LDUR

ETF Holdings

722 Holdings • $1.41B
Updated: Aug 12, 26
SymbolNamePriceChange%SharesWeightValue
--NET OTHER ASSETS------10.06%-$180.91M
--FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 09/14/2056----918.04K4.94%$88.85M
--US DOLLAR----71.90M4.00%$71.90M
--FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 5.50% 09/14/2056----657.00K3.63%$65.16M
--FANNIE MAE FNR 2023 46 FA 4.92% 10/25/2053----305.12K1.72%$30.86M
--BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR 4.42% 03/17/2028----200.00K1.12%$20.05M
--GLOBAL PMTS INC 4.18% 08/18/2026----192.00K1.07%$19.19M
--DEUTSCHE BANK NY 01/28 VAR 2.55% 01/07/2028----145.16K0.80%$14.40M
--GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4 4.40% 09/23/2027----134.00K0.74%$13.37M
--LLOYDS BANKING GROUP PLC SR UNSECURED 02/30 VAR 4.42% 02/10/2030----122.00K0.68%$12.17M
--AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85 2.85% 01/26/2028----121.92K0.66%$11.85M
--CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR 4.34% 01/13/2028----116.00K0.65%$11.61M
--EPR PROPERTIES COMPANY GUAR 12/26 4.75 4.75% 12/15/2026----115.99K0.65%$11.60M
--SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 5.13% 01/13/2028----115.00K0.64%$11.57M
--ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/27 7.75 7.75% 12/15/2027----110.00K0.63%$11.36M
--CITADEL LP SR UNSECURED 144A 01/27 4.875 4.88% 01/15/2027----110.39K0.61%$11.04M
--FIRST ABU DHABI BANK PJS SR UNSECURED REGS 06/31 VAR 4.79% 06/03/2031----110.01K0.61%$10.99M
--HCA INC DISC COML PAPER 4.30% 08/18/2026----109.00K0.61%$10.89M
--KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05 2.05% 10/15/2026----108.02K0.60%$10.75M
--FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 5.80% 03/05/2027----102.61K0.57%$10.32M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA 4.62% 05/20/2073----98.63K0.56%$10.04M
--HCA INC DISC COML PAPER 4.30% 08/17/2026----100.00K0.56%$9.99M
--APA INFRASTRUCTURE LTD COMPANY GUAR REGS 07/27 4.25 4.25% 07/15/2027----95.44K0.53%$9.51M
--GENERAL MOTORS FINL CO SR UNSECURED 04/28 5.05 5.05% 04/04/2028----94.00K0.53%$9.45M
--FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 1.88% 08/25/2028----101.00K0.52%$9.37M
--BANQUE FED CRED MUTUEL 144A 10/28 4.591 4.59% 10/16/2028----94.00K0.52%$9.37M
--ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR 4.63% 09/18/2028----94.00K0.52%$9.36M
--FREDDIE MAC FHR 5596 CF 4.77% 11/25/2055----92.31K0.52%$9.26M
--FANNIE MAE FNR 2026 19 FA 4.72% 04/25/2056----91.66K0.51%$9.14M
--NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25 3.25% 12/01/2026----91.46K0.51%$9.11M
--VIATRIS INC COMPANY GUAR 06/27 2.3 2.30% 06/22/2027----92.00K0.50%$9.02M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2026 B A1A 144A 5.03% 03/15/2056----91.46K0.50%$9.02M
--HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR 4.62% 03/25/2027----90.00K0.50%$9.03M
--EDISON INTERNATIONAL SR UNSECURED 05/28 5 5.00% 05/05/2028----90.00K0.50%$9.01M
--FREDDIE MAC FHR 5648 CF 4.62% 03/25/2055----89.57K0.50%$8.91M
--ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5 5.50% 04/01/2028----86.00K0.48%$8.68M
--WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR 4.90% 01/24/2028----86.00K0.48%$8.62M
--MUTUAL OF OMAHA GLOBAL SECURED 144A 06/28 4.514 4.51% 06/09/2028----83.00K0.46%$8.27M
--AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A 5.90% 08/21/2028----81.00K0.46%$8.19M
--SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025 A1 A 4.78% 02/15/2031----80.28K0.45%$8.07M
--GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR 5.49% 03/15/2028----80.00K0.45%$8.06M
--NTT FINANCE CORP SR UNSECURED 144A 06/29 VAR 4.46% 06/20/2029----80.00K0.45%$8.00M
--AMERICAN HONDA FINANCE SR UNSECURED 11/27 VAR 4.28% 11/19/2027----79.00K0.44%$7.90M
--AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR 4.37% 03/08/2027----77.00K0.43%$7.71M
--GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR 4.59% 04/20/2030----77.00K0.42%$7.63M
--F+G GLOBAL FUNDING SECURED 144A 01/29 4.5 4.50% 01/09/2029----77.00K0.42%$7.59M
--FREDDIE MAC FHR 5513 MF 4.56% 11/25/2054----73.87K0.41%$7.45M
--EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A 4.21% 10/15/2029----74.00K0.41%$7.42M
--STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711 1.71% 01/29/2027----74.89K0.41%$7.38M
--VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25 4.25% 12/01/2026----72.86K0.41%$7.29M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF 4.60% 09/20/2073----71.38K0.40%$7.25M
--AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95 1.95% 09/20/2026----71.50K0.40%$7.13M
--CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125 5.13% 06/30/2027----70.00K0.39%$7.01M
--CROWN CITY CLO CCITY 2021 1A A1AR 144A 4.79% 07/20/2034----68.00K0.38%$6.80M
--DWIGHT 2025 FL1 ISSUER LLC DWIGHT 2026 FL2 A 144A 5.00% 01/18/2044----68.00K0.38%$6.81M
--GENERAL MOTORS FINL CO SR UNSECURED 02/27 VAR 4.67% 02/26/2027----66.07K0.37%$6.62M
--BMO HARRIS BANK NA 12/30 VAR 3.23% 12/31/2030----65.14K0.36%$6.51M
--SUMISHO AIR LEASE CORP SR UNSECURED 08/26 1.875 1.88% 08/15/2026----64.67K0.36%$6.46M
--MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A 4.82% 04/20/2035----62.00K0.34%$6.20M
--FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A 4.85% 08/15/2035----61.00K0.34%$6.14M
--POST CLO LTD POST 2022 1A AR 144A 4.83% 04/20/2035----61.00K0.34%$6.10M
--UNITY PEACE PARK CLO, LTD. UNPPK 2022 1A A1R 144A 4.79% 04/20/2035----61.00K0.34%$6.10M
--NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A 4.89% 11/15/2038----60.00K0.33%$6.00M
--VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 12/26 5.05 5.05% 12/30/2026----59.70K0.33%$5.98M
--SYMPHONY CLO LTD SYMP 2025 52A AR 144A 4.82% 01/20/2036----59.00K0.33%$5.90M
--CCWFSHUS2 WELLS FARGO CCPC COC CCWFSHUS2 WELLS FARGO CCPC CO 3.23% 12/31/2030----58.65K0.33%$5.87M
--BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55 5.55% 04/09/2027----58.00K0.32%$5.83M
--NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A 4.94% 01/15/2036----57.00K0.32%$5.71M
--LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9 5.90% 06/01/2027----56.00K0.32%$5.65M
--HSBC HOLDINGS PLC SR UNSECURED 08/28 VAR 5.21% 08/11/2028----56.00K0.31%$5.63M
--CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A 4.94% 07/25/2029----54.86K0.31%$5.51M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 79 NA 3.50% 11/20/2049----57.05K0.30%$5.47M
--EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5 5.50% 08/17/2030----54.00K0.30%$5.41M
--FANNIE MAE FNR 2024 60 G 4.00% 01/25/2051----54.91K0.30%$5.40M
--DXC TECHNOLOGY CO SR UNSECURED 09/26 1.8 1.80% 09/15/2026----53.97K0.30%$5.38M
--QNB FINANCE LTD COMPANY GUAR 144A 04/29 VAR 4.69% 04/27/2029----53.00K0.29%$5.30M
--DISCOVERY GLOBAL HOLDINGS INC 2026 USD TERM LOAN B 6.23% 06/03/2033----51.98K0.29%$5.22M
--FANNIE MAE FNR 2025 18 FM 4.52% 09/25/2054----51.02K0.29%$5.14M
--REVERSE REPO DEUTSCHE REVERSE REPO 3.76% 08/13/2026-----51.26K0.28%-$5.13M
--KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4 5.40% 05/23/2033----55.00K0.28%$5.07M
--KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR 4.52% 03/15/2027----50.36K0.28%$5.05M
--GARTNER INC COMPANY GUAR 144A 07/28 4.5 4.50% 07/01/2028----51.00K0.28%$5.03M
--PFS FINANCING CORP. PFSFC 2023 C A 144A 5.52% 10/15/2028----50.00K0.28%$5.01M
--STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR 5.33% 09/15/2028----50.00K0.28%$5.01M
