| TUZ4 Comdty |
US 2YR NOTE (CBT) Dec24 |
|
36.56% |
|
|
|
|
|
|
|
|
|
|---|
| FVZ4 Comdty |
US 5YR NOTE (CBT) Dec24 |
|
16.60% |
|
|
|
|
|
|
|
|
|
|---|
| WNZ4 Comdty |
US ULTRA BOND CBT Dec24 |
|
8.69% |
|
|
|
|
|
|
|
|
|
|---|
| B 12/17/24 Govt |
B 12/17/24 Govt |
|
3.28% |
|
|
|
|
|
|
|
|
|
|---|
| B 12/10/24 Govt |
B 12/10/24 Govt |
|
2.87% |
|
|
|
|
|
|
|
|
|
|---|
| B 01/14/25 Govt |
B 01/14/25 Govt |
|
2.36% |
|
|
|
|
|
|
|
|
|
|---|
| CDX HY CDSI S43 5Y PRC |
CDX HY CDSI S43 5Y PRC |
|
1.33% |
|
|
|
|
|
|
|
|
|
|---|
| NRZ |
RITHM CAPI COM NPV |
|
0.78% |
|
|
|
|
|
|
|
|
|
|---|
| QRTEA 8 Pfd |
QRTEA 8 Pfd |
|
0.78% |
|
|
|
|
|
|
|
|
|
|---|
| USRE 2021-1 B1 Mtge |
USRE 2021-1 B1 Mtge |
|
0.72% |
|
|
|
|
|
|
|
|
|
|---|
| LUMN 7.6 09/15/39 Corp |
LUMN 7.6 09/15/39 Corp |
|
0.72% |
|
|
|
|
|
|
|
|
|
|---|
| OCTL 2022-1A R1 Mtge |
OCTL 2022-1A R1 Mtge |
|
0.68% |
|
|
|
|
|
|
|
|
|
|---|
| FLG Float 11/06/28 Corp |
FLG Float 11/06/28 Corp |
|
0.66% |
|
|
|
|
|
|
|
|
|
|---|
| NLY |
Annaly Capital Management, Inc. |
10.67B |
0.64% |
|
|
|
|
|
19.04 |
0.42% |
23.95% |
42.40% |
|---|
| AGNC |
AGNC Investment Corp. |
7.89B |
0.57% |
|
|
|
|
|
9.35 |
0.43% |
28.53% |
53.91% |
|---|
| RMIR 2024-1 M2 Mtge |
RMIR 2024-1 M2 Mtge |
|
0.54% |
|
|
|
|
|
|
|
|
|
|---|
| RITM 6 3/8 PERP Pfd |
RITM 6 3/8 PERP Pfd |
|
0.53% |
|
|
|
|
|
|
|
|
|
|---|
| RITM 7 PERP Pfd |
RITM 7 PERP Pfd |
|
0.50% |
|
|
|
|
|
|
|
|
|
|---|
| GBLATL 7.95 10/15/54 Corp |
GBLATL 7.95 10/15/54 Corp |
|
0.48% |
|
|
|
|
|
|
|
|
|
|---|
| PMT 8 1/2 06/01/29 Corp |
PMT 8 1/2 06/01/29 Corp |
|
0.48% |
|
|
|
|
|
|
|
|
|
|---|
| STWD 7 1/4 04/01/29 Corp |
STWD 7 1/4 04/01/29 Corp |
|
0.48% |
|
|
|
|
|
|
|
|
|
|---|
| DANBNK 6.466 01/09/26 Corp |
DANBNK 6.466 01/09/26 Corp |
|
0.47% |
|
|
|
|
|
|
|
|
|
|---|
| ARES 2019-54A E Mtge |
ARES 2019-54A E Mtge |
|
0.47% |
|
|
|
|
|
|
|
|
|
|---|
| CLZ4 Comdty |
WTI CRUDE FUTURE Dec24 |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| RITM 8 04/01/29 Corp |
RITM 8 04/01/29 Corp |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| KSTAT 2022-1A E Mtge |
KSTAT 2022-1A E Mtge |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| MDPK 2018-28A D Mtge |
MDPK 2018-28A D Mtge |
|
0.46% |
|
|
|
|
|
|
|
|
|
|---|
| FBC 4 1/8 11/01/30 Corp |
FBC 4 1/8 11/01/30 Corp |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| HERTZ 2022-4A D Mtge |
HERTZ 2022-4A D Mtge |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| ANCHC 2021-19A E Mtge |
ANCHC 2021-19A E Mtge |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| HTAP 2024-2 A Mtge |
HTAP 2024-2 A Mtge |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| MBONO 10 12/05/24 |
MBONO 10 12/05/24 |
|
0.45% |
|
|
|
|
|
|
|
|
|
|---|
| TEN 8 11/17/28 Corp |
TEN 8 11/17/28 Corp |
|
0.43% |
|
|
|
|
|
|
|
|
|
|---|
| AGO 6.4 12/15/66 Corp |
AGO 6.4 12/15/66 Corp |
|
0.43% |
|
|
|
|
|
|
|
|
|
|---|
| AMSR 2024-SFR2 E1 Mtge |
