BlackRock Total Return K2024-02-29
Security Name % Net Assets Number Of Shares Market Value (USD)
Us 5Yr Note Jun 24 7.54052 13,654 1,460,871,328
Federal National Mortgage Association 6.09139 1,191,286,463 1,180,122,123
Us 2Yr Note Jun 24 3.84282 3,635 744,493,438
BlackRock Liquidity T-Fund Instl 2.22512 431,085,331 431,085,331
Federal National Mortgage Association 2.16034 441,610,000 418,536,319
Federal National Mortgage Association 1.95549 368,282,300 378,849,547
Federal National Mortgage Association 1.40489 280,114,895 272,178,867
Us Long Bond Jun 24 1.29418 2,102 250,729,188
Federal National Mortgage Association 1.16031 252,354,781 224,793,517
iShares iBoxx $ Invmt Grade Corp Bd ETF 0.89169 1,604,621 172,753,497
Federal National Mortgage Association 0.81828 201,596,429 158,529,720
Fnma Pass-Thru I 0.74521 159,840,354 144,374,415
United States Treasury Notes 0.72215 156,517,000 139,905,881
United States Treasury Bonds 0.70788 149,484,600 137,141,340
United States Treasury Notes 0.69493 166,178,000 134,632,143
Federal Home Loan Mortgage Corp. 0.62096 144,050,103 120,302,397
Government National Mortgage Association 0.61650 146,595,800 119,438,570
United States Treasury Notes 0.56749 109,491,000 109,944,268
Government National Mortgage Association 0.52771 112,842,419 102,236,949
United States Treasury Notes 0.51307 113,518,200 99,399,374
United States Treasury Notes 0.50355 98,090,100 97,556,701
United States Treasury Notes 0.50171 97,579,000 97,200,248
United States Treasury Notes 0.50072 98,090,100 97,007,273
United States Treasury Notes 0.49447 102,828,000 95,796,460
Fnma Pass-Thru I 0.47836 114,736,615 92,674,732
Federal National Mortgage Association 0.47635 107,770,624 92,285,494
United States Treasury Notes 0.47316 92,650,000 91,667,928
United States Treasury Notes 0.47126 90,866,000 91,300,515
United States Treasury Notes 0.46997 98,142,800 91,049,444
United States Treasury Bonds 0.46899 94,675,100 90,860,786
United States Treasury Bonds 0.46401 115,821,700 89,895,458
United States Treasury Bonds 0.46172 90,981,000 89,452,257
Government National Mortgage Association 0.45720 104,531,052 88,576,942
United States Treasury Notes 0.44537 98,090,100 86,284,406
United States Treasury Bonds 0.43906 83,610,100 85,061,218
Federal Home Loan Mortgage Corp. 0.43607 97,264,345 84,483,012
United States Treasury Bonds 0.43350 80,854,500 83,983,725
United States Treasury Notes 0.42896 83,685,000 83,105,236
United States Treasury Notes 0.42474 83,612,200 82,287,930
United States Treasury Notes 0.42351 83,660,000 82,048,338
United States Treasury Notes 0.42333 83,660,000 82,015,194
United States Treasury Notes 0.41755 83,660,000 80,894,544
United States Treasury Notes 0.40833 85,811,500 79,107,477
Federal Home Loan Mortgage Corp. 0.39941 97,568,034 77,380,015
United States Treasury Notes 0.39594 83,234,000 76,708,334
Federal National Mortgage Association 0.39428 74,300,000 76,385,931
Government National Mortgage Association 0.39143 77,443,000 75,834,965
United States Treasury Notes 0.39060 80,685,000 75,674,017
United States Treasury Notes 0.38784 89,132,000 75,139,470
United States Treasury Bonds 0.38727 96,843,200 75,029,036
United States Treasury Bonds 0.38305 95,345,000 74,210,956
United States Treasury Notes 0.37475 77,120,000 72,602,906
United States Treasury Bonds 0.37100 95,831,000 71,877,035
Government National Mortgage Association 0.36805 76,449,500 71,304,686
United States Treasury Bonds 0.35720 95,345,000 69,201,905
United States Treasury Notes 0.34192 74,897,000 66,242,374
Belgium (Kingdom Of) 0.33165 59,437,680 64,253,225
Diamondback Energy Inc 0.32392 65,115,000 62,754,832
United States Treasury Bonds 0.32364 71,570,500 62,701,608
France (Republic Of) 0.32211 60,129,380 62,403,406
United States Treasury Bonds 0.30790 67,324,000 59,650,752
United States Treasury Notes 0.30757 60,680,000 59,588,198
Federal National Mortgage Association 0.29982 73,240,388 58,086,057
Bank of America Corp. 0.29337 56,678,000 56,837,117
Government National Mortgage Association 0.28248 62,205,367 54,727,499
Mexico (United Mexican States) 0.27864 9,292,410 53,982,487
Government National Mortgage Association 0.27339 52,554,000 52,966,374
United States Treasury Notes 0.27318 53,956,000 52,924,615
Verizon Communications Inc. 0.27086 63,941,000 52,474,712
Federal National Mortgage Association 0.26988 66,181,418 52,284,632
Government National Mortgage Association 0.26737 58,987,312 51,799,551
Federal Home Loan Mortgage Corp. 0.26461 61,203,453 51,263,823
Fnma Pass-Thru I 0.26304 61,369,114 50,961,184
Government National Mortgage Association 0.26064 61,803,223 50,496,113
United States Treasury Notes 0.25753 56,217,000 49,893,794
Diamondback Energy Inc 0.25703 55,951,000 49,795,190
Brazil (Federative Republic) 0.25264 49,260,000 48,944,941
Federal Home Loan Mortgage Corp. 0.24585 59,348,177 47,630,335
United States Treasury Notes 0.24393 47,937,000 47,258,236
Federal National Mortgage Association 0.24323 58,339,661 47,121,945
United States Treasury Notes 0.24209 51,414,000 46,900,709
Fnma Pass-Thru I 0.24048 49,586,464 46,589,583
Federal Home Loan Mortgage Corp. 0.23820 55,094,775 46,147,214
Federal Home Loan Mortgage Corp. 0.23282 51,880,849 45,106,548
Government National Mortgage Association 0.23091 43,986,000 44,734,666
Diamondback Energy Inc 0.23020 48,137,000 44,598,464
Energy Transfer LP 0.22970 42,321,000 44,500,732
Federal Home Loan Mortgage Corp. 0.22670 52,434,601 43,919,060
United States Treasury Bonds 0.22634 64,288,400 43,849,347
United States Treasury Bonds 0.21764 41,801,200 42,163,946
Bank of America Corp. 0.21227 39,318,000 41,123,775
European Union 0.20949 38,550,000 40,585,341
Federal National Mortgage Association 0.20900 48,254,884 40,491,413
United States Treasury Bonds 0.20372 41,617,000 39,468,194
United States Treasury Notes 0.20285 39,887,700 39,298,733
Goldman Sachs Group, Inc. 0.20249 46,680,000 39,228,679
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.20235 38,558,937 39,203,223
Goldman Sachs Group, Inc. 0.20188 36,531,000 39,111,776
Amgen Inc. 0.20057 37,606,000 38,857,758
Wells Fargo & Co. 0.19941 35,564,000 38,632,301
United States Treasury Bonds 0.19497 41,617,000 37,773,216
Goldman Sachs Group, Inc. 0.19413 45,090,000 37,609,714
United States Treasury Bonds 0.19201 37,590,800 37,198,498
Fnma Pass-Thru I 0.19166 39,520,856 37,132,316
United States Treasury Bonds 0.18967 41,617,000 36,746,010
AJAX MORTGAGE LOAN TRUST 0.18942 38,668,893 36,698,328
United States Treasury Notes 0.18668 41,542,000 36,167,291
Federal Home Loan Mortgage Corp. 0.18647 38,449,621 36,125,823
HCA Inc. 0.18623 39,593,000 36,078,560
Sprint LLC 0.18527 35,271,000 35,893,783
Federal National Mortgage Association 0.18517 40,640,921 35,873,759
United States Treasury Bonds 0.18465 37,839,000 35,772,928
Bank of America Corp. 0.18416 33,908,000 35,679,419
United States Treasury Notes 0.17810 37,457,000 34,503,951
Federal National Mortgage Association 0.17710 38,500,000 34,311,478
AJAX MORTGAGE LOAN TRUST 0.17696 36,136,329 34,283,342
Government National Mortgage Association 0.17661 41,877,056 34,215,506
United States Treasury Bonds 0.17604 51,414,000 34,106,268
United States Treasury Bonds 0.17533 41,800,000 33,967,022
United States Treasury Bonds 0.17457 42,863,600 33,821,471
RTX Corp. 0.17137 34,150,000 33,201,372
Sabine Pass Liquefaction, LLC 0.16961 32,009,000 32,860,134
Fnma Pass-Thru I 0.16915 34,988,113 32,770,592
Viper Energy Inc. 0.16513 32,192,000 31,992,367
United States Treasury Notes 0.16453 30,349,900 31,875,524
Morgan Stanley 0.16403 36,592,000 31,777,655
Mexico (United Mexican States) 0.16114 5,269,100 31,218,547
Amgen Inc. 0.16001 30,136,000 31,000,201
Federal Home Loan Mortgage Corp. 0.15915 36,982,113 30,832,853
Fnma Pass-Thru I 0.15513 29,771,845 30,054,268
Government National Mortgage Association 0.15402 35,162,272 29,839,724
T-Mobile USA, Inc. 0.15354 31,545,000 29,746,163
Pacific Gas and Electric Company 0.15290 34,554,000 29,621,745
CML ST REGIS ASPEN 9-FEB-2027 CML Prvt 0.15014 29,087,605 29,087,777
Fnma Pass-Thru I 0.15014 31,032,982 29,087,964
Credit Suisse AG New York Branch 0.14916 29,441,000 28,898,587
Resort Cmntys Loanco 144A FRN 0.14813 28,383,000 28,698,997
United States Treasury Notes 0.14802 31,043,000 28,676,581
Sprint LLC 0.14701 26,591,000 28,481,485
Fnma Pass-Thru I 0.14490 29,971,278 28,071,720
Federal Home Loan Mortgage Corp. 0.14313 33,104,956 27,728,609
Wells Fargo & Co. 0.13812 26,436,000 26,759,209
Fnma Pass-Thru I 0.13812 31,946,074 26,757,933
Morgan Stanley 0.13751 26,650,000 26,641,409
UBS Group AG 0.13712 26,661,000 26,564,947
Tvc Dscr_21-1 A 144A 0.13506 28,641,717 26,165,785
Sabine Pass Liquefaction, LLC 0.13493 25,738,000 26,141,345
AJAX MORTGAGE LOAN TRUST 2023-A 0.13358 27,694,232 25,878,421
Government National Mortgage Association 0.13334 30,471,988 25,833,491
Citigroup Inc. 0.13323 24,183,000 25,811,222
United States Treasury Bonds 0.13291 25,707,000 25,749,330
Government National Mortgage Association 0.13254 29,032,511 25,678,497
Mexico (United Mexican States) 0.13237 30,666,000 25,644,345
HR Ottawa LP 0.13223 23,577,000 25,618,124
Sabine Pass Liquefaction, LLC 0.13151 25,033,000 25,477,622
Fnma Pass-Thru I 0.13111 24,747,709 25,400,101
Fnma Pass-Thru I 0.12968 26,668,211 25,122,945
United States Treasury Bonds 0.12926 41,617,000 25,041,372
United States Treasury Notes 0.12922 29,239,000 25,034,488
Morgan Stanley 0.12906 24,719,000 25,004,126
JPMorgan Chase & Co. 0.12822 24,834,000 24,840,859
RTX Corp. 0.12810 23,061,000 24,816,977
Fnma Pass-Thru I 0.12750 26,373,505 24,701,972
Sprint LLC 0.12720 24,264,000 24,643,944
AJAX MORTGAGE LOAN TRUST 2023-C 0.12688 26,042,419 24,580,830
Credit Suisse AG New York Branch 0.12590 22,585,000 24,392,279
United States Treasury Bonds 0.12441 29,427,000 24,102,148
United States Treasury Bonds 0.12437 30,292,000 24,094,363
United States Treasury Bonds 0.12146 41,542,000 23,531,503
Cheniere Corpus Christi Holdings, LLC 0.12127 23,277,000 23,493,621
Morgan Stanley 0.12116 21,207,000 23,473,528
Fnma Pass-Thru I 0.12063 29,582,243 23,370,558
Fnma Pass-Thru I 0.11942 27,749,158 23,135,123
United States Treasury Bonds 0.11930 35,265,500 23,112,890
L3 Harris Technologies Inc 0.11834 22,813,000 22,926,487
AT&T Inc 0.11767 22,719,000 22,796,985
Wells Fargo & Co. 0.11751 22,734,000 22,766,638
Fnma Pass-Thru I 0.11703 26,188,447 22,673,578
American Tower Corporation 0.11589 24,219,000 22,453,027
United States Treasury Bonds 0.11509 30,292,000 22,297,024
HCA Inc. 0.11497 22,170,000 22,273,537
JPMorgan Chase & Co. 0.11488 25,078,000 22,256,235
Fnma Pass-Thru I 0.11454 27,649,444 22,190,274
Cheniere Corpus Christi Holdings, LLC 0.11398 22,003,000 22,082,020
Government National Mortgage Association 0.11393 26,034,431 22,071,425
Federal National Mortgage Association 0.11281 24,076,000 21,854,497
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.11224 24,921,868 21,744,501
Fnma Pass-Thru I 0.11147 25,782,143 21,595,043
CALIFORNIA ST 0.11130 22,215,000 21,562,971
Morgan Stanley 0.11122 21,529,000 21,547,535
Fnma Pass-Thru I 0.11119 22,225,900 21,540,953
Westbay 4A2 Notes Prvt 0.11034 21,604,000 21,377,758
Cheniere Energy Partners L P 0.11016 21,000,000 21,342,686
Broadcom Inc 0.10781 25,993,000 20,887,014
Fnma Pass-Thru I 0.10747 22,213,575 20,821,320
AJAX MORTGAGE LOAN TRUST 2022-B 0.10659 22,052,889 20,649,931
Federal Home Loan Mortgage Corp. 0.10655 25,572,760 20,642,492
United States Treasury Bonds 0.10602 29,427,000 20,540,390
Landsea Homes Corp 4A2 Sen Notes Prvt 0.10594 20,532,000 20,524,472
AJAX MORTGAGE LOAN TRUST 0.10521 21,235,214 20,382,559
Morgan Stanley 0.10492 25,645,000 20,326,711
Mexico (United Mexican States) 0.10449 25,868,000 20,244,426
MED TRUST 2021-MDLN 0.10435 20,437,333 20,215,672
T-Mobile USA, Inc. 0.10380 20,429,000 20,109,955
BX TRUST 2022-GPA 0.10294 19,836,261 19,943,726
Credit Suisse AG New York Branch 0.10258 19,295,000 19,873,240
Fnma Pass-Thru I 0.10255 20,291,129 19,868,267
Bayer US Finance LLC 0.10173 19,188,000 19,707,837
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.10170 20,857,552 19,702,195
Goldman Sachs Group, Inc. 0.10135 20,111,000 19,634,461
Citigroup Inc. 0.10108 23,228,000 19,583,018
Federal Home Loan Mortgage Corp. 0.10105 24,677,440 19,577,291
Regl Mgmt Issuance Tr 2021-3 0.10041 21,460,000 19,453,639
EQT Corporation 0.10019 20,150,000 19,411,199
BX COMMERCIAL MORTGAGE TRUST 0.09974 19,742,275 19,323,111
Dell International L.L.C. and EMC Corporation 0.09950 19,066,000 19,275,966
Federal Home Loan Mortgage Corp. 0.09938 19,792,759 19,254,298
Vici Properties Inc 0.09924 19,860,000 19,227,017
KSL COMMERCIAL MORTGAGE TRUST 2023-HT 0.09902 19,018,000 19,184,182
AJAX MORTGAGE LOAN TRUST 2022-A 0.09867 20,367,544 19,116,787
Fnma Pass-Thru I 0.09862 20,383,764 19,106,195
Citigroup Inc. 0.09859 20,379,000 19,099,928
AJAX MORTGAGE LOAN TRUST 0.09836 22,461,999 19,056,486
AT&T Inc 0.09811 27,377,000 19,007,172
Fnma Pass-Thru I 0.09784 23,993,358 18,955,229
Kinder Morgan, Inc. 0.09688 18,845,000 18,768,554
NELNET STUDENT LOAN TRUST 2021-A 0.09628 22,590,000 18,651,987
Bank of America Corp. 0.09550 21,857,000 18,501,089
Federal Home Loan Mortgage Corp. 0.09542 19,437,105 18,486,116
Us Ultra T-Bond Jun 24 0.09516 144 18,436,500
BX COMMERCIAL MORTGAGE TRUST 0.09505 18,462,850 18,414,509
Fnma Pass-Thru I 0.09458 19,416,675 18,323,963
Cheniere Energy Partners L P 0.09451 20,058,000 18,310,963
Cedar Funding VI CLO LTD / LLC 0.09443 18,290,000 18,294,995
Fnma Pass-Thru I 0.09434 19,451,875 18,276,252
Government National Mortgage Association 0.09433 21,535,676 18,275,800
Cheniere Energy Partners L P 0.09432 19,116,000 18,272,297
Fnma Pass-Thru I 0.09418 19,334,082 18,246,019
United States Treasury Bonds 0.09376 30,292,000 18,163,913
Mcm 2021-Vfn1 Note Note 144A 0.09327 18,810,940 18,070,180
Federal Home Loan Mortgage Corp. 0.09306 21,446,145 18,028,318
Credit Suisse AG New York Branch 0.09292 18,048,000 18,002,491
Nasdaq Inc 0.09204 17,678,000 17,831,386
Antero Resources Corporation 0.09192 17,187,000 17,808,816
Fnma Pass-Thru I 0.09189 21,317,461 17,803,123
Bank of America Corp. 0.09144 21,043,000 17,715,785
United States Treasury Notes 0.09131 18,680,000 17,689,854
Bank of America Corp. 0.09129 18,795,000 17,686,656
CSMC TRUST 0.09111 17,783,866 17,651,983
ILLINOIS ST 0.09080 17,635,000 17,591,670
Motorola Solutions Inc 0.09065 17,273,000 17,562,365
United States Treasury Notes 0.08997 18,680,000 17,430,887
Fnma Pass-Thru I 0.08981 19,149,787 17,399,131
Cisco Systems, Inc. 0.08969 17,355,000 17,376,852
Dryden 53 Clo Ltd 0.08886 17,022,901 17,215,106
Federal Home Loan Mortgage Corp. 0.08875 19,646,966 17,194,116
SIXTH STREET CLO XIX LTD 0.08861 16,995,000 17,166,626
Northwest Pipeline LLC 0.08678 17,035,000 16,812,572
Solventum Corp. 0.08667 16,755,000 16,791,478
Federal Home Loan Mortgage Corp. 0.08661 21,238,766 16,779,046
Trans-Allegheny Interstate Line Company 0.08618 16,915,000 16,696,629
Federal Home Loan Mortgage Corp. 0.08613 18,911,091 16,686,590
Vici Properties Inc 0.08580 17,641,000 16,623,270
EXTENDED STAY AMERICA TRUST 2021-ESH 0.08568 16,562,947 16,599,491
HSBC USA, Inc. 0.08531 16,515,000 16,528,236
NiSource Inc. 0.08511 16,066,000 16,488,527
GS MORTGAGE SECURITIES CORPORATION TRUST 2023-SHIP 0.08497 16,757,000 16,460,885
Targa Resources Partners LP/Targa Resources Finance Corp. 0.08494 17,272,000 16,455,726
LEGACY MORTGAGE ASSET TRUST 2021-GS2 0.08451 16,923,648 16,372,713
B.A.T. Capital Corporation 0.08445 15,702,000 16,360,168
Panama (Republic of) 0.08430 17,669,000 16,331,678
Equinix, Inc. 0.08425 17,981,000 16,321,712
Fnma Pass-Thru I 0.08361 19,331,290 16,197,683
Federal National Mortgage Association 0.08350 16,490,000 16,176,443
Vici Properties Inc 0.08350 17,980,000 16,176,151
NGPL Pipe Co LLC 0.08292 18,793,000 16,064,579
Fnma Pass-Thru I 0.08279 15,859,270 16,039,433
Federal Home Loan Mortgage Corp. 0.08266 16,999,932 16,014,885
AJAX MORTGAGE LOAN TRUST 2023-B 0.08241 16,453,514 15,965,156
HCA Inc. 0.08220 15,557,000 15,925,286
Morgan Stanley 0.08215 19,683,000 15,915,405
Federal Home Loan Mortgage Corp. 0.08208 16,239,710 15,902,075
Federal Home Loan Mortgage Corp. 0.08174 18,871,808 15,835,624
JPMorgan Chase & Co. 0.08144 16,741,000 15,777,646
Sofi Pers Ln Tr 2023-1 0.08138 15,726,242 15,766,941
Federal Home Loan Mortgage Corp. 0.08136 16,817,127 15,763,100
Government National Mortgage Association 0.08128 17,898,182 15,746,595
PARK AVENUE TOWER CML Prvt 0.08127 16,742,917 15,745,676
VICI Properties LP 0.08114 16,194,000 15,719,493
FS RIALTO 2022-FL4 ISSUER LLC 0.08110 15,719,500 15,711,946
Federal Home Loan Mortgage Corp. 0.08011 16,338,469 15,520,833
Federal Home Loan Mortgage Corp. 0.08004 16,155,224 15,506,050
AbbVie Inc. 0.07949 15,723,000 15,399,350
Federal Home Loan Mortgage Corp. 0.07905 19,077,239 15,315,299
JPMorgan Chase & Co. 0.07848 14,411,000 15,204,088
Targa Resources Partners LP/Targa Resources Finance Corp. 0.07833 14,941,000 15,175,568
Federal National Mortgage Association 0.07783 14,746,802 15,078,828
Altria Group, Inc. 0.07680 13,533,000 14,878,881
Barclays PLC 0.07676 13,998,000 14,871,272
Fnma Pass-Thru I 0.07671 17,724,658 14,860,663
Federal National Mortgage Association 0.07664 15,222,998 14,848,346
Csmc 2022-Nqm6 Tr 0.07625 14,421,728 14,771,866
Pfizer Investment Enterprises Pte Ltd. 0.07599 14,907,000 14,722,922
Fnma Pass-Thru I 0.07592 18,451,043 14,708,137
Madison Park Funding XVIII Limited 0.07586 14,580,062 14,697,617
Morgan Stanley 0.07550 14,482,000 14,627,512
PROJECT SASE - SERIES E CONV PREF Prvt 0.07546 4,118,274 14,619,873
THE VINOY ST PETERSBURG (STARWOOD) CML Prvt 0.07536 15,100,000 14,599,319
Oha Credit Funding 2 Ltd / Oha Credit Funding 2 Llc 0.07510 14,440,000 14,550,032
Dream Finders Homes Inc Prvt 0.07494 15,124 14,519,040
HCA Inc. 0.07489 14,294,000 14,509,483
Pfizer Investment Enterprises Pte Ltd. 0.07482 14,581,000 14,495,480
Sabine Pass Liquefaction, LLC 0.07451 13,594,000 14,435,548
MSCI Inc. 0.07440 15,500,000 14,414,841
Federal Home Loan Mortgage Corp. 0.07427 16,460,883 14,389,251
Fnma Pass-Thru I 0.07406 17,130,652 14,348,581
Fnma Pass-Thru I 0.07362 17,028,271 14,262,828
Fnma Pass-Thru I 0.07361 17,022,210 14,261,870
Morgan Stanley 0.07359 14,184,000 14,258,002
Targa Resources Partners LP/Targa Resources Finance Corp. 0.07335 15,837,000 14,211,122
SHERATON AUSTIN (MENSA II AUSTIN) CML Prvt 0.07326 14,460,000 14,192,348
Flatiron Clo 21 Ltd / Llc 0.07268 13,960,000 14,080,169
Wells Fargo & Co. 0.07238 14,071,000 14,022,840
Thermo Fisher Scientific Inc 0.07218 13,883,000 13,983,519
BX TRUST 2021-NWM 0.07211 14,244,476 13,970,485
PROJECT MONTAGE EQUITY Prvt 0.07160 13,871,000 13,871,000
Cameron LNG LLC 0.07125 16,659,000 13,803,555
BAE Systems PLC 0.07123 15,053,000 13,799,879
GLP Capital L.P. and GLP Financing II, Inc. 0.07116 16,537,000 13,785,968
Fnma Pass-Thru I 0.07093 13,812,163 13,742,585
AT&T Inc 0.07072 19,165,000 13,701,119
Crown Castle Inc. 0.07030 16,608,000 13,620,180
Federal Home Loan Mortgage Corp. 0.07029 13,686,711 13,617,766
Texas Capital Bank Dallas Texas 0.07023 13,454,545 13,606,958
UBS Group AG 0.07012 13,650,000 13,584,823
FactSet Research Systems Inc. 0.06911 15,105,000 13,388,829
Fnma Pass-Thru I 0.06851 16,730,942 13,273,115
Duke Energy Progress LLC 0.06847 13,404,000 13,264,873
Fnma Pass-Thru I 0.06834 15,281,140 13,239,541
Credit Suisse AG New York Branch 0.06821 13,134,000 13,214,616
Federal Home Loan Mortgage Corp. 0.06786 15,054,385 13,147,814
JPMorgan Chase & Co. 0.06784 11,550,000 13,143,204
GLP Capital L.P. and GLP Financing II, Inc. 0.06781 14,818,000 13,136,806
Morgan Stanley 0.06762 12,309,000 13,100,596
SLM Private Education Loan Trust 2014-A 0.06759 12,139,252 13,094,810
Pret 2024-Npl1 0.06758 13,054,587 13,093,578
Government National Mortgage Association 0.06748 15,420,750 13,073,377
Deutsche Bank AG New York Branch 0.06725 12,695,000 13,028,589
BP Capital Markets America, Inc. 0.06718 13,137,000 13,014,794
AbbVie Inc. 0.06706 13,427,000 12,992,283
Federal National Mortgage Association 0.06702 13,312,307 12,984,246
Federal National Mortgage Association 0.06702 12,870,997 12,983,772
Federal Home Loan Mortgage Corp. 0.06693 14,536,876 12,966,093
Banco de Sabadell SA 0.06623 11,800,000 12,831,274
COREWEAVE SENIOR DD TL TL Prvt 0.06621 12,956,628 12,827,061
European Union 0.06599 13,790,000 12,784,433
GLP Capital L.P. and GLP Financing II, Inc. 0.06587 14,105,000 12,761,721
RTX Corp. 0.06567 12,150,000 12,723,340
Viper Energy Inc. 0.06489 11,860,000 12,570,871
American Transmission Systems, Incorporated 0.06486 15,247,000 12,566,286
EDP Servicios Financieros Espana S.A 0.06461 11,600,000 12,516,361
Government National Mortgage Association 0.06435 14,690,137 12,466,477
AJAX MORTGAGE LOAN TRUST 0.06435 14,399,224 12,466,894
EIS GROUP INC TL Prvt 0.06414 12,825,582 12,425,424
Federal National Mortgage Association 0.06403 12,020,739 12,404,017
Credit Suisse AG New York Branch 0.06375 12,376,000 12,351,186
Fnma Pass-Thru I 0.06369 13,497,038 12,338,532
Fnma Pass-Thru I 0.06356 14,685,896 12,312,911
Federal Home Loan Mortgage Corp. 0.06350 11,996,277 12,302,155
Fnma Pass-Thru I 0.06348 14,669,170 12,298,888
Federal National Mortgage Association 0.06324 13,039,810 12,251,717
NextEra Energy Capital Holdings Inc 0.06317 11,840,000 12,239,262
GULF STREAM MERIDIAN 4 LTD 0.06284 12,060,000 12,173,969
Fnma Pass-Thru I 0.06268 14,484,094 12,143,717
Fnma Pass-Thru I 0.06265 14,487,727 12,138,381
Federal Home Loan Mortgage Corp. 0.06264 12,198,000 12,136,553
Fnma Pass-Thru I 0.06251 13,889,400 12,111,349
Cheniere Corpus Christi Holdings, LLC 0.06234 12,931,000 12,077,121
GLP Capital L.P. and GLP Financing II, Inc. 0.06224 12,334,000 12,057,869
Federal National Mortgage Association 0.06201 16,049,555 12,014,038
CML HYATT LOST PINES 09-SEPT-2026 CML Prvt 0.06197 12,200,000 12,006,575
CML LA QUINTA RESORT 09-DEC-2026 CML Prvt 0.06189 12,296,488 11,989,430
Fnma Pass-Thru I 0.06167 14,250,615 11,947,964
Fnma Pass-Thru I 0.06148 12,649,926 11,910,510
EQT Corporation 0.06147 11,185,000 11,908,440
Fnma Pass-Thru I 0.06133 12,755,023 11,881,527
Oracle Corp. 0.06128 14,804,000 11,872,222
ANGEL OAK MORTGAGE TRUST 2023-7 0.06126 12,204,408 11,868,344
HILTON WASHINGTON / DUPONT HOTEL CML Prvt 0.06122 12,000,000 11,860,365
Fnma Pass-Thru I 0.06099 14,102,886 11,816,805
PRET 2024-NPL2 LLC 0.06071 11,740,695 11,761,176
Rockford Tower Clo 2017-3 Ltd 0.06040 11,613,958 11,701,222
Signal Peak Clo 1 Ltd / Llc 0.06026 11,570,000 11,675,171
BAY AREA TOLL AUTH CALIF TOLL BRDG REV 0.06025 9,275,000 11,672,630
TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2022-DPM 0.06020 11,601,000 11,663,855
Federal Home Loan Mortgage Corp. 0.06015 11,521,621 11,652,508
Goldman Sachs Group, Inc. 0.06002 12,138,000 11,628,145
Fnma Pass-Thru I 0.06000 12,400,817 11,623,585
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.05995 12,051,965 11,614,995
Vici Properties Inc 0.05977 12,680,000 11,580,376
Wells Fargo & Co. 0.05960 11,555,000 11,545,974
Texas Eastern Transmission, L.P. 0.05955 12,268,000 11,537,384
Fnma Pass-Thru I 0.05953 12,674,593 11,532,632
Rogers Communications Inc. 0.05942 11,692,000 11,512,580
Fnma Pass-Thru I 0.05935 11,212,217 11,498,103
Fnma Pass-Thru I 0.05934 14,552,073 11,496,426
Transcontinental Gas Pipe Line Company, LLC 0.05933 11,001,000 11,493,671
General Motors Financial Company Inc 0.05923 11,589,000 11,475,188
Vici Properties Inc 0.05829 11,285,000 11,293,775
Colombia (Republic of) 0.05819 44,074,600,000 11,274,336
Federal Home Loan Mortgage Corp. 0.05810 13,943,672 11,255,420
Fnma Pass-Thru I 0.05800 13,919,419 11,235,842
ANCHORAGE CAPITAL CLO 17 LTD 0.05796 11,115,000 11,228,812
Fnma Pass-Thru I 0.05796 11,286,169 11,229,315
Fnma Pass-Thru I 0.05793 14,101,078 11,222,603
Federal Home Loan Mortgage Corp. 0.05774 11,243,493 11,186,855
Southern California Edison Company 0.05768 10,525,000 11,173,937
L3 Harris Technologies Inc 0.05756 11,379,000 11,151,371
Fnma Pass-Thru I 0.05747 13,355,608 11,134,883
Philippines (Republic Of) 0.05743 15,450,000 11,125,330
Comcast Corporation 0.05733 18,264,000 11,107,661
Ford Motor Credit Company LLC 0.05714 10,166,000 11,070,874
LOS ANGELES CALIF UNI SCH DIST 0.05680 9,940,000 11,004,937
Ballys Corporation Tl-B 0.05677 11,587,643 10,998,643
Sofi Pers Ln Tr 2023-1 0.05653 177,894 10,952,314
Antero Resources Corporation 0.05646 11,157,000 10,938,392
Transcontinental Gas Pipe Line Company, LLC 0.05635 12,192,000 10,916,242
Federal Home Loan Mortgage Corp. 0.05631 11,610,484 10,908,776
Vici Properties Inc 0.05630 11,576,000 10,907,841
Fnma Pass-Thru I 0.05605 10,736,571 10,858,540
Fnma Pass-Thru I 0.05599 13,514,806 10,846,412
Gilead Sciences, Inc. 0.05583 15,283,000 10,815,536
MADISON PARK FUNDING XXVI LTD 0.05579 10,718,212 10,807,595
Crown Castle Inc. 0.05557 12,117,000 10,765,694
Targa Resources Partners LP/Targa Resources Finance Corp. 0.05553 10,917,000 10,757,341
Fnma Pass-Thru I 0.05550 11,762,148 10,751,846
Sumitomo Mitsui Financial Group Inc. 0.05531 10,716,000 10,715,388
FS Rialto 2022-FL6 Issuer LLC 0.05514 10,624,000 10,682,208
Philippines (Republic Of) 0.05507 11,468,000 10,669,407
NELNET STUDENT LOAN TRUST 0.05493 13,069,000 10,641,253
Bamll Commercial Mortgage Securitie 0.05486 10,633,000 10,627,746
Delta Air Lines, Inc. Pass Thru Trust 0.05482 10,553,000 10,620,102
Targa Resources Corp. 0.05480 11,756,000 10,615,922
Government National Mortgage Association 0.05462 12,481,003 10,581,124
Fnma Pass-Thru I 0.05442 12,061,869 10,543,861
Credit Suisse AG New York Branch 0.05437 10,719,000 10,533,591
Northern States Power Company 0.05405 10,804,000 10,470,698
Edison International 0.05399 9,633,000 10,460,452
Fnma Pass-Thru I 0.05387 10,334,718 10,435,616
Federal Home Loan Mortgage Corp. 0.05372 10,086,620 10,408,229
Federal Home Loan Mortgage Corp. 0.05361 11,838,217 10,386,886
Federal Home Loan Mortgage Corp. 0.05337 10,112,572 10,340,258
United States Treasury Bonds 0.05321 10,022,000 10,309,169
A&D MORTGAGE TRUST 2023-NQM5 0.05320 10,088,705 10,307,189
Federal National Mortgage Association 0.05317 13,738,322 10,301,511
Federal Home Loan Mortgage Corp. 0.05309 12,273,352 10,284,526
Federal Home Loan Mortgage Corp. 0.05290 10,791,798 10,248,759
Targa Resources Partners LP/Targa Resources Finance Corp. 0.05278 10,033,000 10,224,761
Federal Home Loan Mortgage Corp. 0.05246 10,049,255 10,163,416
Lessen Inc. 0.05245 10,824,014 10,161,605
Cheniere Corpus Christi Holdings, LLC 0.05224 12,823,000 10,119,817
Federal Home Loan Mortgage Corp. 0.05223 12,077,417 10,119,665
JPMorgan Chase & Co. 0.05216 9,713,000 10,104,483
Federal National Mortgage Association 0.05204 57,907,667 10,081,814
HCA Inc. 0.05199 10,110,000 10,071,957
RIAL 2022-FL8 ISSUER LTD 0.05190 10,125,000 10,055,392
Goldman Sachs Group, Inc. 0.05188 12,508,000 10,050,254
HOMEWARD OPPORTUNITIES FUND TRUST 2022-1 0.05188 10,196,555 10,050,519
AT&T Inc 0.05175 11,703,000 10,026,748
Morgan Stanley 0.05174 10,021,000 10,023,302
Edison International 0.05145 9,869,000 9,966,786
NELNET STUDENT LOAN TRUST 0.05132 12,397,305 9,942,345
SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 0.05113 9,935,000 9,906,520
Fnma Pass-Thru I 0.05097 9,925,291 9,875,293
Federal Home Loan Mortgage Corp. 0.05093 13,158,639 9,866,843
Fnma Pass-Thru I 0.05092 12,288,950 9,865,627
Federal National Mortgage Association 0.05091 10,452,250 9,864,029
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 0.05069 9,790,000 9,820,983
Credit Agricole S.A. 0.05055 9,000,000 9,794,321
UBS Group AG 0.05050 9,230,000 9,783,568
B.A.T. Capital Corporation 0.05026 12,262,000 9,737,858
CSMC 2021-RPL9 TRUST 0.05020 10,167,138 9,725,132
Federal Home Loan Mortgage Corp. 0.05017 10,118,418 9,720,239
CSMC 2022-LION 0.05005 10,100,000 9,696,641
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.04998 12,036,000 9,682,149
Federal Home Loan Mortgage Corp. 0.04991 10,831,846 9,670,037
NGPL Pipe Co LLC 0.04967 9,848,000 9,622,735
National Grid North America Inc. 0.04962 8,300,000 9,612,368
AJAX MORTGAGE LOAN TRUST 0.04952 11,858,966 9,593,152
CENT TRUST 2023-CITY 0.04949 9,481,830 9,588,428
Lowes Companies, Inc. 0.04947 13,485,000 9,584,531
RR 1 Ltd. 0.04941 9,490,000 9,571,805
Fnma Pass-Thru I 0.04941 12,116,110 9,571,967
AJAX MORTGAGE LOAN TRUST 0.04934 9,846,784 9,558,598
Federal National Mortgage Association 0.04931 12,046,125 9,553,634
Mcm 2021-Vfn1 Certificate Cert Prvt 0.04927 14,555,566 9,546,313
Peru (Republic of) 0.04920 12,975,000 9,531,244
Indonesia (Republic of) 0.04896 10,680,000 9,486,056
Takeda Pharmaceutical Co Ltd. 0.04850 11,071,000 9,396,904
United States Treasury Bonds 0.04844 10,022,000 9,383,941
Verizon Communications Inc. 0.04838 10,312,000 9,372,950
CML LAKE TAHOE RESORT HOTEL 10-26 CML Prvt 0.04837 9,699,000 9,371,667
Federal National Mortgage Association 0.04800 9,838,874 9,298,466
COLD STORAGE TRUST 0.04788 9,269,601 9,275,994
Edison International 0.04787 9,080,000 9,273,271
GLP Capital L.P. and GLP Financing II, Inc. 0.04765 8,736,000 9,231,411
Southern California Edison Company 0.04747 8,764,000 9,197,331
Fnma Pass-Thru I 0.04743 11,512,511 9,188,721
Cheniere Energy Partners L P 0.04741 10,956,000 9,185,622
Linde PLC 0.04724 8,500,000 9,151,248
Project Champion Prvt 0.04718 8,868,153 9,140,830
Fnma Pass-Thru I 0.04706 10,275,051 9,116,649
READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC 0.04701 9,045,272 9,107,012
Southern California Edison Company 0.04689 8,672,000 9,083,407
Federal Home Loan Mortgage Corp. 0.04689 10,188,865 9,084,592
Fnma Pass-Thru I 0.04680 11,372,968 9,065,893
Southern California Edison Company 0.04670 9,183,000 9,046,765
SMB PRIVATE EDUCATION LOAN TRUST 0.04664 9,964,846 9,035,667
The Boeing Company 0.04660 9,258,000 9,027,424
Lowes Companies, Inc. 0.04654 9,123,000 9,015,812
McDonald's Corporation 0.04652 8,200,000 9,013,289
FirstEnergy Corp. 0.04651 9,423,000 9,009,826
Ohio Power Company 0.04635 13,843,000 8,978,946
Federal National Mortgage Association 0.04623 11,944,486 8,956,425
Glencore Funding LLC 0.04621 8,321,000 8,951,598
BA Credit Card Trust 0.04617 8,904,000 8,945,305
American Tower Corporation 0.04613 10,931,000 8,936,988
JPMorgan Chase & Co. 0.04587 9,174,000 8,887,425
AGL CLO 2 LTD 0.04585 8,805,000 8,883,718
Morgan Stanley 0.04580 10,717,000 8,873,823
BDS 2022-FL11 LTD 0.04572 8,979,000 8,858,474
Uruguay (Republic of) 0.04554 9,096,600 8,821,958
Shelf Drilling Holdings Ltd. 0.04553 8,819,000 8,819,980
Meta Platforms Inc 0.04541 9,953,000 8,796,655
Alabama Power Company 0.04539 10,979,000 8,793,576
