| JPMORGAN PRIME MONEY | 4.42 | 59,506,371 |
| UNITED STATES 3.5% 11/28 | 3.59 | 48,260,000 |
| UNITED 3.875% 07/28 | 3.06 | 40,730,000 |
| UNITED 3.375% 09/28 | 2.10 | 28,320,000 |
| UNITED STATES 3.5% 10/28 | 1.97 | 26,505,000 |
| UNITED 3.625% 08/28 | 1.84 | 24,595,000 |
| UNITED STATES 3.5% 12/28 | 1.62 | 21,724,000 |
| UNITED 3.625% 08/27 | 1.47 | 19,687,000 |
| UNITED STATES 3.5% 01/29 | 1.34 | 18,050,000 |
| UMBS MORTPASS 6% 09/55 | 1.08 | 14,116,568 |
| UNITED STATES 4.25% 02/28 | 1.02 | 13,555,000 |
| UMBS MORTPASS 5.5% 02/56 | 0.78 | 10,256,822 |
| UMBS MORTPASS 5.5% 05/53 | 0.77 | 10,150,091 |
| CASH | 0.73 | 9,771,040 |
| UMBS MORTPASS 5.5% 06/53 | 0.67 | 8,845,643 |
| UNITED STATES OF 4% 12/27 | 0.64 | 8,475,000 |
| UMBS MORTPASS 5.5% 10/55 | 0.59 | 7,810,614 |
| UMBS MORTPASS 5.5% 10/55 | 0.59 | 7,746,763 |
| FHLMC REMICS 5% 09/52 | 0.57 | 7,656,150 |
| FHLMC REMICS 5% 07/52 | 0.53 | 7,089,743 |
| TBA UMBS SINGLE 5.5% | 0.53 | 6,980,000 |
| FHLMC REMICS 2.5% 11/43 | 0.47 | 6,703,179 |
| UMBS MORTPASS 6% 02/54 | 0.46 | 6,040,153 |
| UMBS MORTPASS 6% 07/53 | 0.46 | 6,046,383 |
| UMBS MORTPASS 6% 10/55 | 0.39 | 5,094,781 |
| GNMA 2021-119 1.5% 06/51 | 0.39 | 6,008,952 |
| FNMA REMICS 5.25% 04/36 | 0.38 | 4,949,731 |
| UMBS MORTPASS 5.5% 02/56 | 0.35 | 4,624,433 |
| GNMA 2024-151 4.5% 10/52 | 0.33 | 4,535,671 |
| MAGNETITE XXIII FLT 01/35 | 0.33 | 4,500,000 |
| TORONTO-DOMI 4.109% 10/28 | 0.33 | 4,455,000 |
| UNITED 3.625% 08/30 | 0.32 | 4,336,000 |
| ORACLE CORP 4.95% 02/31 | 0.32 | 4,360,000 |
| FHLMC REMICS 5% 12/51 | 0.31 | 4,144,849 |
| GNMA 2024-184 3.5% 10/51 | 0.30 | 4,101,334 |
| RCKT MORTGAGE STEP 02/56 | 0.30 | 4,000,009 |
| BANCO 4.551% 11/30 | 0.28 | 3,800,000 |
| UMBS MORTPASS 5.5% 03/56 | 0.28 | 3,736,386 |
| BPCE SA VAR 05/31 | 0.27 | 3,489,000 |
| CITIGROUP INC VAR 09/30 | 0.27 | 3,610,000 |
| NATWEST GROUP VAR 08/30 | 0.27 | 3,500,000 |
| GNMA 2024-110 3.5% 04/48 | 0.27 | 3,621,033 |
| LENDMARK 1.9% 11/31 | 0.27 | 3,775,000 |
| ROYAL BANK OF VAR 08/29 | 0.26 | 3,430,000 |
| WESTLAKE 7.01% 11/28 | 0.26 | 3,500,000 |
| BANK OF NOVA VAR 02/30 | 0.26 | 3,480,000 |
| FNMA REMICS 5.5% 01/52 | 0.26 | 3,503,935 |
| UMBS MORTPASS 6% 11/53 | 0.26 | 3,448,848 |
| UMBS MORTPASS 5.5% 01/56 | 0.25 | 3,291,060 |
| UMBS MORTPASS 6% 02/54 | 0.25 | 3,185,230 |
| BREAN ASSET 4.25% 01/66 | 0.25 | 3,422,000 |
| UMBS MORTPASS 5.5% 10/55 | 0.24 | 3,187,979 |
| TBA UMBS SINGLE FAMILY 6% | 0.24 | 3,160,000 |
| WELLS FARGO & VAR 01/30 | 0.24 | 3,100,000 |
| MORGAN STANLEY VAR 02/30 | 0.24 | 3,190,000 |
| MERCURY 5.34% 02/32 | 0.23 | 3,020,000 |
| LENDMARK 4.98% 10/34 | 0.23 | 3,000,000 |
| GOLDMAN SACHS VAR 01/32 | 0.23 | 3,040,000 |
| VOYA GLOBAL 4.6% 11/30 | 0.23 | 3,035,000 |
| FHLMCGLD 4.25% 02/30 | 0.23 | 3,000,000 |
| FNMA REMICS 5% 12/51 | 0.23 | 3,057,462 |
| BNP PARIBAS SA VAR 01/30 | 0.23 | 3,000,000 |
| CITIGROUP INC VAR 03/29 | 0.23 | 3,000,000 |
| CANADIAN VAR 01/30 | 0.22 | 2,930,000 |
| BARINGS CLO LTD FLT 07/34 | 0.22 | 3,000,000 |
| BANCO BILBAO 4.15% 03/29 | 0.22 | 3,000,000 |
| AIB GROUP PLC VAR 05/31 | 0.22 | 2,790,000 |
| UMBS MORTPASS 5% 07/38 | 0.22 | 2,855,465 |
| UMBS MORTPASS 6% 05/54 | 0.22 | 2,870,008 |
| FHLMC REMICS 3% 09/45 | 0.22 | 3,118,323 |
| ENBRIDGE INC 4.2% 11/28 | 0.22 | 3,000,000 |
| PRET 2026-NPL1 STEP 01/56 | 0.22 | 2,979,310 |
| SOCIETE VAR 04/30 | 0.22 | 2,985,000 |
| GLOBAL 4.875% 11/30 | 0.22 | 3,025,000 |
| MUTUAL OF 4.546% 01/31 | 0.22 | 2,990,000 |
| GOLDMAN SACHS VAR 07/30 | 0.21 | 2,705,000 |
| UBS GROUP AG VAR 04/31 | 0.21 | 2,775,000 |
| FHLMC REMICS 6% 12/35 | 0.21 | 2,795,707 |
| GNMA 2025-1 GC 3.5% 10/51 | 0.21 | 2,949,368 |
| COOPERATIEVE VAR 05/31 | 0.20 | 2,630,000 |
| RCKT MORTGAGE STEP 10/44 | 0.19 | 2,542,733 |
| REPUBLIC 4.59% 11/34 | 0.19 | 2,540,000 |
| VISTRA 4.7% 01/31 | 0.19 | 2,525,000 |
| KBC GROUP NV VAR 10/30 | 0.19 | 2,500,000 |
| MORGAN STANLEY VAR 11/31 | 0.19 | 2,490,000 |
| NATIONWIDE VAR 02/28 | 0.19 | 2,590,000 |
| UMBS MORTPASS 5.5% 01/56 | 0.19 | 2,524,838 |
| FELLS POINT 3.046% 01/27 | 0.19 | 2,535,000 |
| COREBRIDGE 4.55% 01/31 | 0.19 | 2,500,000 |
| UMBS MORTPASS 5.5% 02/56 | 0.18 | 2,398,947 |
| GNMA II 5.5% 09/54 | 0.18 | 2,321,516 |
| UMBS MORTPASS 6% 02/55 | 0.18 | 2,279,322 |
| UMBS MORTPASS 2% 07/36 | 0.18 | 2,628,940 |
| MPLX LP 4.8% 02/31 | 0.18 | 2,425,000 |
| MADISON PARK FLT 10/34 | 0.18 | 2,475,000 |
| HERTZ VEHICLE 5.16% 06/28 | 0.18 | 2,500,000 |
| UNITED 3.875% 06/28 | 0.18 | 2,385,000 |
| STREAM 5.21% 02/45 | 0.18 | 2,417,757 |
| PROGRESS 4% 02/43 | 0.17 | 2,355,000 |
| UPSTART 4.56% 11/35 | 0.17 | 2,339,000 |
| GOLDMAN SACHS VAR 10/29 | 0.17 | 2,260,000 |
| LHOME MORTGAGE STEP 08/40 | 0.17 | 2,275,000 |
| FNMA REMICS 5% 09/51 | 0.17 | 2,290,525 |
| CAIXABANK SA VAR 03/30 | 0.17 | 2,202,000 |
| CREDIT AGRICOLE VAR 01/32 | 0.17 | 2,245,000 |
| AMERICAN 4.55% 01/33 | 0.16 | 2,089,000 |
| AFFIRM ASSET 4.56% 10/30 | 0.16 | 2,100,000 |
| AVOLON 4.7% 01/31 | 0.16 | 2,200,000 |
| CAPITAL ONE VAR 01/32 | 0.16 | 2,180,000 |
| UMBS MORTPASS 5.5% 12/55 | 0.16 | 2,094,365 |
| EQUINIX EUROPE 4.6% 11/30 | 0.16 | 2,195,000 |
| DEUTSCHE BANK VAR 12/31 | 0.16 | 2,110,000 |
| EFMT 2025-CES1 STEP 01/60 | 0.16 | 2,082,927 |
| GREENSKY HOME 4.59% 12/60 | 0.16 | 2,115,000 |
| MERCHANTS 4.49% 01/39 | 0.16 | 2,167,000 |
| MORGAN STANLEY VAR 10/29 | 0.16 | 2,210,000 |
| OPORTUN 5.48% 08/29 | 0.16 | 2,092,000 |
| UPSTART 4.6% 09/35 | 0.16 | 2,157,715 |
| TOWD POINT STEP 12/65 | 0.16 | 2,138,294 |
| WESTLAKE 4.68% 07/31 | 0.16 | 2,080,000 |
| WELLS FARGO & VAR 01/30 | 0.15 | 2,080,000 |
| WELLS FARGO & VAR 09/29 | 0.15 | 2,000,000 |
| WINGSPIRE 4.33% 09/33 | 0.15 | 2,030,000 |
| VEROS AUTO 4.84% 05/29 | 0.15 | 2,000,000 |
| RCKTL 2025-2 4.6% 11/34 | 0.15 | 2,000,000 |
| SANTANDER 5.14% 02/32 | 0.15 | 2,016,000 |
| SANTANDER 6.04% 12/31 | 0.15 | 2,000,000 |
| FHLMC MSCR FLT 11/45 | 0.15 | 1,997,487 |
| HUNTINGTON 4.835% 09/33 | 0.15 | 2,066,709 |
| HYUNDAI 4.55% 09/29 | 0.15 | 1,930,000 |
| LINCOLN 4.2% 01/29 | 0.15 | 2,045,000 |
| INVITATION HOMES 4% 09/41 | 0.15 | 2,000,000 |
| EXETER 5% 05/32 | 0.15 | 2,056,000 |
| DANSKE BANK A/S VAR 09/31 | 0.15 | 2,000,000 |
| DNB BANK ASA VAR 11/31 | 0.15 | 1,960,000 |
| DRYDEN 43 FLT 04/34 | 0.15 | 2,000,000 |
| DRYDEN 86 CLO FLT 07/34 | 0.15 | 2,000,000 |
| FOUNDATION 4.56% 08/52 | 0.15 | 1,993,304 |
