| US TREASURY N/B 08/44 4.125 4.13% 8/15/2044 | 2.94 | 17,635,000 |
| US TREASURY N/B 08/54 4.25 4.25% 8/15/2054 | 2.38 | 14,490,000 |
| US TREASURY N/B 01/32 4.375 4.38% 1/31/2032 | 2.03 | 10,905,000 |
| US TREASURY N/B 02/32 4.125 4.13% 2/29/2032 | 2.00 | 10,890,000 |
| US TREASURY N/B 02/45 4.75 4.75% 2/15/2045 | 1.79 | 9,910,000 |
| US TREASURY N/B 02/55 4.625 4.63% 2/15/2055 | 1.78 | 10,195,000 |
| US TREASURY N/B 11/44 4.625 4.63% 11/15/2044 | 1.51 | 8,465,000 |
| US TREASURY N/B 12/31 4.5 4.50% 12/31/2031 | 1.40 | 7,475,000 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE 6.00% 2/15/2056 | 1.38 | 7,440,000 |
| FNMA POOL MA4492 FN 12/51 FIXED 2 2.00% 12/01/2051 | 1.18 | 7,911,817 |
| US TREASURY N/B 12/30 3.75 3.75% 12/31/2030 | 1.12 | 6,180,000 |
| US TREASURY N/B 11/34 4.25 4.25% 11/15/2034 | 0.94 | 5,125,000 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE 2.00% 2/12/2056 | 0.92 | 6,215,000 |
| US TREASURY N/B 08/31 3.75 3.75% 8/31/2031 | 0.81 | 4,490,000 |
| US TREASURY N/B 05/30 4 4.00% 5/31/2030 | 0.79 | 4,280,000 |
| US TREASURY N/B 03/30 4 4.00% 3/31/2030 | 0.77 | 4,185,000 |
| US TREASURY N/B 02/30 4 4.00% 2/28/2030 | 0.76 | 4,115,000 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE 2.50% 2/12/2056 | 0.75 | 4,870,000 |
| US TREASURY N/B 10/30 4.875 4.88% 10/31/2030 | 0.64 | 3,340,000 |
| FED HM LN PC POOL RJ4695 FR 08/55 FIXED 6 6.00% 8/01/2055 | 0.63 | 3,375,193 |
| FED HM LN PC POOL SD0922 FR 03/52 FIXED 2.5 2.50% 3/01/2052 | 0.58 | 3,708,082 |
| US TREASURY N/B 08/43 4.375 4.38% 8/15/2043 | 0.52 | 2,995,000 |
| NOTA DO TESOURO NACIONAL NOTES 01/33 10 10.00% 1/01/2033 | 0.50 | 16,565,000 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE 3.50% 2/15/2056 | 0.47 | 2,770,000 |
| T ROWE PRICE INSTITUTIONAL FLO T ROWE PR INST FLTNG RT Z 0.00% | 0.46 | 271,976 |
| FED HM LN PC POOL SD8199 FR 03/52 FIXED 2 2.00% 3/01/2052 | 0.45 | 3,016,236 |
| FED HM LN PC POOL RA6815 FR 02/52 FIXED 2.5 2.50% 2/01/2052 | 0.44 | 2,808,712 |
| GNMA II POOL MA7533 G2 08/51 FIXED 2 2.00% 8/20/2051 | 0.43 | 2,831,782 |
| GNMA II TBA 30 YR 4.5 JUMBOS 4.50% 2/19/2056 | 0.42 | 2,390,000 |
| FED HM LN PC POOL SD7553 FR 03/52 FIXED 3 3.00% 3/01/2052 | 0.42 | 2,547,666 |
| GNMA II POOL MA7988 G2 04/52 FIXED 3 3.00% 4/20/2052 | 0.41 | 2,468,486 |
| US TREASURY N/B 05/45 5 5.00% 5/15/2045 | 0.41 | 2,185,000 |
| US TREASURY N/B 08/53 4.125 4.13% 8/15/2053 | 0.40 | 2,505,000 |
| GNMA II POOL MA7936 G2 03/52 FIXED 2.5 2.50% 3/20/2052 | 0.40 | 2,537,385 |
| GNMA II TBA 30 YR 5.5 JUMBOS 5.50% 2/19/2056 | 0.40 | 2,200,000 |
| FNMA POOL MA4732 FN 09/52 FIXED 4 4.00% 9/01/2052 | 0.38 | 2,158,188 |
| US TREASURY N/B 02/34 4 4.00% 2/15/2034 | 0.38 | 2,110,000 |
| FED HM LN PC POOL RJ4778 FR 09/55 FIXED 5.5 5.50% 9/01/2055 | 0.38 | 2,027,289 |
| CROSS MORTGAGE TRUST CROSS 2025 H4 A1 144A 5.57% 6/25/2070 | 0.38 | 2,042,639 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE 3.00% 2/12/2056 | 0.37 | 2,265,000 |
| FNMA POOL MA4567 FN 03/37 FIXED 2 2.00% 3/01/2037 | 0.34 | 1,995,734 |
| US TREASURY N/B 05/43 3.875 3.88% 5/15/2043 | 0.33 | 2,020,000 |
| FED HM LN PC POOL SD4999 FR 08/53 FIXED 5 5.00% 8/01/2053 | 0.33 | 1,797,901 |
| US TREASURY N/B 05/55 4.75 4.75% 5/15/2055 | 0.32 | 1,795,000 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 4.00% 2/12/2056 | 0.31 | 1,775,000 |
| GNMA II TBA 30 YR 5 JUMBOS 5.00% 2/19/2056 | 0.31 | 1,685,000 |
| NIGERIA OMO BILL BILLS 04/26 0.00000 0.00% 4/21/2026 | 0.31 | 2,474,000,000 |
| AMSR TRUST AMSR 2021 SFR4 A 144A 2.12% 12/17/2038 | 0.31 | 1,764,300 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 C 144A 5.73% 3/22/2030 | 0.30 | 1,610,000 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A3 144A 1.29% 6/25/2066 | 0.30 | 1,925,497 |
| MADISON PARK FUNDING LTD MDPK 2016 24A CR2 144A 6.34% 10/20/2029 | 0.30 | 1,625,000 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE 2.00% 2/17/2041 | 0.30 | 1,765,000 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/36 7.75 7.75% 11/07/2036 | 0.30 | 1,555,000 |
| VISTRA CORP JR SUBORDINA 144A 12/99 VAR 8.88% 12/31/2099 | 0.30 | 1,520,000 |
| PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR 0.00% 11/01/2043 | 0.29 | 2,413,441 |
| HPEFS EQUIPMENT TRUST HPEFS 2024 1A D 144A 5.82% 11/20/2031 | 0.29 | 1,600,000 |
| FED HM LN PC POOL SD7265 FR 10/54 FIXED 6.5 6.50% 10/01/2054 | 0.29 | 1,536,801 |
| COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001 6.00% 1/16/2036 | 0.28 | 1,250,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2025 SFR2 A 144A 3.31% 4/17/2042 | 0.28 | 1,628,376 |
| REPUBLIC OF SRI LANKA SR UNSECURED 144A 05/36 VAR 3.60% 5/15/2036 | 0.27 | 1,500,000 |
| VERIZON MASTER TRUST VZMT 2025 3 C 4.90% 3/20/2030 | 0.27 | 1,500,000 |
| JACK IN THE BOX FUNDING, LLC JACK 2022 1A A2I 144A 3.45% 2/26/2052 | 0.27 | 1,535,500 |
| ARES CLO LTD ARES 2021 60A C 144A 6.50% 7/18/2034 | 0.27 | 1,500,000 |
| FED HM LN PC POOL RA3046 FR 07/50 FIXED 2 2.00% 7/01/2050 | 0.27 | 1,799,685 |
| AMSR TRUST AMSR 2021 SFR2 C 144A 1.88% 8/17/2038 | 0.26 | 1,445,000 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A B 5.25% 9/16/2030 | 0.26 | 1,400,000 |
| REPUBLIC OF MONTENEGRO SR UNSECURED 144A 03/31 7.25 7.25% 3/12/2031 | 0.26 | 1,345,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 02/33 10 10.00% 2/07/2033 | 0.26 | 1,220,000 |
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A 5.36% 7/17/2036 | 0.25 | 1,380,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 C 5.34% 8/11/2031 | 0.25 | 1,340,000 |
| FED HM LN PC POOL RA8551 FR 02/53 FIXED 6 6.00% 2/01/2053 | 0.25 | 1,313,789 |
| DEXT ABS DEXT 2025 1 C 144A 5.39% 8/15/2035 | 0.25 | 1,340,000 |
| FED HM LN PC POOL SD8212 FR 05/52 FIXED 2.5 2.50% 5/01/2052 | 0.25 | 1,602,087 |
| FISERV INC SR UNSECURED 02/31 4.55 4.55% 2/15/2031 | 0.25 | 1,385,000 |
| FNMA POOL CB3254 FN 03/52 FIXED 3.5 3.50% 3/01/2052 | 0.24 | 1,432,250 |
| FANNIE MAE CAS CAS 2025 R02 1A1 144A 5.35% 2/25/2045 | 0.24 | 1,304,087 |
| BANK5 BANK5 2024 5YR10 A3 5.30% 10/15/2057 | 0.24 | 1,270,000 |
| FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2II 144A 5.09% 4/30/2047 | 0.24 | 1,345,938 |
| PALMER SQUARE CLO LTD PLMRS 2021 1A A1AR 144A 0.00% 4/20/2038 | 0.24 | 1,335,000 |
| OZLM FUNDING LTD OZLMF 2012 2A BR4 144A 0.00% 7/30/2037 | 0.23 | 1,270,000 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A2 144A 4.40% 1/12/2060 | 0.23 | 1,690,000 |
| US TREASURY N/B 03/32 4.125 4.13% 3/31/2032 | 0.23 | 1,260,000 |
| TARGA RESOURCES CORP COMPANY GUAR 08/35 5.55 5.55% 8/15/2035 | 0.23 | 1,220,000 |
| GNMA II POOL MA7935 G2 03/52 FIXED 2 2.00% 3/20/2052 | 0.23 | 1,517,512 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM3 A1 144A 5.49% 8/25/2070 | 0.23 | 1,260,061 |
| BANK5 BANK5 2024 5YR10 AS 5.64% 10/15/2057 | 0.22 | 1,155,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 B 144A 5.05% 5/12/2031 | 0.22 | 1,177,000 |
| CHENANGO PARK CLO, LTD. CHPRK 2018 1A BR 144A 6.10% 4/15/2030 | 0.22 | 1,235,000 |
| GNMA II POOL MA8267 G2 09/52 FIXED 4 4.00% 9/20/2052 | 0.22 | 1,257,078 |
| JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM3 A1 144A 5.46% 11/25/2065 | 0.22 | 1,212,686 |
| SOUTH32 TREASURY LTD COMPANY GUAR 144A 04/32 4.35 4.35% 4/14/2032 | 0.22 | 1,221,000 |
| ZAXBY S FUNDING LLC ZAXBY 2021 1A A2 144A 3.24% 7/30/2051 | 0.22 | 1,244,750 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1B 144A 4.55% 10/25/2064 | 0.21 | 1,168,327 |
| US TREASURY N/B 08/30 4.125 4.13% 8/31/2030 | 0.21 | 1,130,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM6 A1 144A 5.60% 3/25/2065 | 0.21 | 1,148,562 |
| PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75 8.75% 6/02/2029 | 0.21 | 1,090,000 |
| FNMA POOL MA5070 FN 07/53 FIXED 4.5 4.50% 7/01/2053 | 0.21 | 1,174,325 |
| BABSON CLO LTD BABSN 2021 3A B1R 144A 5.93% 1/18/2035 | 0.21 | 1,150,000 |
| FED HM LN PC POOL SD7362 FR 09/54 FIXED 5.5 5.50% 9/01/2054 | 0.21 | 1,123,848 |
| APPLIED SYSTEMS INC 2024 2ND LIEN TERM LOAN 1.00% 2/23/2032 | 0.20 | 1,081,059 |
| BOEING CO/THE SR UNSECURED 05/54 6.858 6.86% 5/01/2054 | 0.20 | 952,000 |
| HARBOR PARK CLO LTD HARB 2018 1A CR2 144A 0.00% 1/20/2031 | 0.20 | 1,120,000 |
| REAL ESTATE ASSET LIQUIDITY TR REALT 2025 1A A1 144A 3.93% 1/12/2060 | 0.20 | 1,506,022 |
| RESILIENCE PARENT LLC 2ND LIEN TERM LOAN 1.00% 1/21/2033 | 0.20 | 1,085,000 |
| S64324443 CDS EUR R F 1.00000 5564324443FEE CCPITRAXX 1.00% 12/20/2030 | 0.20 | 60,952,000 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A 5.61% 3/25/2055 | 0.20 | 1,113,807 |
| ROMANIA SR UNSECURED 144A 09/30 5.75 5.75% 9/16/2030 | 0.19 | 990,000 |
| META PLATFORMS INC SR UNSECURED 11/55 5.625 5.63% 11/15/2055 | 0.19 | 1,090,000 |
| CAIXABANK SA SR UNSECURED 144A 06/35 VAR 6.04% 6/15/2035 | 0.19 | 1,000,000 |
| FED HM LN PC POOL SD5865 FR 08/54 FIXED 5.5 5.50% 8/01/2054 | 0.19 | 1,027,502 |
| FED HM LN PC POOL SD8299 FR 02/53 FIXED 5 5.00% 2/01/2053 | 0.19 | 1,021,045 |
| FED HM LN PC POOL SL0401 FR 02/52 FIXED 2.5 2.50% 2/01/2052 | 0.19 | 1,203,310 |
| FNMA POOL CB9649 FN 12/54 FIXED 5 5.00% 12/01/2054 | 0.19 | 1,053,875 |
| FNMA POOL FA0522 FN 08/52 FIXED VAR 3.00% 8/01/2052 | 0.19 | 1,146,080 |
| FNMA POOL FA3135 FN 11/55 FIXED VAR 5.50% 11/01/2055 | 0.19 | 1,005,893 |
| FED HM LN PC POOL QX1253 FR 12/54 FIXED 6 6.00% 12/01/2054 | 0.18 | 948,806 |
| FANNIE MAE FNR 2020 89 DI 2.50% 12/25/2050 | 0.18 | 6,197,730 |
| BMO MORTGAGE TRUST BMO 2024 5C5 AS 6.36% 2/15/2057 | 0.18 | 960,000 |
| ARI FLEET LEASE TRUST ARIFL 2025 A B 144A 5.43% 1/17/2034 | 0.18 | 1,000,000 |
| BANK5 BANK5 2024 5YR8 AS 6.38% 8/15/2057 | 0.18 | 965,000 |
| BATTALION CLO LTD BATLN 2020 15A BR 144A 5.80% 1/17/2033 | 0.18 | 1,000,000 |
| FNMA POOL MA4782 FN 10/52 FIXED 3.5 3.50% 10/01/2052 | 0.18 | 1,095,707 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 2/12/2056 | 0.18 | 980,000 |
| ORACLE CORP SR UNSECURED 09/55 5.95 5.95% 9/26/2055 | 0.18 | 1,155,000 |
| TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A 5.38% 1/25/2035 | 0.18 | 1,000,000 |
| SHACKLETON CLO LTD SHACK 2019 14A BRR 144A 0.00% 7/20/2034 | 0.18 | 1,010,000 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR 4.13% 7/09/2035 | 0.17 | 1,230,000 |
| HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327 6.33% 4/01/2035 | 0.17 | 920,000 |
| HOLOGIC INC 2026 USD 2ND LIEN TERM LOAN 1.00% 5/01/2034 | 0.17 | 960,000 |
| IVORY COAST SR UNSECURED 144A 04/36 8.075 8.07% 4/01/2036 | 0.17 | 885,000 |
| FNMA POOL FS8081 FN 10/53 FIXED VAR 5.50% 10/01/2053 | 0.17 | 912,119 |
| FED HM LN PC POOL SD8194 FR 02/52 FIXED 2.5 2.50% 2/01/2052 | 0.16 | 1,057,419 |
| ALERA GROUP INC 2025 2ND LIEN TERM LOAN 1.00% 5/30/2033 | 0.16 | 877,950 |
| HEALTH AND HAPPINESS H+H SR SECURED REGS 07/28 9.125 9.13% 7/24/2028 | 0.16 | 850,000 |
| GOLUB CAPITAL CAP FND SR UNSECURED 05/30 5.875 5.88% 5/01/2030 | 0.16 | 858,000 |
| FNMA POOL MA4562 FN 03/52 FIXED 2 2.00% 3/01/2052 | 0.16 | 1,060,985 |
| ROMANIA BONDS 144A 05/36 6.625 6.63% 5/16/2036 | 0.16 | 828,000 |
| OCTANE RECEIVABLES TRUST OCTL 2024 RVM1 A 144A 5.01% 1/22/2046 | 0.16 | 844,872 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 10/54 6.05 6.05% 10/01/2054 | 0.16 | 910,000 |
| ONEDIGITAL BORROWER LLC 2024 2ND LIEN TERM LOAN 1.00% 7/02/2031 | 0.15 | 832,838 |
| REPUBLIC OF CHILE SR UNSECURED 05/41 3.1 3.10% 5/07/2041 | 0.15 | 1,065,000 |
| SOCIETE GENERALE COMPANY GUAR 144A 04/29 VAR 5.50% 4/13/2029 | 0.15 | 800,000 |
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 CA C 144A 4.44% 8/20/2030 | 0.15 | 815,000 |
| T MOBILE USA INC COMPANY GUAR 01/33 4.625 4.63% 1/15/2033 | 0.15 | 820,000 |
| US TREASURY N/B 08/51 2 2.00% 8/15/2051 | 0.15 | 1,420,000 |
| GENERAL MOTORS GFORT 2025 1A C 144A 4.91% 3/15/2029 | 0.15 | 800,000 |
| GENERAL MOTORS GFORT 2025 2A C 144A 5.01% 3/15/2030 | 0.15 | 820,000 |
| GNMA II POOL 786366 G2 08/52 FIXED 4.5 4.50% 8/20/2052 | 0.15 | 844,300 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 55 EI 2.50% 11/20/2051 | 0.15 | 5,285,039 |
| HILCORP ENERGY I LP TERM LOAN B 1.00% 2/11/2030 | 0.15 | 811,628 |
| KASPI.KZ JSC SR UNSECURED 144A 03/30 6.25 6.25% 3/26/2030 | 0.15 | 805,000 |
