| CAPITAL GROUP CENTRAL CASH FUN CAPITAL GROUP CNTRL CSH M | 5.44 | 676,278 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.81 | 40,447,000 |
| US TREASURY N/B 08/54 4.25 | 2.32 | 28,260,000 |
| US TREASURY N/B 04/31 4.625 | 2.19 | 25,752,000 |
| FNMA POOL BU4967 FN 09/54 FIXED 5.5 | 2.19 | 26,904,032 |
| FNMA POOL MA4805 FN 11/52 FIXED 4.5 | 2.13 | 26,881,257 |
| FED HM LN PC POOL SD5591 FR 06/52 FIXED 2 | 2.09 | 31,361,937 |
| FNMA POOL MA4579 FN 04/52 FIXED 3 | 2.05 | 28,298,146 |
| US TREASURY N/B 05/29 4.5 | 1.73 | 20,700,000 |
| WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR | 1.68 | 20,054,000 |
| US TREASURY N/B 11/43 3.75 | 1.56 | 20,531,000 |
| US TREASURY N/B 02/49 3 | 1.43 | 22,000,000 |
| US TREASURY N/B 07/31 4.125 | 1.10 | 13,300,000 |
| US TREASURY N/B 05/44 4.625 | 0.97 | 11,419,700 |
| FNMA POOL BF0765 FN 09/63 FIXED 3.5 | 0.93 | 12,570,533 |
| BANK OF AMERICA CORP SR UNSECURED 02/28 VAR | 0.93 | 12,018,000 |
| MORGAN STANLEY SR UNSECURED 02/29 VAR | 0.90 | 10,887,000 |
| FED HM LN PC POOL SD8461 FR 09/54 FIXED 5 | 0.80 | 9,989,176 |
| FED HM LN PC POOL SD8286 FR 01/53 FIXED 4 | 0.78 | 10,059,654 |
| PACIFICORP 1ST MORTGAGE 02/29 5.1 | 0.77 | 9,288,000 |
| US TREASURY N/B 05/54 4.625 | 0.76 | 8,740,000 |
| JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR | 0.74 | 9,284,000 |
| BOEING CO SR UNSECURED 05/27 5.04 | 0.74 | 9,223,000 |
| FNMA POOL MA5009 FN 05/53 FIXED 5 | 0.71 | 8,798,662 |
| FED HM LN PC POOL SD5790 FR 07/54 FIXED 6 | 0.68 | 8,240,420 |
| BAXTER INTERNATIONAL INC SR UNSECURED 12/28 2.272 | 0.68 | 9,241,000 |
| CHENIERE ENERGY INC SR UNSECURED 10/28 4.625 | 0.66 | 8,224,000 |
| FED HM LN PC POOL SD5845 FR 11/52 FIXED 3.5 | 0.66 | 8,820,402 |
| FNMA POOL FS8400 FN 07/54 FIXED VAR | 0.65 | 7,839,414 |
| AT+T INC SR UNSECURED 02/30 4.3 | 0.64 | 7,993,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 | 0.63 | 7,721,000 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 | 0.62 | 7,727,129 |
| FED HM LN PC POOL SD4977 FR 11/53 FIXED 5 | 0.61 | 7,528,108 |
| FNMA POOL MA5470 FN 09/54 FIXED 5.5 | 0.59 | 7,236,107 |
| FNMA POOL CB2527 FN 12/51 FIXED 2 | 0.59 | 8,869,505 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR | 0.59 | 7,055,000 |
| HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR | 0.58 | 7,160,000 |
| AMGEN INC SR UNSECURED 03/33 5.25 | 0.56 | 6,698,000 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 5.45 | 0.55 | 6,472,000 |
| PHILIP MORRIS INTL INC SR UNSECURED 11/29 5.625 | 0.54 | 6,350,000 |
| MORGAN STANLEY SR UNSECURED 07/30 VAR | 0.52 | 6,332,000 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR | 0.52 | 6,634,000 |
| CVS HEALTH CORP SR UNSECURED 06/29 5.4 | 0.52 | 6,269,000 |
| EVERSOURCE ENERGY SR UNSECURED 01/27 5 | 0.52 | 6,316,000 |
| FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR | 0.52 | 6,081,000 |
| CAMPBELL SOUP CO SR UNSECURED 03/27 5.2 | 0.51 | 6,165,000 |
