 6.5% 04/32 $187543
MONGOL 4.45 07.07.31 REGS
GOVERNMENT OF 4.45% 07/31 $187500
DRSLF 2018-64A A
DRYDEN 64 CLO FLT 04/31 $186784
FR TB5956
UMBS MORTPASS 6.5% 06/51 $186648
HSBC V4.6 PERP
HSBC HOLDINGS VAR 12/49 $186645
G2 DE4373
GNMA II MORTPASS 6% 09/54 $185932
G2 DA1123
GNMA II 6.5% 07/54 $185899
CSCHLD 5.375 02.01.28 144A
CSC HOLDINGS 5.375% 02/28 $185773
GNR 2019-155 IO
GNMA 2019-155 VAR 07/61 $185478
SFRFP 6.5 04.15.32 144A
ALTICE FRANCE 6.5% 04/32 $183951
MSCR 2025-MN10 B1
FHLMC MSCR FLT 02/45 $183720
G2 DA0802
GNMA II 6.5% 05/54 $181428
FN BS3377
FNMA MORTPASS 1.72% 10/31 $177984
G2 DE4370
GNMA II MORTPASS 6% 09/54 $176802
GNR 2021-107 XI
GNMA 2021-107 XI 3% 06/51 $176794
VCC 2022-3 A
VELOCITY VAR 06/52 $175918
ZIGGO 5 01.15.32 144a
VZ SECURED 5% 01/32 $175682
HINTT 2022-A D
HINNT 2022-A 6.5% 05/41 $175150
FR TB0377
UMBS MORTPASS 6% 04/56 $174477
G2 DG1018
GNMA II MORTPASS 6% 12/54 $173605
OBX 2023-NQM6 A1
OBX 2023-NQM6 STEP 07/63 $173198
FREMF 2020-K116 X2A
FREMF 0.1% 09/52 $172950
FRSTST 4 07.31.29 144A
FIRST STUDENT 4% 07/29 $172846
GNR 2022-141 IO
GNMA 2022-141 VAR 06/64 $172819
FHR 5565 ZU
FHLMC REMICS 6% 08/55 $172767
FHMS K097 X3
FHLMC VAR 09/46 $171420
CD 2016-CD2 C
CD 2016-CD2 VAR 11/49 $171164
FR TA6062
UMBS MORTPASS 5.5% 02/56 $170980
ADT 4.875 07.15.32 144A
ADT SECURITY 4.875% 07/32 $170128
FR TA4276
UMBS MORTPASS 5.5% 01/56 $169803
FHMS K065 X3
FHLMC VAR 07/45 $169283
NRZT 2018-3A A1C
NEW RESIDENTIAL VAR 05/58 $166166
COLT 2023-2 A1
COLT 2023-2 STEP 07/68 $166143
FR TB0366
UMBS MORTPASS 6.5% 04/56 $165865
NRMLT 2022-SFR1 E1
NEW 3.55% 02/39 $165215
FN BS9607
FNMA MORTPASS 5.06% 09/30 $164653
JELD 4.875 12.15.27 144A
JELD-WEN INC 4.875% 12/27 $164348
FR TB4997
UMBS MORTPASS 6% 06/51 $163931
FHMS K745 X1
FHLMC VAR 08/28 $163906
G2 DG8829
GNMA II MORTPASS 6% 01/55 $162869
G2 DB1521
GNMA II MORTPASS 6% 04/54 $161987
G2 DF4458
GNMA II MORTPASS 6% 12/54 $161685
MSCR 2021-MN1 M1
FHLMC MSCR FLT 01/51 $161588
FHMS K088 X1
FHLMC VAR 01/29 $161294
FN DF5185
UMBS MORTPASS 5.5% 12/55 $159658
BANK 2022-BNK39 XA
BANK 2022-BNK39 VAR 02/55 $159351
FHMS K062 X3
FHLMC VAR 01/45 $158075
G2 CW1603
GNMA II 6.5% 12/53 $157240
FR TA6729
UMBS MORTPASS 6.5% 02/56 $156703
FN DH1075
UMBS MORTPASS 6.5% 05/56 $156112
KNIRIV 7.75 05.01.31 144a
KNIFE RIVER 7.75% 05/31 $155612
FR TB5018
UMBS MORTPASS 6.5% 06/51 $155425
BX 2022-LBA6 A
BX TRUST FLT 01/39 $154951
G2 DE0930
GNMA II 6.5% 08/54 $153670
GNR 2024-121 IO
GNMA 2024-121 VAR 07/66 $152230
DOMREP 6 02.22.33 144A
DOMINICAN 6% 02/33 $150975
FREMF 2019-K735 B
FREMF 2019-K735 VAR 05/26 $150000
None
TRANSDIGM INC. $148272
CGCMT 2017-P7 C
CITIGROUP VAR 04/50 $147005
ROCKIE 4.8 05.15.30 144A
ROCKIES 4.8% 05/30 $146742
FN DG2059
UMBS MORTPASS 6.5% 02/56 $145772
FR TB5016
UMBS MORTPASS 6.5% 06/56 $145686
FR TB5015
UMBS MORTPASS 6.5% 06/56 $145641
FN DH1936
UMBS MORTPASS 6.5% 06/56 $145351
FHR 5587 ZU
FHLMC REMICS 6% 10/55 $144655
GCAR 2022-2A D
GLS AUTO 6.15% 04/28 $144118
JPMBB 2015-C33 C
JPMBB VAR 12/48 $143956
None
QXO BUILDING PRODUCTS, I $143298
CIEN 4 01.31.30 144A
CIENA CORP 4% 01/30 $142806
FN DG0277
UMBS MORTPASS 5.5% 12/55 $141269
LCLC 2022-NP1 CERT
LENDINGCLUB LOAN 0% 03/37 $140238
SFRFP 10.5 05.15.27 REGS
Altice France Holdings S A 10.5% $140000
FHMS K063 X3
FHLMC VAR 02/45 $138356
FREMF 2020-K105 X2A
FREMF 0.1% 03/53 $137017
SDART 2022-7 C
SANTANDER 6.69% 03/31 $136472
GNR 2022-106 IO
GNMA 2022-106 VAR 02/64 $135493
THRM 2022-2A B
THEOREM 9.27% 12/28 $134629
G2 DG1015
GNMA II MORTPASS 6% 12/54 $134240
FHMS K078 X1
FHLMC VAR 06/28 $133377
FREMF 2023-K752 X2A
FREMF 0.1% 09/60 $133075
GNR 2021-78 IB
GNMA 2021-78 IB 3% 05/51 $132081
FREMF 2020-KSG1 X2A
FREMF 0.1% 09/30 $128097
GNR 2021-60 IO
GNMA 2021-60 IO VAR 05/63 $127104
G2 DK7461
GNMA II 6.5% 07/55 $126607
G2 DG8828
GNMA II MORTPASS 6% 01/55 $126160
FN DH1934
UMBS MORTPASS 6.5% 06/56 $124827
None
CURRENCY CONTRACT - JPY $122546
FREMF 2019-K92 X2A
FREMF 2019-K92 0.1% 04/29 $121897