| F&G GLOBAL 4.65% 09/28 | 0.15 | 1,995,000 |
| FHLMC REMICS 5% 03/52 | 0.15 | 2,050,965 |
| EQUITABLE 4.95% 06/30 | 0.15 | 2,000,000 |
| UMBS MORTPASS 5.5% 12/55 | 0.15 | 1,958,549 |
| FREMF 2019-K93 VAR 05/52 | 0.15 | 2,000,000 |
| GLS AUTO 5.64% 05/29 | 0.15 | 2,000,000 |
| GOODLEAP HOME 5% 10/49 | 0.15 | 1,975,069 |
| FNMA REMICS 5% 11/49 | 0.15 | 1,970,188 |
| CNO GLOBAL 4.375% 09/28 | 0.15 | 2,005,000 |
| CARLYLE US CLO FLT 10/34 | 0.15 | 2,000,000 |
| COMM 2014-UBS5 VAR 09/47 | 0.15 | 2,200,000 |
| BRIDGECREST 7.18% 11/32 | 0.15 | 2,000,000 |
| BANK OF NOVA VAR 09/31 | 0.15 | 2,050,000 |
| BANQUE 4.591% 10/28 | 0.15 | 1,960,000 |
| BRIDGECREST 5.37% 10/28 | 0.14 | 1,870,000 |
| UNITED STATES ZERO 07/26 | 0.14 | 1,876,000 |
| ANSLEY PARK 4.43% 04/35 | 0.14 | 1,868,474 |
| AIB GROUP PLC VAR 09/29 | 0.14 | 1,750,000 |
| CARDINAL 4.5% 09/30 | 0.14 | 1,830,000 |
| UMBS MORTPASS 5.5% 02/56 | 0.14 | 1,783,769 |
| UMBS MORTPASS 6% 04/54 | 0.14 | 1,858,462 |
| UMBS MORTPASS 6% 12/55 | 0.14 | 1,841,367 |
| FHLMC REMICS 5% 01/47 | 0.14 | 1,820,557 |
| ENEL FINANCE 4.375% 09/30 | 0.14 | 1,920,000 |
| ELEMENT 5.643% 03/27 | 0.14 | 1,845,000 |
| ELARA HGV 4.54% 01/40 | 0.14 | 1,891,677 |
| HSBC HOLDINGS VAR 03/29 | 0.14 | 1,750,000 |
| MORGAN STANLEY VAR 01/30 | 0.14 | 1,900,000 |
| NXP BV / NXP 4.3% 08/28 | 0.14 | 1,860,000 |
| PROGRESS 4% 12/42 | 0.14 | 1,950,000 |
| PROGRESS 3.555% 04/42 | 0.14 | 1,990,929 |
| REACH ABS 4.37% 02/33 | 0.13 | 1,771,000 |
| SOCIETE VAR 05/31 | 0.13 | 1,620,000 |
| VOLKSWAGEN 4.45% 09/27 | 0.13 | 1,675,000 |
| TOWD POINT STEP 01/66 | 0.13 | 1,714,943 |
| NATIONWIDE 4.351% 09/30 | 0.13 | 1,725,000 |
| NEUBERGER FLT 07/36 | 0.13 | 1,750,000 |
| MITSUBISHI UFJ VAR 01/32 | 0.13 | 1,780,000 |
| MITSUBISHI UFJ VAR 09/31 | 0.13 | 1,760,000 |
| NATIONAL BANK 5.6% 12/28 | 0.13 | 1,620,000 |
| GOLDENTREE LOAN FLT 10/34 | 0.13 | 1,750,000 |
| DEXT ABS 4.98% 08/35 | 0.13 | 1,680,000 |
| FOUNDRY JV 5.9% 01/30 | 0.13 | 1,690,000 |
| UMBS MORTPASS 6% 10/54 | 0.13 | 1,640,197 |
| UMBS MORTPASS 5.5% 01/56 | 0.13 | 1,705,012 |
| UMBS MORTPASS 4.5% 10/42 | 0.13 | 1,777,353 |
| UMBS MORTPASS 4.5% 03/38 | 0.13 | 1,727,839 |
| CAFL STEP 05/40 | 0.13 | 1,700,000 |
| FEDERATION 4.565% 08/30 | 0.13 | 1,790,000 |
| AMERICAN 7.39% 12/32 | 0.13 | 1,640,000 |
| BAIN CAPITAL FLT 10/32 | 0.13 | 1,750,000 |
| BRIDGECREST 4.83% 08/30 | 0.12 | 1,610,000 |
| BRIDGECREST 4.99% 11/31 | 0.12 | 1,569,000 |
| ATHENE 5.033% 07/30 | 0.12 | 1,615,000 |
| ATHENE GLOBAL 5.62% 05/26 | 0.12 | 1,675,000 |
| BROADCOM INC 4.6% 07/30 | 0.12 | 1,615,000 |
| BANK OF AMERICA VAR 09/29 | 0.12 | 1,500,000 |
| AMERICAN 5.1% 01/33 | 0.12 | 1,652,000 |
| CAIXABANK SA VAR 01/29 | 0.12 | 1,500,000 |
| BPCE SA VAR 10/27 | 0.12 | 1,525,000 |
| CARVANA AUTO 6.55% 12/29 | 0.12 | 1,600,000 |
| CAPITAL ONE VAR 09/31 | 0.12 | 1,650,000 |
| UMBS MORTPASS 5.5% 02/56 | 0.12 | 1,522,575 |
| FNMA REMICS 5.5% 03/36 | 0.12 | 1,498,606 |
| UMBS MORTPASS 5.5% 02/56 | 0.12 | 1,518,752 |
| UMBS MORTPASS 5.5% 07/53 | 0.12 | 1,577,340 |
| GLS AUTO 5.16% 06/31 | 0.12 | 1,608,000 |
| FREMF ZERO 11/52 | 0.12 | 1,800,000 |
| DT AUTO OWNER 6.4% 05/29 | 0.12 | 1,587,194 |
| EXETER 4.4% 05/32 | 0.12 | 1,620,000 |
| EXETER 5.23% 01/32 | 0.12 | 1,615,000 |
| GS VAR 11/67 | 0.12 | 1,573,033 |
| HSBC HOLDINGS VAR 03/30 | 0.12 | 1,565,000 |
| JACKSON 4.7% 06/28 | 0.12 | 1,600,000 |
| MULTIFAMILY FLT 03/50 | 0.12 | 1,627,366 |
| UBS GROUP AG VAR 09/30 | 0.12 | 1,585,000 |
| T-MOBILE USA 3.875% 04/30 | 0.12 | 1,635,000 |
| ZIMMER BIOMET 5.05% 02/30 | 0.12 | 1,555,000 |
| STANDARD VAR 10/30 | 0.12 | 1,605,000 |
| SUMITOMO MITSUI VAR 07/31 | 0.12 | 1,620,000 |
| PROGRESS VAR 04/41 | 0.12 | 1,697,000 |
| ROCK TRUST 5.38834% 11/41 | 0.12 | 1,504,746 |
| REGIONAL 5.83% 07/36 | 0.11 | 1,500,000 |
| REPUBLIC 5.42% 11/37 | 0.11 | 1,513,000 |
| PROGRESS 4% 12/42 | 0.11 | 1,563,000 |
| PROGRESS 3.65% 02/42 | 0.11 | 1,500,000 |
| SANTANDER 5.47% 05/31 | 0.11 | 1,500,000 |
| UPG HI 2025-2 5% 09/47 | 0.11 | 1,518,656 |
| UNITED 3.625% 09/30 | 0.11 | 1,455,000 |
| SYMPHONY CLO XX FLT 01/32 | 0.11 | 1,430,000 |
| MERCEDES-BENZ 5.1% 11/29 | 0.11 | 1,390,000 |
| MIZUHO VAR 05/31 | 0.11 | 1,425,000 |
| MARINER 2.1% 11/36 | 0.11 | 1,500,000 |
| MORGAN STANLEY VAR 10/30 | 0.11 | 1,510,000 |
| OCP AEGIS CLO FLT 01/37 | 0.11 | 1,500,000 |
| ONDECK ASSET 4.98% 10/31 | 0.11 | 1,500,000 |
| LLOYDS BANKING VAR 11/31 | 0.11 | 1,485,000 |
| HCA INC 5.25% 03/30 | 0.11 | 1,390,000 |
| GLS AUTO 5.04% 02/31 | 0.11 | 1,500,000 |
| EXETER 5.57% 10/31 | 0.11 | 1,500,000 |
| DTE ENERGY CO 5.1% 03/29 | 0.11 | 1,455,000 |
| DT AUTO OWNER 5.53% 03/29 | 0.11 | 1,500,000 |
| FIRSTKEY HOMES 3.5% 07/38 | 0.11 | 1,500,000 |
| UMBS MORTPASS 5.5% 03/56 | 0.11 | 1,467,081 |
| FNMA REMICS 3.75% 06/52 | 0.11 | 1,454,897 |
| UMBS MORTPASS 6% 12/53 | 0.11 | 1,375,696 |
| UMBS MORTPASS 5.5% 06/55 | 0.11 | 1,424,493 |
| CNO GLOBAL 2.65% 01/29 | 0.11 | 1,500,000 |
| BRIDGECREST 5.65% 04/29 | 0.11 | 1,500,000 |
| BNP PARIBAS SA VAR 11/30 | 0.11 | 1,470,000 |
| CAFL STEP 11/40 | 0.11 | 1,515,000 |
| CFIN 2022-RTL1 0% 08/27 | 0.11 | 1,445,857 |
| AMSR 3.95% 06/40 | 0.11 | 1,500,000 |
| AMSR 4.275% 11/42 | 0.11 | 1,549,000 |
| BANK OF IRELAND VAR 03/30 | 0.11 | 1,480,000 |
| BRIDGECREST 5.64% 11/30 | 0.10 | 1,312,000 |
| BANK OF AMERICA VAR 01/31 | 0.10 | 1,250,000 |
| AVOLON 4.9% 10/30 | 0.10 | 1,365,000 |
| ACHM TRUST VAR 11/55 | 0.10 | 1,285,745 |
| CREDIT 5.71% 07/35 | 0.10 | 1,357,000 |
| COREBRIDGE 4.25% 08/28 | 0.10 | 1,370,000 |
| CARVANA AUTO 6.46% 02/30 | 0.10 | 1,339,063 |
| CCO HOLDINGS 4.75% 03/30 | 0.10 | 1,427,000 |
| UMBS MORTPASS 6% 01/56 | 0.10 | 1,307,309 |
| GNMA 2025-4 LA 3% 07/51 | 0.10 | 1,342,078 |
| UMBS MORTPASS 6% 09/54 | 0.10 | 1,348,869 |
| FHLMC REMICS 3% 07/45 | 0.10 | 1,436,887 |
| ELM TRUST VAR 06/39 | 0.10 | 1,290,000 |
| DEUTSCHE BANK VAR 11/29 | 0.10 | 1,303,000 |
| DANSKE BANK A/S VAR 03/30 | 0.10 | 1,350,000 |
| DEUTSCHE BANK VAR 05/31 | 0.10 | 1,325,000 |
| GLS AUTO 5.92% 08/30 | 0.10 | 1,250,000 |
| HILTON GRAND 4.9% 10/44 | 0.10 | 1,301,788 |
| HSBC HOLDINGS VAR 05/31 | 0.10 | 1,305,000 |
| KBC GROUP NV VAR 09/31 | 0.10 | 1,350,000 |
| PETROLEOS 10% 02/33 | 0.10 | 1,150,000 |
| MVW 2025-2 4.97% 10/44 | 0.10 | 1,334,576 |
| MERCURY 6.56% 07/29 | 0.10 | 1,281,000 |
| TRICON 5.35% 11/41 | 0.10 | 1,311,000 |