| HUB INTERNATIONAL LIMITED 2025 TERM LOAN B 1.00% 6/20/2030 | 0.15 | 807,242 |
| BANK OF AMERICA CORP SR UNSECURED 01/31 VAR 5.16% 1/24/2031 | 0.15 | 795,000 |
| APPLIED SYSTEMS INC 2024 1ST LIEN TERM LOAN 1.00% 2/24/2031 | 0.15 | 842,887 |
| BX TRUST BX 2025 ROIC B 144A 5.69% 3/15/2030 | 0.15 | 826,903 |
| CHARTER NEX US INC 2025 REPRICED TERM LOAN B 1.00% 11/29/2030 | 0.15 | 830,556 |
| CITIGROUP INC SR UNSECURED 05/31 VAR 4.95% 5/07/2031 | 0.15 | 825,000 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25 7.25% 1/12/2056 | 0.15 | 840,000 |
| FNMA POOL FA0436 FN 06/52 FIXED VAR 3.00% 6/01/2052 | 0.15 | 901,941 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A1 144A 5.04% 10/25/2069 | 0.15 | 797,901 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 5.75% 4/18/2054 | 0.15 | 864,000 |
| FED HM LN PC POOL RA6962 FR 03/52 FIXED 2.5 2.50% 3/01/2052 | 0.15 | 941,679 |
| FED HM LN PC POOL SD6907 FR 12/54 FIXED 5 5.00% 12/01/2054 | 0.15 | 826,464 |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A C 144A 0.01% 1/18/2040 | 0.15 | 840,000 |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2025 1A A1 144A 0.01% 1/18/2040 | 0.14 | 752,728 |
| ECHOSTAR CORP SR SECURED 11/29 10.75 10.75% 11/30/2029 | 0.14 | 700,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2025 2A B 5.04% 9/17/2029 | 0.14 | 780,000 |
| FNMA POOL FM6264 FN 02/36 FIXED VAR 3.00% 2/01/2036 | 0.14 | 821,464 |
| CVS HEALTH CORP JR SUBORDINA 12/54 VAR 6.75% 12/10/2054 | 0.14 | 738,000 |
| BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581 6.58% 5/30/2049 | 0.14 | 750,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM 6.42% 1/10/2057 | 0.14 | 766,535 |
| CENTENE CORP SR UNSECURED 12/29 4.625 4.63% 12/15/2029 | 0.14 | 805,000 |
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A BR 144A 0.00% 7/17/2035 | 0.14 | 780,000 |
| ALLIANT HOLDNGS INTRMDIATE LLC 2025 TERM LOAN B 1.00% 9/19/2031 | 0.14 | 765,433 |
| ABBVIE INC SR UNSECURED 03/54 5.4 5.40% 3/15/2054 | 0.14 | 765,000 |
| HUDSON YARDS HY 2025 SPRL B 144A 5.76% 1/13/2040 | 0.14 | 730,000 |
| INFRASTRUTTURE WIRELESS SR UNSECURED REGS 04/30 3.75 3.75% 4/01/2030 | 0.14 | 655,000 |
| HARDEE S FUNDING LLC AND CARLS HNGRY 2020 1A A2 144A 3.98% 12/20/2050 | 0.14 | 788,500 |
| GNMA II POOL MA3803 G2 07/46 FIXED 3.5 3.50% 7/20/2046 | 0.14 | 806,967 |
| FNMA POOL MA4583 FN 04/37 FIXED 2.5 2.50% 4/01/2037 | 0.14 | 813,245 |
| FNMA POOL MA4783 FN 10/52 FIXED 4 4.00% 10/01/2052 | 0.14 | 793,041 |
| T MOBILE USA INC COMPANY GUAR 02/36 5 5.00% 2/15/2036 | 0.14 | 800,000 |
| SEB FUNDING LLC SEB4P 2021 1A A2 144A 4.97% 1/30/2052 | 0.14 | 793,013 |
| ONSLOW BAY FINANCIAL LLC OBX 2025 NQM14 A1B 144A 5.16% 7/25/2065 | 0.14 | 765,731 |
| OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 C 144A 5.26% 12/20/2046 | 0.13 | 705,000 |
| ORANGE SA SR UNSECURED 144A 01/36 5 5.00% 1/13/2036 | 0.13 | 725,000 |
| PROJECT ALPHA INTERME HLDG INC 2025 2ND LIEN INC TL 1.00% 5/09/2033 | 0.13 | 830,000 |
| SBNA AUTO LEASE TRUST SBALT 2025 A A4 144A 4.87% 7/20/2029 | 0.13 | 705,000 |
| PUBLIC SERVICE OKLAHOMA SR UNSECURED 01/36 5.45 5.45% 1/15/2036 | 0.13 | 695,000 |
| TRICON RESIDENTIAL TCN 2021 SFR1 A 144A 1.94% 7/17/2038 | 0.13 | 751,166 |
| FREDDIE MAC FHR 5086 MI 2.50% 3/25/2051 | 0.13 | 4,465,784 |
| GA GLOBAL FUNDING TRUST SR SECURED 144A 04/32 5.5 5.50% 4/01/2032 | 0.13 | 700,000 |
| GNMA II POOL MB0091 G2 12/54 FIXED 5 5.00% 12/20/2054 | 0.13 | 709,127 |
| GNMA II POOL MA8346 G2 10/52 FIXED 4 4.00% 10/20/2052 | 0.13 | 727,857 |
| GNMA II POOL MA7649 G2 10/51 FIXED 2.5 2.50% 10/20/2051 | 0.13 | 840,700 |
| LEVEL 3 FINANCING INC 2025 REPRICED TERM LOAN B4 1.00% 3/29/2032 | 0.13 | 730,000 |
| MADISON PARK FUNDING LTD MDPK 2018 30A BR 144A 6.06% 7/16/2037 | 0.13 | 700,000 |
| NEW YORK MORTGAGE TRUST NYMT 2025 INV1 A1 144A 5.41% 4/25/2060 | 0.13 | 706,422 |
| AES CORP/THE SR UNSECURED 03/32 5.8 5.80% 3/15/2032 | 0.13 | 680,000 |
| ASURION LLC 2021 SECOND LIEN TERM LOAN B4 1.00% 1/20/2029 | 0.13 | 710,257 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 C 144A 5.92% 7/10/2029 | 0.13 | 708,446 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 EXP2 A4 144A 2.50% 8/25/2050 | 0.13 | 782,603 |
| FNMA POOL CB8330 FN 04/54 FIXED 5.5 5.50% 4/01/2054 | 0.13 | 678,779 |
| EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 C 5.00% 3/15/2032 | 0.13 | 725,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2025 4A C 4.57% 6/16/2031 | 0.12 | 685,000 |
| EXETER SELECT AUTOMOBILE RECEI ESART 2025 3 B 4.42% 3/15/2032 | 0.12 | 650,000 |
| ENGINEERED MACHINERY HOLD INC 2021 USD 2ND LIEN TL 6.75% 5/21/2029 | 0.12 | 645,960 |
| FNMA POOL CB1109 FN 07/51 FIXED 2 2.00% 7/01/2051 | 0.12 | 825,505 |
| FED HM LN PC POOL SD8365 FR 10/53 FIXED 4.5 4.50% 10/01/2053 | 0.12 | 644,066 |
| FNMA POOL DC8257 FN 01/55 FIXED 5.5 5.50% 1/01/2055 | 0.12 | 644,034 |
| FNMA POOL FS6257 FN 06/53 FIXED VAR 4.00% 6/01/2053 | 0.12 | 689,967 |
| CENTRAGAS CENT 2025 CITY A 144A 5.09% 7/10/2040 | 0.12 | 645,000 |
| BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN 1.00% 1/15/2031 | 0.12 | 649,719 |
| GNMA II POOL MA8800 G2 04/53 FIXED 5 5.00% 4/20/2053 | 0.12 | 631,416 |
| FNMA POOL MA4784 FN 10/52 FIXED 4.5 4.50% 10/01/2052 | 0.12 | 664,210 |
| FNMA POOL MA5072 FN 07/53 FIXED 5.5 5.50% 7/01/2053 | 0.12 | 653,470 |
| VERIZON MASTER TRUST VZMT 2024 6 C 4.67% 8/20/2030 | 0.12 | 665,000 |
| US TREASURY N/B 11/43 4.75 4.75% 11/15/2043 | 0.12 | 655,000 |
| THE HUNTINGTON NATIONAL BANK HACLN 2025 1 B 144A 5.45% 3/21/2033 | 0.12 | 674,357 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 B 4.75% 5/15/2031 | 0.12 | 675,000 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 C 4.89% 5/15/2031 | 0.12 | 675,000 |
| OPAL BIDCO SAS USD 1ST LIEN TERM LOAN B 1.00% 4/28/2032 | 0.12 | 653,363 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/32 5.05 5.05% 10/15/2032 | 0.11 | 580,000 |
| RIVIAN HLD/AUTO LLC SR SECURED 144A 01/31 10 10.00% 1/15/2031 | 0.11 | 645,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR8 E1 144A 2.38% 10/17/2038 | 0.11 | 638,000 |
| REGAL REXNORD CORP COMPANY GUAR 02/30 6.3 6.30% 2/15/2030 | 0.11 | 580,000 |
| TOYOTA LEASE OWNER TRUST TLOT 2025 A A4 144A 5.03% 6/20/2029 | 0.11 | 610,000 |
| STATE OF ISRAEL SR UNSECURED 03/34 5.5 5.50% 3/12/2034 | 0.11 | 583,000 |
| SOCIETE GENERALE 144A 01/34 VAR 6.69% 1/10/2034 | 0.11 | 575,000 |
| VEON MIDCO BV COMPANY GUAR REGS 11/27 3.375 3.38% 11/25/2027 | 0.11 | 610,000 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 4.50% 2/15/2056 | 0.11 | 615,000 |
| FREDDIE MAC FHR 5293 IO 2.00% 3/25/2051 | 0.11 | 4,685,621 |
| MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45 5.45% 7/15/2035 | 0.11 | 600,000 |
| LTI HOLDINGS INC 2024 TERM LOAN B 1.00% 7/29/2029 | 0.11 | 578,890 |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 A5 6.01% 12/15/2056 | 0.11 | 550,000 |
| IMPERIAL FUND LLC IMPRL 2021 NQM2 A1 144A 1.07% 9/25/2056 | 0.11 | 726,476 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/34 6 6.00% 5/08/2034 | 0.11 | 587,000 |
| B64324485 CDS EUR R V 03MEVENT 5564324485PRO CCPITRAXX 1.00% 12/20/2030 | 0.11 | 46,650,000 |
| B71123067 CDS USD P F 1.00000 5571123067FEE CCPCDX 1.00% 12/20/2030 | 0.11 | -14,029,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2025 3 A1 144A 5.52% 3/25/2070 | 0.11 | 583,548 |
| Cash/Cash equivalent USD 0.00% | 0.11 | 0 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A 4.85% 8/10/2029 | 0.11 | 585,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B12 A5 3.12% 8/15/2052 | 0.11 | 635,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B13 A4 2.95% 8/15/2057 | 0.11 | 640,000 |
| BLACKSTONE PP EUR HOLD COMPANY GUAR REGS 03/29 1.75 1.75% 3/12/2029 | 0.11 | 540,000 |
| BX TRUST BX 2025 VOLT A 144A 5.70% 12/15/2044 | 0.11 | 615,000 |
| CVS HEALTH CORP SR UNSECURED 02/53 5.625 5.63% 2/21/2053 | 0.11 | 630,000 |
| CSC HOLDINGS, LLC 2019 TERM LOAN B5 1.00% 4/15/2027 | 0.11 | 699,496 |
| COLT FUNDING LLC COLT 2025 8 A1 144A 5.41% 8/25/2070 | 0.11 | 579,166 |
| COMISION FEDERAL DE ELEC SR UNSECURED 144A 01/34 6.045 6.05% 1/28/2034 | 0.11 | 630,000 |
| FNMA POOL MA4237 FN 01/51 FIXED 2 2.00% 1/01/2051 | 0.11 | 739,349 |
| FNMA POOL FA0116 FN 08/53 FIXED VAR 3.50% 8/01/2053 | 0.11 | 662,164 |
| FNMA POOL CB0511 FN 05/51 FIXED 2.5 2.50% 5/01/2051 | 0.11 | 711,450 |
| FNMA POOL CB9219 FN 09/54 FIXED 6 6.00% 9/01/2054 | 0.11 | 569,646 |
| EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5 5.50% 8/17/2030 | 0.11 | 590,000 |
| FANNIE MAE FNR 2020 75 BI 2.00% 11/25/2050 | 0.11 | 4,917,119 |
| FANNIE MAE CAS CAS 2025 R01 1M1 144A 5.45% 1/25/2045 | 0.11 | 589,163 |
| VISTA POINT SECURITIZATION TRU VSTA 2020 1 B1 144A 5.38% 3/25/2065 | 0.11 | 580,000 |
| VERUS SECURITIZATION TRUST VERUS 2025 2 A1 144A 5.44% 3/25/2070 | 0.10 | 554,449 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 6.95% 10/15/2033 | 0.10 | 490,000 |
| FED HM LN PC POOL QD8674 FR 03/52 FIXED 3 3.00% 3/01/2052 | 0.10 | 611,656 |
| FED HM LN PC POOL QZ5224 FR 10/55 FIXED 5.5 5.50% 10/01/2055 | 0.10 | 531,346 |
| FED HM LN PC POOL SD6155 FR 08/54 FIXED 5.5 5.50% 8/01/2054 | 0.10 | 529,593 |
| FED HM LN PC POOL SD8205 FR 04/52 FIXED 2.5 2.50% 4/01/2052 | 0.10 | 612,679 |
| FED HM LN PC POOL ZA5029 FR 10/47 FIXED 3.5 3.50% 10/01/2047 | 0.10 | 566,701 |
| FNMA POOL FS2037 FN 05/37 FIXED VAR 1.50% 5/01/2037 | 0.10 | 620,251 |
| CLOUD SOFTWARE GRP INC SECURED 144A 09/29 9 9.00% 9/30/2029 | 0.10 | 525,000 |
| APTIV SWISS HOLDINGS LTD COMPANY GUAR 12/51 3.1 3.10% 12/01/2051 | 0.10 | 830,000 |
| ASURION LLC/ASURION CO SR SECURED 144A 12/32 8 8.00% 12/31/2032 | 0.10 | 540,000 |
| BARCLAYS PLC SR UNSECURED 02/31 VAR 5.37% 2/25/2031 | 0.10 | 525,000 |
| ALLIANT HOLD / CO ISSUER SR UNSECURED 144A 10/32 7.375 7.38% 10/01/2032 | 0.10 | 520,000 |
| ALDAR PROPERTIES PJSC SUBORDINATED REGS 04/55 VAR 6.62% 4/15/2055 | 0.10 | 540,000 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/35 5.625 5.63% 7/01/2035 | 0.10 | 530,000 |
| LIFEPOINT HEALTH INC SR UNSECURED 144A 06/32 10 10.00% 6/01/2032 | 0.10 | 538,000 |
| IPOTEKA BANK ATIB SR UNSECURED REGS 10/30 6.45 6.45% 10/09/2030 | 0.10 | 530,000 |
| MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 04/29 VAR 5.72% 4/15/2029 | 0.10 | 550,000 |
| NEPTUNE BIDCO US INC SR SECURED 144A 05/31 10.375 10.38% 5/15/2031 | 0.10 | 540,000 |
| GLP CAPITAL LP / FIN II COMPANY GUAR 02/33 5.25 5.25% 2/15/2033 | 0.10 | 550,000 |
| FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 B 144A 5.31% 5/15/2028 | 0.10 | 545,000 |
| GNMA II POOL MA7987 G2 04/52 FIXED 2.5 2.50% 4/20/2052 | 0.10 | 632,543 |
| GNMA II POOL MA8345 G2 10/52 FIXED 3.5 3.50% 10/20/2052 | 0.10 | 587,445 |
| HEALTH CARE SERVICE CORP SR UNSECURED 144A 06/54 5.875 5.88% 6/15/2054 | 0.10 | 565,000 |
| VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR 9.00% 12/31/2099 | 0.10 | 640,000 |
| TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN 1.00% 5/06/2032 | 0.10 | 534,737 |
| UNITED MEXICAN STATES SR UNSECURED 02/38 6.125 6.13% 2/09/2038 | 0.10 | 530,000 |
| US TREASURY N/B 02/54 4.25 4.25% 2/15/2054 | 0.10 | 590,000 |
| STRIPE INC SERIES A TC5JVPSH1 5.04% 9/26/2030 | 0.10 | 570,000 |
| REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1 1.00% 7/09/2029 | 0.10 | 616,000 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/33 6.5 6.50% 1/21/2033 | 0.10 | 560,000 |
| SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM2 A1 144A 5.73% 2/25/2065 | 0.10 | 536,249 |
| ORACLE CORP SR UNSECURED 09/35 5.2 5.20% 9/26/2035 | 0.10 | 580,000 |
| POST CLO LTD POST 2022 1A BR 144A 0.00% 4/20/2035 | 0.09 | 505,000 |
| SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831 4.83% 10/15/2029 | 0.09 | 505,000 |
| REPUBLIC OF MONTENEGRO SR UNSECURED REGS 03/31 7.25 7.25% 3/12/2031 | 0.09 | 480,000 |
| REPUBLIC OF ECUADOR SR UNSECURED 144A 01/34 8.75 8.75% 1/29/2034 | 0.09 | 480,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2025 1 A1A 144A 4.75% 6/25/2065 | 0.09 | 500,741 |
| US TREASURY N/B 05/53 3.625 3.62% 5/15/2053 | 0.09 | 640,000 |
| HEATHROW FUNDING LTD SR SECURED REGS 03/36 1.875 1.88% 3/14/2036 | 0.09 | 459,000 |