GNR 2021-185 IO
GNMA 2021-185 VAR 11/63 $118824
CWHL 2006-OA5 2A1
CHL MORTGAGE FLT 04/46 $118488
FHMS K740 X1
FHLMC VAR 09/27 $116782
GNR 2021-224 IO
GNMA 2021-224 VAR 04/64 $116133
BBWI 6.75 07.01.36
BATH & BODY 6.75% 07/36 $114301
None
EURO-BUND 09/08/2026 $114295
IRM 6.25 01.15.33 144A
IRON MOUNTAIN 6.25% 01/33 $114078
NRZT 2019-NQM5 A1
NEW RESIDENTIAL VAR 11/59 $112912
SPB 3.875 03.15.31 144A
SPECTRUM 3.875% 03/31 $112239
GNR 2023-15 IO
GNMA 2023-15 IO VAR 08/64 $111455
None
CURRENCY CONTRACT - USD $110173
FN DF9558
UMBS MORTPASS 5.5% 01/56 $110124
None
GFL 4.375% 08/29 $107115
FN DH1091
UMBS MORTPASS 7% 05/56 $106221
FN DH1092
UMBS MORTPASS 7% 05/56 $106196
GNR 2022-134 IO
GNMA 2022-134 VAR 06/64 $105268
G2 DF5278
GNMA II MORTPASS 6% 10/54 $105244
NSCO 5.5 04.15.29 144A
NESCO HOLDINGS 5.5% 04/29 $104386
FN DH1076
UMBS MORTPASS 6.5% 05/56 $104061
FN DH1078
UMBS MORTPASS 6.5% 05/56 $104036
FN DH1080
UMBS MORTPASS 6.5% 05/56 $103992
G2 DC8319
GNMA II MORTPASS 6% 07/54 $100951
TCN 2022-SFR1 E2
TRICON 5.739% 04/39 $100082
None
TUCIELO 2025-ASSICIATION $100000
None
TUCIELO 2025-ASSICIATION $100000
GHANA 0 07.03.26 144A
REPUBLIC OF ZERO 07/26 $99720
TRPCN V5.5 09.15.79
TRANSCANADA VAR 09/79 $99179
PAID 2021-3 C
PAGAYA AI 3.27% 05/29 $99156
G2 DG8843
GNMA II MORTPASS 6% 01/55 $98905
G2 DG8826
GNMA II MORTPASS 6% 12/54 $98395
G2 DE0928
GNMA II MORTPASS 6% 12/54 $96931
G2 DD9114
GNMA II MORTPASS 6% 09/54 $96821
GNR 2021-61 IO
GNMA 2021-61 IO VAR 08/63 $96347
GNR 2015-33 IO
GNMA 2015-33 IO VAR 02/56 $96077
WFRBS 2014-C22 B
WFRBS VAR 09/57 $94375
FREMF 2020-K740 X2A
FREMF 0.1% 11/52 $93928
G2 DA0555
GNMA II 6.5% 02/54 $93541
LCLC 2022-P2 CERT
LENDINGCLUB LOAN 0% 04/37 $93057
FHMS K085 X3
FHLMC VAR 12/45 $92314
GNR 2016-165 IO
GNMA 2016-165 VAR 12/57 $91973
CHTR 5.375 04.01.38
CHARTER 5.375% 04/38 $88425
FHMS K737 X3
FHLMC VAR 01/48 $88265
DY 4.5 04.15.29 144A
DYCOM 4.5% 04/29 $87811
G2 DB7182
GNMA II MORTPASS 6% 06/54 $86243
FHMS K060 X3
FHLMC VAR 12/44 $83640
WFCM 2022-C62 C
WELLS FARGO VAR 04/55 $83042
G2 DB9010
GNMA II MORTPASS 6% 06/54 $82940
FN DF8198
UMBS MORTPASS 5.5% 01/56 $79865
G2 787307
GNMA II 6.5% 03/54 $79119
BVCLN 2024-CAR1 C
BAYVIEW FLT 12/31 $78984
HTZ 4.625 12.01.26 144A
HERTZ 4.625% 12/26 $78882
HGVT 2022-1D D
HILTON GRAND 6.79% 06/34 $78769
SFRFP 10 01.15.33 144A
ALTICE FRANCE 10% 01/33 $78523
None
CURRENCY CONTRACT - USD $78460
FHMS K114 X1
FHLMC VAR 06/30 $78186
G2 DA1146
GNMA II 6.5% 08/54 $77021
AESOP 2020-1A C
AVIS BUDGET 3.02% 08/26 $76828
LCLC 2022-P1 CERT
LENDINGCLUB LOAN 0% 03/37 $76706
DRMT 2022-2 A1
DEEPHAVEN VAR 03/67 $76489
FREMF 2021-K126 X2B
FREMF 0.1% 01/54 $76155
G2 DG8840
GNMA II MORTPASS 6% 01/55 $76061
FREMF 2020-K109 X2B
FREMF 0.1% 05/53 $76060
FHMS K144 X1
FHLMC VAR 04/32 $74534
BVCLN 2024-CAR1 D
BAYVIEW FLT 12/31 $72205
FHMS K072 X1
FHLMC VAR 12/27 $71412
EART 2022-4A D
EXETER 5.98% 12/28 $70046
G2 DE0971
GNMA II MORTPASS 6% 09/54 $69902
DEXAXL 7.5 04.15.32 144A
DEXKO GLOBAL 7.5% 04/32 $69505
G2 DA2943
GNMA II 6.5% 08/54 $69493
None
CURRENCY CONTRACT - NZD $67492
BX 2021-21M A
BX COMMERCIAL FLT 10/36 $65899
FNA 2019-M11 X1
FNMA-ACES VAR 06/29 $64919
CAS 2021-R02 2B1
CONNECTICUT FLT 11/41 $64579
G2 DG0986
GNMA II MORTPASS 6% 11/54 $64171
G2 DG8812
GNMA II MORTPASS 6% 12/54 $63646
MFRA 2021-NQM1 A1
MFA 2021-NQM1 VAR 04/65 $63461
FNA 2020-M31 AB
FNMA-ACES 0.5% 10/32 $63007
WFCM 2015-C29 D
WELLS FARGO VAR 06/48 $62819
TRS 4.125 04.15.29 144A
TRIMAS CORP 4.125% 04/29 $62427
G2 DC8318
GNMA II MORTPASS 6% 07/54 $61289
G2 DG8871
GNMA II MORTPASS 6% 01/55 $60247
None
CURRENCY CONTRACT - USD $59780
FHMR 2020-RR06 AX
FHLMC VAR 10/28 $58042
FHMS K095 XAM
FHLMC VAR 06/29 $57425
LUMN 4.125 04.15.30 144a
LUMEN 4.125% 04/30 $55632
BIGBRS 6.625 01.31.29 144A
BIG RIVER 6.625% 01/29 $55094
None
EURO-SCHATZ 09/08/2026 $54923
G2 DD9127
GNMA II 6.5% 07/49 $54609
BANK 2017-BNK5 D
BANK 2017-BNK5 VAR 06/60 $54457
FREMF 2020-K118 X2B
FREMF 0.1% 10/53 $53725
