Mga Batayang Estadistika
Nilai Portofolio $ 78,475,489,571
Posisi Saat Ini 6,465
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)

FIWGX - Strategic Advisers Fidelity Core Income Fund telah mengungkapkan total kepemilikan 6,465 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 78,475,489,571 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama FIWGX - Strategic Advisers Fidelity Core Income Fund adalah Fidelity Sai Total Bond Fund (US:US31635T8493) , Fidelity Sai Us Treasury Bond Index Fund (US:US31635V7863) , Fidelity Salem Street Trust - Fidelity SAI Long-Term Treasury Bond Index Fund (US:FBLTX) , Fidelity Cash Central Fund (US:US31635A1051) , and Fidelity Real Estate Income Fund (US:US3163893114) . Posisi baru FIWGX - Strategic Advisers Fidelity Core Income Fund meliputi: UMBS, 30 Year, Single Family (US:US01F0206791) , US TREASURY NOTE 4.5% 11-15-33 (US:US91282CJJ18) , G2SF 2.0 TBA 06-01-51 (US:US21H0206670) , Ginnie Mae (US:US21H0606630) , and Ginnie Mae (US:US21H0606713) .

Tambahkan Dana Ini
ke Dasbor Anda
Peningkatan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
300.19 0.3973 2.1213
95.60 947.40 1.2538 1.2538
-90.06 -0.1192 0.8850
124.39 1,327.26 1.7566 0.7526
270.57 0.3581 0.7274
65.83 0.0871 0.5487
1,524.45 1,524.76 2.0179 0.5086
548.38 0.7258 0.4436
361.33 0.4782 0.4186
70.39 725.75 0.9605 0.4085
Penurunan Tertinggi Kuartal Ini

Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.

Keamanan Saham
(MM)		 Nilai
(Juta Dolar AS)		 Portfolio % ΔPorsyento ng Portfolio
-1,047.17 -1.3859 -4.5677
-937.49 -1.2407 -2.1045
616.58 5,401.26 7.1483 -1.4403
-370.32 -0.4901 -0.9802
935.56 1.2382 -0.8129
-168.51 -0.2230 -0.6497
335.15 2,215.33 2.9319 -0.6020
1,907.19 17,107.53 22.6409 -0.5174
-385.08 -0.5096 -0.5167
654.06 0.8656 -0.3917
Pengajuan 13F dan Dana

Formulir ini diajukan pada 2025-07-29 untuk periode pelaporan 2025-05-31. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.

Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. .

2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
Keamanan Ketik Harga Saham Rata-rata Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portpolyo
(%)		 ΔPortofolio
(%)
US31635T8493 / Fidelity Sai Total Bond Fund 1,907.19 4.12 17,107.53 2.63 22.6409 -0.5174
US31635V7863 / Fidelity Sai Us Treasury Bond Index Fund 616.58 -11.93 5,401.26 -12.63 7.1483 -1.4403
US31635V5545 / Fidelity SAI U.S. Momentum Index Fund 330.58 12.27 3,219.83 12.15 4.2613 0.2727
FBLTX / Fidelity Salem Street Trust - Fidelity SAI Long-Term Treasury Bond Index Fund 335.15 -6.72 2,215.33 -12.91 2.9319 -0.6020
US31635A1051 / Fidelity Cash Central Fund 1,524.45 40.34 1,524.76 40.34 2.0179 0.5086
US3163893114 / Fidelity Real Estate Income Fund 115.26 10.99 1,390.04 9.27 1.8396 0.0723
US31635T3361 / Fidelity SAI International Credit Fund 124.39 85.05 1,327.26 83.67 1.7566 0.7526
FNMIX / Fidelity Summer Street Trust - Fidelity New Markets Income Fund 98.08 5.54 1,246.56 2.87 1.6498 -0.0338
US3158067039 / FIDELITY ADVISOR FLOATING RATE HIGH INCOME FUNDZ 116.81 15.34 1,067.68 14.10 1.4130 0.1130
UST NOTES 3.875% 08/15/2034 / DBT (US91282CLF67) 1,017.94 -1.21 1.3472 -0.0844
US31635V5545 / Fidelity SAI U.S. Momentum Index Fund 95.60 947.40 1.2538 1.2538
US01F0206791 / UMBS, 30 Year, Single Family 935.56 -31.17 1.2382 -0.8129
US3161463563 / Fidelity U.S. Bond Index Fund 70.39 84.95 725.75 82.65 0.9605 0.4085
UST NOTES 4.125% 07/31/2031 / DBT (US91282CLD10) 654.06 -27.73 0.8656 -0.3917
US31607A7037 / Fidelity Investments Money Market Government Portfolio 632.82 76.68 632.82 76.68 0.8375 0.3399
US91282CJJ18 / US TREASURY NOTE 4.5% 11-15-33 609.13 -0.87 0.8061 -0.0476
US21H0206670 / G2SF 2.0 TBA 06-01-51 560.05 -8.25 0.7412 -0.1799
US21H0606630 / Ginnie Mae 549.21 116.13 0.7268 0.3434
US21H0606713 / Ginnie Mae 548.38 193.23 0.7258 0.4436
UST NOTES 4.25% 11/15/2034 / DBT (US91282CLW90) 529.82 -1.37 0.7012 -0.0451
US31635T6745 / FIDELITY SAI SHORT-TERM BOND FUND 51.26 1.06 498.73 1.06 0.6600 -0.0256
US21H0306660 / Ginnie Mae II pool 431.85 -2.23 0.5715 -0.0950
UST NOTES 3.625% 09/30/2031 / DBT (US91282CLM19) 416.88 -0.04 0.5517 -0.0277
US31635V5545 / Fidelity SAI U.S. Momentum Index Fund 38.75 15.02 393.32 14.80 0.5205 0.0445
US912810TT51 / United States Treasury Note/Bond 371.51 -6.76 0.4917 -0.0619
US21H0526606 / Ginnie Mae 370.32 204.32 0.4901 0.3065
US21H0526788 / Ginnie Mae 369.97 204.36 0.4896 0.3062
UNITED STATES TREASURY BOND 4.625% 02/15/2055 / DBT (US912810UG12) 361.33 742.08 0.4782 0.4186
UNITED STATES TREASURY BOND 4.25% 08/15/2054 / DBT (US912810UC08) 357.73 -19.74 0.4734 -0.1458
US912810SX72 / UNITED STATES TREASURY BOND 2.375% 05/15/2051 302.38 -12.72 0.4002 -0.0812
US31641Q1105 / FIDELITY SAI HIGH INCOME FUND 32.96 75.22 301.55 73.14 0.3991 0.1571
US01F0226674 / Uniform Mortgage-Backed Security, TBA 300.19 -126.27 0.3973 2.1213
US912810TG31 / U.S. Treasury Bonds 281.25 -7.05 0.3722 -0.0481
US01F0326664 / Uniform Mortgage-Backed Security, TBA 270.57 -210.54 0.3581 0.7274
UST NOTES 4.625% 02/15/2035 / DBT (US91282CMM00) 248.43 0.3288 0.3288
US91282CHF14 / United States Treasury Note/Bond 248.12 -6.36 0.3284 -0.0398
US91282CGJ45 / United States Treasury Note/Bond 246.91 -38.62 0.3268 -0.2321
US91282CGM73 / United States Treasury Note/Bond 235.72 -15.80 0.3120 -0.0770
US31635V5545 / Fidelity SAI U.S. Momentum Index Fund 23.05 187.19 230.98 188.92 0.3057 0.1946
US21H0326627 / GNMA 222.54 8.29 0.2945 -0.0156
US91282CGQ87 / United States Treasury Note/Bond 216.36 -48.59 0.2863 -0.2983
US91282CJG78 / U.S. Treasury Notes 213.62 -0.01 0.2827 -0.0141
US91282CHC82 / United States Treasury Note/Bond 208.23 -0.54 0.2756 -0.0153
US91282CGC91 / United States Treasury Note/Bond 206.50 -12.31 0.2733 -0.0539
US3132DWBG78 / Freddie Mac Pool 202.90 -4.35 0.2685 -0.0262
UST NOTES 4% 04/30/2032 / DBT (US91282CNA52) 202.57 0.2681 0.2681
US36179V4U15 / Ginnie Mae II Pool 198.09 -17.47 0.2622 -0.0713
US912810TN81 / United States Treasury Note/Bond 195.52 -6.81 0.2588 -0.0327
US91282CHW47 / US TREASURY N/B 4.125000% 08/31/2030 189.11 0.23 0.2503 -0.0118
UNITED STATES TREASURY BOND 4.625% 11/15/2044 / DBT (US912810UF39) 183.57 19,429.15 0.2430 0.2416
US21H0226710 / GNII II 2.5% 07/01/2050 #TBA 176.70 21.97 0.2338 0.0152
EW / Edwards Lifesciences Corporation 176.37 267.37 0.2334 0.1699
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 172.01 78.71 0.2276 0.0824
GNII II 4.5% 11/20/2054#MB0024 / ABS-MBS (US3618N5A258) 169.24 -3.01 0.2240 -0.0184
US01F0626717 / Uniform Mortgage-Backed Security, TBA 168.87 0.2235 0.2235
US21H0206753 / GINNIE MAE II POOL 30YR TBA (JULY) 168.57 5.52 0.2231 -0.0180
US21H0506640 / Ginnie Mae 163.43 -9.61 0.2163 -0.0565
US91282CHZ77 / United States Treasury Note/Bond 160.55 0.08 0.2125 -0.0104
UNITED STATES TREASURY BOND 4.25% 02/15/2054 / DBT (US912810TX63) 149.95 -6.89 0.1985 -0.0253
US01F0506687 / Fannie Mae or Freddie Mac 149.59 1,353.35 0.1980 0.1824
US01F0526644 / Uniform Mortgage-Backed Security, TBA 146.17 -353.37 0.1934 0.2805
US91282CGZ86 / UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED 140.56 0.38 0.1860 -0.0085
US21H0626778 / Ginnie Mae 122.28 6,607.46 0.1618 0.1591
US91282CJA09 / United States Treasury Note/Bond 121.74 0.21 0.1611 -0.0077
US36179VVX53 / GNMA II, 30 Year 118.77 -4.23 0.1572 -0.0151
US912810TV08 / US TREASURY N/B 4.75% 11-15-53 116.45 -6.64 0.1541 -0.0192
US91282CFF32 / United States Treasury Note/Bond 114.64 -0.15 0.1517 -0.0078
US46647PDH64 / JPMorgan Chase & Co. 111.45 -0.54 0.1475 -0.0082
UST NOTES 4.125% 11/30/2031 / DBT (US91282CLZ22) 109.94 -0.20 0.1455 -0.0075
US3132DV6R15 / Freddie Mac Pool 109.59 -4.23 0.1450 -0.0139
UST NOTES 4.5% 12/31/2031 / DBT (US91282CMC28) 108.68 -0.32 0.1438 -0.0076
GNII II 5% 01/20/2055#MB0146 / ABS-MBS (US3618N5EU90) 107.24 -2.41 0.1419 -0.0107
UST NOTES 4.375% 05/15/2034 / DBT (US91282CKQ32) 105.73 -1.12 0.1399 -0.0086
US95000U3B74 / Wells Fargo & Co 104.68 -0.35 0.1385 -0.0074
US91282CHT18 / US TNOTE 3.875% DUE 08/15/2033 101.98 -16.95 0.1350 -0.0356
US91282CGS44 / United States Treasury Note/Bond 100.35 -16.77 0.1328 -0.0347
UNITED STATES TREASURY BOND 4.5% 11/15/2054 / DBT (US912810UE63) 98.12 -6.90 0.1299 -0.0166
UST NOTES 4.375% 01/31/2032 / DBT (US91282CMK44) 94.98 6.47 0.1257 0.0018
UST NOTES 3.875% 03/15/2028 / DBT (US91282CMS79) 94.42 0.1250 0.1250
US46115HAW79 / Intesa Sanpaolo SpA 94.32 -0.10 0.1248 -0.0063
US36179XX434 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 86.26 -4.56 0.1142 -0.0114
UST NOTES 4.125% 03/31/2032 / DBT (US91282CMT52) 85.53 0.1132 0.1132
US36179WY855 / GNII II 2% 03/20/2052# 84.77 -4.30 0.1122 -0.0109
BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A / ABS-MBS (US05612GAA13) 83.62 -0.89 0.1107 -0.0065
US36179WXH68 / Ginnie Mae II Pool 77.96 -4.16 0.1032 -0.0098
US31635V1585 / FIDELITY SAI MUNICIPAL INCOME FUND 8.04 77.14 0.1021 0.1021
GNII II 5% 11/20/2054#MB0025 / ABS-MBS (US3618N5A332) 77.13 -2.60 0.1021 -0.0079
UST NOTES 4.25% 02/28/2031 / DBT (US91282CKC46) 76.94 0.05 0.1018 -0.0050
UST NOTES 4.625% 05/31/2031 / DBT (US91282CKU44) 73.47 -0.11 0.0972 -0.0049
US3132DWAF05 / Freddie Mac Pool 71.35 0.0944 0.0944
US89237MAA71 / Toyota Auto Loan Extended Note Trust 2021-1 71.07 0.77 0.0941 -0.0039
US42809HAD98 / Hess Corp Fixed Rate Notes 5.6% 02/15/2041 70.74 -4.29 0.0936 -0.0091
BX Trust 2025-ROIC VAR 03/15/2030 144A / ABS-MBS (US05593VAA17) 70.33 2.42 0.0931 -0.0023
US3140X6J856 / FNMA 30YR UMBS SUPER 69.08 -3.77 0.0914 -0.0083
US91282CFV81 / United States Treasury Note/Bond 67.86 -0.46 0.0898 -0.0049
FMCC / Federal Home Loan Mortgage Corporation 67.70 0.0896 0.0896
US46647PDK93 / JPMORGAN CHASE & CO REGD V/R 5.71700000 67.49 -0.64 0.0893 -0.0050
US3140QNVZ28 / Fannie Mae Pool 67.05 -4.85 0.0887 -0.0092
US36179XHX75 / GINNIE MAE II POOL 66.05 -4.95 0.0874 -0.0091
US26863LAA26 / ELP Commercial Mortgage Trust 2021-ELP 65.89 0.09 0.0872 -0.0043
US01F0406698 / UMBS TBA 65.83 -121.52 0.0871 0.5487
US21H0406650 / GNMA 65.80 -9.18 0.0871 -0.0222
US00130HCG83 / CORP. NOTE 64.59 -0.13 0.0855 -0.0044
US38141GFD16 / Goldman Sachs 6.75% Notes 10/1/37 64.10 -1.77 0.0848 -0.0058
US36179VTV26 / Ginnie Mae II Pool 63.94 91.38 0.0846 0.0382
US3140XG2M08 / Fannie Mae Pool 62.51 -2.47 0.0827 -0.0063
GNII II 6% 12/20/2054#MB0093 / ABS-MBS (US3618N5C726) 61.00 -1.48 0.0807 -0.0053
UST NOTES 3.75% 04/15/2028 / DBT (US91282CMW81) 60.09 0.0795 0.0795
US3132DVMG76 / FHLG 30YR 5.5% 03/01/2053#SD7559 59.65 -4.45 0.0789 -0.0078
US3140QKNW40 / Fannie Mae Pool 58.62 -4.82 0.0776 -0.0080
US11135FBH38 / Broadcom Inc 57.64 0.64 0.0763 -0.0033
US3132DVLQ67 / FR SD7535 56.54 -4.23 0.0748 -0.0072
UNITED STATES TREASURY BOND 4.625% 05/15/2054 / DBT (US912810UA42) 56.31 -15.43 0.0745 -0.0180
US097023CY98 / BOEING CO 5.15 5/30 56.18 0.76 0.0744 -0.0031
USTN TII 2.375% 02/15/2055 / DBT (US912810UH94) 56.00 0.0741 0.0741
US71654QDD16 / Petroleos Mexicanos 55.68 -2.51 0.0737 -0.0057
US3622ABDF64 / GNMA II 2.5% 08/20/2051#785602 55.39 -4.05 0.0733 -0.0069
US3132DVLM53 / Freddie Mac Pool 54.61 -4.49 0.0723 -0.0072
FMCC / Federal Home Loan Mortgage Corporation 54.48 -3.71 0.0721 -0.0065
US3136BLES56 / FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 54.13 -4.75 0.0716 -0.0073
BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A / ABS-MBS (US05611VAA98) 54.12 32.07 0.0716 0.0147
UST NOTES 3.75% 08/31/2031 / DBT (US91282CLJ89) 50.87 -0.03 0.0673 -0.0034
US36179VZQ66 / Ginnie Mae II Pool 50.69 -4.22 0.0671 -0.0064
US3137F4D414 / Freddie Mac Multifamily Structured Pass Through Certificates 50.64 0.21 0.0670 -0.0032
US05592DAA28 / BPR Trust 2022-OANA 50.57 -0.16 0.0669 -0.0034
US23329PAG54 / DNB Bank ASA 50.43 0.73 0.0667 -0.0028
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 50.30 -1.93 0.0666 -0.0047
US3140X6L589 / Fannie Mae Pool 49.73 -4.38 0.0658 -0.0064
US3140QN3T75 / Fannie Mae Pool 49.67 -4.72 0.0657 -0.0067
US3140XBJ684 / FN FM7484 48.86 -4.74 0.0647 -0.0066
US46647PDC77 / JPMorgan Chase & Co 48.78 -0.12 0.0646 -0.0033
US61747YEU55 / Morgan Stanley 48.76 -0.35 0.0645 -0.0034
EW / Edwards Lifesciences Corporation 48.01 -49.31 0.0635 -0.0794
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 47.21 0.0625 0.0625
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 47.00 -1.45 0.0622 -0.0041
US91282CJC64 / United States Treasury Note/Bond 45.35 -19.76 0.0600 -0.0185
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 45.23 0.0599 0.0599
US02005NBT63 / Ally Financial Inc 44.93 -0.72 0.0595 -0.0034
US6174468P76 / Morgan Stanley 44.91 0.41 0.0594 -0.0027
US91282CHX20 / United States Treasury Note/Bond 44.12 -58.10 0.0584 -0.0879
US3132DV7B53 / Freddie Mac Pool 44.11 -4.01 0.0584 -0.0055
US34528QHV95 / FORDF_23-1 43.87 15.99 0.0581 0.0055
US3132DVLW36 / Freddie Mac Pool 43.61 -4.35 0.0577 -0.0056
UST NOTES 4.25% 01/15/2028 / DBT (US91282CMF58) 43.39 46.49 0.0574 0.0163
US3132DWDD20 / Freddie Mac Pool 43.39 -4.21 0.0574 -0.0055
BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A / ABS-MBS (US05612HAA95) 43.34 -0.71 0.0574 -0.0033
US06051GKA66 / Bank of America Corp 42.90 0.43 0.0568 -0.0026
US61747YEY77 / Morgan Stanley 42.72 -0.76 0.0565 -0.0033
US31418D6C10 / FN MA4466 42.60 -4.12 0.0564 -0.0053
US125581GX07 / CIT GROUP INC SUBORDINATED 03/28 6.125 42.37 -0.21 0.0561 -0.0029
US91282CJM47 / United States Treasury Note/Bond 42.04 -39.37 0.0556 -0.0407
US912810TD00 / United States Treasury Note/Bond 41.98 -7.33 0.0556 -0.0074
US04010LAY92 / ARES CAPITAL CORP 41.91 0.44 0.0555 -0.0025
US225401AP33 / Credit Suisse Group AG 41.82 0.52 0.0553 -0.0025
US161175BL78 / Charter Communications Operating LLC / Charter Communications Operating Capital 41.76 -0.53 0.0553 -0.0031
US78472UAA60 / SREIT Trust 2021-MFP 40.86 -6.38 0.0541 -0.0066
SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A / ABS-CBDO (US864300AA61) 40.83 4.25 0.0540 -0.0004
US31418DUA89 / FN 10/40 FIXED 2 40.71 -3.04 0.0539 -0.0045
US26245XAL10 / Dryden 86 CLO Ltd 40.33 0.04 0.0534 -0.0026
UST NOTES 4.25% 01/31/2030 / DBT (US91282CMG32) 40.19 124.23 0.0532 0.0283
US06051GFL86 / Bank of America Corp 40.05 0.02 0.0530 -0.0026
US53218DAA63 / LIFE_22-BMR2 39.85 -1.02 0.0527 -0.0032
US3140QKQG62 / Fannie Mae Pool 39.83 -4.27 0.0527 -0.0051
ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A / ABS-MBS (US009920AA71) 39.80 0.0527 0.0527
GNII II 4.5% 04/20/2055#MB0306 / ABS-MBS (US3618N5KU27) 39.54 0.0523 0.0523
US172967MP39 / CITIGROUP INC SR UNSECURED 03/31 VAR 39.53 0.30 0.0523 -0.0024
US31418DU835 / FNCI UMBS 2.0 MA4206 12-01-35 39.39 -3.31 0.0521 -0.0045
US876030AA54 / Tapestry Inc 39.39 0.03 0.0521 -0.0026
FMCC / Federal Home Loan Mortgage Corporation 39.28 -3.74 0.0520 -0.0047
US065404BB01 / BANK 2018-BNK10 39.17 0.73 0.0518 -0.0022
MORGAN STANLEY CAP I TR 2024-NSTB A VAR 07/20/2032 144A / ABS-MBS (US61690BAA08) 38.81 -1.16 0.0514 -0.0032
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 38.63 0.0511 0.0511
BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029 / DBT (US06051GMT30) 38.55 0.0510 0.0510
UST NOTES 4% 02/15/2034 / DBT (US91282CJZ59) 38.48 -0.94 0.0509 -0.0030
US3140XDBT23 / FNMA 30YR 3% 10/01/2051#FM9049 38.25 -4.13 0.0506 -0.0048
US29278NAQ60 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/30 3.75 38.11 0.05 0.0504 -0.0025
US36179WJR07 / Ginnie Mae II Pool 37.98 -4.51 0.0503 -0.0050
US31418DES71 / Fannie Mae Pool 37.84 -4.41 0.0501 -0.0049
FMCC / Federal Home Loan Mortgage Corporation 37.67 -3.35 0.0499 -0.0043
US55285TAA43 / MFA 2022-RPL1 Trust 37.49 -3.65 0.0496 -0.0044
BMO 2025-5C9 MTG TR 5.7785% 04/15/2058 / ABS-MBS (US096933AC06) 37.47 0.0496 0.0496
US36179VXX36 / Ginnie Mae II Pool 37.21 -4.23 0.0492 -0.0047
US89170VAA61 / Towd Point Mortgage Trust 2022-1 37.20 -3.23 0.0492 -0.0042
US31418D4Y57 / FNMA, 30 Year 37.19 -4.40 0.0492 -0.0048
US3140KDMM97 / FNMA 15YR 2% 06/01/2035#BP5763 36.31 -3.55 0.0481 -0.0042
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C 4.62% 04/17/2028 144A / ABS-CBDO (US448984AD63) 36.28 0.0480 0.0480
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 36.10 0.0478 0.0478
US3133KNSM64 / Freddie Mac Pool 36.00 -4.05 0.0476 -0.0045
US72703PAC77 / Planet Fitness Master Issuer LLC 35.88 0.21 0.0475 -0.0023
US06738EBK01 / Barclays PLC 35.80 0.65 0.0474 -0.0020
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 35.68 -1.82 0.0472 -0.0033
US06051GKY43 / Bank of America Corp. 35.49 -0.15 0.0470 -0.0024
BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A / ABS-MBS (US12433FAA66) 35.43 0.0469 0.0469
US38141GZM94 / Goldman Sachs Group Inc/The 35.33 0.11 0.0468 -0.0023
FMCC / Federal Home Loan Mortgage Corporation 35.27 -3.95 0.0467 -0.0043
US00206RCQ39 / AT&T Inc 35.23 -4.19 0.0466 -0.0045
BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A / ABS-MBS (US12433BAA52) 35.19 -1.20 0.0466 -0.0029
US05608WAA27 / BX Trust 35.13 0.19 0.0465 -0.0022
BC.PRA / Brunswick Corporation - Corporate Bond/Note 35.05 -0.97 0.0464 -0.0028
US3140X7B992 / FNMA POOL FM3663 FN 03/50 FIXED VAR 34.97 -4.79 0.0463 -0.0047
FMCC / Federal Home Loan Mortgage Corporation 34.68 -8.76 0.0459 -0.0069
US29278NAR44 / ENERGY TRANSFER OPERATNG COMPANY GUAR 05/50 5 34.47 -7.31 0.0456 -0.0060
US00206RMN97 / AT&T Inc 34.21 -4.67 0.0453 -0.0046
US3137H5BQ92 / FEDERAL HOME LN MTG MLT CTF GT 5182 A 2.5% 10/25/2048 34.20 -3.70 0.0453 -0.0041
US31418DP488 / FNCI UMBS 2.0 MA4042 06-01-35 34.19 -3.46 0.0453 -0.0040
US3140XF7L97 / FNMA 30YR UMBS SUPER 34.12 -4.19 0.0452 -0.0043
US06051GKK49 / Bank of America Corp 34.09 0.35 0.0451 -0.0021
US36179UV822 / Ginnie Mae II Pool 33.77 -5.45 0.0447 -0.0049
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A / ABS-MBS (US87231EAA55) 33.54 8.30 0.0444 0.0014
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A / DBT (US79587J2A00) 33.35 0.39 0.0441 -0.0020
US3137FG6X87 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K077, Class A2 33.27 0.29 0.0440 -0.0021
US05609PAA66 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class A 33.07 0.08 0.0438 -0.0021
MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028 / ABS-CBDO (US58769GAD51) 32.99 -0.14 0.0437 -0.0022
US233046AF89 / DB Master Finance LLC 32.81 32.31 0.0434 0.0090
US3132DVLC71 / FR SD7523 32.71 -4.46 0.0433 -0.0043
US25755TAL44 / Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2 32.51 -0.44 0.0430 -0.0023
US02582JJZ49 / American Express Credit Account Master Trust 2023-1 32.46 -0.22 0.0430 -0.0022
US3140XFJ859 / Fannie Mae Pool 32.20 -4.66 0.0426 -0.0043
US31418DQ700 / Fannie Mae Pool 32.08 -4.32 0.0424 -0.0041
US744320BK76 / Prudential Financial Inc 31.93 -0.14 0.0423 -0.0022
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 31.72 -2.40 0.0420 -0.0032
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 31.51 -2.89 0.0417 -0.0034
FMCC / Federal Home Loan Mortgage Corporation 31.14 -3.71 0.0412 -0.0037
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 31.14 -2.96 0.0412 -0.0034
FLATIRON CLO 20 LTD / LLC AR TSFR3M+138 05/20/2036 144A / ABS-CBDO (US33883MAJ36) 31.12 -0.10 0.0412 -0.0021
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 30.97 0.0410 0.0410
US639057AK45 / NatWest Group PLC 30.93 -0.02 0.0409 -0.0020
US3140QN3S92 / Fannie Mae Pool 30.62 -3.34 0.0405 -0.0035
US674599EF81 / Occidental Petroleum Corp 30.54 -1.91 0.0404 -0.0028
US3140QPYC53 / FNMA 30YR 5% 08/01/2052#CB4306 30.52 -2.75 0.0404 -0.0032
US06738EBU82 / Barclays PLC 30.41 0.51 0.0402 -0.0018
GNII II 6% 01/20/2055#MB0148 / ABS-MBS (US3618N5EW56) 30.34 -1.42 0.0402 -0.0026
US3140QLM780 / FNMA 30YR 2.5% 08/01/2051#CB1281 30.02 -4.18 0.0397 -0.0038
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 29.75 0.28 0.0394 -0.0018
UST NOTES 4.75% 02/15/2045 / DBT (US912810UJ50) 29.70 0.0393 0.0393
US26863LAE48 / ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+112.02 11/15/2036 144A 29.64 9.17 0.0392 0.0015
US05401AAS06 / Avolon Holdings Funding Ltd 29.62 6.47 0.0392 0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 29.60 -3.06 0.0392 -0.0032
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 29.36 -3.05 0.0389 -0.0032
BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035 / DBT (US06051GMA49) 29.30 -0.64 0.0388 -0.0022
US3132DWDC47 / Freddie Mac Pool 29.24 -4.28 0.0387 -0.0037
US3132D9FB59 / FHLG 20YR 2% 07/01/2041#SC0162 29.18 -3.67 0.0386 -0.0035
BNP / BNP Paribas SA 29.09 -0.12 0.0385 -0.0020
US31418DV742 / Fannie Mae Pool 28.86 -4.20 0.0382 -0.0037
FMCC / Federal Home Loan Mortgage Corporation 28.74 -4.22 0.0380 -0.0037
OWN EQUIPMENT FUND I LLC 5.7% 12/20/2032 144A / ABS-CBDO (US69121NAA63) 28.69 -6.61 0.0380 -0.0047
US94974BGL80 / Wells Fargo & Co 28.57 0.11 0.0378 -0.0018
US3132DPB805 / FHLG 30YR 5% 11/01/2052#SD1863 28.53 -3.49 0.0378 -0.0033
US34528QGA67 / Ford Credit Floorplan Master Owner Trust A 28.50 -0.33 0.0377 -0.0020
US3133KNSL81 / Freddie Mac Pool 28.43 -4.27 0.0376 -0.0036
US12530MAA36 / CF Hippolyta LLC, Series 2020-1, Class A1 28.09 0.82 0.0372 -0.0015
FHLMC REMI 30YR 5.5% 04/01/2055#RJ4005 / ABS-MBS (US3142GUNX70) 28.05 0.0371 0.0371
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 27.90 17.59 0.0369 0.0040
FMCC / Federal Home Loan Mortgage Corporation 27.83 -3.01 0.0368 -0.0030
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 27.80 41.05 0.0368 0.0094
US3137FEBQ22 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K072, Class A2 27.77 0.33 0.0368 -0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 27.69 -3.71 0.0366 -0.0033
UST NOTES 3.875% 04/30/2030 / DBT (US91282CMZ13) 27.39 0.0362 0.0362
US25755TAH32 / Domino's Pizza Master Issuer LLC 27.38 157.66 0.0362 0.0215
US31418D6K36 / Fannie Mae Pool 26.98 -2.86 0.0357 -0.0029
US3137FCJK14 / FHMS K070 A2 (MF) 3.303% 11-25-27 26.86 0.37 0.0355 -0.0016
US3133KRVL58 / FHLM 30YR 5.5% 08/01/2053#RA9619 26.82 -3.87 0.0355 -0.0033
US00774MAW55 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 26.72 0.50 0.0354 -0.0016
US251526CP29 / Deutsche Bank AG/New York NY 26.48 0.35 0.0351 -0.0016
ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A / DBT (US04685A3R01) 26.35 -0.15 0.0349 -0.0018
US95000U3E14 / Wells Fargo & Co. 26.16 0.05 0.0346 -0.0017
STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A 4.63% 07/20/2027 144A / ABS-CBDO (US858928AB07) 26.01 0.0344 0.0344
US3137H4N304 / FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 25.56 -3.22 0.0338 -0.0029
US14040HDC60 / Capital One Financial Corp 25.55 -0.40 0.0338 -0.0018
US745310AN24 / Puget Energy, Inc. 25.53 -1.18 0.0338 -0.0021
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 25.26 -0.01 0.0334 -0.0017
US95000U2V48 / WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 25.17 0.30 0.0333 -0.0016
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 25.14 -1.06 0.0333 -0.0020
AFFIRM ASSET SECURITIZATION TRUST 2024-A 5.61% 02/15/2029 144A / ABS-CBDO (US00834BAF40) 25.10 -0.39 0.0332 -0.0018
AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A / ABS-CBDO (US00140NAW02) 25.10 -0.44 0.0332 -0.0018
US38141GYJ74 / Goldman Sachs Group Inc/The 25.07 0.33 0.0332 -0.0015
US06051GLS65 / Bank of America Corp 24.86 0.09 0.0329 -0.0016
US04016DAS45 / ARES XLI CLO LTD / ARES XLI CLO LLC 1ML+107 04/15/2034 144A 24.79 -0.05 0.0328 -0.0017
US3140X7ZG79 / FNMA 30YR 2.5% 09/01/2050#FM4342 24.78 -4.66 0.0328 -0.0033
US36179WTY48 / Ginnie Mae II Pool 24.77 -4.41 0.0328 -0.0032
PEACHTREE CORNERS FUNDING TRUST II 6.012% 05/15/2035 144A / DBT (US70470BAA70) 24.76 0.0328 0.0328
US233046AS01 / DB Master Finance LLC 24.73 -1.38 0.0327 -0.0021
US36262MAA62 / GSMS 2021-IP A 1ML+105 10/15/2036 144A 24.67 0.81 0.0327 -0.0013
US3140QMAC88 / Fannie Mae Pool 24.55 -4.22 0.0325 -0.0031
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 24.52 -8.67 0.0325 -0.0048
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 24.52 0.0324 0.0324
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 24.46 0.0324 0.0324
US3140X67D78 / FNMA 15YR 2% 06/01/2035#FM3591 24.46 -3.94 0.0324 -0.0030
US3140QLPR10 / Fannie Mae Pool 24.26 -3.79 0.0321 -0.0029
US06051GJS93 / Bank of America Corp 24.18 0.56 0.0320 -0.0014
FNDSX / Fidelity Salem Street Trust - Fidelity Sustainability Bond Index Fund 2.62 0.92 24.17 -0.28 0.0320 -0.0017
MSRM 2025-NQM3 VAR 05/25/2070 144A / ABS-CBDO (US61778LAA35) 24.12 0.0319 0.0319
US3140QSMX67 / FNMA 30YR 5.5% 07/01/2053#CB6673 24.05 -4.29 0.0318 -0.0031
WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A / ABS-CBDO (US96328GBT31) 24.05 -0.22 0.0318 -0.0017
US3140XDT226 / Fannie Mae Pool 23.99 -4.55 0.0318 -0.0032
FMCC / Federal Home Loan Mortgage Corporation 23.97 -2.54 0.0317 -0.0024
BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029 / DBT (US105340AS20) 23.94 -0.63 0.0317 -0.0018
GREEN LAKES PARK CLO LLC ARR TSFR3M+118 01/25/2038 144A / ABS-CBDO (US39310AAC45) 23.93 -0.31 0.0317 -0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 23.84 0.0316 0.0316
US31418DVW90 / FNCI UMBS 1.5 MA4228 01-01-36 23.71 -3.50 0.0314 -0.0028
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 23.66 0.0313 0.0313
AIMCO CLO 22 LTD / AIMCO CLO 22 LLC A TSFR3M+150 04/19/2037 144A / ABS-CBDO (US00901UAA16) 23.62 -0.35 0.0313 -0.0017
US3140XFVZ11 / Fannie Mae Pool 23.57 -4.54 0.0312 -0.0031
US3137BNGT50 / Freddie Mac Multifamily Structured Pass Through Certificates 23.56 -2.61 0.0312 -0.0024
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A / ABS-CBDO (US44935DAB55) 23.53 0.0311 0.0311
US3140QLM608 / FANNIE MAE POOL 23.49 -3.37 0.0311 -0.0027
US3140QMAB06 / FNMA 30YR 2% 10/01/2051#CB1801 23.36 -3.65 0.0309 -0.0028
US3132DNXG32 / FHLG 30YR 5.5% 09/01/2052#SD1579 23.32 -3.56 0.0309 -0.0027
US3140XKDT48 / UMBS, 15 Year 23.27 -4.67 0.0308 -0.0031
US3622ABDV15 / Ginnie Mae II Pool 23.12 -4.90 0.0306 -0.0032
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 23.10 -2.94 0.0306 -0.0025
BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A / ABS-MBS (US05613UAA97) 23.08 1.57 0.0305 -0.0010
FMCC / Federal Home Loan Mortgage Corporation 23.07 -3.20 0.0305 -0.0026
BMO 2024-5C6 MTG TR 5.3161% 09/15/2057 / ABS-MBS (US05593QAC87) 23.05 -0.45 0.0305 -0.0017
US74969CAA53 / RLGH Trust 2021-TROT 22.93 0.16 0.0303 -0.0015
US01F0504609 / Uniform Mortgage-Backed Security, TBA 22.74 -85.11 0.0301 -0.2079
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.70 -2.15 0.0300 -0.0022
US78574MAA18 / Sabra Health Care LP 22.67 -0.97 0.0300 -0.0018
GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A / DBT (US36143L2R50) 22.65 -0.50 0.0300 -0.0016
US3140XEAV60 / FNMA 30YR 3% 12/01/2051#FM9919 22.65 -5.02 0.0300 -0.0032
US46590XAS53 / JBS USA/FOOD/FINANCE REGD 2.50000000 22.61 0.38 0.0299 -0.0014
US05329WAS17 / AutoNation, Inc. 22.50 0.28 0.0298 -0.0014
KBC / KBC Group NV 22.48 0.40 0.0297 -0.0014
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.39 -3.37 0.0296 -0.0026
NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A / ABS-CBDO (US65479VAB27) 22.33 -0.41 0.0295 -0.0016
JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A / ABS-CBDO (US476681AD37) 22.28 -1.21 0.0295 -0.0018
US92277GAW78 / Ventas Realty LP 22.25 0.55 0.0294 -0.0013
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.22 0.0294 0.0294
US87264ABF12 / CORP. NOTE 22.06 0.69 0.0292 -0.0012
US46590XAU00 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 22.05 -0.10 0.0292 -0.0015
US04010LAZ67 / Ares Capital Corp. 22.04 0.16 0.0292 -0.0014
US161175BU77 / Charter Communications Operating LLC / Charter Communications Operating Capital 22.04 1.34 0.0292 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.04 0.0292 0.0292
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.03 -4.48 0.0292 -0.0029
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 22.03 0.0292 0.0292
BARINGS CLO LTD 2023-IV A TSFR3M+175 01/20/2037 144A / ABS-CBDO (US06763MAA36) 21.93 -0.34 0.0290 -0.0015
US462613AK64 / IPALCO Enterprises Inc 21.91 -3.49 0.0290 -0.0025
MADISON PK FDG LXVII LTD / MADISON PK FDG LXVII LLC A1 TSFR3M+151 04/25/2037 144A / ABS-CBDO (US55821YAA47) 21.90 -0.40 0.0290 -0.0016
US3140QQNK71 / FNMA 30YR 5% 10/01/2052#CB4893 21.84 -3.55 0.0289 -0.0026
AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A / ABS-CBDO (US00834MAA18) 21.77 0.0288 0.0288
EQT / EQT Corporation 21.77 -1.50 0.0288 -0.0019
US71654QDF63 / Petroleos Mexicanos 21.73 -1.66 0.0288 -0.0019
US46592FAA12 / J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU 21.71 1.11 0.0287 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 21.66 -4.39 0.0287 -0.0028
US969457BZ28 / Williams Cos Inc/The 21.65 -0.13 0.0287 -0.0015
US3132DVMN28 / Freddie Mac Pool 21.62 -3.93 0.0286 -0.0027
US3137FETN09 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K073, Class A2 21.60 0.35 0.0286 -0.0013
SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A / ABS-CBDO (US864300AC28) 21.59 -1.73 0.0286 -0.0019
US09229CAA71 / Blackbird Capital Aircraft 21.57 -1.96 0.0286 -0.0020
US681936BN99 / Omega Healthcare Investors Inc 21.57 -7.25 0.0285 -0.0038
US89179YAR45 / TOWD POINT MORTGAGE TRUST 2021-1 VAR 11/25/2061 144A 21.55 -5.61 0.0285 -0.0032
GILEAD AVIATION LLC 0% 03/15/2050 144A / ABS-CBDO (US37556TAA43) 21.54 -3.32 0.0285 -0.0024
US925650AC72 / VICI Properties LP 21.42 -0.17 0.0284 -0.0015
US49447BAA17 / Kimco Realty OP LLC 21.40 -1.41 0.0283 -0.0018
US172967KA87 / Citigroup Inc 21.36 0.22 0.0283 -0.0013
US14040HCE36 / CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027 21.35 0.41 0.0283 -0.0013
US3140QHJA47 / Fannie Mae Pool 21.33 -4.68 0.0282 -0.0029
US3140QMRK22 / Fannie Mae Pool 21.24 -4.61 0.0281 -0.0028
US78472UAC27 / SREIT Trust 2021-MFP 21.19 -6.56 0.0281 -0.0035
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 21.18 -1.17 0.0280 -0.0017
US15033PAA12 / CEDAR FUNDING LTD 23-17A A TSFR3M+185 07/20/2036 144A 21.16 -0.11 0.0280 -0.0014
US3137FBBX34 / FHMS K068 A2 3.244% 08/25/2027 21.04 0.34 0.0278 -0.0013
US3140QMMN16 / FN 11/51 FIXED 3 21.02 -3.60 0.0278 -0.0025
US3140XBKV12 / Fannie Mae Pool 21.00 -4.62 0.0278 -0.0028
GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A / ABS-CBDO (US361886DQ44) 20.92 -0.19 0.0277 -0.0014
US09261HBA41 / BLACKSTONE PRIVATE CREDIT FUND 7.05% 09/29/2025 20.75 -0.52 0.0275 -0.0015
US055522AA43 / BLOX TRUST 2021 BLOX 20.74 0.83 0.0274 -0.0011
US53218DAE85 / LIFE_22-BMR2 20.71 -3.96 0.0274 -0.0025
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 20.66 -3.81 0.0273 -0.0025
US55903VBE20 / Warnermedia Holdings Inc 20.58 -36.03 0.0272 -0.0175
US65473PAJ49 / NISOURCE INC 20.54 0.41 0.0272 -0.0012
US65473PAH82 / NiSource Inc 20.50 43.17 0.0271 0.0072
US06540JBA97 / BANK, Series 2020-BN26, Class ASB 20.49 9.14 0.0271 0.0010
US36255NAT28 / GS Mortgage Securities Trust 2018-GS9 20.47 0.20 0.0271 -0.0013
US3140QSHQ71 / FNMA 30YR 6% 06/01/2053#CB6538 20.44 -3.88 0.0270 -0.0025
US61747YFG52 / Morgan Stanley 20.43 -0.83 0.0270 -0.0016
US62954PAA84 / BF 2018-NYT Mortgage Trust 20.41 -1.30 0.0270 -0.0017
US00130HCC79 / AES CORP 3.95% 07/15/2030 144A 20.40 -0.84 0.0270 -0.0016
US31635A3032 / Fidelity Securities Lending Cash Central Fund 20.32 -20.39 20.32 -20.39 0.0269 -0.0093
US105340AR47 / Brandywine Operating Partnership LP 20.31 -0.89 0.0269 -0.0016
US3140XDRX60 / Fannie Mae Pool 20.30 -4.10 0.0269 -0.0025
US12482HAA23 / CAMB Commercial Mortgage Trust 2019-LIFE 20.26 -0.06 0.0268 -0.0014
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 20.25 -1.99 0.0268 -0.0019
US11135FBF71 / Broadcom, Inc. 20.24 -0.25 0.0268 -0.0014
US46647PDR47 / JPMorgan Chase & Co 20.23 -0.67 0.0268 -0.0015
FMCC / Federal Home Loan Mortgage Corporation 20.21 -4.18 0.0268 -0.0026
US15135BAX91 / Centene Corp 20.09 0.54 0.0266 -0.0012
US14040HCV50 / Capital One Financial Corp 20.03 -0.34 0.0265 -0.0014
US76131VAB99 / Retail Properties of America Inc 20.02 -0.38 0.0265 -0.0014
US36186CBY84 / Ally Financial Inc 19.95 -1.04 0.0264 -0.0016
US345397C270 / Ford Motor Credit Co LLC 19.91 -0.38 0.0264 -0.0014
WELLS FARGO COML MORTAGE TR 2024-MGP A12 TSFR1M+179.1 08/15/2041 144A / ABS-MBS (US95003TAS24) 19.90 -1.06 0.0263 -0.0016
FMCC / Federal Home Loan Mortgage Corporation 19.87 -3.89 0.0263 -0.0024
US780097BA81 / Natwest Group PLC 19.86 -0.09 0.0263 -0.0013
US11120VAH69 / Brixmor Operating Partnership LP 19.83 0.12 0.0262 -0.0013
FMCC / Federal Home Loan Mortgage Corporation 19.82 -4.02 0.0262 -0.0025
US097023CU76 / BOEING CO 5.04% 05/01/2027 19.79 0.24 0.0262 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 19.78 -4.60 0.0262 -0.0026
US21871XAH26 / Corebridge Financial, Inc. 19.77 -22.83 0.0262 -0.0094
US3132DPD546 / FHLG 30YR 5% 12/01/2052#SD1924 19.69 -4.34 0.0261 -0.0025
US3140QLZC31 / FANNIE MAE POOL FN CB1638 19.67 -5.48 0.0260 -0.0029
PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A / ABS-CBDO (US69381DAA37) 19.66 -4.09 0.0260 -0.0025
US18551PAC32 / Cleco Corporate Holdings LLC 19.52 0.43 0.0258 -0.0012
US3140QMTF19 / FNMA 30YR 2% 12/01/2051#CB2349 19.45 -3.64 0.0257 -0.0023
FMCC / Federal Home Loan Mortgage Corporation 19.45 -2.32 0.0257 -0.0019
US46647PDU75 / JPMorgan Chase & Co. 19.39 0.14 0.0257 -0.0012
BNS / The Bank of Nova Scotia 19.38 -1.70 0.0257 -0.0017
US33834DAA28 / Five Corners Funding Trust II 19.38 1.21 0.0256 -0.0010
US3140XLED69 / FNMA 30YR 5.5% 05/01/2053#FS4631 19.35 -2.96 0.0256 -0.0021
US3132D9FG47 / FHLG 20YR 2.5% 05/01/2041#SC0167 19.33 -3.00 0.0256 -0.0021
FMCC / Federal Home Loan Mortgage Corporation 19.31 -2.28 0.0256 -0.0019
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 19.29 0.0255 0.0255
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 19.28 -3.63 0.0255 -0.0023
BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A / ABS-MBS (US05593JAA88) 19.22 0.00 0.0254 -0.0013
US3136BBLA83 / FNMA GTD MTG PASS THRU CTF 1.5% 08/25/2040 19.21 -4.30 0.0254 -0.0025
US958667AC17 / WESTERN MIDSTREAM OPERAT SR UNSECURED 02/30 4.05 19.17 -0.21 0.0254 -0.0013
US00138CAV00 / Corebridge Global Funding 19.15 -0.10 0.0253 -0.0013
FMCC / Federal Home Loan Mortgage Corporation 19.12 -2.66 0.0253 -0.0020
US3140XDGU41 / FNMA 30YR 3% 10/01/2051#FM9210 19.10 -4.05 0.0253 -0.0024
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 19.07 0.0252 0.0252
US31418DN731 / Fannie Mae Pool 19.02 -4.34 0.0252 -0.0025
US38141GA468 / Goldman Sachs Group Inc/The 18.99 49.68 0.0251 0.0075
US95000U2L65 / WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR 18.98 0.07 0.0251 -0.0012
A1DC34 / Agree Realty Corporation - Depositary Receipt (Common Stock) 18.93 34.02 0.0251 0.0054
US95000U3F88 / Wells Fargo & Co. 18.90 -0.73 0.0250 -0.0014
OAK HILL CREDIT PARTNERS A1 TSFR3M+150 04/20/2037 144A / ABS-CBDO (US67706JAA25) 18.89 -0.15 0.0250 -0.0013
US30227FAJ93 / Extended Stay America Trust 18.86 -1.26 0.0250 -0.0016
US3132DVLA16 / FR SD7521 18.85 -4.73 0.0249 -0.0025
FMCC / Federal Home Loan Mortgage Corporation 18.84 0.0249 0.0249
US31418D7H97 / Fannie Mae Pool 18.83 -3.71 0.0249 -0.0022
FMCC / Federal Home Loan Mortgage Corporation 18.80 0.0249 0.0249
AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A / ABS-CBDO (US00900PAQ81) 18.79 -0.34 0.0249 -0.0013
BA / The Boeing Company - Depositary Receipt (Common Stock) 18.79 -3.19 0.0249 -0.0021
FMCC / Federal Home Loan Mortgage Corporation 18.77 -3.87 0.0248 -0.0023
US12532CAZ86 / CFCRE Commercial Mortgage Trust 2017-C8 18.76 11.09 0.0248 0.0014
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 18.75 -4.40 0.0248 -0.0024
US92343VGN82 / Verizon Communications Inc 18.67 0.64 0.0247 -0.0011
US345397A860 / Ford Motor Credit Co LLC 18.65 -0.11 0.0247 -0.0013
US361886CR36 / GMF Floorplan Owner Revolving Trust 18.64 -0.33 0.0247 -0.0013
US3133KMUX19 / FHLG 30YR 3% 10/01/2051#RA5998 18.62 -5.94 0.0246 -0.0029
US3132DN4S96 / FHLG 30YR 5% 10/01/2052#SD1733 18.61 -3.93 0.0246 -0.0023
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029 / DBT (US161175CQ56) 18.59 0.80 0.0246 -0.0010
ATHENE GLOBAL FUNDING 5.583% 01/09/2029 144A / DBT (US04685A3Q28) 18.59 -0.23 0.0246 -0.0013
US172967KJ96 / Citigroup Inc 18.58 -0.10 0.0246 -0.0012
US053332AZ56 / AutoZone Inc 18.55 0.54 0.0246 -0.0011
US12434GAA31 / BX Commercial Mortgage Trust 2023-XL3 18.54 0.19 0.0245 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 18.52 -2.70 0.0245 -0.0019
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 18.50 -2.06 0.0245 -0.0018
MARS INC 5.7% 05/01/2055 144A / DBT (US571676BC81) 18.49 0.0245 0.0245
US3137F72B05 / Freddie Mac Multifamily Structured Pass Through Certificates 18.42 0.83 0.0244 -0.0010
US36179W5B07 / Government National Mortgage Association 18.38 -87.97 0.0243 -0.1880
US3140X55P45 / FNMA 30YR 3.5% 03/01/2050#FM2653 18.36 -4.75 0.0243 -0.0025
US46590XAP15 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 18.35 0.03 0.0243 -0.0012
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A / ABS-CBDO (US00255JAA88) 18.29 -3.10 0.0242 -0.0020
WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A / ABS-CBDO (US96328GBM87) 18.22 -12.65 0.0241 -0.0049
US30161NBE04 / Exelon Corp 18.22 0.59 0.0241 -0.0011
US172967PA33 / CITIGROUP INC 18.21 -0.67 0.0241 -0.0014
US3133KNXR96 / FHLG 30YR 3% 03/01/2052#RA6988 18.21 -5.89 0.0241 -0.0028
US83368RAZ55 / Societe Generale SA 18.20 0.66 0.0241 -0.0010
CDW LLC / CDW FIN CORP 5.1% 03/01/2030 / DBT (US12513GBK40) 18.18 -0.05 0.0241 -0.0012
US3132DWA456 / Freddie Mac Pool 18.17 -4.17 0.0241 -0.0023
US02005NBR08 / ALLY FINANCIAL INC 18.17 -0.57 0.0241 -0.0013
US31418EBT64 / Federal National Mortgage Association (FNMA) 18.15 0.0240 0.0240
US55903VBC63 / Warnermedia Holdings Inc 18.14 -61.55 0.0240 -0.0415
FMCC / Federal Home Loan Mortgage Corporation 18.12 -3.02 0.0240 -0.0020
US548661EH62 / LOW 3 3/4 04/01/32 18.07 -0.28 0.0239 -0.0013
SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A / ABS-CBDO (US864300AG32) 18.06 -1.58 0.0239 -0.0016
US3140X5JX21 / FNMA 30YR 3% 12/01/2049#FM2077 18.05 -3.85 0.0239 -0.0022
US31418DV668 / Fannie Mae Pool 18.05 -4.21 0.0239 -0.0023
US3140XDSF46 / FN FM9517 18.05 -4.96 0.0239 -0.0025
US15089QAY08 / Celanese US Holdings LLC 18.01 -18.29 0.0238 -0.0068
US3140QSHD68 / FNMA 30YR 5.5% 06/01/2053#CB6527 18.01 -4.35 0.0238 -0.0023
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 18.00 0.0238 0.0238
US3136BKXA54 / Fannie Mae REMICS 17.99 -3.93 0.0238 -0.0022
MARS INC 4.8% 03/01/2030 144A / DBT (US571676AY11) 17.96 0.0238 0.0238
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028 / ABS-CBDO (US58770JAD63) 17.95 -0.31 0.0238 -0.0013
SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A / ABS-CBDO (US864300AL27) 17.95 -4.19 0.0238 -0.0023
US3133KM5A90 / FHLG 30YR 2% 11/01/2051#RA6241 17.90 -4.77 0.0237 -0.0024
US3132DWAV54 / FREDDIE MAC POOL 17.89 -4.18 0.0237 -0.0023
US11135FBJ93 / Broadcom Inc 17.86 -2.93 0.0236 -0.0019
US466317AA25 / J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2022-NLP CL A V/R REGD 144A P/P 1.28650000 17.84 -0.25 0.0236 -0.0012
US3140QQVS16 / FN CB5124 17.82 -3.75 0.0236 -0.0021
SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A / ABS-CBDO (US864300AE83) 17.76 -3.14 0.0235 -0.0020
US17327CAR43 / Citigroup Inc 17.73 -0.63 0.0235 -0.0013
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 17.64 -3.58 0.0233 -0.0021
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 17.64 -0.44 0.0233 -0.0013
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 17.63 0.19 0.0233 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 17.61 0.0233 0.0233
BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A / ABS-CBDO (US05594BAB27) 17.61 0.0233 0.0233
US3140QL7M23 / FNMA 30YR 2% 10/01/2051#CB1799 17.55 -4.54 0.0232 -0.0023
US3132DQF846 / FHLG 30YR 5.5% 05/01/2053#SD2891 17.52 -4.79 0.0232 -0.0024
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 17.48 -0.78 0.0231 -0.0013
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 17.47 -6.52 0.0231 -0.0028
US3136BA6V18 / FEDERAL NAT MTG ASN GTD REM PA 1.5% 07/25/2040 17.44 -4.55 0.0231 -0.0023
US3140KDKD17 / FNMA 15YR 2% 06/01/2035#BP5691 17.41 -3.23 0.0230 -0.0020
US12515HAY18 / CD 2017-CD5 Mortgage Trust 17.35 0.83 0.0230 -0.0009
US3133KMXD28 / FHLG 30YR 2% 10/01/2051#RA6076 17.29 -4.24 0.0229 -0.0022
VERUS 2025-4 5.448% 05/25/2070 144A / ABS-CBDO (US92540UAC18) 17.27 0.0229 0.0229
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 17.26 -7.47 0.0228 -0.0031
US49456BAT89 / Kinder Morgan Inc 17.26 -5.44 0.0228 -0.0025
ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A / ABS-CBDO (US29374MAC29) 17.26 -0.10 0.0228 -0.0012
US36179W2T42 / GINNIE MAE II POOL G2 MA7986 17.25 -4.46 0.0228 -0.0023
BCS / Barclays PLC - Depositary Receipt (Common Stock) 17.23 55.42 0.0228 0.0074
USAA AUTO OWNER TR 2024-A 5.03% 03/15/2029 144A / ABS-CBDO (US90327VAC28) 17.21 -0.40 0.0228 -0.0012
US61768HAV87 / Morgan Stanley Capital I Trust 2019-L2 17.20 -0.16 0.0228 -0.0012
US3136BAAF17 / FEDERAL NAT MTG ASN GTD REM PA 1.5% 06/25/2040 17.18 -3.61 0.0227 -0.0020
DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC A1R2 TSFR3M+138 07/15/2037 144A / ABS-CBDO (US26246BAU89) 17.17 20.89 0.0227 0.0030
MAGNETITE XXVIII LTD A1RR TSFR3M+124 01/15/2038 144A / ABS-CBDO (US55955LAS16) 17.16 18.97 0.0227 0.0027
US00774MBC82 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 17.16 -0.05 0.0227 -0.0011
US14040HCU77 / Capital One Financial Corp 17.13 -0.13 0.0227 -0.0012
FMCC / Federal Home Loan Mortgage Corporation 17.08 0.0226 0.0226
PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034 / DBT (US72650RBP64) 17.04 -2.75 0.0226 -0.0018
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 17.03 0.0225 0.0225
US06051GLH01 / Bank of America Corp. 17.03 -0.63 0.0225 -0.0013
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 17.01 0.0225 0.0225
AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) 17.00 0.08 0.0225 -0.0011
AVGO / Broadcom Inc. - Depositary Receipt (Common Stock) 17.00 0.40 0.0225 -0.0010
US969457BX79 / WILLIAMS COS INC 3.5% 11/15/2030 16.95 0.22 0.0224 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 16.93 0.0224 0.0224
NUVEEN LLC 5.55% 01/15/2030 144A / DBT (US67080LAC90) 16.87 0.33 0.0223 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 16.80 0.0222 0.0222
US36179S2Q92 / Ginnie Mae II Pool 16.80 -5.16 0.0222 -0.0024
US3133KNGT46 / FHLG 30YR 2% 12/01/2051#RA6510 16.77 -4.56 0.0222 -0.0022
US07355TAU60 / Beechwood Park CLO Ltd 16.77 7.27 0.0222 0.0005
US3622ABKS03 / Ginnie Mae II Pool 16.76 -4.71 0.0222 -0.0023
US88607AAA79 / THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A 16.76 -4.33 0.0222 -0.0022
FMCC / Federal Home Loan Mortgage Corporation 16.75 -4.69 0.0222 -0.0022
US3137H6RT41 / FEDERAL HOME LN MTG MLT CTF GT 3.25% 04/25/2052 16.72 -3.04 0.0221 -0.0018
US3140QHPZ24 / FNMA 15YR UMBS 16.69 -4.01 0.0221 -0.0021
AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A / ABS-CBDO (US00255JAB61) 16.67 -3.10 0.0221 -0.0018
US3132DVKQ76 / UMBS Pool 16.61 -4.76 0.0220 -0.0022
US3132DQGL41 / Freddie Mac Pool 16.58 83.57 0.0219 0.0094
US3132D9GT58 / FHLG 20YR 2.5% 11/01/2041#SC0210 16.56 -3.74 0.0219 -0.0020
US3140XDV370 / Fannie Mae Pool 16.54 -3.28 0.0219 -0.0019
JOHN DEERE OWNER TRUST 2025 4.23% 03/15/2028 REGS / ABS-CBDO (US47800DAB01) 16.51 0.0219 0.0219
US59156RCE62 / MetLife, Inc. 16.47 -0.18 0.0218 -0.0011
US3132DVLD54 / Federal Home Loan Mortgage Corporation 16.47 -4.80 0.0218 -0.0022
US031162DR88 / Amgen Inc 16.45 -27.35 0.0218 -0.0097
US3140XAHS47 / FNMA 30YR 2.5% 04/01/2051#FM6540 16.45 -5.99 0.0218 -0.0025
US92277GAV95 / VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030 16.41 -0.01 0.0217 -0.0011
FMCC / Federal Home Loan Mortgage Corporation 16.40 -4.77 0.0217 -0.0022
US07274EAM57 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.875% 11-21-53 16.39 -3.04 0.0217 -0.0018
US61747YFF79 / Morgan Stanley 16.38 -0.05 0.0217 -0.0011
US3140XCJV14 / FANNIE MAE POOL FN FM8375 16.38 -2.72 0.0217 -0.0017
US3140QNQ472 / FNMA 30YR 3.5% 03/01/2052#CB3174 16.34 -5.35 0.0216 -0.0024
US95003EAA47 / WFCM_21-FCMT 16.31 -0.33 0.0216 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 16.31 0.0216 0.0216
ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028 / ABS-CBDO (US02008FAC86) 16.29 -0.17 0.0216 -0.0011
COLOMBIA REPUBLIC OF 8.5% 04/25/2035 / DBT (US195325ES00) 16.28 0.0216 0.0216
US00774MAS44 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 16.28 0.49 0.0215 -0.0010
US010392FX19 / Alabama Power Co 16.27 0.36 0.0215 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 16.25 -3.56 0.0215 -0.0019
CARLYLE US CLO 2021-10 LTD A1R TSFR3M+131 01/20/2038 144A / ABS-CBDO (US14316YAL92) 16.24 -0.85 0.0215 -0.0013
US61747YFD22 / Morgan Stanley 16.22 0.13 0.0215 -0.0010
US3133B0HU06 / FHLG 30YR 2.5% 12/01/2051#QD2943 16.18 -5.21 0.0214 -0.0023
US48255PAA30 / KKR CLO 41 Ltd 16.16 -15.93 0.0214 -0.0053
US3140X7HG71 / Fannie Mae Pool 16.13 -4.41 0.0213 -0.0021
OHA CR FDG 6 LTD / OHA CR FDG 6 LLC AR2 TSFR3M+133 10/20/2037 144A / ABS-CBDO (US67098UAY10) 16.10 -0.62 0.0213 -0.0012
OHA CR FDG 4 LTD / OHA CR FDG 4 LLC AR2 TSFR3M+129 01/22/2038 144A / ABS-CBDO (US67098DBC65) 15.99 -0.66 0.0212 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 15.95 -6.72 0.0211 -0.0026
ARES CLO AR TSFR3M+127 10/15/2032 144A / ABS-CBDO (US04017WAL63) 15.95 -16.51 0.0211 -0.0054
BA / The Boeing Company - Depositary Receipt (Common Stock) 15.91 61.06 0.0211 0.0073
SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A / ABS-CBDO (US78437VAE02) 15.91 -0.42 0.0211 -0.0011
US15089QAX25 / CORP. NOTE 15.89 -18.51 0.0210 -0.0061
US3140QLSK30 / FANNIE MAE POOL FN CB1421 15.77 -6.82 0.0209 -0.0026
MARS INC 5.2% 03/01/2035 144A / DBT (US571676BA26) 15.77 0.0209 0.0209
US74980EAQ17 / RR 7 Ltd 15.76 -0.18 0.0209 -0.0011
US95000JAU25 / Wells Fargo Commercial Mortgage Trust 2016-LC25 15.74 -0.07 0.0208 -0.0011
BENCHMARK 2024-V9 MORTGAGE TRUST 5.6019% 08/15/2057 / ABS-MBS (US081919AN29) 15.71 -0.42 0.0208 -0.0011
US29374LAB62 / Enterprise Fleet Financing 2023-3 LLC 15.69 -12.62 0.0208 -0.0042
US92277GAU13 / Ventas Realty LP 15.61 0.52 0.0207 -0.0009
US46115HBQ92 / Intesa Sanpaolo SpA 15.60 -0.60 0.0207 -0.0012
C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) 15.52 -0.14 0.0205 -0.0011
US3140KDGP92 / FNMA 15YR 2% 06/01/2035#BP5605 15.51 -4.28 0.0205 -0.0020
HD / The Home Depot, Inc. - Depositary Receipt (Common Stock) 15.51 -0.55 0.0205 -0.0011
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 15.50 -1.37 0.0205 -0.0013
US00206RMM15 / AT&T Inc 15.48 -0.09 0.0205 -0.0010
US44409MAD83 / Hudson Pacific Properties LP 15.43 -2.97 0.0204 -0.0017
US3132D56U17 / Freddie Mac Pool 15.40 -3.27 0.0204 -0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 15.38 0.0204 0.0204
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 15.37 -2.91 0.0203 -0.0017
US3140XCYJ11 / FNMA 30YR 3.5% 09/01/2051# 15.36 -3.13 0.0203 -0.0017
US233046AQ45 / DB Master Finance LLC 15.33 35.83 0.0203 0.0046
US167505KK19 / CHICAGO IL BOE 1.75% 12/15/25 15.31 0.57 0.0203 -0.0009
CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A / ABS-CBDO (US16144BAC28) 15.30 -0.41 0.0203 -0.0011
B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) 15.24 -1.21 0.0202 -0.0013
FLATIRON CLO LT A1R TSFR3M+136 10/19/2037 144A / ABS-CBDO (US33883PAQ00) 15.23 -0.52 0.0202 -0.0011
US71654QCC42 / Petroleos Mexicanos Bond 15.21 -1.74 0.0201 -0.0014
US3140XDS566 / Fannie Mae Pool 15.21 -4.57 0.0201 -0.0020
US36250SAD18 / GS Mortgage Securities Corp II 15.13 0.51 0.0200 -0.0009
US31418DVD10 / Fannie Mae Pool 15.12 -4.51 0.0200 -0.0020
CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A / ABS-CBDO (US22790AAA34) 15.12 0.0200 0.0200
US3133KH6N11 / Freddie Mac Pool 15.09 -4.46 0.0200 -0.0020
US71654QDE98 / Petroleos Mexicanos 15.08 1.82 0.0200 -0.0006
GNII II 5% 12/20/2054#MB0091 / ABS-MBS (US3618N5C569) 15.06 -2.45 0.0199 -0.0015
US202712BS32 / Commonwealth Bank of Australia 15.05 -0.19 0.0199 -0.0010
US3140XJBR37 / FNMA 15YR 1.5% 01/01/2037#FS2747 15.04 -3.40 0.0199 -0.0017
BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A / ABS-MBS (US123910AA98) 15.04 51.73 0.0199 0.0061
GNII II 5.5% 08/20/2054#MA9851 / ABS-MBS (US36179Y5L43) 15.02 -4.58 0.0199 -0.0020
US3140QSHR54 / FNMA 30YR 6% 06/01/2053#CB6539 15.01 -3.11 0.0199 -0.0017
BX COML MTG TR 2024-XL5 C TSFR1M+194.087 03/15/2039 144A / ABS-MBS (US05612GAE35) 14.99 -3.06 0.0198 -0.0016
MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A / ABS-CBDO (US588926AF24) 14.99 -6.80 0.0198 -0.0025
US3136BLHG81 / Federal National Mortgage Association, Inc. 14.95 -3.55 0.0198 -0.0017
US693475BM68 / PNC Financial Services Group Inc/The 14.95 -0.71 0.0198 -0.0011
US09659W2L77 / BNP Paribas SA 14.94 0.65 0.0198 -0.0008
US3140XCWJ39 / FNMA 30YR 3.5% 09/01/2051# 14.94 -2.79 0.0198 -0.0016
FMCC / Federal Home Loan Mortgage Corporation 14.93 -2.92 0.0198 -0.0016
US08162UAW09 / Benchmark 2018-B8 Mortgage Trust 14.93 0.02 0.0198 -0.0010
US7593518852 / Reinsurance Group of America Inc 14.89 -1.26 0.0197 -0.0012
US14318XAC92 / CarMax Auto Owner Trust 2023-4 14.89 -0.38 0.0197 -0.0011
US26441CBU80 / Duke Energy Corp 14.81 -5.38 0.0196 -0.0021
US12530MAE57 / CF Hippolyta LLC 14.79 0.92 0.0196 -0.0008
US3140KDPQ74 / FNMA 15YR 2% 05/01/2035#BP5830 14.78 -3.14 0.0196 -0.0016
US3140XBE222 / Fannie Mae Pool 14.77 -4.07 0.0195 -0.0018
US61691JAU88 / Morgan Stanley Capital I Trust 2017-H1 14.74 0.56 0.0195 -0.0009
FHLMC REMI 30YR 6% 03/01/2055#RJ3645 / ABS-MBS (US3142GUBP74) 14.70 -1.97 0.0194 -0.0014
US925650AB99 / VICI Properties LP 14.68 -0.07 0.0194 -0.0010
US92920FAA84 / VOYA CLO 2023-1A A1 LTD TSFR3M+180 01/20/2037 144A 14.67 -0.33 0.0194 -0.0010
US05553WAC38 / BBCMS Mortgage Trust 2023-C21 14.66 -0.18 0.0194 -0.0010
US3140XBJD33 / FNMA 15YR 3.5% 12/01/2035#FM7459 14.66 -5.93 0.0194 -0.0022
US875484AL13 / Tanger Properties LP 14.65 -0.08 0.0194 -0.0010
US3140X42P09 / Fannie Mae Pool 14.63 -5.53 0.0194 -0.0022
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 14.62 -5.77 0.0193 -0.0022
US345397B363 / Ford Motor Credit Co LLC 14.61 -2.18 0.0193 -0.0014
US31418DWQ14 / Fannie Mae Pool 14.58 -4.19 0.0193 -0.0018
US05401AAB70 / Avolon Holdings Funding Ltd 14.57 13.35 0.0193 0.0014
US3133KPDQ81 / Freddie Mac Pool 14.54 -5.17 0.0192 -0.0021
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 14.53 0.0192 0.0192
US31418CCK80 / Fannie Mae Pool 14.52 -3.78 0.0192 -0.0017
US00258BAA26 / Aaset 2021-2 Trust 14.51 -2.47 0.0192 -0.0015
COLOMBIA REPUBLIC OF 7.375% 04/25/2030 / DBT (US195325ER27) 14.50 0.0192 0.0192
US3622ABB926 / GNMA II 2.5% 08/20/2051#785564 14.50 -3.86 0.0192 -0.0018
US06644EAB48 / BANK5 2023-5YR1 14.49 -0.34 0.0192 -0.0010
GNII II 4% 11/20/2054#MB0023 / ABS-MBS (US3618N5AZ24) 14.48 -3.41 0.0192 -0.0017
US3140QBW384 / FNMA 15YR 3% 10/01/2034#CA4265 14.47 -4.27 0.0191 -0.0018
US15032QAA04 / Cedar Funding XV CLO Ltd 14.43 -0.07 0.0191 -0.0010
US785592AX43 / Sabine Pass Liquefaction LLC 14.41 0.00 0.0191 -0.0009
US00774MAV72 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 14.40 0.51 0.0191 -0.0008
US3136BM7C64 / FANNIE MAE 4.5% 07/25/2048 14.39 -3.64 0.0190 -0.0017
US97064YAA29 / Willis Engine Structured Trust VII 14.39 -2.68 0.0190 -0.0015
US3140QNCB60 / FN CB2765 14.36 -4.50 0.0190 -0.0019
SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.67% 08/15/2029 / ABS-CBDO (US80287NAC92) 14.34 0.0190 0.0190
VENTAS RLTY LTD PARTNERSHIP 5.1% 07/15/2032 / DBT (US92277GBB23) 14.33 0.0190 0.0190
US126650DY37 / CVS HEALTH CORP 14.31 -0.59 0.0189 -0.0011
GLP CAP LP / GLP FING II INC 5.625% 09/15/2034 / DBT (US361841AT63) 14.29 -2.21 0.0189 -0.0014
US3622ABDY53 / GNMA II 2.5% 09/20/2051#785619 14.28 -4.33 0.0189 -0.0018
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 14.28 0.0189 0.0189
US05401AAB70 / Avolon Holdings Funding Ltd 14.25 -0.25 0.0189 -0.0010
CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A / ABS-CBDO (US17331XAD30) 14.25 -0.45 0.0189 -0.0010
US698299BR41 / Panama Government International Bond 14.25 0.66 0.0189 -0.0008
US126650DT42 / CVS Health Corp 14.23 0.14 0.0188 -0.0009
US89231CAD92 / TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST TAOT 2022-C A3 14.22 -25.00 0.0188 -0.0075
US31418DYB27 / FN MA4305 14.20 -4.20 0.0188 -0.0018
NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD AR2 TSFR3M+140 07/18/2038 144A / ABS-CBDO (US64131JAU07) 14.18 -0.41 0.0188 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 14.18 -1.48 0.0188 -0.0012
US31418DMN92 / Fannie Mae Pool 14.18 -4.05 0.0188 -0.0018
SYMPHONY CLO 43 LTD A1 TSFR3M+152 04/15/2037 144A / ABS-CBDO (US87170BAA44) 14.17 -0.11 0.0188 -0.0010
US25470DBJ72 / DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030 14.17 -2.66 0.0187 -0.0015
US3133KYVK27 / FNCT UMBS 2.0 RB5118 07-01-41 14.16 -3.34 0.0187 -0.0016
US70470MAC91 / Peace Park CLO Ltd 14.16 -0.14 0.0187 -0.0010
US00774MAX39 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 14.15 -0.10 0.0187 -0.0010
AIMCO CLO 17 LTD / AIMCO CLO 17 LLC A1R TSFR3M+135 07/20/2037 144A / ABS-CBDO (US00889JAK07) 14.15 -0.35 0.0187 -0.0010
BMO 2025-5C10 MORTGAGE TRUST 5.5784% 05/15/2058 / ABS-MBS (US05615BAC54) 14.10 0.0187 0.0187
US46817MAS61 / Jackson Financial, Inc. 14.04 -27.09 0.0186 -0.0082
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 14.03 -2.29 0.0186 -0.0014
US3140XDR329 / FN FM9505 13.99 -4.40 0.0185 -0.0018
SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A / ABS-CBDO (US78398DAC11) 13.94 -0.23 0.0184 -0.0010
BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A / ABS-MBS (US05625AAA97) 13.90 0.04 0.0184 -0.0009
US925650AD55 / VICI Properties LP 13.90 -0.54 0.0184 -0.0010
US87168NAC83 / SYMPHONY CLO LTD 13.88 -12.88 0.0184 -0.0038
US55822BAC90 / Madison Park Funding LII Ltd 13.85 -15.25 0.0183 -0.0044
US3140QQVW28 / FNMA 30YR 5% 11/01/2052#CB5128 13.82 -5.37 0.0183 -0.0020
C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) 13.75 -1.52 0.0182 -0.0012
FMCC / Federal Home Loan Mortgage Corporation 13.74 0.0182 0.0182
US05609WAA18 / BX Trust, Series 2022-IND, Class A 13.71 -6.77 0.0181 -0.0023
MORGAN STANLEY EATON VANCE CLO 2025-21 LTD / LLC A1 TSFR3M+117 04/15/2038 144A / ABS-CBDO (US617921AA96) 13.67 0.0181 0.0181
US031162DS61 / Amgen Inc 13.63 -3.66 0.0180 -0.0016
US3140XJTE32 / FNMA 30YR 5% 11/01/2052#FS3248 13.61 -3.48 0.0180 -0.0016
US161175BX17 / Charter Communications Operating LLC / Charter Communications Operating Capital 13.61 1.60 0.0180 -0.0006
FMCC / Federal Home Loan Mortgage Corporation 13.61 -2.81 0.0180 -0.0014
US534187BK40 / LINCOLN NATIONAL CORP IND 3.4% 01/15/2031 13.59 -0.37 0.0180 -0.0010
BPR COML MTG TR 2024-PARK A VAR 11/05/2039 144A / ABS-MBS (US05593UAA34) 13.59 169.78 0.0180 0.0110
US706451BG56 / Petroleos Mexicanos 13.56 0.0179 0.0179
US404280CK33 / HSBC Holdings PLC 13.54 0.90 0.0179 -0.0007
US55336VBU35 / MPLX LP 13.52 -1.11 0.0179 -0.0011
US3133KNEF69 / Freddie Mac Pool 13.50 -5.22 0.0179 -0.0019
BANK 2025-BNK49 5.623% 03/15/2058 / ABS-MBS (US05494FBT49) 13.46 0.0178 0.0178
MARS INC 5% 03/01/2032 144A / DBT (US571676AZ85) 13.45 0.0178 0.0178
FLORIDA GAS TRANSMISSION CO LLC 5.75% 07/15/2035 144A / DBT (US340711BC39) 13.43 0.0178 0.0178
US95000U3G61 / Wells Fargo & Co 13.43 -0.22 0.0178 -0.0009
US10569XAA72 / BRAVO 22-RPL1 A1 144A 2.75% 09-25-61 13.43 -3.58 0.0178 -0.0016
US06738ECL74 / Barclays PLC 13.43 -1.11 0.0178 -0.0011
US15135BAZ40 / SENIOR UNSECURED GLOBAL NOTES 13.42 0.52 0.0178 -0.0008
US3132DNB362 / Freddie Mac Pool 13.40 -4.02 0.0177 -0.0017