CML TRIGRAMS (PROJECT PEARL PASCO) CML Prvt 0.04531 8,779,623 8,777,284
Arbor Realty Commercial Real Estate Notes 2016-FL1 Ltd. 0.04521 8,708,000 8,758,176
Federal Home Loan Mortgage Corp. 0.04506 9,747,191 8,729,842
Federal Home Loan Mortgage Corp. 0.04493 10,803,304 8,705,155
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 0.04490 8,804,000 8,699,093
Poland (Republic of) 0.04481 38,772,000 8,681,894
Federal Home Loan Mortgage Corp. 0.04480 8,488,510 8,679,630
Targa Resources Corp. 0.04477 8,650,000 8,674,082
BX TRUST 2021-NWM 0.04448 8,727,438 8,616,560
Co-entreprise de Transport d'Electricite S.A. 0.04448 8,000,000 8,616,691
Fnma Pass-Thru I 0.04448 10,251,243 8,617,524
Federal Home Loan Mortgage Corp. 0.04447 8,645,203 8,615,414
Bank of America Corp. 0.04434 9,976,000 8,590,000
Transcontinental Gas Pipe Line Company, LLC 0.04428 8,776,000 8,579,422
Cassia 2022-1 S.r.l. 0.04423 7,964,191 8,568,918
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NXSS 0.04416 8,514,000 8,554,785
Elia Transmission Belgium SA/NV 0.04406 7,900,000 8,536,071
Western Alliance Bk Phoenix Az FRN 0.04385 8,329,860 8,495,819
HCA Inc. 0.04384 8,437,000 8,493,506
Southern California Edison Company 0.04382 9,994,000 8,489,930
ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 0.04371 8,448,000 8,467,541
GS MORTGAGE SECURITIES CORPORTAION TRUST 2022-AGSS 0.04337 8,354,481 8,401,390
ALM 2020-1 LTD 0.04337 8,318,000 8,401,679
Cameron LNG LLC 0.04332 10,195,000 8,392,103
Fnma Pass-Thru I 0.04331 10,451,013 8,390,123
Bank of America Corp. 0.04330 8,644,000 8,388,456
TERNA - Rete Elettrica Nazionale S.p.A. 0.04327 7,800,000 8,382,693
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 0.04312 9,955,501 8,354,810
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 0.04312 8,254,145 8,353,820
LENDMARK FUNDING TRUST 2022-1 0.04302 8,420,000 8,334,780
Rockford Tower CLO 2017-2 LTD. 0.04299 8,271,000 8,327,850
Fnma Pass-Thru I 0.04288 9,086,935 8,306,966
Sonder Secured Notes Prvt 0.04280 9,210,975 8,291,939
Indonesia (Republic of) 0.04275 11,595,000 8,282,872
GLP Capital L.P. and GLP Financing II, Inc. 0.04273 8,221,000 8,277,899
BX 2023-DELC MORTGAGE TRUST 0.04262 8,160,000 8,256,842
Peru (Republic of) 0.04260 30,229,000 8,254,017
Nasdaq Inc 0.04248 7,852,000 8,230,059
AJAX MORTGAGE LOAN TRUST 0.04234 8,537,776 8,202,305
Eur P Usd C @1.050000 Eo 0.04232 120,120,000 8,198,425
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.04232 12,870,000 8,198,879
Verizon Communications Inc. 0.04227 8,542,000 8,189,787
SPECTACLE GARY/HRNI HOLDINGS LLC TL-B 0.04217 8,348,178 8,170,779
Vici Properties Inc 0.04214 8,259,000 8,164,480
RCO VIII MORTGAGE LLC 2024-1 0.04206 8,181,523 8,148,385
EQT Corporation 0.04185 7,868,000 8,108,051
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.04180 13,046,000 8,099,000
Oracle Corp. 0.04154 10,558,000 8,047,613
Pitney Bowes Inc. 0.04148 8,615,000 8,035,855
COLD STORAGE TRUST 0.04131 8,008,424 8,003,132
Georgia Power Company 0.04123 8,059,000 7,986,891
Federal Home Loan Mortgage Corp. 0.04123 8,691,384 7,987,535
ARES LII CLO LTD 0.04118 7,910,000 7,977,790
Voya Clo 2019-1 Ltd / Llc 0.04099 7,867,375 7,940,622
Government National Mortgage Association 0.04098 49,287,543 7,938,938
EQT Corporation 0.04088 8,065,000 7,918,995
Firstenergy Transmission Llc 0.04087 9,351,000 7,917,302
Sartorius Finance BV 0.04084 6,800,000 7,911,345
Fnma Pass-Thru I 0.04084 9,875,735 7,912,096
PRET 2023-RN2 LLC 0.04081 7,864,086 7,905,637
Federal National Mortgage Association 0.04076 8,168,712 7,896,425
Olympus Water US Holding Corp. 0.04071 7,148,000 7,887,479
Government National Mortgage Association 0.04068 8,911,263 7,881,779
AJAX MORTGAGE LOAN TRUST 0.04066 9,346,180 7,876,641
PRPM 2023-1 LLC 0.04060 7,807,325 7,864,970
Chase Mortgage Financial Trust 0.04052 18,860,519 7,850,221
GRACIE POINT INTERNATIONAL FUNDING 2024-1, LLC 0.04033 7,816,000 7,812,754
RTX Corp. 0.04030 7,205,000 7,808,211
Bank of America Corp. 0.04026 9,401,000 7,800,585
AJAX MORTGAGE LOAN TRUST 0.04022 8,118,730 7,791,651
HOME PARTNERS OF AMERICA 2021-2 TRUST 0.04019 8,736,864 7,786,738
First Franklin Mortgage Loan Trust 0.04016 9,475,755 7,780,621
BX TRUST 2024-PAT 0.04013 8,022,000 7,774,780
Dryden XXVIII Senior Loan Fund/Dryden XXVIII Senior Loan Fund LLC 0.04003 7,722,749 7,754,890
YORK CLO-4 LTD 0.03996 7,669,867 7,742,666
Duke Energy Florida LLC 0.03992 7,249,000 7,734,509
BX COMMERCIAL MORTGAGE TRUST 2023-XL3 0.03982 7,630,000 7,713,652
AJAX MORTGAGE LOAN TRUST 0.03981 9,977,381 7,712,866
Agl Clo 12 Ltd / Llc 0.03976 7,640,000 7,701,990
HSBC Holdings PLC 0.03974 6,548,000 7,698,261
Anchorage Capital CLO 7 Limited 0.03971 7,620,000 7,693,484
Goldman Sachs Group, Inc. 0.03965 7,579,000 7,680,679
Federal Home Loan Mortgage Corp. 0.03959 7,854,997 7,670,403
Canada (Government of) 0.03957 11,110,000 7,665,971
Fnma Pass-Thru I 0.03930 9,601,445 7,614,789
Equinix, Inc. 0.03916 9,120,000 7,585,928
PROGRESS RESIDENTIAL TRUST 0.03905 8,330,000 7,566,248
Edison International 0.03894 7,471,000 7,543,579
MSCI Inc. 0.03893 8,390,000 7,541,740
HOUSTON CENTER (BSREP II HOUSTON) CML Prvt 0.03873 12,143,049 7,502,816
CML TERRANEA RESORT 01-JANUARY-202 CML Prvt 0.03871 7,500,000 7,499,330
UnitedHealth Group Inc. 0.03871 6,895,000 7,498,817
Fnma Pass-Thru I 0.03870 7,998,159 7,496,868
South Africa (Republic of) 0.03864 174,562,500 7,486,083
Federal Home Loan Mortgage Corp. 0.03861 7,408,528 7,480,858
Fnma Pass-Thru I 0.03859 8,894,738 7,477,202
UBS Group AG 0.03839 5,681,000 7,438,372
Federal National Mortgage Association 0.03832 7,900,780 7,423,277
Fnma Pass-Thru I 0.03832 8,905,361 7,424,608
KeyCorp 0.03827 7,390,000 7,414,788
PROGRESS RESIDENTIAL 2021-SFR10 TRUST 0.03827 8,493,111 7,414,086
Federal National Mortgage Association 0.03821 7,173,900 7,402,638
Ohio Power Company 0.03820 9,259,000 7,401,658
Goldman Sachs Group, Inc. 0.03815 7,975,000 7,391,514
RCO VI MORTGAGE LLC 0.03810 7,629,219 7,381,546
Duke Energy Progress LLC 0.03809 7,757,000 7,379,866
AJAX MORTGAGE LOAN TRUST 0.03802 8,006,444 7,365,755
HONO 2021-LULU MORTGAGE TRUST 0.03800 7,608,000 7,362,028
COLD STORAGE TRUST 0.03794 7,355,718 7,351,250
Atmos Energy Corp. 0.03791 7,759,000 7,345,216
Fnma Pass-Thru I 0.03783 9,128,617 7,328,498
Altria Group, Inc. 0.03782 9,133,000 7,326,238
Federal National Mortgage Association 0.03781 8,730,759 7,326,114
Fnma Pass-Thru I 0.03778 7,360,533 7,320,120
EQT Corporation 0.03775 7,387,000 7,313,067
ELMWOOD CLO X LTD 0.03773 7,250,000 7,309,123
Midamerican Energy Company 0.03764 7,447,000 7,292,567
CIFC FUNDING 2020-III LTD 0.03757 7,210,000 7,278,024
Altria Group, Inc. 0.03757 10,096,000 7,279,192
L3 Harris Technologies Inc 0.03733 8,105,000 7,231,538
CASCADE MH ASSET TRUST 0.03720 7,491,392 7,207,386
Federal National Mortgage Association 0.03717 7,664,029 7,200,834
BX TRUST 0.03716 8,267,000 7,198,690
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.03710 6,884,424 7,188,380
Intel Corporation 0.03702 7,235,000 7,172,260
Mariner Clo 2015-1 Llc 0.03701 7,152,000 7,169,669
Federal National Mortgage Association 0.03682 7,053,624 7,133,754
Humana Inc. 0.03678 6,781,000 7,126,206
JP MORGAN MORTGAGE TRUST 2021-INV5 0.03667 9,055,076 7,104,264
Project Jupiter (Sillage) Prvt 0.03661 6,551,690 7,093,438
Level 3 New Money Tsa 0.03658 7,016,163 7,086,325
Madison Park Funding XIX Ltd. / Madison Park Funding XIX LLC 0.03654 7,000,000 7,079,133
Federal Home Loan Mortgage Corp. 0.03654 7,474,343 7,078,388
PIKES PEAK CLO 8 LLC 0.03648 7,000,000 7,066,639
Pioneer Midco 144A Notes 0.03643 7,021,186 7,057,228
Duke Energy Florida LLC 0.03639 10,810,000 7,049,746
Federal National Mortgage Association 0.03627 7,214,499 7,026,254
Trestles Clo IV Ltd/ Trestles Clo IV Llc 0.03615 6,950,000 7,002,990
EQT Corporation 0.03613 7,908,000 7,000,444
Panama (Republic of) 0.03610 10,739,000 6,993,774
Federal Home Loan Mortgage Corp. 0.03600 7,078,490 6,973,851
Federal Home Loan Mortgage Corp. 0.03599 7,541,511 6,971,827
Carlyle C17 CLO Ltd 0.03598 6,922,773 6,969,900
Southern California Edison Company 0.03593 7,082,000 6,960,249
Amgen Inc. 0.03589 7,265,000 6,953,905
JDE Peets N.V 0.03587 6,254,000 6,949,995
Public Service Company of New Hampshire 0.03582 7,188,000 6,940,045
Octagon Investment Partners XVII Ltd. 0.03576 6,883,950 6,928,030
Devon Energy Corporation 0.03567 6,792,000 6,910,434
UBS Group AG 0.03567 8,573,000 6,910,127
Eversource Energy 0.03564 6,688,000 6,904,812
Federal Home Loan Mortgage Corp. 0.03552 7,712,523 6,882,336
Wells Fargo Bank, National Association 0.03550 6,796,000 6,878,509
Gilead Sciences, Inc. 0.03541 7,314,000 6,860,311
Indonesia (Republic of) 0.03532 103,842,000,000 6,842,080
Anglo American Capital PLC 0.03529 6,677,000 6,836,948
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.03529 9,163,000 6,837,726
RESIDENTIAL MORTGAGE LOAN TRUST 2020-2 0.03522 7,854,000 6,823,562
Federal Home Loan Mortgage Corp. 0.03500 7,289,390 6,779,803
Ovintiv Inc 0.03489 6,651,000 6,760,413
Colombia (Republic of) 0.03469 27,858,100,000 6,721,467
Federal National Mortgage Association 0.03463 7,995,543 6,709,183
Fnma Pass-Thru I 0.03459 7,998,058 6,702,018
Federal National Mortgage Association 0.03447 6,816,462 6,678,545
San Diego Gas & Electric Company 0.03447 6,750,000 6,678,063
NiSource Inc. 0.03439 6,935,000 6,663,292
Banque Federative du Credit Mutuel 0.03438 5,800,000 6,660,638
RTX Corp. 0.03436 6,723,000 6,656,092
Federal Home Loan Mortgage Corp. 0.03427 7,062,583 6,639,319
Government National Mortgage Association 0.03420 41,169,636 6,625,991
Federal Home Loan Mortgage Corp. 0.03414 7,312,155 6,613,552
Thermo Fisher Scientific Inc 0.03411 6,554,000 6,609,156
EQT Corporation 0.03409 6,910,000 6,605,193
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.03401 10,539,000 6,588,446
Crown Castle Inc. 0.03396 8,004,000 6,578,979
EXTENDED STAY AMERICA TRUST 2021-ESH 0.03393 6,562,936 6,573,819
The Boeing Company 0.03387 9,247,000 6,561,804
PRIMA CAPITAL CRE SECURITIZATION LTD 0.03382 7,170,000 6,552,163
Fnma Pass-Thru I 0.03363 8,116,750 6,516,166
Western Alliance Bk Phoenix Az FRN 0.03361 6,327,744 6,512,201
CIFC FUNDING LTD 0.03360 6,450,000 6,509,327
Fnma Pass-Thru I 0.03343 7,318,006 6,477,382
CIFC Funding 2018-I, Ltd. / CIFC Funding 2018-I, LLC 0.03334 6,399,122 6,459,176
Freewire Technology Notes Prvt 0.03323 8,906,381 6,437,532
L3 Harris Technologies Inc 0.03318 7,974,000 6,428,693
Neuberger Berman Loan Advisers CLO 26, Ltd. 0.03303 6,344,657 6,398,964
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.03300 6,402,500 6,393,937
Federal Home Loan Mortgage Corp. 0.03294 7,948,696 6,381,251
Gulf Stream Meridian 1 LTD / LLC 0.03293 6,320,000 6,380,069
Gilead Sciences, Inc. 0.03279 7,722,000 6,351,709
OCTAGON INVESTMENT PARTNERS LTD 0.03270 6,282,003 6,335,829
Bear Strn 2007-He3 0.03267 6,114,771 6,328,919
RR 28 LTD 0.03262 6,320,000 6,320,000
WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK 0.03259 6,274,000 6,313,413
Ohio Power Company 0.03248 6,336,000 6,291,812
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.03248 10,585,000 6,291,633
Fnma Pass-Thru I 0.03245 7,831,868 6,287,461
Glencore Funding LLC 0.03244 7,481,000 6,283,984
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.03215 6,130,621 6,229,414
Goldman Sachs Group, Inc. 0.03209 6,693,000 6,217,821
BX TRUST 0.03205 6,390,000 6,209,048
Tvc Dscr_21-1 Cert Prvt 0.03205 7,160,429 6,209,772
Hps Loan Management 0.03204 6,171,802 6,208,163
AEP Transmission Company, LLC 0.03204 8,101,000 6,206,579
SMB Private Education Loan Trust 2021-A 0.03199 7,280,143 6,198,556
Federal National Mortgage Association 0.03198 6,588,482 6,194,733
Broadcom Inc 0.03198 7,729,000 6,195,906
CIFC FUNDING 2017-I LTD 0.03197 6,190,000 6,193,523
Barclays PLC 0.03196 5,839,000 6,191,126
PROJECT MONTAGE TL TL Prvt 0.03188 6,176,077 6,176,077
Fnma Pass-Thru I 0.03183 7,703,781 6,166,394
TRICON AMERICAN HOMES TRUST 0.03180 6,675,000 6,160,781
Government National Mortgage Association 0.03178 38,309,899 6,156,586
Morgan Stanley 0.03169 5,810,000 6,138,566
OHA Loan Funding 2013-2, Ltd. 0.03164 6,113,862 6,129,902
Government National Mortgage Association 0.03163 6,468,034 6,127,757
Otis Worldwide Corp. 0.03161 6,060,000 6,123,400
Bristol-Myers Squibb Company 0.03161 6,100,000 6,124,782
L3 Harris Technologies Inc 0.03154 6,275,000 6,110,799
AbbVie Inc. 0.03154 6,080,000 6,111,227
Hewlett Packard Enterprise Company 0.03153 6,048,000 6,108,826
TEXAS ST 0.03152 5,715,000 6,106,239
Federal Home Loan Mortgage Corp. 0.03152 6,507,831 6,106,290
Fnma Pass-Thru I 0.03151 7,603,173 6,103,864
PROGRESS RESIDENTIAL TRUST 0.03142 6,640,000 6,086,471
Federal Home Loan Mortgage Corp. 0.03133 6,423,465 6,069,998
Hungary (Republic Of) 0.03131 5,660,000 6,066,630
Federal National Mortgage Association 0.03128 5,940,670 6,059,711
GCAT 2023-NQM4 TRUST 0.03125 6,559,306 6,055,145
Banque Federative du Credit Mutuel 0.03122 5,600,000 6,048,308
Union Pacific Corporation 0.03116 9,550,000 6,035,897
Fnma Pass-Thru I 0.03103 6,892,541 6,010,728
H.I.G. RCP 2023-FL1 LLC 0.03088 5,990,000 5,981,879
Duke Energy Carolinas LLC 0.03085 6,094,000 5,976,101
Federal Home Loan Mortgage Corp. 0.03077 7,479,236 5,962,028
Southern California Edison Company 0.03076 6,638,000 5,958,718
Federal Home Loan Mortgage Corp. 0.03076 6,343,540 5,960,152
BP Capital Markets PLC 0.03076 5,930,000 5,958,806
Philip Morris International Inc. 0.03069 5,852,000 5,945,763
GREEN PLAINS OPERATING COMPANY LLC TL Prvt 0.03060 6,081,049 5,929,023
Uruguay (Republic of) 0.03057 5,923,011 5,923,463
AJAX MORTGAGE LOAN TRUST 0.03052 6,403,400 5,912,948
Fnma Pass-Thru I 0.03038 6,775,855 5,885,452
Option on Digi International Inc 0.03036 446,000 5,881,902
Ohio Power Company 0.03030 6,702,000 5,870,854
Federal National Mortgage Association 0.03027 6,321,945 5,864,936
NXP B V / NXP Funding LLC & NXP USA Inc 0.03023 7,031,000 5,856,261
RTX Corp. 0.03017 9,171,000 5,845,029
Meta Platforms Inc 0.03014 5,491,000 5,840,003
Aimco Clo Series 2018-B Ltd / Llc 0.03010 5,770,000 5,831,977
BAE Systems PLC 0.03002 7,192,000 5,816,874
Federal Home Loan Mortgage Corp. 0.02996 6,293,608 5,803,820
BX COMMERCIAL MORTGAGE TRUST 2023-XL3 0.02994 5,746,000 5,801,322
United States Treasury Notes 0.02992 6,038,000 5,795,765
Energy Transfer LP 0.02974 5,717,000 5,762,553
BX TRUST 2021-NWM 0.02974 5,842,258 5,761,198
Federal Home Loan Mortgage Corp. 0.02968 5,939,108 5,750,764
PRKCM 2022-AFC2 TRUST 0.02964 5,810,968 5,742,472
Equipmentshare Com Inc. 0.02962 5,440,000 5,737,684
American Tower Corporation 0.02961 6,932,000 5,735,560
Riserva Clo Ltd / Riserva Clo Llc 0.02959 5,690,000 5,732,805
INTOWN 2022-STAY 0.02959 5,685,000 5,732,461
Northrop Grumman Corporation 0.02958 5,812,000 5,730,408
Federal National Mortgage Association 0.02953 5,701,985 5,721,495
CenterPoint Energy Resources Corp. 0.02946 5,524,000 5,707,142
OZLM Funding IV Ltd 0.02936 5,645,722 5,688,244
CSMC 2022-NWPT 0.02935 5,652,000 5,686,501
MFA 2024-RTL1 TRUST 0.02927 5,663,000 5,670,642
HPS Loan Management 10-2016 LTD/LLC 0.02925 5,620,000 5,667,120
Public Service Electric & Gas Co. 0.02925 5,650,000 5,666,948
Fnma Pass-Thru I 0.02923 6,758,816 5,662,799
NEW JERSEY ST TPK AUTH TPK REV 0.02920 4,596,000 5,657,664
Navient Private Education Loan Trust 2014-A 0.02910 6,000,000 5,637,659
DISH DBS Corporation 0.02900 5,840,000 5,617,912
Federal Home Loan Mortgage Corp. 0.02895 5,435,551 5,608,862
Acrec 2023-FL2 LLC 0.02889 5,580,000 5,596,833
Federal National Mortgage Association 0.02889 5,616,692 5,597,338
GCAT 2022-NQM4 TRUST 0.02889 5,657,904 5,597,100
OPENDOOR (OD INTERMEDIATE SUBI) MEZZ Prvt 0.02884 5,801,835 5,587,167
Dryden 43 Senior Loan Fund 0.02881 5,540,000 5,581,479
Newmont Corporation 0.02876 6,589,000 5,570,975
Comcast Corporation 0.02872 6,755,000 5,563,296
GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD 0.02871 5,520,000 5,561,294
BARCLAYS MORTGAGE LOAN TRUST 2022-NQM1 0.02864 5,708,246 5,549,569
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-CGSS 0.02857 5,509,181 5,535,336
HOMEWARD OPPORTUNITIES FUND I TRUST 0.02837 5,763,333 5,496,710
Fnma Pass-Thru I 0.02830 5,598,506 5,482,109
Invitation Homes Operating Partnership Lp 0.02829 5,538,000 5,481,498
Federal Home Loan Mortgage Corp. 0.02829 5,418,667 5,480,224
Federal National Mortgage Association 0.02825 6,522,356 5,473,009
SMB PRIVATE EDUCATION LOAN TRUST 0.02824 6,740,000 5,471,394
PROGRESS RESIDENTIAL TRUST 0.02816 5,967,000 5,456,189
Florida Power & Light Co. 0.02812 6,574,000 5,448,340
AJAX MORTGAGE LOAN TRUST 2023-C 0.02812 6,744,274 5,447,527
Duke Energy Florida LLC 0.02804 6,139,000 5,432,229
Government National Mortgage Association 0.02802 6,170,359 5,428,604
NELNET STUDENT LOAN TRUST 0.02801 6,556,000 5,425,629
Lcm Xxvi Ltd/Lcm Xxvi Llc 0.02795 5,368,766 5,415,726
AJAX MORTGAGE LOAN TRUST 0.02785 5,835,900 5,395,757
Verizon Communications Inc. 0.02778 6,696,000 5,382,434
Fnma Pass-Thru I 0.02775 6,671,927 5,375,340
United States Treasury Bonds 0.02770 8,400,000 5,366,322
Santander Holdings USA Inc. 0.02766 5,331,000 5,359,224
Goldman Sachs Group, Inc. 0.02759 5,681,000 5,345,804
Fnma Pass-Thru I 0.02757 5,678,705 5,341,197
AbbVie Inc. 0.02756 5,659,000 5,339,082
CVS Health Corp 0.02754 5,736,000 5,335,706
PFP 2022-9 LTD 0.02745 5,272,000 5,317,277
Federal Home Loan Mortgage Corp. 0.02745 6,625,286 5,317,174
Federal National Mortgage Association 0.02742 6,699,200 5,313,054
Vici Properties Inc 0.02741 5,556,000 5,310,202
Oracle Corp. 0.02734 6,266,000 5,296,862
Goldman Sachs Group, Inc. 0.02732 6,485,000 5,293,376
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 0.02730 5,300,000 5,288,210
CSMC 2021-BHAR 0.02727 5,338,000 5,283,050
VICI Properties LP 0.02716 5,501,000 5,260,997
Federal Home Loan Mortgage Corp. 0.02709 5,648,718 5,248,916
Aon Corp/ Aon Global Holdings PLC 0.02707 6,260,000 5,243,603
Federal Home Loan Mortgage Corp. 0.02703 5,572,550 5,235,759
Federal Home Loan Mortgage Corp. 0.02699 31,195,428 5,229,892
AT&T Inc 0.02692 5,222,000 5,214,651
United States Treasury Bonds 0.02690 8,400,000 5,210,582
Energy Transfer LP 0.02689 5,296,000 5,208,709
Carlyle Us Clo Ltd 0.02688 5,170,000 5,206,820
Telefonica Emisiones S.A.U. 0.02687 4,800,000 5,206,572
Duke Energy Carolinas LLC 0.02682 7,500,000 5,195,179
Federal National Mortgage Association 0.02681 6,507,243 5,193,762
GS MORTGAGE SECURITIES CORPORATION TRUST 2022-ECI 0.02680 5,160,000 5,192,689
Madison Park Funding XIII Ltd. 0.02679 5,140,000 5,190,883
FIRSTKEY HOMES 2022-SFR3 TRUST 0.02678 5,641,000 5,187,978
Fnma Pass-Thru I 0.02672 6,447,096 5,175,759
UBS Group AG 0.02669 4,207,000 5,170,551
READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC 0.02665 5,140,463 5,163,394
KSL COMMERCIAL MORTGAGE TRUST 2023-HT 0.02655 5,110,000 5,144,292
United States Treasury Bonds 0.02651 8,400,000 5,135,510
NNN REIT Inc 0.02649 7,070,000 5,131,444
Federal Home Loan Mortgage Corp. 0.02648 6,393,369 5,131,047
Federal Home Loan Mortgage Corp. 0.02646 4,999,075 5,126,540
Federal National Mortgage Association 0.02641 5,228,398 5,115,688
Fnma Pass-Thru I 0.02628 5,726,454 5,090,697
Pret 2021-Rn4 LLC 0.02623 5,204,830 5,082,043
PROGRESS RESIDENTIAL TRUST 0.02617 5,410,000 5,069,996
Genius Sports Ltd 0.02615 712,487 5,065,783
Goldman Sachs Group, Inc. 0.02614 5,207,000 5,064,828
Federal National Mortgage Association 0.02613 4,906,086 5,062,515
MADISON PARK FUNDING XXXVIII LTD 0.02611 5,010,000 5,057,598
VEDANTA HOLDINGS MAURITIUS II LTD TL Prvt 0.02610 5,056,000 5,056,000
Motorola Solutions Inc 0.02606 6,000,000 5,048,928
Petroleos Mexicanos 0.02603 5,239,000 5,043,178
AREIT 2022-CRE7 LTD 0.02591 5,030,000 5,020,553
Bank of America Corp. 0.02589 5,198,000 5,016,166
American Tower Corporation 0.02587 6,188,000 5,012,864
Federal National Mortgage Association 0.02579 5,118,879 4,997,225
Virginia Electric and Power Company 0.02578 4,740,000 4,995,352
Battalion CLO VIII Ltd. 0.02577 4,952,961 4,991,715
CWABS Asset-Backed Certificates Trust 2006-18 0.02574 6,527,172 4,986,298
Mexico (United Mexican States) 0.02574 885,440 4,985,932
VOYA CLO 2017-4 Ltd 0.02573 4,939,303 4,984,956
CALIFORNIA ST 0.02573 4,000,000 4,984,378
SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 0.02572 5,167,060 4,981,957
BSST 2021-SSCP MORTGAGE TRUST 0.02571 5,021,000 4,981,292
APA Corp. 0.02571 5,970,000 4,981,007
NELNET STUDENT LOAN TRUST 2023-PL1 0.02569 4,987,855 4,976,516
Bayview Financial Revolving Asset Trust 0.02563 6,289,473 4,965,973
Morgan Stanley 0.02556 5,365,000 4,951,607
Fnma Pass-Thru I 0.02550 6,189,002 4,939,757
Fnma Pass-Thru I 0.02549 4,999,084 4,938,045
Ticp Clo Ltd 0.02537 4,870,000 4,914,305
AEP Texas Inc 0.02534 5,906,000 4,908,426
Ecl Entertainment (Ecl Entertainme Tl-B 0.02533 4,892,738 4,908,052
Energy Transfer LP 0.02532 4,901,000 4,905,936
Kinder Morgan, Inc. 0.02527 4,941,000 4,895,936
PROJECT BEEPER (ALORICA INC) TL-B Prvt 0.02525 5,017,811 4,892,365
MOSAIC SOLAR LOAN TRUST 2023-1 0.02525 5,024,011 4,892,072
Federal National Mortgage Association 0.02519 4,730,179 4,880,999
FS RIALTO 2022-FL7 ISSUER LLC 0.02513 4,864,500 4,868,933
Government National Mortgage Association 0.02513 5,533,975 4,868,721
Credit Suisse (USA), Inc. 0.02509 4,322,000 4,860,696
Rockford Tower Clo 2017-1 Ltd/ Llc 0.02509 4,827,000 4,861,001
Federal Home Loan Mortgage Corp. 0.02509 5,175,400 4,860,309
HIPGNOSIS MUSIC ASSETS 2022-1 LP 0.02507 5,018,000 4,857,439
Oracle Corp. 0.02497 6,147,000 4,836,966
Madison Park Funding Xi Ltd 0.02496 4,799,063 4,834,909
United States Treasury Notes 0.02496 5,299,900 4,835,813
Southern California Edison Company 0.02491 5,708,000 4,825,626
GoldenTree Loan Management US CLO 12 Ltd / GoldenTree Loan Management US CL 0.02490 4,790,000 4,823,289
Ohio Power Company 0.02490 6,106,000 4,824,860
PORT AUTH N Y & N J 0.02488 5,020,000 4,819,818
Federal Home Loan Mortgage Corp. 0.02488 4,936,904 4,820,886
Rockford Tower CLO 2017-2 LTD. 0.02484 4,766,000 4,812,924
Bank of America Corp. 0.02476 5,015,000 4,797,486
Fnma Pass-Thru I 0.02474 5,059,034 4,793,008
Secretaria Tesouro Nacional 0.02473 24,000 4,790,317
GREAT WOLF TRUST 2024-WOLF 0.02472 4,780,000 4,789,863
Targa Resources Corp. 0.02470 4,424,000 4,784,944
Federal Home Loan Mortgage Corp. 0.02470 5,343,311 4,785,610
Onemain Financial Issuance Trust 2019-2 0.02464 5,083,000 4,773,713
Anglo American Capital PLC 0.02462 4,750,000 4,769,214
INTERFACE SECURITY SYSTEMS LLC TL Prvt 0.02461 7,223,795 4,767,705
Regatta Funding Limited/Corp 0.02457 4,700,000 4,760,772
AMERICAN MUN PWR OHIO INC REV 0.02456 3,555,000 4,758,264
Fnma Pass-Thru I 0.02451 5,069,539 4,748,235
Realty Income Corporation 0.02450 4,735,000 4,745,975
Federal Home Loan Mortgage Corp. 0.02435 5,128,278 4,718,313
Government National Mortgage Association 0.02430 5,105,324 4,707,462
Global Payments Inc 0.02429 5,410,000 4,705,544
Madison Park Funding XLV Ltd/Llc 0.02427 4,660,000 4,702,162
COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL 0.02417 4,620,000 4,682,364
MF1 2022-FL9 LLC 0.02417 4,653,000 4,683,328
Verizon Florida Incorporated 0.02415 4,835,000 4,679,316
Federal Home Loan Mortgage Corp. 0.02401 4,762,617 4,650,695
Czech (Republic of) 0.02390 111,480,000 4,631,240
Reynolds American Inc. 0.02390 5,096,000 4,629,609
Race Point X Clo Limited 0.02383 4,581,804 4,617,556
San Diego Gas & Electric Company 0.02383 5,934,000 4,617,311
Norfolk Southern Corporation 0.02383 6,811,000 4,615,998
AEP Texas Inc 0.02377 4,555,000 4,606,000
SAN ANTONIO TEX ELEC & GAS REV 0.02376 4,375,000 4,603,665
Federal Home Loan Mortgage Corp. 0.02374 4,767,304 4,599,754
LOS ANGELES CALIF CMNTY COLLEGE DIST 0.02372 3,990,000 4,595,878
Madison Park Funding XIII Ltd. 0.02371 4,554,947 4,594,392
Mauser Packaging Solutions Holding Co. 0.02362 4,502,000 4,576,599
Broadcom Inc 0.02361 5,336,000 4,574,290
PECO Energy Company 0.02358 7,028,000 4,567,941
APA Corp. 0.02357 5,297,000 4,566,618
Romark Wm 0.02355 4,522,678 4,563,276
Cedar Funding VIII CLO, Ltd 0.02355 4,540,000 4,563,316
Battalion Clo xx Ltd/Battalion Clo xx Llc 0.02354 4,520,000 4,560,020
280 Park Avenue Trust 0.02354 4,928,000 4,560,414
1211 Ave Of The Amers Trust 2015-1211 0.02354 4,972,000 4,559,599
Civitas Resources Inc 0.02353 4,301,000 4,558,888
LOGAN CLO I LTD 0.02353 4,510,000 4,558,793
Federal National Mortgage Association 0.02352 27,268,449 4,557,157
Verizon Communications Inc. 0.02349 6,335,000 4,550,403
RAD CLO 7 LTD 0.02343 4,540,000 4,540,000
PECO Energy Company 0.02343 6,614,000 4,540,186
Sound Point CLO XII LTD/LLC 0.02342 4,500,000 4,536,722
VOLT CVI LLC 0.02340 4,744,066 4,533,035
Altria Group, Inc. 0.02335 5,369,000 4,524,245
Dessert Holdings (Bcpe North Star) Tl 0.02330 4,873,328 4,513,920
Federal National Mortgage Association 0.02330 4,475,105 4,514,315
GITSIT MORTGAGE LOAN TRUST 2023-NPL1 0.02324 4,469,362 4,501,607
American Tower Corporation 0.02321 5,298,000 4,497,100
Norfolk Southern Corporation 0.02320 5,911,000 4,495,049
BSST 2021-SSCP MORTGAGE TRUST 0.02318 4,582,000 4,489,902
REWE International Finance BV 0.02317 3,900,000 4,489,829
ING Groep N.V. 0.02314 3,800,000 4,482,474
Baltimore Gas & Electric Company 0.02299 6,838,000 4,453,374
FS RIALTO 2022-FL5 ISSUER LLC 0.02294 4,435,000 4,443,809
FBR Securitization 0.02277 4,526,958 4,412,031
Fnma Pass-Thru I 0.02276 4,300,336 4,409,985
Brazil (Federative Republic) 0.02273 4,379,000 4,403,906
Gnma Pass-Thru M Single Family 0.02269 4,749,572 4,395,386
Federal Home Loan Mortgage Corp. 0.02267 4,636,590 4,392,350
TRICON RESIDENTIAL 2021-SFR1 0.02266 4,805,000 4,390,682
Oracle Corp. 0.02266 6,109,000 4,389,984
Federal National Mortgage Association 0.02265 4,545,000 4,388,883
Federal Home Loan Mortgage Corp. 0.02261 4,330,480 4,379,675
Consumers Energy Company 0.02255 4,964,000 4,368,308
Government National Mortgage Association 0.02250 5,334,196 4,358,287
NEW RESIDENTIAL MORTGAGE LOAN TRUST 0.02250 6,210,000 4,359,105
Federal National Mortgage Association 0.02245 4,498,611 4,348,659
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP 0.02240 5,515,980 4,339,905
B.A.T. Capital Corporation 0.02235 4,340,000 4,330,551
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.02234 4,361,526 4,328,638
510 LOAN ACQUISITION TRUST 0.02232 4,330,114 4,323,906
BX COMMERCIAL MORTGAGE TRUST 2024-XL4 0.02225 4,300,000 4,310,773
Fnma Pass-Thru I 0.02224 5,384,111 4,307,990
Federal National Mortgage Association 0.02221 4,207,365 4,302,094
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 0.02221 4,439,842 4,302,691
AEP Transmission Company, LLC 0.02220 4,902,000 4,301,232
Fnma Pass-Thru I 0.02219 5,349,909 4,299,845
Select Medical Corporation 0.02215 4,290,000 4,291,362
B.A.T. Capital Corporation 0.02215 5,743,000 4,290,614
Anchorage Capital CLO 7 Limited 0.02209 4,250,000 4,279,402
Fnma Pass-Thru I 0.02203 5,086,984 4,268,566
Formentera Partners Fund Ii Lp Prvt 0.02192 4,424,627 4,247,642
Harborview Mtg Loan Trust 0.02190 5,294,497 4,243,718
Consolidated Edison Company of New York, Inc. 0.02187 4,836,000 4,236,130
DTE Electric Co. 0.02187 6,000,000 4,236,502
BPCE SA 0.02182 3,900,000 4,226,873
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.02182 5,387,772 4,227,038
Galaxy XXII CLO Ltd/Galaxy XXII CLO LLC 0.02177 4,180,000 4,216,737
AJAX MORTGAGE LOAN TRUST 0.02168 4,238,445 4,199,961
Fnma Pass-Thru I 0.02158 4,243,940 4,181,203
Oakwood Mtg Invest 0.02157 4,324,683 4,179,338
BSST 2021-SSCP MORTGAGE TRUST 0.02155 4,292,000 4,174,116
AJAX MORTGAGE LOAN TRUST 0.02155 104,715,150 4,175,915
Federal National Mortgage Association 0.02151 4,063,095 4,166,694
Waste Management, Inc. 0.02150 4,249,000 4,166,136
Anchorage Capital CLO 7 Limited 0.02145 4,129,630 4,155,970
Federal Home Loan Mortgage Corp. 0.02145 4,765,270 4,154,899
Norfolk Southern Corporation 0.02145 5,204,000 4,155,117
BX TRUST 0.02141 4,881,000 4,147,077
Baltimore Gas & Electric Company 0.02138 5,433,000 4,141,481
Czech (Republic of) 0.02136 88,530,000 4,138,613
Electricite de France SA 0.02136 3,700,000 4,137,796
Federal National Mortgage Association 0.02134 4,097,566 4,133,468
Federal National Mortgage Association 0.02134 4,005,709 4,133,430
Duke Energy Carolinas LLC 0.02131 5,124,000 4,129,330
Federal National Mortgage Association 0.02129 4,088,145 4,123,965
Federal National Mortgage Association 0.02127 4,533,509 4,121,231
Federal National Mortgage Association 0.02127 4,533,871 4,121,560
Fnma Pass-Thru I 0.02124 5,127,008 4,114,719
CBAM 2017-1 LTD 0.02123 4,080,714 4,112,199
Federal Home Loan Mortgage Corp. 0.02121 22,230,300 4,108,876
Goldentree Loan Opportunities X, Limited 0.02117 4,062,985 4,100,904
Eni SpA 0.02104 3,792,000 4,075,635
Federal Home Loan Mortgage Corp. 0.02100 4,568,175 4,068,701
Federal National Mortgage Association 0.02100 4,330,154 4,068,450
Whitebox Clo I Ltd/Llc 0.02099 4,120,000 4,065,874
Fnma Pass-Thru I 0.02096 4,306,334 4,060,931
Palmer Square CLO 2018-2 Ltd 0.02093 4,018,400 4,055,205
Fnma Pass-Thru I 0.02093 4,419,890 4,055,658
Bluemountain CLO 2013-2 Ltd. 0.02092 4,017,014 4,052,426
BX TRUST 0.02092 4,206,317 4,052,230
Service Properties Trust 0.02090 3,867,000 4,048,306
Citigroup Inc. 0.02089 4,254,000 4,046,634
Federal Home Loan Mortgage Corp. 0.02089 4,007,356 4,046,480
Textron Inc. 0.02088 4,253,000 4,045,099
Comcast Corporation 0.02088 4,586,000 4,045,662
Carlyle Us Clo 2019-2 Ltd/Carlyle Us Clo 2019-2 Llc 0.02088 4,000,000 4,045,747
Duke Energy Carolinas LLC 0.02088 5,364,000 4,044,844
Federal Home Loan Mortgage Corp. 0.02088 3,955,325 4,044,379
Federal Home Loan Mortgage Corp. 0.02086 4,139,375 4,042,099
Sun Country 2022-1A Prvt 0.02084 4,029,174 4,037,430
Federal National Mortgage Association 0.02083 4,525,436 4,035,095
Panama (Republic of) 0.02082 4,887,000 4,032,850
Fnma Pass-Thru I 0.02079 4,150,353 4,028,581
Federal National Mortgage Association 0.02072 4,153,126 4,014,690
SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP2 0.02071 4,101,300 4,011,607
Bluemountain Clo XXII Ltd 0.02066 3,970,000 4,002,250
Morgan Stanley 0.02059 4,204,000 3,988,732
Lockheed Martin Corporation 0.02059 4,750,000 3,989,490
Federal Home Loan Mortgage Corp. 0.02059 4,514,918 3,989,758
Benefit Street Partners CLO V Ltd 0.02056 3,949,778 3,983,644
FS RIALTO ISSUER LTD 0.02055 3,991,749 3,981,241
SERVICE EXPERTS ISSUER 2021-1 LLC 0.02054 4,266,992 3,978,467
Marriott International, Inc. 0.02051 4,032,000 3,972,620
NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD 0.02050 3,940,000 3,971,106
Federal Home Loan Mortgage Corp. 0.02049 5,294,773 3,970,220
Fnma Pass-Thru I 0.02047 4,334,105 3,965,590
Natixis Commercial Mortgage Security 0.02047 4,162,000 3,966,347