| GNMA II POOL MA9015 G2 07/53 FIXED 4.5 4.50% 7/20/2053 | 0.09 | 478,043 |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 B 5.30% 2/20/2029 | 0.09 | 475,000 |
| FREDDIE MAC STACR STACR 2025 HQA1 M1 144A 5.49% 2/25/2045 | 0.09 | 472,465 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75 6.75% 5/01/2033 | 0.09 | 485,000 |
| JONES DESLUIR INSRNC MGMT INC 2025 TERM LOAN B 1.00% 3/15/2030 | 0.09 | 470,198 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR 5.47% 1/23/2035 | 0.09 | 477,000 |
| AVALARA INC 2025 TERM LOAN 1.00% 3/26/2032 | 0.09 | 522,553 |
| ASURION LLC 2021 2ND LIEN TERM LOAN B3 1.00% 1/31/2028 | 0.09 | 505,000 |
| COLT FUNDING LLC COLT 2025 INV2 A3 144A 5.95% 2/25/2070 | 0.09 | 502,432 |
| CCG RECEIVABLES TRUST CCG 2025 1 C 144A 6.01% 10/14/2032 | 0.09 | 500,000 |
| FNMA POOL CC0603 FN 06/55 FIXED 6.5 6.50% 6/01/2055 | 0.09 | 467,973 |
| FIFTH THIRD BANCORP SR UNSECURED 01/37 VAR 0.00% 1/29/2037 | 0.09 | 485,000 |
| FILTRATION GROUP CORPORATION 2025 USD TERM LOAN 1.00% 10/21/2028 | 0.09 | 491,962 |
| FED HM LN PC POOL RA5714 FR 03/52 FIXED 2 2.00% 3/01/2052 | 0.09 | 577,957 |
| FED HM LN PC POOL QY4616 FR 06/55 FIXED 6 6.00% 6/01/2055 | 0.08 | 407,780 |
| FED HM LN PC POOL SD1116 FR 06/52 FIXED 3.5 3.50% 6/01/2052 | 0.08 | 488,555 |
| EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 C 4.91% 12/15/2031 | 0.08 | 435,000 |
| ELLUCIAN HOLDINGS, INC. 2024 2ND LIEN TERM LOAN 1.00% 11/22/2032 | 0.08 | 446,017 |
| DELTA TOPCO, INC 2024 2ND LIEN TERM LOAN 1.00% 11/29/2030 | 0.08 | 440,000 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4 5.40% 4/18/2034 | 0.08 | 425,000 |
| FNMA POOL MA4413 FN 09/51 FIXED 2 2.00% 9/01/2051 | 0.08 | 531,702 |
| FNMA POOL FS9627 FN 09/54 FIXED VAR 6.50% 9/01/2054 | 0.08 | 432,354 |
| BX TRUST BX 2025 VOLT B 144A 6.10% 12/15/2044 | 0.08 | 460,000 |
| BLUE OWL GP STAKES TC3MIPDY0 4.88% 10/30/2028 | 0.08 | 430,000 |
| BANK OF AMERICA CORP SR UNSECURED 05/36 VAR 5.46% 5/09/2036 | 0.08 | 425,000 |
| AUTOKINITON US HOLDINGS, INC. 2024 TERM LOAN B 1.00% 4/06/2028 | 0.08 | 461,341 |
| AMSR TRUST AMSR 2021 SFR2 A 144A 1.53% 8/17/2038 | 0.08 | 466,011 |
| BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B 1.00% 10/08/2030 | 0.08 | 452,725 |
| AMERICAN AIRLINES INC 2025 TERM LOAN 1.00% 4/20/2028 | 0.08 | 418,768 |
| 1261229 BC LTD SR SECURED 144A 04/32 10 10.00% 4/15/2032 | 0.08 | 440,000 |
| LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7 7.00% 3/31/2034 | 0.08 | 440,000 |
| HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375 7.38% 1/31/2032 | 0.08 | 425,000 |
| HOLOGIC INC 2026 TERM LOAN B 1.00% 1/14/2033 | 0.08 | 460,000 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM4 A1 144A 5.35% 7/25/2065 | 0.08 | 442,648 |
| META PLATFORMS INC SR UNSECURED 11/45 5.5 5.50% 11/15/2045 | 0.08 | 455,000 |
| NAVIENT CORP SR UNSECURED 07/30 9.375 9.38% 7/25/2030 | 0.08 | 400,000 |
| FS LUXEMBOURG SARL COMPANY GUAR 144A 02/31 8.875 8.88% 2/12/2031 | 0.08 | 400,000 |
| FS LUXEMBOURG SARL COMPANY GUAR REGS 06/33 8.625 8.63% 6/25/2033 | 0.08 | 420,000 |
| FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25 6.25% 4/01/2030 | 0.08 | 420,000 |
| FNMA POOL MA4578 FN 04/52 FIXED 2.5 2.50% 4/01/2052 | 0.08 | 507,817 |
| GNMA II POOL MA7937 G2 03/52 FIXED 3 3.00% 3/20/2052 | 0.08 | 464,160 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 6.38% 7/01/2034 | 0.08 | 404,000 |
| HILCORP ENERGY I/HILCORP SR UNSECURED 144A 11/33 8.375 8.38% 11/01/2033 | 0.08 | 425,000 |
| HIGHTOWER HOLDINGS LLC 2025 1ST LIEN TERM LOAN B 1.00% 2/03/2032 | 0.08 | 447,214 |
| TK ELEVATOR MIDCO GMBH 2025 USD TERM LOAN B 1.00% 4/30/2030 | 0.08 | 464,843 |
| TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN 1.00% 11/21/2031 | 0.08 | 426,967 |
| TALEN ENERGY SUPPLY, LLC 2023 TERM LOAN B 1.00% 5/17/2030 | 0.08 | 431,627 |
| SOLVENTUM CORP SR UNSECURED 04/54 5.9 5.90% 4/30/2054 | 0.08 | 434,000 |
| SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625 8.63% 11/15/2031 | 0.08 | 430,000 |
| RAIZEN FUELS FINANCE COMPANY GUAR 144A 03/34 6.45 6.45% 3/05/2034 | 0.08 | 540,000 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A 4.97% 1/18/2033 | 0.08 | 426,396 |
| ONEDIGITAL BORROWER LLC 2025 REPRICED TERM LOAN 1.00% 7/02/2031 | 0.08 | 432,803 |
| WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR 6.49% 10/23/2034 | 0.08 | 410,000 |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 7.75% 10/15/2030 | 0.07 | 370,000 |
| OCEANVIEW MORTGAGE TRUST BVINV 2021 6 A5 144A 2.50% 10/25/2051 | 0.07 | 443,702 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2 6.20% 3/15/2040 | 0.07 | 366,000 |
| ROMANIA SR UNSECURED 144A 06/33 5.375 5.38% 6/07/2033 | 0.07 | 300,000 |
| SEQUOIA MORTGAGE TRUST SEMT 2019 5 B3 144A 3.71% 12/25/2049 | 0.07 | 398,544 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A C 144A 5.20% 10/20/2032 | 0.07 | 385,000 |
| STATE OF ISRAEL SR UNSECURED 01/36 5 5.00% 1/13/2036 | 0.07 | 400,000 |
| SYNOPSYS INC SR UNSECURED 04/55 5.7 5.70% 4/01/2055 | 0.07 | 400,000 |
| SUTTER HEALTH UNSECURED 08/35 5.537 5.54% 8/15/2035 | 0.07 | 390,000 |
| TRANSDIGM INC SR SECURED 144A 12/31 7.125 7.12% 12/01/2031 | 0.07 | 370,000 |
| US TREASURY N/B 05/54 4.625 4.63% 5/15/2054 | 0.07 | 425,000 |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 05/35 7.75 7.75% 5/01/2035 | 0.07 | 350,000 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 3.75% 9/15/2030 | 0.07 | 405,000 |
| GNMA II TBA 30 YR 6 JUMBOS 6.00% 2/19/2056 | 0.07 | 395,000 |
| GNMA II POOL MA8646 G2 02/53 FIXED 4.5 4.50% 2/20/2053 | 0.07 | 414,825 |
| GNMA II POOL MA3597 G2 04/46 FIXED 3.5 3.50% 4/20/2046 | 0.07 | 393,247 |
| FREDDIE MAC FHR 5000 UI 2.50% 7/25/2050 | 0.07 | 2,336,403 |
| FREDDIE MAC STACR STACR 2025 DNA3 M1 144A 5.47% 9/25/2045 | 0.07 | 398,564 |
| GCAT GCAT 2025 NQM1 A1 144A 5.37% 11/25/2069 | 0.07 | 373,294 |
| MIDCAP FINANCIAL ISSR TR SR UNSECURED 144A 05/28 6.5 6.50% 5/01/2028 | 0.07 | 400,000 |
| LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11 11.00% 10/15/2030 | 0.07 | 350,000 |
| JONES DESLAURIERS INSURA SR UNSECURED 144A 10/33 6.875 6.88% 10/01/2033 | 0.07 | 400,000 |
| ACRISURE INC SER A 2 CVT TC686MGV1 0.00% | 0.07 | 16,611 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 3A B 144A 5.58% 12/20/2030 | 0.07 | 360,000 |
| ASURION LLC/ASURION CO SR SECURED 144A 02/34 8.375 8.38% 2/01/2034 | 0.07 | 396,000 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2026 1 C 4.44% 11/17/2031 | 0.07 | 385,000 |
| CARVANA CO SR SECURED 144A 06/31 9 9.00% 6/01/2031 | 0.07 | 348,869 |
| CRESCENT ENERGY FINANCE COMPANY GUAR 144A 01/33 7.375 7.38% 1/15/2033 | 0.07 | 410,000 |
| CMG MEDIA CORPORATION 2024 TERM LOAN 1.00% 6/18/2029 | 0.07 | 394,797 |
| CLEAR CHANNEL OUTDOOR HOLD INC 2024 TERM LOAN 1.00% 8/23/2028 | 0.07 | 358,368 |
| CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625 9.63% 6/15/2033 | 0.07 | 375,000 |
| CLARIOS GLOBAL LP 2025 USD TERM LOAN B 7.09% 1/28/2032 | 0.07 | 389,025 |
| CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A 4.85% 2/25/2033 | 0.07 | 406,771 |
| FIRSTENERGY CORP SR UNSECURED 03/30 2.65 2.65% 3/01/2030 | 0.07 | 390,000 |
| FNMA POOL CB8851 FN 07/54 FIXED 6 6.00% 7/01/2054 | 0.07 | 356,963 |
| FNMA POOL CB4115 FN 07/52 FIXED 3.5 3.50% 7/01/2052 | 0.07 | 424,978 |
| EPICOR SOFTWARE CORPORATION 2024 TERM LOAN F 1.00% 5/30/2031 | 0.07 | 388,166 |
| FANNIE MAE FNR 2020 97 AI 2.00% 1/25/2051 | 0.07 | 2,982,163 |
| FED HM LN PC POOL RA6766 FR 02/52 FIXED 2.5 2.50% 2/01/2052 | 0.07 | 425,128 |
| FED HM LN PC POOL SD7231 FR 12/54 FIXED 5.5 5.50% 12/01/2054 | 0.07 | 371,758 |
| FED HM LN PC POOL RJ4780 FR 09/55 FIXED 6.5 6.50% 9/01/2055 | 0.07 | 362,061 |
| FED HM LN PC POOL SD8005 FR 08/49 FIXED 3.5 3.50% 8/01/2049 | 0.06 | 326,915 |
| FED HM LN PC POOL SD6963 FR 10/52 FIXED 4 4.00% 10/01/2052 | 0.06 | 352,492 |
| FED HM LN PC POOL SD6048 FR 07/54 FIXED 6 6.00% 7/01/2054 | 0.06 | 335,141 |
| FED HM LN PC POOL RJ3906 FR 04/55 FIXED 6 6.00% 4/01/2055 | 0.06 | 306,906 |
| EXTENDED STAY AMERICA TRUST ESA 2025 ESH C 144A 6.00% 10/15/2042 | 0.06 | 325,000 |
| FNMA POOL MA4208 FN 12/50 FIXED 2 2.00% 12/01/2050 | 0.06 | 417,033 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/32 10.875 10.88% 1/15/2032 | 0.06 | 292,000 |
| CMG MEDIA CORPORATION SECURED 144A 06/29 8.875 8.88% 6/18/2029 | 0.06 | 405,000 |
| COFINIMMO SR UNSECURED REGS 12/30 0.875 0.88% 12/02/2030 | 0.06 | 300,000 |
| CROSS MORTGAGE TRUST CROSS 2025 H5 A1B 144A 5.51% 7/25/2070 | 0.06 | 341,011 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 B 144A 4.54% 12/10/2030 | 0.06 | 310,000 |
| BROADCOM INC SR UNSECURED 02/32 4.55 4.55% 2/15/2032 | 0.06 | 350,000 |
| AT+T INC SR UNSECURED 11/32 4.55 4.55% 11/01/2032 | 0.06 | 335,000 |
| B94186148 IRS PLN R V 06MWIBOR 5494186148FLO CCPVANILLA 1.00% 7/21/2030 | 0.06 | 26,490,000 |
| BAT CAPITAL CORP COMPANY GUAR 08/32 5.35 5.35% 8/15/2032 | 0.06 | 320,000 |
| BATTALION CLO LTD BATLN 2018 12A CRR 144A 0.00% 5/17/2031 | 0.06 | 305,000 |
| BANK5 BANK5 2024 5YR12 AS 6.12% 12/15/2057 | 0.06 | 315,000 |
| AETHON III SR 2L PP TC51KOPW5 10.41% 1/10/2027 | 0.06 | 330,000 |
| JPMORGAN CHASE + CO SR UNSECURED 10/36 VAR 4.81% 10/22/2036 | 0.06 | 350,000 |
| LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B 1.00% 5/19/2031 | 0.06 | 350,844 |
| KASEYA INC 2025 2ND LIEN TERM LOAN B 1.00% 3/18/2033 | 0.06 | 322,456 |
| KEURIG DR PEPPER SERIES A TC33ROZX3 0.00% | 0.06 | 327 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/55 6.375 6.38% 7/01/2055 | 0.06 | 300,000 |
| MADISON PARK FUNDING LTD MDPK 2022 60A BR 144A 6.38% 10/25/2037 | 0.06 | 315,000 |
| MEDLINE BORROWER LP 2025 INCREMENTAL TERM LOAN B 1.00% 10/23/2030 | 0.06 | 338,300 |
| NEPTUNE BIDCO US INC 2022 USD TERM LOAN B 1.00% 4/11/2029 | 0.06 | 335,825 |
| NEPTUNE BIDCO US INC 2026 REFINANCE TERM LOAN B 1.00% 1/28/2033 | 0.06 | 360,000 |
| NFL SR SECURED NOTE TC2P1E1R5 4.78% 10/05/2030 | 0.06 | 335,000 |
| NIAGARA MOHAWK POWER SR UNSECURED 144A 10/30 4.647 4.65% 10/03/2030 | 0.06 | 355,000 |
| GNMA II POOL MA7135 G2 01/51 FIXED 2 2.00% 1/20/2051 | 0.06 | 367,933 |
| GNMA II POOL MA8492 G2 12/52 FIXED 6 6.00% 12/20/2052 | 0.06 | 330,291 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A4 144A 2.50% 2/25/2052 | 0.06 | 379,887 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 06/56 VAR 8.00% 6/01/2056 | 0.06 | 329,000 |
| HOME OWNER MORTGAGE ENHANCED S HOMES 2025 NQM2 A1 144A 5.43% 2/25/2070 | 0.06 | 327,294 |
| US TREASURY N/B 02/44 4.5 4.50% 2/15/2044 | 0.06 | 340,000 |
| US TREASURY N/B 02/33 3.5 3.50% 2/15/2033 | 0.06 | 340,000 |
| TRANSCONT GAS PIPE LINE SR UNSECURED 144A 03/36 5.1 5.10% 3/15/2036 | 0.06 | 305,000 |
| TORONTO DOMINION BANK SR UNSECURED 10/35 4.928 4.93% 10/15/2035 | 0.06 | 320,000 |
| SONIC CAPITAL LLC SONIC 2020 1A A2I 144A 3.85% 1/20/2050 | 0.06 | 307,396 |
| OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A A2R2 144A 0.00% 1/22/2038 | 0.06 | 330,000 |
| OCTAGON INVESTMENT PARTNERS 47 OCT47 2020 1A BR2 144A 0.00% 1/22/2038 | 0.06 | 325,000 |
| OCTANE RECEIVABLES TRUST OCTL 2025 RVM1 B 144A 4.83% 12/20/2046 | 0.06 | 345,000 |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A 4.94% 10/20/2028 | 0.06 | 317,542 |
| X CORP TERM LOAN 1.00% 10/26/2029 | 0.06 | 339,126 |
| XPLR INFRAST OPERATING COMPANY GUAR 144A 04/34 7.75 7.75% 4/15/2034 | 0.06 | 350,000 |
| X CORP 2025 FIXED TERM LOAN 1.00% 10/26/2029 | 0.05 | 275,000 |
| WAND NEWCO 3 INC 2025 REPRICED TERM LOAN B 7.06% 1/30/2031 | 0.05 | 278,789 |
| POLISH ZLOTY 0.00% | 0.05 | 963,497 |
| PRO MACH GROUP INC 2025 1ST LIEN TERM LOAN B 1.00% 10/15/2032 | 0.05 | 265,000 |
| PANTHER ESCROW ISSUER SR SECURED 144A 06/31 7.125 7.12% 6/01/2031 | 0.05 | 270,000 |
| PETSMART LLC/PETSMART FI SR SECURED 144A 09/32 7.5 7.50% 9/15/2032 | 0.05 | 250,000 |
| P P SYNERGY SEC 1 S TC584HX79 7.90% 7/08/2030 | 0.05 | 280,000 |
| OCP CLO LTD OCP 2017 13A B1R2 144A 0.00% 11/26/2037 | 0.05 | 250,000 |
| RR LTD RRAM 2024 34RA A2AR 144A 0.00% 10/15/2039 | 0.05 | 250,000 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2025 A B 144A 4.48% 1/16/2034 | 0.05 | 250,000 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2025 A C 144A 4.66% 1/16/2034 | 0.05 | 250,000 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/33 6 6.00% 9/15/2033 | 0.05 | 243,000 |
| REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125 6.13% 1/21/2031 | 0.05 | 280,000 |
| QUIKRETE HOLDINGS INC 2025 TERM LOAN B 1.00% 2/10/2032 | 0.05 | 265,408 |
| SOUND POINT CLO LTD SNDPT 2019 1A BRR 144A 6.15% 1/20/2032 | 0.05 | 250,000 |
| SIGNAL PEAK CLO, LLC SPEAK 2018 5A BR 144A 7.52% 4/25/2037 | 0.05 | 250,000 |
| SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/35 5.45 5.45% 6/15/2035 | 0.05 | 265,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 2 A1B 144A 4.85% 12/25/2064 | 0.05 | 259,136 |
| TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25 6.25% 2/01/2034 | 0.05 | 270,000 |
| TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/36 6.5 6.50% 2/01/2036 | 0.05 | 270,000 |
| TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625 8.63% 6/01/2030 | 0.05 | 275,000 |
| TRANSDIGM INC 2025 TERM LOAN M 1.00% 8/19/2032 | 0.05 | 249,375 |
| TOWD POINT MORTGAGE TRUST TPMT 2025 1 A1B 144A 4.75% 6/25/2065 | 0.05 | 252,626 |
| US TREASURY N/B 05/40 1.125 1.13% 5/15/2040 | 0.05 | 395,000 |
| UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3 5.30% 6/15/2035 | 0.05 | 265,000 |
| UKG, INC, 2024 TERM LOAN B 1.00% 2/10/2031 | 0.05 | 278,700 |
| TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B 1.00% 5/06/2031 | 0.05 | 259,355 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 9.50% 2/01/2029 | 0.05 | 245,000 |
| HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125 9.13% 1/31/2030 | 0.05 | 250,000 |
| GRAY MEDIA INC SECURED 144A 07/32 9.625 9.63% 7/15/2032 | 0.05 | 270,000 |
| GNMA II POOL MA5988 G2 06/49 FIXED 5 5.00% 6/20/2049 | 0.05 | 296,842 |
| GALDERMA FINANCE EUROPE COMPANY GUAR REGS 03/30 3.5 3.50% 3/20/2030 | 0.05 | 230,000 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/38 6.4 6.40% 1/25/2038 | 0.05 | 240,000 |
| FNMA POOL MA4628 FN 06/37 FIXED 2.5 2.50% 6/01/2037 | 0.05 | 291,054 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 09/30 5.73 5.73% 9/05/2030 | 0.05 | 270,000 |
| FNMA POOL MA5533 FN 11/39 FIXED 4 4.00% 11/01/2039 | 0.05 | 258,789 |
| NMEF FUNDING LLC NMEF 2025 A A2 144A 4.72% 7/15/2032 | 0.05 | 279,934 |
| MFRA TRUST MFRA 2022 INV2 A1 144A 4.95% 7/25/2057 | 0.05 | 300,810 |
| MADISON PARK FUNDING LTD MDPK 2019 35A CR 144A 7.49% 4/20/2032 | 0.05 | 255,000 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM5 A1 144A 5.44% 7/25/2070 | 0.05 | 292,381 |
| INSTRUCTURE HOLDINGS INC 2025 REPRICED TERM LOAN 1.00% 11/13/2031 | 0.05 | 268,652 |
| JAMESTOWN CLO LTD JTWN 2020 15A A1R 144A 0.00% 7/15/2035 | 0.05 | 250,000 |
| JANE STREET GROUP LLC 2024 TERM LOAN B1 1.00% 12/15/2031 | 0.05 | 261,103 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 04/31 7.125 7.12% 4/30/2031 | 0.05 | 270,000 |
| HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25 7.25% 6/15/2030 | 0.05 | 280,000 |
| KKR FINANCIAL CLO LTD KKR 2022 43A BR 144A 7.81% 1/15/2036 | 0.05 | 300,000 |
| LOIRE FINCO LUXEMBOURG SARL 2025 USD TERM LOAN B 1.00% 1/21/2030 | 0.05 | 248,130 |
| JP MORGAN MORTGAGE TRUST JPMMT 2017 2 B5 144A 3.65% 5/25/2047 | 0.05 | 308,851 |
| JONES DESLAURIERS INSURA SR UNSECURED 144A 10/33 7.25 7.25% 10/01/2033 | 0.05 | 405,000 |
| AH PARENT, INC. SERIES A TC3I9NQ04 0.00% | 0.05 | 250 |
| ADVANCE AUTO PARTS COMPANY GUAR 144A 08/30 7 7.00% 8/01/2030 | 0.05 | 245,000 |
| AES ANDES SA SR UNSECURED 144A 03/32 6.25 0.01% 3/14/2032 | 0.05 | 270,000 |
| ALBION FINANCING 3 SARL 2025 USD TERM LOAN 1.00% 5/21/2031 | 0.05 | 257,792 |
| BANK BANK 2024 BNK47 A5 5.72% 6/15/2057 | 0.05 | 254,000 |
| BATTALION CLO LTD BATLN 2020 15A CR 144A 0.00% 1/17/2033 | 0.05 | 250,000 |
| B95674691 IRS PLN R V 06MWIBOR 5495674691FLO CCPVANILLA 1.00% 7/22/2030 | 0.05 | 25,723,000 |
| AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25 7.25% 7/11/2030 | 0.05 | 270,000 |
| ATHENAHEALTH INC 2022 TERM LOAN B 1.00% 2/15/2029 | 0.05 | 274,459 |
| ATLAS WAREHOUSE LEND SR UNSECURED 144A 11/30 4.95 4.95% 11/15/2030 | 0.05 | 250,000 |
| ASPEN INSURANCE HLDG LTD SR UNSECURED 07/30 5.75 5.75% 7/01/2030 | 0.05 | 255,000 |
| BCPE PEQUOD BUYER INC USD TERM LOAN B 1.00% 11/25/2031 | 0.05 | 273,627 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3 6.23% 5/15/2056 | 0.05 | 255,000 |
| BENEFIT STREET PARTNERS CLO LT BSP 2021 23A B1R 144A 0.00% 4/25/2034 | 0.05 | 250,000 |
| BENIN INTL GOV BOND SR UNSECURED 144A 02/38 7.96 7.96% 2/13/2038 | 0.05 | 280,000 |
| BREAKWATER ENRGY HOLD SR SECURED 144A 11/30 9.25 9.25% 11/15/2030 | 0.05 | 250,000 |
| CPM HOLDINGS, INC. 2023 TERM LOAN 1.00% 9/28/2028 | 0.05 | 278,429 |
| CORNERSTONE GENERATION LLC TERM LOAN B 1.00% 8/11/2032 | 0.05 | 289,106 |
| CORPORACION INMOBILIARIA COMPANY GUAR 144A 01/33 5.5 5.50% 1/30/2033 | 0.05 | 290,000 |
| CITIGROUP INC SR UNSECURED 03/36 VAR 5.33% 3/27/2036 | 0.05 | 270,000 |
| CITIGROUP INC SR UNSECURED 09/36 VAR 5.17% 9/11/2036 | 0.05 | 280,000 |
| FNMA POOL FS6997 FN 03/52 FIXED VAR 3.00% 3/01/2052 | 0.05 | 291,838 |
| FNMA POOL FA2899 FN 10/55 FIXED VAR 5.50% 10/01/2055 | 0.05 | 263,948 |
| FNMA POOL CB7120 FN 09/53 FIXED 6 6.00% 9/01/2053 | 0.05 | 278,387 |
| FNMA POOL CA2639 FN 11/48 FIXED 4.5 4.50% 11/01/2048 | 0.05 | 262,145 |
| FNMA POOL CB3777 FN 05/52 FIXED 3.5 3.50% 5/01/2052 | 0.05 | 294,163 |
| FLUTTER TREASURY DAC SR SECURED 144A 06/31 5.875 5.88% 6/04/2031 | 0.05 | 245,000 |
| FERRARI NV SR UNSECURED REGS 05/30 3.625 3.62% 5/21/2030 | 0.05 | 230,000 |
| EW SCRIPPS CO SECURED 144A 08/30 9.875 9.88% 8/15/2030 | 0.05 | 280,000 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV2 A1 144A 5.39% 5/26/2070 | 0.05 | 261,178 |
| DISH DBS CORP SR SECURED 144A 12/26 5.25 5.25% 12/01/2026 | 0.05 | 265,000 |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 93A BR 144A 0.00% 1/15/2038 | 0.05 | 250,000 |
| DOMINICAN REPUBLIC SR UNSECURED 144A 10/35 5.875 5.88% 10/28/2035 | 0.05 | 250,000 |
| EG AMERICA LLC 2025 USD REPRICED TERM LOAN 1.00% 2/07/2028 | 0.05 | 262,740 |
| FED HM LN PC POOL SD6891 FR 10/54 FIXED 6 6.00% 10/01/2054 | 0.05 | 286,706 |
| FED HM LN PC POOL SD6767 FR 10/54 FIXED 6 6.00% 10/01/2054 | 0.04 | 208,615 |
| FED HM LN PC POOL SD0784 FR 12/51 FIXED 2 2.00% 12/01/2051 | 0.04 | 276,109 |
| FED HM LN PC POOL SD3630 FR 08/53 FIXED 5.5 5.50% 8/01/2053 | 0.04 | 202,446 |
| FED HM LN PC POOL QJ4230 FR 09/54 FIXED 6.5 6.50% 9/01/2054 | 0.04 | 199,220 |
| EG GLOBAL FINANCE PLC SR SECURED 144A 11/28 12 12.00% 11/30/2028 | 0.04 | 200,000 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 B 4.14% 9/15/2032 | 0.04 | 230,000 |
| DIRECTV FINANCING LLC 2025 TERM LOAN B 1.00% 2/17/2031 | 0.04 | 210,947 |
| DELTA 2 LUX SARL 2024 TERM LOAN B1 1.00% 9/30/2031 | 0.04 | 195,000 |
| ELLUCIAN HOLDINGS, INC. 2024 1ST LIEN TERM LOAN B 1.00% 10/08/2029 | 0.04 | 243,212 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A3 144A 5.16% 9/20/2029 | 0.04 | 215,000 |
| EOC BORROWER LLC TERM LOAN B 1.00% 3/24/2032 | 0.04 | 238,800 |
| EW SCRIPPS COMPANY THE 2025 TERM LOAN B3 1.00% 11/30/2029 | 0.04 | 252,484 |
| FANNIE MAE FNR 2023 2 EI 2.50% 4/25/2051 | 0.04 | 1,322,634 |
| FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5 5.50% 11/26/2035 | 0.04 | 230,000 |
| FED HM LN PC POOL SL2490 FR 08/55 FIXED 6.5 6.50% 8/01/2055 | 0.04 | 211,908 |
| FED HM LN PC POOL SD8266 FR 11/52 FIXED 4.5 4.50% 11/01/2052 | 0.04 | 205,476 |
| FED HM LN PC POOL SL0284 FR 02/55 FIXED 5.5 5.50% 2/01/2055 | 0.04 | 224,827 |
| FNMA POOL CB5306 FN 12/52 FIXED 6 6.00% 12/01/2052 | 0.04 | 189,150 |
| FNMA POOL CB8755 FN 06/54 FIXED 6 6.00% 6/01/2054 | 0.04 | 227,160 |
| FNMA POOL CC0666 FN 07/55 FIXED 6 6.00% 7/01/2055 | 0.04 | 210,503 |
| FNMA POOL CC0749 FN 07/55 FIXED 6.5 6.50% 7/01/2055 | 0.04 | 203,273 |
| FNMA POOL CC0897 FN 08/55 FIXED 6.5 6.50% 8/01/2055 | 0.04 | 212,211 |
| CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58 5.58% 10/20/2035 | 0.04 | 195,501 |
| CHPE LLC SR SECURED NOTE TC7MB2AJ0 5.65% 9/30/2035 | 0.04 | 200,000 |
| CONNECT FINCO SARL/CONNE SR SECURED 144A 09/29 9 9.00% 9/15/2029 | 0.04 | 200,000 |
| COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75 6.75% 3/01/2029 | 0.04 | 230,000 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A 4.50% 5/20/2049 | 0.04 | 225,000 |
| BFLD TRUST BFLD 2025 5MW C 144A 5.45% 10/10/2042 | 0.04 | 220,000 |
| BON SECOURS MERCY SECURED 06/30 3.464 3.46% 6/01/2030 | 0.04 | 200,000 |
| BRIXMOR OPERATING PART SR UNSECURED 04/32 5.2 5.20% 4/01/2032 | 0.04 | 225,000 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/33 7 7.00% 2/01/2033 | 0.04 | 235,000 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375 7.38% 3/01/2031 | 0.04 | 235,000 |
| CFE FIBRA E SR UNSECURED 144A 09/40 5.875 5.88% 9/23/2040 | 0.04 | 198,334 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 B 144A 6.45% 5/10/2028 | 0.04 | 229,094 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 D 8.08% 4/16/2029 | 0.04 | 205,000 |
| CARMAX AUTO OWNER TRUST CARMX 2023 3 C 6.83% 2/15/2029 | 0.04 | 190,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 2 A1 144A 3.35% 1/25/2067 | 0.04 | 203,888 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 6 A1 144A 4.30% 7/25/2067 | 0.04 | 226,437 |
| ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5 6.50% 2/15/2030 | 0.04 | 240,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A D 144A 0.01% 10/20/2027 | 0.04 | 205,000 |
| BARCLAYS PLC SR UNSECURED 02/36 VAR 5.79% 2/25/2036 | 0.04 | 215,000 |
| BARBADOS GOVT OF SR UNSECURED 144A 06/35 8 8.00% 6/26/2035 | 0.04 | 200,000 |
| ALLIANT HOLD / CO ISSUER SR SECURED 144A 01/31 7 7.00% 1/15/2031 | 0.04 | 213,000 |
| AMERICAN TOWER CORP SR UNSECURED 12/32 4.7 4.70% 12/15/2032 | 0.04 | 195,000 |
| ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75 6.75% 10/15/2032 | 0.04 | 230,000 |
| ACRISURE LLC 2025 TERM LOAN B 1.00% 6/21/2032 | 0.04 | 218,900 |
| ADVANCE AUTO PARTS COMPANY GUAR 144A 08/33 7.375 7.38% 8/01/2033 | 0.04 | 240,000 |
| ALBION FINANCING 1SARL / SR SECURED 144A 05/30 7 7.00% 5/21/2030 | 0.04 | 200,000 |
| IRB HOLDING CORP 2025 TERM LOAN B 1.00% 12/16/2030 | 0.04 | 226,627 |
| HPEFS EQUIPMENT TRUST HPEFS 2024 1A C 144A 5.33% 5/20/2031 | 0.04 | 205,000 |
| HYT COMMERCIAL MORTGAGE TRUST HYT 2024 RGCY A 144A 7.14% 9/15/2041 | 0.04 | 240,000 |
| MATCH GROUP HLD II LLC SR UNSECURED 144A 09/33 6.125 6.13% 9/15/2033 | 0.04 | 234,000 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 7.38% 2/15/2030 | 0.04 | 285,000 |
| MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B 1.00% 3/01/2029 | 0.04 | 251,542 |
| NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/30 6.125 6.13% 9/30/2030 | 0.04 | 220,000 |
| NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5 7.50% 7/17/2030 | 0.04 | 215,000 |
| NAVIENT CORP SR UNSECURED 03/31 11.5 11.50% 3/15/2031 | 0.04 | 225,000 |
| NAVIENT CORP SR UNSECURED 06/32 7.875 7.88% 6/15/2032 | 0.04 | 206,000 |
| MPT OPER PARTNERSP/FINL SR SECURED 144A 02/32 8.5 8.50% 2/15/2032 | 0.04 | 195,000 |
| FNMA POOL MA4582 FN 04/37 FIXED 2 2.00% 4/01/2037 | 0.04 | 247,631 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1 6.10% 1/25/2036 | 0.04 | 200,000 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/37 6.2 6.20% 1/25/2037 | 0.04 | 200,000 |
| GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR 6.50% 12/31/2099 | 0.04 | 200,000 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 96 VI 2.50% 6/20/2051 | 0.04 | 1,543,414 |
| HOME OWNER MORTGAGE ENHANCED S HOMES 2024 AFC1 A1 144A 5.22% 8/25/2059 | 0.04 | 228,501 |
| US TREASURY N/B 11/52 4 4.00% 11/15/2052 | 0.04 | 280,000 |
| TPIC SPV LLC TPIC 2024 1A A 144A 7.13% 11/30/2044 | 0.04 | 257,368 |
| TRANSOCEAN INTERNTNL LTD SR SECURED 144A 02/30 8.75 8.75% 2/15/2030 | 0.04 | 208,500 |
| THAIOIL TRSRY CENTER COMPANY GUAR 144A 12/99 VAR 6.10% 12/31/2099 | 0.04 | 200,000 |
| TALEN ENERGY SUPPLY LLC 2024 INCREMENTAL TERM LOAN B 6.85% 12/15/2031 | 0.04 | 192,914 |
| TALEN ENERGY SUPPLY LLC 2025 TERM LOAN B 1.00% 11/25/2032 | 0.04 | 194,703 |
| SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A 4.50% 11/25/2063 | 0.04 | 199,508 |