AMSR 2024-SFR2 E1 Mtge |
|
0.42% |
|
|
|
|
|
|
|
|
|
|---|
| UNIT 6 1/2 02/15/29 Corp |
UNIT 6 1/2 02/15/29 Corp |
|
0.40% |
|
|
|
|
|
|
|
|
|
|---|
| IHSFR 2024-SFR1 F Mtge |
IHSFR 2024-SFR1 F Mtge |
|
0.40% |
|
|
|
|
|
|
|
|
|
|---|
| NRG 10 1/4 PERP Corp |
NRG 10 1/4 PERP Corp |
|
0.39% |
|
|
|
|
|
|
|
|
|
|---|
| OPI 9 03/31/29 Corp |
OPI 9 03/31/29 Corp |
|
0.38% |
|
|
|
|
|
|
|
|
|
|---|
| LNC Float 05/17/66 Corp |
LNC Float 05/17/66 Corp |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| ABCLN 2024-B F Mtge |
ABCLN 2024-B F Mtge |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| NAVSL 2021-BA R Mtge |
NAVSL 2021-BA R Mtge |
|
0.37% |
|
|
|
|
|
|
|
|
|
|---|
| VAL 8 3/8 04/30/30 Corp |
VAL 8 3/8 04/30/30 Corp |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| SDART 2024-3 A2 Mtge |
SDART 2024-3 A2 Mtge |
|
0.36% |
|
|
|
|
|
|
|
|
|
|---|
| HACLN 2024-2 E Mtge |
HACLN 2024-2 E Mtge |
|
0.34% |
|
|
|
|
|
|
|
|
|
|---|
| GRUB 5 1/2 07/01/27 Corp |
GRUB 5 1/2 07/01/27 Corp |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| M 6.375 03/15/37 Corp |
M 6.375 03/15/37 Corp |
|
0.31% |
|
|
|
|
|
|
|
|
|
|---|
| CIM 10.6563 PERP Pfd |
CIM 10.6563 PERP Pfd |
|
0.29% |
|
|
|
|
|
|
|
|
|
|---|
| BNS Float PERP Corp |
BNS Float PERP Corp |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| LHOME 2024-RTL5 M2 Mtge |
LHOME 2024-RTL5 M2 Mtge |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| TRPCN 5.625 05/20/2075 Corp |
TRPCN 5.625 05/20/2075 Corp |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| EGYPT 7.903 02/21/48 Govt |
EGYPT 7.903 02/21/48 Govt |
|
0.27% |
|
|
|
|
|
|
|
|
|
|---|
| UFS 6 3/4 10/01/28 Corp |
UFS 6 3/4 10/01/28 Corp |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| BAHAMA 9 06/16/29 Govt |
BAHAMA 9 06/16/29 Govt |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| EPD 5 3/8 02/15/2078 Corp |
EPD 5 3/8 02/15/2078 Corp |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| SDART 2022-1 C Mtge |
SDART 2022-1 C Mtge |
|
0.25% |
|
|
|
|
|
|
|
|
|
|---|
| QVCN 6 7/8 04/15/29 Corp |
QVCN 6 7/8 04/15/29 Corp |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| SFRFP 10 1/2 05/15/27 Corp |
SFRFP 10 1/2 05/15/27 Corp |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| ADMSO 2023-1 B Mtge |
ADMSO 2023-1 B Mtge |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| MFA 8 7/8 Pfd |
MFA 8 7/8 Pfd |
|
0.24% |
|
|
|
|
|
|
|
|
|
|---|
| CIFC 2020-4A D Mtge |
CIFC 2020-4A D Mtge |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| RCITY 2024-RTL1 M Mtge |
RCITY 2024-RTL1 M Mtge |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| AZUBBZ 7 1/4 06/15/26 Corp |
AZUBBZ 7 1/4 06/15/26 Corp |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| SPLLLC 5 5/8 03/01/25 Corp |
SPLLLC 5 5/8 03/01/25 Corp |
|
0.23% |
|
|
|
|
|
|
|
|
|
|---|
| PMT |
PennyMac Mortgage Investment Trust |
1.17B |
0.22% |
|
|
|
|
|