--KKR FINANCIAL CLO LTD KKR 16 A1R3 144A 4.87% 10/20/2034----50.00K0.28%$5.01M
--AVIATION CAPITAL GROUP SR UNSECURED 144A 04/27 4.75 4.75% 04/14/2027----49.76K0.28%$4.98M
--ENEL FINANCE INTL NV COMPANY GUAR 144A 07/29 4.625 4.63% 07/13/2029----50.00K0.28%$4.97M
--ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR 4.45% 03/27/2028----49.34K0.28%$4.95M
--KKR FINANCIAL CLO LTD KKR 33A AR 144A 4.81% 07/20/2034----49.00K0.27%$4.90M
--BLUEMOUNTAIN CLO LTD BLUEM 2021 32A AR 144A 4.85% 10/15/2034----49.00K0.27%$4.90M
--SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5 3.50% 07/07/2027----49.00K0.27%$4.85M
--MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5 5.05% 01/28/2031----49.00K0.27%$4.83M
--FORTIS INC SR UNSECURED 10/26 3.055 3.06% 10/04/2026----47.95K0.27%$4.79M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF 4.52% 06/20/2055----47.29K0.27%$4.77M
--ENTERPRISE FLEET FINANCING LLC EFF 2025 4 A2 144A 4.05% 08/20/2028----47.53K0.26%$4.75M
--KKR FINANCIAL CLO LTD KKR 42A AR 144A 4.88% 07/20/2034----47.00K0.26%$4.70M
--KUWAIT INTL BOND SR UNSECURED 144A 07/29 5.039 5.04% 07/29/2029----47.00K0.26%$4.72M
--THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A 4.73% 04/20/2034----46.79K0.26%$4.68M
--GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A 4.90% 01/15/2035----45.99K0.26%$4.61M
--MIZUHO FINANCIAL GROUP SR UNSECURED 07/30 VAR 4.47% 07/13/2030----46.00K0.26%$4.60M
--MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM3 A1 144A 5.53% 05/25/2070----46.14K0.26%$4.61M
--JANE STREET GRP/JSG FIN SR SECURED 144A 08/31 7.294 7.29% 08/13/2031----45.79K0.26%$4.58M
--HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR 2.01% 09/22/2028----47.00K0.26%$4.58M
--PEACEHEALTH OBLIGATED GR SR UNSECURED 11/28 4.335 4.34% 11/15/2028----46.00K0.25%$4.57M
--FREDDIE MAC FHR 5528 FA 4.49% 04/25/2055----45.04K0.25%$4.53M
--ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A 4.88% 04/22/2035----45.00K0.25%$4.50M
--VERIZON MASTER TRUST VZMT 2024 6 A1A 4.17% 08/20/2030----45.00K0.25%$4.49M
--SALESFORCE INC SR UNSECURED 03/28 4.5 4.50% 03/15/2028----45.00K0.25%$4.49M
--BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 4.38% 12/15/2028----45.00K0.25%$4.45M
--ROMARK CLO LTD RMRK 2021 5A AR 144A 4.94% 01/15/2035----44.00K0.24%$4.40M
--FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/28 3.25 3.25% 03/15/2028----45.00K0.24%$4.40M
--FREDDIE MAC FHR 5667 FC 5.12% 06/25/2056----43.58K0.24%$4.37M
--RD MICHIGAN PROP OWNER I SR SECURED 144A 03/45 7.5 7.50% 03/30/2045----45.30K0.24%$4.37M
--MAREX GROUP PLC SR UNSECURED 04/31 5.68 5.68% 04/21/2031----44.00K0.24%$4.35M
--TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A 4.23% 09/26/2030----43.00K0.24%$4.31M
--SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A 4.93% 07/20/2034----43.00K0.24%$4.30M
--PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A 4.58% 08/08/2032----42.74K0.24%$4.27M
--TRIMARAN CAVU LTD CAVU 2021 2A AR 144A 4.83% 10/25/2034----42.00K0.23%$4.20M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2026 A A1B 144A 4.73% 12/15/2053----41.87K0.23%$4.19M
--BANQUE FED CRED MUTUEL 144A 02/28 5.194 5.19% 02/16/2028----40.80K0.23%$4.11M
--VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75 3.75% 02/15/2027----41.05K0.23%$4.09M
--WELLFLEET CLO LTD WELF 2021 1A A1R 144A 4.91% 04/20/2034----40.63K0.23%$4.07M
--AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/28 4.95 4.95% 01/15/2028----40.00K0.22%$4.01M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A 4.98% 10/16/2056----38.67K0.22%$3.90M
--FREDDIE MAC FHR 5532 FA 4.57% 04/25/2055----37.85K0.21%$3.82M
--HSBC HOLDINGS PLC SR UNSECURED 06/28 VAR 4.76% 06/09/2028----38.00K0.21%$3.80M
--FREDDIE MAC FHR 5546 FB 4.62% 06/25/2055----37.50K0.21%$3.79M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC 4.52% 07/20/2074----37.46K0.21%$3.80M
--SUNBELT RENTALS HOLDINGS COMPANY GUAR 144A 08/30 4.95 4.95% 08/12/2030----38.00K0.21%$3.78M
--NATIONAL BANK OF CANADA COMPANY GUAR 02/28 VAR 4.95% 02/01/2028----37.40K0.21%$3.75M
--FREDDIE MAC FHR 5549 CF 4.62% 10/25/2052----36.95K0.21%$3.74M
--UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 4.50% 08/15/2029----38.00K0.21%$3.74M
--ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A 4.82% 02/20/2029----37.00K0.21%$3.72M
--FREDDIE MAC FHR 5534 FM 4.55% 05/25/2055----36.89K0.21%$3.72M
--SANTANDER HOLDINGS USA SR UNSECURED 07/27 4.4 4.40% 07/13/2027----36.73K0.20%$3.67M
--AREIT CRE TRUST AREIT 2022 CRE7 A 144A 5.92% 06/17/2039----36.46K0.20%$3.65M
--NTT FINANCE CORP COMPANY GUAR 144A 04/28 1.591 1.59% 04/03/2028----38.00K0.20%$3.62M
--NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A 4.67% 06/22/2065----36.85K0.20%$3.61M
--GALAXY CLO LTD GALXY 2016 22A AR4 144A 4.81% 04/16/2034----35.71K0.20%$3.57M
--BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4 4.72% 07/14/2029----36.00K0.20%$3.54M
--NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A 4.84% 05/17/2055----35.67K0.20%$3.52M
--SEMPRA SR UNSECURED 01/28 VAR 4.31% 01/07/2028----35.00K0.20%$3.51M
--FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/28 4.15 4.15% 03/15/2028----35.00K0.19%$3.48M
--OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A 4.77% 01/20/2035----34.00K0.19%$3.40M
--37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A 5.03% 10/15/2034----34.00K0.19%$3.40M
--NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329 2.33% 01/22/2027----33.83K0.19%$3.35M
--BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 07/27 5 5.13% 07/27/2027----33.10K0.18%$3.31M
--POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A 4.90% 05/15/2031----32.98K0.18%$3.31M
--BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A 4.82% 10/21/2034----33.00K0.18%$3.30M
--ORACLE CORP SR UNSECURED 04/27 2.8 2.80% 04/01/2027----33.50K0.18%$3.31M
--BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A 4.84% 07/24/2034----33.00K0.18%$3.30M
--ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2 3.20% 03/15/2027----33.20K0.18%$3.30M
--EMIRATES NBD BANK PJSC SR UNSECURED 144A 06/31 5.125 5.13% 06/29/2031----33.00K0.18%$3.28M
--EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR 4.35% 09/15/2027----32.92K0.18%$3.30M
--JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/30 4.6 4.60% 01/15/2030----33.00K0.18%$3.27M
--GLOBAL NET LEASE/GLOBAL COMPANY GUAR 144A 12/27 3.75 3.75% 12/15/2027----33.27K0.18%$3.25M
--SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65 3.65% 03/01/2028----33.00K0.18%$3.25M
--ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375 5.38% 07/15/2027----32.00K0.18%$3.21M
--GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A 4.48% 02/25/2052----33.84K0.18%$3.17M
--PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1 6.10% 01/15/2029----30.56K0.17%$3.14M
--NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A 2.46% 01/26/2060----33.22K0.17%$3.11M
--FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271 4.27% 01/09/2027----31.00K0.17%$3.09M
--JP MORGAN MORTGAGE TRUST JPMMT 2026 ACES1 A1F 144A 4.82% 04/25/2066----30.15K0.17%$3.03M
--M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A 4.73% 06/17/2030----30.00K0.17%$3.01M
--JDE PEET S NV COMPANY GUAR 144A 01/27 1.375 1.38% 01/15/2027----30.50K0.17%$3.01M
--NUTRIEN LTD SR UNSECURED 12/26 4 4.00% 12/15/2026----30.00K0.17%$3.00M
--CANADIAN IMPERIAL BANK SR UNSECURED 06/28 VAR 4.29% 06/26/2028----30.00K0.17%$3.00M
--BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A 5.04% 09/15/2036----30.00K0.17%$2.99M