GNR 2021-141 SA
GNMA 2021-141 FLT 06/63 $51897
G2 DG8842
GNMA II MORTPASS 6% 01/55 $51607
CHTR 6.65 02.01.34
CHARTER 6.65% 02/34 $51070
G2 DG1038
GNMA II MORTPASS 6% 11/54 $49624
FREMF 2020-K115 X2B
FREMF 0.1% 09/53 $48831
HERTZ 2023-1A C
HERTZ VEHICLE 6.91% 06/27 $48682
None
NOVA 4.25% 05/29 $48659
NZES 2021-GNT1 A
NRZ EXCESS 3.474% 11/26 $48606
FREMF 2020-K739 X2A
FREMF 0.1% 11/53 $47432
FHMS Q012 X
FHLMC VAR 09/35 $46510
OPTN 2024-3 B
OPORTUN 5.48% 08/29 $44471
G2 DG8794
GNMA II MORTPASS 6% 12/54 $43825
FHMS K-1514 X1
FHLMC VAR 10/34 $41732
FREMF 2020-K116 X2B
FREMF 0.1% 09/52 $41452
UPSPT 2022-PT2 A
UPSTART VAR 02/30 $39579
MSBAM 2015-C23 B
MORGAN STANLEY VAR 07/50 $38730
FHMS K101 X1
FHLMC VAR 10/29 $38450
FREMF 2020-K122 X2B
FREMF 0.1% 01/54 $38398
None
CURRENCY CONTRACT - NZD $37837
FHMS K084 X3
FHLMC VAR 11/28 $37425
FREMF 2020-K105 X2B
FREMF 0.1% 03/53 $36453
G2 DD8033
GNMA II 6.5% 08/54 $35185
FREMF 2019-KW09 X2A
FREMF 0.1% 05/29 $34596
FREMF 2019-KW10 X2A
FREMF 0.1% 10/32 $34007
None
CURRENCY CONTRACT - USD $33343
GLD12 2016-12A CR
GOLDENTREE LOAN FLT 07/30 $33230
FHMR 2020-RR12 X
FHLMC VAR 10/27 $32832
FN BM7859
FNMA MORTPASS FLT 11/55 $32746
AAL 3.95 07.11.30 B
AMERICAN 3.95% 01/32 $32711
DTAOT 2023-1A C
DT AUTO OWNER 5.55% 10/28 $31841
FHMS K083 X3
FHLMC VAR 11/46 $31740
G2 DB7470
GNMA II 6.5% 06/54 $31360
FREMF 2019-K92 X2B
FREMF 2019-K92 0.1% 07/29 $29859
FREMF 2023-K752 X2B
FREMF 0.1% 08/30 $29774
GNR 2014-181 SL
GNMA 2014-181 FLT 12/44 $29218
FHMS K737 X1
FHLMC VAR 10/26 $28789
None
RAVEN ACQUISITION HOLDIN $28243
UPSPT 2022-PT3 A
UPSTART VAR 04/30 $28195
CGCMT 2018-C6 XA
CITIGROUP VAR 11/51 $27667
FREMF 2018-K155 X2B
FREMF 0.1% 05/33 $27650
FHMS K064 X1
FHLMC VAR 03/27 $26289
FREMF 2020-K740 X2B
FREMF 0.1% 11/52 $26215
ELAN 4.9 08.28.28
ELANCO ANIMAL 6.4% 08/28 $25677
ATI 4.875 10.01.29
ATI INC 4.875% 10/29 $24688
FREMF 2018-KF53 B
FREMF 2018-KF53 FLT 10/25 $24601
FREMF 2019-KW09 X2B
FREMF 0.1% 06/29 $24298
SFLY 9.75 10.01.27 144A
SHUTTERFLY 9.75% 10/27 $22935
LDPT 2022-C C
LENDINGPOINT 8.68% 02/30 $22680
None
ALTICE FRANCE SA $22521
FNA 2022-M2 X2
FNMA-ACES VAR 01/32 $22073
FNA 2020-M3 X1
FNMA-ACES VAR 02/30 $21506
UAL 3.65 10.07.25 16-2
UNITED 3.65% 10/25 $21457
FREMF 2018-KF43 B
FREMF 2018-KF43 FLT 01/28 $20967
GNR 2021-142 XI
GNMA 2021-142 XI 3% 08/51 $20689
G2 DD8029
GNMA II 6.5% 08/54 $17626
FHMS K742 X1
FHLMC VAR 03/28 $17601
None
REPUBLIC OF ZERO 07/26 $17550
FREMF 2020-K739 X2B
FREMF 0.1% 11/53 $16303
GNR 2020-150 IO
GNMA 2020-150 VAR 12/62 $15949
CGCMT 2018-C5 XA
CITIGROUP VAR 06/51 $15540
FREMF 2017-K724 D
FREMF ZERO 12/49 $15174
VCC 2018-1 A
VELOCITY 3.59% 04/48 $12541
FREMF 2020-KSG1 X2B
FREMF 0.1% 09/30 $11335
CGCMT 2015-P1 D
CITIGROUP 3.225% 09/48 $10469
FREED 2022-1FP D
FREED ABS 3.35% 03/29 $10090
IAGLN 8.375 11.15.28 144A
BRITISH 8.375% 11/28 $5722
None
ALTICE FRANCE SA ZERO $5453
GNR 2022-4 IO
GNMA 2022-4 IO VAR 03/64 $4915
FREMF 2019-KW10 X2B
FREMF 0.1% 10/32 $4161
FREMF 2018-KF50 B
FREMF 2018-KF50 FLT 07/28 $3319
FHMS K068 X1
FHLMC VAR 08/27 $2614
G2 DE1872
GNMA II 6.5% 08/54 $2425
ACACN 9 10.01.25 144A
AIR CANADA 9% 10/25 $2398
GNR 2020-94 IO
GNMA 2020-94 IO VAR 03/62 $2347
FREMF 2019-KF62 B
FREMF 2019-KF62 FLT 04/26 $2077
GNR 2020-143 IB
GNMA 2020-143 VAR 03/62 $1734
FNR 2004-28 PF
FNMA REMICS FLT 03/34 $1587
G2 DD1474
GNMA II 6.5% 07/54 $1515
GNR 2022-166 IO
GNMA 2022-166 VAR 04/65 $1471
G2 DC6344
GNMA II 6.5% 07/54 $1109
G2 DD7935
GNMA II 6.5% 07/54 $1039
G2 DA1949
GNMA II 6.5% 02/54 $971
GNR 2020-56 IO
GNMA 2020-56 IO VAR 11/61 $947
G2 DC4836
GNMA II 6.5% 07/54 $917
GNR 2022-149 IO
GNMA 2022-149 VAR 06/64 $783
GNR 2020-23 IO
GNMA 2020-23 IO VAR 04/62 $764
GNR 2020-161 IO
GNMA 2020-161 VAR 08/62 $699
G2 DC4824
GNMA II 6.5% 07/54 $648
G2 DB1810
GNMA II 6.5% 03/54 $631
G2 DC5089
GNMA II 6.5% 08/54 $613
G2 DE6368
GNMA II 6.5% 09/54 $553
FN DF2187
UMBS MORTPASS 4% 11/55 $468
G2 DC6270
GNMA II 6.5% 06/54 $372
G2 DB5978