13.42 |
0.22% |
40.27% |
51.83% |
|---|
| ARR |
ARMOUR Residential REIT, Inc. |
1.04B |
0.22% |
|
|
|
|
|
18.62 |
0.16% |
30.20% |
42.18% |
|---|
| WWOK |
WEWORK INC USD 0.0001 |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| SIERRA 6 06/15/28 Corp |
SIERRA 6 06/15/28 Corp |
|
0.22% |
|
|
|
|
|
|
|
|
|
|---|
| CIM 7 3/4 PERP Pfd |
CIM 7 3/4 PERP Pfd |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| ITALY CDS USD SR 5Y D14 |
ITALY CDS USD SR 5Y D14 |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| PANAMA 6.853 03/28/54 Govt |
PANAMA 6.853 03/28/54 Govt |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| GOODG 2024-1A C Mtge |
GOODG 2024-1A C Mtge |
|
0.21% |
|
|
|
|
|
|
|
|
|
|---|
| DB 7 1/2 PERP Corp |
DB 7 1/2 PERP Corp |
|
0.19% |
|
|
|
|
|
|
|
|
|
|---|
| KSS 6 7/8 12/15/37 Corp |
KSS 6 7/8 12/15/37 Corp |
|
0.19% |
|
|
|
|
|
|
|
|
|
|---|
| NYMT 2024-BPL3 M1 Mtge |
NYMT 2024-BPL3 M1 Mtge |
|
0.18% |
|
|
|
|
|
|
|
|
|
|---|
| DANBNK 7 PERP Corp |
DANBNK 7 PERP Corp |
|
0.17% |
|
|
|
|
|
|
|
|
|
|---|
| ARI 4 5/8 06/15/29 Corp |
ARI 4 5/8 06/15/29 Corp |
|
0.16% |
|
|
|
|
|
|
|
|
|
|---|
| RILY 5 1/4 Pfd |
RILY 5 1/4 Pfd |
|
0.15% |
|
|
|
|
|
|
|
|
|
|---|
| MCBRAC 7 1/4 06/30/31 Corp |
MCBRAC 7 1/4 06/30/31 Corp |
|
0.15% |
|
|
|
|
|
|
|
|
|
|---|
| FYBR 2023-1 C Mtge |
FYBR 2023-1 C Mtge |
|
0.15% |
|
|
|
|
|
|
|
|
|
|---|
| FYBR 2023-1 B Mtge |
FYBR 2023-1 B Mtge |
|
0.14% |
|
|
|
|
|
|
|
|
|
|---|
| FBRT 7 1/2 PERP Pfd |
FBRT 7 1/2 PERP Pfd |
|
0.12% |
|
|
|
|
|
|
|
|
|
|---|
| FNMA 8 1/4 PERP Pfd |
FNMA 8 1/4 PERP Pfd |
|
0.12% |
|
|
|
|
|
|
|
|
|
|---|
| CEE |
The Central and Eastern Europe Fund, Inc... |
68.56M |
0.12% |
|
|
|
|
|
10.72 |
0.09% |
N/A |
N/A |
|---|
| AZUBBZ 11.93 08/28/28 Corp |
AZUBBZ 11.93 08/28/28 Corp |
|
0.12% |
|
|
|
|
|
|
|
|
|
|---|
| TYH5P 107.00 Comdty |
US 10YR Fut Opt Mar25P 107 |
|
0.11% |
|
|
|
|
|
|
|
|
|
|---|
| QRTEA |
Qurate Retail, Inc. |
215.22M |
0.09% |
|
|
|
|
|
0.5547 |
1.02% |
141.40% |
22.90% |
|---|
| RITM 6 1/4 10/15/25 Corp |
RITM 6 1/4 10/15/25 Corp |
|
0.08% |
|
|
|
|
|
|
|
|
|
|---|
| TWO 8 1/8 PERP Pfd |
TWO 8 1/8 PERP Pfd |
|
0.07% |
|
|
|
|
|
|
|
|
|
|---|
| CIM |
Chimera Investment Corporation |
1.21B |
0.07% |
|
|
|
|
|
14.98 |
-0.07% |
40.59% |
18.83% |
|---|
| FMCC 5.66 PERP Pfd |
FMCC 5.66 PERP Pfd |
|
0.06% |
|
|
|
|
|
|
|
|
|
|---|
| TWO |
Two Harbors Investment Corp. |
1.18B |
0.06% |
|
|
|
|
|
11.40 |
0.00% |
24.94% |
36.92% |
|---|
| EART 2021-4A C Mtge |
EART 2021-4A C Mtge |
|
0.05% |
|
|
|
|
|
|
|
|
|
|---|
| LOGM 5 1/2 05/01/28 Corp |
LOGM 5 1/2 05/01/28 Corp |
|
0.04% |
|
|
|
|
|
|
|
|
|
|---|
| FRCB 4 5/8 02/13/47 Corp |
FRCB 4 5/8 02/13/47 Corp |
|
0.01% |
|
|
|
|
|
|
|
|
|
|---|
| CAVA 12/20/24 P110 Equity |
CAVA US 12/20/24 P110 Equity |
|
0.01% |
|
|
|
|
|
|
|
|
|
|---|
| MAC 12/20/24 P15 Equity |
MAC US 12/20/24 P15 Equity |
|
0.00% |
|
|
|
|
|
|
|
|
|
|---|