| VERDANT 4.96% 05/33 | 0.10 | 1,265,000 |
| CONSTELLATION 4.8% 05/30 | 0.10 | 1,350,000 |
| FHLMC STACR FLT 09/45 | 0.10 | 1,320,312 |
| REACH ABS 4.8% 02/33 | 0.10 | 1,400,000 |
| REPUBLIC 5.91% 08/32 | 0.10 | 1,304,000 |
| SANTANDER UK VAR 09/29 | 0.10 | 1,290,000 |
| SBNA AUTO 6.04% 04/30 | 0.10 | 1,250,000 |
| SANTANDER 5.141% 01/33 | 0.09 | 1,226,399 |
| RCKT MORTGAGE STEP 11/55 | 0.09 | 1,203,453 |
| PROGRESS 3.555% 04/42 | 0.09 | 1,241,344 |
| VEROS AUTO 5.54% 07/29 | 0.09 | 1,250,000 |
| VEROS AUTO 8.32% 11/28 | 0.09 | 1,250,000 |
| WELLS FARGO & VAR 04/28 | 0.09 | 1,245,000 |
| UNITED STATES 3.75% 05/28 | 0.09 | 1,210,000 |
| MFA 2024-RTL3 STEP 11/39 | 0.09 | 1,220,000 |
| MARINER 4.98% 05/38 | 0.09 | 1,224,000 |
| MARINER 5.19% 11/38 | 0.09 | 1,250,000 |
| PETROLEOS 6.7% 02/32 | 0.09 | 1,250,000 |
| OPORTUN 4.93% 07/33 | 0.09 | 1,250,000 |
| NMABS ISSUER 5.14% 11/55 | 0.09 | 1,252,216 |
| KKR STATIC CLO FLT 07/31 | 0.09 | 1,151,563 |
| LENNAR CORP 5.2% 07/30 | 0.09 | 1,175,000 |
| LLOYDS BANKING VAR 06/29 | 0.09 | 1,145,000 |
| ALLIANT ENERGY 5.4% 06/27 | 0.09 | 1,145,000 |
| LHOME MORTGAGE STEP 01/29 | 0.09 | 1,225,000 |
| HILTON GRAND 4.56% 10/44 | 0.09 | 1,228,084 |
| DRIVE AUTO 4.39% 09/32 | 0.09 | 1,170,000 |
| F&G GLOBAL 5.875% 06/27 | 0.09 | 1,170,000 |
| UMBS MORTPASS 6% 02/56 | 0.09 | 1,133,237 |
| UMBS MORTPASS 5.5% 02/56 | 0.09 | 1,226,730 |
| GLS AUTO 4.53% 04/30 | 0.09 | 1,190,000 |
| UMBS MORTPASS 6% 01/56 | 0.09 | 1,187,894 |
| UMBS MORTPASS 5.5% 03/56 | 0.09 | 1,139,083 |
| FNMA REMICS 5% 09/51 | 0.09 | 1,143,617 |
| FNMA REMICS 5.5% 12/48 | 0.09 | 1,247,858 |
| UMBS MORTPASS 5.5% 02/56 | 0.09 | 1,240,577 |
| CNO GLOBAL 5.875% 06/27 | 0.09 | 1,145,000 |
| CANADIAN VAR 09/31 | 0.09 | 1,205,000 |
| CARVANA AUTO 5.8% 05/30 | 0.09 | 1,250,000 |
| CREDIT 4.87% 01/36 | 0.09 | 1,250,000 |
| CREDIT 5.38% 03/36 | 0.09 | 1,130,000 |
| CITIGROUP INC VAR 05/31 | 0.09 | 1,180,000 |
| CITIGROUP INC VAR 02/30 | 0.09 | 1,130,000 |
| BNP PARIBAS SA VAR 05/31 | 0.09 | 1,150,000 |
| AMERICAN 4.95% 06/30 | 0.09 | 1,140,000 |
| ALLY BANK 4.844% 06/33 | 0.09 | 1,151,475 |
| ARGENTINE STEP 07/35 | 0.09 | 1,595,000 |
| BRIDGECREST 4.44% 11/31 | 0.09 | 1,139,000 |
| BIOGEN INC 5.05% 01/31 | 0.09 | 1,115,000 |
| BANCO BILBAO 5.381% 03/29 | 0.09 | 1,200,000 |
| BARCLAYS PLC VAR 02/32 | 0.09 | 1,270,000 |
| BANK OF AMERICA VAR 09/27 | 0.08 | 1,000,000 |
| BRIDGECREST 5.62% 03/31 | 0.08 | 1,000,000 |
| ASB BANK LTD 5.398% 11/27 | 0.08 | 1,000,000 |
| AMERICAN VAR 04/31 | 0.08 | 1,075,000 |
| AMERICAN 7.87% 11/31 | 0.08 | 1,000,000 |
| AMERICAN 9.79% 02/30 | 0.08 | 1,000,000 |
| IDENTITY 6.793% 03/65 | 0.08 | 1,000,000 |
| BRIDGECREST 5.7% 07/29 | 0.08 | 1,009,000 |
| BAYVIEW 6.36% 07/29 | 0.08 | 1,000,000 |
| BX COMMERCIAL FLT 02/39 | 0.08 | 1,062,545 |
| CARVAL CLO II FLT 04/32 | 0.08 | 1,139,000 |
| COREBRIDGE 5.2% 06/29 | 0.08 | 1,000,000 |
| CANADIAN VAR 09/30 | 0.08 | 1,100,000 |
| UMBS MORTPASS 5.5% 03/56 | 0.08 | 1,056,493 |
| UMBS MORTPASS 3% 06/37 | 0.08 | 1,078,469 |
| UMBS MORTPASS 6% 08/53 | 0.08 | 1,065,088 |
| FREMF 2018-K83 ZERO 11/51 | 0.08 | 1,400,000 |
| GLS AUTO 5.59% 01/31 | 0.08 | 1,000,000 |
| ELP COMMERCIAL VAR 11/42 | 0.08 | 1,040,000 |
| ELM TRUST VAR 06/39 | 0.08 | 1,016,000 |
| EXETER SELECT 5% 03/32 | 0.08 | 1,000,000 |
| DRIVE AUTO 4.9% 12/32 | 0.08 | 1,090,000 |
| EXETER 4.68% 03/32 | 0.08 | 1,070,000 |
| HERTZ VEHICLE 6.13% 12/29 | 0.08 | 1,000,000 |
| HILTON GRAND 5.39% 10/44 | 0.08 | 1,098,182 |
| HSBC HOLDINGS VAR 11/31 | 0.08 | 1,105,000 |
| HOMEWARD STEP 09/40 | 0.08 | 1,060,000 |
| LHOME MORTGAGE STEP 01/41 | 0.08 | 1,064,000 |
| LCM 34 LTD 34A FLT 10/34 | 0.08 | 1,010,000 |
| KBC GROUP NV VAR 01/29 | 0.08 | 1,030,000 |
| JAMESTOWN CLO FLT 01/35 | 0.08 | 1,010,000 |
| NATIONWIDE 5.127% 07/29 | 0.08 | 1,000,000 |
| NEUBERGER FLT 04/34 | 0.08 | 1,140,000 |
| ISLAMIC 7.375% 04/31 | 0.08 | 1,100,000 |
| MERCHANTS 5.95% 04/37 | 0.08 | 1,000,000 |
| NATIONAL BANK 4.5% 10/29 | 0.08 | 1,000,000 |
| MORGAN STANLEY VAR 10/28 | 0.08 | 985,000 |
| SWEDBANK AB 5.083% 05/30 | 0.08 | 1,030,000 |
| PRM7 TRUST VAR 11/42 | 0.08 | 1,132,000 |
| PRM7 TRUST VAR 11/42 | 0.08 | 1,088,000 |
| PROGRESS 3.75% 02/41 | 0.08 | 1,125,000 |
| PUREWEST ABS 6.531% 04/40 | 0.08 | 990,232 |
| SCF EQUIPMENT 5.56% 04/32 | 0.08 | 1,083,000 |
| SCF EQUIPMENT 4.33% 06/36 | 0.08 | 1,080,000 |
| SANTANDER 6.4% 03/31 | 0.07 | 928,000 |
| SANTANDER DRIVE 5% 11/29 | 0.07 | 938,976 |
| SDR COMMERCIAL FLT 05/39 | 0.07 | 1,008,000 |
| SKANDINAVISK 5.375% 03/29 | 0.07 | 940,000 |
| PROGRESS 3.654% 02/41 | 0.07 | 1,000,000 |
| UNITED 4.125% 11/27 | 0.07 | 915,000 |
| TENET 4.25% 06/29 | 0.07 | 903,000 |
| UBS GROUP AG VAR 08/28 | 0.07 | 870,000 |
| UPX HIL 5.16% 01/47 | 0.07 | 875,666 |
| WELLS FARGO & VAR 07/28 | 0.07 | 945,000 |
| WELLS FARGO & VAR 07/29 | 0.07 | 975,000 |
| WFRBS VAR 08/47 | 0.07 | 1,000,000 |
| MORGAN STANLEY VAR 04/30 | 0.07 | 930,000 |
| MVW 2025-2 4.48% 10/44 | 0.07 | 958,035 |
| MADISON PARK FLT 10/34 | 0.07 | 1,000,000 |
| MET TOWER 5.4% 06/26 | 0.07 | 1,000,000 |
| MIZUHO VAR 07/31 | 0.07 | 985,000 |
| MACQUARIE 5.208% 06/26 | 0.07 | 1,000,000 |
| OPORTUN 5.45% 01/34 | 0.07 | 933,000 |
| PETROLEOS 6.84% 01/30 | 0.07 | 900,000 |
| NRM FNT1 STEP 11/31 | 0.07 | 920,135 |
| NATIONWIDE VAR 07/29 | 0.07 | 990,000 |
| JP MORGAN CHASE VAR 01/49 | 0.07 | 1,000,000 |
| HSBC HOLDINGS VAR 11/30 | 0.07 | 860,000 |
| LENDING 2.32% 04/31 | 0.07 | 946,800 |
| LHOME MORTGAGE STEP 01/40 | 0.07 | 1,000,000 |
| LLOYDS BANKING VAR 08/27 | 0.07 | 1,000,000 |
| HYUNDAI 5.25% 01/27 | 0.07 | 965,000 |
| GOLDMAN SACHS VAR 10/30 | 0.07 | 895,000 |
| DEUTSCHE BANK VAR 02/32 | 0.07 | 950,000 |
| GLS AUTO 4.74% 08/31 | 0.07 | 935,000 |
| UMBS MORTPASS 6% 02/56 | 0.07 | 879,965 |
| FREMF 17-K68 ZERO 10/49 | 0.07 | 1,000,000 |
| FREMF ZERO 09/53 | 0.07 | 1,200,000 |
| UMBS MORTPASS 6% 03/56 | 0.07 | 855,730 |
| UMBS MORTPASS 5.5% 03/56 | 0.07 | 961,505 |
| UMBS MORTPASS 6% 01/56 | 0.07 | 873,224 |
| CPS AUTO 5.76% 10/30 | 0.07 | 896,000 |
| CSTL COMMERCIAL VAR 02/43 | 0.07 | 900,000 |
| CSTL COMMERCIAL VAR 11/42 | 0.07 | 875,000 |
| CONNECTICUT FLT 09/45 | 0.07 | 953,369 |
| BMW US 4.65% 08/29 | 0.07 | 955,000 |
| BANK OF NOVA VAR 09/28 | 0.07 | 995,000 |
| BRIDGECREST 7.47% 08/31 | 0.07 | 950,000 |