| T MOBILE USA INC COMPANY GUAR 04/30 3.875 | 0.51 | 6,451,000 |
| VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 4.9 | 0.50 | 6,124,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY1 A1 144A | 0.49 | 5,938,035 |
| FIRSTENERGY CORP SR UNSECURED 03/30 2.65 | 0.49 | 6,630,000 |
| FNMA POOL MA5443 FN 08/54 FIXED 5 | 0.47 | 5,849,223 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/30 VAR | 0.47 | 5,579,000 |
| CENTENE CORP SR UNSECURED 07/28 2.45 | 0.46 | 6,160,000 |
| BAT CAPITAL CORP COMPANY GUAR 08/30 6.343 | 0.45 | 5,116,000 |
| DTE ENERGY CO SR UNSECURED 03/29 5.1 | 0.45 | 5,388,000 |
| BAE SYSTEMS PLC SR UNSECURED 144A 03/29 5.125 | 0.44 | 5,253,000 |
| BOEING CO/THE SR UNSECURED 144A 05/27 6.259 | 0.43 | 5,194,000 |
| ENBRIDGE INC COMPANY GUAR 11/30 6.2 | 0.43 | 4,942,000 |
| FNMA POOL MA5446 FN 08/54 FIXED 6.5 | 0.43 | 5,231,771 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR | 0.43 | 5,332,000 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR | 0.42 | 5,087,000 |
| FNMA POOL MA5444 FN 08/54 FIXED 5.5 | 0.42 | 5,152,047 |
| FNMA POOL MA5294 FN 03/54 FIXED 5 | 0.42 | 5,237,244 |
| BRISTOL MYERS SQUIBB CO SR UNSECURED 02/34 5.2 | 0.41 | 4,798,000 |
| WESTPAC BANKING CORP SUBORDINATED 07/34 VAR | 0.41 | 5,298,000 |
| US TREASURY N/B 08/44 4.125 | 0.40 | 5,008,700 |
| STAR 2024 SFR4 TRUST STAR 2024 SFR4 B 144A | 0.40 | 5,000,000 |
| AMERICAN EXPRESS CO SR UNSECURED 07/28 VAR | 0.40 | 4,923,000 |
| BX TRUST BX 2024 BIO2 A 144A | 0.39 | 4,754,000 |
| FED HM LN PC POOL SD8467 FR 10/54 FIXED 4.5 | 0.39 | 4,900,000 |
| PNC FINANCIAL SERVICES SR UNSECURED 06/29 VAR | 0.39 | 4,658,000 |
| EQUINIX INC SR UNSECURED 11/29 3.2 | 0.38 | 4,960,000 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 0.38 | 4,712,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3 | 0.37 | 4,348,000 |
| GEORGIA POWER CO SR UNSECURED 05/33 4.95 | 0.37 | 4,528,000 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 0.36 | 4,334,000 |
| NATWEST GROUP PLC SR UNSECURED 08/30 VAR | 0.36 | 4,438,000 |
| XCEL ENERGY INC SR UNSECURED 08/33 5.45 | 0.36 | 4,264,000 |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2024 RPL1 A1 144A | 0.36 | 4,883,075 |
| FNMA POOL MA5468 FN 09/54 FIXED 4.5 | 0.36 | 4,530,301 |
| CIGNA GROUP/THE SR UNSECURED 05/29 5 | 0.35 | 4,242,000 |
| FED HM LN PC POOL SD8468 FR 10/54 FIXED 5 | 0.33 | 4,100,000 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/27 VAR | 0.33 | 4,373,000 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 5.275 | 0.33 | 4,040,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A | 0.33 | 4,022,624 |
| SVENSKA HANDELSBANKEN AB 144A 06/28 5.5 | 0.32 | 3,798,000 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | 0.32 | 3,110,000 |
| CAIXABANK SA 144A 01/29 VAR | 0.32 | 3,780,000 |
| DRYDEN SENIOR LOAN FUND DRSLF 2016 45A A1RR 144A | 0.32 | 4,000,000 |
| BROADCOM INC SR UNSECURED 02/28 4.15 | 0.32 | 3,924,000 |