US3140XG7B97 / Fannie Mae Pool 13.39 -2.89 0.0177 -0.0014
PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) 13.33 79.25 0.0176 0.0073
US46817MAL19 / Jackson Financial, Inc. 13.31 -0.91 0.0176 -0.0010
FMCC / Federal Home Loan Mortgage Corporation 13.28 0.0176 0.0176
US254709AM01 / Discover Financial Services 13.27 0.41 0.0176 -0.0008
GNII II 5.5% 12/20/2054#MB0092 / ABS-MBS (US3618N5C643) 13.21 0.0175 0.0175
US362585AC52 / ASSET BACKED SECURITY 13.20 -34.38 0.0175 -0.0105
US3140QPQ592 / FNMA 30YR 3% 07/01/2052#CB4075 13.16 -4.43 0.0174 -0.0017
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 13.14 -1.31 0.0174 -0.0011
MAGNETITE XXIX LTD / MAGNETITE XXIX LLC AR TSFR3M+135 07/15/2037 144A / ABS-CBDO (US55955KAL89) 13.13 -0.32 0.0174 -0.0009
MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A / ABS-CBDO (US55820BAS60) 13.12 -0.37 0.0174 -0.0009
US3136BLFC95 / FEDERAL NAT MTG ASN GTD REM PA 2% 02/25/2048 13.11 -4.10 0.0173 -0.0016
US25755TAN00 / Domino's Pizza Master Issuer LLC 13.08 0.25 0.0173 -0.0008
RR 34 LTD A1R TSFR3M+135 10/15/2039 144A / ABS-CBDO (US74988WAA80) 13.06 -0.02 0.0173 -0.0009
US097023DC69 / Boeing Co/The 13.05 0.87 0.0173 -0.0007
PALMER SQUARE LOAN FUNDING 2025-1 LTD A1 TSFR3M+80 02/15/2033 144A / ABS-CBDO (US69704CAA53) 13.03 -0.34 0.0172 -0.0009
US3133KMFP59 / Freddie Mac Pool 13.03 -4.32 0.0172 -0.0017
US912810TC27 / United States Treasury Note/Bond 13.01 -4.70 0.0172 -0.0017
US3140XDV297 / FNCL UMBS 3.0 FM9632 11-01-51 13.00 -4.80 0.0172 -0.0018
US49446RAY53 / Kimco Realty Corp. 13.00 -0.16 0.0172 -0.0009
CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A / ABS-CBDO (US102875AA95) 12.99 -0.55 0.0172 -0.0010
GMZB / Ally Financial Inc. - Preferred Stock 12.98 0.0172 0.0172
US3137FCLD43 / Freddie Mac Multifamily Structured Pass Through Ctfs., Series K071, Class A2 12.96 0.38 0.0172 -0.0008
US3136BKND04 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 06/25/2049 12.96 -5.35 0.0172 -0.0019
FMCC / Federal Home Loan Mortgage Corporation 12.95 0.0171 0.0171
US3136BLRR37 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 11/25/2047 12.95 -4.63 0.0171 -0.0017
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 12.94 0.0171 0.0171
US3132DVLG85 / FR SD7527 12.93 -4.70 0.0171 -0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 12.89 0.0171 0.0171
ALTDE 2025-1 TR 5.9% 08/15/2050 144A / ABS-CBDO (US00166NAA72) 12.85 -3.04 0.0170 -0.0014
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034 / DBT (US161175CR30) 12.84 0.94 0.0170 -0.0007
ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A / ABS-CBDO (US04015GAX79) 12.83 0.13 0.0170 -0.0008
US3140QSLS81 / FNMA 30YR 5.5% 06/01/2053#CB6636 12.78 -3.46 0.0169 -0.0015
PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A / ABS-CBDO (US69703RAA32) 12.77 -9.25 0.0169 -0.0026
US31418DYY20 / Fannie Mae Pool 12.75 -4.25 0.0169 -0.0016
AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A / ABS-CBDO (US03237FAB13) 12.72 0.0168 0.0168
CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A / ABS-CBDO (US165183DE19) 12.71 -11.51 0.0168 -0.0031
US15089QAW42 / Celanese US Holdings LLC 12.68 -19.99 0.0168 -0.0052
US929043AL12 / VORNADO REALTY LP 3.4% 06/01/2031 12.68 0.41 0.0168 -0.0008
BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A / ABS-CBDO (US09609QAA67) 12.66 -0.50 0.0168 -0.0009
ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A / ABS-CBDO (US01749WAL72) 12.65 -0.28 0.0167 -0.0009
US172967NG21 / Citigroup Inc 12.65 0.28 0.0167 -0.0008
US46188BAD47 / Invitation Homes Operating Partnership LP 12.63 -0.76 0.0167 -0.0010
US80307AAA79 / SAPPHIRE AVIATION FINANCE II LTD 12.61 -9.06 0.0167 -0.0026
Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034 / DBT (US71845JAB44) 12.54 125.48 0.0166 0.0089
US3136BMM705 / FANNIE MAE 2.5% 02/25/2052 12.54 -3.51 0.0166 -0.0015
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 12.52 0.0166 0.0166
US14040HCZ64 / Capital One Financial Corp 12.50 -0.03 0.0165 -0.0008
US3137H5KC06 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 12.50 -3.51 0.0165 -0.0015
DRYDEN 83 CLO LTD AR TSFR3M+153 04/18/2037 144A / ABS-CBDO (US26246EAL20) 12.48 -0.16 0.0165 -0.0009
US37046US851 / General Motors Financial Co Inc 12.40 -0.29 0.0164 -0.0009
US36179WG365 / Ginnie Mae II Pool 12.36 -4.36 0.0164 -0.0016
BRAVO RESIDENTIAL FDG TR 2025-NQM5 STEP 02/25/2065 144A / ABS-CBDO (US10569RAC60) 12.36 0.0164 0.0164
EATON VANCE CLO 2019-1 LTD AR2 TSFR3M+151 07/15/2037 144A / ABS-CBDO (US27830XAW65) 12.34 -0.40 0.0163 -0.0009
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 12.28 -5.79 0.0162 -0.0019
FMCC / Federal Home Loan Mortgage Corporation 12.27 0.0162 0.0162
US161571HU14 / Chase Issuance Trust 12.23 -0.15 0.0162 -0.0008
US773663AA73 / ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A 12.21 0.04 0.0162 -0.0008
INVESCO US CLO 2024-3 LTD A TSFR3M+151 07/20/2037 144A / ABS-CBDO (US46148HAB42) 12.20 -0.48 0.0161 -0.0009
US38141GVR28 / Goldman Sachs Group Inc/The 12.20 0.18 0.0161 -0.0008
US36267KAD90 / GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class A3 12.19 -4.78 0.0161 -0.0017
US961214FG36 / Westpac Banking Corp 12.18 -0.39 0.0161 -0.0009
US637417AS53 / NNN REIT, Inc. 12.17 -0.84 0.0161 -0.0009
USU92371AA82 / VLS COMMERCIAL MORTGAGE TRUST 2020-LAB 12.17 1.01 0.0161 -0.0006
US98164QAD07 / WOART 2023-B A3 12.16 -18.33 0.0161 -0.0046
US46590XAY22 / JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. 12.15 -53.71 0.0161 -0.0204
CNQ / Canadian Natural Resources Limited 12.14 -2.36 0.0161 -0.0012
US25160PAN78 / Deutsche Bank AG 12.14 -0.70 0.0161 -0.0009
FMCC / Federal Home Loan Mortgage Corporation 12.14 -2.22 0.0161 -0.0012
WELLS FARGO COML MTG TR 2024-5C1 5.928% 07/15/2057 / ABS-MBS (US95003VAC28) 12.13 -0.54 0.0161 -0.0009
AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A / DBT (US00929JAB26) 12.13 -0.90 0.0161 -0.0010
CABK / CaixaBank, S.A. 12.12 29.56 0.0160 0.0030
US3140Q7U967 / Fannie Mae Pool 12.10 -4.33 0.0160 -0.0016
US588926AA37 / Merchants Fleet Funding LLC 12.06 -14.98 0.0160 -0.0037
US26441CBT18 / Duke Energy Corp. 12.05 -0.73 0.0159 -0.0009
US05609BCD91 / BX Trust, Series 2021-LBA, Class AJV 12.05 17.76 0.0159 0.0017
US19828TAB26 / Columbia Pipelines Operating Co LLC 12.03 -1.46 0.0159 -0.0010
IMB / Imperial Brands PLC 12.02 -0.57 0.0159 -0.0009
FMCC / Federal Home Loan Mortgage Corporation 12.00 0.0159 0.0159
US15135BAT89 / CORPORATE BONDS 12.00 0.27 0.0159 -0.0007
US225401AZ15 / Credit Suisse Group AG 11.98 -0.47 0.0159 -0.0009
BATBC / British American Tobacco Bangladesh Company Limited 11.98 33.70 0.0159 0.0034
EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A / ABS-CBDO (US27829PAU03) 11.98 -0.08 0.0159 -0.0008
US46590XAZ96 / JBS USA LUX SA/JBS FOOD CO/JBS USA 11.98 0.01 0.0159 -0.0008
US3137FBU791 / Freddie Mac Multifamily Structured Pass Through Certificates 11.97 -0.19 0.0158 -0.0008
US3140QPQ428 / FNMA 30YR 3% 07/01/2052#CB4074 11.96 -3.02 0.0158 -0.0013
US260543BC66 / Dow Chemical Co 8.850% Debentures 09/15/21 11.94 -1.51 0.0158 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.94 809.83 0.0158 0.0140
US3140XFDL27 / FNMA 20YR 2% 11/01/2041#FS0106 11.93 -2.94 0.0158 -0.0013
US88732JAY47 / Time Warner Cable Inc. 5.875% 11/15/40 11.92 0.89 0.0158 -0.0006
US3133KPDR64 / Freddie Mac Pool 11.88 -5.45 0.0157 -0.0017
US13607LWW98 / Canadian Imperial Bank of Commerce 11.87 -0.57 0.0157 -0.0009
AASET 2025-1 LTD / AASET 2025-1 LLC 5.943% 02/16/2050 144A / ABS-CBDO (US00258PAA12) 11.86 21.61 0.0157 0.0021
FMCC / Federal Home Loan Mortgage Corporation 11.82 0.0156 0.0156
US15135BAY74 / Centene Corp 11.80 1.09 0.0156 -0.0006
US87190GAC50 / Symphony CLO XXVI Ltd 11.80 -2.58 0.0156 -0.0012
US88732JBB35 / Time Warner Cable Inc. 5.50% 09/01/41 11.79 -0.33 0.0156 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.79 0.0156 0.0156
FMCC / Federal Home Loan Mortgage Corporation 11.79 0.0156 0.0156
US842587DT18 / Southern Co. (The) 11.79 -0.62 0.0156 -0.0009
ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A / ABS-CBDO (US29375RAB24) 11.78 -20.52 0.0156 -0.0050
US45032QS347 / ITC Holdings Corporation 11.78 -1.83 0.0156 -0.0011
US05530SAA42 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX 11.72 -0.09 0.0155 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.72 -7.06 0.0155 -0.0020
VOLOFIN FINANCE DESIGNATED ACTIVITY CO 5.935% 06/15/2037 144A / ABS-CBDO (US92873RAA95) 11.71 -14.02 0.0155 -0.0034
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.70 -3.18 0.0155 -0.0013
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.69 0.0155 0.0155
US958667AF48 / Western Midstream Operating LP 11.68 -0.68 0.0155 -0.0009
US3132DQ2W53 / Freddie Mac 11.65 0.0154 0.0154
US3132DPNB03 / FHLG 30YR 5% 01/01/2053#SD2186 11.65 -4.90 0.0154 -0.0016
US87264ACQ67 / T-Mobile USA Inc 11.65 0.54 0.0154 -0.0007
BCRED BSL STATIC CLO 2025-1 A AR LTD / LLC AR TSFR3M+125 07/15/2035 144A / ABS-CBDO (US05556KAA07) 11.64 0.0154 0.0154
US055985AG05 / BMO 2023-C6 MTG TR VAR 09/15/2056 11.64 -3.13 0.0154 -0.0013
CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029 / ABS-CBDO (US14319EAE68) 11.63 -0.27 0.0154 -0.0008
US3137FVE991 / Federal Home Loan Mortgage Corporation 11.62 -4.29 0.0154 -0.0015
US00914AAH59 / Air Lease Corp 11.62 0.31 0.0154 -0.0007
GNII II 4.5% 05/20/2055#MB0364 / ABS-MBS (US3618N5MN65) 11.60 0.0154 0.0154
PINE STR TR III 6.223% 05/15/2054 144A / DBT (US72284KAB70) 11.57 -8.05 0.0153 -0.0022
US404119CA57 / HCA Inc 11.57 0.34 0.0153 -0.0007
ARES LVIII CLO LTD / ARES LVIII CLO LLC A1R2 TSFR3M+124 04/15/2038 144A / ABS-CBDO (US04018AAY55) 11.54 0.0153 0.0153
US25755TAJ97 / Domino's Pizza Master Issuer LLC 11.54 354.69 0.0153 0.0117
BX COML MTG TR 2024-XL5 B TSFR1M+169.12 03/15/2039 144A / ABS-MBS (US05612GAC78) 11.54 -3.06 0.0153 -0.0013
US14040HCN35 / Capital One Financial Corp 11.52 0.52 0.0152 -0.0007
US3132CWSY11 / FHLG 15YR 2.5% 07/01/2036#SB0535 11.52 -4.07 0.0152 -0.0014
US3140QNF491 / Federal National Mortgage Association, Inc. 11.51 -5.19 0.0152 -0.0016
JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2 A1 VAR 09/25/2065 144A / ABS-CBDO (US46590SAC17) 11.51 0.0152 0.0152
FLAT 2025-30A A1 TSFR3M+116 04/15/2038 144A / ABS-CBDO (US33882MAA36) 11.51 0.0152 0.0152
EATON VANCE CLO 2020-1 LTD ARR TSFR3M+139 10/15/2037 144A / ABS-CBDO (US278300AS72) 11.50 -0.41 0.0152 -0.0008
US42809HAH03 / Hess Corp 11.50 -6.57 0.0152 -0.0019
FMCC / Federal Home Loan Mortgage Corporation 11.50 0.0152 0.0152
US3128MJ3B44 / Freddie Mac Gold Pool 11.48 -4.68 0.0152 -0.0015
US3140XFG210 / FN FS0216 11.46 -3.79 0.0152 -0.0014
US3140QS4U21 / Federal National Mortgage Association, Inc. 11.43 -3.89 0.0151 -0.0014
VALE OVERSEAS LTD 6.4% 06/28/2054 / DBT (US91911TAS24) 11.40 -5.05 0.0151 -0.0016
US197363AU82 / ASSET BACKED SECURITY 11.40 -0.25 0.0151 -0.0008
US161175BR49 / Charter Communications Operating LLC / Charter Communications Operating Capital 11.39 136.84 0.0151 0.0084
US62955VAA44 / NYMT Loan Trust 2022-CP1 11.38 -5.29 0.0151 -0.0016
US548661EJ29 / Lowe's Cos Inc 11.37 -5.91 0.0151 -0.0017
US08162DAE85 / BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 11.36 0.36 0.0150 -0.0007
US3133KRJX35 / FHLM 30YR 6% 06/01/2053#RA9278 11.36 -5.17 0.0150 -0.0016
US902613AH15 / UBS Group AG 11.35 0.64 0.0150 -0.0006
US3140QL5S11 / FN15 11.34 -4.69 0.0150 -0.0015
US05523RAD98 / BAE Systems PLC 11.34 37.52 0.0150 0.0035
HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A A TSFR3M+134 10/20/2037 144A / ABS-CBDO (US407907AA25) 11.33 -0.87 0.0150 -0.0009
US3133KRJV78 / FHLM 30YR 6% 06/01/2053#RA9276 11.33 -5.13 0.0150 -0.0016
US05401AAJ07 / Avolon Holdings Funding Ltd 11.33 0.00 0.0150 -0.0007
SLAM 2025-1 5.807% 05/15/2050 144A / ABS-CBDO (US78450TAA51) 11.31 0.0150 0.0150
US05609PAN87 / BX 2021-LBA3 Mortgage Trust 11.31 -0.38 0.0150 -0.0008
US3140XGXB08 / Fannie Mae Pool 11.31 -2.19 0.0150 -0.0011
SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029 / ABS-CBDO (US80288DAC02) 11.31 -0.26 0.0150 -0.0008
US681936BK50 / Omega Healthcare Investors Inc 11.30 -21.38 0.0150 -0.0050
USU0952JAD55 / BPR TRUST 2022 OANA 11.27 -0.19 0.0149 -0.0008
US3140QLFM33 / FNMA 20YR 2% 07/01/2041#CB1071 11.27 -3.25 0.0149 -0.0013
US548661EM57 / Lowe's Cos., Inc. 11.27 -5.40 0.0149 -0.0016
US48241FAC86 / KBC Group NV 11.26 -6.84 0.0149 -0.0019
US3132DWBA09 / FR SD8133 11.24 -4.20 0.0149 -0.0014
US303901BL51 / Fairfax Financial Holdings Ltd. 11.24 -1.10 0.0149 -0.0009
US3133KRM769 / FHLM 30YR 6% 07/01/2053#RA9382 11.23 -2.65 0.0149 -0.0012
BA / The Boeing Company - Depositary Receipt (Common Stock) 11.22 -3.58 0.0148 -0.0013
FLATIRON CLO 26 LTD / FLATIRON CLO 26 LLC A TSFR3M+133 01/15/2038 144A / ABS-CBDO (US33888AAC99) 11.21 -0.61 0.0148 -0.0008
JACKSON NATL LIFE GLOBAL FDG 4.6% 10/01/2029 144A / DBT (US46849LVB43) 11.20 0.11 0.0148 -0.0007
US55293BAB18 / MHP 2021-STOR 11.20 0.06 0.0148 -0.0007
DGZ / DB Gold Short ETN 11.14 -0.29 0.0147 -0.0008
US96328GBG10 / Wheels Fleet Lease Funding 1 LLC 11.12 6.37 0.0147 0.0002
BARINGS CLO LTD 2020-IV AR TSFR3M+137 10/20/2037 144A / ABS-CBDO (US06762BAS97) 11.10 -0.37 0.0147 -0.0008
A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) 11.09 0.22 0.0147 -0.0007
US34535CAA45 / FORDR_23-2 11.05 -0.52 0.0146 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.02 -6.40 0.0146 -0.0018
INVESCO US CLO 2024-1 LTD AR TSFR3M+155 04/15/2037 144A / ABS-CBDO (US46148JAA25) 11.01 -0.38 0.0146 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 11.00 -2.61 0.0146 -0.0011
US875484AK30 / Tanger Properties LP 10.99 0.30 0.0145 -0.0007
US00774MBE49 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 10.98 -0.11 0.0145 -0.0007
US3132DV3Z67 / Freddie Mac Pool 10.96 -4.13 0.0145 -0.0014
FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A / DBT (US34966XAA63) 10.95 0.0145 0.0145
US18551PAE97 / Cleco Corporate Holdings LLC 10.89 0.40 0.0144 -0.0007
US3622ABLL41 / Ginnie Mae II Pool 10.86 -4.05 0.0144 -0.0014
US3140QMSJ40 / FNMA 30YR 2.5% 12/01/2051#CB2320 10.83 -4.77 0.0143 -0.0015
US3140XLDH82 / Fannie Mae Pool 10.83 -3.17 0.0143 -0.0012
US3140QMMQ47 / FNMA 30YR 3% 11/01/2051#CB2166 10.82 -4.20 0.0143 -0.0014
A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) 10.80 -1.11 0.0143 -0.0009
US681936BM17 / Omega Healthcare Investors Inc 10.72 -9.68 0.0142 -0.0023
US337932AL12 / FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 10.71 0.74 0.0142 -0.0006
US87264ABD63 / CORP. NOTE 10.70 0.28 0.0142 -0.0007
BOFA AUTO TRUST 2025-1 4.35% 11/20/2029 144A / ABS-CBDO (US05594BAD82) 10.69 0.0142 0.0142
US37045XEG79 / General Motors Financial Co., Inc. 10.68 -0.30 0.0141 -0.0007
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 10.67 -1.65 0.0141 -0.0010
2914 / Japan Tobacco Inc. 10.62 0.0141 0.0141
ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A / ABS-CBDO (US29375RAC07) 10.62 -0.52 0.0141 -0.0008
MAGNETITE XXVI LTD / MAGNETITE XXVI LLC AR2 TSFR3M+115 01/25/2038 144A / ABS-CBDO (US55954YAW57) 10.62 -0.65 0.0141 -0.0008
TRGP / Targa Resources Corp. 10.59 17.16 0.0140 0.0015
US05552CAA27 / BINOM Securitization Trust 2022-RPL1 10.58 -3.33 0.0140 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10.57 -4.91 0.0140 -0.0015
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10.56 0.0140 0.0140
US06035RAS58 / BANK 2018-BNK14 10.56 0.16 0.0140 -0.0007
CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC ARR TSFR3M+120 01/25/2038 144A / ABS-CBDO (US15033TBA25) 10.55 -0.01 0.0140 -0.0007
US19828TAE64 / COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 6.497% 08-15-43 10.54 -5.66 0.0140 -0.0016
GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.52% 10/15/2027 144A / ABS-CBDO (US39154GAH92) 10.54 0.0139 0.0139
US3132DVKW45 / Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates 10.53 -4.29 0.0139 -0.0013
SMURFIT KAPPA TREASURY 5.438% 04/03/2034 / DBT (US83272GAE17) 10.51 0.0139 0.0139
US14040HBW43 / Capital One Financial Corp 10.51 0.26 0.0139 -0.0007
US46647PBP09 / JPMORGAN CHASE and CO 2.956/VAR 05/13/2031 10.50 0.17 0.0139 -0.0007
US92348KBS15 / Verizon Master Trust 10.46 59.37 0.0138 0.0047
US36179VHS25 / Ginnie Mae II Pool 10.45 -4.62 0.0138 -0.0014
US3140QADB31 / FNMA UMBS, 30 Year 10.45 -4.26 0.0138 -0.0013
US559922AA73 / MAGNETITE CLO LTD TSFR3M+180 04/22/2036 144A 10.44 -0.11 0.0138 -0.0007
US43815QAC15 / HAROT 23-3 A3 5.41% 02-18-28/11-18-26 10.41 -7.09 0.0138 -0.0018
US46817MAR88 / Jackson Financial Inc 10.38 -0.25 0.0137 -0.0007
PDM / Piedmont Realty Trust, Inc. 10.37 -0.26 0.0137 -0.0007
US91529YAR71 / Unum Group 10.36 -5.90 0.0137 -0.0016
US74971CAA18 / RR 16 Ltd 10.32 0.09 0.0137 -0.0007
OHA CREDIT PARTNERS VII LTD AR4 TSFR3M+114 02/20/2038 144A / ABS-CBDO (US67102QBK31) 10.30 15.34 0.0136 0.0012
US3137H9AA71 / FEDERAL HOME LN MTG MLT CTF GT 4.5% 10/25/2044 10.29 -5.37 0.0136 -0.0015
US161175CK86 / Charter Communications Operating LLC / Charter Communications Operating Capital 10.29 -0.57 0.0136 -0.0008
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 10.28 0.0136 0.0136
US78485GAA22 / SREIT 2021-FLWR A 10.27 -17.99 0.0136 -0.0038
US3140KSV532 / FNMA 30YR 2.5% 12/01/2051#BQ6935 10.27 -3.14 0.0136 -0.0011
US233258AC69 / DLLAD 2023-1 LLC 10.27 -6.88 0.0136 -0.0017
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 10.25 0.0136 0.0136
US3140QMTG91 / FNMA 30YR 2% 12/01/2051#CB2350 10.25 -4.66 0.0136 -0.0014
CRBD / Corebridge Financial, Inc. - Preferred Security 10.23 -1.43 0.0135 -0.0009
US07274EAL74 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.5% 11-21-33 10.20 -0.31 0.0135 -0.0007
US36268DAA00 / GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28 10.18 -0.67 0.0135 -0.0008
US009740AA95 / Ajax Mortgage Loan Trust 2021-E 10.17 -2.87 0.0135 -0.0011
FMCC / Federal Home Loan Mortgage Corporation 10.15 -3.21 0.0134 -0.0011
AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034 / DBT (US02666TAH05) 10.14 -1.41 0.0134 -0.0009
US05609PAJ75 / BX 2021-LBA3 Mortgage Trust 10.12 0.00 0.0134 -0.0007
US3140XDRJ76 / FNMA 30YR 2% 11/01/2051#FM9488 10.11 -4.22 0.0134 -0.0013
US404119BW86 / HCA Inc 5.875% 02/01/2029 10.11 0.22 0.0134 -0.0006
US09951LAC72 / Booz Allen Hamilton Inc 10.07 -1.41 0.0133 -0.0009
US05401AAB70 / Avolon Holdings Funding Ltd 10.07 0.00 0.0133 -0.0007
TRGP / Targa Resources Corp. 10.06 -2.50 0.0133 -0.0010
US11120VAJ26 / Brixmor Operating Partnership LP 10.05 -0.10 0.0133 -0.0007
CDW LLC / CDW FIN CORP 5.55% 08/22/2034 / DBT (US12513GBL23) 10.00 -1.03 0.0132 -0.0008
US31418CEE03 / Fannie Mae Pool 9.98 -4.06 0.0132 -0.0012
CABK / CaixaBank, S.A. 9.95 9.09 0.0132 0.0005
US06051GHV41 / Bank of America Corp 9.95 0.64 0.0132 -0.0006
US3140QEWH12 / Fannie Mae Pool 9.94 0.0131 0.0131
US3133KRM843 / FHLM 30YR 6% 07/01/2053#RA9383 9.93 -2.38 0.0131 -0.0010
FMCC / Federal Home Loan Mortgage Corporation 9.92 -3.45 0.0131 -0.0011
US86190BAA26 / STORE MASTER FUNDING 2.12% 06/20/2051 144A 9.92 0.37 0.0131 -0.0006
MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) 9.89 -0.73 0.0131 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 9.86 0.0131 0.0131
US72650RBM34 / Plains All American Pipeline LP / PAA Finance Corp 9.85 49.52 0.0130 0.0039
US3132DMQB45 / Freddie Mac Pool 9.84 -4.82 0.0130 -0.0013
US21871XAM11 / Corebridge Financial Inc 9.82 -6.27 0.0130 -0.0016
US55821FAA57 / MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A 9.82 -0.15 0.0130 -0.0007
US266233AJ47 / Duquesne Light Holdings Inc 9.81 -0.41 0.0130 -0.0007
US3137FEZU77 / Freddie Mac Multifamily Structured Pass Through Certificates 9.80 0.22 0.0130 -0.0006
US06541WAX02 / BANK 2017-BNK5 9.79 0.21 0.0130 -0.0006
US3132DVLE38 / Freddie Mac Pool 9.79 -4.43 0.0130 -0.0013
US90278MAY30 / UBS Commercial Mortgage Trust 9.79 -5.66 0.0130 -0.0015
US571748BV33 / Marsh & McLennan Cos., Inc. 9.78 -5.32 0.0129 -0.0014
AVIS BUDGET RENTCAR FDG AE LLC 5.12% 08/20/2031 144A / ABS-CBDO (US05377RKQ64) 9.77 0.0129 0.0129
DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A / ABS-CBDO (US24703UAC71) 9.74 0.0129 0.0129
US3133KJJV52 / Freddie Mac Pool 9.73 -4.68 0.0129 -0.0013
US3132DWCL54 / FREDDIE MAC POOL FR SD8175 9.72 -5.51 0.0129 -0.0014
US26248AAA25 / Dryden 98 CLO Ltd 9.71 -0.25 0.0129 -0.0007
MAGNETITE XLI LTD A TSFR3M+129 01/25/2038 144A / ABS-CBDO (US55956AAA34) 9.71 -0.44 0.0128 -0.0007
US68373BAC54 / OPEN TR 2023-AIR TSFR1M+383.799 10/15/2028 144A 9.70 -0.43 0.0128 -0.0007
US345397B280 / FORD MTR CR CO LLC 3.375% 11/13/2025 9.68 0.52 0.0128 -0.0006
US3133KRJW51 / FHLM 30YR 6% 06/01/2053#RA9277 9.68 -3.62 0.0128 -0.0011
HPEFS EQUIP TR 2024-2 5.36% 10/20/2031 144A / ABS-CBDO (US40444MAE12) 9.66 -0.37 0.0128 -0.0007
US15135BAR24 / Centene Corp 9.66 0.37 0.0128 -0.0006
OHACP 2024-17A A TSFR3M+132 01/18/2038 144A / ABS-CBDO (US67120MAA36) 9.66 -0.29 0.0128 -0.0007
WHEELS FLEET LEASE FUNDING 1 LLC 4.57% 01/18/2040 144A / ABS-CBDO (US96328GCE52) 9.65 0.0128 0.0128
US05609PAG37 / BX 2021-LBA3 Mortgage Trust, Series 2021-PAC, Class B 9.65 0.00 0.0128 -0.0006
FMCC / Federal Home Loan Mortgage Corporation 9.64 -2.23 0.0128 -0.0009
US3133KNXQ14 / FHLG 30YR 3.5% 03/01/2052#RA6987 9.63 -5.26 0.0127 -0.0014
US745310AJ12 / PUGET ENERGY INC NEW 4.1% 06/15/2030 144A 9.62 0.0127 0.0127
US780097BP50 / Natwest Group PLC 9.61 0.43 0.0127 -0.0006
US345397D260 / Ford Motor Credit Co LLC 9.61 -0.74 0.0127 -0.0007
DTP COML MTG TR 2023-STE2 A CSTR 01/15/2041 144A / ABS-MBS (US23346GAA76) 9.57 -0.28 0.0127 -0.0007
US3140QMKY98 / FNMA 20YR 2% 11/01/2041#CB2110 9.56 -3.53 0.0126 -0.0011
US3132DVLV52 / Freddie Mac Pool 9.54 -4.38 0.0126 -0.0012
N1IS34 / NiSource Inc. - Depositary Receipt (Common Stock) 9.53 109.08 0.0126 0.0063
US174610AW56 / CITIZENS FINANCIAL GROUP SUBORDINATED 09/32 2.638 9.53 -1.40 0.0126 -0.0008
US05971KAG40 / Banco Santander SA 9.50 0.75 0.0126 -0.0005
US064159VJ25 / Bank of Nova Scotia/The 9.49 0.36 0.0126 -0.0006
US90291JAW71 / UBS Commercial Mortgage Trust 2018-C9 9.49 0.31 0.0126 -0.0006
CARMAX AUTO OWNER TRUST 2024-4 4.67% 12/15/2027 / ABS-CBDO (US14290DAB73) 9.47 0.0125 0.0125
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 9.45 0.0125 0.0125
US55954NAJ81 / Magnetite XXIII Ltd 9.43 -0.06 0.0125 -0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 9.42 0.0125 0.0125
US69380RAA32 / PRPM 2023-RCF2 LLC 4% 11/25/2053 144A 9.42 -5.91 0.0125 -0.0014
AMT / American Tower Corporation 9.42 0.20 0.0125 -0.0006
ENEL FINANCE INTL NV 5.125% 06/26/2029 144A / DBT (US29278GBD97) 9.42 0.34 0.0125 -0.0006
US3133KN5B55 / FHLG 30YR 2% 04/01/2052#RA7142 9.40 -3.71 0.0124 -0.0011
ENEL FINANCE INTL NV 5.5% 06/26/2034 144A / DBT (US29278GBE70) 9.40 -0.97 0.0124 -0.0007
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 9.39 -3.95 0.0124 -0.0012
US3132D56P22 / FNCI UMBS 1.5 SB8078 12-01-35 9.38 -3.63 0.0124 -0.0011
MARS INC 5.65% 05/01/2045 144A / DBT (US571676BB09) 9.37 0.0124 0.0124
US087598AA60 / BETHP 2021 3ML+113 01/15/2035 144A 9.35 -18.04 0.0124 -0.0035
US3137FJXV65 / FHMS K083 A2 (MF) 4.05% 09-25-28 9.34 0.23 0.0124 -0.0006
US3133KNAB91 / Freddie Mac Pool 9.33 -4.26 0.0123 -0.0012
US3140X4V450 / Fannie Mae Pool 9.33 -5.01 0.0123 -0.0013
US44409MAB28 / Hudson Pacific Properties LP 9.31 -7.36 0.0123 -0.0016
US3140KSAU11 / FNMA 15YR 1.5% 11/01/2035#BQ6318 9.30 -3.49 0.0123 -0.0011
US404121AJ49 / HCA Inc 9.29 0.06 0.0123 -0.0006
GMF FLOORPLAN OWNER REVOLVING TR 5.06% 03/15/2031 144A / ABS-CBDO (US361886DF88) 9.28 -0.23 0.0123 -0.0006
US097023CW33 / BOEING CO 5.805 5/50 9.27 -2.92 0.0123 -0.0010
CBOM / Credit Bank of Moscow (public joint-stock company) 9.26 0.0123 0.0123
AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A / ABS-CBDO (US05330QAB86) 9.25 0.0122 0.0122
STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A / DBT (US85855CAK62) 9.24 0.0122 0.0122
CEDAR FUNDING LTD AR2 TSFR3M+136 10/20/2037 144A / ABS-CBDO (US15033XAU00) 9.24 -0.09 0.0122 -0.0006
US3133KNLC55 / Freddie Mac Pool 9.23 0.0122 0.0122
US3140QEN320 / Fannie Mae Pool 9.23 0.0122 0.0122
US023551AF16 / Amerada Hess Corp 7.875% Notes 10/01/29 9.22 -0.59 0.0122 -0.0007
US12530MAB19 / CF Hippolyta LLC 9.21 -0.12 0.0122 -0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 9.21 0.0122 0.0122
US3140QMTE44 / FNMA 30YR 2% 12/01/2051#CB2348 9.16 -4.58 0.0121 -0.0012
US72703PAD50 / Planet Fitness Master Issuer LLC 9.15 -0.22 0.0121 -0.0006
US46146JAA43 / Invesco CLO 2021-3 Ltd 9.14 -0.24 0.0121 -0.0006
US3140QQ2F18 / FNMA 30YR 5% 12/01/2052#CB5273 9.14 -4.41 0.0121 -0.0012
US3133KRTR56 / FHLM 30YR 5.5% 8/53 #RA9560 9.12 -4.48 0.0121 -0.0012
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 9.11 0.26 0.0121 -0.0006
US30161NBK63 / Exelon Corp 9.10 -0.71 0.0120 -0.0007
US82967NBG25 / SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125 9.09 1.16 0.0120 -0.0005
SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A / ABS-CBDO (US78397XAC83) 9.08 -0.41 0.0120 -0.0006
US3140QSVD03 / FNMA 30YR 5.5% 08/01/2053#CB6911 9.07 -3.29 0.0120 -0.0010
SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A / ABS-CBDO (US864300AJ70) 9.02 -2.36 0.0119 -0.0009
BCS / Barclays PLC - Depositary Receipt (Common Stock) 9.02 -1.36 0.0119 -0.0008
US251526CF47 / Deutsche Bank AG/New York NY 9.01 0.09 0.0119 -0.0006
FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A / ABS-CBDO (US33884EAC57) 9.00 -0.32 0.0119 -0.0006
US29103DAJ54 / Emera US Finance LP 9.00 0.22 0.0119 -0.0006
US31418DVA70 / FNMA 30YR 2% 12/01/2050# 8.99 -0.48 0.0119 -0.0007
US3132DVKU88 / UMBS Pool 8.99 -4.40 0.0119 -0.0012
US3133KRTS30 / FHLM 30YR 5.5% 8/53 #RA9561 8.99 -3.18 0.0119 -0.0010
US3137FFWL70 / FEDERAL HOME LN MTG MLT CTF GT 1% 08/15/2038 8.98 -16.49 0.0119 -0.0031
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.97 0.0119 0.0119
C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) 8.96 98.52 0.0119 0.0056
US05401AAB70 / Avolon Holdings Funding Ltd 8.95 0.0118 0.0118
US3133KGJQ29 / Freddie Mac Pool 8.95 -4.04 0.0118 -0.0011
CONSOLIDATED EDISON CO OF NY 5.125% 03/15/2035 / DBT (US209111GM92) 8.95 -1.04 0.0118 -0.0007
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.94 -4.64 0.0118 -0.0012
US3137AVJY44 / FREDDIE MAC REMICS SER 4116 CL AP 1.35000000 8.93 -3.52 0.0118 -0.0010
FMCC / Federal Home Loan Mortgage Corporation 8.93 -4.58 0.0118 -0.0012
US12505BAE02 / CBRE Services Inc 8.92 0.68 0.0118 -0.0005
US55292RAA95 / MAPS 2021-1 Trust 8.92 -2.93 0.0118 -0.0010
US440405AE86 / Horizon Aircraft Finance I Ltd 8.91 -20.89 0.0118 -0.0039
US3133KNWJ89 / Freddie Mac Pool 8.90 -5.32 0.0118 -0.0013
US3132DWAQ69 / FR SD8115 8.89 -4.87 0.0118 -0.0012
US233046AN14 / DB Master Finance LLC 8.89 134.25 0.0118 0.0065
US17305EGS81 / Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7 8.88 -0.08 0.0118 -0.0006
US3140XAWE85 / FNMA 30YR 2% 04/01/2051#FM6944 8.88 -4.39 0.0118 -0.0012
US3140XFAC54 / FNMA 30YR 3% 12/01/2051#FS0002 8.88 -4.22 0.0118 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.87 -4.14 0.0117 -0.0011
US3140J9RA15 / Fannie Mae Pool 8.84 -5.12 0.0117 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.84 -4.16 0.0117 -0.0011
US842587DE49 / Southern Co. (The), Series A 8.83 0.59 0.0117 -0.0005
US3140KRNY13 / FNMA 15YR 1.5% 11/01/2035#BQ5806 8.81 -4.14 0.0117 -0.0011
US3136BKUC48 / FEDERAL NAT MTG ASN GTD REM PA 2.5% 09/25/2048 8.81 -2.94 0.0117 -0.0010
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 8.80 0.11 0.0117 -0.0006
GPJA / Georgia Power Company - Preferred Security 8.80 -0.66 0.0116 -0.0007
CFMT 2024-HB13 LLC VAR 05/25/2034 144A / ABS-CBDO (US12530VAA35) 8.79 -9.85 0.0116 -0.0019
GREAT AMERICA LEASING RECEIVABLES FUNDING LLC SERIES 2025-1 4.49% 04/16/2029 144A / ABS-CBDO (US39154GAJ58) 8.78 0.0116 0.0116
US28414HAG83 / Elanco Animal Health Inc 8.78 0.86 0.0116 -0.0005
US3622ABKC50 / Ginnie Mae II Pool 8.76 -4.64 0.0116 -0.0012
US054561AM77 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/48 5 8.76 -7.05 0.0116 -0.0015
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 8.76 -0.07 0.0116 -0.0006
US3140HFQB81 / FNMA 30YR 3% 04/01/2050#BK2249 8.75 -4.76 0.0116 -0.0012
US866677AH07 / Sun Communities Operating LP 8.73 -0.26 0.0116 -0.0006
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.75% 10/25/2051 / ABS-CBDO (US3137H3EQ18) 8.73 -4.32 0.0116 -0.0011
US3137H6K958 / FEDERAL HOME LN MTG MLT CTF GT 3% 06/25/2051 8.73 -5.54 0.0116 -0.0013
BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031 / DBT (US06051GML04) 8.73 0.24 0.0116 -0.0005
BX TR 2025-TAIL A VAR 06/15/2035 144A / ABS-MBS (US123912AA54) 8.71 0.0115 0.0115
I1RP34 / Trane Technologies plc - Depositary Receipt (Common Stock) 8.70 -0.06 0.0115 -0.0006
US172967HS33 / Citigroup Inc 8.70 -4.24 0.0115 -0.0011
GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A / DBT (US36143L2S34) 8.70 -2.40 0.0115 -0.0009
US3132DPPC67 / FHLG 30YR 3% 03/01/2052#SD2219 8.69 -3.83 0.0115 -0.0011
US17328CAD48 / Citigroup Commercial Mortgage Trust 2019-C7 8.68 0.20 0.0115 -0.0005
MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) 8.67 -2.41 0.0115 -0.0009
RCO VIII MORTGAGE LLC 2025-3 A1 VAR 05/25/2030 144A / ABS-CBDO (US74939GAA31) 8.67 0.0115 0.0115
US3140HKKT49 / Fannie Mae Pool 8.67 -3.16 0.0115 -0.0010
US010392FQ67 / Alabama Power Co Senior Note C Allable M/w 2.45 3/30/2022 Bond 8.66 0.0115 0.0115
ESNT / Essent Group Ltd. 8.66 -0.14 0.0115 -0.0006
US3133BDRH08 / FHLG 30YR 5% 06/01/2052#QE4088 8.64 -5.88 0.0114 -0.0013
US26441CCA18 / Duke Energy Corp. 8.62 -4.79 0.0114 -0.0012
US88732JAN81 / Time Warner Cable 7.3% Senior Notes 7/1/38 8.62 0.72 0.0114 -0.0005
US3132DWC684 / FR SD8193 8.62 -4.17 0.0114 -0.0011
US912810TA60 / U.S. Treasury Bonds 8.62 -4.82 0.0114 -0.0012
WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A / ABS-CBDO (US96328GBZ90) 8.61 -0.43 0.0114 -0.0006
US46647PBE51 / JPMorgan Chase & Co 8.61 0.63 0.0114 -0.0005
GILD / Gilead Sciences, Inc. - Depositary Receipt (Common Stock) 8.60 -5.71 0.0114 -0.0013
US3140XJUV38 / FNMA 30YR 5% 11/01/2052#FS3295 8.60 -3.49 0.0114 -0.0010
US72703PAE34 / Planet Fitness Master Issuer LLC 8.59 -2.50 0.0114 -0.0009
US37046US851 / General Motors Financial Co Inc 8.59 -0.47 0.0114 -0.0006
200 PARK FUNDING TRUST 5.74% 02/15/2055 144A / DBT (US901928AA97) 8.58 -4.59 0.0114 -0.0011
US054989AB41 / BAT CAPITAL CORP 6.421000% 08/02/2033 8.58 -0.17 0.0113 -0.0006
Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035 / DBT (US71845JAC27) 8.57 -0.92 0.0113 -0.0007
GILD / Gilead Sciences, Inc. - Depositary Receipt (Common Stock) 8.56 -6.34 0.0113 -0.0014
US96949LAC90 / Williams Companies Inc 8.55 -4.67 0.0113 -0.0011
US05526DBS36 / BAT Capital Corp 8.52 0.53 0.0113 -0.0005
2914 / Japan Tobacco Inc. 8.52 0.0113 0.0113
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.51 0.0113 0.0113
US462613AP51 / CORP. NOTE 8.51 -0.90 0.0113 -0.0007
US15135BAW19 / Centene Corp 8.50 0.59 0.0113 -0.0005
US3140K9NC98 / FNMA 30YR 3% 03/01/2050#BP2186 8.50 -4.85 0.0113 -0.0012
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.50 -4.60 0.0112 -0.0011
VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A / ABS-CBDO (US92013AAT60) 8.49 -0.66 0.0112 -0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.48 0.0112 0.0112
US928668BV31 / Volkswagen Group of America Finance LLC 8.47 -0.41 0.0112 -0.0006
CONSOLIDATED EDISON CO OF NY 5.5% 03/15/2055 / DBT (US209111GN75) 8.46 -4.50 0.0112 -0.0011
US053332BG66 / AutoZone Inc 8.46 -33.06 0.0112 -0.0064
US06051GKQ19 / Bank of America Corp 8.46 0.18 0.0112 -0.0005
US36179V7D62 / GNII II 2% 02/20/2051#MA7192 8.45 -4.20 0.0112 -0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.45 -4.76 0.0112 -0.0011
WELLS FARGO COML MTG TR 2025-VTT A VAR 03/15/2038 144A / ABS-MBS (US94990GAA76) 8.44 0.0112 0.0112
US866677AE75 / Sun Communities Operating LP 8.44 0.30 0.0112 -0.0005
US3140QPZV26 / FNMA 30YR 3% 08/01/2052#CB4355 8.42 -5.33 0.0111 -0.0012
US3132DPB722 / FHLG 30YR 5% 11/01/2052#SD1862 8.41 -2.56 0.0111 -0.0009
US06738ECK91 / Barclays PLC 8.40 -0.17 0.0111 -0.0006
US404280DG12 / HSBC Holdings PLC 8.40 0.05 0.0111 -0.0005
US61692AAA07 / Morgan Stanley Capital I Inc 8.38 0.71 0.0111 -0.0005
US225401BE76 / UBS Group AG 8.37 -0.13 0.0111 -0.0006
US42809HAG20 / Hess Corp 8.37 0.28 0.0111 -0.0005
US30227FAA84 / Extended Stay America Trust 8.36 -1.14 0.0111 -0.0007
US3140XHAL10 / UMBS, 20 Year 8.36 -2.51 0.0111 -0.0008
US01609WAY84 / Alibaba Group Holding Ltd 8.35 -3.97 0.0111 -0.0010
US31418DV908 / FANNIE MAE POOL UMBS P#MA4239 3.00000000 8.35 -3.37 0.0111 -0.0010
US3140XDTQ91 / FNMA 20YR 2.5% 11/01/2041#FM9558 8.34 -2.25 0.0110 -0.0008
US17325FBB31 / Citibank NA 8.33 -0.08 0.0110 -0.0006
AVOL / Avolon Holdings Funding Ltd 8.32 -0.14 0.0110 -0.0006
FMCC / Federal Home Loan Mortgage Corporation 8.30 0.0110 0.0110
INVITATION HOMES OPERATING PARTNERSHIP LP 4.875% 02/01/2035 / DBT (US46188BAG77) 8.30 -1.54 0.0110 -0.0007
US12532BAC19 / CFCRE Commercial Mortgage Trust 2016-C7 8.29 0.50 0.0110 -0.0005
US251526BZ10 / Deutsche Bank AG/New York NY 8.29 0.06 0.0110 -0.0005
FMCC / Federal Home Loan Mortgage Corporation 8.29 0.0110 0.0110
US3132DV5J08 / Freddie Mac Pool 8.28 -3.66 0.0110 -0.0010
I1RP34 / Trane Technologies plc - Depositary Receipt (Common Stock) 8.28 -1.00 0.0110 -0.0007
US92852LAC37 / Viterra Finance BV 8.28 0.21 0.0110 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.28 -4.24 0.0110 -0.0011
LAKESIDE PK CLO LTD / LLC A TSFR3M+115 04/15/2038 144A / ABS-CBDO (US51218YAA47) 8.28 0.0110 0.0110
US31418DU751 / FNCI UMBS 1.5 MA4205 12-01-35 8.27 -3.70 0.0109 -0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.27 0.0109 0.0109
US46647PCU84 / JPMorgan Chase & Co 8.26 0.10 0.0109 -0.0005
US53079EBK91 / Liberty Mutual Group Inc 8.26 -7.78 0.0109 -0.0015
US01750WAC38 / ALLEGRO CLO LTD 3ML+114 07/20/2034 144A 8.25 -0.04 0.0109 -0.0005
W1MB34 / The Williams Companies, Inc. - Depositary Receipt (Common Stock) 8.25 0.55 0.0109 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 8.22 0.0109 0.0109
BA / The Boeing Company - Depositary Receipt (Common Stock) 8.22 -0.36 0.0109 -0.0006
N1WG34 / NatWest Group plc - Depositary Receipt (Common Stock) 8.22 0.10 0.0109 -0.0005
US63875DAA90 / Natixis Commercial Mortgage Securities Trust 2020-2PAC 8.21 -15.51 0.0109 -0.0026
ACA / Crédit Agricole S.A. 8.21 -0.97 0.0109 -0.0007
SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027 144A / DBT (US83007CAA09) 8.21 -0.01 0.0109 -0.0005
US06541BBK35 / BANK 2023-BNK45 8.20 -1.32 0.0108 -0.0007
US209111GE76 / Consolidated Edison Co of New York Inc 8.19 -0.87 0.0108 -0.0006
WELLS FARGO COML MORTAGE TR 2024-MGP TSFR1M+199.073 08/15/2041 144A / ABS-MBS (US95003TAA16) 8.18 -0.80 0.0108 -0.0006
XS1040508167 / Imperial Brands Finance plc 8.17 -0.12 0.0108 -0.0006
VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A / ABS-CBDO (US92918UAL52) 8.16 -0.21 0.0108 -0.0006
US29250NBR52 / Enbridge Inc 8.16 -0.87 0.0108 -0.0006
US3133KRB374 / FHLM 30YR 5.5% 05/01/2053#RA9058 8.16 -4.10 0.0108 -0.0010
US125039AD96 / CD Mortgage Trust, Series 2017-CD6, Class ASB 8.16 -10.00 0.0108 -0.0018
PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A / ABS-CBDO (US69690EAA73) 8.14 -8.34 0.0108 -0.0016
US125523CS74 / Cigna Group/The 8.13 -0.51 0.0108 -0.0006
RGA GLOBAL FUNDING 5.448% 05/24/2029 144A / DBT (US76209PAE34) 8.11 -0.02 0.0107 -0.0005
US3622ABKD34 / G2SF 2.5 785792 12-20-51 8.11 -4.57 0.0107 -0.0011
ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A / ABS-CBDO (US29375QAC24) 8.11 -0.38 0.0107 -0.0006
FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A / ABS-CBDO (US33883DAQ79) 8.10 0.0107 0.0107
US3140QFA746 / FNMA 30YR 2.5% 10/01/2050#CA7229 8.09 -4.62 0.0107 -0.0011
US3140XEC691 / FNMA 30YR 3.5% 12/01/2051# 8.09 -5.38 0.0107 -0.0012
US3133KYWB19 / Freddie Mac Pool 8.09 -2.90 0.0107 -0.0009
US3140QS4H10 / FNMA 30YR UMBS 8.09 -3.21 0.0107 -0.0009
US3133KYUY30 / Freddie Mac Pool 8.08 -2.65 0.0107 -0.0008
AMERICAN EXPRESS CR ACC MST TR 5.24% 04/15/2031 / ABS-CBDO (US02582JKF65) 8.07 0.04 0.0107 -0.0005
US3140MAZY32 / FNMA 30YR 4.5% 05/01/2052#BU8858 8.06 -2.67 0.0107 -0.0008
US3133KNK937 / FHLG 30YR 2.5% 01/01/2052#RA6620 8.05 -3.71 0.0107 -0.0010
MAGNETITE CLO LTD A1 TSFR3M+115 04/15/2038 144A / ABS-CBDO (US55956CAA99) 8.04 0.0106 0.0106
US95000U3D31 / Wells Fargo & Co 8.03 -0.74 0.0106 -0.0006
US36179WVT25 / GNII II 2% 01/20/2052#MA7826 8.03 -4.38 0.0106 -0.0010
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.95% 09/10/2034 / DBT (US00774MBM64) 8.01 -1.23 0.0106 -0.0007
US3140LVR763 / Fannie Mae Pool 8.01 -4.29 0.0106 -0.0010
US87165BAM54 / Synchrony Financial 8.01 -0.26 0.0106 -0.0006
US26442CBJ27 / Duke Energy Carolinas LLC 8.01 -0.15 0.0106 -0.0005
US05609WAG87 / BX Trust 2022-IND 8.00 -0.04 0.0106 -0.0005
SIGIP / Selective Insurance Group, Inc. - Preferred Stock 8.00 36.69 0.0106 0.0025
US29278NAF06 / Energy Transfer Operating LP 7.98 -0.04 0.0106 -0.0005
BABSON CLO LTD/CAYMAN ISLANDS A1R2 TSFR3M+126 01/15/2038 144A / ABS-CBDO (US06762LAR96) 7.97 -0.57 0.0106 -0.0006
US674599DD43 / OCCIDENTAL PETROLEUM CORP 7.97 -2.84 0.0105 -0.0008
FMCC / Federal Home Loan Mortgage Corporation 7.96 0.0105 0.0105
US3140QLFK76 / FNMA 20YR 2% 07/01/2041#CB1069 7.96 -3.08 0.0105 -0.0009
I1RP34 / Trane Technologies plc - Depositary Receipt (Common Stock) 7.95 -0.06 0.0105 -0.0005
US62955RAA32 / NEW YORK MORTGAGE TRUST 08/51 1.6696 7.95 -2.12 0.0105 -0.0008
US02666TAE73 / American Homes 4 Rent LP 7.94 -0.75 0.0105 -0.0006
COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A / DBT (US19828AAD90) 7.93 56.50 0.0105 0.0035
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 02/15/2030 / ABS-CBDO (US58770JAE47) 7.92 -0.30 0.0105 -0.0006
FORD CR AUTO OWNER TR 24-1 A 4.87% 08/15/2036 144A / ABS-CBDO (US34533BAA89) 7.91 -0.35 0.0105 -0.0006
US83370G5999 / Societe Generale SA, ELN, (linked to Nasdaq 100 Index) 7.91 0.11 0.0105 -0.0005
US53218DAG34 / Life Mortgage Trust US 7.91 -4.76 0.0105 -0.0011
METB34 / MetLife, Inc. - Depositary Receipt (Common Stock) 7.91 -0.60 0.0105 -0.0006
ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A / DBT (US04685A3T66) 7.91 -0.20 0.0105 -0.0005
VERIZON MASTER TRUST 4.83% 12/22/2031 144A / ABS-CBDO (US92348KCH41) 7.90 -0.01 0.0105 -0.0005
ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A / ABS-CBDO (US04033HAC97) 7.88 -1.00 0.0104 -0.0006
MASSMUTUAL GLOBAL FDG II 4.85% 01/17/2029 144A / DBT (US57629W5B21) 7.88 -0.23 0.0104 -0.0005
GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A / ABS-CBDO (US361886DA91) 7.88 -0.25 0.0104 -0.0005
US681936BL34 / Omega Healthcare Investors Inc. 7.88 0.28 0.0104 -0.0005
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027 / ABS-CBDO (US981946AD86) 7.87 -0.28 0.0104 -0.0005
US53218DAJ72 / LIFE MORTGAGE TRUST US SER 2022-BMR2 CL D V/R REGD 144A P/P 3.34191000 7.87 -4.35 0.0104 -0.0010
US31418DU421 / Fannie Mae Pool 7.87 -2.60 0.0104 -0.0008
US71643VAB18 / Petroleos Mexicanos 7.82 1.85 0.0104 -0.0003
US55903VBA08 / Warnermedia Holdings Inc 7.81 -0.69 0.0103 -0.0006
TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.34% 11/15/2029 / ABS-CBDO (US89231HAD89) 7.80 0.0103 0.0103
US233046AL57 / DB Master Finance LLC, Series 2019-1A, Class A23 7.80 -0.75 0.0103 -0.0006
US09659W2N34 / BNP Paribas SA 7.80 0.74 0.0103 -0.0004
US3140XECK87 / Fannie Mae Pool 7.80 -4.97 0.0103 -0.0011
US3140X4KG04 / Fannie Mae Pool 7.79 -5.01 0.0103 -0.0011
US136385BA87 / Canadian Natural Resources Ltd 7.77 0.43 0.0103 -0.0005
US3140M3YZ74 / FNMA 30YR 2% 12/01/2051#BU2527 7.76 -5.04 0.0103 -0.0011
30064K105 / Exacttarget, Inc. 7.75 0.12 0.0103 -0.0005
US775109CK50 / Rogers Communications Inc 7.73 -3.60 0.0102 -0.0009
US25470DAR08 / Discovery, Inc. Bond 7.73 -0.90 0.0102 -0.0006
BX TRUST 2025-ROIC C TSFR1M+169 03/15/2030 144A / ABS-MBS (US05593VAJ26) 7.73 -1.63 0.0102 -0.0007
US37045XEF96 / General Motors Financial Co Inc 7.72 -0.30 0.0102 -0.0005
US15089QAM69 / Celanese US Holdings LLC 7.72 -36.37 0.0102 -0.0066
FMCC / Federal Home Loan Mortgage Corporation 7.72 -4.62 0.0102 -0.0010
AXP / American Express Company - Depositary Receipt (Common Stock) 7.71 81.52 0.0102 0.0043
US98164FAD42 / WOART 23-C A3 5.15% 11-15-28 7.71 -0.37 0.0102 -0.0005
AGCO / AGCO Corporation 7.71 -1.38 0.0102 -0.0007
US1248EPCE15 / CCO Holdings LLC / CCO Holdings Capital Corp 7.71 2.47 0.0102 -0.0002
BA / The Boeing Company - Depositary Receipt (Common Stock) 7.70 0.14 0.0102 -0.0005
PCG.PRD / Pacific Gas and Electric Company - Preferred Stock 7.70 -8.41 0.0102 -0.0015
US44040HAA05 / Horizon Aircraft Finance II Ltd 7.68 -25.26 0.0102 -0.0041
US05608MAA45 / BX Commercial Mortgage Trust 2020-VIV4 7.68 0.0102 0.0102
US3133B1GE55 / FHLG 30YR 3.5% 12/01/2051# 7.67 -4.63 0.0101 -0.0010
US29273VAQ32 / Energy Transfer LP 7.64 -0.92 0.0101 -0.0006
PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A / ABS-CBDO (US74390FAA75) 7.63 -3.18 0.0101 -0.0009
US3132DVLK97 / Freddie Mac Pool 7.63 -4.26 0.0101 -0.0010
ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029 / DBT (US45115AAB08) 7.62 -0.74 0.0101 -0.0006
US22003BAM81 / Corporate Office Properties LP 7.61 0.81 0.0101 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7.61 -3.88 0.0101 -0.0009
US92343VCQ59 / Verizon Communications Inc 7.60 -1.37 0.0101 -0.0006
US92867YAD67 / VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028 7.60 -0.26 0.0101 -0.0005
US745310AK84 / Puget Energy Inc 7.60 -0.14 0.0101 -0.0005
US928881AF82 / Vontier Corp 7.60 1.16 0.0101 -0.0004
ARES LV CLO LTD A1R2 TSFR3M+137 10/15/2037 144A / ABS-CBDO (US04018BAW72) 7.57 -0.41 0.0100 -0.0005
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 7.56 0.0100 0.0100
OHA CREDIT FUNDING 14-R LTD A TSFR3M+123 04/20/2038 144A / ABS-CBDO (US67706QAC24) 7.56 0.0100 0.0100
US00206RLJ94 / AT&T, Inc. 7.55 -4.67 0.0100 -0.0010
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 7.55 0.16 0.0100 -0.0005
MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) 7.55 0.0100 0.0100
T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) 7.54 0.0100 0.0100
US3140XJL501 / FNMA 30YR 5% 10/01/2052#FS3047 7.54 -4.28 0.0100 -0.0010
O1KE34 / ONEOK, Inc. - Depositary Receipt (Common Stock) 7.53 -14.07 0.0100 -0.0022
US22003BAP13 / CORPORATE OFFICE PPTYS LP 2.9% 12/01/2033 7.53 12.74 0.0100 0.0007
US05610HAC79 / BX Commercial Mortgage Trust 2022-LP2 7.52 -0.12 0.0100 -0.0005
NYMT LOAN TRUST 2024-CP1 3.75% 02/25/2068 144A / ABS-CBDO (US67118PAA03) 7.52 -3.97 0.0100 -0.0009
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7.52 -2.16 0.0100 -0.0007
MU / Micron Technology, Inc. - Depositary Receipt (Common Stock) 7.52 0.0100 0.0100
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5% 03/27/2030 144A / DBT (US29449WAT45) 7.51 0.0099 0.0099
US3133KRVG63 / FHLM 30YR 5% 08/01/2053#RA9615 7.50 -2.63 0.0099 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7.49 0.0099 0.0099
US233293AQ29 / DPL Inc 7.49 1.71 0.0099 -0.0003
IMB / Imperial Brands PLC 7.49 0.27 0.0099 -0.0005
US595112BV48 / Micron Technology Inc 7.48 148.85 0.0099 0.0057
US3133ANDC57 / FHLG 30YR 2.5% 07/01/2051#QC3699 7.46 -2.89 0.0099 -0.0008
US75513ECW93 / RTX CORP SR UNSEC 6.1% 03-15-34 7.46 -0.85 0.0099 -0.0006
US3137FJEH82 / Freddie Mac Multifamily Structured Pass Through Certificates 7.46 0.39 0.0099 -0.0005
US842587DS35 / Southern Co. (The) 7.46 0.53 0.0099 -0.0004
US693475BR55 / PNC Financial Services Group Inc/The 7.45 0.12 0.0099 -0.0005
US08163LAJ89 / BMARK 2020-B21 AAB 7.44 0.0098 0.0098
PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A / ABS-CBDO (US69392HAB96) 7.43 -0.21 0.0098 -0.0005
US06051GHX07 / Bank of America Corp 7.41 0.0098 0.0098
B1BT34 / Truist Financial Corporation - Depositary Receipt (Common Stock) 7.40 0.0098 0.0098
US05578QAE35 / BPCE SA 7.39 -0.08 0.0098 -0.0005
US08163TAC62 / Benchmark 2023-V2 Mortgage Trust 7.38 -0.43 0.0098 -0.0005
US78572XAG60 / Sabra Health Care LP / Sabra Capital Corp. 7.37 -1.63 0.0098 -0.0007
US45823TAL08 / Intact Financial Corp 7.37 -1.77 0.0097 -0.0007
EQT TR 2024-EXTR A VAR 07/05/2041 144A / ABS-MBS (US29439DAA90) 7.35 0.19 0.0097 -0.0005
HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.41% 05/17/2027 144A / ABS-CBDO (US44934FAD78) 7.30 -0.31 0.0097 -0.0005
US58769FAC95 / MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.95% 11/15/2028 7.29 -0.48 0.0097 -0.0005
WFC / Wells Fargo & Company - Depositary Receipt (Common Stock) 7.29 0.0096 0.0096
A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) 7.28 -1.13 0.0096 -0.0006
E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) 7.28 -1.05 0.0096 -0.0006
US3133KKK248 / UMBS 7.27 142.35 0.0096 0.0055
US3140QFD559 / Fannie Mae Pool 7.27 -4.46 0.0096 -0.0009
US65480MAD56 / Nissan Auto Receivables Owner Trust, Series 2023-B, Class A3 7.26 -0.55 0.0096 -0.0005
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A / ABS-MBS (US87231EAC12) 7.26 -1.00 0.0096 -0.0006
US75513ECX76 / RTX CORP SR UNSEC 6.4% 03-15-54 7.25 -4.49 0.0096 -0.0010
US3136BHV896 / FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051 7.24 -3.58 0.0096 -0.0008
US61691NAE58 / Morgan Stanley Capital I 2017-HR2 7.24 0.18 0.0096 -0.0005
US3132DNA455 / Freddie Mac Pool 7.23 -3.95 0.0096 -0.0009
US44965LAA26 / ILPT Trust 7.23 -0.21 0.0096 -0.0005
WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A / ABS-MBS (US95003YAA01) 7.22 -0.04 0.0096 -0.0005
PPL CAP FDG INC 5.25% 09/01/2034 / DBT (US69352PAT03) 7.22 -0.91 0.0096 -0.0006
US3140QDA535 / FNMA 15YR 2.5% 03/01/2035#CA5427 7.21 -4.39 0.0095 -0.0009
US928881AD35 / Vontier Corp 7.21 1.69 0.0095 -0.0003
US3137FU4N17 / Freddie Mac REMICS 7.20 0.0095 0.0095
US00774MAN56 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 7.19 -0.40 0.0095 -0.0005
FMCC / Federal Home Loan Mortgage Corporation 7.18 0.0095 0.0095
CNQ / Canadian Natural Resources Limited 7.17 -0.39 0.0095 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7.16 0.0095 0.0095
US015271AU38 / Alexandria Real Estate Equities Inc 7.16 -1.19 0.0095 -0.0006
US11135FBK66 / BROADCOM INC 3.419% 04/15/2033 144A 7.14 -0.06 0.0094 -0.0005
US88732JAJ79 / Time Warner Cable 6.55% Guaranteed Notes 5/1/37 7.09 0.97 0.0094 -0.0004
US83368RBR21 / Societe Generale SA 7.09 -0.31 0.0094 -0.0005
US3137H65B77 / FEDERAL HOME LN MTG MLT CTF GT 3% 02/25/2048 7.08 -3.95 0.0094 -0.0009
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 7.08 0.0094 0.0094
GS MTG-BACKED SECS TR 2024-RPL2 A1 3.75% 07/25/2061 144A / ABS-CBDO (US36269MAA99) 7.08 -1.93 0.0094 -0.0007
US05329WAR34 / AutoNation, Inc. 7.07 1.58 0.0094 -0.0003
US3140X5RG06 / Fannie Mae Pool 7.07 -5.71 0.0094 -0.0011
US065404BA28 / BANK 2018-BNK10 7.07 0.66 0.0094 -0.0004
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 7.07 0.07 0.0094 -0.0005
US3140XDNN25 / FNMA 20YR 2% 10/01/2041#FM9396 7.06 -3.02 0.0093 -0.0008
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BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 7.05 -1.14 0.0093 -0.0006
US3140QB5W40 / Fannie Mae Pool 7.05 -6.28 0.0093 -0.0011
PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) 7.05 -1.72 0.0093 -0.0006
ALZ / Allianz SE - Depositary Receipt (Common Stock) 7.05 -1.70 0.0093 -0.0006
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US161175BJ23 / Charter Communications Operating LLC / Charter Communications Operating Capital 7.03 0.89 0.0093 -0.0004
US06051GJB68 / Bank of America Corp 7.02 0.59 0.0093 -0.0004
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 7.02 0.0093 0.0093
US3140XCZQ45 / FN FM8850 7.02 -2.31 0.0093 -0.0007
PNCS34 / The PNC Financial Services Group, Inc. - Depositary Receipt (Common Stock) 7.01 -0.14 0.0093 -0.0005
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US125509BN86 / Cigna Corp 4.375% Senior Notes 12/15/20 6.99 -0.99 0.0093 -0.0006
FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock 6.99 0.0092 0.0092
US3140QDA618 / FNMA 15YR 2.5% 03/01/2035#CA5428 6.97 -4.16 0.0092 -0.0009
US3140LNLL96 / FNMA 30YR 2.5% 05/01/2051#BT0330 6.97 -3.69 0.0092 -0.0008
US3142GQAC68 / Federal Home Loan Mortgage Corporation 6.97 -3.80 0.0092 -0.0008
US3137H6W847 / FEDERAL HOME LN MTG MLT CTF GT 5210 AB 3% 01/25/2042 6.96 -3.33 0.0092 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.96 0.0092 0.0092
FERGUSON ENTERPRISES INC 5% 10/03/2034 / DBT (US31488VAA52) 6.95 -1.67 0.0092 -0.0006
US3140KSLE59 / FNMA 30YR 2% 10/01/2051#BQ6624 6.94 -3.26 0.0092 -0.0008
US262484AC23 / Dryden 90 Clo Ltd 6.93 0.04 0.0092 -0.0005
US3136BKWX66 / FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 6.93 -6.17 0.0092 -0.0011
FMCC / Federal Home Loan Mortgage Corporation 6.93 -3.20 0.0092 -0.0008
US14040HCS22 / CAPITAL ONE FINANCIAL CORPORATION 6.92 -0.01 0.0092 -0.0005
ATHENE GLOBAL FUNDING 4.721% 10/08/2029 144A / DBT (US04685A4C23) 6.91 -0.03 0.0091 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.90 -4.06 0.0091 -0.0009
US72284LAA70 / PINE STREET TRUST II 6.90 -6.65 0.0091 -0.0011
BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A / ABS-CBDO (US118382BA70) 6.89 -0.26 0.0091 -0.0005
C1FG34 / Citizens Financial Group, Inc. - Depositary Receipt (Common Stock) 6.87 -0.16 0.0091 -0.0005
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US05369AAP66 / Aviation Capital Group LLC 6.87 -0.26 0.0091 -0.0005
BX 2024-CNYN B TSFR1M+169.152 04/15/2029 144A / ABS-MBS (US05612HAC51) 6.87 -0.61 0.0091 -0.0005
US08162VAC28 / BENCHMARK 2019-B10 Mortgage Trust 6.86 -6.56 0.0091 -0.0011
US3142GQAB85 / Federal Home Loan Mortgage Corporation 6.86 -2.72 0.0091 -0.0007
US06051GGC78 / Bank of America Corp 6.85 0.13 0.0091 -0.0004
US09659W2M50 / BNP Paribas SA 6.84 0.50 0.0090 -0.0004
US22003BAN64 / Corporate Office Properties LP 6.84 0.53 0.0090 -0.0004
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704 / ABS-MBS (US3142GUDJ96) 6.84 0.0090 0.0090
US3622ABCL42 / G2SF 2.5 785575 08-20-51 6.84 -4.45 0.0090 -0.0009
US74977RDN17 / Cooperatieve Rabobank UA 6.83 0.44 0.0090 -0.0004
US05526DBX21 / BATSLN 7 3/4 10/19/32 6.82 -0.94 0.0090 -0.0005
US3136AHBU37 / FNMA, Series 2013-123, Class PZ 6.82 -2.79 0.0090 -0.0007
US3140X5TD56 / FNMA 15YR 3% 12/01/2034#FM2347 6.82 -3.11 0.0090 -0.0008
US775109CH22 / Rogers Communications Inc 6.81 0.43 0.0090 -0.0004
US172967KU42 / Citigroup Inc 6.81 0.25 0.0090 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 6.80 0.0090 0.0090
DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A / ABS-CBDO (US26253BAN47) 6.80 -0.26 0.0090 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.80 0.0090 0.0090
US29103DAT37 / EMERA US FINANCE SR UNSEC 2.639% 06-15-31 6.80 -0.85 0.0090 -0.0005
US3132D9HN79 / FHLG 20YR 2.5% 05/01/2041#SC0237 6.80 -2.57 0.0090 -0.0007
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.79 0.0090 0.0090
US55336VBV18 / MPLX LP 6.79 -1.15 0.0090 -0.0006
COLUMBIA PIPELINES OPERATING CO LLC 5.962% 02/15/2055 144A / DBT (US19828TAH95) 6.79 0.0090 0.0090
US3136BL5X48 / FEDERAL NAT MTG ASN GTD REM PA 3% 08/25/2046 6.79 -1.59 0.0090 -0.0006
US11120VAA17 / Brixmor Operating Partnership LP 6.78 -1.72 0.0090 -0.0006
US3132D55E83 / Freddie Mac Pool 6.78 -4.08 0.0090 -0.0008
US969457BY52 / Williams Cos Inc/The 6.78 0.91 0.0090 -0.0004
US46647PCJ30 / JPMORGAN CHASE and CO 2.069/VAR 06/01/2029 6.78 0.79 0.0090 -0.0004
US862121AD28 / STORE Capital Corp. 6.77 -1.95 0.0090 -0.0006
US3140KSP500 / FNMA 20YR 2% 11/01/2041#BQ6743 6.77 -3.42 0.0090 -0.0008
ROPER TECHNOLOGIES INC 4.5% 10/15/2029 / DBT (US776696AG14) 6.77 -0.06 0.0090 -0.0005
US233046AK74 / DB Master Finance LLC 6.77 856.86 0.0090 0.0080
US05526DBR52 / BAT Capital Corp 6.76 0.90 0.0090 -0.0004
US37045XDV55 / General Motors Financial Co Inc 6.76 -0.07 0.0089 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.76 -3.99 0.0089 -0.0008
US3140QNSY99 / Federal National Mortgage Association (FNMA) 6.76 -4.18 0.0089 -0.0009
US3136BLRV49 / FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 6.74 -4.07 0.0089 -0.0008
US254709AP32 / Discover Financial Services 6.74 -0.01 0.0089 -0.0004
US68389XCE31 / Oracle Corp 6.74 0.69 0.0089 -0.0004
VZ / Verizon Communications Inc. - Depositary Receipt (Common Stock) 6.74 0.0089 0.0089
I1CE34 / Intercontinental Exchange, Inc. - Depositary Receipt (Common Stock) 6.72 0.40 0.0089 -0.0004
US05369AAN19 / Aviation Capital Group LLC 6.72 -0.43 0.0089 -0.0005
SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM2 A1 5.545% 02/25/2065 144A / ABS-CBDO (US802638AA49) 6.72 0.0089 0.0089
US3140QRGJ64 / Federal National Mortgage Association, Inc. 6.72 -4.90 0.0089 -0.0009
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.71 -4.90 0.0089 -0.0009
US38012RAA41 / GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-1 5.12% 04/11/2035 144A 6.71 -0.52 0.0089 -0.0005
NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A / ABS-CBDO (US64134VAQ95) 6.71 -0.40 0.0089 -0.0005
A1DC34 / Agree Realty Corporation - Depositary Receipt (Common Stock) 6.68 0.0088 0.0088
US09659W2R48 / BNP Paribas SA 6.67 0.56 0.0088 -0.0004
US14855MAA62 / Castlelake Aircraft Securitization Trust, Series 2019-1A, Class A 6.67 -21.37 0.0088 -0.0030
US015271AW93 / ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032 6.66 -1.38 0.0088 -0.0006
US3136AGVM18 / Fannie Mae REMICS 6.64 -2.94 0.0088 -0.0007
BIRG / Bank of Ireland Group plc 6.64 -57.57 0.0088 -0.0129
ING / ING Groep N.V. - Depositary Receipt (Common Stock) 6.63 0.14 0.0088 -0.0004
E1XC34 / Exelon Corporation - Depositary Receipt (Common Stock) 6.62 0.32 0.0088 -0.0004
OXYD / Occidental Petroleum Corporation - Depositary Receipt (Common Stock) 6.62 -4.27 0.0088 -0.0008
US008513AD57 / Agree LP 6.61 -0.93 0.0087 -0.0005
US254687EH59 / Walt Disney Co/The 6.60 -1.05 0.0087 -0.0005
US591894CE82 / Metropolitan Edison Co 6.60 0.24 0.0087 -0.0004
SMURFIT WESTROCK FIN 5.418% 01/15/2035 / DBT (US83272YAB83) 6.60 0.0087 0.0087
US05610HAA14 / BX Commercial Mortgage Trust 2022-LP2 6.59 -13.75 0.0087 -0.0019
US05608BAA89 / BX Commercial Mortgage Trust 2019-IMC 6.59 -0.30 0.0087 -0.0005
US3140XLE460 / Fannie Mae Pool 6.59 -4.42 0.0087 -0.0009
US34528QGA67 / Ford Credit Floorplan Master Owner Trust A 6.58 -0.47 0.0087 -0.0005
US681936BH22 / Omega Healthcare Investors, Inc. 6.58 -0.06 0.0087 -0.0004
US3137FAWS37 / Freddie Mac Multifamily Structured Pass Through Certificates 6.57 0.34 0.0087 -0.0004
US04685A2V22 / Athene Global Funding 6.55 0.72 0.0087 -0.0004
US3136BMRP53 / FEDERAL NAT MTG ASN GTD REM PA 22-17 BH 3% 05/25/2047 6.54 -3.95 0.0087 -0.0008
US842587CX39 / Southern Co/The 6.54 -4.16 0.0087 -0.0008
US3140QQZZ13 / FNMA 30YR 4.5% 12/01/2052#CB5259 6.54 -3.68 0.0087 -0.0008
FORD CREDIT AUTO LEASE TRUST 2024-B A3 4.99% 12/15/2027 / ABS-CBDO (US345279AD57) 6.54 0.0086 0.0086
US83367TBR95 / Societe Generale SA 6.53 -18.46 0.0086 -0.0025
US12593JBF21 / COMM 2015-CCRE24 Mortgage Trust 6.52 -30.71 0.0086 -0.0044
US3133G8WW71 / FHLG 15YR 2% 06/01/2035#QN2461 6.52 -2.58 0.0086 -0.0007
BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 6.52 -5.75 0.0086 -0.0010
BX TRUST 2025-ROIC B TSFR1M+149.33 03/15/2030 144A / ABS-MBS (US05593VAG86) 6.52 16.88 0.0086 0.0009
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.51 -4.38 0.0086 -0.0008
US256677AG02 / Dollar General Corp 6.51 0.31 0.0086 -0.0004
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 6.49 -0.93 0.0086 -0.0005
WESTERN-SOUTHERN GLOBAL FUNDING 4.9% 05/01/2030 144A / DBT (US95954A2A01) 6.49 0.0086 0.0086
US04621XAN84 / Assurant Inc 6.49 -1.40 0.0086 -0.0006