BX TRUST 0.02043 4,055,272 3,957,123
UnitedHealth Group Inc. 0.02041 5,011,000 3,954,714
OPEN TRUST 2023-AIR 0.02039 3,923,135 3,950,673
RACE POINT IX CLO LIMITED 0.02037 3,905,458 3,946,874
Nestle Finance International Limited 0.02034 3,720,000 3,940,013
Countrywide Alternative loan Trust 0.02034 4,937,977 3,940,895
Transcontinental Gas Pipe Line Company, LLC 0.02034 4,993,000 3,941,005
PECO Energy Company 0.02034 4,361,000 3,941,041
Federal National Mortgage Association 0.02032 3,814,361 3,935,981
BP Capital Markets PLC 0.02030 3,754,000 3,932,045
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.02027 4,413,500 3,926,722
KLA Corp. 0.02025 5,345,000 3,923,863
10Y Rtr 3.790000 16-Feb-2027 10 0.02021 71,235,000 3,915,405
Government National Mortgage Association 0.02021 24,351,958 3,916,351
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-2 0.02019 3,889,482 3,911,827
Motability Operations Group PLC 0.02007 3,570,000 3,888,778
American Tower Corporation 0.02005 4,410,000 3,884,044
LOANPAL SOLAR LOAN 2020-2 LLC 0.02005 4,826,610 3,884,379
Consumers Energy Company 0.02005 4,567,000 3,883,546
MADISON PARK FUNDING XL LTD 0.01999 3,869,183 3,872,212
Anchorage Capital CLO 2012-1 Ltd. 0.01998 3,850,000 3,871,091
NAVIENT PRIVATE EDUCATION LOAN TRUST 0.01997 4,380,000 3,869,300
First Franklin Mortgage Loan Trust 0.01995 9,511,967 3,865,454
Federal Home Loan Mortgage Corp. 0.01993 3,823,836 3,861,044
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 0.01991 3,879,805 3,857,223
Federal Home Loan Mortgage Corp. 0.01989 4,321,192 3,852,859
BPCRE 2022-FL2 Ltd / BPCRE 2022-FL2 LLC 0.01989 3,849,197 3,854,014
Kinder Morgan, Inc. 0.01987 4,044,000 3,848,983
BX COMMERCIAL MORTGAGE TRUST 2024-MF 0.01984 3,823,000 3,843,538
Hess Corporation 0.01981 3,800,000 3,837,178
LGI Homes Inc 0.01980 3,579,000 3,836,062
Federal National Mortgage Association 0.01979 3,867,638 3,834,962
Verizon Communications Inc. 0.01976 4,055,000 3,827,524
Beazer Homes USA Inc. 0.01974 3,721,000 3,824,496
Credit Suisse AG New York Branch 0.01971 4,200,000 3,817,587
Devon Energy Corporation 0.01970 3,740,000 3,817,384
AFFIRM ASSET SECURITIZATION TRUST 2024-A 0.01965 3,805,000 3,806,066
Fnma Pass-Thru I 0.01963 4,269,922 3,803,058
RAD CLO 5 LTD 0.01962 3,770,000 3,800,643
Fnma Pass-Thru I 0.01961 4,531,872 3,799,600
AT&T Inc 0.01956 4,769,000 3,790,277
Lockheed Martin Corporation 0.01956 4,254,000 3,790,334
BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 0.01955 4,397,364 3,787,253
Elmwood Clo Ii Ltd / Llc 0.01953 3,750,000 3,784,137
Fnma Pass-Thru I 0.01952 4,263,319 3,782,675
LOANPAL SOLAR LOAN LTD 0.01946 4,710,216 3,769,193
JPMorgan Chase & Co. 0.01944 4,457,000 3,766,958
UBS Group AG 0.01942 4,081,000 3,761,641
T-Mobile USA, Inc. 0.01939 4,361,000 3,756,323
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.01939 3,701,726 3,757,325
Dell International L.L.C. and EMC Corporation 0.01936 3,665,000 3,750,749
Federal National Mortgage Association 0.01935 3,716,804 3,749,371
Extra Space Storage LP 0.01933 3,695,000 3,743,955
BSST 2021-SSCP MORTGAGE TRUST 0.01933 3,947,000 3,744,945
BX TRUST 2024-PAT 0.01931 3,750,000 3,740,528
BX TRUST 2024-PAT 0.01924 3,845,000 3,728,332
Federal Home Loan Mortgage Corp. 0.01919 3,602,590 3,717,457
MUNICIPAL ELEC AUTH GA 0.01913 3,223,000 3,705,425
Option One Mortgage Loan Trust 0.01910 4,463,426 3,701,013
MILL CITY SOLAR LOAN LTD 0.01905 4,187,731 3,691,606
Deutsche Bank AG New York Branch 0.01904 4,551,000 3,688,246
AJAX MORTGAGE LOAN TRUST 0.01903 7,628,070 3,685,861
RTX Corp. 0.01902 3,450,000 3,684,022
Allied Universal Holdco Llc And At Tl-B 0.01901 3,700,815 3,683,680
Paramount Global 0.01901 4,396,000 3,683,399
Bamll Commercial Mortgage Securitie 0.01896 3,681,037 3,672,383
Federal Home Loan Mortgage Corp. 0.01889 3,761,688 3,659,352
AGL CORE CLO 4 LTD 0.01887 3,620,000 3,656,378
BSST 2021-SSCP MORTGAGE TRUST 0.01887 3,731,000 3,655,371
Guatemala (Republic of) 0.01886 3,791,000 3,653,497
MSWF COMMERCIAL MORTGAGE TRUST 2023-2 0.01881 56,273,243 3,644,131
CIM TRUST 2023-I2 0.01879 3,605,187 3,641,112
Federal Home Loan Mortgage Corp. 0.01878 3,725,042 3,637,503
Aon North America Inc. 0.01872 3,610,000 3,626,875
CARLYLE US CLO 2021-6 LTD 0.01871 3,590,000 3,624,085
BLP COMMERCIAL MORTGAGE TRUST 2023-IND 0.01871 3,610,000 3,624,353
CAMB Commercial Mortgage Trust 2019-LIFE 0.01868 3,618,500 3,618,166
Fnma Pass-Thru I 0.01856 4,033,035 3,595,933
Dryden 77 Clo Ltd / Llc 0.01854 3,580,000 3,592,167
Energy Transfer LP 0.01853 3,874,000 3,589,508
Eaton Vance Clo 2018-1 Ltd/Llc. 0.01850 3,550,000 3,583,744
AJAX MORTGAGE LOAN TRUST 2022-A 0.01848 4,977,300 3,579,349
Anchorage Capital CLO 2012-1 Ltd. 0.01843 3,548,963 3,570,186
Rsa Security / Redstone Holdco Tl-B 0.01839 4,319,374 3,562,145
Carlyle US CLO 2017-4 Ltd./ Carlyle US CLO 2017-4 LLC 0.01839 3,525,228 3,562,540
Elevance Health Inc. 0.01835 3,245,000 3,554,626
MIRA TRUST 2023-MILE 0.01830 3,432,000 3,545,606
OHA CREDIT FUNDING 9 LTD 0.01829 3,510,000 3,543,051
TVC MORTGAGE TRUST 2023-RTL1 0.01825 3,528,000 3,536,352
Federal Home Loan Mortgage Corp. 0.01824 3,455,651 3,533,456
YPF Sociedad Anonima 0.01823 3,473,000 3,532,330
Federal National Mortgage Association 0.01823 4,008,286 3,531,450
Federal National Mortgage Association 0.01823 3,757,748 3,532,544
Shelf Drilling North Sea Holdings Ltd. 0.01821 3,387,000 3,527,161
Bluemountain Eur 2021-2 Clo Designated Activity Company 0.01816 3,280,000 3,517,531
BX COMMERCIAL MORTGAGE TRUST 0.01816 3,597,266 3,518,851
GS MORTGAGE SECURITIES CORPORATION TRUST 2023-FUN 0.01815 3,500,000 3,516,647
Ameren Illinois Company 0.01812 3,603,000 3,511,178
OHA Credit Funding 3 Ltd/OHA Credit Funding 3 LLC 0.01809 3,475,000 3,504,301
BSST 2021-SSCP MORTGAGE TRUST 0.01809 3,650,000 3,503,945
Federal Home Loan Mortgage Corp. 0.01808 3,575,086 3,503,569
Federal National Mortgage Association 0.01805 3,648,772 3,496,523
Fnma Pass-Thru I 0.01800 3,448,756 3,487,934
TRINITAS CLO XIV LTD 0.01799 3,460,000 3,485,519
Federal Home Loan Mortgage Corp. 0.01799 3,409,074 3,485,829
CSMC 2022-NQM3 TRUST 0.01797 3,821,000 3,481,040
Indonesia (Republic of) 0.01793 52,422,000,000 3,473,880
Dryden 45 Senior Loan Fund 0.01792 3,440,000 3,470,923
Piedmont Natural Gas Company, Inc. 0.01792 4,095,000 3,471,601
Ministerio de Hacienda y Credito Publico 0.01787 14,812,000,000 3,462,868
UBS Group AG 0.01782 3,500,000 3,452,919
10Y Rtp 3.790000 16-Feb-2027 10 0.01779 71,235,000 3,446,697
ALT Ln Tr 07-Al1 0.01776 4,371,186 3,441,565
UnitedHealth Group Inc. 0.01770 3,673,000 3,428,389
WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.01769 3,612,000 3,427,117
Octagon Investment Partners XVI Ltd / LLC 0.01768 3,396,568 3,426,054
Wells Fargo & Co. 0.01767 3,792,000 3,423,797
Fnma Pass-Thru I 0.01767 3,672,201 3,423,707
Fnma Pass-Thru I 0.01766 4,257,822 3,422,110
Apidos CLO XII 0.01763 3,383,098 3,415,943
CIFC FUNDING 2017-I LTD 0.01761 3,410,000 3,412,083
CROSS 2023-H2 MORTGAGE TRUST 0.01761 3,345,876 3,411,426
Federal National Mortgage Association 0.01757 4,292,477 3,404,311
MED TRUST 2021-MDLN 0.01756 3,419,191 3,401,822
Federal National Mortgage Association 0.01756 3,327,242 3,402,155
METROPOLITAN TRANSN AUTH N Y REV 0.01753 3,060,000 3,397,035
Calumet Specialty Products Partners LP / Calumet Finance Corp 0.01751 3,371,000 3,393,273
BX COMMERCIAL MORTGAGE TRUST 0.01751 3,861,513 3,391,428
Gilbert Park Clo Ltd 0.01750 3,360,000 3,390,777
Huntington Ingalls Industries, Inc. 0.01742 3,569,000 3,374,224
BSST 2021-SSCP MORTGAGE TRUST 0.01742 3,508,000 3,375,170
Union Electric Company 0.01740 3,359,000 3,371,273
Fnma Pass-Thru I 0.01736 3,766,799 3,362,777
Fnma Pass-Thru I 0.01733 4,006,257 3,356,842
Fnma Pass-Thru I 0.01730 3,586,592 3,350,781
Jpmccmst 2016-Nine 0.01729 3,688,000 3,348,846
Duke Energy Progress LLC 0.01724 4,152,000 3,340,637
CIFC Funding 0.01723 3,320,000 3,337,904
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.01719 3,331,020 3,330,350
Steele Creek Clo 2017 1 Ltd 0.01717 3,294,477 3,325,820
Public Service Electric & Gas Co. 0.01716 5,935,000 3,324,730
Palmer Square CLO 2014-1 0.01711 3,288,634 3,314,937
Northern States Power Company 0.01710 4,953,000 3,312,845
Octagon Invt Partners 46 Ltd / Llc 0.01707 3,290,000 3,306,609
Oceana A Note 4 Year Prvt 0.01703 5,022,000 3,299,310
Altria Group, Inc. 0.01703 3,379,000 3,299,014
Federal Home Loan Mortgage Corp. 0.01701 3,469,058 3,294,496
Government National Mortgage Association 0.01699 3,390,835 3,290,938
Government National Mortgage Association 0.01699 4,034,642 3,291,555
Energy Transfer LP 0.01697 3,261,000 3,288,379
Cifc Funding 2020-I LTD / LLC 0.01695 3,260,000 3,283,254
EXTENDED STAY AMERICA TRUST 2021-ESH 0.01695 3,279,637 3,284,281
Battalion CLO VIII Ltd. 0.01693 3,250,000 3,279,800
L3 Harris Technologies Inc 0.01690 3,340,000 3,274,501
AJAX MORTGAGE LOAN TRUST 0.01690 4,422,000 3,274,850
CEDAR FUNDING II CLO LTD 0.01688 3,255,000 3,271,103
Federal National Mortgage Association 0.01688 3,681,286 3,270,692
Global Payments Inc 0.01687 3,305,000 3,267,507
AJAX MORTGAGE LOAN TRUST 2023-C 0.01684 4,533,700 3,263,035
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.01679 3,195,800 3,252,443
Whitebox Clo I Ltd/Llc 0.01673 3,300,000 3,241,922
Option One Mortgage Loan Trust 0.01673 4,030,000 3,240,336
Fnma Pass-Thru I 0.01672 4,036,039 3,240,151
Federal National Mortgage Association 0.01670 3,134,982 3,234,940
American Airlines 2019-1A Prvt 0.01669 3,378,088 3,233,695
Fnma Pass-Thru I 0.01666 3,620,102 3,227,754
Pilgrims Pride Corporation 0.01658 3,142,000 3,212,182
BX COMMERCIAL MORTGAGE TRUST 0.01656 3,269,000 3,208,586
Federal Home Loan Mortgage Corp. 0.01651 3,659,647 3,199,074
UBS Group AG 0.01649 3,210,000 3,193,882
Federal Home Loan Mortgage Corp. 0.01649 3,600,221 3,194,332
CSMC Series 2009-12R 0.01648 8,101,276 3,193,226
Federal National Mortgage Association 0.01640 3,390,998 3,177,337
AJAX MORTGAGE LOAN TRUST 0.01640 3,209,168 3,177,288
Anglo American Capital PLC 0.01639 3,720,000 3,175,197
Berry Global Inc 0.01637 3,502,000 3,171,701
Long Beach Mortgage Loan Trust 2006-7 0.01637 8,053,032 3,171,173
Energy Transfer LP 0.01636 3,615,000 3,169,250
Oracle Corp. 0.01630 4,079,000 3,157,511
Ashton Woods (USA) LLC/Ashton Woods Finance Co. 0.01629 3,130,000 3,156,263
Carlyle Global Market Strategies CLO 2014-1 Limited 0.01629 3,127,397 3,156,236
Aps Resecuritization Trust 2016-1 0.01628 8,083,442 3,154,153
Federal National Mortgage Association 0.01627 4,222,500 3,151,543
Government National Mortgage Association 0.01627 3,435,740 3,152,624
Federal Home Loan Mortgage Corp. 0.01627 3,054,812 3,152,214
BX TRUST 2022-GPA 0.01626 3,130,735 3,149,981
Dominion Energy South Carolina Inc 0.01622 2,785,000 3,143,075
LEGACY MORTGAGE ASSET TRUST 0.01621 3,306,572 3,141,334
Rfmsi Series Trust 0.01617 4,525,758 3,132,636
AT&T Inc 0.01613 3,888,000 3,124,831
GS MORTGAGE SECURITIES CORPORATION TRUST 2021-DM 0.01611 3,134,000 3,120,154
Fnma Pass-Thru I 0.01608 3,409,574 3,114,404
Duke Energy Progress LLC 0.01602 5,236,000 3,103,528
CEDAR FUNDING II CLO LTD 0.01600 3,110,000 3,099,763
Anglo American Capital PLC 0.01595 3,268,000 3,089,421
Texas Eastern Transmission, L.P. 0.01590 2,763,000 3,079,528
Northrop Grumman Corporation 0.01587 3,748,000 3,074,007
CSC Holdings, LLC 0.01586 3,346,000 3,071,873
AJAX MORTGAGE LOAN TRUST 0.01586 3,276,890 3,071,804
Option on Digi International Inc 0.01584 719,000 3,069,074
Palmer Square CLO 2018-3 Ltd/Llc 0.01584 3,039,020 3,068,931
Fnma Pass-Thru I 0.01583 3,506,340 3,066,616
Nationstar Home Eq 0.01583 3,320,000 3,066,924
Federal Home Loan Mortgage Corp. 0.01583 3,248,691 3,066,513
Mexico (United Mexican States) 0.01581 2,796,000 3,063,160
Mariner Clo 5 Ltd / Mariner Clo 5 Llc 0.01580 3,041,219 3,061,018
VNDO 2016-350P Mortgage Trust 0.01579 3,390,000 3,058,899
Federal National Mortgage Association 0.01578 2,961,840 3,056,277
FOUNDATION FINANCE TRUST 2021-2 0.01574 3,313,652 3,050,292
Service Properties Trust 0.01573 2,816,000 3,047,616
RR 3 Ltd. 0.01571 3,013,835 3,043,505
Bonds 2022-FL12 LLC 0.01570 3,059,971 3,042,377
TRICON RESIDENTIAL 2021-SFR1 0.01568 3,324,000 3,038,495
Kayne Clo Ii Ltd 0.01567 3,007,138 3,035,845
Mariner Clo 8 Ltd / Llc 0.01566 3,010,000 3,033,214
Signal Peak Clo 1 Ltd / Llc 0.01566 3,010,000 3,033,955
Madison Park Funding Xxii Llc 0.01564 3,000,000 3,029,117
YORK CLO-4 LTD 0.01561 3,000,000 3,024,225
MCR 2024-HTL MORTGAGE TRUST 0.01559 2,997,000 3,019,666
Verizon Communications Inc. 0.01555 4,895,000 3,011,958
OHA Credit Funding 3 Ltd/OHA Credit Funding 3 LLC 0.01554 2,989,000 3,010,496
Eur C Usd P @1.080000 Eo 0.01551 4,505,000 3,004,935
Federal National Mortgage Association 0.01550 3,082,463 3,002,033
AJAX MORTGAGE LOAN TRUST 2022-B 0.01549 4,463,700 3,000,364
PECO Energy Company 0.01548 3,510,000 2,998,681
PORT AUTH N Y & N J 0.01546 2,780,000 2,995,462
Wells Fargo Commercial Mortgage Trust 0.01546 2,978,258 2,994,346
Atrium Hotel Portfolio Tr 2017 0.01540 3,269,000 2,983,630
Fnma Pass-Thru I 0.01537 3,404,758 2,977,773
Citigroup Mortgage Loan Trust 0.01537 4,519,355 2,978,009
VERUS SECURITIZATION TRUST 2022-3 0.01530 3,879,000 2,963,538
Federal Home Loan Mortgage Corp. 0.01527 3,672,507 2,958,811
Penta CLO 11 Designated Activity Company 0.01526 2,720,000 2,955,849
Hmh Tr 2017-Nss 0.01525 3,390,000 2,953,992
AJAX MORTGAGE LOAN TRUST 0.01525 2,980,974 2,953,907
Federal National Mortgage Association 0.01524 3,150,630 2,953,162
Federal National Mortgage Association 0.01519 3,411,216 2,943,147
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 0.01515 3,281,349 2,934,181
NiSource Inc. 0.01513 2,910,000 2,931,692
B.A.T. Capital Corporation 0.01513 2,955,000 2,930,723
Elevance Health Inc. 0.01510 3,403,000 2,926,100
Federal Home Loan Mortgage Corp. 0.01509 3,372,615 2,924,288
AREIT 2023-CRE8 Ltd./AREIT 2023-CRE8 LLC 0.01507 2,931,766 2,920,531
Fnma Pass-Thru I 0.01506 3,116,055 2,916,735
Battalion CLO VIII Ltd. 0.01505 2,901,000 2,916,069
Fnma Pass-Thru I 0.01505 3,103,772 2,916,188
Gilead Sciences, Inc. 0.01501 3,293,000 2,907,059
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.01500 3,138,900 2,905,140
FirstEnergy Corp. 0.01499 4,237,000 2,903,272
Government National Mortgage Association 0.01498 3,066,823 2,901,784
AJAX MORTGAGE LOAN TRUST 2023-A 0.01498 4,193,700 2,902,519
Elmwood Clo V Ltd / Elmwood Clo V Llc 0.01497 2,880,000 2,900,776
Fnma Pass-Thru I 0.01495 3,240,180 2,895,956
Federal National Mortgage Association 0.01494 3,605,633 2,893,728
Petroleos Mexicanos 0.01483 2,967,000 2,872,573
ECOPETROL SA TL 0.01481 2,850,000 2,869,950
NELNET STUDENT LOAN TRUST 2021-A 0.01479 3,470,000 2,865,091
Digital Room (Dri Holdings Inc) Tl-B 0.01478 3,122,385 2,862,852
Federal National Mortgage Association 0.01478 2,987,558 2,862,899
BX TRUST 2022-LBA6 0.01477 2,890,000 2,862,099
Centerpoint Energy Houston Electric LLC 0.01477 3,381,000 2,861,690
Baltimore Gas & Electric Company 0.01475 3,263,000 2,858,527
UBS Group AG 0.01473 3,358,000 2,853,385
Energy Transfer LP 0.01473 2,718,000 2,854,629
Federal National Mortgage Association 0.01472 2,743,281 2,851,023
Fnma Pass-Thru I 0.01471 2,863,881 2,849,455
Kinder Morgan Energy Partners LP 0.01461 2,734,000 2,829,652
KLA Corp. 0.01458 2,871,000 2,824,814
Fnma Pass-Thru I 0.01457 2,837,373 2,823,080
VERUS SECURITIZATION TRUST 0.01456 3,120,000 2,820,948
Anchorage Capital CLO 2012-1 Ltd. 0.01454 2,800,000 2,817,463
Comcast Corporation 0.01454 4,485,000 2,817,127
Republic Services, Inc. 0.01452 3,463,000 2,812,694
Alabama Power Company 0.01451 2,600,000 2,811,199
CWABS Asset-Backed Certificates Trust 2007-12 0.01450 2,960,185 2,808,511
CSMC 2021-BHAR 0.01450 2,817,000 2,808,366
Fnma Pass-Thru I 0.01445 3,486,761 2,799,188
Federal Home Loan Mortgage Corp. 0.01440 2,703,289 2,789,483
Rsa Security / Redstone Holdco Tl-B 0.01437 4,728,000 2,783,610
EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC 0.01437 2,826,801 2,783,388
Federal National Mortgage Association 0.01436 2,707,170 2,782,259
Rockford Tower CLO 2017-2 LTD. 0.01432 2,750,000 2,775,027
Oracle Corp. 0.01432 3,328,000 2,773,805
Centerpoint Energy Houston Electric LLC 0.01430 3,260,000 2,770,258
BHMS Mortgage Trust 0.01429 2,770,000 2,768,577
Intel Corporation 0.01428 3,009,000 2,766,834
Prologis, L.P. 0.01425 2,772,000 2,761,096
Morgan Stanley Bank, National Association (Utah) 0.01419 2,720,000 2,749,077
PROJECT MONTAGE NOTE TL Prvt 0.01417 2,744,923 2,744,923
Morgan Stanley BAML Trust 0.01416 2,910,000 2,743,938
Birch Grove Clo Ltd/Llc 0.01415 2,695,000 2,741,024
Ecopetrol S.A. 0.01415 2,710,000 2,740,638
Voyager Grnpt 0.01412 11,955,478 2,736,239
ONE NEW YORK PLAZA TRUST 2020-1NYP 0.01409 2,857,000 2,729,218
Federal Home Loan Mortgage Corp. 0.01404 2,879,235 2,720,445
Fnma Pass-Thru I 0.01404 3,146,327 2,719,292
BAMLL Commercial Mortgage Securities 0.01403 2,870,000 2,718,301
Fnma Pass-Thru I 0.01403 2,948,505 2,719,043
Neuberger Berman CLO XVI-S LTD/LLC 0.01402 2,690,000 2,715,357
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 0.01402 2,750,000 2,717,024
GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-3 0.01401 2,878,956 2,714,559
JP MORGAN MORTGAGE TRUST 0.01401 3,594,448 2,714,558
280 Park Avenue Trust 0.01400 2,920,000 2,711,709
Federal Home Loan Mortgage Corp. 0.01400 2,777,042 2,711,781
Saudi Arabia (Kingdom of) 0.01399 2,750,000 2,710,025
GS Mortgage Securities Corp II 0.01397 2,750,000 2,706,658
Centerpoint Energy Houston Electric LLC 0.01396 3,693,000 2,705,292
CANYON CLO 2019-1 LTD 0.01395 2,680,000 2,702,176
LOANCORE 2022-CRE7 ISSUER LTD 0.01395 2,711,832 2,703,574
COAST COMMERCIAL MORTGAGE TRUST 2023-2HTL 0.01392 2,681,353 2,696,303
RMF BUYOUT ISSUANCE TRUST 2021-HB1 0.01392 3,112,000 2,697,135
PROGRESS RESIDENTIAL TRUST 0.01386 2,870,000 2,684,505
CHL Mortgage Pass-Through Trust 0.01386 7,444,986 2,685,701
Eversource Energy 0.01385 2,868,000 2,682,710
Gilbert Park Clo Ltd 0.01383 2,652,000 2,680,143
Citicorp Mortgage Securities Trust 0.01382 3,471,446 2,677,785
Deer Creek CLO Ltd./ Deer Creek CLO LLC 0.01381 2,653,974 2,675,490
Baltimore Gas & Electric Company 0.01381 3,823,000 2,675,988
Formentera Partners Fund Ii Lp Prvt 0.01380 2,672,682 2,672,682
Rockford Tower Europe Clo 2018-1 Designated Activity Company 0.01379 2,448,000 2,671,536
Federal National Mortgage Association 0.01378 2,807,594 2,670,322
PROJECT ELTON C SHARES Prvt 0.01377 27,504 2,667,888
Realty Income Corporation 0.01376 2,947,000 2,665,184
Samarco Mineracao SA 0.01376 2,826,000 2,665,546
Fnma Pass-Thru I 0.01375 2,850,839 2,663,402
Comcast Corporation 0.01375 3,610,000 2,663,170
Sally Holdings LLC 0.01373 2,670,000 2,660,832
Marsh & McLennan Companies, Inc. 0.01370 2,499,000 2,654,693
GRACIE POINT INTERNATIONAL FUNDING 2023-1 0.01368 2,593,873 2,650,891
Eastman Chemical Company 0.01366 2,555,000 2,646,092
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV 0.01365 2,430,000 2,643,740
Federal National Mortgage Association 0.01365 2,786,303 2,644,818
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.01363 3,201,160 2,640,070
Indonesia (Republic of) 0.01358 38,134,000,000 2,631,462
BSST 2021-SSCP MORTGAGE TRUST 0.01356 2,773,000 2,626,695
Bayview Commercial Asset Trust 2006-SP2 0.01355 2,846,788 2,625,431
PROGRESS RESIDENTIAL TRUST 0.01354 2,900,000 2,622,401
Government National Mortgage Association 0.01352 2,839,685 2,618,386
Federal Home Loan Mortgage Corp. 0.01351 12,886,111 2,617,930
Federal Home Loan Mortgage Corp. 0.01350 2,740,090 2,615,570
CVS Health Corp 0.01342 2,704,000 2,599,367
Citigroup Inc. 0.01341 2,731,000 2,598,537
Csmc 2019-Ice4 0.01341 2,593,548 2,598,000
AJAX MORTGAGE LOAN TRUST 2022-A 0.01340 3,256,000 2,595,219
Anchorage Capital CLO 6 Ltd 0.01338 2,569,806 2,592,056
AMSR TRUST 0.01336 2,760,000 2,588,879
Diamondback Energy Inc 0.01336 2,383,000 2,588,893
Alabama Power Company 0.01334 3,162,000 2,585,263
Federal National Mortgage Association 0.01334 2,898,827 2,584,733
Federal Home Loan Mortgage Corp. 0.01332 2,523,430 2,580,245
Union Pacific Corporation 0.01329 3,563,000 2,575,199
TCI-FLATIRON CLO LTD 0.01325 2,562,055 2,567,907
APA Corp. 0.01325 3,264,000 2,567,854
FIRSTKEY HOMES TRUST 0.01324 2,690,000 2,565,275
Adjustable Rate Mortgage Trust 0.01323 3,722,292 2,563,801
Texas Instruments Incorporated 0.01323 2,592,000 2,563,284
AJAX MORTGAGE LOAN TRUST 2022-B 0.01322 3,288,316 2,560,519
Midamerican Energy Company 0.01319 3,347,000 2,555,422
UnitedHealth Group Inc. 0.01317 2,630,000 2,551,804
AT&T Inc 0.01317 3,625,000 2,551,668
Morgan Stanley 0.01314 2,638,000 2,545,491
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION 0.01313 2,630,000 2,543,634
Federal Home Loan Mortgage Corp. 0.01312 2,517,408 2,541,903
WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.01310 2,562,000 2,537,551
Elmwood Clo V Ltd / Elmwood Clo V Llc 0.01308 2,514,000 2,533,972
Federal National Mortgage Association 0.01306 2,434,452 2,530,065
Goto Group Inc. 0.01305 2,925,000 2,527,633
Palmer Square Clo 2015-2 Limited 0.01303 2,500,000 2,523,814
5 Bryant Park 2018-5bp Mortga 0.01303 2,890,000 2,524,864
MFA 2021-NQM1 TRUST 0.01302 3,310,000 2,523,366
Amcor Finance (USA) Inc. 0.01301 2,447,000 2,520,903
NJ TRUST 2023-GSP 0.01301 2,430,000 2,520,098
WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK 0.01299 2,500,000 2,516,323
Federal National Mortgage Association 0.01297 3,181,062 2,513,102
Buckeye Partners LP 0.01296 2,500,000 2,510,084
Bear Stearns Asset Backed Securities I Trust 0.01296 1,690,621 2,510,771
Federal National Mortgage Association 0.01294 2,595,600 2,506,839
SESAC FINANCE LLC 0.01294 2,552,135 2,507,533
Dbubs 2017 Brbk 0.01293 3,097,266 2,505,752
Federal Home Loan Mortgage Corp. 0.01291 2,751,810 2,501,560
Fnma Pass-Thru I 0.01291 3,103,599 2,500,462
Federal National Mortgage Association 0.01290 2,836,398 2,498,972
Fnma Pass-Thru I 0.01289 2,645,734 2,497,821
Mineral Resources Ltd. 0.01288 2,295,000 2,496,280
Federal National Mortgage Association 0.01288 2,744,178 2,494,622
Comcast Corporation 0.01287 3,092,000 2,492,733
Tenneco Inc. 0.01285 2,722,000 2,489,735
Transocean Ltd 0.01284 530,387 2,487,515
First Franklin Mortgage Loan Trust 2005-FF4 0.01284 2,834,900 2,488,317
PROJECT ELTON A SHARES Prvt 0.01283 25,626 2,485,722
Colombia (Republic of) 0.01283 8,151,900,000 2,485,844
Government National Mortgage Association 0.01276 2,915,760 2,471,918
Government National Mortgage Association 0.01274 2,608,504 2,468,129
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.01274 2,475,500 2,468,750
Federal Home Loan Mortgage Corp. 0.01272 2,720,006 2,464,095
Federal Home Loan Mortgage Corp. 0.01271 2,627,794 2,463,095
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO 0.01270 3,654,000 2,460,137
CWALT Alternative Loan Trust 2006-OA16 0.01267 3,382,452 2,453,933
AEP Transmission Company, LLC 0.01265 3,515,000 2,450,473
BOCA Commercial Mortgage Trust 2022-BOCA 0.01259 2,431,046 2,439,270
Virginia Electric and Power Company 0.01259 2,751,000 2,439,012
Federal Home Loan Mortgage Corp. 0.01259 2,603,237 2,440,077
Ozlm Xviii Limited 0.01258 2,415,882 2,438,165
Xerox Holdings Corporation 0.01257 2,472,000 2,436,145
Inmarsat Plc / Connect Us Finco Tl-B 0.01257 2,439,938 2,435,863
Federal Home Loan Mortgage Corp. 0.01257 2,801,830 2,435,984
Federal Home Loan Mortgage Corp. 0.01254 2,631,895 2,429,714
Fnma Pass-Thru I 0.01253 2,736,504 2,427,992
AGL CLO 7 LTD 0.01252 2,400,000 2,425,565
Citigroup Inc 0.01251 43,681 2,423,859
Interior Logic / Signal Parent Inc Tl-B 0.01251 2,570,901 2,423,074
Bristol-Myers Squibb Company 0.01247 3,127,000 2,416,423
RAD CLO 7 LTD 0.01244 2,410,000 2,410,000
Federal National Mortgage Association 0.01244 2,486,872 2,410,233
GOLDENTREE LOAN OPPORTUNITIES XI Ltd/llc 0.01243 2,386,692 2,408,994
Federal Home Loan Mortgage Corp. 0.01242 2,997,208 2,405,432
ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 0.01240 2,485,381 2,402,256
Pioneer Natural Resources Company 0.01239 2,877,000 2,400,358
AIG CLO LTD 0.01239 2,380,000 2,400,691
Federal Home Loan Mortgage Corp. 0.01239 15,344,775 2,399,989
Energy Transfer LP 0.01238 2,383,000 2,398,488
Prologis, L.P. 0.01236 2,487,000 2,394,252
SYMPHONY CLO LTD 0.01234 2,377,000 2,391,141
Pioneer Natural Resources Company 0.01232 2,842,000 2,387,469
Virginia Electric and Power Company 0.01228 3,655,000 2,379,173
Palmer Square CLO 2014-1 0.01227 2,356,354 2,378,062
LENDMARK FUNDING TRUST 2023-1 0.01224 2,291,000 2,372,021
J P Morgan Chase Commercial Mortgage Securities Trust 2019-MFP 0.01224 2,460,000 2,371,064
Fnma Pass-Thru I 0.01223 2,653,563 2,368,945
Fnma Pass-Thru I 0.01223 2,343,326 2,369,745
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.01222 2,836,000 2,368,219
CRSO TRUST 2023-BRND 0.01221 2,270,716 2,365,713
ORION GROUP HOLDCO 2 LLC DD Prvt 0.01219 2,362,314 2,362,314
AMSR TRUST 0.01213 2,437,000 2,349,834
Amazon.com, Inc. 0.01213 2,736,000 2,349,564
AMSR TRUST 0.01212 2,490,000 2,347,876
Cfk Trust 2019-Fax 0.01212 2,643,000 2,348,554
Federal Home Loan Mortgage Corp. 0.01211 2,563,273 2,345,995
Federal Home Loan Mortgage Corp. 0.01210 2,487,530 2,344,248
Federal Home Loan Mortgage Corp. 0.01210 2,680,817 2,344,620
Energy Transfer LP 0.01207 2,289,000 2,339,018
DRYDEN 87 CLO LTD 0.01206 2,330,000 2,337,014
Federal National Mortgage Association 0.01206 2,407,412 2,336,778
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 0.01205 2,327,000 2,334,677
AMSR TRUST 0.01204 2,500,000 2,333,143
BX COMMERCIAL MORTGAGE TRUST 2024-MF 0.01204 2,330,000 2,331,744
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.01204 47,954,316 2,333,336
ONEMAIN FINANCIAL ISSUANCE TRUST 0.01201 2,620,000 2,326,318
TYSN 2023-CRNR MORTGAGE TRUST 0.01200 2,230,000 2,324,813
Moodys Corp. 0.01199 2,458,000 2,322,414
LUX TRUST 2023-LION 0.01199 2,293,684 2,323,775
PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1 0.01199 3,423,000 2,322,131
Csail Commercial Mortgage Trust 0.01199 2,410,000 2,323,794
CSMC 2020-FACT 0.01198 2,484,000 2,321,059
RAD CLO 15 LTD 0.01197 2,300,000 2,318,138
Republic Services, Inc. 0.01196 2,331,000 2,316,440
Government National Mortgage Association 0.01195 2,368,025 2,314,855
Federal Home Loan Mortgage Corp. 0.01194 2,584,865 2,313,512
AJAX MORTGAGE LOAN TRUST 2023-A 0.01192 2,457,218 2,310,285
UNIVERSITY CALIF REVS 0.01190 2,467,000 2,306,382
Earthstone Energy Holdings LLC 0.01189 2,171,000 2,304,254
Phillips 66 0.01188 16,149 2,301,394
Comcast Corporation 0.01185 3,670,000 2,295,097
Citigroup Mortgage Loan Trust 0.01183 3,280,402 2,291,546
PROGRESS RESIDENTIAL 2022-SFR1 TRUST 0.01180 2,617,000 2,286,555
MF1 2022-FL10 LLC 0.01180 2,265,000 2,286,533
Fnma Pass-Thru I 0.01180 2,523,467 2,285,629
Fnma Pass-Thru I 0.01180 2,424,445 2,285,956
Newfield Exploration Company 0.01178 2,276,000 2,282,671
FirstEnergy Corp. 0.01178 2,734,000 2,282,136
Federal Home Loan Mortgage Corp. 0.01178 2,842,800 2,282,213
Fnma Pass-Thru I 0.01176 2,719,455 2,278,783
AJAX MORTGAGE LOAN TRUST 2022-B 0.01175 2,990,600 2,276,717
Federal Home Loan Mortgage Corp. 0.01174 2,491,318 2,274,152
First Quantum Minerals Ltd. 0.01169 2,182,000 2,263,825
Morgan Stanley ML 0.01168 6,329,886 2,262,254
CSMC TRUST 0.01167 2,252,339 2,260,026
Gilead Sciences, Inc. 0.01164 2,493,000 2,254,967
Federal National Mortgage Association 0.01163 2,557,527 2,253,277
Federal Home Loan Mortgage Corp. 0.01162 2,681,969 2,250,481
Fnma Pass-Thru I 0.01161 2,400,865 2,248,699
Federal Home Loan Mortgage Corp. 0.01158 2,219,152 2,244,172
Howard Hughes Holdings Inc. 0.01157 2,364,000 2,241,285
Waste Management, Inc. 0.01154 2,313,000 2,235,566
GOLDMAN HOME IMPROVEMENT TRUST 2022-GRN2 ISSUER TRUST 0.01154 2,224,398 2,236,671
Czech (Republic of) 0.01153 47,760,000 2,234,046
Federal National Mortgage Association 0.01153 12,932,023 2,233,455
UnitedHealth Group Inc. 0.01150 2,409,000 2,228,099
PROGRESS RESIDENTIAL 2022-SFR1 TRUST 0.01148 2,617,000 2,223,954
Intel Corporation 0.01148 2,401,000 2,223,997
Bluemountain Clo 2015-3 Limited/Llc 0.01144 2,197,713 2,215,646
Home Equity Asset Trust 0.01144 2,440,000 2,215,453
MF1 2023-FL12 LTD 0.01144 2,218,000 2,216,088
Lehman Xs Trust 0.01144 1,728,823 2,216,893
Eastman Tire Additives (Flexsys) Tl-B 0.01143 2,271,540 2,214,752
C-Bass 2006-Mh1 0.01143 2,962,365 2,213,882
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 0.01142 2,800,519 2,213,186
Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. 0.01139 2,193,000 2,206,199
Altria Group, Inc. 0.01137 2,206,000 2,202,654
Federal National Mortgage Association 0.01135 2,388,099 2,199,632
ONE NEW YORK PLAZA TRUST 2020-1NYP 0.01135 2,345,000 2,199,034
Fnma Pass-Thru I 0.01135 2,615,772 2,198,902
Voya CLO 2017-3 Ltd/ LLC 0.01133 2,178,000 2,195,297
Northern States Power Company 0.01132 3,123,000 2,192,595
BX COMMERCIAL MORTGAGE TRUST 0.01130 2,550,000 2,189,944
Alabama Power Company 0.01130 3,227,000 2,188,284
Gilead Sciences, Inc. 0.01127 2,117,000 2,183,487
Federal Home Loan Mortgage Corp. 0.01127 2,196,289 2,182,804
Union Pacific Railroad Co. 0.01126 2,247,261 2,181,314
Fnma Pass-Thru I 0.01126 2,751,456 2,182,146
Csmc 2019-Ice4 0.01124 2,171,597 2,176,974
Fnma Pass-Thru I 0.01123 2,227,033 2,174,697
Duke Energy Ohio 0.01122 2,105,000 2,174,148
Rali Ser 2006-Qa10 0.01120 2,550,420 2,169,940
Burlington Northern Santa Fe LLC 0.01120 3,307,000 2,169,042
Vantage Drilling International Ltd 0.01118 2,145,000 2,165,437
Federal Home Loan Mortgage Corp. 0.01117 2,157,457 2,164,960
522 FUNDING CLO 2019-4(A) LTD 0.01115 2,170,000 2,159,818
Fnma Pass-Thru I 0.01114 2,232,419 2,158,006
Marsh & McLennan Companies, Inc. 0.01114 3,336,000 2,157,785
Federal Home Loan Mortgage Corp. 0.01113 2,570,308 2,156,785
Cwalt Incorporation 0.01112 2,617,756 2,153,781
Federal Home Loan Mortgage Corp. 0.01111 2,085,753 2,152,256
BX TRUST 0.01110 2,174,000 2,150,819
Federal National Mortgage Association 0.01108 2,127,759 2,146,402
Southern California Edison Company 0.01107 2,548,000 2,145,016
AJAX MORTGAGE LOAN TRUST 2022-A 0.01106 2,459,704 2,142,959
ONE Gas, Inc. 0.01103 2,109,000 2,136,876
HUDSON YARDS MORTGAGE TRUST 0.01102 2,974,955 2,134,904
Madison Park Funding Xxxvii Ltd/Llc 0.01101 2,110,000 2,133,330
OZLM Funding IV Ltd 0.01100 2,120,000 2,131,763
LENDMARK FUNDING TRUST 2024-1 0.01100 2,136,000 2,131,784
UnitedHealth Group Inc. 0.01100 1,989,000 2,130,180
Federal Home Loan Mortgage Corp. 0.01099 2,187,813 2,128,294
ARES LVI CLO LTD 0.01098 2,110,000 2,127,004
Fnma Pass-Thru I 0.01096 2,532,846 2,123,582
NNN REIT Inc 0.01096 3,275,000 2,123,501
Fnma Pass-Thru I 0.01095 2,643,527 2,122,236
UBS Group AG 0.01095 1,875,000 2,121,528
