首頁 / ETF介紹 / 個別ETF-全部持股
JPMorgan收益主動型ETF〈JPIE〉
JPMorgan收益主動型ETF(JPIE)-全部持股
資料日期：2026/02/27
個股名稱投資比例(%)持有股數
GNMA II 5.5% 12/552.46199,039,854
TBA GNMA2 SINGLE 6% 07/352.16174,380,000
GNMA II 5.5% 08/552.03164,864,622
JPMORGAN PRIME MONEY1.96161,520,608
GNMA II 5.5% 01/561.85149,700,538
UMBS MORTPASS 5.5% 01/561.28103,751,200
UMBS MORTPASS 6% 11/551.0482,241,250
UMBS MORTPASS 5.5% 01/560.9073,145,878
CASH0.8570,245,613
UMBS MORTPASS 6% 11/550.7962,724,458
OTCBA FINRA CSH AT BROKER0.7360,043,000
UMBS MORTPASS 5.5% 03/560.7258,210,000
GNMA II 5.5% 08/550.6854,447,044
GNMA II 5.5% 09/550.6552,629,311
FHLMC STACR FLT 10/500.6538,601,608
GNMA II 5.5% 02/550.6452,045,155
GNMA 4.5% 01/600.6352,000,000
UMBS MORTPASS 6% 10/550.6148,429,912
GNMA II 5.5% 04/550.6048,863,346
GNMA II MORTPASS 6% 10/530.5644,667,271
GNMA 2026-16 AC 4% 12/570.5041,578,661
GNMA II 6.5% 01/560.4837,990,816
UMBS MORTPASS 6% 05/550.4838,203,606
GNMA II 6.5% 10/550.4636,067,870
GNMA 2025-211 6.5% 12/550.4335,038,380
GNMA II 6.5% 12/550.4233,504,113
GNMA II MORTPASS 6% 03/550.3931,446,022
GNMA II MORTPASS 6% 09/550.3931,448,525
UMBS MORTPASS 5.5% 11/550.3831,013,727
UMBS MORTPASS 6.5% 08/550.3728,862,219
GNMA II MORTPASS 6% 10/540.3527,583,021
FHLMC STACR FLT 01/340.3523,730,000
GNMA II MORTPASS 6% 10/540.3326,454,366
GNMA II 5.5% 05/550.3326,857,582
MULTIFAMILY FLT 11/530.3222,985,000
UMBS MORTPASS 6% 07/540.3225,323,506
PMT LOAN TRUST VAR 01/570.3125,450,000
MULTIFAMILY FLT 03/500.3024,419,343
UMBS MORTPASS 5.5% 01/560.2923,528,350
UMBS MORTPASS 6% 12/540.2822,299,744
FNMA MORTPASS FLT 11/550.2822,839,165
FHLMC STACR FLT 08/330.2818,622,782
ROCK TRUST 8.81906% 11/410.2720,400,000
GNMA II 5.5% 02/550.2721,305,633
GS VAR 03/560.2722,295,895
GNMA 2021-62 AT 4% 02/630.2622,105,723
UMBS MORTPASS 6% 02/550.2620,948,874
UMBS MORTPASS 6% 01/560.2620,844,274
UMBS MORTPASS 6.5% 01/560.2620,405,229
GNMA II 6.5% 10/550.2519,787,164
PROVIDENT VAR 08/550.2520,713,319
HERTZ VEHICLE 9.4% 09/290.2519,080,000
MULTIFAMILY FLT 10/490.2419,073,002
GNMA 2025-78 IO VAR 11/630.24264,838,620
GNMA FLOATING FLT 11/670.2418,960,000
CITI ASSET 25.72% 03/320.2419,245,000
CONNECTICUT FLT 11/390.2317,982,555
COLLATERAL USD0.2318,759,000
AMERICAN 5.1% 01/330.2318,400,000
NEW STEP 11/650.2318,924,862
JPMBB VAR 07/480.2219,275,000
UMBS MORTPASS 6.5% 09/550.2217,405,760
UMBS MORTPASS 6% 03/550.2217,772,450
FHLMC REMICS 5.5% 02/560.2117,816,666
CITI ASSET 25.47% 02/320.2116,687,171
GNMA II 5.5% 06/540.2116,691,701
GNMA II 5.5% 04/550.2016,386,227
GNMA II 6.5% 11/550.2015,970,924
GNMA 2025-217 VAR 02/680.2016,621,061
LENDMARK 5.64% 05/350.2016,500,000
OCTAGON 64 LTD FLT 07/370.2016,800,000
CONNECTICUT FLT 09/430.2016,000,000
FNMA FLT 01/290.2015,659,149
UMBS MORTPASS 6% 01/560.2015,941,182
FNMA MORTPASS FLT 11/550.1915,524,656
CD 2017-CD3 3.631% 02/500.1916,076,138
PETROLEOS 7.69% 01/500.1917,150,000
OBX 2026-NQM2 STEP 12/650.1915,240,079
IRV TRUST VAR 03/470.1914,700,000
UMBS MORTPASS 6% 01/560.1914,931,349
GNMA 2025-128 4.75% 03/540.1814,679,943
GNMA 2025-138 4.75% 05/560.1814,509,950
NEW STEP 10/650.1814,626,758
NGF HOLDINGS 9.625% 12/290.1815,000,000
CCO HOLDINGS 4.75% 03/300.1815,446,000
AMERICAN 5.19% 07/320.1814,930,000
UMBS MORTPASS 6% 01/560.1814,260,015
UMBS MORTPASS 5.5% 01/560.1814,586,008
CITI ASSET 24.78% 01/320.1713,332,540
PMT LOAN TRUST VAR 04/550.1713,567,459
HERTZ VEHICLE 5.16% 06/280.1714,000,000
GNMA 2025-208 4.5% 12/550.1713,995,634
GNMA II 5.5% 10/550.1713,855,491
GNMA 2025-213 4.5% 02/680.1612,790,272
GNMA 2025-156 6.5% 09/550.1613,038,868
GNMA 2026-2 GZ 4.5% 01/560.1613,560,662
HONEY HILL PARK FLT 04/390.1613,550,000
CITI ASSET 25.14% 12/310.1612,877,955
CCO HOLDINGS 4.5% 08/300.1613,892,000
AMERICAN 4.95% 07/320.1612,710,000
UMBS MORTPASS 6% 02/550.1612,596,759
FHLMC REMICS 5.5% 02/560.1512,899,528
AMERICAN 5.25% 09/310.1512,540,000
ARGENTINE STEP 07/350.1515,960,000
GNMA 2025-172 PZ 6% 10/550.1512,186,386
GNMA 2025-60 ZC 5% 03/550.1512,799,296
GNMA II 5.5% 12/550.1512,433,255
GNMA II 6.5% 08/540.1512,094,077
GNMA II MORTPASS 6% 07/550.1411,360,543
GNMA 2025-212 4.75% 01/680.1411,181,570
GNMA 2025-212 AC 5% 12/660.1410,992,607
GNMA 2026-14 A 4.5% 01/600.1411,932,243
GNMA 2026-25 5.5% 02/560.1411,207,723
GNMA 2026-3 ZH 5.5% 01/560.1411,779,725
GNMA 2021-48 FT FLT 12/620.1413,171,999
MSWF COMMERCIAL VAR 12/560.1410,750,000
ROCK TRUST 7.10914% 11/410.1411,115,000
BANK OF AMERICA CORP VAR0.1411,203,000
BX 2025-BIO3 VAR 02/420.1411,340,000
FHLMC REMICS 5.5% 02/560.1411,418,449
UMBS MORTPASS 6% 12/540.1310,461,965
CENTER STREET STEP 12/300.1310,620,000
DIVERSIFIED 9.75% 04/290.1311,250,000
FHLMC STACR FLT 08/330.139,166,267
FHLMC STACR FLT 12/330.139,090,000
ISLAMIC 7.375% 04/310.1311,200,000
FHLMC MSCR FLT 10/440.1310,534,003
FHLMC MSCR FLT 05/440.1310,629,343
IRV TRUST VAR 03/470.1310,050,000
GS VAR 12/550.1310,589,338
GNMA 2025-156 JL 5% 09/550.1310,500,000
UMBS MORTPASS 6.5% 06/540.139,941,365
WELLS FARGO & CO VAR0.139,807,000
WYNN RESORTS 5.125% 10/290.1210,065,000
GNMA II 5.5% 10/540.129,869,432
GNMA II 5.5% 04/550.129,972,050
GNMA II 6.5% 08/540.129,220,252
GNMA II 6.5% 12/550.129,379,319
GNMA II FLT 10/550.129,877,844
GNMA II 6.5% 08/540.129,457,197
GNMA 2025-211 5.5% 12/550.129,988,860
GNMA 2025-144 4.75% 07/540.1210,013,856
HARVEST VAR 06/570.129,359,272
JP MORGAN CHASE VAR 08/490.1212,390,000
PMT LOAN TRUST VAR 10/560.129,582,315
SUBWAY 6.505% 07/540.129,301,262
FHLMC STACR FLT 06/430.129,800,000
EXETER 5% 05/320.1210,140,000
UMBS MORTPASS 6% 02/560.129,255,524
FHLMC REMICS 5.5% 02/560.1210,094,831
UMBS MORTPASS 5.5% 02/560.1210,055,120
UMBS MORTPASS 6.5% 09/530.128,999,724
CREDIT 5.38% 03/360.129,475,000
BMO 2024-5C4 VAR 05/570.118,300,000
BRIDGECREST 7.18% 11/320.119,010,000
CITI ASSET 25.8% 11/310.118,761,221
CONNECTICUT FLT 01/400.119,300,000
BALLYROCK CLO FLT 10/380.118,965,000
AVANTOR 4.625% 07/280.119,340,000
UMBS MORTPASS 6% 09/540.118,652,475
DRIVE AUTO 4.9% 12/320.118,600,000
FHLMC MORTPASS FLT 11/550.118,963,807
JPMBB VAR 10/480.119,700,000
HONEY HILL PARK FLT 04/390.119,180,000
FHLMC MSCR FLT 11/510.118,700,000
MULTIFAMILY FLT 05/550.118,994,093
GNMA 2025-196 5.5% 11/550.119,241,508
GNMA 2025-206 VAR 04/640.11141,957,463
GNMA 2026-24 SB FLT 02/560.11134,648,670
GNMA 2025-93 4.75% 12/540.118,700,000
GNMA 2021-195 VAR 08/630.1199,879,285
GNMA II 6.5% 08/540.118,348,703
GNMA II MORTPASS 6% 09/540.118,993,165
GNMA II 5.5% 10/550.119,061,015
FREMF ZERO 11/520.1110,000,000
TOWD POINT STEP 02/660.119,240,000
SYMPHONY CLO FLT 10/370.108,180,000
TRANSDIGM 6.375% 03/290.108,214,000
GNMA II 6.5% 05/550.107,857,012
UMBS MORTPASS 6.5% 08/540.107,577,133
GNMA II MORTPASS 6% 11/540.107,719,933
GNMA II MORTPASS 6% 10/550.107,698,799
GNMA 2021-71 IO VAR 10/620.10122,953,097
GNMA 2025-200 4.5% 04/680.107,972,607
GNMA 2025-135 FLT 08/550.107,498,076
MADISON PARK FLT 10/340.108,050,000
IMOLA MERGER 4.75% 05/290.108,260,000
HERTZ VEHICLE 9.43% 02/280.108,185,000
HERTZ VEHICLE 7.98% 09/290.108,250,000
FHLMC STACR FLT 06/430.108,200,000
FHLMC STACR FLT 08/420.107,600,000
FHLMC STACR FLT 11/410.108,386,000
SENSATA 3.75% 02/310.108,370,000
SOMNIGROUP 4% 04/290.108,720,000
NRM FNT1 STEP 11/310.108,192,890
PETROLEOS 6.7% 02/320.108,390,000
FHLMC REMICS 4.15% 12/320.108,144,795
FHLMC REMICS 4.25% 11/320.107,825,747
EDGEWELL 5.5% 06/280.108,245,000
FHLMC REMICS 2.5% 10/510.1012,720,789
FHLMC REMICS 6% 08/550.108,386,072
FNMA MORTPASS FLT 11/550.107,870,558
UMBS MORTPASS 6.5% 08/540.107,999,106
BRIDGECREST 4.99% 11/310.107,890,000
STANDARD 4.75% 01/280.097,280,000
CONNECTICUT FLT 07/440.097,000,000
COMM 2.867% 02/480.097,817,000
COMM 2015-DC1 VAR 02/480.098,160,000
REPUBLIC OF 8.25% 05/280.097,500,000
SRT ISSUER I VAR 07/310.097,500,000
SRT ISSUER II VAR 12/310.097,500,000
UMBS MORTPASS 6.5% 01/530.096,685,991
UMBS MORTPASS 6% 05/540.097,310,459
UMBS MORTPASS 5.5% 08/530.097,236,913
REPUBLIC OF 9.25% 01/390.096,948,000
REPUBLIC OF 9.25% 01/390.097,263,000
PETROLEOS 6.75% 09/470.098,500,000
OPORTUN 5.06% 01/340.097,300,000
PMT LOAN TRUST VAR 06/560.096,866,129
PRET 2025-NPL2 STEP 03/550.097,533,181
SCOTTS 4.5% 10/290.097,585,000
FHLMC STACR FLT 04/420.097,000,000
FHLMC STACR FLT 10/330.095,800,000
FHLMC STACR FLT 08/330.096,600,000
LENDMARK 5.98% 10/340.097,280,000
MERCURY 5.34% 02/320.097,550,000
MFA 2025-NQM5 STEP 11/700.097,715,162
MORGAN STANLEY VAR 11/490.099,685,000
FHLMC MSCR FLT 10/440.097,100,000
GNMA 2025-161 VAR 02/680.0999,607,356
GNMA 2025-21 IO VAR 04/650.09108,061,927
GNMA 2026-2 AZ 4.5% 01/560.098,120,337
GNMA 2026-4 JZ 4.5% 01/560.098,048,284
GNMA 2021-28 IO VAR 10/620.0996,563,002
GNMA II MORTPASS 6% 11/540.097,218,483
GGAM MASTER 9.702% 09/600.097,375,865
GNMA II MORTPASS 6% 08/540.096,917,391
GNMA II 6.5% 09/540.097,319,126
UMBS MORTPASS 6% 04/550.097,424,568
UMBS MORTPASS 6% 07/540.096,855,821
GNMA II 6.5% 08/550.086,019,049
GNMA II MORTPASS 6% 09/540.086,557,740
GNMA II MORTPASS 6% 12/550.086,285,707
GNMA 2020-38 FA FLT 04/620.086,583,785
GNMA 2026-16 IO VAR 02/680.0877,886,378
GS STEP 05/560.086,912,890
GNMA 2025-192 4.5% 11/550.086,389,985
GNMA 2025-127 PZ 6% 07/550.086,753,294
GNMA 2025-156 4.5% 12/540.087,132,238
MFA 2024-RTL3 STEP 11/390.086,845,000
LIVE NATION 4.75% 10/270.086,490,000
MADISON IAQ 4.125% 06/280.086,820,000
JPMBB VAR 07/480.088,150,000
REPUBLIC OF 6.75% 02/410.087,278,000
HERTZ VEHICLE 4.34% 12/270.086,926,000
DRIVEN 2.791% 10/510.086,845,027
FHLMC STACR FLT 04/420.086,250,000
FHLMC STACR FLT 06/420.086,000,000
SURINAME 8.5% 11/350.086,338,000
SEQUOIA VAR 08/550.086,550,632
SONIC 4.625% 11/290.086,663,000
SBA SMALL 5.035% 03/340.086,421,041
PRET 2025-NPL3 STEP 04/550.086,596,952
NEXSTAR 5.625% 07/270.086,820,000
NRM FHT1 STEP 03/320.086,335,268
EMRLD 6.625% 12/300.086,634,000
DOMINICAN 7.15% 02/550.085,850,000
COREBRIDGE VAR 12/490.086,650,000
COMSTOCK 5.875% 01/300.086,450,000
FHLMC MORTPASS FLT 11/550.086,791,389
UMBS MORTPASS 5.5% 03/560.086,230,000
FHLMC REMICS 6% 09/550.086,281,340
FHLMC REMICS FLT 11/550.08101,272,275
FHLMC REMICS 5.5% 01/560.086,300,964
UMBS MORTPASS 6.5% 12/530.086,503,234
FNMA REMICS 6% 08/550.086,340,092
COMM 2016-COR1 VAR 10/490.087,875,000
CIFC FUNDING FLT 04/350.086,600,000
CCO HOLDINGS 4.25% 02/310.087,359,000
CONNECTICUT FLT 01/400.086,800,000
CITI ASSET 25.54% 10/310.086,934,840
CONNECTICUT FLT 09/450.086,520,000
BMO 2023-5C1 VAR 08/560.086,280,000
BHMS COMMERCIAL FLT 08/420.086,483,000
SYMPHONY CLO FLT 10/350.086,455,000
TENET 4.625% 06/280.086,210,000
TENET 5.125% 11/270.086,520,000
UNIVISION 8% 08/280.075,460,000
BANK5 2023-5YR1 VAR 04/560.075,800,000
BANK5 6.255% 09/560.075,793,401
BAIN CAPITAL FLT 10/380.076,000,000
MAUSER 7.875% 04/300.075,365,000
CONNECTICUT FLT 10/430.075,400,000
CITI ASSET 25.83% 08/310.076,074,786
CONNECTICUT FLT 03/420.075,660,000
CGMS COMMERCIAL 3% 08/500.076,500,000
REPUBLIC OF 8% 11/350.075,300,000
AMERICAN 4.83% 01/310.075,570,000
AMERICAN 5.75% 04/290.075,295,000
AFFIRM ASSET 4.62% 09/290.075,630,000
AFFIRM ASSET 5.23% 10/300.076,000,000