| RESILIENCE PARENT LLC TERM LOAN B 1.00% 1/21/2033 | 0.04 | 245,000 |
| NRG ENERGY INC SR UNSECURED 144A 01/36 6 6.00% 1/15/2036 | 0.04 | 245,000 |
| NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171 5.17% 7/16/2032 | 0.04 | 200,000 |
| PRAEMIA HEALTHCARE SACA SR UNSECURED REGS 06/32 3.875 3.88% 6/05/2032 | 0.04 | 200,000 |
| PRAIRIE ACQUIROR LP SR SECURED 144A 08/29 9 9.00% 8/01/2029 | 0.04 | 190,000 |
| PAYCHEX INC SR UNSECURED 04/35 5.6 5.60% 4/15/2035 | 0.04 | 200,000 |
| PNC FINANCIAL SERVICES SR UNSECURED 07/36 VAR 5.37% 7/21/2036 | 0.04 | 200,000 |
| VOYAGER PARENT LLC SR SECURED 144A 07/32 9.25 9.25% 7/01/2032 | 0.04 | 225,000 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05 5.05% 3/15/2042 | 0.04 | 275,000 |
| VERUS SECURITIZATION TRUST VERUS 2025 INV1 A3 144A 5.95% 2/25/2070 | 0.04 | 241,680 |
| US 10YR ULTRA FUT MAR26 XCBT 20260320 0.00% 3/20/2026 | 0.04 | 540 |
| PG+E CORP JR SUBORDINA 03/55 VAR 7.38% 3/15/2055 | 0.03 | 164,000 |
| SOUTHERN CO PREFERRED STOCK 12/28 7.125 0.00% | 0.03 | 3,250 |
| VISTRA CORP JR SUBORDINA 144A VAR 8.00% 12/31/2099 | 0.03 | 154,000 |
| WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625 7.63% 1/30/2032 | 0.03 | 140,000 |
| VIASAT INC TERM LOAN 1.00% 3/02/2029 | 0.03 | 163,308 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES8 A1A 144A 5.49% 11/25/2044 | 0.03 | 156,817 |
| BOEING CO/THE PREFERRED STOCK 10/27 6 0.00% | 0.03 | 2,219 |
| CABLE ONE INC COMPANY GUAR 03/26 0.00000 0.00% 3/15/2026 | 0.03 | 195,000 |
| CABLE ONE INC COMPANY GUAR 03/28 1.125 1.13% 3/15/2028 | 0.03 | 180,000 |
| PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 02/33 6.25 6.25% 2/01/2033 | 0.03 | 160,000 |
| PRAIRIE ECI ACQUIROR LP 2025 REPRICED TERM LOAN B 1.00% 8/01/2029 | 0.03 | 152,907 |
| PARADIGM PARENT LLC 1ST LIEN TERM LOAN 1.00% 4/16/2032 | 0.03 | 174,563 |
| PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75 8.75% 4/17/2032 | 0.03 | 165,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95 4.95% 7/01/2050 | 0.03 | 205,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5 3.50% 8/01/2050 | 0.03 | 213,000 |
| ORGANON + CO/ORGANON FOR SR UNSECURED 144A 04/31 5.125 5.13% 4/30/2031 | 0.03 | 200,000 |
| OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8 8.00% 8/01/2033 | 0.03 | 180,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A 3.63% 3/25/2053 | 0.03 | 141,140 |
| S64324481 CDS USD R F 1.00000 5564324481FEE CCPCDX 1.00% 12/20/2030 | 0.03 | 16,817,000 |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A 7.39% 4/30/2054 | 0.03 | 145,000 |
| QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375 6.38% 3/01/2032 | 0.03 | 145,000 |
| QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75 6.75% 3/01/2033 | 0.03 | 150,000 |
| RADIATE HOLDCO LLC 2025 FLFO TERM LOAN 1.00% 9/25/2029 | 0.03 | 179,364 |
| REALTY INCOME CORP SR UNSECURED 04/35 5.125 5.13% 4/15/2035 | 0.03 | 155,000 |
| SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000 0.01% 9/30/2027 | 0.03 | 180,000 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A B 144A 5.38% 1/21/2031 | 0.03 | 170,000 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 A B 144A 0.01% 6/15/2032 | 0.03 | 155,344 |
| SIX FLAGS/CAN WON/MILLEN COMPANY GUAR 144A 01/32 8.625 8.63% 1/15/2032 | 0.03 | 170,000 |
| SUNOCO LP COMPANY GUAR 144A 05/32 7.25 7.25% 5/01/2032 | 0.03 | 140,000 |
| TALLGRASS NRG PRTNR/FIN SR UNSECURED 144A 02/29 7.375 7.38% 2/15/2029 | 0.03 | 140,000 |
| TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75 6.75% 1/31/2034 | 0.03 | 155,000 |
| US TREASURY N/B 11/42 4 4.00% 11/15/2042 | 0.03 | 155,000 |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5 6.50% 1/15/2034 | 0.03 | 135,000 |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 05/33 7.5 7.50% 5/01/2033 | 0.03 | 150,000 |
| UKG INC SR SECURED 144A 02/31 6.875 6.88% 2/01/2031 | 0.03 | 160,000 |
| TRICON RESIDENTIAL TCN 2024 SFR2 D 144A 6.00% 6/17/2040 | 0.03 | 155,000 |
| UNITEDHEALTH GROUP INC SR UNSECURED 06/55 5.95 5.95% 6/15/2055 | 0.03 | 150,000 |
| HILTON USA TRUST HILT 2024 ORL B 144A 7.24% 5/15/2037 | 0.03 | 140,000 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 57 AI 2.00% 2/20/2051 | 0.03 | 1,454,523 |
| GNMA II POOL MA7590 G2 09/51 FIXED 3 3.00% 9/20/2051 | 0.03 | 153,386 |
| GNMA II POOL MA4068 G2 11/46 FIXED 3 3.00% 11/20/2046 | 0.03 | 160,530 |
| GENERAL MOTORS FINL CO SR UNSECURED 01/33 6.4 6.40% 1/09/2033 | 0.03 | 154,000 |
| GENERAL MOTORS FINL CO SR UNSECURED 01/36 5.45 5.45% 1/08/2036 | 0.03 | 165,000 |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 01/33 6.25 6.25% 1/15/2033 | 0.03 | 175,000 |
| NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5 9.50% 2/15/2033 | 0.03 | 185,000 |
| NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29 9.29% 4/15/2029 | 0.03 | 140,000 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA B 144A 3.67% 2/15/2068 | 0.03 | 151,000 |
| NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5 8.50% 6/01/2028 | 0.03 | 139,000 |
| NGL ENRGY OP/FIN CORP SR SECURED 144A 02/32 8.375 8.38% 2/15/2032 | 0.03 | 175,000 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 6.25% 4/01/2029 | 0.03 | 165,000 |
| MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25 6.25% 4/15/2033 | 0.03 | 165,000 |
| MORGAN STANLEY SR UNSECURED 07/35 VAR 5.32% 7/19/2035 | 0.03 | 135,000 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 04/34 5.4 5.40% 4/15/2034 | 0.03 | 150,000 |
| MPT OPER PARTNERSP/FINL COMPANY GUAR 10/26 0.993 0.99% 10/15/2026 | 0.03 | 165,000 |
| MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2 1.00% 3/28/2031 | 0.03 | 187,467 |
| MIDAS OPCO HOLDINGS LLC COMPANY GUAR 144A 08/29 5.625 5.63% 8/15/2029 | 0.03 | 175,000 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4 5.40% 1/08/2031 | 0.03 | 150,000 |
| HOME PARTNERS OF AMERICA TRUST HPA 2022 1 D 144A 4.73% 4/17/2039 | 0.03 | 143,078 |
| IHEARTCOMMUNICATIONS INC 2024 TERM LOAN 1.00% 5/01/2029 | 0.03 | 179,547 |
| JANE STREET GRP/JSG FIN SR SECURED 144A 11/32 6.125 6.13% 11/01/2032 | 0.03 | 165,000 |
| JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/36 5.15 5.15% 1/15/2036 | 0.03 | 147,000 |
| JONES DESLAURIERS INSURA SR SECURED 144A 03/30 8.5 8.50% 3/15/2030 | 0.03 | 160,000 |
| JP MORGAN MORTGAGE TRUST JPMMT 2017 5 B2 144A 3.69% 10/26/2048 | 0.03 | 165,615 |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 5 B2 144A 3.64% 12/25/2050 | 0.03 | 172,861 |
| JP MORGAN MORTGAGE TRUST JPMMT 2020 LTV1 B1A 144A 3.31% 6/25/2050 | 0.03 | 168,692 |
| JP MORGAN MORTGAGE TRUST JPMMT 2023 DSC2 A1 144A 5.25% 11/25/2063 | 0.03 | 160,696 |
| LAMAR MEDIA CORPORATION 2025 TERM LOAN B 1.00% 9/23/2032 | 0.03 | 170,000 |
| ADVISOR GROUP INC 2025 TERM LOAN 1.00% 7/30/2032 | 0.03 | 140,000 |
| ALLY BANK AUTO CREDIT LINKED N ABCLN 2024 B A2 144A 0.01% 9/15/2032 | 0.03 | 139,050 |
| ALTICE FRANCE SA SR SECURED 144A 07/32 6.875 6.88% 7/15/2032 | 0.03 | 152,439 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 10/35 5.5 5.50% 10/01/2035 | 0.03 | 165,000 |
| ALERA GROUP INC 2025 TERM LOAN 1.00% 5/31/2032 | 0.03 | 144,638 |
| 5682371735 TROWE CDSOPT PUT USD 1.07 20260415 0.00% 4/15/2026 | 0.03 | 27,550,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A B 144A 4.46% 2/20/2030 | 0.03 | 170,000 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 1A B 144A 5.37% 1/21/2031 | 0.03 | 140,000 |
| AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25 6.25% 3/15/2033 | 0.03 | 165,000 |
| AVIS BUDGET CAR/FINANCE COMPANY GUAR 144A 01/30 8.25 8.25% 1/15/2030 | 0.03 | 145,000 |
| ASURION LLC 2025 TERM LOAN B13 1.00% 9/19/2030 | 0.03 | 159,200 |
| ARSENAL AIC PARENT LLC 2025 TERM LOAN B 1.00% 8/19/2030 | 0.03 | 173,732 |
| ARSENAL AIC PARENT LLC UNSECURED 144A 10/31 11.5 11.50% 10/01/2031 | 0.03 | 160,000 |
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/28 5.45 5.45% 9/09/2028 | 0.03 | 150,000 |
| BX TRUST BX 2024 SLCT C 144A 6.84% 1/15/2042 | 0.03 | 165,000 |
| CAESARS ENTERTAINMENT CORP TERM LOAN B 1.00% 2/06/2030 | 0.03 | 143,071 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A C 6.22% 1/15/2030 | 0.03 | 175,000 |
| CCG RECEIVABLES TRUST CCG 2025 1 A2 144A 5.43% 10/14/2032 | 0.03 | 184,232 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5 4.50% 6/01/2033 | 0.03 | 175,000 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 7.379 7.38% 7/15/2032 | 0.03 | 160,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A 5.77% 5/10/2030 | 0.03 | 150,000 |
| BX TRUST BX 2025 TAIL A 144A 5.70% 6/15/2035 | 0.03 | 190,000 |
| BETTCHER INDUSTRIES INC TERM LOAN 1.00% 12/14/2028 | 0.03 | 183,328 |
| CVS HEALTH CORP JR SUBORDINA 03/55 VAR 7.00% 3/10/2055 | 0.03 | 176,000 |
| CRESCENT ENERGY FINANCE COMPANY GUAR 144A 10/30 9.75 9.75% 10/15/2030 | 0.03 | 155,000 |
| CROSS MORTGAGE TRUST CROSS 2024 H6 A1 144A 5.13% 9/25/2069 | 0.03 | 180,876 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75 11.75% 1/31/2029 | 0.03 | 200,000 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 04/27 5.5 5.50% 4/15/2027 | 0.03 | 200,000 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 05/28 11.25 11.25% 5/15/2028 | 0.03 | 200,000 |
| CONNECT FINCO SARL 2024 EXTENDED TERM LOAN B 1.00% 9/27/2029 | 0.03 | 163,054 |
| COGENTRIX FINANCE HOLDCO I LLC REPRICED TERM LOAN B 1.00% 2/26/2032 | 0.03 | 155,550 |
| CIGNA GROUP/THE SR UNSECURED 09/30 4.5 4.50% 9/15/2030 | 0.03 | 160,000 |
| CLARIOS GLOBAL LP/US FIN SR SECURED 144A 02/30 6.75 6.75% 2/15/2030 | 0.03 | 145,000 |
| CKE RESTAURANTS HOLDINGS INC HNGRY 2021 1A A2 144A 2.87% 6/20/2051 | 0.03 | 195,775 |
| CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2031 1.00% 3/21/2031 | 0.03 | 168,558 |
| CLOUD SOFTWARE GROUP INC 2025 TERM LOAN B 2032 1.00% 8/13/2032 | 0.03 | 158,950 |
| CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 04/28 7.75 7.75% 4/15/2028 | 0.03 | 160,000 |
| CLEAR CHANNEL OUTDOOR HO COMPANY GUAR 144A 06/29 7.5 7.50% 6/01/2029 | 0.03 | 163,000 |
| CLOUD SOFTWARE GRP INC SR SECURED 144A 06/32 8.25 8.25% 6/30/2032 | 0.03 | 140,000 |
| FNMA POOL DE9742 FN 09/55 FIXED 5.5 5.50% 9/01/2055 | 0.03 | 174,366 |
| FNMA POOL FM9806 FN 12/51 FIXED VAR 2.50% 12/01/2051 | 0.03 | 198,750 |
| FNMA POOL FM7514 FN 06/51 FIXED VAR 2.50% 6/01/2051 | 0.03 | 215,526 |
| FNMA POOL FS9713 FN 06/42 FIXED VAR 3.50% 6/01/2042 | 0.03 | 153,369 |
| FNMA POOL FS2045 FN 12/43 FIXED VAR 4.50% 12/01/2043 | 0.03 | 166,894 |
| FNMA POOL MA4513 FN 01/52 FIXED 3 3.00% 1/01/2052 | 0.03 | 197,575 |
| FNMA POOL CB2848 FN 02/52 FIXED 2 2.00% 2/01/2052 | 0.03 | 197,802 |
| FED HM LN PC POOL SL2987 FR 10/55 FIXED 5 5.00% 10/01/2055 | 0.03 | 182,642 |
| FED HM LN PC POOL ZT0536 FR 03/48 FIXED 3.5 3.50% 3/01/2048 | 0.03 | 201,372 |
| FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5 5.00% 1/15/2035 | 0.03 | 150,000 |
| FIVE CORNERS FND TR II SR UNSECURED 144A 05/30 2.85 2.85% 5/15/2030 | 0.03 | 200,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2025 4A B 4.40% 5/15/2030 | 0.03 | 190,000 |
| EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 B 4.63% 11/17/2031 | 0.03 | 180,000 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM6 A1 144A 5.10% 12/25/2070 | 0.03 | 147,678 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV1 A1 144A 5.63% 3/25/2070 | 0.03 | 146,471 |
| DIRECTV FIN LLC/COINC SR SECURED 144A 02/31 10 10.00% 2/15/2031 | 0.03 | 170,000 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 5.75% 12/01/2028 | 0.03 | 195,000 |
| DISCO PARENT INC 2025 TERM LOAN B 1.00% 8/06/2032 | 0.03 | 165,000 |
| DISH DBS CORP COMPANY GUAR 07/28 7.375 7.38% 7/01/2028 | 0.03 | 180,000 |
| DYE + DURHAM LIMITED SR SECURED 144A 04/29 8.625 8.63% 4/15/2029 | 0.03 | 180,000 |
| E W SCRIPPS COMPANY THE 2025 TERM LOAN B2 1.00% 6/30/2028 | 0.03 | 138,507 |
| FED HM LN PC POOL RB5148 FR 03/42 FIXED 2 2.00% 3/01/2042 | 0.03 | 216,400 |
| FED HM LN PC POOL RA7554 FR 06/52 FIXED 4 4.00% 6/01/2052 | 0.03 | 192,484 |
| FED HM LN PC POOL SD4653 FR 07/53 FIXED 5 5.00% 7/01/2053 | 0.03 | 181,988 |
| FED HM LN PC POOL SC0329 FR 02/40 FIXED 3 3.00% 2/01/2040 | 0.03 | 194,688 |