GNMA II 6.5% 04/44 $365
G2 DD7932
GNMA II 6.5% 07/54 $364
G2 DB1811
GNMA II 6.5% 03/54 $334
G2 DC8297
GNMA II 6.5% 08/54 $318
G2 CP4226
GNMA II 6.5% 06/54 $302
G2 DD0244
GNMA II 6.5% 07/54 $294
GNR 2021-200 IO
GNMA 2021-200 VAR 11/63 $228
G2 DD9128
GNMA II 6.5% 08/54 $214
FNR 2012-71 YF
FNMA REMICS FLT 04/41 $202
G2 DD0605
GNMA II 6.5% 08/54 $200
G2 DB7176
GNMA II 6.5% 05/54 $197
G2 DA9696
GNMA II 6.5% 04/45 $172
G2 DE0933
GNMA II 6.5% 08/54 $156
GNR 2019-53 IA
GNMA 2019-53 IA VAR 06/61 $152
G2 DD7934
GNMA II 6.5% 07/54 $143
G2 DD0258
GNMA II 6.5% 07/54 $141
G2 DA1016
GNMA II 6.5% 06/54 $139
G2 DD8032
GNMA II 6.5% 08/54 $136
G2 CZ1406
GNMA II 6.5% 06/54 $133
G2 DA5191
GNMA II 6.5% 05/54 $120
G2 DA9805
GNMA II 6.5% 05/54 $114
G2 DE0931
GNMA II 6.5% 08/54 $114
G2 DD6149
GNMA II 6.5% 07/54 $108
G2 2644
GNMA II 6.5% 09/28 $98
G2 DB7614
GNMA II 6.5% 07/54 $72
G2 DC7719
GNMA II 6.5% 07/54 $67
G2 DD8028
GNMA II 6.5% 08/54 $58
G2 DD8031
GNMA II 6.5% 08/54 $49
G2 MA8151
GNMA II 4.5% 07/52 $20
TSE 7.625 05.03.29 144A
TRINSEO 7.625% 05/29 $19
FHMS KC06 X1
FHLMC VAR 06/26 $5
None
JAPANESE YEN $0
G2 787554
GNMA II 6.5% 09/54 $0
None
CURRENCY CONTRACT - AUD $0
None
CURRENCY CONTRACT - AUD $0
None
CDI CDX.NA 5 USD0631 $0
None
CDI CDX.NA 5 USD0631 $0
None
CDI CDX.NA 5 USD0631 $0
None
CDI CDX.NA 5 USD0631 $0
None
CDI CDX.NA 5 USD0631 $0
None
CDS BAC 3 1 USD0628 $0
None
CDS BAC 3 1 USD0628 $0
None
CHILEAN PESO CURRENCY $0
None
CHINESE RENMINBI(YUAN)CUR $0
RAD 7 08.30.31
RITE AID CORP VAR 08/31 $0
RAD 15 08.30.31 A
RITE AID CORP 15% 08/31 $0
None
OIS SOFR /4.052% USD0433 $0
None
OIS SOFR /3.982% USD1130 $0
None
ESCROW RITE AID 0.0 31 DE $0
None
CURRENCY CONTRACTS - ZAR $0
None
CURRENCY CONTRACT - USD $0
None
CURRENCY CONTRACT - USD $0
None
CURRENCY CONTRACT - USD $0
None
CURRENCY CONTRACT - USD $0
RADCQ
Rite Aid Corp $0
None
CURRENCY CONTRACT - USD $0
None
CURRENCY CONTRACT - USD $0
None
CURRENCY CONTRACT - NZD $0
None
CURRENCY CONTRACT - KRW $0
None
CURRENCY CONTRACT - GBP $0
None
CURRENCY CONTRACT - GBP $0
None
CURRENCY CONTRACT - EUR $0
None
CURRENCY CONTRACT - EUR $0
None
CURRENCY CONTRACT - EUR $0
None
CURRENCY CONTRACT - BRL $0
None
CURRENCY CONTRACT - BRL $0
None
CURRENCY CONTRACT - BRL $-1881
None
CURRENCY CONTRACT - KRW $-1958
None
CURRENCY CONTRACT - EUR $-9305
None
CDS BAC 3 1 USD0628 $-27594
None
CURRENCY CONTRACT - AUD $-28121
None
US 2YR NOTE 09/30/2026 $-33373
None
CHILEAN PESO CURRENCY $-40317
None
CURRENCY CONTRACT - NOK $-47517
None
CDS BAC 3 1 USD0628 $-62713
None
CURRENCY CONTRACT - GBP $-78326
None
CHINESE RENMINBI(YUAN)CUR $-89011
None
CURRENCY CONTRACT - NZD $-89491
None
CURRENCY CONTRACT - JPY $-103111
None
CURRENCY CONTRACT - NZD $-117282
None
CURRENCY CONTRACT - USD $-126523
None
US 5YR NOTE 09/30/2026 $-175403
None
CURRENCY CONTRACTS - ZAR $-191380
None
CURRENCY CONTRACT - JPY $-207500
None
OIS SOFR /3.982% USD1130 $-222878
None
CURRENCY CONTRACT - NOK $-243552
None
EURO - FOR FUTURES $-301564
None
CURRENCY CONTRACT - EUR $-424827
None
CURRENCY CONTRACT - EUR $-444018
None
CURRENCY CONTRACT - BRL $-558860
None
CDI CDX.NA 5 USD0631 $-563620
None
OIS SOFR /4.052% USD0433 $-681983
None
CURRENCY CONTRACT - GBP $-758062
None
CURRENCY CONTRACT - AUD $-857511
None
CURRENCY CONTRACT - NZD $-918985
None
COLLATERAL USD TBA $-950000
None
CURRENCY CONTRACT - EUR $-1.0 million
None
CDI CDX.NA 5 USD0631 $-1.1 million
None
CDI CDX.NA 5 USD0631 $-1.1 million
None
CDI CDX.NA 5 USD0631 $-1.1 million
None
US ULTRA BOND 09/21/2026 $-3.0 million
None
CDI CDX.NA 5 USD0631 $-3.7 million
FNCL 6.5 7.11
TBA UMBS SINGLE 6.5% $-5.0 million
None
US 10YR ULTRA 09/21/2026 $-6.2 million
None
US LONG 09/21/2026 $-7.0 million
FNCL 2.5 7.11
TBA UMBS SINGLE 2.5% $-14.2 million
G2SF 3.5 7.11
TBA GNMA2 3.5% 07/49 $-20.2 million
FNCL 4.5 7.11
TBA UMBS SINGLE 4.5% $-20.7 million
FNCL 3.5 7.11
TBA UMBS SINGLE 3.5% $-36.4 million
FNCL 4 7.11
TBA UMBS SINGLE FAMILY 4% $-38.8 million
FNCL 3 7.11