| ISTAJETSERI69705APR32144A | 0.07 | 1,000,000 |
| GEMINI 10.5 20FEB29 | 0.07 | 1,000,000 |
| CREDIT AGRICOLE VAR 05/31 | 0.07 | 955,000 |
| ABL 2025-RTL1 STEP 06/30 | 0.07 | 945,000 |
| AMSR 4.275% 11/42 | 0.07 | 940,000 |
| AMERICAN 5.5% 07/31 | 0.07 | 965,000 |
| CREDIT AGRICOLE VAR 01/29 | 0.07 | 945,000 |
| AVOLON 5.75% 03/29 | 0.07 | 970,000 |
| BANK OF AMERICA VAR 04/29 | 0.07 | 870,000 |
| ANCHOR STEP 05/40 | 0.07 | 1,000,000 |
| BREAN ASSET 4.25% 10/65 | 0.06 | 817,035 |
| BARCLAYS PLC VAR 11/27 | 0.06 | 820,000 |
| AMSR 2022-SFR3 4% 10/39 | 0.06 | 800,000 |
| ARBOR REALTY SR 9% 10/27 | 0.06 | 750,000 |
| AMERICAN 5.75% 04/29 | 0.06 | 846,750 |
| YGRENE 8.5 25JUL45 144A | 0.06 | 752,968 |
| STREET CAPITAL 0% 02/30 | 0.06 | 744,659 |
| BRIDGECREST 8.21% 01/31 | 0.06 | 800,000 |
| BLUEMOUNTAIN FLT 10/34 | 0.06 | 770,000 |
| BXG 4.61% 09/37 | 0.06 | 819,877 |
| BRIDGE 4.2% 09/42 | 0.06 | 863,664 |
| COLUMBIA CENT FLT 04/34 | 0.06 | 850,000 |
| CAIXABANK SA VAR 09/27 | 0.06 | 805,000 |
| CPS AUTO 6.44% 04/29 | 0.06 | 750,000 |
| CCO HOLDINGS 4.5% 08/30 | 0.06 | 900,000 |
| CHERRY 5.7% 04/32 | 0.06 | 808,000 |
| FNMA REMICS 5.5% 12/35 | 0.06 | 716,711 |
| UMBS MORTPASS 5.5% 02/56 | 0.06 | 769,008 |
| UMBS MORTPASS 5.5% 02/56 | 0.06 | 774,943 |
| FREMF ZERO 10/28 | 0.06 | 1,000,000 |
| FREMF ZERO 10/53 | 0.06 | 1,100,000 |
| FREMF ZERO 01/54 | 0.06 | 1,200,000 |
| GAM RE-REMIC ZERO 11/49 | 0.06 | 800,000 |
| FREMF ZERO 11/53 | 0.06 | 1,000,000 |
| GLS AUTO 6.01% 05/29 | 0.06 | 866,418 |
| DLIC RE-REMIC VAR 08/49 | 0.06 | 805,000 |
| EXETER 5.16% 03/32 | 0.06 | 825,000 |
| EXETER 6.95% 12/29 | 0.06 | 800,000 |
| FOUNDATION 6.27% 12/43 | 0.06 | 799,370 |
| FHLMC VAR 12/30 | 0.06 | 27,449,681 |
| FHLMC MORTPASS FLT 09/47 | 0.06 | 750,571 |
| FIGRE TRUST VAR 09/55 | 0.06 | 846,242 |
| FHLMC REMICS 5.5% 01/35 | 0.06 | 857,638 |
| HSBC HOLDINGS VAR 08/27 | 0.06 | 855,000 |
| HOME 2.999% 01/41 | 0.06 | 898,035 |
| HILTON GRAND 5.71% 08/40 | 0.06 | 842,619 |
| LLOYDS BANKING VAR 03/29 | 0.06 | 755,000 |
| LCM 36 LTD 36A FLT 01/34 | 0.06 | 779,167 |
| JP MORGAN CHASE VAR 08/49 | 0.06 | 1,000,000 |
| NRM FHT1 STEP 03/32 | 0.06 | 838,553 |
| NATWEST 5.41% 05/29 | 0.06 | 805,000 |
| NATWEST 5.416% 05/27 | 0.06 | 745,000 |
| NATWEST GROUP VAR 05/31 | 0.06 | 750,000 |
| OPORTUN 5.18% 07/33 | 0.06 | 750,000 |
| OPORTUN 5.8% 02/33 | 0.06 | 768,000 |
| OLIT 2025-HB2 VAR 11/38 | 0.06 | 828,243 |
| WFRBS VAR 09/57 | 0.06 | 851,988 |
| WINGSPIRE 4.99% 09/32 | 0.06 | 782,841 |
| TRICON 5.1% 07/40 | 0.06 | 800,000 |
| TOORAK STEP 02/40 | 0.06 | 800,000 |
| UNITED 3.625% 12/30 | 0.06 | 810,000 |
| PRM7 TRUST VAR 11/42 | 0.06 | 734,000 |
| BANCO 5.588% 08/28 | 0.06 | 800,000 |
| SDR COMMERCIAL FLT 05/39 | 0.06 | 804,000 |
| SCF EQUIPMENT 4.82% 06/36 | 0.06 | 750,000 |
| SANTANDER 4.27% 01/32 | 0.06 | 760,000 |
| SVENSKA 5.5% 06/28 | 0.06 | 750,000 |
| RTX CORP 5.75% 11/26 | 0.06 | 850,000 |
| FHLMC STACR FLT 11/43 | 0.06 | 725,000 |
| STANDARD VAR 05/28 | 0.06 | 755,000 |
| SIERRA 5.83% 06/41 | 0.06 | 798,005 |
| SUMITOMO 5.52% 01/28 | 0.06 | 775,000 |
| SUMITOMO 5.2% 03/29 | 0.06 | 820,000 |
| SIERRA 4.81% 01/42 | 0.05 | 615,866 |
| SANTANDER 4.75% 04/32 | 0.05 | 656,000 |
| SANTANDER 5.32% 12/31 | 0.05 | 675,000 |
| PROGRESS 4% 02/43 | 0.05 | 750,000 |
| SYMPHONY CLO FLT 10/31 | 0.05 | 680,000 |
| UNITED STATES 4.25% 02/29 | 0.05 | 610,000 |
| US BANK NA 6.789% 08/32 | 0.05 | 703,107 |
| WESTGATE 7.06% 01/38 | 0.05 | 614,129 |
| WFRBS VAR 09/57 | 0.05 | 725,000 |
| NEW 2.849% 02/39 | 0.05 | 650,000 |
| FEDERAL 6.5% 11/27 | 0.05 | 600,000 |
| MVW 2024-1 5.51% 02/43 | 0.05 | 700,687 |
| MORGAN STANLEY VAR 05/28 | 0.05 | 625,000 |
| MARVELL 5.75% 02/29 | 0.05 | 670,000 |
| MORGAN STANLEY VAR 07/29 | 0.05 | 600,000 |
| JPMCC VAR 03/50 | 0.05 | 800,000 |
| LOANDEPOT GMSR FLT 07/30 | 0.05 | 650,000 |
| LENDMARK 4.51% 05/35 | 0.05 | 700,000 |
| GLS AUTO 6.09% 03/29 | 0.05 | 722,000 |
| FHLMC VAR 03/31 | 0.05 | 29,515,960 |
| EMRLD 6.625% 12/30 | 0.05 | 605,000 |
| EXETER 7.13% 02/30 | 0.05 | 700,000 |
| REPUBLIC OF 9.25% 01/39 | 0.05 | 612,000 |
| ARAB 7.6003% 03/29 | 0.05 | 600,000 |
| DANSKE BANK A/S VAR 10/30 | 0.05 | 615,000 |
| FRTKL 1.721% 09/38 | 0.05 | 650,000 |
| FREMF ZERO 05/53 | 0.05 | 1,000,000 |
| UMBS MORTPASS 5.5% 10/38 | 0.05 | 717,503 |
| UMBS MORTPASS 6% 02/56 | 0.05 | 636,589 |
| UMBS MORTPASS 5.5% 03/56 | 0.05 | 654,586 |
| UMBS MORTPASS 2.5% 03/35 | 0.05 | 635,145 |
| FNMA REMICS 5.5% 01/36 | 0.05 | 693,619 |
| UMBS MORTPASS 5.5% 03/56 | 0.05 | 716,579 |
| UMBS MORTPASS 3.5% 11/39 | 0.05 | 731,281 |
| FIRSTKEY HOMES ZERO 05/39 | 0.05 | 700,000 |
| FNMA MORTPASS FLT 05/47 | 0.05 | 628,141 |
| CFMT 2024-HB13 VAR 05/34 | 0.05 | 674,000 |
| CPS AUTO 6.27% 10/29 | 0.05 | 608,493 |
| COREBRIDGE 5.9% 09/28 | 0.05 | 645,000 |
| CONSUMER 4.85% 02/32 | 0.05 | 667,000 |
| CARVANA AUTO 5.33% 07/29 | 0.05 | 706,732 |
| CREDIT 6.71% 07/34 | 0.05 | 600,000 |
| CARNIVAL 6.125% 02/33 | 0.05 | 615,000 |
| FEDERATION 5.25% 04/29 | 0.05 | 710,000 |
| BANK OF NOVA 5.35% 12/26 | 0.05 | 720,000 |
| USD CCP COLL VM CITIBANK | 0.05 | 638,186 |
| AMERICAN 5.34% 08/31 | 0.05 | 668,000 |
| AERCAP 6.45% 04/27 | 0.05 | 695,000 |
| AVIS BUDGET 5.58% 12/30 | 0.04 | 500,000 |
| ABN AMRO BANK VAR 09/27 | 0.04 | 500,000 |
| BAML RCAP FRN 25OCT27 | 0.04 | 500,000 |
| BAML RCAP FRN 25OCT27 | 0.04 | 500,000 |
| BAML RCAP FRN 26OCT29 | 0.04 | 500,000 |
| BUSINESS JET 6.924% 05/39 | 0.04 | 569,465 |
| BUNGE LTD 4.9% 04/27 | 0.04 | 570,000 |
| BANK OF AMERICA VAR 07/28 | 0.04 | 475,000 |
| ANSLEY PARK 5.33% 04/35 | 0.04 | 525,000 |
| BNP PARIBAS SA VAR 06/29 | 0.04 | 500,000 |
| CITIGROUP INC VAR 02/28 | 0.04 | 500,000 |
| BX TRUST FLT 01/39 | 0.04 | 525,000 |
| CREDIT 6.11% 08/34 | 0.04 | 500,000 |
| CREDIT 6.7% 10/34 | 0.04 | 500,000 |
| CSTL COMMERCIAL VAR 11/42 | 0.04 | 470,000 |
| COMMERCIAL 8.75% 08/30 | 0.04 | 500,000 |
| COMISION 8.65% 01/33 | 0.04 | 450,000 |
| UMBS MORTPASS 2% 02/37 | 0.04 | 633,731 |
| UMBS MORTPASS 6% 03/56 | 0.04 | 569,422 |
| UMBS MORTPASS 4% 10/37 | 0.04 | 482,914 |
| UMBS MORTPASS 5% 06/39 | 0.04 | 505,107 |
| UMBS MORTPASS 5.5% 02/56 | 0.04 | 586,014 |
| UMBS MORTPASS 6% 07/54 | 0.04 | 471,475 |
| FREMF 2019-KC07 VAR 10/29 | 0.04 | 600,000 |
| DT AUTO 10.21% 05/30 | 0.04 | 500,000 |
| DT AUTO 11.06% 04/30 | 0.04 | 500,000 |
| EXETER 8.03% 04/29 | 0.04 | 500,000 |