--JP MORGAN MORTGAGE TRUST JPMMT 2026 ACES1 A1 144A 4.89% 04/25/2066----30.15K0.17%$2.97M
--SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR 2.49% 01/06/2028----30.00K0.17%$2.97M
--HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3 4.31% 07/16/2029----29.48K0.16%$2.95M
--CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A 4.47% 05/25/2051----31.52K0.16%$2.95M
--TSY INFL IX N/B 04/29 2.125 2.13% 04/15/2029----29.11K0.16%$2.91M
--HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR 4.75% 06/23/2027----29.00K0.16%$2.91M
--VOYA CLO LTD VOYA 2017 3A A1RR 144A 4.79% 04/20/2034----28.98K0.16%$2.90M
--CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 4.26% 10/10/2029----29.03K0.16%$2.90M
--CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875 5.88% 04/30/2029----28.00K0.16%$2.88M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H18 FL 4.32% 08/20/2075----28.75K0.16%$2.86M
--FANNIE MAE FNR 2024 104 FA 4.67% 01/25/2055----27.99K0.16%$2.82M
--FANNIE MAE FNR 2024 103 FC 4.77% 01/25/2055----27.72K0.16%$2.80M
--NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/26 1.85 1.85% 09/16/2026----27.45K0.15%$2.74M
--PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3 3.30% 03/15/2027----27.39K0.15%$2.72M
--FANNIE MAE FNR 2024 39 DF 4.72% 06/25/2054----26.78K0.15%$2.70M
--NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1A 144A 6.48% 03/15/2072----26.31K0.15%$2.67M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A 5.67% 11/15/2052----26.41K0.15%$2.67M
--LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25 4.25% 02/01/2027----26.58K0.15%$2.64M
--VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5 7.50% 01/15/2028----25.39K0.15%$2.63M
--SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR 4.49% 09/02/2027----26.00K0.14%$2.60M
--NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A 4.61% 02/21/2061----26.49K0.14%$2.59M
--FANNIE MAE FNR 2024 101 FB 4.72% 01/25/2055----25.47K0.14%$2.57M
--FREDDIE MAC FHR 5508 DF 4.62% 02/25/2055----25.41K0.14%$2.57M
--SUMISHO AIR LEASE CORP SR UNSECURED 02/28 5.3 5.30% 02/01/2028----25.42K0.14%$2.56M
--FANNIE MAE FNR 2025 40 FP 4.62% 10/25/2054----24.93K0.14%$2.52M
--ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A 1.53% 12/26/2046----28.24K0.14%$2.52M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1A 144A 5.13% 04/15/2054----25.15K0.14%$2.50M
--VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95 4.95% 03/25/2027----25.00K0.14%$2.51M
--FREDDIE MAC FHR 5548 AF 4.62% 06/25/2055----24.66K0.14%$2.49M
--BARCLAYS PLC SR UNSECURED 05/30 VAR 4.56% 05/24/2030----25.00K0.14%$2.50M
--CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3 4.55% 05/10/2030----24.94K0.14%$2.50M
--FREDDIE MAC FHR 5508 FC 4.62% 02/25/2055----24.30K0.14%$2.46M
--CROWN CASTLE INC SR UNSECURED 02/28 3.8 3.80% 02/15/2028----25.00K0.14%$2.47M
--CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A2 4.10% 06/11/2029----24.58K0.14%$2.45M
--AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6 3.60% 09/15/2028----24.23K0.13%$2.41M
--BPCE SA 144A 10/27 VAR 6.61% 10/19/2027----24.00K0.13%$2.41M
--FREDDIE MAC FHR 5544 F 4.62% 06/25/2055----23.53K0.13%$2.38M
--ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3 4.14% 07/16/2029----23.67K0.13%$2.37M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB 4.52% 01/20/2074----23.13K0.13%$2.35M
--UNITED AIR 2014 2 A PTT PASS THRU CE 03/28 3.75 3.75% 03/03/2028----23.34K0.13%$2.33M
--FREDDIE MAC FHR 5517 VF 4.57% 03/25/2055----23.05K0.13%$2.33M
--SBA COMMUNICATIONS CORP SR UNSECURED 07/31 5.15 5.15% 07/15/2031----23.00K0.13%$2.29M
--KIA CORP SR UNSECURED 144A 02/27 2.75 2.75% 02/14/2027----23.10K0.13%$2.29M
--SUMISHO AIR LEASE CORP SR UNSECURED 04/27 3.625 3.63% 04/01/2027----23.00K0.13%$2.29M
--FREDDIE MAC FHR 5410 FB 4.87% 05/25/2054----22.35K0.13%$2.27M
--FREDDIE MAC FHR 5495 AF 4.77% 01/25/2055----22.19K0.13%$2.24M
--CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A 5.38% 03/12/2029----22.19K0.12%$2.23M
--ROMARK CLO LTD RMRK 2021 4A A1R 144A 4.89% 07/10/2034----22.00K0.12%$2.20M
--BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125 6.13% 11/21/2026----22.00K0.12%$2.21M
--PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A 5.05% 10/15/2039----21.93K0.12%$2.19M
--FREDDIE MAC FHR 5565 FA 4.77% 08/25/2055----21.49K0.12%$2.16M
--AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 2.53% 11/18/2027----21.87K0.12%$2.13M
--FREDDIE MAC FHR 5500 GF 4.57% 10/25/2054----21.06K0.12%$2.13M
--KEURIG DR PEPPER 08/26 ZCP 4.41% 08/24/2026----21.00K0.12%$2.10M
--FREDDIE MAC FHR 5500 FA 4.82% 02/25/2055----20.81K0.12%$2.11M
--SOUTH BOW USA INFRA HLDS COMPANY GUAR 09/27 4.911 4.91% 09/01/2027----21.00K0.12%$2.10M
--HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR 4.66% 09/24/2027----21.00K0.12%$2.11M
--FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875 1.88% 12/01/2026----21.00K0.12%$2.08M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A 5.24% 03/15/2056----20.65K0.12%$2.07M
--KOREA NATIONAL OIL CORP SR UNSECURED REGS 09/27 VAR 4.53% 09/30/2027----20.15K0.11%$2.03M
--VERUS SECURITIZATION TRUST VERUS 2025 R1 A1A 144A 5.40% 05/25/2065----20.48K0.11%$2.04M
--SMITHFIELD FOODS INC COMPANY GUAR 144A 02/27 4.25 4.25% 02/01/2027----20.14K0.11%$2.01M
--NTT FINANCE CORP SR UNSECURED 144A 03/28 4.741 4.74% 03/31/2028----20.00K0.11%$2.00M
--NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85 1.85% 09/16/2026----20.00K0.11%$2.00M
--UNIVERSAL HEALTH SVCS SR SECURED 09/26 1.65 1.65% 09/01/2026----20.00K0.11%$2.00M
--KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR 4.21% 11/15/2026----20.00K0.11%$2.00M
--BOFA AUTO TRUST BAAT 2024 1A A3 144A 5.35% 11/15/2028----19.85K0.11%$1.99M
--SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875 3.88% 02/15/2027----20.00K0.11%$1.99M
--GLOBAL PAYMENTS INC SR UNSECURED 11/28 4.5 4.50% 11/15/2028----20.00K0.11%$1.98M
--GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A 4.48% 12/25/2051----21.07K0.11%$1.97M
--SUMISHO AIR LEASE CORP SR UNSECURED 12/27 3.625 3.63% 12/01/2027----20.04K0.11%$1.98M
--VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A 6.26% 12/25/2068----19.52K0.11%$1.95M
--ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 4.25% 08/14/2028----20.00K0.11%$1.97M
--HARDWOOD FUNDING LLC 4A2 4.36% 06/08/2029----20.00K0.11%$1.95M
--ENTERGY CORPORATION 4.06% 09/10/2026----19.00K0.10%$1.89M
--GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR 1.95% 10/21/2027----19.00K0.10%$1.89M
--F+G GLOBAL FUNDING SECURED 144A 04/27 2.3 2.30% 04/11/2027----19.00K0.10%$1.87M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A 5.38% 07/15/2053----18.14K0.10%$1.82M
--CNO GLOBAL FUNDING SECURED 144A 06/27 5.875 5.88% 06/04/2027----18.00K0.10%$1.82M
--TOWD POINT MORTGAGE TRUST TPMT 2026 1 A1A 144A 4.13% 01/25/2066----18.34K0.10%$1.81M
--FANNIE MAE FNR 2025 19 FC 4.78% 03/25/2055----17.81K0.10%$1.80M
--DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/28 VAR 4.46% 01/13/2028----18.00K0.10%$1.81M
--VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR 4.69% 03/25/2027----18.00K0.10%$1.80M
--CHASE MORTGAGE FINANCE CORPORA CHASE 2026 JINV1 A11 144A 4.87% 06/25/2054----17.61K0.10%$1.76M
--FANNIE MAE FNR 2025 79 FA 4.87% 10/25/2055----17.51K0.10%$1.76M
--FREDDIE MAC FHR 5480 FG 4.77% 12/25/2054----17.22K0.10%$1.74M
--FREDDIE MAC FHR 5493 FK 4.77% 01/25/2055----17.26K0.10%$1.75M
--FANNIE MAE FNR 2025 95 F 4.52% 12/25/2053----17.30K0.10%$1.74M