| 6297782 LLC COMPANY GUAR 144A 09/27 4.911 | 0.31 | 3,839,000 |
| ENERGY TRANSFER LP SR UNSECURED 07/29 5.25 | 0.31 | 3,691,000 |
| CLI FUNDING LLC CLIF 2022 1A A 144A | 0.31 | 4,224,486 |
| CHARLES SCHWAB CORP SR UNSECURED 05/29 VAR | 0.31 | 3,659,000 |
| FED HM LN PC POOL SD8323 FR 05/53 FIXED 5 | 0.31 | 3,896,799 |
| FNMA POOL MA5326 FN 04/54 FIXED 4.5 | 0.31 | 3,901,315 |
| KBC GROUP NV SR UNSECURED 144A 01/29 VAR | 0.31 | 3,727,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR4 B 144A | 0.30 | 4,000,000 |
| SCF EQUIPMENT TRUST LLC SCFET 2024 1A A3 144A | 0.30 | 3,597,000 |
| FNMA POOL MA5421 FN 07/54 FIXED 6 | 0.29 | 3,465,220 |
| AON NORTH AMERICA INC COMPANY GUAR 03/27 5.125 | 0.29 | 3,494,000 |
| BROADCOM INC SR UNSECURED 07/27 5.05 | 0.29 | 3,471,000 |
| DNB BANK ASA 144A 05/27 VAR | 0.28 | 3,616,000 |
| FNMA POOL MA5378 FN 05/54 FIXED 4 | 0.28 | 3,592,514 |
| FNMA POOL CB2211 FN 11/51 FIXED 2.5 | 0.28 | 4,003,038 |
| US TREASURY N/B 08/49 2.25 | 0.28 | 5,000,000 |
| TRICON RESIDENTIAL TCN 2024 SFR2 B 144A | 0.27 | 3,246,000 |
| OAKTREE CLO LTD OAKCL 2019 1A A1R 144A | 0.27 | 3,402,581 |
| FNMA POOL MA5389 FN 06/54 FIXED 6 | 0.27 | 3,298,719 |
| FED HM LN PC POOL SD2987 FR 03/53 FIXED 3.5 | 0.26 | 3,423,270 |
| AFFIRM INC AFFRM 2024 A 1A 144A | 0.26 | 3,143,000 |
| CROCKETT PARTNERS EQUIPMENT CO EQS 2024 1C A 144A | 0.25 | 3,014,788 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15 | 0.25 | 3,033,000 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/35 6.384 | 0.25 | 3,046,000 |
| FED HM LN PC POOL RA6579 FR 12/51 FIXED 2 | 0.25 | 3,693,872 |
| FED HM LN PC POOL SD8446 FR 07/54 FIXED 5.5 | 0.25 | 3,079,096 |
| FED HM LN PC POOL SD8225 FR 07/52 FIXED 3 | 0.25 | 3,444,346 |
| FED HM LN PC POOL SD5712 FR 01/52 FIXED 2.5 | 0.25 | 3,572,405 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 2 A 144A | 0.25 | 3,106,000 |
| US TREASURY N/B 05/34 4.375 | 0.25 | 3,000,000 |
| VICI PROPERTIES LP SR UNSECURED 02/30 4.95 | 0.25 | 3,146,000 |
| US TREASURY N/B 08/34 3.875 | 0.24 | 3,000,000 |
| PFIZER INVESTMENT ENTER COMPANY GUAR 05/33 4.75 | 0.24 | 2,935,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A | 0.24 | 2,935,662 |
| FNMA POOL MA5445 FN 08/54 FIXED 6 | 0.24 | 2,871,406 |
| FNMA POOL MA4782 FN 10/52 FIXED 3.5 | 0.24 | 3,186,466 |
| CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1 | 0.24 | 2,821,000 |
| DEUTSCHE BANK NY 11/29 VAR | 0.24 | 2,735,000 |
| BPCE SA 144A 10/27 VAR | 0.24 | 3,171,000 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | 0.23 | 3,164,000 |
| BECTON DICKINSON + CO COMPANY GUAR 06/29 5.081 | 0.23 | 2,793,000 |
| ACHV ABS TRUST ACHV 2024 2PL A 144A | 0.23 | 2,850,000 |
| FED HM LN PC POOL QD1841 FR 11/51 FIXED 2 | 0.23 | 3,441,406 |
| FANNIE MAE CAS CAS 2022 R03 1M1 144A | 0.23 | 2,775,815 |
| HORIZON AIRCRAFT FINANCE HORZN 2024 1 A 144A | 0.23 | 2,872,000 |
| GREAT AMERICA LEASING RECEIVAB GALC 2022 1 A4 144A | 0.22 | 2,646,000 |