| DARDEN 4.55% 10/29 | 0.04 | 515,000 |
| ELP COMMERCIAL VAR 11/42 | 0.04 | 505,000 |
| ENFRAGEN 5.375% 12/30 | 0.04 | 600,000 |
| FIRSTKEY 2.985% 12/38 | 0.04 | 500,000 |
| FIRSTKEY 3.452% 08/38 | 0.04 | 500,000 |
| FHLMC VAR 12/30 | 0.04 | 19,755,445 |
| GS MORTGAGE STEP 05/55 | 0.04 | 569,022 |
| GNMA II 4.5% 08/52 | 0.04 | 553,214 |
| HILTON GRAND 5.99% 03/38 | 0.04 | 523,137 |
| HCA INC 5.2% 06/28 | 0.04 | 520,000 |
| HSBC HOLDINGS VAR 03/31 | 0.04 | 585,000 |
| HASHEMITE 5.75% 11/32 | 0.04 | 577,000 |
| MORGAN STANLEY VAR 04/29 | 0.04 | 565,000 |
| MITSUBISHI UFJ VAR 04/31 | 0.04 | 465,000 |
| MITSUBISHI UFJ VAR 07/27 | 0.04 | 512,000 |
| MFA 2024-NPL1 STEP 09/54 | 0.04 | 579,911 |
| MULTIFAMILY FLT 10/49 | 0.04 | 500,228 |
| NORDEA BANK 1.5% 09/26 | 0.04 | 500,000 |
| NEW 3.55% 02/39 | 0.04 | 520,000 |
| NATWEST GROUP 4.8% 04/26 | 0.04 | 500,000 |
| OCTANE 7.76% 03/30 | 0.04 | 500,000 |
| WESTLAKE 6.79% 11/28 | 0.04 | 500,000 |
| T-MOBILE USA 3.375% 04/29 | 0.04 | 600,000 |
| TRANSDIGM 6.375% 03/29 | 0.04 | 555,000 |
| UNITED STATES 4.25% 01/28 | 0.04 | 555,000 |
| UNITED 3.875% 07/27 | 0.04 | 515,000 |
| UNITED 4.125% 01/27 | 0.04 | 585,000 |
| PROGRESS 4.45% 04/39 | 0.04 | 562,000 |
| SANTANDER 5.818% 06/32 | 0.04 | 592,893 |
| RHP HOTEL 6.5% 04/32 | 0.04 | 545,000 |
| COOPERATIEVE VAR 04/28 | 0.04 | 535,000 |
| SANTANDER 5.69% 02/31 | 0.04 | 500,000 |
| SIRIUS XM RADIO 4% 07/28 | 0.04 | 555,000 |
| SCOTTS 4.5% 10/29 | 0.04 | 513,000 |
| STANDARD VAR 07/27 | 0.04 | 470,000 |
| REPUBLIC OF 7.1% 11/36 | 0.04 | 550,000 |
| STWD 2021-LIH FLT 11/36 | 0.03 | 400,000 |
| SIERRA 4.98% 08/44 | 0.03 | 401,842 |
| SIERRA 5.35% 01/43 | 0.03 | 367,089 |
| SIERRA 5.8% 04/40 | 0.03 | 340,315 |
| SMRT 2022-MINI FLT 01/39 | 0.03 | 350,000 |
| SMYRNA READY 8.875% 11/31 | 0.03 | 320,000 |
| SIRIUS XM 5.5% 07/29 | 0.03 | 365,000 |
| SANTANDER 4.95% 01/32 | 0.03 | 425,000 |
| SCF EQUIPMENT 5.82% 09/32 | 0.03 | 443,000 |
| TRANSNET/SOUT 8.25% 02/28 | 0.03 | 400,000 |
| PROGRESS 2.382% 10/38 | 0.03 | 350,000 |
| POWERPAY 6.53% 02/39 | 0.03 | 452,520 |
| PERMIAN 7% 01/32 | 0.03 | 390,000 |
| QUIKRETE 6.375% 03/32 | 0.03 | 425,000 |
| UNITED 3.375% 09/27 | 0.03 | 400,000 |
| SURINAME 8.5% 11/35 | 0.03 | 322,000 |
| UNITED 3.625% 03/28 | 0.03 | 340,000 |
| UNITED 3.625% 10/30 | 0.03 | 430,000 |
| TALLGRASS ENERGY 6% 12/30 | 0.03 | 432,000 |
| UNITED 3.75% 01/32 | 0.03 | 440,000 |
| UBS GROUP AG VAR 08/27 | 0.03 | 410,000 |
| WYNN RESORTS 5.125% 10/29 | 0.03 | 415,000 |
| WESCO 6.375% 03/29 | 0.03 | 375,000 |
| VISTRA 7.75% 10/31 | 0.03 | 435,000 |
| VIKING 5.875% 10/33 | 0.03 | 335,000 |
| VISTRA 4.6% 10/30 | 0.03 | 400,000 |
| OPORTUN 1.47% 05/31 | 0.03 | 466,817 |
| PERU LNG SRL 5.375% 03/30 | 0.03 | 450,060 |
| ISLAMIC REPUBLIC 6% 04/26 | 0.03 | 400,000 |
| GRUPO NUTRESA SA 8% 05/30 | 0.03 | 400,000 |
| NRG ENERGY 5.25% 06/29 | 0.03 | 347,000 |
| FEDERAL 8.375% 03/29 | 0.03 | 400,000 |
| MADISON IAQ 4.125% 06/28 | 0.03 | 346,000 |
| MEDLINE 3.875% 04/29 | 0.03 | 435,000 |
| MACQUARIE GROUP VAR 06/28 | 0.03 | 380,000 |
| MITSUBISHI UFJ VAR 01/28 | 0.03 | 400,000 |
| MVW 2021-2.23% 05/39 | 0.03 | 376,111 |
| MVW 2022-1 5.23% 11/39 | 0.03 | 367,616 |
| MORGAN STANLEY VAR 01/28 | 0.03 | 400,000 |
| JPMBB VAR 03/49 | 0.03 | 400,000 |
| ISTANBUL 10.5% 12/28 | 0.03 | 400,000 |
| REPUBLIC OF 6.75% 02/41 | 0.03 | 393,000 |
| REPUBLIC OF 7.625% 01/33 | 0.03 | 400,000 |
| REPUBLIC OF 7.625% 01/33 | 0.03 | 400,000 |
| REPUBLIC OF 8.075% 04/36 | 0.03 | 340,000 |
| REPUBLIC OF 9.75% 02/31 | 0.03 | 400,000 |
| KINDER MORGAN 5.15% 06/30 | 0.03 | 420,000 |
| LENDMARK 5.04% 05/35 | 0.03 | 385,000 |
| HOME 3.198% 01/41 | 0.03 | 449,017 |
| REPUBLIC OF 8.625% 11/34 | 0.03 | 350,000 |
| HILTON GRAND 4.73% 05/44 | 0.03 | 345,990 |
| HILTON GRAND 5.72% 01/38 | 0.03 | 354,486 |
| GLOBAL 4.95% 08/27 | 0.03 | 335,000 |
| GOLDMAN SACHS VAR 10/27 | 0.03 | 423,000 |
| GOLDMAN SACHS VAR 02/28 | 0.03 | 390,000 |
| GLS AUTO 5.96% 10/28 | 0.03 | 447,282 |
| FHLMC VAR 10/30 | 0.03 | 9,704,744 |
| FHLMC VAR 10/30 | 0.03 | 9,638,574 |
| UMBS MORTPASS 2.5% 04/33 | 0.03 | 405,376 |
| ENEL FINANCE 4.625% 06/27 | 0.03 | 445,000 |
| ENTEGRIS INC 5.95% 06/30 | 0.03 | 450,000 |
| TRANS-ALLEGHENY 5% 01/31 | 0.03 | 370,000 |
| DAVITA INC 4.625% 06/30 | 0.03 | 418,000 |
| EXETER 7.4% 02/29 | 0.03 | 428,502 |
| ELARA HGV 7.3% 02/38 | 0.03 | 415,499 |
| REPUBLIC OF 9.25% 01/39 | 0.03 | 369,000 |
| DOMINICAN 7.05% 02/31 | 0.03 | 350,000 |
| CAESARS 4.625% 10/29 | 0.03 | 360,000 |
| DEUTSCHE BANK VAR 07/27 | 0.03 | 350,000 |
| DIGICEL 8.625% 08/32 | 0.03 | 400,000 |
| UMBS MORTPASS 5.5% 03/56 | 0.03 | 407,461 |
| UMBS MORTPASS 5.5% 02/56 | 0.03 | 432,800 |
| FNMA REMICS 4% 07/52 | 0.03 | 386,630 |
| UMBS MORTPASS 6% 08/54 | 0.03 | 431,795 |
| CITIGROUP VAR 04/48 | 0.03 | 400,000 |
| CAPITAL ONE VAR 02/29 | 0.03 | 345,000 |
| CARVANA AUTO 5.57% 07/30 | 0.03 | 444,000 |
| CREDIT 7.3% 04/34 | 0.03 | 350,000 |
| STANDARD 4.75% 01/28 | 0.03 | 369,000 |
| BUILDERS 4.25% 02/32 | 0.03 | 449,000 |
| REPUBLIC OF 8.25% 05/28 | 0.03 | 400,000 |
| BANK OF AMERICA VAR 11/28 | 0.03 | 400,000 |
| BANK OF AMERICA VAR 02/28 | 0.03 | 345,000 |
| BANK OF NEW VAR 04/27 | 0.03 | 380,000 |
| ABN AMRO BANK VAR 06/27 | 0.03 | 400,000 |
| AMSR 2.966% 12/38 | 0.03 | 400,000 |
| AVIS BUDGET 7.03% 12/29 | 0.03 | 400,000 |
| AMSR 4.275% 11/42 | 0.03 | 447,000 |
| AMS-OSRAM AG 12.25% 03/29 | 0.02 | 200,000 |
| AMSR 2.327% 10/38 | 0.02 | 300,000 |
| ALLISON 5.875% 06/29 | 0.02 | 324,000 |
| ALIGNED DATA 1.937% 08/46 | 0.02 | 263,000 |
| ADIENT GLOBAL 8.25% 04/31 | 0.02 | 250,000 |
| ACHD TRUST 5.978% 01/34 | 0.02 | 327,752 |
| AMERICAN 6.35% 04/29 | 0.02 | 329,978 |
| ALBERTSONS COS 3.5% 03/29 | 0.02 | 235,000 |
| ACCELERATED 1.9% 10/40 | 0.02 | 338,403 |
| BUSINESS JET 4.455% 06/37 | 0.02 | 250,095 |
| BENIN 7.96% 02/38 | 0.02 | 200,000 |
| BANK OF IRELAND VAR 09/27 | 0.02 | 245,000 |
| COMMONWEALTH 8.25% 06/36 | 0.02 | 200,000 |
| COMMONWEALTH 8.95% 10/32 | 0.02 | 200,000 |
| BALL CORP 6% 06/29 | 0.02 | 225,000 |
| BANK OF AMERICA VAR 07/27 | 0.02 | 230,000 |
| AVANTOR 4.625% 07/28 | 0.02 | 225,000 |
| AQUA FINANCE 2.4% 07/46 | 0.02 | 299,363 |
| ARAMARK SERVICES 5% 02/28 | 0.02 | 204,000 |
| BENCHMARK VAR 01/57 | 0.02 | 300,000 |
| BMO 2024-5C3 VAR 02/57 | 0.02 | 300,000 |