TBA UMBS SINGLE FAMILY 3% $-49.6 million
None
SWAP CASH COLLATERAL USD $-69.7 million
G2SCL 6 10.05
TBA GNMA2 SINGLE 6% $-214.2 million
FNCL 6 7.11
TBA UMBS SINGLE FAMILY 6% $-277.1 million
FNCL 5.5 7.11
TBA UMBS SINGLE 5.5% $-504.7 million

Recent Changes - JPMorgan Income ETF

Date Ticker Name Change (Shares)
2026-06-17
FREMF 2019-KW09 X2B
Federal Home Loan Mortgage Corp. 0.1% -10.0 million
2026-06-17
GNR 2025-1 SV
Government National Mortgage Association 2.27487% -8.1 million
2026-06-17
FHMS Q012 X
Federal Home Loan Mortgage Corp. 3.93906% -332,211
2026-06-17
GNR 2014-181 SL
Government National Mortgage Association 1.88288% -370,162
2026-06-17
MSCR 2021-MN2 B1
Federal Home Loan Mortgage Corp. 9.1121% -200,000
2026-06-17
BRASKM 4.5 01.10.28 REGS
Braskem Netherlands Finance B V 4.5% -2.2 million
2026-06-17
FHMS K745 X1
Federal Home Loan Banks 0.61001% -14.8 million
2026-06-17
OPTN 2024-3 B
OPORTUN FUNDING TR 2024-3 5.48% -44,450
2026-06-17
ATI 4.875 10.01.29
ATI Inc 4.875% -25,000
2026-06-17
DVA 4.625 06.01.30 144A
Davita Inc 4.625% -460,000
2026-06-17
FNR 2024-92 SH
Federal National Mortgage Association 2.3379% -4.5 million
2026-06-17
VENTGL 6 05.01.36 144A
Venture Global Calcasieu Pass LLC 6% -283,000
2026-06-17
FREMF 2020-K109 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -67.5 million
2026-06-17
FHMS K096 X3
Federal Home Loan Mortgage Corp. 2.04317% -8.4 million
2026-06-17
OBX 2023-NQM6 A1
OBX 2023-Nqm6 Trust 6.52% -173,157
2026-06-17
FN BS9607
Federal National Mortgage Association 5.06% -162,000
2026-06-17
BIGBRS 6.625 01.31.29 144A
Big River Steel LLC / BRS Finance Corp 6.625% -55,000
2026-06-17
G2 DG8794
Government National Mortgage Association 6% -42,126
2026-06-17
FREMF 2020-KSG1 X2B
FREMF MTG TR 2020-KSG1 0.1% -3.3 million
2026-06-17
FREMF 2020-K740 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -24.5 million
2026-06-17
FN DG6119
Federal National Mortgage Association 5.5% -458,423
2026-06-17
FR TA8892
Federal Home Loan Mortgage Corp. 6.5% -427,940
2026-06-17
G2 DC6423
Government National Mortgage Association 6% -288,508
2026-06-17
HSBC V7.39 11.03.28
HSBC Holdings PLC 7.39% -290,000
2026-06-17
GNR 2024-126 AS
Government National Mortgage Association 3.02487% -3.8 million
2026-06-17
GNR 2020-64 IO
Government National Mortgage Association 1.20098% -3.4 million
2026-06-17
FHMS KC05 X1
Federal Home Loan Mortgage Corp. 1.11676% -26.1 million
2026-06-17
G2 DG1027
Government National Mortgage Association 6% -181,409
2026-06-17
GNR 2023-102 BG
GINNIE MAE (H) 23-85 5.5% -310,000
2026-06-17
WLAKE 2023-1A D
WESTLAKE AUTO REC TR 2023-1 6.79% -437,000
2026-06-17
GNR 2019-155 IO
Government National Mortgage Association 0.50858% -5.0 million
2026-06-17
DRSLF 2018-64A A
Dryden 50 Senior Loan Fund & LLC 4.90684% -186,818
2026-06-17
FR TB0377
Federal Home Loan Mortgage Corp. 6% -169,694
2026-06-17
FR TA6062
Federal Home Loan Mortgage Corp. 5.5% -168,993
2026-06-17
FREMF 2020-K122 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -11.0 million
2026-06-17
RXU6
Euro Bund Future Sept 26 -303
2026-06-17
FN BM7859
Federal National Mortgage Association 4.874% -32,880
2026-06-17
FHMS K-1514 X1
Federal Home Loan Mortgage Corp. 0.57546% -1.2 million
2026-06-17
FREMF 2020-K115 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -14.6 million
2026-06-17
FREMF 2019-KW10 X2B
FHLMC SERIES K-W10 0.1% -1.6 million
2026-06-17
FHMS K064 X1
Federal Home Loan Mortgage Corp. 0.58286% -9.9 million
2026-06-17
W 7.125 05.31.34 144A
Wayfair LLC 7.125% -461,000
2026-06-17
FR TA5456
Federal Home Loan Mortgage Corp. 5.5% -385,790
2026-06-17
CAS 2024-R02 1M2
Federal National Mortgage Association 5.4121% -460,000
2026-06-17
ATI 7.25 08.15.30
ATI Inc 7.25% -450,000
2026-06-17
TCZIRA V8.375 PERP REGS
Turkiye Cumhuriyeti Ziraat Bankasi A.S. 8.375% -1.4 million
2026-06-17
GNR 2023-26 IO
Government National Mortgage Association 0.96952% -4.8 million
2026-06-17
JPMCC 2016-JP2 A4