--FREDDIE MAC FHR 5564 FB 4.82% 08/25/2055----16.98K0.10%$1.72M
--HYATT HOTELS CORP SR UNSECURED 03/28 5.05 5.05% 03/30/2028----17.00K0.10%$1.71M
--DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 4.90% 10/01/2026----17.00K0.10%$1.70M
--NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A 4.80% 10/15/2055----17.09K0.09%$1.70M
--BANCO SANTANDER SA 09/27 VAR 1.72% 09/14/2027----17.00K0.09%$1.70M
--FANNIEMAE ACES FNA 2017 M7 A2 2.96% 02/25/2027----16.84K0.09%$1.67M
--FREDDIE MAC FHR 5557 FM 4.72% 07/25/2055----16.50K0.09%$1.66M
--VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A 4.86% 07/20/2032----16.42K0.09%$1.64M
--FANNIE MAE FNR 2024 100 FA 4.72% 06/25/2054----16.12K0.09%$1.63M
--STANDARD CHARTERED PLC SUBORDINATED 144A 02/27 4.3 4.30% 02/19/2027----16.20K0.09%$1.62M
--AMERICAN TOWER CORP SR UNSECURED 01/30 5 5.00% 01/31/2030----16.00K0.09%$1.60M
--LCM LTD PARTNERSHIP LCM 36A A1R 144A 4.82% 01/15/2034----16.00K0.09%$1.60M
--NATIONWIDE BLDG SOCIETY 144A 10/27 VAR 6.56% 10/18/2027----16.00K0.09%$1.61M
--FANNIE MAE FNR 2024 103 FJ 4.82% 01/25/2055----15.58K0.09%$1.58M
--QATAR ENERGY SR UNSECURED 144A 06/29 4.625 4.63% 06/23/2029----16.00K0.09%$1.59M
--ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/27 4.75 4.75% 04/10/2027----15.84K0.09%$1.59M
--HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A 5.23% 01/16/2029----15.56K0.09%$1.56M
--FANNIE MAE FNR 2025 16 FA 4.77% 03/25/2055----15.48K0.09%$1.56M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1A 144A 4.48% 05/16/2050----15.50K0.09%$1.53M
--FNMA POOL BM7575 FN 08/29 VARIABLE 4.81% 08/01/2029----15.27K0.09%$1.54M
--CITADEL LP SR UNSECURED REGS 01/27 4.875 4.88% 01/15/2027----15.28K0.09%$1.53M
--US 2YR NOTE (CBT) SEP26 XCBT 20260930 09/30/2026-----14.09K0.08%-$1.45M
--REPUBLIC OF PANAMA SR UNSECURED 09/27 8.875 8.88% 09/30/2027----14.00K0.08%$1.46M
--FREDDIE MAC FHR 5560 FB 4.62% 06/25/2055----14.19K0.08%$1.44M
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F 4.40% 10/20/2075----14.07K0.08%$1.42M
--SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45 4.45% 05/12/2027----14.23K0.08%$1.42M
--VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 01/27 3.7 3.70% 01/30/2027----14.00K0.08%$1.39M
--AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5 3.50% 11/01/2027----14.25K0.08%$1.40M
--FANNIE MAE FNR 2025 88 KF 4.67% 09/25/2055----13.46K0.08%$1.36M
--INTESA SANPAOLO SPA 144A 01/28 3.875 3.88% 01/12/2028----13.59K0.07%$1.34M
--FREDDIE MAC FHR 5517 FE 4.57% 03/25/2055----13.41K0.07%$1.35M
--ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A 6.14% 10/25/2050----13.31K0.07%$1.35M
--FREDDIE MAC FHR 5511 FG 4.77% 03/25/2055----13.00K0.07%$1.31M
--RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17 2.17% 11/25/2026----13.05K0.07%$1.30M
--BANCO SANTANDER SA 02/28 3.8 3.80% 02/23/2028----13.00K0.07%$1.28M
--US 10YR ULTRA FUT SEP26 XCBT 20260921 09/21/2026----11.40K0.07%$1.26M
--ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809 5.81% 05/08/2027----12.50K0.07%$1.26M
--STRUCTURED ASSET INVESTMENT LO SAIL 2004 8 A1 4.39% 09/25/2034----13.06K0.07%$1.23M
--EVERSOURCE ENERGY SR UNSECURED 03/27 2.9 2.90% 03/01/2027----12.53K0.07%$1.24M
--DEUTSCHE BANK NY 11/27 VAR 4.85% 11/16/2027----12.12K0.07%$1.21M
--HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR 4.75% 06/23/2027----12.00K0.07%$1.21M
--GCAT GCAT 2022 HX1 A1 144A 2.89% 12/27/2066----13.06K0.07%$1.19M
--AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25 3.25% 02/15/2027----11.90K0.07%$1.18M
--GATX CORP SR UNSECURED 09/26 3.25 3.25% 09/15/2026----11.53K0.06%$1.15M
--FREDDIE MAC FHR 5564 PF 4.82% 08/25/2055----11.29K0.06%$1.14M
--ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A 6.52% 07/25/2063----11.43K0.06%$1.14M
--STELLANTIS FIN US INC COMPANY GUAR 144A 01/28 5.625 5.63% 01/12/2028----11.00K0.06%$1.11M
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A 5.06% 03/16/2054----11.17K0.06%$1.11M
--VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 10/28 4.55 4.55% 10/30/2028----11.00K0.06%$1.09M
--FNMA POOL BM7576 FN 09/29 VARIABLE 4.53% 09/01/2029----10.97K0.06%$1.10M
--HCA INC DISC COML PAPER 10/26 ZCP 4.20% 10/05/2026----11.00K0.06%$1.09M
--SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5 5.00% 08/01/2027----10.83K0.06%$1.08M
--FANNIE MAE FNR 2025 99 KF 4.62% 11/25/2055----10.65K0.06%$1.07M
--UPGRADE AUTO RECEIVABLES TRUST UPGA 2025 1A A2 144A 4.54% 05/15/2029----10.67K0.06%$1.07M
--FANNIE MAE FNR 2024 95 KF 4.72% 12/25/2054----10.57K0.06%$1.07M
--NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A 5.02% 07/15/2055----10.57K0.06%$1.05M
--TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A 3.75% 05/25/2058----10.49K0.06%$1.03M
--FREDDIE MAC FHR 5598 FA 4.77% 11/25/2055----10.18K0.06%$1.02M
--FANNIE MAE FNR 2025 54 FM 4.72% 07/25/2055----10.20K0.06%$1.03M
--ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A 4.79% 10/20/2034----10.00K0.06%$1.00M
--BARCLAYS PLC SR UNSECURED 09/27 VAR 6.50% 09/13/2027----10.00K0.06%$1.00M
--FORD MOTOR COMPANY SR UNSECURED 12/26 4.346 4.35% 12/08/2026----10.00K0.06%$999.12K
--SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4 4.40% 09/06/2026----10.00K0.06%$999.82K
--US 5YR NOTE (CBT) SEP26 XCBT 20260930 09/30/2026-----9.37K0.06%-$995.81K
--CITADEL FINANCE LLC COMPANY GUAR 144A 02/29 4.75 4.75% 02/14/2029----10.00K0.06%$982.92K
--GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A 4.97% 11/25/2054----9.88K0.06%$988.73K
--QATARENERGY LNG S3 SR SECURED 144A 09/27 6.332 6.33% 09/30/2027----9.77K0.05%$978.64K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A 4.69% 09/15/2054----9.49K0.05%$947.59K
--SUMISHO AIR LEASE CORP SR UNSECURED 01/27 2.2 2.20% 01/15/2027----9.47K0.05%$937.76K
--BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55 5.55% 04/09/2027----9.32K0.05%$936.99K
--NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A 4.79% 04/15/2069----9.21K0.05%$918.40K
--FREDDIE MAC FHR 5601 F 4.52% 11/25/2055----9.12K0.05%$919.52K
--FANNIE MAE FNR 2025 35 FB 4.62% 05/25/2055----9.02K0.05%$912.21K
--FIRSTENERGY CORP SR UNSECURED 07/27 3.9 3.90% 07/15/2027----9.01K0.05%$896.15K
--TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A 2.25% 12/25/2061----9.22K0.05%$906.43K
--CCNGFIUS2 NOMURA GLOBAL BOC 3.63% 12/31/2030-----8.90K0.05%-$890.00K
--AON NORTH AMERICA INC COMPANY GUAR 03/27 5.125 5.13% 03/01/2027----9.00K0.05%$903.25K
--WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45 3.45% 11/15/2026----8.75K0.05%$872.73K
--REPUBLIC OF PANAMA SR UNSECURED 03/28 3.875 3.88% 03/17/2028----9.00K0.05%$886.95K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A 5.09% 10/16/2056----8.59K0.05%$854.66K
--FANNIE MAE FNR 2025 88 FM 4.52% 08/25/2055----8.47K0.05%$854.22K
--ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A 4.59% 03/15/2034----8.37K0.05%$838.76K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF 4.57% 05/20/2055----8.43K0.05%$852.06K
--FREDDIE MAC FHR 5510 FA 4.60% 02/25/2055----8.28K0.05%$836.66K
--TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 C A3 5.16% 04/17/2028----8.48K0.05%$849.90K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA 4.39% 09/20/2075----8.34K0.05%$838.51K
--CCWFSCUS3 BNF CCPC 12/30 VAR 1 3.23% 12/31/2030----8.27K0.05%$827.00K
--SK TELECOM CO LTD SR UNSECURED REGS 07/27 6.625 6.63% 07/20/2027----8.00K0.04%$816.01K
--FANNIE MAE FNR 2025 35 FM 4.67% 05/25/2055----7.90K0.04%$800.16K
--DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A 4.88% 07/17/2034----8.00K0.04%$800.86K
--BANCO SANTANDER SA 03/28 VAR 5.01% 03/14/2028----8.00K0.04%$803.69K
--CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 9A AR 144A 4.84% 10/20/2034----8.00K0.04%$801.19K
--BANCO SANTANDER CHILE SR UNSECURED 144A 11/30 4.55 4.55% 11/20/2030----8.00K0.04%$787.01K
--NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A 4.92% 02/21/2061----7.95K0.04%$795.74K
--PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/27 4.4 4.40% 07/01/2027----7.88K0.04%$786.72K
--VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A 5.71% 01/25/2069----7.64K0.04%$763.84K
--MORGAN STANLEY MORTGAGE LOAN T MSM 2005 6AR 1M6 4.92% 11/25/2035----7.55K0.04%$753.79K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A 4.69% 09/15/2054----7.57K0.04%$753.89K
--MARATHON PETROLEUM CORP SR UNSECURED 12/26 5.125 5.13% 12/15/2026----7.28K0.04%$728.63K
--RFR USD SOFR/4.00000 10/05/26-4Y* LCH 11/30/2030----1.74M0.04%$714.24K
--FREDDIE MAC FHR 5593 FB 4.52% 11/25/2055----7.08K0.04%$714.01K
--BANK LEUMI LE ISRAEL SR UNSECURED 144A REGS 06/29 5 5.34% 06/29/2029----7.00K0.04%$702.74K
--FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95 4.95% 05/28/2027----7.00K0.04%$700.38K
--CANADIAN NATL RESOURCES SR UNSECURED 12/29 5 5.00% 12/15/2029----7.00K0.04%$704.75K
--AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A 4.81% 01/20/2037----7.00K0.04%$700.30K
--FREDDIE MAC FHR 5565 FB 4.57% 08/25/2055----6.74K0.04%$677.74K
--CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A 5.83% 02/15/2028----6.83K0.04%$684.22K
--CONAGRA BRANDS INC SR UNSECURED 10/26 5.3 5.30% 10/01/2026----6.86K0.04%$686.82K
--FREDDIE MAC FHR 5491 FL 4.82% 01/25/2055----6.65K0.04%$673.90K
--NAVIENT STUDENT LOAN TRUST NAVSL 2020 GA A 144A 1.17% 09/16/2069----7.15K0.04%$671.67K
--CCFARIUS1 WELLS FARGO BOC SWBC CCFARIUS1 WELLS FARGO BOC SWB 3.63% 12/31/2030-----6.50K0.04%-$650.00K
--BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A 5.53% 02/15/2028----6.40K0.04%$641.92K
--MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A 4.48% 09/25/2051----6.82K0.04%$638.04K
--NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A 3.50% 12/25/2057----6.25K0.03%$605.40K
--SMITH + NEPHEW PLC SR UNSECURED 03/27 5.15 5.15% 03/20/2027----6.15K0.03%$616.88K
--FREDDIE MAC FHR 5573 FB 4.52% 09/25/2055----5.99K0.03%$604.39K
--BOEING CO/THE SR UNSECURED 05/27 6.259 6.26% 05/01/2027----6.00K0.03%$606.67K
--VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5 4.50% 09/01/2026----6.00K0.03%$600.00K
--TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/26 4 4.00% 08/15/2026----6.00K0.03%$600.00K
--CHASE AUTO OWNER TRUST CHAOT 2024 5A A3 144A 4.18% 08/27/2029----5.98K0.03%$597.31K
--WELLS FARGO HOME EQUITY TRUST WFHET 2004 1 1A 4.44% 04/25/2034----6.10K0.03%$598.60K
--VICI PROPERTIES LP SR UNSECURED 04/28 4.75 4.75% 04/01/2028----6.00K0.03%$599.35K
--SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A2A 144A 3.91% 08/20/2029----6.00K0.03%$598.77K
--VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75 5.75% 02/01/2027----6.00K0.03%$601.35K
--FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 4.16% 04/25/2036----5.92K0.03%$582.07K
--FANNIE MAE FNR 2025 4 FB 4.82% 12/25/2053----5.74K0.03%$578.36K
--AMCOR FLEXIBLES NORTH AM COMPANY GUAR 09/26 3.1 3.10% 09/15/2026----5.50K0.03%$549.35K
--FANNIE MAE FNR 2025 6 FA 4.87% 02/25/2055----5.35K0.03%$543.00K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2020 A A2A 144A 2.23% 09/15/2037----5.55K0.03%$541.11K
--TREASURY BILL 09/26 0.00000 0.01% 09/24/2026----5.48K0.03%$545.61K
--SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9 1.90% 10/15/2026----5.50K0.03%$547.57K
--317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909 09/09/2026----1.22M0.03%$513.69K
--FANNIEMAE ACES FNA 2017 M12 A2 3.07% 06/25/2027----5.23K0.03%$517.39K
--NAVIENT STUDENT LOAN TRUST NAVSL 2021 A A 144A 0.84% 05/15/2069----5.75K0.03%$528.19K
--MFRA TRUST MFRA 2023 NQM4 A1 144A 6.11% 12/25/2068----5.13K0.03%$514.58K
--HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375 3.38% 03/24/2027----5.00K0.03%$496.91K
--FREDDIE MAC FHR 5500 QF 4.62% 09/25/2054----4.90K0.03%$495.00K
--KKR FINANCIAL CLO LTD KKR 27A A1R2 144A 4.86% 01/15/2035----5.00K0.03%$500.29K
--BARCLAYS PLC SR UNSECURED 11/27 VAR 2.28% 11/24/2027----5.11K0.03%$507.92K
--SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 4.88% 02/01/2027----4.96K0.03%$496.57K
--NEW ZEALAND DOLLAR----850.86K0.03%$502.01K
--GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A 4.99% 04/17/2034----5.10K0.03%$510.48K
--GNMA II POOL DJ9049 G2 06/55 FIXED 7 7.00% 06/20/2055----4.93K0.03%$507.07K
--FANNIE MAE FNR 2025 12 EF 4.53% 03/25/2055----4.93K0.03%$497.37K
--NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A 0.94% 10/25/2058----5.28K0.03%$509.96K
--JAMESTOWN CLO LTD JTWN 2021 16A AR 144A 4.93% 07/25/2034----5.00K0.03%$500.53K
--CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67 2.67% 12/01/2026----5.00K0.03%$497.17K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA 4.77% 06/20/2055----4.92K0.03%$498.09K
--STELLANTIS FIN US INC COMPANY GUAR REGS 01/27 1.711 1.71% 01/29/2027----5.00K0.03%$492.77K
--FANNIEMAE ACES FNA 2017 M4 A2 2.57% 12/25/2026----4.83K0.03%$479.84K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA 4.77% 07/20/2055----4.54K0.03%$459.50K
--FREDDIE MAC FHR 5508 FB 4.62% 02/25/2055----4.75K0.03%$475.45K
--RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A 3.23% 08/25/2033----4.76K0.03%$441.60K
--NOMURA HOLDINGS INC SR UNSECURED 07/27 5.386 5.39% 07/06/2027----4.50K0.03%$453.64K
--CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A 5.12% 06/25/2055----4.47K0.03%$449.11K
--VICI PROPERTIES / NOTE COMPANY GUAR REGS 02/27 3.75 3.75% 02/15/2027----4.16K0.02%$414.12K
--SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84 1.84% 04/15/2027----4.25K0.02%$417.00K
--AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/27 6.45 6.45% 04/15/2027----4.00K0.02%$404.46K
--FREDDIE MAC FHR 5580 FP 4.57% 09/25/2055----4.05K0.02%$409.18K
--NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A 5.24% 07/16/2040----4.16K0.02%$416.63K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A 1.60% 09/15/2054----4.27K0.02%$405.05K
--FREDDIE MAC FHR 5584 DF 4.52% 10/25/2055----4.15K0.02%$418.03K
--FNMA POOL AE0287 FN 02/38 FIXED VAR 5.50% 02/01/2038----4.05K0.02%$400.57K
--ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A 5.04% 10/25/2040----4.00K0.02%$393.45K
--FREDDIE MAC FHR 5439 FJ 4.72% 08/25/2054----3.84K0.02%$388.01K
--BAYER US FINANCE LLC COMPANY GUAR REGS 11/26 6.125 6.13% 11/21/2026----4.00K0.02%$401.07K
--JERA CO INC SR UNSECURED REGS 04/27 3.665 3.67% 04/14/2027----4.00K0.02%$397.71K
--TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A 2.25% 11/25/2061----4.27K0.02%$401.44K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H22 EF 4.37% 10/20/2072----3.97K0.02%$397.97K
--RFR USD SOFR/3.75000 12/17/25-7Y CME 12/17/2032----172.55K0.02%$400.32K
--PNC BANK NA SR UNSECURED 07/28 VAR 4.37% 07/21/2028----4.00K0.02%$400.58K
--MITSUBISHI HC CAPITAL SR UNSECURED REGS 09/27 5.08 5.08% 09/15/2027----4.00K0.02%$401.45K
--FREDDIE MAC FHR 5607 FA 4.52% 12/25/2055----3.76K0.02%$377.17K
--BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1 4.16% 02/25/2034----3.78K0.02%$359.21K
--FED HM LN PC POOL N39008 FG 09/38 FIXED 5.5 5.50% 09/01/2038----3.62K0.02%$367.87K
--PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A 6.22% 11/25/2068----3.64K0.02%$364.31K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA 4.57% 01/20/2054----3.50K0.02%$353.29K
--CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A 5.84% 01/18/2028----3.65K0.02%$365.39K
--JPY260902 09/02/2026----2.24K0.02%$356.78K
--GNMA II POOL MA5042 G2 10/38 FIXED 7 7.00% 10/20/2038----3.27K0.02%$334.22K
--TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A 4.84% 05/25/2058----3.34K0.02%$338.90K
--GOLDMAN GSCT CASH COLL BORKER 3.63% 12/31/2030-----3.40K0.02%-$340.00K
--FREDDIE MAC FHR 5500 AF 4.62% 02/25/2055----3.38K0.02%$337.87K
--FNMA POOL AW1120 FN 11/34 FIXED 5 5.00% 11/01/2034----3.43K0.02%$339.14K
--BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE7 M1 4.74% 08/25/2034----3.57K0.02%$349.90K
--FANNIE MAE FNR 2025 16 FM 4.57% 01/25/2055----3.15K0.02%$317.50K
--3 MONTH SOFR FUT DEC27 XCME 20280314 03/14/2028-----3.44K0.02%-$329.99K
--FANNIE MAE FNR 2025 40 F 4.62% 02/25/2055----3.20K0.02%$323.65K
--317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909 09/09/2026----706.97K0.02%$296.93K
--CEDAR FUNDING LTD CEDF 2016 6A AR3 144A 4.82% 04/20/2034----3.00K0.02%$300.37K
--NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A 2.46% 11/15/2068----3.10K0.02%$300.99K
--DEUTSCHE CASH COLL BROKER 3.63% 12/31/2030-----3.00K0.02%-$300.00K
--FORD CREDIT AUTO LEASE TRUST FORDL 2025 A A2B 4.04% 08/15/2027----3.03K0.02%$302.70K
--LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A3 144A 5.61% 08/15/2028----3.03K0.02%$303.63K
--GSAMP TRUST GSAMP 2006 HE4 A2D 4.36% 06/25/2036----3.16K0.02%$306.70K
--GBP999999 08/13/2026----419.19K0.02%$310.20K
--CHF999999 08/13/2026----345.58K0.02%$279.92K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A 5.08% 03/15/2056----2.75K0.02%$279.07K
--CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A 5.82% 08/10/2028----2.72K0.01%$272.48K
--SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A 1.95% 02/15/2046----2.92K0.01%$274.91K
--WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A2 3.77% 07/25/2037----2.91K0.01%$263.94K
--317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209 12/09/2026----1.75M0.01%$262.23K
--TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A 4.48% 11/20/2061----2.73K0.01%$272.47K
--NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A 3.50% 10/25/2059----2.70K0.01%$250.17K
--TREASURY BILL 10/26 0.00000 0.01% 10/22/2026----2.46K0.01%$244.21K
--GECU AUTO RECEIVABLES TRUST GECU 2023 1A A3 144A 5.63% 08/15/2028----2.52K0.01%$252.32K
--FANNIE MAE FNR 2025 12 FG 4.57% 03/25/2055----2.42K0.01%$244.13K
--NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1 4.77% 11/25/2034----2.59K0.01%$257.39K
--LADDER CAP FIN LLLP/CORP COMPANY GUAR REGS 02/27 4.25 4.25% 02/01/2027----2.45K0.01%$243.60K
--SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1 4.18% 07/20/2036----2.89K0.01%$245.84K
--WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR8 A2 4.64% 06/25/2044----2.55K0.01%$255.54K
--FNMA POOL AC4532 FN 01/34 FIXED 5 5.00% 01/01/2034----2.53K0.01%$251.50K
--US ULTRA BOND CBT SEP26 XCBT 20260921 09/21/2026----2.29K0.01%$252.88K
--FED HM LN PC POOL ZT0704 FR 03/48 FIXED 3 3.00% 03/01/2048----2.67K0.01%$233.15K
--NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A 1.31% 01/15/2069----2.45K0.01%$232.98K
--STRUCTURED ASSET INVESTMENT LO SAIL 2004 2 A4 4.54% 03/25/2034----2.28K0.01%$241.46K
--CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 8A1 6.17% 02/25/2037----2.09K0.01%$207.01K
--VENTURE CDO LTD VENTR 2019 36A A1AR 144A 5.12% 04/20/2032----2.21K0.01%$221.34K
--TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A 4.84% 10/25/2059----2.03K0.01%$203.54K
--WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR 4.43% 01/24/2028----2.04K0.01%$204.33K
--SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A 4.39% 03/17/2053----1.91K0.01%$189.32K
--KIA CORP SR UNSECURED REGS 10/27 3.5 3.50% 10/25/2027----2.00K0.01%$197.62K
--GNMA II POOL 004670 G2 04/40 FIXED 4 4.00% 04/20/2040----2.22K0.01%$200.86K
--GNMA II POOL 787993 G2 06/55 FIXED 7 7.00% 06/20/2055----1.69K0.01%$172.08K
--ICG US CLO LTD ICG 2015 2RA A1R 144A 4.78% 01/16/2033----1.73K0.01%$172.71K
--RFR USD SOFR/3.65000 09/11/26-1Y LCH 09/11/2027----382.80K0.01%$156.95K
--CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5 4.50% 04/14/2027----1.60K0.01%$159.68K
--JPY999999 08/13/2026-----1.07K0.01%-$169.92K
--CNO GLOBAL FUNDING SECURED REGS 12/27 4.875 4.88% 12/10/2027----1.65K0.01%$165.05K
--FNMA POOL BC4710 FN 10/46 FIXED 3 3.00% 10/01/2046----1.92K0.01%$169.77K
--ENERGY TRANSFER LP SR UNSECURED 06/27 5.5 5.50% 06/01/2027----1.47K0.01%$147.84K
--FNMA POOL 256372 FN 07/36 FIXED 6.5 6.50% 07/01/2036----1.39K0.01%$139.55K
--ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A 1.96% 10/25/2061----1.79K0.01%$151.25K
--GCAT GCAT 2019 RPL1 A1 144A 2.65% 10/25/2068----1.39K0.01%$136.28K
--ANGEL OAK MORTGAGE TRUST AOMT 2020 4 A1 144A 1.47% 06/25/2065----1.49K0.01%$146.39K
--NZD999999 08/13/2026-----82.34K0.01%-$139.99K
--FNMA POOL AD0893 FN 01/39 FIXED VAR 6.00% 01/01/2039----1.44K0.01%$145.11K
--COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15 4.15% 08/15/2026----1.50K0.01%$149.96K
--RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX1 M2 4.93% 03/25/2035----1.45K0.01%$145.18K
--GNMA II POOL 005164 G2 08/41 FIXED 5.5 5.50% 08/20/2041----1.44K0.01%$142.06K
--PRKCM TRUST PRKCM 2024 AFC1 A1 144A 6.33% 03/25/2059----1.52K0.01%$152.04K
--CNH999999 08/13/2026-----17.78K0.01%-$119.99K
--RFR USD SOFR/3.75000 09/17/25-5Y CME 09/17/2030----97.49K0.01%$128.68K
--FED HM LN PC POOL H19005 FG 01/37 FIXED 5.5 5.50% 01/01/2037----1.36K0.01%$134.72K
--FNMA POOL 891367 FN 04/36 FIXED 4.75 4.75% 04/01/2036----1.36K0.01%$134.61K
--FIRST HORIZON ALTERNATIVE MORT FHAMS 2004 AA7 2A1 5.31% 02/25/2035----1.22K0.01%$117.90K
--RAAC SERIES RAAC 2006 RP4 M1 144A 4.39% 01/25/2046----1.08K0.01%$108.30K
--CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 5 2A2 4.44% 07/25/2033----1.13K0.01%$112.57K
--JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A2 4.73% 07/25/2035----1.04K0.01%$99.19K
--FNMA POOL 738753 FN 09/33 FIXED 6 6.00% 09/01/2033----1.04K0.01%$104.28K
--CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 4A A1 144A 4.07% 10/25/2035----1.15K0.01%$111.74K
--FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1 4.66% 08/25/2034----875.4630.01%$84.48K
--GNMA II POOL 758659 G2 03/41 FIXED 4.5 4.50% 03/20/2041----913.8480.01%$87.33K
--FNMA POOL 852504 FN 09/35 FIXED 5.35 5.35% 09/01/2035----871.3730.01%$85.48K
--FNMA POOL 819457 FN 02/35 FIXED 4.75 4.75% 02/01/2035----879.6720.01%$86.91K
--GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU 2.50% 10/20/2049----921.4870.01%$81.09K
--MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A9 2A1C 5.38% 12/25/2035----856.3410.01%$84.09K
--FREDDIE MAC FHR 4948 E 2.50% 10/25/2048----1.07K0.01%$97.10K
--BRL260902 09/02/2026-----15.91K0.01%-$82.58K
--MXN261216 12/16/2026----5.61K0.01%$96.82K
--SAXON ASSET SECURITIES TRUST SAST 2005 1 M2 1.45% 05/25/2035----695.340.00%$67.75K
--GNMA II POOL 004262 G2 10/38 FIXED 7 7.00% 10/20/2038----782.1450.00%$79.98K
--FNMA POOL MA1253 FN 11/42 FIXED 4 4.00% 11/01/2042----794.1910.00%$75.39K
--NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A 4.50% 05/25/2058----660.0320.00%$63.49K
--FNMA POOL 918929 FN 04/37 FIXED 5.5 5.50% 04/01/2037----806.3890.00%$79.91K
--FNMA POOL 944530 FN 07/47 FIXED 6 6.00% 07/01/2047----720.3130.00%$72.56K