| BX TRUST FLT 11/36 | 0.02 | 304,318 |
| BUCKEYE 4.125% 12/27 | 0.02 | 215,000 |
| WAND NEWCO 3 7.625% 01/32 | 0.02 | 260,000 |
| MAUSER 7.875% 04/30 | 0.02 | 253,000 |
| FEDERATION DES 5.7% 03/28 | 0.02 | 325,000 |
| CHEMOURS 5.75% 11/28 | 0.02 | 290,000 |
| CONNECTICUT FLT 01/42 | 0.02 | 220,255 |
| CLEAR 7.125% 02/31 | 0.02 | 225,000 |
| CELANESE US 7.375% 02/34 | 0.02 | 280,000 |
| COMSTOCK 6.75% 03/29 | 0.02 | 272,000 |
| CSAIL 2015-C2 VAR 06/57 | 0.02 | 351,775 |
| CSC HOLDINGS 6.5% 02/29 | 0.02 | 400,000 |
| CSTL COMMERCIAL VAR 11/42 | 0.02 | 305,000 |
| CSTL COMMERCIAL VAR 02/43 | 0.02 | 300,000 |
| INSTITUTO 6.75% 10/31 | 0.02 | 200,000 |
| CPS AUTO 2.84% 04/29 | 0.02 | 321,971 |
| COHERENT CORP 5% 12/29 | 0.02 | 211,000 |
| COMISION 6.5% 01/51 | 0.02 | 200,000 |
| CLARIVATE 3.875% 07/28 | 0.02 | 264,000 |
| UMBS MORTPASS 5.5% 12/55 | 0.02 | 226,534 |
| UMBS MORTPASS 5.5% 02/56 | 0.02 | 249,220 |
| UMBS MORTPASS 5.5% 02/56 | 0.02 | 263,985 |
| FREMF ZERO 09/30 | 0.02 | 431,153 |
| FRTKL 2.172% 09/38 | 0.02 | 238,000 |
| FS 8.875% 02/31 | 0.02 | 200,000 |
| US 5YR NOTE 06/30/2026 | 0.02 | 1,215 |
| GLS AUTO 3.51% 10/27 | 0.02 | 331,387 |
| GLS AUTO 3.97% 01/28 | 0.02 | 291,502 |
| GFL 4% 08/28 | 0.02 | 305,000 |
| DISH NETWORK 11.75% 11/27 | 0.02 | 314,000 |
| CAESARS 6.5% 02/32 | 0.02 | 295,000 |
| DT AUTO OWNER 6.44% 11/28 | 0.02 | 307,000 |
| REPUBLIC OF STEP 07/35 | 0.02 | 319,969 |
| ELARA HGV 6.16% 02/38 | 0.02 | 250,222 |
| ARAB 8.625% 02/30 | 0.02 | 200,000 |
| ARAB REPUBLIC 9.45% 02/33 | 0.02 | 200,000 |
| ENCOMPASS 4.75% 02/30 | 0.02 | 261,000 |
| EXETER 4.57% 06/31 | 0.02 | 325,000 |
| FIRSTENERGY 4.55% 01/30 | 0.02 | 325,000 |
| FIRSTENERGY 5.15% 03/26 | 0.02 | 225,000 |
| FIRSTENERGY 5.2% 04/28 | 0.02 | 240,000 |
| EDGEWELL 5.5% 06/28 | 0.02 | 243,000 |
| REPUBLIC OF 8.625% 02/29 | 0.02 | 270,000 |
| ELP COMMERCIAL VAR 11/42 | 0.02 | 300,000 |
| UMBS MORTPASS 2.5% 06/36 | 0.02 | 246,556 |
| UMBS MORTPASS 2.5% 07/36 | 0.02 | 345,486 |
| FIRSTKEY HOMES ZERO 05/39 | 0.02 | 350,000 |
| FHLMC REMICS 4.5% 11/40 | 0.02 | 209,843 |
| HUNTINGTON 5.442% 10/32 | 0.02 | 253,344 |
| GOODYEAR TIRE 5.25% 04/31 | 0.02 | 277,000 |
| GOLDMAN HOME 1.15% 06/51 | 0.02 | 236,402 |
| HILTON DOMESTIC 4% 05/31 | 0.02 | 295,000 |
| HILCORP 5.75% 02/29 | 0.02 | 262,000 |
| HESS 5.875% 03/28 | 0.02 | 245,000 |
| ANYWHERE REAL 5.75% 01/29 | 0.02 | 254,000 |
| LIVE NATION 4.75% 10/27 | 0.02 | 330,000 |
| KINGSTON 6.75% 12/36 | 0.02 | 200,000 |
| KIOXIA 6.25% 07/30 | 0.02 | 200,000 |
| KINETIK 5.875% 06/30 | 0.02 | 230,000 |
| CONNECT FINCO 9% 09/29 | 0.02 | 200,000 |
| JETBLUE 9.875% 09/31 | 0.02 | 205,000 |
| IMOLA MERGER 4.75% 05/29 | 0.02 | 326,000 |
| IQVIA INC 6.25% 06/32 | 0.02 | 250,000 |
| REPUBLIC OF 5.8% 01/28 | 0.02 | 225,000 |
| HASHEMITE 7.5% 01/29 | 0.02 | 200,000 |
| HASHEMITE 7.75% 01/28 | 0.02 | 200,000 |
| JPMCC VAR 03/50 | 0.02 | 275,000 |
| REPUBLIC OF 7.875% 10/33 | 0.02 | 300,000 |
| MARVELL 4.75% 07/30 | 0.02 | 310,000 |
| MORGAN STANLEY VAR 07/27 | 0.02 | 335,000 |
| MVW 2023-2 7.06% 11/40 | 0.02 | 264,097 |
| NCR ATLEOS 9.5% 04/29 | 0.02 | 200,000 |
| MITER BRANDS 6.75% 04/32 | 0.02 | 225,000 |
| REPUBLIC OF 7.25% 03/31 | 0.02 | 200,000 |
| MARINER 5.33% 11/38 | 0.02 | 250,000 |
| MARINER 5.73% 11/38 | 0.02 | 244,000 |
| NOVA CHEMICALS 8.5% 11/28 | 0.02 | 315,000 |
| NEW STEP 03/39 | 0.02 | 255,000 |
| NRG ENERGY INC 6% 02/33 | 0.02 | 235,000 |
| NEXSTAR 5.625% 07/27 | 0.02 | 322,000 |
| CLARIOS 6.75% 05/28 | 0.02 | 270,000 |
| PETROLEOS 8.75% 06/29 | 0.02 | 200,000 |
| ONEMAIN 5.375% 11/29 | 0.02 | 243,000 |
| ONEMAIN 6.625% 05/29 | 0.02 | 205,000 |
| VENTURE 3.875% 08/29 | 0.02 | 250,000 |
| UNIVISION 8% 08/28 | 0.02 | 210,000 |
| VENTURE GLOBAL 6.5% 01/34 | 0.02 | 220,000 |
| VISTAJET MALTA 9.5% 06/28 | 0.02 | 240,000 |
| WELLS FARGO & VAR 03/28 | 0.02 | 285,000 |
| XPO INC 7.125% 06/31 | 0.02 | 215,000 |
| WELLS FARGO & VAR 10/29 | 0.02 | 210,000 |
| BLOCK INC 6.5% 05/32 | 0.02 | 325,000 |
| YINSON 8.947% 07/42 | 0.02 | 194,292 |
| YINSON 8.498% 01/45 | 0.02 | 197,340 |
| WULF COMPUTE 7.75% 10/30 | 0.02 | 205,000 |
| REPUBLIC OF 7.125% 02/32 | 0.02 | 200,000 |
| UNITED 6.125% 03/34 | 0.02 | 195,000 |
| TERMOCANDELAR 7.75% 09/31 | 0.02 | 200,000 |
| TEREX CORP 5% 05/29 | 0.02 | 266,000 |
| TEGNA INC 4.625% 03/28 | 0.02 | 221,000 |
| TRINIDAD 7.75% 06/33 | 0.02 | 200,000 |
| SURINAME 7.7% 11/30 | 0.02 | 232,000 |
| TRICON 2.794% 07/38 | 0.02 | 240,000 |
| QNITY 5.75% 08/32 | 0.02 | 235,000 |
| SONIC 4.625% 11/29 | 0.02 | 309,000 |
| BANCO 6.607% 11/28 | 0.02 | 200,000 |
| SCF EQUIPMENT 6.21% 06/36 | 0.02 | 235,000 |
| SERVICE CORP 4% 05/31 | 0.02 | 235,000 |
| STATION 4.5% 02/28 | 0.02 | 314,000 |
| SAAVI 8.875% 02/35 | 0.02 | 200,000 |
| ROCKET 3.625% 03/29 | 0.02 | 224,000 |
| SCF EQUIPMENT 5.33% 06/36 | 0.02 | 210,000 |
| SG 3.933% 10/48 | 0.02 | 225,000 |
| SOMNIGROUP 4% 04/29 | 0.02 | 265,000 |
| SM ENERGY CO 8.75% 07/31 | 0.02 | 215,000 |
| REPUBLIC OF 6.125% 12/37 | 0.02 | 290,000 |
| SONANGOL 10% 01/31 | 0.02 | 210,000 |
| SS&C 5.5% 09/27 | 0.02 | 295,000 |
| STARWOOD 7.25% 04/29 | 0.02 | 290,000 |
| STAGWELL 5.625% 08/29 | 0.02 | 272,000 |
| SENSATA 5.875% 09/30 | 0.02 | 200,000 |
| SENSATA 6.625% 07/32 | 0.02 | 200,000 |
| SUNOCO LP / 5.875% 03/28 | 0.02 | 274,000 |
| SUNOCO LP 5.625% 03/31 | 0.01 | 125,000 |
| SUNOCO LP 7.25% 05/32 | 0.01 | 110,000 |
| SEAGATE DATA 9.625% 12/32 | 0.01 | 64,000 |
| SS&C 6.5% 06/32 | 0.01 | 160,000 |
| SUPERIOR PLUS 4.5% 03/29 | 0.01 | 70,000 |
| SNAP INC 6.875% 03/33 | 0.01 | 140,000 |
| SIRIUS XM 4.125% 07/30 | 0.01 | 85,000 |
| SM ENERGY CO 6.5% 07/28 | 0.01 | 160,000 |
| SM ENERGY CO 6.625% 01/27 | 0.01 | 84,000 |
| SM ENERGY CO 8.375% 07/28 | 0.01 | 88,000 |
| ALTICE FRANCE 6.5% 04/32 | 0.01 | 152,440 |
| ROCKET COS 6.125% 08/30 | 0.01 | 195,000 |
| TRANSOCEAN 8.75% 02/30 | 0.01 | 91,000 |
| ROCKET 2.875% 10/26 | 0.01 | 77,000 |
| RHP HOTEL 4.5% 02/29 | 0.01 | 110,000 |
| RINGCENTRAL 8.5% 08/30 | 0.01 | 125,000 |
| ROC MORTGAGE STEP 02/40 | 0.01 | 185,000 |
| ROCKIES 4.95% 07/29 | 0.01 | 160,000 |
| SINCLAIR 8.125% 02/33 | 0.01 | 100,000 |
| BANCO SANTANDER VAR 09/27 | 0.01 | 200,000 |
| HUGHES 6.625% 08/26 | 0.01 | 92,000 |
| RB GLOBAL 7.75% 03/31 | 0.01 | 170,000 |
| ROYAL 5.625% 09/31 | 0.01 | 80,000 |
| ROYAL 6.25% 03/32 | 0.01 | 75,000 |