JPMCC Commercial Mortgage Securities Trust 2015-Jp1 2.8218% -322,967
2026-06-17
ENBCN V8.25 01.15.84 NC5
Enbridge Inc. 8.25% -305,000
2026-06-17
FHMS K090 X3
Federal Home Loan Mortgage Corp. 2.31413% -5.0 million
2026-06-17
ELKGVP 7.5 06.15.31 144A
Elk Grove Village Property LLC 7.5% -293,000
2026-06-17
FMMSR 2022-GT1 B
Freedom Mortgage Corporation 7.17% -300,000
2026-06-17
CAFL 2019-1 E
Corevest American Finance Trust 5.6536% -300,000
2026-06-17
FR TA5178
Federal Home Loan Mortgage Corp. 6% -258,364
2026-06-17
GNR 2020-28 IO
Government National Mortgage Association 0.81557% -5.1 million
2026-06-17
GNR 2024-30 SC
Government National Mortgage Association 2.82487% -3.6 million
2026-06-17
FFIN 2023-1A D
Foundation Finance Trust 2024-1 9.18% -258,755
2026-06-17
MONGOL 4.45 07.07.31 REGS
Mongolia (Government of) 4.45% -200,000
2026-06-17
FR TB5946
Federal Home Loan Mortgage Corp. 6% -190,000
2026-06-17
FIBCOP 6 09.30.34 144A
Fibercop S.p.A. 6% -200,000
2026-06-17
EART 2023-1A D
Exeter Automobile Receivables Trust 2016-3 6.69% -306,379
2026-06-17
BMARK 2024-V5 A3
BENCHMARK 2024-V5 MORTGAGE TRUST 5.8053% -440,549
2026-06-17
CD 2016-CD2 C
Cd 2016-Cd2 Mortga 4.11271% -290,000
2026-06-17
G2 DE4373
Government National Mortgage Association 6% -180,041
2026-06-17
GNR 2021-107 XI
Government National Mortgage Association 3% -1.1 million
2026-06-17
ZIGGO 5 01.15.32 144a
VZ Secured Financing BV 5% -200,000
2026-06-17
FRSTST 4 07.31.29 144A
First Student Bidco Inc / First Transit Parent Inc. 4% -180,000
2026-06-17
HINTT 2022-A D
Hinnt 2022-A LLC 6.5% -176,652
2026-06-17
FN DH1936
Federal National Mortgage Association 6.5% -139,918
2026-06-17
NRMLT 2022-SFR1 E1
New Residential Mortgage Loan Trust 3.55% -168,000
2026-06-17
G2 DB1521
Government National Mortgage Association 6% -155,650
2026-06-17
JELD 4.875 12.15.27 144A
JELD-WEN, Inc. 4.875% -200,000
2026-06-17
G2 DC8318
Government National Mortgage Association 6% -59,137
2026-06-17
FHMS K095 XAM
Federal Home Loan Mortgage Corp. 1.23411% -1.6 million
2026-06-17
GNR 2021-141 SA
Government National Mortgage Association 0.05699% -1.6 million
2026-06-17
FREMF 2019-KW10 X2A
FHLMC SERIES K-W10 0.1% -13.9 million
2026-06-17
FREMF 2018-KF50 B
Fremf 2012 Kf01 Mortgage Trust 5.66365% -3,383
2026-06-17
FREMF 2020-K116 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -12.8 million
2026-06-17
FREMF 2020-K739 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -67.2 million
2026-06-17
NCX 4.25 05.15.29 REGS
NOVA Chemicals Corp. 4.25% -50,000
2026-06-17
G2 DG8842
Government National Mortgage Association 6% -50,111
2026-06-17
FN DH1076
Federal National Mortgage Association 6.5% -99,919
2026-06-17
FHMR 2020-RR12 X
Federal Home Loan Mortgage Corp. 2.101% -2.0 million
2026-06-17
FREMF 2018-K155 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -5.3 million
2026-06-17
SM 6.5 07.15.28
SM Energy Co. 6.5% -480,000
2026-06-17
FHMS K082 X3
Federal Home Loan Mortgage Corp. 2.21405% -10.0 million
2026-06-17
ISATLN 9 09.15.29 144A
Connect Finco SARL/Connect US Finco LLC 9% -445,000
2026-06-17
FHMS K109 X3
Federal Home Loan Mortgage Corp. 3.38304% -3.4 million
2026-06-17
TRITOB 6.4 06.26.34 REGS
Trinidad And Tobago (Republic Of) 6.4% -500,000
2026-06-17
HI 7.125 02.01.33 144A
LSF12 Helix Parent LLC 7.125% -490,000
2026-06-17
SMG 5.25 12.15.26
The Scotts Miracle-Gro Company 5.25% -520,000
2026-06-17
FN DF8756
Federal National Mortgage Association 6% -448,105
2026-06-17
BHRAIN 7.5 09.20.47 REGS
Bahrain (Kingdom of) 7.5% -600,000
2026-06-17
FN DG6857
Federal National Mortgage Association 6.5% -438,985
2026-06-17
FR TA8875
Federal Home Loan Mortgage Corp. 6.5% -296,543
2026-06-17
FR TA5435
Federal Home Loan Mortgage Corp. 6.5% -297,384
2026-06-17
GEL 8.25 01.15.29
Genesis Energy LP & Genesis Energy Finance Corp. 8.25% -297,000
2026-06-17
FR TA5448
Federal Home Loan Mortgage Corp. 5.5% -293,142
2026-06-17
GNR 2025-124 CS
Government National Mortgage Association 1.57487% -7.2 million
2026-06-17