| FED HM LN PC POOL SB8189 FR 11/37 FIXED 4 4.00% 11/01/2037 | 0.03 | 149,464 |
| FED HM LN PC POOL SD7360 FR 10/54 FIXED 6 6.00% 10/01/2054 | 0.03 | 161,856 |
| FED HM LN PC POOL SD8167 FR 09/51 FIXED 2.5 2.50% 9/01/2051 | 0.02 | 109,617 |
| FED HM LN PC POOL SD1840 FR 06/52 FIXED 3 3.00% 6/01/2052 | 0.02 | 135,521 |
| FED HM LN PC POOL RJ1716 FR 06/54 FIXED 6 6.00% 6/01/2054 | 0.02 | 110,961 |
| FED HM LN PC POOL QY2115 FR 05/55 FIXED 6 6.00% 5/01/2055 | 0.02 | 104,843 |
| DYE AND DURHAM CORPORATION 2024 USD TERM LOAN B 1.00% 4/11/2031 | 0.02 | 91,489 |
| EGP260312 0.00% 3/12/2026 | 0.02 | 70,985,000 |
| DIRECTV FINANCING LLC SR SECURED 144A 02/30 8.875 8.88% 2/01/2030 | 0.02 | 85,000 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C18 C 4.08% 12/15/2052 | 0.02 | 145,000 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 1 D 144A 6.89% 9/23/2030 | 0.02 | 100,000 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 B 144A 4.82% 8/22/2030 | 0.02 | 100,000 |
| DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 D 144A 5.29% 2/24/2031 | 0.02 | 100,000 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2024 INV2 A2 144A 5.29% 10/25/2069 | 0.02 | 84,434 |
| ENTERPRISE FLEET FINANCING LLC EFF 2023 1 A3 144A 5.42% 10/22/2029 | 0.02 | 100,000 |
| FED HM LN PC POOL QC8491 FR 10/51 FIXED 2.5 2.50% 10/01/2051 | 0.02 | 102,706 |
| FANNIE MAE FNR 2023 2 DI 2.00% 5/25/2051 | 0.02 | 859,487 |
| FNMA POOL BM5109 FN 12/32 FIXED VAR 3.00% 12/01/2032 | 0.02 | 102,765 |
| FNMA POOL BU5836 FN 11/51 FIXED 2 2.00% 11/01/2051 | 0.02 | 129,840 |
| FED HM LN PC POOL ZT0794 FR 10/48 FIXED 4.5 4.50% 10/01/2048 | 0.02 | 98,523 |
| FED HM LN PC POOL SL0616 FR 03/55 FIXED 6 6.00% 3/01/2055 | 0.02 | 126,414 |
| FED HM LN PC POOL SD8267 FR 11/52 FIXED 5 5.00% 11/01/2052 | 0.02 | 109,217 |
| FNMA POOL CB2086 FN 11/51 FIXED 2.5 2.50% 11/01/2051 | 0.02 | 140,229 |
| FNMA POOL CB2357 FN 12/51 FIXED 2 2.00% 12/01/2051 | 0.02 | 113,372 |
| FNMA POOL CB3159 FN 03/52 FIXED 2.5 2.50% 3/01/2052 | 0.02 | 113,989 |
| FNMA POOL CA5466 FN 04/35 FIXED 3 3.00% 4/01/2035 | 0.02 | 105,086 |
| FNMA POOL CB1624 FN 09/51 FIXED 2.5 2.50% 9/01/2051 | 0.02 | 117,221 |
| FNMA POOL CB9328 FN 10/54 FIXED 5.5 5.50% 10/01/2054 | 0.02 | 128,575 |
| FNMA POOL CB5545 FN 01/53 FIXED 6.5 6.50% 1/01/2053 | 0.02 | 121,473 |
| FNMA POOL MA4469 FN 11/36 FIXED 1.5 1.50% 11/01/2036 | 0.02 | 136,151 |
| FNMA POOL MA4418 FN 09/36 FIXED 2 2.00% 9/01/2036 | 0.02 | 98,574 |
| FNMA POOL MA3058 FN 07/47 FIXED 4 4.00% 7/01/2047 | 0.02 | 104,763 |
| FNMA POOL FS2477 FN 05/52 FIXED VAR 2.50% 5/01/2052 | 0.02 | 106,955 |
| FNMA POOL FS3956 FN 10/50 FIXED VAR 4.50% 10/01/2050 | 0.02 | 99,076 |
| FNMA POOL FS5191 FN 08/42 FIXED VAR 2.00% 8/01/2042 | 0.02 | 95,552 |
| FNMA POOL FS5342 FN 07/53 FIXED VAR 5.50% 7/01/2053 | 0.02 | 100,844 |
| FNMA POOL FS7058 FN 01/54 FIXED VAR 2.50% 1/01/2054 | 0.02 | 119,134 |
| FNMA POOL FM5940 FN 02/51 FIXED VAR 2.00% 2/01/2051 | 0.02 | 163,299 |
| FNMA POOL FM6004 FN 02/51 FIXED VAR 2.00% 2/01/2051 | 0.02 | 155,030 |
| FNMA POOL FS0348 FN 01/52 FIXED VAR 2.00% 1/01/2052 | 0.02 | 147,635 |
| FNMA POOL FS0427 FN 02/37 FIXED VAR 2.00% 2/01/2037 | 0.02 | 116,221 |
| FNMA POOL DE2698 FN 07/55 FIXED 6.5 6.50% 7/01/2055 | 0.02 | 88,260 |
| FNMA POOL FA0261 FN 01/37 FIXED VAR 3.50% 1/01/2037 | 0.02 | 109,949 |
| FNMA POOL CB9011 FN 08/54 FIXED 6 6.00% 8/01/2054 | 0.02 | 130,295 |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 02/31 7.125 7.12% 2/15/2031 | 0.02 | 105,000 |
| CLEAR CHANNEL OUTDOOR HO SR SECURED 144A 03/33 7.5 7.50% 3/15/2033 | 0.02 | 80,000 |
| CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A 4.79% 8/20/2032 | 0.02 | 100,000 |
| CKE RESTAURANTS HOLDINGS INC HNGRY 2024 1A A2 144A 7.25% 3/20/2054 | 0.02 | 99,230 |
| CIVITAS RESOURCES INC COMPANY GUAR 144A 07/28 8.375 8.38% 7/01/2028 | 0.02 | 110,000 |
| CRESCENT ENERGY FINANCE COMPANY GUAR 144A 04/32 7.625 7.63% 4/01/2032 | 0.02 | 105,000 |
| COBRA ACQUISITIONCO LLC SR UNSECURED 144A 11/29 12.25 12.25% 11/01/2029 | 0.02 | 105,000 |
| DAINTREE BIDCO PTY LTD TERM LOAN B 1.00% 11/25/2032 | 0.02 | 90,000 |
| BOEING CO SR UNSECURED 02/50 3.75 3.75% 2/01/2050 | 0.02 | 142,000 |
| BROADCOM INC SR UNSECURED 01/56 5.7 5.70% 1/15/2056 | 0.02 | 135,000 |
| BRIXMOR OPERATING PART SR UNSECURED 02/33 4.85 4.85% 2/15/2033 | 0.02 | 85,000 |
| BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC C 144A 6.98% 8/15/2038 | 0.02 | 132,079 |
| BX TRUST BX 2024 GPA3 B 144A 6.15% 12/15/2039 | 0.02 | 88,292 |
| BX TRUST BX 2024 MDHS A 144A 6.99% 5/15/2041 | 0.02 | 105,940 |
| BX TRUST BX 2024 MDHS B 144A 7.19% 5/15/2041 | 0.02 | 105,940 |
| BX TRUST BX 2024 SLCT B 144A 6.24% 1/15/2042 | 0.02 | 100,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 B 4.48% 10/10/2031 | 0.02 | 105,000 |
| CART CONE 2024 DFW1 A 144A 6.94% 8/15/2041 | 0.02 | 120,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P1 D 1.82% 12/10/2027 | 0.02 | 95,000 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 C 6.25% 8/15/2029 | 0.02 | 85,000 |
| CARMAX AUTO OWNER TRUST CARMX 2024 2 D 6.42% 10/15/2030 | 0.02 | 90,000 |
| AUXILIOR TERM FUNDING LLC XCAP 2024 1A A3 144A 5.49% 7/15/2031 | 0.02 | 100,000 |
| AUD260424 0.00% 4/24/2026 | 0.02 | 0 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 2A C 144A 6.18% 10/20/2027 | 0.02 | 100,000 |
| AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125 6.13% 3/15/2030 | 0.02 | 90,000 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 1A D 144A 2.91% 8/21/2028 | 0.02 | 100,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A 0.01% 2/20/2028 | 0.02 | 115,000 |
| BAYVIEW OPPORTUNITY MASTER FUN BVCLN 2024 CAR1 B 144A 6.62% 12/26/2031 | 0.02 | 92,613 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2 2.00% 5/18/2032 | 0.02 | 104,000 |
| ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/36 5.25 5.25% 5/15/2036 | 0.02 | 95,000 |
| 5661313447 TROWE SWAPTION 2.5 CALL USD 20270108 0.00% 1/08/2027 | 0.02 | 139,565,000 |
| 5665899391 TROWE SWAPTION 2.5 CALL USD 20270108 0.00% 1/08/2027 | 0.02 | 134,735,000 |
| JONES DSLRRS INSRNC MANAG INC 2025 REPRICED TERM LOAN B 1.00% 12/10/2032 | 0.02 | 135,000 |
| ILPT COMMERCIAL MORTGAGE TRUST ILPT 2022 LPFX C 144A 3.88% 3/15/2032 | 0.02 | 100,000 |
| HPEFS EQUIPMENT TRUST HPEFS 2023 2A D 144A 7.18% 7/21/2031 | 0.02 | 100,000 |
| HPEFS EQUIPMENT TRUST HPEFS 2024 2A B 144A 5.35% 10/20/2031 | 0.02 | 100,000 |
| HPEFS EQUIPMENT TRUST HPEFS 2024 2A D 144A 5.82% 4/20/2032 | 0.02 | 100,000 |
| MMAF EQUIPMENT FINANCE LLC MMAF 2020 A A4 144A 1.40% 8/09/2030 | 0.02 | 100,000 |
| LPL HOLDINGS INC COMPANY GUAR 03/35 5.65 5.65% 3/15/2035 | 0.02 | 112,000 |
| NEWELL BRANDS INC SR UNSECURED 05/32 6.625 6.63% 5/15/2032 | 0.02 | 115,000 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 B 144A 4.42% 9/25/2030 | 0.02 | 111,000 |
| MOLINA HEALTHCARE INC SR UNSECURED 144A 02/31 6.5 6.50% 2/15/2031 | 0.02 | 95,000 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A 5.44% 7/25/2070 | 0.02 | 110,402 |
| NAVIENT CORP SR UNSECURED 08/33 5.625 5.63% 8/01/2033 | 0.02 | 96,000 |
| GENERAL MOTORS GFORT 2023 1 B 144A 5.78% 6/15/2028 | 0.02 | 100,000 |
| FREDDIE MAC STACR STACR 2025 HQA1 A1 144A 5.29% 2/25/2045 | 0.02 | 118,250 |
| GNMA II POOL MA3521 G2 03/46 FIXED 3.5 3.50% 3/20/2046 | 0.02 | 117,975 |
| FNMA POOL MA4918 FN 02/53 FIXED 5 5.00% 2/01/2053 | 0.02 | 110,851 |
| FNMA POOL MA4577 FN 04/52 FIXED 2 2.00% 4/01/2052 | 0.02 | 135,373 |
| FNMA POOL MA5165 FN 10/53 FIXED 5.5 5.50% 10/01/2053 | 0.02 | 118,329 |
| GNMA II POOL MA7705 G2 11/51 FIXED 2.5 2.50% 11/20/2051 | 0.02 | 150,486 |
| GNMA II POOL MA7827 G2 01/52 FIXED 2.5 2.50% 1/20/2052 | 0.02 | 125,679 |
| GNMA II POOL MA6543 G2 03/50 FIXED 4 4.00% 3/20/2050 | 0.02 | 91,565 |
| GNMA II POOL MA5876 G2 04/49 FIXED 4 4.00% 4/20/2049 | 0.02 | 131,488 |
| GNMA II POOL MA5019 G2 02/48 FIXED 3.5 3.50% 2/20/2048 | 0.02 | 132,886 |
| GNMA II POOL MA8098 G2 06/52 FIXED 3 3.00% 6/20/2052 | 0.02 | 121,690 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 173 MI 2.50% 11/20/2050 | 0.02 | 608,404 |
| HOME PARTNERS OF AMERICA TRUST HPA 2022 1 A 144A 3.93% 4/17/2039 | 0.02 | 134,941 |
| HILCORP ENERGY I/HILCORP SR UNSECURED 144A 02/35 7.25 7.25% 2/15/2035 | 0.02 | 105,000 |
| HEATHROW FUNDING LTD SR SECURED REGS 01/38 3.875 3.88% 1/16/2038 | 0.02 | 100,000 |
| UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5 8.50% 7/31/2031 | 0.02 | 115,000 |
| UNIVISION COMMUNICATIONS SR SECURED 144A 08/32 9.375 9.38% 8/01/2032 | 0.02 | 120,000 |
| TRICON RESIDENTIAL TCN 2024 SFR2 A 144A 4.75% 6/17/2040 | 0.02 | 99,684 |
| US TREASURY N/B 05/42 3.25 3.25% 5/15/2042 | 0.02 | 130,000 |
| US TREASURY N/B 02/43 3.875 3.88% 2/15/2043 | 0.02 | 115,000 |
| USI INC/NY SR UNSECURED 144A 01/32 7.5 7.50% 1/15/2032 | 0.02 | 130,000 |
| VENTURE GLOBAL PLAQUE SR SECURED 144A 12/30 6.125 6.13% 12/15/2030 | 0.02 | 90,000 |
| US TREASURY N/B 08/41 1.75 1.75% 8/15/2041 | 0.02 | 190,000 |
| TRANSOCEAN INTERNTNL LTD COMPANY GUAR 144A 05/29 8.25 8.25% 5/15/2029 | 0.02 | 85,000 |
| TRICON AMERICAN HOMES TAH 2019 SFR1 D 144A 3.20% 3/17/2038 | 0.02 | 100,000 |
| TOWNSQUARE MEDIA INC 2025 TERM LOAN 1.00% 2/19/2030 | 0.02 | 161,880 |
| TENET HEALTHCARE CORP SR UNSECURED 11/31 6.875 6.88% 11/15/2031 | 0.02 | 125,000 |
| THE HUNTINGTON NATIONAL BANK HACLN 2024 1 B1 144A 0.01% 5/20/2032 | 0.02 | 104,211 |
| THE HUNTINGTON NATIONAL BANK HACLN 2024 2 B1 144A 5.44% 10/20/2032 | 0.02 | 132,448 |
| SUTTER HEALTH UNSECURED 08/32 5.213 5.21% 8/15/2032 | 0.02 | 125,000 |
| SINCLAIR TELEVISION GROUP INC 2025 TERM LOAN B6 1.00% 12/31/2029 | 0.02 | 119,399 |
| RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75 4.75% 2/15/2030 | 0.02 | 95,000 |
| RADIATE HOLDCO LLC 2025 DELAYED DRAW TERM LOAN 1.00% 6/26/2029 | 0.02 | 117,859 |
| SCF EQUIPMENT TRUST LLC SCFET 2024 1A D 144A 6.58% 6/21/2033 | 0.02 | 125,000 |
| SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY B 144A 7.04% 5/15/2039 | 0.02 | 100,000 |
| SANDISK CORP TERM LOAN B 1.00% 2/20/2032 | 0.02 | 101,919 |
| SANTANDER BANK AUTO CREDIT LIN SBCLN 2023 B C 144A 5.93% 12/15/2033 | 0.02 | 116,684 |
| SABRE GLBL INC 2024 TERM LOAN B1 1.00% 11/15/2029 | 0.02 | 165,677 |
| ONT GAMING GTA/OTG CO IS SR SECURED 144A 08/30 8 8.00% 8/01/2030 | 0.02 | 115,000 |
| ONTARIO GAMING GTA LP TERM LOAN B 1.00% 8/01/2030 | 0.02 | 121,067 |
| ONSLOW BAY FINANCIAL LLC OBX 2020 EXP3 1A9 144A 3.00% 1/25/2060 | 0.02 | 141,797 |
| OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8 8.00% 8/01/2033 | 0.02 | 85,000 |
| OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75 6.75% 8/01/2032 | 0.02 | 95,000 |
| NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A 6.57% 11/13/2031 | 0.02 | 134,402 |
| OCEANVIEW MORTGAGE TRUST BVINV 2020 1 A3 144A 3.28% 5/28/2050 | 0.02 | 100,000 |
| OCTANE RECEIVABLES TRUST OCTL 2023 3A C 144A 0.01% 8/20/2029 | 0.02 | 100,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5 7.50% 5/15/2031 | 0.02 | 100,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/54 5.9 5.90% 10/01/2054 | 0.02 | 134,000 |
| POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A 5.81% 10/15/2030 | 0.02 | 100,000 |
| PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 07/31 9.875 9.88% 7/15/2031 | 0.02 | 108,000 |
| PORT BEAUMONT TX NAV DIST DOCK PTBTRN 07/26 FIXED 10 10.00% 7/01/2026 | 0.02 | 135,000 |
| WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A A2 144A 4.33% 9/20/2033 | 0.02 | 100,000 |
| WINGSPIRE EQUIPMENT FINANCE LL WEF 2025 1A C 144A 4.76% 9/20/2033 | 0.02 | 100,000 |
| X.AI LLC/X.AI CO ISSUER SR SECURED 06/30 12.5 12.50% 6/30/2030 | 0.02 | 100,000 |
| VNO MORTGAGE TRUST VNDO 2016 350P D 144A 4.03% 1/10/2035 | 0.02 | 105,000 |
| WB COMMERCIAL MORTGAGE TRUST WB 2024 HQ A 144A 6.13% 3/15/2040 | 0.02 | 100,000 |
| WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR 2.57% 2/11/2031 | 0.02 | 115,000 |
| VIASAT INC SR UNSECURED 144A 05/31 7.5 7.50% 5/30/2031 | 0.02 | 105,000 |
| YUM BRANDS INC SR UNSECURED 04/32 5.375 5.38% 4/01/2032 | 0.02 | 100,000 |
| WOLFSPEED INC SR SECURED 144A 06/30 VAR 13.88% 6/23/2030 | 0.02 | 119,486 |