US48241FAB04 / KBC Group NV 6.49 -0.08 0.0086 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.48 -4.11 0.0086 -0.0008
US37045XDS27 / General Motors Financial Co., Inc. 6.47 -0.17 0.0086 -0.0004
CBOM / Credit Bank of Moscow (public joint-stock company) 6.47 38.47 0.0086 0.0021
US36191YAE86 / GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A 6.47 -0.75 0.0086 -0.0005
US256746AJ71 / DOLLAR TREE INC 2.65% 12/01/2031 6.46 0.34 0.0086 -0.0004
US3140QNGQ93 / FN CB2906 6.45 -7.01 0.0085 -0.0011
US00206RJY99 / AT and T INC 2.75% 06/01/2031 6.44 0.77 0.0085 -0.0004
US05583JAJ16 / BPCE SA 6.38 0.35 0.0084 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 6.38 0.0084 0.0084
DE000A2LQSN2 / KFW 6.38 0.50 0.0084 -0.0004
US00038PAA84 / Aaset 2021-1 Trust 6.38 -4.22 0.0084 -0.0008
FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703 / ABS-MBS (US3142GUDH31) 6.37 0.0084 0.0084
US06539LBA70 / BANK 2018-BNK13 6.35 -0.09 0.0084 -0.0004
US3140J5MF35 / Fannie Mae Pool 6.33 -3.27 0.0084 -0.0007
OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A / ABS-CBDO (US67121HAA32) 6.33 0.0084 0.0084
US19828TAC09 / CORPORATE BONDS 6.32 -7.19 0.0084 -0.0011
US30161NBL47 / EXELON CORPORATION 6.32 -5.06 0.0084 -0.0009
US61691NAD75 / Morgan Stanley Capital I 2017-HR2 6.30 0.21 0.0083 -0.0004
VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A / ABS-CBDO (US92920DAA37) 6.30 -0.33 0.0083 -0.0004
US29250NBX21 / ENBRIDGE INC SR UNSEC 6.0% 11-15-28 6.30 0.22 0.0083 -0.0004
US718172DA46 / Philip Morris International Inc 6.29 0.32 0.0083 -0.0004
US05530QAQ38 / BAT International Finance plc 6.27 0.37 0.0083 -0.0004
US3132DVMB89 / FNCL UMBS 2.5 SD7554 04-01-52 6.26 -4.57 0.0083 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.26 0.0083 0.0083
US639057AJ71 / NatWest Group PLC 6.25 -0.40 0.0083 -0.0004
US71429MAC91 / Perrigo Finance Unlimited Co 6.23 0.89 0.0083 -0.0003
US3140X5V911 / FNMA 30YR 3% 02/01/2050#FM2439 6.23 -3.83 0.0082 -0.0008
MMC / Marsh & McLennan Companies, Inc. - Depositary Receipt (Common Stock) 6.23 0.60 0.0082 -0.0004
US31335APZ56 / Federal Home Loan Mortgage Corp. 6.21 -4.44 0.0082 -0.0008
STAB / Standard Chartered PLC - Preferred Security 6.20 -0.08 0.0082 -0.0004
US36179RJF73 / Ginnie Mae II Pool 6.19 -4.27 0.0082 -0.0008
US23292HAC51 / DLLAA 2023-1 LLC 6.18 -0.40 0.0082 -0.0004
US745310AM41 / Puget Energy Inc 6.18 1.05 0.0082 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.18 -5.53 0.0082 -0.0009
US92277GAN79 / Ventas Realty LP 6.16 0.23 0.0082 -0.0004
US6174468U61 / MORGAN STANLEY 1.794%/VAR 02/13/2032 6.16 0.54 0.0082 -0.0004
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US3132DWCQ42 / Freddie Mac Pool 6.15 -5.00 0.0081 -0.0009
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US63861VAJ61 / Nationwide Building Society 6.14 -0.49 0.0081 -0.0004
US95001WAZ14 / Wells Fargo Commercial Mortgage Trust 2019-C49 6.14 -43.55 0.0081 -0.0083
US3133G8WC18 / FHLG 15YR 2% 06/01/2035#QN2443 6.14 -5.90 0.0081 -0.0009
US276480AH30 / Eastern Gas Transmission & Storage Inc 6.14 0.52 0.0081 -0.0004
H1UM34 / Humana Inc. - Depositary Receipt (Common Stock) 6.14 -59.67 0.0081 -0.0130
US46590XAN66 / CORP. NOTE 6.14 282.31 0.0081 0.0059
US969457CH11 / Williams Cos Inc/The 6.13 -0.24 0.0081 -0.0004
US345397C924 / Ford Motor Credit Co LLC 6.13 -1.15 0.0081 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.12 0.0081 0.0081
US266233AH80 / Duquesne Light Holdings Inc 6.12 -0.89 0.0081 -0.0005
US14856JAA25 / CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27 6.11 -27.80 0.0081 -0.0037
US06738EAW57 / Barclays PLC 6.11 0.56 0.0081 -0.0004
MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) 6.11 -0.10 0.0081 -0.0004
US53944YAU73 / Lloyds Banking Group PLC 6.11 -0.49 0.0081 -0.0004
US03740LAG77 / Aon Corp / Aon Global Holdings PLC 6.10 -0.15 0.0081 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 6.09 0.0081 0.0081
US46647PCW41 / JPMorgan Chase & Co 6.07 0.41 0.0080 -0.0004
BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A / ABS-CBDO (US09709AAC62) 6.07 -0.30 0.0080 -0.0004
US61747YER27 / Morgan Stanley 6.07 0.20 0.0080 -0.0004
US06051GHZ54 / Bank of America Corp 6.06 0.70 0.0080 -0.0003
US12597NAT00 / CSAIL 2020-C19 Commercial Mortgage Trust 6.06 -2.93 0.0080 -0.0007
US718172CX57 / PHILIP MORRIS INTERNATIONAL INC 6.06 -0.16 0.0080 -0.0004
US78448TAK88 / SMBC Aviation Capital Finance DAC 6.06 -1.77 0.0080 -0.0006
FMCC / Federal Home Loan Mortgage Corporation 6.05 0.0080 0.0080
US3132DNCP69 / FHLG 30YR 2.5% 04/01/2047#SD0978 6.04 -3.08 0.0080 -0.0007
US95002DBA63 / Wells Fargo Commercial Mortgage Trust 2018-C47 6.04 -7.57 0.0080 -0.0011
FMCC / Federal Home Loan Mortgage Corporation 6.04 -6.36 0.0080 -0.0010
US06051GJF72 / Bank of America Corp. 6.04 0.70 0.0080 -0.0003
US3137BVZ821 / Freddie Mac Multifamily Structured Pass Through Certificates 6.03 0.13 0.0080 -0.0004
POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A / ABS-CBDO (US73747LAB45) 6.03 -0.05 0.0080 -0.0004
US195325EM30 / Colombia Government International Bond 6.02 -5.37 0.0080 -0.0009
US912810FM54 / Usa Treasury 6 1/4% 30yr Notes 05/15/2030 5.99 -0.18 0.0079 -0.0004
US904678AW97 / UniCredit SpA 5.99 0.59 0.0079 -0.0003
US034863BB50 / Anglo American Capital PLC 5.99 0.13 0.0079 -0.0004
STAB / Standard Chartered PLC - Preferred Security 5.98 -0.15 0.0079 -0.0004
US75913MAA71 / Regions Bk Birmingham Ala Notes 6.45% 06/26/2037 5.97 -3.66 0.0079 -0.0007
UST NOTES 4% 01/31/2029 / DBT (US91282CJW29) 5.97 0.32 0.0079 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 5.96 0.0079 0.0079
US04916WAA27 / Atlantica Sustainable Infrastructure PLC 5.96 1.48 0.0079 -0.0003
US3140XFDS79 / FNMA 15YR 3% 09/01/2035#FS0112 5.96 -5.99 0.0079 -0.0009
US91529YAN67 / Unum Group 5.95 0.13 0.0079 -0.0004
US06051GJK67 / Bank of America Corp 5.95 0.73 0.0079 -0.0003
US3136BMHY70 / FEDERAL NAT MTG ASN GTD REM PA 22-15 GC 3% 01/25/2047 5.94 -4.59 0.0079 -0.0008
US63111XAL55 / Nasdaq Inc 5.94 -5.10 0.0079 -0.0008
US25755TAP57 / Domino's Pizza Master Issuer LLC 5.94 -0.82 0.0079 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.94 -5.04 0.0079 -0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.93 0.0079 0.0079
US06540KAJ88 / BANK 2022-BNK44 5.91 19.46 0.0078 0.0009
ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A / ABS-CBDO (US04033CAB28) 5.91 0.0078 0.0078
US3138WJN537 / Fannie Mae Pool 5.89 -5.18 0.0078 -0.0008
US10112RBC79 / Boston Properties LP 5.88 0.46 0.0078 -0.0003
JACKSON NATL LIFE GLOBAL FDG 5.35% 01/13/2030 144A / DBT (US46849LVE81) 5.86 -0.14 0.0078 -0.0004
US3137H5MS30 / FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 5.86 -4.75 0.0078 -0.0008
ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A / ABS-CBDO (US04033HAB15) 5.84 -18.34 0.0077 -0.0022
US3133KYV485 / FR RB5135 5.83 -3.35 0.0077 -0.0007
SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A / DBT (US79587J2B82) 5.83 0.47 0.0077 -0.0003
US3140QBV212 / FNMA 15YR 3% 09/01/2034#CA4232 5.82 -4.40 0.0077 -0.0008
US3133KPFS20 / FHLG 30YR 3.5% 05/01/2047#RA7377 5.82 -5.24 0.0077 -0.0008
US11120VAC72 / Brixmor Operating Partnership LP 5.79 0.14 0.0077 -0.0004
US36179MSY74 / Ginnie Mae II Pool 5.79 -3.32 0.0077 -0.0007
DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A / ABS-CBDO (US26252QAS12) 5.78 -0.69 0.0076 -0.0004
DGZ / DB Gold Short ETN 5.76 0.21 0.0076 -0.0004
US85855CAB63 / Stellantis Finance US Inc 5.76 -1.67 0.0076 -0.0005
XS1423777215 / Argentum Netherlands BV for Swiss Re Ltd 5.75 -0.55 0.0076 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 5.75 -2.89 0.0076 -0.0006
LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) 5.75 0.19 0.0076 -0.0004
ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034 / DBT (US45115AAC80) 5.74 -3.03 0.0076 -0.0006
US361886CT91 / GMF Floorplan Owner Revolving Trust 5.74 -0.43 0.0076 -0.0004
BX 2024-CNYN TSFR1M+194.12 04/15/2029 144A / ABS-MBS (US05612HAE18) 5.73 -0.62 0.0076 -0.0004
HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A / ABS-CBDO (US417403AN28) 5.73 -0.37 0.0076 -0.0004
US36258YBH09 / GS MORTGAGE SECURITIES CORP II 5.72 -5.42 0.0076 -0.0008
US142339AJ92 / Carlisle Cos Inc 5.72 0.94 0.0076 -0.0003
US14448CAL81 / CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7 5.71 1.26 0.0076 -0.0003
US14040HCH66 / Capital One Financial Corp. 5.70 0.85 0.0075 -0.0003
US95000U2Q52 / Wells Fargo & Co 5.70 -3.24 0.0075 -0.0006
US36250SAE90 / GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051 5.70 0.14 0.0075 -0.0004
US31418D4A71 / FANNIE MAE POOL FN MA4416 5.70 -4.35 0.0075 -0.0007
US06738EBS37 / Barclays PLC 5.69 -4.80 0.0075 -0.0008
US054561AJ49 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/28 4.35 5.69 0.41 0.0075 -0.0003
US6174468L62 / Morgan Stanley 5.68 0.78 0.0075 -0.0003
US11135FBP53 / SR UNSECURED 144A 11/35 3.137 5.67 -0.65 0.0075 -0.0004
US3137H8BP58 / FEDERAL HOME LN MTG MLT CTF GT 5% 04/25/2048 5.67 -5.26 0.0075 -0.0008
US3140X7EQ80 / FNMA 30YR 2.5% 07/01/2050#FM3742 5.67 -4.53 0.0075 -0.0007
US3140QMVN15 / FNMA 30YR 3% 12/01/2051#CB2420 5.66 -4.36 0.0075 -0.0007
US345370DA55 / Ford Motor Co 5.65 -1.14 0.0075 -0.0005
US15135UAM18 / Cenovus Energy Inc 5.65 0.18 0.0075 -0.0004
US3132DM5W18 / FHLG 30YR 3% 02/01/2052#SD0861 5.65 -2.54 0.0075 -0.0006
US25755TAE01 / Domino's Pizza Master Issuer LLC 5.64 -0.05 0.0075 -0.0004
US3136BMAC24 / FANNIE MAE 3% 05/25/2048 5.62 -3.93 0.0074 -0.0007
US92867WAD02 / Volkswagen Auto Loan Enhanced Trust, Series 2023-1, Class A3 5.62 -0.27 0.0074 -0.0004
US3140Q9V268 / FANNIE MAE POOL FN CA2432 5.62 -6.56 0.0074 -0.0009
DLLMT 2024-1 LLC 4.84% 08/21/2028 144A / ABS-CBDO (US23347AAE10) 5.61 -78.58 0.0074 -0.0290
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.57 -4.13 0.0074 -0.0007
UST NOTES 3.375% 09/15/2027 / DBT (US91282CLL36) 5.57 -79.03 0.0074 -0.0295
US373334KS95 / GEORGIA POWER CO 5.55 0.43 0.0073 -0.0003
US12529GAA94 / CFMT 2022-HB10 3.5% 11/25/2035 144A 5.55 -11.19 0.0073 -0.0013
US961214EF61 / Westpac Banking Corp 5.55 -0.22 0.0073 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.54 -3.08 0.0073 -0.0006
GMZB / Ally Financial Inc. - Preferred Stock 5.54 -0.68 0.0073 -0.0004
US49803XAA19 / Kite Realty Group, L.P. 5.54 -1.83 0.0073 -0.0005
FMCC / Federal Home Loan Mortgage Corporation 5.54 0.0073 0.0073
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.51 -4.22 0.0073 -0.0007
CCG RECEIVABLES TRUST. 4.48% 10/14/2032 144A / ABS-CBDO (US12515XAB64) 5.51 0.0073 0.0073
US06540BBA61 / BANK BANK 2019 BN21 ASB 5.50 0.0073 0.0073
US404280CH04 / HSBC Holdings PLC 5.50 0.51 0.0073 -0.0003
US07274EAJ29 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29 5.50 0.66 0.0073 -0.0003
US345397B777 / Ford Motor Credit Co LLC 5.48 0.42 0.0073 -0.0003
FMCC / Federal Home Loan Mortgage Corporation 5.48 -3.30 0.0073 -0.0006
US3133G8U586 / FHLG 15YR 2% 06/01/2035#QN2404 5.47 -2.63 0.0072 -0.0006
CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029 / ABS-CBDO (US14290DAC56) 5.47 0.0072 0.0072
US3140QK5L85 / FNMA 30YR 3% 06/01/2051#CB0850 5.47 -4.59 0.0072 -0.0007
US600814AR85 / Millicom International Cellular SA 5.47 -0.24 0.0072 -0.0004
US88732JAU25 / Time Warner Cable Inc 6.75% 06/15/39 5.45 0.13 0.0072 -0.0003
US11135FBQ37 / Broadcom Inc 5.43 -1.22 0.0072 -0.0005
ENB.PRN / Enbridge Inc. - Preferred Security 5.42 -2.43 0.0072 -0.0005
US31418D6M91 / Fannie Mae Pool 5.41 -2.77 0.0072 -0.0006
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM C TSFR1M+219.158 12/15/2039 144A / ABS-MBS (US87231EAE77) 5.40 -0.75 0.0071 -0.0004
US3133KNRU99 / FR RA6799 5.40 -7.25 0.0071 -0.0009
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 5.40 0.0071 0.0071
US3140J9VB42 / Fannie Mae Pool 5.39 -5.52 0.0071 -0.0008
US00751YAJ55 / Advance Auto Parts, Inc. 5.38 0.86 0.0071 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.38 -4.74 0.0071 -0.0007
US3133AR2T19 / FREDDIE MAC POOL UMBS P#QC7086 2.50000000 5.37 -2.84 0.0071 -0.0006
LCH OIS SOFRV3.5% MAC 06/18/45 / DIR (N/A) 5.35 0.0071 0.0071
FMCC / Federal Home Loan Mortgage Corporation 5.35 0.0071 0.0071
US3137FUAS39 / Freddie Mac REMICS 5.34 36.89 0.0071 0.0016
FMCC / Federal Home Loan Mortgage Corporation 5.34 -4.63 0.0071 -0.0007
US55903VBD47 / Warnermedia Holdings Inc 5.33 -30.84 0.0071 -0.0037
US34528PAK21 / Ford Credit Floorplan Master Owner Trust A 5.33 0.19 0.0071 -0.0003
US3133KYU800 / UMBS 5.33 -2.60 0.0071 -0.0005
VICI PROPERTIES LP 5.125% 11/15/2031 / DBT (US925650AH69) 5.32 -0.58 0.0070 -0.0004
BMP 2024-MF23 TSFR1M+174.142 06/15/2041 144A / ABS-MBS (US05593JAC45) 5.31 0.06 0.0070 -0.0003
US378272BP27 / Glencore Funding LLC 5.30 0.0070 0.0070
US186108CK02 / Cleveland Electric Illuminating Co. (The) 5.30 0.17 0.0070 -0.0003
US55903VBB80 / Warnermedia Holdings Inc 5.30 -9.22 0.0070 -0.0011
US26441CBH79 / DUKE ENERGY CORP NEW 2.45% 06/01/2030 5.29 654.78 0.0070 0.0060
PM / Philip Morris International Inc. - Depositary Receipt (Common Stock) 5.29 -0.04 0.0070 -0.0004
US3133KPAM05 / FHLG 30YR 3.5% 04/01/2047#RA7212 5.29 -2.88 0.0070 -0.0006
BMO 24-5C5 A3 MTG TR 5.8574% 02/15/2057 / ABS-MBS (US05593RAC60) 5.28 -0.36 0.0070 -0.0004
ING / ING Groep N.V. - Depositary Receipt (Common Stock) 5.27 9.17 0.0070 0.0003
US60687YBP34 / Mizuho Financial Group Inc 5.27 0.78 0.0070 -0.0003
US3133B3Q424 / FHLG 30YR 3.5% 02/01/2052# 5.26 -2.56 0.0070 -0.0005
US3136BMER56 / FEDERAL NAT MTG ASN GTD REM PA 3% 06/25/2049 5.25 -1.92 0.0070 -0.0005
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.1% 01/19/2029 / DBT (US00774MBJ36) 5.25 -0.06 0.0069 -0.0003
US05578QAF00 / BPCE SA 5.24 0.04 0.0069 -0.0003
US69381AAA97 / PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000 5.23 -6.49 0.0069 -0.0008
US06738ECG89 / Barclays PLC 5.22 -0.82 0.0069 -0.0004
US3137H5BG11 / FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 5.21 -3.95 0.0069 -0.0006
US78472UAE82 / SREIT Trust 2021-MFP 5.21 -6.62 0.0069 -0.0009
US3140QMTC87 / FNMA 30YR 2% 12/01/2051#CB2346 5.20 -5.42 0.0069 -0.0008
US3128P8GB10 / Federal Home Loan Mortgage Corporation 5.20 -4.78 0.0069 -0.0007
US95000FAC05 / Wells Fargo Commercial Mortgage Trust 2016-C35 5.20 -0.12 0.0069 -0.0004
US68373BAA98 / OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A 5.20 -39.58 0.0069 -0.0051
US3140QPYV35 / FNMA 30YR 3% 08/01/2052#CB4323 5.19 -5.89 0.0069 -0.0008
US05401AAR23 / Avolon Holdings Funding Ltd 5.18 0.70 0.0069 -0.0003
US12513GBG38 / CDW LLC / CDW Finance Corp 5.18 0.52 0.0069 -0.0003
AXP / American Express Company - Depositary Receipt (Common Stock) 5.17 0.0068 0.0068
US46591ABB08 / JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 JPMDB 2018-C8 ASB 5.17 -8.70 0.0068 -0.0010
US37045XED49 / General Motors Financial Co., Inc. 5.16 -1.26 0.0068 -0.0004
CARMX 2025-2 4.59% 07/17/2028 / ABS-CBDO (US14320AAB70) 5.16 0.0068 0.0068
US19828AAB35 / Columbia Pipelines Holding Co LLC 5.15 -0.58 0.0068 -0.0004
US31418EAN04 / FN MA4512 5.14 -4.17 0.0068 -0.0006
US23311VAH06 / DCP Midstream Operating LP 5.14 0.20 0.0068 -0.0003
US209111GF42 / CONSOLIDATED EDISON CO OF NY 5.5% 03/15/2034 5.14 -0.87 0.0068 -0.0004
US126650DX53 / CVS Health Corp 5.13 0.08 0.0068 -0.0003
US3136BLYE41 / FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 5.13 -5.07 0.0068 -0.0007
US3136BG6Y20 / FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 5.11 -2.74 0.0068 -0.0005
US03027WAM47 / American Tower Trust #1 5.09 -0.61 0.0067 -0.0004
US80282KBC99 / Santander Holdings USA Inc 5.09 0.39 0.0067 -0.0003
US3140QBRL40 / FNMA 15YR 3.5% 08/01/2034#CA4090 5.09 -6.21 0.0067 -0.0008
US61766LBR96 / Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 5.08 0.08 0.0067 -0.0003
US3132DVK796 / FHLG 30YR 3% 06/01/2050#SD7518 5.07 -4.43 0.0067 -0.0007
US030288AC89 / American Transmission Systems Inc 5.07 0.66 0.0067 -0.0003
US00206RMT67 / AT&T Inc 5.07 -0.88 0.0067 -0.0004
US05610HAE36 / BX Commercial Mortgage Trust 2022-LP2 5.07 -0.39 0.0067 -0.0004
US05610HAG83 / BX Commercial Mortgage Trust 2022-LP2 5.06 -0.26 0.0067 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.06 -4.29 0.0067 -0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 5.06 -5.44 0.0067 -0.0007
DLLAD 2024-1 LLC 5.3% 07/20/2029 144A / ABS-CBDO (US23346MAC01) 5.06 -0.59 0.0067 -0.0004
US46590XAX49 / JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 5.05 -4.10 0.0067 -0.0006
US00255EAA91 / AASET 2022-1 LLC 5.04 0.0067 0.0067
US337932AP26 / FirstEnergy Corp 5.04 -20.53 0.0067 -0.0021
ONITY LOAN INVESTMENT TRUST 2024-HB2 A 5% 08/25/2037 144A / ABS-CBDO (US68278DAA19) 5.04 -9.71 0.0067 -0.0011
US92343VGC28 / Verizon Communications Inc 5.03 -5.13 0.0067 -0.0007
ARI FLEET LEASE TRUST 2023-A A3 5.33% 02/17/2032 144A / ABS-CBDO (US00218GAC69) 5.03 0.0067 0.0067
US06051GKW86 / Bank of America Corp. 5.03 -0.04 0.0067 -0.0003
US65473PAP09 / NiSource Inc 5.03 -0.69 0.0067 -0.0004
AEP TRANSMISSION CO LLC 5.375% 06/15/2035 / DBT (US00115AAS87) 5.02 0.0066 0.0066
US912810SW99 / United States Treasury Note/Bond 5.02 -4.74 0.0066 -0.0007
US3140QD6M13 / Fannie Mae Pool 5.01 -4.66 0.0066 -0.0007
US31418DW732 / FNMA 20YR 2.5% 02/01/2041#MA4269 5.01 -2.38 0.0066 -0.0005
US902613AA61 / UBS Group AG 5.01 0.48 0.0066 -0.0003
FORDF 2025-1 A1 4.63% 04/15/2030 / ABS-CBDO (US34529BAA44) 5.01 0.0066 0.0066
US37045XDD57 / General Motors Financial Co Inc 5.00 0.75 0.0066 -0.0003
US573874AP91 / Marvell Technology Inc 4.98 0.00 0.0066 -0.0003
US3137H6K388 / FEDERAL HOME LN MTG MLT CTF GT 3% 04/25/2050 4.97 -4.27 0.0066 -0.0006
A1JG34 / Arthur J. Gallagher & Co. - Depositary Receipt (Common Stock) 4.97 -5.66 0.0066 -0.0007
US209111GG25 / CONSOLIDATED EDISON CO OF NY 5.9% 11/15/2053 4.97 -4.59 0.0066 -0.0007
US00914AAB89 / Air Lease Corp. 4.96 0.24 0.0066 -0.0003
FFH.PRH / Fairfax Financial Holdings Limited - Preferred Stock 4.95 0.0066 0.0066
US3128M9J529 / FHLG 30YR 4% 09/42#G07184 4.95 -3.54 0.0066 -0.0006
US3132D56B36 / Freddie Mac Pool 4.95 -3.60 0.0065 -0.0006
US05608WAN48 / BX Trust 4.94 48.63 0.0065 0.0019
US34532JAA25 / Ford Credit Auto Owner Trust 2020-REV2 4.93 0.80 0.0065 -0.0003
US21036PBF45 / Constellation Brands Inc 4.92 0.70 0.0065 -0.0003
US78403DAT72 / SBA Tower Trust 4.92 0.45 0.0065 -0.0003
UPGRADE RECEIVABLES TRUST 2024-1A 5.37% 02/18/2031 144A / ABS-CBDO (US91533NAA28) 4.91 -30.30 0.0065 -0.0033
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.91 0.0065 0.0065
D1TE34 / DTE Energy Company - Depositary Receipt (Common Stock) 4.91 18.34 0.0065 0.0007
US3140QKNE42 / Fannie Mae Pool 4.90 -3.53 0.0065 -0.0006
US3133WJC499 / FHLG 15YR 3% 04/01/2037#QO0091 4.90 -2.39 0.0065 -0.0005
US00774MBD65 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.89 -0.37 0.0065 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.88 0.0065 0.0065
AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030 / DBT (US02666TAK34) 4.88 0.0065 0.0065
PK ALIFT LOAN FUNDING 3 LP 5.842% 09/15/2039 144A / ABS-CBDO (US69291VAB09) 4.88 -3.58 0.0065 -0.0006
U1DR34 / UDR, Inc. - Depositary Receipt (Common Stock) 4.87 0.0065 0.0065
US3137H3V820 / FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.5% 11/25/2051 4.87 -2.05 0.0064 -0.0005
US345340AA14 / Ford Credit Auto Owner Trust 2021-REV1 4.86 0.68 0.0064 -0.0003
US78473HAG11 / SPGN 2022-TFLM Mortgage Trust 4.86 -0.12 0.0064 -0.0003
US60162PAE25 / MILOS CLO LTD 3ML+107 10/20/2030 144A 4.85 -19.99 0.0064 -0.0020
US3140QFZT97 / FNMA 15YR 1.5% 11/01/2035#CA7953 4.84 -3.62 0.0064 -0.0006
US83368RBM34 / Societe Generale SA 4.84 0.04 0.0064 -0.0003
US036752AN31 / Anthem Inc 4.84 0.44 0.0064 -0.0003
US95001RAV15 / Wells Fargo Commercial Mortgage Trust 2018-C48 4.83 0.0064 0.0064
US61747YEK73 / Morgan Stanley 4.83 0.42 0.0064 -0.0003
BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029 / ABS-CBDO (US096924AD71) 4.82 0.0064 0.0064
US36179ST317 / Ginnie Mae II Pool 4.82 -6.19 0.0064 -0.0008
US3136BG6S51 / FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 4.81 -2.73 0.0064 -0.0005
US15135BAV36 / CENTENE CORP 3.375% 02/15/2030 4.81 0.71 0.0064 -0.0003
US36263HAA68 / GM Financial Revolving Receivables Trust 2021-1 4.79 0.65 0.0063 -0.0003
US21684AAC09 / Cooperatieve Rabobank UA 4.78 0.10 0.0063 -0.0003
US04685A3D15 / ATHENE GLOBAL FUNDING 4.78 0.57 0.0063 -0.0003
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 4.78 0.0063 0.0063
US30227FAG54 / Extended Stay America Trust 4.77 73.86 0.0063 0.0025
US539439AY57 / LLOYDS BANKING GROUP PLC 5.985000% 08/07/2027 4.77 -0.33 0.0063 -0.0003
US06738ECF07 / Barclays PLC 4.76 -0.33 0.0063 -0.0003
US455434BS82 / Indianapolis Power & Light Co 4.76 -5.95 0.0063 -0.0007
US3136BLMF44 / FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 4.76 -3.84 0.0063 -0.0006
US05530QAP54 / BAT International Finance PLC 4.75 0.32 0.0063 -0.0003
US53079EBN31 / Liberty Mutual Group Inc 4.74 -5.92 0.0063 -0.0007
US3140K0JB52 / FNMA 30YR 3% 11/01/2049#BO4757 4.74 -5.37 0.0063 -0.0007
US3133KNKR34 / FHLG 30YR 3% 01/01/2052#RA6604 4.74 -3.88 0.0063 -0.0006
US225401AU28 / Credit Suisse Group AG 4.74 0.17 0.0063 -0.0003
US606822CL60 / Mitsubishi UFJ Financial Group, Inc. 4.73 0.02 0.0063 -0.0003
US05492PAA66 / BANC OF AMERICA MERRILL LYNCH BAMLL 2019 BPR ANM 144A 4.73 -21.27 0.0063 -0.0021
US50190DAG16 / LCCM 2017-LC26 4.72 -4.06 0.0063 -0.0006
US31418DYJ52 / FNMA 20YR 2.5% 04/01/2041#MA4312 4.72 -3.10 0.0062 -0.0005
US3133B1XC07 / FREDDIE MAC POOL FR QD4275 4.71 -3.29 0.0062 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.70 -3.25 0.0062 -0.0005
US10112RBA14 / Boston Properties LP 4.70 0.28 0.0062 -0.0003
US573874AF10 / Marvell Technology Inc 4.70 0.97 0.0062 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 4.70 0.0062 0.0062
US13607HR535 / Canadian Imperial Bank of Commerce 4.69 -0.04 0.0062 -0.0003
XS2271225281 / Grand City Properties SA 4.68 8.80 0.0062 0.0002
OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A / ABS-CBDO (US68377NAA90) 4.67 -26.67 0.0062 -0.0027
FMCC / Federal Home Loan Mortgage Corporation 4.67 -2.89 0.0062 -0.0005
US674599DL68 / Occidental Petroleum Corp 4.63 -8.61 0.0061 -0.0009
US3140QEAN28 / FNMA 30YR 3% 07/01/2050#CA6312 4.62 -4.57 0.0061 -0.0006
US694476AE25 / Pacific LifeCorp 4.61 -6.09 0.0061 -0.0007
US30161NAX93 / EXELON CORP SR UNSECURED 04/30 4.05 4.60 0.79 0.0061 -0.0003
US3133KM4Y85 / FHLG 30YR 2% 11/01/2051#RA6239 4.60 -4.40 0.0061 -0.0006
US126650DZ02 / CVS HEALTH CORP 4.60 -4.55 0.0061 -0.0006
US08162CAC47 / BENCHMARK 2018-B6 MORTGAGE TRUST SER 2018-B6 CL A3 REGD 3.99500000 4.60 0.20 0.0061 -0.0003
US902613AJ70 / UBS Group AG 4.59 -0.73 0.0061 -0.0003
US195325EL56 / Colombia Government International Bond 4.59 -2.11 0.0061 -0.0004
US03115AAA16 / AmFam Holdings Inc 4.59 2.34 0.0061 -0.0002
HCA INC 5.45% 04/01/2031 / DBT (US404119CT49) 4.58 0.00 0.0061 -0.0003
CFMT 2024-HB15 LLC VAR 08/25/2034 144A / ABS-CBDO (US15723AAA97) 4.58 -12.53 0.0061 -0.0012
GLENCORE FDG LLC 5.186% 04/01/2030 144A / DBT (US378272BZ09) 4.57 0.0061 0.0061
US337932AM94 / FIRSTENERGY CORP 3.4% 03/01/2050 4.57 -5.58 0.0060 -0.0007
COLUMBIA PIPELINES OPERATING CO LLC 5.695% 10/01/2054 144A / DBT (US19828TAF30) 4.55 -7.98 0.0060 -0.0008
US78403DAP50 / SBA Tower Trust 4.55 0.46 0.0060 -0.0003
1299 / AIA Group Limited 4.54 -1.56 0.0060 -0.0004
US3132DWCU53 / FREDDIE MAC POOL UMBS P#SD8183 2.50000000 4.54 -4.14 0.0060 -0.0006
BMY / Bristol-Myers Squibb Company - Depositary Receipt (Common Stock) 4.54 -5.44 0.0060 -0.0007
US3137FKSH00 / FHLMC, Multifamily Structured Pass-Through Certificates, Series K086, Class A2 4.54 0.29 0.0060 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.54 -4.95 0.0060 -0.0006
US172967LW98 / Citigroup Inc 4.53 0.11 0.0060 -0.0003
US45687VAB27 / Ingersoll Rand Inc 4.52 -0.94 0.0060 -0.0004
US62954HAJ77 / NXP BV / NXP Funding LLC / NXP USA Inc 4.52 0.0060 0.0060
AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A / ABS-CBDO (US05377RKL77) 4.51 0.0060 0.0060
US19828TAA43 / CORP. NOTE 4.51 -0.33 0.0060 -0.0003
US969457CA67 / Williams Cos., Inc. (The) 4.50 -5.79 0.0060 -0.0007
US958667AE72 / Western Midstream Operating LP 4.49 -1.53 0.0059 -0.0004
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 4.49 0.0059 0.0059
US827304AA49 / Project Silver 4.49 0.94 0.0059 -0.0002
US58770AAD54 / MBART 2023-1 A4 4.49 -0.18 0.0059 -0.0003
US3140XDCE45 / FNMA, 30 Year 4.49 0.0059 0.0059
AROUNDTOWN FINANCE SARL 7.875%/VAR PERP / EP (XS2812484728) 4.49 -2.01 0.0059 -0.0004
US65473PAN50 / NiSource Inc 4.48 0.40 0.0059 -0.0003
US3140X93D50 / FNMA 30YR 3% 03/01/2050#FM6195 4.48 -3.84 0.0059 -0.0005
US3140QNLS94 / Fannie Mae Pool 4.48 -5.17 0.0059 -0.0006
T1SO34 / The Southern Company - Depositary Receipt (Common Stock) 4.48 -0.60 0.0059 -0.0003
US3136BFP496 / Federal National Mortgage Association, Inc. 4.47 -4.44 0.0059 -0.0006
US126408HK26 / CSX Corp 4.46 -5.34 0.0059 -0.0006
US29717PAQ00 / Essex Portfolio LP 4.46 -1.35 0.0059 -0.0004
BACR / Barclays Bank PLC - Corporate Bond/Note 4.46 0.04 0.0059 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.45 -3.82 0.0059 -0.0005
A1PH34 / Amphenol Corporation - Depositary Receipt (Common Stock) 4.45 -0.67 0.0059 -0.0003
US3136ADB576 / FEDERAL NAT MTG ASN GTD REM PA 1.85% 05/25/2033 4.45 -5.42 0.0059 -0.0006
XS2066744231 / Carnival PLC 4.43 -0.38 0.0059 -0.0003
US3136BNE692 / FEDERAL NAT MTG ASN GTD REM PA 4% 12/25/2048 4.42 -4.16 0.0059 -0.0006
US548661DZ79 / Lowe's Cos Inc 4.42 -5.97 0.0059 -0.0007
US3140QCVQ63 / Fannie Mae Pool 4.42 -4.72 0.0058 -0.0006
C / Citigroup Inc. - Depositary Receipt (Common Stock) 4.41 -0.16 0.0058 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.41 0.0058 0.0058
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XS1938387237 / European Investment Bank 4.40 10.41 0.0058 0.0003
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FMCC / Federal Home Loan Mortgage Corporation 4.33 -2.30 0.0057 -0.0004
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FMCC / Federal Home Loan Mortgage Corporation 4.28 -4.82 0.0057 -0.0006
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GNMA II 5.5% 03/20/2054#787292 / ABS-MBS (US3622AC7D65) 4.28 0.0057 0.0057
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GNII II 5.5% 12/20/2054#787741 / ABS-MBS (US3622ADP286) 4.25 0.0056 0.0056
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CH1255915014 / UBS GROUP AG 4.75%/VAR 03/17/2032 REGS 4.21 9.06 0.0056 0.0002
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BNSB34 / The Bank of Nova Scotia - Depositary Receipt (Common Stock) 4.17 8.51 0.0055 0.0002
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FMCC / Federal Home Loan Mortgage Corporation 4.16 -3.39 0.0055 -0.0005
OHIO EDISON CO 4.95% 12/15/2029 144A / DBT (US677347CJ38) 4.16 0.0055 0.0055
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 4.15 -3.58 0.0055 -0.0005
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2914 / Japan Tobacco Inc. 4.15 0.0055 0.0055
BBCMS MTG TR 2025-5C34 5.659% 05/15/2058 / ABS-MBS (US07337BAC81) 4.13 0.0055 0.0055
CARMAX SELECT RECEIVABLES TRUST 2024-A 5.4% 11/15/2028 / ABS-CBDO (US14319FAD50) 4.12 -0.31 0.0055 -0.0003
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GNII II 5% 12/20/2054#787773 / ABS-MBS (US3622ADQ276) 4.11 0.0054 0.0054
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PRPM 2024-RCF4 A1 LLC VAR 07/25/2054 144A / ABS-CBDO (US74448JAA16) 4.09 -6.10 0.0054 -0.0006
GREENSKY HOME IMPROVEMENT TRUST 2024-2 5.25% 10/27/2059 144A / ABS-CBDO (US39571XAB01) 4.09 -39.29 0.0054 -0.0039
NUVEEN LLC 5.85% 04/15/2034 144A / DBT (US67080LAD73) 4.08 0.0054 0.0054
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XS2055106210 / Aroundtown SA 4.04 10.65 0.0054 0.0003
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JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A / DBT (US46849LVA69) 3.94 -0.25 0.0052 -0.0003
US776743AJ55 / Roper Technologies Inc 3.93 0.72 0.0052 -0.0002
US37954FAG90 / Global Partners LP / GLP Finance Corp 3.92 -0.10 0.0052 -0.0003
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GNII II 4.5% 01/20/2055#MB0145 / ABS-MBS (US3618N5ET28) 3.90 0.0052 0.0052
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US3133A96N02 / FR QB3577 3.89 -4.23 0.0052 -0.0005
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VERD 2025-1A A2 4.85% 03/13/2028 144A / ABS-CBDO (US92340GAB68) 3.83 0.0051 0.0051
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.82 -7.11 0.0051 -0.0007
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US3137H4HQ63 / Federal Home Loan Mortgage Corporation 3.81 -4.15 0.0050 -0.0005
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US3137H3S941 / Federal Home Loan Mortgage Corporation 3.80 -3.67 0.0050 -0.0005
US1248EPCN14 / CORPORATE BONDS 3.80 3.29 0.0050 -0.0001
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.79 0.0050 0.0050
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WELLS FARGO COML MTG TR 2024-GRP TSFR1M+229.06 10/15/2041 144A / ABS-MBS (US95003YAC66) 3.77 0.08 0.0050 -0.0002
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.75 -4.82 0.0050 -0.0005
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GNII II 4.5% 02/20/2055#MB0203 / ABS-MBS (US3618N5GM56) 3.69 0.0049 0.0049
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.69 -4.90 0.0049 -0.0005
GMF FLOORPLAN OWNER REVOLVING TR 5.33% 03/15/2029 144A / ABS-CBDO (US361886DC57) 3.68 -0.22 0.0049 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.68 -4.22 0.0049 -0.0005
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VICI PROPERTIES LP 4.75% 04/01/2028 / DBT (US925650AJ26) 3.63 0.0048 0.0048
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A1PP34 / AppLovin Corporation - Depositary Receipt (Common Stock) 3.62 -0.28 0.0048 -0.0003
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BX COML MTG TR 2023-XL3 B TSFR1M+239.052 12/09/2040 144A / ABS-MBS (US12434GAC96) 3.60 0.00 0.0048 -0.0002
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.57 -1.44 0.0047 -0.0003
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FMCC / Federal Home Loan Mortgage Corporation 3.55 -2.50 0.0047 -0.0004
BMP 2024-MF23 C TSFR1M+194.113 06/15/2041 144A / ABS-MBS (US05593JAE01) 3.54 0.06 0.0047 -0.0002
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US95002MAX74 / WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052 3.53 0.26 0.0047 -0.0002
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US3140X4XF83 / Fannie Mae Pool 3.52 -5.99 0.0047 -0.0005
US3132D9MT84 / FHLG 20YR 2.5% 07/01/2041#SC0370 3.51 -2.58 0.0047 -0.0004
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US886065AA93 / THUNDERBOLT AIRCRAFT LEASE 2018-A A 4.147% 07/15/2038 144A 3.49 -27.16 0.0046 -0.0020
US3128P77E71 / Freddie Mac Gold Pool 3.49 -4.41 0.0046 -0.0005
GNII II 5.5% 01/20/2055#787767 / ABS-MBS (US3622ADQU50) 3.48 0.0046 0.0046
FCT / Fincantieri S.p.A. 3.47 1.08 0.0046 -0.0002
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US3137H5VK03 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 3.46 -4.34 0.0046 -0.0004
P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) 3.46 0.0046 0.0046
US3137H5F778 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 3.45 -3.98 0.0046 -0.0004
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US3140XCHL59 / Fannie Mae Pool 3.45 -2.87 0.0046 -0.0004
US20030NDW83 / Comcast Corp 3.44 -5.21 0.0046 -0.0005
US3132DPMY15 / FHLG 30YR 5% 12/01/2052#SD2175 3.44 -2.58 0.0046 -0.0004
TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A / DBT (US893045AF16) 3.44 0.0045 0.0045
US29250NBC83 / Enbridge Inc 3.43 -0.90 0.0045 -0.0003
US3133ATC825 / FHLG 30YR 2% 10/01/2051#QC8195 3.42 -3.52 0.0045 -0.0004
US00774MAZ86 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.42 -3.44 0.0045 -0.0004
XS2403426427 / PRUDENTIAL PLC 2.95%/VAR 11/03/2033 REGS 3.42 0.06 0.0045 -0.0002
US22003BAL09 / Corporate Office Properties LP 3.41 0.59 0.0045 -0.0002
US3133KQF849 / FHLG 30YR 5% 12/01/2052#RA8291 3.40 -5.90 0.0045 -0.0005
US3140QMK378 / Fannie Mae Pool 3.40 -2.94 0.0045 -0.0004
US3133L75R42 / FHLG 15YR 1.5% 02/01/2036#RC1756 3.38 -2.76 0.0045 -0.0004
US46625HNJ58 / JPMorgan Chase & Co 3.38 0.09 0.0045 -0.0002
XS2391779134 / British American Tobacco PLC 3.36 9.29 0.0045 0.0002
US3140QC2Z89 / Fannie Mae Pool 3.36 -3.39 0.0044 -0.0004
US3131YDH640 / FED HM LN PC POOL ZN6553 FR 03/49 FIXED 4 3.35 -4.85 0.0044 -0.0005
CITI SWAP PAY 4.03 04/25/30 / DIR (N/A) 3.35 0.0044 0.0044
US928668BS02 / Volkswagen Group of America Finance LLC 3.35 -0.03 0.0044 -0.0002
US36179WDQ87 / Ginnie Mae II Pool 3.35 -4.26 0.0044 -0.0004
US88033GDH02 / Tenet Healthcare Corp 3.34 1.49 0.0044 -0.0002
US05550MAT18 / Barclays Commercial Mortgage Trust 2019-C3 3.34 -6.86 0.0044 -0.0006
US251526CE71 / DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026 3.34 0.45 0.0044 -0.0002
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C1RR34 / Carrier Global Corporation - Depositary Receipt (Common Stock) 3.33 -0.60 0.0044 -0.0002
US36179SBG12 / Ginnie Mae II Pool 3.32 -6.29 0.0044 -0.0005
DANSKE / Danske Bank A/S 3.32 8.95 0.0044 0.0002
US47216QAB95 / JDE Peet's NV 3.32 0.48 0.0044 -0.0002
US115236AE14 / Brown & Brown Inc 3.32 -0.96 0.0044 -0.0003
US62954WAD74 / NTT Finance Corp 3.31 1.01 0.0044 -0.0002
US31418DU678 / FNMA UMBS, 20 Year 3.31 -3.05 0.0044 -0.0004
US3140X4PY64 / FNMA 30YR 4.5% 08/01/2049#FM1338 3.31 -4.14 0.0044 -0.0004
US00914AAR32 / Air Lease Corp. 3.30 0.67 0.0044 -0.0002
US3138WJRY68 / FNMA 15YR 2.5% 01/01/2032#AS8602 3.30 -5.20 0.0044 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.29 -4.41 0.0044 -0.0004
US628530BK28 / Mylan Inc. 3.28 -1.09 0.0043 -0.0003
US46647PCP99 / JPMorgan Chase & Co 3.27 0.65 0.0043 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.27 0.0043 0.0043
US3140XDZH29 / FNMA 15YR 2.5% 04/01/2036#FM9743 3.27 -5.53 0.0043 -0.0005
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.26 -5.06 0.0043 -0.0005
US3132AEFK73 / UMBS 3.26 -5.90 0.0043 -0.0005
US3140X6HD67 / FNMA 15YR 3.5% 12/01/2034#FM2927 3.26 -7.61 0.0043 -0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.25 -4.13 0.0043 -0.0004
DELL INTL/EMC CORP 5% 04/01/2030 / DBT (US24703TAM80) 3.25 0.0043 0.0043
US988498AN16 / Yum! Brands, Inc. 3.24 0.34 0.0043 -0.0002
US3138WJD884 / FNMA 15YR 2.5% 10/01/2031#AS8226 3.24 -6.08 0.0043 -0.0005
US3140QMGY45 / FNMA 20YR 2.5% 07/01/2041#CB2014 3.24 -3.51 0.0043 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 3.24 -1.34 0.0043 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.23 -2.59 0.0043 -0.0003
US292505AK09 / Encana Corp 5.15% 11/15/41 3.23 -8.14 0.0043 -0.0006
US012873AH83 / Alberta Energy Ltd Notes 8.125% 09/15/30 3.23 -1.61 0.0043 -0.0003
US3133B0QV87 / FHLG 30YR 2% 12/01/2051#QD3168 3.23 -4.21 0.0043 -0.0004
US372460AC93 / Genuine Parts Co. 3.23 -0.34 0.0043 -0.0002
US05608VAA44 / BX 2021-MFM1 3.22 0.16 0.0043 -0.0002
OPORTUN FUNDING TRUST 2025-1 A 4.96% 08/16/2032 144A / ABS-CBDO (US68377PAA49) 3.22 -23.26 0.0043 -0.0016
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.21 0.0042 0.0042
US3140QM6R01 / FN CB2679 3.20 -4.65 0.0042 -0.0004
LPL HOLDINGS INC 4.9% 04/03/2028 / DBT (US50212YAN40) 3.19 0.0042 0.0042
US15135UAF66 / Cenovus Energy Inc Senior Notes 6.75% 11/15/2039 3.19 -4.24 0.0042 -0.0004
GSCM SWAP PAY 3.53 08/01/2029 / DIR (N/A) 3.18 0.0042 0.0042
US92840VAF94 / Vistra Operations Co LLC 3.18 0.92 0.0042 -0.0002
US3140QNLU41 / Fannie Mae Pool 3.18 -4.36 0.0042 -0.0004
US655844CS56 / Norfolk Southern Corp. 3.18 -40.04 0.0042 -0.0032
US3133KYVF32 / Freddie Mac Pool 3.17 -3.27 0.0042 -0.0004
US36179NDR61 / Ginnie Mae II Pool 3.17 -4.06 0.0042 -0.0004
US776743AL02 / ROPER TECHNOLOGIES INC 1.75% 02/15/2031 3.17 0.92 0.0042 -0.0002
US606822BY90 / Mitsubishi UFJ Financial Group Inc 3.16 0.60 0.0042 -0.0002
US3133KQF922 / FHLG 30YR 5% 12/01/2052#RA8292 3.16 -3.27 0.0042 -0.0004
US3140X6HC84 / FNMA 15YR 3% 04/01/2035#FM2926 3.16 -8.12 0.0042 -0.0006
US3132D9HZ00 / FHLG 20YR 2.5% 02/01/2042#SC0248 3.15 -3.58 0.0042 -0.0004
US3140JAFT04 / FNMA 30YR 5% 02/01/2049#BM5577 3.15 -6.30 0.0042 -0.0005
US303901BJ06 / Fairfax Financial Holdings Ltd. 3.14 0.38 0.0042 -0.0002
R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) 3.14 -0.76 0.0042 -0.0002
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 3.13 0.0041 0.0041
US38141GZU11 / Goldman Sachs Group Inc/The 3.13 0.03 0.0041 -0.0002
US03027XBC39 / AMERICAN TOWER CORP SR UNSECURED 06/30 2.1 3.12 0.74 0.0041 -0.0002
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028 / ABS-CBDO (US30185AAB70) 3.12 0.0041 0.0041
US3132DPPP70 / Freddie Mac Pool 3.12 -4.33 0.0041 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.11 -4.27 0.0041 -0.0004
US09256BAM90 / Blackstone Holdings Finance Co LLC 3.11 -7.06 0.0041 -0.0005
US031162CF59 / Amgen Inc 3.10 -5.17 0.0041 -0.0004
US37045VAZ31 / General Motors Co. 3.10 -1.37 0.0041 -0.0003
US55955EAL20 / MAGNE 2020-27A AR 3ML+114 10/20/2034 144A 3.09 0.03 0.0041 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 3.09 0.0041 0.0041
US31335BSH05 / FHLG 30YR 3.5% 09/01/2046#G61420 3.09 -4.72 0.0041 -0.0004
US276480AB69 / Eastern Gas Transmission & Storage Inc 3.08 -5.93 0.0041 -0.0005
FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030 / DBT (US33767BAG41) 3.07 0.0041 0.0041
US08162TBB89 / BENCHMARK 2018-B7 Mortgage Trust 3.07 0.49 0.0041 -0.0002
BAT INTL FINANCE PLC 4.125% 04/12/2032 REGS / DBT (XS2801975991) 3.05 8.55 0.0040 0.0001
US92936UAG40 / WP Carey Inc 3.05 -0.03 0.0040 -0.0002
US91087BAF76 / Mexico Government International Bond 3.05 0.89 0.0040 -0.0002
US06738EBY05 / Barclays PLC 3.04 -0.13 0.0040 -0.0002
US95000PAD69 / Wells Fargo Commercial Mortgage Trust 2016-C37 3.04 0.0040 0.0040
US78403DAR17 / SBA TOWER TRUST 3.04 0.20 0.0040 -0.0002
US25601B2B00 / DNB Bank ASA 3.04 0.76 0.0040 -0.0002
US05329RAA14 / AutoNation Inc 3.04 -0.82 0.0040 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 3.04 -1.33 0.0040 -0.0003
US98389BAX82 / Xcel Energy, Inc. 3.03 -5.84 0.0040 -0.0005
US31418DQG06 / FANNIE MAE POOL FN MA4054 3.03 -2.92 0.0040 -0.0003
US225401AT54 / Credit Suisse Group AG 3.03 0.73 0.0040 -0.0002
US89788MAH51 / Truist Financial Corp. 3.03 0.03 0.0040 -0.0002
US694476AD42 / Pacific LifeCorp 3.03 -5.32 0.0040 -0.0004
US05608BAL45 / BX Commercial Mortgage Trust 2019-IMC 3.02 -1.02 0.0040 -0.0002
US3140EXDX81 / Fannie Mae Pool 3.02 -4.19 0.0040 -0.0004
CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027 / ABS-CBDO (US14319FAB94) 3.02 -28.70 0.0040 -0.0019
US720198AF73 / Piedmont Operating Partnership LP 3.01 -0.92 0.0040 -0.0002
US25466AAN19 / Discover Bank 3.01 0.30 0.0040 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 3.00 -1.44 0.0040 -0.0003
US3140QMQ649 / Federal National Mortgage Association 3.00 -3.44 0.0040 -0.0003
CITI SWAP REC 4.03 04/25/30 / DIR (N/A) 2.99 0.0040 0.0040
US92343VFV18 / VERIZON COMMUNICATIONS INC 3% 11/20/2060 2.98 -5.96 0.0039 -0.0005
CITI SWAP PAY 3.753 10/31/29 / DIR (N/A) 2.98 0.0039 0.0039
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 2.98 0.0039 0.0039
US00038RAA41 / AASET 2019-2 TRUST SER 2019-2 CL A REGD 144A P/P 3.37600000 2.98 -28.10 0.0039 -0.0018
US01309QAA67 / Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC 2.97 0.13 0.0039 -0.0002
US929089AF72 / Voya Financial Inc. 2.96 -0.34 0.0039 -0.0002
US3138WHLP59 / Fannie Mae Pool 2.96 -4.21 0.0039 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 2.95 0.0039 0.0039
US17325HBQ65 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL AAB REGD 3.50900000 2.95 -19.43 0.0039 -0.0012
US12566LAB09 / CIM Trust 2.95 0.0039 0.0039
US161175BT05 / Charter Communications Operating LLC / Charter Communications Operating Capital 2.94 -0.10 0.0039 -0.0002
US3140M2MT69 / FNMA 30YR 2% 10/01/2051#BU1269 2.94 -4.61 0.0039 -0.0004
US35563PJF71 / Seasoned Credit Risk Transfer Trust Series 2019-1 2.93 -2.85 0.0039 -0.0003
BNP / BNP Paribas SA 2.93 8.79 0.0039 0.0001
US3137H4BY51 / FHMS K746 A2 2.93 0.90 0.0039 -0.0002
US161175BV50 / Charter Communications Operating LLC / Charter Communications Operating Capital 2.93 -0.51 0.0039 -0.0002
US04685A3E97 / Athene Global Funding 2.93 -0.03 0.0039 -0.0002
US3137H5ZA84 / FEDERAL HOME LN MTG MLT CTF GT 3% 01/25/2049 2.92 -2.93 0.0039 -0.0003
US682696AA77 / OneMain Financial Issuance Trust 2020-2 2.92 0.0039 0.0039
US3622AAGN88 / Ginnie Mae II Pool 2.91 -4.59 0.0038 -0.0004
OTEX / Open Text Corporation 2.90 1.22 0.0038 -0.0001
US3137H5J242 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049 2.90 -4.26 0.0038 -0.0004
US3137H5FF91 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 2.90 -4.26 0.0038 -0.0004
US06541RAZ64 / BANK 2019-BNK23 2.89 -5.11 0.0038 -0.0004
US00131LAF22 / AIA Group Ltd 2.89 0.21 0.0038 -0.0002
US87264ABU88 / T-Mobile USA Inc 2.89 0.49 0.0038 -0.0002
US05608BAJ98 / BX Commercial Mortgage Trust 2019-IMC 2.88 -0.96 0.0038 -0.0002
US3132WNWQ12 / FHLG 30YR 4% 06/01/2047#Q48754 2.88 -3.71 0.0038 -0.0003
US3137F8N257 / FEDERAL HOME LN MTG MLT CTF GT 1.5% 11/25/2044 2.88 -4.42 0.0038 -0.0004
US3140MJE434 / FNMA 30YR 3.5% 04/01/2052#BV4654 2.88 -10.51 0.0038 -0.0007
US00751YAF34 / Advance Auto Parts Inc 2.88 2.42 0.0038 -0.0001
US92939UAG13 / WEC Energy Group Inc 2.87 0.67 0.0038 -0.0002
US86765BAV18 / Sunoco Logistics Partners Operations LP 2.87 -6.74 0.0038 -0.0005
US451102BT32 / Icahn Enterprises LP / Icahn Enterprises Finance Corp 2.86 -0.73 0.0038 -0.0002
US3140N0VT92 / FNMA 30YR 5% 08/01/2052#BW7825 2.85 -2.10 0.0038 -0.0003
US125523CK49 / Cigna Corp 2.85 -5.20 0.0038 -0.0004
US3140XC5A24 / FNMA 15YR UMBS SUPER 2.84 -6.88 0.0038 -0.0005
US12658XAC11 / Credit Suisse Mortgage Capital Certificates 2.84 -0.49 0.0038 -0.0002
US31418D6E75 / FANNIE MAE POOL FN MA4468 2.83 -4.26 0.0037 -0.0004
US94989YAY95 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 SER 2016-C32 CL A3 REGD 3.29400000 2.83 -28.14 0.0037 -0.0017
FMCC / Federal Home Loan Mortgage Corporation 2.82 0.0037 0.0037
UNITED STATES TREASURY BOND 4.5% 02/15/2044 / DBT (US912810TZ12) 2.82 -4.86 0.0037 -0.0004
US3137H62Q73 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 10/25/2047 2.82 -3.99 0.0037 -0.0003
US775109CG49 / Rogers Communications, Inc. 2.81 0.75 0.0037 -0.0002
US3133KLVJ33 / Freddie Mac Pool 2.81 -4.71 0.0037 -0.0004
US90932LAG23 / United Airlines Inc 2.81 0.07 0.0037 -0.0002
US3140X7AM13 / Federal National Mortgage Association, Inc. 2.81 -4.62 0.0037 -0.0004
US756109BH64 / Realty Income Corp 2.80 0.54 0.0037 -0.0002
US37045VAT70 / General Motors Co 2.79 -5.49 0.0037 -0.0004
MSCS SWAP PAY 4.075 04/24/30 / DIR (N/A) 2.79 0.0037 0.0037
BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 4.82% 04/17/2036 144A / ABS-CBDO (US08860AAA79) 2.79 0.0037 0.0037
US105340AP80 / Brandywine Operating Partnership LP 2.78 0.22 0.0037 -0.0002
US02005NBM11 / Ally Financial Inc 2.78 -2.46 0.0037 -0.0003
US575718AF80 / Massachusetts Institute of Technology GO 2.77 -7.75 0.0037 -0.0005
US08163MAE75 / Benchmark 2021-B31 Mortgage Trust 2.77 -0.29 0.0037 -0.0002
US3132A9SS77 / Freddie Mac Pool 2.77 -5.34 0.0037 -0.0004
US828807DF17 / Simon Property Group LP 2.77 0.58 0.0037 -0.0002
US64830TAD00 / NRZT 2020-1A A1B 2.76 -2.82 0.0037 -0.0003
US3132D9F258 / FHLG 20YR 2.5% 09/01/2041#SC0185 2.75 -4.05 0.0036 -0.0003
US3140KYCE29 / FN BR0968 2 4/1/36 2.74 -3.79 0.0036 -0.0003
US36179T7K59 / Ginnie Mae II Pool 2.74 -5.05 0.0036 -0.0004
US3140M2NZ11 / FNMA 30YR 3.5% 02/01/2052#BU1307 2.74 -9.45 0.0036 -0.0006
US3617MK4F31 / Ginnie Mae II Pool 2.73 -6.31 0.0036 -0.0004
US816851AP42 / Sempra Energy Notes 6% 10/15/39 2.72 -3.06 0.0036 -0.0003
US17326CAZ77 / CGMS Commercial Mortgage Trust 2017-B1 2.72 0.55 0.0036 -0.0002
US24703DBF78 / Dell International LLC/EMC Corp. 2.71 -3.97 0.0036 -0.0003
US11135FBE07 / Broadcom Inc 2.70 -36.84 0.0036 -0.0024
US31335ATJ78 / Freddie Mac Gold Pool 2.70 -4.99 0.0036 -0.0004
TRANSDIGM INC 6% 01/15/2033 144A / DBT (US893647BW65) 2.70 -0.04 0.0036 -0.0002
ATHS / Athene Holding Ltd. - Corporate Bond/Note 2.70 -1.57 0.0036 -0.0002
US30161NBH35 / Exelon Corp 2.68 -5.29 0.0036 -0.0004
US3133KNBQ51 / FNCL UMBS 3.0 RA6347 11-01-51 2.68 -6.75 0.0035 -0.0004
US36179TZ734 / Ginnie Mae II Pool 2.68 -4.52 0.0035 -0.0004
FMCC / Federal Home Loan Mortgage Corporation 2.68 -5.34 0.0035 -0.0004
US92343VGJ70 / Verizon Communications Inc 2.67 0.68 0.0035 -0.0002
US46591JAA43 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD 2.66 -1.85 0.0035 -0.0002
US3133D4JZ76 / FHLG 20YR 2% 11/01/2041#QK1180 2.66 -5.27 0.0035 -0.0004
VENTURE GLOBAL LNG INC 7% 01/15/2030 144A / DBT (US92332YAE14) 2.66 -1.77 0.0035 -0.0002
US3140QSLY59 / FNMA 30YR 5.5% 06/01/2053#CB6642 2.66 -4.53 0.0035 -0.0003
US78449RAC97 / SLG Office Trust 2021-OVA 2.65 -3.70 0.0035 -0.0003
US776743AG17 / Roper Technologies Inc 2.65 0.57 0.0035 -0.0002
US09659W2T04 / BNP Paribas SA 2.64 0.38 0.0035 -0.0002
US266233AG08 / Duquesne Light Holdings, Inc. 2.64 -0.23 0.0035 -0.0002
GMF FLOORPLAN OWNER REVOLVING TR 5.35% 03/15/2031 144A / ABS-CBDO (US361886DG61) 2.64 0.19 0.0035 -0.0002
ACHV ABS TRUST 2024-3AL 5.01% 12/26/2031 144A / ABS-CBDO (US00092KAA25) 2.64 -11.59 0.0035 -0.0007
US74166AAA07 / Prime Healthcare Foundation, Inc., Series B 2.64 -5.99 0.0035 -0.0004
US46284VAF85 / Iron Mountain Inc 2.63 0.73 0.0035 -0.0001
US65473PAL94 / NISOURCE INC 1.7% 02/15/2031 2.63 0.92 0.0035 -0.0001
US06541WAW29 / BANK 2017-BNK5 2.63 0.42 0.0035 -0.0002
XS2592017300 / Deutsche Bank AG 2.63 6.66 0.0035 0.0001
US34535QAA31 / Ford Credit Auto Owner Trust 2023-REV1 2.63 -0.19 0.0035 -0.0002
US3137H5J572 / FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 2.62 -3.95 0.0035 -0.0003
CFMT 2025-HB16 A VAR 03/25/2035 144A / ABS-CBDO (US12531BAA61) 2.62 0.0035 0.0035
US969457BV14 / Williams Cos Inc/The 2.61 -5.19 0.0035 -0.0004
US666807BP60 / Northrop Grumman Corp. 2.61 -3.98 0.0035 -0.0003
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 2.61 0.0034 0.0034
MSCS SWAP REC 4.075 04/24/30 / DIR (N/A) 2.60 0.0034 0.0034
US29278NAG88 / Energy Transfer Operating LP 2.60 0.04 0.0034 -0.0002
US36179WRZ31 / Ginnie Mae II Pool 2.60 -4.27 0.0034 -0.0003
XS2387675395 / SOUTHERN COMPANY EUSA5 1.875/VAR 09/15/2081 2.60 9.25 0.0034 0.0001
US3137F6YK78 / Federal Home Loan Mortgage Corporation 2.60 -4.20 0.0034 -0.0003
US852060AT99 / Sprint Capital Corp 8.750% Notes 03/15/32 2.59 -0.46 0.0034 -0.0002
US46590XAL01 / JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc. 2.59 -67.83 0.0034 -0.0078
GNMA II 4% 09/20/2054#MA9903 / ABS-MBS (US36180AAC71) 2.59 -3.61 0.0034 -0.0003
US36179SRX70 / Ginnie Mae II Pool 2.59 -5.89 0.0034 -0.0004
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.58 -4.05 0.0034 -0.0003
US3140J95F47 / FNMA 15YR 3% 12/01/2032#BM5345 2.58 -6.01 0.0034 -0.0004
US12636MAE84 / CSAIL 2016-C6 Commercial Mortgage Trust 2.58 0.39 0.0034 -0.0002
US08162VAE83 / BENCHMARK 2019-B10 Mortgage Trust 2.58 0.12 0.0034 -0.0002
US3133KKS753 / FREDDIE MAC POOL UMBS P#RA4142 2.50000000 2.57 -4.35 0.0034 -0.0003
US14855MAB46 / Castlelake Aircraft Securitization Trust 2019-1 2.57 9.59 0.0034 0.0001
US02582JJV35 / American Express Credit Account Master Trust 2.57 -87.42 0.0034 -0.0342
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 2.57 0.0034 0.0034
BBIRD / Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 2.57 -15.18 0.0034 -0.0008
US875484AJ66 / Tanger Properties LP 2.57 0.08 0.0034 -0.0002
US89114TZT23 / Toronto-Dominion Bank/The 2.55 0.51 0.0034 -0.0002
US23311VAF40 / DCP MIDSTREAM OPERATING REGD 5.60000000 2.55 -8.87 0.0034 -0.0005
US225401BB38 / Credit Suisse Group AG 2.55 -1.01 0.0034 -0.0002
US92343VGH15 / Verizon Communications Inc 2.54 1.03 0.0034 -0.0001
US29278NAD57 / Energy Transfer Operating LP 2.54 -3.46 0.0034 -0.0003
US08162YAK82 / BENCHMARK 2019-B14 XA MORTGAGE TRUST VAR 12/15/2061 2.54 -5.55 0.0034 -0.0004
US00790RAA23 / Advanced Drainage Systems Inc 2.54 0.12 0.0034 -0.0002
VRSN / VeriSign, Inc. - Depositary Receipt (Common Stock) 2.53 0.0034 0.0034
FMCC / Federal Home Loan Mortgage Corporation 2.53 0.0033 0.0033
US48129RAX35 / JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2019 COR6 A4 2.53 -0.04 0.0033 -0.0002
KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A / ABS-CBDO (US50117DAC02) 2.52 -83.14 0.0033 -0.0174
US04686JAF84 / Athene Holding Ltd 2.52 -1.21 0.0033 -0.0002
UST NOTES 4.25% 06/30/2031 / DBT (US91282CKW00) 2.52 -83.49 0.0033 -0.0179
FORDF 2025-1 A1 4.84% 04/15/2030 / ABS-CBDO (US34529BAC00) 2.52 0.0033 0.0033
US316773CH12 / Fifth Third Bancorp 2.52 -4.98 0.0033 -0.0003
US92277GAM96 / Ventas Realty LP 2.51 0.16 0.0033 -0.0002
US36179WBX56 / GNMA 2.50 -4.25 0.0033 -0.0003
US78473HAJ59 / SPGN 2022-TFLM Mortgage Trust 2.50 -0.87 0.0033 -0.0002
US3133KHWS11 / FHLG 30YR 3% 04/01/2050#RA2457 2.49 -4.19 0.0033 -0.0003
LCH OIS SOFRV3.25% MAC 06/18/29 / DIR (N/A) 2.49 0.0033 0.0033
US65473QBF90 / NiSource, Inc. 2.49 -5.04 0.0033 -0.0003
XS2187689380 / Volkswagen International Finance NV 2.49 9.52 0.0033 0.0001
US3133KLZ830 / Freddie Mac Pool 2.47 -4.22 0.0033 -0.0003
US46817MAN74 / Jackson Financial, Inc 2.47 -6.98 0.0033 -0.0004
US125523AJ93 / Cigna Corp. 2.47 -2.68 0.0033 -0.0003
US3140X8S812 / FNMA 20YR 2% 12/01/2040#FM5042 2.46 -4.17 0.0033 -0.0003
US3133ASJM62 / FHLG 30YR 2% 09/01/2051#QC7468 2.44 -4.68 0.0032 -0.0003
US3140XGLQ05 / FNMA 15YR 3% 02/01/2031#FS1234 2.44 -7.85 0.0032 -0.0005
US136385AL51 / Canadian Natural Resources 6.25% Notes 3/15/38 2.44 -4.39 0.0032 -0.0003
US3140MM4J44 / FNMA 30YR 4% 08/01/2052#BV8024 2.43 -4.06 0.0032 -0.0003
US76169XAB01 / Rexford Industrial Realty LP 2.43 -0.12 0.0032 -0.0002
US3128MFUA44 / Freddie Mac Gold Pool 2.43 -5.78 0.0032 -0.0004
US46188BAA08 / Invitation Homes Operating Partnership LP 2.42 0.17 0.0032 -0.0002
US3132DWCP68 / FR SD8178 2.41 -4.17 0.0032 -0.0003
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 2.41 0.0032 0.0032
US680665AL00 / Olin Corp 2.41 -0.37 0.0032 -0.0002
US3140M7PU92 / Fannie Mae Pool 2.41 -4.14 0.0032 -0.0003
US3140QNCA87 / Fannie Mae Pool 2.40 -3.80 0.0032 -0.0003
US3140XKDX59 / FNMA 30YR 4.5% 04/01/2048#FS3717 2.40 -3.93 0.0032 -0.0003
US3133D4KQ58 / Freddie Mac Pool 2.40 -3.82 0.0032 -0.0003
US3136BLLH19 / Federal National Mortgage Association, Inc. 2.39 -3.43 0.0032 -0.0003
US 2YR NOTE (CBT) FUT SEP25 TUU5 / DIR (N/A) 2.38 0.0032 0.0032
US02209SBD45 / Altria Group Inc 2.38 0.08 0.0032 -0.0002
HXL / Hexcel Corporation 2.38 -3.10 0.0031 -0.0003
US3140X4XG66 / Fannie Mae Pool 2.38 -6.12 0.0031 -0.0004
EUROPEAN UNION 4% 04/04/2044 REGS / DBT (EU000A3K4EL9) 2.37 0.0031 0.0031
US3133KMRW72 / FNCL UMBS 3.0 RA5901 09-01-51 2.37 -4.71 0.0031 -0.0003
US3133KNVT70 / Freddie Mac Pool 2.36 -4.10 0.0031 -0.0003
US87264ACW36 / T-Mobile USA, Inc. 2.36 -4.88 0.0031 -0.0003
US3140MNV869 / FNMA 30YR 3% 04/01/2052#BV8738 2.35 -2.97 0.0031 -0.0003
US225401AY40 / Credit Suisse Group AG 2.35 -0.47 0.0031 -0.0002
US65473QAX16 / Nisource Finance Corp. 5.95% 06/15/41 2.35 -4.71 0.0031 -0.0003
MSWF COMMERCIAL MORTGAGE TRUST 23-2 VAR 12/15/2056 144A / ABS-MBS (US55361AAA25) 2.34 -2.25 0.0031 -0.0002
US889184AC18 / Toledo Hospital 2.34 0.17 0.0031 -0.0001
P1AY34 / Paychex, Inc. - Depositary Receipt (Common Stock) 2.34 0.0031 0.0031
US958254AJ35 / Western Midstream Operating LP 2.34 -8.38 0.0031 -0.0005
XS2024535036 / Marks & Spencer PLC 2.34 6.61 0.0031 0.0000
UST NOTES 4.25% 02/28/2029 / DBT (US91282CKD29) 2.33 0.30 0.0031 -0.0001
CHEVRON PHIL CHEM LLC /CHEV LP 4.75% 05/15/2030 144A / DBT (US166754AX99) 2.32 0.0031 0.0031
US404119CK30 / CORP. NOTE 2.32 -75.26 0.0031 -0.0100
XS2290533020 / CPI PROPERTY GROUP SA 3.75%/VAR PERP REGS 2.32 6.09 0.0031 0.0000
US00774MAY12 / AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.32 -0.94 0.0031 -0.0002
US29278NAE31 / Energy Transfer Operating LP 2.31 -6.62 0.0031 -0.0004
XS2667626233 / Virgin Money UK PLC 2.31 6.50 0.0031 0.0000
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NOVO NORDISK FINANCE NETHERLANDS BV 3.625% 05/27/2037 REGS / DBT (XS3002555822) 2.31 0.0031 0.0031
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.29 -4.34 0.0030 -0.0003
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US501797AW48 / L Brands Inc 2.27 0.04 0.0030 -0.0001
XS2586739729 / Imperial Brands Finance Netherlands BV 2.27 29.04 0.0030 0.0006
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US26884LAQ23 / EQT Corp. 2.23 -0.53 0.0030 -0.0002
EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.69% 04/15/2030 / ABS-CBDO (US30185AAC53) 2.23 0.0030 0.0030
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US78410GAG91 / SBA Communications Corp 2.23 1.50 0.0029 -0.0001
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US88581EAA91 / 3650R 2021-PF1 Commercial Mortgage Trust 2.22 0.0029 0.0029
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TITANIUM 2L BONDCO SARL PIK 6.25% 01/14/2031 / DBT (DE000A3L3AG9) 2.19 -9.95 0.0029 -0.0005
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TRANSDIGM INC 6.375% 03/01/2029 144A / DBT (US893647BU00) 2.19 0.32 0.0029 -0.0001
VIRGINIA ELECTRIC AND POWER CO 5.55% 08/15/2054 / DBT (US927804GS79) 2.18 -5.75 0.0029 -0.0003
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 2.15 0.0028 0.0028
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CITI SWAP REC 3.753 10/31/29 / DIR (N/A) 2.12 0.0028 0.0028
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FMCC / Federal Home Loan Mortgage Corporation 2.08 -4.15 0.0028 -0.0003
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US097023DA04 / Boeing Co/The 2.04 0.59 0.0027 -0.0001
US95002RAV06 / Wells Fargo Commercial Mortgage Trust 2020-C56 2.04 0.0027 0.0027
US36250VAC63 / GS Mortgage Securities Trust 2015-GC34 2.04 -7.73 0.0027 -0.0004
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XS2370445921 / THE BERKELEY GROUP PLC 2.5% 08/11/2031 REGS 2.00 7.23 0.0026 0.0001
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ARTERA SERVICES LLC 8.5% 02/15/2031 144A / DBT (US04302XAA28) 1.99 -15.13 0.0026 -0.0006
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US927804GE83 / Virginia Electric and Power Co 1.99 0.25 0.0026 -0.0001
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US927804GH15 / Virginia Electric and Power Co 1.98 0.41 0.0026 -0.0001
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XS1208436219 / ALPHA TRAINS FINANCE SA 2.064% 06/30/30 1.97 9.79 0.0026 0.0001
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US163851AE83 / Chemours Co/The 1.97 -0.50 0.0026 -0.0001
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US902613AD01 / UBS Group AG 1.96 0.26 0.0026 -0.0001
US06051GJD25 / Bank of America Corp 1.96 0.82 0.0026 -0.0001
EQH.PRC / Equitable Holdings, Inc. - Preferred Stock 1.96 -0.20 0.0026 -0.0001
XS2621539910 / HSBC Holdings plc 1.96 8.29 0.0026 0.0001
HOLCIM FINANCE US LLC 4.7% 04/07/2028 144A / DBT (US43475RAB24) 1.96 0.0026 0.0026
US17327CAM55 / Citigroup Inc 1.95 0.77 0.0026 -0.0001
CABK / CaixaBank, S.A. 1.95 -11.90 0.0026 -0.0005
BX COML MTG TR 2023-XL3 C TSFR1M+283.988 12/09/2040 144A / ABS-MBS (US12434GAE52) 1.95 -0.05 0.0026 -0.0001
US3140XFSH59 / FNMA 30YR 3% 02/01/2052#FS0519 1.95 -3.90 0.0026 -0.0002
US37045XEB82 / General Motors Financial Co., Inc. 1.95 -0.56 0.0026 -0.0001
US3133AKVF48 / Freddie Mac Pool 1.94 -4.48 0.0026 -0.0003
FR001400FDG9 / Electricite de France SA 1.94 5.33 0.0026 0.0000
US845467AR03 / CORP. NOTE 1.93 -0.10 0.0026 -0.0001