Voya Euro Clo V Designated Activity Company 0.01094 1,970,000 2,119,427
Caesars Entertainment Inc 0.01093 48,696 2,116,815
CNX Resources Corporation 0.01089 2,114,000 2,110,696
CVS Health Corp 0.01087 2,300,000 2,106,762
Usd C Cnh P @7.200000 Eo 0.01084 4,811,000 2,101,001
OCP CLO 2020-18 LTD 0.01084 2,080,000 2,100,557
Burlington Northern Santa Fe LLC 0.01083 2,780,000 2,097,689
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2023-2 0.01082 2,075,641 2,096,587
Federal Home Loan Mortgage Corp. 0.01075 2,150,288 2,082,097
Duke Energy Corp 0.01075 1,934,000 2,081,943
SOUND POINT CLO XXVIII LTD 0.01074 2,065,000 2,080,906
Energy Transfer LP 0.01074 2,093,000 2,079,778
Federal Home Loan Mortgage Corp. 0.01074 2,623,922 2,081,630
Bear Stearns Alternative A Trust 0.01071 3,310,837 2,074,350
Ministerio de Hacienda y Credito Publico 0.01067 8,480,900,000 2,067,967
Federal Home Loan Mortgage Corp. 0.01066 2,237,386 2,065,511
BP Capital Markets America, Inc. 0.01066 3,060,000 2,065,527
Government National Mortgage Association 0.01062 2,559,229 2,057,155
CITIGROUP COMMERCIAL MORTGAGE TRUST 0.01061 46,500,000 2,056,479
MHP COMMERCIAL MORTGAGE TRUST 0.01060 2,100,000 2,054,182
Venture XVIII CLO Ltd./LLC 0.01059 2,032,717 2,051,820
UnitedHealth Group Inc. 0.01058 2,873,000 2,049,965
Cifc Funding 2021-V Ltd / Cifc Funding 2021-V Llc 0.01057 2,030,000 2,047,082
BX TRUST 0.01056 2,090,000 2,045,012
PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY 0.01056 2,049,557 2,046,065
Federal Home Loan Mortgage Corp. 0.01055 2,112,947 2,043,262
AEP Texas Inc 0.01055 2,926,000 2,044,883
BP Capital Markets America, Inc. 0.01054 2,473,000 2,041,461
Bank of America Corp. 0.01052 2,506,000 2,038,929
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 0.01052 2,590,000 2,038,664
Consumers Energy Company 0.01050 2,598,000 2,034,835
Duke Energy Carolinas LLC 0.01048 2,065,000 2,031,211
OCP CLO 2021-22 LTD 0.01047 2,010,000 2,028,083
Federal Home Loan Mortgage Corp. 0.01045 2,416,264 2,023,610
Fnma Pass-Thru I 0.01045 2,563,467 2,025,190
Goldman Sachs Group, Inc. 0.01043 2,383,000 2,020,547
Benefit Str Partners Clo Xx Ltd / Llc 0.01042 2,000,000 2,018,919
CWALT Alternative Loan Trust 2006-OA16 0.01042 2,229,592 2,018,875
AGL CLO 5 LTD 0.01041 2,000,000 2,016,837
Mariner Clo 2015-1 Llc 0.01040 2,000,000 2,014,838
245 Park Avenue Trust 2017 0.01039 2,463,000 2,013,637
Fnma Pass-Thru I 0.01039 2,126,380 2,012,157
CVS Health Corp 0.01037 2,462,000 2,009,487
Federal National Mortgage Association 0.01034 2,054,250 2,002,839
Federal Home Loan Mortgage Corp. 0.01034 2,524,980 2,002,531
B.A.T. Capital Corporation 0.01032 2,859,000 2,000,324
Five Point Operating Company LP Five Point Capital Corp 0.01031 1,930,209 1,997,576
Ryder System, Inc. 0.01031 2,000,000 1,997,798
Federal National Mortgage Association 0.01031 2,119,652 1,996,771
Energy Transfer LP 0.01030 2,014,000 1,996,392
Cedar Funding V Clo Ltd 0.01024 1,968,389 1,983,469
Pacific Gas and Electric Company 0.01023 2,175,000 1,982,082
Federal National Mortgage Association 0.01022 2,226,319 1,980,490
Fnma Pass-Thru I 0.01021 2,224,313 1,977,367
Oceana A Note 3 Year Prvt 0.01020 3,013,000 1,975,727
Comcast Corporation 0.01016 2,026,000 1,968,284
GULF STREAM MERIDIAN 7 LTD 0.01015 1,950,000 1,966,491
Fnma Pass-Thru I 0.01015 2,208,231 1,966,631
Duke Energy Florida LLC 0.01014 2,371,000 1,964,273
JPMorgan Chase & Co. 0.01012 2,271,000 1,960,216
San Diego Gas & Electric Company 0.01012 2,405,000 1,960,134
Civitas Resources Inc 0.01011 1,980,000 1,959,038
Solventum Corp. 0.01011 2,000,000 1,959,000
American International Group Inc. 0.01010 2,261,000 1,955,950
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.01009 2,104,600 1,954,266
Sabine Pass Liquefaction, LLC 0.01008 1,922,000 1,953,010
JPMorgan Chase & Co. 0.01008 2,306,000 1,953,565
ANGEL OAK MORTGAGE TRUST 2024-1 0.01008 1,988,471 1,953,054
JPMorgan Chase & Co. 0.01006 1,989,000 1,948,279
Entergy Arkansas LLC 0.01006 1,891,000 1,948,635
AT&T Inc 0.01006 2,191,000 1,948,151
Federal National Mortgage Association 0.01005 2,017,164 1,946,548
Realty Income Corporation 0.01003 2,221,000 1,943,195
American International Group Inc. 0.01003 2,082,000 1,942,312
ONEMAIN FINANCIAL ISSUANCE TRUST 0.01002 1,958,000 1,940,576
Duke Energy Carolinas LLC 0.01002 2,487,000 1,940,960
Federal Home Loan Mortgage Corp. 0.01001 2,423,210 1,938,884
Realty Income Corporation 0.01000 2,181,000 1,937,852
Oracle Corp. 0.00999 2,467,000 1,936,290
Public Service Electric & Gas Co. 0.00999 2,396,000 1,936,070
Option One Mortgage Loan Trust 0.00998 2,221,642 1,932,675
AEP Texas Inc 0.00997 2,000,000 1,931,120
Oracle Corp. 0.00996 2,424,000 1,930,026
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.00996 1,917,500 1,930,313
Edison International 0.00995 1,981,000 1,927,142
American Tower Corporation 0.00995 1,842,000 1,926,804
BP Capital Markets America, Inc. 0.00995 2,264,000 1,928,434
Broadcom Inc 0.00995 2,225,000 1,928,339
CVS Health Corp 0.00995 2,828,000 1,926,926
Florida Power & Light Co. 0.00995 2,743,000 1,926,784
UnitedHealth Group Inc. 0.00995 2,868,000 1,927,479
Southern California Edison Company 0.00994 1,845,000 1,924,852
Eversource Energy 0.00994 1,985,000 1,925,658
Verizon Communications Inc. 0.00994 2,377,000 1,925,946
Energy Transfer LP 0.00994 1,808,000 1,924,856
B.A.T. Capital Corporation 0.00994 2,131,000 1,925,131
Aon Corp/ Aon Global Holdings PLC 0.00993 1,924,000 1,924,125
BX TRUST 2021-MFM1 0.00993 1,953,968 1,923,043
Argent Secs Inc 0.00993 2,538,190 1,923,925
Federal Home Loan Mortgage Corp. 0.00993 10,568,888 1,923,500
Maverick Gaming Llc Tl-B 0.00992 2,756,569 1,922,707
Citigroup Inc. 0.00992 1,938,000 1,922,750
Federal Home Loan Mortgage Corp. 0.00992 1,974,769 1,921,045
Comcast Corporation 0.00991 2,305,000 1,919,319
Glencore Funding LLC 0.00989 2,228,000 1,916,740
Becton, Dickinson and Company 0.00988 2,135,000 1,913,828
Neuberger Berman CLO Ltd 0.00987 1,900,000 1,912,510
NELNET STUDENT LOAN TRUST 2021-A 0.00987 2,323,000 1,911,386
Relx Capital Inc. 0.00986 2,121,000 1,910,720
Union Pacific Corporation 0.00986 2,572,000 1,909,580
RPM International Inc. 0.00985 1,939,000 1,909,131
Marathon Petroleum Corp 0.00984 11,268 1,906,884
Hess Corporation 0.00983 1,812,000 1,905,026
Clontarf Park CLO DAC 0.00982 1,750,000 1,902,954
Barings Clo Limited 0.00982 1,886,099 1,901,686
Federal Home Loan Mortgage Corp. 0.00982 1,860,948 1,902,847
Pfizer Inc. 0.00981 2,253,000 1,901,432
AT&T Inc 0.00981 2,624,000 1,900,096
Lowes Companies, Inc. 0.00980 2,198,000 1,898,005
Energy Transfer LP 0.00980 2,073,000 1,898,392
HCA Inc. 0.00978 1,894,000 1,895,411
Comcast Corporation 0.00978 1,823,000 1,893,895
MFA 2022-NQM1 TRUST 0.00978 2,221,863 1,895,524
Fnma Pass-Thru I 0.00977 2,081,846 1,892,523
KLA Corp. 0.00977 1,985,000 1,893,642
Ubs Commercial Mortgage Trust 2019-C17 0.00977 30,849,242 1,892,747
Comcast Corporation 0.00976 2,007,000 1,890,317
Option One Mortgage Loan Trust 0.00976 2,360,000 1,891,577
Duke Energy Progress LLC 0.00976 2,497,000 1,890,684
Sasol Financing USA LLC 0.00975 1,846,000 1,889,022
CWMBS Inc 0.00975 2,968,295 1,888,357
Federal Home Loan Mortgage Corp. 0.00975 1,928,058 1,887,972
Fairstone Financial Issuance Trust I 0.00974 2,743,000 1,886,117
CVS Health Corp 0.00974 2,252,000 1,886,977
CHNGE MORTGAGE TRUST 2022-1 0.00974 2,073,439 1,886,055
Agilent Technologies Inc. 0.00973 2,238,000 1,885,950
Ticp Clo Ix Ltd / Ticp Clo Ix Llc 0.00973 1,870,886 1,885,894
PECO Energy Company 0.00973 2,288,000 1,884,722
Texas Instruments Incorporated 0.00973 2,249,000 1,885,118
Government National Mortgage Association 0.00972 2,130,163 1,884,073
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-2 0.00972 2,117,215 1,882,356
Apex Tool Group Llc Tl-B 0.00971 2,873,730 1,881,086
HELIOS SERVICE PARTNERS LLC TL-DD Prvt 0.00970 1,889,557 1,880,109
Federal National Mortgage Association 0.00970 1,974,235 1,878,470
Becton, Dickinson and Company 0.00969 2,001,000 1,877,156
Baltimore Gas & Electric Company 0.00969 2,200,000 1,877,548
JPMorgan Chase & Co. 0.00966 2,323,000 1,871,258
AEP Texas Inc 0.00966 2,473,000 1,871,756
Oracle Corp. 0.00963 2,205,000 1,864,730
CNH Industrial Capital LLC 0.00962 1,826,000 1,863,493
Bway Corporation 0.00962 1,962,381 1,862,995
Cd Mtg Tr 2017-Cd3 0.00960 2,091,000 1,859,855
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.00960 59,530,985 1,859,748
Government National Mortgage Association 0.00958 1,939,168 1,856,392
Sbm Private Education Loan Trsut 2015-B 0.00958 1,907,020 1,855,107
Wamu Mortgage Pass-Through CTFS TR 0.00956 2,333,023 1,852,443
J&J Ventures Gaming Llc Tl-B 0.00954 1,889,251 1,847,763
VERUS SECURITIZATION TRUST 0.00954 1,895,122 1,847,484
Charter Communications Operating, LLC/Charter Communications Operating Capi 0.00953 2,160,000 1,846,074
BATTALION CLO LTD 0.00951 1,827,000 1,842,423
Banco Espirito Santo S.A. 0.00950 6,300,000 1,840,737
PECO Energy Company 0.00950 2,832,000 1,840,852
CSAIL COMMERCIAL MORTGAGE TRUST 0.00950 30,032,019 1,841,120
Olympic Tower Mortgage Trust 0.00949 2,910,000 1,839,197
PROGRESS RESIDENTIAL 2021-SFR10 TRUST 0.00947 2,103,018 1,835,304
CSC Holdings, LLC 0.00946 1,731,000 1,831,811
Federal National Mortgage Association 0.00946 1,791,786 1,832,129
Progress Residential 2020-Sfr2 Trust 0.00945 1,886,000 1,831,693
Fnma Pass-Thru I 0.00943 2,088,266 1,826,380
Palmer Square Loan Funding 2022-2 LTD / LLC 0.00941 1,810,000 1,823,219
Baltimore Gas & Electric Company 0.00941 2,470,000 1,822,928
RTX Corp. 0.00940 2,689,000 1,820,933
First Horizon Bank 0.00935 1,900,000 1,811,919
Federal Home Loan Mortgage Corp. 0.00935 1,876,372 1,810,476
Federal National Mortgage Association 0.00934 1,925,227 1,808,871
Union Pacific Corporation 0.00934 2,335,000 1,810,040
Federal Home Loan Mortgage Corp. 0.00933 1,959,166 1,807,852
LEGACY MORTGAGE ASSET TRUST 0.00933 2,235,354 1,806,763
Comcast Corporation 0.00932 3,231,000 1,804,671
SPDR® S&P Regional Banking ETF 0.00931 37,462 1,803,421
CWABS Inc. 0.00931 2,094,468 1,804,202
Citigroup Inc. 0.00930 2,097,000 1,802,658
Russian Federation 0.00930 363,972,000 1,801,906
Walt Disney Company 0.00930 2,572,000 1,801,464
Federal Home Loan Mortgage Corp. 0.00930 2,066,241 1,802,578
Mortgage Loan Resecuritization Trust 2009-RS1 0.00928 1,871,407 1,796,936
Bcap Llc Trust 0.00928 1,895,656 1,798,805
NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV 0.00927 1,665,000 1,796,436
Wells Fargo & Co. 0.00926 1,695,000 1,794,075
Wells Fargo Commercial Mortgage Trust 0.00925 1,830,000 1,791,941
AJAX MORTGAGE LOAN TRUST 0.00925 2,669,000 1,792,113
Mp Clo Iii, Ltd 0.00924 1,775,307 1,789,946
Duke Energy Florida LLC 0.00924 2,168,000 1,790,198
HYDROFARM HOLDINGS GROUP INC TL-B 0.00922 2,231,899 1,785,520
Fnma Pass-Thru I 0.00920 2,206,015 1,782,383
Federal National Mortgage Association 0.00920 1,877,655 1,783,172
Citigroup Mortgage Loan Trust 0.00919 1,991,917 1,781,064
Man Glg Euro Clo VI Designated Activity Company 0.00917 1,680,000 1,777,454
Opendoor Technologies Inc Ordinary Shares - Class A 0.00916 575,955 1,773,941
SG COMMERCIAL MORTGAGE SECURITIES TRUST 0.00916 2,200,000 1,774,296
GULF STREAM MERIDIAN 4 LTD 0.00915 1,750,000 1,772,946
BX Commercial Mortgage Trust 2022-CSMO 0.00915 1,760,000 1,771,801
AEP Transmission Company, LLC 0.00915 2,302,000 1,772,960
Amgen Inc. 0.00915 2,203,000 1,771,957
MFI 2024-FL14 LLC 0.00914 1,770,000 1,770,431
Kissner / Morton Salt / Scih Salt Tl-B1 0.00913 1,770,161 1,767,949
Springs Window Fashion/Swf Holding Tl-B 0.00913 1,956,158 1,768,484
ONE NEW YORK PLAZA TRUST 2020-1NYP 0.00913 1,815,000 1,769,639
Project Package Prvt 0.00913 1,875 1,768,181
Devon Energy Corporation 0.00912 1,735,000 1,766,106
Northern States Power Company 0.00912 2,833,000 1,767,810
Azul Secured Finance LLP 0.00908 1,734,000 1,758,417
Fnma Pass-Thru I 0.00907 2,212,447 1,757,967
Goto Group Inc. 0.00906 2,925,000 1,754,924
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-I 0.00906 1,876,000 1,754,918
PROGRESS RESIDENTIAL 2022-SFR5 TRUST 0.00904 1,766,000 1,750,699
Federal National Mortgage Association 0.00904 1,803,838 1,750,913
New Century Home Equity Loan Trust 2005-1 0.00902 2,177,430 1,747,745
Federal National Mortgage Association 0.00902 1,910,951 1,747,921
Federal Home Loan Mortgage Corp. 0.00902 1,754,164 1,748,119
ARM MASTER TRUST LLC 0.00901 1,819,000 1,744,818
Fnma Pass-Thru I 0.00901 1,725,147 1,744,745
Morgan Stanley 0.00899 2,069,000 1,742,062
Energy Transfer LP 0.00899 1,970,000 1,741,840
Ameren Illinois Company 0.00897 2,647,000 1,737,366
Federal National Mortgage Association 0.00896 1,799,859 1,736,650
BX TRUST 0.00894 1,831,000 1,731,823
Fnma Pass-Thru I 0.00894 1,998,987 1,731,899
Elevance Health Inc. 0.00893 2,273,000 1,729,372
Fnma Pass-Thru I 0.00893 2,146,845 1,729,638
VERUS SECURITIZATION TRUST 0.00893 1,800,000 1,729,273
BX COMMERCIAL MORTGAGE TRUST 2023-VLT3 0.00890 1,720,000 1,724,855
AMC Networks Inc 0.00886 1,793,000 1,717,071
AEP Transmission Company, LLC 0.00886 2,214,000 1,716,958
Federal Home Loan Mortgage Corp. 0.00885 1,775,809 1,713,642
Fnma Pass-Thru I 0.00880 1,912,805 1,705,494
BAMLL Commercial Mortgage Securities 0.00879 1,930,000 1,702,995
Midamerican Energy Company 0.00879 2,450,000 1,703,340
Euro-Galaxy III Clo Designated Activity Company 0.00878 1,585,000 1,700,089
Level 3 Financing, Inc. 0.00876 2,820,000 1,696,995
ALEN 2021-ACEN MORTGAGE TRUST 0.00876 2,670,000 1,697,600
MORGAN STANLEY CAPITAL I TRUST 0.00876 2,730,000 1,698,091
Federal Home Loan Mortgage Corp. 0.00875 1,755,801 1,694,335
Armada Euro Clo III Designated Activity Company 0.00873 1,563,000 1,691,246
Fnma Pass-Thru I 0.00872 1,816,599 1,689,487
Benefit Street Partners Clo VIII Limited 0.00871 1,675,477 1,687,064
Federal Home Loan Mortgage Corp. 0.00871 1,777,161 1,687,735
Federal National Mortgage Association 0.00868 1,885,362 1,681,079
J.P. Morgan Chase Commercial Mortgage Securities Trust 0.00867 1,819,000 1,680,151
Federal National Mortgage Association 0.00865 1,736,060 1,675,285
Carlyle Global Mkt Strategies Clo 2013-4 Ltd 0.00863 1,656,697 1,672,679
Ready Capital Mortgage Financing 2022-FL9 LLC 0.00862 1,668,177 1,670,893
AJAX MORTGAGE LOAN TRUST 2023-A 0.00862 2,159,800 1,669,433
Fnma Pass-Thru I 0.00861 1,870,777 1,668,021
Anchorage Capital CLO 2012-1 Ltd. 0.00860 1,657,958 1,666,596
Federal Home Loan Mortgage Corp. 0.00860 1,726,233 1,665,802
Federal National Mortgage Association 0.00859 1,450,000 1,664,568
CIT Mtg Ln Tr 0.00859 1,821,000 1,663,772
THPT 2023-THL MORTGAGE TRUST 0.00856 1,615,000 1,658,706
Federal National Mortgage Association 0.00855 1,767,032 1,657,216
Indymac Indx Mrtg 0.00851 2,502,829 1,648,299
Fnma Pass-Thru I 0.00849 1,850,165 1,644,758
Federal Home Loan Mortgage Corp. 0.00848 1,581,178 1,643,278
PROGRESS RESIDENTIAL 2023-SFR2 TRUST 0.00847 1,781,000 1,640,541
CSX Corporation 0.00844 2,236,000 1,635,506
Stewart Park CLO Ltd. 0.00842 1,630,000 1,632,209
Federal Home Loan Mortgage Corp. 0.00842 1,828,413 1,631,600
Regatta VII Funding LTD/LLC 0.00840 1,600,000 1,626,520
BENCHMARK MORTGAGE TRUST 0.00839 27,327,581 1,625,403
Eur C Usd P @1.110000 Eo 0.00837 6,699,000 1,621,157
CANYON CLO LTD 0.00836 1,610,000 1,618,699
Vaco Holdings Llc Tl-B 0.00833 1,636,209 1,614,120
One Bryant Park Trust 2019-Obp 0.00833 1,888,000 1,614,468
BHG SECURITIZATION TRUST 2022-C 0.00832 1,625,000 1,612,264
Fnma Pass-Thru I 0.00829 1,722,965 1,605,502
AbbVie Inc. 0.00828 1,580,000 1,604,994
Rockford Tower Clo 2018-1 Ltd/ Llc 0.00827 1,595,662 1,601,490
Federal Home Loan Mortgage Corp. 0.00825 1,995,616 1,598,818
City Brewing Company Llc Tl-B 0.00824 2,120,198 1,596,509
Federal National Mortgage Association 0.00824 1,803,336 1,596,810
Cheniere Energy Inc 0.00823 10,277 1,594,990
Devon Energy Corporation 0.00822 1,567,000 1,593,195
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 0.00822 1,720,127 1,591,625
Wamu Mortgage Pass-Through CTFS TR 0.00821 1,785,749 1,589,651
Securitized Asset Backed Receivables Llc Trust 0.00821 3,743,734 1,590,778
Deutsche Bank AG New York Branch 0.00820 1,925,000 1,588,259
REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 0.00819 1,695,000 1,586,931
Government National Mortgage Association 0.00819 9,864,574 1,587,284
Federal Home Loan Mortgage Corp. 0.00819 1,526,476 1,586,428
Aimbridge Acquisition Co Inc Tl-B 0.00817 1,660,013 1,583,503
IMT TRust 2017-APTS 0.00815 1,600,000 1,579,720
Madison Pk Fdg Xxxiii Ltd / Madison Pk Fdg Xxxiii Llc 0.00812 1,560,000 1,573,372
Federal National Mortgage Association 0.00810 8,014,433 1,570,075
Egypt (Arab Republic of) 0.00808 2,002,000 1,565,679
Benefit Street Partners Clo Vii, Ltd 0.00805 1,545,000 1,559,243
WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.00805 1,680,000 1,558,729
Anchorage Capital CLO 2013-1, Ltd. 0.00804 1,542,056 1,556,950
GS Mortgage Securities Trust 0.00804 2,218,926 1,558,176
Mattamy Group Corp 0.00803 1,691,000 1,556,529
Fnma Pass-Thru I 0.00803 1,655,497 1,555,443
AJAX MORTGAGE LOAN TRUST 2023-B 0.00802 1,749,300 1,554,353
Public Service Electric & Gas Co. 0.00801 2,012,000 1,551,262
Kenya (Republic of) 0.00800 1,543,000 1,550,361
NEW YORK ST DORM AUTH ST PERS INCOME TAX REV 0.00800 1,470,000 1,549,991
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.00800 1,613,000 1,550,132
DISH Network Corporation 0.00799 2,118,000 1,547,838
Bain Capital Credit Clo 2018-2 Limited 0.00799 1,537,095 1,548,558
PROJECT SASE WARRANTS Prvt 0.00799 507,586 1,548,137
Federal National Mortgage Association 0.00797 1,616,797 1,543,623
Alternative Loan Trust 0.00797 1,995,349 1,543,924
Xlerate (American Auto Auction) Tl 0.00796 1,546,923 1,543,056
Federal Home Loan Mortgage Corp. 0.00796 1,598,637 1,542,494
Dbubs 2017 Brbk 0.00794 1,800,000 1,537,684
Vedanta Resources Finance II PLC 0.00792 1,583,400 1,534,209
BX TRUST 2022-VAMF 0.00792 1,547,000 1,535,241
Government National Mortgage Association 0.00792 1,655,854 1,533,822
IMT TRust 2017-APTS 0.00789 1,540,000 1,528,186
Jpmcc Commercial Mortgage Securities Trust 2019-COR5 0.00789 1,700,000 1,527,667
St. Paul's CLO XII Designated Activity Company 0.00788 1,420,000 1,525,724
NAVIENT PRIVATE EDUCATION LOAN TRUST 0.00788 1,700,000 1,527,216
Bamll Coml Mtg Secs Tr 2015-200p 0.00787 1,641,000 1,525,481
BX TRUST 2022-LBA6 0.00787 1,533,000 1,525,269
Sun Country 2019-1B Prvt 0.00785 1,543,613 1,519,936
Fnma Pass-Thru I 0.00785 1,622,575 1,520,708
Federal National Mortgage Association 0.00785 1,576,984 1,521,778
Palmer Square CLO 2018-2 Ltd 0.00784 1,500,000 1,518,769
Bayview Commercial Asset Trust 2006-SP2 0.00784 1,773,255 1,518,540
Federal National Mortgage Association 0.00784 1,574,913 1,519,779
Neuberger Berman CLO Ltd 0.00782 1,500,000 1,515,945
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.00781 3,658,617 1,512,503
Independence Plaza Trust 0.00778 1,600,000 1,507,203
Rockford Tower Clo 2018-1 Ltd/ Llc 0.00777 1,500,000 1,505,773
Fnma Pass-Thru I 0.00777 1,598,128 1,505,144
Petroleos Mexicanos 0.00775 256,572 1,501,943
Elmwood Clo Ii Ltd / Llc 0.00775 1,500,000 1,500,701
RMF BUYOUT ISSUANCE TRUST 2021-HB1 0.00774 2,092,734 1,500,421
Gran Tierra Energy Inc 0.00773 1,562,000 1,498,023
Anchorage Capital Europe Clo 2 Designated Activity Company 0.00773 1,380,000 1,496,872
Ocp Clo 2019-16 Ltd. / Ocp Clo 2019-16 LLC 0.00772 1,480,000 1,495,760
GS MORTGAGE SECURITIES TRUST 0.00770 18,382,901 1,492,523
GXO Logistics Inc. 0.00768 1,824,000 1,487,404
Panama (Republic of) 0.00768 1,606,000 1,487,825
Lehman Abs Mfg Hsg 0.00766 1,477,042 1,484,952
WHITEBOX CLO II LTD 0.00765 1,470,000 1,481,510
Kondor Finance plc 0.00764 2,543,000 1,480,010
Morgan Stanley Capital I Trust 2011-C2 0.00764 1,612,000 1,480,022
Ashford Hospitality Trust Inc 0.00764 1,525,000 1,479,462
Venture 32 Clo 0.00762 1,462,996 1,476,832
WHITEBOX CLO II LTD 0.00760 1,470,000 1,472,526
Northern States Power Company 0.00760 1,818,000 1,472,861
Federal National Mortgage Association 0.00759 1,524,097 1,470,572
PALMER SQUARE LOAN FUNDING LTD 0.00758 1,480,000 1,468,353
Indonesia (Republic of) 0.00757 22,952,000,000 1,466,485
Ivory Coast (Republic Of) 0.00755 1,406,000 1,462,022
BX TRUST 0.00755 1,468,989 1,462,450
Federal Home Loan Mortgage Corp. 0.00755 1,503,098 1,462,696
MOSAIC SOLAR LOAN TRUST 2022-3 0.00754 1,444,811 1,460,360
Marble Point CLO XI Ltd. 0.00753 1,444,255 1,459,093
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00753 51,202,380 1,458,986
MARINER FINANCE ISSUANCE TRUST 2020-A 0.00752 1,536,000 1,456,281
Madison Park Funding Limited 0.00751 1,444,369 1,454,692
Agl Clo 14 Ltd / Llc 0.00751 1,450,000 1,455,811
BHP TRUST 0.00751 1,462,300 1,454,335
Dryden 42 Senior Loan Fund 0.00750 1,440,000 1,453,307
VOYA CLO 2021-2 LTD 0.00750 1,440,000 1,453,831
Federal National Mortgage Association 0.00750 1,547,085 1,453,583
Naac Reperforming 0.00749 1,683,309 1,451,789
DRYDEN 68 CLO LTD 0.00749 1,440,000 1,451,063
Fnma Pass-Thru I 0.00748 1,549,908 1,449,819
Option One Mortgage Loan Trust 0.00748 1,783,681 1,448,227
Fremont Home Loan Trust 0.00746 1,915,781 1,445,336
Federal Home Loan Mortgage Corp. 0.00746 1,485,957 1,445,532
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.00746 1,442,000 1,444,931
Madison Park Funding Xxv 0.00745 1,430,000 1,442,565
Octagon Investment Partners XV Ltd./ Octagon Investment Partners XV LLC 0.00745 1,430,000 1,442,882
NGPL Pipe Co LLC 0.00745 1,291,000 1,443,656
Federal National Mortgage Association 0.00745 1,496,417 1,443,864
California Resources Corp Ordinary Shares - New 0.00744 27,627 1,441,301
Frontier North, Inc. 0.00741 1,500,000 1,435,883
PALMER SQUARE LOAN FUNDING LTD 0.00741 1,430,000 1,435,282
Federal National Mortgage Association 0.00741 1,488,102 1,435,842
Green Plains Inc 0.00740 67,342 1,434,385
Kondor Finance plc 0.00740 2,700,000 1,433,531
Ownit Mtg Loan Tr 0.00739 1,629,123 1,431,252
Government National Mortgage Association 0.00739 1,514,153 1,432,670
EMERALD EMS(EMERALD TECNOLOGIES) TL-B 0.00738 1,596,976 1,429,294
Sitio Royalties Operating Partnership LP/Sitio Fin Corp 0.00738 1,352,000 1,430,162
Cifc Funding Ltd 2015-Iii 0.00738 1,420,000 1,428,832
Anchorage Capital CLO 2013-1, Ltd. 0.00735 1,410,000 1,424,165
CARLYLE US CLO 2019-1 LTD 0.00735 1,410,000 1,424,417
Rockford Tower Europe Clo 2018-1 Designated Activity Company 0.00733 1,305,000 1,420,702
Anchorage Capital Europe Clo 2 Designated Activity Company 0.00732 1,327,000 1,418,681
RR 4 Ltd 0.00731 1,400,000 1,415,873
Federal Home Loan Mortgage Corp. 0.00730 1,466,431 1,414,892
BBCMS Trust 0.00729 1,489,718 1,412,457
COLORADO PLAZA CML Prvt 0.00727 7,082,353 1,408,273
Mosaic Solar Loan Trust 2018-2 Gs 0.00727 1,516,484 1,409,008
Federal Home Loan Mortgage Corp. 0.00727 1,458,894 1,407,822
MORGAN STANLEY CAPITAL I TRUST 0.00726 1,410,000 1,407,408
Structured Asset Mortgage Investments Inc 0.00723 1,687,407 1,400,704
Countrywide Alternative loan Trust 0.00723 1,674,137 1,400,956
Government National Mortgage Association 0.00723 1,479,865 1,400,227
JPMBB Commercial Mortgage Securities Trust 2015-C33 0.00723 1,585,000 1,400,505
Service Properties Trust 0.00721 1,396,000 1,396,290
Nigeria (Federal Republic of) 0.00721 1,580,000 1,397,218
Federal National Mortgage Association 0.00721 1,578,819 1,395,937
Federal Home Loan Mortgage Corp. 0.00719 1,763,057 1,392,850
Kenbourne Invest S.A. 0.00718 1,804,000 1,391,407
Fnma Pass-Thru I 0.00718 1,553,448 1,391,309
Energie Baden-Wurttemberg International Finance 0.00717 1,255,000 1,389,579
PORT AUTH N Y & N J 0.00717 1,400,000 1,389,530
NELNET STUDENT LOAN TRUST 2021-A 0.00717 1,706,000 1,389,427
Federal National Mortgage Association 0.00716 1,436,842 1,386,542
Big River Steel LLC / BRS Finance Corp 0.00714 1,365,000 1,383,727
Long Beach Mortgage Loan Trust 0.00713 2,989,697 1,380,403
Home Equity 07-1 0.00713 1,773,103 1,380,945
Crown Proptech Acquisitions Equity 0.00712 128,396 1,378,828
Msdb Trust 2017-7 0.00711 1,650,000 1,377,187
Fnma Pass-Thru I 0.00710 1,543,712 1,374,926
Federal National Mortgage Association 0.00710 1,459,219 1,374,666
Forestar Group Inc. 0.00706 1,413,000 1,368,441
DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 0.00705 1,629,000 1,365,262
GREYTSTONE CRE NOTES 2021-FL3 LTD 0.00704 1,368,000 1,363,420
AJAX MORTGAGE LOAN TRUST 2023-B 0.00703 4,145,224 1,362,411
Smith Douglas Homes Corp Class A 0.00702 47,146 1,359,691
Deutsche Bank Commercial Mortgage Trust 0.00702 1,430,000 1,360,390
FirstEnergy Corp. 0.00699 1,392,000 1,354,641
Citigroup Mortgage Loan Trust 0.00698 2,052,993 1,352,822
Navient Private Education Loan Trust 2020-A 0.00696 1,353,753 1,348,766
BARINGS CLO LTD 0.00692 1,330,000 1,341,337
Federal Home Loan Mortgage Corp. 0.00691 1,386,755 1,338,053
Federal Home Loan Mortgage Corp. 0.00691 8,095,266 1,338,382
Service Properties Trust 0.00688 196,054 1,333,167
RTX Corp. 0.00688 1,244,000 1,332,654
3R Lux 0.00688 1,280,000 1,332,838
Mad Mortgage Trust 2017-330m 0.00688 1,846,000 1,333,160
Government National Mortgage Association 0.00687 8,325,966 1,330,463
Fnma Pass-Thru I 0.00686 1,417,535 1,328,488
Ubs Commercial Mortgage Trust 2019-C18 0.00685 34,362,019 1,326,830
Usd C Zar P @20.80000 Eo 0.00684 4,826,000 1,326,076
Nationstar Mortgage LLC 0.00684 1,394,000 1,324,561
BXP TRUST 2021-601L 0.00684 2,010,000 1,325,541
Federal National Mortgage Association 0.00683 1,483,496 1,322,756
Federal National Mortgage Association 0.00683 1,371,988 1,323,958
Puma International Financing S.A. 0.00682 1,381,000 1,320,431
AJAX MORTGAGE LOAN TRUST 2023-C 0.00681 1,567,000 1,319,349
Bx Trust 2021-View 0.00680 1,482,000 1,316,966
Government National Mortgage Association 0.00680 9,413,137 1,316,830
Fnma Pass-Thru I 0.00679 1,363,698 1,315,806
Oceana A Note 2 Year Prvt 0.00678 2,009,000 1,313,825
Nationstar Mortgage LLC 0.00677 1,326,000 1,312,362
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL 0.00675 1,330,000 1,307,705
Federal Home Loan Mortgage Corp. 0.00675 1,344,961 1,306,902
Bayview Commercial Asset Trust 2006-SP2 0.00673 1,400,517 1,304,338
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 0.00673 1,550,000 1,304,747
MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL 0.00673 1,362,000 1,303,239
Federal Home Loan Mortgage Corp. 0.00673 1,364,983 1,302,981
Federal National Mortgage Association 0.00673 1,351,115 1,303,665
SESAC FINANCE LLC 0.00673 1,299,000 1,304,797
VISTA POINT SECURITIZATION TRUST 0.00673 1,480,000 1,304,580
Federal Home Loan Mortgage Corp. 0.00672 1,338,767 1,302,782
Energy Transfer LP 0.00671 1,423,000 1,299,204
MARINER FINANCE ISSUANCE TRUST 0.00670 1,302,653 1,298,969
Angel Oak Mortgage Trust 2020-3 0.00669 1,373,926 1,295,687
Panama (Republic of) 0.00668 1,261,000 1,294,133
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.00668 1,321,800 1,293,998
Countrywide Alternative loan Trust 0.00667 1,607,446 1,291,771
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3 0.00666 1,529,000 1,290,246
Government National Mortgage Association 0.00664 1,379,810 1,286,195
Clydesdale Acquisition Holdings Inc. 0.00663 1,306,000 1,285,259
WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.00663 1,300,000 1,284,681
Palmer Square Clo 2020-2 Ltd / Palmer Square Clo 2020-3 Llc 0.00662 1,270,000 1,281,802
BPR 2022-SSP 0.00661 1,270,000 1,280,623
Medical Solutions/Reverb Buyer Inc Tl 0.00656 1,587,000 1,270,600
Birch Grove Clo Ltd/Llc 0.00656 1,250,000 1,270,736
Federal National Mortgage Association 0.00656 1,380,612 1,271,655
Fnma Pass-Thru I 0.00656 1,355,422 1,270,526
Abra Global Finance 0.00655 1,451,454 1,269,102
American Mtg 2007 0.00655 2,305,309 1,268,385
Stl Holding Company Llc 0.00654 1,232,000 1,266,321
OCP CLO 2014-7 Ltd. 0.00653 1,250,000 1,264,547
Ffmlt Tr 2006-Ff13 0.00652 1,940,289 1,263,753
Fnma Pass-Thru I 0.00652 1,370,336 1,263,133
NAVIENT PRIVATE EDUCATION LOAN TRUST 0.00652 1,400,000 1,263,754
CIFC Funding 2013-I Ltd. 0.00651 1,250,000 1,261,919
Midwest Gaming Borrower LLC 0.00650 1,349,000 1,258,842
Atrium Xiii 0.00650 1,250,000 1,258,809
Madison Pk Fdg Xxxi Ltd 0.00650 1,250,000 1,260,121
Palmer Square Clo 2015-1 Ltd/Llc 0.00648 1,250,000 1,255,649
Credit Suisse AG London Branch 0.00647 1,350,000 1,253,605
WHITEBOX CLO III LTD 0.00647 1,250,000 1,254,416
RRE 5 Loan Management Designated Activity Company 0.00646 1,160,000 1,250,880
Rockford Tower Clo 2019-2 Ltd / Llc 0.00645 1,250,000 1,249,760
BX TRUST 2021-MFM1 0.00644 1,264,332 1,247,564
Federal National Mortgage Association 0.00644 1,325,163 1,247,902
JP MORGAN CHASE COMMERCIAL MORTGAGE TRUST 0.00643 1,600,000 1,245,259
EIS GROUP INC REVOLVER RC Prvt 0.00641 1,282,558 1,242,542
Federal National Mortgage Association 0.00641 1,305,681 1,242,346
Gadsden Med Clinic 0.00639 1,300,000 1,237,852
ORION INCREMENTAL DDTL TL-DD Prvt 0.00638 1,244,153 1,236,377
HELIOS SERVICE PARTNERS LLC TL Prvt 0.00637 1,240,420 1,234,218
AMSR 2020-SFR1 Trust 0.00636 1,280,000 1,231,707
CITIGROUP COMMERCIAL MORTGAGE TRUST 0.00634 1,540,000 1,228,959
NELNET STUDENT LOAN TRUST 0.00633 1,499,000 1,226,937
OCP Euro CLO 2017-2 Designated Activity Co. 0.00632 1,130,000 1,224,599
Bway Corporation 0.00632 1,400,000 1,224,959
MidOcean Credit CLO III/MidOcean Credit CLO III LLC 0.00631 1,212,790 1,222,733
GS MORTGAGE-BACKED SECURITIES TRUST 0.00630 1,447,195 1,221,358
Cedar Funding XI CLO Ltd./ LLC 0.00629 1,220,000 1,218,972
Federal National Mortgage Association 0.00629 1,378,886 1,219,164
Aimco Clo Series 2015-A / Llc 0.00626 1,200,000 1,213,159
Cifc Funding 2020-I LTD / LLC 0.00626 1,200,000 1,212,532
Goto Group (Logmein) Flfo Tl-Fo 0.00625 1,263,495 1,210,638
Government National Mortgage Association 0.00625 1,353,686 1,210,379
HCA Healthcare Inc 0.00623 3,875 1,207,838
Fnma Pass-Thru I 0.00623 1,231,906 1,207,280
ELMWOOD CLO X LTD 0.00623 1,200,000 1,206,352
Bayview Commercial Asset Trust 2006-SP2 0.00623 1,236,617 1,207,288
CSAIL COMMERCIAL MORTGAGE TRUST 0.00622 1,439,000 1,205,001
PRKCM 2021-AFC2 TRUST 0.00621 1,438,592 1,202,435
Vfu Funding PLC 0.00618 1,392,000 1,197,520
AJAX MORTGAGE LOAN TRUST 0.00618 1,744,000 1,196,895
BX TRUST 0.00617 1,244,264 1,194,750
Federal Home Loan Mortgage Corp. 0.00617 7,575,682 1,194,641
Fnma Pass-Thru I 0.00616 1,406,125 1,193,687
Diameter Capital Clo 1 Ltd / Llc 0.00615 1,180,000 1,191,158
Federal National Mortgage Association 0.00614 1,241,731 1,189,919
JPMorgan Chase & Co. 0.00612 1,192,000 1,185,440
SG RESIDENTIAL MORTGAGE TRUST 2022-2 0.00612 1,188,250 1,185,548
Federal Home Loan Mortgage Corp. 0.00608 1,475,371 1,177,569
Hps Loan Management 3-2014 Ltd & Hps Loan Management 3-2014 Llc 0.00605 1,160,925 1,171,465
OZLM VIII Ltd. 0.00605 1,160,000 1,172,223