CFIN 2022-RTL1 0% 08/270.075,634,340
NEW YORK N Y 5.458% 12/310.075,566,000
FNMA REMICS 6% 08/540.076,060,981
FNMA REMICS 3% 11/440.076,436,629
FNMA REMICS 5.5% 12/540.075,463,569
UMBS MORTPASS 5.5% 10/550.075,856,625
UMBS MORTPASS 5.5% 12/550.075,644,114
FHLMC REMICS 2.5% 10/510.078,807,317
FHLMC REMICS 6% 05/540.075,121,231
FHLMC REMICS 6% 08/540.075,496,992
FIRST 5.22% 12/330.076,000,000
FNMA MORTPASS FLT 11/550.075,426,667
UMBS MORTPASS 5.5% 01/560.075,715,103
FHLMC MORTPASS FLT 06/550.075,361,056
FORD MOTOR 4.125% 08/270.075,505,000
CSAIL 2015-C2 VAR 06/570.076,852,000
REPUBLIC OF 9.65% 11/540.074,957,000
REPUBLIC OF STEP 07/350.076,467,831
OBX 2025-NQM2 STEP 11/640.075,626,316
PETROLEOS 10% 02/330.074,650,000
PEACE PARK CLO FLT 10/380.075,400,000
POST 4.625% 04/300.076,065,000
SERVICE CORP 3.375% 08/300.075,785,000
SANTANDER 5.11% 09/310.075,730,000
ROCK TRUST 5.38834% 11/410.075,486,012
SLG OFFICE 2.5854% 07/410.076,300,000
SIRIUS XM 5.5% 07/290.075,625,000
SIRIUS XM RADIO 4% 07/280.075,920,000
FHLMC STACR FLT 03/420.075,600,000
FHLMC STACR FLT 04/430.075,000,000
FHLMC STACR FLT 05/420.076,000,000
SS&C 5.5% 09/270.076,048,000
FHLMC STACR FLT 02/420.075,470,000
REPUBLIC OF 7.25% 12/550.075,555,000
HASHEMITE 5.75% 11/320.075,761,000
REPUBLIC OF 8.075% 04/360.075,481,000
LENDMARK 4.78% 10/340.075,700,000
REPUBLIC OF 9.5% 03/360.075,427,000
MEDLINE 3.875% 04/290.075,670,000
MFA 2024-NPL1 STEP 09/540.075,890,894
NOVA 5.25% 06/270.075,735,000
FHLMC MSCR FLT 09/430.075,348,000
FHLMC MSCR FLT 05/430.075,000,000
NEW RESIDENTIAL VAR 07/650.075,295,746
NEW RESIDENTIAL VAR 08/650.075,717,885
GNMA 2025-175 AZ 6% 10/550.075,612,923
GNMA 2025-175 BZ 6% 10/550.075,631,993
GNMA 2025-141 ZJ 6% 08/550.075,765,133
GNMA 2025-139 5.5% 03/550.075,500,000
GNMA 2026-24 DS FLT 02/560.0772,532,984
GNMA 2025-44 GZ 6% 02/540.075,704,537
GNMA 2023-179 VAR 09/630.07124,786,053
GNMA II MORTPASS 6% 11/540.075,342,108
GNMA II 5.5% 09/550.075,575,573
FREMF ZERO 11/530.077,000,000
FREMF ZERO 10/530.067,000,000
FREMF ZERO 01/540.067,600,000
FREMF ZERO 05/530.067,000,000
GNMA II 5.5% 10/550.064,745,678
FREMF 2017-K69 ZERO 10/490.066,000,000
GALAXY 32 CLO FLT 01/390.064,883,000
GNMA 2023-67 5.5% 05/530.064,535,253
GNMA 2020-147 VAR 06/620.0678,956,951
GNMA 2026-17 4.5% 08/570.064,994,965
GNMA 2026-20 4.5% 06/570.064,755,048
GOLDMAN SACHS GROUP VAR0.064,271,000
GS STEP 02/660.064,915,193
GOODYEAR TIRE & 5% 07/290.065,434,000
NEW RESIDENTIAL 4% 09/390.065,000,000
NEUBERGER FLT 10/360.064,700,000
MORGAN STANLEY VAR 03/490.065,000,000
MORGAN STANLEY VAR 11/490.065,100,000
MADISON PARK FLT 10/380.065,430,000
MADISON PARK FLT 01/350.064,700,000
LAMB WESTON 4.125% 01/300.065,025,000
REPUBLIC OF 8.25% 01/370.064,600,000
HASHEMITE 7.375% 10/470.065,000,000
JONAH 11.247% 12/400.064,619,967
HERTZ VEHICLE 9.34% 12/310.064,492,000
NOVELIS CORP 4.75% 01/300.065,379,000
REPUBLIC OF 8.625% 11/340.064,250,000
SEMPRA CALLABLE VAR 04/560.064,694,000
SM ENERGY CO 8.625% 11/300.064,385,000
SDR COMMERCIAL FLT 05/390.064,575,000
UNITED STATES 4.79% 10/500.064,740,000
PRET 2025-NPL4 STEP 04/550.065,086,696
PRET 2025-NPL5 STEP 05/550.065,239,400
PUREWEST 10.279% 04/400.064,641,032
QUIKRETE 6.375% 03/320.064,906,000
READYCAP 9.375% 03/280.065,000,000
RHP HOTEL 4.75% 10/270.064,945,000
NRZT 2025-NQM6 VAR 10/650.065,045,230
COOPER-STANDA 9.25% 03/310.064,849,000
DOMINICAN 6.95% 03/370.064,400,000
DISH NETWORK 11.75% 11/270.064,608,000
DIVERSIFIED 9.75% 04/290.065,000,000
EQUIPMENTSHARE.C 9% 05/280.064,529,000
FHLMC MORTPASS FLT 11/550.064,459,049
FHLMC VAR 01/300.0692,842,433
FNMA MORTPASS 4.52% 07/330.064,800,000
FHLMC REMICS 6% 09/530.064,645,600
FHLMC REMICS 6% 03/550.064,473,567
FHLMC REMICS 6% 08/530.064,668,828
UMBS MORTPASS 6% 01/560.064,569,068
UMBS MORTPASS 5.5% 01/560.064,872,652
UMBS MORTPASS 5.5% 01/560.064,966,409
UMBS MORTPASS 5.5% 01/560.064,994,809
UMBS MORTPASS 5.5% 02/560.065,148,121
FNMA REMICS 6% 07/530.064,692,172
GEMINI 10.5 20FEB290.065,000,000
ISTAJETSERI69705APR32144A0.065,000,000
ANTERO 5.75% 01/280.064,980,000
REPUBLIC OF 8% 11/290.065,000,000
ARAMARK SERVICES 5% 02/280.064,970,000
AXALTA 3.375% 02/290.064,885,000
AMERICAN 6.77% 06/330.065,000,000
AB BSL CLO 1 FLT 10/380.064,915,000
YGRENE 8.5 25JUL45 144A0.064,517,798
USD CCP COLL VM CITIBANK0.064,709,234
CELANESE US 7.375% 02/340.064,858,000
CCO HOLDINGS 7.375% 03/310.064,415,000
CHASE HOME VAR 05/560.065,001,199
CONNECTICUT FLT 09/430.065,000,000
CONNECTICUT FLT 06/390.064,610,119
CONNECTICUT FLT 07/390.065,000,700
CITI ASSET 27.07% 03/310.065,307,328
CITI ASSET 25.1% 07/310.065,015,087
CARNIVAL 6.125% 02/330.065,041,000
CLEAR 7.125% 02/310.064,414,000
BBCMS MORTGAGE VAR 12/560.064,350,000
BANCO BILBAO VIZCAYA VAR0.064,703,000
BRIDGECREST 7.47% 08/310.064,600,000
TOWD POINT STEP 12/650.064,684,305
TEGNA INC 5% 09/290.064,890,000
WELLS FARGO & VAR 04/280.064,620,000
WESTERN 4.75% 07/350.064,615,000
VISTRA 5% 07/270.065,138,000
VENTURE 9.875% 02/320.053,710,000
WESTLAKE 5.21% 04/300.053,900,000
BLOCK INC 6.5% 05/320.053,671,000
WELLS FARGO 3% 07/500.055,000,000
WELLS FARGO 3.418% 09/500.054,330,000
WFRBS 3.497% 08/470.054,250,000
SYMPHONY CLO FLT 10/350.054,225,000
TC ZIRAAT VAR 10/950.053,950,000
US FOODS INC 4.75% 02/290.053,909,000
UBS COMMERCIAL VAR 03/510.055,665,000
UNITED 4.875% 01/280.053,756,000
TOWD POINT FLT 10/480.054,020,000
UBS GROUP AG CALLABLE VAR0.053,895,000
BRIDGECREST 8.21% 01/310.054,000,000
BENCHMARK 5.6019% 08/570.054,300,000
BENCHMARK VAR 01/510.055,200,000
BENCHMARK VAR 05/560.054,000,000
BANK 2.687% 03/630.054,500,000
CITIGROUP INC VAR 12/490.053,990,000
AVIS BUDGET 4.75% 04/280.054,220,000
BMD2 RE-REMIC ZERO 05/520.055,000,000
BENCHMARK VAR 07/560.05118,046,469
BMARK 2023-V4 VAR 11/560.053,600,000
BMO 2024-C10 VAR 11/570.0579,684,929
BMO 5.3161% 09/570.053,900,000
BNP PARIBAS SA VAR 12/490.053,635,000
FNMA FLT 10/300.053,647,000
CONNECTICUT FLT 09/440.054,442,721
CONNECTICUT FLT 11/410.054,215,372
CITI ASSET 25.6% 09/310.054,314,983
CITIGROUP VAR 02/490.054,674,000
REPUBLIC OF 8.75% 11/530.053,579,000
COMMERCIAL 8.75% 08/300.054,000,000
COMM 2015-PC1 VAR 07/500.054,725,000
CLARIVATE 3.875% 07/280.054,650,000
UPSTART2025TEFRN15SEP27140.054,000,000
USD - FOR FUTURES0.053,934,578
TRIAD 0% 04/520.054,090,023
AMERICAN 7.19% 04/320.054,000,000
AMERICAN 7.87% 11/310.053,700,000
BANK OF AMERICA VAR 04/270.054,185,000
AMSR 2022-SFR3 4% 10/390.054,200,000
MPIRE2025MFFRN13SEP30144A0.053,747,504
NAUTICAL SOLUTIONS 9.20.054,315,106
FNMA REMICS 5.5% 12/550.054,249,957
FNMA REMICS 5.5% 08/360.053,863,240
FNMA REMICS 5% 07/550.054,213,523
FNMA REMICS 6% 09/550.054,345,807
FNMA REMICS 6% 10/550.053,877,667
UMBS MORTPASS 5.5% 01/560.053,805,482
UMBS MORTPASS 5.5% 01/560.053,795,744
UMBS MORTPASS 5.5% 10/550.053,790,680
UMBS MORTPASS 5.5% 11/550.054,445,462
UMBS MORTPASS 5.5% 03/560.053,680,000
FHLMC MORTPASS FLT 10/550.054,193,082
FHLMC VAR 05/330.0550,250,000
EUSHI FINANCE VAR 04/560.054,281,000
ENTERGY CORP VAR 12/540.054,306,000
FHLMC VAR 08/540.0517,000,000
DEUTSCHE BANK VAR 09/300.054,300,000
CAESARS 7% 02/300.054,250,000
ARAB 5.875% 02/310.053,900,000
OBX 2026-NQM2 STEP 12/650.054,476,835
OCP AEGIS CLO FLT 04/370.054,300,000
ORGANON & CO 4.125% 04/280.053,795,000
PARAGUAY 5.4% 03/500.054,100,000
OPORTUN 5.45% 01/340.054,210,000
OUTFRONT 4.25% 01/290.054,020,000
REPUBLIC 5.42% 11/370.053,631,000
ROCKET 3.625% 03/290.054,318,000
PRIME 3.375% 08/270.054,225,000
PMT LOAN TRUST VAR 05/560.053,871,114
PALMER SQUARE FLT 02/380.054,300,000
PERU LNG SRL 5.375% 03/300.054,500,600
SCF EQUIPMENT 6.21% 06/360.053,920,000
ROMANIA BOND 7.5% 02/370.053,400,000
BANCO SANTANDER SA VAR0.053,800,000
REPUBLIC OF 5.5% 08/310.054,000,000
REPUBLIC OF 7.95% 11/540.053,542,000
FHLMC STACR FLT 08/330.053,400,000
HSBC HOLDINGS VAR 12/490.054,088,000
IQVIA INC 5% 05/270.054,130,000
REPUBLIC OF 7.625% 01/330.053,600,000
JP MORGAN CHASE VAR 08/490.054,000,000
JP MORGAN CHASE VAR 01/490.054,750,000
KINETIK 5.875% 06/300.054,120,000
LITHIA 3.875% 06/290.054,065,000
LOANDEPOT GMSR FLT 07/300.054,000,000
LENDMARK 5.04% 05/350.053,820,000
LENDMARK 5.28% 10/340.054,000,000
LLOYDS BANKING VAR 12/490.054,287,000
MEDLINE 5.25% 10/290.053,885,000
MERCHANTS 5.76% 01/390.053,750,000
FHLMC MSCR FLT 02/450.053,760,983
NCR ATLEOS 9.5% 04/290.053,454,000
NEUBERGER FLT 07/360.054,400,000
FEDERAL 7.143% 02/300.053,600,000
NRG ENERGY 5.75% 01/280.054,275,000
GRAY MEDIA 10.5% 07/290.053,932,000
WR GRACE 5.625% 08/290.054,400,000
GNMA 2026-2 KS FLT 01/560.0557,510,944
GNMA 2025-42 IO VAR 11/650.0582,062,501
GNMA 2026-30 5.5% 02/560.054,304,326
GNMA 2026-25 4.5% 01/560.054,295,678
GNMA 2025-70 EZ 5% 04/550.054,461,280
GNMA 2025-124 FLT 07/550.0562,630,575
GNMA 2025-120 FLT 07/550.054,026,113
GNMA 2025-120 FLT 07/550.054,055,078
GNMA 2025-153 VAR 08/670.054,237,181
GNMA 2025-171 5.25% 04/520.054,000,000
GNMA 2025-204 5.5% 12/550.054,527,245
GNMA 2025-65 SL FLT 04/550.0565,656,874
GNMA 2021-106 VAR 04/630.0566,543,536
GNMA 2021-186 VAR 05/630.0567,653,594
GNMA 2021-144 VAR 04/630.0569,705,467
GNMA 2024-161 VAR 06/640.0577,756,451
GNMA II MORTPASS 6% 10/550.053,686,035
UMBS MORTPASS 6.5% 10/530.054,245,031
FREMF 2019-K92 ZERO 05/520.054,900,000
FREMF 2020-K107 VAR 02/300.054,500,000
FREMF ZERO 09/530.056,000,000
FREMF ZERO 09/520.044,500,000
FREMF ZERO 05/530.044,300,000
FREMF K-1514 0% 10/340.046,000,000
GNMA II 5.5% 10/550.042,969,658
GNMA II 5.5% 10/550.043,025,909
FORTIVA 5.92% 05/310.043,000,000
GNMA II MORTPASS 6% 10/550.043,598,449
GCAT 2023-NQM3 STEP 08/680.042,933,550
GNMA 2025-105 FLT 06/550.0456,592,519
GNMA 2022-4 IO VAR 03/640.0445,411,152
GNMA 2021-33 IO VAR 10/620.0451,432,057
GNMA 2020-89 IA VAR 04/620.0436,445,128
GNMA 2021-160 2.5% 09/510.0422,108,617
GNMA 2025-142 VAR 02/680.0441,864,505
GNMA 2025-183 VAR 10/670.0443,538,899
GNMA 2025-106 A 5% 07/550.043,074,280
GNMA 2025-70 SD FLT 04/550.0457,347,945
GNMA 2025-51 SA FLT 03/550.0443,342,503
GS MORTGAGE VAR 05/500.043,500,000
CLYDESDALE 6.75% 04/320.043,117,000
FEDERAL 6.125% 09/280.043,200,000
FEDERAL 7.696% 02/380.043,300,000
NEUBERGER FLT 07/390.043,300,000
FHLMC MSCR FLT 05/440.042,900,000
MATADOR 6.25% 04/330.043,017,000
VAIL RESORTS 6.5% 05/320.043,218,000
MORGAN STANLEY VAR 03/520.043,245,000
FHLMC FLT 05/520.043,000,000
FHLMC MSCR FLT 01/510.043,000,000
FHLMC MSCR FLT 07/450.043,000,000
MORGAN 2.546% 06/500.043,771,000
MORGAN 3.06% 10/480.043,404,781
MADISON PARK FLT 07/340.043,530,000
MULTIFAMILY FLT 05/550.043,600,000
LEVEL 3 6.875% 06/330.042,946,000
LIVE NATION 6.5% 05/270.042,870,000
MAGNETITE XL FLT 07/370.042,900,000
LENDMARK 6.48% 09/340.043,000,000
JONAH 12.662% 08/390.043,500,000
JETBLUE 9.875% 09/310.043,282,000
IRV TRUST VAR 03/470.043,400,000
HERTZ VEHICLE 8.3% 05/320.042,810,000
HARVEST 6.1635% 10/560.043,039,542
FHLMC STACR FLT 09/420.043,000,000
STAGWELL 5.625% 08/290.043,830,000
DEMOCRATIC STEP 06/350.044,346,960
SMYRNA READY 8.875% 11/310.043,375,000
STATION 4.5% 02/280.043,100,000
SANTANDER 4.95% 01/320.043,123,000
STIFEL SBA IO VAR 08/360.0455,788,294