US65343HAA95 / Nexstar Escrow, Inc. 1.93 0.68 0.0026 -0.0001
US126650CY46 / CVS Health Corp 1.92 -2.04 0.0025 -0.0002
US3132A5H404 / Freddie Mac Pool 1.92 -4.47 0.0025 -0.0003
AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027 / DBT (US00774MBG96) 1.92 -0.26 0.0025 -0.0001
US12515DAR52 / CD 2017-CD4 MORTGAGE TRUST CD 2017-CD4 A4 1.92 0.0025 0.0025
MADISON PARK FUNDING 2015 AR3 TSFR3M+160 01/22/2037 144A / ABS-CBDO (US55819QBJ58) 1.92 -0.62 0.0025 -0.0001
US92936UAF66 / WP Carey Inc 1.92 -0.26 0.0025 -0.0001
US42225UAD63 / Healthcare Trust of America Holdings, L.P. 1.91 -0.10 0.0025 -0.0001
US26252EAA73 / DRYDEN 70 CLO LTD 2018-70A A1 3ML+117 01/16/2032 144A 1.91 -15.59 0.0025 -0.0006
US3133KYVC01 / UMBS Freddie Mac Pool 1.91 -3.25 0.0025 -0.0002
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US970648AG61 / Willis North America, Inc. 1.89 0.32 0.0025 -0.0001
US161175CL69 / Charter Communications Operating LLC / Charter Communications Operating Capital 1.89 -0.68 0.0025 -0.0001
XS2690137299 / Lloyds Banking Group PLC 1.88 9.09 0.0025 0.0001
JANE STREET GRP/JSG FIN 6.125% 11/01/2032 144A / DBT (US47077WAD02) 1.88 -0.21 0.0025 -0.0001
US8426EPAE81 / Southern Co. Gas Capital Corp., Series 21A 1.88 -6.71 0.0025 -0.0003
FMCC / Federal Home Loan Mortgage Corporation 1.88 -4.72 0.0025 -0.0003
US3133KNBA00 / FEDERAL HOME LOAN MORTGAGE CORPORATION 1.87 -5.36 0.0025 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.87 -1.32 0.0025 -0.0002
US65473PAM77 / NiSource Inc 1.87 -6.13 0.0025 -0.0003
US52475XAA28 / Legacy Mortgage Asset Trust 2021-GS5 1.87 -4.21 0.0025 -0.0002
US3132J4AD13 / Freddie Mac Gold Pool 1.86 -4.81 0.0025 -0.0003
HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029 / ABS-CBDO (US448973AD90) 1.86 -0.21 0.0025 -0.0001
US21871XAD12 / CORP. NOTE 1.86 0.32 0.0025 -0.0001
US05530SAG12 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX 1.86 -0.16 0.0025 -0.0001
US3140J84L42 / FNMA 30YR 3.5% 06/01/2048#BM4426 1.85 -3.94 0.0025 -0.0002
US05493MAC82 / BBCMS Mortgage Trust 2021-C11 1.85 0.0024 0.0024
US21871XAK54 / Corebridge Financial Inc 1.84 -4.61 0.0024 -0.0002
US3140KYF822 / Fannie Mae Pool 1.84 -3.31 0.0024 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.84 -4.63 0.0024 -0.0002
US08163HAG39 / Benchmark Mortgage Trust, Series 2021-B27, Class XA 1.84 -4.43 0.0024 -0.0002
US95001YAF16 / Wells Fargo Commercial Mortgage Trust 2019-C54 1.83 -5.76 0.0024 -0.0003
US3140QLFQ47 / FNMA 20YR 2.5% 07/01/2041#CB1074 1.83 -3.58 0.0024 -0.0002
US058498AW66 / Ball Corp 1.83 1.05 0.0024 -0.0001
US23312JAD54 / DBJPM 17-C6 Mortgage Trust 1.82 -12.36 0.0024 -0.0005
GSCM SWAP REC 3.53 08/01/2029 / DIR (N/A) 1.82 0.0024 0.0024
US08162PAV31 / BENCHMARK 2018-B1 MORTGAGE TRUST BMARK 2018-B1 ASB 1.82 -8.86 0.0024 -0.0004
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US3140XAPT38 / FN FM6733 1.82 -6.54 0.0024 -0.0003
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P1NW34 / Pinnacle West Capital Corporation - Depositary Receipt (Common Stock) 1.78 0.0024 0.0024
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.77 0.0023 0.0023
US08161CAF86 / BENCHMARK MORTGAGE TRUST BMARK 2018 B2 ASB 1.77 -12.04 0.0023 -0.0005
FMCC / Federal Home Loan Mortgage Corporation 1.77 0.0023 0.0023
COREBRIDGE GLOBAL FUNDING 4.9% 12/03/2029 144A / DBT (US00138CBC10) 1.76 0.23 0.0023 -0.0001
US00191UAA07 / ASGN, Inc. 1.76 0.63 0.0023 -0.0001
DHL / Deutsche Post AG 1.76 0.0023 0.0023
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EOAN / E.ON SE 1.75 -30.06 0.0023 -0.0012
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US3138ERB418 / Fannie Mae Pool 1.74 -4.65 0.0023 -0.0002
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US3132D6AG52 / FR SB8107 1.74 -3.12 0.0023 -0.0002
US595112BS19 / Micron Technology Inc 1.74 -0.57 0.0023 -0.0001
ENBW INTERNATIONAL FINANCE BV 3.75% 11/20/2035 REGS / DBT (XS2942479044) 1.74 8.03 0.0023 0.0001
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XS2384289554 / QBE INS GROUP LTD 2.5%/VAR 09/13/2038 REGS 1.72 7.82 0.0023 0.0001
US902613BB36 / CORP. NOTE 1.72 -0.12 0.0023 -0.0001
XS1991126431 / Cooperatieve Rabobank UA 1.72 9.40 0.0023 0.0001
US3140QNWS75 / UMBS 1.72 -3.37 0.0023 -0.0002
HSBC26C / HSBC Holdings PLC 1.72 0.06 0.0023 -0.0001
US3133KNAH61 / Freddie Mac Pool 1.72 -4.44 0.0023 -0.0002
BARRY CALLEBAUT SVCS NV 4.25% 08/19/2031 REGS / DBT (BE6360449621) 1.72 169.23 0.0023 0.0014
US92858RAA86 / Vmed O2 UK Financing I PLC 1.71 4.32 0.0023 -0.0000
US42225UAG94 / Healthcare Trust of America Holdings LP 1.71 0.12 0.0023 -0.0001
US53218CAJ99 / LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A 1.71 -0.23 0.0023 -0.0001
US35563PHF99 / Seasoned Credit Risk Transfer Trust 1.71 -4.26 0.0023 -0.0002
US161175BK95 / Charter Communications Operating LLC / Charter Communications Operating Capital 1.70 0.95 0.0023 -0.0001
US38381RQS12 / Government National Mortgage Association 1.70 -2.24 0.0022 -0.0002
US92537RAA77 / THYELE 5 1/4 07/15/27 1.70 0.06 0.0022 -0.0001
US459506AP65 / INTERNATIONAL FLAVORS and FRAGRANCES INC 1.832% 10/15/2027 144A 1.70 -73.85 0.0022 -0.0068
XS2560422581 / BARCLAYS PLC (UNGTD) 5.262%/VAR 01/29/2034 REGS 1.69 -16.31 0.0022 -0.0006
US756109AX24 / Realty Income Corp. 1.69 0.24 0.0022 -0.0001
US82967NBA54 / Sirius XM Radio Inc 1.69 0.36 0.0022 -0.0001
US36179RLQ01 / Ginnie Mae II Pool 1.69 -5.12 0.0022 -0.0002
US31335CA611 / FHLG 30YR 4% 12/01/2045#G61829 1.69 -4.04 0.0022 -0.0002
US36179SP505 / Ginnie Mae II Pool 1.68 -8.09 0.0022 -0.0003
US11135FAQ46 / CORPORATE BONDS 1.68 0.0022 0.0022
US3140J8DB60 / Fannie Mae Pool 1.68 -4.33 0.0022 -0.0002
US3140N55J94 / FNCL UMBS 4.5 BX1748 12-01-52 1.68 -5.67 0.0022 -0.0003
HTHROW / Heathrow Funding Ltd 1.68 5.87 0.0022 0.0000
US29279FAA75 / Energy Transfer Operating LP 1.68 -75.78 0.0022 -0.0074
US912810TR95 / United States Treasury Note/Bond 1.68 -6.94 0.0022 -0.0003
US097023CM50 / Boing Company (The) 2.70%, Due 02/01/2027 1.67 0.72 0.0022 -0.0001
US29449W7M32 / Equitable Financial Life Global Funding 1.66 0.67 0.0022 -0.0001
US87232BAF94 / TCI-SYMPHONY CLO 2017 FRN 1.66 -7.56 0.0022 -0.0003
US23311VAG23 / DCP Midstream Operating LP 1.66 0.00 0.0022 -0.0001
US74251VAR33 / Principal Financial Group Inc 1.66 0.42 0.0022 -0.0001
US55336VBR06 / MPLX LP 1.65 0.55 0.0022 -0.0001
US31418DPA45 / Fannie Mae Pool 1.65 -3.00 0.0022 -0.0002
XS2488626883 / Duke Energy Corp 1.64 8.17 0.0022 0.0001
US36262MAC29 / GS Mortgage Securities Corportation Trust 2021-IP 1.64 0.00 0.0022 -0.0001
US50249AAF03 / LYB International Finance III LLC 1.64 0.80 0.0022 -0.0001
US3140KLDQ29 / Fannie Mae Pool 1.64 -3.65 0.0022 -0.0002
IMB / Imperial Brands PLC 1.64 -4.27 0.0022 -0.0002
US3133KML374 / Freddie Mac Pool 1.63 -4.62 0.0022 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 1.63 -4.85 0.0022 -0.0002
US74166MAF32 / Prime Security Services Borrower LLC / Prime Finance Inc 1.63 -13.50 0.0022 -0.0005
ENBW INTERNATIONAL FINANCE BV 3.5% 07/22/2031 REGS / DBT (XS2862984510) 1.63 9.13 0.0022 0.0001
US31335CAW47 / Freddie Mac Gold Pool 1.63 -4.52 0.0022 -0.0002
ZF EUROPE FINANCE BV 4.75% 01/31/2029 REGS / DBT (XS2757520965) 1.63 5.79 0.0022 0.0000
US95001YAC84 / WELLS FARGO COML MTG TR 2019-C54 ASB 3.063% 12/15/2052 1.63 -5.41 0.0022 -0.0002
US680665AK27 / Olin Corp 1.62 -0.55 0.0021 -0.0001
US31418DUJ98 / FN MA4184 1.62 -5.09 0.0021 -0.0002
US629377CR16 / NRG ENERGY INC 3.625% 02/15/2031 144A 1.62 1.57 0.0021 -0.0001
US3133BK6S35 / FHLG 30YR 3.5% 09/01/2052#QE9881 1.62 -2.77 0.0021 -0.0002
US776743AN67 / ROPER TECHNOLOGIES INC 1.4% 09/15/2027 1.61 1.19 0.0021 -0.0001
US483007AJ91 / Kaiser Aluminum Corp 4.625% 03/01/2028 144A 1.61 0.69 0.0021 -0.0001
KBC / KBC Group NV 1.61 0.0021 0.0021
DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A / ABS-CBDO (US24703UAE38) 1.61 0.0021 0.0021
US29449WAB37 / Equitable Financial Life Global Funding 1.61 0.63 0.0021 -0.0001
XS2289852522 / WHITBREAD GROUP PLC 2.375% 05/31/2027 REGS 1.61 7.36 0.0021 0.0000
TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A / ABS-CBDO (US89238GAD34) 1.60 -90.54 0.0021 -0.0225
US3138ER2J87 / FNMA 30YR 3.5% 01/01/2047#AL9776 1.60 -3.33 0.0021 -0.0002
SEVERN TRENT WATER UTIL FIN 3.875% 08/04/2035 REGS / DBT (XS2991273462) 1.60 7.92 0.0021 0.0001
CH1142754311 / CREDIT SUISSE GRP AG 2.125%/VAR 11/15/2029 REGS 1.59 7.63 0.0021 0.0001
STANDARD BUILDING SOLUTIONS INC 6.5% 08/15/2032 144A / DBT (US853191AA25) 1.59 0.25 0.0021 -0.0001
US36179SM460 / Ginnie Mae II Pool 1.59 -5.63 0.0021 -0.0002
AMPRION GMBH 3.125% 08/27/2030 REGS / DBT (DE000A383QQ2) 1.59 9.26 0.0021 0.0001
US05492JAU60 / BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 1.59 -6.52 0.0021 -0.0003
VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027 / ABS-CBDO (US92866EAD13) 1.59 -0.25 0.0021 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.58 -4.41 0.0021 -0.0002
US3140M2N249 / FNMA 30YR 3.5% 02/01/2052#BU1308 1.58 -3.06 0.0021 -0.0002
US548661ED58 / Lowe's Cos Inc 1.58 1.02 0.0021 -0.0001
US3133B5EM04 / FHLG 30YR 3% 02/01/2052#QD7340 1.58 -3.66 0.0021 -0.0002
US595112BT91 / Micron Technology Inc 1.58 -5.50 0.0021 -0.0002
US36179R6H75 / Ginnie Mae II Pool 1.58 -7.12 0.0021 -0.0003
US3133GBGD02 / Federal Home Loan Mortgage Corporation 1.58 -2.96 0.0021 -0.0002
US3140X55G46 / FNMA 20YR 2.5% 03/01/2040#FM2646 1.57 -2.90 0.0021 -0.0002
XS2595035234 / FORD MTR CR CO LLC 6.86% 06/05/2026 1.57 6.59 0.0021 0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.57 0.0021 0.0021
US87901JAJ43 / TEGNA Inc 1.57 1.43 0.0021 -0.0001
US31418DX805 / Federal National Mortgage Association (FNMA) 1.56 -3.04 0.0021 -0.0002
US023551AM66 / Amerada Hess Corp 7.125% Notes 3/15/33 1.56 -1.70 0.0021 -0.0001
DVAI34 / DaVita Inc. - Depositary Receipt (Common Stock) 1.56 0.0021 0.0021
US06738EAP07 / Barclays PLC 1.56 -0.26 0.0021 -0.0001
US780153BG60 / Royal Caribbean Cruises Ltd 1.56 -0.26 0.0021 -0.0001
US07274EAK91 / BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.375% 11-21-30 1.56 0.65 0.0021 -0.0001
US15135UAX72 / Cenovus Energy Inc 1.55 -7.40 0.0021 -0.0003
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.55 -4.73 0.0021 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 1.55 -4.38 0.0021 -0.0002
US817565CE22 / Service Corp International/US 1.55 0.45 0.0021 -0.0001
XS2597114284 / HSBC Holdings PLC 1.55 8.64 0.0020 0.0001
US3132D9JP00 / Freddie Mac Pool 1.54 -3.80 0.0020 -0.0002
XS2468125609 / BLACKSTONE PRIVATE CREDIT FUND 4.875% 04/14/2026 REGS 1.54 7.30 0.0020 0.0000
US3138EQPL01 / FNMA 30YR 4% 01/01/2043#AL7626 1.54 -3.38 0.0020 -0.0002
R1IN34 / Realty Income Corporation - Depositary Receipt (Common Stock) 1.53 1.06 0.0020 -0.0001
SE0016589105 / HEIMSTADEN AB 4.375% 03/06/2027 REGS 1.53 9.31 0.0020 0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.53 -5.86 0.0020 -0.0002
US60871RAG56 / Molson Coors Brewing Co 1.53 0.33 0.0020 -0.0001
GNMA II 2% 03/20/2053#MA8794 / ABS-MBS (US36179XXX91) 1.52 -4.09 0.0020 -0.0002
US3140M8HG73 / FNMA 20YR 2% 11/01/2041#BU6530 1.52 -2.56 0.0020 -0.0002
US126438AA86 / CSMC 20-NET A 144A 2.2569% 08-15-37/25 1.52 -2.63 0.0020 -0.0002
US88947EAR18 / Toll Brothers F Bond 1.52 0.00 0.0020 -0.0001
US3133D4JL80 / FHLG 20YR 2.5% 11/01/2041#QK1167 1.51 -2.26 0.0020 -0.0001
US81211KBA79 / Sealed Air Corp 1.51 0.73 0.0020 -0.0001
US05609WAL72 / BX Trust 2022-IND 1.51 0.00 0.0020 -0.0001
SOLENIS TERM B6 1LN 6/20/2031 / LON (US68163YAJ47) 1.51 -0.72 0.0020 -0.0001
US89239MAC10 / Toyota Lease Owner Trust, Series 2023-A, Class A3 1.51 -77.92 0.0020 -0.0075
US69318FAL22 / PBF Holding Co. LLC / PBF Finance Corp. 1.51 -9.27 0.0020 -0.0003
XS2195190876 / SSE PLC 3.74%/VAR PERP REGS 1.51 6.96 0.0020 0.0000
AZOI34 / AutoZone, Inc. - Depositary Receipt (Common Stock) 1.50 0.0020 0.0020
US03969YAA64 / Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 1.50 0.94 0.0020 -0.0001
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.41% 11/15/2027 144A / ABS-CBDO (US92887TAB70) 1.50 0.0020 0.0020
US29250NAL91 / Enbridge Inc 1.49 0.07 0.0020 -0.0001
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US263901AF72 / Duke Energy Indiana LLC 1.49 -4.37 0.0020 -0.0002
US3140KSK550 / FNMA 20YR 2% 10/01/2041#BQ6615 1.49 -4.19 0.0020 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.49 -3.57 0.0020 -0.0002
SHURGARD LUXEMBOURG SARL 4% 05/27/2035 REGS / DBT (BE6364767150) 1.48 0.0020 0.0020
US55316VAA26 / MHC Commercial Mortgage Trust 2021-MHC 1.48 -59.51 0.0020 -0.0031
FMCC / Federal Home Loan Mortgage Corporation 1.48 -3.39 0.0020 -0.0002
XS1888180996 / Vodafone Group PLC 1.48 7.18 0.0020 0.0000
UNITED STATES TREASURY BOND 4.625% 05/15/2044 / DBT (US912810UB25) 1.48 -4.89 0.0020 -0.0002
US05352TAA79 / AVANTOR FUNDING INC 4.625% 07/15/2028 144A 1.48 0.68 0.0020 -0.0001
US66977WAT62 / NOVA Chemicals Corp. 1.47 -0.67 0.0020 -0.0001
AFFIRM ASSET SECURITIZATION TR 2024-X1 6.27% 05/15/2029 144A / ABS-CBDO (US00834XAA72) 1.47 -60.90 0.0019 -0.0033
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US927804GG32 / Virginia Electric and Power Co 1.47 -0.34 0.0019 -0.0001
US21871XAF69 / CORP. NOTE 1.47 0.69 0.0019 -0.0001
US18539UAD72 / Clearway Energy Operating LLC 1.47 1.38 0.0019 -0.0001
US02666TAD90 / American Homes 4 Rent LP 1.46 -6.75 0.0019 -0.0002
US36179RGA14 / Ginnie Mae II Pool 1.46 -3.87 0.0019 -0.0002
US595112BU64 / Micron Technology Inc 1.46 -5.38 0.0019 -0.0002
US91529YAJ55 / Unum Group 5.75% 08/15/42 1.46 -5.01 0.0019 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.46 0.0019 0.0019
US3133B7QR29 / FHLG 30YR 3.5% 04/01/2052#QD9464 1.46 -4.95 0.0019 -0.0002
XS2553549903 / HSBC HOLDINGS PLC 8.201%/VAR 11/16/2034 REGS 1.46 5.35 0.0019 0.0000
MOTABILITY OPERATIONS GRP PLC 3.625% 01/22/2033 REGS / DBT (XS2978917156) 1.46 8.41 0.0019 0.0001
US3140X7VJ54 / FNMA 30YR 3.5% 06/01/2049#FM4216 1.45 -4.28 0.0019 -0.0002
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XS2347379377 / Tritax EuroBox PLC 1.45 10.21 0.0019 0.0001
US3132CWA797 / Freddie Mac Pool 1.45 -7.30 0.0019 -0.0003
US682357AA69 / Senior Unsecured 1.44 2.12 0.0019 -0.0001
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PRMI SECURITIZATION TR 2024-CMG1 SOFR30A+130 07/25/2054 144A / ABS-CBDO (US74275VAA26) 1.44 -3.88 0.0019 -0.0002
XS2356039268 / GTC AURORA LUXEMBOURG SA 2.25% 06/23/2026 REGS 1.43 6.78 0.0019 0.0000
US36179WTX64 / Ginnie Mae II Pool 1.43 -4.34 0.0019 -0.0002
XS2416978190 / ZURICH FINANCE (IRELAND) DAC 3.5%/VAR 05/02/2052 REGS 1.43 -0.49 0.0019 -0.0001
BBV / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) 1.43 -0.69 0.0019 -0.0001
CVS / CVS Health Corporation - Depositary Receipt (Common Stock) 1.43 0.0019 0.0019
XS2624976077 / ING Groep NV 1.43 9.43 0.0019 0.0001
US31418CMG68 / Fannie Mae Pool 1.43 -4.55 0.0019 -0.0002
UST NOTES 4.375% 12/31/2029 / DBT (US91282CMD01) 1.42 0.21 0.0019 -0.0001
US3140MAWP51 / FNMA 30YR 5% 06/01/2052#BU8753 1.42 -2.28 0.0019 -0.0001
US3140XG7M52 / FNMA 15YR 3% 11/01/2034#FS1799 1.41 -6.74 0.0019 -0.0002
US28228PAC59 / eG Global Finance PLC 1.41 -1.67 0.0019 -0.0001
US3140XCZ688 / UMBS 1.41 -4.60 0.0019 -0.0002
MCD / McDonald's Corporation - Depositary Receipt (Common Stock) 1.41 0.0019 0.0019
PRET 2024-RPL1 TR 3.9% 10/25/2063 144A / ABS-CBDO (US693989AA39) 1.41 -4.48 0.0019 -0.0002
US060352AC53 / BANK 1.41 -16.14 0.0019 -0.0005
XS2010031057 / AIB Group PLC 1.40 8.84 0.0019 0.0001
US05329WAQ50 / AUTONATION INC DEL 4.75% 06/01/2030 1.40 -13.56 0.0019 -0.0004
US3133BQYN06 / FED HM LN PC POOL QF3417 FR 11/52 FIXED 6 1.40 -0.99 0.0019 -0.0001
LOGICOR FINANCING SARL 4.25% 07/18/2029 REGS / DBT (XS2860968085) 1.40 8.95 0.0019 0.0001
US03465MAA18 / Angel Oak Mortgage Trust 2021-8 1.40 -3.98 0.0019 -0.0002
US90276VAC37 / UBS Commercial Mortgage Trust 2018-C8 1.40 -8.64 0.0018 -0.0003
US06738EBZ79 / Barclays PLC 1.39 -0.14 0.0018 -0.0001
LCH OIS SOFRV3.25% MAC 06/18/27 / DIR (N/A) 1.39 0.0018 0.0018
US59022CAJ27 / Merrill Lynch & Co Inc Subordinated Notes 6.11% 01/29/2037 1.39 -1.14 0.0018 -0.0001
ANGLIAN WATER SVCS FINANC PLC 6.293% 07/30/2030 REGS / DBT (XS0151948980) 1.38 6.30 0.0018 0.0000
OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A / ABS-CBDO (US675952AA39) 1.38 -9.96 0.0018 -0.0003
US55336VAS97 / MPLX L.P. 1.38 0.29 0.0018 -0.0001
US31418CUH59 / Fannie Mae Pool 1.38 -5.03 0.0018 -0.0002
US737446AQ74 / Post Holdings Inc 1.38 0.88 0.0018 -0.0001
US3140QK2W77 / FNMA 30YR 1.5% 06/01/2051#CB0788 1.38 -7.09 0.0018 -0.0002
US01400EAA10 / Alcon Finance Corp 1.38 0.15 0.0018 -0.0001
FLUXYS SA 4% 11/28/2030 REGS / DBT (BE0390222884) 1.38 0.0018 0.0018
US29248HAA14 / Empower Finance 2020 LP 1.37 1.11 0.0018 -0.0001
US68622TAB70 / Organon Finance 1 LLC 1.37 -7.81 0.0018 -0.0003
US36198EAP07 / GS MTG SECS TR 2013-GC13 AS CSTR 07/10/2046 144A 1.37 -6.62 0.0018 -0.0002
US43118DAA81 / Hightower Holding LLC 1.37 1.34 0.0018 -0.0001
US38378YG789 / GOVERNMENT NAT MTG AS REMIC PT 2014-2 BA 3% 01/20/2044 1.36 -4.82 0.0018 -0.0002
US38016LAC90 / Go Daddy Operating Co LLC / GD Finance Co Inc 1.35 0.74 0.0018 -0.0001
US14856GAA85 / CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1 CLAST 2021-1A A 1.35 -35.98 0.0018 -0.0011
US37045XDR44 / General Motors Financial Co., Inc. 1.35 0.00 0.0018 -0.0001
US36262MAE84 / GSMS 2021-IP B 1ML+170 10/15/2036 144A 1.35 -0.22 0.0018 -0.0001
US3140M9DA23 / Fannie Mae Pool 1.35 -4.65 0.0018 -0.0002
US55820TAJ79 / Madison Park Funding XXIII Ltd 1.35 -13.62 0.0018 -0.0004
XS2693304813 / Mobico Group plc 1.35 -1.03 0.0018 -0.0001
US36179QT501 / Ginnie Mae II Pool 1.35 -3.58 0.0018 -0.0002
MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A / DBT (US58506DAA63) 1.35 0.30 0.0018 -0.0001
US36170JAB26 / GGAM Finance Ltd 1.35 -0.44 0.0018 -0.0001
MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A / ABS-CBDO (US57108VAA08) 1.35 -45.77 0.0018 -0.0017
US37045VAJ98 / General Motors Co 1.35 -5.01 0.0018 -0.0002
US3140EVVB04 / Fannie Mae Pool 1.34 -4.35 0.0018 -0.0002
US71654QDC33 / Petroleos Mexicanos 1.34 1.90 0.0018 -0.0001
ANGLIAN WATER SVCS FINANC PLC 5.875% 06/20/2031 REGS / DBT (XS2638380506) 1.34 5.93 0.0018 0.0000
US753272AA11 / Rand Parent LLC 1.34 49.22 0.0018 0.0005
US46266TAD00 / IQVIA Inc 1.34 -0.37 0.0018 -0.0001
US3133B9QD98 / FHLG 30YR 3% 04/01/2052#QE0452 1.34 -3.05 0.0018 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.34 -4.43 0.0018 -0.0002
US31418ALT33 / Fannie Mae Pool 1.34 -4.78 0.0018 -0.0002
US86765LAN73 / Sunoco LP / Sunoco Finance Corp 1.33 -0.22 0.0018 -0.0001
US013092AG61 / ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A 1.33 1.68 0.0018 -0.0001
US05609QAA40 / BX Commercial Mortgage Trust 2021-ACNT 1.33 0.15 0.0018 -0.0001
US3132ADR753 / FHLG 15YR 3.5% 11/01/2033#ZT1410 1.33 -5.75 0.0018 -0.0002
UST NOTES 4.125% 11/30/2029 / DBT (US91282CMA61) 1.32 0.23 0.0018 -0.0001
US172967EW71 / Citigroup Inc Senior Notes 8.125% 07/15/39 1.32 -1.78 0.0018 -0.0001
US05530SAJ50 / BAMLL Commercial Mortgage Securities Trust 2022-DKLX 1.32 -0.15 0.0018 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.32 -3.51 0.0017 -0.0002
T1OW34 / American Tower Corporation - Depositary Receipt (Common Stock) 1.32 0.0017 0.0017
US05608WAL81 / BX Trust 1.31 0.0017 0.0017
TESLA 2024-A A3 5.37% 06/22/2026 144A / ABS-CBDO (US88166VAB27) 1.31 -57.49 0.0017 -0.0026
CRC / California Resources Corporation 1.31 -2.60 0.0017 -0.0001
US3133AUDS43 / FHLG 30YR 2% 10/01/2051#QC9113 1.31 -4.52 0.0017 -0.0002
US37045VAH33 / General Motors Co 1.31 -2.09 0.0017 -0.0001
US36179SLS40 / Ginnie Mae II Pool 1.31 -5.01 0.0017 -0.0002
US3131Y3CE46 / FHLG 30YR 4% 09/01/2048#ZM8169 1.31 -4.04 0.0017 -0.0002
US878091BD86 / Teachers Insurance & Annuity Association of America 1.30 -4.47 0.0017 -0.0002
OAK HILL CREDIT PARTNERS A2 TSFR3M+165 04/20/2037 144A / ABS-CBDO (US67706JAC80) 1.30 -0.23 0.0017 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.30 -4.62 0.0017 -0.0002
US87264ABT16 / T-MOBILE USA INC 2.875% 02/15/2031 1.30 0.93 0.0017 -0.0001
US87470LAJ08 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 1.30 -1.22 0.0017 -0.0001
US69363JAA25 / PRET 2022-RN1 LLC 1.30 -1.89 0.0017 -0.0001
US031162DU18 / Amgen Inc 1.30 -5.53 0.0017 -0.0002
US36250GAT22 / GS Mortgage Securities Trust 2015-GC30 1.30 -53.51 0.0017 -0.0022
US31335BC205 / Freddie Mac Gold Pool 1.29 -4.15 0.0017 -0.0002
US3617LNSQ80 / GNMA II 3% 02/20/2050#BQ4127 1.29 -5.90 0.0017 -0.0002
US756109BJ21 / REALTY INCOME CORP REGD 2.20000000 1.29 0.86 0.0017 -0.0001
US3133KYUN74 / Freddie Mac Pool 1.29 -2.79 0.0017 -0.0001
US629377CE03 / NRG Energy Inc 1.29 0.08 0.0017 -0.0001
US31292LGU35 / FHLG 3.50% 4/42 #C03811 1.28 -3.68 0.0017 -0.0002
DE000A11QTF7 / KFW 1.28 0.0017 0.0017
US12008RAP29 / Builders FirstSource Inc 1.28 0.23 0.0017 -0.0001
ABN / ABN AMRO Bank N.V. - Depositary Receipt (Common Stock) 1.28 8.64 0.0017 0.0001
US01883LAB99 / Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 1.28 0.71 0.0017 -0.0001
US60855RAK68 / Molina Healthcare Inc 1.28 1.59 0.0017 -0.0001
CVE47 / Cenovus Energy Inc 1.28 -5.62 0.0017 -0.0002
US02666TAC18 / American Homes 4 Rent, LP 1.27 -0.31 0.0017 -0.0001
US529043AE19 / Lexington Realty Trust 1.27 -0.24 0.0017 -0.0001
US3132DMJJ53 / FED HM LN PC POOL SD0265 FR 02/50 FIXED 3 1.27 -5.51 0.0017 -0.0002
US3132DWC353 / FR SD8190 1.27 -5.22 0.0017 -0.0002
US90932NAA19 / United Airlines Pass Through Trust, Series 2018-1, Class B 1.27 -0.24 0.0017 -0.0001
US31335CAG96 / FHLG 30YR 4% 05/01/2045#G61807 1.27 -5.31 0.0017 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 1.26 -3.67 0.0017 -0.0001
US3133KMVB89 / FHLG 30YR 3.5% 10/01/2051#RA6010 1.26 -4.48 0.0017 -0.0002
US3133AWDN12 / FHLG 30YR 2% 10/01/2051#QD0109 1.26 -5.48 0.0017 -0.0002
CBOM / Credit Bank of Moscow (public joint-stock company) 1.25 0.0017 0.0017
US67578KAA43 / OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A 1.25 -13.91 0.0017 -0.0004
US81172QAA22 / Seadrill Finance Ltd. 1.25 -4.14 0.0017 -0.0002
US05571AAS42 / BPCE SA 1.25 -1.27 0.0016 -0.0001
US3133D4CW19 / FHLG 20YR 2.5% 08/01/2041#QK0985 1.24 -3.42 0.0016 -0.0001
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US26884LAF67 / EQT Corp. 1.24 -25.29 0.0016 -0.0007
C2ZR34 / Caesars Entertainment, Inc. - Depositary Receipt (Common Stock) 1.24 -0.64 0.0016 -0.0001
US655844CH91 / Norfolk Southern Corp 1.24 0.0016 0.0016
ARI FLEET LEASE TRUST 2025-A 4.7% 01/17/2034 144A / ABS-CBDO (US04033CAD83) 1.24 0.0016 0.0016
US65342QAM42 / NEXTERA ENERGY OPERATING REGD 144A P/P 7.25000000 1.24 1.23 0.0016 -0.0001
US3140MLQV58 / FNMA 30YR 3.5% 03/01/2052#BV6767 1.23 -2.76 0.0016 -0.0001
US3137BLMZ80 / Freddie Mac Multifamily Structured Pass Through Certificates 1.23 -50.18 0.0016 -0.0018
VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A / ABS-CBDO (US92887QAC15) 1.23 -82.23 0.0016 -0.0080
US08161HAF73 / Benchmark 2018-B4 Mortgage Trust 1.23 -0.16 0.0016 -0.0001
US46652JAW27 / JPMDB Commercial Mortgage Securities Trust 2020-COR7 1.23 -0.08 0.0016 -0.0001
US36179NNA27 / Ginnie Mae II Pool 1.23 -4.13 0.0016 -0.0002
US23311RAA41 / DCP Midstream Operating LP 1.23 -5.31 0.0016 -0.0002
US3140J9U822 / Fannie Mae Pool 1.23 -5.32 0.0016 -0.0002
US62854AAN46 / Mylan NV 1.23 -0.24 0.0016 -0.0001
US45262BAF04 / Imperial Brands Finance PLC 1.23 -0.49 0.0016 -0.0001
US958254AK08 / Western Gas Partners LP 1.23 -0.24 0.0016 -0.0001
US11135FBG54 / Broadcom Inc 1.22 -5.26 0.0016 -0.0002
SOUTHERN GAS NETWORKS PLC 3.5% 10/16/2030 REGS / DBT (XS2914661843) 1.22 8.61 0.0016 0.0001
FLUTTER TREASURY DESIGNATED ACTIVITY CO 5.875% 06/04/2031 144A / DBT (US344045AB55) 1.22 0.0016 0.0016
US456837AV55 / ING Groep NV 1.22 0.66 0.0016 -0.0001
US40435WAB63 / HTA Group Ltd/Mauritius 1.22 -21.71 0.0016 -0.0005
US3132QQYH99 / Freddie Mac Gold Pool 1.22 -4.17 0.0016 -0.0002
US29273VAM28 / Energy Transfer LP 1.22 0.0016 0.0016
US61692CBK36 / Morgan Stanley Capital I Inc 1.21 -5.45 0.0016 -0.0002
US29362UAC80 / ENTEGRIS INC 4.375% 04/15/2028 144A 1.21 0.17 0.0016 -0.0001
US92769VAJ89 / Virgin Media Finance PLC 1.21 4.49 0.0016 -0.0000
US70932MAD92 / PennyMac Financial Services Inc 1.21 0.0016 0.0016
US185899AL57 / Cleveland-Cliffs Inc 1.21 -9.30 0.0016 -0.0003
GSCM SWAP PAY 3.1415 09/15/2025 / DIR (N/A) 1.21 0.0016 0.0016
US74166NAA28 / ADT Corp/The 1.21 0.67 0.0016 -0.0001
US12189LAJ08 / Burlingtn North Santa Fe 4.4% 03/15/42 1.21 -3.52 0.0016 -0.0001
GNMA II 2% 06/20/2053#MA8941 / ABS-MBS (US36179X5A06) 1.21 -8.43 0.0016 -0.0002
XS2643776680 / ADMIRAL GROUP PLC 8.5% 01/06/2034 REGS 1.21 5.79 0.0016 0.0000
US3138EPX333 / FNMA POOL AL6997 FN 11/42 FIXED VAR 1.20 -3.99 0.0016 -0.0001
US3133BADJ70 / Freddie Mac Pool 1.20 -4.60 0.0016 -0.0002
XS2563349765 / NATWEST GRP PLC(UNGTD) 7.416%/VAR 06/06/2033 REGS 1.20 6.66 0.0016 0.0000
US06051GFU85 / Bank of America Corp 1.20 0.00 0.0016 -0.0001
1261229 BC LTD 10% 04/15/2032 144A / DBT (US68288AAA51) 1.20 0.0016 0.0016
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 1.20 0.0016 0.0016
US58547DAA72 / MCE FINANCE LTD 4.875% 06/06/2025 144A 1.20 0.00 0.0016 -0.0001
US06051GHM42 / Bank of America Corp 1.19 0.34 0.0016 -0.0001
US3133B9QC16 / FHLG 30YR 3.5% 04/01/2052#QE0451 1.19 -2.61 0.0016 -0.0001
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SCOTTISH HYDRO ELECTRIC TRANSMISSION PLC 3.375% 09/04/2032 REGS / DBT (XS2894895684) 1.19 8.00 0.0016 0.0000
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.19 0.0016 0.0016
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UNITED STATES TREASURY BOND 4.125% 08/15/2044 / DBT (US912810UD80) 1.17 -4.96 0.0015 -0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.17 -4.27 0.0015 -0.0002
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.16 0.0015 0.0015
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SHA0 / Schaeffler AG 1.15 8.32 0.0015 0.0000
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WESSEX WATER SERVS FIN PLC 6.125% 09/19/2034 REGS / DBT (XS3025173710) 1.13 0.0015 0.0015
US3140XB7A24 / FNMA 30YR 3% 07/01/2051#FM8088 1.13 -3.91 0.0015 -0.0001
XS2346973741 / CIMIC GROUP LTD 1.5% 05/28/2029 REGS 1.13 -25.80 0.0015 -0.0006
CAON34 / Capital One Financial Corporation - Depositary Receipt (Common Stock) 1.13 0.00 0.0015 -0.0001
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5831 / Shizuoka Financial Group,Inc. 1.13 3.69 0.0015 -0.0000
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.12 -6.88 0.0015 -0.0002
GNII II 2% 07/20/2053#MA9010 / ABS-MBS (US36179YAK01) 1.12 -2.85 0.0015 -0.0001
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PARKLAND CORP 6.625% 08/15/2032 144A / DBT (US70137WAN83) 1.12 -0.62 0.0015 -0.0001
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FMCC / Federal Home Loan Mortgage Corporation 1.12 -3.28 0.0015 -0.0001
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XS1040508167 / Imperial Brands Finance plc 1.12 8.03 0.0015 0.0000
US87264ACS24 / T-Mobile USA Inc 1.12 0.90 0.0015 -0.0001
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XS2240494711 / InterContinental Hotels Group plc 1.12 7.11 0.0015 0.0000
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DAR / DATRON AG 1.11 -0.18 0.0015 -0.0001
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BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 1.10 0.0015 0.0015
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US06540CAY30 / BANK 2021-BNK35 1.10 0.64 0.0015 -0.0001
UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A / DBT (US911365BR47) 1.09 0.18 0.0014 -0.0001
US853496AG21 / Standard Industries Inc/NJ 1.09 0.46 0.0014 -0.0001
US3132DWAH60 / Freddie Mac Pool 1.09 -3.96 0.0014 -0.0001
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XS2010032618 / SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.624/VAR PERP REGS 1.08 12.47 0.0014 0.0001
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US90276TAC80 / UBS COML MTG TR 2017-C5 3.345% 11/15/2050 1.07 -11.04 0.0014 -0.0003
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XS2552367687 / BARCLAYS PLC (UNGTD) 8.407%/VAR 11/14/2032 REGS 1.07 5.94 0.0014 0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.07 0.0014 0.0014
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GNII II 4% 12/20/2054#MB0089 / ABS-MBS (US3618N5C312) 1.07 -3.35 0.0014 -0.0001
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CR8C5U / Commerzbank AG - Equity Warrant 1.06 9.14 0.0014 0.0001
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TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030 / DBT (US881937AA41) 1.06 0.0014 0.0014
US92328MAA18 / Venture Global Calcasieu Pass LLC 1.06 -0.28 0.0014 -0.0001
US3132L7VF35 / Freddie Mac Gold Pool 1.06 -3.55 0.0014 -0.0001
GGAM FINANCE LTD 5.875% 03/15/2030 144A / DBT (US36170JAE64) 1.06 0.28 0.0014 -0.0001
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.05 0.0014 0.0014
CARLSBERG BREWERIES A/S 3.25% 02/28/2032 REGS / DBT (XS3002420498) 1.05 8.60 0.0014 0.0000
US3133GAS729 / UMBS 1.04 -3.42 0.0014 -0.0001
US68622TAA97 / Organon Finance 1 LLC 1.04 -1.33 0.0014 -0.0001
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STAB / Standard Chartered PLC - Preferred Security 1.04 0.0014 0.0014
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AMPRION GMBH 3.875% 06/05/2036 REGS / DBT (DE000A4DFUF0) 1.02 0.0014 0.0014
C / Citigroup Inc. - Depositary Receipt (Common Stock) 1.02 -1.25 0.0014 -0.0001
US726503AE55 / Plains All American Pipeline, LP 1.02 0.0014 0.0014
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XS2180916525 / SOUTHERN WATER SERVICES FIN LTD 1.02 6.25 0.0014 0.0000
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VK / Vallourec S.A. 1.02 0.0013 0.0013
XS2630111719 / Bayer AG 1.02 8.78 0.0013 0.0000
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CROWN AMERICAS LLC 5.875% 06/01/2033 144A / DBT (US228180AC96) 1.01 0.0013 0.0013
FMCC / Federal Home Loan Mortgage Corporation 1.01 0.0013 0.0013
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US718172AM11 / Philip Morris Intl Inc 4.375% 11/15/41 1.00 -2.82 0.0013 -0.0001
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 XB CSTR 05/15/2058 / ABS-MBS (US949931AE97) 1.00 0.0013 0.0013
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FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 1.00 0.0013 0.0013
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US92277GAG29 / Ventas Realty LP 0.99 0.10 0.0013 -0.0001
US88033GDB32 / CORP. NOTE 0.99 0.51 0.0013 -0.0001
US87089NAA81 / Swiss Re Finance Luxembourg SA 0.99 -0.90 0.0013 -0.0001
US3140XBMT48 / Fannie Mae Pool 0.99 -2.86 0.0013 -0.0001
EVERGREEN CR CARD TR 5.24% 05/15/2029 144A / ABS-CBDO (US30023JCX46) 0.99 -0.30 0.0013 -0.0001
US74841CAA99 / Quicken Loans LLC / Quicken Loans Co-Issuer Inc 0.98 0.41 0.0013 -0.0001
US3132A8ZB86 / FHLG 15YR 2.5% 01/01/2033#ZS7938 0.98 -6.30 0.0013 -0.0002
US90276EAD94 / UBSCM_17-C1 0.98 0.0013 0.0013
WYNN RESORTS FIN LLC / CAP CORP 6.25% 03/15/2033 144A / DBT (US983133AD10) 0.98 -46.06 0.0013 -0.0012
US3140XLPD41 / FN FS4919 0.98 -3.74 0.0013 -0.0001
SRG / Snam S.p.A. 0.98 0.0013 0.0013
US23292HAB78 / DLLAA 2023-1 LLC 0.97 -58.31 0.0013 -0.0019
US62983PAA30 / NAKILAT INC 6.067% 12/33 144A 0.97 0.52 0.0013 -0.0001
US3140XC4X36 / FNMA 15YR UMBS SUPER 0.97 -7.46 0.0013 -0.0002
US431318AY04 / Hilcorp Energy I LP 0.97 -1.63 0.0013 -0.0001
US92943GAD34 / WR Grace Holdings LLC 0.97 1.15 0.0013 -0.0000
US3132Y2T978 / FHLG 30YR 3.5% 09/01/2048#Q58675 0.97 -11.63 0.0013 -0.0002
US038522AQ17 / Aramark Services Inc 0.96 0.63 0.0013 -0.0001
US3132XYUS42 / Freddie Mac Gold Pool 0.96 -4.19 0.0013 -0.0001
US29103CAA62 / Emerald Debt Merger Sub LLC 0.95 -0.21 0.0013 -0.0001
US3133B1F553 / FHLG 30YR 3% 12/51#QD3788 0.95 -2.46 0.0013 -0.0001
US3136B2HA35 / FNMA ACES, Series 2018-M10, Class A2 0.95 0.00 0.0013 -0.0001
HYLN / Hyliion Holdings Corp. 0.95 7.46 0.0013 0.0000
GNMA II 2% 05/20/2053# / ABS-MBS (US36179X2D71) 0.95 -2.87 0.0013 -0.0001
US66977WAR07 / NOVA Chemicals Corp 0.95 0.42 0.0013 -0.0001
US3140QKDW59 / FNMA 20YR 2% 04/01/2041#CB0116 0.94 -4.56 0.0012 -0.0001
US91132UAG85 / United PF Holdings LLC 0.94 -0.74 0.0012 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.94 0.0012 0.0012
US36261PAT93 / GS Mortgage Securities Trust 2019-GSA1 0.93 0.43 0.0012 -0.0001
US808513BJ38 / Charles Schwab Corp/The 0.93 0.76 0.0012 -0.0001
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.93 7.81 0.0012 0.0000
UNITED UTILITIES WATER FINANCE PLC 3.5% 02/27/2033 REGS / DBT (XS3011736108) 0.93 8.06 0.0012 0.0000
US05454NAA72 / Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV 0.93 0.11 0.0012 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.92 -3.55 0.0012 -0.0001
FR00140066D6 / ENGIE - Loyalty Line 2024 0.92 7.94 0.0012 0.0000
US20030NDU28 / Comcast Corp 0.92 -5.05 0.0012 -0.0001
US019736AG29 / Allison Transmission Inc 0.92 0.99 0.0012 -0.0000
US31418CXV17 / FNMA 15YR 3% 06/01/2033#MA3391 0.92 -4.87 0.0012 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.92 0.0012 0.0012
US31418D4B54 / FNMA UMBS, 15 Year 0.92 -3.07 0.0012 -0.0001
US50218KAB44 / Life Time Inc 0.92 -0.11 0.0012 -0.0001
US08163AAF03 / BENCHMARK MORTGAGE 0.92 -6.24 0.0012 -0.0001
US3133KYVY21 / FR RB5131 0.92 -3.17 0.0012 -0.0001
US100743AJ25 / Boston Gas Co. 0.92 -4.49 0.0012 -0.0001
US013092AC57 / Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 0.92 0.44 0.0012 -0.0001
CR8C5U / Commerzbank AG - Equity Warrant 0.91 9.20 0.0012 0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.91 0.0012 0.0012
P3 GROUP SARL 4% 04/19/2032 REGS / DBT (XS2901491261) 0.91 8.44 0.0012 0.0000
MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027 / ABS-CBDO (US58770JAB08) 0.91 0.0012 0.0012
PTFIDBOM0009 / FIDELIDADE COMPANHIA 4.25%/VAR 09/04/2031 REGS 0.91 9.23 0.0012 0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.91 0.0012 0.0012
US3132DN6H14 / FHLG 30YR 4% 10/01/2052#SD1772 0.91 -3.82 0.0012 -0.0001
US3140J5JM23 / FNMA 30YR 4% 10/01/2043#BM1167 0.90 -4.24 0.0012 -0.0001
US436440AP62 / Hologic Inc 0.90 3.32 0.0012 -0.0000
US31335CA876 / FHLG 30YR 4% 07/01/2044#G61831 0.90 -4.35 0.0012 -0.0001
R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) 0.90 -0.66 0.0012 -0.0001
XS2412732708 / SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000 0.90 8.08 0.0012 0.0000
US3133KL2U00 / FNCL UMBS 2.0 RA5287 05-01-51 0.89 -4.39 0.0012 -0.0001
US501797AL82 / L Brands Inc 0.89 -37.91 0.0012 -0.0008
DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FIN CORP 8.625% 03/15/2029 144A / DBT (US24665FAD42) 0.89 -1.22 0.0012 -0.0001
US928563AJ42 / VMware Inc 0.89 0.91 0.0012 -0.0000
FTAIM / FTAI Aviation Ltd. - Preferred Stock 0.89 -0.11 0.0012 -0.0001
XYZ / Block, Inc. - Depositary Receipt (Common Stock) 0.89 0.0012 0.0012
US31418D3L46 / Fannie Mae Pool 0.89 -3.06 0.0012 -0.0001
US3140LPTT98 / Fannie Mae Pool 0.88 -3.28 0.0012 -0.0001
US08162TAY91 / BENCHMARK MORTGAGE TRUST 2018-B7 A2 4.377% 05/15/2053 0.88 0.00 0.0012 -0.0001
GNII II 2% 11/20/2053#MA9355 / ABS-MBS (US36179YMC56) 0.88 -2.75 0.0012 -0.0001
C2ZR34 / Caesars Entertainment, Inc. - Depositary Receipt (Common Stock) 0.88 -1.67 0.0012 -0.0001
US3128P7TM54 / FHLG 20YR 3.5% 06/01/2032#C91456 0.88 -5.27 0.0012 -0.0001
US87724RAB87 / Taylor Morrison Communities, Inc. 0.88 0.57 0.0012 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.88 -4.14 0.0012 -0.0001
DARKTRACE TERM 1LN 10/09/2031 / LON (US52526CAB54) 0.88 0.34 0.0012 -0.0001
PERMIAN RESOURCES OPERATING LLC 6.25% 02/01/2033 144A / DBT (US71424VAB62) 0.88 -1.79 0.0012 -0.0001
US46649XAL10 / JPMCC_18-AON 0.88 -3.10 0.0012 -0.0001
US3140H8QK43 / FNMA 30YR 3.5% 03/48#BJ6757 0.87 -10.45 0.0012 -0.0002
US3140XGZM45 / FNMA 30YR 4% 04/01/2052#FS1647 0.87 -4.49 0.0012 -0.0001
US46645WBE21 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT 0.87 -0.80 0.0012 -0.0001
JYSK / Jyske Bank A/S 0.87 0.0012 0.0012
US91324PCR10 / UnitedHealth Group Inc 0.87 -5.93 0.0012 -0.0001
US3132QQTW22 / Freddie Mac Gold Pool 0.87 -4.80 0.0012 -0.0001
US38869AAA51 / Graphic Packaging International LLC 0.87 -1.25 0.0012 -0.0001
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0.87 8.23 0.0011 0.0000
US31418DZZ85 / Fannie Mae Pool 0.87 -3.02 0.0011 -0.0001
US3132D6AF79 / FR SB8106 0.87 -2.91 0.0011 -0.0001
US05401AAL52 / Avolon Holdings Funding Ltd 0.87 -0.12 0.0011 -0.0001
US38379AEF30 / GNR 2014-25 HC 3% 2/44 0.87 -4.42 0.0011 -0.0001
US69701CAA80 / Palmer Square Loan Funding 2022-1 Ltd 0.86 -36.36 0.0011 -0.0007
US3140QHPX75 / FANNIE MAE POOL FN CA9437 0.86 -3.26 0.0011 -0.0001
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 0.86 -52.90 0.0011 -0.0014
FMCC / Federal Home Loan Mortgage Corporation 0.86 -3.27 0.0011 -0.0001
US46115HBZ91 / Intesa Sanpaolo SpA 0.86 -0.81 0.0011 -0.0001
US31418ED565 / FNMA 30YR 2.5% 06/01/2052#MA4623 0.86 -3.60 0.0011 -0.0001
US3140Q85T85 / FNMA 30YR 3.5% 11/01/2047#CA1757 0.86 -10.28 0.0011 -0.0002
US90353DAW56 / UBS Commercial Mortgage Trust 0.85 -7.07 0.0011 -0.0001
US91087BAR15 / Mexican Government International Bond 0.85 0.12 0.0011 -0.0001
HILTON GRAND VACATIONS BORROWER LLC / HILTON GRAND VACATIONS BORROWER INC 6.625% 01/15/2032 144A / DBT (US43283QAC42) 0.85 -1.28 0.0011 -0.0001
US31418EBS81 / FNMA UMBS, 30 Year 0.85 -4.19 0.0011 -0.0001
US89055FAC77 / TopBuild Corp. 0.84 0.48 0.0011 -0.0001
US14856CAA71 / CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000 0.84 -10.03 0.0011 -0.0002
US06036FBA84 / BANK 2018-BNK15 4.285% 11/15/2061 0.84 -6.88 0.0011 -0.0001
US058498AX40 / Ball Corp 0.84 0.97 0.0011 -0.0000
HARVEST MIDSTREAM I LP 7.5% 05/15/2032 144A / DBT (US417558AB90) 0.84 -1.99 0.0011 -0.0001
US3140X9X679 / Fannie Mae Pool 0.83 -3.25 0.0011 -0.0001
US3140X5X818 / Fannie Mae Pool 0.83 -4.58 0.0011 -0.0001
US3132D6N308 / FR SB8510 0.83 -2.91 0.0011 -0.0001
US3132D57J52 / Freddie Mac Pool 0.83 -3.14 0.0011 -0.0001
XS2630465875 / WERFENLIFE SA 4.625% 06/06/2028 REGS 0.83 9.49 0.0011 0.0000
US31418EAQ35 / FANNIE MAE POOL FN MA4514 0.83 -4.71 0.0011 -0.0001
HERC HOLDINGS ESCROW 7% 06/15/2030 144A / DBT (US42703NAA90) 0.83 0.0011 0.0011
US201723AP84 / COMMERCIAL METALS CO 3.875% 02/15/2031 0.83 0.12 0.0011 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.83 0.0011 0.0011
US3140Q7FX01 / FNMA 30YR 4% 08/01/2047#CA0181 0.83 -4.29 0.0011 -0.0001
US171484AJ78 / Churchill Downs Inc 0.82 -0.12 0.0011 -0.0001
US925550AF21 / Viavi Solutions Inc 0.82 0.37 0.0011 -0.0000
US665531AG42 / Northern Oil and Gas Inc 0.82 0.0011 0.0011
US65473PAK12 / NiSource Inc 0.82 0.86 0.0011 -0.0000
US3136AWTD96 / FEDERAL NAT MTG ASN GTD REM PA 1ML+35 05/25/2047 0.82 -3.76 0.0011 -0.0001
C / Citigroup Inc. - Depositary Receipt (Common Stock) 0.82 -0.97 0.0011 -0.0001
TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032 / DBT (US88167AAT88) 0.82 0.0011 0.0011
C and W SENIOR FINANCE LTD 9% 01/15/2033 144A / DBT (US12665MAA09) 0.82 53.96 0.0011 0.0003
JPM / JPMorgan Chase & Co. - Depositary Receipt (Common Stock) 0.82 -0.97 0.0011 -0.0001
CBOM / Credit Bank of Moscow (public joint-stock company) 0.82 0.0011 0.0011
MOH / Molina Healthcare, Inc. 0.81 0.0011 0.0011
US34540TF236 / Ford Motor Credit Co. LLC., 6.800%, 08/20/25 0.81 9.73 0.0011 0.0000
US36179SB976 / Ginnie Mae II Pool 0.81 -5.15 0.0011 -0.0001
X TERM 1LN 10/26/2029 / LON (US90184NAK46) 0.81 0.0011 0.0011
US3133BN4L46 / FHLG 30YR 3.5% 10/01/2052#QF1727 0.81 -2.76 0.0011 -0.0001
XS2066744231 / Carnival PLC 0.81 0.0011 0.0011
US31418DXG23 / Fannie Mae Pool 0.81 -3.11 0.0011 -0.0001
US20030NDH17 / Comcast Corp 0.81 -2.41 0.0011 -0.0001
BLDR / Builders FirstSource, Inc. 0.81 0.0011 0.0011
US3128M8UV49 / FHLG 5.00% 6/41 #G06596 0.81 -4.82 0.0011 -0.0001
US3132D6N555 / FR SB8512 0.81 -3.35 0.0011 -0.0001
US38377RLW33 / GNR 2010-160 DY 4% 12/20/2040 0.81 -2.65 0.0011 -0.0001
VAL / Valaris Limited 0.81 -0.86 0.0011 -0.0001
US36179WLN64 / GNII II 2% 08/20/2051#MA7533 0.81 -4.38 0.0011 -0.0001
US82983MAB63 / Sitio Royalties Operating Partnership LP 0.81 -1.59 0.0011 -0.0001
US92343VFW90 / VERIZON COMMUNICATIONS INC 2.987% 10/30/2056 WI 0.81 -5.51 0.0011 -0.0001
US31292LUD53 / FHLG 30YR 3.5% 08/01/2042#C04180 0.81 -3.94 0.0011 -0.0001
C2AC34 / CACI International Inc - Depositary Receipt (Common Stock) 0.81 0.0011 0.0011
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.81 -2.90 0.0011 -0.0001
US3133KLZ426 / FHLG 30YR 3% 05/01/2051#RA5263 0.81 -3.25 0.0011 -0.0001
XS2398746227 / BLACKSTONE PROP PARTNERS EUR HOLD 2.625% 10/20/2028 REGS 0.80 7.35 0.0011 0.0000
US83283WAE30 / Smyrna Ready Mix Concrete LLC 0.80 -4.42 0.0011 -0.0001
CNX RESOURCES CORP 7.25% 03/01/2032 144A / DBT (US12653CAL28) 0.80 -0.62 0.0011 -0.0001
PCG.PRX / PG&E Corporation - Preferred Security 0.80 0.0011 0.0011
US3140QBRH38 / FNMA 15YR 3.5% 08/01/2034#CA4087 0.80 -7.86 0.0011 -0.0001
US3132XWY884 / Federal Home Loan Mortgage Corp. 0.80 -4.67 0.0011 -0.0001
GNII II 5% 01/20/2054#MA9422 / ABS-MBS (US36179YPF50) 0.80 -2.93 0.0011 -0.0001
DNB BANK ASA 3%/VAR 11/29/2030 REGS / DBT (XS2950722616) 0.80 0.0011 0.0011
JYSK / Jyske Bank A/S 0.79 87.71 0.0011 0.0005
US05492PAE88 / BANC OF AMERICA MERRILL LYNCH BAMLL 2019 BPR BNM 144A 0.79 -31.20 0.0011 -0.0006
ESAB / ESAB Corporation 0.79 0.13 0.0010 -0.0001
US3140X8ES20 / FNMA 20YR 2% 10/01/2040#FM4644 0.79 -2.34 0.0010 -0.0001
US12429TAD63 / Mauser Packaging Solutions Holding Co 0.79 -0.50 0.0010 -0.0001
US3140H5CG48 / FNMA 30YR 3.5% 02/01/2048#BJ3670 0.79 -3.06 0.0010 -0.0001
US55316HAB15 / GENESEE+WYOMING INC TERM LOAN 0.79 -0.38 0.0010 -0.0001
US303250AE41 / FAIR ISAAC CORP SR UNSECURED 144A 05/26 5.25 0.79 -0.25 0.0010 -0.0001
RYAN SPECIALTY LLC 5.875% 08/01/2032 144A / DBT (US78351GAA31) 0.79 0.00 0.0010 -0.0001
US489399AN56 / Kennedy-Wilson Inc 0.79 -3.07 0.0010 -0.0001
US513272AE49 / Lamb Weston Holdings Inc 0.79 0.51 0.0010 -0.0000
US31335BNW27 / FHLG 30YR 4% 12/01/2047#G61305 0.79 -4.37 0.0010 -0.0001
US31418CWZ30 / Fannie Mae Pool 0.79 -5.76 0.0010 -0.0001
US88023UAJ07 / Tempur Sealy International Inc 0.78 0.64 0.0010 -0.0000
US505742AM88 / LADDER CAP FIN LLLP/CORP SR UNSECURED 144A 02/27 4.25 0.78 0.51 0.0010 -0.0000
US36202FMA11 / Ginnie Mae II Pool 0.78 -3.34 0.0010 -0.0001
DE000C4SA6R6 / EURO STOXX 50 Index 0.78 0.0010 0.0010
US3140XCFS21 / Fannie Mae Pool 0.78 -2.50 0.0010 -0.0001
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.78 0.0010 0.0010
US36202FTL03 / Ginnie Mae II Pool 0.78 -2.99 0.0010 -0.0001
US983793AK61 / XPO Inc 0.78 0.00 0.0010 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.78 -2.02 0.0010 -0.0001
KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A / DBT (US487526AC91) 0.78 17.58 0.0010 0.0001
US817826AC47 / 7-Eleven Inc 0.78 0.78 0.0010 -0.0000
RIGG34 / Transocean Ltd. - Depositary Receipt (Common Stock) 0.78 -8.82 0.0010 -0.0002
CECV / Ceconomy AG 0.78 9.93 0.0010 0.0000
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 XA VAR 05/15/2058 / ABS-MBS (US949931AD15) 0.78 0.0010 0.0010
US21031HAC51 / Constant Contact, Inc. TL 0.77 1.18 0.0010 -0.0000
COREWEAVE INC 9.25% 06/01/2030 144A / DBT (US21873SAB43) 0.77 0.0010 0.0010
US159864AG27 / Charles River Laboratories International Inc 0.77 -51.32 0.0010 -0.0012
US226373AQ18 / Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp 0.77 0.00 0.0010 -0.0001
WOLF / Wolfspeed, Inc. 0.77 -0.90 0.0010 -0.0001
US023771T402 / American Airlines, Inc. 0.77 -1.78 0.0010 -0.0001
US3132D56Z04 / Freddie Mac Pool 0.77 -3.15 0.0010 -0.0001
AU3FN0029609 / AAI Ltd 0.77 0.00 0.0010 -0.0001
US38380T6K78 / GOVERNMENT NAT MTG AS REMIC PT 17-186 HK 3% 11/16/2045 0.77 -2.80 0.0010 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.76 -4.02 0.0010 -0.0001
XS1713463559 / ENEL SOCIETA PER AZIONI 3.375%/VAR 11/24/2081 REGS 0.76 9.34 0.0010 0.0000
US05605HAB69 / BWX Technologies Inc 0.76 2.57 0.0010 -0.0000
US3133B5FG27 / FHLG 30YR 3% 02/01/2052#QD7367 0.76 -2.83 0.0010 -0.0001
GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 4.8% 12/11/2037 144A / ABS-CBDO (US36271NAB10) 0.75 0.0010 0.0010
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.75 -4.09 0.0010 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.75 -5.66 0.0010 -0.0001
US3140LNE453 / FNMA 15YR 2% 06/01/2036#BT0154 0.75 -3.23 0.0010 -0.0001
XS2569069375 / Lloyds Banking Group plc 0.75 9.68 0.0010 0.0000
US31335ARH31 / FHLG 30YR 4% 11/42#G60488 0.75 -3.12 0.0010 -0.0001
US3140X3BQ04 / FNMA 15YR 3% 12/01/2034#FM0046 0.74 -5.34 0.0010 -0.0001
US896288AA51 / TriNet Group Inc 0.74 0.68 0.0010 -0.0000
US17326CAY03 / CGMS Commercial Mortgage Trust 2017-B1 0.74 -0.27 0.0010 -0.0001
US3138WH3U43 / Fannie Mae Pool 0.74 -5.96 0.0010 -0.0001
US96926JAC18 / William Carter Co/The 0.74 -0.40 0.0010 -0.0001
AU3CB0299816 / AUSNET SERVICES 0.74 0.0010 0.0010
US513075BZ34 / Lamar Media Corp. 0.74 1.09 0.0010 -0.0000
US3140JJPN33 / FNMA 30YR 4.5% 01/01/2049#BN2228 0.74 -2.63 0.0010 -0.0001
US3133KJ4H25 / Freddie Mac Pool 0.74 -4.76 0.0010 -0.0001
US3140X7KK47 / Fannie Mae Pool 0.74 -4.88 0.0010 -0.0001
PANTHER ESCROW ISSUER LLC 7.125% 06/01/2031 144A / DBT (US69867RAA59) 0.74 0.54 0.0010 -0.0000
US88947EAS90 / Toll Brothers Inc Bond 0.74 -0.14 0.0010 -0.0001
XS2356311139 / AIA GROUP LTD 0.88%/VAR 09/09/2033 REGS 0.74 9.84 0.0010 0.0000
US3132D9DY70 / FHLG 20YR 2.5% 01/01/2041#SC0119 0.74 -2.90 0.0010 -0.0001
GS / The Goldman Sachs Group, Inc. - Depositary Receipt (Common Stock) 0.74 20.26 0.0010 0.0001
OPAL BIDCO SAS 6.5% 03/31/2032 144A / DBT (US68348BAA17) 0.73 0.0010 0.0010
W1MC34 / Waste Management, Inc. - Depositary Receipt (Common Stock) 0.73 0.55 0.0010 -0.0000
US31418D3Z32 / FANNIE MAE POOL UMBS P#MA4415 3.00000000 0.73 -4.43 0.0010 -0.0001
CVI / CVR Energy, Inc. 0.73 21.19 0.0010 0.0001
CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A / DBT (US13005HAA86) 0.73 -0.27 0.0010 -0.0001
US38380HC425 / GOVERNMENT NAT MTG AS REMIC PT 3% 09/20/2047 0.73 -4.33 0.0010 -0.0001
US3132QP5H38 / Freddie Mac Gold Pool 0.73 -3.83 0.0010 -0.0001
US3622A2X496 / GNMA II 4% 03/20/2047#784299 0.73 -5.21 0.0010 -0.0001
US31418DZ214 / FNMA UMBS, 15 Year 0.73 -3.06 0.0010 -0.0001
US3132ADWS34 / FHLMC UMBS, 15 Year 0.72 -6.58 0.0010 -0.0001
F2IC34 / Fair Isaac Corporation - Depositary Receipt (Common Stock) 0.72 0.0010 0.0010
US09261BAB62 / Blackstone Holdings Finance Co LLC 0.72 -7.54 0.0010 -0.0001
US95002EAZ07 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL ASB REGD 2.65100000 0.72 -4.12 0.0010 -0.0001
XS2385390724 / HIME SARLU 0.625% 09/16/2028 REGS 0.72 10.74 0.0010 0.0000
US3137F5PW35 / FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 4795 FA 1ML+30 05/15/2048 0.72 -3.49 0.0010 -0.0001
US3140QM3U66 / FANNIE MAE POOL UMBS P#CB2610 2.00000000 0.72 -4.64 0.0010 -0.0001
XS2259808702 / National Express Group PLC 0.72 3.76 0.0010 -0.0000
US36167YAA64 / GCAT 2021-NQM7 Trust 0.72 -4.27 0.0010 -0.0001
US031162DT45 / Amgen Inc 0.72 -5.17 0.0009 -0.0001
US3132A9RL34 / FHLG 15YR 3% 12/01/2030#ZS8591 0.72 -6.65 0.0009 -0.0001
FR0013283371 / RCI Banque SA 0.72 8.50 0.0009 0.0000
US31418CG810 / Fannie Mae Pool 0.72 -4.16 0.0009 -0.0001
MTDR / Matador Resources Company 0.71 -2.19 0.0009 -0.0001
FR001400KHH8 / ENGIE SA 4.25% 09/06/2034 REGS 0.71 7.53 0.0009 0.0000
US681936BF65 / Omega Healthcare Investors, Inc. 0.71 -86.00 0.0009 -0.0061
US3140XGRY74 / FANNIE MAE POOL UMBS P#FS1402 2.00000000 0.71 -4.81 0.0009 -0.0001
US3140FPB993 / Fannie Mae Pool 0.71 -3.28 0.0009 -0.0001
US013817AK77 / Alcoa Inc 5.95% Notes 2/1/37 0.71 -0.98 0.0009 -0.0001
XS2492482828 / Barclays PLC 0.70 6.51 0.0009 0.0000
US3132D6AK64 / Freddie Mac Pool 0.70 -2.90 0.0009 -0.0001
US02005NBF69 / Ally Financial Inc 0.70 -0.14 0.0009 -0.0000
US3140KTTW58 / FNMA 30YR 1.5% 03/01/2051#BQ7764 0.70 -4.35 0.0009 -0.0001
US3132CWVN19 / FHLG 15YR 3% 02/01/2033#SB0621 0.70 -7.28 0.0009 -0.0001
US3133GCH629 / FHLG 15YR 2% 03/01/2036#QN5653 0.70 -2.37 0.0009 -0.0001
US36179RZT93 / Ginnie Mae II Pool 0.70 -5.29 0.0009 -0.0001
US38376MAY30 / GOVERNMENT NAT MTG AS REMIC PT 2014-5 A 3% 01/20/2044 0.70 -5.55 0.0009 -0.0001
US31418D3Y66 / FNMA 30YR 2.5% 09/01/2051#MA4414 0.70 -4.40 0.0009 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.69 -4.79 0.0009 -0.0001
US38380UVE09 / GOVERNMENT NAT MTG AS REMIC PT 3% 04/20/2047 0.69 -3.88 0.0009 -0.0001
US012873AK13 / Alberta Energy Ltd Notes 7.375% 11/01/31 0.69 -3.22 0.0009 -0.0001
US3133AYBJ83 / Freddie Mac Pool 0.69 -3.89 0.0009 -0.0001
BELRON UK FINANCE PLC 5.75% 10/15/2029 144A / DBT (US080782AA38) 0.69 0.29 0.0009 -0.0000
US3140XBXV74 / FNMA 20YR 2% 06/01/2041#FM7891 0.69 -3.36 0.0009 -0.0001
RESIDEO FUNDING INC 6.5% 07/15/2032 144A / DBT (US76119LAD38) 0.69 0.00 0.0009 -0.0000
US3138WKKE41 / FNMA 20YR 3% 03/01/2037#AS9292 0.69 -4.44 0.0009 -0.0001
US31417G5U63 / FNMA 30YR 3.0% 07/01/2043#AB9858 0.69 -3.38 0.0009 -0.0001
PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A / DBT (US71376LAF76) 0.69 0.29 0.0009 -0.0000
US84850XAK81 / Spin Holdco Inc., Term Loan 0.68 -1.72 0.0009 -0.0001
US31418EAM21 / Fannie Mae Pool 0.68 -4.21 0.0009 -0.0001
NATIONSTAR MTG HLDGS INC 6.5% 08/01/2029 144A / DBT (US63861CAG42) 0.68 1.19 0.0009 -0.0000
US88732JBD90 / Time Warner Cable LLC 0.68 -0.44 0.0009 -0.0000
US95002YAA10 / Wells Fargo & Co 0.68 0.15 0.0009 -0.0000
US3132DWCZ41 / Federal Home Loan Mortgage Corp. Fixed Rate Participation Certificates 0.68 -4.22 0.0009 -0.0001
US3140XAUZ33 / FNMA 15YR UMBS SUPER 0.68 -3.95 0.0009 -0.0001
US3133G7XF56 / Freddie Mac Pool 0.68 -4.23 0.0009 -0.0001
MFRA TRUST VAR 02/25/2066 144A / ABS-CBDO (US55287AAA34) 0.68 -4.09 0.0009 -0.0001
US3140X6T350 / FNMA 30YR 3% 05/50#FM3269 0.68 -7.37 0.0009 -0.0001
US3140XLVZ88 / Fannie Mae Pool 0.68 -4.10 0.0009 -0.0001
US3128M9QV77 / FHLG 30YR 4% 11/01/2042#G07368 0.68 -2.87 0.0009 -0.0001
JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A / DBT (US47232MAG78) 0.68 -0.73 0.0009 -0.0001
US34960PAE16 / Fortress Transportation & Infrastructure Investors LLC 0.68 -0.29 0.0009 -0.0000
US3140H4B379 / FNMA 30YR 3.5% 05/01/2048#BJ2757 0.68 -3.15 0.0009 -0.0001
XAG7739PAK66 / CABLE and WIRELESS TERM B4 02/02/2026 0.68 0.00 0.0009 -0.0000
US3140XAY552 / Uniform Mortgage-Backed Securities 0.68 -4.52 0.0009 -0.0001
SCI / Service Corporation International 0.68 0.15 0.0009 -0.0000
PATK / Patrick Industries, Inc. 0.68 -0.74 0.0009 -0.0001
US31292LYR04 / FHLG 30YR 3% 12/01/2042#C04320 0.67 -3.58 0.0009 -0.0001
ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A / DBT (US03959KAD28) 0.67 -0.74 0.0009 -0.0001
US91835HAA05 / VM Consolidated Inc 0.67 1.21 0.0009 -0.0000
BA / The Boeing Company - Depositary Receipt (Common Stock) 0.67 0.15 0.0009 -0.0000
US3138WHRR51 / FNMA 15YR 2.5% 08/01/2031#AS7695 0.67 -4.86 0.0009 -0.0001
US3133B4JY22 / FHLG 30YR 3% 02/01/2052#QD6579 0.67 -2.77 0.0009 -0.0001
FTAIM / FTAI Aviation Ltd. - Preferred Stock 0.67 -0.45 0.0009 -0.0000
US3132GUST24 / FHLG 30YR 4% 07/01/2042#Q09230 0.67 -4.45 0.0009 -0.0001
US92840VAB80 / Vistra Operations Co LLC 5.625% 02/15/2027 144A 0.66 -0.15 0.0009 -0.0000
US55609NAB47 / Macquarie Airfinance Holdings Ltd 0.66 -0.45 0.0009 -0.0000
ALLIED UNIVERSAL HOLDCO LLC 7.875% 02/15/2031 144A / DBT (US019576AD90) 0.66 0.61 0.0009 -0.0000
GPEF / Great Portland Estates Plc - Equity Right 0.66 6.59 0.0009 0.0000
US983133AC37 / Wynn Resorts Finance LLC / Wynn Resorts Capital Corp 0.66 -0.45 0.0009 -0.0000
US55316HAB15 / GENESEE+WYOMING INC TERM LOAN 0.66 0.76 0.0009 -0.0000
US20030NCE94 / Comcast Corp 0.66 -4.91 0.0009 -0.0001
SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB 2.25% 07/12/2027 REGS / DBT (XS2962827312) 0.66 11.53 0.0009 0.0001
INTRAFI TERM B 1LN 07/31/2031 / LON (US65343UAH59) 0.66 0.0009 0.0009
KGS / Kodiak Gas Services, Inc. 0.66 -0.76 0.0009 -0.0000
CAPSTONE COPPER CORP 6.75% 03/31/2033 144A / DBT (US14071LAA61) 0.65 0.0009 0.0009
LGIH / LGI Homes, Inc. 0.65 -6.44 0.0009 -0.0001
US15135UAW99 / Cenovus Energy Inc/CA 0.65 0.00 0.0009 -0.0000
US3133B4AY13 / FHLG 30YR 3% 02/01/2052#QD6323 0.65 -2.69 0.0009 -0.0001
US914906AY80 / Univision Communications, Inc. 0.65 -1.52 0.0009 -0.0001
US49306CAB72 / Key Bk Na Med Term Subbknts Be Fr 6.95% 02/01/2028 0.65 -0.46 0.0009 -0.0000
US69331CAH16 / PG&E Corp 0.65 -64.04 0.0009 -0.0016
US12508GAS57 / CCUBS Commercial Mortgage Trust 0.65 -11.11 0.0009 -0.0002
US022249AU09 / Aluminum Co Of America 6.75% Notes 1/15/28 0.65 -0.31 0.0009 -0.0000
US3133B5EC22 / FHLG 30YR 3% 02/01/2052#QD7331 0.65 -6.78 0.0009 -0.0001
US3128MFY286 / Freddie Mac Gold Pool 0.65 -6.65 0.0009 -0.0001
RRR / Red Rock Resorts, Inc. 0.65 -0.77 0.0009 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.65 -4.44 0.0009 -0.0001
US3140L3SF94 / FNMA 30YR 3% 02/01/2051#BR5017 0.64 -2.57 0.0009 -0.0001
US3140X9XT74 / FNMA 15YR 2% 02/01/2036#FM6089 0.64 -3.16 0.0009 -0.0001
US3140XAGR72 / FNMA 15YR 1.5% 02/01/2036#FM6507 0.64 -2.87 0.0009 -0.0001
US3140EXER05 / Fannie Mae Pool 0.64 -4.46 0.0009 -0.0001
US577081BF84 / Mattel Inc 0.64 -0.77 0.0008 -0.0000
US3132KFMW93 / Freddie Mac Gold Pool 0.64 -4.61 0.0008 -0.0001
US31416VBL71 / FNMA 4.50% 4/39 #AB0042 0.64 -5.19 0.0008 -0.0001
XS1140961563 / JOHN LEWIS PLC SR UNSECURED REGS 12/34 4.25 0.64 117.35 0.0008 0.0004
US3140J82T95 / Fannie Mae Pool 0.64 -4.78 0.0008 -0.0001
US58502BAE65 / MEDNAX Inc 0.64 0.00 0.0008 -0.0000
US3137BE3R33 / FEDERAL HOME LN MTG CORP 4.5% 11/15/2040 0.64 -3.33 0.0008 -0.0001
UST NOTES 4.25% 05/15/2035 / DBT (US91282CNC19) 0.64 0.0008 0.0008
US3140QBLF36 / FNMA 15YR 3.5% 07/01/2034#CA3925 0.64 -5.78 0.0008 -0.0001
US98379KAA07 / XPO INC 0.64 -0.16 0.0008 -0.0000
CELANESE US HLDGS LLC 6.75% 04/15/2033 / DBT (US15089QBA13) 0.63 0.0008 0.0008
US05724BAD10 / Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 0.63 0.32 0.0008 -0.0000
US98953GAD79 / Ziggo Bond Co BV 0.63 -4.25 0.0008 -0.0001
US3140NMJW88 / Fannie Mae Pool 0.63 -2.33 0.0008 -0.0001
US3140KVJ929 / FHLG 15YR 2% 12/01/2035#BQ9287 0.63 -3.68 0.0008 -0.0001
JEFFERSON CAPITAL HOLDIN 8.25% 05/15/2030 144A / DBT (US472481AC47) 0.63 0.0008 0.0008
US3132J4HK82 / FHLG 20YR 4% 01/01/2036#G30933 0.63 -4.84 0.0008 -0.0001
US31418DWW81 / Fannie Mae Pool 0.63 -3.23 0.0008 -0.0001
US36179QRZ62 / Ginnie Mae II Pool 0.63 -3.83 0.0008 -0.0001
US46266TAA60 / IQVIA, Inc. 0.63 0.32 0.0008 -0.0000
DE000A3E5XN1 / Kreditanstalt fuer Wiederaufbau 0.63 0.0008 0.0008
US98877DAD75 / ZF North America Capital Inc 0.62 -1.89 0.0008 -0.0001
US3140KYQJ69 / FHLG 15YR 2% 02/01/2036#BR1356 0.62 -2.36 0.0008 -0.0001
US366651AG25 / Gartner Inc 0.62 0.81 0.0008 -0.0000
US29273RBJ77 / Energy Transfer Partners LP 0.62 -5.78 0.0008 -0.0001
US31418D2Q42 / Fannie Mae Pool 0.62 -2.83 0.0008 -0.0001
WHP TERM B 1LN 02/20/2032 / LON (92942LAG6) 0.62 0.0008 0.0008
US78351MAA09 / Ryan Specialty Group LLC 0.62 0.49 0.0008 -0.0000
XS2254262285 / Travis Perkins PLC 0.62 -54.44 0.0008 -0.0011
US3140X86D42 / FNMA UMBS, 15 Year 0.62 -3.30 0.0008 -0.0001
US3140QBVF26 / FNMA 20YR 4% 09/01/2039#CA4213 0.62 -3.30 0.0008 -0.0001
WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A / DBT (US95081QAS30) 0.62 0.98 0.0008 -0.0000
QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A / DBT (US74843PAA84) 0.61 0.16 0.0008 -0.0000
US10569BAA52 / BRAVO_20-RPL2 0.61 -5.25 0.0008 -0.0001
NPO / Enpro Inc. 0.61 0.0008 0.0008
BW REAL ESTATE INC 9.5%/VAR PERP 144A / EP (US05614HAA77) 0.61 0.0008 0.0008
DE000A2DAR40 / Kreditanstalt fuer Wiederaufbau 0.61 -78.48 0.0008 -0.0031