Sunoco LP / Sunoco Finance Corp 0.00605 1,266,000 1,172,776
CommScope Technologies LLC 0.00602 1,409,000 1,165,731
Federal Home Loan Mortgage Corp. 0.00601 1,382,409 1,164,935
Bayview Financial Revolving Asset Trust 0.00600 1,287,318 1,162,364
Altice USA Inc Class A 0.00599 390,881 1,160,917
Federal National Mortgage Association 0.00599 5,453,476 1,161,436
Cedar Funding IX CLO 0.00597 1,147,330 1,156,840
Fnma Pass-Thru I 0.00597 1,237,908 1,155,776
METROPOLITAN TRANSN AUTH N Y REV 0.00596 1,025,000 1,154,126
PROGRESS RESIDENTIAL TRUST 0.00594 1,342,000 1,150,188
Federal National Mortgage Association 0.00594 1,371,014 1,150,439
SCC Power PLC 0.00592 2,646,855 1,146,253
Anchorage Capital CLO 7 Limited 0.00592 1,140,000 1,146,867
CSMC 2021-BHAR 0.00591 1,150,000 1,145,197
Federal Home Loan Mortgage Corp. 0.00590 1,210,020 1,143,720
Federal Home Loan Mortgage Corp. 0.00589 36,355,991 1,140,784
OCTAGON INVESTMENT PARTNERS 36 LTD 0.00589 1,131,337 1,140,711
Cwalt Incorporation 0.00589 1,203,528 1,141,909
Lehman Brothers Small Balance Commercial 06-2 0.00588 1,199,192 1,139,871
CSMC 2021-BHAR 0.00588 1,166,000 1,139,447
Mr. Cooper Group Inc 0.00587 15,944 1,136,488
Grupo Posadas, S.A.B. de C.V. 0.00585 1,273,976 1,132,529
Federal National Mortgage Association 0.00584 1,134,473 1,130,689
Federal Home Loan Mortgage Corp. 0.00584 1,341,880 1,130,782
HIT TRUST 2022-HI32 0.00583 1,124,201 1,128,625
Tiaa Clo III Ltd 0.00583 1,119,771 1,129,426
Insight M Inc Conv Bond Prvt 0.00582 1,117,000 1,128,102
Insight M Inc Series D Prvt 0.00580 3,271,821 1,123,216
Federal National Mortgage Association 0.00580 1,219,164 1,122,948
Federal National Mortgage Association 0.00580 1,081,620 1,123,858
Federal Home Loan Mortgage Corp. 0.00579 1,298,246 1,121,997
Wells Fargo Commercial Mortgage Trust 2019-C50 0.00579 21,621,482 1,122,436
Symphony Clo Xx Limited 0.00578 1,110,000 1,120,358
Lions Gate Entertainment Corp Class A 0.00575 114,665 1,113,397
Comerica Incorporated 0.00573 1,125,000 1,110,269
Federal National Mortgage Association 0.00571 1,102,899 1,105,330
Nationstar Mortgage LLC 0.00570 1,219,000 1,103,932
WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.00566 1,253,000 1,096,522
Pennymac Financial Services Inc 0.00565 1,052,000 1,094,037
Saudi Arabia (Kingdom of) 0.00565 1,664,000 1,093,843
Galaxy XXVIII Clo Ltd / Llc 0.00564 1,082,396 1,092,236
Bluemountain Clo XXIX Ltd / Bluemountain Clo XXIX LLC 0.00564 1,080,000 1,093,494
Wash Mutual A/Bkd 0.00564 4,021,706 1,093,015
Federal Home Loan Mortgage Corp. 0.00563 1,294,337 1,090,718
Fnma Pass-Thru I 0.00562 1,110,986 1,088,777
Ashton Woods (USA) LLC/Ashton Woods Finance Co. 0.00560 1,180,000 1,085,237
Playstudios Inc Class A Legended 0.00559 457,322 1,083,853
GSAA Home Equity Trust 0.00558 1,593,358 1,080,726
Government National Mortgage Association 0.00556 6,686,173 1,076,956
Bbcms Mortgage Trust 0.00555 1,166,000 1,075,877
AJAX MORTGAGE LOAN TRUST 2022-A 0.00554 1,244,300 1,073,400
OCP CLO 2014-5 Ltd. 0.00552 1,070,000 1,068,512
FREMF Mortgage Trust 0.00550 1,190,000 1,066,343
AJAX MORTGAGE LOAN TRUST 2023-A 0.00550 1,258,100 1,065,980
Aruba Investments Holdings Llc Tl-B 0.00549 1,070,823 1,062,792
Madison Park Euro Funding XVI Designated Activity Company 0.00548 1,000,000 1,062,052
MARINER FINANCE ISSUANCE TRUST 2021-B 0.00548 1,265,000 1,062,434
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 0.00548 1,062,064 1,061,983
Usd P Zar C @18.20000 Eo 0.00547 4,826,000 1,059,946
LEVEL 3 FINANCING INC TSA TL-B 0.00546 1,084,000 1,056,900
GRACE TRUST 0.00546 1,489,000 1,057,189
ORION 1ST AR DDTL (HELIOS) TL-DD Prvt 0.00545 1,056,830 1,056,830
Allegro I CLO Limited 0.00545 1,046,872 1,056,272
Federal National Mortgage Association 0.00545 1,188,838 1,056,249
Affinity Gaming 0.00544 1,122,000 1,053,175
FMG Resources (August 2006) Pty Ltd. 0.00544 1,154,000 1,053,399
Federal Home Loan Mortgage Corp. 0.00544 1,031,588 1,053,312
Federal National Mortgage Association 0.00544 1,082,360 1,054,167
Prima Capital Cre Securitization 06 0.00544 1,087,426 1,054,192
Bxp Tst 0.00543 1,450,000 1,052,492
Forestar Group Inc 0.00542 31,138 1,049,973
Federal National Mortgage Association 0.00542 1,121,639 1,050,219
Paramount Global 0.00541 1,381,000 1,047,833
Paramount Global 0.00541 1,518,000 1,047,990
Allegiant Travel Company 0.00540 1,070,000 1,046,902
Mattamy Group Corp 0.00540 1,074,000 1,045,809
CVC Cordatus Loan Fund IV Designated Activity Company 0.00540 990,000 1,045,359
Galaxy Xv Clo Ltd/Galaxy Xv Clo Llc 0.00539 1,034,523 1,043,683
Federal National Mortgage Association 0.00539 1,013,780 1,044,330
Fnma Pass-Thru I 0.00539 1,194,957 1,043,422
ALEN 2021-ACEN MORTGAGE TRUST 0.00539 1,144,000 1,044,700
Conseco Financial Secs Corp 0.00537 3,839,543 1,041,247
Paramount Global 0.00537 1,426,000 1,041,082
MSWF COMMERCIAL MORTGAGE TRUST 2023-2 0.00537 972,890 1,040,861
AEP Texas Inc 0.00534 1,475,000 1,034,951
Mastr Asset Backed Secs Trust 2007-HE1 0.00532 1,318,273 1,031,267
MED TRUST 2021-MDLN 0.00532 1,038,018 1,031,105
VISIO TRUST 0.00531 1,100,000 1,028,131
MHP Lux S.A. 0.00529 1,362,000 1,025,283
BANC OF AMERICA FUNDING TRUST 0.00529 3,434,240 1,024,806
METROPOLITAN TRANSN AUTH N Y REV 0.00527 985,000 1,021,928
WHITEBOX CLO III LTD 0.00526 1,000,000 1,019,122
ELMWOOD CLO 23 LTD 0.00524 1,000,000 1,015,695
Bxp Tst 0.00524 1,240,000 1,015,050
Rr 5 Ltd/Llc 0.00523 1,000,000 1,013,393
Sutton Park Clo DAC 0.00522 940,000 1,010,657
ELMWOOD CLO IV LTD 0.00522 1,000,000 1,011,917
Mariner Clo 8 Ltd / Llc 0.00522 1,000,000 1,010,884
Madison Park Funding XIX Ltd. / Madison Park Funding XIX LLC 0.00522 1,000,000 1,011,306
Ocp Clo 2019-17 Ltd / Llc 0.00521 1,000,000 1,009,539
Neuberger Berman CLO Ltd 0.00521 1,000,000 1,009,728
Oha Credit Funding 4 Ltd / Llc 0.00521 1,000,000 1,008,598
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC 0.00521 1,010,000 1,009,810
Federal Home Loan Mortgage Corp. 0.00521 1,196,956 1,008,656
MOFT TRUST 2020-ABC 0.00521 1,772,503 1,009,789
Alinma Tier 1 Sukuk Ltd. 0.00521 1,010,000 1,009,675
Palmer Square Clo 2015-2 Limited 0.00520 1,000,000 1,007,964
Neuberger Berman Loan Advisers CLO 37 Ltd 0.00520 1,000,000 1,006,931
BLUEMOUNTAIN CLO XXXI LTD 0.00520 1,000,000 1,007,144
TRESTLES CLO V LTD 0.00520 1,000,000 1,008,218
Agl Clo 14 Ltd / Llc 0.00520 1,000,000 1,007,792
Federal Home Loan Mortgage Corp. 0.00520 1,041,634 1,007,835
Golden Tree Ln Opportunities Ix Ltd 0.00519 1,000,000 1,005,569
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00519 98,966,287 1,004,931
3650R 2022-PF2 COMMERCIAL MORTGAGE TRUST 0.00519 1,000,000 1,005,606
Alternative Loan Trust 0.00518 2,088,865 1,004,348
BATTALION CLO XI LTD 0.00517 1,000,000 1,002,567
ML Ff Mtg Ln 07-2 0.00516 1,442,222 1,000,131
Morgan Stanley Hom 0.00515 1,415,633 997,928
STAR 2021-SFR1 0.00512 1,030,000 991,245
FREMF MORTGAGE TRUST 0.00512 1,043,000 991,822
STRATUS CLO 2021-1 LTD 0.00511 1,000,000 989,871
Federal National Mortgage Association 0.00511 1,111,563 989,710
Eur P Aud C @1.655000 Eo 0.00510 2,230,000 988,936
Babson CLO 2015-I LLC 0.00510 980,000 987,291
Bear Stearns Asset Backed Securities I Trust 0.00510 1,141,974 987,875
VERUS SECURITIZATION TRUST 2022-1 0.00509 1,354,000 986,793
Gs Mortgage Securities Trust 2015-Gc32 0.00508 1,049,000 983,595
Federal Home Loan Mortgage Corp. 0.00508 1,220,278 985,016
Angola (Republic of) 0.00507 1,078,000 982,503
CommScope Holdings Co Inc 0.00506 1,069,000 980,601
Apidos CLO XV 0.00505 971,224 978,675
Trinitas CLO IV LLC 0.00505 970,000 978,812
Federal National Mortgage Association 0.00505 1,037,868 978,048
Ply Gem / Cornerstone Bldg Brands Tl-B 0.00504 990,873 976,971
1211 Ave Of The Amers Trust 2015-1211 0.00504 1,110,000 975,965
Permian Resources Operating, LLC 0.00502 939,000 972,904
Weekley Homes LLC/Weekley Finance Corp. 0.00500 1,019,000 968,844
CIFC European Funding Clo II Designated Activity Company 0.00500 900,000 968,578
Federal National Mortgage Association 0.00499 1,050,930 967,224
Triton Water Holdings Inc Tl-B 0.00498 983,048 964,822
Fnma Pass-Thru I 0.00498 1,144,987 964,863
Federal National Mortgage Association 0.00497 1,010,014 963,239
APIDOS CLO XXXIV 0.00497 954,000 962,923
LENDMARK FUNDING TRUST 2024-1 0.00496 953,000 961,882
Alternative Loan Trust 0.00496 4,861,312 960,494
Citigroup Commercial Mortgage Trust 0.00496 990,000 961,704
Ambac Assurance Corporation 0.00496 462,203 961,417
Valero Energy Corp 0.00495 6,774 958,250
280 Park Avenue Trust 0.00495 997,000 959,655
BX TRUST 0.00495 963,997 959,706
Ares European CLO XII Designated Activity Company 0.00494 889,000 957,003
Fnma Pass-Thru I 0.00494 992,065 957,335
Alpha Star Holding VIII Ltd. 0.00493 906,000 955,206
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00493 1,261,812 954,169
Flatiron Collateralized Loan Obligations 17 Ltd 0.00491 943,248 951,772
Pikes Peak Clo 1 0.00491 944,180 951,231
INVESCO CLO 2022-1 LTD 0.00490 947,000 948,532
Rockford Tower CLO 2018-2 LTD/LLC 0.00489 939,375 947,333
MF1 2021-W10X 0.00488 1,005,000 944,957
Romania (Republic Of) 0.00487 933,000 942,619
Argent Secs Tr 0.00487 3,730,178 942,556
REGIONAL MANAGEMENT ISSUANCE TRUST 0.00486 1,053,000 941,944
Medco Maple Tree Pte Ltd. 0.00485 877,000 940,464
Federal National Mortgage Association 0.00485 1,017,042 940,215
Bear Stearns Asset Backed Securities I Trust 0.00483 3,318,154 934,836
Government National Mortgage Association 0.00482 974,907 933,004
Federal Home Loan Mortgage Corp. 0.00479 963,956 927,091
Crown PropTech Acquisitions Ordinary Shares - Class A 0.00475 85,597 919,312
Trivium Packaging Finance BV 0.00475 942,000 920,780
Citicorp Mortgage Securities Trust 0.00475 1,052,287 920,989
Federal Home Loan Mortgage Corp. 0.00475 4,850,212 921,091
LESSEN HOLDINGS INC PREF Prvt 0.00474 143,367 917,549
Federal Home Loan Mortgage Corp. 0.00474 1,042,098 918,385
First Franklin Mortgage Loan Trust 2005-FF4 0.00473 999,667 916,648
Federal National Mortgage Association 0.00472 957,504 915,355
Fnma Pass-Thru I 0.00471 933,797 911,764
BHG SECURITIZATION TRUST 2021-A 0.00471 1,007,000 912,358
Fnma Pass-Thru I 0.00470 973,323 910,468
Ice Ecx Emission Eua Dec 24 0.00469 15 909,006
Federal Home Loan Mortgage Corp. 0.00469 950,610 908,816
Madison Park Funding Limited 0.00468 900,000 906,353
Wash Mutual A/Bkd 0.00468 1,232,108 907,509
Avoca Clo XXII Designated Activity Company 0.00466 850,000 903,417
GS Mortgage Securities Corp 0.00463 1,100,000 897,491
Government National Mortgage Association 0.00463 5,136,962 896,447
Galaxy XXVIII Clo Ltd / Llc 0.00462 887,210 894,647
Khazanah Global Sukuk Bhd 0.00461 895,000 892,241
Directv Financing Llc Tl-B 0.00460 892,219 890,934
Ares XXXVII Clo Limited 0.00460 882,657 890,817
Fiesta Purchaser Inc. 0.00460 861,000 891,125
Federal Home Loan Mortgage Corp. 0.00458 940,820 886,629
Apidos Clo Xviii-R / Apidos Clo Xviii-R Llc 0.00457 877,428 886,332
Dryden 50 Senior Loan Fund & LLC 0.00455 872,436 881,998
Kenbourne Invest S.A. 0.00454 1,115,000 879,984
Apidos Clo Xviii-R / Apidos Clo Xviii-R Llc 0.00454 880,000 880,000
Khazanah Capital Ltd. 0.00452 885,000 876,539
JP Morgan Alt Loan 0.00452 945,518 875,806
Federal National Mortgage Association 0.00452 843,085 876,197
Allied Universal Holdco LLC / Allied Universal Finance Corporation 0.00451 866,000 873,167
Residential Asset Mortgage Products, Inc. 0.00451 1,130,976 873,664
Mastr Asset Backed Secs Trust 2006 Nc2 0.00451 981,296 873,211
TRICON AMERICAN HOMES TRUST 0.00451 890,000 873,607
Federal National Mortgage Association 0.00451 1,036,945 873,817
Post Holdings Inc. 0.00450 867,000 872,703
Fnma Pass-Thru I 0.00449 893,361 869,962
American Home Mortgage Asset Trust 0.00446 1,650,199 863,278
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 0.00446 890,212 863,436
Credit Suisse First Boston Mortgage Securities Corp. 0.00445 900,000 861,383
BAMLL Commercial Mortgage Securities 0.00445 970,000 861,416
Federal Home Loan Mortgage Corp. 0.00445 868,631 861,540
Apidos Clo XXII 0.00444 850,000 860,396
Fnma Pass-Thru I 0.00444 1,028,761 860,338
Government National Mortgage Association 0.00444 5,220,048 860,556
Bain Capital Credit CLO 2017-1 Ltd/Corp 0.00442 850,000 855,622
LCM 29 LTD 0.00442 850,000 855,760
Ozlm Xxi.. Ltd 0.00442 850,000 856,734
OHA CREDIT FUNDING 6 LTD 0.00442 850,000 856,434
Banc Of America Funding 2016-R2 Trust 0.00441 865,945 854,311
Federal National Mortgage Association 0.00441 862,531 855,244
Origen Mfd Housing 0.00440 880,728 851,897
AXA SA 0.00439 23,900 850,388
Turk Hava Yollari AO 0.00439 897,731 851,228
Federal Home Loan Mortgage Corp. 0.00439 846,670 850,643
Bear Stearns Asset Backed Securities I Trust 0.00439 862,443 849,925
MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag 0.00437 825,000 845,760
Federal Home Loan Mortgage Corp. 0.00437 863,717 846,856
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 0.00437 1,124,887 846,196
Symphony CLO XXII LTD/LLC 0.00436 840,000 844,594
Government National Mortgage Association 0.00436 6,332,164 844,670
Cloud Software Group Inc. 0.00434 866,000 840,734
Bbcms Mortgage Trust 0.00434 881,000 840,498
ASG Finance Designated Activity Company 0.00433 839,000 838,549
Aimbridge Acquisition Co. Inc. Tl-B 0.00433 870,719 838,615
Bayview Commercial Asset Trust 2006-SP2 0.00433 900,380 839,085
FSWP: USD 3.621660 31-MAY-2028 SOF 0.00431 49,395,000 834,633
Ivory Coast (Republic Of) 0.00431 850,000 835,461
Mc Brazil Downstream Trading Sarl 0.00430 907,968 833,135
Federal National Mortgage Association 0.00430 887,310 832,166
Galaxy XXVIII Clo Ltd / Llc 0.00428 822,000 828,469
Merrill Lynch Alt 0.00428 1,048,650 828,574
Mad Mortgage Trust 2017-330m 0.00426 1,085,000 825,172
Kimberly-Clark Corp 0.00425 6,800 823,956
CSC Holdings, LLC 0.00425 773,000 822,758
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00425 1,045,028 822,779
Greenwood Pk Clo Ltd 0.00423 810,892 819,315
Wamu Mortgage Pass-Through CTFS TR 0.00423 1,044,536 819,425
Federal National Mortgage Association 0.00422 868,805 818,230
LENDMARK FUNDING TRUST 2024-1 0.00422 818,000 816,907
Csmc Trust 2017 0.00422 1,729,000 818,033
Government National Mortgage Association 0.00421 879,738 814,904
MFA 2022-NQM1 TRUST 0.00420 1,000,000 814,166
UBS Cml Mtg Tr 0.00418 880,000 809,920
COLT 2022-3 MORTGAGE LOAN TRUST 0.00417 1,000,000 807,770
BENEFIT STREET PARTNERS CLO XXIII LTD 0.00416 800,000 806,698
Voya Euro Clo II Designated Activity Company 0.00416 750,000 805,547
Champions Financing Inc. 0.00415 787,000 804,943
Dryden XXVI Senior Loan Funding 0.00415 798,404 804,825
Henley Clo IV Designated Activity Company 0.00415 750,000 803,894
Smb Private Education Loan Trust 2021-C 0.00415 872,054 804,852
Otis Worldwide Corp Ordinary Shares 0.00413 8,400 800,520
NELNET STUDENT LOAN TRUST 0.00413 990,000 800,116
MF1 2021-FL7 LTD 0.00412 801,522 798,539
IMT TRust 2017-APTS 0.00411 810,000 796,305
ELMWOOD CLO XII LTD 0.00411 790,000 796,431
Federal National Mortgage Association 0.00409 821,218 792,470
Argentina (Republic of) 0.00407 2,094,000 787,940
Cd Mtg Tr 2017-Cd3 0.00407 850,000 788,220
Colgate Energy Partners III LLC 0.00406 796,000 785,623
Wamu Asset-Backed 0.00406 904,925 785,683
Wamu Wmalt 07-0c1 0.00405 952,059 784,266
Venture Global LNG Inc. 0.00404 755,000 782,510
ONE NEW YORK PLAZA TRUST 2020-1NYP 0.00403 960,000 780,472
Federal National Mortgage Association 0.00402 814,472 779,301
Diamondrock Hospitality Co 0.00401 82,729 777,653
Greenpoint Cr Llc 0.00401 793,568 777,297
Impac Secd 06-3 0.00401 880,615 777,335
Zayo Group Holdings Inc 0.00400 910,000 775,896
Verus Securitization Trust 2019- INV2 0.00400 835,000 775,030
CEDAR FUNDING CLO LTD 0.00398 770,000 771,962
Government National Mortgage Association 0.00398 804,564 770,220
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00398 26,707,240 771,791
Franklin Resources Inc 0.00397 28,000 768,600
Braskem Idesa SAPI 0.00397 1,066,000 769,860
RAD CLO 7 LTD 0.00397 770,000 770,000
The Hartford Financial Services Group Inc 0.00396 8,000 766,720
Madison Park Funding XXIV Ltd 0.00396 760,000 767,363
Gnma Pass-Thru M Single Family 0.00396 782,503 767,288
Golden Entertainment Inc 0.00394 20,575 762,510
Ukraine (Republic of) 0.00394 1,664,000 762,944
Boyd Gaming Corp 0.00393 11,503 760,693
GW B-Credit Security Corporation 0.00393 736,000 761,615
AJAX MORTGAGE LOAN TRUST 2022-B 0.00393 937,300 760,965
HPS Loan Management 12-2018 Ltd 0.00392 750,000 760,149
REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 0.00392 810,000 758,872
Gruma S.A.B.de C.V. 0.00391 754,000 756,623
Anchorage Capital CLO 2013-1, Ltd. 0.00391 750,000 757,215
Regatta Funding Limited/Corp 0.00391 750,000 757,700
Trimaran Cavu 2019-1 Ltd / LLC 0.00390 750,000 755,027
Ozlm Xxiv Ltd / Llc 0.00390 750,000 755,485
REGATTA XVIII FUNDING LTD 0.00390 750,000 756,059
Neuberger Berman CLO Ltd 0.00390 750,000 755,152
Dryden 76 Clo Ltd / Llc 0.00390 750,000 756,103
OCTAGON 67 LTD 0.00390 750,000 756,198
ACAS CLO 2015-1 Ltd. 0.00389 750,000 753,079
CBAM 2017-1 LTD 0.00389 750,000 754,552
Octagon Investment Partners 37 LTD / LLC 0.00389 750,000 753,573
ROMARK CLO I LTD 0.00389 750,000 753,611
TRESTLES CLO III LTD 0.00389 750,000 752,846
BENEFIT STREET PARTNERS CLO XXIII LTD 0.00389 750,000 753,440
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00389 52,346,823 753,302
MORGAN STANLEY CAPITAL I TRUST 0.00389 23,510,000 754,511
Bluemountain Fuji U.S. CLO III LTD/ LLC 0.00388 750,000 752,513
Wellfleet CLO 2017-3 Ltd 0.00388 750,000 751,285
Texas Capital Bancshares, Inc. 0.00388 870,000 752,531
Euro-Galaxy III Clo Designated Activity Company 0.00388 700,000 752,578
VISTA POINT SECURITIZATION TRUST 0.00388 821,013 751,440
Buttermilk Pk Clo Ltd / Buttermilk Pk Clo Llc 0.00387 740,936 749,045
Federal Home Loan Mortgage Corp. 0.00386 786,146 747,713
PRKCM 2022-AFC1 TRUST 0.00386 780,035 748,483
Nigeria (Federal Republic of) 0.00385 944,000 746,236
Ivory Coast (Republic Of) 0.00384 744,000 744,403
Federal Home Loan Mortgage Corp. 0.00384 777,905 743,801
Federal National Mortgage Association 0.00384 766,195 744,507
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 0.00384 744,768 744,879
Power Corporation of Canada Shs Subord.Voting 0.00382 25,600 740,057
Paramount Global 0.00382 1,052,000 740,458
Federal Home Loan Mortgage Corp. 0.00382 761,501 740,204
The Chemours Co 0.00380 37,390 735,461
Park Hotels & Resorts Inc 0.00380 44,333 735,928
Credit Suisse First Boston Mortgage Securities Corp. 0.00380 850,000 736,932
COLLEGE AVE STUDENT LOANS LLC 0.00380 841,685 735,974
American Water Works Co Inc 0.00379 6,200 734,948
Dt Midstream Inc. Tl-B 0.00379 733,969 735,004
Koninklijke KPN NV 0.00377 199,500 730,352
Neugerger Berman CLO XIV Ltd 0.00377 725,413 730,577
Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 0.00377 819,807 730,543
Panama (Republic of) 0.00376 710,000 727,528
ANGEL OAK MORTGAGE TRUST LLC 0.00376 771,096 728,340
Petrorio Luxembourg Trading S.A.R.L 0.00375 729,000 726,220
Kik Custom Products (Kronos Acq) Tl-B2 0.00375 725,485 726,087
Federal National Mortgage Association 0.00375 784,917 725,624
Panama (Republic of) 0.00375 798,000 726,176
Cox Communications, Inc. 0.00374 734,000 724,745
Ffmlt Tr 2006-Ff13 0.00374 1,137,693 724,993
Federal National Mortgage Association 0.00373 781,140 722,133
Federal Home Loan Mortgage Corp. 0.00372 821,757 720,793
BMO 2023-C5 MORTGAGE TRUST 0.00372 14,354,939 721,090
HONO 2021-LULU MORTGAGE TRUST 0.00371 765,000 719,134
Federal Home Loan Mortgage Corp. 0.00370 13,679,182 716,661
Fnma Pass-Thru I 0.00369 803,842 714,599
Federal National Mortgage Association 0.00369 848,700 715,187
Government National Mortgage Association 0.00369 709,689 714,281
TJX Companies Inc 0.00368 7,200 713,808
Deutsche Alt-A Secs Mtg Ln Tr 0.00368 806,575 713,598
Neuberger Berman CLO XV Ltd. 0.00367 703,796 710,228
Federal National Mortgage Association 0.00367 744,612 710,912
Galaxy Xxv Clo. Ltd. 0.00367 705,662 711,002
NEW RESIDENTIAL MORTGAGE LOAN TRUST 0.00367 748,310 711,668
Roper Technologies Inc 0.00366 1,300 708,149
Dbubs 2017 Brbk 0.00366 920,000 708,419
Federal National Mortgage Association 0.00366 769,560 709,780
Takeda Pharmaceutical Co Ltd 0.00365 24,100 706,399
Cbam 2018-5 0.00365 710,000 707,567
CIFC Funding 0.00365 700,000 707,527
Federal Home Loan Mortgage Corp. 0.00365 792,569 706,722
Carval Clo Ii Ltd / Llc 0.00364 700,000 704,796
Soundview Home Loan Trust 0.00364 776,555 704,688
Czech (Republic of) 0.00363 15,830,000 703,987
Federal Home Loan Mortgage Corp. 0.00363 762,373 703,150
BANK 2019-BNK20 0.00362 39,279,000 700,394
PRPM 2022-1 LLC 0.00360 719,309 697,909
Transocean Titan Financing Ltd. 0.00360 674,000 697,583
Frigorifico Concepcion SA 0.00360 796,000 697,000
BB-UBS Trust 2012-Show 0.00360 790,000 698,200
Federal National Mortgage Association 0.00360 739,853 696,983
WFRBS COMMERCIAL MORTGAGE TRUST 0.00360 770,000 696,960
PepsiCo Inc 0.00358 4,200 694,428
Federal National Mortgage Association 0.00358 709,179 693,997
Trivium Packaging Finance BV 0.00357 708,000 692,421
Avianca Midco 2 Ltd. 0.00357 731,072 692,325
Federal Home Loan Mortgage Corp. 0.00357 714,478 692,399
Federal Home Loan Mortgage Corp. 0.00357 735,303 692,323
BBCMS MORTGAGE TRUST 0.00356 980,000 689,350
Government National Mortgage Association 0.00356 720,137 689,397
Federal Home Loan Mortgage Corp. 0.00356 750,104 689,738
Ozlm Ltd 0.00354 678,852 685,723
Birch Grove Clo 2 Ltd / Llc 0.00354 680,000 685,773
Illinois Tool Works Inc 0.00352 2,600 681,590
KAYNE CLO 4 LTD 0.00351 675,000 680,505
Government National Mortgage Association 0.00351 5,078,727 680,908
Visio Trust 2019-2 0.00351 906,000 680,142
Federal National Mortgage Association 0.00350 700,044 678,285
CDI Escrow Issuer Inc. 0.00350 688,000 677,418
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 0.00350 680,500 677,615
Chesapeake Energy Corp Ordinary Shares - New 0.00349 8,158 675,319
Aldar Investment Properties Sukuk Ltd. 0.00349 685,000 677,064
NELNET STUDENT LOAN TRUST 0.00349 836,000 675,562
Brookfield Residential Properties Inc. 0.00348 742,000 674,837
Impac CMB Trust 0.00348 675,401 673,503
Ticp Clo Xi Ltd / Ticp Clo Xi Llc 0.00347 665,315 671,490
CHNGE MORTGAGE TRUST 2022-4 0.00345 678,582 669,213
Talos Prodtn Inc 0.00344 642,000 666,354
OCP CLO 2021-22 LTD 0.00344 660,000 666,401
Cwalt Incorporation 0.00344 1,364,936 666,675
AJAX MORTGAGE LOAN TRUST 2023-C 0.00344 835,600 666,025
Milos Clo Ltd 0.00343 657,798 663,682
Independence Plaza Trust 0.00343 700,000 664,474
BX TRUST 2022-VAMF 0.00343 673,000 665,263
APIDOS CLO XXIV 0.00342 660,000 661,909
Madison Park Funding Xxxv Ltd/Llc 0.00342 660,000 663,477
Bear Stearns Alternative A Trust 0.00342 831,030 663,182
Transocean Inc. 0.00341 639,900 661,208
JP Morgan Mtg A 0.00339 680,380 656,993
Sarcos Tech & Robot Legended 0.00338 464,023 654,272
CHL Mortgage Pass-Through Trust 0.00338 1,305,235 654,589
CIFC Funding 2014-II-R LTD / LLC 0.00337 650,000 653,467
Ivory Coast (Republic Of) 0.00337 669,000 652,203
Csmc Series 2014-9r 0.00337 685,504 653,720
CSMC 2020-NET 0.00337 710,000 652,113
Federal Home Loan Mortgage Corp. 0.00337 671,926 653,646
American Airlines 2019-1B Prvt 0.00336 651,950 651,545
Wellpet / Woof Holdings Inc Tl 0.00336 805,233 651,087
Fanatics Commerce Intermediate Hol Tl-B 0.00336 654,501 651,844
EURO PARFUMS FZE TL-A Prvt 0.00335 664,000 649,060
Federal National Mortgage Association 0.00335 691,754 648,764
Yale Mtg Loan Tr 0.00335 2,053,729 648,749
Continuum Energy Levanter Pte. Ltd. 0.00334 674,756 648,009
Braskem Netherlands Finance B V 0.00334 649,000 646,597
Bluemountain CLO XXIII LTD / LLC 0.00333 650,000 645,553
Wamu Mortgage Pass-Through CTFS TR 0.00333 775,136 645,828
CWABS Asset-Backed Certificates Trust 2006-22 0.00333 810,347 644,335
AJAX MORTGAGE LOAN TRUST 2022-B 0.00333 803,500 645,061
Banco Espirito Santo S.A. 0.00332 2,200,000 642,797
CK Hutchison International 2023 Ltd. 0.00332 640,000 644,044
Fnma Pass-Thru I 0.00332 687,520 643,945
AJAX MORTGAGE LOAN TRUST 2023-B 0.00332 868,182 643,783
CAP HILL BRANDS - PREF EQUITY Prvt 0.00331 2,670,520 640,925
Sound Point CLO II Ltd / LLC 0.00331 638,469 642,086
Federal National Mortgage Association 0.00331 639,408 641,377
Eur P Usd C @1.070000 Eo 0.00330 4,019,000 638,814
Federal National Mortgage Association 0.00330 681,184 639,088
Federal National Mortgage Association 0.00329 679,223 637,011
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00328 1,506,309 635,057
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-1 0.00327 632,256 633,321
Sekisui House Ltd 0.00326 28,300 631,536
Generacion Mediterranea S A / Cent Termica Roca S A 0.00326 683,664 631,002
Federal Home Loan Mortgage Corp. 0.00326 661,228 632,187
Federal National Mortgage Association 0.00326 661,004 631,087
VERUS SECURITIZATION TRUST 0.00326 667,016 630,853
522 FUNDING CLO 2019-4(A) LTD 0.00325 625,000 630,357
Bayview Commercial Asset Trust 2006-SP2 0.00325 679,414 628,946
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-4 0.00325 693,987 629,375
Informatica Inc 0.00324 19,271 627,849
Mosaic Solar Loan Trust 2020-1 0.00324 729,552 627,636
Oleoducto Central SA 0.00323 670,000 625,666
Sixth Street Clo XVII Ltd / Llc 0.00323 625,000 625,918
Federal National Mortgage Association 0.00323 611,953 625,716
Ms Resec Tr 2013-R7 0.00323 696,597 626,647
Clear Creek CLO Ltd. 0.00322 620,000 624,313
Buttermilk Pk Clo Ltd / Buttermilk Pk Clo Llc 0.00322 625,000 622,989
Buckeye Partners LP 0.00321 619,000 621,184
Federal Home Loan Mortgage Corp. 0.00321 674,808 622,374
Federal National Mortgage Association 0.00320 608,672 620,869
BX TRUST 2022-GPA 0.00319 615,232 618,679
Egypt (Arab Republic of) 0.00319 822,000 618,305
OCP CLO 2014-5 Ltd. 0.00318 611,313 616,822
Washington Mut Mtg 0.00318 826,300 616,860
Government National Mortgage Association 0.00318 3,830,762 616,767
Benefit Street Partners Clo 0.00317 610,404 615,005
Ukraine (Republic of) 0.00317 2,343,000 614,007
BX TRUST 0.00317 693,000 614,324
Enbridge Inc 0.00316 17,800 612,209
Credit Suisse First Boston Mortgage Securities Corp. 0.00316 612,188 612,740
Federal National Mortgage Association 0.00316 585,947 611,854
Federal National Mortgage Association 0.00316 636,165 611,837
Clear Creek CLO Ltd. 0.00314 603,859 608,789
Fnma Pass-Thru I 0.00314 648,383 607,745
GS MORTGAGE-BACKED SECURITIES 2022-NQM1 0.00314 674,708 608,387
Thornburg Mtg Se 3 0.00313 970,051 605,969
Sound Point CLO XXII Ltd/LLC 0.00312 600,000 604,595
ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 0.00312 606,973 604,138
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00311 751,667 602,887
Transurban Group 0.00310 68,200 601,290
STRATUS CLO 2021-1 LTD 0.00310 1,000,000 599,890
TRICON AMERICAN HOMES TRUST 0.00310 610,000 600,426
Government National Mortgage Association 0.00310 3,728,483 600,444
Mexico (United Mexican States) 0.00310 603,000 600,360
AJAX MORTGAGE LOAN TRUST 2022-A 0.00310 725,700 600,209
First Citizens BancShares Inc Class A 0.00309 380 598,048
The Travelers Companies Inc 0.00308 2,700 596,592
Federal National Mortgage Association 0.00308 615,945 596,659
Alternative Loan Trust 0.00308 1,142,541 596,860
STRATUS CLO 2021-1 LTD 0.00307 589,808 594,048
New Home Company Inc 0.00306 608,000 592,022
LENDMARK FUNDING TRUST 2021-2 0.00306 730,000 592,127
Morgan Stanley ML 0.00305 3,585,352 590,517
T. Rowe Price Group Inc 0.00304 5,200 589,420
Citigroup Commercial Mortgage Trust 0.00304 640,000 589,451
Federal National Mortgage Association 0.00303 589,132 586,389
Assurant Clo II Ltd 0.00302 580,258 585,079
Anchorage Capital Europe CLO 2021-4 DAC 0.00301 542,000 582,710
Bank of America Corp. 0.00300 715,000 581,420
SLM Private Cr Student Loan Trust 0.00300 577,011 580,755
Government National Mortgage Association 0.00300 633,666 581,045
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 0.00300 699,642 580,478
Egypt (Arab Republic of) 0.00300 817,000 581,645
Sempra 0.00299 8,200 578,920
Federal National Mortgage Association 0.00299 607,230 579,748
LOS ANGELES CALIF UNI SCH DIST 0.00299 555,000 578,917
Apidos Clo Xvi 0.00297 570,000 574,969
BLUEMOUNTAIN CLO XXVIII LTD 0.00297 570,000 575,725
AJAX MORTGAGE LOAN TRUST 2023-C 0.00297 731,400 575,079
ConocoPhillips 0.00296 5,100 573,954
Federal National Mortgage Association 0.00296 594,174 573,034
Henley Clo IV Designated Activity Company 0.00296 540,000 573,217
Vedanta Resources Ltd. 0.00295 628,860 570,664
Federal Home Loan Mortgage Corp. 0.00295 606,365 571,407
Government National Mortgage Association 0.00295 586,331 570,620
Federal Home Loan Mortgage Corp. 0.00294 603,455 568,665
1211 Ave Of The Amers Trust 2015-1211 0.00294 600,000 569,897
Federal National Mortgage Association 0.00294 585,119 570,378
Bxp Tst 0.00293 750,000 568,521
AJAX MORTGAGE LOAN TRUST 2023-A 0.00293 712,900 567,488
BAIN CAPITAL CREDIT CLO LIMITED 0.00292 560,000 564,798
Federal National Mortgage Association 0.00292 635,246 566,416
Government National Mortgage Association 0.00292 4,078,540 565,498
FREMF MORTGAGE TRUST 0.00291 153,716,665 564,214
Federal Home Loan Mortgage Corp. 0.00291 613,006 563,673
Federal Home Loan Mortgage Corp. 0.00291 576,058 564,082
Federal Home Loan Mortgage Corp. 0.00290 605,076 562,249
AJAX MORTGAGE LOAN TRUST 2022-A 0.00290 663,700 562,175
VISTA POINT SECURITIZATION TRUST 0.00290 640,000 562,019
Assa Abloy AB Class B 0.00289 19,600 559,543
Nationstar Mortgage LLC 0.00289 601,000 560,785
Sunstone Hotel Investors Inc 0.00288 49,795 557,206
Federal Home Loan Mortgage Corp. 0.00288 554,812 557,415
Government National Mortgage Association 0.00288 604,481 558,883
Conseco Financial Secs Corp 0.00286 2,104,715 554,073
Cwheq Inc 0.00286 568,352 553,667
Federal Home Loan Mortgage Corp. 0.00285 586,431 552,267
Federal National Mortgage Association 0.00284 598,182 549,749
Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / DIF 0.00283 554,504 548,543
Ukraine (Republic of) 0.00283 1,941,000 548,410
Fnma Pass-Thru I 0.00283 585,305 547,785
VERUS SECURITIZATION TRUST 0.00283 806,000 548,342
Swiss Prime Site AG 0.00282 5,700 546,988
Prologis Inc 0.00282 4,100 546,407
Green Tree Financial Corporation 0.00282 561,201 545,376
GS Mortgage Securities Corp 0.00282 562,000 547,009
Citicorp Mortgage Securities Trust 0.00282 636,790 545,497
Federal Home Loan Mortgage Corp. 0.00282 612,194 546,258
Fnma Pass-Thru I 0.00281 646,245 544,581
5Y Rtr 2.300000 12-Aug-2024 5 0.00280 95,300,000 542,609
OCP SA 0.00280 548,000 543,219
Bangkok Bank Public Company Limited (Hong Kong Branch) 0.00280 600,000 542,644
CSMC Mortgage-Backed Trust 0.00280 976,444 541,634
Elisa Oyj Class A 0.00279 12,000 540,988