SIRIUS XM RADIO 5% 08/270.042,955,000
PERFORMANCE 4.25% 08/290.043,540,000
PROVIDENT VAR 06/550.042,842,519
RCO X MORTGAGE STEP 01/300.043,367,255
RFT 2024-2 STEP 09/280.042,930,605
RFT 2024-2 STEP 09/280.042,930,605
REPUBLIC OF 7.875% 03/570.042,500,000
OBX 2025-NQM10 STEP 05/650.042,889,155
ARAB 8.875% 05/500.043,200,000
ENTEGRIS INC 4.75% 04/290.043,045,000
ENTEGRIS INC 5.95% 06/300.043,545,000
EXETER 7.52% 12/320.043,000,000
EXETER 6.34% 10/290.043,007,000
EXETER 5.23% 01/320.043,445,000
EXETER 5.57% 10/310.043,530,000
DT AUTO 10.99% 07/290.043,000,000
DOMINION ENERGY VAR 02/550.042,880,000
DOMINION ENERGY VAR 02/560.042,920,000
DIGICEL 8.625% 08/320.043,309,000
CSAIL 2018-C14 VAR 11/510.044,000,000
FHLMC VAR 06/300.0469,858,807
FORD MOTOR 5.73% 09/300.043,465,000
FHLMC 5.076% 07/320.043,480,000
FHLMC FLT 03/290.043,683,800
FORD MOTOR 6.05% 03/310.043,080,000
FHLMC MORTPASS FLT 11/550.042,971,667
ENTERGY CORP VAR 06/560.042,960,000
FHLMC VAR 04/360.0418,000,000
FHLMC VAR 04/300.0457,931,388
UMBS MORTPASS 5.5% 11/550.042,990,156
SHIFT4 6.75% 08/320.042,972,000
UMBS MORTPASS 5.5% 02/560.043,540,000
FNMA REMICS FLT 06/550.0454,169,973
FNMA REMICS 5.5% 03/540.042,985,761
FNMA REMICS 6% 08/530.042,918,017
FNMA-ACES VAR 08/340.043,500,000
FHLMC REMICS 5.5% 05/360.042,862,687
FHLMC REMICS 6% 03/540.042,900,000
FNMA MORTPASS 4.78% 11/290.043,520,000
FIRSTKEY 3.157% 09/380.043,300,000
UMBS MORTPASS 5.5% 02/560.043,198,325
UMBS MORTPASS 5.5% 12/550.043,293,040
UMBS MORTPASS 6% 01/560.043,494,831
UMBS MORTPASS 6% 01/560.042,986,817
ONESLT 8.0 15DEC300.043,306,448
CFIN 2022-RTL1 0% 08/270.043,612,142
BAML RCAP FRN 25OCT270.043,000,000
ALLISON 5.875% 06/290.042,995,000
ALLISON 3.75% 01/310.043,685,000
BARINGS CLO LTD FLT 01/390.043,090,000
BARINGS CLO LTD FLT 10/370.043,000,000
ATHENAHEALTH 6.5% 02/300.043,225,000
AMERICAN 7.92% 03/320.043,200,000
ACHD TRUST 5.978% 01/340.043,273,845
AMERICAN 7.66% 02/330.043,000,000
COHERENT CORP 5% 12/290.043,612,000
COMM 3.222% 11/470.044,410,000
COMM 2014-CR14 VAR 02/470.042,967,820
CITI ASSET 25.33% 06/310.043,378,290
CHEMOURS 5.75% 11/280.043,095,000
BMO 2025-5C11 VAR 07/580.0475,681,049
BMO 2023-5C2 VAR 11/560.043,310,000
BX 2025-BIO3 VAR 02/420.043,400,000
BX 6.5555% 02/420.043,587,000
BP CAPITAL MARKETS VAR0.043,595,000
BBCMS MORTGAGE VAR 11/560.042,900,000
BENIN 7.96% 02/380.042,842,000
BUCKHORN PARK FLT 07/340.043,250,000
BUILDERS 6.375% 06/320.043,195,000
BRIDGECREST 5.23% 08/300.043,400,000
BRIDGECREST 5.41% 08/310.043,340,000
UBS COMMERCIAL 3% 05/510.044,255,000
TRTX 2025-FL6 FLT 09/420.043,050,000
US 10YR NOTE 06/18/20260.046,093
TRANSCANADA VAR 03/820.043,396,000
UBS COMMERCIAL VAR 12/500.043,595,000
SYMPHONY CLO FLT 01/340.043,600,000
SURINAME 7.7% 11/300.043,151,000
TALEN ENERGY 6.25% 02/340.043,416,000
SYMPHONY CLO FLT 07/320.043,000,000
WELLS FARGO VAR 07/580.043,500,000
VENTURE GLOBAL 6.5% 01/340.043,087,000
VIKING 5.875% 10/330.043,041,000
NCR VOYIX 5.125% 04/290.043,729,000
WULF COMPUTE 7.75% 10/300.043,385,000
ZF NORTH 6.75% 04/300.032,398,000
WESTERN 5.79% 01/360.032,540,000
WELLS FARGO 3.142% 07/480.032,500,000
WELLS FARGO 3% 06/510.032,750,000
BLOCK INC 5.625% 08/300.032,597,000
TALLGRASS 5.5% 01/280.032,550,000
TRANSDIGM 6.625% 03/320.032,536,000
TALLGRASS ENERGY 6% 12/300.032,235,000
ALLIED 4.625% 06/280.032,150,000
TOORAK STEP 10/310.032,800,000
1261229 BC LTD 10% 04/320.032,241,000
BAUSCH 4.875% 06/280.032,500,000
BRIDGECREST 5.64% 11/300.032,212,000
BRIDGECREST 5.83% 05/300.032,360,000
BENCHMARK VAR 02/510.032,300,000
QXO BUILDING 6.75% 04/320.032,037,000
BANCO MERCANTIL VAR 12/490.032,200,000
BARBADOS 8% 06/350.032,000,000
BBCMS MORTGAGE VAR 09/550.0346,962,292
FEDERATIVE 7.25% 01/560.032,500,000
CITIGROUP INC VAR0.032,084,000
BMO 5.7393% 02/570.032,420,000
FNMA FLT 09/290.032,120,000
CONNECTICUT FLT 09/450.032,830,000
CONNECTICUT FLT 10/390.032,593,098
CD 2019-CD8 3% 08/570.033,800,000
AVIS BUDGET CAR 8% 02/310.032,545,000
CITI ASSET 24.76% 05/310.032,594,233
CONNECTICUT FLT 09/390.032,595,509
CONNECTICUT FLT 04/430.032,640,000
CONNECTICUT FLT 01/440.032,500,000
CONNECTICUT FLT 01/440.032,863,963
CONNECTICUT FLT 05/430.032,600,000
COMM 2014-UBS5 VAR 09/470.032,300,000
COMM 2015-LC23 VAR 10/480.033,000,000
COMM 3.494% 10/490.032,449,000
CHARTER 2.8% 04/310.032,500,000
CLEVELAND-CL 7.625% 01/340.032,142,000
CITIGROUP 3.11% 04/480.034,000,000
CITIGROUP 3.172% 09/580.033,500,000
COMISION 8.65% 01/330.032,229,000
CITIGROUP 3.25% 12/490.033,000,000
CARLYLE GLOBAL FLT 04/340.032,895,000
CCO HOLDINGS 5.375% 06/290.032,615,000
CCO HOLDINGS 6.375% 09/290.032,525,000
AMERICAN 7.65% 09/300.032,400,000
ACHD TRUST 9.38% 01/340.032,100,000
AMERICAN 9.79% 02/300.032,300,000
AMERICAN 9.79% 08/310.032,000,000
AMERICAN CREDIT 10% 01/300.032,210,000
AVIS BUDGET 7.24% 06/290.032,700,000
ADT SECURITY 4.125% 08/290.032,855,000
STREAM 2008 BV 0% 02/300.032,162,260
STREET CAPITAL 0% 02/300.032,203,172
USD CCP COLL IM CITIBANK0.032,830,000
VARSITY BRANDS INC0.032,067,520
ALCOA 7.125% 03/310.032,155,000
ASBURY 4.625% 11/290.032,561,000
AVENTURA MALL VAR 07/400.032,220,000
AVOLON 5.75% 03/290.032,060,000
BARINGS CLO LTD FLT 10/380.032,170,000
BANC OF AMERICA VAR 09/480.032,925,000
COMMONWEALTH 8.25% 06/360.032,277,000
BANC OF AMERICA 0% 04/490.033,000,000
AFFIRM ASSET 5.5% 09/290.032,078,000
ANTERO 5.375% 06/290.032,150,000
REPUBLIC OF 9.875% 10/350.032,500,000
IDENTITY 6.793% 03/650.032,500,000
IHEARTCOMMUNICATIONS INC.0.033,191,939
UMBS MORTPASS 6% 01/560.032,027,759
UMBS MORTPASS 6% 01/560.032,706,922
UMBS MORTPASS 6% 01/560.031,988,354
UMBS MORTPASS 6% 01/560.032,407,571
UMBS MORTPASS 6% 01/560.032,656,835
UMBS MORTPASS 6% 02/540.032,220,955
UMBS MORTPASS 6% 02/560.032,239,122
UMBS MORTPASS 5.5% 12/550.032,357,904
FIRSTKEY HOMES ZERO 05/390.032,700,000
FNMA MORTPASS 4.97% 04/350.032,648,910
FNMA MORTPASS FLT 10/550.032,648,470
FHLMC REMICS 5.5% 03/550.032,429,738
FHLMC REMICS FLT 01/550.0334,887,253
FHLMC REMICS FLT 01/560.0329,837,505
FNMA-ACES VAR 05/340.0347,942,001
FNMA REMICS 6% 09/530.032,120,347
FNMA REMICS 6% 07/530.032,346,086
FNMA REMICS 6% 09/550.032,246,655
UMBS MORTPASS 5.5% 02/560.032,229,291
UMBS MORTPASS 5.5% 02/560.032,128,390
UMBS MORTPASS 5.5% 01/560.032,227,600
FHLMC VAR 03/310.03125,934,764
FHLMC VAR 01/330.0385,786,386
EXPAND ENERGY 6.75% 04/290.032,820,000
FHLMC VAR 05/470.0343,959,013
FHLMC REMICS 5% 06/550.032,153,049
FHLMC VAR 12/300.0399,200,980
FHLMC VAR 10/340.0313,043,739
FHLMC VAR 10/350.0335,862,995
FHLMC VAR 11/300.0367,400,857
CSAIL 2019-C16 VAR 06/520.0357,333,424
CSAIL 2020-C19 2.5% 03/530.035,200,000
INSTITUTO 6.375% 05/430.032,700,000
DOMINION ENERGY INC VAR0.032,088,000
DISH DBS CORP 5.25% 12/260.032,679,000
DISH DBS CORP 7.75% 07/260.032,335,000
CAESARS 6.5% 02/320.032,535,000
DOMINICAN 6.15% 05/380.032,877,000
DT AUTO OWNER 5.53% 03/290.032,400,000
DRIVE AUTO 5.41% 09/320.032,200,000
EXETER 7.15% 06/330.032,696,000
ECOPETROL SA 4.625% 11/310.032,600,000
ECOPETROL SA 8.875% 01/330.032,280,000
ENBRIDGE INC VAR 07/800.032,030,000
REPUBLIC OF STEP 07/400.033,211,364
REPUBLIC OF 9.25% 04/300.032,390,000
ENCOMPASS 4.75% 02/300.032,855,000
ELMWOOD CLO 23 FLT 04/360.032,615,000
ELMWOOD CLO 36 FLT 10/370.032,308,334
ARAB 7.625% 05/320.032,300,000
ARAB REPUBLIC 8.5% 01/470.032,700,000
ARAB REPUBLIC 9.45% 02/330.031,846,000
ENCOMPASS 4.5% 02/280.032,645,000
NUSTAR 6.375% 10/300.032,080,000
NEWELL 6.375% 05/300.032,860,000
ONEMAIN 3.875% 09/280.032,595,000
PETROLEOS 8.75% 06/290.032,000,000
REPUBLIC 5.91% 08/320.032,563,000
CONGOLESE 9.875% 11/320.032,300,000
ROYAL 6.25% 03/320.032,022,000
RADIOLOGY 8.5% 07/320.032,777,000
CLARIOS 6.75% 09/320.032,376,000
QNITY 5.75% 08/320.032,362,000
ISLAMIC 8.875% 04/510.032,100,000
PETSMART LLC / 7.5% 09/320.032,325,000
PLANET 5.649% 12/550.032,670,000
POST HOLDINGS 6.25% 02/320.032,171,000
SM ENERGY CO 8.75% 07/310.032,032,000
SDR COMMERCIAL FLT 05/390.032,125,000
SCF EQUIPMENT 5.33% 06/360.032,770,000
SANTANDER 5.47% 05/310.032,400,000
ECHOSTAR 10.75% 11/290.032,290,000
SINCLAIR 8.125% 02/330.032,405,000
EURO-BUND 03/06/20260.03944
STAPLES INC 10.75% 09/290.032,860,000
SOLSTICE 5.625% 09/330.032,579,000
FHLMC STACR FLT 12/500.031,937,000
STACR TRUST FLT 02/470.032,290,000
SUNOCO LP / 4.5% 05/290.032,460,000
FHLMC STACR FLT 07/420.032,500,000
HERTZ VEHICLE 5.9% 12/310.032,245,000
HERTZ VEHICLE 9.22% 01/290.032,500,000
HILTON 3.75% 05/290.032,225,000
HILTON 4.875% 04/270.032,140,000
HILTON 5.875% 03/330.032,534,000
IQVIA INC 6.25% 06/320.032,271,000
INEOS FINANCE 7.5% 04/290.033,040,000
IHEARTCOMMUN 9.125% 05/290.032,988,000
REPUBLIC OF 6.125% 06/330.032,300,000
HASHEMITE 5.85% 07/300.032,100,000
JPMBB VAR 03/490.032,300,000
LENDMARK 4.94% 09/340.032,100,000
LAMAR MEDIA 4.875% 01/290.032,235,000
REPUBLIC OF 8.8% 10/380.032,265,000
KIOXIA 6.25% 07/300.032,389,000
REPUBLIC OF 9.75% 02/310.032,100,000
REPUBLIC OF 7.875% 10/330.032,200,000
LHOME MORTGAGE STEP 07/390.032,516,000
LHOME MORTGAGE STEP 01/400.032,221,000
LHOME MORTGAGE STEP 05/290.032,360,000
MAGNETITE XVII FLT 04/370.032,208,000
MULTIFAMILY FLT 11/530.032,339,756
MORGAN 3.25% 12/470.032,165,016
REPUBLIC OF 7.25% 03/310.031,950,000
FHLMC MSCR FLT 07/450.032,700,000
FHLMC MSCR FLT 07/450.032,470,389
FHLMC MSCR FLT 05/440.032,500,000
NEUBERGER FLT 10/360.032,500,000
NEUBERGER FLT 07/360.032,260,000
FEDERAL 9.1297% 01/460.032,530,000
NEW 4.443% 02/390.032,850,000
GS MORTGAGE VAR 11/480.032,575,082
GRAY MEDIA 4.75% 10/300.033,004,000
GRAY MEDIA 5.375% 11/310.033,338,000
GRAY MEDIA 7.25% 08/330.032,089,000
REPUBLIC OF 6.05% 08/310.032,000,000
CHART 7.5% 01/300.032,165,000
GS VAR 11/550.032,176,306
GNMA 2025-89 5.25% 01/550.032,408,529
GNMA 2026-24 4.5% 02/560.032,520,000
GNMA 2025-112 VAR 03/660.0354,702,261
GNMA 2025-105 PZ 5% 06/550.032,368,489
GNMA 2025-139 FLT 08/550.0348,911,190
GNMA 2025-69 AZ 5% 04/550.032,630,118
GNMA 2025-69 SK FLT 04/550.0325,947,429
GNMA 2025-202 VAR 09/670.0330,939,600
GNMA 2021-164 VAR 10/630.0329,866,187
GNMA 2021-11 IX VAR 12/620.0331,463,409
GNMA 2021-133 VAR 07/630.0331,475,520
GNMA 2020-184 VAR 11/600.0335,649,954
GNMA 2022-109 VAR 08/640.0352,166,357
GNMA 2021-92 IO VAR 09/630.0340,072,440
GNMA 2022-41 IO VAR 04/630.0340,702,977
GNMA 2022-80 IO VAR 06/640.0347,357,416
GNMA 2023-117 5.5% 08/530.032,294,082
GNMA 2025-100 FLT 06/550.0332,259,388
GNMA 2024-32 IO VAR 06/630.0345,323,164
GNMA 2024-195 VAR 07/610.0370,471,372
GNMA 2024-124 VAR 07/650.0337,492,934
GCI LLC 4.75% 10/280.032,453,000
GLS AUTO 5.5% 06/290.032,500,000
GLS AUTO 5.65% 07/300.032,465,000
GFL 4% 08/280.032,625,000
GFL 6.75% 01/310.032,642,000
REPUBLIC OF STEP 07/350.032,500,000
REPUBLIC OF STEP 07/290.032,362,500
GNMA II MORTPASS 6% 08/540.032,726,847
GNMA II 6.5% 08/540.032,457,982
UMBS MORTPASS 6.5% 10/540.032,130,688
UMBS MORTPASS 6.5% 05/530.032,604,140
FREMF 2018-K83 ZERO 11/510.033,400,000
FREMF 2018-K84 ZERO 11/280.033,500,000
FREMF ZERO 01/540.034,000,000
FREMF FLT 02/320.032,759,023
FREMF ZERO 03/530.034,000,000