| ROYAL CARIBBEAN 6% 02/33 | 0.01 | 150,000 |
| PROGRESS 2.538% 05/26 | 0.01 | 200,000 |
| PRIMO WATER 6.25% 04/29 | 0.01 | 110,000 |
| UNITED STATES OF 4% 02/28 | 0.01 | 172,700 |
| UNITED STATES 3.75% 06/27 | 0.01 | 172,700 |
| SYNAPTICS INC 4% 06/29 | 0.01 | 110,000 |
| STAR PARENT INC 9% 10/30 | 0.01 | 155,000 |
| TRIMAS CORP 4.125% 04/29 | 0.01 | 130,000 |
| TAKE-TWO 5% 03/26 | 0.01 | 103,000 |
| US 2YR NOTE 06/30/2026 | 0.01 | 674 |
| TRINITY 7.75% 07/28 | 0.01 | 100,000 |
| TEGNA INC 5% 09/29 | 0.01 | 107,000 |
| TENET 5.125% 11/27 | 0.01 | 99,000 |
| US AUTO 5.13% 12/26 | 0.01 | 524,750 |
| UNIVISION 7.375% 06/30 | 0.01 | 135,000 |
| UNITED 5.375% 11/33 | 0.01 | 150,000 |
| UNITED 4.625% 04/29 | 0.01 | 110,000 |
| UZBEKNEFTEGAZ 4.75% 11/28 | 0.01 | 200,000 |
| ZF NORTH 6.875% 04/28 | 0.01 | 175,000 |
| WELLS FARGO VAR 09/58 | 0.01 | 205,000 |
| BLOCK INC 6% 08/33 | 0.01 | 125,000 |
| WYNN RESORTS 6.25% 03/33 | 0.01 | 165,000 |
| WILLIAMS 4.625% 08/28 | 0.01 | 80,000 |
| WILLIAMS 6.625% 06/29 | 0.01 | 105,000 |
| WESCO 6.625% 03/32 | 0.01 | 190,000 |
| VISTRA 5% 07/27 | 0.01 | 150,000 |
| NCR VOYIX CORP 5% 10/28 | 0.01 | 197,000 |
| WAYFAIR LLC 7.25% 10/29 | 0.01 | 195,000 |
| VENTURE 8.125% 06/28 | 0.01 | 185,000 |
| VENTURE GLOBAL 9.5% 02/29 | 0.01 | 120,000 |
| VALARIS LTD 8.375% 04/30 | 0.01 | 145,000 |
| VERTIV GROUP 4.125% 11/28 | 0.01 | 139,000 |
| VERUS VAR 02/66 | 0.01 | 144,000 |
| ON 3.875% 09/28 | 0.01 | 125,000 |
| OPORTUN 1.96% 05/31 | 0.01 | 93,363 |
| OWENS-BROCKW 6.625% 05/27 | 0.01 | 177,000 |
| OUTFRONT 4.25% 01/29 | 0.01 | 180,000 |
| OUTFRONT 7.375% 02/31 | 0.01 | 75,000 |
| REPUBLIC OF 5.662% 02/38 | 0.01 | 200,000 |
| BIOCEANICO ZERO 06/34 | 0.01 | 137,819 |
| PRESTIGE 5.125% 01/28 | 0.01 | 94,000 |
| PG&E CORP 5% 07/28 | 0.01 | 170,000 |
| ISLAMIC 7.375% 04/31 | 0.01 | 200,000 |
| POST 4.625% 04/30 | 0.01 | 171,000 |
| POST HOLDINGS 6.25% 02/32 | 0.01 | 125,000 |
| NEXSTAR MEDIA 4.75% 11/28 | 0.01 | 195,000 |
| NEWELL 6.375% 09/27 | 0.01 | 125,000 |
| NEWELL 6.625% 05/32 | 0.01 | 105,000 |
| NEWELL 6.625% 09/29 | 0.01 | 155,000 |
| NUSTAR 5.625% 04/27 | 0.01 | 105,000 |
| NUSTAR 6.375% 10/30 | 0.01 | 180,000 |
| NRG ENERGY 5.75% 01/34 | 0.01 | 190,000 |
| NRG ENERGY 3.375% 02/29 | 0.01 | 86,000 |
| NOVA CHEMICALS 9% 02/30 | 0.01 | 75,000 |
| NOBLE FINANCE II 8% 04/30 | 0.01 | 130,000 |
| NGL ENERGY 8.125% 02/29 | 0.01 | 160,000 |
| MGM RESORTS 6.125% 09/29 | 0.01 | 150,000 |
| MGM RESORTS 6.5% 04/32 | 0.01 | 170,000 |
| MACQUARIE GROUP VAR 09/27 | 0.01 | 140,000 |
| MEDLINE 5.25% 10/29 | 0.01 | 170,000 |
| MASTERBRAND INC 7% 07/32 | 0.01 | 100,000 |
| MERCHANTS 7.21% 05/36 | 0.01 | 87,319 |
| MARINER 1.86% 03/36 | 0.01 | 192,000 |
| NOVA 4.25% 05/29 | 0.01 | 77,000 |
| MV24 CAPITAL 6.748% 06/34 | 0.01 | 138,806 |
| MATADOR 6.5% 04/32 | 0.01 | 155,000 |
| VAIL RESORTS 6.5% 05/32 | 0.01 | 140,000 |
| HASHEMITE 5.85% 07/30 | 0.01 | 200,000 |
| JPMBB VAR 08/48 | 0.01 | 150,000 |
| JP MORGAN CHASE VAR 12/46 | 0.01 | 131,545 |
| IRON 4.875% 09/27 | 0.01 | 152,000 |
| IRON 4.875% 09/29 | 0.01 | 140,000 |
| INEOS FINANCE 6.75% 05/28 | 0.01 | 200,000 |
| ING GROEP NV VAR 04/27 | 0.01 | 200,000 |
| IQVIA INC 5% 05/27 | 0.01 | 200,000 |
| KNIFE RIVER 7.75% 05/31 | 0.01 | 100,000 |
| LAMAR MEDIA 4.875% 01/29 | 0.01 | 145,000 |
| LAMAR MEDIA 5.375% 11/33 | 0.01 | 145,000 |
| LIVE NATION 6.5% 05/27 | 0.01 | 180,000 |
| LEVEL 3 6.875% 06/33 | 0.01 | 120,000 |
| LEGACY STEP 07/61 | 0.01 | 85,871 |
| HOWARD 7.375% 07/32 | 0.01 | 100,000 |
| HOLOGIC INC 4.625% 02/28 | 0.01 | 185,000 |
| HERC HOLDINGS 7.25% 06/33 | 0.01 | 150,000 |
| HERTZ 12.625% 07/29 | 0.01 | 120,000 |
| HERTZ 4.625% 12/26 | 0.01 | 79,000 |
| ICAHN 5.25% 05/27 | 0.01 | 200,000 |
| IHEARTCOMMUN 9.125% 05/29 | 0.01 | 165,000 |
| IHEARTCOMMUNI 7.75% 08/30 | 0.01 | 208,550 |
| HILTON GRAND 5.12% 05/44 | 0.01 | 112,738 |
| HILTON 4.875% 01/30 | 0.01 | 132,000 |
| HILTON 5.75% 09/33 | 0.01 | 75,000 |
| HILTON 5.875% 03/33 | 0.01 | 195,000 |
| HILTON 6.125% 04/32 | 0.01 | 140,000 |
| NOVELIS CORP 4.75% 01/30 | 0.01 | 142,000 |
| GULFPORT 6.75% 09/29 | 0.01 | 90,000 |
| WR GRACE 5.625% 08/29 | 0.01 | 210,000 |
| GOODYEAR TIRE 5.25% 07/31 | 0.01 | 80,000 |
| CHART 7.5% 01/30 | 0.01 | 122,000 |
| HUB 7.25% 06/30 | 0.01 | 120,000 |
| GRAY MEDIA 10.5% 07/29 | 0.01 | 128,000 |
| GRAY MEDIA 5.375% 11/31 | 0.01 | 100,000 |
| GRAY MEDIA 7.25% 08/33 | 0.01 | 85,000 |
| GS MORTGAGE VAR 05/49 | 0.01 | 100,000 |
| FHLMC REMICS 4% 07/41 | 0.01 | 103,355 |
| FHLMC REMICS 4% 12/36 | 0.01 | 104,451 |
| FHLMC REMICS 3% 02/47 | 0.01 | 181,045 |
| UMBS MORTPASS 2.5% 12/40 | 0.01 | 194,661 |
| REPUBLIC OF 9.25% 04/30 | 0.01 | 150,000 |
| ENERGIZER 4.375% 03/29 | 0.01 | 89,000 |
| ENERGIZER 4.75% 06/28 | 0.01 | 166,000 |
| ENERSYS 6.625% 01/32 | 0.01 | 95,000 |
| ELASTIC NV 4.125% 07/29 | 0.01 | 100,000 |
| EXPAND ENERGY 6.75% 04/29 | 0.01 | 167,000 |
| FAIR ISAAC CORP 4% 06/28 | 0.01 | 100,000 |
| FHLMCGLD 4.5% 05/49 | 0.01 | 185,457 |
| EXETER 1.96% 01/28 | 0.01 | 79,090 |
| DT MIDSTREAM 4.125% 06/29 | 0.01 | 170,000 |
| ECOPETROL SA 6.875% 04/30 | 0.01 | 200,000 |
| ECOPETROL SA 8.875% 01/33 | 0.01 | 100,000 |
| REPUBLIC OF 8.75% 01/34 | 0.01 | 200,000 |
| ARAB REPUBLIC 7.3% 09/33 | 0.01 | 200,000 |
| REPUBLIC OF STEP 07/40 | 0.01 | 218,041 |
| ARAB 5.875% 02/31 | 0.01 | 200,000 |
| REPUBLIC OF STEP 07/30 | 0.01 | 180,000 |
| DOMINICAN 4.5% 01/30 | 0.01 | 150,000 |
| DOMINICAN 4.5% 01/30 | 0.01 | 150,000 |
| DEUTSCHE BANK VAR 11/27 | 0.01 | 150,000 |
| DIEBOLD 7.75% 03/30 | 0.01 | 75,000 |
| DISH DBS CORP 5.25% 12/26 | 0.01 | 98,000 |
| DISH DBS CORP 7.75% 07/26 | 0.01 | 76,000 |
| GFL 4.75% 06/29 | 0.01 | 131,000 |
| GFL 6.75% 01/31 | 0.01 | 100,000 |
| GENESIS 7.75% 02/28 | 0.01 | 115,000 |
| GRIFFON CORP 5.75% 03/28 | 0.01 | 125,000 |
| GLOBAL 5.625% 06/29 | 0.01 | 134,000 |
| ACUSHNET CO 5.625% 12/33 | 0.01 | 70,000 |
| GROUP 1 4% 08/28 | 0.01 | 94,000 |
| GRAPHIC 1.512% 04/26 | 0.01 | 70,000 |
| GRAPHIC 6.375% 07/32 | 0.01 | 115,000 |
| GAP INC/THE 3.625% 10/29 | 0.01 | 160,000 |
| FIRST STUDENT 4% 07/29 | 0.01 | 109,000 |
| SIX FLAGS 5.25% 07/29 | 0.01 | 160,000 |
| SIX FLAGS 6.625% 05/32 | 0.01 | 160,000 |
| FREMF 2016-K57 VAR 08/49 | 0.01 | 185,000 |
| FREMF 2016-K58 VAR 09/49 | 0.01 | 110,000 |
| UMBS MORTPASS 5.5% 02/56 | 0.01 | 192,996 |
| SHIFT4 6.75% 08/32 | 0.01 | 185,000 |