| LLOYDS BANKING GROUP PLC SR UNSECURED 03/29 VAR | 0.22 | 2,623,000 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM2 A1 144A | 0.22 | 2,743,013 |
| ROPER TECHNOLOGIES INC SR UNSECURED 10/29 4.5 | 0.22 | 2,704,000 |
| FNMA POOL MA5353 FN 05/54 FIXED 5.5 | 0.22 | 2,677,366 |
| ATLX TRUST ATLX 2024 RPL1 A1 144A | 0.22 | 2,758,969 |
| DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/28 2.375 | 0.22 | 2,965,000 |
| DANSKE BANK A/S 144A 04/28 VAR | 0.21 | 2,591,000 |
| FED HM LN PC POOL SD8188 FR 01/52 FIXED 2 | 0.21 | 3,203,145 |
| TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A | 0.21 | 2,543,114 |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A | 0.21 | 2,548,000 |
| HUMANA INC SR UNSECURED 04/31 5.375 | 0.21 | 2,473,000 |
| WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 B A | 0.21 | 2,530,000 |
| WHEELS FLEET LEASE FUNDING LLC WFLF 2024 2A A1 144A | 0.20 | 2,493,000 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A B 144A | 0.20 | 2,505,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2015 5 B1 144A | 0.20 | 2,490,000 |
| FED HM LN PC POOL SD8204 FR 04/52 FIXED 2 | 0.20 | 3,041,580 |
| FASHION SHOW MALL LLC LV 2024 SHOW A 144A | 0.20 | 2,549,000 |
| FNMA POOL MA5341 FN 04/54 FIXED 4 | 0.20 | 2,551,344 |
| FNMA POOL CB1295 FN 08/51 FIXED 2 | 0.20 | 2,913,398 |
| BNP PARIBAS 144A 01/28 VAR | 0.20 | 2,630,000 |
| BX TRUST BX 2024 AIRC A 144A | 0.20 | 2,476,000 |
| BPCE SA 144A 01/30 VAR | 0.19 | 2,294,000 |
| CONSTELLATION BRANDS INC SR UNSECURED 05/30 2.875 | 0.19 | 2,605,000 |
| FED HM LN PC POOL SD8242 FR 09/52 FIXED 3 | 0.19 | 2,560,858 |
| FIVE CORNERS FND TR III SR UNSECURED 144A 02/33 5.791 | 0.19 | 2,249,000 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A | 0.19 | 2,341,946 |
| US DOLLAR | 0.19 | 2,387,094 |
| MICROCHIP TECHNOLOGY INC COMPANY GUAR 03/29 5.05 | 0.18 | 2,176,000 |
| GREAT AMERICA LEASING RECEIVAB GALC 2023 1 A3 144A | 0.18 | 2,241,000 |
| NMEF FUNDING LLC NMEF 2024 A A2 144A | 0.18 | 2,243,000 |
| FED HM LN PC POOL SD8199 FR 03/52 FIXED 2 | 0.18 | 2,699,370 |
| FNMA POOL BQ7006 FN 01/52 FIXED 2 | 0.18 | 2,736,088 |
| AXIS EQUIPMENT FINANCE RECEIVA AXIS 2024 2A A2 144A | 0.18 | 2,204,000 |
| BANK BANK 2024 BNK48 AS | 0.18 | 2,228,000 |
| BANK5 2024 5YR9 BANK5 2024 5YR9 A3 | 0.18 | 2,153,000 |
| CAPTERIS EQUIPMENT FINANCE CPTRS 2024 1A A2 144A | 0.17 | 2,071,000 |
| FED HM LN PC POOL SD8428 FR 05/54 FIXED 4 | 0.17 | 2,159,034 |
| FED HM LN PC POOL SD3117 FR 07/52 FIXED 4 | 0.17 | 2,213,433 |
| FED HM LN PC POOL SD8420 FR 04/54 FIXED 5.5 | 0.16 | 1,915,617 |
| FNMA POOL MA4768 FN 09/52 FIXED 2.5 | 0.16 | 2,248,316 |
| FNMA POOL MA4651 FN 07/52 FIXED 2 | 0.16 | 2,346,251 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3 | 0.16 | 2,000,000 |
| CENCORA INC SR UNSECURED 03/31 2.7 | 0.16 | 2,183,000 |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A | 0.16 | 2,115,041 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 HB13 M1 144A | 0.16 | 2,100,000 |