FREMF ZERO 05/330.034,000,000
FREMF K-1511 ZERO 04/340.035,327,320
FREMF ZERO 08/350.035,500,000
FREMF ZERO 09/300.033,300,000
SIX FLAGS 5.25% 07/290.032,145,000
SIX FLAGS 6.625% 05/320.032,069,000
US 5YR NOTE 06/30/20260.026,658
FRONTIER 5% 05/280.021,265,000
FREMF ZERO 08/300.022,588,480
FREMF 2019-KF67 FLT 08/290.021,479,218
FREMF 2019-KF73 FLT 11/290.022,115,634
FREMF 2019-KC07 VAR 10/290.022,400,000
GNMA II 6.5% 03/540.021,830,004
FS 8.875% 02/310.021,405,000
UMBS MORTPASS 6.5% 02/560.021,318,000
UMBS MORTPASS 6% 02/560.021,380,000
UMBS MORTPASS 6% 02/560.021,290,000
GNMA II 6.5% 07/540.021,496,702
GNMA II 6.5% 07/540.021,270,857
GNMA II MORTPASS 6% 07/540.021,257,313
GNMA II MORTPASS 6% 06/540.021,251,955
GNMA II MORTPASS 6% 06/540.021,414,110
GAP INC/THE 3.625% 10/290.021,775,000
GNMA 2020-110 VAR 03/620.0218,110,320
GNMA 2020-137 VAR 09/620.0229,564,557
GLS AUTO 6.03% 02/300.021,420,000
GNMA 2024-138 VAR 02/660.0219,252,563
GNMA 2024-52 A VAR 03/560.021,464,157
GNMA 2024-70 IO VAR 02/600.0228,869,643
GNMA 2025-105 PA 7% 04/550.021,458,152
GNMA 2025-1 BL 6% 01/550.021,400,000
GNMA 2023-127 VAR 07/570.0280,079,235
GNMA 2023-113 5.5% 08/530.021,446,239
GNMA 2022-67 IO VAR 08/630.0218,059,711
GNMA 2022-157 VAR 03/640.0230,684,487
GNMA 2021-63 IO VAR 04/610.0230,418,708
GNMA 2021-47 IO VAR 03/610.0225,231,790
GNMA 2021-218 VAR 10/610.0217,195,258
GNMA 2025-152 FLT 09/550.0225,434,661
GNMA 2025-38 IO VAR 01/620.0245,185,848
GNMA 2025-41 BS FLT 03/550.0243,191,210
GNMA 2025-25 BS FLT 02/550.0217,753,091
GNMA 2025-25 SB FLT 02/550.0217,507,977
GNMA 2025-25 ZN 7% 02/550.021,165,909
GNMA 2025-139 FLT 08/550.0222,125,716
GNMA 2025-139 UC 6% 08/550.021,928,498
GNMA 2025-132 MZ 5% 08/550.021,332,840
GNMA 2025-156 6.5% 09/550.021,323,609
GNMA 2025-156 CZ 5% 04/550.021,408,990
GNMA 2025-139 5.25% 05/550.021,540,769
GNMA 2026-2 UZ 4.5% 01/560.022,043,873
GNMA 2026-24 4.5% 02/560.021,632,000
GNMA 2025-89 JY 5% 12/540.021,700,000
GNMA 2025-97 SE FLT 06/550.0226,872,694
GNMA 2025-89 SE FLT 05/550.0218,480,598
GNMA 2025-69 SX FLT 04/550.0228,764,075
WR GRACE 6.625% 08/320.021,641,000
GULFPORT 6.75% 09/290.021,215,000
HUNTINGTON 5.442% 10/320.021,641,672
REPUBLIC OF 6.25% 08/360.021,221,000
NEW RESIDENTIAL VAR 12/650.021,850,000
NRG ENERGY 3.625% 02/310.022,080,000
NRG ENERGY INC 6% 02/330.021,221,000
NGL ENERGY 8.125% 02/290.021,416,000
NISOURCE INC VAR 11/540.021,590,000
FEDERAL 8.6308% 01/360.021,500,000
NEXTERA ENERGY VAR 08/550.021,344,000
FEDERAL 10.375% 12/340.021,400,000
FHLMC MSCR FLT 02/450.021,500,000
FHLMC MSCR FLT 09/430.021,750,000
FHLMC MSCR FLT 09/430.021,590,685
MV24 CAPITAL 6.748% 06/340.021,526,866
FHLMC MSCR FLT 11/510.021,750,000
MGM RESORTS 6.125% 09/290.021,754,000
MGM RESORTS 6.5% 04/320.021,670,000
MILLROSE 6.375% 08/300.021,378,000
MARINER 4.91% 11/380.022,000,000
METLIFE INC VAR 03/560.021,819,000
MERCURY 6.31% 02/320.021,890,000
MITER BRANDS 6.75% 04/320.021,445,000
MASTERBRAND INC 7% 07/320.021,450,000
LHOME MORTGAGE STEP 03/290.021,600,000
LHOME MORTGAGE STEP 09/390.021,263,000
LEVEL 3 7% 03/340.021,354,581
MAGNETITE XLV FLT 04/380.022,000,000
JPMDB VAR 12/490.021,486,000
REPUBLIC OF 9.75% 02/310.021,635,000
KKR CLO 40 LTD FLT 10/340.022,000,000
KKR CLO 52 LTD FLT 07/380.021,850,000
LENDMARK 5.53% 06/320.021,950,000
JPMBB VAR 08/480.021,500,000
JP MORGAN 2.8218% 08/490.021,343,073
JP MORGAN CHASE VAR 12/490.022,175,000
JPMCC VAR 03/500.021,920,000
IHO 7.75% 11/300.021,841,000
INEOS FINANCE 6.75% 05/280.021,350,000
HERTZ 12.625% 07/290.021,809,000
HERTZ CORP/THE 5% 12/290.023,245,000
HARRIMAN PARK FLT 07/380.021,680,000
HSBC HOLDINGS VAR 03/300.021,410,000
HOWARD 6.625% 01/340.021,852,000
HONEY HILL PARK FLT 04/390.021,310,000
NOVELIS CORP 3.875% 08/310.021,376,000
HILTON 5.75% 09/330.021,978,000
REPUBLIC OF 6.25% 01/270.021,350,000
HOLOGIC INC 3.25% 02/290.021,869,000
HERTZ VEHICLE 9.44% 03/300.021,500,000
HESS 4.25% 02/300.021,355,000
HERTZ VEHICLE 7.74% 05/300.021,870,000
HERTZ VEHICLE 6.78% 09/280.022,000,000
FHLMC STACR FLT 10/410.021,800,000
SUNOCO LP / 4.5% 04/300.022,060,000
SUNOCO LP 5.625% 03/310.021,325,000
SONANGOL 10% 01/310.021,270,000
SREIT TRUST FLT 11/380.021,677,683
SNAP INC 6.875% 03/330.021,418,000
REPUBLIC OF 7.1% 11/360.021,800,000
FHLMC STACR FLT 02/440.021,500,000
FHLMC STACR FLT 03/300.021,550,000
FHLMC STACR FLT 01/510.021,585,000
SENSATA 6.625% 07/320.021,200,000
SAAVI 8.875% 02/350.021,763,000
TRANSNET/SOUT 8.25% 02/280.021,200,000
BANCO SANTANDER VAR 03/300.021,400,000
RR 19 LTD FLT 04/400.021,700,000
SBA SMALL 5.168% 03/330.021,410,648
SBA SMALL 5.688% 09/330.021,690,561
ECHOSTAR CORP 6.75% 11/300.021,272,681
SANTANDER 5.14% 02/320.021,247,000
SANTANDER 5.32% 12/310.021,958,000
SANTANDER 5.97% 10/310.021,906,000
STIFEL SBA IO VAR 06/500.0247,867,551
SHR TRUST FLT 10/410.022,000,000
SIRIUS XM 5.875% 04/320.021,285,000
SM ENERGY CO 6.625% 01/270.021,685,000
CLARIOS 6.75% 02/300.021,226,000
PRM5 TRUST VAR 03/330.021,530,000
PRM5 TRUST VAR 03/330.021,590,000
PRPM 2024-7 STEP 11/290.021,572,239
PRPM 2024-8 STEP 12/290.022,000,000
PRPM 2025-3 STEP 05/300.021,766,801
PRPM 2025-4 STEP 06/300.021,766,028
PRPM 2025-RPL2 STEP 04/550.021,667,280
ISLAMIC REPUBLIC 6% 04/260.021,700,000
PUREWEST ABS 6.531% 04/400.021,980,465
PERMIAN 5.875% 07/290.021,250,000
PERMIAN 9.875% 07/310.021,633,000
ROCKET COS 6.125% 08/300.021,825,000
RINGCENTRAL 8.5% 08/300.021,315,000
RHP HOTEL 6.5% 04/320.021,580,000
TRANSOCEAN 8.25% 05/290.021,201,000
PETROLEOS 6.95% 01/600.022,000,000
PROVINCIA DE 8.6% 02/350.021,851,000
REPUBLIC OF 5.6% 03/480.021,500,000
ONEMAIN 5.79% 07/380.021,500,000
ON 3.875% 09/280.021,690,000
ONEMAIN DIRECT 6.1% 07/370.021,522,000
NEWELL 6.625% 05/320.021,422,000
GRUPO NUTRESA SA 9% 05/350.021,500,000
NATWEST GROUP VAR 12/490.021,710,000
NEXSTAR MEDIA 4.75% 11/280.021,425,000
OCP CLO 2022-25 FLT 07/370.021,400,000
ORGANON & CO 5.125% 04/310.022,010,000
OCP SA 6.7% 03/360.021,260,000
OCP SA 7.5% 05/540.021,500,000
OCTAGON FLT 04/310.022,000,000
ELMWOOD CLO III FLT 07/370.021,650,000
ELMWOOD CLO IX FLT 04/380.022,000,000
REPUBLIC OF 8.625% 02/290.021,852,000
ELM TRUST VAR 06/390.021,885,000
ENERGIZER 4.375% 03/290.021,612,000
ENERGIZER 4.75% 06/280.021,292,000
REPUBLIC OF 8.75% 01/340.021,325,000
REPUBLIC OF 9.25% 01/390.021,412,000
ECOPETROL SA 8.375% 01/360.021,252,000
REPUBLIC OF STEP 07/400.022,500,000
REPUBLIC OF STEP 07/300.021,674,000
DT AUTO OWNER 3.34% 07/280.021,600,000
DRYDEN 68 CLO FLT 07/350.021,700,000
DIRECTV 5.875% 08/270.021,550,000
DAVITA INC 3.75% 02/310.021,525,000
DOMINICAN 6.4% 06/490.022,050,000
DOMINICAN 5.875% 01/600.021,450,000
DIVERSIFIED 7.67% 05/440.021,584,533
CHS/COMMUNITY 5.25% 05/300.021,590,000
CHS/COMMUNITY 6% 01/290.021,950,000
COMM VAR 03/480.022,000,000
COMM VAR 08/470.021,370,863
REPUBLIC OF 7.3% 11/540.021,565,000
COMSTOCK 6.75% 03/290.021,290,000
CRESCENT 9.25% 02/280.021,997,000
CRESCENT 7.875% 04/320.021,566,000
CSAIL 2020-C19 VAR 03/530.022,750,000
CSC HOLDINGS 6.5% 02/290.023,060,000
CSAIL 2015-C2 VAR 06/570.022,135,776
CSAIL 2015-C3 VAR 08/480.021,747,000
COREWEAVE INC 9% 02/310.021,698,000
COREWEAVE INC 9.25% 06/300.021,961,000
CSAIL 2016-C6 VAR 01/490.022,338,000
CSAIL 2018-C14 VAR 11/510.022,005,000
FHLMC VAR 10/290.0220,000,000
FHLMC VAR 10/300.0240,324,866
FHLMC VAR 11/320.02131,761,496
FHLMC VAR 05/290.0267,339,583
FHLMC VAR 07/310.0256,473,845
FHLMC VAR 07/330.02151,897,034
FHLMC VAR 07/350.0219,127,465
FHLMC VAR 06/500.026,400,000
FHLMC VAR 08/300.0230,816,164
ESKOM 8.45% 08/280.021,700,000
ENERGY TRANSFER VAR 05/540.021,870,000
FORD MOTOR 6.798% 11/280.021,500,000
FHLMC VAR 01/300.0235,466,456
FHLMC VAR 01/320.0284,373,218
FHLMC VAR 01/490.0212,950,000
FHLMC VAR 03/320.02109,934,758
FHLMC VAR 04/300.0235,834,412
FHLMC VAR 02/490.0216,750,000
FHLMC VAR 02/360.0257,663,357
UMBS MORTPASS 5.5% 02/560.021,960,000
UMBS MORTPASS 5.5% 01/560.021,268,828
UMBS MORTPASS 5.5% 11/550.021,653,697
UMBS MORTPASS 5.5% 03/560.021,530,000
UMBS MORTPASS 5.5% 03/560.021,900,000
UMBS MORTPASS 6% 02/560.021,320,000
UMBS MORTPASS 6% 02/560.021,589,257
UMBS MORTPASS 6% 02/560.021,310,000
FNMA REMICS FLT 01/550.0218,424,297
FNMA REMICS FLT 03/560.022,190,000
FNMA REMICS FLT 07/550.0225,333,064
FNMA REMICS FLT 07/550.0217,475,827
FNMA REMICS FLT 08/550.0221,467,896
FNMA REMICS 6% 07/550.021,431,138
FNMA-ACES VAR 11/350.0290,961,031
FNMA REMICS 5.5% 12/550.022,039,285
FNMA-ACES VAR 04/320.0274,897,701
FNMA-ACES VAR 07/320.02237,009,004
UMBS MORTPASS 6.5% 12/530.021,645,851
UMBS MORTPASS 6.5% 02/560.021,459,048
FHLMC REMICS FLT 06/550.0220,241,122
FHLMC REMICS FLT 08/550.0224,341,059
FHLMC VAR 12/300.0252,448,497
FHLMC REMICS 6% 07/550.021,540,883
FHLMC REMICS 6% 08/550.021,664,599
FIEMEX 7.25% 01/410.021,868,096
FIRSTKEY HOMES ZERO 07/380.021,900,000
FIRSTKEY HOMES ZERO 07/380.021,900,000
UMBS MORTPASS 5.5% 02/560.021,839,096
UMBS MORTPASS 5.5% 02/560.021,209,091
UMBS MORTPASS 5.5% 02/560.021,278,889
UMBS MORTPASS 5.5% 02/560.021,738,974
UMBS MORTPASS 5.5% 03/560.021,640,000
UMBS MORTPASS 5.5% 02/560.021,450,000
UMBS MORTPASS 5.5% 02/560.021,490,000
UMBS MORTPASS 5.5% 03/560.021,260,000
UMBS MORTPASS 5.5% 12/550.021,473,482
UMBS MORTPASS 6% 02/560.021,690,000
UMBS MORTPASS 6% 02/560.021,689,111
UMBS MORTPASS 6% 02/560.021,389,571
UMBS MORTPASS 6% 01/560.021,828,494
UMBS MORTPASS 6% 02/560.021,728,112
GENESEE & WYOMING INC.0.021,568,720
HUB INTERNATIONAL LIMITED0.021,369,109
ICON PARENT I INC0.021,614,132
MPIRE2025M111619SEP30144A0.021,499,002
PETSMART, INC0.021,632,989
QUIKRETE HOLDINGS, INC0.021,538,375
BAML RCAP FRN 25OCT270.022,000,000
BAML RCAP FRN 26OCT290.022,000,000
CURRENCY CONTRACT - AUD0.0283,176,077
EMRLD BORROWER LP0.021,357,632
AHEAD DB HOLDINGS LLC0.021,349,382
ARGENTINE STEP 07/410.022,700,000
ARDAGH GROUP SA VAR 12/300.021,420,000
REPUBLIC OF 3.6% 02/310.022,200,000
REPUBLIC OF 9.244% 01/310.021,400,000
ARGENTINE STEP 01/380.021,700,000
AMKOR 5.875% 10/330.021,742,000
AVIS BUDGET 6.23% 04/290.021,207,000
AIMCO CLO 16 FLT 07/370.021,808,000
BARINGS CLO LTD FLT 01/390.021,390,000
ASCENT 6.625% 10/320.021,385,000
ASURION LLC AND 8% 12/320.021,486,000
AMERICAN AXLE & 5% 10/290.021,360,000
ALUMINA PTY 6.125% 03/300.021,240,000
AMERICAN 5.11% 03/310.021,400,000
AMERICAN 5.34% 08/310.021,515,000
AMERICAN 5.5% 07/310.022,000,000
UKG INC.0.021,638,493
ALBERTSONS 5.625% 03/320.021,635,000
ALBERTSONS COS 3.5% 03/290.021,750,000
AECOM CALLABLE 6% 08/330.021,337,000
AFFIRM ASSET 5.06% 09/290.022,000,000
AMERICAN 9.54% 10/310.021,900,000
AMERICAN 7.39% 12/320.021,900,000
AMERICAN 6.82% 10/290.021,800,000
AMERICAN 6.53% 04/300.021,330,000
CHARTER 2.25% 01/290.021,545,000
CCO HOLDINGS 4.5% 05/320.022,120,000
CHORD ENERGY 6% 10/300.021,454,000
CARLYLE US CLO FLT 04/400.021,750,000
CENTRAL 4.125% 10/300.021,425,000
CONSTELLATIO 4.625% 02/290.021,240,000
CITIGROUP VAR 02/490.021,500,000
CITIGROUP VAR 04/490.021,630,000
CHARTER 6.1% 06/290.021,790,000
COMM 2024-CBM VAR 12/410.021,408,820
COMM 2024-CBM VAR 12/410.021,224,000
CONNECTICUT FLT 05/440.021,296,000