MGM 4.625 09.01.26
MGM Resorts International 4.625% -320,000
2026-06-17
BMO 2024-5C7 AS
BMO 2024-5C7 MORTGAGE TRUST 5.8876% -300,000
2026-06-17
FR TB5954
Federal Home Loan Mortgage Corp. 6.5% -290,000
2026-06-17
FR TA5189
Federal Home Loan Mortgage Corp. 7% -398,643
2026-06-17
SFRFP 9.5 11.01.29 144A
Altice France SAS 9.5% -314,878
2026-06-17
JHXAU 5.875 01.31.31 144A
JH North America Holdings Inc. 5.875% -294,000
2026-06-17
MGM 5.5 04.15.27
MGM Resorts International 5.5% -295,000
2026-06-17
SFRFP 6.875 07.15.32 144A
Altice France SAS 6.875% -314,879
2026-06-17
CRS 5.625 03.01.34 144A
Carpenter Technology Corporation 5.625% -306,000
2026-06-17
CAS 2024-R05 2M2
Federal National Mortgage Association 5.3121% -324,587
2026-06-17
FR TA6746
Federal Home Loan Mortgage Corp. 6.5% -259,008
2026-06-17
FHMS K068 X3
Federal Home Loan Mortgage Corp. 2.05697% -12.0 million
2026-06-17
SDART 2023-4 B
Santander Drive Auto Receivables Trust 2013-A 5.77% -280,824
2026-06-17
WFCM 2015-C29 D
Wells Fargo Commercial Mortgage 4.12081% -290,189
2026-06-17
PARCRT 0 06.05.34 REGS
Bioceanico Sovereign Certificate Limited 0% -351,731
2026-06-17
FREMF 2021-K126 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -78.4 million
2026-06-17
FREMF 2018-KW07 B
Fremf 2012 Kf01 Mortgage Trust 4.10716% -300,000
2026-06-17
XRX 8.875 11.30.29 144A
Xerox Holdings Corporation 8.875% -648,000
2026-06-17
GNR 2024-64 SV
Government National Mortgage Association 1.62487% -6.2 million
2026-06-17
FREMF 2018-K155 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -44.9 million
2026-06-17
G2 DG8841
Government National Mortgage Association 6% -186,870
2026-06-17
FHR 5562 Z
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 6% -193,803
2026-06-17
FHMS K097 X3
Federal Home Loan Mortgage Corp. 2.01855% -3.0 million
2026-06-17
NCX 4.25 05.15.29 144A
NOVA Chemicals Corp. 4.25% -315,000
2026-06-17
BMARK 2024-V5 C
BENCHMARK 2024-V5 MORTGAGE TRUST 7.20489% -300,000
2026-06-17
CAFL 2019-3 E
Corevest American Finance Trust 4.69837% -350,000
2026-06-17
GNR 2024-151 JS
Government National Mortgage Association 2.98487% -3.7 million
2026-06-17
XRX 10.25 10.15.30 144A
Xerox Corp. 10.25% -505,000
2026-06-17
CSCHLD 5.375 02.01.28 144A
CSC Holdings, LLC 5.375% -300,000
2026-06-17
G2 DC6424
Government National Mortgage Association 6% -186,690
2026-06-17
FR TA4276
Federal Home Loan Mortgage Corp. 5.5% -169,217
2026-06-17
MSCR 2025-MN10 B1
Federal Home Loan Mortgage Corp. 8.5621% -180,000
2026-06-17
FN BS3377
Federal National Mortgage Association 1.72% -205,000
2026-06-17
G2 DE4370
Government National Mortgage Association 6% -171,201
2026-06-17
VCC 2022-3 A
Velocity Commerce Capital Loan Trust 2022-3 5.22% -179,505
2026-06-17
G2 DG1018
Government National Mortgage Association 6% -166,593
2026-06-17
SFRFP 6.5 04.15.32 144A
Altice France SAS 6.5% -190,549
2026-06-17
FREMF 2020-K116 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -57.9 million
2026-06-17
GNR 2022-141 IO
Government National Mortgage Association 0.78576% -2.9 million
2026-06-17
GNR 2024-126 HS
Government National Mortgage Association 2.32487% -3.7 million
2026-06-17
ADT 4.875 07.15.32 144A
ADT Security Corp. 4.875% -180,000
2026-06-17
FR TB0366
Federal Home Loan Mortgage Corp. 6.5% -159,318
2026-06-17
NRZT 2018-3A A1C
New Residential Mortgage Loan Trust 2018 1 3% -180,442
2026-06-17
COLT 2023-2 A1
COLT 2023-2 MORTGAGE LOAN TRUST 6.596% -166,559
2026-06-17
FR TB4997
Federal Home Loan Mortgage Corp. 6% -159,883
2026-06-17
MSCR 2021-MN1 M1
Federal Home Loan Mortgage Corp. 5.6121% -161,786
2026-06-17
G2 DF4458
Government National Mortgage Association 6% -155,349
2026-06-17
G2 DF5278
Government National Mortgage Association 6% -101,910
2026-06-17
FN DH1078
Federal National Mortgage Association 6.5% -99,919
2026-06-17
FREMF 2019-KW09 X2A
Federal Home Loan Mortgage Corp. 0.1% -15.5 million
2026-06-17
G2 DG8871
Government National Mortgage Association 6% -57,730
2026-06-17