Federal Home Loan Mortgage Corp. 0.00279 508,870 539,941
Federal National Mortgage Association 0.00279 574,817 540,200
Northern Oil And Gas, Inc. 0.00279 507,000 539,659
Argentina (Republic of) 0.00279 1,278,000 541,109
Federal Home Loan Mortgage Corp. 0.00279 584,375 540,008
Federal Home Loan Mortgage Corp. 0.00279 615,116 539,704
Texas Capital Bancshares Inc 0.00278 9,169 537,762
GSR Mortgage Loan Trust 2007-OA2 0.00278 881,951 537,751
Cummins Inc 0.00277 2,000 537,220
Avoca Clo XXIII Designated Activity Company 0.00277 500,000 536,012
Fidelity Grand Harbour Clo 2021-1 Designated Activity Company 0.00277 500,000 536,751
Wamu Wmalt 07-0c1 0.00277 692,099 535,706
Credit Agricole SA 0.00276 39,500 535,166
Avoca Clo XXII Designated Activity Company 0.00276 500,000 533,835
Federal Home Loan Mortgage Corp. 0.00276 549,775 535,646
Fortune Star (BVI) Limited 0.00275 540,000 533,469
S.C. Johnson & Son, Inc. 0.00275 535,000 533,308
Full House Resorts Inc. 0.00275 562,000 532,273
REDWOOD FUNDING TRUST 2023-1 0.00275 530,242 532,821
National Bank of Canada 0.00274 6,800 531,075
Nestle SA 0.00274 5,100 531,459
Healthpeak Properties Inc 0.00274 31,700 530,975
Omnicom Group Inc 0.00274 6,000 530,340
Sequoia Mtg Trust 0.00274 735,392 531,095
Federal Home Loan Mortgage Corp. 0.00274 576,189 531,430
Federal National Mortgage Association 0.00273 551,393 528,154
Progress Residential 2020-Sfr2 Trust 0.00273 550,000 528,308
Federal National Mortgage Association 0.00273 564,538 529,155
Indymac Indx Mtg 0.00272 597,498 526,982
Federal Home Loan Mortgage Corp. 0.00272 572,287 526,255
Federal Home Loan Mortgage Corp. 0.00272 596,398 527,027
Fnma Pass-Thru I 0.00272 561,655 526,058
Principal Financial Group Inc 0.00271 6,500 525,590
Government National Mortgage Association 0.00271 570,296 525,852
Bxp Tst 0.00270 590,000 523,058
Morgan Stanley ML 0.00270 1,453,956 522,698
Alternative Loan Trust 0.00270 602,074 522,897
NELNET STUDENT LOAN TRUST 0.00270 650,000 522,213
Federal National Mortgage Association 0.00269 553,615 521,706
BBCMS MORTGAGE TRUST 2023-5C23 0.00269 553,000 521,884
La Francaise Des Jeux SA Ordinary Shares 0.00268 12,400 519,571
Covanta Holding Corporation 0.00268 585,000 519,740
Metalsa S.A. de C.V. 0.00268 631,000 519,319
Pertamina Geothermal Energy Tbk 0.00267 510,000 516,550
Federal Home Loan Mortgage Corp. 0.00267 548,915 517,297
Federal National Mortgage Association 0.00267 522,342 516,466
Csail Commercial Mortgage Trust 2019-C17 0.00267 9,913,827 516,771
Corporacion Financiera De Desarrollo S.A. -Cofide 0.00266 519,000 516,159
Argentina (Republic of) 0.00266 1,111,000 516,075
522 FUNDING CLO 2019-5 LTD 0.00266 510,000 514,977
Kernel Holding SA 0.00265 550,000 513,608
Conair Holdings Llc Tl-B 0.00265 535,009 513,416
Bear Stearns Asset Backed Securities I Trust 0.00265 559,058 513,556
Diameter Capital Clo Ld 2021-3 0.00265 510,000 513,132
Daiwa House Industry Co Ltd 0.00263 17,600 509,174
PPG Industries Inc 0.00263 3,600 509,760
Kenbourne Invest S.A. 0.00263 884,000 510,360
PALMER SQUARE CLO 2022-5 LTD 0.00263 500,000 510,088
Post Clo 2023-1 Ltd / Post Clo 2023- FRN 0.00263 500,000 508,568
Cd Commercial Mortage Trust 0.00263 597,000 510,395
Primesource/ Park River Holdings I Tl-B 0.00262 521,602 506,658
Ticp Clo Ix Ltd / Ticp Clo Ix Llc 0.00262 500,000 507,603
ALLEGRO CLO XI LTD 0.00262 500,000 507,079
Regatta VII Funding LTD/LLC 0.00262 500,000 508,375
Bear Strn 2007-He3 0.00262 330,221 507,933
Government National Mortgage Association 0.00262 550,947 508,011
RWE AG Class A 0.00261 15,100 506,554
PALMER SQUARE LOAN FUNDING LTD 0.00261 500,000 505,946
Federal National Mortgage Association 0.00261 527,172 505,175
Goldentree Loan Management Us Clo 3, Ltd. 0.00261 500,000 506,032
Federal National Mortgage Association 0.00261 530,442 506,330
Atrium Xiv 0.00261 500,000 505,583
Post Clo 2018-1 Ltd 0.00261 500,000 505,984
Ballyrock Clo 2018-1 Ltd/ Llc 0.00261 500,000 505,810
Goldentree Loan Opportunities X, Limited 0.00261 500,000 506,199
CIFC FUNDING LTD 0.00261 500,000 504,793
Ares Lix Clo Ltd / Llc 0.00261 500,000 505,597
Dryden 50 Senior Loan Fund & LLC 0.00260 500,000 503,971
Bluemountain CLO 2013-2 Ltd. 0.00260 500,000 504,104
Madison Pk Fdg Xxxi Ltd 0.00260 500,000 503,449
Apidos Clo Xxxi 0.00260 500,000 504,590
Apidos Clo XXII 0.00260 500,000 504,161
Ammc CLO 22 0.00260 500,000 503,465
CIFC Funding 2013-IV Ltd 0.00260 500,000 503,592
Bain Capital Credit Clo 2018-2 Limited 0.00260 500,000 504,084
Madison Park Funding Limited 0.00260 500,000 503,928
PPM CLO 2 LTD 0.00260 500,000 503,292
Trimaran Cavu 2019-1 Ltd / LLC 0.00260 500,000 504,607
TRIMARAN CAVU LTD 0.00260 500,000 503,159
Generate Clo-7 Ltd/Generate Clo-7 Llc 0.00260 500,000 504,396
Kayne CLO 7 Ltd/LLC 0.00260 500,000 504,397
Dryden 78 Clo Ltd / Llc 0.00260 500,000 504,182
CIFC FUNDING 2021-1 LTD 0.00260 500,000 504,049
Symphony CLO XXIII LTD/LLC 0.00260 500,000 504,515
Symphony CLO XXIII LTD/LLC 0.00260 500,000 502,988
Elmwood Clo Ii Ltd / Llc 0.00260 500,000 503,669
HARRIMAN PARK CLO LTD 0.00260 500,000 504,550
Aimco Clo Series 2017-A 0.00260 500,000 503,628
Ticp Clo Xii Ltd / Ticp Clo Xii Llc 0.00260 500,000 504,424
BRIDGE STREET CLO II LTD 0.00260 500,000 504,169
OCTAGON 57 LTD 0.00260 500,000 504,297
Neuberger Berman Loan Advisers Clo 34 Ltd 0.00260 500,000 503,443
Federal National Mortgage Association 0.00260 565,698 504,403
Citizens Bank National Association 0.00259 500,000 501,833
Millicom International Cellular SA 0.00259 495,000 501,499
Cxapp ([Wts/Rts]) 0.00259 868,890 501,614
Galaxy Clo Xix 2015 0.00259 500,000 502,578
Ocp Clo 2017-14 Ltd 0.00259 500,000 500,959
Park Ave Instl Advisers Clo Ltd 2019-1/Llc 0.00259 500,000 501,939
Recette Clo Ltd 0.00259 500,000 502,167
Ocp Clo 2020-19 Ltd/ Llc 0.00259 500,000 502,539
Cbam 2019-9 Ltd/Llc 0.00258 500,000 500,230
Federal National Mortgage Association 0.00258 533,322 500,364
Park Ave Instl Advisers Clo Ltd 2019-1/Llc 0.00258 500,000 500,364
AGL CLO 7 LTD 0.00258 500,000 499,758
RAD CLO 7 LTD 0.00258 500,000 500,000
Commercial Mortgage Trust 0.00258 630,000 500,547
Federal Home Loan Mortgage Corp. 0.00258 528,122 499,773
Deer Creek CLO Ltd./ Deer Creek CLO LLC 0.00257 500,000 498,529
Anchorage Capital CLO 2012-1 Ltd. 0.00257 500,000 498,726
Neuberger Berman Loan Advisers 0.00257 493,912 498,423
CSAIL COMMERCIAL MORTGAGE TRUST 0.00257 570,000 498,392
Federal National Mortgage Association 0.00256 518,640 496,781
Ace Securities Corp 0.00256 524,686 496,384
BENEFIT STREET PARTNERS CLO XXIV LTD 0.00256 500,000 495,030
Bangkok Bank Public Company Limited (Hong Kong Branch) 0.00256 500,000 495,158
Goto Group (Logmein) Flso Tl-So 0.00255 712,411 493,344
American Rock Salt Company Llc Tl-B 0.00255 546,469 493,642
Madison Park Funding II Ltd 0.00255 489,582 493,325
Merrill Lynch Mtg Inv Trust 0.00255 557,851 494,526
Csail Commercial Mortgage Trust 2019-C17 0.00255 19,090,000 493,622
Sumitomo Rubber Industries Ltd 0.00254 42,200 491,727
Nomura Research Institute Ltd 0.00254 17,500 491,548
PALMER SQUARE LOAN FUNDING LTD 0.00254 500,000 491,817
Paychex Inc 0.00253 4,000 490,480
RR 18 LTD 0.00253 485,000 489,254
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 0.00253 494,017 489,385
Federal Home Loan Mortgage Corp. 0.00253 531,328 490,920
Rizal Commercial Banking Corp. 0.00253 500,000 489,601
REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 0.00252 534,000 487,586
Carrington Mtg Ln 0.00252 610,000 488,951
Federal National Mortgage Association 0.00252 498,456 487,786
VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 0.00252 588,249 489,070
Abbott Laboratories 0.00251 4,100 486,424
Vedanta Resources Finance II PLC 0.00251 502,320 486,715
Atrium Xiii 0.00251 481,047 485,543
Federal National Mortgage Association 0.00251 546,832 486,451
BENCHMARK MORTGAGE TRUST 0.00251 12,747,713 486,772
Masco Corp 0.00250 6,300 483,588
Theta Capital Pte. Ltd. 0.00250 500,000 483,395
Government National Mortgage Association 0.00250 523,795 484,284
Gecina Nom 0.00249 5,000 483,180
Alfresa Holdings Corp 0.00248 32,100 479,666
Federal National Mortgage Association 0.00248 500,972 480,767
Commercial Mortgage Trust 2015-Lc19 0.00248 512,000 480,270
AJAX MORTGAGE LOAN TRUST 2022-B 0.00248 602,600 480,619
Krung Thai Bank Public Co Ltd. 0.00248 500,000 481,286
Ageas SA/ NV 0.00247 11,300 479,349
Kayne Clo Iii Ltd / Kayne Clo Iii Llc 0.00246 475,000 476,566
Federal National Mortgage Association 0.00246 505,167 477,420
Nigeria (Federal Republic of) 0.00246 523,000 477,040
CARLYLE US CLO 2018-4 LTD 0.00245 470,000 474,026
Gulf Stream Meridian 5 Ltd / Llc 0.00245 470,000 474,472
Federal Home Loan Mortgage Corp. 0.00245 519,477 473,964
Nasdaq Inc 0.00244 8,400 472,080
Federal Home Loan Mortgage Corp. 0.00244 535,019 473,594
Federal Home Loan Mortgage Corp. 0.00244 503,051 473,405
Metinvest B.V. 0.00243 561,000 471,100
Federal National Mortgage Association 0.00243 493,691 471,250
Bayview Commercial Asset Trust 2006-SP2 0.00243 503,972 471,723
Benin (The Republic of) 0.00243 485,000 471,408
Government National Mortgage Association 0.00243 511,272 471,429
Snap-on Inc 0.00242 1,700 468,622
Minor International Public Co Ltd. 0.00242 500,000 468,950
Embraer Netherlands Finance B.V. 0.00240 446,000 464,018
AMMC CLO 21 Ltd. / AMMC CLO 21 LLC 0.00240 461,392 464,149
BX 2023-DELC MORTGAGE TRUST 0.00240 461,000 465,189
Mediobanca SpA 0.00239 34,000 463,409
Motorola Solutions Inc 0.00239 1,400 462,546
Gol Finance Sa Dip 144A 0.00238 460,537 460,537
Apidos Clo Xxxvii Ltd / Llc 0.00238 455,000 461,789
Government National Mortgage Association 0.00238 487,746 460,790
Novartis AG Registered Shares 0.00236 4,500 457,333
Eur P Usd C @1.060000 Eo 0.00236 4,505,000 457,138
Bankamerica Mhc Tr 0.00236 2,790,000 456,883
Federal National Mortgage Association 0.00236 485,002 456,769
Federal National Mortgage Association 0.00236 479,164 456,973
Federal National Mortgage Association 0.00236 484,955 456,724
Ono Pharmaceutical Co Ltd 0.00235 27,400 455,477
Comerica Inc 0.00235 9,229 455,728
MGM Resorts International 0.00235 10,500 454,440
DRYDEN 50 Senior Loan Fund 0.00235 450,000 454,668
Indymac Indx Mtg 0.00235 528,891 455,424
Government National Mortgage Association 0.00235 468,328 455,005
Federal Home Loan Mortgage Corp. 0.00235 472,076 455,549
Meiji Holdings Co Ltd 0.00234 20,100 453,516
Connectwise Llc Tl-B 0.00234 454,682 453,687
Ticp Clo Ix Ltd / Ticp Clo Ix Llc 0.00234 450,000 453,965
GoldenTree Loan Management US CLO 1, LTD/LLC 0.00234 450,000 453,135
Apidos Clo Xxxvii Ltd / Llc 0.00234 450,000 453,412
Federal Home Loan Mortgage Corp. 0.00234 466,187 454,207
Mosaic Solar Loan Trust 2019-2 0.00233 508,609 452,132
Symphony CLO XVI Ltd/Llc 0.00232 445,528 449,011
Ecopetrol S.A. 0.00230 419,000 445,121
BX COMMERCIAL MORTGAGE TRUST 0.00229 444,346 444,196
Federal National Mortgage Association 0.00229 473,422 443,750
Federal National Mortgage Association 0.00228 455,291 441,140
Federal National Mortgage Association 0.00228 453,796 441,218
Federal National Mortgage Association 0.00228 461,518 442,260
Federal National Mortgage Association 0.00228 458,323 442,227
Colombia (Republic of) 0.00228 708,000 442,533
Kuehne + Nagel International AG 0.00227 1,300 439,362
Federal National Mortgage Association 0.00227 451,718 439,928
Federal National Mortgage Association 0.00227 469,656 440,220
UBS Group AG 0.00227 483,000 440,024
Samsung Card Co Ltd 0.00226 15,500 437,087
Federal National Mortgage Association 0.00226 467,766 437,981
Government National Mortgage Association 0.00226 456,795 437,296
Smb Private Education Loan Trust 2021-C 0.00226 517,977 438,354
BankUnited Inc 0.00225 16,284 436,737
BFLD TRUST 2020-EYP 0.00225 3,978,000 436,541
C-Bass 2006-Mh1 0.00225 446,516 436,119
Cincinnati Financial Corp 0.00224 3,800 433,200
LONG POINT PARK CLO LTD 0.00224 430,000 434,119
Avoca Clo XVIII Designated Activity Company 0.00224 400,000 434,076
Apidos Clo Xx/Llc 0.00224 428,633 433,295
Golub Capital Partners Clo 55B Ltd/Llc 0.00224 430,000 433,541
Federal National Mortgage Association 0.00224 435,786 433,460
Emirates NBD Bank PJSC 0.00224 425,000 434,342
Prosus NV Ordinary Shares - Class N 0.00223 14,800 432,267
RAD CLO 15 LTD 0.00223 430,000 431,808
Oak Hill European Credit Partners V Designated Activity Company 0.00223 400,000 432,158
APA Corp 0.00221 14,400 428,976
Periama Holdings LLC 0.00221 425,000 427,374
Federal National Mortgage Association 0.00221 442,133 428,290
Lehman Xs Trust 0.00221 453,117 428,989
LCM XIV Limited 0.00220 422,917 426,388
ORIGEN MANUFACTURED HOUSING CONTRACT TRUST 2007-B 0.00220 438,827 426,508
SGS AG 0.00219 4,400 423,735
Federal Realty Investment Trust 0.00219 4,200 423,570
Aeropuertos Dominicanos Siglo XXI SA 0.00219 417,000 424,674
Octagon Investment Partners 33 Ltd 0.00219 419,955 423,454
SCSK Corp 0.00218 22,900 422,289
Avoca CLO XV Designated Activity Company 0.00218 400,000 422,715
Impac CMB Trust 0.00218 487,507 422,113
Federal National Mortgage Association 0.00217 440,955 420,997
Federal National Mortgage Association 0.00217 413,077 421,354
CitiMortgage Alternative Loan Trust 0.00217 486,277 421,103
Federal Home Loan Mortgage Corp. 0.00217 446,467 419,710
George Weston Ltd 0.00216 3,200 419,384
Federal National Mortgage Association 0.00216 432,006 418,578
CITIGROUP COMMERCIAL MORTGAGE TRUST 0.00216 423,035 419,415
Jpmcc Commercial Mortgage Securities 0.00216 470,000 417,899
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00216 555,462 419,262
245 Park Avenue Trust 2017 0.00215 480,000 415,919
Mapfre SA 0.00214 195,700 414,871
Star Energy Geothermal (Wayang Windu) Ltd. 0.00214 405,400 415,100
Telia Company AB 0.00213 173,400 413,414
Federal National Mortgage Association 0.00213 428,153 412,326
Government National Mortgage Association 0.00213 445,117 412,904
BNP Paribas SA 0.00213 462,000 413,146
Firstrand Ltd 0.00212 121,800 411,296
Eagle Bancorp Inc 0.00212 17,230 410,419
Saxon Asset Securities Trust 0.00211 586,832 408,774
CSMC Mortgage-Backed Trust 0.00211 738,121 409,436
Olympic Tower Mortgage Trust 0.00211 36,697,000 408,635
GCAT 2022-NQM1 TRUST 0.00211 564,000 408,267
JPMorgan Chase & Co. 0.00211 433,000 408,321
Bank Negara Indonesia (Persero) Tbk PT 0.00210 420,000 407,241
Government National Mortgage Association 0.00210 425,608 407,447
ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 0.00210 636,000 406,687
GSK PLC 0.00209 19,200 404,282
Mitsubishi Electric Corp 0.00209 25,500 405,748
Bristol Pk Clo Ltd 2016-1 0.00209 400,000 404,496
CK Hutchison International 2023 Ltd. 0.00209 405,000 405,836
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 0.00209 2,396,848 404,338
Federal National Mortgage Association 0.00209 414,859 404,110
Ms Cap I Tr 2016-Ubs9 0.00209 13,984,000 404,117
PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY 0.00209 401,981 405,285
Warehouses De Pauw SA 0.00208 15,100 403,283
Allegro CLO IV Ltd. 0.00208 400,000 403,065
CIFC Funding 2019-V LTD/LLC 0.00208 400,000 403,811
Otsuka Corp 0.00207 9,100 400,067
Federal Home Loan Mortgage Corp. 0.00207 418,044 400,454
Federal National Mortgage Association 0.00207 420,166 401,150
Federal Home Loan Mortgage Corp. 0.00207 422,689 400,451
Morgan Stanley ABS Capital I Inc 0.00207 438,363 401,809
ANGEL OAK MORTGAGE TRUST 2022-2 0.00207 437,900 400,979
REGIONAL MANAGEMENT ISSUANCE TRUST 2022-1 0.00206 417,000 399,157
Federal National Mortgage Association 0.00206 451,359 399,667
Federal National Mortgage Association 0.00206 402,175 398,777
A.O. Smith Corp 0.00205 4,800 397,920
Federal National Mortgage Association 0.00205 414,970 397,655
BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 0.00205 410,000 397,364
Cwalt Incorporation 0.00205 447,514 397,636
CSMC Series 2014-4R 0.00205 424,593 396,913
Government National Mortgage Association 0.00205 395,328 397,886
CFCRE Commercial Mortgage Trust 0.00205 410,000 397,018
Wesfarmers Ltd 0.00204 9,100 394,873
Sands China Ltd. 0.00204 400,000 394,696
Ashton Woods (USA) LLC/Ashton Woods Finance Co. 0.00204 430,000 395,289
Federal National Mortgage Association 0.00204 419,700 394,425
Citigroup Inc. 0.00204 433,000 395,307
MSCI Inc 0.00203 700 392,679
ORION GROUP HOLDCO 2 LLC DD Prvt 0.00203 399,221 394,230
Palmer Square Loan Funding 2022-2 LTD / LLC 0.00203 390,000 392,471
Federal Home Loan Mortgage Corp. 0.00203 401,345 393,001
DP World Salaam 0.00202 389,000 391,251
Inpex Corp 0.00201 29,000 389,651
Ca Magnum Holdings 0.00201 400,000 389,583
Atrium Xiii 0.00201 390,000 389,743
Federal National Mortgage Association 0.00201 436,833 388,598
American Home Mortgage Asset Trust 0.00201 586,172 388,517
Federal National Mortgage Association 0.00201 400,426 388,457
Soundview Home Loan Trust 0.00200 547,041 388,285
Federal National Mortgage Association 0.00200 423,794 386,852
Sojitz Corp 0.00199 15,200 385,814
Lockheed Martin Corp 0.00199 900 385,416
Garda World Security Corporation 0.00199 377,000 384,849
Federal National Mortgage Association 0.00199 378,005 385,344
Federal Home Loan Mortgage Corp. 0.00199 393,806 385,959
Sainsbury (J) PLC 0.00198 121,400 383,298
Kobayashi Pharmaceutical Co Ltd 0.00198 9,600 383,564
Synchrony Financial 0.00198 9,300 384,090
Ukraine (Republic of) 0.00198 1,466,000 382,787
Morinaga & Co Ltd 0.00197 21,200 380,954
Federal National Mortgage Association 0.00197 394,746 380,883
Nippon Steel Corp 0.00196 15,300 379,765
Howmet Aerospace Inc 0.00196 5,700 379,335
Ukraine (Republic of) 0.00196 1,465,000 379,897
Morgan Stanley BAML Trust 0.00196 430,000 379,484
Banco Santander SA 0.00195 91,000 378,688
Service Properties Trust 0.00195 397,000 378,027
Regatta Funding Limited/Corp 0.00194 375,000 375,716
Invesco Euro CLO V Designated Activity Company 0.00194 350,000 374,998
Bear Stearns Asset Backed Securities I Trust 0.00194 410,793 374,887
Government National Mortgage Association 0.00194 407,297 374,882
Land Securities Group PLC 0.00193 47,800 374,639
Grippen Park Clo Ltd 0.00193 370,479 373,374
Ares Xlviii Clo Ltd 0.00193 370,000 373,328
Federal National Mortgage Association 0.00193 405,440 373,443
BBCMS Trust 0.00193 15,915,138 374,461
Argent Secs Inc 0.00193 700,105 373,226
Invesco Ltd 0.00192 24,100 371,381
Uruguay (Republic of) 0.00192 347,368 371,346
Fnma Pass-Thru I 0.00192 397,893 372,675
Cheever Escrow Issuer LLC 0.00191 359,000 369,122
Tropicana (Naked Juice/Bengal) Tl-B 0.00191 460,000 369,582
Federal National Mortgage Association 0.00191 391,826 369,242
Kenya (Republic of) 0.00191 400,000 369,622
Hungary (Republic Of) 0.00191 322,000 370,981
Greenpoint Mtg Fdg 0.00191 424,211 370,132
Federal Home Loan Mortgage Corp. 0.00191 378,083 369,702
Federal National Mortgage Association 0.00191 392,965 369,216
Mexico (United Mexican States) 0.00190 358,000 367,651
Federal Home Loan Mortgage Corp. 0.00190 400,131 368,992
Government National Mortgage Association 0.00190 377,709 367,514
Barclays PLC 0.00190 462,000 367,430
Cadence Design Systems Inc 0.00189 1,200 365,256
India Green Power Holdings 0.00189 394,786 365,474
KKR CLO 10 LTD 0.00189 360,000 365,228
Ford Motor Company 0.00189 446,000 366,802
Colombia (Republic of) 0.00189 340,000 365,650
Thomson Reuters Corp 0.00188 2,300 363,293
Peru (Republic of) 0.00188 478,000 363,376
Palmer Square Clo 2021-3 Ltd / Llc 0.00188 360,000 363,961
Rali Series 07-Qh9 0.00188 460,016 363,938
Federal Home Loan Mortgage Corp. 0.00188 375,963 364,345
Coles Group Ltd 0.00187 32,900 362,046
Federal Home Loan Mortgage Corp. 0.00187 6,710,000 361,328
CWMBS Inc 0.00187 1,204,991 362,176
GMR Hyderabad International Airport Ltd. 0.00186 384,000 360,251
Federal National Mortgage Association 0.00186 376,861 359,804
SCC Power PLC 0.00186 2,019,600 361,012
Harborview Mtg Loan Trust 0.00186 395,943 360,080
Telefonica Brasil SA 0.00185 32,700 358,547
Dominican Republic 0.00185 394,000 359,263
CHL Mortgage Pass-Through Trust 0.00185 713,283 357,719
GSamp Trust 0.00185 718,058 358,975
Weir Group PLC 0.00184 15,400 357,073
Ivory Coast (Republic Of) 0.00184 400,000 355,916
GS Mortgage Securities Corp 0.00184 835,528 355,742
Federal Home Loan Mortgage Corp. 0.00184 394,471 356,258
Keysight Technologies Inc 0.00183 2,300 354,890
Metinvest B.V. 0.00183 463,000 355,503
Federal National Mortgage Association 0.00183 365,165 353,785
COLLEGE AVE STUDENT LOANS LLC 0.00183 399,240 354,316
Powszechny Zaklad Ubezpieczen SA 0.00182 28,700 353,433
SOUND POINT CLO XV LTD 0.00182 350,000 352,546
OCTAGON INVESTMENT PARTNERS 39 LTD 0.00182 350,000 353,145
Whitebox Clo I Ltd/Llc 0.00182 350,000 353,447
Federal National Mortgage Association 0.00182 364,270 352,128
Federal National Mortgage Association 0.00181 373,141 350,356
Molson Coors Beverage Co Shs -B- Non-Voting 0.00180 5,600 349,552
Bamll Commercial Mortgage Securitie 0.00180 350,000 348,792
Government National Mortgage Association 0.00180 377,742 349,248
Federal National Mortgage Association 0.00180 369,877 348,434
Booking Holdings Inc 0.00179 100 346,883
CWMBS Inc 0.00179 378,509 346,717
Federal Home Loan Mortgage Corp. 0.00178 375,253 345,267
Federal National Mortgage Association 0.00177 364,559 342,772
Naac Reperforming 0.00177 386,507 343,852
Nippon Paint Holdings Co Ltd 0.00176 45,900 340,562
Ukraine (Republic of) 0.00176 1,197,000 341,660
Bangkok Bank Public Company Limited (Hong Kong Branch) 0.00176 332,000 340,516
Egypt (Arab Republic of) 0.00176 361,000 340,431
Bangkok Bank Public Company Limited (Hong Kong Branch) 0.00176 333,000 340,928
AQUA FINANCE TRUST 0.00176 382,167 340,772
LEGACY MORTGAGE ASSET TRUST 0.00176 1,990,663 340,533
Daiichi Sankyo Co Ltd 0.00175 10,200 338,978
Federal National Mortgage Association 0.00175 350,644 339,666
Gilbert Park Clo Ltd 0.00175 335,425 338,576
Morgan Stanley Capital I Trust 2017-HR2 0.00175 430,000 339,106
Adobe Inc 0.00174 600 336,168
LCM XVII LTD Partnership 0.00174 333,136 336,134
Morgan Stanley 0.00174 8,585,469 336,370
Bankamerica Mhc Tr 0.00173 1,680,000 335,792
Suzano Austria GmbH 0.00173 351,000 335,672
Dryden 83 Clo Ltd / Llc 0.00173 350,000 335,646
Federal Home Loan Mortgage Corp. 0.00173 353,692 334,313
Nidec Corp 0.00172 8,800 334,020
Whirlpool Corp 0.00172 3,100 332,909
Rad CLO 16 Ltd. 0.00172 325,000 332,347
Government National Mortgage Association 0.00172 343,146 333,952
Dominican Republic 0.00171 331,000 332,162
Federal Home Loan Mortgage Corp. 0.00171 337,682 330,953
Government National Mortgage Association 0.00171 328,378 330,332
Santen Pharmaceutical Co Ltd 0.00170 33,200 329,737
Federal National Mortgage Association 0.00170 350,700 330,285
Federal National Mortgage Association 0.00170 340,663 328,542
Cwheq Revolving Home Equity Loan Trust 2006-H 0.00170 334,791 329,775
Federal National Mortgage Association 0.00169 338,450 327,853
Merrill Lynch Mtg Inv Trust 0.00169 392,406 327,929
Federal National Mortgage Association 0.00169 367,065 326,534
Bahrain (Kingdom of) 0.00169 336,000 327,128
City Developments Ltd 0.00168 77,200 325,542
Latch Inc Legended 0.00168 411,849 325,361
Bear Stearns Mortgage Funding Trust Series 2006-SL1 0.00168 334,081 325,321
CWABS Inc. 0.00167 332,455 324,448
Federal Home Loan Mortgage Corp. 0.00167 340,794 324,335
Federal Home Loan Mortgage Corp. 0.00166 351,362 321,318
Federal Home Loan Mortgage Corp. 0.00166 347,725 321,012
Ahli United Perpetual Sukuk Ltd 0.00166 350,000 322,525
Suzuken Co Ltd 0.00165 10,700 318,705
Morgan Stanley Residential Mortgage Loan Trust 0.00165 322,957 319,802
Carrefour 0.00164 18,900 317,629
Panasonic Holdings Corp 0.00164 33,400 316,995
Federal National Mortgage Association 0.00163 322,591 315,759
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00163 15,975,500 315,195
GCAT 2022-HX1 TRUST 0.00162 352,239 314,111
TDK Corp 0.00161 6,000 312,127
Equinor ASA 0.00161 12,600 311,040
Federal Home Loan Mortgage Corp. 0.00160 320,128 310,917
Federal National Mortgage Association 0.00160 337,328 310,706
Stem Inc 0.00159 622,000 307,804
Federal National Mortgage Association 0.00159 332,935 307,785
Freddie Mac Seasoned Credit Risk Transfer Trust 0.00159 2,784,843 307,705
Export-Import Bank of India 0.00158 300,000 305,273
Diamond II Ltd. 0.00158 300,000 306,554
Bear Strn 2007-Ar3 0.00158 345,783 306,041
Fnma Pass-Thru I 0.00158 353,955 305,903
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00158 746,482 306,949
Kurita Water Industries Ltd 0.00157 7,500 305,121
Nongfu Spring Co Ltd Class H Ordinary Shares 0.00157 53,800 305,120
Nationstar Mortgage LLC 0.00157 307,000 304,087
Playtika Holding Corp 0.00157 349,000 304,711
HPS Loan Management 9-2016 LTD/LLC 0.00157 300,000 303,314
Guatemala (Republic of) 0.00157 282,000 304,813
Government National Mortgage Association 0.00157 301,433 303,325
Oman (Sultanate Of) 0.00157 300,000 305,032
Greenko Wind Projects (Mauritius) Ltd. 0.00156 300,000 301,769
Federal National Mortgage Association 0.00156 312,996 302,760
Promigas S A E S P/Gases Del Pacifico S A C 0.00156 341,000 301,319
Dryden 65 Clo 2018-65 0.00156 300,000 302,501
CIFC Funding 0.00156 300,000 301,956
APIDOS CLO XXXII 0.00156 300,000 301,764
GULF STREAM MERIDIAN 3 LTD 0.00156 300,000 302,883
Federal National Mortgage Association 0.00156 341,266 302,183
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00156 441,661 302,623
Hewlett Packard Enterprise Co 0.00155 19,700 300,031
Embraer Netherlands Finance B.V. 0.00155 286,000 300,851
Bluemountain Clo Ltd/Llc 0.00155 300,000 300,478
Federal Home Loan Mortgage Corp. 0.00155 325,312 300,354
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00155 6,755,774 299,883
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III 0.00154 297,500 298,887
Dryden 40 Senior Loan Fund Limited Liability Company 0.00154 300,000 297,745
Chile (Republic of) 0.00154 336,000 297,829
Melco Resorts Finance Limited 0.00153 300,000 295,872
Morgan Stanley ML 0.00153 1,042,674 295,759
Federal Home Loan Mortgage Corp. 0.00153 306,881 296,104
Customers Bancorp Inc 0.00152 5,428 294,795
Meta Platforms Inc Class A 0.00152 600 294,078
Digicel Midco Ltd. / Difl US II LLC 0.00152 363,785 294,211
Federal National Mortgage Association 0.00152 308,545 295,442
Colombia (Republic of) 0.00152 366,000 293,928
Federal Home Loan Mortgage Corp. 0.00152 305,857 294,160
BOK Financial Corp 0.00151 3,447 293,029
Sands China Ltd. 0.00151 300,000 292,545
Federal National Mortgage Association 0.00151 287,260 292,839
Banco Bilbao Vizcaya Argentaria SA 0.00150 29,200 290,266
Weg SA 0.00150 39,300 290,203
Mitsui O.S.K. Lines Ltd 0.00150 8,500 291,455
Bear Stearns Mortg 0.00150 315,210 290,855
Federal National Mortgage Association 0.00150 279,129 291,471
Federal Home Loan Mortgage Corp. 0.00150 316,794 291,139
Federal National Mortgage Association 0.00150 298,570 291,047
Government National Mortgage Association 0.00150 316,155 290,809
JM Smucker Co 0.00149 2,400 288,408
2Y Rtr 4.000000 23-Aug-2024 2 0.00149 47,150,000 289,351
CIFC Funding 0.00149 284,858 287,946
Federal National Mortgage Association 0.00149 314,988 289,043
Aps Resecuritization Tr 0.00149 287,910 287,897
Poland (Republic of) 0.00149 283,000 289,029
Makita Corp 0.00148 11,000 287,145
Voya CLO Limited 0.00148 284,989 286,939
Indymac Indx Mtg 0.00148 296,652 285,888
Government National Mortgage Association 0.00148 291,075 287,397
Royal Caribbean Group 0.00146 2,300 283,705
Wynn Macau Ltd. 0.00145 299,000 280,252
Dominican Republic 0.00145 309,000 281,686
Guatemala (Republic of) 0.00145 260,000 281,033
Costa Rica (Republic of) 0.00145 266,000 281,535
Dryden 77 Clo Ltd / Llc 0.00145 281,250 281,513
Carrington Mtg Ln 0.00145 290,641 281,276
GS MORTGAGE SECURITIES TRUST 0.00145 7,772,118 281,753
Orica Ltd 0.00144 25,000 278,529
Trelleborg AB Class B 0.00144 7,700 279,873
Federal National Mortgage Association 0.00144 289,667 278,819
Egypt (Arab Republic of) 0.00144 321,000 279,534
Structured Adj Rate Mtg Loan Trust 0.00144 508,465 279,251
Morinaga Milk Industry Co Ltd 0.00143 13,300 276,184
ResMed Inc 0.00143 1,600 277,952
Macedonia (Republic of) 0.00143 231,000 277,444
EQUATE Petrochemical B.V. 0.00143 307,000 276,322
Sasol Financing USA LLC 0.00143 269,000 277,386
Ukraine (Republic of) 0.00143 1,109,000 277,882
Green Tree Financial Corporation 0.00142 851,282 275,771
Dana Inc. 0.00142 312,000 275,899
Federal Home Loan Mortgage Corp. 0.00142 290,624 275,334
Federal Home Loan Mortgage Corp. 0.00142 290,219 274,951
South Africa (Republic of) 0.00141 296,000 273,279
C Bass Series 2006-Cb2 Trust 0.00141 330,199 272,629
Federal National Mortgage Association 0.00141 288,829 272,734
PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY 0.00141 269,491 273,998
Xhr LP 0.00140 289,000 270,430
Conseco Financial Secs Corp 0.00140 1,445,272 272,129
Federal National Mortgage Association 0.00140 283,399 270,573
Raizen Fuels Finance SA 0.00140 270,000 271,094
C-BASS Mortgage Loan Asset Backed Certificates Series 2007- CB6 0.00140 422,113 270,994
Nucor Corp 0.00139 1,400 269,220
Green Tree Financial Corporation 0.00139 794,126 268,774
CVC Cordatus Loan Fund V DAC 0.00139 250,000 268,610
Ocp Euro Clo 2019-3 Designated Activity Company 0.00139 250,000 270,139
Federal Home Loan Mortgage Corp. 0.00139 294,000 269,572
Government National Mortgage Association 0.00139 291,305 268,355
Woolworths Group Ltd 0.00138 12,600 267,630
The AES Corp 0.00138 17,600 267,520
Cxapp Inc Lockup Prvt 0.00138 89,820 267,664
Federal National Mortgage Association 0.00138 283,424 267,088
Tupy Overseas S.A. 0.00138 315,000 267,868
Ocp Euro Clo 2019-3 Designated Activity Company 0.00138 250,000 268,218
Federal National Mortgage Association 0.00138 277,982 268,219
Benin (The Republic of) 0.00137 295,000 266,309
CSMC Mortgage-Backed Trust Series 2006-1 0.00137 1,190,396 264,620
Federal National Mortgage Association 0.00137 270,722 265,002
Federal Home Loan Mortgage Corp. 0.00137 279,395 266,046
Metcash Ltd 0.00136 109,300 264,043
B3 SA - Brasil Bolsa Balcao 0.00136 101,900 263,125
Indymac ABS, Inc. 0.00136 276,007 264,369
Government National Mortgage Association 0.00136 261,917 263,711
James Hardie Industries PLC 0.00135 6,600 261,079
Kansai Paint Co Ltd 0.00135 18,100 262,424
Guatemala (Republic of) 0.00135 256,000 262,319
Rakus Co Ltd 0.00134 16,500 259,897
Centene Corp 0.00134 3,300 258,819
EQUATE Petrochemical B.V. 0.00134 267,000 260,361
Federal National Mortgage Association 0.00134 291,780 259,794
Federal National Mortgage Association 0.00133 270,249 258,579
NEUBERGER BERMAN LOAN ADVISERS CLO 39 LTD 0.00133 250,000 256,838
Benin (The Republic of) 0.00133 294,000 257,745
Wynn Macau Ltd. 0.00132 253,000 256,047
Millicom International Cellular SA 0.00132 267,300 256,219
Trimaran Cavu 2019-1 Ltd / LLC 0.00132 250,000 255,162