GNII II 2% 07/20/2054#MA9844 / ABS-MBS (US36179Y5D27) 0.61 -6.99 0.0008 -0.0001
CLYDESDALE ACQUISITION HOLDINGS INC 6.75% 04/15/2032 144A / DBT (US18972EAD76) 0.61 0.0008 0.0008
BAUSCH HEALTH TERM B 1LN 10/08/2030 / LON (XAC6903HAB06) 0.61 0.0008 0.0008
NEXT34 / NextEra Energy, Inc. - Depositary Receipt (Common Stock) 0.61 0.0008 0.0008
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.61 -6.87 0.0008 -0.0001
US073685AD12 / Beacon Roofing Supply Inc 4.875% 11/01/2025 144a Bond 0.61 0.0008 0.0008
US682691AC47 / OneMain Finance Corp 0.61 0.00 0.0008 -0.0000
US86765LAT44 / Sunoco LP / Sunoco Finance Corp 0.61 0.16 0.0008 -0.0000
CVECN / Cenovus Energy Inc 0.61 -3.95 0.0008 -0.0001
ARIS WATER HOLDINGS LLC 7.25% 04/01/2030 144A / DBT (US04041NAA00) 0.61 0.0008 0.0008
US3133ADKZ87 / FHLG 30YR 1.5% 11/01/2050#QB6612 0.61 -6.47 0.0008 -0.0001
US29280EAA73 / Energean plc 0.61 0.0008 0.0008
VVV / Valvoline Inc. 0.61 0.0008 0.0008
US17328FBB04 / Citigroup Commercial Mortgage Trust 2019-GC41 0.60 -5.79 0.0008 -0.0001
US29280LAA17 / EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 0.60 -0.99 0.0008 -0.0000
N1CL34 / Norwegian Cruise Line Holdings Ltd. - Depositary Receipt (Common Stock) 0.60 -1.96 0.0008 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.60 0.0008 0.0008
GOAT HOLDCO LLC 6.75% 02/01/2032 144A / DBT (US38021MAA45) 0.60 -0.33 0.0008 -0.0000
US38380UAT07 / GOVERNMENT NAT MTG AS REMIC PT 3% 10/20/2047 0.60 -2.93 0.0008 -0.0001
US89346DAE76 / Transalta Corp Senior Notes 6.5% 03/15/40 0.60 -5.99 0.0008 -0.0001
US3133B3FA09 / FHLG 30YR 3% 01/01/2052#QD5561 0.59 -2.62 0.0008 -0.0001
US3138EQLB64 / Fannie Mae Pool 0.59 -4.66 0.0008 -0.0001
WAYFAIR LLC 7.75% 09/15/2030 144A / DBT (US94419NAB38) 0.59 0.0008 0.0008
US31416VCD47 / FNMA 30YR 5% 02/01/2035#AB0067 0.59 -5.43 0.0008 -0.0001
HERC HOLDINGS ESCROW 7.25% 06/15/2033 144A / DBT (US42703NAB73) 0.59 0.0008 0.0008
FMCC / Federal Home Loan Mortgage Corporation 0.59 0.0008 0.0008
TNETBB / Telenet Finance Luxembourg Notes Sarl 0.59 1.03 0.0008 -0.0000
SANDISK TERM B 1LN 2/20/2032 / LON (US80004YAC75) 0.59 0.0008 0.0008
US3140EVHG56 / FNMA 30YR 4% 06/01/2046#BC1130 0.59 -3.28 0.0008 -0.0001
US3140F5CP66 / FNMA POOL BC9077 FN 12/46 FIXED 3.5 0.59 -3.28 0.0008 -0.0001
JANE STREET GRP/JSG FIN 6.75% 05/01/2033 144A / DBT (US47077WAE84) 0.59 0.0008 0.0008
XS2182055009 / ELM BV for Firmenich International SA 0.59 9.28 0.0008 0.0000
US3128M9P633 / Freddie Mac Gold Pool 0.59 -4.70 0.0008 -0.0001
US432833AN19 / HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A 0.59 0.51 0.0008 -0.0000
US31418DRR51 / Fannie Mae Pool 0.59 -3.14 0.0008 -0.0001
NFE / New Fortress Energy Inc. 0.59 0.0008 0.0008
US90290MAH43 / US Foods, Inc. 0.59 0.00 0.0008 -0.0000
US46645WBC64 / JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT 0.59 0.69 0.0008 -0.0000
XS2286012849 / Logicor Financing Sarl 0.58 9.16 0.0008 0.0000
US3132DVL604 / Freddie Mac Pool 0.58 -4.11 0.0008 -0.0001
US89469AAD63 / TreeHouse Foods Inc 0.58 -0.85 0.0008 -0.0000
US95001JAV98 / WELLS FARGO COML MTG TR 2018-C44 4.167% 05/15/2051 0.58 -8.78 0.0008 -0.0001
US3138ETG751 / FNMA 30YR 4% 03/01/2046#AL8321 0.58 -5.06 0.0008 -0.0001
US3617GGUG84 / GNMA II 3.5% 06/20/2044#BF9583 0.58 -3.97 0.0008 -0.0001
US36179WND64 / Ginnie Mae II Pool 0.58 -4.29 0.0008 -0.0001
US83368RBS04 / Societe Generale SA 0.58 -0.86 0.0008 -0.0000
XS2629470761 / BOSCH (ROBERT) GMBH 4.375% 06/02/2043 REGS 0.58 6.43 0.0008 0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.58 -4.61 0.0008 -0.0001
AETHON UNITED BR LP / AETHON UNITED FINANCE CORP 7.5% 10/01/2029 144A / DBT (US00810GAD60) 0.58 -0.69 0.0008 -0.0000
US92328MAC73 / Venture Global Calcasieu Pass LLC 0.58 -1.71 0.0008 -0.0001
US3140XABL57 / FNMA 15YR 2% 02/01/2036#FM6342 0.58 -2.37 0.0008 -0.0001
US31416XAB64 / FNMA 30YR 4.0% 11/01/2040#AB1801 0.58 -5.27 0.0008 -0.0001
US104931AA85 / Brand Industrial Services Inc 0.57 -11.83 0.0008 -0.0001
US251526CS67 / Deutsche Bank AG/New York NY 0.57 -0.35 0.0008 -0.0000
US3140J6EZ63 / FNMA 20YR 2.5% 10/01/2037#BM1951 0.57 -3.05 0.0008 -0.0001
US3133BBT908 / FHLG 30YR 5% 05/01/2052#QE2376 0.57 -4.34 0.0008 -0.0001
S2TW34 / Starwood Property Trust, Inc. - Depositary Receipt (Common Stock) 0.57 0.00 0.0008 -0.0000
CEBB / Nationwide Building Society - Preferred Security 0.57 0.0008 0.0008
US3140EXCQ40 / Fannie Mae Pool 0.57 -5.31 0.0008 -0.0001
US89178WAU27 / TOWD POINT MORTGAGE TRUST 2020-1 SER 2020-1 CL A1 V/R REGD 144A P/P 2.71000000 0.57 -6.55 0.0008 -0.0001
US3133B5JA11 / FHLG 30YR 3% 02/01/2052#QD7457 0.57 -2.90 0.0008 -0.0001
US3140J5M306 / Fannie Mae Pool 0.57 -3.72 0.0008 -0.0001
US3140FPEX30 / Fannie Mae Pool 0.57 -7.78 0.0008 -0.0001
ANGLIAN WATER SVCS FINANC PLC 6.25% 09/12/2044 REGS / DBT (XS2898771774) 0.57 2.71 0.0008 -0.0000
US 5YR NOTE (CBT) FUT SEP25 FVU5 / DIR (N/A) 0.57 0.0008 0.0008
WAND NEWCO 3 INC 7.625% 01/30/2032 144A / DBT (US933940AA60) 0.57 0.53 0.0008 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.56 0.0007 0.0007
US416515BB93 / Hartford Financial Services Group Inc. 0.56 -4.60 0.0007 -0.0001
SW FINANCE I PLC 7.375% 12/12/2041 REGS / DBT (XS2731297235) 0.56 3.34 0.0007 -0.0000
US31397QAV05 / FNR 2010-150 ZC 4.75% 01/41 0.56 -2.79 0.0007 -0.0001
XS2342732562 / VOLKSWAGEN INTL FINANCE NV 3.748%/VAR PERP REGS 0.56 9.45 0.0007 0.0000
US88023UAH41 / Tempur Sealy International Inc 0.56 1.09 0.0007 -0.0000
LEG / LEG Immobilien SE 0.56 7.14 0.0007 0.0000
GGAM FINANCE LTD 6.875% 04/15/2029 144A / DBT (US36170JAD81) 0.56 -0.18 0.0007 -0.0000
US06539WBD74 / BANK 2020-BNK25 0.55 -5.30 0.0007 -0.0001
US3140J9BS96 / Fannie Mae Pool 0.55 -3.15 0.0007 -0.0001
US3132WNWV07 / Freddie Mac Gold Pool 0.55 -2.81 0.0007 -0.0001
US3131XWYG29 / FHLG 30YR 4% 06/01/2047#ZM3411 0.55 -2.99 0.0007 -0.0001
US3140QHPY58 / FNMA 15YR 2% 03/01/2036#CA9438 0.55 -3.66 0.0007 -0.0001
DE000A254YS5 / ACCENTRO REAL ESTATE AG 3.625% 02/13/2023 REGS 0.55 -10.97 0.0007 -0.0001
US3140EVS998 / Fannie Mae Pool 0.55 -3.85 0.0007 -0.0001
ALPHA GENERATION LLC 6.75% 10/15/2032 144A / DBT (US02073LAA98) 0.55 0.55 0.0007 -0.0000
US37045VAQ32 / General Motors Co 0.55 -5.17 0.0007 -0.0001
US3133ALXJ25 / FHLG 30YR 3% 05/01/2051#QC2481 0.55 -2.66 0.0007 -0.0001
US3140XGCN74 / FNMA 30YR 2.5% 03/01/2047#FS0976 0.55 -3.53 0.0007 -0.0001
US437076AV48 / Home Depot Inc. 5.95% 04/01/41 0.55 -3.37 0.0007 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.55 -4.22 0.0007 -0.0001
US87251RAK95 / TGP Holdings III (Traeger Grills) T/L (6/21) 0.55 -7.16 0.0007 -0.0001
AMENTUM HOLDINGS INC 7.25% 08/01/2032 144A / DBT (US02352BAA35) 0.54 0.00 0.0007 -0.0000
US46646RAK95 / JPMDB Commercial Mortgage Securities Trust 2016-C4 0.54 -13.06 0.0007 -0.0001
US31418CFG42 / Fannie Mae Pool 0.54 -3.76 0.0007 -0.0001
US05609KAA79 / BX Commercial Mortgage Trust 2021-XL2 0.54 -13.78 0.0007 -0.0002
US812127AB45 / Sealed Air Corp/Sealed Air Corp US 0.54 0.19 0.0007 -0.0000
VFH PARENT LLC / VALOR CO-ISSUER INC 7.5% 06/15/2031 144A / DBT (US91824YAA64) 0.54 0.75 0.0007 -0.0000
US3138AXFN63 / Fannie Mae Pool 0.54 -3.25 0.0007 -0.0001
US 10YR ULTRA FUT SEP25 UXYU5 / DIR (N/A) 0.54 0.0007 0.0007
US418751AE33 / HAT Holdings I LLC / HAT Holdings II LLC 0.54 0.38 0.0007 -0.0000
US3132DWDM29 / Federal Home Loan Mortgage Corporation 0.54 -2.90 0.0007 -0.0001
US95001QAV32 / WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C46 SER 2018-C46 CL XA V/R REGD 1.11137700 0.53 -7.93 0.0007 -0.0001
CBRE GLOBAL INVESTOR PAN EUROPEAN CORE FUND 4.75% 03/27/2034 REGS / DBT (XS2793256137) 0.53 6.37 0.0007 0.0000
US3133GB4M31 / FHLG 15YR 2% 02/01/2036#QN5328 0.53 -2.74 0.0007 -0.0001
US18912UAA07 / Cloud Software Group Inc 0.53 0.19 0.0007 -0.0000
NATGASOLINE TERM B 1LN 03/29/2030 / LON (US63232EAD94) 0.53 0.0007 0.0007
US912810RT79 / United States Treas Bds Bond 0.53 -6.02 0.0007 -0.0001
XS2306517876 / DNB Bank ASA 0.53 10.42 0.0007 0.0000
US90276WAT45 / UBSCM 2017-C7 XA CSTR 12/50 0.53 -10.49 0.0007 -0.0001
MOHEGAN TRIBAL GAMING AUTHORITY / MS DIGITAL ENTERTAINMENT HOLDINGS LLC 8.25% 04/15/2030 144A / DBT (US60832QAA85) 0.53 0.0007 0.0007
US3132D6AP51 / Freddie Mac Pool 0.53 -3.12 0.0007 -0.0001
US38378Y2R95 / GOVERNMENT NAT MTG AS REMIC PT 3% 02/20/2044 0.53 -2.76 0.0007 -0.0001
87256KAB9 / TKC Midco 1 LLC, 1st Lien Term Loan 0.53 0.0007 0.0007
MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A / DBT (US55342UAQ76) 0.53 -0.19 0.0007 -0.0000
US3140XFF972 / UMBS 0.53 -4.53 0.0007 -0.0001
US444859BT81 / Humana, Inc. 0.53 0.38 0.0007 -0.0000
EQT / EQT Corporation 0.52 0.0007 0.0007
US3133KTYF10 / FNMA 20YR 2.5% 05/01/2042#RB0710 0.52 -8.39 0.0007 -0.0001
TRANSDIGM INC 6.375% 05/31/2033 144A / DBT (US893647BY22) 0.52 0.0007 0.0007
POST / Post Holdings, Inc. 0.52 0.97 0.0007 -0.0000
US31292LXD27 / FHLG 30YR 3.5% 10/01/2042#C04276 0.52 -2.43 0.0007 -0.0001
US759351AR05 / Reinsurance Group of America Inc 0.52 -0.77 0.0007 -0.0000
GEO / The GEO Group, Inc. 0.52 -0.19 0.0007 -0.0000
US3140MNM371 / FN 05/52 FIXED 3 0.52 -4.97 0.0007 -0.0001
US92332YAA91 / Venture Global LNG, Inc. 0.52 -1.90 0.0007 -0.0000
US08162WBF23 / Benchmark Mortgage Trust, Series 2020-B19, Class XA 0.52 -6.86 0.0007 -0.0001
US3128MAEW50 / Freddie Mac Gold Pool 0.51 -6.72 0.0007 -0.0001
US418751AL75 / HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 0.51 -1.34 0.0007 -0.0000
US281020AZ01 / Edison International 0.51 0.0007 0.0007
US885160AA99 / Thor Industries Inc 0.51 0.20 0.0007 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.51 -4.13 0.0007 -0.0001
US31418CGF59 / Fannie Mae Pool 0.51 -4.14 0.0007 -0.0001
GNII 15YR 3% 08/20/2031#MA3850 / ABS-MBS (US36179SH346) 0.51 -7.44 0.0007 -0.0001
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.51 0.0007 0.0007
BTE / Baytex Energy Corp. 0.51 -7.13 0.0007 -0.0001
US36202FUF16 / Ginnie Mae II Pool 0.51 -2.50 0.0007 -0.0001
S1YM34 / Gen Digital Inc. - Depositary Receipt (Common Stock) 0.51 1.00 0.0007 -0.0000
CONNECT FINCO SARL / CONNECT US FINCO LLC 9% 09/15/2029 144A / DBT (US20752TAB08) 0.51 4.12 0.0007 -0.0000
US78410GAD60 / SBA Communications Corp 0.50 0.60 0.0007 -0.0000
HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A / DBT (US432833AP66) 0.50 0.00 0.0007 -0.0000
US3132A8U567 / FHLG 15YR 2.5% 08/01/2032#ZS7804 0.50 -5.62 0.0007 -0.0001
US14448CAP95 / CARRIER GLOBAL CORP SR UNSECURED 02/27 2.493 0.50 0.60 0.0007 -0.0000
US36202FPF70 / Ginnie Mae Ii Pool G2 4922 Bond 0.50 -3.28 0.0007 -0.0001
US31335BP421 / Freddie Mac Gold Pool 0.50 -7.42 0.0007 -0.0001
K8553U105 / Sunlands Online Education Group 0.50 8.50 0.0007 0.0000
US3137BYKR04 / FHR 4683 LM 3% 05/15/2047 0.50 -6.57 0.0007 -0.0001
US499894AA19 / Kobe US Midco 2, Inc. 0.50 3.76 0.0007 -0.0000
GSCM SWAP REC 3.9025 04/14/26 / DIR (N/A) 0.50 0.0007 0.0007
US52736RBJ05 / LEVI STRAUSS and COMPANY NEW 3.5% 03/01/2031 144A 0.50 0.20 0.0007 -0.0000
SBLOFI SWAP CY885802 12/15/56 B / DCR (N/A) 0.49 0.0007 0.0007
US3140X5YQ05 / FNMA 15YR 2.5% 02/01/2035#FM2518 0.49 -3.90 0.0007 -0.0001
US3131XG3A42 / FHLG 30YR 4.5% 07/01/2041#ZL1693 0.49 -2.18 0.0007 -0.0000
METHANEX US OPERATIONS INC 6.25% 03/15/2032 144A / DBT (US59151LAA44) 0.49 -17.28 0.0007 -0.0002
FMCC / Federal Home Loan Mortgage Corporation 0.49 -2.77 0.0007 -0.0001
US3140XDRK40 / Fannie Mae Pool 0.49 -4.47 0.0007 -0.0001
CA135087Q236 / Canadian Government Bond 0.49 3.38 0.0006 -0.0000
US74112BAM72 / Prestige Brands Inc 0.49 0.82 0.0006 -0.0000
US3138EKRB31 / Fannie Mae Pool 0.49 -3.36 0.0006 -0.0001
US87305RAK59 / TTM Technologies Inc 0.49 1.45 0.0006 -0.0000
US3140X82L04 / FNMA 15YR 2% 12/01/2035#FM5278 0.49 -4.31 0.0006 -0.0001
US07831CAA18 / BellRing Brands Inc 0.49 0.21 0.0006 -0.0000
US25470DBF50 / Discovery Communications LLC 0.49 -2.01 0.0006 -0.0000
US91911XAV64 / Bausch Health Americas Inc 9.25% 04/01/2026 144A 0.49 0.0006 0.0006
US3128M9CJ95 / FHLG 4.00% 4/42 #G06973 0.49 -3.75 0.0006 -0.0001
US3132D57D82 / Freddie Mac Pool 0.49 -3.00 0.0006 -0.0001
SURGERY CENTER HLDGS INC 7.25% 04/15/2032 144A / DBT (US86881WAF95) 0.48 -23.17 0.0006 -0.0002
ACURIS FIN US/ACURIS FIN 9% 08/01/2029 144A / DBT (US00511BAE74) 0.48 3.00 0.0006 -0.0000
US3138MDY975 / FNMA 3.50% 10/42 #AP9735 0.48 -2.44 0.0006 -0.0000
US12595EAB11 / COMM MORTGAGE TRUST COMM 2017 COR2 ASB 0.48 -11.32 0.0006 -0.0001
US629377CH34 / NRG Energy, Inc. 0.48 0.84 0.0006 -0.0000
US90276WAQ06 / UBS COML MTG TR 2017-C7 3.586% 12/15/2050 0.48 -10.49 0.0006 -0.0001
US05492PAG37 / BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A 0.48 7.43 0.0006 0.0000
US682189AQ81 / ON Semiconductor Corp 0.48 1.06 0.0006 -0.0000
US25259KAA88 / Olympus Water US Holding Corp 0.48 -0.21 0.0006 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.48 -6.48 0.0006 -0.0001
CONTOURGLOBAL PWR HLDGS S A 6.75% 02/28/2030 144A / DBT (US21220LAB99) 0.48 1.06 0.0006 -0.0000
US156504AM47 / Century Communities Inc 0.48 -0.63 0.0006 -0.0000
US98311AAB17 / Wyndham Hotels & Resorts Inc 0.47 0.64 0.0006 -0.0000
US23918KAS78 / DaVita Inc 0.47 0.64 0.0006 -0.0000
XS2560756798 / SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS 0.47 5.61 0.0006 0.0000
US3617H4DE88 / GNMA II 3.5% 02/20/2041#BH6401 0.47 -2.29 0.0006 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.47 -7.66 0.0006 -0.0001
PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS / DBT (XS2847688251) 0.47 7.08 0.0006 0.0000
US18060TAC99 / Clarios Global LP / Clarios US Finance Co 0.47 -0.21 0.0006 -0.0000
US3140JAUL03 / Fannie Mae Pool 0.47 -4.49 0.0006 -0.0001
US7846ELAD98 / SPCM SA 0.47 0.65 0.0006 -0.0000
MSBR34 / Morgan Stanley - Depositary Receipt (Common Stock) 0.46 0.0006 0.0006
US28415LAA17 / Elastic NV 0.46 -0.64 0.0006 -0.0000
US3138AVP905 / FNMA 4.00% 10/41 #AJ4047 0.46 -3.73 0.0006 -0.0001
AU3FN0029609 / AAI Ltd 0.46 9.46 0.0006 0.0000
US22788CAA36 / CROWDSTRIKE HOLDINGS INC 3% 02/15/2029 0.46 1.54 0.0006 -0.0000
US31418B6M38 / Fannie Mae Pool 0.46 -5.73 0.0006 -0.0001
US12189LAW19 / Burlington Northern Santa Fe LLC 0.46 -3.96 0.0006 -0.0001
SHA0 / Schaeffler AG 0.46 0.0006 0.0006
GSCM SWAP PAY 3.9025 04/14/26 / DIR (N/A) 0.46 0.0006 0.0006
US85172FAQ28 / Springleaf Finance Corp 6.625% 01/15/2028 0.46 -0.65 0.0006 -0.0000
US3133GCLZ32 / FHLG 15YR 2% 03/01/2036#QN5744 0.46 -3.77 0.0006 -0.0001
CLF / Cleveland-Cliffs Inc. 0.46 0.0006 0.0006
US3140X92U84 / FNMA 15YR 2% 02/01/2036#FM6186 0.46 -3.38 0.0006 -0.0001
XS2685873908 / HSBC Holdings plc 0.46 6.03 0.0006 0.0000
US31418D5A62 / FANNIE MAE POOL FN MA4440 0.46 -5.98 0.0006 -0.0001
AVNT / Avient Corporation 0.46 -0.22 0.0006 -0.0000
US502160AN46 / LSB Industries Inc 0.46 0.89 0.0006 -0.0000
HOWARD MIDSTREAM ENERGY PARTNERS LLC 7.375% 07/15/2032 144A / DBT (US442722AC80) 0.46 -0.66 0.0006 -0.0000
US31335ASE90 / Freddie Mac Gold Pool 0.46 -4.21 0.0006 -0.0001
FR0013283371 / RCI Banque SA 0.46 0.0006 0.0006
N1RG34 / NRG Energy, Inc. - Depositary Receipt (Common Stock) 0.46 -0.22 0.0006 -0.0000
CXW / CoreCivic, Inc. 0.45 -0.22 0.0006 -0.0000
US852234AN39 / Block Inc 0.45 0.44 0.0006 -0.0000
US3131Y0F238 / FHLG 30YR 3.5% 02/01/2048#ZM5585 0.45 -3.00 0.0006 -0.0000
AMER SPORTS CO 6.75% 02/16/2031 144A / DBT (US02352NAA72) 0.45 1.35 0.0006 -0.0000
BAY CLUB TERM B 1LN 6/27/2031 / LON (US12021GAF19) 0.45 -0.22 0.0006 -0.0000
US3138WDBV24 / Fannie Mae Pool 0.45 -6.03 0.0006 -0.0001
APH SOMERSET INVESTOR 2 LLC / APH2 SOMERSET INVESTOR 2 LLC / APH3 SOMERSET INVES 7.875% 11/01/2029 144A / DBT (US00188QAA40) 0.45 -1.53 0.0006 -0.0000
US577081AU60 / Mattel Inc 0.45 -6.65 0.0006 -0.0001
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.45 0.0006 0.0006
US345295AD16 / Ford Credit Auto Owner Trust 2022-D 0.45 0.0006 0.0006
RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A / DBT (US749571AL97) 0.45 0.0006 0.0006
US3140XCKY34 / FNMA 20YR 2% 08/01/2041#FM8410 0.45 -2.40 0.0006 -0.0000
US3140L1U296 / FNMA 15YR 2% 02/01/2036#BR3300 0.45 -4.29 0.0006 -0.0001
FMCC / Federal Home Loan Mortgage Corporation 0.45 -3.46 0.0006 -0.0001
US235825AJ53 / DANA INC REGD 4.50000000 0.44 0.45 0.0006 -0.0000
US LONG BOND(CBT) FUT SEP25 USU5 / DIR (N/A) 0.44 0.0006 0.0006
VIRI / Viridien Société anonyme 0.44 0.0006 0.0006
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.44 -7.90 0.0006 -0.0001
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.44 0.0006 0.0006
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.44 0.0006 0.0006
US49461MAA80 / Kinetik Holdings LP 0.44 -0.45 0.0006 -0.0000
US95000YAW57 / WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 C40 ASB 0.44 -11.98 0.0006 -0.0001
US3140MHZ938 / FNCL UMBS 2.5 BV4367 02-01-52 0.44 -3.50 0.0006 -0.0001
US3136B1C516 / FEDERAL NATL MTG AS GTD RE PTT 1ML+30 05/25/2048 0.44 -3.73 0.0006 -0.0001
US3140XEAC89 / FNMA 30YR 3% 12/01/2051#FM9902 0.44 -4.37 0.0006 -0.0001
US19416MAB54 / Colgate Energy Partners III LLC 0.44 -0.90 0.0006 -0.0000
US125523AK66 / Cigna Corp 0.44 -3.95 0.0006 -0.0001
US29336UAC18 / EnLink Midstream Partners LP 0.44 -5.41 0.0006 -0.0001
US3140Q85U58 / FNMA 30YR 3.5% 12/01/2047#CA1758 0.44 -2.89 0.0006 -0.0000
US31418DY225 / Fannie Mae Pool 0.44 -3.11 0.0006 -0.0000
US80307AAB52 / SAPPHIRE AVIATION FINANCE II LTD 0.44 -11.38 0.0006 -0.0001
US35906ABE73 / Frontier Communications Corp 0.44 0.46 0.0006 -0.0000
R1CL34 / Royal Caribbean Cruises Ltd. - Depositary Receipt (Common Stock) 0.44 -0.68 0.0006 -0.0000
CITI SWAP PAY 3.795 10/30/29 / DIR (N/A) 0.44 0.0006 0.0006
LIGHTNING POWER LLC 7.25% 08/15/2032 144A / DBT (US53229KAA79) 0.44 0.93 0.0006 -0.0000
US84756NAG43 / Spectra Energy Partners, L.P. 0.43 -5.03 0.0006 -0.0001
GPI / Group 1 Automotive, Inc. 0.43 0.00 0.0006 -0.0000
US3133AEDE15 / FHLG 30YR 1.5% 12/01/2050#QB7301 0.43 -7.10 0.0006 -0.0001
GNII II 2% 08/20/2053#MB0019 / ABS-MBS (US3618N5AV10) 0.43 -2.93 0.0006 -0.0000
US227046AB51 / Crocs Inc 0.43 -0.46 0.0006 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.43 -3.15 0.0006 -0.0000
US345397ZJ59 / Ford Motor Credit Co. LLC 0.43 0.00 0.0006 -0.0000
MUR / Murphy Oil Corporation 0.43 -4.04 0.0006 -0.0001
US88033GDQ01 / CORP. NOTE 0.43 0.71 0.0006 -0.0000
US3140QEFC18 / FNMA 20YR 2.5% 07/01/2040#CA6462 0.43 -1.84 0.0006 -0.0000
US674599CS21 / Occidental Petroleum Corp 0.43 -0.93 0.0006 -0.0000
N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) 0.43 -5.96 0.0006 -0.0001
TPB / Turning Point Brands, Inc. 0.43 1.67 0.0006 -0.0000
GNII 15YR 3% 03/20/2031#MA3496 / ABS-MBS (US36179R3D98) 0.43 -6.59 0.0006 -0.0001
US31418CAH79 / Fannie Mae Pool 0.42 -4.07 0.0006 -0.0001
US3140X72A66 / FNMA UMBS, 15 Year 0.42 -3.64 0.0006 -0.0001
US835898AH05 / SOTHEBYS 7.375% 10/15/2027 144A 0.42 -0.70 0.0006 -0.0000
VENTURE GLOBAL PLAQUE 7.5% 05/01/2033 144A / DBT (US922966AA47) 0.42 0.0006 0.0006
US12467AAF57 / C&S Group Enterprises LLC 0.42 1.45 0.0006 -0.0000
US92343VFE92 / Verizon Communications Inc 0.42 0.72 0.0006 -0.0000
US36179WP937 / Government National Mortgage Association (GNMA) 0.42 -4.33 0.0006 -0.0001
US364760AQ18 / Gap Inc/The 0.42 0.48 0.0006 -0.0000
US3140EVAV96 / Fannie Mae Pool 0.42 -5.20 0.0006 -0.0001
US31416XJZ42 / FNMA 4.00% 1/41 #AB2079 0.42 -4.35 0.0006 -0.0001
US670001AH91 / Novelis Corp 0.42 0.97 0.0006 -0.0000
US3136AQCV00 / FNR 2015-70 JC 3% 10/45 0.42 -4.58 0.0006 -0.0001
US50187TAH95 / LGI Homes, Inc. 0.42 -2.58 0.0006 -0.0000
US56085UAB98 / BANK LOAN NOTE 0.42 8.90 0.0006 0.0000
US3140QNQH84 / UMBS 0.42 -4.60 0.0006 -0.0001
FIESTA PURCHASER INC 7.875% 03/01/2031 144A / DBT (US31659AAA43) 0.41 1.72 0.0005 -0.0000
US26439XAH61 / DCP Midstream Operating LP 0.41 -3.94 0.0005 -0.0001
US3140GVN358 / FNMA 30YR 3.5% 08/01/2047#BH6709 0.41 -3.50 0.0005 -0.0000
NGD / New Gold Inc. 0.41 0.0005 0.0005
SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) 0.41 0.0005 0.0005
US94767KAN19 / WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027 0.41 -0.48 0.0005 -0.0000
US31418B6J09 / Fannie Mae Pool 0.41 -3.73 0.0005 -0.0000
POST / Post Holdings, Inc. 0.41 -0.73 0.0005 -0.0000
US3137FANA20 / FEDERAL HOME LN MTG MLT CTF GT 2017-4709 FE 1ML+35 08/15/2047 0.41 -2.62 0.0005 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.41 0.0005 0.0005
US3133KPFV58 / Freddie Mac Pool 0.41 -5.34 0.0005 -0.0001
US47216FAA57 / Jazz Securities DAC 0.41 0.00 0.0005 -0.0000
US12648GAY35 / CSMC 2014 3R AA1 CSTR 05/37 0.41 -1.93 0.0005 -0.0000
XS2066744231 / Carnival PLC 0.41 -0.25 0.0005 -0.0000
SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.41 0.0005 0.0005
US38723BAJ08 / WIN WASTE TERM B 1LN 03/25/2028 0.40 0.25 0.0005 -0.0000
US3140HHGK56 / FNMA 30YR 3.5% 04/48#BK3801 0.40 -2.88 0.0005 -0.0000
SITIOS LATINOAMERICA SAB DE CV 6% 11/25/2029 144A / DBT (US82983PAA12) 0.40 0.25 0.0005 -0.0000
LBTYB / Liberty Global Ltd. 0.40 1.77 0.0005 -0.0000
SIG COMBIBLOC PURCHASECO SARL 3.75% 03/19/2030 REGS / DBT (XS3017995518) 0.40 0.0005 0.0005
US058498AZ97 / Ball Corp 0.40 0.25 0.0005 -0.0000
OTEX / Open Text Corporation 0.40 1.26 0.0005 -0.0000
US36170JAC09 / GGAM Finance Ltd. 0.40 -0.50 0.0005 -0.0000
US31418CNG59 / Fannie Mae Pool 0.40 -5.23 0.0005 -0.0001
FMCC / Federal Home Loan Mortgage Corporation 0.40 -4.32 0.0005 -0.0001
US FOODS INC 5.75% 04/15/2033 144A / DBT (US90290MAJ09) 0.40 -0.25 0.0005 -0.0000
US31417ETZ42 / FNMA 30YR 3.0% 02/01/2043#AB7767 0.40 -5.02 0.0005 -0.0001
US04649VBB53 / Asurion LLC, Term Loan B10 0.40 -0.50 0.0005 -0.0000
US91324PCQ37 / UnitedHealth Group Inc 0.40 -2.47 0.0005 -0.0000
US3132CW4V37 / Federal Home Loan Mortgage Corporation 0.39 -5.54 0.0005 -0.0001
US366651AC11 / Gartner Inc 0.39 1.04 0.0005 -0.0000
SNAP / Snap Inc. - Depositary Receipt (Common Stock) 0.39 0.00 0.0005 -0.0000
US46579R2031 / IVANPLATS LTD 144A 0.39 -3.23 0.0005 -0.0000
US665530AB71 / Northern Oil and Gas Inc 0.39 0.0005 0.0005
US3133AMPQ33 / FHLG 30YR 1.5% 06/01/2051#QC3131 0.39 -3.50 0.0005 -0.0000
US3132WM7H15 / Freddie Mac Gold Pool 0.39 -3.02 0.0005 -0.0000
NBR / Nabors Industries Ltd. 0.39 -24.02 0.0005 -0.0002
US3138AXGL98 / Fannie Mae Pool 0.39 -6.54 0.0005 -0.0001
CA135087N266 / Canada Government Bond 0.39 4.34 0.0005 -0.0000
US3140HKCY26 / FNMA 30YR 3.5% 05/01/2048#BK5486 0.39 -3.02 0.0005 -0.0000
US3140X9M938 / Fannie Mae Pool 0.39 -3.75 0.0005 -0.0000
US3136AA6R16 / FEDERAL NAT MTG ASN GTD REM PA 12-154 F 1ML+30 01/25/2043 0.39 -3.02 0.0005 -0.0000
US92328MAE30 / Venture Global Calcasieu Pass LLC 0.39 -0.77 0.0005 -0.0000
AMERICAN ROCK SALT TERM 1ST OUT TL B 1LN 6/9/2028 / LON (US02932JAT43) 0.39 25.41 0.0005 0.0001
WAYFAIR LLC 7.25% 10/31/2029 144A / DBT (US94419NAA54) 0.38 -4.24 0.0005 -0.0000
US36179WG282 / Ginnie Mae II Pool 0.38 -4.24 0.0005 -0.0000
US31418BYV25 / Fannie Mae Pool 0.38 -3.27 0.0005 -0.0000
US3140F0H806 / Fannie Mae Pool 0.38 -3.52 0.0005 -0.0000
US161175AY09 / Charter Communications Operating LLC / Charter Communications Operating Capital 0.38 0.00 0.0005 -0.0000
US3132A9U391 / FHLG 15YR 4% 05/01/2033#ZS8702 0.38 -6.13 0.0005 -0.0001
XAL4780EAC83 / Lonza Group AG USD Term Loan B 0.38 -1.29 0.0005 -0.0000
US00038RAB24 / Aaset 2019-2 Trust 0.38 -57.71 0.0005 -0.0007
US50190EAC84 / LCM Investments Holdings II LLC 0.38 0.53 0.0005 -0.0000
US14835JAQ31 / CAST and CREW TERM B INCR 1LN 12/30/2028 0.38 -4.51 0.0005 -0.0001
KRONOS ACQUISITION HOLDINGS INC 8.25% 06/30/2031 144A / DBT (US50106GAG73) 0.38 -6.86 0.0005 -0.0001
US3132KFL347 / Freddie Mac Gold Pool 0.38 -4.76 0.0005 -0.0001
US3128P76T59 / Freddie Mac Gold Pool 0.38 -4.30 0.0005 -0.0000
US3131Y0ZB11 / Freddie Mac Pool 0.38 -2.84 0.0005 -0.0000
MARS INC 5.8% 05/01/2065 144A / DBT (US571676BD64) 0.38 0.0005 0.0005
US3622A2VZ21 / GNMA 30YR 4% 04/15/2046#784232 0.38 -2.09 0.0005 -0.0000
US92858TAC09 / VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A 0.38 0.54 0.0005 -0.0000
WASTE PRO USA INC 7% 02/01/2033 144A / DBT (US94107JAC71) 0.37 1.36 0.0005 -0.0000
DE000C4SA6R6 / EURO STOXX 50 Index 0.37 0.0005 0.0005
US29446MAJ18 / Equinor ASA 0.37 0.54 0.0005 -0.0000
US001055BJ00 / SR UNSECURED 04/30 3.6 0.37 1.08 0.0005 -0.0000
US3138WJH927 / FNMA 20YR 3% 11/01/2036#AS8355 0.37 -2.63 0.0005 -0.0000
KIMMERIDGE TEXAS GAS LLC 8.5% 02/15/2030 144A / DBT (US49446BAA26) 0.37 -3.14 0.0005 -0.0000
BBD.A / Bombardier Inc. 0.37 0.0005 0.0005
US3140QLGU40 / UMBS 0.37 -4.40 0.0005 -0.0000
US3132WDBQ68 / FHLG 30YR 3.5% 04/01/2046#Q40046 0.37 -4.65 0.0005 -0.0000
NSIT / Insight Enterprises, Inc. 0.37 0.00 0.0005 -0.0000
US31307RAA32 / Freddie Mac Gold Pool 0.37 -8.04 0.0005 -0.0001
XS2679898184 / REWE International Finance BV 0.37 9.28 0.0005 0.0000
AVALARA TERM B 1LN 3/26/2032 / LON (US05338KAB35) 0.36 0.0005 0.0005
XS2290544068 / CPI Property Group SA 0.36 8.01 0.0005 0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.36 -5.94 0.0005 -0.0001
US043436AX21 / Asbury Automotive Group Inc 0.36 0.28 0.0005 -0.0000
US81105DAA37 / SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875 0.36 21.00 0.0005 0.0001
US3138ERNP16 / Fannie Mae Pool 0.36 -2.95 0.0005 -0.0000
US3128MJ5M80 / FEDERAL HOME LOAN MORTGAGE CORP 3.5% 11/01/2048 G30 0.36 -5.00 0.0005 -0.0001
SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A / DBT (US81180LAA35) 0.36 0.0005 0.0005
APA CORP 5.25% 02/01/2042 144A / DBT (US03743QAJ76) 0.36 -9.77 0.0005 -0.0001
US3138WQAX02 / Fannie Mae Pool 0.36 -3.74 0.0005 -0.0000
N1WL34 / Newell Brands Inc. - Depositary Receipt (Common Stock) 0.36 -7.24 0.0005 -0.0001
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.36 -4.77 0.0005 -0.0000
US897051AC29 / Tronox Inc 0.36 -64.94 0.0005 -0.0009
US3132FCBK09 / FHLG 5.50% 5/34 #Z40042 0.36 -5.31 0.0005 -0.0001
FM / First Quantum Minerals Ltd. 0.36 -2.46 0.0005 -0.0000
GSCOFI SWAP CZ030007 12/17/57 B / DCR (N/A) 0.36 0.0005 0.0005
US3140EU4J51 / FNMA 30YR 3.5% 04/01/2046#BC0824 0.36 -3.79 0.0005 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.36 -3.79 0.0005 -0.0000
SUMMIT MIDSTREAM HOLDINGS LLC 8.625% 10/31/2029 144A / DBT (US86614JAA34) 0.36 -4.57 0.0005 -0.0000
ROCKIES EXPRESS PIPELINE LLC 6.75% 03/15/2033 144A / DBT (US77340RAU14) 0.36 0.0005 0.0005
US36204DT828 / GNMA 30YR 4.5% 06/15/2041#366975 0.35 -1.39 0.0005 -0.0000
US3132QNGS26 / Freddie Mac Gold Pool 0.35 -5.61 0.0005 -0.0001
US12515HBA23 / CD Mortgage Trust 0.35 -11.81 0.0005 -0.0001
WPC / W. P. Carey Inc. 0.35 8.36 0.0005 0.0000
US3140QMU369 / Fannie Mae Pool 0.35 -3.86 0.0005 -0.0000
MATV / Mativ Holdings, Inc. 0.35 -7.92 0.0005 -0.0001
US3132WGQ679 / Freddie Mac Gold Pool 0.35 -3.06 0.0005 -0.0000
US3132GKF925 / Freddie Mac Gold Pool 0.35 -4.12 0.0005 -0.0000
AMPRION GMBH 3.625% 05/21/2031 REGS / DBT (DE000A383BP6) 0.35 9.09 0.0005 0.0000
CITYCON TREASURY BV 5.375% 07/08/2031 REGS / DBT (XS3043331977) 0.35 0.0005 0.0005
US31419HC428 / FNMA 4.00% 2/41 #AE6390 0.35 -5.46 0.0005 -0.0001
CITYCON TREASURY BV 5% 03/11/2030 REGS / DBT (XS2956850189) 0.35 9.18 0.0005 0.0000
CLF / Cleveland-Cliffs Inc. 0.35 -13.97 0.0005 -0.0001
KPN / Koninklijke KPN N.V. 0.34 7.84 0.0005 0.0000
US3132LQV614 / FHLG 20YR 4% 08/01/2038#K94337 0.34 -11.37 0.0005 -0.0001
US3140KTGV13 / FNMA 30YR 2% 06/01/2051#BQ7411 0.34 -3.66 0.0005 -0.0000
GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) 0.34 0.0005 0.0005
FMCC / Federal Home Loan Mortgage Corporation 0.34 -4.49 0.0005 -0.0000
GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) 0.34 0.0004 0.0004
US3140QNSX17 / Federal National Mortgage Association 0.34 -4.25 0.0004 -0.0000
US3140M5R490 / FNMA 30YR 6.5% 07/01/2053#BU4106 0.34 -0.88 0.0004 -0.0000
FISERV FUNDING UNLTD CO 3.5% 06/15/2032 / DBT (XS3060660050) 0.34 0.0004 0.0004
US71880K1016 / Phinia Inc 0.34 -0.30 0.0004 -0.0000
ECPG / Encore Capital Group, Inc. 0.34 0.00 0.0004 -0.0000
US912810TU25 / United States Treasury Note/Bond 0.33 -4.84 0.0004 -0.0000
PBF HLDG CO LLC / PBF FIN CORP 9.875% 03/15/2030 144A / DBT (US69318FAM05) 0.33 0.0004 0.0004
US38378UQY63 / GNMA 13-149 MA 2.5% 5/20/40 0.33 -13.05 0.0004 -0.0001
SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.33 0.0004 0.0004
CELANESE US HLDGS LLC 6.5% 04/15/2030 / DBT (US15089QAZ72) 0.33 0.0004 0.0004
FMCC / Federal Home Loan Mortgage Corporation 0.33 -3.25 0.0004 -0.0000
GOOGL / Alphabet Inc. - Depositary Receipt (Common Stock) 0.33 0.0004 0.0004
US3620AMD741 / GNMA 5.00% 6/40 #733726 0.32 -2.70 0.0004 -0.0000
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.32 0.0004 0.0004
US36180C4V87 / GNMA 30YR 3.5% 02/15/2043#AD1736 0.32 -4.72 0.0004 -0.0000
CITI SWAP REC 3.795 10/30/29 / DIR (N/A) 0.32 0.0004 0.0004
BASS PRO TERM B 1LN 01/23/2032 / LON (US07014QAP63) 0.32 205.71 0.0004 0.0003
US36168QAQ73 / GFL Environmental Inc 0.32 0.00 0.0004 -0.0000
BCS / Barclays PLC - Depositary Receipt (Common Stock) 0.32 -1.23 0.0004 -0.0000
US74969TAA88 / RMF Buyout Issuance Trust 2021-HB1 0.32 -59.39 0.0004 -0.0007
US3138WGX664 / FNMA 30YR 3% 04/01/2046#AS7000 0.32 -3.90 0.0004 -0.0000
GNII II 2% 06/20/2054#MA9772 / ABS-MBS (US36179Y2D53) 0.32 -17.78 0.0004 -0.0001
US3140EUGY98 / Fannie Mae Pool 0.32 -4.78 0.0004 -0.0000
GNII II 2% 01/20/2054#MA9416 / ABS-MBS (US36179YN912) 0.32 -7.02 0.0004 -0.0001
US3138MRK677 / Fannie Mae Pool 0.32 -3.93 0.0004 -0.0000
US3132XXNS42 / Freddie Mac Gold Pool 0.32 -3.67 0.0004 -0.0000
US3140QM5Y60 / FNMA 30YR 3% 01/01/2052#CB2662 0.31 -4.85 0.0004 -0.0000
US36202FKM76 / Ginnie Mae II Pool 0.31 -3.68 0.0004 -0.0000
CANADA GOVERNMENT OF 3% 06/01/2034 / DBT (CA135087R481) 0.31 2.97 0.0004 -0.0000
OT MIDCO INC 10% 02/15/2030 144A / DBT (US68877AAA25) 0.31 0.0004 0.0004
US31292LH990 / FHLG 4.00% 4/42 #C03856 0.31 -2.81 0.0004 -0.0000
ACHC / Acadia Healthcare Company, Inc. 0.31 0.0004 0.0004
WALKER and DUNLOP INC 6.625% 04/01/2033 144A / DBT (US93148PAA03) 0.31 0.0004 0.0004
US3140X9Y826 / Fannie Mae Pool 0.31 -4.37 0.0004 -0.0000
US31417ACZ03 / FNMA 4.00% 10/41 #AB3687 0.31 -4.97 0.0004 -0.0000
US31417FPP70 / FNMA 30YR 3.0% 02/01/2043#AB8529 0.31 -4.09 0.0004 -0.0000
SOUTH WEST WATER FINANCE PLC 5.75% 12/11/2032 REGS / DBT (XS2956847805) 0.30 5.92 0.0004 0.0000
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7% 02/01/2030 144A / DBT (US70052LAD55) 0.30 -1.31 0.0004 -0.0000
US3138WLCE16 / Fannie Mae Pool 0.30 -3.53 0.0004 -0.0000
GNII II 2% 01/20/2054#MA9481 / ABS-MBS (US36179YRA46) 0.30 -2.92 0.0004 -0.0000
US3137A7WV85 / FHR 3832 PE 5% 3/41 0.30 -1.97 0.0004 -0.0000
US875127AV48 / Tampa Electric 6.55% Notes 5/15/36 0.30 -2.61 0.0004 -0.0000
US3138WQAW29 / FANNIE MAE POOL UMBS P#AT2720 3.00000000 0.30 -4.19 0.0004 -0.0000
SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) 0.30 0.0004 0.0004
XS1664647499 / BAT Capital Corp. 0.30 7.66 0.0004 0.0000
US31418CVE10 / Fannie Mae Pool 0.30 -4.53 0.0004 -0.0000
XS0989394589 / Credit Suisse Group AG 0.30 -20.05 0.0004 -0.0001
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.29 0.0004 0.0004
US31417GM290 / FNMA 30YR 3.5% 05/01/2043#AB9376 0.29 -4.23 0.0004 -0.0000
US136385AG66 / Canadian Natural Resources 5.85% Bonds 2/1/35 0.29 -2.33 0.0004 -0.0000
US31417AJS96 / FNMA 4.00% 11/41 #AB3872 0.29 -3.29 0.0004 -0.0000
US31395MT747 / FHR 2933 ZM 5.75% 02/15/2035 0.29 -2.65 0.0004 -0.0000
US92328MAB90 / Venture Global Calcasieu Pass LLC 0.29 -0.68 0.0004 -0.0000
US3140X8GK75 / FNMA 15YR 1.5% 12/01/2035#FM4701 0.29 -3.93 0.0004 -0.0000
US36198NZV09 / GNMA II 4% 03/44#AI2556 0.29 -1.35 0.0004 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.29 -2.98 0.0004 -0.0000
US78646UAB52 / Safehold Operating Partnership LP 0.29 -1.68 0.0004 -0.0000
US36179NF788 / Ginnie Mae II Pool 0.29 -3.95 0.0004 -0.0000
US377320AA45 / Glatfelter Corp 0.29 -9.03 0.0004 -0.0001
WILLIAMS SCOTSMAN INC 6.625% 04/15/2030 144A / DBT (US96949VAN38) 0.29 0.0004 0.0004
US36202FZX76 / Ginnie Mae II Pool 0.29 -3.96 0.0004 -0.0000
US31418DUC46 / Fannie Mae Pool 0.29 -3.67 0.0004 -0.0000
US3132WMY994 / Freddie Mac Gold Pool 0.29 -3.03 0.0004 -0.0000
US226373AT56 / Crestwood Midstream Partners LP 0.29 -0.35 0.0004 -0.0000
US3138WJXB91 / Fannie Mae Pool 0.29 -3.69 0.0004 -0.0000
US3140QCNG73 / FNMA 15YR 3% 12/01/2034#CA4890 0.29 -4.97 0.0004 -0.0000
US3133AXLK63 / FHLG 30YR 3% 11/01/2051#QD1230 0.29 -2.71 0.0004 -0.0000
XS2560994381 / COMMERZBANK AG 8.625%/VAR 02/28/2033 REGS 0.29 6.30 0.0004 0.0000
US3140X54P53 / Fannie Mae Pool 0.29 -4.01 0.0004 -0.0000
US3140XDYW05 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.29 0.0004 0.0004
US69357VAA35 / PMHC II Inc 0.29 -53.12 0.0004 -0.0005
US3138EP7H13 / Fannie Mae Pool 0.28 -3.41 0.0004 -0.0000
US3132J4MR70 / FHLG 20YR 3.5% 05/01/2038#G31067 0.28 -4.07 0.0004 -0.0000
US3140XADW94 / UMBS, 30 Year 0.28 -5.07 0.0004 -0.0000
US3140JNFH86 / FNMA 30YR 4.5% 02/01/2049#BN5567 0.28 -2.43 0.0004 -0.0000
US36202FY595 / Ginnie Mae II Pool 0.28 -4.11 0.0004 -0.0000
US3622A2HM73 / GNMA 30YR 3.5% 04/15/2043#783836 0.28 -11.67 0.0004 -0.0001
CANO HEALTH LLC / EC (N/A) 0.02 0.28 0.0004 0.0004
US86745GAF00 / Sunnova Energy Corp 0.28 61.27 0.0004 0.0001
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.28 0.0004 0.0004
US3140GPNU80 / FNMA 30YR 3.5% 05/47#BH1302 0.28 -3.14 0.0004 -0.0000
US3140K5JZ18 / Fannie Mae Pool 0.28 -5.44 0.0004 -0.0000
COUGAR JV SUBSIDIARY LLC 8% 05/15/2032 144A / DBT (US22208WAA18) 0.28 -0.71 0.0004 -0.0000
IHS / IHS Holding Limited 0.28 0.00 0.0004 -0.0000
AZULE ENERGY FINANCE PLC 8.125% 01/23/2030 144A / DBT (US05501YAA64) 0.28 -3.82 0.0004 -0.0000
ILIAD HOLDING SAS 7% 04/15/2032 144A / DBT (US449691AG96) 0.28 -0.36 0.0004 -0.0000
IHS / IHS Holding Limited 0.28 -1.08 0.0004 -0.0000
US31419L3N11 / FNMA 30YR 4% 12/01/2040#AE9804 0.27 -2.84 0.0004 -0.0000
US812127AA61 / Sealed Air Corp. 0.27 0.37 0.0004 -0.0000
US36202FP759 / Ginnie Mae II Pool 0.27 -2.87 0.0004 -0.0000
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.27 0.0004 0.0004
US36297GNL04 / GNMA 4.00% 3/40 #711495 0.27 -1.82 0.0004 -0.0000
US64830MAG87 / New Residential Mortgage Loan Trust 2019-5 0.27 -4.95 0.0004 -0.0000
US456873AC20 / Ingersoll-Rand Luxembourg Finance SA 0.27 -6.62 0.0004 -0.0000
US31335CC930 / Freddie Mac Gold Pool 0.27 -4.63 0.0004 -0.0000
US896288AC18 / TriNet Group, Inc. 0.27 0.75 0.0004 -0.0000
MSCS SWAP CZ030007 12/17/57 B / DCR (N/A) 0.27 0.0004 0.0004
US77340RAR84 / Rockies Express Pipeline LLC 0.27 0.38 0.0004 -0.0000
US404280CF48 / HSBC Holdings PLC 0.26 0.76 0.0003 -0.0000
US98389BAN01 / Xcel Energy Inc. 4.8% Senior Notes 09/15/41 0.26 -5.04 0.0003 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.26 -9.00 0.0003 -0.0001
US3128MMXJ76 / Freddie Mac Gold Pool 0.26 -5.73 0.0003 -0.0000
US3132WDCX01 / FHLG 30YR 3.5% 04/01/2046#Q40085 0.26 -5.42 0.0003 -0.0000
US3138ENRB79 / FNMA 30YR 4.5% 09/01/2042#AL5881 0.26 -6.09 0.0003 -0.0000
US31397CDM82 / FEDERAL HOME LN MTG 3237 C 5.5% 11/15/2036 0.26 -5.09 0.0003 -0.0000
US3132XVLQ48 / FHLG 30YR 3.5% 12/01/2047#Q53034 0.26 -4.74 0.0003 -0.0000
US30161NBB64 / Exelon Corp 0.26 0.77 0.0003 -0.0000
US893574AP88 / Transcontinental Gas Pipe Line Co LLC 0.26 0.39 0.0003 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.26 -3.00 0.0003 -0.0000
US3140QCS562 / FNMA 15YR 3% 01/01/2035#CA5039 0.26 -5.49 0.0003 -0.0000
ST / Sensata Technologies Holding plc 0.26 1.18 0.0003 -0.0000
US00109LAA17 / ADT Security Corp. 0.26 1.18 0.0003 -0.0000
US87470LAK70 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 0.26 -1.15 0.0003 -0.0000
US3132D6A834 / FHLG 15YR 1.5% 12/01/2036#SB8131 0.26 -2.65 0.0003 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.26 -4.81 0.0003 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.26 0.0003 0.0003
US31374CNW28 / Fannie Mae Pool 0.25 -5.93 0.0003 -0.0000
US3140XDPE08 / FNMA 30YR 1.5% 08/01/2051#FM9420 0.25 -3.79 0.0003 -0.0000
AAL / American Airlines Group Inc. 0.25 -20.25 0.0003 -0.0001
US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) 0.25 0.0003 0.0003
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.25 0.0003 0.0003
OCP AEGIS CLO 2024-39 LTD D1 TSFR3M+280 01/16/2037 144A / ABS-CBDO (US67120EAN31) 0.25 0.0003 0.0003
US3132L65K34 / FHLG 30YR 3.5% 05/01/2040#V81750 0.25 -2.37 0.0003 -0.0000
CPI ACQUISITION INC 10% 07/15/2029 144A / DBT (US12598FAC32) 0.25 -2.37 0.0003 -0.0000
US140944AA76 / Capstone Borrower Inc 0.25 -1.59 0.0003 -0.0000
PALMER SQUARE LN FDG 2024-2 LTD D TSFR3M+470 01/15/2033 144A / ABS-CBDO (US69703HAA59) 0.25 -1.59 0.0003 -0.0000
US345397B934 / Ford Motor Credit Co., LLC 0.25 -0.40 0.0003 -0.0000
US3132HNH360 / FHLG 3.50% 10/42 #Q12050 0.25 -3.15 0.0003 -0.0000
US35563PGL76 / SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3 M55D 4% 08/25/2057 0.25 -3.16 0.0003 -0.0000
US780153BK72 / Royal Caribbean Cruises Ltd 0.25 0.00 0.0003 -0.0000
US3140QLJ232 / FNMA 15YR 2% 07/01/2036#CB1180 0.24 -96.46 0.0003 -0.0100
US31418EPC83 / FNMA 30YR 5% 02/01/2053#MA4918 0.24 -3.94 0.0003 -0.0000
AMERICAN ROCK SALT TERM 1ST OUT DD TL 1LN 6/9/2028 / LON (US02932JAU16) 0.24 -25.38 0.0003 -0.0001
US95001FAY16 / Wells Fargo Commercial Mortgage Trust 2017-RC1 0.24 -22.78 0.0003 -0.0001
US31417DU688 / FNMA 30YR 3.0% 11/01/2042#AB6904 0.24 -4.71 0.0003 -0.0000
US3132LQWA10 / FHLG 20YR 4% 08/01/2038#K94341 0.24 -9.33 0.0003 -0.0001
US3133AUFA17 / FHLG 30YR 3% 10/01/2051#QC9161 0.24 -3.19 0.0003 -0.0000
VOD / Vodafone Group Public Limited Company - Depositary Receipt (Common Stock) 0.24 -0.82 0.0003 -0.0000
US3131Y3BX36 / FHLG 30YR 4% 09/01/2048#ZM8154 0.24 -2.82 0.0003 -0.0000
US3140J6CW50 / Fannie Mae Pool 0.24 -4.74 0.0003 -0.0000
US3140X6W982 / Fannie Mae Pool 0.24 -3.21 0.0003 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.24 0.0003 0.0003
US366651AE76 / Gartner Inc 0.24 0.85 0.0003 -0.0000
US3140XDKE52 / Fannie Mae Pool 0.24 0.0003 0.0003
US31417CAZ86 / Fannie Mae Pool 0.24 -5.58 0.0003 -0.0000
US31419AWP82 / FNMA ARM 3.472% 12/01/2040#AE0653 0.24 -5.22 0.0003 -0.0000
US3138WMWJ65 / FNMA 30YR 3.5% 4/1/43 #AT0648 0.24 -2.07 0.0003 -0.0000
US3140X9ZM04 / Fannie Mae Pool 0.24 -5.60 0.0003 -0.0000
US3140Q9MZ32 / FNMA 30YR 3.5% 08/01/2048#CA2175 0.24 -2.89 0.0003 -0.0000
US3140Q75R48 / Fannie Mae Pool 0.24 -3.69 0.0003 -0.0000
WESTINGHOUSE TERM B 1LN 1/27/2031 / LON (US92943LAC46) 0.23 -0.43 0.0003 -0.0000
US36202FLN41 / Ginnie Mae II Pool 0.23 -3.31 0.0003 -0.0000
US3138EQB766 / Fannie Mae Pool 0.23 -3.32 0.0003 -0.0000
US3131Y7M205 / FHLG 30YR 4% 11/01/2048#ZN1277 0.23 -2.92 0.0003 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.23 -1.69 0.0003 -0.0000
US3132WPNK90 / Freddie Mac Gold Pool 0.23 -2.94 0.0003 -0.0000
US3140XHHS99 / Fannie Mae Pool 0.23 -4.18 0.0003 -0.0000
US3138EMTR21 / Fannie Mae Pool 0.23 -3.78 0.0003 -0.0000
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.23 0.0003 0.0003
US31339U3D06 / Freddie Mac Pool 0.23 -3.80 0.0003 -0.0000
US3617GSS913 / Ginnie Mae II Pool 0.23 -3.40 0.0003 -0.0000
US3128P75Z29 / Freddie Mac Gold Pool 0.23 -3.83 0.0003 -0.0000
US3133B9Z984 / Freddie Mac Pool 0.23 -3.02 0.0003 -0.0000
US13063BFR87 / CALIFORNIA ST 0.22 -2.19 0.0003 -0.0000
US3140J8JX27 / Fannie Mae Pool 0.22 -3.04 0.0003 -0.0000
US312946ZF67 / FHLG 4.50% 4/41 #A97942 0.22 -3.46 0.0003 -0.0000
US38379WN738 / GOVERNMENT NAT MTG AS REMIC PT 2016-69 WA 3% 02/20/2046 0.22 -2.20 0.0003 -0.0000
US36202FM608 / Ginnie Mae II Pool 0.22 -3.91 0.0003 -0.0000
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.22 0.0003 0.0003
US3138NXXN25 / FNMA 30YR 3.0% 02/01/2043#AR1584 0.22 -3.91 0.0003 -0.0000
US36178YCJ29 / GNMA II 4% 10/20/2042#AC0073 0.22 -1.34 0.0003 -0.0000
US45687AAG76 / Ingersoll-Rand Global Holding Co. Ltd. 0.22 -4.76 0.0003 -0.0000
US3128MMU686 / Freddie Mac Gold Pool 0.22 -6.01 0.0003 -0.0000
UBSG34 / UBS Group AG - Depositary Receipt (Common Stock) 0.22 -0.91 0.0003 -0.0000
GENESIS ENERGY LP/ FIN CORP 7.875% 05/15/2032 / DBT (US37185LAQ59) 0.22 0.46 0.0003 -0.0000
US3132WN2K70 / FHLG 30YR 4% 06/47#Q48877 0.22 -3.98 0.0003 -0.0000
US53218CAE03 / Life 2021-BMR Mortgage Trust 0.22 -84.78 0.0003 -0.0017
US3133KNXZ13 / FHLG 30YR 2.5% 03/01/2047#RA6996 0.22 -3.14 0.0003 -0.0000
US38376RV604 / GNMA 2017-H06 FA 12ML+35 08/66 0.22 -18.56 0.0003 -0.0001
US31397QKY34 / FNR 2011-4 PZ 5% 2/41 0.22 0.94 0.0003 -0.0000
US00511BAA52 / ACURIS FIN US/ACURIS FIN 5% 05/01/2028 144A 0.21 3.88 0.0003 -0.0000
XS2397251807 / HEIMSTADEN BOSTAD AB 3.625/VAR PERP REGS 0.21 10.31 0.0003 0.0000
MSCS SWAP CZ030008 12/17/57 B / DCR (N/A) 0.21 0.0003 0.0003
US31418B2M73 / Federal National Mortgage Association, Inc. 0.21 -4.07 0.0003 -0.0000
US3140X3BP21 / FNMA 15YR 3% 12/34#FM0045 0.21 -5.38 0.0003 -0.0000
US3132J85G14 / FHLG 30YR 3.5% 04/01/2043#Q17646 0.21 -3.21 0.0003 -0.0000
US3132L67D72 / FHLG 30YR 3.5% 06/01/2040#V81792 0.21 -3.65 0.0003 -0.0000
US404280DV88 / HSBC Holdings PLC 0.21 -0.94 0.0003 -0.0000
US3138EQL831 / Fannie Mae Pool 0.21 -4.11 0.0003 -0.0000
US36178DQZ77 / GNMA II 3.0% 12/20/2042#AA5872 0.21 -2.79 0.0003 -0.0000
US3617GM3Q37 / Ginnie Mae II Pool 0.21 -2.79 0.0003 -0.0000
US3140FNLN27 / FNMA 15YR 2.5% 01/01/2032#BE3032 0.21 -3.70 0.0003 -0.0000
US3133KT3P33 / FNMA 20YR 2.5% 05/01/2042#RB0806 0.21 -1.89 0.0003 -0.0000
GNII 15YR 3% 02/20/2031#MA3428 / ABS-MBS (US36179RYZ62) 0.21 -7.14 0.0003 -0.0000
US31418D4D11 / Fannie Mae Pool 0.21 -3.72 0.0003 -0.0000
US31407XA846 / FNMA 30YR 5.0% 07/01/2035#843431 0.21 -2.83 0.0003 -0.0000
US31394EWW47 / FEDERAL NAT MTG ASN GTD REM PA 5.5% 08/25/2035 0.21 -6.79 0.0003 -0.0000
US3140XGX460 / FNMA 30YR UMBS SUPER 0.21 -4.21 0.0003 -0.0000
US36296Q6K09 / Ginnie Mae I Pool 0.21 -2.38 0.0003 -0.0000
US36241L3J36 / GNMA 5.00% 9/41 #783501 0.21 -4.21 0.0003 -0.0000
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) 0.21 0.0003 0.0003
US3140JWBD18 / FNMA 15YR 3.5% 07/01/2034#BO1835 0.21 -5.53 0.0003 -0.0000
US3133KNLB72 / Freddie Mac Pool 0.21 -4.21 0.0003 -0.0000
US3138EJQU57 / FNMA 30YR 3.5% 08/01/2042#AL2266 0.21 -4.21 0.0003 -0.0000
GNII 15YR 3% 09/20/2031#MA3913 / ABS-MBS (US36179SK225) 0.21 -6.82 0.0003 -0.0000
ELLUCIAN TERM 2LN 11/22/2032 / LON (US28917XAE04) 0.20 -0.49 0.0003 -0.0000
ELLUCIAN HOLDINGS INC 6.5% 12/01/2029 144A / DBT (US289178AA37) 0.20 0.00 0.0003 -0.0000
FLATIRON RR CLO 30 LTD E TSFR3M+525 04/15/2038 144A / ABS-CBDO (US33882NAA19) 0.20 0.0003 0.0003
US36241LUU87 / GINNIE MAE I POOL P#783295 4.50000000 0.20 -2.90 0.0003 -0.0000
US31329PXN85 / FED HM LN PC POOL ZA6085 FR 12/48 FIXED 4 0.20 -2.91 0.0003 -0.0000
SUN / Sunoco LP - Limited Partnership 0.20 0.0003 0.0003
US39843UAA07 / Grifols Escrow Issuer SA 0.20 0.51 0.0003 -0.0000
US36179MAY66 / Ginnie Mae II Pool 0.20 -3.41 0.0003 -0.0000
US3138W9GM60 / Federal National Mortgage Association Conventional 15-Yr. Pass Through 0.20 -4.81 0.0003 -0.0000
US023771T329 / American Airlines Inc 0.20 -1.51 0.0003 -0.0000
US3128MMXK40 / Freddie Mac Gold Pool 0.20 -4.39 0.0003 -0.0000
US36179RJE09 / Ginnie Mae II Pool 0.20 -5.31 0.0003 -0.0000
US345397C437 / Ford Motor Credit Co LLC 0.20 -0.51 0.0003 -0.0000
US3131Y03F73 / FHLG 30YR 3.5% 04/01/2048#ZM6198 0.20 -2.99 0.0003 -0.0000
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.20 0.0003 0.0003
US337932AN77 / FirstEnergy Corp 0.20 1.04 0.0003 -0.0000
US31335ANW44 / FHLG 30YR 4.5% 09/01/2041#G60405 0.19 -3.48 0.0003 -0.0000
US3128MJMS65 / Fhlmc Fg G08368 Giant Conv 30 Yr Bond 0.19 -4.43 0.0003 -0.0000
US36179M2Q20 / Ginnie Mae II Pool 0.19 -3.96 0.0003 -0.0000
UST NOTES 4.5% 05/31/2029 / DBT (US91282CKT70) 0.19 0.52 0.0003 -0.0000
US3138ENDS50 / FNMA 30YR 4.5% 06/01/2044#AL5512 0.19 -3.03 0.0003 -0.0000
US3128P74W07 / FHLG 20YR 3.5% 12/01/2033#C91737 0.19 -4.48 0.0003 -0.0000
US3138MRLJ81 / Fannie Mae Pool 0.19 -4.48 0.0003 -0.0000
US00255UAB17 / AASET 2020-1 Trust 0.19 -16.23 0.0003 -0.0001
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.19 0.0003 0.0003
US3128P8DW83 / FHLG 20YR 3% 02/01/2037#C91917 0.19 -4.06 0.0003 -0.0000
US31417GW935 / FNMA 30YR 3.5% 06/01/2043#AB9671 0.19 -5.03 0.0003 -0.0000
US67103HAJ68 / SR UNSECURED 04/30 4.2 0.19 0.53 0.0003 -0.0000
US3132LAGH94 / FHLG 30YR 3.5% 11/47#V84700 0.19 -10.90 0.0002 -0.0000
US3136ACSD42 / FNR 2013-16 GP 3% 1/1/33 0.19 -13.43 0.0002 -0.0001
US3140E0EH47 / Fannie Mae Pool 0.19 -5.56 0.0002 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.19 0.0002 0.0002
SBLOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.19 0.0002 0.0002
US31418DKB72 / UMBS 0.19 -2.09 0.0002 -0.0000
US31416VBM54 / FNMA 4.50% 4/39 #AB0043 0.19 -6.50 0.0002 -0.0000
US3138EHBH46 / Fannie Mae Pool 0.19 -4.12 0.0002 -0.0000
US3132AEGU47 / FHLG 15YR 3.5% 05/01/2032#ZT2011 0.19 -6.53 0.0002 -0.0000
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 6.625% 10/15/2032 144A / DBT (US04364VAX10) 0.19 0.00 0.0002 -0.0000
US3138WRNF32 / FNMA 30YR 3.5% 05/01/2043#AT3989 0.19 -3.14 0.0002 -0.0000
US126405AA77 / CSMC 2020-RPL4 Trust 0.19 -3.14 0.0002 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.18 0.0002 0.0002
US31395UZR57 / FHR 2996 ZD 5.5% 06/35 0.18 -2.65 0.0002 -0.0000
US3128MJ4A51 / Federal Home Loan Mortgage Corp. 0.18 -4.19 0.0002 -0.0000
TALOS PRODUCTION INC 9% 02/01/2029 144A / DBT (US87485LAD64) 0.18 -4.19 0.0002 -0.0000
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.18 0.0002 0.0002
US3140H6QY80 / FNMA 30YR 4% 03/01/2048#BJ4970 0.18 -2.66 0.0002 -0.0000
US3138NY4L62 / Fannie Mae Pool 0.18 -3.70 0.0002 -0.0000
HEXION TERM 1LN 03/15/2029 / LON (US00217XAE67) 0.18 -0.55 0.0002 -0.0000
US431318AS36 / Hilcorp Energy I LP / Hilcorp Finance Co 0.18 -1.09 0.0002 -0.0000
MSCS SWAP CY885802 12/15/56 B / DCR (N/A) 0.18 0.0002 0.0002
US3138EQDM12 / FNMA 30YR 5.0% 11/01/2044#AL7307 0.18 -4.74 0.0002 -0.0000
US31418XHM39 / FNMA 30YR 4.5% 08/01/2035#AD9235 0.18 -3.21 0.0002 -0.0000
US38375BNA60 / GOVERNMENT NAT MTG ASSN HECM 1ML+55 09/20/2061 0.18 -18.47 0.0002 -0.0001
P2OD34 / Insulet Corporation - Depositary Receipt (Common Stock) 0.18 0.0002 0.0002
US29089QAC96 / Emergent BioSolutions Inc 0.18 -5.79 0.0002 -0.0000
US12593FBD50 / Commercial Mortgage Trust, Series 2015-LC21, Class A4 0.18 -91.39 0.0002 -0.0026
US31335A4H84 / FHLG 30YR 4% 02/01/2046#G60824 0.18 -3.26 0.0002 -0.0000
US3140X4XH40 / Fannie Mae Pool 0.18 -5.82 0.0002 -0.0000
US3138WN5F22 / FNMA 30YR 3.5% 4/1/43 #AT1745 0.18 -5.82 0.0002 -0.0000
US38377NRP14 / GNR 2010-170 B 4% 12/40 0.18 -2.20 0.0002 -0.0000
US013822AC54 / Alcoa Nederland Holding BV 0.18 -0.56 0.0002 -0.0000
US3132DM3L70 / FHLG 30YR 3% 01/01/2052#SD0803 0.18 -4.86 0.0002 -0.0000
US86828LAC63 / Superior Plus LP / Superior General Partner Inc 0.18 2.34 0.0002 -0.0000
US312946Q257 / FHLG 30YR 4.5% 03/01/2041#A97673 0.17 -2.81 0.0002 -0.0000
US3140QKT738 / FANNIE MAE POOL UMBS P#CB0573 2.50000000 0.17 -4.42 0.0002 -0.0000
US36241LKV70 / GNMA 4.50% 6/40 #783008 0.17 -1.70 0.0002 -0.0000
US3138EKJV86 / FNMA 20YR 2.5% 01/01/2033#AL2975 0.17 -3.89 0.0002 -0.0000
SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 7.75% 10/15/2029 144A / DBT (US84749AAC18) 0.17 -6.01 0.0002 -0.0000
US3138EHVP42 / FNMA 4.00% 3/42 #AL1521 0.17 -4.97 0.0002 -0.0000
US761713BA36 / Reynolds American Inc 0.17 -1.16 0.0002 -0.0000
US36241LWX09 / GNMA 30YR 6.0% 05/15/2040#783362 0.17 -3.39 0.0002 -0.0000
US36178WGU71 / Ginnie Mae I Pool 0.17 -2.30 0.0002 -0.0000
US3138EPYQ14 / Fannie Mae Pool 0.17 -3.95 0.0002 -0.0000
KASEYA TERM B 1LN 3/20/2032 / LON (US48578AAB44) 0.17 0.0002 0.0002
US3138EPH641 / FNMA 30YR 5.252% 08/01/2041# 0.17 -5.59 0.0002 -0.0000
US527298BU63 / Level 3 Financing Inc 0.17 0.60 0.0002 -0.0000
US3132L7RM32 / Freddie Mac Gold Pool 0.17 -4.55 0.0002 -0.0000
US3138MBXL57 / FNMA 3.50% 10/42 #AP7882 0.17 -2.34 0.0002 -0.0000
US3132WDKY91 / Freddie Mac Gold Pool 0.17 -6.18 0.0002 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.17 0.0002 0.0002
US043436AW48 / Asbury Automotive Group Inc 0.17 0.00 0.0002 -0.0000
US36202FKN59 / Ginnie Mae II Pool 0.17 -2.35 0.0002 -0.0000
US3140HHTC93 / FNMA 15YR 3% 04/01/2033#BK4146 0.17 -3.51 0.0002 -0.0000
US3138EHKF88 / Fannie Mae Pool 0.17 -3.51 0.0002 -0.0000
US3140XFD324 / Fannie Mae Pool 0.16 -3.53 0.0002 -0.0000
US3132DNEW92 / Freddie Mac Pool 0.16 -4.12 0.0002 -0.0000
US432891AK52 / Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp 0.16 0.62 0.0002 -0.0000
US31417EWG24 / Fannie Mae Pool 0.16 -3.57 0.0002 -0.0000
US3133AJA861 / FHLG 30YR 1.5% 03/01/2051#QC0031 0.16 -3.57 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.16 -2.99 0.0002 -0.0000
US31334WND91 / FHLG 30YR 3.5% 06/01/2049#QA0388 0.16 -2.42 0.0002 -0.0000
US31335BEU61 / Freddie Mac Gold Pool 0.16 -4.73 0.0002 -0.0000
US3132XYLF22 / FHLG 30YR 4% 04/01/2048#Q55725 0.16 -9.09 0.0002 -0.0000
US237266AJ06 / Darling Ingredients Inc 0.16 0.00 0.0002 -0.0000
US3140QKN871 / Fannie Mae Pool 0.16 -3.61 0.0002 -0.0000
US38376RUU84 / GNR 2016-H13 FB T1Y+50 05/20/2066 0.16 -4.19 0.0002 -0.0000
US3140XDQS84 / Uniform Mortgage-Backed Securities 0.16 0.0002 0.0002
US3132GRHH75 / Freddie Mac Gold Pool 0.16 -3.64 0.0002 -0.0000
US36209RUT84 / Ginnie Mae I Pool 0.16 -1.86 0.0002 -0.0000
US281020AX52 / Edison International 0.16 0.0002 0.0002
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.16 -4.27 0.0002 -0.0000
US14856GAB68 / Castlelake Aircraft Structured Trust 2021-1 0.16 -73.96 0.0002 -0.0006
US57665RAL06 / Match Group Inc 0.16 1.96 0.0002 -0.0000
SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD 7.5%/VAR 03/01/2055 144A / DBT (US836720AH56) 0.16 0.0002 0.0002
US36179MC324 / Ginnie Mae II Pool 0.16 -1.27 0.0002 -0.0000
US084659AV35 / Berkshire Hathaway Energy Co 0.15 0.00 0.0002 -0.0000
US36202FSE78 / Ginnie Mae II Pool 0.15 -3.14 0.0002 -0.0000
US3132WK4G05 / Freddie Mac Gold Pool 0.15 -2.55 0.0002 -0.0000
US31418DZ628 / UMBS Fannie Mae Pool 0.15 -3.16 0.0002 -0.0000
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 6.75% 08/15/2032 144A / DBT (US82453AAB35) 0.15 0.0002 0.0002
DE000C4SA6R6 / EURO STOXX 50 Index 0.15 0.0002 0.0002
US3617M76W30 / GNMA II 3.5% 12/20/2049#BR8985 0.15 -3.80 0.0002 -0.0000
US3140QG5R46 / Fannie Mae Pool 0.15 -3.80 0.0002 -0.0000
US31418D6B37 / Fannie Mae Pool 0.15 -3.80 0.0002 -0.0000
CARLYLE US CLO 2024-6 LTD E TSFR3M+575 10/25/2037 144A / ABS-CBDO (US14319QAA76) 0.15 -1.31 0.0002 -0.0000
US3138EDEK34 / FNMA 4.00% 4/42 #AK8237 0.15 -3.21 0.0002 -0.0000
US3132Y2TM87 / FHLG 30YR 3.5% 09/01/2048#Q58655 0.15 -9.58 0.0002 -0.0000
US312945R422 / FHLG 4.00% 2/41 #A96807 0.15 -5.06 0.0002 -0.0000
US31418CS625 / Fannie Mae Pool 0.15 -5.06 0.0002 -0.0000
US36202FLH72 / GNII 30YR 4.5% 10/20/2040#004828 0.15 -1.32 0.0002 -0.0000
US3140XBNZ98 / FANNIE MAE POOL UMBS P#FM7607 3.00000000 0.15 -5.06 0.0002 -0.0000
US3138AW6X67 / FNMA 4.00% 11/41 #AJ5385 0.15 -5.66 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.15 -3.87 0.0002 -0.0000
US47077WAA62 / Jane Street Group / JSG Finance, Inc. 0.15 2.05 0.0002 -0.0000
US037389AU72 / Aon Corp Fixed Rt Senior Notes 6.25% 09/30/2040 0.15 -3.27 0.0002 -0.0000
AMMC CLO 24 LTD ER TSFR3M+650 01/20/2035 144A / ABS-CBDO (US00177MAE84) 0.15 -1.33 0.0002 -0.0000
OHA CREDIT PARTNERS VII LTD D1R4 TSFR3M+250 02/20/2038 144A / ABS-CBDO (US67102QBT40) 0.15 -1.34 0.0002 -0.0000
US36178DRS26 / Ginnie Mae I Pool 0.15 -2.65 0.0002 -0.0000
MSCS SWAP CZ030007 12/17/57 B / DCR (N/A) 0.15 0.0002 0.0002
US31417ETY76 / FNMA 30YR 3.0% 02/01/2043#AB7766 0.15 -3.95 0.0002 -0.0000
US513075BW03 / Lamar Media Corp 0.15 0.0002 0.0002
US3128LXBF66 / Freddie Mac Gold Pool 0.15 -4.61 0.0002 -0.0000
US3133KGNJ30 / Freddie Mac Pool 0.15 0.0002 0.0002
MACQUARIE AIRFINANCE HOLDINGS LTD 6.4% 03/26/2029 144A / DBT (US55609NAC20) 0.14 -0.69 0.0002 -0.0000
XAC8000CAB90 / Panther BF Aggregator 2 LP USD Term Loan B 0.14 0.00 0.0002 -0.0000
US3138EKL453 / FNMA 30YR 3.0% 12/1/42 #AL3046 0.14 -3.36 0.0002 -0.0000
US29425AAE38 / Citigroup Commercial Mortgage Trust 2015-GC33 0.14 -77.39 0.0002 -0.0007
US3132QQ5U21 / FHLG 30YR 4.0% 07/01/2045#Q34458 0.14 -17.71 0.0002 -0.0001
US3140X4QF66 / Fannie Mae Pool 0.14 -5.26 0.0002 -0.0000
MSCS SWAP CY885802 12/15/56 B / DCR (N/A) 0.14 0.0002 0.0002
US31335BSG22 / Freddie Mac Gold Pool 0.14 -5.96 0.0002 -0.0000
US3138WPGS79 / FNMA 30YR 2.5% 04/01/2043#AT2008 0.14 -2.74 0.0002 -0.0000
US3140QL6Z45 / FN 10/51 FIXED 2 0.14 -4.73 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.14 -2.76 0.0002 -0.0000
US3132QQF988 / Freddie Mac Gold Pool 0.14 -2.78 0.0002 -0.0000
US459506AN18 / CORP. NOTE 0.14 -58.46 0.0002 -0.0003
US879369AG12 / Teleflex Inc 0.14 1.45 0.0002 -0.0000
US3138WHVQ23 / FNMA POOL AS7822 FN 08/46 FIXED 3.5 0.14 -3.47 0.0002 -0.0000
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.14 0.0002 0.0002
US36178DZK08 / GNMA II 3% 03/20/2043#AA6146 0.14 -2.80 0.0002 -0.0000
US3132L7CX51 / FHLG 30YR 3.5% 08/01/2040#V81886 0.14 -3.50 0.0002 -0.0000
US31419AJK43 / FNMA 6.00% 8/37 #AE0265 0.14 -4.86 0.0002 -0.0000
US18539UAC99 / Clearway Energy Operating LLC 0.14 0.74 0.0002 -0.0000
US3128MJ4Q04 / Federal Home Loan Mortgage Corp. 0.14 -4.23 0.0002 -0.0000
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.14 0.0002 0.0002
US31418CZ315 / FNMA 15YR 3% 09/01/2033#MA3461 0.14 -4.90 0.0002 -0.0000
US31419JF864 / FNMA 30YR 4% 11/40#AE7390 0.14 -2.86 0.0002 -0.0000
US3132QQFK30 / FHLG 30YR 4.5% 05/01/2045#Q33769 0.14 -2.86 0.0002 -0.0000
US31394FGT66 / FEDERAL NAT MTG ASN GTD REM PA 2005-79 ZC 5.9% 09/25/2035 0.14 -4.93 0.0002 -0.0000
US36210EFB02 / GNMA 4.00% 11/41 #489862 0.14 -2.17 0.0002 -0.0000
US3140M83M96 / FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.14 -3.57 0.0002 -0.0000
US3138EKJU04 / FNMA 20YR 2.5% 01/01/2033#AL2974 0.13 -6.29 0.0002 -0.0000
US443628AJ11 / Hudbay Minerals Inc 0.13 0.00 0.0002 -0.0000
US3140QN7M86 / Fannie Mae Pool 0.13 -4.32 0.0002 -0.0000
US3132J66F67 / FHLG 3.5% 02/43 #Q15869 0.13 -5.67 0.0002 -0.0000
US36241LTY29 / GNMA 4.00% 3/41 #783267 0.13 -2.92 0.0002 -0.0000
US3128MJXR63 / Freddie Mac Gold Pool 0.13 -5.04 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.13 -5.71 0.0002 -0.0000
US3138ERRK82 / FNMA 30YR 3.5% 12/01/2046#AL9489 0.13 -2.96 0.0002 -0.0000
US3132XYJF59 / FHLG 30YR 4% 04/01/2048#Q55661 0.13 -2.99 0.0002 -0.0000
US3132D56D91 / Freddie Mac Pool 0.13 -2.99 0.0002 -0.0000
US3132DWDY66 / FHLG 30YR 2.5% 06/01/2052# 0.13 -4.41 0.0002 -0.0000
US3132WJSM42 / FHLG 30YR 3.5% 12/01/2046#Q45023 0.13 -3.70 0.0002 -0.0000
US3132Y2FT86 / FHLG 30YR 3.5% 09/01/2048#Q58277 0.13 -3.01 0.0002 -0.0000
US3137BJGM95 / FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2040 0.13 -9.15 0.0002 -0.0000
US68389XAM74 / Oracle Corp 0.13 -3.05 0.0002 -0.0000
US3140Q96S75 / FNMA 15YR 3% 04/01/2033#CA2680 0.13 -21.74 0.0002 -0.0001
US31418DMP41 / Federal National Mortgage Association (FNMA) 0.13 -3.08 0.0002 -0.0000
US36179NBB38 / Ginnie Mae II Pool 0.13 -3.82 0.0002 -0.0000
US3138ELWC32 / FNMA 30YR 5.0% 10/01/2041#AL4242 0.13 -3.82 0.0002 -0.0000
NEW FORTRESS 12% 11/15/2029 144A / DBT (US62909BAA52) 0.13 -86.83 0.0002 -0.0012
US3132WMZG20 / Freddie Mac Gold Pool 0.13 -2.34 0.0002 -0.0000
US90290MAE12 / US Foods Inc 0.13 0.81 0.0002 -0.0000
US3140H7A804 / FNMA 30YR 4% 04/01/2048#BJ5430 0.12 -3.12 0.0002 -0.0000
US87470LAD38 / Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp 0.12 1.64 0.0002 -0.0000
US3132GJWC97 / FHLG 4.50% 10/41 #Q03643 0.12 -3.15 0.0002 -0.0000
CANO HEALTH TERM 1LN 06/28/2029 / LON (US13781HAN08) 0.12 -3.94 0.0002 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.12 0.0002 0.0002
BBAM US CLO I LTD D1R TSFR3M+300 03/30/2038 144A / ABS-CBDO (US054978AS03) 0.12 -2.40 0.0002 -0.0000
US3140JAPS11 / FNMA 15YR 3% 10/01/2033#BM5832 0.12 -5.43 0.0002 -0.0000
US31395RA811 / FHR 2947 XZ 6% 3/35 0.12 -7.58 0.0002 -0.0000