TRS 4.125 04.15.29 144A
Trimas Corporation 4.125% -65,000
2026-06-17
BANK 2017-BNK5 D
Bank 2017-Bnk5 206 3.078% -60,000
2026-06-17
FHMR 2020-RR06 AX
Federal Home Loan Mortgage Corp. 1.878% -2.0 million
2026-06-17
CAS 2021-R02 2B1
Federal National Mortgage Association 6.9121% -64,000
2026-06-17
FHMS K068 X1
Federal Home Loan Mortgage Corp. 0.40083% -611,593
2026-06-17
FREMF 2020-K118 X2B
Fremf 2012 Kf01 Mortgage Trust 0.1% -15.6 million
2026-06-17
FNA 2020-M31 AB
Federal National Mortgage Association 0.5% -69,794
2026-06-17
G2 DG8812
Government National Mortgage Association 6% -61,084
2026-06-17
DOMREP 6 02.22.33 REGS
Dominican Republic 6% -500,000
2026-06-17
PETSAF 9.5 10.15.29 144A
CD&R Smokey Buyer Inc. / Radio Systems Corp. 9.5% -813,000
2026-06-17
MFRA 2021-NQM1 A1
MFA 2021-NQM1 TRUST 1.153% -67,366
2026-06-17
NZES 2021-GNT1 A
Newrez LLC / Newres Gmsr Excess Owner LLC 3.474% -49,065
2026-06-17
G2 DG1038
Government National Mortgage Association 6% -47,701
2026-06-17
CHTR 6.65 02.01.34
Charter Communications Operating, LLC/Charter Communications Operating Capi -50,000
2026-06-17
G2 DG0986
Government National Mortgage Association 6% -61,687
2026-06-17
HERTZ 2023-1A C
Hertz Vehicle Financing LLC 6.91% -48,667
2026-06-17
FR TA5447
Federal Home Loan Mortgage Corp. 6.5% -447,344
2026-06-17
HESM 5.875 03.01.28 144A
Hess Midstream Operations LP 5.875% -467,000
2026-06-17
RMS 9X A1
Residential Mortgage Secs 9 Plc, Lon FRN -1.2 million
2026-06-17
UPSPT 2022-PT3 A
UPSTART STRUCTURED PASS-THROUGH TRU 18.24093% -28,671
2026-06-17
GNR 2022-62 IO
Government National Mortgage Association 0.62001% -9.8 million
2026-06-17
GT 5.25 07.15.31
Goodyear Tire & Rubber Co. The 5.25% -525,000
2026-06-17
AER V6.95 03.10.55
AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Tru -460,000
2026-06-17
HARMID 6.75 05.15.34 144A
Harvest Midstream I LP 6.75% -467,000
2026-06-17
FR TB2139
Federal Home Loan Mortgage Corp. 6% -459,301
2026-06-17
ONDK 2023-1A A
Ondeck Asset Sec tr II 2016-1 7% -468,000
2026-06-17
OCPMR 5.125 06.23.51 REGS
OCP SA 5.125% -800,000
2026-06-17
NYMT 2024-BPL3 A1
NYMT Loan Trust Series 2024-BPL3 5.268% -389,405
2026-06-17
FHMS K741 X3
Federal Home Loan Mortgage Corp. 2.44068% -13.8 million
2026-06-17
GNR 2018-85 IO
Government National Mortgage Association 0.55302% -13.3 million
2026-06-17
ENFRAG 5.375 12.30.30 REGS
Enfragen Energia Sur S A U / Prime Energia S P A / Enfragen Spain S A U 5.3 -594,213
2026-06-17
IHOVER 7.375 05.15.33 144A
IHO Verwaltungs GmbH 7.375% -447,272
2026-06-17
FR TA7028
Federal Home Loan Mortgage Corp. 5.5% -458,676
2026-06-17
TIEMOD 5.75 12.01.40 REGS
Tierra Mojada Luxembourg II S.a r.l. 5.75% -1.6 million
2026-06-17
FN DH4760
Federal National Mortgage Association 6.5% -442,710
2026-06-17
JHXAU 6.125 07.31.32 144A
JH North America Holdings Inc. 6.125% -457,000
2026-06-17
CAS 2017-C06 1B1
Federal National Mortgage Association 7.87658% -450,000
2026-06-17
FN DG6139
Federal National Mortgage Association 6.5% -448,670
2026-06-17
GNR 2021-153 SA
Government National Mortgage Association 0.05699% -6.4 million
2026-06-17
FREMF 2020-K105 X2A
Fremf 2012 Kf01 Mortgage Trust 0.1% -50.6 million
2026-06-17
GNR 2022-26 IO
Government National Mortgage Association 0.73074% -6.6 million
2026-06-17
GNR 2021-82 TA
Government National Mortgage Association 0.05699% -9.9 million
2026-06-17
FN DG2571
Federal National Mortgage Association 5.5% -427,781
2026-06-17
FN DF9406
Federal National Mortgage Association 6.5% -205,530
2026-06-17
FN DG3693
Federal National Mortgage Association 6.5% -388,635
2026-06-17
WFRBS 2014-C22 C
WFRBS Commercial Mortgage Trust 2014-C22 3.60948% -420,000
2026-06-17
FR TB5956
Federal Home Loan Mortgage Corp. 6.5% -180,000
2026-06-17
EART 2022-3A D
Exeter Automobile Receivables Trust 2013-2 6.76% -205,067
2026-06-17
IRM 6.25 01.15.33 144A
Iron Mountain Inc. 6.25% -113,000
2026-06-17
PETRPE 4.75 06.19.32 REGS
Petroleos del Peru - Petroperu SA 4.75% -500,000