| DEUTSCHE BANK NY 11/27 VAR | 0.16 | 2,069,000 |
| BMP TRUST BMP 2024 MF23 A 144A | 0.16 | 1,996,000 |
| BX TRUST BX 2021 VOLT A 144A | 0.16 | 2,000,000 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 09/28 1.902 | 0.16 | 2,225,000 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR | 0.16 | 1,985,000 |
| MITSUBISHI UFJ FIN GRP SR UNSECURED 02/29 VAR | 0.16 | 1,951,000 |
| JUNIPER VALLEY PARK CLO, LTD JNPPK 2023 1A AR 144A | 0.16 | 1,958,000 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS4 A1 144A | 0.15 | 1,881,012 |
| MET LIFE GLOB FUNDING I SECURED 144A 01/29 4.85 | 0.15 | 1,849,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR5 B 144A | 0.15 | 2,014,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR3 A 144A | 0.15 | 1,968,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2022 NQM6 A1 144A | 0.15 | 1,938,229 |
| VERDANT RECEIVABLES LLC VERD 2024 1A B 144A | 0.15 | 1,750,000 |
| AIB GROUP PLC SR UNSECURED 144A 09/29 VAR | 0.15 | 1,719,000 |
| FNMA POOL MA5207 FN 11/53 FIXED 4 | 0.15 | 1,966,821 |
| FREDDIE MAC STACR STACR 2024 DNA2 M1 144A | 0.14 | 1,719,954 |
| FNMA POOL MA4578 FN 04/52 FIXED 2.5 | 0.14 | 1,938,665 |
| CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A B 144A | 0.14 | 1,691,000 |
| ELM TRUST 2024 ELM 2024 ELM A15 144A | 0.14 | 1,736,000 |
| SK HYNIX INC SR UNSECURED 144A 01/28 6.375 | 0.14 | 1,641,000 |
| MET LIFE GLOB FUNDING I SR SECURED 144A 03/33 5.15 | 0.14 | 1,706,000 |
| MERCURY FINANCIAL CREDIT CARD MFCC 2024 2A A 144A | 0.13 | 1,638,000 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/29 4.55 | 0.13 | 1,664,000 |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 2A A2 144A | 0.13 | 1,647,000 |
| CART CONE 2024 DFW1 A 144A | 0.13 | 1,613,000 |
| FNMA POOL FS8274 FN 04/52 FIXED VAR | 0.13 | 2,020,695 |
| FNMA POOL CB3891 FN 06/52 FIXED 3 | 0.13 | 1,754,486 |
| FNMA POOL FS1598 FN 04/52 FIXED VAR | 0.13 | 1,938,525 |
| FREDDIE MAC STACR STACR 2024 DNA2 A1 144A | 0.13 | 1,588,769 |
| FNMA POOL MA5038 FN 06/53 FIXED 5 | 0.13 | 1,631,991 |
| FNMA POOL MA5386 FN 06/54 FIXED 4.5 | 0.13 | 1,700,668 |
| ELM TRUST 2024 ELM 2024 ELM A10 144A | 0.13 | 1,577,000 |
| FED HM LN PC POOL SD8419 FR 04/54 FIXED 5 | 0.12 | 1,452,902 |
| FED HM LN PC POOL SD8212 FR 05/52 FIXED 2.5 | 0.12 | 1,756,688 |
| FNMA POOL MA4743 FN 08/52 FIXED 2.5 | 0.12 | 1,725,681 |
| FNMA POOL MA5026 FN 04/53 FIXED 3.5 | 0.12 | 1,570,481 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2024 A1 A | 0.12 | 1,483,000 |
| BX TRUST BX 2022 AHP A 144A | 0.12 | 1,500,000 |
| ROCHE HOLDINGS INC COMPANY GUAR 144A 09/29 4.203 | 0.12 | 1,533,000 |
| HILTON USA TRUST HILT 2024 ORL A 144A | 0.12 | 1,500,000 |
| GREAT WOLF TRUST GWT 2024 WLF2 A 144A | 0.12 | 1,446,000 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528 | 0.12 | 1,430,000 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 05/30 VAR | 0.12 | 1,459,000 |