CD 2017-CD4 3.3% 05/500.022,000,000
CD 2017-CD6 VAR 11/500.021,750,000
CD 2017-CD6 VAR 11/500.021,362,417
CD 2018-CD7 VAR 08/510.022,080,000
CLEAR CHANNEL 7.5% 03/330.021,853,000
CLEAR CHANNEL 7.75% 04/280.021,347,000
CARNIVAL CORP 5.75% 08/320.021,788,000
CONNECTICUT FLT 10/410.022,000,000
CONNECTICUT FLT 12/410.021,941,000
BMO 2024-C9 5.7592% 07/570.021,710,000
BMO 2024-C9 VAR 07/570.0226,945,304
BMO 2024-5C7 VAR 11/570.021,400,000
BMO 2026-C14 VAR 02/590.0223,480,000
BUCKEYE 3.95% 12/260.021,997,000
BUCKEYE 6.75% 02/300.021,511,000
BMO 2023-C5 5.7653% 06/560.021,640,000
BMO 2023-C7 6.16% 12/560.021,500,000
STANDARD 4.375% 07/300.021,745,000
STANDARD 6.25% 08/330.021,749,000
CITIGROUP INC VAR 12/490.021,580,000
CREDIT 4.85% 11/340.021,625,000
WAND NEWCO 3 7.625% 01/320.021,279,000
CREDIT 6.71% 02/340.021,467,000
CONNECT 10.5% 04/310.021,780,000
BX COMMERCIAL FLT 02/390.021,744,345
BBCMS MORTGAGE VAR 09/560.021,350,000
BANCO MERCANTIL DEL VAR0.021,800,000
BBCMS MORTGAGE VAR 02/500.022,400,000
BALLYROCK CLO FLT 10/370.022,000,000
1011778 BC 3.875% 01/280.021,835,000
BOMBARDIER 7.25% 07/310.021,251,000
BOMBARDIER 8.75% 11/300.021,455,000
BENCHMARK VAR 02/590.0227,390,000
BENCHMARK VAR 03/620.021,418,000
BRIDGECREST 6.03% 11/290.021,400,000
BRIDGECREST 5.62% 03/310.021,770,000
TOORAK STEP 02/390.021,846,453
TRANSCANADA VAR 09/790.021,696,000
REPUBLIC OF 7.625% 05/340.021,164,000
UBS GROUP AG CALLABLE VAR0.021,472,000
UZBEKNEFTEGAZ 4.75% 11/280.021,900,000
UBS COMMERCIAL VAR 06/510.022,143,000
UNITED 5.375% 11/330.021,286,000
UNITED 6.125% 03/340.021,850,000
TERMOCANDELAR 7.75% 09/310.021,650,000
TC ZIRAAT VAR 12/490.021,400,000
SYMPHONY CLO FLT 04/310.021,900,000
TALLGRASS 6.75% 03/340.021,345,000
TEREX CORP 6.25% 10/320.021,705,000
TENET 6.75% 05/310.021,739,000
TIERRA MOJADA 5.75% 12/400.021,686,843
TPG TRUST FLT 11/290.022,000,000
WHARF VAR 07/400.021,776,000
YINSON 8.947% 07/420.021,389,187
YINSON 8.498% 01/450.021,303,430
REPUBLIC OF 0.5% 12/530.021,700,000
WESCO 7.25% 06/280.021,445,000
WELLS FARGO 3% 08/510.021,500,000
WELLS FARGO 5.928% 07/570.021,800,000
WFRBS VAR 08/470.022,150,000
WAYFAIR LLC 7.75% 09/300.021,623,000
VOYA CLO 2019-4 FLT 01/350.022,000,000
VISTAJET PASS 9.5% 08/310.021,540,000
DISCOVERY 4.279% 03/320.021,715,000
WESCO 6.375% 03/290.021,758,000
VENTURE 8.125% 06/280.021,884,000
VISTRA 5.625% 02/270.021,855,000
VISTRA 6.875% 04/320.021,235,000
VENTURE 6.75% 01/360.021,225,000
VENTURE GLOBAL 9.5% 02/290.021,347,000
VENTURE 3.875% 11/330.021,625,000
VENTURE 4.125% 08/310.01845,000
VENTURE 6.125% 12/300.01943,000
VENTURE GLOBAL 6.5% 06/340.01667,000
VISTRA 7.75% 10/310.01695,000
VERUS STEP 05/680.01432,591
VOLTAGRID 7.375% 11/300.011,028,000
WESCO 6.375% 03/330.01803,000
WESCO 6.625% 03/320.011,185,000
WAYFAIR LLC 7.25% 10/290.01680,000
WEHLE PARK CLO FLT 10/380.011,000,000
WELLS FARGO VAR 06/480.011,222,471
WELLS FARGO VAR 07/350.011,000,000
WELLS FARGO VAR 07/350.01500,000
WELLS FARGO 4.212% 05/510.011,000,000
WELLS FARGO 4.464% 05/510.011,000,000
REPUBLIC OF STEP 06/330.011,131,296
PETCO HEALTH 8.25% 02/310.01422,000
WESTLAKE 6.02% 10/290.01576,000
WESTLAKE 6.47% 03/290.01632,000
WESTLAKE 6.79% 11/280.01437,000
WILLIAMS 6.625% 04/300.01539,000
WYNN RESORTS 6.25% 03/330.011,081,000
XPO INC 6.25% 06/280.01425,000
REPUBLIC OF 6.4% 06/340.01500,000
TENET 6.125% 06/300.01993,000
TALLGRASS ENERGY 6% 09/310.01675,000
SYMPHONY CLO FLT 04/310.01940,000
TORONTO-DOMINIO VAR 10/820.01950,000
TRANSDIGM INC 6.25% 01/340.01495,000
TEREX CORP 5% 05/290.01725,000
TEREX CORP 5% 05/290.011,035,000
US FOODS INC 4.625% 06/300.011,006,000
UBS COMMERCIAL VAR 11/500.011,200,000
US FOODS INC 6.875% 09/280.01520,000
UNIVISION 7.375% 06/300.01920,000
UNIVISION 9.375% 08/320.01762,000
VCAT 2025-NPL3 STEP 02/550.011,111,968
UNITED 4.875% 03/290.01750,000
US 2YR NOTE 06/30/20260.012,170
TRINIDAD 7.75% 06/330.01596,000
TOPBUILD 5.625% 01/340.01864,000
BUILDERS 5% 03/300.01975,000
BUILDERS 6.375% 03/340.01965,000
BUSINESS JET 6.197% 05/390.011,171,390
BUSINESS JET 7.974% 09/390.01653,871
KINGDOM OF 5.45% 09/320.01600,000
KINGDOM OF 6.625% 10/370.011,000,000
KINGDOM OF 7.5% 09/470.01600,000
BENCHMARK 5.8053% 01/570.01440,549
BUILDERS 6.75% 05/350.01781,000
BLUEMOUNTAIN FLT 10/340.011,000,000
BLUE RACER 7% 07/290.01874,000
BLUE RACER 7.25% 07/320.01922,000
BENCHMARK 2.256% 06/540.01800,000
BENCHMARK 3% 03/520.011,240,000
BENCHMARK VAR 07/510.011,000,000
BENCHMARK VAR 07/550.01800,000
BENCHMARK VAR 03/550.01800,000
BOMBARDIER INC 7% 06/320.011,095,000
BOMBARDIER 6.75% 06/330.01941,000
BBVA MEXICO SA VAR 01/330.011,100,000
1011778 BC ULC / 4% 10/300.011,225,000
BRINK'S 4.625% 10/270.01735,000
BENIN 7.96% 02/380.01950,000
GOAT HOLDCO 6.75% 02/320.01418,000
BANK5 6.5% 12/560.01822,332
BANK 2019-BNK19 VAR 08/610.011,500,000
BBCMS MORTGAGE VAR 07/560.0113,117,047
BANK 2.5% 09/620.01700,000
MAUSER 9.25% 04/300.01455,000
BX COMMERCIAL FLT 02/390.01708,363
FEDERATIVE 7.125% 05/540.01800,000
BWX 4.125% 06/280.01500,000
CREDIT 6.71% 07/340.01930,000
CREDIT 6.03% 05/340.01708,000
CREDIT 5.39% 01/350.011,000,000
BX COMMERCIAL FLT 11/380.01634,995
BENCHMARK VAR 11/550.01604,000
STANDARD 5.875% 03/340.01615,000
BMO 2024-5C3 VAR 02/570.01700,000
BMO 2022-C1 VAR 02/550.0149,116,960
BUCKEYE 4.5% 03/280.01615,000
BANK OF NOVA VAR 10/820.01600,000
BPCE SA 5.125% 01/280.01725,000
BMO 2024-5C7 VAR 11/570.0119,938,132
BNP PARIBAS SA VAR0.01650,000
BNP PARIBAS SA VAR 05/300.01580,000
FNMA FLT 01/300.011,090,558
FNMA FLT 02/300.01450,000
CHEMOURS 7.875% 03/340.01546,000
CALIFORNIA VAR 01/650.011,590,000
CHEMOURS 4.625% 11/290.01810,000
CD 2017-CD3 3.833% 02/500.011,000,000
CELANESE US 7% 02/310.01657,000
CELANESE US 7.2% 11/330.01865,000
CONNECTICUT FLT 02/440.01460,000
CONNECTICUT FLT 05/420.011,100,000
CONNECTICUT FLT 05/430.01500,000
AVIS BUDGET 8.375% 06/320.011,225,000
CONNECTICUT FLT 07/430.01680,000
CONNECTICUT FLT 07/440.01420,000
CONNECTICUT FLT 01/430.01550,000
COMM 2024-CBM VAR 12/410.011,123,214
COMM VAR 02/470.011,000,000
COMM 2018-COR3 VAR 05/510.01800,000
REPUBLIC OF 8% 04/330.01500,000
CLEVELAND-CLIF 7.5% 09/310.01844,000
CLEVELAND-CLIFFS 7% 03/320.01727,000
CLEAN HARBORS 5.75% 10/330.01971,000
CINEMARK USA INC 7% 08/320.01662,000
CNX 5.875% 03/340.01550,000
COMMERCIAL 5.75% 11/330.01686,000
CIPHER 7.125% 11/300.01719,000
CITIGROUP VAR 09/500.011,254,000
CITIGROUP VAR 10/470.01918,122
CITIGROUP VAR 03/510.011,000,000
CITIGROUP 3% 11/490.011,500,000
CENTRAL 5.125% 02/280.01610,000
CANTOR 2.5% 11/520.01674,000
CFCRE VAR 11/490.011,000,000
COMISION 6.5% 01/510.01738,000
CARLYLE US CLO FLT 10/370.011,000,000
CHURCHILL 5.75% 04/300.01773,000
CHURCHILL 6.75% 05/310.01555,000
CARLYLE GLOBAL FLT 07/320.011,000,000
CITIGROUP VAR 12/720.0119,551,212
CHORD ENERGY 6.75% 03/330.01945,000
ALBERTSONS 4.875% 02/300.01985,000
ACCO BRANDS 4.25% 03/290.011,305,000
ACCENDRA 4.5% 03/290.011,165,000
AVIS BUDGET 7.37% 12/290.01400,000
AVIS BUDGET 7.52% 02/300.011,000,000
AERCAP IRELAND 3% 10/280.01810,000
AERCAP IRELAND VAR 03/550.01460,000
AVIS BUDGET 5.58% 12/300.01403,000
ADIENT GLOBAL 7% 04/280.01500,000
ADIENT GLOBAL 7.5% 02/330.011,079,000
ADIENT GLOBAL 8.25% 04/310.011,100,000
SPX FLOW INC0.01500,000
WAND NEWCO 3, INC.0.011,023,066
WEC US HOLDINGS LTD.0.01493,734
TEREX CORPORATION0.01446,630
AMERICAN 6.04% 07/300.011,050,000
AMERICAN 5.5% 04/260.01435,000
ALUMINA PTY 6.375% 09/320.01685,000
ASBURY 4.75% 03/300.01898,000
AXON 6.125% 03/300.01726,000
AXON 6.25% 03/330.01753,000
AMERICAN 6.875% 07/280.01749,000
ARCHROCK 6.625% 09/320.011,084,000
AMER SPORTS 6.75% 02/310.01630,000
ASCENT 6.625% 07/330.01822,000
AXALTA 4.75% 06/270.01850,000
AXALTA 7.25% 02/310.01750,000
BANCO DEL VAR 12/490.01400,000
COMMONWEALTH 8.95% 10/320.011,000,000
GLOBAL 7.375% 10/320.01782,000
AI CANDELARIA 5.75% 06/330.01500,000
ALLISON 5.875% 12/330.01458,000
ANTERO 5.75% 10/330.01871,000
ARGENTINE 1% 07/290.01700,000
REPUBLIC OF 8.75% 04/320.01600,000
ARDAGH GROUP 9.5% 12/300.01826,000
1211 AVENUE OF VAR 08/350.01935,000
AMERIGAS 9.375% 06/280.01632,000
AMERIGAS 9.5% 06/300.01634,000
ANTERO 5.375% 03/300.01880,000
ANCHOR STEP 05/400.011,200,000
ALTAR BIDCO, INC0.01770,978
1261229 BC LTD0.011,189,025
ASURION, LLC0.01530,666
ATHENAHEALTH GROUP INC0.011,239,101
CURRENCY CONTRACT - AUD0.0127,738,919
BCPE PEQUOD BUYER INC0.01712,424
ADIENT US LLC0.01629,491
CLYDESDALE ACQUISITION H0.01932,655
PETCO HEALTH AND WELLNES0.011,217,588
ROCKET SOFTWARE, INC.0.01590,041
NEW YORK N Y 6.033% 12/310.01650,000
DAYFORCE BIDCO LLC0.011,110,091
MITER BRANDS ACQUISITION0.01990,006
GRAHAM PACKAGING COMPANY0.01465,333
FIRST ADVANTAGE HOLDINGS0.01669,417
FREMF 2017-KF38 FLT 09/240.01784,316
FREMF 2018-KF45 FLT 03/250.01675,022
JETBLUE AIRWAYS CORPORAT0.01925,793
LSF12 CROWN US COMMERCIA0.01781,106
LSF12 HELIX PARENT, LLC0.01460,784
MADISON IAQ LLC0.01494,832
CURRENCY CONTRACT - BRL0.01100,721,103
UMBS MORTPASS 6% 03/560.01830,000
UMBS MORTPASS 6% 02/560.01670,000
UMBS MORTPASS 6% 12/550.01449,623
UMBS MORTPASS 6% 02/560.01999,538
UMBS MORTPASS 6% 02/560.01920,000
UMBS MORTPASS 6% 02/560.011,057,642
UMBS MORTPASS 6% 01/560.01887,001
UMBS MORTPASS 6% 01/560.01489,591
UMBS MORTPASS 6% 02/560.01844,946
UMBS MORTPASS 5.5% 03/560.01890,000
UMBS MORTPASS 5.5% 03/560.01740,000
UMBS MORTPASS 5.5% 02/560.011,208,865
UMBS MORTPASS 5.5% 02/560.01650,000
UMBS MORTPASS 5.5% 02/560.01649,940
UMBS MORTPASS 5.5% 02/560.01430,000
UMBS MORTPASS 5.5% 12/550.01748,728
UMBS MORTPASS 5.5% 03/560.01490,000
UMBS MORTPASS 5.5% 12/550.01997,721
UMBS MORTPASS 5.5% 10/550.01925,007
UMBS MORTPASS 5.5% 10/550.01657,716
UMBS MORTPASS 5.5% 03/560.01850,000
UMBS MORTPASS 5.5% 03/560.01490,000
UMBS MORTPASS 5.5% 03/560.01830,000
FLASH COMPUTE 7.25% 12/300.01827,000
FIRSTKEY HOMES ZERO 05/390.011,300,000
FNMA MORTPASS 1.69% 10/310.011,260,181
FNMA MORTPASS 1.97% 01/340.01800,000
FNMA MORTPASS 4.62% 07/280.01650,000
FNMA MORTPASS 4.79% 10/280.011,200,000
FNMA MORTPASS 4.99% 06/340.01840,000
UMBS MORTPASS 5.5% 01/560.01860,000
UMBS MORTPASS 5.5% 01/560.01739,321
UMBS MORTPASS 5.5% 01/560.01980,000
FHLMC REMICS FLT 02/550.0112,601,368
FHLMC REMICS FLT 02/550.0119,781,970
FHLMC REMICS FLT 03/550.018,160,570
FHLMC REMICS FLT 03/550.0117,183,480
FHLMC REMICS FLT 04/550.0118,060,817
UMBS MORTPASS 6.5% 02/560.01480,000
UMBS MORTPASS 6.5% 03/560.01790,000
UMBS MORTPASS 6.5% 01/560.01459,534
UMBS MORTPASS 6.5% 01/560.01659,017
UMBS MORTPASS 6.5% 01/560.01589,517
UMBS MORTPASS 6.5% 01/560.01479,273
UMBS MORTPASS 6.5% 01/560.01829,377
UMBS MORTPASS 6.5% 01/560.01394,477
UMBS MORTPASS 6.5% 03/560.01590,000
FNMA-ACES VAR 09/310.0121,042,238
FNMA-ACES VAR 07/280.0199,154,113
FNMA-ACES VAR 07/310.0135,245,982
FNMA REMICS 5% 02/560.011,121,901
FNMA REMICS FLT 03/550.017,110,613
FNMA REMICS FLT 12/540.017,017,237
FNMA REMICS FLT 04/550.0110,735,731
UMBS MORTPASS 6% 02/560.01850,000
UMBS MORTPASS 6% 02/560.01879,111
UMBS MORTPASS 6% 02/560.01749,465
UMBS MORTPASS 6% 02/560.01649,053
UMBS MORTPASS 6% 02/560.01846,315