| US 10YR FUT OPTN MAR26P 111.5 EXP 02/20/2026 0.00% 2/20/2026 | 0.02 | 317,000 |
| US ULTRA BOND CBT MAR26 XCBT 20260320 0.00% 3/20/2026 | 0.01 | -32 |
| PSEG POWER LLC SR UNSECURED 144A 05/30 5.2 5.20% 5/15/2030 | 0.01 | 66,000 |
| SABRE GLBL INC SR SECURED 144A 11/29 10.75 10.75% 11/15/2029 | 0.01 | 50,000 |
| RIVIAN AUTO INC SR UNSECURED 03/29 4.625 4.63% 3/15/2029 | 0.01 | 45,000 |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A 5.04% 7/25/2031 | 0.01 | 38,720 |
| RADIATE HOLDCO LLC 2025 TERM LOAN 1.00% 6/26/2029 | 0.01 | 39,286 |
| QUALITYTECH LP TERM LOAN B 1.00% 10/30/2031 | 0.01 | 49,625 |
| REGAL REXNORD CORP COMPANY GUAR 04/28 6.05 6.05% 4/15/2028 | 0.01 | 40,000 |
| SIERRA RECEIVABLES FUNDING CO SRFC 2022 3A B 144A 6.32% 7/20/2039 | 0.01 | 47,027 |
| SYMPHONY CLO LTD SYMP 2015 16A ARR 144A 0.00% 10/15/2031 | 0.01 | 47,113 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1B 144A 4.89% 7/25/2065 | 0.01 | 73,378 |
| TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6 6.00% 11/15/2033 | 0.01 | 60,000 |
| TARGA RESOURCES PARTNERS COMPANY GUAR 03/30 5.5 5.50% 3/01/2030 | 0.01 | 42,000 |
| THB260306 0.00% 3/06/2026 | 0.01 | 0 |
| TRANSOCEAN INTERNTNL LTD SR SECURED 144A 10/32 7.875 7.88% 10/15/2032 | 0.01 | 50,000 |
| TRANSOCEAN AQUILA LTD SR SECURED 144A 09/28 8 8.00% 9/30/2028 | 0.01 | 61,462 |
| TRANSDIGM INC SR SECURED 144A 12/30 6.875 6.88% 12/15/2030 | 0.01 | 75,000 |
| VERDANT RECEIVABLES LLC VERD 2023 1A A2 144A 6.24% 1/13/2031 | 0.01 | 76,285 |
| VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A 5.68% 12/12/2031 | 0.01 | 66,053 |
| VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A 6.50% 12/25/2067 | 0.01 | 60,678 |
| US TREASURY N/B 02/42 2.375 2.38% 2/15/2042 | 0.01 | 80,000 |
| U.S. BANK NATIONAL ASSOCIATION USCLN 2023 1 B 144A 6.79% 8/25/2032 | 0.01 | 48,654 |
| HILTON GRAND VACATIONS TRUST HGVT 2020 AA C 144A 6.42% 2/25/2039 | 0.01 | 63,482 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 181 WI 2.00% 12/20/2050 | 0.01 | 319,503 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8 8.00% 6/15/2027 | 0.01 | 40,000 |
| GNMA II POOL MA8271 G2 09/52 FIXED 6 6.00% 9/20/2052 | 0.01 | 43,067 |
| GNMA II POOL MA8350 G2 10/52 FIXED 6 6.00% 10/20/2052 | 0.01 | 27,621 |
| GNMA II POOL MA5140 G2 04/48 FIXED 5.5 5.50% 4/20/2048 | 0.01 | 29,078 |
| GNMA II POOL MA7312 G2 04/51 FIXED 2.5 2.50% 4/20/2051 | 0.01 | 72,920 |
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 6.50% 2/01/2054 | 0.01 | 69,066 |
| FNMA POOL MA4568 FN 03/37 FIXED 2.5 2.50% 3/01/2037 | 0.01 | 86,473 |
| FNMA POOL MA4730 FN 09/52 FIXED 3 3.00% 9/01/2052 | 0.01 | 49,652 |
| FNMA POOL MA4581 FN 04/37 FIXED 1.5 1.50% 4/01/2037 | 0.01 | 38,856 |
| FOCUS BRANDS FUNDING LLC FOCUS 2022 1 A2 144A 7.21% 7/30/2052 | 0.01 | 48,250 |
| GNMA II POOL MA4512 G2 06/47 FIXED 4.5 4.50% 6/20/2047 | 0.01 | 56,221 |
| GNMA II POOL MA4586 G2 07/47 FIXED 3.5 3.50% 7/20/2047 | 0.01 | 60,637 |
| GNMA II POOL MA4655 G2 08/47 FIXED 5 5.00% 8/20/2047 | 0.01 | 34,788 |
| FREDDIE MAC FHR 5293 KI 2.00% 2/25/2051 | 0.01 | 338,179 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2025 1 C 144A 4.72% 9/25/2030 | 0.01 | 55,000 |
| MYR260309 0.00% 3/09/2026 | 0.01 | 0 |
| NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 B1 144A 2.41% 10/20/2061 | 0.01 | 100,000 |
| LUMEN TECHNOLOGIES, INC. 2024 TERM LOAN A 1.00% 6/01/2028 | 0.01 | 80,198 |
| MFRA TRUST MFRA 2023 INV2 A2 144A 7.18% 10/25/2058 | 0.01 | 75,068 |
| MEDLINE BORROWER LP 2025 TERM LOAN B 1.00% 10/23/2028 | 0.01 | 35,088 |
| MVW 2020 1 LLC MVWOT 2020 1A C 144A 4.21% 10/20/2037 | 0.01 | 44,605 |
| MVW OWNER TRUST MVWOT 2023 1A B 144A 5.70% 10/20/2040 | 0.01 | 36,584 |
| MVW OWNER TRUST MVWOT 2023 1A C 144A 6.54% 10/20/2040 | 0.01 | 36,584 |
| HPEFS EQUIPMENT TRUST HPEFS 2023 2A C 144A 6.65% 1/21/2031 | 0.01 | 72,446 |
| JP MORGAN MORTGAGE TRUST JPMMT 2016 3 B3 144A 3.28% 10/25/2046 | 0.01 | 56,265 |
| LOUISVILLE GAS + ELEC 1ST MORTGAGE 08/55 5.85 5.85% 8/15/2055 | 0.01 | 60,000 |
| LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875 6.88% 6/30/2033 | 0.01 | 80,000 |
| KENTUCKY UTILITIES CO 1ST MORTGAGE 08/55 5.85 5.85% 8/15/2055 | 0.01 | 60,000 |
| BANK OF AMERICA CORP SR UNSECURED 01/36 VAR 5.51% 1/24/2036 | 0.01 | 55,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A C 144A 9.27% 4/20/2027 | 0.01 | 50,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2023 6 A2 144A 6.50% 12/25/2067 | 0.01 | 76,996 |
| CARMAX AUTO OWNER TRUST CARMX 2024 3 D 0.01% 1/15/2031 | 0.01 | 40,000 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A B 5.99% 1/15/2030 | 0.01 | 40,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 C 3.89% 4/10/2028 | 0.01 | 30,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 B 144A 5.65% 5/10/2030 | 0.01 | 55,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 B 144A 5.87% 9/10/2030 | 0.01 | 60,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 C 144A 6.13% 9/10/2030 | 0.01 | 80,000 |
| BRL260303 0.00% 3/03/2026 | 0.01 | 16,363,000 |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A3 144A 1.26% 4/25/2066 | 0.01 | 41,553 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2016 C6 A5 3.09% 1/15/2049 | 0.01 | 55,797 |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN A2 144A 4.94% 1/25/2052 | 0.01 | 45,000 |
| COMM MORTGAGE TRUST COMM 2016 CR28 B 4.62% 2/10/2049 | 0.01 | 40,000 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 2.78% 10/01/2030 | 0.01 | 48,000 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2020 EXP2 A3 144A 2.50% 8/25/2050 | 0.01 | 77,267 |
| CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A 4.71% 8/20/2032 | 0.01 | 46,623 |
| CLP260206 0.00% 2/06/2026 | 0.01 | 0 |
| FNMA POOL FM3340 FN 05/35 FIXED VAR 3.50% 5/01/2035 | 0.01 | 57,261 |
| FNMA POOL CC1442 FN 11/55 FIXED 5.5 5.50% 11/01/2055 | 0.01 | 38,019 |
| FNMA POOL FS2041 FN 08/51 FIXED VAR 2.00% 8/01/2051 | 0.01 | 50,114 |
| FNMA POOL FM8732 FN 09/36 FIXED VAR 2.00% 9/01/2036 | 0.01 | 38,514 |
| FNMA POOL FM8961 FN 09/49 FIXED VAR 5.00% 9/01/2049 | 0.01 | 51,506 |
| FNMA POOL FS7303 FN 07/53 FIXED VAR 5.00% 7/01/2053 | 0.01 | 59,841 |
| FNMA POOL FS5460 FN 05/53 FIXED VAR 6.00% 5/01/2053 | 0.01 | 67,153 |
| FNMA POOL FS5046 FN 02/52 FIXED VAR 2.50% 2/01/2052 | 0.01 | 86,570 |
| FNMA POOL FS3820 FN 01/53 FIXED VAR 6.00% 1/01/2053 | 0.01 | 37,461 |
| FNMA POOL FS3874 FN 02/50 FIXED VAR 4.50% 2/01/2050 | 0.01 | 82,301 |
| FNMA POOL MA3151 FN 10/37 FIXED 3 3.00% 10/01/2037 | 0.01 | 57,038 |
| FNMA POOL FM9704 FN 12/51 FIXED VAR 2.00% 12/01/2051 | 0.01 | 52,858 |
| FNMA POOL FS8793 FN 08/54 FIXED VAR 6.00% 8/01/2054 | 0.01 | 53,800 |
| FNMA POOL FS9443 FN 02/54 FIXED VAR 4.50% 2/01/2054 | 0.01 | 52,735 |
| FNMA POOL MA4442 FN 10/36 FIXED 2 2.00% 10/01/2036 | 0.01 | 46,373 |
| FNMA POOL MA4255 FN 02/51 FIXED 2 2.00% 2/01/2051 | 0.01 | 81,481 |
| FNMA POOL MA4521 FN 01/42 FIXED 2.5 2.50% 1/01/2042 | 0.01 | 49,488 |
| FNMA POOL CB7095 FN 09/53 FIXED 5 5.00% 9/01/2053 | 0.01 | 39,454 |
| FNMA POOL CB7333 FN 10/53 FIXED 5.5 5.50% 10/01/2053 | 0.01 | 43,784 |
| FNMA POOL CB7523 FN 11/53 FIXED 6.5 6.50% 11/01/2053 | 0.01 | 51,354 |
| FNMA POOL CB7982 FN 02/54 FIXED 5.5 5.50% 2/01/2054 | 0.01 | 36,866 |
| FNMA POOL CB8858 FN 07/54 FIXED 6 6.00% 7/01/2054 | 0.01 | 31,320 |
| FNMA POOL CB8485 FN 05/54 FIXED 5.5 5.50% 5/01/2054 | 0.01 | 52,826 |
| FNMA POOL CB1783 FN 10/51 FIXED 2.5 2.50% 10/01/2051 | 0.01 | 35,843 |
| FNMA POOL CB1371 FN 08/51 FIXED 2.5 2.50% 8/01/2051 | 0.01 | 39,007 |
| FNMA POOL CA4628 FN 11/49 FIXED 4 4.00% 11/01/2049 | 0.01 | 73,361 |
| FNMA POOL CB3115 FN 03/52 FIXED 3 3.00% 3/01/2052 | 0.01 | 52,398 |
| FNMA POOL CB2538 FN 01/52 FIXED 2.5 2.50% 1/01/2052 | 0.01 | 38,246 |
| FNMA POOL BY4131 FN 07/53 FIXED 5 5.00% 7/01/2053 | 0.01 | 38,070 |
| FNMA POOL CA1354 FN 03/48 FIXED 3.5 3.50% 3/01/2048 | 0.01 | 29,958 |
| FNMA POOL CA1951 FN 07/48 FIXED 4 4.00% 7/01/2048 | 0.01 | 44,729 |
| FNMA POOL BR2935 FN 03/36 FIXED 1.5 1.50% 3/01/2036 | 0.01 | 36,716 |
| FNMA POOL AS8946 FN 03/47 FIXED 3.5 3.50% 3/01/2047 | 0.01 | 59,087 |
| FIRSTENERGY CORP SR UNSECURED 09/30 2.25 2.25% 9/01/2030 | 0.01 | 74,000 |
| EURO CURRENCY 0.00% | 0.01 | 24,177 |
| DLLAA LLC DLLAA 2023 1A A3 144A 5.99% 2/22/2028 | 0.01 | 39,803 |
| DLLAA LLC DLLAA 2023 1A A4 144A 6.00% 10/20/2031 | 0.01 | 65,000 |
| DLLST LLC DLLST 2024 1A A4 144A 0.01% 4/22/2030 | 0.01 | 40,000 |
| ELARA HGV TIMESHARE ISSUER EHGVT 2023 A A 144A 6.16% 2/25/2038 | 0.01 | 47,661 |
| ELARA HGV TIMESHARE ISSUER EHGVT 2023 A C 144A 7.30% 2/25/2038 | 0.01 | 47,661 |
| FED HM LN PC POOL QX2526 FR 01/55 FIXED 6.5 6.50% 1/01/2055 | 0.01 | 29,467 |
| FED HM LN PC POOL RA5258 FR 05/51 FIXED 2 2.00% 5/01/2051 | 0.01 | 41,804 |
| FED HM LN PC POOL RA5561 FR 07/51 FIXED 2 2.00% 7/01/2051 | 0.01 | 87,228 |
| FED HM LN PC POOL QJ5643 FR 09/54 FIXED 6.5 6.50% 9/01/2054 | 0.01 | 28,698 |
| FED HM LN PC POOL QN8025 FR 10/36 FIXED 2.5 2.50% 10/01/2036 | 0.01 | 52,784 |
| FED HM LN PC POOL QJ3040 FR 09/54 FIXED 5.5 5.50% 9/01/2054 | 0.01 | 65,667 |
| FED HM LN PC POOL RJ1975 FR 07/54 FIXED 6 6.00% 7/01/2054 | 0.01 | 47,907 |
| FED HM LN PC POOL RJ2623 FR 10/54 FIXED 5.5 5.50% 10/01/2054 | 0.01 | 61,460 |
| FED HM LN PC POOL RB5154 FR 04/42 FIXED 2.5 2.50% 4/01/2042 | 0.01 | 73,418 |
| FED HM LN PC POOL SB0217 FR 01/33 FIXED 3 3.00% 1/01/2033 | 0.01 | 35,800 |
| FED HM LN PC POOL RB5107 FR 04/41 FIXED 1.5 1.50% 4/01/2041 | 0.01 | 51,546 |
| FED HM LN PC POOL RA6623 FR 01/52 FIXED 2.5 2.50% 1/01/2052 | 0.01 | 42,113 |
| FED HM LN PC POOL SD2666 FR 03/53 FIXED 5 5.00% 3/01/2053 | 0.01 | 58,662 |
| FED HM LN PC POOL SD3041 FR 05/53 FIXED 5 5.00% 5/01/2053 | 0.01 | 29,819 |
| FED HM LN PC POOL SD3580 FR 04/52 FIXED 2 2.00% 4/01/2052 | 0.01 | 53,651 |
| FED HM LN PC POOL SD4967 FR 02/54 FIXED 5.5 5.50% 2/01/2054 | 0.01 | 52,474 |
| FED HM LN PC POOL SD5565 FR 05/54 FIXED 5.5 5.50% 5/01/2054 | 0.01 | 41,139 |
| FED HM LN PC POOL SB8215 FR 03/38 FIXED 4 4.00% 3/01/2038 | 0.01 | 70,929 |
| FED HM LN PC POOL SD1266 FR 06/52 FIXED 3 3.00% 6/01/2052 | 0.01 | 66,033 |
| FED HM LN PC POOL SD6382 FR 07/54 FIXED 5 5.00% 7/01/2054 | 0.01 | 61,455 |
| FED HM LN PC POOL SD6569 FR 10/54 FIXED 5.5 5.50% 10/01/2054 | 0.01 | 75,384 |
| FED HM LN PC POOL SD6638 FR 10/54 FIXED 5.5 5.50% 10/01/2054 | 0.01 | 64,310 |
| FED HM LN PC POOL RA6019 FR 10/51 FIXED 2.5 2.50% 10/01/2051 | 0.00 | 23,023 |
| FED HM LN PC POOL QI9074 FR 06/54 FIXED 6 6.00% 6/01/2054 | 0.00 | 23,014 |
| FED HM LN PC POOL QX0557 FR 12/54 FIXED 6.5 6.50% 12/01/2054 | 0.00 | 16,007 |
| FED HM LN PC POOL QJ5819 FR 09/54 FIXED 6.5 6.50% 9/01/2054 | 0.00 | 8,649 |
| FED HM LN PC POOL RA5680 FR 08/51 FIXED 2 2.00% 8/01/2051 | 0.00 | 23,057 |
| FED HM LN PC POOL QX3636 FR 01/55 FIXED 6.5 6.50% 1/01/2055 | 0.00 | 9,222 |
| EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN 1.00% 10/06/2028 | 0.00 | 25,173 |
| EGP260203 0.00% 2/03/2026 | 0.00 | 0 |
| EGP260303 0.00% 3/03/2026 | 0.00 | 10,475,000 |
| EUR260203 0.00% 2/03/2026 | 0.00 | 593,600 |
| EUR260303 0.00% 3/03/2026 | 0.00 | -41,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D 7.12% 6/15/2029 | 0.00 | 4,796 |
| FED REPUBLIC OF BRAZIL SR UNSECURED 11/30 5.5 5.50% 11/06/2030 | 0.00 | 0 |
| FNMA POOL CB2869 FN 02/52 FIXED 2.5 2.50% 2/01/2052 | 0.00 | 18,110 |
| FNMA POOL CB8483 FN 05/54 FIXED 5.5 5.50% 5/01/2054 | 0.00 | 11,521 |
| FNMA POOL CB8226 FN 03/54 FIXED 6.5 6.50% 3/01/2054 | 0.00 | 614 |
| FNMA POOL MA4519 FN 01/42 FIXED 1.5 1.50% 1/01/2042 | 0.00 | 25,876 |
| FNMA POOL MA4379 FN 07/51 FIXED 2.5 2.50% 7/01/2051 | 0.00 | 24,610 |
| FNMA POOL MA3182 FN 11/47 FIXED 3.5 3.50% 11/01/2047 | 0.00 | 18,075 |
| FNMA POOL MA4158 FN 10/50 FIXED 2 2.00% 10/01/2050 | 0.00 | 15,451 |
| FNMA POOL MA2863 FN 01/47 FIXED 3 3.00% 1/01/2047 | 0.00 | 18,749 |
| FNMA POOL MA3027 FN 06/47 FIXED 4 4.00% 6/01/2047 | 0.00 | 25,012 |
| FNMA POOL FM9489 FN 11/51 FIXED VAR 2.00% 11/01/2051 | 0.00 | 24,592 |
| FNMA POOL FM8543 FN 11/44 FIXED VAR 5.00% 11/01/2044 | 0.00 | 23,677 |
| FNMA POOL FM6627 FN 09/49 FIXED VAR 4.50% 9/01/2049 | 0.00 | 24,336 |
| FNMA POOL FS0017 FN 08/47 FIXED VAR 4.00% 8/01/2047 | 0.00 | 23,778 |