--FED HM LN PC POOL U31817 FG 03/38 FIXED 5.4 5.40% 03/01/2038----637.360.00%$64.41K
--CAD260902 09/02/2026-----50.82K0.00%-$70.64K
--FNMA POOL 895567 FN 04/36 FIXED 5.45 5.45% 04/01/2036----666.9470.00%$65.96K
--SGD260902 09/02/2026-----54.34K0.00%-$69.56K
--GNMA II POOL 004949 G2 02/41 FIXED 4 4.00% 02/20/2041----872.4650.00%$79.84K
--STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A 1.49% 04/25/2065----781.9090.00%$77.32K
--RFR USD SOFR/4.00000 10/05/26-4Y* CME 11/30/2030----172.50K0.00%$74.17K
--PLN999999 08/13/2026-----21.44K0.00%-$79.95K
--FED HM LN PC POOL B32059 FG 09/37 FIXED 5.4 5.40% 09/01/2037----669.3350.00%$67.56K
--GNMA II POOL 716993 G2 06/39 FIXED 5.4 5.40% 06/20/2039----727.9590.00%$73.44K
--GNMA POOL 799863 GN 04/42 FIXED 3.75 3.75% 04/15/2042----753.1570.00%$69.76K
--SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2 4.51% 01/25/2035----811.8120.00%$74.15K
--GNMA II POOL 734402 G2 04/41 FIXED 4.5 4.50% 04/20/2041----649.4810.00%$62.21K
--FNMA POOL MA0565 FN 09/40 FIXED 5.5 5.50% 09/01/2040----573.5620.00%$57.69K
--ASSET BACKED SECURITIES CORP H ABSHE 2004 HE3 M1 4.65% 06/25/2034----516.3630.00%$54.37K
--GNMA II POOL 004918 G2 01/41 FIXED 4 4.00% 01/20/2041----684.6640.00%$62.65K
--FED HM LN PC POOL P51309 FG 07/37 FIXED 5.5 5.50% 07/01/2037----570.6010.00%$56.40K
--GNMA II POOL 723581 G2 04/35 FIXED 5.5 5.50% 04/20/2035----628.7860.00%$62.63K
--IMPAC CMB TRUST IMM 2004 10 1A1 4.48% 03/25/2035----524.1690.00%$51.54K
--GNMA II POOL AV9440 G2 11/46 FIXED 3 3.00% 11/20/2046----651.4010.00%$56.84K
--MLCC MORTGAGE INVESTORS INC MLCC 2004 A A1 4.30% 04/25/2029----503.0930.00%$46.32K
--317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909 09/09/2026----119.40K0.00%$50.15K
--US 10YR NOTE (CBT)SEP26 XCBT 20260921 09/21/2026----428.6970.00%$46.49K
--FNMA POOL 972781 FN 01/38 FIXED 5.35 5.35% 01/01/2038----485.5940.00%$47.97K
--FED HM LN PC POOL U30321 FG 02/37 FIXED 5 5.00% 02/01/2037----495.0410.00%$49.29K
--FNMA POOL 941742 FN 07/37 FIXED 5.35 5.35% 07/01/2037----633.330.00%$62.60K
--FED HM LN PC POOL K30066 FG 06/47 FIXED 5.5 5.50% 06/01/2047----486.4890.00%$48.65K
--FED HM LN PC POOL P51262 FG 02/37 FIXED 5.5 5.50% 02/01/2037----485.4580.00%$48.11K
--FNMA POOL 995092 FN 12/37 FIXED VAR 6.50% 12/01/2037----448.4580.00%$45.19K
--FNMA POOL 888796 FN 09/37 FIXED VAR 6.00% 09/01/2037----460.8480.00%$46.34K
--IDR260916 09/16/2026-----2.5860.00%-$46.25K
--FED HM LN PC POOL U32423 FG 11/38 FIXED 5.4 5.40% 11/01/2038----619.7090.00%$62.49K
--GNMA II POOL 688058 G2 08/38 FIXED 4.5 4.50% 08/20/2038----631.3910.00%$61.24K
--GNMA POOL 672295 GN 01/38 FIXED 5.35 5.35% 01/15/2038----582.2850.00%$59.21K
--THB260916 09/16/2026----1.65K0.00%$54.50K
--GNMA POOL 671883 GN 06/37 FIXED 5.35 5.35% 06/15/2037----490.0350.00%$49.79K
--FED HM LN PC POOL N31493 FG 02/38 FIXED 5 5.00% 02/01/2038----566.7150.00%$56.63K
--AUD260902 09/02/2026----35.28K0.00%$50.09K
--FED HM LN PC POOL K30023 FG 02/47 FIXED 5.5 5.50% 02/01/2047----573.6950.00%$57.37K
--GNMA II POOL 627122 G2 03/34 FIXED 5.5 5.50% 03/20/2034----576.4660.00%$56.91K
--FED HM LN PC POOL P51299 FG 07/37 FIXED 5.5 5.50% 07/01/2037----363.8920.00%$36.24K
--FED HM LN PC POOL N31005 FG 08/33 FIXED 5.5 5.50% 08/01/2033----387.6020.00%$38.66K
--ILS260908 09/08/2026-----12.32K0.00%-$36.95K
--FNMA POOL 820191 FN 05/35 FIXED 5 5.00% 05/01/2035----323.9060.00%$31.88K
--GNMA II POOL BK5879 G2 11/48 FIXED 4.5 4.50% 11/20/2048----437.8260.00%$40.84K
--FNMA POOL 256890 FN 09/37 FIXED 6 6.00% 09/01/2037----355.3720.00%$36.40K
--GNMA II POOL 799902 G2 03/42 FIXED 3.74 3.74% 03/20/2042----368.0270.00%$32.93K
--MXN260917 09/17/2026----1.78K0.00%$30.45K
--FNMA POOL 833303 FN 05/35 FIXED 5.15 5.15% 05/01/2035----292.9890.00%$28.83K
--FED HM LN PC POOL H09098 FG 10/37 FIXED 6.5 6.50% 10/01/2037----430.1630.00%$43.21K
--FNMA POOL AB6113 FN 08/42 FIXED 4 4.00% 08/01/2042----429.0990.00%$41.64K
--FNMA POOL AB6261 FN 09/42 FIXED 4 4.00% 09/01/2042----314.6340.00%$29.87K
--FED HM LN PC POOL U30400 FG 06/37 FIXED 5.55 5.55% 06/01/2037----305.6640.00%$31.04K
--FED HM LN PC POOL P51237 FG 11/36 FIXED 6.5 6.50% 11/01/2036----347.2040.00%$35.28K
--WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B2 4.70% 10/25/2045----383.6420.00%$36.50K
--COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA6 A1A 4.12% 06/25/2037----449.4390.00%$41.27K
--GNMA POOL 679071 GN 11/37 FIXED 5.35 5.35% 11/15/2037----343.1550.00%$34.89K
--FNMA POOL 879922 FN 11/35 FIXED 5 5.00% 11/01/2035----303.3030.00%$29.86K
--GNMA II POOL MA0082 G2 05/42 FIXED 3.5 3.50% 05/20/2042----450.2250.00%$39.27K
--FNMA POOL AO3529 FN 06/42 FIXED 4 4.00% 06/01/2042----418.4820.00%$39.80K
--GNMA POOL AA0060 GN 04/42 FIXED 3.7 3.70% 04/15/2042----372.1980.00%$34.08K
--FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF1 M1 4.59% 11/25/2034----335.7830.00%$33.25K
--GNMA II POOL MA1084 G2 06/43 FIXED 4 4.00% 06/20/2043----443.290.00%$40.57K
--CHF260902 09/02/2026-----53.65K0.00%-$43.46K
--FED HM LN PC POOL G80365 FG 10/38 FIXED 6.5 6.50% 10/17/2038----310.5950.00%$31.60K
--FNMA POOL AS0070 FN 08/43 FIXED 4 4.00% 08/01/2043----393.8780.00%$37.39K
--GNMA II POOL AH5878 G2 03/44 FIXED 3.75 3.75% 03/20/2044----365.4060.00%$32.82K
--FNMA POOL MA2953 FN 03/47 FIXED 4 4.00% 03/01/2047----407.8690.00%$38.16K
--NZD260902 09/02/2026-----22.52K0.00%-$38.29K
--FNMA POOL 255990 FN 11/35 FIXED 5 5.00% 11/01/2035----409.330.00%$40.27K
--ILS260812 08/12/2026----11.97K0.00%$35.90K
--TREASURY BILL 12/26 0.00000 0.01% 12/01/2026----309.9950.00%$30.64K
--PLN260904 09/04/2026----4.86K0.00%$18.12K
--FED HM LN PC POOL U30402 FG 06/37 FIXED 5.55 5.55% 06/01/2037----182.3310.00%$18.58K
--FNMA POOL 952320 FN 10/37 FIXED 6.5 6.50% 10/01/2037----151.5770.00%$14.97K
--FNMA POOL AL2591 FN 05/38 FIXED VAR 5.50% 05/01/2038----209.7730.00%$20.78K
--GNMA POOL 662867 GN 12/36 FIXED 5.35 5.35% 12/15/2036----159.1550.00%$16.14K
--FNMA POOL 255538 FN 11/34 FIXED 5.5 5.50% 11/01/2034----99.5950.00%$9.81K
--INR260916 09/16/2026----256.8610.00%$24.56K
--FNMA POOL 519281 FN 09/29 FIXED 5.34 5.34% 09/01/2029----261.8690.00%$26.08K
--CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A 4.14% 08/25/2035----120.8960.00%$11.86K
--CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 1A A2 144A 4.04% 01/25/2036----195.220.00%$18.87K
--FED HM LN PC POOL N31476 FG 12/37 FIXED 5 5.00% 12/01/2037----100.9210.00%$9.96K
--BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2 5.04% 05/25/2035----129.030.00%$12.47K
--GBP260902 09/02/2026----32.63K0.00%$24.15K
--FED HM LN PC POOL H09069 FG 09/37 FIXED 6.5 6.50% 09/01/2037----102.0620.00%$10.39K
--INR261014 10/14/2026----176.1130.00%$16.88K
--GNMA POOL 672173 GN 09/37 FIXED 5.35 5.35% 09/15/2037----226.1390.00%$22.99K
--GNMA II POOL AA0711 G2 07/42 FIXED 3.74 3.74% 07/20/2042----289.3640.00%$25.86K
--FNMA POOL 801506 FN 09/34 FIXED 4.75 4.75% 09/01/2034----268.850.00%$26.33K
--GNMA II POOL 005201 G2 10/41 FIXED 4 4.00% 10/20/2041----237.240.00%$21.71K
--FNMA POOL 847106 FN 10/35 FIXED 5.5 5.50% 10/01/2035----152.8190.00%$15.13K
--GSAA HOME EQUITY TRUST GSAA 2007 7 A4 4.38% 07/25/2037----195.320.00%$19.18K
--FED HM LN PC POOL H03252 FG 10/37 FIXED 6.5 6.50% 10/01/2037----107.4270.00%$10.71K
--FNMA POOL AW0293 FN 02/44 FIXED 4 4.00% 02/01/2044----143.3580.00%$13.52K
--FED HM LN PC POOL L00007 FG 03/35 FIXED 5.5 5.50% 03/01/2035----97.8330.00%$9.83K