US31394KF412 / FEDERAL HOME LN MTG MLT CTF GT 5.5% 10/15/2033 0.12 -5.43 0.0002 -0.0000
US31412P3M18 / FNMA 4.50% 7/39 #931504 0.12 -3.20 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.12 -5.47 0.0002 -0.0000
US3132MAML24 / FHLG 30YR 4.5% 11/01/2044#Q29663 0.12 -2.42 0.0002 -0.0000
US36176VUE19 / GNMA 30YR 3.0% 03/15/2045#777581 0.12 -3.20 0.0002 -0.0000
US3140KVSL58 / FHLG 30YR 1.5% 12/01/2050#BQ9522 0.12 -4.00 0.0002 -0.0000
US65473QBB86 / Nisource Finance Corp 5.25% 02/15/43 0.12 -4.76 0.0002 -0.0000
US31419JQ929 / FNMA 30YR 4% 11/01/2040#AE7679 0.12 -2.44 0.0002 -0.0000
US36241LG341 / GNMA 5.00% 4/40 #782918 0.12 -1.64 0.0002 -0.0000
FX Forward: USD/EUR settle 2025-07-08 / DFE (N/A) 0.12 0.0002 0.0002
US36202DZF13 / Ginnie Mae II Pool 0.12 -4.76 0.0002 -0.0000
US3132L65D90 / FHLG 30YR 3.5% 04/40#V81744 0.12 -1.64 0.0002 -0.0000
US437076CA82 / Home Depot Inc/The 0.12 0.85 0.0002 -0.0000
US3132LQZE05 / FHLG 20YR 4% 01/01/2039#K94441 0.12 -4.07 0.0002 -0.0000
US3140QF3P26 / Fannie Mae Pool 0.12 -4.07 0.0002 -0.0000
US3132HLHW63 / Freddie Mac Gold Pool 0.12 -2.48 0.0002 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.12 -2.50 0.0002 -0.0000
US31417D4J90 / Fannie Mae Pool 0.12 -2.50 0.0002 -0.0000
US3128MEZ468 / FREDDIE MAC GOLD POOL FG G15963 0.12 -7.14 0.0002 -0.0000
US36179Q6P10 / Ginnie Mae II Pool 0.12 -4.10 0.0002 -0.0000
US38376XNT62 / Government National Mortgage Association 0.12 -11.45 0.0002 -0.0000
US36297GD498 / GNMA 4.50% 3/40 #711223 0.12 -1.69 0.0002 -0.0000
US3620AASL39 / GNMA 4.50% 8/39 #724223 0.12 -5.69 0.0002 -0.0000
US36179NLE66 / Ginnie Mae II Pool 0.12 -4.17 0.0002 -0.0000
US3140JM3G51 / FNCI UMBS 3.0 BN5298 02-01-34 0.12 -3.36 0.0002 -0.0000
US3140QLGT76 / Fannie Mae Pool 0.11 -5.00 0.0002 -0.0000
US365417AA28 / Garden Spinco Corp 0.11 -1.72 0.0002 -0.0000
US31300LKD63 / FHLM ARM 3.417% 12/01/2040#848392 0.11 0.88 0.0002 -0.0000
US3138EHAP70 / FNMA 6.00% 7/41 #AL0913 0.11 -3.42 0.0002 -0.0000
US428102AF45 / Hess Midstream Operations LP 0.11 0.00 0.0002 -0.0000
ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025 / DBT (DE000A383XR6) 0.11 9.71 0.0002 0.0000
ACCENTRO 2 WOHNEIGENTUM GMBH 20% 06/30/2025 / DBT (DE000A383GS9) 0.11 9.71 0.0002 0.0000
DE0001135432 / Bundesrepublik Deutschland Bundesanleihe 0.11 -97.55 0.0002 -0.0063
US31419EQJ19 / FNMA 30YR 4% 11/01/2040#AE4056 0.11 -2.59 0.0002 -0.0000
US3138YWH421 / FNMA 30YR 3.5% 10/01/2045#AZ4750 0.11 -4.24 0.0002 -0.0000
US36193NX212 / GNMA II 3.5% 06/20/2046#AS4297 0.11 -11.11 0.0001 -0.0000
US36179RBX61 / Ginnie Mae II Pool 0.11 -5.08 0.0001 -0.0000
US3138M73U76 / FNMA 3.50% 9/42 #AP4410 0.11 -3.48 0.0001 -0.0000
US184496AQ03 / Clean Harbors Inc 0.11 0.00 0.0001 -0.0000
US3138EJZB75 / FNMA 3.50% 9/42 #AL2537 0.11 -7.50 0.0001 -0.0000
US36202FKL93 / GNII II 3.5% 09/20/2040#004799 0.11 -2.63 0.0001 -0.0000
US3138W7C367 / FNMA 30YR 3.0% 03/01/2043#AR9089 0.11 -7.50 0.0001 -0.0000
US3137AFZS42 / FHR 3949 MK 4.5% 10/34 0.11 -5.93 0.0001 -0.0000
US3138EDEA51 / FNMA 4.00% 4/42 #AK8228 0.11 -4.35 0.0001 -0.0000
US3140J5SD23 / FNMA 30YR 4.5% 11/45#BM1415 0.11 -3.51 0.0001 -0.0000
US3138W4P549 / FNMA 30YR 3.5% 3/1/43#AR6743 0.11 -10.57 0.0001 -0.0000
US3132GJC312 / FHLG 4.50% 9/41 #Q03090 0.11 -2.65 0.0001 -0.0000
US3138M7CD50 / FNMA 30YR 3.5% 10/01/2042#AP3667 0.11 -1.79 0.0001 -0.0000
US674599DE26 / Occidental Petroleum Corp 0.11 -2.68 0.0001 -0.0000
US61768FAA84 / MORGAN STANLEY CAP I TR 2018-BOP A 1ML+85 06/15/2035 144A 0.11 0.00 0.0001 -0.0000
US31416VBU70 / Fannie Mae Pool 0.11 -6.03 0.0001 -0.0000
US36202EDD85 / Ginnie Mae II Pool 0.11 -2.68 0.0001 -0.0000
US87901JAH86 / TEGNA Inc 0.11 0.93 0.0001 -0.0000
US31419ESB64 / FNMA 4.00% 10/40 #AE4113 0.11 -6.84 0.0001 -0.0000
US3138WGYW80 / FNMA 30YR 4% 04/01/2046#AS7024 0.11 -3.57 0.0001 -0.0000
US3620C0XX15 / GNMA 4.50% 6/40 #745094 0.11 -1.82 0.0001 -0.0000
US3133AQXA03 / Federal Home Loan Mortgage Corporation 0.11 -3.57 0.0001 -0.0000
US3128M8W755 / Freddie Mac Gold Pool 0.11 -4.46 0.0001 -0.0000
US3138AP5M65 / Fannie Mae Pool 0.11 -2.73 0.0001 -0.0000
US3140Q7LE55 / Fannie Mae Pool 0.11 -5.31 0.0001 -0.0000
US31419K7J80 / FNMA 30YR 4% 11/40#AE8996 0.11 -2.73 0.0001 -0.0000
US29336TAC45 / EnLink Midstream LLC 0.11 0.00 0.0001 -0.0000
US12654AAA97 / CNX Midstream Partners LP 0.11 -0.93 0.0001 -0.0000
US3140J9DU25 / Fannie Mae Pool 0.11 -6.19 0.0001 -0.0000
US3620AQ6N84 / GNMA 5.00% 4/40 #737177 0.11 -4.50 0.0001 -0.0000
US3138EKJ481 / FNMA 20YR 2.5% 01/01/2033#AL2982 0.11 -8.62 0.0001 -0.0000
US3133KNNK53 / FHLG 30YR 2% 01/01/2052#RA6694 0.11 -5.41 0.0001 -0.0000
US31307YFH80 / FHLG 15YR 3% 01/01/2033#J40168 0.11 -2.78 0.0001 -0.0000
US42226AAA51 / HealthEquity Inc 0.11 0.96 0.0001 -0.0000
US3140XGS916 / Fannie Mae Pool 0.10 -5.45 0.0001 -0.0000
US3140JPAU90 / FNMA 15YR 3% 05/01/2034#BN6318 0.10 -3.70 0.0001 -0.0000
US31419JFQ67 / FNMA 30YR 4% 11/01/2040#AE7374 0.10 -3.74 0.0001 -0.0000
US31419KCY91 / FNMA 30YR 4% 11/01/2040#AE8186 0.10 -2.83 0.0001 -0.0000
US3132L7E701 / FHLG 30YR 3.5% 9/40#V81958 0.10 -3.74 0.0001 -0.0000
US3128MMXM06 / Freddie Mac Gold Pool 0.10 -3.74 0.0001 -0.0000
US36180C5Q83 / Ginnie Mae II Pool 0.10 -3.77 0.0001 -0.0000
US3138EP5H31 / Fannie Mae Pool 0.10 -5.56 0.0001 -0.0000
US31417ETM39 / FNMA 30YR 3.0% 01/01/2043#AB7755 0.10 -1.92 0.0001 -0.0000
US3140EU6S33 / FNMA 30YR 3.5% 05/01/2046#BC0880 0.10 -4.67 0.0001 -0.0000
US31419HQ543 / FNMA 4.00% 11/40 #AE6775 0.10 -6.42 0.0001 -0.0000
US3140X46L58 / Fannie Mae Pool 0.10 -6.48 0.0001 -0.0000
US31418BSJ60 / Uniform Mortgage-Backed Securities 0.10 -4.72 0.0001 -0.0000
US3140QFLM90 / Fannie Mae Pool 0.10 0.0001 0.0001
US3132A9UP01 / UMBS Pool 0.10 -3.81 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.10 -2.88 0.0001 -0.0000
US3138WLC437 / Fannie Mae Pool 0.10 -4.76 0.0001 -0.0000
US77340RAM97 / Rockies Express Pipeline LLC 0.10 -2.91 0.0001 -0.0000
US3138WFHL36 / FNMA 3.0% 08/45#AS5634 0.10 -3.85 0.0001 -0.0000
US09951LAB99 / Booz Allen Hamilton Inc 0.10 1.02 0.0001 -0.0000
PALMER SQUARE CLO 2021-2 LTD DR2 TSFR3M+414 02/15/2038 144A / ABS-CBDO (US69701XAU81) 0.10 0.0001 0.0001
US3138E0BL22 / FNMA 30YR 4.5% 12/01/2041#AJ7242 0.10 -3.88 0.0001 -0.0000
US626738AF53 / MUSA 3 3/4 02/15/31 0.10 1.02 0.0001 -0.0000
US38375BBV36 / GNR 2010-H010 FA 1ML+33 5/60 0.10 -3.88 0.0001 -0.0000
US3140HBKW78 / FNMA 30YR 3.5% 02/01/2048#BJ9308 0.10 -2.94 0.0001 -0.0000
CIFC FDG 2018-IV LTD / CIFC FDG 2018-IV LLC D2R TSFR3M+375 01/17/2038 144A / ABS-CBDO (US17181TAS06) 0.10 -1.00 0.0001 -0.0000
US3132L7KC23 / FHLG 30YR 3.5% 11/01/2040#V82091 0.10 -3.88 0.0001 -0.0000
US31307RE271 / FHLG 15YR 3% 06/01/2031#J34653 0.10 -4.81 0.0001 -0.0000
US31374CQS88 / Fannie Mae Pool 0.10 -5.77 0.0001 -0.0000
US3620AASH27 / GNMA 4.50% 8/39 #724220 0.10 -2.00 0.0001 -0.0000
US3140QMP815 / FNMA 15YR 2.5% 11/01/2036#CB2246 0.10 -5.83 0.0001 -0.0000
US38374F2L73 / GNMA 2004-24 ZM 5% 04/34 0.10 -3.96 0.0001 -0.0000
US3140E0AY16 / FNMA 30YR 4.0% 08/01/2045#AZ7222 0.10 -3.00 0.0001 -0.0000
US3140Q8UV52 / FNMA 30YR 3.5% 03/01/2048#CA1495 0.10 -3.00 0.0001 -0.0000
US31418EQ864 / Fannie Mae Pool 0.10 -3.00 0.0001 -0.0000
US3132L7LH01 / FHLG 30YR 3.5% 12/40#V82128 0.10 -4.00 0.0001 -0.0000
US92943GAE17 / WR Grace Holdings LLC 0.10 -1.04 0.0001 -0.0000
US3138EKJW69 / FNMA 20YR 2.5% 01/01/2033#AL2976 0.10 -5.94 0.0001 -0.0000
US3138YUWB38 / FNMA 30YR 4% 06/45#AZ3341 0.09 -3.09 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.09 -3.09 0.0001 -0.0000
US36179XFC56 / GINNIE MAE II POOL 0.09 -5.05 0.0001 -0.0000
US3138W6CK02 / FNMA 3.5% 03/43 #AR8173 0.09 -8.74 0.0001 -0.0000
US3138MPDW29 / Fannie Mae Pool 0.09 -3.09 0.0001 -0.0000
US36291QSF27 / GNMA II 3.5% 07/20/2043#635118 0.09 -2.11 0.0001 -0.0000
US07325BAC28 / BAYVIEW COML ASSET TR 06 4 1ML+27 12/25/2036 144A 0.09 -3.12 0.0001 -0.0000
US3140HJL330 / FNMA 15YR 3% 03/01/2033#BK4845 0.09 -5.10 0.0001 -0.0000
US31419L2D48 / FNMA 30YR 4% 11/01/2040#AE9771 0.09 -3.12 0.0001 -0.0000
US3138ER2M17 / FNMA 30YR 4% 02/47#AL9779 0.09 -4.12 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.09 -3.16 0.0001 -0.0000
US3138W26A84 / FNMA 30YR 3.5% 2/1/43#AR5364 0.09 -2.13 0.0001 -0.0000
US3133ASHQ94 / Freddie Mac Pool 0.09 -4.17 0.0001 -0.0000
US3132DWCH43 / Freddie Mac Pool 0.09 -4.21 0.0001 -0.0000
US31417TRR13 / FNMA 4.50% 12/39 #AC6795 0.09 -4.21 0.0001 -0.0000
US31419D6N64 / FNMA 30YR 4% 10/40#AE3576 0.09 -2.15 0.0001 -0.0000
US3617K53Y86 / GNMA II 4% 05/20/2049#BN2615 0.09 -9.90 0.0001 -0.0000
US31307VJ801 / FHLG 15YR 3% 01/01/2033#J38387 0.09 -3.23 0.0001 -0.0000
US3140E67L06 / FNMA 30YR 4.0% 08/01/2045#BA2698 0.09 -3.23 0.0001 -0.0000
US36179WFF05 / GNII II 2% 05/20/2051#MA7366 0.09 -4.26 0.0001 -0.0000
US3132JPX491 / FHLG 30YR 4.0% 10/01/2043#Q22499 0.09 -9.09 0.0001 -0.0000
US3128M9A510 / FHLG 5.00% 1/35 #G06928 0.09 -4.26 0.0001 -0.0000
US3132QNSS97 / FHLG 30YR 3.5% 03/01/2045#Q32328 0.09 -8.25 0.0001 -0.0000
US3140HATT75 / FNMA 15YR 3% 01/01/2033#BJ8661 0.09 -3.26 0.0001 -0.0000
US31335AU480 / Freddie Mac Gold Pool 0.09 -4.30 0.0001 -0.0000
US31418MXR86 / FNMA 6% 11/35 #AD0687 0.09 -4.30 0.0001 -0.0000
US3132WN2J08 / Freddie Mac Gold Pool 0.09 -9.28 0.0001 -0.0000
US3138MSC805 / FNMA 30YR 3.0% 02/01/2043#AQ9994 0.09 -5.38 0.0001 -0.0000
US31418CU936 / Fannie Mae Pool 0.09 -5.43 0.0001 -0.0000
US36179QL664 / Ginnie Mae II Pool 0.09 -3.33 0.0001 -0.0000
US31418DSL72 / Fannie Mae Pool 0.09 -3.33 0.0001 -0.0000
US31329KYQ11 / FHLG 20YR 3.5% 08/01/2038#ZA2519 0.09 -5.43 0.0001 -0.0000
US50050NAA19 / Kontoor Brands, Inc. 0.09 0.00 0.0001 -0.0000
MXCN / Methanex Corp 0.09 0.00 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.09 -3.33 0.0001 -0.0000
US31419KPY54 / FNMA 30YR 4% 11/01/2040#AE8538 0.09 -2.25 0.0001 -0.0000
US38375BPQ94 / GNR 2012-H06 FA 1ML+63 1/62 0.09 -14.00 0.0001 -0.0000
US36179MVR86 / Ginnie Mae II Pool 0.09 -3.41 0.0001 -0.0000
US12662PAD06 / CVR Energy Inc 0.09 -14.14 0.0001 -0.0000
US3132Y27L43 / FHLG 30YR 4.5% 10/01/2048#Q58998 0.09 -2.30 0.0001 -0.0000
US312943WK58 / Freddie Mac Gold Pool 0.08 -3.45 0.0001 -0.0000
US3132JNTX56 / FHLG 30YR 3.5% 09/01/2043#Q21466 0.08 -2.33 0.0001 -0.0000
US36183RCZ47 / GNMA 30YR 3.0% 02/15/2045#AK7288 0.08 -2.33 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 -2.33 0.0001 -0.0000
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.08 0.0001 0.0001
US3138W9GP91 / Fannie Mae Pool 0.08 -5.68 0.0001 -0.0000
US3140Q8M442 / FNMA 15YR 3% 02/01/2033#CA1278 0.08 -8.79 0.0001 -0.0000
US3132JBDB62 / FHLG 30YR 4.0% 07/01/2043#Q19597 0.08 -2.35 0.0001 -0.0000
US31335B7H30 / FHLMC Gold Pools, 30 Year 0.08 -4.60 0.0001 -0.0000
US3128M5GP97 / FHLG 6.50% 1/36 #G03506 0.08 -5.75 0.0001 -0.0000
US3128M8YQ18 / FHLG 4.50% 9/41 #G06719 0.08 -3.53 0.0001 -0.0000
US3140QKSV12 / FNMA 30YR 3% 05/01/2051#CB0531 0.08 -3.53 0.0001 -0.0000
US38380GF255 / GNR 2017-134 BA 2.5% 11/46 0.08 -3.53 0.0001 -0.0000
US3140J8LJ05 / FNMA 30YR 4.5% 03/46#BM3928 0.08 -4.65 0.0001 -0.0000
US3140E1F650 / FNMA 30YR 3.0% 08/01/2045#AZ8288 0.08 -13.68 0.0001 -0.0000
US3132A9UF29 / FHLG 15YR 3% 01/01/2033#ZS8682 0.08 -4.65 0.0001 -0.0000
US31419EQL64 / FNMA 30YR 4% 11/01/2040#AE4058 0.08 -2.38 0.0001 -0.0000
US3140M8UK39 / FNMA 30YR 2.5% 03/01/2052#BU6885 0.08 -3.57 0.0001 -0.0000
US38375BNX63 / GNR 2012-H01 FA 1ML+70 11/61 0.08 -20.59 0.0001 -0.0000
US36179QJT94 / Ginnie Mae II Pool 0.08 -2.41 0.0001 -0.0000
US312946QN92 / FHLG 4.50% 3/41 #A97661 0.08 -2.41 0.0001 -0.0000
US31417F2P24 / Fannie Mae Pool 0.08 -4.76 0.0001 -0.0000
US36179RLP28 / Ginnie Mae II Pool 0.08 -4.76 0.0001 -0.0000
US3132GF2Z98 / FHLG 4.50% 8/41 #Q02592 0.08 -7.06 0.0001 -0.0000
CVR ENERGY TERM B 1LN 12/30/2027 / LON (US12663SAB79) 0.08 -1.25 0.0001 -0.0000
US3131Y0E652 / FHLG 30YR 3.5% 01/01/2048#ZM5557 0.08 -2.47 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 -10.23 0.0001 -0.0000
US36297FWJ73 / GNMA 5.00% 9/39 #710849 0.08 -3.70 0.0001 -0.0000
US36179NQ355 / Ginnie Mae II Pool 0.08 -4.88 0.0001 -0.0000
US3140GPNV63 / FNMA 30YR 3.5% 05/01/2047#BH1303 0.08 -2.50 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 -10.47 0.0001 -0.0000
US3620ARMG33 / GNMA 4.00% 10/40 #737559 0.08 -2.53 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.08 -10.59 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.08 -3.80 0.0001 -0.0000
US3140Q8K875 / Federal National Mortgage Association 0.08 -3.80 0.0001 -0.0000
US3132J82L36 / FHLG 30YR 3.5% 04/01/2043#Q17578 0.08 -2.56 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.08 -3.80 0.0001 -0.0000
DE000C4SA6R6 / EURO STOXX 50 Index 0.08 0.0001 0.0001
US07325XAA81 / Bayview Commercial Asset Trust 2007-2 0.08 -5.00 0.0001 -0.0000
US3132HPPE87 / FHLG 30YR 4.0% 11/01/2042#Q13121 0.08 -2.56 0.0001 -0.0000
US3138NWAR03 / FNMA 30YR 3.0% 02/01/2043#AR0015 0.08 -2.60 0.0001 -0.0000
US31419JF450 / FNMA 30YR 4% 11/01/2040#AE7386 0.08 -2.60 0.0001 -0.0000
US3140QSKF79 / FNMA 30YR 2.5% 03/01/2053#CB6593 0.07 -3.90 0.0001 -0.0000
US3128P7TY92 / Freddie Mac Gold Pool 0.07 -6.33 0.0001 -0.0000
US3138YDVB22 / FNMA 3.0% 3/45#AY0609 0.07 -2.63 0.0001 -0.0000
US95001ABB17 / Wells Fargo Commercial Mortgage Trust 2017-C41 0.07 -11.90 0.0001 -0.0000
US38375BNE82 / GNMA, Series 2011-H21, Class FA 0.07 -10.98 0.0001 -0.0000
US3620C04M77 / GNMA 4.50% 7/40 #745228 0.07 -2.67 0.0001 -0.0000
US3136AA2T18 / FEDERAL NAT MTG ASN GTD REM PA 2012-149 GA 1.75% 06/25/2042 0.07 -3.95 0.0001 -0.0000
US3140H7BZ93 / FNMA 30YR 4% 04/01/2048#BJ5455 0.07 -2.67 0.0001 -0.0000
US36180DL702 / GNMA 30YR 3.5% 01/15/2043#AD2150 0.07 -5.26 0.0001 -0.0000
US38375UDY38 / GNMA, Series 2014-H05, Class FB 0.07 -2.70 0.0001 -0.0000
US513075BW03 / Lamar Media Corp 0.07 7.58 0.0001 0.0000
US775631AD66 / Roller Bearing Co of America Inc 0.07 0.00 0.0001 -0.0000
US07325XAB64 / Bayview Commercial Asset Trust 2007-2 0.07 -5.33 0.0001 -0.0000
US61744CGL46 / MSAC 04-HE7 B3 1ML+350 8/34 0.07 1.43 0.0001 -0.0000
US3132JBF811 / FHLG 30YR 4.0% 07/01/2043#Q19690 0.07 -2.74 0.0001 -0.0000
US3620AMGZ90 / GNMA 30YR 4% 03/15/2042#733816 0.07 -1.39 0.0001 -0.0000
US36297FW573 / GNMA 5.50% 9/39 #710868 0.07 -4.11 0.0001 -0.0000
US36202FPG53 / Ginnie Mae II Pool 0.07 -2.78 0.0001 -0.0000
US36176XCT46 / Ginnie Mae I Pool 0.07 -1.41 0.0001 -0.0000
US88104LAG86 / TerraForm Power Operating LLC 0.07 0.00 0.0001 -0.0000
US38375BLS96 / GNR 2011-H12 FA 1ML+49 5/61 0.07 -4.11 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.07 -9.09 0.0001 -0.0000
US3132XYDJ36 / FHLG 30YR 4% 04/01/2048#Q55504 0.07 -16.67 0.0001 -0.0000
US36297AF736 / GNMA 30YR 4.0% 10/15/2040#705890 0.07 -1.41 0.0001 -0.0000
US36202FQ666 / Ginnie Mae II Pool 0.07 -2.78 0.0001 -0.0000
US31419KRZ02 / FNMA 30YR 4% 11/01/2040#AE8603 0.07 -2.78 0.0001 -0.0000
US3132WPRV10 / Freddie Mac Gold Pool 0.07 -8.00 0.0001 -0.0000
US3132WDFF67 / Freddie Mac Gold Pool 0.07 -2.82 0.0001 -0.0000
US3617M76V56 / GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984 0.07 -4.17 0.0001 -0.0000
US3140E2UH29 / FNMA 30YR 4% 12/45#AZ9583 0.07 -2.86 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.07 -5.56 0.0001 -0.0000
US59166EAB11 / METLIFE SECURITIZATION TRUST 2019-1 0.07 -9.33 0.0001 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.07 0.0001 0.0001
US3140KGYD91 / FNMA 30YR 3% 07/01/2050#BP8807 0.07 -2.86 0.0001 -0.0000
US3138MGGX75 / FNMA 30YR 3% 01/01/43#AQ1113 0.07 -2.86 0.0001 -0.0000
US3132QQD660 / FHLG 30YR 3.5% 06/01/2045#Q33724 0.07 -2.90 0.0001 -0.0000
US3132QNFQ78 / FHLG 30YR 3.5% 03/01/2045#Q31974 0.07 -2.90 0.0001 -0.0000
US312945PQ59 / FHLG 4.50% 2/41 #A96731 0.07 -1.47 0.0001 -0.0000
US31417CEQ42 / FNMA 30YR 3.0% 07/01/2042#AB5542 0.07 -1.47 0.0001 -0.0000
US3138ENH695 / FNMA ARM 2.947% 07/01/2043#AL5652 0.07 -1.47 0.0001 -0.0000
US36295WJM01 / GNMA 4.00% 10/40 #682568 0.07 -2.94 0.0001 -0.0000
US31396UAR14 / FHR 3189 PD 6% 7/36 0.07 -2.94 0.0001 -0.0000
US3128M7ME33 / Freddie Mac Gold Pool 0.07 -2.94 0.0001 -0.0000
US3620AMTG72 / GNMA 4.00% 1/41 #734151 0.07 -1.49 0.0001 -0.0000
US36230SJ889 / GNMA 3.50% 1/42 #757487 0.07 -1.52 0.0001 -0.0000
US3132HPYW84 / FHLG 30YR 4.0% 11/01/2042#Q13425 0.07 -2.99 0.0001 -0.0000
US3138NYDQ58 / FNMA 30YR 3.0% 01/01/2043#AR1910 0.06 -3.03 0.0001 -0.0000
US36209RST13 / GNMA 4.00% 10/41 #479430 0.06 -5.88 0.0001 -0.0000
US36297GSD33 / GNMA 0.06 -3.03 0.0001 -0.0000
US36176VT945 / GNMA 30YR 3.0% 02/15/2045#777576 0.06 -1.54 0.0001 -0.0000
US31395WMR50 / FHR 3002 NE 5% 7/35 0.06 -4.48 0.0001 -0.0000
US436440AM32 / Hologic Inc 0.06 1.59 0.0001 -0.0000
US38375BJK98 / GNR 2010-H27 FA 1ML+38 12/60 0.06 -16.00 0.0001 -0.0000
US3140Q7VR58 / Fannie Mae Pool 0.06 -5.97 0.0001 -0.0000
US31397KMB43 / FHR 3366 FD 1ML+25 5/37 0.06 -3.08 0.0001 -0.0000
US3138M17E26 / FNMA 3.50% 8/42 #AO9892 0.06 -3.08 0.0001 -0.0000
US31417ECS81 / FNMA 30YR 3.0% 12/01/2042#AB7280 0.06 -3.08 0.0001 -0.0000
US3138ETWB84 / FNMA 30YR 6.54% 02/01/2039# 0.06 -10.00 0.0001 -0.0000
US3132QRJD34 / FHLG 30YR 3.0% 07/01/2045#Q34759 0.06 -8.70 0.0001 -0.0000
US38375BLW09 / GNR 2011-H13 FA 1ML+50 4/61 0.06 -12.68 0.0001 -0.0000
US3140F5CR23 / Fannie Mae Pool 0.06 -3.12 0.0001 -0.0000
US31398SE823 / FNR 2010-135 ZA 4.5% 12/40 0.06 0.00 0.0001 -0.0000
US3138E07L78 / FNMA 4.00% 12/41 #AJ8098 0.06 -4.62 0.0001 -0.0000
US31329QYN59 / FED HM LN PC POOL ZA7017 FR 05/49 FIXED 3.5 0.06 -4.62 0.0001 -0.0000
US3132GVC267 / FHLG 30YR 3.5% 07/01/2042#Q09689 0.06 -3.12 0.0001 -0.0000
US3140HHHR90 / FNMA 30YR 4% 04/01/2048#BK3839 0.06 -3.12 0.0001 -0.0000
US36176PQQ27 / GNMA 4.00% 9/41 #772063 0.06 -7.46 0.0001 -0.0000
US3133KLA494 / UMBS 0.06 -3.12 0.0001 -0.0000
US3138EJLK21 / FNMA 6.00% 5/40 #AL2129 0.06 -4.62 0.0001 -0.0000
US31418CDJ09 / Fannie Mae Pool 0.06 -3.12 0.0001 -0.0000
US3138M8VX86 / FNMA 3.50% 9/42 #AP5129 0.06 -10.29 0.0001 -0.0000
US36213EZT62 / GNMA 4.00% 12/41 #552554 0.06 -16.44 0.0001 -0.0000
US3128MMXB41 / Freddie Mac Gold Pool 0.06 -4.69 0.0001 -0.0000
US31417FDB13 / Fannie Mae Pool 0.06 -3.17 0.0001 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.06 0.0001 0.0001
US3138E0LM94 / FNMA 30YR 3.5% 01/01/2042#AJ7531 0.06 -1.61 0.0001 -0.0000
US3138W3QL08 / FNMA 30YR 3.0% 02/01/2043#AR5858 0.06 -6.15 0.0001 -0.0000
US3138WKNL56 / Fannie Mae Pool 0.06 -4.69 0.0001 -0.0000
US38375BML35 / GNR 2011-H17 FA 1ML+53 6/61 0.06 -21.05 0.0001 -0.0000
US3132LQUS46 / FHLG 20YR 4% 06/01/2038#K94293 0.06 -3.23 0.0001 -0.0000
US3620C04Q81 / GNMA 4.50% 7/40 #745231 0.06 -1.64 0.0001 -0.0000
US3140Q8W276 / FNMA 30YR 4.5% 04/48#CA1564 0.06 -4.76 0.0001 -0.0000
US31397SVY70 / FNMA, REMIC, Series 2011-39, Class ZA 0.06 -4.76 0.0001 -0.0000
US31418MYV89 / FNMA 6.50% 12/35 #AD0723 0.06 -4.76 0.0001 -0.0000
US36202FL790 / GNII 30YR 4.5% 11/20/2040#004850 0.06 -1.67 0.0001 -0.0000
US3138W0GN35 / FNMA 30YR 3.0% 01/01/2043#AR2904 0.06 -3.28 0.0001 -0.0000
MSCS SWAP CY451600 12/16/72 S / DCR (N/A) 0.06 0.0001 0.0001
US3132JPBC59 / FHLG 30YR 4.0% 09/01/2043#Q21835 0.06 -3.28 0.0001 -0.0000
US3132J66H24 / FHLG 3.5% 02/43 #Q15871 0.06 -3.28 0.0001 -0.0000
US3132GKNL60 / FHLG 4.00% 11/41 #Q04295 0.06 -3.28 0.0001 -0.0000
US3138YWFD43 / FNMA 30YR 4.0% 08/01/2045#AZ4663 0.06 -3.33 0.0001 -0.0000
US38375BLZ30 / GNR 2011-H14 FB 1ML+50 5/61 0.06 -12.12 0.0001 -0.0000
US3132QPPY41 / FHLG 30YR 4.0% 05/01/2045#Q33138 0.06 -3.33 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.06 -46.79 0.0001 -0.0001
US91324PCA84 / Unitedhealth Group Inc. 3.95% 10/15/42 0.06 -4.92 0.0001 -0.0000
US3620ATL962 / GNMA 3.50% 12/41 #739352 0.06 -1.69 0.0001 -0.0000
US3138YKK933 / FNMA 30YR 4.5% 03/01/2045#AY5719 0.06 -17.14 0.0001 -0.0000
US3138Y8GU83 / FNMA 30YR 4.5% 11/01/2044#AX6510 0.06 -3.33 0.0001 -0.0000
US38375BKD37 / Government National Mortgage Association 0.06 -13.64 0.0001 -0.0000
US3128LDHM99 / FHLG 5.00% 4/36 #A79236 0.06 -3.39 0.0001 -0.0000
US38375BMB52 / GNR 2011-H14 FC 1ML+50 5/61 0.06 -13.64 0.0001 -0.0000
US126408HS51 / CSX Corp 0.06 -6.56 0.0001 -0.0000
US36180MYH41 / GNMA II 3% 03/20/2043#AD8812 0.06 -5.00 0.0001 -0.0000
US3132J7C675 / FHLG 30YR 4.0% 02/01/2043#Q15992 0.06 -3.39 0.0001 -0.0000
US31416YP512 / FNMA 4.00% 6/41 #AB3143 0.06 -3.39 0.0001 -0.0000
US3132GTMQ75 / FHLG 4.00% 5/42 #Q08167 0.06 -3.39 0.0001 -0.0000
US3132Y1TS74 / FHLG 30YR 3.5% 08/01/2048#Q57760 0.06 -1.72 0.0001 -0.0000
US38375BKP66 / Government National Mortgage Association 0.06 -8.06 0.0001 -0.0000
US36230SJ962 / GNMA 3.50% 2/42 #757488 0.06 -1.75 0.0001 -0.0000
US3136AA4A09 / FEDERAL NAT MTG ASN GTD REM PA 2012-149 DA 1.75% 01/25/2043 0.06 -8.20 0.0001 -0.0000
US36202FC534 / GNII 30YR 4.5% 12/20/2039#004592 0.06 -1.75 0.0001 -0.0000
US36250VAE20 / GS Mortgage Securities Trust 2015-GC34 0.06 -87.96 0.0001 -0.0006
US3620C0XL76 / GNMA 4.50% 6/40 #745083 0.06 -3.45 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.06 -3.45 0.0001 -0.0000
US3128M9LV23 / Freddie Mac Gold Pool 0.06 -3.45 0.0001 -0.0000
US36184BJL27 / GNMA 30YR 4.0% 02/15/2045#AL4767 0.06 0.00 0.0001 -0.0000
US3132M9UQ54 / FHLG 30YR 4.0% 10/01/44#Q28991 0.06 -3.51 0.0001 -0.0000
US3137AWAE53 / FEDERAL HOME LN MTG MLT CTF GT 4135 AB 1.75% 06/15/2042 0.06 -5.17 0.0001 -0.0000
US3620AQPN73 / GNMA 4.50% 5/40 #736729 0.06 -1.79 0.0001 -0.0000
US36202F2M77 / Ginnie Mae II Pool 0.06 -3.51 0.0001 -0.0000
US38375UKG49 / GOVERNMENT NAT MTG ASSN HECM 1ML+ 06/20/2064 0.06 -8.33 0.0001 -0.0000
US38377LAL27 / GOVERNMENT NAT MTG AS REMIC 2010-116 QB 4% 09/16/2040 0.05 -5.26 0.0001 -0.0000
GSCM SWAP REC 3.1415 09/15/2025 / DIR (N/A) 0.05 0.0001 0.0001
US31419JFE38 / FNMA 30YR 4% 11/40#AE7364 0.05 -3.57 0.0001 -0.0000
US3620A5AR01 / GNMA 4.50% 7/40 #719216 0.05 -1.82 0.0001 -0.0000
US3140X4ET98 / Fannie Mae Pool 0.05 -3.57 0.0001 -0.0000
US36179AF926 / GNMA 30YR 4.0% 04/15/2043#AC1092 0.05 -1.82 0.0001 -0.0000
US36179RS915 / Ginnie Mae II Pool 0.05 -5.26 0.0001 -0.0000
US3617M76Y95 / GNMA II 3.5% 12/20/2049#BR8987 0.05 -3.57 0.0001 -0.0000
US3136ANY684 / FEDERAL NAT MTG ASN GTD REM PA 6% 06/25/2045 0.05 -6.90 0.0001 -0.0000
MSCS SWAP CY451600 12/16/72 S / DCR (N/A) 0.05 0.0001 0.0001
GSCOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.05 0.0001 0.0001
US3132JNMF14 / FHLG 30YR 4.0% 09/01/2043#Q21258 0.05 -1.85 0.0001 -0.0000
US36297GNG19 / GNMA 4.00% 2/40 #711491 0.05 -1.85 0.0001 -0.0000
US36179R4G11 / Ginnie Mae II Pool 0.05 -3.64 0.0001 -0.0000
US513075BW03 / Lamar Media Corp 0.05 0.00 0.0001 -0.0000
US31410KCG76 / FNMA 6.00% 1/38 #889371 0.05 -3.64 0.0001 -0.0000
US3132QWYP83 / FHLG 30YR 3% 04/01/2046#Q39717 0.05 -1.85 0.0001 -0.0000
US3138EPH807 / FNMA 4.0% 03/01/2045#AL6554 0.05 -3.70 0.0001 -0.0000
US36209RYC14 / Ginnie Mae I Pool 0.05 -1.89 0.0001 -0.0000
US3138EEAV18 / FNMA 4.00% 4/42 #AK9019 0.05 -3.70 0.0001 -0.0000
US3140H4AE43 / FNMA 15YR 3% 04/01/2033#BJ2704 0.05 -3.70 0.0001 -0.0000
US3140H8L866 / FNMA 15YR 3% 11/32#BJ6650 0.05 -3.70 0.0001 -0.0000
US3140X7HE24 / FNMA 30YR 1.5% 08/01/2050#FM3828 0.05 -5.45 0.0001 -0.0000
US36185GML67 / GNMA 30YR 4.0% 05/15/2045#AN1263 0.05 -1.92 0.0001 -0.0000
US3132JNYA98 / FHLG 30YR 4.0% 09/01/2043#Q21605 0.05 -3.77 0.0001 -0.0000
US36230SKB96 / GNMA 3.50% 1/42 #757490 0.05 -1.92 0.0001 -0.0000
US36178EAJ82 / GNMA 30YR 3.5% 04/15/2043#AA6309 0.05 0.00 0.0001 -0.0000
US31419EJU47 / FNMA 4.50% 11/40 #AE3874 0.05 -1.92 0.0001 -0.0000
US31417DV421 / FNMA 30YR 3.5% 11/42#AB6934 0.05 -1.92 0.0001 -0.0000
US3138EQGX40 / FNMA 30YR 4.0% 10/01/2045#AL7413 0.05 -3.85 0.0001 -0.0000
US3140QAPP98 / FNMA 30YR 4% 02/01/2049#CA3129 0.05 -5.66 0.0001 -0.0000
US3132A9UK14 / FHLG 15YR 3% 02/01/2033#ZS8686 0.05 -5.66 0.0001 -0.0000
US31410GER02 / FNMA 6.50% 8/36 #888544 0.05 -5.66 0.0001 -0.0000
US312935RE12 / FHLG 4.50% 9/39 #A88585 0.05 -3.85 0.0001 -0.0000
US31419KCX19 / FNMA 30YR 4% 11/01/2040#AE8185 0.05 -1.96 0.0001 -0.0000
US31396HSG55 / FHR 3119 PO 0 2/36 0.05 -3.85 0.0001 -0.0000
US312940EJ49 / FHLG 5.00% 4/40 #A91937 0.05 -3.85 0.0001 -0.0000
US3138NXJ576 / FNMA 30YR 3.0% 1/1/43 #AR1183 0.05 -1.96 0.0001 -0.0000
US31283HZ650 / Freddie Mac Gold Pool 0.05 -3.85 0.0001 -0.0000
US31418MY630 / FNMA 6.00% 1/40 #AD0732 0.05 -5.77 0.0001 -0.0000
US3138YS3T15 / FNMA 30YR 4.5% 06/01/2045#AZ1709 0.05 -2.00 0.0001 -0.0000
US31416BMW53 / FNMA 6.00% 10/37 #995073 0.05 -2.00 0.0001 -0.0000
US3138M8UM31 / FNMA 30YR 3.4% 08/01/2042#AP5087 0.05 -2.00 0.0001 -0.0000
US3140XCC307 / Fannie Mae Pool 0.05 -4.00 0.0001 -0.0000
US36183SUX79 / GNMA 30YR 3.0% 04/15/2045#AK8698 0.05 -12.73 0.0001 -0.0000
US3138XJ5X18 / Fannie Mae Pool 0.05 -4.00 0.0001 -0.0000
US36178DBU46 / GNMA 3.50% 7/42 #AA5451 0.05 -2.04 0.0001 -0.0000
US3132J62X10 / FHLG 30YR 3.0% 02/01/2043#Q15789 0.05 -2.04 0.0001 -0.0000
US3132HMHP95 / FHLG 30YR 4.0% 09/01/2042#Q11138 0.05 -4.00 0.0001 -0.0000
GNII II 5% 02/20/2054#MA9487 / ABS-MBS (US36179YRG16) 0.05 -4.00 0.0001 -0.0000
US3132GJMF39 / FHLG 4.00% 9/41 #Q03358 0.05 -2.04 0.0001 -0.0000
US36182EMJ90 / GNMA 3.50% 2/44 #AG9361 0.05 -2.08 0.0001 -0.0000
US3132L7FF19 / FHLG 30YR 3.5% 10/01/2040#V81966 0.05 -4.08 0.0001 -0.0000
US17290XAU46 / CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC37 AAB 0.05 -28.79 0.0001 -0.0000
US36196HQJ22 / GNMA 30YR 4% 01/15/2047#AX5857 0.05 -2.08 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.05 -4.17 0.0001 -0.0000
US312936JP34 / FHLG 30YR 4.5% 10/01/2039#A89270 0.05 -4.17 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.05 -2.13 0.0001 -0.0000
US36178DZE48 / Ginnie Mae II Pool 0.05 -2.13 0.0001 -0.0000
US3132JNMC82 / FHLG 30YR 4.0% 09/01/2043#Q21255 0.05 -2.13 0.0001 -0.0000
US31419HKA94 / FNMA 30YR 4% 11/40#AE6588 0.05 -4.26 0.0001 -0.0000
US3138WKPB56 / FNMA 30YR 4.5% 04/01/2047#AS9417 0.05 -2.17 0.0001 -0.0000
US31419JFS24 / FNMA 30YR 4% 11/01/2040#AE7376 0.05 -2.17 0.0001 -0.0000
US3140FREY78 / FNMA 30YR 4.5% 03/01/2047#BE5550 0.05 -2.17 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.05 -2.17 0.0001 -0.0000
US3132QQ6D96 / FHLG 30YR 4.0% 06/01/2045#Q34467 0.05 -2.17 0.0001 -0.0000
US3132LQUK10 / FHLG 20YR 4% 06/01/2038#K94286 0.05 -2.17 0.0001 -0.0000
US3138WEQ283 / FNMA 30YR 3.0% 05/01/2045#AS4972 0.05 -2.17 0.0001 -0.0000
US3138A44E27 / FNMA 30YR 4.0% 02/01/2041#AH3520 0.04 -4.35 0.0001 -0.0000
US38375BQA34 / GNR 2012-H07 FA 1ML+63 3/20/62 0.04 -8.33 0.0001 -0.0000
US36230SKA14 / GNMA 3.50% 2/42 #757489 0.04 -2.22 0.0001 -0.0000
BARNES GROUP TERM B 1LN 01/27/2032 / LON (US38021CAC29) 0.04 0.0001 0.0001
US36202FBH82 / Ginnie Mae II Pool 0.04 -4.35 0.0001 -0.0000
US3132JPBN15 / FHLG 30YR 4.0% 09/01/2043#Q21845 0.04 -2.22 0.0001 -0.0000
US3138YPA362 / FNMA 4.0% 03/01/2045#AY9025 0.04 -2.22 0.0001 -0.0000
US881561BU72 / TMTS 2003-4HE A 1ML+43 9/34 0.04 0.00 0.0001 -0.0000
US3138AVUY97 / FNMA 4.00% 12/41 #AJ4198 0.04 -4.35 0.0001 -0.0000
US312945DS44 / Freddie Mac Gold Pool 0.04 -4.35 0.0001 -0.0000
US3132GKGW09 / FHLG 4.00% 10/41 #Q04113 0.04 -2.22 0.0001 -0.0000
US38375BPJ51 / GNII RVM 1ML+70 1/20/62 0.04 -10.20 0.0001 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.04 -8.51 0.0001 -0.0000
US36179SFT96 / Ginnie Mae II Pool 0.04 -6.52 0.0001 -0.0000
US3138NWZD42 / FNMA 30YR 3.0% 01/01/2043#AR0739 0.04 -2.27 0.0001 -0.0000
US3132J6NS92 / FHLG 30YR 4.0% 02/01/2043#Q15400 0.04 -2.27 0.0001 -0.0000
US31417DGB38 / FNMA 30YR 3.0% 10/01/2042#AB6493 0.04 -4.44 0.0001 -0.0000
US3128MFV621 / FHLG 15YR 3% 01/01/2034#G16737 0.04 -4.44 0.0001 -0.0000
US31395BTU79 / FNR 2006-15 OP 0% 3/36 0.04 -2.27 0.0001 -0.0000
US3620C04V76 / Ginnie Mae I Pool 0.04 -2.27 0.0001 -0.0000
US36297FW656 / GNMA 5.50% 9/39 #710869 0.04 0.00 0.0001 -0.0000
US07324SCS95 / Bayview Commercial Asset Trust 2005-4 0.04 -4.44 0.0001 -0.0000
US3620C04R64 / GNMA 4.50% 7/40 #745232 0.04 0.00 0.0001 -0.0000
US3132HRGD61 / FHLG 30YR 3% 1/1/43 #Q14696 0.04 -2.27 0.0001 -0.0000
US36193SW544 / GNMA II 3.5% 05/20/2046#AS6968 0.04 -4.55 0.0001 -0.0000
US3138MGJ300 / FNMA 3.50% 10/42 #AQ1181 0.04 -2.33 0.0001 -0.0000
US3140JVS450 / Federal National Mortgage Association, Inc. 0.04 -2.33 0.0001 -0.0000
US3132WJSS12 / Freddie Mac Gold Pool 0.04 -2.33 0.0001 -0.0000
US36179NVN55 / GNII II 3.5% 12/20/2043#MA1521 0.04 -4.55 0.0001 -0.0000
US31335ANJ33 / FHLG 30YR 3.5% 01/01/2046#G60393 0.04 -2.33 0.0001 -0.0000
US36176W2N02 / GNMA 4.00% 12/41 #778681 0.04 0.00 0.0001 -0.0000
US312943CX99 / FHLG 30YR 4.5% 10/01/2040#A94586 0.04 -12.77 0.0001 -0.0000
US3138WSXF05 / FNMA 30YR 3.0% 05/01/2043#AT5177 0.04 -2.38 0.0001 -0.0000
US36193VFQ05 / GNII II 3.5% 05/20/2046#AS9175 0.04 -4.65 0.0001 -0.0000
US3138YMJR11 / FNMA 4.0% 04/01/2045#AY7471 0.04 -34.92 0.0001 -0.0000
US3138WKU456 / FNMA 30YR 4.5% 05/01/2047#AS9602 0.04 -2.38 0.0001 -0.0000
US3140QNE247 / Fannie Mae Pool 0.04 -4.65 0.0001 -0.0000
US3138M87F46 / FNMA 30YR 3.5% 09/42#AP5393 0.04 -12.77 0.0001 -0.0000
US3133TUUS58 / FHR 2357 ZB 6.5% 9/31 0.04 -4.65 0.0001 -0.0000
US36179NQ439 / Ginnie Mae II Pool 0.04 -4.65 0.0001 -0.0000
US3132L66G13 / FHLG 30YR 3.5% 05/01/2040#V81771 0.04 0.00 0.0001 -0.0000
US3138Y4TN99 / FNMA 30YR 3.0% 01/01/45#AX3256 0.04 -2.38 0.0001 -0.0000
US36295R5H70 / GNMA 4.50% 11/39 #678648 0.04 -2.44 0.0001 -0.0000
US3132J6HZ00 / FHLG 30YR 3.0% 01/01/2043#Q15247 0.04 -2.44 0.0001 -0.0000
US36196HPQ73 / GNMA 30YR 4% 01/15/2047#AX5831 0.04 -4.76 0.0001 -0.0000
US36297J4Z49 / GNMA 4.50% 8/39 #713740 0.04 0.00 0.0001 -0.0000
US3140QMCR30 / Fannie Mae Pool 0.04 -4.76 0.0001 -0.0000
US3140EUJ916 / Fannie Mae Pool 0.04 -4.88 0.0001 -0.0000
US3137A1XM08 / FEDERAL HOME LN MTG MLT CTF GT 4% 09/15/2025 0.04 -52.44 0.0001 -0.0001
US3132M5PK28 / FHLG 30YR 4.0% 03/01/2044#Q25226 0.04 -4.88 0.0001 -0.0000
US31419AZL42 / Fannie Mae Pool 0.04 -7.14 0.0001 -0.0000
CAN 10YR BOND FUT SEP25 CNU5 / DIR (N/A) 0.04 0.0001 0.0001
US3132J92P22 / FHLG 30YR 4.0% 05/01/2043#Q18481 0.04 -2.50 0.0001 -0.0000
FMCC / Federal Home Loan Mortgage Corporation 0.04 0.0001 0.0001
US3132M86F84 / FHLG 30YR 4.0% 09/01/44#Q28370 0.04 -2.50 0.0001 -0.0000
US3132QP6Q28 / FHLG 30YR 3.5% 05/01/2045#Q33578 0.04 -2.50 0.0001 -0.0000
US3140J9VG39 / FNMA 15YR 3% 10/01/2033#BM5114 0.04 -4.88 0.0001 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.04 0.0001 0.0001
US3138AX4B48 / FNMA 30YR 4% 01/01/2042#AJ6217 0.04 -2.50 0.0001 -0.0000
US3620C0ZB76 / GNMA 4.50% 6/40 #745138 0.04 -2.56 0.0001 -0.0000
US36179TLQ66 / Ginnie Mae II Pool 0.04 -2.56 0.0001 -0.0000
US3138W4Y707 / FNMA 30YR 3.0% 02/01/2043#AR7033 0.04 -11.63 0.0001 -0.0000
US3132HQBW15 / FHLG 30YR 4.0% 11/01/2042#Q13653 0.04 -2.56 0.0001 -0.0000
DE000C4SA6R6 / EURO STOXX 50 Index 0.04 0.0001 0.0001
SBLOFI SWAP CZ030008 12/17/57 B / DCR (N/A) 0.04 0.0001 0.0001
US36179NX526 / Ginnie Mae II Pool 0.04 -2.56 0.0001 -0.0000
US3138EJLL04 / FNMA 6.00% 10/34 #AL2130 0.04 -5.00 0.0001 -0.0000
US36202FMB93 / Ginnie Mae II Pool 0.04 -2.63 0.0001 -0.0000
US3138YDME61 / FNMA 30YR 4.0% 01/01/2045#AY0356 0.04 -2.63 0.0001 -0.0000
US3133TK2P42 / FHR 2131 BG 6% 3/29 0.04 -11.90 0.0000 -0.0000
US3138W6EJ11 / FNMA 30YR 2.5% 04/01/2043#AR8236 0.04 -2.63 0.0000 -0.0000
US31418CPK44 / Fannie Mae Pool 0.04 -5.13 0.0000 -0.0000
US36186NLZ05 / GNMA 30YR 4.0% 07/15/2045#AN5744 0.04 -2.63 0.0000 -0.0000
US3132JMYC71 / FHLG 30YR 4.0% 08/01/2043#Q20707 0.04 -2.63 0.0000 -0.0000
US3138XZRY91 / FNMA 30YR 4.0% 12/01/2044#AW9502 0.04 -2.63 0.0000 -0.0000
US3138W9CN89 / FNMA 30YR 3.5% 08/01/2043#AS0076 0.04 -2.63 0.0000 -0.0000
US3138MN3F58 / FNMA 30YR 3.5% 12/1/42 #AQ7097 0.04 -2.63 0.0000 -0.0000
US3132XCSD80 / Freddie Mac Gold Pool 0.04 -2.63 0.0000 -0.0000
US3129387E74 / FHLG 5.00% 1/40 #A90893 0.04 -16.28 0.0000 -0.0000
US36177RCF64 / GNMA 30YR 3.5% 02/15/2043#796369 0.04 -2.70 0.0000 -0.0000
US3132J67F58 / FHLG 30YR 4.0% 02/01/2043#Q15893 0.04 -2.70 0.0000 -0.0000
US36179QWF44 / Ginnie Mae II Pool 0.04 -2.70 0.0000 -0.0000
US3138MJVG17 / FNMA 30YR 4.5% 11/01/2042#AQ3314 0.04 -2.70 0.0000 -0.0000
US3138XSTK37 / FNMA 30YR 4.5% 04/01/2044#AW3253 0.04 -5.26 0.0000 -0.0000
US3620AWDW78 / GNMA 3.50% 12/41 #741817 0.04 -2.70 0.0000 -0.0000
US3138W03B31 / FNMA 30YR 3.0% 01/01/2043#AR3493 0.04 -2.70 0.0000 -0.0000
US3138EKF265 / FNMA 30YR 3.0% 12/01/2042#AL2884 0.04 -2.70 0.0000 -0.0000
US38375UEJ51 / GNMA, Series 2014-H03, Class FA 0.04 -18.18 0.0000 -0.0000
US3133B5HW58 / FHLG 30YR 3% 03/01/2052#QD7445 0.04 -2.70 0.0000 -0.0000
US3138MHMV29 / FNMA 30YR 3.0% 11/01/2042#AQ2171 0.04 -2.70 0.0000 -0.0000
US3138A2ME65 / FNMA 4.00% 1/41 #AH1256 0.04 -2.70 0.0000 -0.0000
US3128UHEK73 / FHLM ARM 12M+1.75 9/1/41 #1B8787 0.04 -16.28 0.0000 -0.0000
US31416VBV53 / FNMA 30YR 4.5% 03/01/2039#AB0051 0.04 -2.70 0.0000 -0.0000
US3132GR6X42 / FHLG 4.00% 3/42 #Q06886 0.04 -10.00 0.0000 -0.0000
US36297GMZ09 / GNMA 4.00% 12/39 #711476 0.04 -2.78 0.0000 -0.0000
US885220DW07 / Thornburg Mortgage Securities Trust 2003-4 0.04 -5.41 0.0000 -0.0000
US31307RCG83 / FHLG 15YR 3% 06/01/2031#J34571 0.04 -5.41 0.0000 -0.0000
US3140F4HL33 / FNMA 30YR 4% 03/01/2046#BC8334 0.04 -2.78 0.0000 -0.0000
US07325YAF51 / BAYVIEW COML ASSET TR 2007 3 1ML+50 07/25/2037 144A 0.04 -5.41 0.0000 -0.0000
US31419KBD63 / FNMA 30YR 4% 11/01/2040#AE8135 0.04 -2.78 0.0000 -0.0000
US3138WAB713 / FNMA 30YR 3.0% 09/01/2043#AS0961 0.04 -2.78 0.0000 -0.0000
US36297FV823 / Ginnie Mae I Pool 0.04 -2.78 0.0000 -0.0000
US3620AS2S71 / GNMA 4.00% 10/41 #738885 0.04 -2.78 0.0000 -0.0000
US3133KYV899 / FHLG 20YR 2.5% 12/01/2041#RB5139 0.04 -2.78 0.0000 -0.0000
US3140QFNE56 / Fannie Mae Pool 0.04 -2.78 0.0000 -0.0000
US3140QGTB37 / Fannie Mae Pool 0.04 -5.41 0.0000 -0.0000
US3128M4MF76 / FHLG 5.00% 8/34 #G02758 0.04 -2.78 0.0000 -0.0000
US3128MMW336 / Freddie Mac Gold Pool 0.04 -2.78 0.0000 -0.0000
US3132GSLX52 / FHLG 4.00% 3/42 #Q07242 0.04 -2.78 0.0000 -0.0000
AMERICAN AIRLINES TERM B 1LN 5/7/2032 / LON (US02376CBT18) 0.04 0.0000 0.0000
US3620ATC474 / Ginnie Mae I Pool 0.03 -2.86 0.0000 -0.0000
US3132JBHW63 / FHLG 30YR 4.0% 06/01/2043#Q19744 0.03 -2.86 0.0000 -0.0000
US3620AQYL17 / GNMA 4.50% 2/40 #737015 0.03 -2.86 0.0000 -0.0000
US500255AU88 / Kohls Corporation 4.250 7/17/25 Bond 0.03 0.00 0.0000 -0.0000
US3132XWUS85 / FHLG 30YR 4% 02/01/2048#Q54192 0.03 -2.86 0.0000 -0.0000
US3140GYHM46 / FNMA 15YR 3% 01/01/2033#BH9235 0.03 -8.11 0.0000 -0.0000
US31418EBU38 / Fannie Mae Pool 0.03 -5.56 0.0000 -0.0000
US36194GLR38 / GNMA 30YR 4% 07/15/2046#AT7536 0.03 -2.86 0.0000 -0.0000
US3140Q83X16 / FNMA 30YR 4.5% 02/01/2048#CA1713 0.03 -12.82 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.03 -2.86 0.0000 -0.0000
US3132M4WF84 / FHLG 30YR 4.0% 02/01/2044#Q24546 0.03 -2.86 0.0000 -0.0000
US3140QNF806 / FNMA 30YR 3% 02/01/2052#CB2890 0.03 -2.86 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.03 -2.86 0.0000 -0.0000
US3132L6BT75 / FHLG 30YR 4.0% 01/01/2044#V80950 0.03 -2.86 0.0000 -0.0000
GSCOFI SWAP CY873248 04/17/65 B / DCR (N/A) 0.03 0.0000 0.0000
US3138EBJS58 / FNMA 3.50% 4/42 #AK6572 0.03 0.00 0.0000 -0.0000
US3132JP6N75 / FHLG 30YR 4.0% 10/01/2043#Q22677 0.03 0.00 0.0000 -0.0000
US3138X2E421 / FNMA 30YR 4% 08/01/2043#AU2854 0.03 -15.38 0.0000 -0.0000
US3128Q2KJ10 / FHLM ARM 5.61% 3/35 #1L0297 0.03 -2.94 0.0000 -0.0000
US3132JBDL45 / FHLG 30YR 4.0% 07/01/2043#Q19606 0.03 -2.94 0.0000 -0.0000
US3140XD7G57 / Fannie Mae Pool 0.03 -5.71 0.0000 -0.0000
US3138X6R564 / FNMA 30YR 4.5% 09/01/2043#AU6807 0.03 0.00 0.0000 -0.0000
US3622A2BE12 / GNMA II 3.0% 06/20/2042#783637 0.03 -2.94 0.0000 -0.0000
SBLOFI SWAP CY562349 11/18/64 B / DCR (N/A) 0.03 0.0000 0.0000
US36202FY678 / Ginnie Mae II Pool 0.03 -2.94 0.0000 -0.0000
US3132DNWR06 / FREDDIE MAC POOL FR SD1556 0.03 -5.88 0.0000 -0.0000
US36295R5P96 / GNMA 4.00% 2/40 #678654 0.03 -3.03 0.0000 -0.0000
US36179RNW50 / Ginnie Mae II Pool 0.03 -5.88 0.0000 -0.0000
US3128M83H57 / Freddie Mac Gold Pool 0.03 -5.88 0.0000 -0.0000
US3132GERN21 / FHLG 4.50% 6/41 #Q01393 0.03 -3.03 0.0000 -0.0000
MSCS SWAP CY873248 04/17/65 B / DCR (N/A) 0.03 0.0000 0.0000
US3138MEB583 / FNMA 30YR 3.4% 09/01/2042#AP9959 0.03 -3.03 0.0000 -0.0000
US3138W0HV42 / FNMA 30YR 3.0% 02/01/2043#AR2943 0.03 -3.03 0.0000 -0.0000
US36295R5Q79 / GNMA 4.50% 2/40 #678655 0.03 0.00 0.0000 -0.0000
US3128M73F10 / FHLG 5.00% 6/40 #G05898 0.03 0.00 0.0000 -0.0000
US3132HPYR99 / FHLG 30YR 4.0% 12/01/2042#Q13420 0.03 -3.03 0.0000 -0.0000
US312941P359 / FHLG 4.50% 7/40 #A93142 0.03 -3.12 0.0000 -0.0000
US3132JBRJ43 / FHLG 30YR 4.0% 07/01/2043#Q19988 0.03 -16.22 0.0000 -0.0000
US3138WQMX73 / FNMA 30YR 3.5% 4/1/43 #AT3073 0.03 -3.12 0.0000 -0.0000
US3128M7YL48 / FHLG 25YR 5.50% 7/35 #G05815 0.03 -6.06 0.0000 -0.0000
US3138MJMP17 / FNMA 30YR 3.5% 09/42#AQ3065 0.03 -3.12 0.0000 -0.0000
BNP / BNP Paribas SA 0.03 0.0000 0.0000
US31417FDC95 / FNMA 30YR 4.5% 09/01/2035#AB8198 0.03 -3.12 0.0000 -0.0000
US31419JFY91 / FNMA 30YR 4% 11/01/2040#AE7382 0.03 -3.12 0.0000 -0.0000
US3132WKHM34 / Freddie Mac Gold Pool 0.03 -26.19 0.0000 -0.0000
US36179RVC05 / Ginnie Mae II Pool 0.03 -3.12 0.0000 -0.0000
US36202FM525 / GNII 30YR 4.5% 12/20/2040#004880 0.03 0.00 0.0000 -0.0000
US36297BF635 / GNMA 4.00% 2/40 #706789 0.03 0.00 0.0000 -0.0000
US31396NCS36 / FHR 3145 GO 4/36 0.03 -3.23 0.0000 -0.0000
US31392XV960 / FHR 2520 BE 6% 11/32 0.03 -6.25 0.0000 -0.0000
US3132JNVT17 / FHLG 30YR 4.0% 09/01/2043#Q21526 0.03 -3.23 0.0000 -0.0000
US36193SYD51 / GNMA II 3.5% 06/46#AS7008 0.03 -3.23 0.0000 -0.0000
US31403DLV90 / Fannie Mae Pool 0.03 -6.25 0.0000 -0.0000
US3132J6B869 / FHLG 30YR 3.0% 02/01/2043#Q15062 0.03 -3.23 0.0000 -0.0000
US31401JFK97 / FNMA 30YR 5% 07/01/2033#709470 0.03 -3.23 0.0000 -0.0000
US31418D5G33 / Fannie Mae Pool 0.03 -3.23 0.0000 -0.0000
US3132J8YQ73 / FHLG 30YR 4.0% 04/01/2043#Q17518 0.03 -3.23 0.0000 -0.0000
US3132L7A824 / FHLG 30YR 3.5% 7/40#V81831 0.03 -3.23 0.0000 -0.0000
US3128L1YB06 / FHLG 6.00% 12/37 #A69706 0.03 0.00 0.0000 -0.0000
US3138WKVG79 / FNMA 30YR 4.5% 04/47#AS9614 0.03 -3.23 0.0000 -0.0000
US36196HN895 / GNMA 30YR 4% 01/15/2047#AX5815 0.03 -3.23 0.0000 -0.0000
US3138YVEA30 / FNMA 30YR 3.0% 08/01/2045#AZ3728 0.03 0.00 0.0000 -0.0000
US36202FHX78 / Ginnie Mae II Pool 0.03 0.00 0.0000 -0.0000
US3622A2D589 / GNMA 30YR 5.0% 05/15/2039#783724 0.03 -3.33 0.0000 -0.0000
US3138W9NZ90 / FNMA 30YR 3.0% 09/01/2043#AS0407 0.03 -3.33 0.0000 -0.0000
US3620C03D87 / GNMA 4.50% 7/40 #745196 0.03 -9.37 0.0000 -0.0000
US3132GRCZ29 / FHLG 4.00% 2/42 #Q06088 0.03 -3.33 0.0000 -0.0000
US3132HNCX57 / FHLG 3.50% 10/42 #Q11886 0.03 -3.33 0.0000 -0.0000
US3138YB4R12 / FNMA 30YR 3.0% 03/01/2045#AX9831 0.03 -3.33 0.0000 -0.0000
US3132JMZ444 / FHLG 30YR 4.0% 08/01/2043#Q20763 0.03 -21.62 0.0000 -0.0000
US31417FR838 / Fannie Mae Pool 0.03 -3.33 0.0000 -0.0000
US3132QNLE74 / FHLG 30YR 3.5% 03/01/2045#Q32124 0.03 -3.33 0.0000 -0.0000
US3138YJ4A14 / FNMA 30YR 4.5% 04/01/2045#AY5316 0.03 -3.33 0.0000 -0.0000
US36177TMR58 / GNMA 30YR 4.0% 08/15/2042#798467 0.03 0.00 0.0000 -0.0000
US31307U5S38 / FHLG 15YR 3% 12/01/2032#J38057 0.03 -3.33 0.0000 -0.0000
US3138E7ZV90 / FNMA 4.00% 2/42 #AK3455 0.03 -3.33 0.0000 -0.0000
US3138EEX790 / FNMA 4.00% 4/42 #AK9701 0.03 -3.33 0.0000 -0.0000
US3138WBPY50 / FNMA 30YR 3.0% 03/01/2044#AS2238 0.03 0.00 0.0000 -0.0000
US31283H6W07 / FHLG 6.00% 5/33 #G01785 0.03 -6.45 0.0000 -0.0000
US36179SCA33 / Ginnie Mae II Pool 0.03 -3.33 0.0000 -0.0000
US3133KYU982 / Freddie Mac Pool 0.03 0.00 0.0000 -0.0000
US31402ETE85 / Fannie Mae Pool 0.03 -6.67 0.0000 -0.0000
US3132M3AY39 / FHLG 30YR 4.0% 11/01/2043#Q23023 0.03 -6.67 0.0000 -0.0000
US3132GDZS43 / FHLG 4.50% 5/41 #Q00753 0.03 -3.45 0.0000 -0.0000
US31397R3R53 / FHR 3415 PC 5% 12/37 0.03 -3.45 0.0000 -0.0000
SBLOFI SWAP 12/17/57 B / DCR (N/A) 0.03 0.0000 0.0000
US676477AA09 / OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A 0.03 -6.67 0.0000 -0.0000
US3132GDY970 / FHLG 4.50% 5/41 #Q00736 0.03 -3.45 0.0000 -0.0000
US312943FB43 / FHLG 4.50% 10/40 #A94662 0.03 -9.68 0.0000 -0.0000
US3132WGNE32 / FHLG 30YR 3.5% 07/01/2046#Q43088 0.03 -3.45 0.0000 -0.0000
US36192XPH60 / GNMA II 3.5% 06/20/2046#AR3124 0.03 -3.45 0.0000 -0.0000
US36193YPG51 / GNMA II 3.5% 05/20/2046#AT1323 0.03 -3.45 0.0000 -0.0000
US3132XYLA35 / FHLG 30YR 4% 04/01/2048#Q55720 0.03 -3.45 0.0000 -0.0000
US31371MER43 / FNMA 6.00% 9/35 #255844 0.03 -3.45 0.0000 -0.0000
US3136AWQD24 / FNR 2017-30 AI 5.5% 05/47 0.03 -6.67 0.0000 -0.0000
US31402EZC55 / FNMA 30YR 4.5% 09/01/2033#727139 0.03 -3.45 0.0000 -0.0000
US3138W1C543 / FNMA 30YR 3.0% 02/01/2043#AR3691 0.03 0.00 0.0000 -0.0000
US31394VS438 / FNR 2006-12 BO 0% 10/35 0.03 -10.00 0.0000 -0.0000
US3138MFFL63 / FNMA 3.50% 11/42 #AQ0170 0.03 -3.57 0.0000 -0.0000
US3132QP2A12 / FHLG 30YR 3.0% 05/01/2045#Q33468 0.03 -3.57 0.0000 -0.0000
US3140QEA699 / Fannie Mae Pool 0.03 0.0000 0.0000
US3138NYAN54 / FNMA 30YR 3.0% 01/01/2043#AR1812 0.03 -3.57 0.0000 -0.0000
US3128M76E18 / FHLG 5.00% 8/40 #G05969 0.03 -3.57 0.0000 -0.0000
US36178XAS62 / Ginnie Mae II Pool 0.03 -6.90 0.0000 -0.0000
US3620AQYC18 / GNMA 4.50% 2/40 #737007 0.03 -6.90 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.03 -6.90 0.0000 -0.0000
US3132DWHE66 / UMBS 0.03 -3.57 0.0000 -0.0000
US31396JPR04 / FHR 3123 LO 0% 3/36 0.03 -3.57 0.0000 -0.0000
US31418DW658 / Fannie Mae Pool 0.03 -3.57 0.0000 -0.0000
US31410F5B71 / FNMA 6.00% 3/36 #888342 0.03 -6.90 0.0000 -0.0000
US3132QLJH77 / FHLG 30YR 4.5% 12/01/2044#Q30263 0.03 -3.57 0.0000 -0.0000
US36176PQZ26 / GNMA 4.00% 10/41 #772072 0.03 0.00 0.0000 -0.0000
US31418ECA64 / FNMA 30YR 3% 03/01/2052#MA4564 0.03 -3.57 0.0000 -0.0000
US3138MRB759 / FNMA 30YR 4% 12/01/2042#AQ9061 0.03 -18.18 0.0000 -0.0000
US3138M3RR77 / Fannie Mae Pool 0.03 -3.57 0.0000 -0.0000
US3128MMXR92 / Freddie Mac Gold Pool 0.03 -3.57 0.0000 -0.0000
US31417GLX24 / FNMA 30YR 3.0% 05/01/2043#AB9341 0.03 -3.57 0.0000 -0.0000
US3138MLFP46 / FNMA 30YR 3.0% 11/01/2042#AQ4673 0.03 0.00 0.0000 -0.0000
US36192XPJ27 / GNMA II 3.5% 06/20/2046#AR3125 0.03 -7.14 0.0000 -0.0000
US3132QR6J49 / FHLG 3.0% 8/45#Q35372 0.03 -3.70 0.0000 -0.0000
US36202FFN15 / GNII 30YR 4.5% 04/20/2040#004673 0.03 -3.70 0.0000 -0.0000
US07325YAG35 / BAYC 2007-3 M5 1ML+60 7/37 0.03 -3.70 0.0000 -0.0000
US36179NLD83 / Ginnie Mae II Pool 0.03 -3.70 0.0000 -0.0000
US3140E8KU10 / FNMA 30YR 3.5% 11/01/2045#BA3906 0.03 -3.70 0.0000 -0.0000
US36241LA484 / GNMA 5.00% 7/39 #782727 0.03 -7.14 0.0000 -0.0000
US3132GDDT63 / FHLG 4.50% 4/41 #Q00114 0.03 -3.70 0.0000 -0.0000
US31307UGP75 / FHLG 15YR 3% 08/01/2032#J37406 0.03 -3.70 0.0000 -0.0000
US3138MSBR90 / FNMA 30YR 3.5% 01/01/2043#AQ9947 0.03 -3.70 0.0000 -0.0000
US3128M8C286 / FHLG 6.00% 8/37 #G06089 0.03 -3.70 0.0000 -0.0000
US31394FCS20 / FNR 2005-81 PC 5.5% 9/35 0.03 -3.70 0.0000 -0.0000
US36202FGS92 / GNII 30YR 4.5% 06/20/2040#004709 0.03 0.00 0.0000 -0.0000
US3132M4QA61 / FHLG 30YR 4.0% 01/01/2044#Q24349 0.03 0.00 0.0000 -0.0000
US3138MFGQ42 / FNMA 3.50% 11/42 #AQ0206 0.03 0.00 0.0000 -0.0000
US36180DWP85 / GNMA 30YR 3.0% 06/15/2043#AD2454 0.03 -3.85 0.0000 -0.0000
US3138Y65H38 / FNMA 30YR 4.0% 12/01/2044#AX5347 0.03 -3.85 0.0000 -0.0000
US3140F4SL14 / FNMA 30YR 4.5% 06/01/2046#BC8622 0.03 -3.85 0.0000 -0.0000
US312940TF61 / FHLG 5.00% 6/40 #A92350 0.03 -3.85 0.0000 -0.0000
US3128UGZV27 / FHLM ARM 0.0% 07/01/2041#1B8505 0.03 0.00 0.0000 -0.0000
US38376REM43 / GNR 2015-H17 GZ 4.4518% 05/65 0.03 0.00 0.0000 -0.0000
US3132JM2S71 / FHLG 30YR 4.0% 08/01/2043#Q20785 0.03 -3.85 0.0000 -0.0000
US3138MA5J34 / FNMA 3.50% 10/42 #AP7148 0.03 -3.85 0.0000 -0.0000
US3140GN6Y43 / FNMA 30YR 4.5% 04/01/2047#BH0886 0.03 -3.85 0.0000 -0.0000
US36180B4B42 / GNMA 30YR 3.5% 03/15/2043#AD0818 0.03 0.00 0.0000 -0.0000
US07325YAB48 / Bayview Commercial Asset Trust, Series 2007-3, Class A2 0.03 -3.85 0.0000 -0.0000
US3129413N55 / Freddie Mac Gold Pool 0.03 -3.85 0.0000 -0.0000
US31283HX754 / FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2033 FHLMC G30 0.03 -3.85 0.0000 -0.0000
VISTAJET TERM B 1LN 04/01/2031 / LON (US92842EAB48) 0.02 0.0000 0.0000
US07325XAC48 / BAYC 2007-2 M1 1ML+37 7/37 0.02 -7.69 0.0000 -0.0000
US36202FP676 / Ginnie Mae II Pool 0.02 -4.00 0.0000 -0.0000
US36241L4R43 / GNMA POOL 783532 GN 02/42 FIXED 3.5 0.02 -4.00 0.0000 -0.0000
US3128MMWQ29 / Freddie Mac Gold Pool 0.02 -7.69 0.0000 -0.0000
US3620AABG27 / Ginnie Mae I Pool 0.02 -4.00 0.0000 -0.0000
US3138M6XV47 / FNMA 3.50% 9/42 #AP3391 0.02 -4.00 0.0000 -0.0000
US31329P5X76 / Freddie Mac Pool 0.02 -4.00 0.0000 -0.0000
US36179RXE43 / Ginnie Mae II Pool 0.02 -4.00 0.0000 -0.0000
US3140J5M975 / FNMA 15YR 3% 08/01/2031#BM1283 0.02 -11.11 0.0000 -0.0000
US3140QP3N50 / Fannie Mae Pool 0.02 0.00 0.0000 -0.0000
US36202FCN42 / Ginnie Mae II Pool 0.02 0.00 0.0000 -0.0000
US3620AN5T37 / GNMA 4.50% 2/40 #735358 0.02 -4.17 0.0000 -0.0000
US36193SYE35 / GNMA II 3.5% 06/46#AS7009 0.02 -4.17 0.0000 -0.0000
US31419FET93 / FNMA 4.00% 10/40 #AE4645 0.02 -4.17 0.0000 -0.0000
US3138W0F530 / FNMA 30YR 2.5% 01/01/2043#AR2887 0.02 -4.17 0.0000 -0.0000
US3132QXAB37 / FHLG 30YR 3.5% 04/46#Q39901 0.02 -8.00 0.0000 -0.0000
US3132J7T448 / FHLG 30YR 3.0% 03/01/2043#Q16470 0.02 -4.17 0.0000 -0.0000
US3138WE7F03 / FNMA 30YR 4.5% 07/01/2045#AS5393 0.02 -4.17 0.0000 -0.0000
US3132JPVF60 / FHLG 30YR 4.5% 10/43#Q22414 0.02 0.00 0.0000 -0.0000
US31417ECK55 / Fannie Mae Pool 0.02 -4.17 0.0000 -0.0000
US36176XPD56 / GNMA 30YR 3.0% 05/15/2042#779220 0.02 -8.00 0.0000 -0.0000
US3138NXYW15 / FNMA 30YR 3.0% 12/01/2042#AR1624 0.02 0.00 0.0000 -0.0000
US3138NWSU40 / FNMA 30YR 3.0% 12/01/2042#AR0530 0.02 0.00 0.0000 -0.0000
US38375BFQ05 / GNR 2010-H19 FG 1ML+30 8/60 0.02 -23.33 0.0000 -0.0000
US07325MAB00 / BAYVIEW COMMERCIAL ASSET TRUST 2007-1 BAYC 2007-1 A2 0.02 -4.17 0.0000 -0.0000
US3620C0YY88 / GNMA 4.50% 6/40 #745127 0.02 0.00 0.0000 -0.0000
US3132GDGH98 / FHLG 30YR 4.5% 04/01/2041# 0.02 0.00 0.0000 -0.0000
US312943MK68 / FHLG 30YR 4.5% 11/01/2040#A94862 0.02 0.00 0.0000 -0.0000
US31307UCF30 / FHLG 15YR 3% 07/01/2032#J37270 0.02 -4.35 0.0000 -0.0000
US3620A55Z80 / GNMA 4.50% 6/39 #720064 0.02 -4.35 0.0000 -0.0000
US3620C0XR47 / GNMA 4.50% 6/40 #745088 0.02 -4.35 0.0000 -0.0000
US3128KHMC75 / FHLG 5.00% 4/35 #A54855 0.02 -8.33 0.0000 -0.0000
US31418DZH87 / Fannie Mae Pool 0.02 -4.35 0.0000 -0.0000
US36193PJB22 / GNMA II 3.5% 05/20/2046#AS4758 0.02 -4.35 0.0000 -0.0000
US07325YAE86 / BAYC 2007-3 M3 1ML+37 7/37 0.02 -4.35 0.0000 -0.0000
US36297FJJ21 / GNMA 4.50% 8/39 #710465 0.02 -4.35 0.0000 -0.0000
US3620ARDQ16 / GNMA 5.00% 8/40 #737311 0.02 0.00 0.0000 -0.0000
US3140GYQM45 / FNMA 30YR 4.5% 09/01/2047#BH9459 0.02 -4.35 0.0000 -0.0000
US3132QRQ942 / FHLG 30YR 3.0% 07/01/2045#Q34979 0.02 -4.35 0.0000 -0.0000
US3138E1JB41 / FNMA ARM 0.0% 01/01/2042#AJ8357 0.02 0.00 0.0000 -0.0000
US3140XJ3F83 / UMBS 0.02 -4.35 0.0000 -0.0000
US95001GAG82 / Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA 0.02 -15.38 0.0000 -0.0000
US3138XV6D73 / FNMA 30YR 5.0% 08/44#AW6267 0.02 0.00 0.0000 -0.0000
US3132HQBX97 / FHLG 30YR 4.0% 11/01/2042#Q13654 0.02 0.00 0.0000 -0.0000
US312946FC56 / FHLG 30YR 4% 01/01/2041# 0.02 -4.35 0.0000 -0.0000
US3128LXAT79 / Freddie Mac Gold Pool 0.02 -4.35 0.0000 -0.0000
US3132JBJJ35 / FHLG 30YR 4.0% 07/01/2043#Q19764 0.02 0.00 0.0000 -0.0000
US3620AVA771 / GNMA 30YR 3.5% 06/15/2043#740830 0.02 0.00 0.0000 -0.0000
US3138MQSY03 / FNMA 30YR 3.0% 12/01/2042#AQ8634 0.02 -8.33 0.0000 -0.0000
US3133ABWF30 / Freddie Mac Pool 0.02 0.00 0.0000 -0.0000
US36194GPG37 / GNMA 30YR 4% 07/15/2046#AT7623 0.02 0.00 0.0000 -0.0000
US3138E5GU62 / FNMA 4.00% 2/42 #AK1110 0.02 -4.35 0.0000 -0.0000
US07325XAE04 / BAYVIEW COML ASST TR 2007 2 1ML+49 07/25/2037 144A 0.02 0.00 0.0000 -0.0000
US3140FKFZ81 / FNMA 30YR 3.5% 12/01/2046#BE0183 0.02 0.00 0.0000 -0.0000
US3140H4BW32 / FANNIE MAE POOL FN BJ2752 0.02 0.00 0.0000 -0.0000
US3138WMW649 / FNMA 30YR 3.5% 4/1/43 #AT0668 0.02 0.00 0.0000 -0.0000
US31283HYW95 / FHLG 5.00% 11/33 #G01625 0.02 -8.70 0.0000 -0.0000
US3132DVL943 / Uniform Mortgage-Backed Securities 0.02 -4.55 0.0000 -0.0000
US36213EZP41 / GNMA 4.00% 12/41 #552550 0.02 -4.55 0.0000 -0.0000
US3138EKFA85 / Fannie Mae Pool 0.02 -4.55 0.0000 -0.0000
US3138NYW437 / Fannie Mae Pool 0.02 -4.55 0.0000 -0.0000
US31395N6X06 / FNR 2006-62 KP PO 0% 4/36 0.02 -4.55 0.0000 -0.0000
US3138EBDP73 / FNMA 4.00% 4/42 #AK6409 0.02 -4.55 0.0000 -0.0000
US3138NXM208 / FNMA 30YR 3.0% 01/01/2043#AR1276 0.02 -4.55 0.0000 -0.0000
US31417GHR02 / FNMA 30YR 3.0% 05/01/2043#AB9239 0.02 -4.55 0.0000 -0.0000
US36179QYU92 / Ginnie Mae II Pool 0.02 -4.55 0.0000 -0.0000
US3140XHRS89 / Fannie Mae Pool 0.02 -4.55 0.0000 -0.0000
US36192XMK27 / GNMA II 3.5% 05/20/2046#AR3062 0.02 -4.55 0.0000 -0.0000
US3132WDWH31 / FHLG 30YR 3.5% 05/01/2046#Q40647 0.02 -4.55 0.0000 -0.0000
US3132QTZK58 / FHLG 30YR 4% 10/01/2045#Q37045 0.02 -19.23 0.0000 -0.0000
US3132QPWH35 / FHLG 30YR 3.5% 05/01/2045#Q33347 0.02 0.00 0.0000 -0.0000
US3140Q8CV54 / Fannie Mae Pool 0.02 0.00 0.0000 -0.0000
US3128M8AR56 / FHLG 30YR 4.5% 09/01/2040#G06016 0.02 0.00 0.0000 -0.0000
US31307RDB87 / FHLG 15YR 3% 06/01/2031#J34598 0.02 0.00 0.0000 -0.0000
US3140FVND43 / Fannie Mae Pool 0.02 0.00 0.0000 -0.0000
US36179BPF57 / GNMA 30YR 3.0% 06/15/2043#AC2222 0.02 -4.76 0.0000 -0.0000
US36193SW478 / GNMA II 3.5% 05/20/2046#AS6967 0.02 -4.76 0.0000 -0.0000
US31418ASA78 / FNMA 30YR 2.5% 04/01/2043#MA1412 0.02 -4.76 0.0000 -0.0000
US3128K8UH74 / FHLG 7.00% 9/35 #A47784 0.02 -4.76 0.0000 -0.0000
US3132GE5T39 / FHLG 30YR 4.5% 02/01/2041# 0.02 -4.76 0.0000 -0.0000
US3132JBHZ94 / FHLG 30YR 4.0% 06/01/2043#Q19747 0.02 -4.76 0.0000 -0.0000
US3133KKZN26 / Freddie Mac Pool 0.02 -4.76 0.0000 -0.0000
US36297JT464 / GNMA POOL 713471 GN 06/39 FIXED 4.5 0.02 -4.76 0.0000 -0.0000
US3132J6H312 / FHLG 30YR 3.0% 12/01/2042#Q15249 0.02 -33.33 0.0000 -0.0000
US3132J62W37 / FHLG 3% 2/1/43 #Q15788 0.02 -13.04 0.0000 -0.0000
US31417FY446 / FNMA 30YR 3.0% 03/01/2043#AB8830 0.02 -4.76 0.0000 -0.0000
US3620AS2T54 / GNMA 4.00% 10/41 #738886 0.02 0.00 0.0000 -0.0000
US36176LYS86 / GNMA 30YR 4.0% 11/15/2041#769621 0.02 0.00 0.0000 -0.0000
US3128MJCD07 / FHLG 30YR 5% 07/01/2035# 0.02 -4.76 0.0000 -0.0000
US3132J7EX61 / FHLG 30YR 4.0% 03/01/2043#Q16049 0.02 -25.93 0.0000 -0.0000
US36241LKA34 / Ginnie Mae I Pool 0.02 0.00 0.0000 -0.0000
US312945NL80 / FHLG 4.50% 2/41 #A96695 0.02 0.00 0.0000 -0.0000
US36176XCE76 / GNMA 30YR 4.0% 02/15/2042#778869 0.02 0.00 0.0000 -0.0000
US31417EHB02 / FNMA 30YR 3.0% 12/01/2042#AB7425 0.02 -5.00 0.0000 -0.0000
US36296JR312 / GNMA 4.50% 7/39 #692706 0.02 -9.52 0.0000 -0.0000
US36179TNR22 / Ginnie Mae II Pool 0.02 -9.52 0.0000 -0.0000
US3129455M63 / FHLG 4.50% 2/41 #A97152 0.02 -5.00 0.0000 -0.0000
US3138W3QM80 / FNMA 30YR 3.5% 2/1/43 #AR5859 0.02 -5.00 0.0000 -0.0000
US312946MC73 / FHLG 30YR 4.5% 03/41#A97555 0.02 -17.39 0.0000 -0.0000
US36202FGD24 / Ginnie Mae II Pool 0.02 -5.00 0.0000 -0.0000
US3620A5B737 / GNMA 5.00% 8/40 #719262 0.02 -5.00 0.0000 -0.0000
US3128HD5G08 / FHLM ARM 4.24% 6/33 #847147 0.02 -5.00 0.0000 -0.0000
US3138ARFF61 / FNMA 4.00% 9/41 #AJ0165 0.02 -5.00 0.0000 -0.0000
US31396WYX81 / FNR 2007-66 SA -1ML+3960 7/37 0.02 -5.00 0.0000 -0.0000
US31417GHQ29 / FNMA 30YR 3.0% 05/01/2043#AB9238 0.02 -5.00 0.0000 -0.0000
US3140Q86S93 / FNMA 30YR 4.5% 11/01/2047#CA1780 0.02 -13.64 0.0000 -0.0000
US3132JMMF31 / FHLG 30YR 4.0% 07/01/2043#Q20358 0.02 0.00 0.0000 -0.0000
US31376KHK51 / FNMA 6.00% 10/34 #357634 0.02 0.00 0.0000 -0.0000
US36179QGE52 / Ginnie Mae II Pool 0.02 0.00 0.0000 -0.0000
SBLOFI SWAP CZ030005 12/17/57 B / DCR (N/A) 0.02 0.0000 0.0000
US31394YPA63 / FHR 2802 OB 6% 5/34 0.02 -9.52 0.0000 -0.0000
US3138W25W14 / FNMA 30YR 3.0% 02/01/2043#AR5360 0.02 0.00 0.0000 -0.0000
US3138E5VC99 / FNMA 4.00% 3/42 #AK1510 0.02 0.00 0.0000 -0.0000
US3138EM4F56 / FNMA 30YR 4.5% 12/01/2033#AL5321 0.02 -5.00 0.0000 -0.0000
US31414NDX93 / FNMA 6.00% 12/38 #970918 0.02 0.00 0.0000 -0.0000
US31412P3P49 / FNMA 4.50% 7/39 #931506 0.02 -9.52 0.0000 -0.0000
US3132GET671 / FHLG 30YR 4.5% 06/01/2041# 0.02 0.00 0.0000 -0.0000
US3620AM2Z42 / GNMA 5.00% 4/41 #734392 0.02 -13.64 0.0000 -0.0000
US3138MHFU29 / FNMA 30YR 3.0% 11/01/2042#AQ1978 0.02 0.00 0.0000 -0.0000
US3138X0PV40 / FNMA 30YR 3.5% 07/01/2043#AU1335 0.02 0.00 0.0000 -0.0000
US3132GEKV10 / FHLG 4.50% 6/41 #Q01208 0.02 0.00 0.0000 -0.0000
US3138YXP901 / FNMA 30YR 3.0% 07/45#AZ5847 0.02 -5.26 0.0000 -0.0000
US3132M5FL11 / FHLG 30YR 4.0% 02/01/2044#Q24971 0.02 -5.26 0.0000 -0.0000
US3620C4RB80 / GNMA 5.00% 8/40 #748482 0.02 -5.26 0.0000 -0.0000
US36225BSV17 / GNMA II 7.00% 4/32 #781432 0.02 -10.00 0.0000 -0.0000
US36295QLQ19 / Ginnie Mae I Pool 0.02 -5.26 0.0000 -0.0000
US3132J6DM33 / FHLG 30YR 4.0% 02/01/2043#Q15107 0.02 -5.26 0.0000 -0.0000
US31396WJV90 / FNR 2007-57 SA 4062-6*1ML 6/37 0.02 -5.26 0.0000 -0.0000
US36297JPL25 / GNMA 5.00% 5/39 #713327 0.02 -5.26 0.0000 -0.0000
US3132GMJF05 / FHLG 30YR 4.0% 1/1/42 #Q05962 0.02 -14.29 0.0000 -0.0000
US07324SCC44 / BAYC 2005-3A A2 1ML+40 11/35 0.02 -5.26 0.0000 -0.0000
US31297S4C67 / FHLG 5.00% 9/35 #A37119 0.02 -5.26 0.0000 -0.0000
US3620A8KR30 / GNMA 4.50% 8/39 #722204 0.02 0.00 0.0000 -0.0000
US3138A74T23 / FNMA 4.00% 3/41 #AH6233 0.02 -10.00 0.0000 -0.0000
US36202FQ740 / Ginnie Mae II Pool 0.02 0.00 0.0000 -0.0000
US3138EFBS45 / FNMA 4.00% 4/42 #AK9948 0.02 0.00 0.0000 -0.0000
US3620AABQ09 / GNMA 4.00% 5/40 #723747 0.02 0.00 0.0000 -0.0000
US3138W25R29 / FNMA 30YR 3.5% 2/1/43#AR5355 0.02 0.00 0.0000 -0.0000
US3140E8KS63 / FNMA 30YR 3.5% 12/01/2045#BA3904 0.02 0.00 0.0000 -0.0000
US36180XDB64 / GNMA 30YR 3.5% 06/15/2043#AE4598 0.02 0.00 0.0000 -0.0000
US36179QR299 / Ginnie Mae II Pool 0.02 -5.26 0.0000 -0.0000
US31397CXF12 / FHLMC, REMIC, Series 3258, Class PM 0.02 -5.26 0.0000 -0.0000
US31307UH500 / FHLG 15YR 3% 08/01/2032#J37452 0.02 0.00 0.0000 -0.0000
US3132M5FN76 / FHLG 30YR 4.0% 02/01/2044#Q24973 0.02 0.00 0.0000 -0.0000
US36296XYZ13 / GNMA 5.00% 7/39 #704628 0.02 0.00 0.0000 -0.0000
US31416XDC11 / FNMA 4.50% 12/40 #AB1898 0.02 -5.56 0.0000 -0.0000
US3138M7YR09 / FNMA 30YR 3.5% 11/01/2042#AP4319 0.02 -5.56 0.0000 -0.0000
US31410G4C46 / FNMA 6.00% 3/38 #889219 0.02 -5.56 0.0000 -0.0000
US3620AR3K54 / Ginnie Mae I Pool 0.02 -5.56 0.0000 -0.0000
US31359WHX20 / FNR 1999-32 PL 6% 7/29 0.02 -10.53 0.0000 -0.0000
US3138AU2T38 / FNMA 4.00% 10/41 #AJ3485 0.02 -5.56 0.0000 -0.0000
US3138LYFN28 / FNMA 30YR 3.5% 09/01/2042#AO7372 0.02 -5.56 0.0000 -0.0000
US31287MT597 / FHLG 6.50% 1/32 #C62372 0.02 -5.56 0.0000 -0.0000
US36176HTG91 / GNMA 3.50% 5/42 #766751 0.02 -5.56 0.0000 -0.0000
US3620AABH00 / GNMA 4.50% 4/40 #723740 0.02 -5.56 0.0000 -0.0000
US3132HQKL58 / FHLG 30YR 4.0% 12/01/2042#Q13899 0.02 -10.53 0.0000 -0.0000
US31419AXD44 / FNMA 30YR 4.5% 12/01/2040#AE0675 0.02 -5.56 0.0000 -0.0000
US36179KP247 / GNMA 30YR 4% 01/15/2043#AC9441 0.02 -19.05 0.0000 -0.0000
US312945RC46 / FHLG 4.50% 2/41 #A96783 0.02 0.00 0.0000 -0.0000
US3620C6E273 / GNMA 4.00% 11/40 #749953 0.02 0.00 0.0000 -0.0000
US312944LX71 / FHLG 30YR 4.5% 12/01/2040# 0.02 0.00 0.0000 -0.0000
US3137A0ZA68 / FEDERAL HOME LN MTG MLT CTF GT 4% 08/15/2025 0.02 -67.92 0.0000 -0.0001
US31359SXB14 / FNR 2001-20 Z 6% 5/31 0.02 -10.53 0.0000 -0.0000
US26439XAC74 / DCP Midstream Operating LP 0.02 0.00 0.0000 -0.0000
US3138AN2M48 / FNMA ARM 2.967% 8/41#AI8879 0.02 0.00 0.0000 -0.0000
US3138E5RF76 / FNMA 4.00% 3/42 #AK1385 0.02 0.00 0.0000 -0.0000
US3140HDGJ79 / FHLG 30YR 4.5% 03/01/2048#BK0200 0.02 0.00 0.0000 -0.0000
US3620AVT516 / GNMA 4.50% 8/40 #741372 0.02 0.00 0.0000 -0.0000
US3140H2XK99 / FNMA 30YR 4% 01/01/2048#BJ1581 0.02 -5.88 0.0000 -0.0000
US31419E4N64 / FNMA 4.00% 10/40 #AE4428 0.02 -15.79 0.0000 -0.0000