Dbgs_19-1735 X 144a 0.00132 21,535,000 255,563
Fnma Pass-Thru I 0.00132 264,420 255,124
NELNET STUDENT LOAN TRUST 0.00132 331,000 256,133
Orkla ASA 0.00131 35,400 254,030
DAE Funding LLC 0.00131 260,000 253,452
Citizens Bank National Association 0.00131 250,000 253,934
Colombia (Republic of) 0.00131 259,000 253,371
Century Communities Inc 0.00131 249,000 253,540
Stratus Clo 2021-2 Ltd/Stratus Clo 2021-2 Llc 0.00131 250,000 252,996
Stratus Clo 2021-3 Ltd/Stratus Clo 2021-3 Llc 0.00131 250,000 253,438
ARES LII CLO LTD 0.00131 250,000 252,881
Birch Grove Clo Ltd/Llc 0.00131 250,000 254,160
Palmer Square CLO 2018-2 Ltd 0.00131 250,000 253,708
Ticp Clo Xi Ltd / Ticp Clo Xi Llc 0.00131 250,000 253,148
Ticp Clo Xi Ltd / Ticp Clo Xi Llc 0.00131 250,000 253,832
BALLYROCK CLO LTD 0.00131 250,000 254,531
OCTAGON INVESTMENT PARTNERS 43 LTD 0.00131 250,000 253,544
Gulf Stream Meridian 1 LTD / LLC 0.00131 250,000 252,960
Kingdom of Morocco 0.00131 241,000 254,724
BALLYROCK CLO 14 LTD 0.00131 250,000 254,587
Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc 0.00131 250,000 253,516
BENEFIT STREET PARTNERS CLO XXV LTD 0.00131 250,000 253,065
Symphony Clo 38 Ltd / Symphony Clo 3 FRN 0.00131 250,000 253,554
Continuum Energy Levanter Pte. Ltd. 0.00130 262,264 251,868
ALM 2020-1 LTD 0.00130 250,000 252,358
Neuberger Berman CLO XV Ltd. 0.00130 250,000 251,168
PALMER SQUARE LOAN FUNDING LTD 0.00130 250,000 252,352
Neuberger Berman Loan Advisers Clo 24 Ltd/Llc 0.00130 250,000 251,652
Burnham Park Clo Llc 0.00130 250,000 252,057
Stratus Clo 2021-3 Ltd/Stratus Clo 2021-3 Llc 0.00130 250,000 252,229
Bluemountain Fuji U.S. CLO III LTD/ LLC 0.00130 250,000 251,680
Grippen Park Clo Ltd 0.00130 250,000 252,318
Regatta Funding Limited/Corp 0.00130 250,000 252,386
COOK PARK CLO LTD 0.00130 250,000 252,146
Eaton Vance Clo 2014-1 Ltd 0.00130 250,000 252,582
Dryden 42 Senior Loan Fund 0.00130 250,000 251,753
CIFC Funding 2013-I Ltd. 0.00130 250,000 252,378
Gilbert Park Clo Ltd 0.00130 250,000 252,483
VOYA CLO 2017-4 Ltd 0.00130 250,000 252,226
Palmer Square Loan Funding 2022-2 LTD / LLC 0.00130 250,000 251,849
Neuberger Berman Clo XXII Limited 0.00130 250,000 252,323
Neuberger Berman Clo XXII Limited 0.00130 250,000 252,815
Neuberger Berman Loan Advisers CLO 26, Ltd. 0.00130 250,000 251,871
Myers Park CLO Ltd 0.00130 250,000 251,927
Cbam 2018-6 Ltd / Llc 0.00130 250,000 252,292
Regatta Funding Limited/Corp 0.00130 250,000 252,505
Cifc Funding 2015-I. Ltd 0.00130 250,000 251,649
Voya CLO 2018-1, Ltd. / Voya CLO 2018-1, LLC 0.00130 250,000 251,706
CARLYLE US CLO 2018-1 LTD 0.00130 250,000 251,962
Apidos Clo XXII 0.00130 250,000 251,530
Allegro Clo Viii Ltd 0.00130 250,000 251,814
Apidos Clo Xx/Llc 0.00130 250,000 252,320
Palmer Square CLO 2018-2 Ltd 0.00130 250,000 251,153
GT LOAN FINANCING I LTD 0.00130 250,000 251,649
Apidos Clo Xxx 2018-30 0.00130 248,836 251,310
Neuberger Berman Loan Advisers 0.00130 250,000 252,704
Bluemountain CLO XXIII LTD / LLC 0.00130 250,000 251,784
Dryden 83 Clo Ltd / Llc 0.00130 250,000 252,266
SYMPHONY CLO XXIV LTD 0.00130 250,000 252,045
Verde Clo Ltd / Llc 0.00130 250,000 252,537
MADISON PARK FUNDING XXXIV LTD 0.00130 250,000 251,767
TRESTLES CLO 2017-1 LTD 0.00130 250,000 251,637
MADISON PARK FUNDING XXXIV LTD 0.00130 250,000 252,670
REGATTA XVI FUNDING LTD 0.00130 250,000 252,633
Benefit Street Partners Clo Xix Ltd / Llc 0.00130 250,000 252,438
ALLEGRO CLO XI LTD 0.00130 250,000 252,440
APIDOS CLO XXXII 0.00130 250,000 252,171
Oha Loan Funding Ltd 2016-1 0.00130 250,000 252,249
Generate Clo-7 Ltd/Generate Clo-7 Llc 0.00130 250,000 252,028
Minerva Luxembourg S.A. 0.00130 231,000 251,957
Kayne Clo 9 Ltd/Llc 0.00130 250,000 252,307
Symphony CLO XXIII LTD/LLC 0.00130 250,000 252,187
CARLYLE US CLO 2021-1 LTD 0.00130 250,000 252,179
PALMER SQUARE CLO LTD 0.00130 250,000 251,279
Aimco Clo Series 2017-A 0.00130 250,000 251,051
Elmwood Clo Ii Ltd / Llc 0.00130 250,000 251,321
Aimco Clo Series 2017-A 0.00130 250,000 250,976
Benefit Str Partners Clo Xx Ltd / Llc 0.00130 250,000 252,465
Shackleton 2019-Xiv Clo Ltd / Shackleton 2019-Xiv Clo Llc 0.00130 250,000 252,440
CROWN CITY CLO III 0.00130 250,000 251,509
JAMESTOWN CLO XVI LTD 0.00130 250,000 252,096
MARBLE POINT CLO XXII LTD 0.00130 250,000 251,672
OCEAN TRAILS CLO X 0.00130 250,000 252,666
OCTAGON 56 LTD 0.00130 250,000 251,965
Palmer Square Clo 2021-4 Ltd / Llc 0.00130 250,000 251,258
Birch Grove Clo 2 Ltd / Llc 0.00130 250,000 252,283
SIXTH STREET CLO XX LTD 0.00130 250,000 252,687
ANCHORAGE CAPITAL CLO 16 LTD 0.00130 250,000 252,212
AGL CORE CLO 15 LTD 0.00130 250,000 252,161
Securitized Asset Backed Receivables Llc Trust 0.00130 340,000 252,278
BLUEMOUNTAIN CLO LTD 0.00130 250,000 251,100
DIAMETER CAPITAL CLO 2 LTD 0.00130 250,000 252,368
Elmwood Clo I Ltd / Llc 0.00130 250,000 251,439
Federal National Mortgage Association 0.00130 283,717 252,615
Federal National Mortgage Association 0.00130 275,496 251,359
Nomura Asset Acceptance Corp Alt Ln tr 0.00129 258,469 250,298
Myers Park CLO Ltd 0.00129 250,000 250,636
Cedar Funding VII CLO, Ltd 0.00129 250,000 250,193
CIFC Funding 2013-IV Ltd 0.00129 250,000 250,215
Canyon Clo 2016-1 Ltd. 0.00129 247,070 248,965
Cbam 2018-7 Ltd/Llc 0.00129 250,000 250,803
OCTAGON LOAN FUNDING LLC 0.00129 250,000 250,458
Symphony Clo Xxiv Ltd / Symphony Clo FRN 0.00129 250,000 250,000
Kayne Clo Iii Ltd / Kayne Clo Iii Llc 0.00129 250,000 250,788
PPM CLO 2 LTD 0.00129 250,000 249,020
CIFC FUNDING LTD 0.00129 250,000 250,340
Agl Clo 9 Ltd/ Llc 0.00129 250,000 249,201
Agl Clo 11 Ltd / Llc 0.00129 250,000 250,137
TCW CLO 2019-1 AMR LTD 0.00129 250,000 250,114
CARVAL CLO V-C LTD 0.00129 250,000 249,381
CARVAL CLO V-C LTD 0.00129 250,000 249,835
Birch Grove Clo 2 Ltd / Llc 0.00129 250,000 250,553
Apidos Clo Xxxvii Ltd / Llc 0.00129 250,000 249,505
TRIMARAN CAVU 2021-2 LTD 0.00129 250,000 250,110
REGATTA XXIV FUNDING LTD 0.00129 250,000 250,847
Wamu Mortgage Pass-Through CTFS TR 0.00129 300,510 249,985
CIFC FUNDING 2017-I LTD 0.00129 250,000 250,161
Government National Mortgage Association 0.00129 271,781 250,601
GACI First Investment Co. 0.00129 291,000 250,765
Brother Industries Ltd 0.00128 14,800 248,150
Zhen Ding Technology Holding Ltd 0.00128 78,000 247,995
Cedar Funding IX CLO 0.00128 250,000 248,469
TRESTLES CLO 2017-1 LTD 0.00128 250,000 247,370
BARDOT CLO LTD 0.00128 250,000 247,038
CANYON CLO LTD 0.00128 250,000 248,858
PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 0.00128 250,000 248,243
Flatiron Clo 2019-1 Ltd / Llc 0.00128 250,000 247,671
BX TRUST 2022-GPA 0.00128 107,548,000 248,325
Government National Mortgage Association 0.00128 268,339 247,427
Federal Home Loan Mortgage Corp. 0.00128 278,128 247,470
Mexico (United Mexican States) 0.00128 250,000 248,751
Advantech Co Ltd 0.00127 20,000 246,761
BATTALION CLO IX LTD 0.00127 250,000 246,639
CEDAR FUNDING CLO LTD 0.00127 250,000 245,503
MARBLE POINT CLO XXIII LTD 0.00127 250,000 246,983
Mastr Resec Trust 0.00127 639,601 246,672
Federal National Mortgage Association 0.00127 255,946 246,986
Peru (Republic of) 0.00126 287,000 245,001
GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD 0.00126 250,000 244,035
Dryden 78 Clo Ltd / Llc 0.00126 250,000 243,194
C-Bass 2006-Cb7 Trust 0.00126 382,715 243,836
Federal National Mortgage Association 0.00126 277,759 244,684
Multiplan Empreendimentos Imobiliarios SA 0.00125 45,700 242,910
Jordan (Kingdom Of) 0.00125 247,000 241,961
Hungary (Republic Of) 0.00125 245,000 243,120
CARVAL CLO III LTD 0.00125 250,000 241,864
BAIN CAPITAL CREDIT CLO LIMITED 0.00125 250,000 242,501
GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD 0.00125 250,000 241,844
Federal Home Loan Mortgage Corp. 0.00125 264,353 243,090
Banco Mercantil del Norte S.A. 0.00125 252,000 241,459
Hargreaves Lansdown PLC 0.00124 26,100 240,483
GEMS MENASA (Cayman) Limited & GEMS Education (Delaware) LLC 0.00124 241,000 239,458
PT Freeport Indonesia 0.00124 243,000 240,981
Uzbekistan (The Republic of) 0.00124 224,000 241,029
Barings Clo Limited 0.00124 239,481 241,197
Benefit Street Partners Clo Vii, Ltd 0.00124 237,718 239,851
Cosan Luxembourg S.A. 0.00124 235,000 239,781
Voya Clo 2015-3 Limited/Llc 0.00124 238,054 240,087
Federal National Mortgage Association 0.00124 251,278 240,824
Guatemala (Republic of) 0.00124 288,000 240,147
Federal National Mortgage Association 0.00124 244,477 239,300
Federal Home Loan Mortgage Corp. 0.00124 258,932 241,007
Eisai Co Ltd 0.00123 5,700 238,176
Sands China Ltd. 0.00123 247,000 237,969
Federal National Mortgage Association 0.00123 246,566 237,929
ORION GROUP 1ST AR TL (HELIOS) TL Prvt 0.00122 235,717 235,717
Cbam 2018-7 Ltd/Llc 0.00122 234,890 237,022
Federal Home Loan Mortgage Corp. 0.00122 264,872 236,230
PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY 0.00122 232,957 235,998
Burberry Group PLC 0.00121 14,400 234,066
Conseco Financial Secs Corp 0.00121 1,224,374 235,140
Deutsche Alt-B Sec 0.00121 281,451 234,234
Indonesia (Republic of) 0.00121 200,000 233,462
Federal National Mortgage Association 0.00121 265,998 235,187
Federal National Mortgage Association 0.00121 242,590 234,092
TechnoPro Holdings Inc 0.00120 11,600 232,240
Cwheq Revolving Home Equity Loan Trust Series 2006-I 0.00120 254,453 232,075
COLLEGE AVENUE STUDENT LOANS 2021-C LLC 0.00120 270,000 233,040
Federal National Mortgage Association 0.00119 240,566 230,427
Government National Mortgage Association 0.00119 250,455 230,028
Government National Mortgage Association 0.00119 1,771,241 231,435
OCP CLO 2014-7 Ltd. 0.00118 227,728 229,497
Golden Tree Ln Opportunities Ix Ltd 0.00118 227,111 228,396
American Home Mortgage Asset Trust 0.00118 614,879 228,717
Costa Rica (Republic of) 0.00118 213,000 229,236
AJAX MORTGAGE LOAN TRUST 0.00118 229,656 227,910
Federal Home Loan Mortgage Corp. 0.00117 236,791 226,410
Apidos Clo XXII 0.00117 225,401 227,561
Mdgh Gmtn (Rsc) Ltd 0.00117 235,000 226,044
Federal National Mortgage Association 0.00117 254,608 226,495
Federal National Mortgage Association 0.00117 233,474 226,183
COLT 2020-3 Mortgage Loan Trust 0.00117 237,994 226,804
Federal National Mortgage Association 0.00116 240,030 225,373
Federal National Mortgage Association 0.00116 231,709 224,668
International Bancshares Corp 0.00115 4,308 223,542
Posco 0.00115 219,000 222,731
Federal National Mortgage Association 0.00115 235,751 222,105
Government National Mortgage Association 0.00115 241,557 223,336
Oman (Sultanate Of) 0.00115 219,000 221,982
Freddie Mac Seasoned Credit Risk Transfer Trust 0.00115 522,248 222,937
Banco de Credito e Inversiones Miami Branch 0.00115 215,000 222,332
Federal National Mortgage Association 0.00114 238,961 220,102
Struct Asset Mtg 0.00114 323,760 221,300
Federal National Mortgage Association 0.00114 247,944 221,079
Posco 0.00113 218,000 219,607
SierraCol Energy Andina LLC 0.00113 248,000 218,741
Federal National Mortgage Association 0.00113 227,770 218,266
Engie Energia Chile SA 0.00113 250,000 218,623
Braskem Netherlands Finance B V 0.00113 220,000 219,185
Federal National Mortgage Association 0.00113 219,808 219,134
Federal National Mortgage Association 0.00113 225,603 218,859
Generate CLO 2 Ltd 0.00112 215,456 217,131
MASTR Specialized Loan Trust 0.00112 226,584 216,343
GS MORTGAGE SECURITIES TRUST 0.00112 260,000 216,457
Novo Nordisk A/S Class B 0.00111 1,800 214,198
Vestas Wind Systems A/S 0.00111 7,700 214,558
Cifc Funding 2015-I. Ltd 0.00111 213,549 215,399
Voya CLO 2014-4 Ltd 0.00111 211,994 214,201
Carlyle Global Market Strategies Clo 2016-1 Ltd/Llc 0.00111 213,585 215,025
MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 0.00111 215,591 214,699
Fairfax Financial Holdings Ltd Shs Subord.Vtg 0.00110 200 213,601
Bway Corporation 0.00110 250,000 213,227
Colombia (Republic of) 0.00110 200,000 212,607
South Africa (Republic of) 0.00110 304,000 212,314
SWP: MXN 9.685000 25-OCT-2028 MXI 0.00109 103,631,000 210,658
Bank Gospodarstwa Krajowego 0.00109 200,000 211,816
Galaxy Xx Clo Ltd 0.00109 210,620 212,024
Birch Grove Clo Ltd/Llc 0.00109 207,348 210,644
Nomura Asset Acceptance Corp Alt Ln tr 0.00109 266,367 211,249
Skyworks Solutions Inc 0.00108 2,000 209,840
Empresa Nacional del Petroleo 0.00108 219,000 208,734
HCA Inc. 0.00108 205,000 209,583
Mc Brazil Downstream Trading Sarl 0.00108 227,230 208,502
Bway Corporation 0.00108 250,000 210,028
Federal National Mortgage Association 0.00108 217,067 209,832
Xero Ltd 0.00107 2,500 207,245
SK Hynix Inc. 0.00107 200,000 207,220
Embraer Netherlands Finance B.V. 0.00107 200,000 208,080
Kingdom of Morocco 0.00107 200,000 207,528
Oakwood Mtg Invest 0.00107 481,757 206,604
Federal National Mortgage Association 0.00107 211,700 207,301
Jpmcc 2016-Jp3 0.00107 13,040,000 207,409
REC Ltd. 0.00106 200,000 205,125
Government National Mortgage Association 0.00106 222,439 206,168
Government National Mortgage Association 0.00106 222,807 206,000
Federal Home Loan Mortgage Corp. 0.00106 211,720 205,960
CSN Resources S.A. 0.00105 232,000 203,698
Bayview Commercial Asset Trust 2006-SP2 0.00105 214,337 202,745
Federal National Mortgage Association 0.00105 215,310 203,483
Alternative Loan Trust 2006-Oa8 0.00105 243,895 204,319
EIG Pearl Holdings S.a r.l. 0.00105 262,000 202,722
MAF Global Securities Ltd. 0.00105 200,000 203,957
Banco Votorantim S.A. 0.00104 200,000 201,443
Korea National Oil Corp. 0.00104 200,000 201,623
ORION GROUP HOLDCO 2 LLC TL Prvt 0.00104 202,081 202,081
Korea National Oil Corp. 0.00104 200,000 202,256
South Africa (Republic of) 0.00104 220,000 202,072
Honduras (Republic of) 0.00104 227,000 200,803
Federal Home Loan Mortgage Corp. 0.00103 210,590 199,052
Raizen Fuels Finance SA 0.00103 200,000 200,300
Mitsui Mining and Smelting Co Ltd 0.00102 6,700 197,504
SWP: OIS 11.836257 02-JAN-2026 0.00102 32,055,159 196,862
Guatemala (Republic of) 0.00102 200,000 197,408
Perusahaan Penerbit SBSN Indonesia III 0.00102 200,000 198,275
Nigeria (Federal Republic of) 0.00102 200,000 196,754
Saudi Arabia (Kingdom of) 0.00102 200,000 197,420
Government National Mortgage Association 0.00102 212,782 196,732
Federal Home Loan Mortgage Corp. 0.00102 213,840 197,334
Banco del Estado de Chile 0.00101 200,000 195,673
Indonesia (Republic of) 0.00101 200,000 195,911
Federal Home Loan Mortgage Corp. 0.00101 203,645 195,436
Ivory Coast (Republic Of) 0.00101 215,000 196,511
CHL Mortgage Pass-Through Trust 0.00101 417,810 196,215
Lehman Abs 07-1 0.00101 303,192 196,180
Government National Mortgage Association 0.00101 211,952 195,964
Federal Home Loan Mortgage Corp. 0.00101 205,938 196,098
Washington Mut Pas 0.00101 240,572 195,679
Braskem Netherlands Finance B V 0.00101 200,000 196,524
Sasol Financing USA LLC 0.00100 200,000 193,505
Hungary (Republic Of) 0.00100 200,000 194,081
Morgan Stanley Capital 0.00100 3,293,000 193,629
Hungarian Export-Import Bank Plc 0.00099 166,000 191,502
Paraguay (Republic of) 0.00099 210,000 191,531
Federal Home Loan Mortgage Corp. 0.00099 198,912 191,949
Sasol Financing USA LLC 0.00098 200,000 190,459
Colombia (Republic of) 0.00098 200,000 190,419
Mexico (United Mexican States) 0.00098 200,000 190,650
Bombardier Cap Mtg 0.00098 1,674,455 189,424
CWABS Inc. 0.00098 191,849 189,647
CWMBS Inc 0.00098 204,088 190,744
Bank Of Amer Merrill Lynch Coml Mtg 0.00098 11,850,000 190,732
LEGACY MORTGAGE ASSET TRUST 0.00098 190,288 190,353
Lam Research Corp 0.00097 200 187,650
Metinvest B.V. 0.00097 223,000 187,264
Green Tree Financial Corporation 0.00097 198,933 187,700
Federal National Mortgage Association 0.00097 199,768 187,048
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 0.00097 237,997 187,269
Federal National Mortgage Association 0.00097 191,126 187,155
Fnma Pass-Thru I 0.00097 194,477 187,669
Commercial Mortgage Trust 0.00097 3,200,000 188,501
Federal Home Loan Mortgage Corp. 0.00096 193,018 186,836
SWP: EUR 3.151300 21-JUL-2028 EUR 0.00096 6,216,000 185,046
PT Pertamina (Persero) 0.00096 201,000 186,783
Bahrain (Kingdom of) 0.00096 200,000 185,623
Federal National Mortgage Association 0.00096 194,691 186,871
Sg Mortgage Securities Trust 2006-fre2 0.00096 873,357 185,178
Government National Mortgage Association 0.00096 201,273 186,551
Federal National Mortgage Association 0.00096 209,712 186,722
Government National Mortgage Association 0.00096 200,289 185,180
Government National Mortgage Association 0.00096 201,385 185,691
Federal Home Loan Mortgage Corp. 0.00096 211,778 185,815
SWP: OIS 11.781027 02-JAN-2026 0.00095 31,817,000 184,993
Federal National Mortgage Association 0.00095 187,313 183,351
Government National Mortgage Association 0.00095 199,397 184,356
Government National Mortgage Association 0.00095 199,396 184,355
Velocity Commercial Capital Loan Trust 2017-2 0.00095 212,105 184,681
Lavoro Equity Warrant Exp Th Feb 0.00094 79,561 182,495
Federal Home Loan Mortgage Corp. 0.00094 194,503 182,794
Bombardier Cap Mtg 0.00094 1,554,106 181,728
RFMSI SERIES TRUST 0.00094 298,720 181,360
Federal National Mortgage Association 0.00094 188,057 182,436
Bank Amer Merrill Lynch Commercial Mortgage Trust 2015-Ubs7 0.00094 196,000 182,591
Jpmdb Commercial Mortgage Secu 0.00094 198,000 182,394
Insulet Corp 0.00093 1,100 180,400
Federal National Mortgage Association 0.00093 185,360 179,557
Merrill Lynch Mortgage Investors, Inc. 0.00093 845,616 179,583
Federal Home Loan Mortgage Corp. 0.00093 180,047 180,673
Federal Home Loan Mortgage Corp. 0.00093 185,304 180,682
Option on Digi International Inc 0.00092 1,530,000 178,245
Federal National Mortgage Association 0.00092 177,912 178,521
Federal Home Loan Mortgage Corp. 0.00092 186,065 177,885
Cwalt Alt 2007-1t1 0.00092 206,130 179,081
Federal Home Loan Mortgage Corp. 0.00092 184,869 178,376
Dbjpm Mtg Tr 2017-C6 0.00092 5,780,000 178,445
Saudi Arabia (Kingdom of) 0.00092 200,000 177,537
AngloGold Ashanti Holdings PLC 0.00091 200,000 176,531
Bear Stearns 7-Ar2 0.00091 194,244 177,117
Federal National Mortgage Association 0.00091 182,214 177,220
Intercorp Peru Ltd 0.00090 200,000 175,271
Newark Bsl Clo 1 Ltd/Llc 0.00090 172,553 173,832
Federal Home Loan Mortgage Corp. 0.00090 185,968 175,247
Federal Home Loan Mortgage Corp. 0.00090 181,425 173,791
Federal Home Loan Mortgage Corp. 0.00090 181,938 173,962
Federal National Mortgage Association 0.00090 182,219 173,780
Bean Creek Clo. Limited 0.00090 173,309 174,655
CSMC Mortgage-Backed Trust Series 2006-1 0.00090 1,676,711 174,789
Guatemala (Republic of) 0.00090 215,000 174,789
Federal Home Loan Mortgage Corp. 0.00090 190,122 174,821
Government National Mortgage Association 0.00090 187,302 173,602
Government National Mortgage Association 0.00090 189,370 175,086
Government National Mortgage Association 0.00090 190,750 175,031
Federal National Mortgage Association 0.00090 192,946 174,922
Freddie Mac Seasoned Credit Risk Transfer Trust 0.00090 1,515,547 175,293
Compal Electronics Inc 0.00089 149,000 172,053
Federal Home Loan Mortgage Corp. 0.00089 182,597 171,960
Federal National Mortgage Association 0.00089 169,524 172,776
Government National Mortgage Association 0.00089 187,731 173,101
Federal National Mortgage Association 0.00089 178,636 172,358
CIFC Funding 2014-II-R LTD / LLC 0.00088 169,376 170,618
Carlyle Global Market Strategies CLO 2013-3 Ltd. 0.00088 168,133 169,743
Petroleos Mexicanos 0.00088 217,000 169,591
Dominican Republic 0.00088 186,000 169,559
Senegal (Republic of) 0.00088 200,000 169,833
EIG Pearl Holdings S.a r.l. 0.00088 200,000 170,125
Government National Mortgage Association 0.00088 184,751 170,815
Federal National Mortgage Association 0.00088 174,373 169,593
Lehman Abs Mfg Hsg 0.00087 183,632 169,508
Federal National Mortgage Association 0.00087 161,698 168,847
BENCHMARK MORTGAGE TRUST 0.00087 7,100,000 168,857
Ihs Holding Limited 0.00086 200,000 166,455
Gnma Pass-Thru M Single Family 0.00086 180,941 166,840
Federal Home Loan Mortgage Corp. 0.00086 182,765 166,443
Kenbourne Invest S.A. 0.00085 285,000 164,539
Ukraine (Republic of) 0.00084 621,000 162,739
Federal National Mortgage Association 0.00084 161,211 163,539
Federal National Mortgage Association 0.00084 167,524 162,434
Applied Materials Inc 0.00083 800 161,296
Paraguay (Republic of) 0.00083 200,000 160,930
Federal National Mortgage Association 0.00083 164,548 161,063
Bank Of Amer Merrill Lynch Coml Mtg 0.00083 5,000,000 160,483
Petroleos Mexicanos 0.00082 152,000 158,619
Federal Home Loan Mortgage Corp. 0.00082 165,339 157,901
AJAX MORTGAGE LOAN TRUST 2022-A 0.00082 207,500 159,785
Federal Home Loan Mortgage Corp. 0.00081 163,825 157,222
Bayview Financial Revolving Asset Trust 0.00081 158,007 156,123
JP MORGAN MORTGAGE TRUST 2021-INV5 0.00081 5,498,084 156,665
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00081 228,590 156,584
Yanlord Land (HK) Co. Ltd. 0.00080 200,000 155,819
Federal National Mortgage Association 0.00080 160,089 155,077
Dominican Republic 0.00080 150,000 155,114
Oakwood Mtg Invest 0.00080 306,390 155,727
JP Morgan Alt Loan 0.00080 177,475 155,355
Federal Home Loan Mortgage Corp. 0.00080 167,986 154,475
Federal National Mortgage Association 0.00080 159,847 154,855
Dominican Republic 0.00079 150,000 152,453
Kernel Holding SA 0.00079 200,000 153,950
Romania (Republic Of) 0.00079 173,000 153,376
CFCRE Commercial Mortgage Trust 0.00079 5,497,000 153,789
Federal National Mortgage Association 0.00078 155,300 150,437
C-Bass Mortgage Loan Asset-Backed Certificates 0.00078 342,182 151,628
Federal National Mortgage Association 0.00078 146,630 151,770
Bayview Financial Revolving Asset Trust 0.00078 299,126 150,487
Government National Mortgage Association 0.00078 149,758 150,698
Federal Home Loan Mortgage Corp. 0.00078 158,915 151,233
Deutsche Alt-B Sec 0.00077 179,458 149,350
Securitized Asset Backed Receivables Llc Trust 0.00077 351,281 149,275
Federal National Mortgage Association 0.00076 154,339 146,852
Federal Home Loan Mortgage Corp. 0.00076 150,050 147,356
Government National Mortgage Association 0.00076 159,783 147,730
Federal Home Loan Mortgage Corp. 0.00076 150,239 146,531
Federal National Mortgage Association 0.00075 150,958 145,305
C-BASS 2006-SL1 Trust 0.00075 2,755,160 146,217
Federal Home Loan Mortgage Corp. 0.00075 170,780 144,443
BAMLL Commercial Mortgage Securities 0.00074 150,000 143,339
Bayview Commercial Asset Trust 2006-SP2 0.00074 155,827 142,598
Alternative Loan Trust 0.00074 309,250 144,156
Romania (Republic Of) 0.00073 139,000 141,447
Bayview Commercial Asset Trust 2006-SP2 0.00073 149,446 141,691
Federal National Mortgage Association 0.00073 146,018 141,653
Egypt (Arab Republic of) 0.00073 200,000 142,386
Aeropuerto Internacional de Tocumen, S.A. 0.00073 200,000 140,914
Romania (Republic Of) 0.00072 147,000 139,194
Federal Home Loan Mortgage Corp. 0.00072 148,981 140,012
Federal National Mortgage Association 0.00072 149,430 140,015
Government National Mortgage Association 0.00072 149,999 138,684
Federal Home Loan Mortgage Corp. 0.00071 144,411 138,080
Federal Home Loan Mortgage Corp. 0.00071 148,402 138,255
Federal Home Loan Mortgage Corp. 0.00071 149,739 137,696
Federal Home Loan Mortgage Corp. 0.00071 145,022 138,434
GS MORTGAGE SECURITIES TRUST 0.00071 140,000 137,089
Alternative Loan Trust 0.00071 186,757 137,739
KLA Corp 0.00070 200 136,460
Bombardier Cap Mtg 0.00070 1,121,074 135,218
Federal Home Loan Mortgage Corp. 0.00070 143,292 135,031
Energean Israel Finance Ltd. 0.00070 133,633 135,882
Government National Mortgage Association 0.00070 141,630 135,953
Federal National Mortgage Association 0.00069 138,533 132,968
LCCM 2013-GCP Mortgage Trust 0.00069 3,585,142 134,345
Government National Mortgage Association 0.00069 134,944 133,239
Gnma Pass-Thru M Single Family 0.00069 133,530 134,444
Federal Home Loan Mortgage Corp. 0.00069 144,448 133,754
ASE Technology Holding Co Ltd 0.00068 30,000 131,922
Federal National Mortgage Association 0.00068 137,399 131,880
Federal National Mortgage Association 0.00067 129,914 129,298
Federal National Mortgage Association 0.00066 135,722 127,434
Federal Home Loan Mortgage Corp. 0.00066 124,808 127,775
Bear Stearns Asset Backed Securities I Trust 0.00066 149,810 127,121
Government National Mortgage Association 0.00066 138,547 128,096
Franco-Nevada Corp 0.00065 1,200 125,711
Digicel Group Holdings Ltd. 0.00065 624,980 125,000
Alternative Loan Trust 0.00065 267,506 125,375
Federal National Mortgage Association 0.00065 128,068 125,282
Fnma Pass-Thru I 0.00065 150,335 126,149
Lightning eMotors Inc. 0.00064 2,487,000 124,350
Federal National Mortgage Association 0.00064 129,022 124,190
Fnma Pass-Thru I 0.00064 127,512 123,262
NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 0.00064 129,320 124,477
SWP: OIS 10.615873 02-JAN-2026 BZD 0.00063 54,318,000 122,432
Government National Mortgage Association 0.00063 131,349 121,741
Federal National Mortgage Association 0.00062 128,309 120,840
Federal National Mortgage Association 0.00062 115,092 120,181
Government National Mortgage Association 0.00062 129,263 119,808
Federal Home Loan Mortgage Corp. 0.00061 121,430 117,570
Petroleos Mexicanos 0.00061 145,000 117,322
Federal National Mortgage Association 0.00061 122,198 118,848
Banco Espirito Santo S.A. 0.00060 400,000 116,872
JP Morgan Mtg Ac7 0.00060 120,000 116,507
Government National Mortgage Association 0.00060 120,221 115,402
Federal National Mortgage Association 0.00060 120,666 116,518
MFA TRUST 0.00060 128,152 116,371
Csail Commercial Mortgage Trust 0.00060 12,490,000 117,179
Government National Mortgage Association 0.00060 3,188,653 116,349
Petroleos Mexicanos 0.00059 116,348 113,631
Wells Fargo Commercial Mortgage Trust 0.00059 4,420,000 114,021
FREMF Mortgage Trust 0.00059 120,000 113,875
Federal National Mortgage Association 0.00058 116,850 112,446
Federal Home Loan Mortgage Corp. 0.00058 116,345 111,450
Federal National Mortgage Association 0.00058 126,519 112,650
Federal National Mortgage Association 0.00057 114,149 110,415
Federal National Mortgage Association 0.00057 115,200 110,858
Federal Home Loan Mortgage Corp. 0.00057 116,335 111,235
Fnma Pass-Thru I 0.00057 117,555 110,249
Comm Mortgage Trust 2015-3Bp 0.00057 150,000,000 111,222
Bayview Commercial Asset Trust 2006-SP2 0.00057 117,822 109,722
MediaTek Inc 0.00056 3,000 108,195
Natixis Commercial Mortgage Security 0.00056 117,345 108,831
William Carter Company 0.00055 105,000 106,065
Federal National Mortgage Association 0.00055 110,272 107,424
Federal National Mortgage Association 0.00055 109,305 106,965
Federal National Mortgage Association 0.00055 109,235 106,965
Federal National Mortgage Association 0.00055 122,061 107,410
Velocity Commercial Capital Loan Trust 2017-2 0.00055 127,965 107,521
COLLEGE AVE STUDENT LOANS LLC 0.00055 120,000 106,883
Federal National Mortgage Association 0.00054 113,639 104,812
Sonder Holdings Cls A Legended 0.00053 19,016 101,926
Fnma Pass-Thru I 0.00053 108,592 101,881
Government National Mortgage Association 0.00053 102,371 102,642
Gnma Pass-Thru M Single Family 0.00053 114,980 102,920
Federal National Mortgage Association 0.00053 117,017 103,096
Federal National Mortgage Association 0.00052 103,129 99,923
Federal National Mortgage Association 0.00052 107,091 100,864
Ivory Coast (Republic Of) 0.00052 100,000 99,975
Government National Mortgage Association 0.00052 107,738 99,857
Government National Mortgage Association 0.00052 108,776 100,820
Federal National Mortgage Association 0.00051 104,523 98,706
Federal National Mortgage Association 0.00051 103,056 98,283
Federal National Mortgage Association 0.00051 103,828 98,122
Government National Mortgage Association 0.00051 106,654 98,609
Green Tree Financial Corporation 0.00050 99,171 97,709
Nomura Asset Alt 0.00050 512,916 96,160
Federal National Mortgage Association 0.00050 102,635 96,915
Federal Home Loan Mortgage Corp. 0.00050 101,814 96,235
Velocity Commercial Capital Loan Trust 2018-1 0.00050 109,384 95,986
Federal National Mortgage Association 0.00049 100,570 95,406
GCT COMMERCIAL MORTGAGE TRUST 0.00049 440,000 94,762
Federal Home Loan Mortgage Corp. 0.00049 108,670 95,347
Volato Group Inc Class A Lock Up 0.00048 29,444 93,043
Federal National Mortgage Association 0.00048 96,819 92,335
Federal National Mortgage Association 0.00048 101,296 93,644
Government National Mortgage Association 0.00048 93,570 93,959
Government National Mortgage Association 0.00048 101,338 93,925
Federal National Mortgage Association 0.00048 96,835 93,811
Morgan Stanley BAML Trust 0.00048 4,490,000 92,851
Option on Digi International Inc 0.00047 3,478,000 91,306
Federal Home Loan Mortgage Corp. 0.00047 95,387 91,373
Federal Home Loan Mortgage Corp. 0.00047 95,237 91,055
BHG SECURITIZATION TRUST 2021-A 0.00047 100,000 90,427
Federal National Mortgage Association 0.00046 95,577 89,865
Federal National Mortgage Association 0.00046 95,403 89,474
Federal National Mortgage Association 0.00046 88,010 88,196
Federal Home Loan Mortgage Corp. 0.00046 92,623 88,551
Federal Home Loan Mortgage Corp. 0.00045 90,228 86,431
Federal National Mortgage Association 0.00045 83,730 87,433
Federal Home Loan Mortgage Corp. 0.00045 90,919 86,444
Government National Mortgage Association 0.00045 91,592 86,271
Lstar Commercial Mortgage Trust 2015-3 0.00045 88,163 86,503
Federal National Mortgage Association 0.00044 90,805 85,830
GSAA Home Equity Trust 0.00044 448,158 86,044
Federal National Mortgage Association 0.00044 86,594 84,740
Federal Home Loan Mortgage Corp. 0.00044 89,507 84,602
BBCMS MORTGAGE TRUST 0.00044 1,596,000 84,984
Federal National Mortgage Association 0.00043 87,510 83,821
Government National Mortgage Association 0.00043 82,674 83,127
Federal National Mortgage Association 0.00043 81,027 82,619
Federal Home Loan Mortgage Corp. 0.00043 93,396 83,282
Jpmdb Coml Mtg Sec Tr 2016-C4 0.00043 4,940,000 83,845
Federal Home Loan Mortgage Corp. 0.00043 95,873 84,119
J.P. MORGAN MORTGAGE TRUST 2021-INV7 0.00043 2,907,925 83,064
CFCRE Commercial Mortgage Trust 0.00043 5,810,000 82,878
Federal National Mortgage Association 0.00042 86,171 82,181
CWMBS Inc 0.00042 90,353 82,204
Federal National Mortgage Association 0.00042 88,937 82,028
Federal Home Loan Mortgage Corp. 0.00042 88,315 82,201
Federal National Mortgage Association 0.00042 90,921 80,780
CWABS Asset-Backed Certificates Trust 2006-17 0.00042 84,820 82,288
Cwheq Inc 0.00041 80,455 80,197
Government National Mortgage Association 0.00041 78,383 78,850
Federal National Mortgage Association 0.00041 81,108 79,390
Government National Mortgage Association 0.00041 85,792 79,469
Federal National Mortgage Association 0.00040 80,891 78,359
Federal Home Loan Mortgage Corp. 0.00040 86,239 76,900