--FNMA POOL MA2313 FN 06/45 FIXED 4 4.00% 06/01/2045----149.2420.00%$14.04K
--FNMA POOL 910758 FN 01/37 FIXED 5.5 5.50% 01/01/2037----130.4410.00%$12.87K
--GNMA II POOL 004239 G2 09/38 FIXED 6 6.00% 09/20/2038----138.5380.00%$14.04K
--FNMA POOL AL6513 FN 07/44 FIXED VAR 5.00% 07/01/2044----169.0450.00%$16.87K
--FNMA POOL 922855 FN 11/36 FIXED 5.5 5.50% 11/01/2036----166.6860.00%$16.85K
--ILS261015 10/15/2026-----5.22K0.00%-$15.65K
--FED HM LN PC POOL H01774 FG 09/37 FIXED 6.5 6.50% 09/01/2037----220.2640.00%$22.47K
--FNMA POOL 924068 FN 05/37 FIXED 6.5 6.50% 05/01/2037----159.1510.00%$15.77K
--WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A 4.38% 06/25/2046----186.2370.00%$16.42K
--FNMA POOL 257213 FN 04/48 FIXED 6 6.00% 04/01/2048----123.5810.00%$12.45K
--COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M1 2.91% 03/25/2036----97.6940.00%$9.76K
--GNMA II POOL 004492 G2 07/39 FIXED 6.5 6.50% 07/20/2039----262.6250.00%$26.82K
--FED HM LN PC POOL H09070 FG 09/37 FIXED 6.5 6.50% 09/01/2037----150.5430.00%$15.52K
--GNMA II POOL 004182 G2 07/38 FIXED 5.5 5.50% 07/20/2038----143.6670.00%$14.20K
--FED HM LN PC POOL H09152 FG 02/38 FIXED 6.5 6.50% 02/01/2038----225.9030.00%$22.92K
--INR260930 09/30/2026----127.6820.00%$12.22K
--FNMA POOL 800447 FN 10/34 FIXED 5 5.00% 10/01/2034----177.7940.00%$17.08K
--THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3 5.13% 04/25/2045----223.8150.00%$22.06K
--FNMA POOL 819230 FN 02/35 FIXED 5.35 5.35% 02/01/2035----261.0780.00%$25.73K
--FNMA POOL MA1137 FN 07/42 FIXED 4 4.00% 07/01/2042----260.4090.00%$24.16K
--FED HM LN PC POOL H00962 FG 07/37 FIXED 6.5 6.50% 07/01/2037----131.5350.00%$13.32K
--POLISH ZLOTY-----7.38K0.00%-$1.99K
--IDR261216 12/16/2026-----0.0360.00%-$639.95
--YUAN RENMINBI OFFSHORE----23.2670.00%$3.49
--CANADIAN DOLLAR----1.22K0.00%$881.96
--ILS260820 08/20/2026-----25.620.00%-$76.86
--TWD260817 08/17/2026-----44.0330.00%-$1.42K
--FED HM LN PC POOL N31137 FG 09/34 FIXED 5.5 5.50% 09/01/2034----50.2120.00%$5.01K
--FNMA POOL 254670 FN 02/33 FIXED 5.5 5.50% 02/01/2033----1.7630.00%$176.97
--FNMA POOL 499703 FN 05/29 FIXED 6 6.00% 05/01/2029----3.9320.00%$393.21
--SEQUOIA MORTGAGE TRUST SEMT 2003 2 A1 4.44% 06/20/2033----0.3750.00%$37.51
--FED HM LN PC POOL P00039 FG 05/33 FIXED 6 6.00% 05/01/2033----69.2260.00%$6.95K
--FNMA POOL 256860 FN 08/37 FIXED 6.5 6.50% 08/01/2037----4.2080.00%$430.79
--FNMA POOL 871039 FN 02/37 FIXED 5.5 5.50% 02/01/2037----39.4940.00%$3.92K
--MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 2A2 6.01% 04/21/2034----86.6420.00%$8.64K
--BRL261002 10/02/2026----1.24K0.00%$6.49K
--FNMA POOL 535994 FN 06/31 FIXED VAR 6.00% 06/01/2031----5.1910.00%$533.23
--FNMA POOL 870801 FN 10/36 FIXED 5.5 5.50% 10/01/2036----4.6380.00%$462.23
--SWISS FRANC----47.2030.00%$58.06
--GSR MORTGAGE LOAN TRUST GSR 2003 9 A2 6.43% 08/25/2033----52.3070.00%$5.18K
--GNMA II POOL 754366 G2 03/42 FIXED 4 4.00% 03/20/2042----44.0980.00%$4.11K
--FNMA POOL 944066 FN 07/37 FIXED 6.5 6.50% 07/01/2037----5.8830.00%$583.81
--FNMA POOL 596705 FN 04/32 FIXED 6 6.00% 04/01/2032----57.6440.00%$5.83K
--BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 5.63% 02/25/2033----0.6690.00%$69.72
--FNMA POOL 257044 FN 01/38 FIXED 6 6.00% 01/01/2038----14.4710.00%$1.48K
--FNMA POOL 256526 FN 12/36 FIXED 6 6.00% 12/01/2036----7.6770.00%$785.4
--FED HM LN PC POOL H09117 FG 11/37 FIXED 6.5 6.50% 11/01/2037----38.8690.00%$3.86K
--FNMA POOL 888970 FN 06/37 FIXED VAR 5.00% 06/01/2037----52.9410.00%$5.29K
--FNMA POOL 889187 FN 07/33 FIXED VAR 5.00% 07/01/2033----69.210.00%$6.85K
--FED HM LN PC POOL N31368 FG 01/37 FIXED 5 5.00% 01/01/2037----48.3040.00%$4.83K
--FNMA POOL 889154 FN 02/38 FIXED VAR 5.00% 02/01/2038----22.1350.00%$2.11K
--FNMA POOL 899432 FN 05/37 FIXED 6 6.00% 05/01/2037----0.3580.00%$35.12
--ILS261008 10/08/2026----2.94K0.00%$8.82K
--SWEDISH KRONA----1.32K0.00%$144.99
--GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF 4.82% 08/16/2039----24.6570.00%$2.49K
--CNH260902 09/02/2026-----454.7890.00%-$3.07K
--KRW260916 09/16/2026----0.7070.00%$998.9
--EURO CURRENCY----826.3220.00%$950.27
--FNMA POOL 973542 FN 03/38 FIXED 5.5 5.50% 03/01/2038----64.0840.00%$6.30K
--FED HM LN PC POOL N31465 FG 11/37 FIXED 5 5.00% 11/01/2037----1.3470.00%$133.99
--FNMA POOL 256973 FN 11/37 FIXED 6.5 6.50% 11/01/2037----57.710.00%$5.98K
--STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2 4.36% 07/19/2034----9.9370.00%$956.99
--FNMA POOL 995858 FN 09/37 FIXED VAR 6.00% 09/01/2037----4.4320.00%$454.87
--JAPANESE YEN----19.17K0.00%$191.66
--SOUTH KOREA GOVT AS BP 12/20/2030----2.36K0.00%$7.55K
--FNMA POOL 357175 FN 12/31 FIXED 5.5 5.50% 12/01/2031----53.6480.00%$5.34K
--GNMA II POOL 004796 G2 09/40 FIXED 4.5 4.50% 09/20/2040----6.4160.00%$613.76
--STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1 4.44% 09/19/2032----10.470.00%$1.02K
--WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A 4.46% 01/25/2045----34.1180.00%$3.36K
--NORWEGIAN KRONE----2.55K0.00%$280.61
--FNMA POOL 982008 FN 05/38 FIXED 5.5 5.50% 05/01/2038----66.4380.00%$6.53K
--FNMA POOL 939484 FN 06/37 FIXED 5 5.00% 06/01/2037----73.8280.00%$7.11K
--ILS999999 08/12/2026-----887.6770.00%-$2.66K
--FNMA POOL 961191 FN 01/38 FIXED 6 6.00% 01/01/2038----8.3980.00%$838.58
--FED HM LN PC POOL J22451 FG 02/28 FIXED 2 2.00% 02/01/2028----6.9570.00%$683.64
--FNMA POOL 577852 FN 06/31 FIXED 6 6.00% 06/01/2031----67.8350.00%$6.76K
--GNMA POOL 780650 GN 10/27 FIXED 6.5 6.50% 10/15/2027----1.7360.00%$174.2
--NEW ISRAELI SHEQEL----1.4240.00%$0.47
--MEXICAN PESO (NEW)----470.6670.00%$28.24
--FED HM LN PC POOL H09022 FG 02/37 FIXED 5.5 5.50% 02/01/2037----69.7530.00%$6.95K
--FNMA POOL 257393 FN 09/48 FIXED 6.5 6.50% 09/01/2048----16.0680.00%$1.62K
--NOK260902 09/02/2026----356.2070.00%$3.38K
--KRW260819 08/19/2026-----0.9480.00%-$1.34K
--FED HM LN PC POOL B70184 FG 05/29 FIXED 7 7.00% 05/01/2029----65.1230.00%$6.49K
--GNMA II POOL 004879 G2 12/40 FIXED 4 4.00% 12/20/2040----31.5450.00%$2.89K
--FED HM LN PC POOL N31138 FG 09/34 FIXED 5.5 5.50% 09/01/2034----27.5260.00%$2.75K
--FED HM LN PC POOL P50075 FG 09/31 FIXED 6 6.00% 09/01/2031----43.6370.00%$4.37K
--FED HM LN PC POOL H00259 FG 04/35 FIXED 5.5 5.50% 04/01/2035----15.6720.00%$1.55K
--317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209 12/09/2026----13.74K0.00%$2.06K
--INR260818 08/18/2026----0.650.00%$62.06
--SINGAPORE DOLLAR----11.21K0.00%$8.75K
--AUSTRALIAN DOLLAR----4.23K0.00%$3.00K
--FED HM LN PC POOL P50485 FG 05/35 FIXED 5.5 5.50% 05/01/2035----42.580.00%$4.19K
--FNMA POOL 888372 FN 04/37 FIXED VAR 6.50% 04/01/2037----34.2690.00%$3.47K
--PLN261023 10/23/2026----226.1260.00%$843.45
--WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR5 A7 5.04% 06/25/2033----6.0650.00%$605.77
--FNMA POOL 889322 FN 04/38 FIXED VAR 5.50% 04/01/2038----52.6460.00%$5.24K
--EUR260902 09/02/2026-----717.3450.00%-$624.09
--FED HM LN PC POOL E04367 FG 04/28 FIXED 2 2.00% 04/01/2028----1.4430.00%$141.57
--FNMA POOL MA1715 FN 12/43 FIXED 4 4.00% 12/01/2043----10.2430.00%$972.29
--POUND STERLING----750.6440.00%$1.01K
--FED HM LN PC POOL N31013 FG 10/33 FIXED 5 5.00% 10/01/2033----65.1330.00%$6.44K
--FNMA POOL 256809 FN 07/37 FIXED 6 6.00% 07/01/2037----63.430.00%$6.49K
--FNMA POOL 933032 FN 10/37 FIXED 6 6.00% 10/01/2037----4.2680.00%$430.57
Data is provided for informational purposes only and does not constitute investment advice. Past performance is not indicative of future results.