US3138YXUM59 / FNMA 30YR 3.0% 07/01/2045#AZ5987 0.02 -5.88 0.0000 -0.0000
US31418CMJ08 / Fannie Mae Pool 0.02 -5.88 0.0000 -0.0000
US31419BHZ13 / FNMA 30YR 4.0% 03/01/2041#AE1147 0.02 -5.88 0.0000 -0.0000
US3620ACUU65 / GNMA 5.00% 11/39 #726095 0.02 -5.88 0.0000 -0.0000
US36295CHT18 / GNMA 30YR 3.0% 04/15/2043#666342 0.02 -5.88 0.0000 -0.0000
US3138XQFE66 / FNMA 30YR 4.5% 04/01/2044#AW1064 0.02 -5.88 0.0000 -0.0000
US31417CH653 / FNMA 30YR 3.0% 07/01/2042 #AB5652 0.02 -5.88 0.0000 -0.0000
US312946BR61 / FHLG 30YR 4.5% 03/01/2041# 0.02 -5.88 0.0000 -0.0000
US3138WMFC06 / Fannie Mae Pool 0.02 -5.88 0.0000 -0.0000
US312945T998 / FHLG 4.50% 2/41 #A96876 0.02 -5.88 0.0000 -0.0000
US31385JJC36 / Fannie Mae Pool 0.02 -5.88 0.0000 -0.0000
US3132HNMM82 / FHLG 30YR 4.0% 10/01/2042#Q12164 0.02 -5.88 0.0000 -0.0000
US36178GFN97 / Ginnie Mae I Pool 0.02 -5.88 0.0000 -0.0000
US36297FKL57 / GNMA 4.50% 11/39 #710499 0.02 0.00 0.0000 -0.0000
US3138LSCP35 / FNMA 3.50% 4/42 #AO1877 0.02 -5.88 0.0000 -0.0000
US36297KCG40 / GNMA 30YR 4.5% 09/15/2039#713871 0.02 0.00 0.0000 -0.0000
US3140GPBF42 / FNMA 30YR 4.5% 05/01/2047#BH0937 0.02 -5.88 0.0000 -0.0000
GNMA II 2% 11/20/2052#MA8422 / ABS-MBS (US36179XLB00) 0.02 -5.88 0.0000 -0.0000
US31419EL988 / FNMA 30YR 4.0% 09/01/2040#AE3951 0.02 0.00 0.0000 -0.0000
US36180FA361 / GNMA 30YR 3.0% 06/15/2043#AD3626 0.02 0.00 0.0000 -0.0000
US36241L6P68 / Ginnie Mae II Pool 0.02 0.00 0.0000 -0.0000
US3132JPDD15 / FHLG 30YR 4.0% 09/01/2043#Q21900 0.02 0.00 0.0000 -0.0000
US31407WVZ30 / FNMA 6.00% 11/35 #843132 0.02 -11.11 0.0000 -0.0000
US36180CDU09 / GNMA 30YR 3.0% 05/15/2043#AD1015 0.02 0.00 0.0000 -0.0000
US07325XAD21 / BAYC 2007-2 M2 1ML+41 7/37 0.02 0.00 0.0000 -0.0000
US3132QQQ472 / FHLG 30YR 3.5% 06/45#Q34074 0.02 0.00 0.0000 -0.0000
US36176ND573 / GNMA 30YR 4.0% 06/15/2041#770824 0.02 0.00 0.0000 -0.0000
US3617M76X13 / GNMA II 3.5% 12/49#BR8986 0.02 0.00 0.0000 -0.0000
US36202DS360 / GNII II 6.00% 5/32 #003238 0.02 -5.88 0.0000 -0.0000
US3138X2JG03 / FNMA 30YR 3.0% 07/01/2043#AU2962 0.02 0.00 0.0000 -0.0000
US3133TGWC94 / FHLMC, REMIC, Series 2095, Class PE 0.02 -11.76 0.0000 -0.0000
US31417GAU04 / FNMA 30YR 3.0% 04/01/2043 0.02 -6.25 0.0000 -0.0000
US312946LH79 / FHLG 4.50% 3/41 #A97528 0.02 -6.25 0.0000 -0.0000
US3132QL4P53 / FHLG 30YR 4.5% 01/01/2045#Q30829 0.02 -6.25 0.0000 -0.0000
US36179N5V69 / GNII II 3.5% 03/20/44#MA1760 0.02 -6.25 0.0000 -0.0000
US3620C02Z09 / GNMA 4.50% 7/40 #745192 0.02 -6.25 0.0000 -0.0000
US3620A5A580 / GNMA 4.50% 7/40 #719228 0.02 -6.25 0.0000 -0.0000
US3138M8UN14 / FNMA 30YR 3.65% 08/01/2042#AP5088 0.02 -6.25 0.0000 -0.0000
US3140QGBA46 / Fannie Mae Pool 0.02 -6.25 0.0000 -0.0000
US3132GJKG30 / FHLG 4.00% 9/41 #Q03295 0.02 -6.25 0.0000 -0.0000
US3128LXFN54 / FHLG 30YR 5% 12/01/2035# 0.02 -6.25 0.0000 -0.0000
US3138XWXB93 / FNMA 30YR 5.0% 07/44#AW6973 0.02 0.00 0.0000 -0.0000
US36179KWP55 / GNMA 30YR 3.5% 06/15/2043#AC9654 0.02 -11.76 0.0000 -0.0000
US31397BQR59 / FHLMC, REMIC, Series 3225, Class EO 0.02 -6.25 0.0000 -0.0000
US36178D6X44 / GNMA 30YR 3.0% 04/15/2043#AA6286 0.02 -6.25 0.0000 -0.0000
NFE / New Fortress Energy Inc. 0.01 0.02 0.0000 0.0000
US36179XC958 / GNMA II 2% 08/20/2052#MA8196 0.02 -6.25 0.0000 -0.0000
US312938YE77 / FHLG 30YR 4.5% 01/01/2040#A90709 0.02 0.00 0.0000 -0.0000
US31417GAT31 / UMBS, 30 Year 0.02 -6.25 0.0000 -0.0000
US3620A5AS83 / GNMA 5.00% 7/40 #719217 0.02 0.00 0.0000 -0.0000
US36296X6L38 / GNMA 5.00% 11/39 #704775 0.02 0.00 0.0000 -0.0000
US3138E0HX06 / FNMA 30YR 4.25% 11/01/2041#AJ7445 0.02 0.00 0.0000 -0.0000
US36176TLV88 / GNMA 30YR 4% 10/15/2041#775540 0.02 0.00 0.0000 -0.0000
US31287PHP18 / Freddie Mac 0.02 0.00 0.0000 -0.0000
US36297FJ372 / Ginnie Mae I Pool 0.02 0.00 0.0000 -0.0000
US312933G736 / FHLG 30YR 4.5% 05/01/2039# 0.02 0.00 0.0000 -0.0000
US36202FLP98 / Ginnie Mae II Pool 0.02 0.00 0.0000 -0.0000
US3132GEVS61 / FHLG 30YR 4% 06/01/2041# 0.01 0.00 0.0000 -0.0000
US36194A5E33 / GNMA II 3.5% 05/20/2046#AT2645 0.01 -6.67 0.0000 -0.0000
US31292LW502 / FHLG 30YR 3.0% 10/01/2042#C04268 0.01 -6.67 0.0000 -0.0000
EG GROUP TERM B2 1LN 02/07/2028 / LON (XAN2820EAM02) 0.01 -6.67 0.0000 -0.0000
US3132QR6M77 / FHLG 3.0% 8/45#Q35375 0.01 -6.67 0.0000 -0.0000
US3132QT2C95 / FHLG 30YR 3.5% 11/01/2045#Q37070 0.01 -6.67 0.0000 -0.0000
US31300MH890 / FHLM ARM 12ML+187.9 10/42#849255 0.01 -6.67 0.0000 -0.0000
US31418CYJ79 / Fannie Mae Pool 0.01 -6.67 0.0000 -0.0000
US36213UXV78 / GNMA 7.00% 6/32 #565092 0.01 -6.67 0.0000 -0.0000
US3132GFLK11 / FHLG 30YR 5.0% 07/01/2041#Q02130 0.01 0.00 0.0000 -0.0000
US31418AEA25 / Fannie Mae Pool 0.01 -6.67 0.0000 -0.0000
US3138M1MS40 / FNMA 3.50% 7/42 #AO9368 0.01 -6.67 0.0000 -0.0000
US36297FWH18 / GNMA 5.00% 9/39 #710848 0.01 0.00 0.0000 -0.0000
US36201JH289 / GNMA 7.00% 6/32 #584449 0.01 0.00 0.0000 -0.0000
US36194PRG18 / GNMA II 3.5% 06/20/2046#AU2287 0.01 -22.22 0.0000 -0.0000
US36196HQG82 / GNMA 30YR 4% 01/15/2047#AX5855 0.01 0.00 0.0000 -0.0000
US3128QSBV76 / FHLM ARM 6.29% 3/36 #1G1852 0.01 0.00 0.0000 -0.0000
US3138AJSY97 / FNMA 30YR 5.0% 06/01/2041#AI5034 0.01 -6.67 0.0000 -0.0000
US3620ATYB73 / GNMA 5.00% 7/40 #739706 0.01 0.00 0.0000 -0.0000
US31412U7G95 / FNMA 4.50% 11/39 #935695 0.01 0.00 0.0000 -0.0000
US3138MQ2L62 / FNMA 30YR 3.5% 12/01/2042#AQ8878 0.01 0.00 0.0000 -0.0000
US3132GJGT07 / FHLG 4.00% 9/41 #Q03210 0.01 0.00 0.0000 -0.0000
US12649MBC64 / CSMC SER 2015-1R 1ML+28 05/27/2037 144A 0.01 0.00 0.0000 -0.0000
US3128QSBU93 / FHLM ARM 5.21% 3/36 #1G1851 0.01 0.00 0.0000 -0.0000
US07324SCT78 / BAYC 2005-4A M1 1ML+45 1/36 0.01 -7.14 0.0000 -0.0000
US3138A6RH55 / FNMA 4.00% 1/41 #AH4987 0.01 -7.14 0.0000 -0.0000
US36186NJQ34 / GNMA 30YR 4.0% 06/15/2045#AN5671 0.01 -7.14 0.0000 -0.0000
US3132QMNZ03 / FHLG 30YR 3.5% 02/01/2045#Q31307 0.01 -7.14 0.0000 -0.0000
US312944YF29 / FHLG 30YR 4.5% 01/01/2041# 0.01 -7.14 0.0000 -0.0000
US3133L8C454 / FHLG 15YR 2% 03/01/2036#RC1891 0.01 -7.14 0.0000 -0.0000
US312941SD06 / FHLG 30YR 4.5% 07/01/2040# 0.01 -7.14 0.0000 -0.0000
US36177PCU75 / GNMA 3.50% 3/42 #794582 0.01 -7.14 0.0000 -0.0000
US31413DVA26 / FNMA ARM 5.65% 7/37 #942609 0.01 -7.14 0.0000 -0.0000
US3138A56H03 / FNMA 4.00% 2/41 #AH4471 0.01 -7.14 0.0000 -0.0000
US31300LCZ67 / FHLM ARM 6.182% 6/37 #848188 0.01 -7.14 0.0000 -0.0000
US3133TKW970 / FHR 2154 PT 6% 5/29 0.01 -13.33 0.0000 -0.0000
US3620A9PH85 / GNMA 5.00% 10/39 #723224 0.01 -7.14 0.0000 -0.0000
US36296WBC91 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US3620AABN77 / GNMA 4.50% 4/40 #723745 0.01 0.00 0.0000 -0.0000
US31395NEN30 / FNR 2006-45 OP 0 6/36 0.01 -7.14 0.0000 -0.0000
US3620A83J03 / GNMA 4.50% 11/39 #722701 0.01 0.00 0.0000 -0.0000
BNP / BNP Paribas SA 0.01 0.0000 0.0000
US07325YAD04 / BAYC 2007-3 M2 1ML+34 7/37 0.01 -7.14 0.0000 -0.0000
US3132J9PR31 / FHLG 30YR 4.0% 05/01/2043#Q18131 0.01 -7.14 0.0000 -0.0000
US3132GFJL22 / FHLG 30YR 5.0% 07/01/2041#Q02067 0.01 0.00 0.0000 -0.0000
US31393FCL85 / FHR 2519 ZD 5.50% 11/32 0.01 -7.14 0.0000 -0.0000
US3132J96A17 / FHLG 30YR 4.0% 05/01/2043#Q18564 0.01 0.00 0.0000 -0.0000
US36177NVM90 / GNMA 30YR 4.0% 02/15/2042#794219 0.01 -13.33 0.0000 -0.0000
US31417GBB14 / FNMA 30YR 3% 4/1/43 #AB9033 0.01 -7.14 0.0000 -0.0000
US36212WPT89 / GNMA 4.50% 3/40 #545934 0.01 0.00 0.0000 -0.0000
US36180DM536 / GNMA 30YR 3.5% 02/15/2043#AD2180 0.01 0.00 0.0000 -0.0000
US3138YPNK43 / FNMA 30YR 4.0% 04/01/2045#AY9393 0.01 0.00 0.0000 -0.0000
US312944AN19 / FHLG 30YR 4.5% 12/01/2040#A95413 0.01 0.00 0.0000 -0.0000
US31298GCJ76 / FHLG 7.00% 7/29 #C47273 0.01 -7.14 0.0000 -0.0000
US3128LXR442 / FHLG 5.00% 8/36 #G02307 0.01 0.00 0.0000 -0.0000
US3138W0FW43 / FNMA 30YR 3.0% 01/01/2043#AR2880 0.01 0.00 0.0000 -0.0000
US31392UTM61 / FHR 2502 ZC 6 9/32 0.01 0.00 0.0000 -0.0000
US3132GFUL92 / FHLG 4.50% 8/41 #Q02387 0.01 0.00 0.0000 -0.0000
US31402EWV63 / FNMA 30YR 4.5% 09/01/2033#727060 0.01 0.00 0.0000 -0.0000
SBLOFI SWAP CY885802 12/15/56 B / DCR (N/A) 0.01 0.0000 0.0000
US3138WVB917 / FNMA 30YR 3.0% 09/01/2043#AT7263 0.01 0.00 0.0000 -0.0000
US07325YAC21 / BAYC 2007-3 M1 1ML+31 7/37 0.01 -7.69 0.0000 -0.0000
US36180JA959 / GNMA 30YR 3.0% 05/15/2043#AD6332 0.01 -7.69 0.0000 -0.0000
US3138WKQM03 / FNMA 30YR 4.5% 04/01/2047#AS9459 0.01 -7.69 0.0000 -0.0000
US31417DZZ94 / Fannie Mae Pool 0.01 -7.69 0.0000 -0.0000
US31419EHJ10 / FNMA 4.50% 10/40 #AE3832 0.01 -7.69 0.0000 -0.0000
US36297GCK40 / GNMA 4.50% 2/40 #711174 0.01 -7.69 0.0000 -0.0000
US31359WKN01 / FNR 1999-33 PK 6% 7/29 0.01 -14.29 0.0000 -0.0000
US3620ASLJ63 / GNMA 5.00% 6/41 #738429 0.01 -7.69 0.0000 -0.0000
US36296UM724 / GNMA 5.50% 1/39 #701582 0.01 0.00 0.0000 -0.0000
US3138E94A59 / FNMA 4.00% 3/42 #AK5316 0.01 -7.69 0.0000 -0.0000
US3140GSBQ46 / FNMA 30YR 4.5% 06/01/2047#BH3646 0.01 -7.69 0.0000 -0.0000
US3138WCLT84 / FNMA 3.5% 8/44#AS3037 0.01 -14.29 0.0000 -0.0000
US3620ABDB94 / GNMA 4.00% 1/40 #724698 0.01 0.00 0.0000 -0.0000
US31307RCV50 / FHLG 15YR 3% 06/01/2031#J34584 0.01 -7.69 0.0000 -0.0000
US36176HTF19 / GNMA 3.50% 5/42 #766750 0.01 -7.69 0.0000 -0.0000
US3138E6YX82 / FNMA 4.00% 2/42 #AK2525 0.01 -7.69 0.0000 -0.0000
US31292K2T35 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US3132GEX962 / FHLG 30YR 5.0% 06/01/2041#Q01604 0.01 0.00 0.0000 -0.0000
US31402EZL54 / FNMA 4.50% 9/33 #727147 0.01 -7.69 0.0000 -0.0000
US3620AFH423 / GNMA 5.00% 12/39 #728451 0.01 0.00 0.0000 -0.0000
US31404VNW45 / FNMA ARM 4.60% 2/35 #779905 0.01 0.00 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0000 0.0000
US36177LQG22 / GNMA 30YR 4% 04/15/2042#792254 0.01 0.00 0.0000 -0.0000
US31417ESS18 / Fannie Mae Pool 0.01 0.00 0.0000 -0.0000
US31419MBT71 / FNMA 4.00% 11/40 #AE9949 0.01 0.00 0.0000 -0.0000
US3132J9WZ73 / FHLG 30YR 4.0% 05/01/2043#Q18363 0.01 0.00 0.0000 -0.0000
US3132GK4R47 / FHLG 30YR 4% 11/01/2041# 0.01 0.00 0.0000 -0.0000
US36297GM804 / GNMA 4.00% 1/40 #711483 0.01 0.00 0.0000 -0.0000
US3620ADSD51 / GNMA 4.50% 11/39 #726916 0.01 0.00 0.0000 -0.0000
US3138AXL660 / FNMA 4.00% 12/41 #AJ5748 0.01 0.00 0.0000 -0.0000
US36213EZR07 / GNMA 4.00% 12/41 #552552 0.01 0.00 0.0000 -0.0000
US36176M6R96 / GNMA 30YR 4.0% 05/15/2041#770680 0.01 0.00 0.0000 -0.0000
US3132J6V503 / FHLG 30YR 3% 2/1/43 #Q15635 0.01 0.00 0.0000 -0.0000
US36202F3P99 / G2SF 4.5 5306 02-20-42 0.01 0.00 0.0000 -0.0000
US3132JP6T46 / FHLG 30YR 4.0% 10/01/2043#Q22682 0.01 0.00 0.0000 -0.0000
US3138MDWQ10 / FNMA 30YR 3.5% 10/42#AP9654 0.01 0.00 0.0000 -0.0000
US36178DJB82 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31359VSD63 / FNR 1999-17 PG 6% 4/29 0.01 -14.29 0.0000 -0.0000
US31402HJZ55 / FNMA 30YR 4.5% 08/01/2033#729380 0.01 0.00 0.0000 -0.0000
US3620ARH790 / GNMA 5.00% 9/40 #737454 0.01 0.00 0.0000 -0.0000
US36296YAH53 / GNMA 4.50% 12/39 #704808 0.01 -20.00 0.0000 -0.0000
US36179KVU59 / GNMA 30YR 3.5% 05/15/2043#AC9627 0.01 -8.33 0.0000 -0.0000
US31307TPN53 / FHLG 15YR 3% 04/01/2032#J36729 0.01 -8.33 0.0000 -0.0000
US36296XZ647 / GNMA 5.00% 8/39 #704665 0.01 -8.33 0.0000 -0.0000
US36180BZJ33 / GNMA 30YR 3.0% 05/15/2043#AD0745 0.01 -8.33 0.0000 -0.0000
US3138AEQN63 / FNMA 30YR 5.0% 04/01/2041#AI1360 0.01 -8.33 0.0000 -0.0000
US3128NHTD58 / FHLM ARM 6.39% 12/36 #1J1448 0.01 -8.33 0.0000 -0.0000
US36179MK665 / Ginnie Mae II Pool 0.01 -8.33 0.0000 -0.0000
US3132GESV38 / FHLG 30YR 4.5% 06/01/2041# 0.01 -8.33 0.0000 -0.0000
US3138ECHT33 / FNMA 4.00% 3/42 #AK7441 0.01 -8.33 0.0000 -0.0000
US3132J75K44 / FHLG 30YR 4.0% 04/01/2043#Q16749 0.01 -8.33 0.0000 -0.0000
US3132GSMY27 / FHLG 30YR 4% 04/01/2042# 0.01 0.00 0.0000 -0.0000
US312946K961 / FHLG 30YR 5.0% 03/01/2041#A97520 0.01 0.00 0.0000 -0.0000
US3138A9AV61 / FNMA 30YR 4.5% 03/01/2041#AH7219 0.01 0.00 0.0000 -0.0000
US3132J7HH84 / FHLG 30YR 4.0% 03/01/2043#Q16131 0.01 0.00 0.0000 -0.0000
US3132WEQM72 / FHLG 30YR 3.5% 07/01/2046#Q41359 0.01 0.00 0.0000 -0.0000
US3132JPXP25 / FHLG 30YR 4.0% 10/01/2043#Q22486 0.01 0.00 0.0000 -0.0000
US3140FP7A13 / FNMA 30YR 4.5% 12/01/2046#BE4488 0.01 0.00 0.0000 -0.0000
US3138WZUX80 / FNMA 30YR 3.0% 08/01/2043#AU0597 0.01 0.00 0.0000 -0.0000
US3132M4W923 / FHLG 30YR 4.5% 02/01/2044#Q24572 0.01 0.00 0.0000 -0.0000
US36179R4E62 / Ginnie Mae II Pool 0.01 -8.33 0.0000 -0.0000
US31288B6V00 / FHLG 30YR 6% 11/01/2032#C73584 0.01 0.00 0.0000 -0.0000
US312946RF59 / FHLG 30YR 5.0% 03/01/2041#A97686 0.01 -35.29 0.0000 -0.0000
US3128M9C672 / FHLG 3.50% 4/42 #G06993 0.01 0.00 0.0000 -0.0000
US3132J6MW14 / FHLG 30YR 4.0% 01/01/2043#Q15372 0.01 0.00 0.0000 -0.0000
US36202E5W59 / GNII 30YR 4.5% 06/20/2039#004461 0.01 0.00 0.0000 -0.0000
US31307RFJ95 / FHLG 15YR 3% 06/01/2031#J34669 0.01 0.00 0.0000 -0.0000
US3132GSS673 / FHLG 4.00% 4/42 #Q07441 0.01 0.00 0.0000 -0.0000
US36297FKJ02 / GNMA 4.00% 11/39 #710497 0.01 0.00 0.0000 -0.0000
US36177ULL60 / GNMA 30YR 4% 06/15/2042#799330 0.01 0.00 0.0000 -0.0000
US3132GJSS95 / FHLG 4.50% 9/41 #Q03529 0.01 0.00 0.0000 -0.0000
US31402ESL38 / FNMA 4.50% 8/33 #726923 0.01 0.00 0.0000 -0.0000
US31307VFK70 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US3132GGB872 / FHLG 4.50% 8/41 #Q02763 0.01 0.00 0.0000 -0.0000
US3138WKPG44 / FNMA 30YR 4.5% 03/01/2047#AS9422 0.01 0.00 0.0000 -0.0000
US3620AFDU89 / GNMA 4.50% 11/39 #728315 0.01 0.00 0.0000 -0.0000
US3620AN5U00 / GNMA 4.50% 2/40 #735359 0.01 -8.33 0.0000 -0.0000
US36181KC811 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US31416NHS45 / FNMA 4.00% 10/40 #AA4740 0.01 -8.33 0.0000 -0.0000
US31419LLU51 / FNMA 4.00% 1/41 #AE9338 0.01 0.00 0.0000 -0.0000
US3138MRUW91 / FNMA 30YR 2.5% 12/01/2042#AQ9596 0.01 0.00 0.0000 -0.0000
US36176YEQ61 / GNMA 4.00% 10/41 #779843 0.01 0.00 0.0000 -0.0000
US31342AU643 / FHLM ARM 4.56% 6/33 #780605 0.01 0.00 0.0000 -0.0000
US312944H798 / FHLG 30YR 4% 12/01/2040# 0.01 -23.08 0.0000 -0.0000
US3620A9S444 / Ginnie Mae I Pool 0.01 -9.09 0.0000 -0.0000
US31419LCB71 / FNMA 4.00% 11/40 #AE9065 0.01 -9.09 0.0000 -0.0000
US3132GSQC60 / FHLG 4.00% 4/42 #Q07351 0.01 -9.09 0.0000 -0.0000
US3140GN6X69 / FNMA 30YR 4.5% 04/47#BH0885 0.01 -9.09 0.0000 -0.0000
US36193VFY39 / GNII II 3.5% 05/20/2046#AS9183 0.01 -9.09 0.0000 -0.0000
US3129455L80 / FHLG 4.50% 2/41 #A97151 0.01 -9.09 0.0000 -0.0000
US36180NDR35 / GNMA 30YR 3.5% 05/15/2043#AD9112 0.01 0.00 0.0000 -0.0000
US3140L13J22 / Fannie Mae Pool 0.01 -9.09 0.0000 -0.0000
US3138M7RM94 / FNMA 3.50% 9/42 #AP4091 0.01 -9.09 0.0000 -0.0000
US36176K2B27 / GNMA 4.00% 6/41 #768770 0.01 0.00 0.0000 -0.0000
US3128P8DR98 / Freddie Mac Gold Pool 0.01 -9.09 0.0000 -0.0000
US31359VU270 / FANNIE MAE REMICS SER 1999-25 CL Z 6.00000000 0.01 -16.67 0.0000 -0.0000
US36176DQK27 / GNMA 30YR 4.0% 03/15/2041#763058 0.01 0.00 0.0000 -0.0000
US31283H6B69 / FHLG 6.50% 10/32 #G01766 0.01 -9.09 0.0000 -0.0000
US3140HAYA20 / FNMA 30YR 4% 04/01/2048#BJ8804 0.01 0.00 0.0000 -0.0000
US3138WQF561 / Fannie Mae Pool 0.01 0.00 0.0000 -0.0000
US3620ASAF60 / GNMA 5.00% 3/41 #738106 0.01 0.00 0.0000 -0.0000
US3138MTH349 / FNMA 30YR 3.0% 05/01/2043#MB0249 0.01 0.00 0.0000 -0.0000
US36297FYV83 / GNMA 5.00% 10/39 #710924 0.01 0.00 0.0000 -0.0000
US3138M5AU38 / FNMA 30YR 3.4% 07/01/2042#AP1818 0.01 0.00 0.0000 -0.0000
US3138XUFN77 / FNMA 30YR 5.0% 05/44#AW4672 0.01 0.00 0.0000 -0.0000
US3138MMMW96 / FNMA 30YR 3.0% 01/01/2043#AQ5772 0.01 -23.08 0.0000 -0.0000
US31402E4E53 / FNMA 30YR 4.5% 09/01/2033#727221 0.01 0.00 0.0000 -0.0000
US31417B6F96 / FNMA 30YR 3.5% 06/42#AB5369 0.01 0.00 0.0000 -0.0000
US3620AX6L74 / GNMA 5.00% 6/40 #743475 0.01 0.00 0.0000 -0.0000
US31418M4E94 / FNMA ARM 3.47% 3/40 #AD0820 0.01 0.00 0.0000 -0.0000
US3138M4KU52 / FNMA 30YR 3.0% 02/01/2043#AP1206 0.01 0.00 0.0000 -0.0000
US3132GDTN20 / FHLG 30YR 5.0% 05/01/2041#Q00557 0.01 0.00 0.0000 -0.0000
US3138W1CU96 / FNMA 30YR 3.0% 01/01/2043#AR3682 0.01 -23.08 0.0000 -0.0000
US3138A9KH67 / FNMA 30YR 4.0% 03/01/2041#AH7495 0.01 0.00 0.0000 -0.0000
US36202FBW59 / GNII 30YR 4.5% 10/39#004553 0.01 0.00 0.0000 -0.0000
US31407EJ615 / FNMA 6.00% 6/35 #828385 0.01 0.00 0.0000 -0.0000
US31292J4F49 / FHLG 6.00% 9/36 #C02622 0.01 0.00 0.0000 -0.0000
US36177Q2N28 / GNMA 30YR 4% 03/15/2042#796180 0.01 0.00 0.0000 -0.0000
US3138A94B78 / FNMA 4.00% 3/36 #AH8017 0.01 0.00 0.0000 -0.0000
US3133TDZM19 / FHR 2056 Z 6% 5/28 0.01 -9.09 0.0000 -0.0000
US3132GD2M31 / FHLG 30YR 4.5% 05/01/2041# 0.01 -10.00 0.0000 -0.0000
US3620A83H47 / GNMA 4.50% 11/39 #722700 0.01 -10.00 0.0000 -0.0000
US3138NXC217 / FNMA 30YR 3.0% 01/01/2043#AR0988 0.01 -10.00 0.0000 -0.0000
US3138E6TA45 / FNMA ARM 2.691% 02/01/2042#AK2344 0.01 0.00 0.0000 -0.0000
US36296Q6Q78 / Ginnie Mae I Pool 0.01 -10.00 0.0000 -0.0000
US3620AN6A37 / GNMA 4.50% 2/40 #735365 0.01 -10.00 0.0000 -0.0000
US36202XTU18 / GNMA 5.50% 10/35 #612663 0.01 -10.00 0.0000 -0.0000
US31296PKS01 / Freddie Mac Gold Pool 0.01 -10.00 0.0000 -0.0000
US3138MQW583 / FNMA 30YR 3.0% 12/01/2042#AQ8767 0.01 -10.00 0.0000 -0.0000
US36193GKX24 / GNMA II 3.5% 06/20/2046#AR9310 0.01 -10.00 0.0000 -0.0000
US38376RYJ93 / GOVERNMENT NAT MA 2016-H20 FM 1ML+40 12/20/2062 0.01 -10.00 0.0000 -0.0000
US36297FT934 / GNMA 5.00% 8/39 #710776 0.01 -10.00 0.0000 -0.0000
US3132J8DV97 / FHLG 30YR 3.0% 04/01/2043#Q16915 0.01 -10.00 0.0000 -0.0000
US36180XDA81 / GNMA 30YR 3.5% 06/15/2043#AE4597 0.01 0.00 0.0000 -0.0000
US3138WRKP41 / FNMA 30YR 3.0% 07/01/2043#AT3901 0.01 0.00 0.0000 -0.0000
US31394DTZ32 / FNR 2005-39 TE 5% 5/35 0.01 -10.00 0.0000 -0.0000
US3138A7XD50 / FNMA 4.00% 3/41 #AH6075 0.01 0.00 0.0000 -0.0000
US3132QQAZ53 / FHLG 30YR 3.5% 05/01/2045#Q33623 0.01 0.00 0.0000 -0.0000
US36179NF945 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US3128MJXK11 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US3138Y8GB03 / FNMA 30YR 4.5% 11/01/2044#AX6493 0.01 0.00 0.0000 -0.0000
US36179TCX19 / Ginnie Mae II Pool 0.01 -10.00 0.0000 -0.0000
US3138A4QP33 / FNMA 30YR 4.00% 1/41#AH3161 0.01 0.00 0.0000 -0.0000
US31410FSX41 / FNMA 6.50% 8/36 #888034 0.01 0.00 0.0000 -0.0000
US36176KEJ25 / GNMA 4.00% 8/41 #768137 0.01 0.00 0.0000 -0.0000
US31417FVE59 / FNMA 30YR 3.0% 03/01/2043#AB8712 0.01 0.00 0.0000 -0.0000
US3620AABL12 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US3138MR6E65 / FNMA 30YR 3.0% 01/01/2043#AQ9868 0.01 0.00 0.0000 -0.0000
US3138ELLM33 / FNMA 30YR 4.0% 07/01/2043#AL3931 0.01 -10.00 0.0000 -0.0000
US3138NXH422 / FNMA 30YR 3.0% 01/01/2043#AR1150 0.01 0.00 0.0000 -0.0000
US36180ULZ02 / GNMA 30YR 3.5% 05/15/2043#AE2144 0.01 -10.00 0.0000 -0.0000
US3129444V09 / FHLG 30YR 4.5% 01/01/2041# 0.01 0.00 0.0000 -0.0000
US3138XRA741 / FNMA 30YR 5.0% 03/44#AW1829 0.01 0.00 0.0000 -0.0000
US36201FXF97 / GNMA 7.00% 6/32 #582178 0.01 0.00 0.0000 -0.0000
US3138NXMU86 / FNMA 30YR 3.0% 01/01/2043#AR1270 0.01 0.00 0.0000 -0.0000
US3132L6FE60 / FHLG 30YR 4.5% 03/01/2044#V81065 0.01 0.00 0.0000 -0.0000
US3138X02V94 / FNMA 30YR 4% 08/01/2043#AU1687 0.01 0.00 0.0000 -0.0000
US3132M8KV76 / FHLG 30YR 4.0% 08/01/2044#Q27808 0.01 0.00 0.0000 -0.0000
US3620C6NA91 / GNMA 30YR 4.0% 02/15/2041#750185 0.01 0.00 0.0000 -0.0000
US3138W7D845 / FNMA 30YR 2.5% 03/01/2043#AR9126 0.01 0.00 0.0000 -0.0000
US3128M7GG54 / FHLG 4.50% 6/38 #G05299 0.01 0.00 0.0000 -0.0000
US36230RVV58 / GNMA 3.50% 11/40 #756928 0.01 0.00 0.0000 -0.0000
US31417JPV60 / FNMA 4.50% 10/39 #AC0435 0.01 0.00 0.0000 -0.0000
US36297BFB27 / GNMA 4.00% 9/39 #706762 0.01 0.00 0.0000 -0.0000
US312945QT89 / FHLG 4.50% 2/41 #A96766 0.01 0.00 0.0000 -0.0000
US3128K74S40 / FHLG 5.00% 2/35 #A47133 0.01 0.00 0.0000 -0.0000
US36202FY751 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US3132GFUJ47 / FHLG 4.50% 7/41 #Q02385 0.01 0.00 0.0000 -0.0000
US3138YM5W52 / FNMA 30YR 4.0% 04/01/2045#AY8060 0.01 0.00 0.0000 -0.0000
US31387QL817 / FNMA 7.00% 5/30 #590851 0.01 0.00 0.0000 -0.0000
US3132GJTS86 / FHLG 4.00% 9/41 #Q03561 0.01 0.00 0.0000 -0.0000
US3140H1GF15 / FNMA 30YR 4% 09/01/2047#BJ0197 0.01 -11.11 0.0000 -0.0000
US3132M8TQ90 / FHLG 30YR 4.0% 08/01/2044#Q28059 0.01 -11.11 0.0000 -0.0000
US3132GFYG61 / FHLG 4.50% 8/41 #Q02511 0.01 -11.11 0.0000 -0.0000
US3136FER611 / FNS 384 6 5% 7/37 0.01 -11.11 0.0000 -0.0000
US3128M7LC85 / FHLG 5.00% 12/34 #G05423 0.01 -11.11 0.0000 -0.0000
US36176PQM13 / GNMA 4.00% 9/41 #772060 0.01 -11.11 0.0000 -0.0000
US3140FUC306 / FNMA 30YR 4.5% 03/01/2047#BE8189 0.01 -11.11 0.0000 -0.0000
US3138APXW37 / FNMA 4.00% 9/41 #AI9692 0.01 -11.11 0.0000 -0.0000
US3138MAG937 / FNMA 3.50% 9/42 #AP6523 0.01 -11.11 0.0000 -0.0000
US3132HNCD93 / FHLG 30YR 4.0% 10/01/2042#Q11868 0.01 -11.11 0.0000 -0.0000
US31411WPK70 / FNMA ARM 5.37% 6/36 #916726 0.01 0.00 0.0000 -0.0000
US31307RFS94 / FHLG 15YR 3% 06/01/2031#J34677 0.01 -11.11 0.0000 -0.0000
US3138MCXY51 / FNMA 30YR 3.5% 11/01/2042#AP8794 0.01 0.00 0.0000 -0.0000
US3128UGMY03 / FHLM ARM 0.0% 05/01/2041#1B8124 0.01 0.00 0.0000 -0.0000
US31307RD448 / FHLG 15YR 3% 06/01/2031#J34623 0.01 -11.11 0.0000 -0.0000
US36176RCJ95 / GNMA 4.00% 9/41 #773473 0.01 0.00 0.0000 -0.0000
US36181GFY08 / GNMA 30YR 3.5% 07/15/2043#AF1083 0.01 0.00 0.0000 -0.0000
US31402ESR08 / FNMA 4.50% 8/33 #726928 0.01 0.00 0.0000 -0.0000
US3132GSXA22 / FHLG 4.00% 4/42 #Q07573 0.01 0.00 0.0000 -0.0000
US3128M7TA48 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US3128QFEZ33 / FHLM ARM 4.87% 10/35 #1M1052 0.01 0.00 0.0000 -0.0000
US31376KP426 / FNMA 6.00% 7/35 #357843 0.01 0.00 0.0000 -0.0000
US31292HYT57 / FHLG 5.00% 9/33 #C01622 0.01 0.00 0.0000 -0.0000
US3138A3MA27 / FNMA 4.00% 3/41 #AH2152 0.01 0.00 0.0000 -0.0000
US31335ATS77 / FHLG 30YR 3.5% 05/01/2046#G60561 0.01 0.00 0.0000 -0.0000
US3132GFF289 / FHLG 30YR 5.0% 07/01/2041#Q01985 0.01 0.00 0.0000 -0.0000
US3138MKEZ53 / FNMA 30YR 3.0% 11/01/2042#AQ3751 0.01 0.00 0.0000 -0.0000
US3138E0JS92 / FNMA 4.00% 12/41 #AJ7472 0.01 0.00 0.0000 -0.0000
US31419EL806 / FNMA 4.00% 9/40 #AE3950 0.01 0.00 0.0000 -0.0000
US31410KPS77 / FNMA 6.00% 7/38 #889733 0.01 0.00 0.0000 -0.0000
US36176RDC34 / GNMA 4.00% 10/41 #773499 0.01 0.00 0.0000 -0.0000
US31416BT579 / FNMA ARM 4.898% 5/35 #995272 0.01 0.00 0.0000 -0.0000
US3128UGVQ77 / FHLM ARM 3.627% 6/1/41#1B8372 0.01 0.00 0.0000 -0.0000
US36202FV864 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US3132HLG234 / FHLG 30YR 3% 08/01/2042#Q10217 0.01 0.00 0.0000 -0.0000
US312945X529 / FHLG 30YR 4.5% 02/01/2041# 0.01 0.00 0.0000 -0.0000
US3620C2VQ48 / GNMA 4.00% 12/40 #746823 0.01 0.00 0.0000 -0.0000
US31417EMS71 / FNMA 30YR 3.0% 1/1/43 #AB7568 0.01 0.00 0.0000 -0.0000
US3620A3UW28 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31412QST75 / Fannie Mae Pool 0.01 0.00 0.0000 -0.0000
US31416WYH95 / FNMA 3.50% 10/40 #AB1611 0.01 0.00 0.0000 -0.0000
US36297FK271 / GNMA 4.00% 12/39 #710513 0.01 0.00 0.0000 -0.0000
US36180CRK70 / GNMA 30YR 4.0% 05/15/2043#AD1390 0.01 0.00 0.0000 -0.0000
US3620AMK845 / GNMA 5.00% 9/40 #733919 0.01 0.00 0.0000 -0.0000
US36179SLU95 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US31297MLB27 / FHLG 5.00% 4/35 #A32122 0.01 0.00 0.0000 -0.0000
US36179RD719 / Ginnie Mae II Pool 0.01 0.00 0.0000 -0.0000
US312939LZ27 / FHLG 30YR 5% 02/01/2040# 0.01 0.00 0.0000 -0.0000
US3138LRGM84 / FNMA 30YR 3.9% 04/01/2042#AO1103 0.01 0.00 0.0000 -0.0000
US3128K5WC21 / FHLG 7.00% 11/34 #A45143 0.01 -12.50 0.0000 -0.0000
US3140E5YL26 / FNMA 30YR 3.5% 11/01/2045#BA1614 0.01 -12.50 0.0000 -0.0000
US3620AETF73 / GNMA 4.50% 4/40 #727850 0.01 -12.50 0.0000 -0.0000
US3132GFCG00 / FHLG 30YR 5.0% 07/01/2041#Q01871 0.01 -12.50 0.0000 -0.0000
US31413RJ805 / FNMA 6% 11/37 #953087 0.01 -12.50 0.0000 -0.0000
US31402ETM02 / FNMA 4.50% 8/33 #726956 0.01 -12.50 0.0000 -0.0000
US31417EKK63 / FNMA 30YR 3.0% 01/01/2043#AB7497 0.01 -12.50 0.0000 -0.0000
US3140GSBR29 / FNMA 30YR 4.5% 06/01/2047#BH3647 0.01 -12.50 0.0000 -0.0000
US31397CDA45 / FHR 3244 SG -1ML+666 11/36 0.01 -12.50 0.0000 -0.0000
US3138AB2D02 / FNMA 4.00% 2/41 #AH9771 0.01 -12.50 0.0000 -0.0000
US36196HNU04 / GNMA 30YR 4% 12/15/2046#AX5803 0.01 -12.50 0.0000 -0.0000
US3132GEQJ28 / FHLG 30YR 4.5% 06/01/2041# 0.01 -12.50 0.0000 -0.0000
US3128L13Y45 / FHLG 6.00% 12/37 #A69815 0.01 -12.50 0.0000 -0.0000
US31396JG748 / FHR 3121 KO 0 3/36 0.01 -12.50 0.0000 -0.0000
US36213FZF34 / GNMA 7.00% 7/32 #553442 0.01 -12.50 0.0000 -0.0000
US36230MGS08 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
GSCM SWAP CDS 06/20/30 UCGIM B / DCR (N/A) 0.01 0.0000 0.0000
US31392CVK79 / FNR 2002-16 ZD 6.50% 4/32 0.01 -12.50 0.0000 -0.0000
US3138XTM858 / FNMA 30YR 4.5% 03/01/2044#AW3982 0.01 -12.50 0.0000 -0.0000
US3132XXWB16 / FHLG 30YR 4% 04/01/2048#Q55141 0.01 0.00 0.0000 -0.0000
US07325BAD01 / BAYC 2006-4 M-1 1ML+29 12/36 0.01 -12.50 0.0000 -0.0000
US36201T6Z55 / GNMA 7.00% 7/32 #593188 0.01 0.00 0.0000 -0.0000
US3138WKFN05 / FNMA 30YR 4% 08/01/2043#AS9172 0.01 0.00 0.0000 -0.0000
US07324SCV25 / BAYC 2005-4A M3 1ML+50 1/36 0.01 0.00 0.0000 -0.0000
US3132GEKZ24 / FHLG 30YR 4.5% 06/01/2041#Q01212 0.01 0.00 0.0000 -0.0000
US3138WKVJ19 / FNMA 30YR 4.5% 05/47#AS9616 0.01 0.00 0.0000 -0.0000
US3620AC3F95 / Government National Mortgage Association 0.01 0.00 0.0000 -0.0000
US3138NXAL16 / FNMA 30YR 3.0% 01/01/2043#AR0910 0.01 0.00 0.0000 -0.0000
US3138M7YX76 / FNMA 30YR 3.0% 11/01/2042#AP4325 0.01 0.00 0.0000 -0.0000
US3138AVXR10 / FNMA 4.00% 9/41 #AJ4287 0.01 0.00 0.0000 -0.0000
US3138MHK694 / FNMA 30YR 3.0% 11/01/2042#AQ2116 0.01 0.00 0.0000 -0.0000
US3138W9CS76 / FNMA 30YR 3.5% 08/43#AS0080 0.01 0.00 0.0000 -0.0000
US3128LUB392 / FHLM ARM 5.64% 4/36 #1J0058 0.01 0.00 0.0000 -0.0000
US36180HB233 / GNMA 30YR 3.5% 06/15/2043#AD5457 0.01 0.00 0.0000 -0.0000
US3138MAF459 / FNMA 3.50% 10/42 #AP6486 0.01 0.00 0.0000 -0.0000
US3138XJJ327 / FNMA 30YR 4% 03/01/2039#AV6581 0.01 0.00 0.0000 -0.0000
US36176Q6C37 / GNMA 30YR 4.0% 03/15/2042#773367 0.01 0.00 0.0000 -0.0000
US36200NN497 / GNMA 6.50% 8/34 #605311 0.01 0.00 0.0000 -0.0000
US3138A5SK92 / FNMA 4.00% 3/41 #AH4121 0.01 0.00 0.0000 -0.0000
US3128M5J436 / FHLG 7.00% 12/33 #G03583 0.01 -12.50 0.0000 -0.0000
US3138Y8BB57 / FNMA 30YR 4.5% 12/01/2044#AX6333 0.01 0.00 0.0000 -0.0000
US3138XV5G14 / FNMA 30YR 5.0% 06/44#AW6246 0.01 0.00 0.0000 -0.0000
US3128NFKN65 / FHLM ARM 5.12% 10/36 #1A1201 0.01 -41.67 0.0000 -0.0000
US31297UZA14 / FHLG 30YR 4.5% 05/01/2035#A38837 0.01 0.00 0.0000 -0.0000
US3132JMMH96 / FHLG 30YR 4.0% 07/01/2043#Q20360 0.01 0.00 0.0000 -0.0000
US3138XVAL40 / FNMA 30YR 5.0% 07/44#AW5410 0.01 0.00 0.0000 -0.0000
US3138NWSW06 / FNMA 30YR 3.0% 12/01/2042#AR0532 0.01 0.00 0.0000 -0.0000
US3138MNSW16 / FNMA 30YR 3.0% 11/01/2042#AQ6832 0.01 0.00 0.0000 -0.0000
US3138MNR283 / FNMA 30YR 3.5% 11/42#AQ6804 0.01 0.00 0.0000 -0.0000
US31417EMR98 / FNMA 30YR 3.0% 01/01/2043#AB7567 0.01 0.00 0.0000 -0.0000
US3133TNM843 / FHR 2218 ZB 6% 3/30 0.01 -12.50 0.0000 -0.0000
US36295GRV67 / GNMA 5.50% 5/39 #670200 0.01 0.00 0.0000 -0.0000
US36297GML13 / GNMA 4.50% 10/39 #711463 0.01 0.00 0.0000 -0.0000
US36201CZZ03 / GNMA 7.00% 5/32 #579560 0.01 0.00 0.0000 -0.0000
US36178MST98 / GNMA 30YR 3.5% 09/15/2042#AB2330 0.01 -12.50 0.0000 -0.0000
US31417EJC66 / FNMA 30YR 3.0% 01/01/2043#AB7458 0.01 0.00 0.0000 -0.0000
US3136AHTW01 / FEDERAL NAT MTG ASN GTD REM PA 2013-134 SA 1ML+605 01/25/2044 0.01 0.00 0.0000 -0.0000
US3132JNVR50 / FHLG 30YR 4.0% 09/01/2043#Q21524 0.01 0.00 0.0000 -0.0000
US312940LA56 / FHLG 30YR 5% 05/01/2040# 0.01 0.00 0.0000 -0.0000
DE000C4SA6R6 / EURO STOXX 50 Index 0.01 0.0000 0.0000
US3138LSP619 / FNMA ARM 06/01/2042#AO2244 0.01 0.00 0.0000 -0.0000
US07324SDF65 / BAYC 2006-1A A2 1ML+36 4/36 0.01 0.00 0.0000 -0.0000
US3138W7GD06 / FNMA 30YR 3.0% 03/01/2043#AR9195 0.01 0.00 0.0000 -0.0000
US31296PYK29 / FHLG 30YR 5% 10/01/2033# 0.01 -14.29 0.0000 -0.0000
US36177PAH82 / GNMA 30YR 3.0% 06/15/2042#794507 0.01 -14.29 0.0000 -0.0000
US31403CXV89 / FNMA 6.50% 7/35 #745092 0.01 -14.29 0.0000 -0.0000
US313920CW87 / FNR 2001-31 ZC 6.5% 7/31 0.01 -14.29 0.0000 -0.0000
US36179M5M88 / Ginnie Mae II Pool 0.01 -14.29 0.0000 -0.0000
US3620AN6B10 / GNMA 4.50% 2/40 #735366 0.01 0.00 0.0000 -0.0000
US17291EBB65 / CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 XA CSTR 12/10/2049 0.01 -25.00 0.0000 -0.0000
US312941ZQ36 / FHLG 4.50% 8/40 #A93451 0.01 0.00 0.0000 -0.0000
US3620A9SW26 / GNMA 4.50% 9/39 #723333 0.01 -14.29 0.0000 -0.0000
US3620AYFE19 / GNMA 5.00% 7/40 #743665 0.01 0.00 0.0000 -0.0000
US31397J7J72 / FHR 3336 LI 1ML+658 6/37 0.01 0.00 0.0000 -0.0000
US38377WN831 / GNR 2011-94 SA 1ML+610 07/41 0.01 0.00 0.0000 -0.0000
US36296QY297 / Ginnie Mae I Pool 0.01 -14.29 0.0000 -0.0000
US31418CRE65 / Fannie Mae Pool 0.01 -14.29 0.0000 -0.0000
US36241L7B63 / GNMA II 4.5% 06/20/2041#783590 0.01 0.00 0.0000 -0.0000
US3132JM6T19 / FHLG 30YR 4.0% 08/01/2043#Q20882 0.01 0.00 0.0000 -0.0000
US3138AFYF13 / FNMA 4.00% 3/41 #AI2509 0.01 0.00 0.0000 -0.0000
US3620AMNE88 / Ginnie Mae I Pool 0.01 -14.29 0.0000 -0.0000
US3620AMRJ30 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31419DK420 / FNMA 4.50% 9/40 #AE3014 0.01 0.00 0.0000 -0.0000
US36295R4W56 / Ginnie Mae I Pool 0.01 -14.29 0.0000 -0.0000
US36291RMC33 / GNMA 6.50% 10/34 #635855 0.01 0.00 0.0000 -0.0000
US36295HAZ38 / GNMA 5.50% 7/39 #670624 0.01 0.00 0.0000 -0.0000
US3132GFNE33 / FHLG 30YR 5.0% 07/01/2041#Q02189 0.01 0.00 0.0000 -0.0000
US31296RNQ73 / FHLG 5.00% 12/33 #A16699 0.01 0.00 0.0000 -0.0000
US3620AAV961 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31407VUQ66 / FNMA 6.00% 11/35 #842191 0.01 0.00 0.0000 -0.0000
US3133TJA606 / FHR 2121 MG 6% 2/29 0.01 -14.29 0.0000 -0.0000
US3132WDLS15 / FHLG 30YR 3.5% 05/01/2046#Q40336 0.01 0.00 0.0000 -0.0000
US36176YET01 / GNMA 4.00% 10/41 #779846 0.01 0.00 0.0000 -0.0000
US3132QWH446 / FHLG 30YR 3.5% 03/01/2046#Q39250 0.01 0.00 0.0000 -0.0000
US3138A5P559 / FNMA 30YR 4.5% 04/01/2041#AH4043 0.01 0.00 0.0000 -0.0000
US31393UNH22 / FNR 2003-118 S -1ML+81 12/33 0.01 0.00 0.0000 -0.0000
US3138A15M97 / FNMA 4.00% 12/40 #AH0851 0.01 0.00 0.0000 -0.0000
US36297F4N90 / GNMA 5.00% 12/39 #711029 0.01 0.00 0.0000 -0.0000
US3128QPH968 / FHLM ARM 6.36% 7/36 #1B7105 0.01 0.00 0.0000 -0.0000
US3138MHCY77 / FNMA 30YR 3.0% 11/01/2042#AQ1886 0.01 0.00 0.0000 -0.0000
US07324YAD13 / BAYC 2006-2A M1 1ML+31 7/36 0.01 0.00 0.0000 -0.0000
US3132HLS387 / FHLG 30YR 3.0% 08/01/2042#Q10538 0.01 0.00 0.0000 -0.0000
US3138XJBK20 / FNMA 30YR 4.5% 01/01/2044#AV6341 0.01 0.00 0.0000 -0.0000
US36176WZW45 / GNMA 30YR 3.5% 12/15/2041#778657 0.01 0.00 0.0000 -0.0000
US3138MQ4U44 / FNMA 30YR 3.0% 12/01/2042#AQ8934 0.01 0.00 0.0000 -0.0000
US3138WDLR02 / Fannie Mae Pool 0.01 0.00 0.0000 -0.0000
US3128LXK413 / FHLG 7.50% 7/34 #G02115 0.01 0.00 0.0000 -0.0000
US36176LGA70 / GNMA 4.00% 7/41 #769093 0.01 0.00 0.0000 -0.0000
US3132GR7A30 / FHLG 30YR 4% 03/01/2042# 0.01 0.00 0.0000 -0.0000
US3138LQAE40 / FNMA 4.00% 4/42 #AO0004 0.01 0.00 0.0000 -0.0000
US31417FA248 / FNMA 30YR 4.5% 12/01/2038#AB8124 0.01 0.00 0.0000 -0.0000
US3620AFDT17 / GNMA 4.50% 11/39 #728314 0.01 0.00 0.0000 -0.0000
US3620ASAU38 / GNMA 5.00% 3/41 #738119 0.01 0.00 0.0000 -0.0000
US3620ASAG44 / GNMA 30YR 4% 03/15/2041#738107 0.01 0.00 0.0000 -0.0000
US3138WRB410 / FNMA 30YR 3.0% 06/01/2043#AT3658 0.01 0.00 0.0000 -0.0000
US3138LXCY37 / FNMA 30YR 3.5% 06/01/2042#AO6386 0.01 0.00 0.0000 -0.0000
US3138AY4Z97 / FNMA 4.00% 11/41 #AJ7139 0.01 0.00 0.0000 -0.0000
US3128JPDH09 / FHLM ARM 5.11% 4/38 #1B3803 0.01 0.00 0.0000 -0.0000
US31408FG863 / FNMA ARM 4.80% 7/34 #849923 0.01 0.00 0.0000 -0.0000
US31394UHV70 / FNR 2005-102 CO 0% 11/35 0.01 0.00 0.0000 -0.0000
US3138XXZG46 / FNMA 30YR 5.0% 08/44#AW7942 0.01 0.00 0.0000 -0.0000
US31307YGE41 / FHLG 15YR 3% 02/01/2034#J40197 0.01 0.00 0.0000 -0.0000
US3138WRNQ96 / FNMA 30YR 3.5% 05/01/2043#AT3998 0.01 0.00 0.0000 -0.0000
US3620AMFZ00 / GNMA 5.00% 7/40 #733784 0.01 0.00 0.0000 -0.0000
US3138LUFX87 / FNMA 30YR 3.65% 05/01/2042#AO3781 0.01 0.00 0.0000 -0.0000
US36241L5K80 / GNMA 3.50% 3/42 #783550 0.01 0.00 0.0000 -0.0000
US312941GX97 / FHLG 5.00% 7/40 #A92914 0.01 0.00 0.0000 -0.0000
US312945YK88 / FHLG 30YR 5% 02/01/2041# 0.01 0.00 0.0000 -0.0000
US36176KDN46 / GNMA 30YR 4% 08/15/2041#768109 0.01 0.00 0.0000 -0.0000
US3132HP2L75 / FHLG 30YR 3% 11/1/42 #Q13479 0.01 -16.67 0.0000 -0.0000
US36176Q5Y65 / GNMA 3.50% 3/42 #773363 0.01 -16.67 0.0000 -0.0000
US31335AN535 / FHLG 30YR 4% 12/45#G60412 0.01 -16.67 0.0000 -0.0000
US3132HNN889 / FHLG 30YR 4.0% 10/01/2042#Q12215 0.01 -16.67 0.0000 -0.0000
US31411Y3V37 / FNMA ARM 6.54% 4/37 #918912 0.01 -16.67 0.0000 -0.0000
US3128UGTL19 / FHLM ARM 3.464% 5/1/41#1B8304 0.01 0.00 0.0000 -0.0000
US3128MJBV14 / Freddie Mac Gold Pool 0.01 -16.67 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.01 0.0000 0.0000
US31402RAQ20 / Fannie Mae Pool 0.01 -16.67 0.0000 -0.0000
US36178WGJ27 / GNMA 30YR 4% 11/15/2042#AB9201 0.01 0.00 0.0000 -0.0000
US36241LP425 / GNMA 4.00% 10/40 #783143 0.01 -16.67 0.0000 -0.0000
US31417GLW41 / FNMA 30YR 3.0% 05/01/2043#AB9340 0.01 -16.67 0.0000 -0.0000
US3620AQ3M39 / GNMA 4.50% 3/40 #737104 0.01 0.00 0.0000 -0.0000
US3133TJR709 / FHR 2137 PG 6% 3/29 0.01 -16.67 0.0000 -0.0000
US36295DN969 / GNMA 5.00% 9/39 #667416 0.01 0.00 0.0000 -0.0000
US312945SK52 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US31402XY268 / FNMA 30YR 4.5% 09/01/2033#741529 0.01 -16.67 0.0000 -0.0000
US36202DRX11 / GNII II 7% 2/32 #003202 0.01 0.00 0.0000 -0.0000
US3138ATUM04 / FNMA 4.00% 10/41 #AJ2387 0.01 0.00 0.0000 -0.0000
US36212VT906 / GNMA 7.00% 9/31 #545176 0.01 -16.67 0.0000 -0.0000
US3620AQKH50 / GNMA 4.50% 3/40 #736596 0.01 0.00 0.0000 -0.0000
US3620C43U21 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US312945WW45 / FHLG 30YR 5.0% 02/01/2041#A96961 0.01 0.00 0.0000 -0.0000
US3128K8MU77 / FHLG 5.00% 11/35 #A47571 0.01 0.00 0.0000 -0.0000
US31416XJN12 / FNMA 3.50% 1/41 #AB2068 0.01 0.00 0.0000 -0.0000
US3620AFDY02 / GNMA 5.00% 11/39 #728319 0.01 0.00 0.0000 -0.0000
US3620C4HT09 / GNMA 4.00% 10/41 #748242 0.01 0.00 0.0000 -0.0000
US3620AC7F59 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31292LPX72 / Freddie Mac Gold Pool 0.01 0.00 0.0000 -0.0000
US3128K6NL04 / FHLG 6.50% 5/33 #A45795 0.01 0.00 0.0000 -0.0000
US36178QFJ67 / GNMA 30YR 3.5% 09/15/2042#AB3769 0.01 0.00 0.0000 -0.0000
US3620ALQG27 / GNMA 5.00% 5/40 #733155 0.01 0.00 0.0000 -0.0000
US31417TGA07 / FNMA 30YR 4.5% 11/01/2039#AC6492 0.01 0.00 0.0000 -0.0000
US07325BAF58 / BAYC 2006-4 M-3 1ML+34 12/36 0.01 0.00 0.0000 -0.0000
US3138EDSW26 / FNMA 30YR 3.5% 04/42#AK8632 0.01 0.00 0.0000 -0.0000
US36297F5U25 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31411KKH58 / FNMA ARM 6.22% 3/37 #910296 0.01 0.00 0.0000 -0.0000
US31394D4V95 / FEDERAL NAT MTG ASN GTD REM PA 1ML+ 06/25/2035 0.01 0.00 0.0000 -0.0000
US3620APKN46 / GNMA 5.00% 4/40 #735701 0.01 -16.67 0.0000 -0.0000
US3140FUNQ72 / FNMA 30YR 4.5% 02/01/2047#BE8498 0.01 0.00 0.0000 -0.0000
US3138E1D469 / FNMA 4.00% 1/42 #AJ8222 0.01 0.00 0.0000 -0.0000
US3138X1FU59 / FNMA 30YR 3.0% 07/01/2043#AU1978 0.01 0.00 0.0000 -0.0000
US3137BGB328 / FEDERAL HOME LN MTG MLT CTF GT 427 LI 3.5% 02/15/2034 0.01 -16.67 0.0000 -0.0000
US07324SCU42 / BAYC 2005-4A M2 1ML+47 1/36 0.01 0.00 0.0000 -0.0000
US3132GEHF07 / FHLG 30YR 4% 01/01/2041# 0.01 0.00 0.0000 -0.0000
US312943SR57 / FHLG 5.00% 11/40 #A95028 0.01 0.00 0.0000 -0.0000
US36202EHD40 / GNII II 4.50% 3/36 #003828 0.01 0.00 0.0000 -0.0000
US3138W1SW88 / FNMA 30YR 3.0% 02/01/2043#AR4132 0.01 0.00 0.0000 -0.0000
US36176KD876 / Ginnie Mae I Pool 0.01 -16.67 0.0000 -0.0000
US3620A5S426 / GNMA 6.00% 11/39 #719739 0.01 0.00 0.0000 -0.0000
US3620AQ7C11 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US3132GFG501 / FHLG 30YR 5.0% 07/01/2041#Q02020 0.01 0.00 0.0000 -0.0000
US31419JJS87 / FNMA 4.00% 12/40 #AE7472 0.01 0.00 0.0000 -0.0000
US3138ELB361 / Fannie Mae Pool 0.01 0.00 0.0000 -0.0000
US3138ABXF18 / FNMA 30YR 5.0% 04/01/2041#AH9677 0.01 0.00 0.0000 -0.0000
US3620C0W534 / GNMA 4.50% 6/40 #745068 0.01 0.00 0.0000 -0.0000
US3620ARQ387 / GNMA 5.00% 11/40 #737674 0.01 0.00 0.0000 -0.0000
US3138APXP85 / FNMA 4.00% 9/41 #AI9685 0.01 0.00 0.0000 -0.0000
US31417FU303 / FNMA 30YR 3.0% 03/01/2043#AB8701 0.01 0.00 0.0000 -0.0000
US31386L4T64 / Federal National Mortgage Association 0.01 0.00 0.0000 -0.0000
US3620C3VQ21 / GNMA 30YR 5.0% 08/15/2040#747723 0.01 0.00 0.0000 -0.0000
US36230UDD81 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US07324SCD27 / BAYC 2005-3A M1 1ML+44 11/35 0.01 0.00 0.0000 -0.0000
US31376KTJ50 / FNMA 6.00% 8/35 #357953 0.01 0.00 0.0000 -0.0000
US36177PB539 / GNMA 30YR 4% 01/15/2042#794559 0.01 0.00 0.0000 -0.0000
US36178TSJ69 / GNMA 30YR 3.5% 09/15/2042#AB6821 0.01 0.00 0.0000 -0.0000
US3620A83G63 / GNMA 4.50% 11/39 #722699 0.01 0.00 0.0000 -0.0000
US31400HM260 / FNMA 30YR 4.5% 02/01/2033#688077 0.01 0.00 0.0000 -0.0000
US3138X3EE82 / FNMA 30YR 2.5% 08/01/2043#AU3732 0.01 0.00 0.0000 -0.0000
US3620AVN816 / Ginnie Mae I Pool 0.01 0.00 0.0000 -0.0000
US31401N2T51 / FNMA 4.50% 8/33 #713686 0.01 0.00 0.0000 -0.0000
US31390XJE13 / FNMA 7.00% 8/32 #659161 0.00 -20.00 0.0000 -0.0000
US36297F2U51 / GNMA 5.00% 11/39 #710987 0.00 -20.00 0.0000 -0.0000
US31417EZL81 / FNMA 30YR 3.0% 02/01/2043#AB7946 0.00 -20.00 0.0000 -0.0000
ACRISURE TERM B6 1LN 11/06/2030 / LON (US00488PAV76) 0.00 0.00 0.0000 -0.0000
US3140FSGQ00 / FNMA 30YR 4.5% 01/01/2047#BE6506 0.00 -20.00 0.0000 -0.0000
US3128KG6J27 / FHLG 7.00% 1/36 #A54473 0.00 -20.00 0.0000 -0.0000
US31419LJP94 / FNMA 4.00% 2/41 #AE9269 0.00 -20.00 0.0000 -0.0000
US3129404Y20 / Freddie Mac Gold Pool 0.00 -20.00 0.0000 -0.0000
US3620AGQP31 / GNMA 5.00% 7/40 #729562 0.00 0.00 0.0000 -0.0000
US3132MAMD08 / FHLG 30YR 4.5% 11/01/2044#Q29656 0.00 0.00 0.0000 -0.0000
US3132QLJS33 / FHLG 30YR 4.5% 12/01/2044#Q30272 0.00 0.00 0.0000 -0.0000
US31417ECJ82 / Fannie Mae Pool 0.00 -20.00 0.0000 -0.0000
US3128M7SM94 / FHLG 30YR 4.5% 09/39#G05624 0.00 0.00 0.0000 -0.0000
US31419DJQ51 / FNMA 4.50% 8/40 #AE2970 0.00 0.00 0.0000 -0.0000
US36180UE883 / GNMA 30YR 3.0% 05/15/2043#AE1959 0.00 0.00 0.0000 -0.0000
US36230SPQ11 / GNMA 4.00% 6/41 #757631 0.00 0.00 0.0000 -0.0000
US3133TR4H52 / FHR 2274 ZM 6.5% 1/31 0.00 -20.00 0.0000 -0.0000
US31416VCC63 / FNMA 30YR 5% 03/01/2033#AB0066 0.00 -20.00 0.0000 -0.0000
US36296YGC03 / GNMA 5.00% 6/40 #704995 0.00 0.00 0.0000 -0.0000
US3138A3TX56 / FNMA 4.00% 1/41 #AH2365 0.00 0.00 0.0000 -0.0000
US31416SAM35 / FNMA 4.50% 7/39 #AA8111 0.00 0.00 0.0000 -0.0000
US3128UHAK10 / FHLM ARM 3.242% 9/1/41#1B8659 0.00 0.00 0.0000 -0.0000
US3138MNLF55 / FNMA 30YR 3.0% 12/01/2042#AQ6625 0.00 0.00 0.0000 -0.0000
US3620A9PM70 / GNMA 5.00% 10/39 #723228 0.00 0.00 0.0000 -0.0000
US3620ASDX40 / GNMA 5.00% 4/41 #738218 0.00 0.00 0.0000 -0.0000
US31419C6V09 / FNMA 4.00% 12/40 #AE2683 0.00 0.00 0.0000 -0.0000
US36179NDT28 / GNII II 4.5% 05/20/2043#MA1014 0.00 0.00 0.0000 -0.0000
US38375BWC26 / GNMA, Series 2012-H21, Class DF 0.00 0.00 0.0000 -0.0000
US3138NXNF01 / FNMA 30YR 3.0% 12/01/2042#AR1289 0.00 0.00 0.0000 -0.0000
US3138WQWF57 / FNMA 30YR 3.0% 05/01/2043#AT3345 0.00 0.00 0.0000 -0.0000
US31292LBA26 / FHLG 4.00% 12/40 #C03633 0.00 0.00 0.0000 -0.0000
US3138WRB584 / FNMA 30YR 3.0% 06/01/2043#AT3659 0.00 0.00 0.0000 -0.0000
US31413ECS28 / FNMA 6.00% 9/37 #942981 0.00 0.00 0.0000 -0.0000
US3138EED636 / FNMA 30YR 3.25% 12/01/2041#AK9124 0.00 0.00 0.0000 -0.0000
US3138WX2U09 / FNMA 30YR 3.0% 06/01/2043#AT9786 0.00 0.00 0.0000 -0.0000
US31402QPF27 / FNMA 4.50% 9/33 #734922 0.00 0.00 0.0000 -0.0000
US36241LT971 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3132GFTA56 / FHLG 30YR 5.0% 07/01/2041#Q02345 0.00 0.00 0.0000 -0.0000
US31395DMG15 / FNR 2006-37 OW 0% 5/36 0.00 0.00 0.0000 -0.0000
US07324YAE95 / BAYC 2006-2A M2 1ML+33 7/36 0.00 0.00 0.0000 -0.0000
US07324SDH22 / BAYC 2006-1A M2 1ML+40 4/36 0.00 0.00 0.0000 -0.0000
US36296JUD52 / GNMA 5.00% 9/39 #692780 0.00 0.00 0.0000 -0.0000
US3620A5A747 / GNMA 4.50% 7/40 #719230 0.00 0.00 0.0000 -0.0000
US36212DL984 / GN 530552 0.00 0.00 0.0000 -0.0000
US36295CKW00 / GNMA 30YR 3.5% 09/15/2043#666409 0.00 0.00 0.0000 -0.0000
US31307TN310 / FHLG 15YR 3% 04/01/2032#J36710 0.00 0.00 0.0000 -0.0000
US36180B3A77 / GNMA 30YR 3.0% 05/15/2043#AD0793 0.00 0.00 0.0000 -0.0000
US3138W46Z99 / FNMA 30YR 3.0% 03/01/2043#AR7187 0.00 0.00 0.0000 -0.0000
US36296Q4S52 / GNMA 5.00% 8/39 #698433 0.00 0.00 0.0000 -0.0000
US31419KFM27 / FNMA 4.00% 11/40 #AE8271 0.00 0.00 0.0000 -0.0000
US36297GL731 / GNMA 4.00% 8/39 #711450 0.00 0.00 0.0000 -0.0000
US36292BE449 / GNMA 6.50% 10/35 #643755 0.00 0.00 0.0000 -0.0000
US36296YEC21 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 0.00 0.00 0.0000 -0.0000
US36241LU870 / GNMA 4.00% 4/41 #783307 0.00 0.00 0.0000 -0.0000
US3128NF7M35 / FHLM ARM 6.49% 8/37 #1A1800 0.00 -42.86 0.0000 -0.0000
US07324YAG44 / BAYC 2006-2A M4 1ML+42 7/36 0.00 0.00 0.0000 -0.0000
US07324SDG49 / Bayview Commercial Asset Trust 2006-1 0.00 0.00 0.0000 -0.0000
US3620ARR948 / GINNIE MAE I POOL GN 737712 0.00 0.00 0.0000 -0.0000
US31418VG554 / FNMA 4.50% 5/40 #AD7419 0.00 0.00 0.0000 -0.0000
US3620AVQW58 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36180HJ335 / GNMA 30YR 4% 08/15/2043#AD5682 0.00 0.00 0.0000 -0.0000
US3138A7FX17 / FNMA 4.50% 2/41 #AH5581 0.00 0.00 0.0000 -0.0000
US3128LXBG40 / FHLG 5.00% 6/35 #G01839 0.00 0.00 0.0000 -0.0000
US36207FB592 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36178MPX38 / GNMA 30YR 3.5% 08/15/2042#AB2238 0.00 0.00 0.0000 -0.0000
US31403EDZ79 / FNMA ARM 3.753% 10/33 #746320 0.00 0.00 0.0000 -0.0000
US36202DX634 / GNII II 4.50% 6/33 #003401 0.00 0.00 0.0000 -0.0000
US36179KV278 / GNMA 30YR 3.5% 05/15/2043#AC9633 0.00 0.00 0.0000 -0.0000
US36178GFQ29 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
SBLOFI SWAP 12/17/57 B / DCR (N/A) 0.00 0.0000 0.0000
US3132J9PW26 / FHLG 30YR 4.0% 05/01/2043#Q18136 0.00 0.00 0.0000 -0.0000
US31416XCZ15 / FNMA 4.50% 12/40 #AB1887 0.00 0.00 0.0000 -0.0000
US3133TJWJ86 / FHR 2135 JE 6% 3/29 0.00 0.00 0.0000 -0.0000
US3132HNN475 / FHLG 3.50% 10/42 #Q12211 0.00 0.00 0.0000 -0.0000
US3620AC4G69 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3138A1RP84 / FNMA 4.00% 12/40 #AH0493 0.00 0.00 0.0000 -0.0000
US31391C4B89 / FNMA 7.50% 8/32 #663318 0.00 0.00 0.0000 -0.0000
US3128MJXE50 / Freddie Mac Gold Pool 0.00 -25.00 0.0000 -0.0000
US949802AA06 / WELLS FARGO MORTGAGE BACKED SECURITIES 2003-I TRUST VAR 09/25/2033 0.00 -25.00 0.0000 -0.0000
US3620A56F18 / GNMA 4.50% 6/39 #720070 0.00 -25.00 0.0000 -0.0000
US3128M4JL81 / FHLG 5.00% 1/37 #G02667 0.00 -25.00 0.0000 -0.0000
US312942ME26 / FHLM 30YR 4% 09/01/2040# 0.00 -25.00 0.0000 -0.0000
US3138EJLJ57 / FNMA 6.00% 1/42 #AL2128 0.00 -25.00 0.0000 -0.0000
US07324SDM17 / BAYC 2006-1A M6 1ML+64 4/36 0.00 -25.00 0.0000 -0.0000
US3138E75J95 / FNMA 4.00% 2/42 #AK3548 0.00 -25.00 0.0000 -0.0000
US3132QQGK21 / FHLG 30YR 3.5% 05/01/2045#Q33801 0.00 -25.00 0.0000 -0.0000
US3138A3F449 / FNMA 4.50% 12/40 #AH1986 0.00 -25.00 0.0000 -0.0000
US31296YFS72 / FHLG 5.00% 5/34 #A21977 0.00 -25.00 0.0000 -0.0000
US31405E6P51 / FNMA 6.00% 7/35 #787578 0.00 0.00 0.0000 -0.0000
US36201JJG58 / GNMA 7.00% 6/32 #584463 0.00 0.00 0.0000 -0.0000
US31419G4G68 / FNMA 30YR 4.0% 12/01/2040#AE6222 0.00 0.00 0.0000 -0.0000
US36200NVS79 / Ginnie Mae I Pool 0.00 -25.00 0.0000 -0.0000
US31296RHY71 / FHLG 30YR 5% 12/01/2033# 0.00 0.00 0.0000 -0.0000
US36184HKH65 / GNMA 30YR 3.0% 04/15/2045#AL9296 0.00 0.00 0.0000 -0.0000
US3138AG2B37 / FNMA ARM 3.228% 7/41#AI3469 0.00 -25.00 0.0000 -0.0000
US3138XFAS43 / Fannie Mae Pool 0.00 -25.00 0.0000 -0.0000
US36179RQ364 / Ginnie Mae II Pool 0.00 -25.00 0.0000 -0.0000
US31402ALD62 / FNMA 30YR 4.5% 08/01/2033#723124 0.00 0.00 0.0000 -0.0000
US31283HWZ45 / FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2033 FHLMC G30 0.00 -25.00 0.0000 -0.0000
US31396LMA51 / FNR 2006-104 GI -1ML+688 11/36 0.00 0.00 0.0000 -0.0000
US31407NH974 / FNMA 6.50% 10/35 #835556 0.00 0.00 0.0000 -0.0000
US36212HGQ74 / GNMA 7.00% 6/32 #534007 0.00 0.00 0.0000 -0.0000
US36178VBM28 / GNMA 30YR 4% 12/15/2042#AB8144 0.00 0.00 0.0000 -0.0000
US3620ARUP40 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31292HYK49 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US36213VWV60 / GNMA 7.00% 6/32 #565960 0.00 0.00 0.0000 -0.0000
US31401H5M08 / FNMA 30YR 5% 07/01/2033#709252 0.00 -25.00 0.0000 -0.0000
US31416CAH97 / FNMA ARM 5.869% 5/36 #995608 0.00 0.00 0.0000 -0.0000
US3138A8G677 / FNMA 30YR 4.0% 02/01/2041#AH6520 0.00 0.00 0.0000 -0.0000
US31417E3T63 / FNMA 30YR 4.5% 08/01/2037#AB8009 0.00 0.00 0.0000 -0.0000
US31419LR709 / FNMA 30YR 4.0% 01/01/2041#AE9509 0.00 0.00 0.0000 -0.0000
US36179RNX34 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US38375KNC26 / GNR 2007-37 TS -1ML+669 6/37 0.00 0.00 0.0000 -0.0000
US3133TSTH66 / FHR 2303 ZV 6% 4/31 0.00 -25.00 0.0000 -0.0000
US31283HYM14 / Freddie Mac Gold Pool 0.00 -25.00 0.0000 -0.0000
US3128M7CJ30 / FHLG 30YR 4.5% 11/31#G05173 0.00 0.00 0.0000 -0.0000
US36179NM966 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US31413CRM37 / FNMA 4.50% 7/40 #941592 0.00 0.00 0.0000 -0.0000
US31418C2X11 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US312946PD20 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US3138YMPQ63 / FNMA 30YR 3.0% 05/01/2045#AY7630 0.00 0.00 0.0000 -0.0000
US31407UHN00 / FNMA 6.00% 9/35 #840937 0.00 0.00 0.0000 -0.0000
US31417N7H80 / FNMA 4.00% 8/39 #AC4495 0.00 0.00 0.0000 -0.0000
US3128NHMK64 / FHLM ARM 5.81% 1/36 #1J1262 0.00 0.00 0.0000 -0.0000
US36202DQM64 / GNII II 6.00% 11/31 #003160 0.00 0.00 0.0000 -0.0000
US31371KLV16 / Federal National Mortgage Association 0.00 0.00 0.0000 -0.0000
US3133TDPN02 / FHR 2043 ZH 6% 4/28 0.00 0.00 0.0000 -0.0000
US3138E7AT10 / FNMA 30YR 4% 02/01/2042#AK2717 0.00 0.00 0.0000 -0.0000
US36202FJQ00 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US31419LPA51 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31385JJF66 / Fnma Pool 545762 Bond 0.00 0.00 0.0000 -0.0000
US31396WYZ30 / FNR 2007-66 SB -1ML+3960 7/37 0.00 0.00 0.0000 -0.0000
US3138A6MW77 / FNMA 30YR 4.0% 02/01/2041#AH4872 0.00 0.00 0.0000 -0.0000
US3138NXBG12 / FNMA 30YR 3.0% 01/01/2043#AR0938 0.00 0.00 0.0000 -0.0000
US36296YFZ07 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3620A56L85 / GNMA 4.50% 6/39 #720075 0.00 0.00 0.0000 -0.0000
US3132GFLZ89 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US36211KVE18 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3138WWYF08 / FNMA 30YR 3.0% 06/01/2043#AT8809 0.00 0.00 0.0000 -0.0000
US31296VAX73 / FHLG 5.00% 4/34 #A19922 0.00 0.00 0.0000 -0.0000
US3138AP3X49 / FNMA ARM 0.0% 09/01/2041#AI9813 0.00 0.00 0.0000 -0.0000
US36296Q6R51 / GNMA 4.50% 8/39 #698480 0.00 0.00 0.0000 -0.0000
US31417VGK35 / FNMA ARM 3.54% 12/39 #AC8301 0.00 0.00 0.0000 -0.0000
US38376RFZ47 / GOVERNMENT NAT MTG ASSN HECM 2015-H19 FA 1ML+20 04/63 0.00 0.00 0.0000 -0.0000
US36210EFA29 / GNMA 4.00% 9/41 #489861 0.00 0.00 0.0000 -0.0000
US3138XK6G40 / FNMA 30YR 3.5% 05/44#AV8070 0.00 0.00 0.0000 -0.0000
US31283HS895 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US3128M7NN23 / FHLG 30YR 4.5% 06/39#G05497 0.00 0.00 0.0000 -0.0000
US3620AETE09 / GNMA 4.50% 4/40 #727849 0.00 0.00 0.0000 -0.0000
US36209VM352 / GN 482878 0.00 0.00 0.0000 -0.0000
US3138WBGV13 / FNMA 30YR 4% 03/01/2039#AS2011 0.00 0.00 0.0000 -0.0000
US31417KXP73 / FNMA 4.50% 7/39 #AC1585 0.00 0.00 0.0000 -0.0000
US31392ED232 / FNR 2002-63 FN 1ML+100 10/32 0.00 0.00 0.0000 -0.0000
US36290T5P02 / GNMA 3.50% 2/42 #617454 0.00 0.00 0.0000 -0.0000
US3620A7ZY43 / GNMA 30YR 4.0% 08/15/2040#721759 0.00 0.00 0.0000 -0.0000
US3620AETL42 / GNMA 4.50% 4/40 #727855 0.00 0.00 0.0000 -0.0000
US31292HP579 / FHLG 6.00% 4/32 #C01344 0.00 0.00 0.0000 -0.0000
US3620A3TM64 / GNMA 5.00% 9/39 #717956 0.00 0.00 0.0000 -0.0000
CANO HEALTH LLC WT / EC (N/A) 0.00 0.00 0.0000 0.0000
US3138Y3T350 / FNMA 30YR 4.5% 08/01/2044#AX2369 0.00 0.00 0.0000 -0.0000
US36202FP916 / GNII 30YR 4.5% 02/20/2041#004948 0.00 0.00 0.0000 -0.0000
US36297FT447 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31411XZ654 / FNMA 6.00% 5/37 #917965 0.00 0.00 0.0000 -0.0000
US312939JD43 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US31407XKE03 / FNMA 6.00% 10/35 #843693 0.00 -33.33 0.0000 -0.0000
US36179AGC45 / GNMA 30YR 3.5% 07/15/2043#AC1095 0.00 -33.33 0.0000 -0.0000
US31396HU495 / FHR 3110 OP PO 0% 9/35 0.00 -50.00 0.0000 -0.0000
US36295T7K46 / GNMA 6.00% 11/39 #680498 0.00 -33.33 0.0000 -0.0000
US3620C4ER79 / Ginnie Mae I Pool 0.00 -33.33 0.0000 -0.0000
US36180KJU60 / GNMA 30YR 4% 04/15/2043#AD7475 0.00 -33.33 0.0000 -0.0000
US31419EDT38 / Fannie Mae Pool 0.00 -33.33 0.0000 -0.0000
US3620ATFZ52 / GNMA 4.50% 7/40 #739184 0.00 -33.33 0.0000 -0.0000
US3138NX2N64 / FNMA 30YR 3.0% 12/01/2042#AR1680 0.00 -33.33 0.0000 -0.0000
US36208N5X72 / GNMA 7.00% 2/28 #456362 0.00 -33.33 0.0000 -0.0000
US31412PE315 / FNMA 4.50% 4/39 #930854 0.00 -33.33 0.0000 -0.0000
US31297SPM16 / FHLG 30YR 5% 08/01/2035# 0.00 -33.33 0.0000 -0.0000
US36179ME486 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US31403CW801 / FNMA ARM 4.66% 8/35 #745071 0.00 0.00 0.0000 -0.0000
US36200WQR50 / GN 574764 0.00 0.00 0.0000 -0.0000
US3620A55Q81 / GNMA 4.50% 6/39 #720055 0.00 0.00 0.0000 -0.0000
US36202DSD48 / GNII II 7.00% 3/32 #003216 0.00 -33.33 0.0000 -0.0000
US3620AMEJ76 / GNMA 4.50% 6/40 #733737 0.00 0.00 0.0000 -0.0000
US31407CK229 / FNMA 6.00% 7/35 #826613 0.00 0.00 0.0000 -0.0000
US3620ARRZ68 / GNMA 30YR 4.0% 12/15/2040#737704 0.00 0.00 0.0000 -0.0000
US31412D2G21 / FNMA 8.00% 3/37 #922475 0.00 0.00 0.0000 -0.0000
US3620ARLM10 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31388QUW76 / FNMA 7.00% 6/32 #611797 0.00 0.00 0.0000 -0.0000
US36230NNW10 / GNMA 4.00% 6/41 #754005 0.00 0.00 0.0000 -0.0000
US3132M7QW13 / FHLG 30YR 4.5% 07/01/2044#Q27069 0.00 0.00 0.0000 -0.0000
US3620C3FD91 / GNMA 4.50% 9/40 #747264 0.00 -33.33 0.0000 -0.0000
US31406PCX50 / FNMA ARM 4.293% 3/35 #815586 0.00 0.00 0.0000 -0.0000
US3620A9P960 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31410EM886 / FNMA ARM 6.25% 6/36 #886983 0.00 -50.00 0.0000 -0.0000
US31288AFU43 / FHLG 30YR 6% 07/01/2032# 0.00 0.00 0.0000 -0.0000
US31297AV357 / FHLG 5.00% 5/34 #A23334 0.00 0.00 0.0000 -0.0000
US31407NF242 / FNMA 6.00% 10/35 #835485 0.00 0.00 0.0000 -0.0000
US36209RXZ18 / GNMA 4.00% 10/41 #479596 0.00 0.00 0.0000 -0.0000
US31419KL522 / FNMA 4.50% 11/40 #AE8447 0.00 0.00 0.0000 -0.0000
US3132GEQM56 / FHLG 30YR 4% 06/01/2041# 0.00 0.00 0.0000 -0.0000
US31407G6Q69 / FNMA 6.50% 8/35 #830779 0.00 0.00 0.0000 -0.0000
US36200TWS31 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3138LQSB19 / FNMA 4.00% 4/42 #AO0513 0.00 0.00 0.0000 -0.0000
US31283HRL14 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0000 -0.0000
US3620AC3Z59 / GNMA 5.00% 9/39 #726316 0.00 0.00 0.0000 -0.0000
US31386L4H27 / FNMA 9.00% 10/30 #567024 0.00 0.00 0.0000 -0.0000
US3140F8LU99 / FNMA 30YR 4.5% 06/01/2046#BD1238 0.00 0.00 0.0000 -0.0000
US31405NCX12 / FNMA 6.00% 9/29 #793986 0.00 0.00 0.0000 -0.0000
US313921MN51 / FANNIE MAE REMICS FNR 2001-52 YZ 0.00 0.00 0.0000 -0.0000
US31296MEE57 / FHLG 5.00% 8/33 #A12833 0.00 0.00 0.0000 -0.0000
US3620C4FY12 / GNMA 4.00% 8/41 #748183 0.00 0.00 0.0000 -0.0000
US31336SRL42 / FHLM ARM 4.08% 6/33 #1B0891 0.00 0.00 0.0000 -0.0000
US31392EVD92 / FNR 2002-60 FV 1ML+100 4/32 0.00 0.00 0.0000 -0.0000
US31403CZT16 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US36230UD631 / GNMA 4.00% 1/41 #759125 0.00 0.00 0.0000 -0.0000
US3129462H87 / FHLG 4.50% 4/41 #A97976 0.00 0.00 0.0000 -0.0000
US31396LZK96 / FEDERAL NAT MTG ASN GTD REM PA 1ML+ 12/25/2036 0.00 0.00 0.0000 -0.0000
US38376RCN44 / GNR 2015-H13 FL 1ML+28 05/63 0.00 0.00 0.0000 -0.0000
US31402CST08 / FNMA ARM 4.89% 3/33 #725130 0.00 0.00 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0000 0.0000
US36180DRQ24 / GNMA 30YR 3.5% 03/15/2043#AD2295 0.00 0.00 0.0000 -0.0000
US3132GDN247 / FHLG 30YR 5.0% 04/01/2041#Q00409 0.00 0.00 0.0000 -0.0000
US3620ARHT19 / GNMA 4.00% 9/40 #737442 0.00 0.00 0.0000 -0.0000
US36202E6Z71 / GNII 30YR 4.5% 07/20/2039#004488 0.00 0.00 0.0000 -0.0000
US3132GKY918 / FHLG 30YR 4.0% 11/01/2041#Q04636 0.00 0.00 0.0000 -0.0000
US312945HN11 / FHLG 30YR 5.0% 01/01/2041#A96537 0.00 0.00 0.0000 -0.0000
US31392DPW64 / FNR 2002-39 FD 1ML+100 3/32 0.00 0.00 0.0000 -0.0000
US3128K6NK21 / FHLG 6.00% 10/34 #A45794 0.00 0.00 0.0000 -0.0000
US3620C3BW19 / GNMA 5.00% 9/40 #747153 0.00 0.00 0.0000 -0.0000
US3128UGXF94 / FHLM ARM 3.283 6/1/41 0.00 0.00 0.0000 -0.0000
US36177YB473 / GNMA 30YR 4% 05/15/2042#AA1859 0.00 0.00 0.0000 -0.0000
US3138A1T766 / FNMA POOL AH0573 FN 12/40 FIXED 4 0.00 0.00 0.0000 -0.0000
US36176XUX55 / GNMA 30YR 3.5% 06/15/2042#779398 0.00 0.00 0.0000 -0.0000
US36241KZ350 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36179DLT53 / GNMA 30YR 3.5% 01/15/2043#AC3938 0.00 0.00 0.0000 -0.0000
US36230NUW37 / GNMA 4.00% 9/41 #754197 0.00 0.00 0.0000 -0.0000
US3138A1MG31 / FNMA 4.00% 3/41 #AH0358 0.00 0.00 0.0000 -0.0000
US3128M5GR53 / FHLG 6.00% 7/37 #G03508 0.00 0.00 0.0000 -0.0000
US36201QPH01 / GNMA 7.00% 6/32 #590024 0.00 0.00 0.0000 -0.0000
US312940RF89 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US36201FPT83 / GOVT NATL MORTG ASSN 7.00% 06/15/2032 GNMA SF 0.00 0.00 0.0000 -0.0000
US3132HPXJ82 / FHLG 30YR 4.0% 11/01/2042#Q13381 0.00 0.00 0.0000 -0.0000
US36202FHN96 / GNII 30YR 4.5% 07/20/2040#004737 0.00 0.00 0.0000 -0.0000
US36179N2J68 / Ginnie Mae II Pool 0.00 0.00 0.0000 -0.0000
US3138AJXT48 / FNMA 30YR 5.0% 08/01/2041#AI5189 0.00 0.00 0.0000 -0.0000
US3620C6EG62 / GNMA 30YR 4.0% 11/15/2040#749935 0.00 0.00 0.0000 -0.0000
US3132GJSE00 / FHLG 30YR 4.5% 09/01/2041#Q03517 0.00 0.00 0.0000 -0.0000
US3138W1XD43 / FNMA 30YR 3.0% 02/01/2043#AR4275 0.00 0.00 0.0000 -0.0000
US3136A8PY09 / FEDERAL NAT MTG ASN GTD REM PA 3% 09/25/2027 0.00 0.00 0.0000 -0.0000
US31339NNM47 / FHR 2432 FE 1ML+90 6/31 0.00 0.00 0.0000 -0.0000
US3138E5R916 / FNMA 4.00% 1/42 #AK1411 0.00 0.00 0.0000 -0.0000
US36297JKL79 / GNMA 5.00% 4/39 #713199 0.00 0.00 0.0000 -0.0000
US312943UM33 / FHLG 30YR 4.5% 11/01/2040# 0.00 0.00 0.0000 -0.0000
US3138A1CA70 / FNMA 30YR 4.5% 02/01/2041#AH0064 0.00 0.00 0.0000 -0.0000
US3133TLBA52 / FHR 2162 PH 6 6/29 0.00 0.00 0.0000 -0.0000
US38377VGY65 / GNR 2011-52 HI 7% 4/41 0.00 0.00 0.0000 -0.0000
US36213FZD85 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 0.00 0.00 0.0000 -0.0000
US31407FM236 / FNMA 6.00% 6/35 #829377 0.00 0.00 0.0000 -0.0000
US36177L3E29 / GNMA 30YR 4% 12/15/2041#792596 0.00 0.00 0.0000 -0.0000
US31292HRE61 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0000 -0.0000
US3138A6DP28 / FNMA 4.00% 9/41 #AH4609 0.00 0.00 0.0000 -0.0000
US31382WZJ43 / FNMA 7.00% 5/29 #494945 0.00 0.00 0.0000 -0.0000
US31407HF681 / FNMA 6.00% 8/35 #830989 0.00 0.00 0.0000 -0.0000
US38376RCQ74 / GNR 2015-H13 HA 2.5% 08/64 0.00 -60.00 0.0000 -0.0000
US36181BB903 / GNMA 30YR 4.0% 06/15/2043#AE7264 0.00 0.00 0.0000 -0.0000
US36216K4H98 / GNMA 7.00% 10/28 #167424 0.00 0.00 0.0000 -0.0000
US36296QVF35 / GNMA 5.00% 6/39 #698214 0.00 0.00 0.0000 -0.0000
US36241K3M82 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31419KFF75 / FNMA 30YR 4.0% 11/01/2040#AE8265 0.00 0.00 0.0000 -0.0000
US31287NDD75 / FHLG 30YR 6% 01/01/2032# 0.00 0.00 0.0000 -0.0000
US36200MUB70 / GNMA 5.50% 8/33 #604578 0.00 0.00 0.0000 -0.0000
US31287XG591 / FHLG 6.50% 8/32 #C70220 0.00 0.00 0.0000 -0.0000
BNP / BNP Paribas SA 0.00 0.0000 0.0000