First Quantum Minerals Ltd 0.00039 7,939 75,214
Countrywide Asset 0.00038 41,138 73,114
Nomura Asset Acceptance Corp Alt Ln tr 0.00038 63,992 73,256
Federal National Mortgage Association 0.00038 74,767 73,167
Federal Home Loan Mortgage Corp. 0.00038 78,476 74,309
BARCLAYS MORTGAGE TRUST 2021-NPL1 0.00037 118,848 70,892
Lumen Technologies Inc Tl-A 0.00037 72,460 72,460
Federal Home Loan Mortgage Corp. 0.00037 75,207 70,963
245 Park Avenue Trust 2017 0.00037 13,000,000 71,286
Government National Mortgage Association 0.00037 74,380 71,211
Fnma Pass-Thru I 0.00037 85,392 72,224
Government National Mortgage Association 0.00037 75,106 71,415
Federal Home Loan Mortgage Corp. 0.00036 73,629 69,384
Digicel Group Holdings Ltd. 0.00036 277,434 69,549
Federal National Mortgage Association 0.00036 76,030 70,030
Federal National Mortgage Association 0.00036 67,499 70,484
Federal Home Loan Mortgage Corp. 0.00036 72,773 68,995
Rali Ser 07-Qo2 Tr 0.00036 204,683 69,736
Government National Mortgage Association 0.00036 76,612 70,299
Federal National Mortgage Association 0.00035 64,561 67,415
Romania (Republic Of) 0.00034 66,000 65,521
Federal National Mortgage Association 0.00034 69,020 65,824
Structured Asset Securities Corp. 0.00034 69,984 65,460
Federal Home Loan Mortgage Corp. 0.00034 72,466 66,598
Federal Home Loan Mortgage Corp. 0.00034 68,682 66,270
California Res ([Wts/Rts]) 0.00033 1,236 64,476
TRSWAP: GSVISK10 INDEX 0.00033 62,974 64,233
Ukraine (Republic of) 0.00033 200,000 63,962
Greenpoint Cr Llc 0.00033 62,893 63,193
Poland (Republic of) 0.00033 64,000 64,037
Federal Home Loan Mortgage Corp. 0.00033 63,554 64,870
Government National Mortgage Association 0.00033 66,608 63,334
Federal Home Loan Mortgage Corp. 0.00033 68,879 63,316
Cwheq Hm Eqty 06s5 0.00032 52,356 62,773
Federal National Mortgage Association 0.00032 62,206 62,338
Fantasia Holdings Group Co Ltd. 0.00031 2,657,000 59,782
GSR Mtg Loan Trust 0.00031 43,685 59,862
Federal Home Loan Mortgage Corp. 0.00031 64,660 59,456
Guatemala (Republic of) 0.00030 61,000 58,908
Federal National Mortgage Association 0.00030 61,883 59,083
GS Mortgage Securities Corp II 0.00030 21,000,000 57,903
CWMBS Inc 0.00030 69,039 57,607
Federal National Mortgage Association 0.00030 59,676 58,531
Government National Mortgage Association 0.00030 58,407 57,608
Federal Home Loan Mortgage Corp. 0.00029 59,978 56,367
Madison Ave Mfh 20 0.00029 55,249 55,289
Federal National Mortgage Association 0.00029 54,149 56,048
Federal Home Loan Mortgage Corp. 0.00029 57,853 55,936
Federal Home Loan Mortgage Corp. 0.00029 59,522 56,295
Fantasia Holdings Group Co Ltd. 0.00028 2,430,000 54,675
Federal National Mortgage Association 0.00028 57,099 53,660
Federal Home Loan Mortgage Corp. 0.00028 57,443 54,615
Leviathan Bond Limited 0.00027 56,964 52,752
Government National Mortgage Association 0.00027 53,507 52,726
Government National Mortgage Association 0.00027 54,195 51,883
Federal National Mortgage Association 0.00027 60,281 53,054
Federal National Mortgage Association 0.00026 53,489 50,511
Federal Home Loan Mortgage Corp. 0.00026 52,691 49,656
Federal National Mortgage Association 0.00026 52,642 51,274
Bear Stearns Asset Backed Securities I Trust 0.00026 51,033 50,628
Federal National Mortgage Association 0.00026 48,790 49,741
Government National Mortgage Association 0.00026 55,182 51,146
Government National Mortgage Association 0.00026 55,431 51,249
Federal Home Loan Mortgage Corp. 0.00026 52,992 49,901
Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 0.00026 4,370,000 49,627
Government National Mortgage Association 0.00026 58,043 51,337
Federal National Mortgage Association 0.00025 51,852 48,837
Federal Home Loan Mortgage Corp. 0.00025 51,546 48,870
Federal National Mortgage Association 0.00025 50,364 49,289
Government National Mortgage Association 0.00025 51,503 49,305
Government National Mortgage Association 0.00025 52,030 48,224
Xenia Hotels & Resorts Inc 0.00024 3,051 46,802
Federal Home Loan Mortgage Corp. 0.00024 48,402 46,444
Federal Home Loan Mortgage Corp. 0.00024 48,985 46,221
Federal National Mortgage Association 0.00024 45,956 46,620
Federal National Mortgage Association 0.00024 45,431 46,313
Federal Home Loan Mortgage Corp. 0.00024 49,999 47,403
Government National Mortgage Association 0.00024 49,579 47,448
Evgo ([Wts/Rts]) 0.00023 75,790 43,800
SOUND POINT CLO XV LTD 0.00023 43,650 43,907
Federal National Mortgage Association 0.00023 46,260 44,336
Federal National Mortgage Association 0.00023 43,597 44,405
Government National Mortgage Association 0.00023 44,313 43,666
Federal Home Loan Mortgage Corp. 0.00023 47,616 45,144
Government National Mortgage Association 0.00023 44,802 45,092
Federal National Mortgage Association 0.00023 48,932 45,130
Federal Home Loan Mortgage Corp. 0.00023 47,617 43,770
Federal National Mortgage Association 0.00022 40,860 42,589
Government National Mortgage Association 0.00022 45,030 43,225
Government National Mortgage Association 0.00022 44,161 43,516
Federal National Mortgage Association 0.00022 42,322 43,147
Federal Home Loan Mortgage Corp. 0.00022 43,326 42,479
Government National Mortgage Association 0.00022 45,729 42,279
Federal Home Loan Mortgage Corp. 0.00022 45,554 43,058
Federal Home Loan Mortgage Corp. 0.00022 43,341 41,819
Bayview Commercial Asset Trust 2006-SP2 0.00021 44,238 41,189
Federal National Mortgage Association 0.00021 39,461 40,227
Federal National Mortgage Association 0.00021 38,783 40,498
Federal National Mortgage Association 0.00021 40,528 41,309
Federal Home Loan Mortgage Corp. 0.00021 44,347 40,765
Federal Home Loan Mortgage Corp. 0.00021 45,133 41,488
JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 0.00021 21,726,406 40,749
Government National Mortgage Association 0.00021 2,731,839 39,727
AJAX MORTGAGE LOAN TRUST 0.00021 87,471 40,009
SWP: PLN 5.135000 20-DEC-2025 WIB 0.00020 25,383,000 37,825
ORION GROUP HOLDCO 2 LLC TL Prvt 0.00020 39,880 39,381
Federal National Mortgage Association 0.00020 40,472 38,116
Federal Home Loan Mortgage Corp. 0.00020 40,715 39,339
Federal National Mortgage Association 0.00020 38,239 39,363
Federal National Mortgage Association 0.00020 39,509 39,593
Federal Home Loan Mortgage Corp. 0.00020 40,218 39,187
Lstar Commercial Mortgage Trust 2017-5 0.00020 2,425,664 38,850
Federal Home Loan Mortgage Corp. 0.00020 41,347 39,700
ROBERTSHAW US HOLDING CORP TERM LO 2L 0.00019 1,795,000 36,571
Federal Home Loan Mortgage Corp. 0.00019 38,530 36,310
ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 0.00019 211,516 35,981
Government National Mortgage Association 0.00019 38,799 37,146
Federal Home Loan Mortgage Corp. 0.00019 38,588 35,949
Government National Mortgage Association 0.00019 39,461 37,521
Federal Home Loan Mortgage Corp. 0.00019 37,492 35,843
Comm 2015-Ccre25 Mortgage Trust 0.00019 4,097,970 37,730
Cwabs A/Bkd 6-Sps1 0.00018 1,743 34,949
Federal National Mortgage Association 0.00018 35,621 34,278
Federal National Mortgage Association 0.00018 33,451 34,501
Federal Home Loan Mortgage Corp. 0.00018 34,036 34,741
Government National Mortgage Association 0.00018 35,613 34,588
Federal National Mortgage Association 0.00018 37,489 34,577
Federal Home Loan Mortgage Corp. 0.00018 36,400 34,437
Astra Space Inc Legended 0.00017 24,283 33,268
Ukraine (Republic of) 0.00017 105,000 32,078
Federal National Mortgage Association 0.00017 33,678 32,273
Federal National Mortgage Association 0.00017 34,784 32,760
Federal National Mortgage Association 0.00017 33,712 32,984
Federal National Mortgage Association 0.00017 36,931 32,929
Federal National Mortgage Association 0.00017 32,954 32,074
Crown Proptech Acquisitions Founde Prvt 0.00016 147,660 31,009
Federal Home Loan Mortgage Corp. 0.00016 32,820 31,464
Federal National Mortgage Association 0.00016 31,814 30,341
Federal National Mortgage Association 0.00016 31,206 31,302
Federal National Mortgage Association 0.00016 29,885 30,465
Government National Mortgage Association 0.00016 31,549 31,117
Federal National Mortgage Association 0.00016 32,730 30,187
Gnma Pass-Thru M Single Family 0.00016 34,613 30,983
Federal Home Loan Mortgage Corp. 0.00016 32,282 30,514
Federal Home Loan Mortgage Corp. 0.00015 31,484 29,708
Fnma Pass-Thru I 0.00015 31,312 29,339
Government National Mortgage Association 0.00015 29,535 29,642
Soundview Home Loan Trust 0.00015 34,662 29,499
Federal Home Loan Mortgage Corp. 0.00015 32,080 29,483
Government National Mortgage Association 0.00015 31,927 29,574
Federal Home Loan Mortgage Corp. 0.00015 30,909 29,215
Wells Fargo Commercial Mortgage Trust 0.00015 2,156,194 29,870
Federal National Mortgage Association 0.00014 27,390 26,357
MORGAN STANLEY CAPITAL I TRUST 0.00014 28,000 27,169
Government National Mortgage Association 0.00014 30,382 27,074
Federal Home Loan Mortgage Corp. 0.00014 29,097 27,459
Fantasia Holdings Group Co Ltd. 0.00013 1,093,000 24,592
Federal Home Loan Mortgage Corp. 0.00013 26,904 24,725
Federal Home Loan Mortgage Corp. 0.00013 26,479 24,422
Thornburg Mortgage Securities Trust 0.00013 25,985 25,324
Government National Mortgage Association 0.00013 29,092 25,924
Federal National Mortgage Association 0.00013 32,981 25,983
Federal Home Loan Mortgage Corp. 0.00012 23,748 22,875
Palladyne Ai ([Wts/Rts]) 0.00012 267,474 22,602
One Market Plaza Trust 0.00012 8,844,961 23,702
Federal National Mortgage Association 0.00012 23,118 22,601
Federal National Mortgage Association 0.00012 23,621 24,092
Federal Home Loan Mortgage Corp. 0.00012 22,786 23,148
Federal Home Loan Mortgage Corp. 0.00012 24,023 23,591
Federal Home Loan Mortgage Corp. 0.00012 25,028 22,318
Federal Home Loan Mortgage Corp. 0.00012 23,597 22,304
Federal Home Loan Mortgage Corp. 0.00011 22,881 22,041
Federal Home Loan Mortgage Corp. 0.00011 23,032 22,186
Bear Stearns Asset Backed Securities I Trust 0.00011 21,259 20,434
Federal National Mortgage Association 0.00011 21,398 21,810
Federal National Mortgage Association 0.00011 21,670 21,185
Federal National Mortgage Association 0.00011 21,468 21,547
Federal Home Loan Mortgage Corp. 0.00010 19,576 18,876
Federal National Mortgage Association 0.00010 18,333 18,668
Federal National Mortgage Association 0.00010 19,418 19,763
Federal Home Loan Mortgage Corp. 0.00010 22,090 19,698
Government National Mortgage Association 0.00010 21,772 20,167
Federal Home Loan Mortgage Corp. 0.00010 20,580 19,318
Fnma Pass-Thru I 0.00010 20,877 20,144
Federal Home Loan Mortgage Corp. 0.00010 19,214 18,449
AEP Texas Inc 0.00010 20,000 19,041
FSWP: USD 3.657200 06-FEB-2034 SOF 0.00009 10,250,000 17,827
Cwheq Revolving Home Equity Loan Resecuritization Trust 2006-RES 0.00009 18,146 18,001
Federal National Mortgage Association 0.00009 17,264 17,693
Government National Mortgage Association 0.00009 18,734 17,934
Government National Mortgage Association 0.00009 18,840 17,451
Sarcos Tech Pvt Founder Shs Prvt 0.00008 11,462 16,161
Hungary (Republic Of) 0.00008 16,000 16,361
SWP: OIS 10.300000 29-JAN-2025 IBR 0.00008 30,403,722,000 14,962
Cwheq Revolving Home Equity Loan Resecuritization Trust 2006-RES 0.00008 15,520 15,419
Federal National Mortgage Association 0.00008 15,494 15,771
Federal National Mortgage Association 0.00008 16,053 15,061
Government National Mortgage Association 0.00008 16,140 14,951
Federal Home Loan Mortgage Corp. 0.00008 16,667 15,754
Government National Mortgage Association 0.00008 600,392 16,122
Northern Graphite Corp 0.00007 99,612 13,954
Federal Home Loan Mortgage Corp. 0.00007 14,504 13,686
Government National Mortgage Association 0.00007 508,436 13,260
Fantasia Holdings Group Co Ltd. 0.00006 530,000 11,925
Air Canada Pass Through Trust 2017-1 0.00006 11,541 10,983
Avaya Inc. Tl 0.00006 12,104 10,699
Federal National Mortgage Association 0.00006 10,436 10,716
Federal National Mortgage Association 0.00006 10,497 10,683
Government National Mortgage Association 0.00006 12,167 11,647
Federal Home Loan Mortgage Corp. 0.00006 11,783 11,222
Government National Mortgage Association 0.00006 12,014 11,502
Government National Mortgage Association 0.00006 11,954 11,073
SWP: MXN 10.755000 23-JAN-2025 MXI 0.00005 234,575,000 9,607
Cano Health ([Wts/Rts]) 0.00005 57,179 8,997
Aurora Innovation ([Wts/Rts]) 0.00005 16,026 10,141
VOLATO GROUP WARRANTS LOCK UP 0.00005 73,612 9,938
Federal National Mortgage Association 0.00005 9,915 10,110
Federal National Mortgage Association 0.00005 9,633 9,822
Government National Mortgage Association 0.00005 10,184 9,749
Fantasia Holdings Group Co Ltd. 0.00005 465,000 10,462
CROWN PROPTECH ACQUISITIONS PRIVAT Prvt 0.00004 214,560 8,539
Federal National Mortgage Association 0.00004 7,781 7,632
Federal National Mortgage Association 0.00004 8,358 8,510
Federal National Mortgage Association 0.00004 7,384 7,528
Federal Home Loan Mortgage Corp. 0.00004 8,459 7,996
Fnma Pass-Thru I 0.00004 8,598 7,830
AJAX MORTGAGE LOAN TRUST 0.00004 22,315 7,473
SARCOS TECH PVT WTS Prvt 0.00003 72,998 6,168
Entergy Mississippi LLC 0.00003 7,000 6,448
Federal National Mortgage Association 0.00003 6,560 6,687
Federal National Mortgage Association 0.00003 5,272 5,373
Federal National Mortgage Association 0.00003 6,483 6,657
Federal National Mortgage Association 0.00003 6,351 6,521
Federal National Mortgage Association 0.00003 6,288 6,374
Federal National Mortgage Association 0.00003 6,346 6,470
Federal National Mortgage Association 0.00003 6,788 6,751
Federal National Mortgage Association 0.00003 4,847 4,857
JPMBB Commercial Mortgage Securities 2015-C29 0.00003 1,306,284 6,696
Government National Mortgage Association 0.00003 286,992 4,919
BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1 0.00003 6,533 6,230
Avaya Holdings Corp 0.00002 563 3,519
Federal National Mortgage Association 0.00002 3,860 3,847
Federal National Mortgage Association 0.00002 3,027 3,014
Gray Television Inc Tl-D 0.00002 4,916 4,610
Federal Home Loan Mortgage Corp. 0.00002 3,379 3,176
Federal Home Loan Mortgage Corp. 0.00002 4,225 3,970
Federal Home Loan Mortgage Corp. 0.00002 4,554 4,292
GSAA Home Equity Trust 0.00002 10,918 3,606
Federal Home Loan Mortgage Corp. 0.00002 3,214 3,281
Federal National Mortgage Association 0.00002 4,608 4,700
Federal National Mortgage Association 0.00002 4,301 4,210
Federal National Mortgage Association 0.00002 3,780 3,854
Federal Home Loan Mortgage Corp. 0.00002 3,381 3,106
BARCLAYS MORTGAGE LOAN TRUST 2023-NQM3 0.00002 3,204 3,116
Fantasia Holdings Group Co Ltd. 0.00002 200,000 4,500
Federal National Mortgage Association 0.00001 2,312 2,302
Federal National Mortgage Association 0.00001 2,839 2,828
Federal National Mortgage Association 0.00001 2,213 2,279
Federal National Mortgage Association 0.00001 1,311 1,351
CWABS Asset-Backed Certificates Trust 0.00001 1,243 1,242
Federal National Mortgage Association 0.00001 1,618 1,661
Federal National Mortgage Association 0.00001 1,128 1,168
Federal Home Loan Mortgage Corp. 0.00001 1,952 1,983
Government National Mortgage Association 0.00001 2,736 2,699
Government National Mortgage Association 0.00001 2,433 2,329
JP Morgan Commercial Mortgage Finance Corp 0.00001 4,570,000 1,747
JPMBB Commercial Mortgage Securities Trust 0.00001 1,442,104 2,096
Federal National Mortgage Association 0.00001 2,334 2,252
Banc of California Inc 0.00000 1 15
Crown Proptech Founders Unvested Prvt 0.00000 53,498 1
Dhl Voting Common Class A Prvt 0.00000 4,880 98
Chesapeake Energy Corporation 0.00000 9,090,000 1
Lightning Emotors ([Wts/Rts]) 0.00000 216,261 443
Offerpad Solutions ([Wts/Rts]) 0.00000 111,610 781
Latch ([Wts/Rts]) 0.00000 49,166 202
SONDER WARRANTS Prvt 0.00000 126,555 1
Pear Therapeutics ([Wts/Rts]) 0.00000 63,832 1
One Market Plaza Trust 0.00000 44,224,804 4
Federal National Mortgage Association 0.00000 895 880
Blackrock Cap Fin 0.00000 2,839 4
Federal National Mortgage Association 0.00000 496 509
Federal National Mortgage Association 0.00000 928 946
Federal National Mortgage Association 0.00000 920 939
Alternative Loan Trust 0.00000 2,188 197
Lehman Bros Hldg Inc Esc 5249087M6 0.00000 7,360,000 1
Washington Mutual Bank 0.00000 11,911,000 1
Washington Mutual 0.00000 13,308,000 1
INSIGHT M INC WARRANTS Prvt 0.00000 1,117,000 11
Fnma Pass-Thru I 0.00000 98 81
Jun24 Sfrm4 P @ 94.75 5.08710 13,226 985,555,287
Three Month SONIA Index Future Dec 24 3.13751 486 607,849,586
Three-Month Sofr Future Jun 25 1.46675 287 284,162,288
ICE: (CDX.NA.HY.41.V2) 1.24903 225,507,616 241,981,722
Three-Month Sofr Future Mar 25 0.83764 164 162,282,100
EUR/USD Purchased 0.50210 97,274,780 97,274,780
Jun24 Sfrm4 P @ 94.8125 0.48714 1,024 94,375,763
Mar24 Tym4 P @ 108.5 0.28653 14,296 55,511,732
EUR/USD Purchased 0.26918 52,149,033 52,149,033
EUR/USD Purchased 0.25122 48,669,915 48,669,915
EUR/USD Purchased 0.22929 44,421,788 44,421,788
Bank Accept Dec 24 0.18060 48 34,988,757
EUR/USD Purchased 0.17330 33,575,162 33,575,162
Apr24 Sfrm4 P @ 95 0.16049 204 31,092,729
EUR/USD Purchased 0.15355 29,749,001 29,749,001
CASH COLLATERAL USD MLPFT 0.14742 28,561,010 28,561,010
EUR/USD Purchased 0.12789 24,777,468 24,777,468
EUR/USD Purchased 0.11405 22,095,206 22,095,206
EUR/USD Purchased 0.11379 20,374,000 22,045,177
CASH COLLATERAL USD XBNPU 0.10225 19,809,000 19,809,000
MXN/USD Purchased 0.08641 16,740,205 16,740,205
CASH COLLATERAL USD XBNPU 0.08557 16,578,000 16,578,000
JPY/USD Purchased 0.08354 16,184,872 16,184,872
EUR/USD Purchased 0.08340 16,158,460 16,158,460
GBP/USD Purchased 0.08326 12,750,000 16,129,603
EUR/USD Purchased 0.08317 14,880,000 16,112,758
EUR/USD Purchased 0.08284 16,048,415 16,048,415
EUR/USD Purchased 0.08219 15,922,635 15,922,635
JPY/EUR Purchased 0.08202 2,372,000,000 15,890,383
JPY/EUR Purchased 0.08160 14,598,254 15,808,323
EUR/USD Purchased 0.08144 14,570,000 15,777,075
EUR/GBP Purchased 0.08142 12,468,882 15,773,970
JPY/USD Purchased 0.08118 15,726,548 15,726,548
EUR/GBP Purchased 0.08071 14,440,000 15,636,305
JPY/EUR Purchased 0.08032 14,370,414 15,561,598
JPY/USD Purchased 0.07934 15,371,931 15,371,931
JPY/EUR Purchased 0.07839 2,267,000,000 15,186,972
JPY/USD Purchased 0.07808 2,258,000,000 15,126,680
JPY/EUR Purchased 0.07694 2,225,000,000 14,905,608
JPY/USD Purchased 0.07659 2,215,000,000 14,838,616
EUR/USD Purchased 0.07325 13,105,317 14,191,048
EUR/USD Purchased 0.07199 13,947,908 13,947,908
GBP CASH(Alpha Committed) 0.07177 10,992,378 13,904,808
JPY/USD Purchased 0.06570 1,900,000,000 12,728,384
EUR/USD Purchased 0.06315 12,234,549 12,234,549
EUR/USD Purchased 0.06290 12,186,208 12,186,208
EUR/USD Purchased 0.06232 11,150,000 12,073,740
MXN CASH(Alpha Committed) 0.06146 203,218,534 11,907,452
CZK/USD Purchased 0.06031 11,685,099 11,685,099
CZK/USD Purchased 0.06021 272,800,328 11,665,412
JPY/USD Purchased 0.05899 1,706,000,000 11,428,749
EUR/USD Purchased 0.05838 10,444,683 11,309,990
EUR/USD Purchased 0.05824 10,420,000 11,283,262
EUR/USD Purchased 0.05822 11,279,546 11,279,546
Apr24 Sfrm4 P @ 94.875 0.05673 102 10,990,559
IDR/USD Purchased 0.05605 10,859,373 10,859,373
CAD/USD Purchased 0.05597 10,843,141 10,843,141
JPY/EUR Purchased 0.05251 9,394,350 10,173,061
EUR/USD Purchased 0.05182 9,271,000 10,039,071
COP/USD Purchased 0.05086 9,852,790 9,852,790
COP/USD Purchased 0.05083 9,847,357 9,847,357
JPY/USD Purchased 0.05002 9,690,147 9,690,147
JPY/USD Purchased 0.05002 9,690,015 9,690,015
EUR/USD Purchased 0.04990 9,667,305 9,667,305
EUR/USD Purchased 0.04980 8,910,000 9,648,163
JPY/EUR Purchased 0.04892 8,752,320 9,477,812
CASH COLLATERAL USD BOASW CFD 0.04811 9,282,524 9,320,899
COP/USD Purchased 0.04775 9,251,400 9,251,400
JPY/EUR Purchased 0.04509 1,304,000,000 8,735,691
PLN/USD Purchased 0.04405 8,534,549 8,534,549
EUR/USD Purchased 0.04367 8,460,600 8,460,600
EUR/USD Purchased 0.04286 8,303,746 8,303,746
IDR/USD Purchased 0.04259 129,680,129,696 8,251,126
JPY/EUR Purchased 0.04189 7,494,674 8,115,917
EUR/USD Purchased 0.04170 8,078,453 8,078,453
EUR/USD Purchased 0.04153 7,430,000 8,045,550
EUR/USD Purchased 0.04136 7,400,000 8,013,065
EUR/USD Purchased 0.04134 8,008,545 8,008,545
EUR/USD Purchased 0.04113 7,968,892 7,968,892
EUR/USD Purchased 0.04111 7,963,649 7,963,649
EUR/USD Purchased 0.04108 7,350,000 7,958,923
JPY/USD Purchased 0.04099 7,941,167 7,941,167
JPY/EUR Purchased 0.04084 1,181,000,000 7,911,696
EUR/USD Purchased 0.04069 7,280,000 7,883,123
JPY/EUR Purchased 0.04067 7,276,332 7,879,477
EUR/USD Purchased 0.04030 7,210,000 7,807,324
EUR/USD Purchased 0.04024 7,200,000 7,796,496
EUR/USD Purchased 0.04016 7,781,392 7,781,392
EUR/USD Purchased 0.04011 7,771,126 7,771,126
JPY/EUR Purchased 0.03987 1,153,000,000 7,724,120
ZAR/USD Purchased 0.03933 7,618,930 7,618,930
JPY/USD Purchased 0.03894 1,126,000,000 7,543,243
JPY/USD Purchased 0.03880 1,122,000,000 7,516,446
EUR/USD Purchased 0.03817 6,830,000 7,395,842
EUR/USD Purchased 0.03795 6,790,000 7,352,529
USD/PLN Purchased 0.03772 29,146,570 7,307,254
EUR/USD Purchased 0.03728 6,670,000 7,222,587
PEN/USD Purchased 0.03652 7,075,340 7,075,340
COP/USD Purchased 0.03639 7,049,499 7,049,499
COP/USD Purchased 0.03581 28,254,392,250 6,938,449
EUR/USD Purchased 0.03485 6,751,825 6,751,825
EUR/USD Purchased 0.03463 6,708,328 6,708,328
GBP/USD Purchased 0.03326 6,443,503 6,443,503
USD/MXN Purchased 0.03293 109,204,958 6,380,369
JPY/USD Purchased 0.03282 949,000,000 6,357,493
JPY/EUR Purchased 0.03099 5,545,017 6,004,651
COP/USD Purchased 0.02929 22,338,348,114 5,673,601
USD/BRL Purchased 0.02928 28,268,298 5,671,996
BRL/USD Purchased 0.02927 28,178,161 5,671,191
USD/BRL Purchased 0.02926 5,669,000 5,669,000
EUR/USD Purchased 0.02848 5,517,024 5,517,024
EUR/USD Purchased 0.02823 5,050,000 5,468,375
JPY/EUR Purchased 0.02811 5,028,437 5,445,251
CZK/USD Purchased 0.02777 5,380,757 5,380,757
EUR/USD Purchased 0.02680 5,191,869 5,191,869
USD/BRL Purchased 0.02632 25,335,009 5,098,972
JPY/EUR Purchased 0.02625 759,000,000 5,084,655
BRL/USD Purchased 0.02624 5,083,982 5,083,982
USD/JPY Purchased 0.02533 732,308,937 4,906,622
JPY/EUR Purchased 0.02530 4,526,941 4,902,185
EUR/USD Purchased 0.02511 4,864,445 4,864,445
GBP/USD Purchased 0.02497 4,836,994 4,836,994
EUR/USD Purchased 0.02488 4,820,482 4,820,482
USD/COP Purchased 0.02485 4,815,000 4,815,000
EUR/USD Purchased 0.02485 4,814,632 4,814,632
GBP/USD Purchased 0.02476 4,796,343 4,796,343
EUR/USD Purchased 0.02475 4,794,299 4,794,299
COP/USD Purchased 0.02473 4,790,357 4,790,357
USD/CNH Purchased 0.02419 4,686,000 4,686,000
USD/CNY Purchased 0.02409 32,755,140 4,666,720
CZK/USD Purchased 0.02399 4,648,636 4,648,636
EUR/USD Purchased 0.02380 4,611,407 4,611,407
COP/USD Purchased 0.02359 18,912,329,000 4,570,028
COP/USD Purchased 0.02356 18,401,175,000 4,564,406
EUR/USD Purchased 0.02290 4,435,793 4,435,793
EUR/USD Purchased 0.02282 4,420,602 4,420,602
ZAR CASH(Alpha Committed) 0.02249 83,598,619 4,357,783
JPY/EUR Purchased 0.02249 650,360,000 4,356,859
BRL/USD Purchased 0.02244 4,347,485 4,347,485
USD/JPY Purchased 0.02239 4,337,000 4,337,000
EUR/USD Purchased 0.02097 4,063,003 4,063,003
EUR/USD Purchased 0.02061 3,993,627 3,993,627
EUR/USD Purchased 0.02057 3,680,000 3,984,876
EUR/USD Purchased 0.02050 3,972,368 3,972,368
EUR/USD Purchased 0.02040 3,650,000 3,952,390
JPY/USD Purchased 0.02036 3,943,709 3,943,709
EUR/USD Purchased 0.02018 3,909,877 3,909,877
EUR/USD Purchased 0.02012 3,600,000 3,897,281
EUR/USD Purchased 0.01977 3,829,585 3,829,586
CZK/USD Purchased 0.01955 3,787,957 3,787,957
EUR/GBP Purchased 0.01948 3,485,000 3,774,032
USD/MYR Purchased 0.01921 17,568,333 3,721,093
EUR/PLN Purchased 0.01884 3,370,000 3,649,495
CASH COLLATERAL USD XBNPU 0.01868 3,619,000 3,619,000
EUR/USD Purchased 0.01833 3,550,306 3,550,306
USD/IDR Purchased 0.01830 55,734,614,000 3,545,977
IDR/USD Purchased 0.01805 3,496,720 3,496,720
NOK CASH(Alpha Committed) 0.01801 36,989,343 3,489,808
USD/TWD Purchased 0.01736 3,363,000 3,363,000
Deriv Eur Balance With R93533 Ice 0.01690 3,025,149 3,273,665
COP/USD Purchased 0.01667 13,023,169,200 3,230,393
EUR/USD Purchased 0.01643 2,940,000 3,183,569
PLN CASH(Alpha Committed) 0.01581 12,215,263 3,063,082
USD/MXN Purchased 0.01499 2,904,000 2,904,000
USD/INR Purchased 0.01440 231,537,495 2,790,744
USD/CNH Purchased 0.01429 2,768,000 2,768,000
COP/USD Purchased 0.01393 2,698,162 2,698,162
AUD/USD Purchased 0.01369 2,652,939 2,652,939
EUR/USD Purchased 0.01320 2,556,888 2,556,888
COP/USD Purchased 0.01282 2,482,882 2,482,882
COP/USD Purchased 0.01280 9,737,517,917 2,479,885
COP/USD Purchased 0.01274 2,468,569 2,468,569
CNH CASH(Alpha Committed) 0.01254 17,503,596 2,429,284
EUR/USD Purchased 0.01247 2,415,694 2,415,694
USD/JPY Purchased 0.01246 2,413,000 2,413,000
USD/CHF Purchased 0.01246 2,413,000 2,413,000
GBP/USD Purchased 0.01245 2,412,813 2,412,813
USD/ZAR Purchased 0.01242 46,219,808 2,405,690
EUR/USD Purchased 0.01230 2,200,000 2,382,263
EUR/USD Purchased 0.01221 2,364,710 2,364,710
Deriv Eur Balance With R93533 Lch 0.01215 2,174,854 2,353,518
COP/USD Purchased 0.01212 2,348,661 2,348,661
COP/USD Purchased 0.01194 9,418,130,750 2,312,816
GBP/USD Purchased 0.01181 1,808,000 2,287,269
EUR/USD Purchased 0.01123 2,175,551 2,175,551
EUR/USD Purchased 0.01086 1,943,000 2,103,971
USD/THB Purchased 0.01072 74,401,950 2,077,492
EUR/USD Purchased 0.01040 2,015,560 2,015,560
BRL/USD Purchased 0.01011 9,730,336 1,958,346
USD/MXN Purchased 0.01000 33,147,364 1,936,656
USD/COP Purchased 0.00999 7,623,500,000 1,935,576
USD/BRL Purchased 0.00999 1,936,000 1,936,000
USD/BRL Purchased 0.00993 9,559,290 1,923,921
EUR/USD Purchased 0.00992 1,771,634 1,921,007
USD/PLN Purchased 0.00991 7,659,509 1,920,294
BRL/USD Purchased 0.00990 1,918,265 1,918,265
JPY CASH(Alpha Committed) 0.00975 282,659,219 1,888,550
EUR/MXN Purchased 0.00970 1,736,000 1,879,977
USD/HUF Purchased 0.00969 683,576,230 1,878,236
GBP/COP Purchased 0.00958 7,312,842,000 1,856,701
USD/CZK Purchased 0.00931 1,804,000 1,804,000
COP/USD Purchased 0.00929 1,799,924 1,799,924
EUR/USD Purchased 0.00913 1,768,462 1,768,462
EUR/ZAR Purchased 0.00911 33,902,868 1,764,607
CZK/USD Purchased 0.00898 40,689,806 1,739,966
EUR/USD Purchased 0.00835 1,617,715 1,617,715
EUR/USD Purchased 0.00787 1,524,031 1,524,031
PEN/USD Purchased 0.00766 1,484,875 1,484,875
EUR/USD Purchased 0.00755 1,463,393 1,463,393
USD/ZAR Purchased 0.00749 27,861,130 1,450,141
EUR/USD Purchased 0.00748 1,449,251 1,449,251
USD/IDR Purchased 0.00748 1,449,000 1,449,000
USD/IDR Purchased 0.00746 22,701,287,385 1,444,313
USD/NOK Purchased 0.00746 1,446,000 1,446,000
MXN/USD Purchased 0.00745 1,443,573 1,443,573
USD/IDR Purchased 0.00742 22,587,012,000 1,437,425
USD/BRL Purchased 0.00742 7,142,850 1,437,584
BRL/USD Purchased 0.00740 1,433,357 1,433,357
AUD/USD Purchased 0.00730 2,170,000 1,413,784
CAD/USD Purchased 0.00720 1,395,641 1,395,641
EUR/NOK Purchased 0.00713 14,643,290 1,382,170
COP/USD Purchased 0.00708 1,371,008 1,371,008
COP/USD Purchased 0.00698 5,320,940,849 1,351,438
CZK CASH(Alpha Committed) 0.00671 30,421,553 1,300,878
USD/KRW Purchased 0.00656 1,694,827,680 1,271,669
COP/USD Purchased 0.00648 5,064,565,800 1,256,264
DKK CASH(Alpha Committed) 0.00647 8,639,795 1,254,271
EUR/HUF Purchased 0.00628 442,551,053 1,215,980
SGD CASH(Alpha Committed) 0.00590 1,537,122 1,143,181
USD/CLP Purchased 0.00587 1,100,041,056 1,136,444
JPY/EUR Purchased 0.00580 167,640,000 1,123,045
EUR/USD Purchased 0.00577 1,031,058 1,117,990
CDS: (CMBX.NA.9.BBB-) 0.00576 1,310,000 1,116,393
SCDS: (VST) 0.00565 1,015,000 1,095,566
COP/USD Purchased 0.00555 1,076,068 1,076,068
HKD CASH(Alpha Committed) 0.00534 8,096,724 1,034,223
CDS: (CMBX.NA.9.BBB-) 0.00528 1,200,000 1,022,650
USD/PEN Purchased 0.00506 3,700,520 980,460
USD/BRL Purchased 0.00471 913,000 913,000
BRL/USD Purchased 0.00467 4,495,795 904,832
CDS: (CMBX.NA.9.BBB-) 0.00466 1,060,000 903,341
TRY CASH(Alpha Committed) 0.00456 27,601,087 884,091
CDS: (CMBX.NA.9.BBB-) 0.00440 1,000,000 852,208
EUR/USD Purchased 0.00410 733,890 794,494
TRY/USD Purchased 0.00410 33,430,200 794,496
CDS: (CMBX.NA.9.BBB-) 0.00399 906,000 772,101
AUD CASH(Alpha Committed) 0.00393 1,168,783 761,053
EUR/AUD Purchased 0.00369 1,097,764 715,208
SEK CASH(Alpha Committed) 0.00367 7,352,104 710,523
EUR/USD Purchased 0.00364 705,118 705,118
COP/USD Purchased 0.00360 2,744,497,202 697,061
COP/USD Purchased 0.00284 550,101 550,101
TRY/USD Purchased 0.00275 22,398,234 532,312
TRY/USD Purchased 0.00273 22,286,800 529,664
NZD CASH(Alpha Committed) 0.00259 822,824 501,306
USD/PEN Purchased 0.00256 1,868,966 495,186
EUR/USD Purchased 0.00250 484,885 484,885
EUR/USD Purchased 0.00238 426,000 460,943
EGP CASH (Alpha Committed) 0.00233 13,975,694 452,288
CHF CASH(Alpha Committed) 0.00172 294,185 334,092
EUR/USD Purchased 0.00151 291,623 291,623
USD/COP Purchased 0.00147 285,000 285,000
EUR/USD Purchased 0.00142 274,161 274,161
TRY/USD Purchased 0.00137 11,143,400 264,832
TRY/USD Purchased 0.00137 11,143,400 264,832
TRY/USD Purchased 0.00135 11,031,966 262,184
EUR/USD Purchased 0.00117 226,126 226,126
EUR/USD Purchased 0.00115 222,920 222,920
IDR CASH(Alpha Committed) 0.00114 3,478,392,072 221,342
EUR/USD Purchased 0.00108 208,988 208,988
CDS: (CMBX.NA.9.BBB-) 0.00102 231,000 196,860
EUR/USD Purchased 0.00096 186,543 186,543
EUR/USD Purchased 0.00095 183,998 183,998
EUR/USD Purchased 0.00083 161,187 161,187
EUR/USD Purchased 0.00079 152,868 152,868
EUR/USD Purchased 0.00078 151,783 151,783
EUR/USD Purchased 0.00078 151,254 151,254
EUR/USD Purchased 0.00077 148,554 148,554
USD/ZAR Purchased 0.00070 2,613,928 136,052
FSWP: OIS 3.730000 15-JUN-2029 SOF Receive 0.00054 15,285,520 105,323
CDS: (CMBX.NA.9.BBB-) 0.00053 121,000 103,117
HUF CASH(Alpha Committed) 0.00053 37,100,089 102,099
EUR/USD Purchased 0.00049 94,083 94,083
EUR/USD Purchased 0.00043 76,202 82,495
Deriv Czk Balance With R93533 Lch 0.00040 1,819,601 77,809
SWP: IFS 2.465000 08-FEB-2044 USC Receive 0.00035 14,760,000 68,343
CDS: (CMBX.NA.10.BBB-) 0.00025 60,000 48,452
Deriv Usd Balance With R93533 Lch 0.00024 46,401 46,401
COP CASH(Alpha Committed) 0.00022 165,893,673 42,249
Deriv Gbp Balance With R93533 Lch 0.00018 27,986 35,400
FSWP: OIS 4.185520 28-FEB-2026 SON Receive 0.00011 40,930,000 21,813
CDS: (CMBX.NA.7.AAA) 0.00011 21,502 21,504
FSWP: OIS 3.871700 17-JUN-2029 SOF Receive 0.00005 18,820,710 9,730
SWP: IFS 2.211900 15-FEB-2034 CPT Receive 0.00004 9,970,000 8,254
Sef Usd Acccount 0.00001 1,340 1,340
FUTURES USD MARGIN BALANCE 0.00001 2,040 2,040
PEN CASH(Alpha Committed) 0.00000 3,474 921
FUTURES GBP MARGIN BALANCE 0.00000 8 11
INR CASH(Alpha Committed) 0.00000 7,433 90
BRL CASH(Alpha Committed) 0.00000 528 106
ARS CASH(Alpha Committed) 0.00000 676,692 631
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