| FNMA POOL FS0733 FN 02/52 FIXED VAR 2.00% 2/01/2052 | 0.00 | 25,171 |
| FNMA POOL FS0838 FN 01/52 FIXED VAR 3.50% 1/01/2052 | 0.00 | 15,256 |
| FNMA POOL FS1618 FN 03/52 FIXED VAR 2.00% 3/01/2052 | 0.00 | 12,791 |
| FNMA POOL FA0048 FN 09/53 FIXED VAR 5.50% 9/01/2053 | 0.00 | 6,240 |
| FNMA POOL FM4386 FN 07/47 FIXED VAR 5.00% 7/01/2047 | 0.00 | 9,381 |
| CLP260303 0.00% 3/03/2026 | 0.00 | -27,525,000 |
| CLP260203 0.00% 2/03/2026 | 0.00 | 0 |
| CNH260203 0.00% 2/03/2026 | 0.00 | -7,841,000 |
| CNH260303 0.00% 3/03/2026 | 0.00 | -36,000 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL4 A1B 144A 3.38% 12/25/2064 | 0.00 | 22,558 |
| CHF260203 0.00% 2/03/2026 | 0.00 | -45,200 |
| CHF260303 0.00% 3/03/2026 | 0.00 | 900 |
| COP260203 0.00% 2/03/2026 | 0.00 | 0 |
| COP260303 0.00% 3/03/2026 | 0.00 | 2,177,520,000 |
| CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A 6.56% 10/20/2031 | 0.00 | 8,193 |
| CZK260203 0.00% 2/03/2026 | 0.00 | -4,273,000 |
| CZK260303 0.00% 3/03/2026 | 0.00 | -801,000 |
| CAD Spot FX Contract 0.00% 2/02/2026 | 0.00 | 45,600 |
| CAD260202 0.00% 2/02/2026 | 0.00 | -45,600 |
| CAD260302 0.00% 3/02/2026 | 0.00 | -45,600 |
| BRL260203 0.00% 2/03/2026 | 0.00 | 0 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 D 144A 3.87% 12/11/2028 | 0.00 | 11,548 |
| CANADIAN DOLLAR 0.00% | 0.00 | 5,230 |
| ASURION CORPORATION 2023 TERM LOAN B11 1.00% 8/19/2028 | 0.00 | 0 |
| AUSTRALIAN DOLLAR 0.00% | 0.00 | 0 |
| AUD260203 0.00% 2/03/2026 | 0.00 | -35,200 |
| AUD260303 0.00% 3/03/2026 | 0.00 | 1,800 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A 5.30% 6/21/2028 | 0.00 | 13,641 |
| B71123032 CDS USD P F 5.00000 5571123032FEE CCPCDX 5.00% 12/20/2030 | 0.00 | -2,456,190 |
| B71123032 CDS USD R V 03MEVENT 5571123032PRO CCPCDX 1.00% 12/20/2030 | 0.00 | 2,456,190 |
| B78422643 IRS USD R V 12MSOFR 5678422643_FLO CCPOIS 1.00% 1/23/2036 | 0.00 | 32,948,000 |
| B78805337 IRS USD R V 12MSOFR 5678805337_FLO CCPOIS 1.00% 1/23/2036 | 0.00 | 32,948,000 |
| 5674914370 TROWE CALL USD 81 20260220 0.00% 2/20/2026 | 0.00 | -168 |
| 5674914372 TROWE PUT USD 81 20260220 0.00% 2/20/2026 | 0.00 | -168 |
| 5680125417 TROWE CALL USD 81 20260220 0.00% 2/20/2026 | 0.00 | -170 |
| 5680125421 TROWE PUT USD 81 20260220 0.00% 2/20/2026 | 0.00 | -170 |
| ACRISURE LLC / FIN INC SR SECURED 144A 11/30 7.5 7.50% 11/06/2030 | 0.00 | 25,000 |
| 539175697 TRS USD R V 12MSOFR 5539175697INT IBOXXTRS 1.00% 3/20/2026 | 0.00 | 5,600,000 |
| ALPHA GENERATION LLC TERM LOAN B 7.06% 9/30/2031 | 0.00 | 0 |
| 571216534 CDS USD P V 03MEVENT 5571216534_PRO CDXTRANCHE 1.00% 12/20/2030 | 0.00 | -33,596,000 |
| 571216534 CDS USD R F 1.00000 5571216534_FEE CDXTRANCHE 1.00% 12/20/2030 | 0.00 | 33,596,000 |
| 572439045 CDS USD P V 03MEVENT 5572439045_PRO CDXTRANCHE 1.00% 12/20/2030 | 0.00 | -32,329,000 |
| 572439045 CDS USD R F 1.00000 5572439045_FEE CDXTRANCHE 1.00% 12/20/2030 | 0.00 | 32,329,000 |
| 596288090 CDS USD P V 03MEVENT 5596288090PRO CORPORATE 1.00% 12/20/2030 | 0.00 | -8,000 |
| 596288090 CDS USD R F 5.00000 5596288090FEE CORPORATE 5.00% 12/20/2030 | 0.00 | 8,000 |
| 597329876 CDS USD P V 03MEVENT 5597329876PRO CORPORATE 1.00% 12/20/2030 | 0.00 | -8,000 |
| 597329876 CDS USD R F 5.00000 5597329876FEE CORPORATE 5.00% 12/20/2030 | 0.00 | 8,000 |
| 622803456 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -171,325 |
| 622803456 TRS USD R F .00000 872280AB8 TRS BOND 0.00% 2/23/2026 | 0.00 | 174,000 |
| 622803472 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -250,749 |
| 622803472 TRS USD R F .00000 40440VAS4 TRS BOND 0.00% 2/23/2026 | 0.00 | 251,000 |
| 622803480 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -667,083 |
| 622803480 TRS USD R F .00000 69121KAH7 TRS BOND 0.00% 2/23/2026 | 0.00 | 656,000 |
| 622803485 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -666,803 |
| 622803485 TRS USD R F .00000 69121KAJ3 TRS BOND 0.00% 2/23/2026 | 0.00 | 639,000 |
| 622803490 TRS USD P V 00MSOFR SOFR +48BPS 1.00% 2/23/2026 | 0.00 | -391,692 |
| 622803490 TRS USD R F .00000 09581CAB7 TRS BOND 0.00% 2/23/2026 | 0.00 | 377,000 |
| 622803495 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -434,275 |
| 622803495 TRS USD R F .00000 69120VAZ4 TRS BOND 0.00% 2/23/2026 | 0.00 | 417,000 |
| 623064275 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -657,349 |
| 623064275 TRS USD R F .00000 04010LBL6 TRS BOND 0.00% 2/23/2026 | 0.00 | 665,000 |
| 623064280 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -176,625 |
| 623064280 TRS USD R F .00000 04010LBH5 TRS BOND 0.00% 2/23/2026 | 0.00 | 174,000 |
| 623064303 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -193,512 |
| 623064303 TRS USD R F .00000 04020EAK3 TRS BOND 0.00% 2/23/2026 | 0.00 | 190,000 |
| 623064319 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -175,090 |
| 623064319 TRS USD R F .00000 05684BAD9 TRS BOND 0.00% 2/23/2026 | 0.00 | 174,000 |
| 623064325 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -246,676 |
| 623064325 TRS USD R F .00000 09261XAL6 TRS BOND 0.00% 2/23/2026 | 0.00 | 250,000 |
| 623127029 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -544,472 |
| 623127029 TRS USD R F .00000 03770DAD5 TRS BOND 0.00% 2/23/2026 | 0.00 | 510,000 |
| 623127034 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -262,873 |
| 623127034 TRS USD R F .00000 38152BAG6 TRS BOND 0.00% 2/23/2026 | 0.00 | 264,000 |
| 623127039 TRS USD P V 00MSOFR SOFR +48 BPS 1.00% 2/23/2026 | 0.00 | -237,264 |
| 623127039 TRS USD R F .00000 427096AN2 TRS BOND 0.00% 2/23/2026 | 0.00 | 230,000 |
| 623127044 TRS USD P V 00MSOFR SOFR +48BPS 1.00% 2/23/2026 | 0.00 | -503,689 |
| 623127044 TRS USD R F .00000 09581CAD3 TRS BOND 0.00% 2/23/2026 | 0.00 | 499,000 |
| 672729644 TRS USD P V 00MSOFR 5672729644INT EQUITYTRS 1.00% 4/14/2026 | 0.00 | -1,487,333 |
| 672729644 TRS USD R E 5672729644RET EQUITYTRS 0.00% | 0.00 | 13,400 |
| 686358129 CDS USD P V 01MEVENT 5686358129PRO CMBX 1.00% 12/15/2056 | 0.00 | -1,610,000 |
| 686358129 CDS USD R F 3.00000 5686358129FEE CMBX 3.00% 12/15/2056 | 0.00 | 1,610,000 |
| KRW260203 0.00% 2/03/2026 | 0.00 | 0 |
| KRW260304 0.00% 3/04/2026 | 0.00 | -927,854,000 |
| KZT260410 0.00% 4/10/2026 | 0.00 | 430,745,000 |
| JPY260203 0.00% 2/03/2026 | 0.00 | 66,415,000 |
| JPY260303 0.00% 3/03/2026 | 0.00 | -1,366,000 |
| HUF Spot FX Contract 0.00% 1/30/2026 | 0.00 | -993,631,146 |
| HUF Spot FX Contract 0.00% 1/30/2026 | 0.00 | -267,010,229 |
| HUF260203 0.00% 2/03/2026 | 0.00 | 98,051,000 |
| HUF260303 0.00% 3/03/2026 | 0.00 | -1,917,000 |
| HUNGARIAN FORINT 0.00% | 0.00 | 0 |
| ILS260203 0.00% 2/03/2026 | 0.00 | -1,099,300 |
| ILS260319 0.00% 3/19/2026 | 0.00 | 11,000 |
| IDR260203 0.00% 2/03/2026 | 0.00 | 0 |
| IDR260303 0.00% 3/03/2026 | 0.00 | -8,286,457,000 |
| INR260203 0.00% 2/03/2026 | 0.00 | 0 |
| INR260304 0.00% 3/04/2026 | 0.00 | 28,755,000 |
| MXN260203 0.00% 2/03/2026 | 0.00 | 0 |
| MXN260303 0.00% 3/03/2026 | 0.00 | 4,187,000 |
| MYR260130 0.00% 1/30/2026 | 0.00 | 0 |
| MYR260204 0.00% 2/04/2026 | 0.00 | 0 |
| MYR260303 0.00% 3/03/2026 | 0.00 | -2,257,000 |
| LUXCO3 SHARES COMMON STOCK 0.00% | 0.00 | 905 |
| NEPTUNE US BIDCO INC 2ND LIEN TERM LOAN 0.00% 10/11/2029 | 0.00 | 0 |
| NOK260203 0.00% 2/03/2026 | 0.00 | -752,000 |
| NOK260303 0.00% 3/03/2026 | 0.00 | 21,000 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 B 144A 5.79% 4/25/2029 | 0.00 | 15,000 |
| NAVISTAR FINANCIAL DEALER NOTE NAVMT 2024 1 C 144A 6.13% 4/25/2029 | 0.00 | 25,000 |
| GBP260203 0.00% 2/03/2026 | 0.00 | 272,600 |
| GBP260303 0.00% 3/03/2026 | 0.00 | -4,000 |
| GNMA II POOL MA4780 G2 10/47 FIXED 4.5 4.50% 10/20/2047 | 0.00 | 17,393 |
| GNMA II POOL MA4511 G2 06/47 FIXED 4 4.00% 6/20/2047 | 0.00 | 6,005 |
| GNMA II POOL AV9440 G2 11/46 FIXED 3 3.00% 11/20/2046 | 0.00 | 17,851 |
| GNMA II POOL BD0384 G2 10/47 FIXED 3.5 3.50% 10/20/2047 | 0.00 | 23,352 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 1 B 5.03% 9/18/2028 | 0.00 | 10,000 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 B 5.72% 1/16/2029 | 0.00 | 5,000 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 C 6.29% 2/16/2029 | 0.00 | 10,000 |
| FORD CREDIT AUTO LEASE TRUST FORDL 2023 B D 7.47% 6/15/2028 | 0.00 | 25,000 |
| FNMA POOL MA4797 FN 11/37 FIXED 4 4.00% 11/01/2037 | 0.00 | 20,885 |
| GNMA II POOL MA7139 G2 01/51 FIXED 4 4.00% 1/20/2051 | 0.00 | 17,633 |
| GNMA II POOL MA6819 G2 08/50 FIXED 2.5 2.50% 8/20/2050 | 0.00 | 12,473 |
| GNMA II POOL MA6531 G2 03/50 FIXED 3 3.00% 3/20/2050 | 0.00 | 17,187 |
| GNMA II POOL MA8202 G2 08/52 FIXED 5 5.00% 8/20/2052 | 0.00 | 11,562 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 LM 3.50% 10/20/2050 | 0.00 | 25,000 |
| TRY260203 0.00% 2/03/2026 | 0.00 | 19,194,000 |
| TRY260416 0.00% 4/16/2026 | 0.00 | 61,465,000 |
| TWD260203 0.00% 2/03/2026 | 0.00 | 0 |
| TWD260303 0.00% 3/03/2026 | 0.00 | -19,488,000 |
| US TREASURY N/B 02/53 3.625 3.62% 2/15/2053 | 0.00 | 30,000 |
| VERSANT MEDIA GROUP INC TERM LOAN B 1.00% 1/30/2031 | 0.00 | 0 |
| VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A 1.02% 4/25/2064 | 0.00 | 23,246 |
| TPIC PRE FUND SR TERM NT TC01NJHM9 PP 10.00% 4/30/2026 | 0.00 | 9,984 |
| TPIC ROLLUP SR TERM NTS TC3PCVF81 10.00% 12/06/2026 | 0.00 | 11,034 |
| THB260203 0.00% 2/03/2026 | 0.00 | 0 |
| THB260304 0.00% 3/04/2026 | 0.00 | -13,226,000 |
| STATE OF ISRAEL SR UNSECURED 01/31 4.5 4.50% 1/13/2031 | 0.00 | 0 |
| SGD260203 0.00% 2/03/2026 | 0.00 | 0 |
| SGD260303 0.00% 3/03/2026 | 0.00 | -1,131,500 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A C 144A 5.51% 1/20/2032 | 0.00 | 15,000 |
| PUERTO RICO CMWLTH PRC 07/27 FIXED 5.625 5.63% 7/01/2027 | 0.00 | 3,593 |
| PUERTO RICO CMWLTH PRC 07/29 FIXED 5.625 5.63% 7/01/2029 | 0.00 | 3,535 |
| PUERTO RICO CMWLTH PRC 07/33 FIXED 4 4.00% 7/01/2033 | 0.00 | 3,256 |
| PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0 0.00% 7/01/2033 | 0.00 | 4,190 |
| PUERTO RICO CMWLTH PRC 07/35 FIXED 4 4.00% 7/01/2035 | 0.00 | 2,926 |
| PUERTO RICO CMWLTH PRC 07/37 FIXED 4 4.00% 7/01/2037 | 0.00 | 2,511 |
| PUERTO RICO CMWLTH PRC 07/41 FIXED 4 4.00% 7/01/2041 | 0.00 | 3,415 |
| SEK260203 0.00% 2/03/2026 | 0.00 | 2,662,000 |
| SEK260303 0.00% 3/03/2026 | 0.00 | -49,000 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 C 4.74% 10/16/2028 | 0.00 | 5,737 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C 4.96% 11/15/2028 | 0.00 | 19,338 |
| S96584852 CDS USD P V 03MEVENT 5596584852PRO CCPCORPORATE 1.00% 12/20/2030 | 0.00 | -2,700,000 |
| S53321602 CDS EUR R F 1.00000 5553321602FEE CCPCORPORATE 1.00% 12/20/2030 | 0.00 | 1,400,000 |
| S64324481 CDS USD P V 03MEVENT 5564324481PRO CCPCDX 1.00% 12/20/2030 | 0.00 | -16,817,000 |
| POST ROAD EQUIPMENT FINANCE PREF 2024 1A A2 144A 5.59% 11/15/2029 | 0.00 | 23,541 |
| PEN260203 0.00% 2/03/2026 | 0.00 | 0 |
| PEN260303 0.00% 3/03/2026 | 0.00 | 820,600 |
| PHP260203 0.00% 2/03/2026 | 0.00 | 0 |
| PHP260303 0.00% 3/03/2026 | 0.00 | 1,492,000 |
| PHP260306 0.00% 3/06/2026 | 0.00 | 0 |
| PLN260203 0.00% 2/03/2026 | 0.00 | 288,400 |
| PLN260303 0.00% 3/03/2026 | 0.00 | -4,100 |
| ONSLOW BAY FINANCIAL LLC OBX 2020 EXP2 A8 144A 3.00% 5/25/2060 | 0.00 | 19,024 |
| NZD260203 0.00% 2/03/2026 | 0.00 | 187,400 |
| NZD260303 0.00% 3/03/2026 | 0.00 | -3,600 |
| ZAR260203 0.00% 2/03/2026 | 0.00 | 884,000 |
| ZAR260303 0.00% 3/03/2026 | 0.00 | -23,000 |
| US 10YR NOTE (CBT)MAR26 XCBT 20260320 0.00% 3/20/2026 | 0.00 | -14 |
| VISTA POINT SECURITIZATION TRU VSTA 2020 2 A1 144A 1.48% 4/25/2065 | 0.00 | 9,825 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 12/34 5.7 5.70% 12/30/2034 | 0.00 | 16,000 |
| CAN 10YR BOND FUT MAR26 XMOD 20260320 0.00% 3/20/2026 | 0.00 | -16 |
| CAN 5YR BOND FUT MAR26 XMOD 20260320 0.00% 3/20/2026 | 0.00 | -22 |
| EURO-BTP FUTURE MAR26 XEUR 20260306 0.00% 3/06/2026 | 0.00 | -1 |
| EURO-BOBL FUTURE MAR26 XEUR 20260306 0.00% 3/06/2026 | 0.00 | -8 |
| EURO-SCHATZ FUT MAR26 XEUR 20260306 0.00% 3/06/2026 | 0.00 | -20 |
| EURO-BUXL 30Y BND MAR26 XEUR 20260306 0.00% 3/06/2026 | 0.00 | 1 |
| EURO-OAT FUTURE MAR26 XEUR 20260306 0.00% 3/06/2026 | 0.00 | 5 |