| KINDER MORGAN INC COMPANY GUAR 01/32 7.75 | 0.12 | 1,262,000 |
| PG+E RECOVERY FND LLC SR SECURED 06/35 4.838 | 0.12 | 1,440,000 |
| US BANCORP SR UNSECURED 02/29 VAR | 0.11 | 1,404,000 |
| TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A | 0.11 | 1,381,005 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 05/34 5.8 | 0.11 | 1,268,000 |
| BNP PARIBAS 144A 05/30 VAR | 0.11 | 1,299,000 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 HB15 A 144A | 0.11 | 1,352,785 |
| CLARUS CAPITAL FUNDING LLC CLARUS 2024 1A A2 144A | 0.11 | 1,392,000 |
| FED HM LN PC POOL SD8402 FR 02/54 FIXED 6 | 0.11 | 1,345,355 |
| EDISON INTERNATIONAL SR UNSECURED 03/28 4.125 | 0.11 | 1,333,000 |
| FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5 | 0.10 | 1,248,152 |
| BUSINESS JET SECURITIES, LLC BJETS 2024 2A A 144A | 0.10 | 1,248,000 |
| BPCE SA 144A 05/35 VAR | 0.10 | 1,217,000 |
| MISSION LANE CREDIT CARD MASTE MLANE 2024 A A1 144A | 0.10 | 1,212,000 |
| US TREASURY N/B 03/31 4.125 | 0.10 | 1,230,000 |
| WINGSPIRE EQUIPMENT FINANCE LL WEF 2024 1A A2 144A | 0.09 | 1,140,000 |
| MERCHANTS FLEET FUNDING LLC MFF 2024 1A A 144A | 0.09 | 1,066,000 |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 1A A2 144A | 0.09 | 1,116,000 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2 | 0.09 | 1,087,000 |
| REACH FINANCIAL LLC REACH 2024 2A A 144A | 0.09 | 1,055,947 |
| ELM TRUST 2024 ELM 2024 ELM B10 144A | 0.09 | 1,057,000 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 0.09 | 1,044,413 |
| FED HM LN PC POOL SD8379 FR 10/53 FIXED 4 | 0.08 | 978,911 |
| FNMA POOL MA4577 FN 04/52 FIXED 2 | 0.08 | 1,181,835 |
| FNMA POOL MA4623 FN 06/52 FIXED 2.5 | 0.08 | 1,127,640 |
| FNMA POOL MA5163 FN 10/53 FIXED 4.5 | 0.08 | 993,250 |
| FNMA POOL MA5177 FN 10/53 FIXED 4 | 0.08 | 981,110 |
| ELM TRUST 2024 ELM 2024 ELM B15 144A | 0.08 | 949,000 |
| CARRIER GLOBAL CORP SR UNSECURED 03/34 5.9 | 0.08 | 951,000 |
| CALI MORTGAGE TRUST CALI 2024 SUN A 144A | 0.08 | 994,000 |
| BOFA AUTO TRUST BAAT 2024 1A A4 144A | 0.08 | 1,000,000 |
| BMO MORTGAGE TRUST BMO 2024 5C5 AS | 0.08 | 985,000 |
| BANK OF NY MELLON CORP SR UNSECURED 03/30 VAR | 0.08 | 1,005,000 |
| AFFIRM INC AFFRM 2023 A A 144A | 0.08 | 1,000,000 |
| SBNA AUTO LEASE TRUST SBALT 2024 B A4 144A | 0.08 | 1,000,000 |
| OCWEN LOAN INVESTMENT TRUST OLIT 2024 HB1 A 144A | 0.08 | 988,816 |
| JP MORGAN MORTGAGE TRUST JPMMT 2019 6 B3 144A | 0.08 | 1,112,028 |
| VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A | 0.08 | 1,007,492 |
| VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A | 0.08 | 973,345 |
| US TREASURY N/B 11/53 4.75 | 0.07 | 775,000 |
| VERDANT RECEIVABLES LLC VERD 2024 1A A2 144A | 0.07 | 826,000 |
| NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 A1 144A | 0.07 | 1,000,000 |
| TORONTO DOMINION BANK SR UNSECURED 07/28 5.523 | 0.07 | 774,000 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 HB13 A 144A | 0.07 | 960,926 |