UMBS MORTPASS 6% 01/560.01719,114
UMBS MORTPASS 6% 01/560.01876,353
UMBS MORTPASS 5.5% 03/560.01942,000
UMBS MORTPASS 5.5% 03/560.01820,000
UMBS MORTPASS 5.5% 03/560.011,040,000
UMBS MORTPASS 5.5% 03/560.01650,000
UMBS MORTPASS 5.5% 02/560.01680,000
UMBS MORTPASS 5.5% 02/560.01470,000
UMBS MORTPASS 5.5% 02/560.01500,000
UMBS MORTPASS 5.5% 02/560.01679,631
UMBS MORTPASS 5.5% 02/560.011,120,000
UMBS MORTPASS 5.5% 02/560.01460,000
UMBS MORTPASS 5.5% 02/560.01660,000
UMBS MORTPASS 5.5% 02/560.01649,492
UMBS MORTPASS 5.5% 01/560.01479,567
UMBS MORTPASS 5.5% 01/560.011,108,860
UMBS MORTPASS 5.5% 01/560.01549,283
UMBS MORTPASS 5.5% 01/560.01549,237
FHLMCGLD 4.93% 06/280.01992,788
UMBS MORTPASS 5.5% 01/560.01409,623
FHLMC VAR 02/490.015,000,000
FHLMC VAR 03/290.0131,694,719
FHLMC VAR 04/550.0134,790,519
FHLMC VAR 05/280.0125,028,582
FHLMC VAR 03/380.013,000,000
FHLMC VAR 03/490.014,000,000
FHLMC VAR 03/490.0113,766,615
FHLMC VAR 02/320.0114,925,094
FHLMC VAR 02/320.01115,430,000
FHLMC VAR 02/350.018,750,884
FHLMC VAR 01/300.0112,796,412
FHLMC VAR 01/300.0124,314,995
FHLMC VAR 01/310.0176,586,033
FHLMC VAR 01/310.0116,980,412
ELEMENT 3.875% 09/280.01715,000
FORD MOTOR 5.753% 04/330.01500,000
FORD MOTOR 7.2% 06/300.01700,000
FAIR ISAAC CORP 6% 05/330.01607,000
FHLMC VAR 08/450.0125,000,000
FHLMC VAR 08/510.018,380,000
FHLMC VAR 07/290.0130,000,000
FHLMC VAR 09/290.0153,365,429
FHLMC VAR 09/440.0115,000,000
FHLMC VAR 09/480.015,000,000
FHLMC VAR 04/290.0155,000,000
FHLMC VAR 06/490.0113,000,000
FHLMC VAR 05/310.018,000,000
FHLMC VAR 06/290.0120,896,899
FHLMC VAR 05/480.013,400,000
FHLMC VAR 11/330.012,700,000
FHLMC VAR 11/480.015,000,000
FHLMC VAR 11/550.015,000,000
FHLMC VAR 12/310.0162,631,610
FHLMC VAR 12/320.0119,682,615
FHLMC VAR 12/350.0113,300,538
FHLMC VAR 12/370.014,500,000
FHLMC REMICS 5% 08/550.011,081,010
FHLMC VAR 10/310.0142,557,282
FHLMC VAR 11/300.0119,450,375
FHLMC VAR 11/290.0125,475,784
FHLMC VAR 11/300.01116,738,000
FHLMC VAR 10/300.0124,596,677
FHLMC VAR 10/340.012,500,000
FHLMC VAR 10/460.0110,000,000
CSAIL 2015-C3 VAR 08/480.011,215,000
CSAIL 2020-C19 2.5% 03/530.012,000,000
CRESCENT 8.375% 01/340.01874,000
COREBRIDGE VAR 12/520.01500,000
CRESCENT 7.375% 01/330.011,005,000
REPUBLIC OF 7% 04/440.01400,000
COOPER-STANDA 13.5% 03/270.01719,853
INSTITUTO 6.75% 10/310.01800,000
CAESARS 4.625% 10/290.01760,000
CORECIVIC INC 8.25% 04/290.01635,000
CHS/COMMUNI 10.875% 01/320.01888,000
CHS/COMMUNITY 4.75% 02/310.01705,000
DIRECTOR ST NEV VAR 01/650.012,165,000
DIEBOLD 7.75% 03/300.01416,000
DAILYPAY 5.63% 06/280.01760,000
DOMINICAN 6% 02/330.01500,000
DRIVE AUTO 4.67% 05/320.01907,000
DAVITA INC 4.625% 06/300.01425,000
EXETER 12.07% 09/300.01900,000
EXETER 5.02% 10/290.011,070,000
DRIVE AUTO 4.94% 05/320.01950,000
EXETER 6.32% 08/290.01500,000
EXETER 6.68% 04/290.01954,000
EXETER 6.69% 06/290.01447,221
ENTEGRIS INC 4.375% 04/280.01635,000
ENDO FINANCE 8.5% 04/310.01869,000
ENFRAGEN 5.375% 12/300.01600,000
EQUIPMENTSHA 8.625% 05/320.01555,000
ELANCO ANIMAL 6.65% 08/280.01420,000
AXIA ENERGIA 6.5% 01/350.01890,000
ENCOMPASS 4.625% 04/310.011,240,000
ARAB 8.625% 02/300.01800,000
ARAB 8.625% 02/300.01829,000
ARAB 8.7002% 03/490.01700,000
OCP SA 5.125% 06/510.01800,000
ORGANON & CO 5.125% 04/310.01980,000
OWENS-BROCKW 6.625% 05/270.011,085,000
NUSTAR 5.625% 04/270.011,180,000
NEWELL BRANDS 8.5% 06/280.011,007,000
NYMT LOAN STEP 09/390.01624,798
OPORTUN 5.48% 08/290.01628,000
ONDECK ASSET 4.98% 10/310.01600,000
PAKISTAN WATER 7.5% 06/310.01658,000
REPUBLIC OF 5.662% 02/380.01858,000
OUTFRONT 7.375% 02/310.01505,000
REPUBLIC OF 6.1% 08/440.01400,000
REPUBLIC OF 6.1% 08/440.01600,000
PRESTIGE 5.125% 01/280.011,150,000
PARAGUAY 6.65% 03/550.011,000,000
PETROLEOS 5.95% 01/310.011,000,000
PETROLEOS 5.95% 01/310.01630,000
RHP HOTEL 6.5% 06/330.01873,000
RHP HOTEL 7.25% 07/280.011,170,000
ROCKET 2.875% 10/260.01565,000
ROCKET COS 6.375% 08/330.01988,000
RHP HOTEL 4.5% 02/290.01565,000
ROYAL CARIBBEAN 6% 02/330.01560,000
RAVEN 6.875% 11/310.011,061,000
RB GLOBAL 6.75% 03/280.01805,000
RB GLOBAL 7.75% 03/310.011,179,000
ROYAL 5.625% 09/310.01695,000
PERMIAN 6.25% 02/330.011,131,000
QNITY 6.25% 08/330.011,155,000
PALMER SQUARE FLT 04/380.01765,000
ISLAMIC REPUBLIC 6% 04/260.011,100,000
PETROLEOS 5.625% 06/470.011,600,000
PERFORMANCE 5.625% 03/340.01646,000
ONDECK ASSET 7% 08/300.01468,000
CD&R SMOKEY 9.5% 10/290.01813,000
PROGRESS 6.15% 03/400.01736,000
CLARIOS 6.75% 05/280.01505,000
SM ENERGY CO 6.75% 08/290.011,178,000
SM ENERGY CO 6.75% 09/260.01960,000
SM ENERGY CO 7% 08/320.011,004,000
SM ENERGY CO 8.375% 07/280.011,060,000
SM ENERGY CO 9.625% 06/330.01632,000
SCOTTS 4% 04/310.01795,000
SCOTTS 5.25% 12/260.01520,000
SERBIA 6% 06/340.01800,000
SERBIA 6% 06/340.01400,000
SERBIA 6.5% 09/330.01400,000
SANTANDER 5.77% 12/280.01428,000
SANTANDER 8.408% 12/330.011,043,485
ROCKIES 6.75% 03/330.011,168,000
RANGE 4.75% 02/300.01693,000
SANTANDER UK VAR 01/290.01720,000
TRANSNET/SOUT 8.25% 02/280.01800,000
SS&C 6.5% 06/320.01545,000
FHLMC STACR FLT 05/420.01550,000
FHLMC STACR FLT 04/430.01658,990
FHLMC STACR FLT 04/420.01500,000
REPUBLIC OF 7.95% 11/540.011,000,000
REPUBLIC OF 5.75% 09/490.01900,000
REPUBLIC OF 6.3% 06/480.01500,000
DEMOCRATIC 4% 04/280.01550,379
SOUTH BOW 4.911% 09/270.01595,000
SUNOCO LP 7% 05/290.01890,000
EXPAND 5.375% 03/300.01695,000
SUNOCO LP 5.375% 07/310.01514,000
STACR TRUST FLT 02/470.01600,000
STATE STREET CORP VAR0.011,130,000
SEAGATE DATA 4.091% 06/290.01800,000
SEAGATE DATA 8.25% 12/290.01780,000
SEAGATE DATA 8.5% 07/310.01542,000
FHLMC STACR FLT 09/410.01500,000
HERTZ VEHICLE 5.94% 02/280.01595,000
HERTZ VEHICLE 8.34% 09/310.01958,000
NOVELIS CORP 6.375% 08/330.01627,000
NOVELIS CORP 6.875% 01/300.01493,000
REPUBLIC OF 8.625% 11/340.01850,000
HESS 5.875% 03/280.01422,000
LSF12 HELIX 7.125% 02/330.01465,000
HILCORP 6.25% 04/320.011,239,000
ANYWHERE REAL 5.25% 04/300.01980,000
ANYWHERE REAL 5.75% 01/290.01853,000
ANYWHERE REAL 9.75% 04/300.011,138,000
HOWARD 7.375% 07/320.01785,000
HERC HOLDINGS 7% 06/300.01885,000
ION PLATFORM 7.875% 09/320.01982,000
IHEARTCOMMUNI 7.75% 08/300.011,196,050
REPUBLIC OF 5.8% 01/280.01937,500
IRON MOUNTAIN 5% 07/280.01540,000
IRON MOUNTAIN 5.25% 07/300.01860,000
IQVIA INC 5% 10/260.01700,000
IRV TRUST VAR 03/470.011,000,000
JPMCC VAR 03/500.01850,000
JPMDB 2.5% 11/520.011,000,000
JPMDB VAR 06/490.011,000,000
JP MORGAN CHASE VAR 12/460.01986,588
JPMBB VAR 07/480.01898,395
JH NORTH 6.125% 07/320.01432,000
HASHEMITE 7.5% 01/290.011,000,000
HASHEMITE 7.75% 01/280.011,000,000
CONNECT FINCO 9% 09/290.01445,000
ISTANBUL 10.5% 12/280.011,067,000
LENDMARK 5.69% 02/340.01450,000
LENDMARK 8.47% 02/340.01800,000
LHOME MORTGAGE STEP 01/290.01750,000
KIOXIA 6.625% 07/330.01565,000
KNIFE RIVER 7.75% 05/310.01750,000
LITHIA MOTORS 5.5% 10/300.01522,000
KODIAK GAS 6.5% 10/330.01435,000
NORDSTROM INC 4.25% 08/310.01530,000
MADISON IAQ 5.875% 06/290.01810,000
LHOME MORTGAGE VAR 04/400.011,000,000
LHOME MORTGAGE STEP 07/390.011,017,294
LENDMARK 4.47% 02/340.01915,000
MULTIFAMILY FLT 05/550.01700,000
MADISON PARK FLT 07/340.011,075,000
MEDLINE 6.25% 04/290.01863,000
MIWD HOLDCO II 5.5% 02/300.01600,000
MOLINA 6.5% 02/310.01678,000
MARINER 5.73% 11/380.01635,000
MILLROSE 6.25% 09/320.01673,000
MORGAN STANLEY VAR 11/520.01595,000
MORGAN STANLEY 2.7% 11/520.011,489,000
MORGAN STANLEY VAR 01/490.01745,000
MORGAN STANLEY VAR 07/500.011,007,432
NCL CORP LTD 5.875% 01/310.01712,000
MATADOR 6% 04/340.01558,000
NOVA CHEMICALS 8.5% 11/280.01710,000
NOVA CHEMICALS 9% 02/300.01871,000
NASDAQ INC 5.35% 06/280.01724,000
FHLMC MSCR FLT 10/440.01500,000
FEDERAL 6.125% 09/280.011,000,000
NEXTERA ENERGY VAR 09/540.01680,000
FEDERAL 8.747% 01/310.011,000,000
FEDERAL 8.25% 09/510.01800,000
NEPTUNE BIDCO 9.5% 02/330.01854,000
NGL ENERGY 8.375% 02/320.011,019,000
NRG ENERGY 5.75% 01/340.011,019,000
NRG ENERGY INC 6% 01/360.011,019,000
NRG ENERGY 5.25% 06/290.01560,000
GOODYEAR 6.625% 07/300.01495,000
GS MORTGAGE VAR 09/380.011,000,000
GS MORTGAGE VAR 10/480.011,000,000
REPUBLIC OF 6.6% 06/360.01700,000
GARDA WORLD 6.5% 01/310.011,043,000
GARDA WORLD 8.375% 11/320.01842,000
GENESEE & 6.25% 04/320.011,000,000
GOLDMAN SACHS VAR 12/490.01390,000
GOLDMAN SACHS VAR 12/490.01950,000
GS MORTGAGE 2.753% 05/490.01750,000
GS MORTGAGE 3% 07/520.01800,000
GS MORTGAGE VAR 03/500.01500,000
GNMA 2025-51 SH FLT 03/550.0112,661,017
GNMA 2025-7 SG FLT 01/550.0116,536,086
GNMA 2025-89 SP FLT 05/550.0122,425,657
GNMA 2025-89 SC FLT 05/550.019,376,300
GNMA 2025-79 HS FLT 05/550.015,450,222
GNMA 2025-84 SQ FLT 05/550.0129,157,337
GLOBAL 5.625% 06/290.01750,000
ACUSHNET CO 5.625% 12/330.01455,000
GNMA 2025-156 4.5% 11/540.01815,112
GNMA 2025-152 FLT 09/550.0119,861,164
GNMA 2025-128 AD 5% 10/560.01849,200
GNMA 2025-127 FLT 07/550.018,686,421
GNMA 2025-30 SC FLT 02/550.0110,135,064
GNMA 2025-25 HS FLT 02/550.0113,966,188
GNMA 2025-23 SL FLT 02/550.019,535,452
GNMA 2025-41 ES FLT 03/550.014,580,808
GNMA 2025-41 SE FLT 03/550.016,443,535
GNMA 2025-41 AS FLT 03/550.0116,208,009
GNMA 2025-69 SW FLT 04/550.0111,675,818
GNMA 2025-207 5.5% 11/550.01477,805
GNMA 2025-22 AS FLT 02/550.0113,621,431
GNMA 2025-22 GS FLT 02/550.019,704,522
GNMA 2021-22 IO VAR 05/630.017,269,972
GNMA 2021-220 VAR 12/630.0110,674,411
GNMA 2021-147 VAR 06/610.017,409,023
GNMA 2021-150 VAR 11/630.0112,154,898
GNMA 2021-151 VAR 04/630.017,446,048
GNMA 2021-40 IO VAR 02/630.019,881,739
GNMA 2021-188 IJ 3% 10/510.012,436,310
GNMA 2021-3 IO VAR 09/620.0113,913,779
GNMA 2022-147 VAR 09/640.0123,848,679
GNMA 2022-149 VAR 06/640.0112,826,759
GNMA 2022-113 VAR 09/610.0130,531,294
GNMA 2020-194 VAR 06/620.017,992,691
GNMA 2020-195 VAR 12/620.0113,188,747
GNMA 2020-2 IO VAR 03/620.019,959,796
GNMA 2020-23 IO VAR 04/620.019,339,765
GNMA 2020-161 VAR 08/620.018,213,005
GNMA 2020-94 IO VAR 03/620.0117,457,135
GNMA 2020-38 IO VAR 04/620.0114,390,788
GNMA 2020-56 IO VAR 11/610.017,006,441
GNMA 2020-6 IO VAR 10/620.019,504,864
GNMA 2021-108 VAR 06/610.0115,576,330
GNMA 2021-11 IO VAR 12/620.018,258,112
GNMA 2021-110 VAR 11/630.0110,014,760
GNMA 2021-120 VAR 02/630.016,109,200
GNMA 2021-126 VAR 05/630.019,320,851
GNMA 2021-168 VAR 05/630.0112,697,129
GNMA 2021-17 IO VAR 01/610.0112,529,114
GNMA 2021-170 VAR 05/630.0113,042,561
GNMA 2021-178 FLT 10/610.0114,886,705
GNMA 2021-180 VAR 11/630.0114,075,138
GNMA 2022-165 VAR 06/640.019,239,627
GNMA 2022-166 VAR 04/650.0117,219,093
GNMA 2022-199 VAR 07/640.0117,389,506
GNMA 2022-52 IO VAR 06/640.019,347,371
GNMA 2022-62 IO VAR 06/640.019,818,671
GNMA 2022-214 VAR 09/640.0122,410,271
GNMA 2023-126 VAR 07/650.017,976,427
GNMA 2023-15 AB VAR 08/630.01710,876
GNMA 2024-1 MS FLT 01/540.019,541,151
GNMA 2023-28 IO VAR 02/650.017,698,584
GNMA 2023-51 IO VAR 05/650.0111,312,372
GNMA 2023-55 2.5% 07/510.017,467,119
GNMA 2025-1 KS FLT 01/550.018,723,783
GNMA 2025-1 SV FLT 01/550.018,662,585
GNMA 2024-79 BS FLT 05/540.014,815,588
GNMA 2024-79 CS FLT 05/540.019,854,990
GNMA 2024-56 IO VAR 11/650.017,233,039
GNMA 2024-128 FLT 08/540.016,139,705