| UMBS MORTPASS 4.5% 05/47 | 0.01 | 104,955 |
| UMBS MORTPASS 6% 02/56 | 0.01 | 169,143 |
| FNMA REMICS 3.5% 12/42 | 0.01 | 158,558 |
| CLEVELAND-CL 4.625% 03/29 | 0.01 | 118,000 |
| CLEVELAND-CL 6.875% 11/29 | 0.01 | 105,000 |
| COMPASS 6.75% 12/27 | 0.01 | 111,000 |
| CINEMARK USA 5.25% 07/28 | 0.01 | 170,000 |
| COINBASE 3.375% 10/28 | 0.01 | 140,000 |
| REPUBLIC OF 6.125% 01/31 | 0.01 | 200,000 |
| CCO HOLDINGS 4.25% 02/31 | 0.01 | 185,000 |
| CCO HOLDINGS 5.125% 05/27 | 0.01 | 76,000 |
| CENTRAL 4.125% 04/31 | 0.01 | 206,000 |
| CENTRAL 4.125% 10/30 | 0.01 | 109,000 |
| CHURCHILL 5.5% 04/27 | 0.01 | 145,000 |
| CHURCHILL 6.75% 05/31 | 0.01 | 145,000 |
| CHORD ENERGY 6.75% 03/33 | 0.01 | 75,000 |
| COOPER-STANDA 9.25% 03/31 | 0.01 | 110,000 |
| COMM VAR 10/48 | 0.01 | 153,216 |
| CRESCENT 7.875% 04/32 | 0.01 | 130,000 |
| CRESCENT 9.25% 02/28 | 0.01 | 155,000 |
| CRESCENT 9.75% 10/30 | 0.01 | 100,000 |
| CPS AUTO 6.45% 04/30 | 0.01 | 197,697 |
| CHS/COMMUNITY 4.75% 02/31 | 0.01 | 217,000 |
| CSTL COMMERCIAL VAR 02/43 | 0.01 | 167,000 |
| CELANESE US 7% 02/31 | 0.01 | 170,000 |
| CLEAR CHANNEL 7.5% 03/33 | 0.01 | 120,000 |
| AVIS BUDGET 5.75% 07/27 | 0.01 | 124,000 |
| AVIS BUDGET 8.25% 01/30 | 0.01 | 185,000 |
| BUCKEYE 6.875% 07/29 | 0.01 | 95,000 |
| BRASKEM 4.5% 01/30 | 0.01 | 200,000 |
| BRASKEM 8% 10/34 | 0.01 | 200,000 |
| BEAST 2021-1818 FLT 03/36 | 0.01 | 179,000 |
| BOF VII AL 4.5% 07/32 | 0.01 | 121,168 |
| STANDARD 6.5% 08/32 | 0.01 | 110,000 |
| BLUE RACER 7% 07/29 | 0.01 | 170,000 |
| ARCHROCK 6.25% 04/28 | 0.01 | 145,000 |
| AMER SPORTS 6.75% 02/31 | 0.01 | 72,000 |
| ARDAGH GROUP SA VAR 12/30 | 0.01 | 200,000 |
| ATI INC 5.875% 12/27 | 0.01 | 108,000 |
| ARGENTINE 1% 07/29 | 0.01 | 150,500 |
| AMERIGAS 9.375% 06/28 | 0.01 | 85,000 |
| REPUBLIC OF 8% 11/29 | 0.01 | 200,000 |
| AMERICAN 6.875% 07/28 | 0.01 | 90,000 |
| AXALTA 3.375% 02/29 | 0.01 | 150,000 |
| BOMBARDIER 7.25% 07/31 | 0.01 | 115,000 |
| BATH & BODY 5.25% 02/28 | 0.01 | 76,000 |
| BATH & BODY 6.625% 10/30 | 0.01 | 190,000 |
| BATH & BODY 7.5% 06/29 | 0.01 | 86,000 |
| BUNGE LTD 2% 04/26 | 0.01 | 200,000 |
| BRINK'S 6.75% 06/32 | 0.01 | 110,000 |
| 1011778 BC 3.875% 01/28 | 0.01 | 76,000 |
| QXO BUILDING 6.75% 04/32 | 0.01 | 90,000 |
| BOYNE USA INC 4.75% 05/29 | 0.01 | 140,000 |
| BAUSCH 4.875% 06/28 | 0.01 | 202,000 |
| AMERICAN 3.875% 11/29 | 0.01 | 110,000 |
| ASBURY 4.5% 03/28 | 0.01 | 109,000 |
| ACCO BRANDS 4.25% 03/29 | 0.01 | 122,000 |
| ACCENDRA 4.5% 03/29 | 0.01 | 145,000 |
| ACADIA 5.5% 07/28 | 0.01 | 166,000 |
| CALIFORNIA VAR 11/35 | 0.01 | 2,030,214 |
| USD - FOR FUTURES | 0.01 | 188,377 |
| ARCHES BUYER 4.25% 06/28 | 0.01 | 99,000 |
| ADT SECURITY 4.875% 07/32 | 0.01 | 100,000 |
| ADIENT GLOBAL 7% 04/28 | 0.01 | 90,000 |
| AVIS BUDGET 6.24% 04/27 | 0.01 | 166,666 |
| AHEAD DB 6.625% 05/28 | 0.01 | 120,000 |
| ALTICE FINANCING 5% 01/28 | 0.01 | 200,000 |
| ANTERO 5.375% 06/29 | 0.01 | 191,000 |
| ANTERO 5.75% 01/28 | 0.01 | 165,000 |
| ALLIANT 6.75% 04/28 | 0.01 | 160,000 |
| AMKOR 5.875% 10/33 | 0.00 | 45,000 |
| ADAPTHEALTH 4.625% 08/29 | 0.00 | 64,000 |
| ALBERTSONS 5.625% 03/32 | 0.00 | 60,000 |
| ALBERTSONS 5.75% 03/34 | 0.00 | 20,000 |
| AMERICAN 5.5% 04/26 | 0.00 | 16,333 |
| ESCROW RITE AID 0.0 31 DE | 0.00 | 6,532 |
| EURO | 0.00 | 120 |
| CDI CDX.NA 5 USD1230 | 0.00 | -7,660,000 |
| BIG RIVER 6.625% 01/29 | 0.00 | 41,000 |
| BATH & BODY 6.75% 07/36 | 0.00 | 23,000 |
| BOMBARDIER INC 6% 02/28 | 0.00 | 55,000 |
| ANTERO 5.375% 03/30 | 0.00 | 59,000 |
| CLEAR CHANNEL 7.5% 06/29 | 0.00 | 5,000 |
| CLEAR CHANNEL 7.75% 04/28 | 0.00 | 36,000 |
| AVIS BUDGET 4.75% 04/28 | 0.00 | 46,000 |
| COMM VAR 11/47 | 0.00 | 33,352 |
| CIPHER 7.125% 11/30 | 0.00 | 50,000 |
| CCO HOLDINGS 4.75% 02/32 | 0.00 | 18,000 |
| CITIGROUP VAR 06/48 | 0.00 | 250,000 |
| UMBS MORTPASS 2.5% 04/28 | 0.00 | 45,884 |
| FREMF 0.1% 01/54 | 0.00 | 10,288,161 |
| FREMF 0.1% 01/54 | 0.00 | 2,600,000 |
| FREMF 0.1% 09/28 | 0.00 | 10,503,859 |
| FREMF 0.1% 09/30 | 0.00 | 5,338,147 |
| FREMF 0.1% 09/30 | 0.00 | 431,153 |
| FREMF 0.1% 09/53 | 0.00 | 2,900,000 |
| FREMF 0.1% 09/53 | 0.00 | 12,717,434 |
| FREMF 0.1% 10/28 | 0.00 | 3,000,000 |
| FREMF 0.1% 10/53 | 0.00 | 2,457,000 |
| FREMF 0.1% 10/53 | 0.00 | 11,925,004 |
| FREMF 0.1% 11/52 | 0.00 | 4,400,000 |
| FREMF 0.1% 11/52 | 0.00 | 18,678,561 |
| FREMF 0.1% 11/53 | 0.00 | 9,761,616 |
| FREMF 0.1% 11/53 | 0.00 | 3,000,000 |
| GLS AUTO 1.48% 07/27 | 0.00 | 26,740 |
| DANA INC 4.5% 02/32 | 0.00 | 13,000 |
| DIAMOND 8.5% 10/30 | 0.00 | 50,000 |
| DT AUTO OWNER 5.55% 10/28 | 0.00 | 66,201 |
| DYCOM 4.5% 04/29 | 0.00 | 44,000 |
| EXETER 1.4% 04/27 | 0.00 | 38,295 |
| FHLMC VAR 04/48 | 0.00 | 405,000 |
| FHLMC VAR 06/48 | 0.00 | 380,000 |
| FHLMC VAR 08/27 | 0.00 | 3,344,443 |
| FHLMC VAR 09/48 | 0.00 | 430,000 |
| FLAGSHIP 1.46% 09/27 | 0.00 | 18,554 |
| FOUNDATION 1.27% 05/41 | 0.00 | 37,094 |
| FHLMC REMICS 5.5% 09/33 | 0.00 | 52,928 |
| FHF TRUST 6.57% 06/28 | 0.00 | 32,648 |
| FHLMC VAR 02/49 | 0.00 | 460,000 |
| FHLMC REMICS 3% 10/50 | 0.00 | 331,214 |
| GS MORTGAGE VAR 03/50 | 0.00 | 250,000 |
| CHART 9.5% 01/31 | 0.00 | 50,000 |
| WR GRACE 7% 08/33 | 0.00 | 40,000 |
| GNMA 2021-9 MI 2.5% 01/51 | 0.00 | 182,501 |
| LIFE 2021-BMR FLT 03/38 | 0.00 | 20,825 |
| LITHIA 4.375% 01/31 | 0.00 | 46,000 |
| LITHIA 4.625% 12/27 | 0.00 | 56,000 |
| JELD-WEN INC 4.875% 12/27 | 0.00 | 79,000 |
| REPUBLIC OF STEP 12/32 | 0.00 | 41,694 |
| NORDSTROM 4.375% 04/30 | 0.00 | 64,000 |
| MVW 2021-1W 1.14% 01/41 | 0.00 | 36,438 |
| MVW 2021-1W 1.44% 01/41 | 0.00 | 15,638 |
| MEDLINE 6.25% 04/29 | 0.00 | 62,000 |
| PENSKE 3.75% 06/29 | 0.00 | 64,000 |
| VENTURE 32 CLO FLT 07/31 | 0.00 | 10,080 |
| NCR VOYIX 5.125% 04/29 | 0.00 | 14,000 |
| WEEKLEY 4.875% 09/28 | 0.00 | 59,000 |
| US ULTRA BOND 06/18/2026 | 0.00 | 3 |
| XPO INC 6.25% 06/28 | 0.00 | 20,000 |
| EXPAND 5.375% 03/30 | 0.00 | 45,000 |
| PRIME 5.75% 04/26 | 0.00 | 8,000 |
| RANGE 4.75% 02/30 | 0.00 | 49,000 |
| ROCKET MORTGAGE 4% 10/33 | 0.00 | 5,000 |
| SOLSTICE 5.625% 09/33 | 0.00 | 60,000 |
| STAPLES INC 10.75% 09/29 | 0.00 | 70,000 |
| STAPLES INC 12.75% 01/30 | 0.00 | 74,684 |
| SCRIPPS 3.875% 01/29 | 0.00 | 36,000 |
| SENSATA 3.75% 02/31 | 0.00 | 45,000 |
| SEAGATE DATA 8.25% 12/29 | 0.00 | 43,000 |
| SEAGATE DATA 8.5% 07/31 | 0.00 | 6,000 |