US31402HVE88 / FNMA 4.50% 8/33 #729713 0.00 0.00 0.0000 -0.0000
US36297GJY70 / GNMA 5.50% 7/38 #711379 0.00 -50.00 0.0000 -0.0000
US31416BT652 / FNMA ARM 4.58% 7/35 #995273 0.00 -50.00 0.0000 -0.0000
US3620AENH93 / GNMA 6.00% 11/39 #727692 0.00 -50.00 0.0000 -0.0000
US3620A9FD81 / Ginnie Mae I Pool 0.00 -50.00 0.0000 -0.0000
US3132GEJ276 / Freddie Mac Gold Pool 0.00 -50.00 0.0000 -0.0000
US3620AQY805 / GNMA 4.50% 2/40 #737035 0.00 -50.00 0.0000 -0.0000
US3620AYM291 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36208TAY64 / GNMA 7.00% 4/28 #460023 0.00 -50.00 0.0000 -0.0000
US31296XSH97 / FHLG 30YR 5% 05/01/2034# 0.00 -50.00 0.0000 -0.0000
US3138XVS356 / FNMA 30YR 4.5% 12/01/2044#AW5937 0.00 -50.00 0.0000 -0.0000
US31405YQ539 / FNMA 6.00% 10/35 #803376 0.00 0.00 0.0000 -0.0000
US36297AEG40 / GNMA 5.00% 8/39 #705835 0.00 0.00 0.0000 -0.0000
US3620AMRZ71 / GNMA 3.50% 12/40 #734104 0.00 0.00 0.0000 -0.0000
US31416CAF32 / FNMA ARM 11/36 #995606 0.00 0.00 0.0000 -0.0000
US36213PRW31 / GNMA 7.00% 6/31 #560401 0.00 0.00 0.0000 -0.0000
US36212VTQ22 / GNMA 7.00% 7/31 #545159 0.00 0.00 0.0000 -0.0000
US3136FAZ786 / FNS 339 5 5.5% 8/33 0.00 -50.00 0.0000 -0.0000
US31402EZZ41 / FNMA 4.50% 8/33 #727160 0.00 -50.00 0.0000 -0.0000
US3128MJB823 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US3620AVQP08 / GNMA 30YR 4.5% 06/15/2040#741262 0.00 0.00 0.0000 -0.0000
US3136FCEU67 / FNS 348 14 6.5% 8/34 0.00 0.00 0.0000 -0.0000
US3620AGN767 / GNMA 5.00% 4/40 #729514 0.00 0.00 0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase 0.00 0.0000 0.0000
US31410DB824 / FNMA 6.50% 6/36 #885763 0.00 0.00 0.0000 -0.0000
US3138YFK941 / FNMA 30YR 5.0% 03/45#AY2119 0.00 0.00 0.0000 -0.0000
US3128M9UR10 / FHLG 30YR 4.5% 03/01/2042#G07492 0.00 0.00 0.0000 -0.0000
US36295T7A63 / GNMA 6.00% 10/39 #680489 0.00 0.00 0.0000 -0.0000
US3136AECM70 / FNMA GTD MTG 2013-51 GI 3% 10/25/2032 0.00 -50.00 0.0000 -0.0000
US3138AWKG74 / FNMA 4.00% 10/41 #AJ4794 0.00 0.00 0.0000 -0.0000
US36294NEZ78 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36225BW615 / GNMA 7.00% 10/32 #781569 0.00 0.00 0.0000 -0.0000
US312936C704 / FHLG 30YR 4.5% 10/01/2039# 0.00 0.00 0.0000 -0.0000
US3620ASKR98 / GNMA 5.00% 6/41 #738404 0.00 0.00 0.0000 -0.0000
US31396HLM96 / FEDERAL HOME LN MTG MLT CTF GT 1ML+ 02/15/2036 0.00 0.00 0.0000 -0.0000
US3620AMGV86 / GNMA 3.50% 3/42 #733812 0.00 0.00 0.0000 -0.0000
US3136FA6N50 / FNS 343 16 5.5% 5/34 0.00 0.00 0.0000 -0.0000
US3137AXRF29 / FHLMC, REMIC, Series 4149 0.00 0.00 0.0000 -0.0000
US3620ASK735 / GNMA 5.00% 6/41 #738418 0.00 0.00 0.0000 -0.0000
US312941XC67 / FHLG 30YR 4.5% 08/01/2040#A93375 0.00 0.00 0.0000 -0.0000
US31417N3E95 / FNMA 4.50% 9/39 #AC4396 0.00 0.00 0.0000 -0.0000
US31402HHC88 / FNMA 30YR 4.5% 07/01/2033#729327 0.00 0.00 0.0000 -0.0000
US36180HJZ29 / GNMA 30YR 4.0% 08/15/2043#AD5680 0.00 0.00 0.0000 -0.0000
US3138AKWL93 / FNMA ARM 0.0% 07/01/2041#AI6050 0.00 0.00 0.0000 -0.0000
US3620ASEM75 / GNMA 5.00% 4/41 #738240 0.00 0.00 0.0000 -0.0000
US36200VF991 / GNMA 7.00% 2/32 #573592 0.00 0.00 0.0000 -0.0000
US36200UBJ34 / GNMA 7.00% 9/31 #572541 0.00 0.00 0.0000 -0.0000
US312946SE75 / FHLG 30YR 5.0% 03/01/2041#A97717 0.00 0.00 0.0000 -0.0000
US36200N6G12 / GNMA 6.50% 11/34 #605771 0.00 0.00 0.0000 -0.0000
US31417WHZ77 / FNMA 4.50% 9/40 #AC9247 0.00 0.00 0.0000 -0.0000
US36290UCF12 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3136FCJC15 / FNS 351 13 6% 3/34 0.00 0.00 0.0000 -0.0000
US31394EB646 / FNR 2005-73 SA -1ML+1755 8/35 0.00 0.00 0.0000 -0.0000
US36225BYA06 / GNMA 7.00% 8/32 #781605 0.00 0.00 0.0000 -0.0000
US31396VYS14 / FEDERAL NAT MTG ASN GTD REM PA 1ML+ 05/25/2037 0.00 0.00 0.0000 -0.0000
US3132HMSH50 / FHLG 3.50% 9/42 #Q11420 0.00 0.00 0.0000 -0.0000
US3128LCNC60 / FHLG 5.00% 6/38 #A78487 0.00 0.00 0.0000 -0.0000
US38374H2N93 / GNR 2004-73 AL -1ML+720 8/34 0.00 0.00 0.0000 -0.0000
US31417YGY77 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31402RPS21 / FNMA ARM 4.87% 1/35 #735833 0.00 0.00 0.0000 -0.0000
US36201JJJ97 / GNMA 7.00% 6/32 #584465 0.00 0.00 0.0000 -0.0000
US38374GZM76 / GNR 2004-32 GS 650-1ML 5/34 0.00 0.00 0.0000 -0.0000
US3138A7CA41 / FNMA 30YR 4.5% 07/01/2041#AH5464 0.00 0.00 0.0000 -0.0000
US3620AVPL03 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US3620ALTL84 / GNMA 4.50% 8/40 #733255 0.00 0.00 0.0000 -0.0000
US3128CUKL95 / FHLG 20YR 7.00% 9/26 #G30299 0.00 0.00 0.0000 -0.0000
US31389W4G78 / FNMA 7.50% 4/32 #638123 0.00 0.00 0.0000 -0.0000
US31413BAH42 / FNMA 7.00% 7/37 #940208 0.00 0.00 0.0000 -0.0000
US31412UGS33 / FNMA 6.00% 3/39 #935009 0.00 0.00 0.0000 -0.0000
US31339WBA36 / FHR 2423 FA 1ML+100 3/32 0.00 0.00 0.0000 -0.0000
US312941W454 / FHLG 5.00% 8/40 #A93367 0.00 0.00 0.0000 -0.0000
US31406MA718 / FNMA ARM 4.64% 1/35 #813730 0.00 0.00 0.0000 -0.0000
US3133TDML72 / FHLMC, REMIC, Series 2043, Class CJ 0.00 0.00 0.0000 -0.0000
US70069FFL67 / PPSI 2005-WCH1 M4 1ML+83 1/36 0.00 -87.50 0.0000 -0.0000
US31402RLZ00 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US31292HMF81 / FHLG 6.00% 11/31 #C01258 0.00 0.00 0.0000 -0.0000
US31339WJT45 / FHR 2424 FM 1ML+100 3/32 0.00 0.00 0.0000 -0.0000
US31402EVW55 / FNMA 30YR 4.5% 08/01/2033#727029 0.00 0.00 0.0000 -0.0000
US36212MWL98 / GNMA 7.00% 9/30 #538051 0.00 0.00 0.0000 -0.0000
US3620AMPR73 / GNMA 5.00% 11/40 #734032 0.00 0.00 0.0000 -0.0000
US31407WSA26 / FNMA ARM 5.349% 12/34 #843013 0.00 0.00 0.0000 -0.0000
US31392CHM91 / FNR 2002-18 FD 1ML+80 2/32 0.00 0.00 0.0000 -0.0000
US36208YQG79 / GNMA 7.00% 6/28 #464955 0.00 0.00 0.0000 -0.0000
US36201BKE55 / GNMA 7.00% 2/32 #578193 0.00 0.00 0.0000 -0.0000
US3620A8MT77 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36200M7M98 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36201CP329 / GNMA 7.00% 1/32 #579242 0.00 0.00 0.0000 -0.0000
US31403MPC72 / FNMA 30YR 4.5% 01/01/2034#752919 0.00 0.00 0.0000 -0.0000
US36201BC956 / GNMA 5.00% 4/33 #577996 0.00 0.00 0.0000 -0.0000
US31389DTC10 / FNMA 7.00% 9/31 #622547 0.00 0.00 0.0000 -0.0000
US81744FCU93 / SEMT 2004-6 A3B 6ML+44 7/34 0.00 0.00 0.0000 -0.0000
US31416Q6B66 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US36208VZG30 / GNMA 7.00% 2/28 #462543 0.00 0.00 0.0000 -0.0000
US31287NUQ95 / FHLG 30YR 6% 01/01/2032# 0.00 0.00 0.0000 -0.0000
US3620A9PT24 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US31390FKW85 / FNMA 7.00% 6/32 #644809 0.00 0.00 0.0000 -0.0000
US31296KYZ01 / FHLG 5.00% 7/33 #A11628 0.00 0.00 0.0000 -0.0000
US36200NVW81 / GNMA 6.50% 10/34 #605529 0.00 0.00 0.0000 -0.0000
US31392B2Z83 / FNR 2002-7 FC 1ML+75 1/32 0.00 0.00 0.0000 -0.0000
US312933CQ58 / FHLG 30YR 4.5% 05/01/2039# 0.00 0.00 0.0000 -0.0000
US3129366F94 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US31390UFB70 / Federal National Mortgage Association 0.00 0.00 0.0000 -0.0000
US31408FPH63 / FNMA ARM 5.16% 9/35 #850124 0.00 0.00 0.0000 -0.0000
US3133THA568 / FHR 2104 PG 6% 12/28 0.00 0.00 0.0000 -0.0000
US3128M6XY94 / FHLG 5.00% 12/33 #G04895 0.00 0.00 0.0000 -0.0000
US3620C04W59 / GNMA 4.50% 7/40 #745237 0.00 0.00 0.0000 -0.0000
US31416YU553 / FNMA 15YR 4.50% 7/26 #AB3303 0.00 0.00 0.0000 -0.0000
US3138WC2Q58 / FNMA 30YR 4% 10/01/2039#AS3482 0.00 0.00 0.0000 -0.0000
US31412UYR57 / FNMA 4.50% 8/39 #935520 0.00 0.00 0.0000 -0.0000
US31407XFG16 / FNMA 6.00% 11/35 #843567 0.00 0.00 0.0000 -0.0000
US31407D5Z41 / FNMA 6.00% 6/35 #828064 0.00 0.00 0.0000 -0.0000
US36294Q4H19 / GNMA 6.50% 8/36 #657024 0.00 0.00 0.0000 -0.0000
US31406YZX11 / FNMA 6.00% 8/35 #824358 0.00 0.00 0.0000 -0.0000
US3128P7DA80 / FHLG 20YR 7.00% 8/26 #C90997 0.00 0.00 0.0000 -0.0000
US36213E6D33 / GNMA 7.00% 7/32 #552668 0.00 0.00 0.0000 -0.0000
US3620A6RX78 / GNMA 6.00% 11/39 #720602 0.00 0.00 0.0000 -0.0000
US31359PQC31 / FNR 1997-41 J 7.5% 6/27 0.00 0.00 0.0000 -0.0000
US31287RQL68 / FHLG 30YR 7% 04/01/2032# 0.00 0.00 0.0000 -0.0000
US31411HT429 / FNMA 6.50% 2/37 #908771 0.00 0.00 0.0000 -0.0000
US3133TGPD50 / FHR 2101 PD 6% 11/28 0.00 0.00 0.0000 -0.0000
US3128LCNB87 / FHLG 5.00% 6/38 #A78486 0.00 0.00 0.0000 -0.0000
US3620AKFV30 / GNMA 5.00% 5/40 #731980 0.00 0.00 0.0000 -0.0000
US31416TMF39 / Fannie Mae Pool 0.00 0.00 0.0000 -0.0000
US36241KAN81 / Ginnie Mae I Pool 0.00 0.00 0.0000 -0.0000
US36213Y3X89 / GNMA 7.00% 10/31 #568814 0.00 0.00 0.0000 -0.0000
US3128M74W34 / Freddie Mac Gold Pool 0.00 0.00 0.0000 -0.0000
US36202DYX38 / GNII II 4.00% 7/33 #003426 0.00 0.00 0.0000 -0.0000
US31410PXH18 / FNMA 0.00 0.00 0.0000 -0.0000
US36208T5S50 / GOVT NATL MORTG ASSN 7.00% 06/15/2028 GNMA SF 0.00 0.00 0.0000 -0.0000
US31407WSB09 / FNMA ARM 5.280% 3/35 #843014 0.00 0.00 0.0000 -0.0000
US31283HTS49 / Federal Home Loan Mortgage Corp. 0.00 0.00 0.0000 -0.0000
US36213J7F62 / GNMA 7.00% 12/31 #556294 0.00 0.00 0.0000 -0.0000
US31409A5J43 / FNMA ARM 5.91% 3/36 #865849 0.00 0.00 0.0000 -0.0000
US3128M4JQ78 / FHLG 30YR 4.5% 02/01/2037#G02671 0.00 0.00 0.0000 -0.0000
US3128K8AJ50 / FHLG 4.50% 10/35 #A47209 0.00 0.00 0.0000 -0.0000
US31292HJK14 / FHLG 30YR 6% 04/01/2031# 0.00 0.00 0.0000 -0.0000
US312938BB85 / FHLG 30YR 4.5% 12/01/2039# 0.00 0.00 0.0000 -0.0000
US36201FJN87 / GNMA 7.00% 4/32 #581769 0.00 0.00 0.0000 -0.0000
US31297RYJ03 / FHLG 30YR 5% 07/01/2035# 0.00 0.00 0.0000 -0.0000
US3132GDQH88 / FHLG 30YR 4.5% 04/01/2041# 0.00 0.00 0.0000 -0.0000
US36210G5P56 / GNMA 7.00% 10/28 #492354 0.00 0.00 0.0000 -0.0000
US3620ADCC43 / GNMA 4.50% 11/39 #726467 0.00 0.00 0.0000 -0.0000
US3620A83N15 / GNMA 5.00% 11/39 #722705 0.00 0.00 0.0000 -0.0000
US31403DH362 / FNMA 6.00% 5/36 #745550 0.00 0.00 0.0000 -0.0000
US31390JGZ84 / FNMA 7.00% 9/32 #647416 0.00 0.00 0.0000 -0.0000
US31390RTR48 / FNMA 7.50% 9/32 #654060 0.00 0.00 0.0000 -0.0000
US31339DTC29 / FHR 2412 FK 1ML+80 1/32 0.00 0.00 0.0000 -0.0000
US36297ETU90 / GNMA 6.00% 11/39 #709863 0.00 0.00 0.0000 -0.0000
US31407JQ478 / FNMA 6.00% 9/35 #832175 0.00 0.00 0.0000 -0.0000
US3138ALSH11 / FNMA ARM 0.0% 10/01/2041#AI6819 0.00 -50.00 0.0000 -0.0000
US31292HP405 / FHLG 6.50% 4/32 #C01343 0.00 -100.00 0.0000 -0.0000
US3128M4PV99 / FHLG 30YR 4.5% 08/01/2035#G02836 0.00 -100.00 0.0000 -0.0000
US3136FCUL84 / FNS 359 19 6% 7/35 0.00 -100.00 0.0000 -0.0000
US36213UH372 / GNMA 7.00% 6/31 #564650 0.00 -100.00 0.0000 -0.0000
LCH OIS SOFRV3.5% MAC 06/18/40 / DIR (N/A) 0.00 0.0000 0.0000
US36209D6A77 / GNMA 7.00% 9/28 #468965 0.00 -100.00 0.0000 -0.0000
US3136FCJB32 / FNS 351 12 5.5% 4/34 0.00 -100.00 0.0000 -0.0000
US31378R3Y39 / FNMA 7.00% 7/28 #406815 0.00 -100.00 0.0000 -0.0000
US3128MJAU40 / FHLG 7.00% 8/34 #G08018 0.00 0.0000 -0.0000
US31384DJC74 / FNMA 7.50% 10/29 #520559 0.00 0.0000 -0.0000
US36176QVE15 / GNMA 4.00% 9/41 #773113 0.00 0.0000 -0.0000
US36207LGW28 / GNMA 8.50% 1/31 #435013 0.00 0.0000 -0.0000
US31379XP902 / FNMA 7.00% 6/28 #432548 0.00 0.0000 -0.0000
US3620ATYD30 / GNMA 30YR 5.0% 07/15/2040#739708 0.00 0.0000 -0.0000
US36210BTU97 / GNMA 7.50% 7/29 #487563 0.00 0.0000 -0.0000
US36225BV880 / GNMA 7.00% 7/32 #781539 0.00 -100.00 0.0000 -0.0000
US36209NC756 / GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF 0.00 0.0000 -0.0000
US3128KLR662 / FHLG 6.50% 2/37 #A57709 0.00 0.0000 -0.0000
US3129434H33 / FHLG 30YR 4.5% 12/01/2040#A95324 0.00 0.0000 -0.0000
US31401WEM73 / FNMA 30YR 4.5% 07/01/2033#720240 0.00 0.0000 -0.0000
US36201QU923 / GNMA 7.00% 6/32 #590208 0.00 0.0000 -0.0000
US3128P7DY66 / FHLG 20YR 7.00% 12/26 #C91019 0.00 -100.00 0.0000 -0.0000
US36201MFW73 / GNMA 7.00% 5/32 #587081 0.00 0.0000 -0.0000
US31416TBZ12 / FNMA 4.50% 7/39 #AA9055 0.00 0.0000 -0.0000
US3138A2XL89 / FNMA 30YR 4.0% 01/01/2041#AH1582 0.00 0.0000 -0.0000
US31297TTR40 / FHLG 30YR 5% 09/01/2035# 0.00 0.0000 -0.0000
US3620ALSX32 / GNMA 4.50% 7/40 #733234 0.00 0.0000 -0.0000
US36210APQ49 / GNMA 7.00% 9/28 #486531 0.00 0.0000 -0.0000
US36213DZ271 / GNMA 7.50% 9/31 #551661 0.00 0.0000 -0.0000
US3128KDFJ97 / FHLG 5.00% 8/36 #A51069 0.00 0.0000 -0.0000
US312940C490 / FHLG 30YR 4% 04/01/2040# 0.00 0.0000 -0.0000
US31400PHL22 / FNMA 7.00% 2/33 #693335 0.00 0.0000 -0.0000
US36183WV820 / GNMA 30YR 3.0% 05/15/2045#AL1539 0.00 0.0000 -0.0000
US31401KY903 / FNMA 7.00% 9/30 #710936 0.00 -100.00 0.0000 -0.0000
US31283HXM23 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US31297P2R19 / FHLG 30YR 5% 05/01/2035# 0.00 0.0000 -0.0000
US36290SYU94 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US3128KMYZ28 / FHLG 6.50% 3/37 #A58828 0.00 0.0000 -0.0000
US31339NNN20 / FHR 2432 FG 1ML+90 3/32 0.00 0.0000 -0.0000
US36290SK428 / GNMA 5.00% 10/33 #616015 0.00 0.0000 -0.0000
US36295T7J72 / GNMA 6.00% 11/39 #680497 0.00 0.0000 -0.0000
US31371KPU96 / FNMA 7.50% 5/32 #254335 0.00 0.0000 -0.0000
US31371M2A42 / FNMA 7.00% 9/26 #256469 0.00 0.0000 -0.0000
US36202DMA62 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36200WJK80 / GNMA 5.50% 4/34 #574566 0.00 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.00 0.0000 -0.0000
US36213DCE67 / GNMA 7.00% 10/31 #550969 0.00 0.0000 -0.0000
US36225BKH05 / GNMA 7.00% 7/30 #781196 0.00 0.0000 -0.0000
US36213GWG27 / GNMA 7.00% 7/31 #554247 0.00 0.0000 -0.0000
US3128M7UU82 / FGOLD 30YR GIANT 0.00 0.0000 -0.0000
US36201VZX36 / GNMA 7.00% 8/32 #594858 0.00 0.0000 -0.0000
US36176W7H88 / GNMA 3.50% 1/42 #778796 0.00 0.0000 -0.0000
US31407MSE65 / FNMA ARM 5.344% 7/35 #834917 0.00 0.0000 -0.0000
US36200RBH49 / GINNIE MAE I POOL GN 569840 0.00 0.0000 -0.0000
US36295GN400 / GNMA 5.50% 7/37 #670111 0.00 0.0000 -0.0000
US36208XM814 / GN 463983 0.00 0.0000 -0.0000
US36241KXY99 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36213S3Q64 / GNMA 7.00% 9/31 #563407 0.00 0.0000 -0.0000
US3128MJMN78 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US3138AAXE69 / FNMA 4.50% 3/41 #AH8776 0.00 0.0000 -0.0000
US36211KNK69 / GNMA 7.00% 1/30 #515294 0.00 0.0000 -0.0000
US31297YK848 / FHLG 30YR 8% 08/01/2030# 0.00 0.0000 -0.0000
US31371MY359 / FNMA 20YR 7.00% 8/26 #256430 0.00 0.0000 -0.0000
US36200T2Z02 / GNMA 7.00% 11/31 #572392 0.00 0.0000 -0.0000
US3128QGB846 / FHLM ARM 5.78% 10/35 #1N0063 0.00 -100.00 0.0000 -0.0000
US36213VTY47 / GNMA 7.00% 3/32 #565867 0.00 0.0000 -0.0000
US36225BWH76 / GNMA 7.00% 11/32 #781548 0.00 0.0000 -0.0000
US36213JU865 / GNMA 7.00% 11/31 #556007 0.00 0.0000 -0.0000
US31389DG431 / FNMA 7.00% 12/31 #622219 0.00 0.0000 -0.0000
US31408XB743 / FNMA 6.00% 11/35 #863262 0.00 0.0000 -0.0000
US31405WSY20 / FNMA ARM 5.05% 7/34 #801635 0.00 0.0000 -0.0000
US31390BE792 / FNMA 7.50% 5/32 #641058 0.00 0.0000 -0.0000
US36208XVY48 / GNMA 7.00% 10/28 #464231 0.00 0.0000 -0.0000
US3620A9VX61 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31389FXP25 / FNMA 7.00% 1/32 #624486 0.00 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.00 0.0000 -0.0000
US31298AER05 / FHLG 30YR 7.5% 09/01/2030# 0.00 0.0000 -0.0000
US3128UGPP68 / FHLM ARM 3.224% 4/41#1B8179 0.00 -100.00 0.0000 -0.0000
US31403QMV94 / FNMA ARM 4.358% 10/33 #754672 0.00 0.0000 -0.0000
US36202DQN48 / GNII II 6.5% 11/31 #003161 0.00 0.0000 -0.0000
US31383DXP31 / FNMA 7.00% 6/29 #500286 0.00 0.0000 -0.0000
US36200TKN71 / GNMA 7.00% 9/31 #571901 0.00 0.0000 -0.0000
US36207J3N19 / Government National Mortgage Association 0.00 0.0000 -0.0000
US31374TLX53 / FNMA 7.00% 2/29 #323542 0.00 0.0000 -0.0000
US36209VFH24 / GNMA 7.00% 8/28 #482668 0.00 0.0000 -0.0000
US36211NPC64 / GN 518019 0.00 0.0000 -0.0000
US31390ETV47 / FNMA 7.00% 6/32 #644164 0.00 0.0000 -0.0000
US3620AKT972 / GNMA 5.00% 1/40 #732376 0.00 0.0000 -0.0000
US36201MEE84 / GINNIE MAE I POOL GN 587033 0.00 0.0000 -0.0000
US31283HUA12 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36207V3U80 / Government National Mortgage Association 0.00 0.0000 -0.0000
US36209MUU60 / GNMA 7.50% 7/28 #475895 0.00 0.0000 -0.0000
US36208WAC73 / GNMA 7.00% 5/28 #462703 0.00 0.0000 -0.0000
US31371NA704 / FNMA 7.00% 1/27 #256630 0.00 -100.00 0.0000 -0.0000
US36201FU629 / GNMA 7.00% 4/32 #582105 0.00 0.0000 -0.0000
US31410YWC47 / FNMA 6.50% 12/36 #901643 0.00 0.0000 -0.0000
US31384LXP48 / FNMA 7.00% 11/29 #527286 0.00 0.0000 -0.0000
US3133THQB68 / FHR 2114 ZM 6% 1/29 0.00 0.0000 -0.0000
US31407T5S53 / FNMA 6.00% 9/35 #840657 0.00 0.0000 -0.0000
US31379JDE38 / FNMA 7.50% 3/28 #420501 0.00 0.0000 -0.0000
US36213E2H82 / GNMA 7.00% 5/32 #552576 0.00 0.0000 -0.0000
US36200RLL41 / GNMA 7.00% 12/31 #570131 0.00 0.0000 -0.0000
US36291Q2R49 / GINNIE MAE I POOL P#635384 6.50000000 0.00 0.0000 -0.0000
US31293R5M99 / FHLG 30YR 6% 06/01/2029# 0.00 0.0000 -0.0000
US36200WYF21 / GNMA 7.00% 6/32 #575010 0.00 -100.00 0.0000 -0.0000
US36211R4G12 / GNMA 7.00% 10/30 #521123 0.00 0.0000 -0.0000
US31390KP369 / FNMA 7.00% 6/32 #648542 0.00 0.0000 -0.0000
US36210ENY13 / GNMA 7.00% 12/28 #490107 0.00 0.0000 -0.0000
US29425AAK97 / CGCMT 2015-GC33 XA CSTR 09/58 0.00 -100.00 0.0000 -0.0000
US31407SFD99 / FNMA 6.00% 1/36 #839064 0.00 0.0000 -0.0000
US36208CHB63 / GNMA 7.00% 9/28 #446726 0.00 0.0000 -0.0000
US3128L1GA25 / FHLG 30YR 5% 11/01/2037# 0.00 0.0000 -0.0000
US31408DGG34 / FNMA POOL 848099 FN 10/35 FIXED 6 0.00 0.0000 -0.0000
US31407HF848 / FNMA 6.50% 8/35 #830991 0.00 0.0000 -0.0000
US31298MDZ77 / FHLG 30YR 6.5% 05/01/2031# 0.00 0.0000 -0.0000
US36209GSB40 / GNMA 7.00% 2/32 #471314 0.00 0.0000 -0.0000
US36213MWF12 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36209C5E27 / GOVT NATL MORTG ASSN 7.00% 07/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36291BZC44 / GNMA 5.00% 11/33 #623639 0.00 0.0000 -0.0000
US3132GGEW15 / FHLG 4.50% 8/41 #Q02849 0.00 0.0000 -0.0000
US31386HCU32 / FNMA 7.50% 12/30 #563583 0.00 0.0000 -0.0000
US36209LLL89 / GNMA 7.00% 7/29 #474731 0.00 0.0000 -0.0000
US36212NTV90 / GNMA 7.00% 6/31 #538864 0.00 0.0000 -0.0000
US31383KZD26 / FNMA 7.00% 7/29 #505740 0.00 0.0000 -0.0000
US36209DSA36 / GNMA 7.00% 9/31 #468613 0.00 0.0000 -0.0000
US31407HAK23 / FNMA 6.00% 9/35 #830810 0.00 0.0000 -0.0000
US36208QSP27 / GNMA 7.00% 10/28 #457826 0.00 0.0000 -0.0000
US31371M3Q84 / FNMA 7.00% 10/26 #256507 0.00 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.00 0.0000 -0.0000
US31377K3J27 / FNMA 7.50% 5/27 #379801 0.00 0.0000 -0.0000
US31287P6S72 / FHLG 30YR 6.5% 03/01/2032# 0.00 0.0000 -0.0000
US36208SRN44 / GNMA 7.00% 3/28 #459593 0.00 0.0000 -0.0000
US31292HMA94 / FHLG 30YR 7.5% 09/01/2031# 0.00 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.00 0.0000 -0.0000
US31384VP484 / FNMA 7.50% 2/30 #535143 0.00 0.0000 -0.0000
US31407QFV32 / FNMA 6.00% 7/35 #837280 0.00 0.0000 -0.0000
US36213VWM61 / GNMA 7.00% 6/32 #565952 0.00 0.0000 -0.0000
US36208RW914 / GNMA 7.00% 3/28 #458872 0.00 0.0000 -0.0000
US31371KQ870 / FNMA 7.00% 7/32 #254379 0.00 0.0000 -0.0000
US31374GLZ80 / FNMA 7.00% 8/27 #313644 0.00 0.0000 -0.0000
US36208EX324 / GNMA 7.00% 6/28 #448998 0.00 0.0000 -0.0000
US36225BXM52 / GNMA 7.00% 5/32 #781584 0.00 0.0000 -0.0000
US36211QX975 / GNMA 7.00% 5/31 #520104 0.00 0.0000 -0.0000
US31297SW845 / FHLG 30YR 5% 08/01/2035# 0.00 0.0000 -0.0000
US31379AWX98 / FNMA 7.50% 1/28 #413862 0.00 0.0000 -0.0000
US31400KBQ85 / FNMA 7.00% 2/31 #689547 0.00 0.0000 -0.0000
US31390J6F31 / FNMA 7.00% 7/32 #648070 0.00 0.0000 -0.0000
US36207J2F93 / GNMA 0.00 0.0000 -0.0000
US36201FUY14 / GNMA 7.00% 4/32 #582099 0.00 0.0000 -0.0000
US36208TX215 / GNMA 7.50% 10/27 #460697 0.00 0.0000 -0.0000
US31392JY377 / FNR 2003-21 SK -1ML+810 3/33 0.00 0.0000 -0.0000
US36208S4S87 / GNMA 7.00% 2/28 #459933 0.00 0.0000 -0.0000
US312938HW68 / FHLG 30YR 4.5% 12/01/2039#A90245 0.00 0.0000 -0.0000
US31376JS596 / FNMA 7.50% 9/29 #357040 0.00 0.0000 -0.0000
US31380VZK50 / FNMA 7.50% 1/28 #451746 0.00 0.0000 -0.0000
US31378CGB28 / FNMA 7.50% 9/27 #394494 0.00 0.0000 -0.0000
US36213VXK96 / GN 07/32 FIXED 7 0.00 0.0000 -0.0000
US36200RDB50 / GINNIE MAE I POOL GN 569898 0.00 0.0000 -0.0000
US31371MGD39 / FNMA 6.50% 8/35 #255896 0.00 0.0000 -0.0000
US36208FJT84 / GNMA 7.50% 9/27 #449474 0.00 0.0000 -0.0000
US31292HJ705 / FHLG 30YR 6% 06/01/2031# 0.00 0.0000 -0.0000
US3128MCP588 / FHLG 15YR 4.50% 7/25 #G13844 0.00 -100.00 0.0000 -0.0000
US36209TXF10 / GNMA 7.00% 11/28 #481378 0.00 0.0000 -0.0000
US31376XVJ44 / FNMA 7.50% 1/27 #368817 0.00 0.0000 -0.0000
US31378FLM58 / FNMA 7.50% 9/27 #397332 0.00 0.0000 -0.0000
US36201ND561 / GOVT NATL MORTG ASSN 7.00% 04/15/2032 GNMA SF 0.00 0.0000 -0.0000
US31296PHP09 / FHLG 30YR 5% 10/01/2033# 0.00 0.0000 -0.0000
US36209W5W80 / GNMA 7.50% 9/28 #484261 0.00 0.0000 -0.0000
US31297R6J11 / FHLG 30YR 5% 07/01/2035# 0.00 0.0000 -0.0000
US36200QK298 / GNMA 7.00% 3/32 #569213 0.00 0.0000 -0.0000
US38377YTR17 / GNR 2011-136 WI 4.5% 5/40 0.00 0.0000 -0.0000
US31404HLC15 / FNMA 7.00% 8/31 #769023 0.00 0.0000 -0.0000
US36208FKL30 / GOVT NATL MORTG ASSN 7.00% 01/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36212BQD81 / GNMA 7.00% 4/31 #528852 0.00 0.0000 -0.0000
US31383QW342 / FNMA 7.50% 8/29 #510166 0.00 0.0000 -0.0000
US31287LNP30 / FHLG 30YR 8% 11/01/2031# 0.00 0.0000 -0.0000
US31297APH13 / FHLG 5.00% 5/34 #A23124 0.00 0.0000 -0.0000
US36201FZD22 / GNMA 7.00% 7/32 #582240 0.00 0.0000 -0.0000
US31385HX989 / FNMA 7.50% 11/31 #545304 0.00 0.0000 -0.0000
LCH OIS SOFRV3.5% MAC 06/18/37 / DIR (N/A) 0.00 0.0000 0.0000
US36203M4K30 / GNMA 7.50% 7/27 #353726 0.00 0.0000 -0.0000
US31380TLZ20 / FNMA 7.50% 10/28 #449544 0.00 0.0000 -0.0000
US36200WBY66 / GNMA 7.00% 1/32 #574355 0.00 0.0000 -0.0000
US36201QM839 / GNMA 7.00% 6/32 #589983 0.00 0.0000 -0.0000
US36212FWA82 / GNMA 7.00% 12/30 #532641 0.00 0.0000 -0.0000
US31407HAS58 / FNMA POOL 830817 FN 10/35 FIXED 6 0.00 0.0000 -0.0000
US36208JV418 / GNMA 7.50% 10/27 #452535 0.00 0.0000 -0.0000
US31390FLR81 / FNMA 7.50% 6/32 #644836 0.00 0.0000 -0.0000
US36210T6H41 / GNMA 7.00% 3/29 #502272 0.00 0.0000 -0.0000
US31283G3U95 / FHLG 30YR 8.5% 08/01/2027# 0.00 0.0000 -0.0000
US36213LN486 / GNMA 7.00% 7/31 #557611 0.00 0.0000 -0.0000
US36209TPS23 / GNMA 7.00% 7/28 #481133 0.00 0.0000 -0.0000
US31297XWP58 / FHLG 30YR 8% 07/01/2030# 0.00 0.0000 -0.0000
US31407HDC79 / FNMA 6.00% 7/35 #830899 0.00 0.0000 -0.0000
US36207PT825 / GNMA 7.00% 4/28 #438075 0.00 0.0000 -0.0000
US36201FPU56 / GNMA 7.00% 3/32 #581935 0.00 0.0000 -0.0000
US36201FSS73 / GN 582029 0.00 0.0000 -0.0000
US31374TDW62 / FNMA 7.00% 9/28 #323317 0.00 0.0000 -0.0000
US31386QSH55 / FNMA 7.50% 2/31 #570320 0.00 0.0000 -0.0000
US36209BUG12 / GNMA 7.50% 8/28 #466883 0.00 0.0000 -0.0000
US36209DAX21 / GNMA 7.00% 6/28 #468122 0.00 0.0000 -0.0000
US36225AUD08 / GNMA POOL 780580 GN 06/27 FIXED 7.5 0.00 0.0000 -0.0000
US31390HDT95 / FNMA 7.00% 5/32 #646414 0.00 0.0000 -0.0000
US36210FK886 / GNMA 7.00% 11/28 #490919 0.00 0.0000 -0.0000
US36213XEZ33 / GNMA 7.00% 10/31 #567252 0.00 0.0000 -0.0000
US31378D7H77 / FNMA 7.50% 9/27 #396096 0.00 0.0000 -0.0000
US36200R5X62 / GNMA POOL 570662 GN 10/31 FIXED 7 0.00 0.0000 -0.0000
US36207J5J88 / GNMA 7.00% 6/28 #433849 0.00 0.0000 -0.0000
US31371M7A96 / FNMA 20YR 7.00% 12/26 #256589 0.00 0.0000 -0.0000
US31383SCJ78 / FNMA 7.00% 8/29 #511373 0.00 0.0000 -0.0000
US31371MDV63 / FNMA 6.50% 7/35 #255816 0.00 0.0000 -0.0000
US31389XL272 / FNMA 7.50% 4/32 #638545 0.00 0.0000 -0.0000
US31390DNW01 / FNMA 7.00% 4/32 #643105 0.00 0.0000 -0.0000
US36209MU933 / GNMA 7.00% 7/28 #475908 0.00 0.0000 -0.0000
US61765TAG85 / MSBAM 2015-C25 XA CSTR 10/48 0.00 -100.00 0.0000 -0.0000
US31384Q6P37 / FNMA 7.00% 2/30 #531078 0.00 0.0000 -0.0000
US31383LQB44 / FNMA 7.50% 7/29 #506350 0.00 0.0000 -0.0000
US31374TZ280 / FNMA 7.00% 10/29 #323961 0.00 0.0000 -0.0000
US31371GVP26 / FNMA 7.50% 6/28 #251822 0.00 0.0000 -0.0000
FNMA / Federal National Mortgage Association - Depositary Receipt (Common Stock) 0.00 0.0000 -0.0000
US36209BUM89 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31375DBF96 / FNMA 7.00% 2/28 #331338 0.00 0.0000 -0.0000
US31389YU586 / FNMA 7.50% 3/32 #639704 0.00 0.0000 -0.0000
US3128E3WC42 / FHLG 20YR 7.00% 3/26 #D96943 0.00 0.0000 -0.0000
US31368HKF90 / FNMA 7.00% 2/28 #190294 0.00 0.0000 -0.0000
US36210FM296 / GNMA 7.00% 12/28 #490977 0.00 0.0000 -0.0000
US36208YPD57 / GNMA 7.00% 3/28 #464920 0.00 0.0000 -0.0000
US31403DJU46 / FNMA 6.50% 2/36 #745575 0.00 0.0000 -0.0000
US31388UFT25 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31393NA666 / FHR 2587 IM 6.5% 3/33 0.00 0.0000 -0.0000
US31378KRN62 / FNMA 7.50% 11/27 #401093 0.00 0.0000 -0.0000
US36213BRH77 / GNMA 7.00% 9/31 #549588 0.00 0.0000 -0.0000
US31407PV889 / FNMA 6.00% 10/35 #836839 0.00 0.0000 -0.0000
US31374TG942 / FNMA POOL 323424 FN 12/28 FIXED VAR 0.00 0.0000 -0.0000
US36213BQQ85 / GNMA 7.00% 5/31 #549563 0.00 0.0000 -0.0000
US31287QND96 / FHLG 6.50% 3/32 #C64888 0.00 0.0000 -0.0000
US36213JUY99 / GNMA 7.00% 10/31 #555999 0.00 0.0000 -0.0000
US36211ERY67 / GNMA 7.00% 5/29 #510903 0.00 0.0000 -0.0000
US36208WZ974 / GNMA 7.00% 1/28 #463468 0.00 0.0000 -0.0000
US36208DUH69 / GNMA 7.00% 6/28 #447984 0.00 0.0000 -0.0000
US31380MAU09 / FNMA 7.00% 9/28 #443819 0.00 0.0000 -0.0000
US31293PXU47 / FHLG 30YR 6% 05/01/2029# 0.00 0.0000 -0.0000
US31371FWL20 / FNMA 30YR 7.5% 06/01/2027#250951 0.00 0.0000 -0.0000
US36208JPE63 / GNMA 7.50% 8/27 #452321 0.00 0.0000 -0.0000
US36213FZA47 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 0.00 0.0000 -0.0000
US36201NFP06 / GNMA 7.00% 5/32 #587974 0.00 0.0000 -0.0000
US36210APP65 / GOVT NATL MORTG ASSN 7.00% 09/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36209M4L51 / GNMA 7.00% 12/28 #476127 0.00 0.0000 -0.0000
US36210Q2F84 / GNMA 7.00% 4/29 #499474 0.00 0.0000 -0.0000
US36210EAL39 / GNMA 7.00% 1/29 #489711 0.00 0.0000 -0.0000
US36209LMH68 / GNMA 7.00% 1/31 #474760 0.00 0.0000 -0.0000
US36209DD359 / GNMA 7.50% 9/28 #468222 0.00 0.0000 -0.0000
US36207JXN89 / GNMA 7.00% 4/28 #433685 0.00 0.0000 -0.0000
US36208KAW99 / GNMA 8.00% 12/27 #452821 0.00 0.0000 -0.0000
US13607C3925 / Canadian Imperial Bank of Commerce, ELN, (linked to S&P 500 Index) 0.00 0.0000 0.0000
US36208STE27 / GNMA 8.00% 1/28 #459649 0.00 0.0000 -0.0000
US31283HSW69 / FHLG 6.50% 7/32 #G01433 0.00 0.0000 -0.0000
US31287SCS41 / FHLG 30YR 6.5% 04/01/2032# 0.00 0.0000 -0.0000
US36208RYX69 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36208SDQ21 / GNMA 7.00% 7/29 #459211 0.00 0.0000 -0.0000
US31374TRH40 / FNMA 7.50% 3/29 #323688 0.00 0.0000 -0.0000
US31389YU412 / FNMA 7.00% 3/32 #639703 0.00 0.0000 -0.0000
US36213XDW11 / GOVT NATL MORTG ASSN 7.00% 10/15/2031 GNMA SF 0.00 0.0000 -0.0000
US31371MH420 / FNMA 6.50% 9/35 #255951 0.00 0.0000 -0.0000
US31293R3X72 / FHLG 30YR 6% 06/01/2029# 0.00 0.0000 -0.0000
US31292G6T88 / FHLG 30YR 7.5% 11/01/2029# 0.00 0.0000 -0.0000
US36209UH669 / GNMA 7.00% 7/28 #481853 0.00 0.0000 -0.0000
US36213XGN84 / GNMA 7.00% 11/31 #567305 0.00 0.0000 -0.0000
US31383CXP57 / FNMA 7.50% 9/29 #499386 0.00 0.0000 -0.0000
US36213PTT83 / GNMA 7.00% 7/31 #560462 0.00 0.0000 -0.0000
US36201FWL74 / GNMA 7.00% 6/32 #582151 0.00 0.0000 -0.0000
US31378U2T80 / FNMA 7.50% 1/28 #409486 0.00 0.0000 -0.0000
US36213PKC40 / GNMA 7.00% 4/31 #560191 0.00 0.0000 -0.0000
US36210JG449 / GNMA 7.00% 10/30 #493519 0.00 0.0000 -0.0000
US36208QVQ62 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31389PQQ62 / FNMA 7.00% 4/32 #631463 0.00 0.0000 -0.0000
US36213XAB01 / GNMA 7.00% 8/31 #567102 0.00 0.0000 -0.0000
US36291H3Y89 / GNMA 6.50% 8/34 #629115 0.00 0.0000 -0.0000
US36213JQU24 / GNMA 7.00% 9/31 #555867 0.00 0.0000 -0.0000
US36208CHH34 / GNMA 7.00% 9/28 #446732 0.00 0.0000 -0.0000
US31374GSY43 / FNMA 7.50% 11/27 #313835 0.00 0.0000 -0.0000
US36208CLK17 / GNMA 7.50% 8/27 #446830 0.00 0.0000 -0.0000
US36201FMH72 / GNMA 7.00% 2/32 #581860 0.00 0.0000 -0.0000
US3128P7DP59 / FHLG 20YR 7.00% 11/26 #C91010 0.00 0.0000 -0.0000
US31390HRU13 / FNMA 7.00% 10/32 #646799 0.00 0.0000 -0.0000
US31387WL542 / FNMA 7.00% 7/31 #596248 0.00 0.0000 -0.0000
US31390YXX11 / FNMA 7.00% 9/28 #660494 0.00 0.0000 -0.0000
US36206XC504 / GNMA 7.00% 5/31 #424092 0.00 0.0000 -0.0000
US31410KLL60 / FNMA 6.50% 9/37 #889631 0.00 0.0000 -0.0000
US36202UEP49 / GNMA 5.50% 1/34 #609542 0.00 0.0000 -0.0000
US36201FTK39 / GNMA 7.00% 3/32 #582054 0.00 0.0000 -0.0000
US31371KRC70 / FNMA 30YR 0.00 0.0000 -0.0000
US36201JFJ34 / GNMA 7.00% 4/32 #584369 0.00 0.0000 -0.0000
US36225A6S46 / GNMA 8.50% 10/28 #780881 0.00 0.0000 -0.0000
US31386GRY16 / FNMA 7.50% 11/27 #563103 0.00 0.0000 -0.0000
US36201JFA25 / GNMA 7.00% 5/32 #584361 0.00 0.0000 -0.0000
US31292G4T07 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36207TTL51 / GNMA 7.50% 7/27 #441655 0.00 0.0000 -0.0000
US36206V2E67 / GNMA 7.00% 7/29 #422973 0.00 0.0000 -0.0000
US36202DRH60 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36210L3D37 / GNMA 7.00% 1/29 #495896 0.00 0.0000 -0.0000
US36207BR852 / GNMA 7.50% 1/28 #427211 0.00 0.0000 -0.0000
US31375NPP05 / FNMA 7.50% 3/26 #339830 0.00 0.0000 -0.0000
US36208DMD48 / GNMA 7.50% 7/27 #447756 0.00 0.0000 -0.0000
US36201FFD42 / GNMA 7.00% 2/32 #581664 0.00 0.0000 -0.0000
US31376H2Y84 / FNMA 7.50% 2/27 #356391 0.00 0.0000 -0.0000
US31373UQH31 / FNMA 7.00% 4/26 #303856 0.00 0.0000 -0.0000
US36208UAM99 / GNMA 7.00% 9/28 #460912 0.00 0.0000 -0.0000
US36201FVZ79 / GNMA 7.00% 5/32 #582132 0.00 0.0000 -0.0000
US36209BUF39 / GNMA 7.00% 6/28 #466882 0.00 0.0000 -0.0000
US36208NNV19 / GNMA 7.50% 12/27 #455904 0.00 0.0000 -0.0000
US31292GXH46 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36201HJS31 / GNMA 7.00% 4/32 #583573 0.00 0.0000 -0.0000
US31379HZZ62 / FNMA 7.50% 1/28 #420260 0.00 0.0000 -0.0000
US31385WWD72 / FNMA 7.00% 10/32 #555144 0.00 0.0000 -0.0000
US36213VFX10 / GNMA 7.00% 6/32 #565482 0.00 0.0000 -0.0000
US31371GGT13 / FNMA 7.50% 1/28 #251410 0.00 0.0000 -0.0000
US36225ATA87 / GNMA 7.50% 4/27 #780545 0.00 0.0000 -0.0000
US36207MTT35 / GNMA 7.00% 3/28 #436262 0.00 0.0000 -0.0000
US36200QPM05 / GNMA 7.00% 4/32 #569328 0.00 0.0000 -0.0000
US36208V6E02 / GNMA 7.00% 4/28 #462669 0.00 0.0000 -0.0000
US36207XCK63 / GOVT NATL MORTG ASSN 7.00% 03/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36210BT886 / GOVT NATL MORTG ASSN 7.00% 03/15/2029 GNMA SF 0.00 0.0000 -0.0000
US31390JK263 / FNMA 7.00% 5/32 #647513 0.00 0.0000 -0.0000
US36210UBJ16 / GNMA 7.00% 5/29 #502341 0.00 0.0000 -0.0000
US36207WBB90 / GNMA 7.00% 12/27 #443834 0.00 0.0000 -0.0000
US36213WBX39 / GN 566254 0.00 0.0000 -0.0000
US31379AM360 / FNMA 7.50% 1/28 #413578 0.00 0.0000 -0.0000
US31376ABZ03 / FNMA 7.50% 6/26 #349356 0.00 0.0000 -0.0000
US31385JAN81 / FNMA 7.00% 2/32 #545513 0.00 0.0000 -0.0000
US36208FZR45 / GNMA 7.00% 7/28 #449952 0.00 0.0000 -0.0000
US31374TW543 / FNMA 7.50% 8/29 #323868 0.00 0.0000 -0.0000
US31378FH999 / FNMA 7.50% 10/27 #397256 0.00 0.0000 -0.0000
US31371GDB32 / FNMA 7.50% 11/27 #251298 0.00 0.0000 -0.0000
US31371HYB85 / FNMA 7.50% 10/29 #252806 0.00 0.0000 -0.0000
US36209NMZ23 / GNMA 7.00% 7/28 #476576 0.00 0.0000 -0.0000
US36213TDS96 / GOVERNMENT NATIONAL MORTGAGE CORPORATION 0.00 0.0000 -0.0000
US36213E4D50 / GNMA 7.00% 6/32 #552620 0.00 0.0000 -0.0000
US36208NWL36 / GNMA 7.00% 3/28 #456151 0.00 0.0000 -0.0000
US31377AXW25 / FNMA 7.50% 2/27 #371593 0.00 0.0000 -0.0000
US31378QY397 / FNMA 7.50% 12/27 #405830 0.00 0.0000 -0.0000
US31388GVM04 / FNMA 7.00% 9/31 #604620 0.00 0.0000 -0.0000
US31298VSX63 / FHLG 30YR 7.5% 05/01/2031# 0.00 0.0000 -0.0000
US36208TWP10 / GNMA 7.50% 12/27 #460654 0.00 0.0000 -0.0000
US31379FBG81 / FNMA 7.50% 11/27 #417739 0.00 0.0000 -0.0000
US31381C5S23 / FNMA 7.50% 11/28 #457257 0.00 0.0000 -0.0000
US31293HR888 / FHLG 30YR 6% 01/01/2029# 0.00 0.0000 -0.0000
US36210AX930 / GNMA 7.00% 1/29 #486804 0.00 0.0000 -0.0000
US31297R4W40 / FHLG 30YR 5% 07/01/2035# 0.00 0.0000 -0.0000
US31371GN891 / FNMA 7.50% 4/28 #251615 0.00 0.0000 -0.0000
US36207QAC15 / GNMA 7.00% 2/28 #438403 0.00 0.0000 -0.0000
US36208RFP47 / GNMA 7.00% 1/28 #458374 0.00 0.0000 -0.0000
US36200Q6R04 / GNMA 7.00% 5/32 #569780 0.00 0.0000 -0.0000
US36209XYE48 / GNMA 7.00% 10/28 #485009 0.00 0.0000 -0.0000
US36209AUM07 / GNMA 7.00% 3/28 #465988 0.00 0.0000 -0.0000
US36207MNJ17 / GNMA 7.00% 1/28 #436093 0.00 0.0000 -0.0000
US31293KQ330 / FHLG 30YR 6% 02/01/2029# 0.00 0.0000 -0.0000
US36213JKH76 / GNMA 7.00% 2/32 #555696 0.00 0.0000 -0.0000
US3128HD4K29 / FHLM ARM 4.889% 3/33 #847126 0.00 0.0000 -0.0000
US36207YB668 / GNMA 0.00 0.0000 -0.0000
US31385QRX24 / FNMA 7.50% 8/30 #549602 0.00 0.0000 -0.0000
US36209AUJ77 / GNMA 7.50% 3/28 #465985 0.00 0.0000 -0.0000
US36208RWU49 / GNMA 7.00% 2/28 #458859 0.00 0.0000 -0.0000
US36225BKS69 / GNMA POOL 781205 GN 07/30 FIXED 8.5 0.00 0.0000 -0.0000
US36206F5Q14 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36213PM406 / GOVT NATL MORTG ASSN 7.00% 05/15/2031 GNMA SF 0.00 0.0000 -0.0000
US36202DNY30 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36202DPD74 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US36213BQD72 / GNMA 7.00% 3/31 #549552 0.00 0.0000 -0.0000
US36212VD223 / GNMA 7.00% 3/31 #544721 0.00 0.0000 -0.0000
US36209UGF75 / GNMA 7.00% 7/28 #481798 0.00 0.0000 -0.0000
US36225A4T47 / GNMA 8.50% 11/27 #780834 0.00 0.0000 -0.0000
US31371KYJ41 / FN 254613 0.00 0.0000 -0.0000
US31410UUH30 / FNMA 6.00% 7/36 #897984 0.00 0.0000 -0.0000
US31380DS567 / FNMA 7.00% 8/28 #437140 0.00 0.0000 -0.0000
US36201E3P37 / GNMA 7.00% 6/32 #581406 0.00 0.0000 -0.0000
US31382DWE02 / FNMA 7.00% 8/29 #479545 0.00 0.0000 -0.0000
US3128E3ZD97 / FHLG 20YR 7.00% 7/26 #D97040 0.00 0.0000 -0.0000
US36225BCN64 / GNMA 7.50% 12/28 #780977 0.00 0.0000 -0.0000
US31379EAY32 / FNMA 7.00% 2/28 #416823 0.00 0.0000 -0.0000
US36207JT455 / GNMA 7.00% 2/28 #433571 0.00 0.0000 -0.0000
US36208LLS42 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36209DRN65 / GNMA 7.00% 8/31 #468593 0.00 0.0000 -0.0000
US36213DGZ50 / GNMA 7.00% 8/31 #551116 0.00 0.0000 -0.0000
US31298EYB54 / FHLG 6.00% 11/29 #C46106 0.00 0.0000 -0.0000
US31389GLG37 / FN 625027 0.00 0.0000 -0.0000
US31371KE728 / FNMA 7.00% 9/31 #254058 0.00 0.0000 -0.0000
US36225BA819 / GNMA 7.00% 12/28 #780931 0.00 0.0000 -0.0000
US31371HF291 / FNMA FHAL 7% 12/28#252285 0.00 0.0000 -0.0000
US31389SUT94 / FNMA 7.00% 3/32 #634294 0.00 0.0000 -0.0000
US36208KJZ30 / GNMA 7.00% 7/29 #453080 0.00 0.0000 -0.0000
US31386WNA26 / FNMA 7.00% 4/31 #575585 0.00 0.0000 -0.0000
US36225BL485 / GNMA 7.50% 1/31 #781247 0.00 0.0000 -0.0000
US36202DMR97 / Ginnie Mae II Pool 0.00 0.0000 -0.0000
US31298C2P33 / FHLG 30YR 7.5% 11/01/2030# 0.00 0.0000 -0.0000
US36210ARU33 / GNMA 7.00% 10/28 #486599 0.00 0.0000 -0.0000
US31385JK230 / FNMA 7.00% 7/32 #545813 0.00 0.0000 -0.0000
US36208RF414 / GNMA 7.00% 2/28 #458387 0.00 0.0000 -0.0000
US36209NDK54 / GNMA 7.00% 5/28 #476306 0.00 0.0000 -0.0000
US31293SCX53 / FHLG 6.00% 6/29 #C28186 0.00 0.0000 -0.0000
US31293L6C36 / FHLG 30YR 6% 03/01/2029# 0.00 0.0000 -0.0000
US31371GMT49 / FNMA 7.50% 3/28 #251570 0.00 0.0000 -0.0000
US31378QGV77 / FNMA 7.50% 12/27 #405312 0.00 0.0000 -0.0000
US31390HD510 / FNMA 7.50% 6/32 #646424 0.00 0.0000 -0.0000
US36209MEW01 / GNMA 7.00% 7/28 #475449 0.00 0.0000 -0.0000
US31388HBC25 / FNMA 7.00% 10/31 #604935 0.00 0.0000 -0.0000
US36225BT249 / GNMA 7.00% 4/32 #781469 0.00 0.0000 -0.0000
US36209T7M52 / GOVT NATL MORTG ASSN 7.50% 07/15/2029 GNMA SF 0.00 0.0000 -0.0000
US31384HLW15 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36209XDH08 / GNMA 7.00% 9/28 #484404 0.00 0.0000 -0.0000
US36202DNL19 / GNII II 6.50% 6/31 #003095 0.00 0.0000 -0.0000
US31371HYA03 / FNMA 7.00% 10/29 #252805 0.00 0.0000 -0.0000
US31297S6M22 / FHLG 30YR 5% 09/01/2035# 0.00 0.0000 -0.0000
US31392FRK56 / FNR 2002-74 SV -1ML+755 11/32 0.00 0.0000 -0.0000
US36201DAT90 / GNMA 7.00% 8/32 #579718 0.00 0.0000 -0.0000
US36207BSY73 / GNMA 7.00% 1/28 #427235 0.00 0.0000 -0.0000
US31368HJ539 / FNMA 7.50% 7/27 #190284 0.00 0.0000 -0.0000
US36210LDF76 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31293TGY73 / FHLG 30YR 6% 07/01/2029# 0.00 0.0000 -0.0000
US36225BDK17 / GNMA 7.00% 3/29 #781006 0.00 0.0000 -0.0000
US36208CU399 / GNMA 7.50% 5/27 #447102 0.00 0.0000 -0.0000
US36207BR696 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36209BU225 / GNMA 7.00% 1/28 #466901 0.00 0.0000 -0.0000
US36208PQP61 / GNMA 7.00% 5/28 #456862 0.00 0.0000 -0.0000
US31378HD739 / FNMA 7.50% 9/27 #398926 0.00 0.0000 -0.0000
US36208RXE97 / GOVT NATL MORTG ASSN 7.00% 04/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36208WDV28 / GNMA 7.00% 6/28 #462816 0.00 0.0000 -0.0000
US36200YMP96 / GOVT NATL MORTG ASSN 7.00% 03/15/2032 GNMA SF 0.00 0.0000 -0.0000
US36209LMQ67 / GNMA 7.00% 3/31 #474767 0.00 0.0000 -0.0000
US36209LMZ66 / GNMA 7.00% 4/31 #474776 0.00 0.0000 -0.0000
US31339GVS73 / FHR 2380 SY -1ML+820 11/31 0.00 0.0000 -0.0000
US31382UKG03 / FNMA 7.00% 7/29 #492695 0.00 0.0000 -0.0000
US36209AL572 / GOVT NATL MORTG ASSN 7.00% 06/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36207MLM63 / GNMA 8.00% 12/27 #436032 0.00 0.0000 -0.0000
US31374TVL06 / FNMA 7.50% 7/29 #323819 0.00 0.0000 -0.0000
US36225BD888 / GNMA 7.00% 4/29 #781027 0.00 0.0000 -0.0000
US36207JTX18 / GNMA 7.00% 1/28 #433566 0.00 0.0000 -0.0000
US36207WBE30 / GNMA 7.00% 1/28 #443837 0.00 0.0000 -0.0000
US31378B3E29 / FNMA 7.50% 7/27 #394197 0.00 0.0000 -0.0000
US31374GNC77 / UMBS, 30 Year 0.00 0.0000 -0.0000
US36207TTJ06 / GNMA 7.50% 6/27 #441653 0.00 0.0000 -0.0000
US31384LWH31 / FNMA 7.00% 11/28 #527248 0.00 0.0000 -0.0000
US31376ML835 / FNMA 7.50% 10/26 #359551 0.00 0.0000 -0.0000
US36208HLF19 / GNMA 8.00% 7/27 #451326 0.00 0.0000 -0.0000
US31378PTA11 / FNMA 7.50% 11/27 #404745 0.00 0.0000 -0.0000
US36225BFT08 / GNMA POOL 781078 GN 08/29 FIXED 8.5 0.00 0.0000 -0.0000
US36207JVH30 / GNMA 7.00% 2/28 #433616 0.00 0.0000 -0.0000
US31374TZ934 / FNMA 7.00% 10/29 #323968 0.00 0.0000 -0.0000
US31371MXM45 / FNMA 7.00% 7/26 #256384 0.00 0.0000 -0.0000
US31292GZX77 / FHLG 30YR 6% 02/01/2029# 0.00 0.0000 -0.0000
US3128E37F56 / FHLG 20YR 7.00% 2/27 #D97194 0.00 0.0000 -0.0000
US36208LXC61 / GOVT NATL MORTG ASSN 7.00% 03/15/2028 GNMA SF 0.00 0.0000 -0.0000
US31371KAG67 / FNMA 7.00% 7/31 #253907 0.00 0.0000 -0.0000
US36225BHF85 / GNMA 7.00% 1/30 #781130 0.00 0.0000 -0.0000
US31376LFF67 / FNMA 7.50% 9/26 #358466 0.00 0.0000 -0.0000
US31384DXC19 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36207MK623 / GNMA 8.00% 12/27 #436017 0.00 0.0000 -0.0000
US31390KCN63 / FNMA 7.50% 6/32 #648177 0.00 0.0000 -0.0000
US36208MXA88 / GNMA 7.50% 8/27 #455273 0.00 0.0000 -0.0000
US31379DKU27 / FNMA 7.50% 2/28 #416207 0.00 0.0000 -0.0000
US36209BS740 / GNMA 7.00% 6/28 #466842 0.00 0.0000 -0.0000
US31407QGZ37 / FNMA 6.00% 8/35 #837316 0.00 0.0000 -0.0000
US31376WGZ77 / FNMA 7.50% 7/27 #367516 0.00 0.0000 -0.0000
US31378BAJ35 / FNMA 7.50% 8/27 #393409 0.00 0.0000 -0.0000
US31407KN960 / FNMA 6.00% 9/35 #833016 0.00 0.0000 -0.0000
US36207UB807 / GNMA 7.00% 10/26 #442063 0.00 0.0000 -0.0000
US36207JXS76 / GNMA 7.00% 4/28 #433689 0.00 0.0000 -0.0000
US36206X5E94 / GNMA 7.50% 4/27 #424845 0.00 0.0000 -0.0000
US36207KHW36 / GNMA 7.00% 1/29 #434145 0.00 0.0000 -0.0000
US31374TKM08 / FNMA 7.00% 1/29 #323500 0.00 0.0000 -0.0000
US36207JSR58 / GNMA 7.00% 1/28 #433528 0.00 0.0000 -0.0000
US31388LYN45 / FNMA 7.00% 9/31 #608317 0.00 0.0000 -0.0000
US36209C6V33 / GNMA 7.00% 7/28 #468084 0.00 0.0000 -0.0000
US12648GAJ67 / CSMC SER 2014-3R VAR 05/27/2037 0.00 0.0000 -0.0000
US36211EQK72 / GNMA 8.50% 12/29 #510858 0.00 0.0000 -0.0000
US36200WFG15 / GNMA 7.00% 3/32 #574467 0.00 0.0000 -0.0000
US36200RCR12 / GNMA 7.00% 6/32 #569880 0.00 0.0000 -0.0000
US31292GSM95 / FHLG 30YR 7.5% 06/01/2027# 0.00 0.0000 -0.0000
US31403R2C16 / FNMA 7.00% 11/28 #755971 0.00 0.0000 -0.0000
US36208H7M26 / GNMA 7.50% 7/27 #451900 0.00 0.0000 -0.0000
US36201T7E18 / GNMA 7.00% 8/32 #593193 0.00 0.0000 -0.0000
US31371G2G48 / FNMA 7.50% 8/28 #251975 0.00 0.0000 -0.0000
US31293TDU88 / FHLG 30YR 6% 07/01/2029# 0.00 0.0000 -0.0000
US36209GYN14 / GOVT NATL MORTG ASSN 7.00% 07/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36208J5W89 / GNMA 7.00% 2/28 #452761 0.00 0.0000 -0.0000
US36213UEQ94 / GNMA 7.00% 12/31 #564543 0.00 0.0000 -0.0000
US36209M4C52 / GNMA 7.00% 7/28 #476119 0.00 0.0000 -0.0000
US36207MLF13 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31395VV553 / FHR 2998 LY 5.5 7/25 0.00 0.0000 -0.0000
US36212HED89 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36208YJM21 / GNMA 7.50% 8/28 #464768 0.00 0.0000 -0.0000
US31368HKA04 / FNMA 7.00% 11/27 #190289 0.00 0.0000 -0.0000
US36213UQU78 / GNMA 7.00% 9/31 #564867 0.00 0.0000 -0.0000
US36207H3D72 / GNMA 7.00% 2/29 #432896 0.00 0.0000 -0.0000
US36211HTJ04 / GNMA 7.00% 6/29 #513653 0.00 0.0000 -0.0000
US31371HNH74 / FNMA 7.50% 5/29 #252492 0.00 0.0000 -0.0000
US31283HRW78 / FHLG 30YR 8% 04/01/2032# 0.00 0.0000 -0.0000
US31384WFB19 / FNMA 7.00% 9/29 #535762 0.00 0.0000 -0.0000
US36206JB786 / GNMA 8.00% 11/27 #412362 0.00 0.0000 -0.0000
US31293KTW61 / FHLG 6.00% 2/29 #C22365 0.00 0.0000 -0.0000
US36225A2J82 / GNMA 7.00% 4/28 #780777 0.00 0.0000 -0.0000
US31292GZ588 / FHLG 6.00% 5/29 #C00764 0.00 0.0000 -0.0000
US36208YF956 / GNMA 7.00% 7/28 #464692 0.00 0.0000 -0.0000
US31386STY36 / FNMA 7.00% 11/28 #572167 0.00 0.0000 -0.0000
US36207J6T51 / GNMA 7.00% 7/28 #433882 0.00 0.0000 -0.0000
US31381DHY40 / FNMA 7.00% 10/28 #457547 0.00 0.0000 -0.0000
US36225BEC81 / GNMA 7.00% 3/29 #781031 0.00 0.0000 -0.0000
US31283HHG39 / FHLG 30YR 7.5% 09/01/2030# 0.00 0.0000 -0.0000
US36209G6H57 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36207MTV80 / GNMA 7.00% 3/28 #436264 0.00 0.0000 -0.0000
US36205SQA68 / GNMA 7.50% 4/27 #399249 0.00 0.0000 -0.0000
US36225BM210 / GNMA 7.00% 12/28 #781277 0.00 0.0000 -0.0000
US36225BMV70 / GNMA 7.00% 8/29 #781272 0.00 0.0000 -0.0000
US36203M6D78 / GNMA 7.50% 8/27 #353768 0.00 0.0000 -0.0000
US36209KRY63 / GNMA 7.00% 7/28 #474003 0.00 0.0000 -0.0000
US36209LMT07 / GN 474770 0.00 0.0000 -0.0000
US31371HTB41 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31371J7G39 / FNMA 7.00% 8/31 #253895 0.00 0.0000 -0.0000
US31377KG415 / FNMA 7.50% 5/27 #379219 0.00 0.0000 -0.0000
US31293NPA27 / FHLG 30YR 6% 04/01/2029# 0.00 0.0000 -0.0000
US31386STX52 / FNMA 7.00% 11/26 #572166 0.00 0.0000 -0.0000
US36208FAU49 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31283GW600 / FHLG 30YR 7.5% 01/01/2027# 0.00 0.0000 -0.0000
US31376YG343 / FNMA 7.50% 5/27 #369318 0.00 0.0000 -0.0000
US36209ECT73 / GNMA 7.00% 2/28 #469082 0.00 0.0000 -0.0000
US36208GH272 / GNMA 7.00% 6/28 #450349 0.00 0.0000 -0.0000
US31379FYH18 / FNMA 7.00% 4/28 #418412 0.00 0.0000 -0.0000
US31292HAX26 / FHLG 30YR 8% 02/01/2030# 0.00 0.0000 -0.0000
US36207RGE99 / GN 439497 0.00 0.0000 -0.0000
US36203NBF42 / GN 353838 0.00 0.0000 -0.0000
US36225AVP29 / GNMA 8.00% 8/27 #780622 0.00 0.0000 -0.0000
US31371HVJ49 / Fannie Mae Pool 0.00 0.0000 -0.0000
US31374GN457 / FNMA 7.50% 9/27 #313711 0.00 0.0000 -0.0000
US36212UCW99 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US36210E7C70 / GNMA 7.00% 9/28 #490591 0.00 0.0000 -0.0000
US36208CNS25 / GNMA 7.50% 4/27 #446901 0.00 0.0000 -0.0000
US31378E7F93 / FNMA 7.50% 9/27 #396994 0.00 0.0000 -0.0000
US36210UYW79 / GNMA 7.00% 3/29 #503025 0.00 0.0000 -0.0000
US36205PZA29 / GNMA 7.50% 11/25 #396837 0.00 0.0000 -0.0000
US36208FNR72 / GNMA 7.50% 6/27 #449600 0.00 0.0000 -0.0000
US31371GCX60 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36205YQS45 / GNMA 7.50% 11/25 #404665 0.00 0.0000 -0.0000
US36203NDY13 / GNMA 7.50% 10/27 #353919 0.00 0.0000 -0.0000
US36209WHQ87 / GINNIE MAE I POOL GN 483639 0.00 0.0000 -0.0000
US36209AKN99 / GNMA 7.50% 4/28 #465701 0.00 0.0000 -0.0000
US31378LJ944 / FNMA 7.50% 10/27 #401788 0.00 0.0000 -0.0000
US31376JRX99 / FNMA 7.50% 6/27 #357002 0.00 0.0000 -0.0000
US36209ARZ56 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31375DMV28 / FNMA 7.00% 2/26 #331672 0.00 0.0000 -0.0000
US36210CMH33 / GNMA 7.00% 8/29 #488260 0.00 0.0000 -0.0000
US31374TP604 / FNMA 7.50% 4/29 #323645 0.00 0.0000 -0.0000
US36209N3Q30 / GNMA 7.00% 9/29 #477007 0.00 0.0000 -0.0000
US31374F6L84 / FN 313275 0.00 0.0000 -0.0000
US36208T4W71 / GNMA 0.00 0.0000 -0.0000
US36210APZ48 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31297YY971 / FHLG 8.00% 8/30 #C41636 0.00 0.0000 -0.0000
US36225BDY11 / GNMA 7.00% 3/29 #781019 0.00 0.0000 -0.0000
US36208V4C63 / GNMA 7.00% 3/28 #462619 0.00 0.0000 -0.0000
US31383XLP23 / FNMA 7.50% 9/29 #516134 0.00 0.0000 -0.0000
US31384GGC33 / FNMA 7.50% 11/29 #523195 0.00 0.0000 -0.0000
US36225A3C21 / GNMA 8.50% 11/27 #780795 0.00 0.0000 -0.0000
US36208CLB18 / GNMA 7.50% 8/27 #446822 0.00 0.0000 -0.0000
US36208HR329 / GNMA 7.50% 10/27 #451506 0.00 0.0000 -0.0000
US31384SE211 / FNMA 7.50% 2/30 #532153 0.00 0.0000 -0.0000
US36208MZ249 / GNMA 7.00% 12/27 #455361 0.00 0.0000 -0.0000
US36225AVK32 / GNMA POOL 780618 GN 08/27 FIXED 8 0.00 0.0000 -0.0000
US31371GKM14 / FNMA 7.50% 2/28 #251500 0.00 0.0000 -0.0000
US36208VZT50 / GOVT NATL MORTG ASSN 7.00% 02/15/2028 GNMA SF 0.00 0.0000 -0.0000
US36207JSE46 / GNMA 7.00% 12/27 #433517 0.00 0.0000 -0.0000
US31371FMW94 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36208HLA22 / GNMA POOL 451321 GN 07/27 FIXED 7.5 0.00 0.0000 -0.0000
US31378PWF60 / FNMA 7.50% 11/27 #404846 0.00 0.0000 -0.0000
US31298AYN70 / FHLG 30YR 8% 09/01/2030# 0.00 0.0000 -0.0000
US31371FVD13 / FNMA 7.50% 5/27 #250912 0.00 0.0000 -0.0000
US36208NB693 / GNMA 7.50% 9/27 #455561 0.00 0.0000 -0.0000
US31374GWG80 / FNMA 7.00% 1/28 #313947 0.00 0.0000 -0.0000
US36208GRR10 / GNMA 7.50% 9/27 #450596 0.00 0.0000 -0.0000
US36208YGB92 / GNMA 7.00% 7/28 #464694 0.00 0.0000 -0.0000
US31292GQ413 / FHLG 30YR 8.5% 08/01/2026# 0.00 0.0000 -0.0000
US31283G6U68 / FHLG 30YR 8.5% 08/01/2027# 0.00 0.0000 -0.0000
US36206ERU19 / GNMA 8.00% 8/25 #409199 0.00 0.0000 -0.0000
US31378P2C63 / FNMA 7.50% 11/27 #404971 0.00 0.0000 -0.0000
US31371FXT47 / Federal National Mortgage Association 0.00 0.0000 -0.0000
US31379ED205 / FNMA 7.00% 7/28 #416921 0.00 0.0000 -0.0000
US31375NC669 / FNMA 7.00% 3/26 #339493 0.00 0.0000 -0.0000
US36204KWE99 / GNMA 7.50% 9/27 #372445 0.00 0.0000 -0.0000
US3136AHQ948 / FNR 2013-133 IB 3% 04/32 0.00 0.0000 -0.0000
US31382GHR11 / FNMA 7.00% 10/28 #481840 0.00 0.0000 -0.0000
US31384VV581 / FNMA 7.00% 2/30 #535336 0.00 0.0000 -0.0000
US31384V2T86 / FNMA 7.50% 9/30 #535486 0.00 0.0000 -0.0000
US36209DWV27 / GNMA 7.00% 3/28 #468760 0.00 0.0000 -0.0000
US31378YKK90 / FNMA 7.50% 1/28 #412598 0.00 0.0000 -0.0000
US31371FGC05 / FNMA 30YR 0.00 0.0000 -0.0000
US31371G6V78 / FNMA 7.50% 10/28 #252084 0.00 0.0000 -0.0000
US36211HVP36 / GNMA 7.00% 7/29 #513722 0.00 0.0000 -0.0000
US36208KEL98 / GNMA 7.50% 8/27 #452939 0.00 0.0000 -0.0000
US36209G7K77 / GNMA 7.00% 6/28 #471698 0.00 0.0000 -0.0000
US36225A3F51 / GNMA POOL 780798 GN 12/27 FIXED 7.5 0.00 0.0000 -0.0000
US36210TSU15 / GNMA 7.50% 6/29 #501931 0.00 0.0000 -0.0000
US36225AVY36 / GNMA 7.00% 9/27 #780631 0.00 0.0000 -0.0000
US31376ABH05 / FN 349340 0.00 0.0000 -0.0000
US31371GMS65 / UMBS, 30 Year 0.00 0.0000 -0.0000
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US31376P4J19 / FN 361825 0.00 0.0000 -0.0000
US36208DJ978 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31371GGS30 / Federal National Mortgage Association 0.00 0.0000 -0.0000
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US31373URK50 / Fannie Mae Pool 0.00 0.0000 -0.0000
US36206RE445 / GNMA 7.50% 11/25 #418755 0.00 0.0000 -0.0000
US36208MZX63 / GNMA 7.50% 12/27 #455358 0.00 0.0000 -0.0000
US31375AL980 / FNMA 7.50% 1/26 #328952 0.00 0.0000 -0.0000
US31378DTK62 / FNMA 7.50% 9/27 #395754 0.00 0.0000 -0.0000
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US36209CS235 / GNMA 7.00% 4/28 #467737 0.00 0.0000 -0.0000
US31292HEF73 / Freddie Mac Gold Pool 0.00 0.0000 -0.0000
US36208MSM81 / GNMA 7.00% 5/28 #455124 0.00 0.0000 -0.0000
US31373UM536 / FNMA 7.00% 3/26 #303780 0.00 0.0000 -0.0000
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US31373YB408 / FNMA 7.00% 8/25 #307059 0.00 0.0000 -0.0000
US31378GWZ26 / FNMA 7.50% 9/27 #398564 0.00 0.0000 -0.0000
US3136A7HT23 / FEDERAL NAT MTG ASN GTD REM PA 4.5% 07/25/2027 0.00 0.0000 -0.0000
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US36206ND362 / GNMA 7.50% 11/25 #416022 0.00 0.0000 -0.0000
US36207J2V44 / GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF 0.00 0.0000 -0.0000
US3140F0LQ51 / FNMA 30YR 3.5% 12/01/2045#BC4834 0.00 0.0000 -0.0000
US31374TBK43 / FNMA 7.00% 12/26 #323242 0.00 0.0000 -0.0000
US31373UBT34 / FNMA 7.00% 8/25 #303450 0.00 0.0000 -0.0000
US31371FRU83 / FNMA 7.50% 1/27 #250799 0.00 0.0000 -0.0000
US31374GSR91 / FNMA 7.00% 10/27 #313828 0.00 0.0000 -0.0000
US36206JHG22 / GNMA POOL 412531 GN 12/25 FIXED 7 0.00 0.0000 -0.0000
US36225AT340 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 0.00 0.0000 -0.0000
US36205C6T27 / Ginnie Mae I Pool 0.00 0.0000 -0.0000
US31371FNS73 / FNMA 7.50% 10/26 #250701 0.00 0.0000 -0.0000
US36207NGB47 / GNMA 7.50% 6/27 #436794 0.00 0.0000 -0.0000
US31378FDK84 / FNMA 7.50% 8/27 #397106 0.00 0.0000 -0.0000
US31374SEK33 / FNMA 7.00% 9/25 #322438 0.00 0.0000 -0.0000
US36225AKL34 / GNMA 7.00% 1/26 #780299 0.00 0.0000 -0.0000
US36219CTU89 / GNMA 7.50% 9/25 #245463 0.00 0.0000 -0.0000
US31375RMG47 / FNMA 7.00% 4/26 #342459 0.00 0.0000 -0.0000
US31374KXK95 / FNMA 7.50% 7/25 #316682 0.00 0.0000 -0.0000
US31283G7J05 / FHLG 30YR 8.5% 01/01/2028# 0.00 0.0000 -0.0000
US31375AAJ88 / FNMA 7.00% 11/25 #328609 0.00 0.0000 -0.0000
US31382UR247 / FNMA 7.00% 3/28 #492905 0.00 0.0000 -0.0000
US31371FPV84 / FNMA 7.50% 10/26 #250736 0.00 0.0000 -0.0000
US31374USL16 / FNMA 7.00% 10/25 #324623 0.00 0.0000 -0.0000
US31283GYN14 / FHLG 30YR 8.5% 05/01/2027# 0.00 0.0000 -0.0000
US31374F5Z89 / FNMA 7.00% 9/26 #313264 0.00 0.0000 -0.0000
US31377KJ898 / FNMA 7.50% 9/27 #379287 0.00 0.0000 -0.0000
US31373UE459 / FNMA 7.00% 10/25 #303555 0.00 0.0000 -0.0000
US31371FEM05 / FNMA 7.00% 1/26 #250440 0.00 0.0000 -0.0000
US31375MW412 / FNMA 7.00% 3/26 #339167 0.00 0.0000 -0.0000
US36225ARA06 / GNMA I, 30 Year 0.00 0.0000 -0.0000
US31371FB435 / FNMA 7.00% 10/25 #250359 0.00 0.0000 -0.0000
US31378LN656 / FNMA 7.50% 10/27 #401913 0.00 0.0000 -0.0000
US31368HJS31 / FNMA 7.00% 8/26 #190273 0.00 0.0000 -0.0000
US31293J4H94 / FHLG 6.00% 2/29 #C21724 0.00 0.0000 -0.0000
US3136A3M819 / FEDERAL NAT MTG2012-9 SH 1ML+655 06/25/2041 0.00 0.0000 -0.0000
US31374TD717 / FNMA 7.00% 7/28 #323326 0.00 0.0000 -0.0000
US36207RJB24 / GOVT NATL MORTG ASSN 7.50% 05/15/2027 GNMA I 30YR SINGLE FAMILY 0.00 0.0000 -0.0000
US31397U4B21 / FNR 2011-67 AI IO 4% 7/26 0.00 0.0000 -0.0000
US31371FH473 / FNMA 7.00% 5/26 #250551 0.00 0.0000 -0.0000
US31376D2H43 / FNMA 7.50% 7/26 #352776 0.00 0.0000 -0.0000
US31371FCU49 / FNMA 7.00% 11/25 #250383 0.00 0.0000 -0.0000
US31371FDP45 / FNMA 7.50% 11/25 #250410 0.00 0.0000 -0.0000
US31378FCV58 / FNMA 7.50% 9/27 #397084 0.00 0.0000 -0.0000
US36207UGA07 / GNMA 7.50% 12/26 #442193 0.00 0.0000 -0.0000
US36206RET95 / GNMA 8.00% 8/25 #418746 0.00 0.0000 -0.0000
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US31371FBN15 / FNMA 7.00% 9/25 #250345 0.00 0.0000 -0.0000
US31371FDT66 / FNMA 7.00% 11/25 #250414 0.00 0.0000 -0.0000
US3137B6MF52 / FEDERAL HOME LN MTG MLT CTF GT 4.0% 12/15/2028 0.00 0.0000 -0.0000
LCH OIS SOFRV3.25% MAC 06/18/26 / DIR (N/A) -0.00 -0.0000 -0.0000
LCH OIS SOFRV3.25% MAC 06/18/34 / DIR (N/A) -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0000 -0.0000
FX Forward: USD/AUD settle 2025-07-08 / DFE (N/A) -0.00 -0.0000 -0.0000
BNP / BNP Paribas SA -0.00 -0.0000 -0.0000
SBLOFI SWAP CY451600 12/16/72 B / DCR (N/A) -0.01 -0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase -0.01 -0.0000 -0.0000
3 MONTH SOFR FUT JUN25 SFRM5 / DE (N/A) -0.01 -0.0000 -0.0000
SBLOFI SWAP CY873245 04/17/65 S / DCR (N/A) -0.01 -0.0000 -0.0000
MSCS SWAP CY885799 12/15/56 S / DCR (N/A) -0.01 -0.0000 -0.0000
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.01 -0.0000 -0.0000
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.01 -0.0000 -0.0000
SBLOFI SWAP CY451600 12/16/72 B / DCR (N/A) -0.01 -0.0000 -0.0000
LCH OIS SOFRV3.25% MAC 06/18/32 / DIR (N/A) -0.01 -0.0000 -0.0000
AUST 10Y BOND FUT JUN25 XMM5 / DIR (N/A) -0.01 -0.0000 -0.0000
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.02 -0.0000 -0.0000
GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.02 -0.0000 -0.0000
XS1450864779 / China Government Bond - JPMorgan Chase -0.03 -0.0000 -0.0000
US LONG BOND(CBT) FUT SEP25 USU5 / DIR (N/A) -0.03 -0.0000 -0.0000
SBLOFI SWAP CY451600 12/16/72 B / DCR (N/A) -0.03 -0.0000 -0.0000
MSCS SWAP CY451600 12/16/72 B / DCR (N/A) -0.03 -0.0000 -0.0000
GSCOFI SWAP CY562346 11/18/64 S / DCR (N/A) -0.03 -0.0000 -0.0000
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.03 -0.0000 -0.0000
MSCS SWAP CY451600 12/16/72 B / DCR (N/A) -0.03 -0.0000 -0.0000
LONG GILT FUTURE SEP25 G U5 / DIR (GB00MP6FM953) -0.04 -0.0000 -0.0000
SBLOFI SWAP CY562346 11/18/64 S / DCR (N/A) -0.04 -0.0001 -0.0001
LCH OIS SOFRV3.25% MAC 06/18/30 / DIR (N/A) -0.05 -0.0001 -0.0001
GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.05 -0.0001 -0.0001
SBLOFI SWAP CY562346 11/18/64 S / DCR (N/A) -0.06 -0.0001 -0.0001
GSCOFI SWAP 12/15/56 S / DCR (N/A) -0.09 -0.0001 -0.0001
BNP / BNP Paribas SA -0.10 -0.0001 -0.0001
MSCS SWAP CY885799 12/15/56 S / DCR (N/A) -0.10 -0.0001 -0.0001
LCH OIS SOFRV3.25% MAC 06/18/55 / DIR (N/A) -0.10 -0.0001 -0.0001
MSCS SWAP CY885799 12/15/56 S / DCR (N/A) -0.11 -0.0001 -0.0001
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.12 -0.0002 -0.0002
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.15 -0.0002 -0.0002
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.17 -0.0002 -0.0002
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.17 -0.0002 -0.0002
GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.17 -0.0002 -0.0002
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.20 -0.0003 -0.0003
GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.20 -0.0003 -0.0003
BNP / BNP Paribas SA -0.29 -0.0004 -0.0004
GSCM SWAP PAY 3.97 04/13/26 / DIR (N/A) -0.30 -0.0004 -0.0004
GSCOFI SWAP CY873245 04/17/65 S / DCR (N/A) -0.35 -0.0005 -0.0005
GSCM SWAP REC 3.97 04/13/26 / DIR (N/A) -0.38 -0.0005 -0.0005
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.39 -0.0005 -0.0005
SBLOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.39 -0.0005 -0.0005
GSCOFI SWAP CY885799 12/15/56 S / DCR (N/A) -0.41 -0.0005 -0.0005
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.81 -0.0011 -0.0011
BA.C / Bank of America Corporation - Depositary Receipt (Common Stock) -0.84 -0.0011 -0.0011
US ULTRA BOND CBT FUT SEP25 WNU5 / DIR (N/A) -0.96 -0.0013 -0.0013
LCH OIS SOFRV3.25% MAC 06/18/28 / DIR (N/A) -1.96 -0.0026 -0.0026
US 5YR NOTE (CBT) FUT SEP25 FVU5 / DIR (N/A) -2.78 -0.0037 -0.0037
US 10YR NOTE FUT (CBT)SEP25 TYU5 / DIR (N/A) -4.53 -0.0060 -0.0060
US01F0426654 / Uniform Mortgage-Backed Security, TBA -45.95 -70.64 -0.0608 0.1754
US01F0306609 / Fannie Mae or Freddie Mac -90.06 -86.47 -0.1192 0.8850
US21H0626695 / GINNIE MAE -122.36 6,601.04 -0.1619 -0.1592
US01F0606750 / Uniform Mortgage-Backed Security, TBA -168.51 -159.59 -0.2230 -0.6497
US21H0226637 / Ginnie Mae -176.76 31.65 -0.2339 -0.0313
US21H0526606 / Ginnie Mae -370.32 -200.00 -0.4901 -0.9802
US01F0626634 / Uniform Mortgage-Backed Security, TBA -385.08 -8,336.94 -0.5096 -0.5167
US01F0606677 / Uniform Mortgage-Backed Security, TBA -937.49 -263.77 -1.2407 -2.1045
US01F0206619 / FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE -1,047.17 -149.66 -1.3859 -4.5677