GNMA 2024-134 FLT 08/540.019,052,727
GNMA 2024-126 FLT 08/540.0112,408,663
GNMA 2024-204 FLT 12/540.017,184,269
GNMA 2024-17 IO VAR 06/650.0112,515,830
GNMA 2021-90 IO VAR 05/610.0116,495,872
GNMA 2024-31 IO VAR 02/660.019,795,624
GENESIS 6.75% 03/340.01568,000
GNMA II MORTPASS 7% 08/530.01597,439
GNMA II MORTPASS 6% 04/550.011,152,792
GNMA II MORTPASS 6% 10/540.01984,523
GNMA II MORTPASS 6% 10/550.01996,183
GNMA II MORTPASS 6% 10/550.011,063,373
GNMA II MORTPASS 6% 10/550.01995,195
GNMA II MORTPASS 6% 12/540.01928,380
GNMA 2020-143 VAR 03/620.0113,887,026
GNMA 2014-88 AJ VAR 03/550.01745,194
GNMA 2019-76 IO VAR 03/610.0122,111,823
GNMA 2017-70 IO VAR 02/590.0141,262,029
GNMA 2017-9 IO VAR 01/570.0118,154,521
GNMA 2018-85 IO VAR 07/600.0113,415,671
GNMA 2019-130 VAR 01/620.0117,691,905
GNMA 2019-144 VAR 01/620.0113,224,414
GFL 4.375% 08/290.01570,000
REPUBLIC OF STEP 07/290.01465,850
REPUBLIC OF STEP 07/350.01765,600
GNMA 2013-174 VAR 10/530.0131,036,837
GNMA II MORTPASS 6% 01/550.01399,308
GNMA II MORTPASS 6% 07/540.01423,228
GNMA II MORTPASS 6% 09/530.011,025,929
GNMA II MORTPASS 6% 10/540.01916,584
GNMA II 6.5% 07/540.01827,374
GNMA II 6.5% 07/540.01967,134
GNMA II 6.5% 08/540.01605,273
GNMA II 6.5% 03/540.01571,617
GNMA II 6.5% 08/540.01614,713
GNMA II 6.5% 09/540.01583,194
UMBS MORTPASS 6% 03/560.01830,000
UMBS MORTPASS 6.5% 02/560.01449,813
UMBS MORTPASS 6.5% 02/560.01540,000
UMBS MORTPASS 6.5% 02/560.01719,625
UMBS MORTPASS 6.5% 02/560.01659,501
FREMF 2018-KF54 FLT 11/280.01442,363
FREMF 2017-K62 VAR 01/500.01415,000
FREMF 2017-KF40 FLT 11/270.01943,699
UMBS MORTPASS 7% 01/560.01399,732
FREMF 0.1% 08/340.01167,868,193
GNMA II 6.5% 02/540.01794,307
GNMA II 6.5% 04/540.01504,334
GNMA II 6.5% 06/540.01413,142
FREMF 2019-KF59 FLT 02/290.01675,974
FREMF ZERO 06/290.01790,000
FREMF ZERO 10/320.011,300,000
SIX FLAGS 8.625% 01/320.01560,000
GNMA II 4.5% 07/520.0022
FREMF ZERO 12/490.0018,076
FIRST STUDENT 4% 07/290.00180,000
FS 8.625% 06/330.00230,000
FREMF FLT 12/320.00341,663
FREMF 2019-KF62 FLT 04/260.005,296
FREMF 2020-KF76 FLT 01/300.00357,644
GNMA II 6.5% 06/540.00148,045
GNMA II 6.5% 06/540.00312,668
GNMA II 6.5% 06/540.00139,853
GNMA II 6.5% 05/540.00162,703
GNMA II 6.5% 05/540.00116,215
GNMA II 6.5% 06/540.00303,895
GNMA II 6.5% 03/540.00284,804
GNMA II 6.5% 04/450.0069,483
FREMF 0.1% 09/300.003,300,000
FREMF 0.1% 09/300.0040,424,335
FREMF 0.1% 09/520.0012,768,420
FREMF 0.1% 09/520.0058,176,600
FREMF 0.1% 09/530.0063,587,170
FREMF 0.1% 09/530.0014,600,000
FREMF 0.1% 09/600.0043,284,007
FREMF 0.1% 10/320.001,600,000
FREMF 0.1% 10/320.0013,957,862
FREMF 0.1% 10/530.0015,633,000
FREMF 0.1% 10/530.0075,886,389
FREMF 0.1% 11/520.0024,500,000
FREMF 0.1% 11/520.00103,685,077
FREMF 0.1% 11/530.0017,500,000
FREMF 0.1% 11/530.0067,443,895
FREMF 2018-KW07 VAR 10/310.00300,000
FREMF 2019-K735 VAR 05/260.00150,000
FREMF 2019-K91 VAR 04/510.00250,000
FREMF 2019-K92 0.1% 04/290.0057,299,564
FREMF 2019-K92 0.1% 07/290.0012,014,516
FREMF 2018-KF43 FLT 01/280.0021,473
FREMF 2018-KF50 FLT 07/280.003,382
UMBS MORTPASS 6.5% 03/560.00250,000
UMBS MORTPASS 6.5% 03/560.00220,000
UMBS MORTPASS 6.5% 03/560.00230,000
UMBS MORTPASS 6.5% 03/560.00260,000
FREMF 0.1% 01/540.0078,716,400
FREMF 0.1% 01/540.0020,236,360
FREMF 0.1% 01/540.0010,972,469
FREMF 0.1% 03/530.0012,000,000
FREMF 0.1% 03/530.0050,910,738
FREMF 0.1% 04/330.0045,056,442
FREMF 0.1% 05/290.0017,558,124
FREMF 0.1% 05/330.005,250,000
FREMF 0.1% 05/530.0067,881,250
FREMF 0.1% 05/530.0024,000,000
FREMF 0.1% 06/290.0010,000,000
FREMF 0.1% 08/300.009,003,480
UMBS MORTPASS 6.5% 02/560.00220,000
UMBS MORTPASS 6.5% 02/560.00170,000
UMBS MORTPASS 6.5% 02/560.00260,000
UMBS MORTPASS 6.5% 02/560.00299,408
UMBS MORTPASS 6% 03/560.00360,000
UMBS MORTPASS 6.5% 01/560.00210,000
UMBS MORTPASS 6.5% 02/560.00329,942
UMBS MORTPASS 6.5% 02/560.00249,685
UMBS MORTPASS 6.5% 02/560.00220,000
GNMA II MORTPASS 6% 01/550.00137,033
GNMA II 6.5% 08/540.0086,424
GNMA II 6.5% 09/280.00120
GNMA II 6.5% 08/540.00150,313
GNMA II 6.5% 08/540.00121,490
GNMA II 6.5% 08/540.00196,756
GNMA II 6.5% 08/540.0042,280
GNMA II 6.5% 08/540.0035,219
GNMA II 6.5% 08/540.00146,182
GNMA II 6.5% 08/540.0097,616
GNMA II 6.5% 08/540.00237,074
GNMA II 6.5% 08/540.0086,574
GNMA II 6.5% 07/540.0073,390
GNMA II 6.5% 07/540.00363,165
GNMA II 6.5% 07/540.00143,857
GNMA II 6.5% 07/540.00176,419
GNMA II 6.5% 07/540.0070,906
GNMA II 6.5% 07/540.00301,446
GNMA II 6.5% 07/540.00147,347
GNMA II 6.5% 08/540.0073,553
GNMA II MORTPASS 6% 10/540.00102,306
GNMA II MORTPASS 6% 09/540.0067,968
GNMA II MORTPASS 6% 09/540.00188,514
GNMA II MORTPASS 6% 09/540.00203,086
GNMA II MORTPASS 6% 07/540.0059,375
GNMA II MORTPASS 6% 07/540.0097,804
GNMA II MORTPASS 6% 01/550.00122,621
GNMA II MORTPASS 6% 01/550.00100,222
GNMA II MORTPASS 6% 01/550.0085,482
GNMA II MORTPASS 6% 01/550.00356,392
GNMA II MORTPASS 6% 01/550.00169,726
GNMA II MORTPASS 6% 01/550.00123,916
GNMA II MORTPASS 6% 02/530.00245,781
GNMA II MORTPASS 6% 06/540.00114,654
GNMA II MORTPASS 6% 06/540.00259,438
GNMA II MORTPASS 6% 06/540.00208,733
GNMA II MORTPASS 6% 06/540.0083,598
GNMA II MORTPASS 6% 06/540.00331,079
GNMA II MORTPASS 6% 04/540.00162,638
GNMA 2014-181 FLT 12/440.00379,210
REPUBLIC OF ZERO 07/260.00100,000
REPUBLIC OF ZERO 07/260.0017,600
GOLDENTREE LOAN FLT 07/300.0033,236
GFL 4.375% 08/290.00110,000
GNMA 2019-154 VAR 09/610.006,962,526
GNMA 2019-155 VAR 07/610.005,023,251
GNMA 2019-53 IA VAR 06/610.001,959,631
GNMA 2020-10 IO VAR 04/620.009,927,413
GNMA 2020-100 VAR 05/620.005,461,413
GNMA 2015-33 IO VAR 02/560.0045,050,573
GNMA 2016-165 VAR 12/570.003,297,989
GNMA 2020-118 VAR 06/620.006,090,311
GNMA 2020-120 VAR 05/620.005,358,676
GNMA II MORTPASS 6% 12/540.0085,369
GNMA II MORTPASS 6% 12/540.00319,112
GNMA II MORTPASS 6% 12/540.00382,780
GNMA II MORTPASS 6% 12/540.00251,789
GNMA II MORTPASS 6% 12/540.00254,751
GNMA II MORTPASS 6% 12/540.0093,253
GNMA II MORTPASS 6% 12/540.0083,532
GNMA II MORTPASS 6% 11/540.0047,931
GNMA II MORTPASS 6% 11/540.0061,941
GNMA II MORTPASS 6% 11/540.00196,055
GNMA II MORTPASS 6% 12/540.0094,779
GNMA II MORTPASS 6% 12/540.00223,289
GNMA II MORTPASS 6% 12/540.00283,033
GNMA II MORTPASS 6% 12/540.00150,273
GENESIS 7.875% 05/320.00388,000
GENESIS 8.25% 01/290.00262,000
GENESIS ENERGY 8% 05/330.00213,000
GRIFFON CORP 5.75% 03/280.0085,000
GLS AUTO 6.15% 04/280.00255,630
GNMA 2024-190 FLT 11/540.004,176,066
GNMA 2024-27 GB 5% 02/540.00250,000
GNMA 2024-30 SC FLT 02/540.003,823,444
GNMA 2024-127 FLT 08/540.004,992,846
GNMA 2024-126 FLT 08/540.004,006,876
GNMA 2024-126 FLT 08/540.003,866,981
GNMA 2024-151 FLT 09/540.003,940,374
GNMA 2024-159 FLT 10/540.003,247,183
GNMA 2024-64 SV FLT 04/540.006,575,049
GNMA 2024-90 IO VAR 07/660.005,764,807
GNMA 2025-1 SL FLT 01/550.003,867,216
GNMA 2025-1 SU FLT 01/550.008,378,360
GNMA 2023-46 IO VAR 07/650.004,413,361
GNMA 2024-110 FLT 07/540.003,314,740
GNMA 2024-110 FLT 07/540.004,091,650
GNMA 2024-112 FLT 07/540.003,564,295
GNMA 2024-121 VAR 07/660.001,660,368
GNMA 2023-15 IO VAR 08/640.001,721,576
GNMA 2023-26 IO VAR 04/650.004,836,798
GNMA 2023-144 VAR 12/640.004,684,124
GNMA 2022-26 IO VAR 02/640.006,673,672
GNMA 2022-7 SA FLT 02/640.006,809,426
GNMA 2023-113 FLT 08/530.005,252,931
GNMA 2023-102 5.5% 07/530.00310,000
GNMA 2023-108 VAR 08/590.0011,140,470
GNMA 2022-210 VAR 07/640.004,864,833
GNMA 2021-185 VAR 11/630.001,376,019
GNMA 2021-141 FLT 06/630.001,652,409
GNMA 2021-142 XI 3% 08/510.00121,030
GNMA 2020-64 IO VAR 07/620.003,421,795
GNMA 2021-107 XI 3% 06/510.001,122,688
GNMA 2020-169 VAR 07/620.006,062,278
GNMA 2020-150 VAR 12/620.00236,659
GNMA 2020-28 IO VAR 11/610.005,151,153
GNMA 2022-134 VAR 06/640.002,849,440
GNMA 2022-141 VAR 06/640.002,866,167
GNMA 2021-95 TA FLT 06/610.009,983,554
GNMA 2022-106 VAR 02/640.002,699,278
GNMA 2021-60 IO VAR 05/630.002,146,086
GNMA 2021-61 IO VAR 08/630.001,308,500
GNMA 2021-78 IB 3% 05/510.00764,978
GNMA 2021-80 IO VAR 12/620.005,167,955
GNMA 2021-82 TA FLT 04/610.009,970,646
GNMA 2021-35 IO VAR 12/620.003,060,169
GNMA 2021-153 FLT 08/610.006,422,833
GNMA 2021-224 VAR 04/640.001,868,287
GNMA 2025-23 SE FLT 02/550.006,217,274
GNMA 2025-124 FLT 07/550.007,926,274
GNMA 2025-7 SL FLT 01/550.004,133,210
GNMA 2025-7 QS FLT 01/550.003,329,113
WR GRACE 7% 08/330.00323,000
GRIFOLS SA 4.75% 10/280.00400,000
GREENKO WIND 7.25% 09/280.00400,000
GOODYEAR TIRE 5.25% 07/310.00225,000
GOODYEAR TIRE 5.25% 07/310.00260,000
REPUBLIC OF 6.55% 02/370.00200,000
ENPRO INC 6.125% 06/330.00212,000
NEW 3.55% 02/390.00168,000
NEW RESIDENTIAL VAR 11/590.00126,401
NEW RESIDENTIAL VAR 05/580.00188,977
FHLMC MSCR FLT 07/410.00200,000
FHLMC MSCR FLT 01/510.00260,945
FHLMC MSCR FLT 02/450.00180,000
NOVA 4.25% 05/290.00270,000
NOVA 4.25% 05/290.0050,000
MIDCONTINENT 8% 08/320.00418,000
MRCD 2.71752% 12/360.00400,000
MORGAN STANLEY 2.5% 02/530.00500,000
MFA 2021-NQM1 VAR 04/650.0072,342
GOVERNMENT OF 4.45% 07/310.00200,000
MARLETTE 7.2% 04/330.0027,889
MGM RESORTS 4.625% 09/260.00320,000
MGM RESORTS 5.5% 04/270.00285,000
MEDCO BELL 6.375% 01/270.00200,000
MULTIFAMILY FLT 07/540.00326,990
MULTIFAMILY FLT 07/540.00300,000
LIVE NATION 3.75% 01/280.00210,000
REPUBLIC OF 8% 05/320.00200,000
KKR CLO 22 LTD FLT 07/310.00250,000
KNIFE RIVER 7.75% 05/310.00150,000
LENDINGCLUB LOAN 0% 03/370.0050,000
LENDINGCLUB LOAN 0% 03/370.0050,000
LENDINGCLUB LOAN 0% 04/370.0050,000
LENDINGPOINT 4.54% 06/290.00821,759
LENDINGPOINT 8.68% 02/300.0047,945
JELD-WEN INC 4.875% 12/270.00200,000
JH NORTH 5.875% 01/310.00289,000
JPMBB VAR 12/480.00150,000
IRON MOUNTAIN 6.25% 01/330.00108,000
IHO VERWALTUNGS 8% 11/320.00200,000
HSBC HOLDINGS VAR 11/280.00290,000
HSBC HOLDINGS VAR 12/490.00200,000
INSTALLED 5.625% 02/340.00326,000
HERTZ 4.625% 12/260.0083,000
HINNT 2022-A 6.5% 05/410.00209,131
HILTON GRAND 6.79% 06/340.0088,022
HILTON 5.5% 03/340.00336,000
HOLOGIC INC 4.625% 02/280.00220,000
HOLOGIC INC 4.625% 02/280.0045,000
HESS 5.125% 06/280.00365,000
HERTZ VEHICLE 6.91% 06/270.00243,333
FHLMC STACR FLT 10/290.00250,000
INEOS 9.625% 03/290.00200,000
STARWOOD 4.261% 11/550.00250,000
SPECTRUM 3.875% 03/310.00129,000
REPUBLIC OF 7.3% 04/520.00200,000
FHLMC STACR FLT 03/430.00284,767
SCIENCE 5.875% 11/330.00330,000
REGAL REXNORD 6.4% 04/330.0097,000
ROCKIES 4.8% 05/300.00150,000
SHUTTERFLY 8.5% 10/270.00205,391
SHUTTERFLY 9.75% 10/270.0022,913
ALTICE 6.875% 07/320.00304,879
ALTICE FRANCE 10% 01/330.0080,000
ALTICE FRANCE 6.5% 04/320.00190,549
ALTICE FRANCE 9.5% 11/290.00304,878
SANTANDER 6.69% 03/310.00169,661
SM ENERGY CO 6.5% 07/280.00260,000
SM ENERGY CO 6.5% 07/280.00220,000
PETROLEOS DEL 4.75% 06/320.00500,000
PRIME 5.75% 04/260.0056,000
RHP HOTEL 5.75% 03/340.00387,000
TRANSOCEAN 8.75% 02/300.00315,000
RIVERS 6.25% 10/300.00100,000
PETROLEOS 6.375% 01/450.00410,000
PENSKE 3.75% 06/290.00349,000
PAGAYA AI 3.27% 05/290.00170,121
BIOCEANICO ZERO 06/340.00379,003
ONDECK ASSET 5.42% 10/310.00400,000
NRZ EXCESS 3.104% 07/260.00146,535
NRZ EXCESS 3.474% 11/260.0051,413
OBX 2023-NQM3 STEP 02/630.00383,157
OBX 2023-NQM6 STEP 07/630.00193,498
OBX 2023-NQM7 STEP 04/630.00389,367
NEWELL 7.375% 04/360.00250,000
NUSTAR LOGISTICS 6% 06/260.00225,000
NESCO HOLDINGS 5.5% 04/290.00105,000
ARAB REPUBLIC 7.3% 09/330.00200,000
REPUBLIC OF 7.1246% 01/500.00350,000
FORVIA SE 6.75% 09/330.00212,000
REPUBLIC OF EL 9.5% 07/520.00350,000
ENBRIDGE INC VAR 01/840.00305,000
EXETER 6.76% 09/280.00301,388
EXETER 5.98% 12/280.00112,148
DEEPHAVEN VAR 03/670.0081,800
DRYDEN 64 CLO FLT 04/310.00245,993
DT AUTO OWNER 5.55% 10/280.00115,852
DYCOM 4.5% 04/290.0090,000
DOMINICAN 6% 02/330.00150,000
DB MASTER 2.791% 11/510.00287,250
DIAMOND 8.5% 10/300.00300,000
DORNOCH DEBT 6.625% 10/290.0080,000
DBJPM 3.264% 08/490.00400,000
DANA INC 4.25% 09/300.00199,000
CAESARS 6.5% 02/320.00321,000
INSTITUTO 6.75% 10/310.00200,000
COLUMBIA 6.042% 08/280.00390,000
CRESCENT 9.75% 10/300.00300,000
CARPENTER 5.625% 03/340.00256,000
CSC HOLDINGS 5.375% 02/280.00300,000
180 MEDICAL 3.875% 10/290.00200,000
CHL MORTGAGE FLT 04/460.00134,750
FHLMC VAR 10/550.001,718,990
FHLMC VAR 11/280.00751,485
FHLMC VAR 10/340.001,182,188
FHLMC VAR 10/290.001,636,035
FHLMC VAR 10/380.001,000,000
FHLMC VAR 10/440.0012,000,000
FHLMC VAR 12/440.0013,199,853
FHLMC VAR 12/450.001,850,000
FHLMC VAR 12/270.0014,409,298
FHLMC VAR 12/280.0011,782,485
FHLMC VAR 11/450.008,700,000
FHLMC VAR 11/460.00621,062
FHLMC VAR 06/270.0033,747,384
FHLMC VAR 06/280.0060,556,228
FHLMC VAR 06/290.001,614,000
FHLMC VAR 06/300.002,091,644
FHLMC VAR 06/310.006,152,393
FHLMC VAR 07/450.008,509,531
FHLMC VAR 08/270.00615,602
FHLMC VAR 08/280.0014,823,992
FHLMC VAR 08/290.0014,120,451
FHLMC VAR 10/260.0043,337,004
FHLMC VAR 10/290.005,000,000
FHLMC VAR 09/460.003,000,000
FHLMC VAR 09/300.007,214,989
FHLMC VAR 09/320.0017,447,384
FHLMC VAR 09/350.00336,709
FHLMC VAR 09/270.0017,439,677
FHLMC VAR 09/280.00128,451,019
FHLMC VAR 09/280.00190,979,259
FLAGSHIP 5.05% 01/280.0042,692
FOUNDATION 9.18% 12/430.00283,501
FORD MOTOR 4.542% 08/260.00200,000
ESAB CORP 6.25% 04/290.00330,000
FORD MOTOR 6.95% 06/260.00200,000
FHLMC VAR 03/340.002,500,000
FHLMC VAR 01/270.0040,801,573
FHLMC VAR 01/290.0013,467,549
FHLMC VAR 10/270.002,000,000
FHLMC VAR 10/280.002,000,000
FHLMC VAR 10/340.005,600,000
FHLMC 3.78% 01/320.00336,840
FHLMC VAR 01/450.0014,999,854
FHLMC VAR 01/480.0011,779,376
FHLMC VAR 04/280.005,000,000
FHLMC VAR 04/320.004,078,120
FHLMC VAR 02/450.0011,342,000
FHLMC VAR 02/570.001,026,415
FHLMC VAR 03/270.009,922,875
FHLMC VAR 03/280.002,053,857
UMBS MORTPASS 5.5% 01/560.00230,000
UMBS MORTPASS 5.5% 01/560.00169,845
UMBS MORTPASS 5.5% 01/550.00197,792
FHLMCGLD 4.45% 12/320.00210,000
UMBS MORTPASS 5.5% 02/560.00389,631
UMBS MORTPASS 5.5% 02/560.00299,630
UMBS MORTPASS 5.5% 02/560.00170,000
UMBS MORTPASS 5.5% 02/560.00369,923
UMBS MORTPASS 5.5% 12/550.00199,280
UMBS MORTPASS 5.5% 11/550.00259,496
UMBS MORTPASS 5.5% 03/560.00340,000
UMBS MORTPASS 5.5% 12/550.00369,101
UMBS MORTPASS 6% 02/560.00259,780
FNMA REMICS FLT 05/540.005,863,404
FNMA REMICS FLT 04/410.008,275
FNMA REMICS FLT 02/550.005,402,024
FNMA REMICS FLT 12/540.004,619,217
FNMA REMICS FLT 08/540.005,139,464
FNMA-ACES VAR 06/290.003,961,522
UMBS MORTPASS 6.5% 03/560.00360,000
UMBS MORTPASS 7% 01/560.00319,780
FNMA-ACES 0.5% 10/320.0070,290
FNMA-ACES VAR 01/320.002,796,314
FNMA-ACES VAR 02/300.003,102,260
UMBS MORTPASS 6.5% 01/560.00209,823
UMBS MORTPASS 6.5% 01/560.00209,761
UMBS MORTPASS 6.5% 03/560.00360,000
UMBS MORTPASS 6.5% 03/560.00390,000
UMBS MORTPASS 6.5% 03/560.00390,000
UMBS MORTPASS 6.5% 02/560.00229,886
UMBS MORTPASS 6.5% 02/560.00319,878
UMBS MORTPASS 6.5% 02/560.00140,000
FHLMC REMICS FLT 05/540.003,938,191
FIBERCOP SPA 6% 09/340.00200,000
FHLMC REMICS 6% 09/550.00206,221
FHLMC REMICS 6% 10/550.00144,655
UMBS MORTPASS 5.5% 01/560.00119,892
UMBS MORTPASS 5.5% 01/560.00110,000
UMBS MORTPASS 5.5% 01/560.00229,790
UMBS MORTPASS 5.5% 01/560.00340,000
UMBS MORTPASS 5.5% 01/560.00289,740
FNMA MORTPASS 5.06% 09/300.00162,000
UMBS MORTPASS 4% 11/550.00392,546
FNMA MORTPASS 4.97% 10/300.00220,000
FNMA MORTPASS 1.72% 10/310.00205,000
FMC GMSR 7.17% 04/270.00300,000
UMBS MORTPASS 5.5% 03/560.00370,000
UMBS MORTPASS 5.5% 12/550.00141,551
UMBS MORTPASS 6% 01/560.00319,739
UMBS MORTPASS 5.5% 12/550.00159,703
UMBS MORTPASS 5.5% 12/550.00248,728
UMBS MORTPASS 5.5% 02/560.00260,000
UMBS MORTPASS 5.5% 02/560.00350,000
UMBS MORTPASS 5.5% 03/560.00370,000
CURRENCY CONTRACT - BRL0.00-19,087,389
CURRENCY CONTRACT - CHF0.00-15,107,028
CURRENCY CONTRACT - CHF0.008,195,472
CURRENCY CONTRACT - CHF0.0015,092,678
CURRENCY CONTRACT - CHF0.0011,323,901
CURRENCY CONTRACT - CHF0.00-4,926,111
CURRENCY CONTRACT - CHF0.00-14,843,834
CURRENCY CONTRACT - CHF0.003,751,209
CURRENCY CONTRACT - CHF0.00-19,518,094
CURRENCY CONTRACT - EUR0.00-14,773,058
CURRENCY CONTRACT - EUR0.0016,151,279
CURRENCY CONTRACT - EUR0.0016,571,757
CURRENCY CONTRACT - EUR0.00-355,251
CURRENCY CONTRACT - EUR0.00450,000
CURRENCY CONTRACT - EUR0.00300,000
CURRENCY CONTRACT - EUR0.00-19,572,140
CURRENCY CONTRACT - EUR0.00-832,860
CURRENCY CONTRACT - EUR0.0016,107,222
CURRENCY CONTRACT - EUR0.00-19,029,211
CURRENCY CONTRACT - EUR0.00-532,357
CURRENCY CONTRACT - EUR0.00700,000
CURRENCY CONTRACT - GBP0.00-19,804,275
CURRENCY CONTRACT - GBP0.00-19,779,561
CURRENCY CONTRACT - GBP0.0015,077,546
CURRENCY CONTRACT - GBP0.00-17,244,883
CURRENCY CONTRACT - GBP0.0014,510,646
CURRENCY CONTRACT - GBP0.0014,497,956
CURRENCY CONTRACT - JPY0.00-18,741,206
CURRENCY CONTRACT - JPY0.003,130,468,527
CURRENCY CONTRACT - JPY0.00-17,182,875
CURRENCY CONTRACT - JPY0.002,934,938,034
CURRENCY CONTRACT - KRW0.00-9,924,039
CURRENCY CONTRACT - KRW0.0014,440,469,504
CURRENCY CONTRACT - NZD0.00-19,712,441
CURRENCY CONTRACT - NZD0.0016,877,712
CURRENCY CONTRACT - NZD0.0032,720,840
CURRENCY CONTRACT - NZD0.00-10,088,146
CURRENCY CONTRACT - NZD0.0064,080,395
CURRENCY CONTRACT - NZD0.00-7,886,194
CURRENCY CONTRACT - NZD0.0017,062,667
CURRENCY CONTRACT - NZD0.00-38,375,089
CURRENCY CONTRACT - NZD0.0017,062,667
CURRENCY CONTRACT - NZD0.00-10,201,086
CURRENCY CONTRACT - USD0.0019,533,918
CURRENCY CONTRACT - USD0.008,587,931
CURRENCY CONTRACT - USD0.00-52,179,494
CURRENCY CONTRACT - USD0.0019,533,918
CURRENCY CONTRACT - USD0.00-19,533,918
CURRENCY CONTRACT - USD0.00-3,028,646,939
CURRENCY CONTRACT - USD0.0019,539,392
CURRENCY CONTRACT - USD0.00-14,823,745
CURRENCY CONTRACT - USD0.0019,114,467
CURRENCY CONTRACT - USD0.00-15,145,799
CURRENCY CONTRACT - USD0.00-2,240,350
CURRENCY CONTRACT - USD0.00-14,199,340
CURRENCY CONTRACT - USD0.0015,209,011
CURRENCY CONTRACT - USD0.0038,202,798
CURRENCY CONTRACT - USD0.00-15,209,011
CURRENCY CONTRACT - USD0.001,351,626
CURRENCY CONTRACTS - ZAR0.00-9,841,610
CURRENCY CONTRACTS - ZAR0.00-18,930,191
CURRENCY CONTRACTS - ZAR0.00157,470,692
CURRENCY CONTRACTS - ZAR0.00306,918,541
MEDLINE BORROWER, LP0.00110,052
MH SUB I, LLC0.00301,224
MH SUB I, LLC0.00445,027
JAPANESE YEN0.007
SAKS GLOBAL 11% 12/290.00402,300
QXO BUILDING PRODUCTS, I0.00143,555
RAVEN ACQUISITION HOLDIN0.00396,559
RAVEN ACQUISITION HOLDIN0.0028,539
BELRON FINANCE 2019 LLC0.00286,180
BRAZILIAN REAL0.000
CURRENCY CONTRACT - AUD0.00-57,891,589
ESCROW RITE AID 0.0 31 DE0.0036,352
EURO0.00302,353
CURRENCY CONTRACT - AUD0.00-34,000,154
CURRENCY CONTRACT - AUD0.00-14,269,879
CURRENCY CONTRACT - AUD0.0028,667,920
AADVANTAGE LOYALTY IP LTD0.00379,485
ALTICE FRANCE SA0.001,131
ALTICE FRANCE SA ZERO0.00334
CDI CDX.NA 5 USD12300.00-12,345,000
CDI CDX.NA 5 USD12300.00-16,460,000
CDI CDX.NA 5 USD12300.00-11,043,000
CDI CDX.NA 5 USD12300.00-16,459,000
CDS BAC 3 1 USD06280.00-2,200,000
CDS BAC 3 1 USD06280.00-5,000,000
CDS BAC 3 1 USD06280.005,000,000
CDS BAC 3 1 USD06280.002,200,000
CENTRAL PARENT LLC0.00444,375
REPUBLIC OF 8.75% 04/320.00400,000
ARDAGH GROUP SA COMMON0.0048,665
AMS-OSRAM AG 12.25% 03/290.00291,000
AHEAD DB 6.625% 05/280.00250,000
ALLISON 4.75% 10/270.00220,000
ALLISON 4.75% 10/270.0060,000
BANK 2.5% 03/630.00320,000
AZULE ENERGY 8.125% 01/300.00200,000
AXALTA 4.75% 06/270.00345,000
ARCHROCK 6% 02/340.00295,000
ATI INC 4.875% 10/290.0025,000
ATI INC 5.875% 12/270.00375,000
ATI INC 7.25% 08/300.00220,000
ATI INC 7.25% 08/300.00220,000
ATS CORP 4.125% 12/280.00150,000
AVOLON 6.375% 05/280.00365,000
ASBURY 4.5% 03/280.00395,000
AMERICAN 3.95% 01/320.0034,250
TRANSDIGM INC.0.00148,492
TRINSEO 7.625% 05/290.00189,701
TUCIELO 2025-ASSICIATION0.00100,000
TUCIELO 2025-ASSICIATION0.00100,000
WHITE CAP SUPPLY HOLDING0.00370,312
VERTIV GROUP CORPORATION0.00370,326
ALBERTSONS COS 5.5% 03/310.00275,000
ADT SECURITY 4.875% 07/320.00180,000
AVIS BUDGET 6.11% 12/300.00376,000
AERCAP IRELAND 6.1% 01/270.00335,000
CITIGROUP 3.225% 09/480.0016,099
CITIGROUP VAR 11/510.001,995,964
CITIGROUP VAR 06/510.001,433,639
COMPASS MINERALS 8% 07/300.00285,000
COINBASE 3.375% 10/280.0065,000
CHARTER 6.65% 02/340.0050,000
CIENA CORP 4% 01/300.00150,000
CHARTER 5.375% 04/380.00100,000
COLT 2023-2 STEP 07/680.00187,891
CONNECTICUT FLT 01/430.00176,377
CONNECTICUT FLT 01/430.00350,000
CELANESE US 1.4% 08/260.00240,000
CD 2016-CD2 VAR 11/490.00290,000
CONNECTICUT FLT 11/410.0064,000
BUCKEYE 4.125% 12/270.00405,000
BMO 2024-5C7 VAR 11/570.00300,000
BENCHMARK VAR 07/560.00200,000
BX TRUST FLT 01/390.00155,000
CREDIT 5.92% 05/330.0064,599
AVIS BUDGET 5.75% 07/270.00367,000
CREDIT 7.09% 10/330.00391,000
CREDIT 9% 04/330.00300,000
COREVEST VAR 03/520.00300,000
COREVEST VAR 06/520.00350,000
COREVEST VAR 10/520.00350,000
BRASKEM 4.5% 01/300.00900,000
BRASKEM 7.25% 02/330.00800,000
BAYVIEW FLT 12/310.0095,909
BAYVIEW FLT 12/310.0087,450
BWX 4.125% 06/280.00250,000
BX COMMERCIAL FLT 10/360.00148,758
BBCMS MORTGAGE VAR 09/540.004,500,000
BANK 2020-BNK28 VAR 03/630.004,059,910
BANK 2022-BNK39 VAR 02/550.007,991,768
BATH & BODY 6.75% 07/360.00115,000
BATH & BODY 7.5% 06/290.00365,000
BENCHMARK VAR 01/570.00300,000
BIG RIVER 6.625% 01/290.0055,000
BOYNE USA INC 4.75% 05/290.00375,000
BAUSCH HEALTH 5% 02/290.00350,000
TRIMAS CORP 4.125% 04/290.0065,000
TRANSCANADA VAR 09/790.00100,000
VELOCITY 3.59% 04/480.0018,970
VELOCITY VAR 06/520.00188,212
VELOCITY VAR 08/520.00359,925
UPSTART VAR 02/300.0056,113
UPSTART VAR 04/300.0039,758
TRICON 5.739% 04/390.00101,000
THEOREM 9.27% 12/280.00233,301
MILLICOM 4.5% 04/310.00400,000
TRINET GROUP 7.125% 08/310.00150,000
XEROX 8.875% 11/290.00648,000
XEROX CORP 10.25% 10/300.00505,000
XEROX HOLDINGS 5.5% 08/280.00930,000
WILLIAMS 7.375% 10/310.00390,000
WILLIAMS 7.375% 10/310.00220,000
BLOCK INC 6% 08/330.00391,000
WELLS FARGO VAR 04/550.00100,000
WFRBS VAR 09/570.00420,000
WFRBS VAR 09/570.00100,000
WELLS FARGO & CO VAR0.00162,000
DISCOVERY 3.755% 03/270.00228,000
WELLS FARGO 3% 05/510.00250,000
VERUS STEP 03/680.00319,412
VZ SECURED 5% 01/320.00200,000
相關基金
相關ETF

附註：
一、 績效計算為原幣別報酬，且皆有考慮配息情況。基金配息率不代表基金報酬率，且過去配息率不代表未來配息率。所有基金績效，均為過去績效，不代表未來之績效表現，亦不保證基金之最低投資收益。
二、 基金淨值可能因市場因素而上下波動，基金淨值僅供參考，實際以基金公司公告之淨值為準；海外市場指數類型基金，以交易日當天收盤價為淨值參考價。
三、 上述銷售費用僅供參考，實際費率以各銷售機構為主。
四、 上述資料只供參考用途，嘉實資訊自當盡力提供正確訊息，但如有錯漏或疏忽，本公司或關係企業與其任何董事或任何受僱人，恕不負任何法律責任。
最近查閱的商品
有興趣此檔ETF的網友也看過下列ETF