| FNMA POOL MA4626 FN 06/52 FIXED 4 | 0.07 | 967,160 |
| FNMA POOL CB8755 FN 06/54 FIXED 6 | 0.07 | 806,761 |
| FNMA POOL BY0943 FN 04/53 FIXED 4 | 0.07 | 845,706 |
| FED HM LN PC POOL SD8255 FR 10/52 FIXED 3.5 | 0.07 | 995,765 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A | 0.07 | 868,000 |
| FED HM LN PC POOL QD8010 FR 03/52 FIXED 2 | 0.07 | 988,410 |
| FED HM LN PC POOL QE0312 FR 04/52 FIXED 2 | 0.07 | 992,845 |
| FED HM LN PC POOL RJ1986 FR 07/54 FIXED 6.5 | 0.06 | 760,186 |
| FED HM LN PC POOL SD8237 FR 08/52 FIXED 4 | 0.06 | 800,955 |
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 2 D 144A | 0.06 | 683,000 |
| BANK OF NOVA SCOTIA SR UNSECURED 06/28 5.25 | 0.06 | 725,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V9 A3 | 0.06 | 689,000 |
| SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A | 0.06 | 780,000 |
| ONDECK ASSET SECURITIZATION TR ONDK 2024 2A A 144A | 0.06 | 801,000 |
| PNC FINANCIAL SERVICES SR UNSECURED 10/27 VAR | 0.06 | 665,000 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A A2 144A | 0.06 | 724,000 |
| MISSION LANE CREDIT CARD MASTE MLANE 2024 A B 144A | 0.06 | 798,000 |
| LAD AUTO RECEIVABLES TRUST LADAR 2021 1A B 144A | 0.06 | 719,270 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/49 FIXED 6.352 | 0.06 | 705,000 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL2 A1 144A | 0.06 | 723,810 |
| GE HEALTHCARE TECH INC COMPANY GUAR 03/30 5.857 | 0.06 | 665,000 |
| WIND RIVER CLO LTD WINDR 2015 1A A1R3 144A | 0.06 | 742,424 |
| US TREASURY N/B 02/34 4 | 0.05 | 605,000 |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A | 0.05 | 594,000 |
| PEAC SOLUTIONS RECEIVABLES LLC PEAC 2024 2A A3 144A | 0.05 | 585,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB2 A1 144A | 0.05 | 607,211 |
| ONDECK ASSET SECURITIZATION TR ONDK 2024 1A A 144A | 0.05 | 612,000 |
| MULTIFAMILY CONNECTICUT AVENUE MCAS 2024 01 M7 144A | 0.05 | 610,797 |
| AUXILIOR TERM FUNDING LLC XCAP 2024 1A A3 144A | 0.05 | 613,000 |
| AFFIRM INC AFFRM 2024 X1 A 144A | 0.05 | 591,914 |
| BX TRUST BX 2024 KING A 144A | 0.05 | 664,000 |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A | 0.05 | 584,644 |
| ELM TRUST 2024 ELM 2024 ELM C10 144A | 0.05 | 595,000 |
| ELM TRUST 2024 ELM 2024 ELM C15 144A | 0.05 | 661,000 |
| CROSSROADS ASSET TRUST XROAD 2024 A A2 144A | 0.05 | 580,000 |
| FANNIE MAE CAS CAS 2024 R06 1M1 144A | 0.05 | 611,000 |
| FNMA POOL CB7862 FN 01/54 FIXED 6 | 0.04 | 469,316 |
| FNMA POOL MA4562 FN 03/52 FIXED 2 | 0.04 | 630,918 |
| FREDDIE MAC STACR STACR 2024 DNA1 A1 144A | 0.04 | 471,377 |
| CLICKLEASE EQUIPMENT RECEIVABL CLICK 2024 1 A 144A | 0.04 | 489,173 |
| CPS AUTO TRUST CPS 2022 C B 144A | 0.04 | 446,806 |
| CPS AUTO TRUST CPS 2024 C B 144A | 0.04 | 505,000 |
| CPS AUTO TRUST CPS 2024 D A 144A | 0.04 | 465,000 |
| CARMAX AUTO OWNER TRUST CARMX 2024 1 A4 | 0.04 | 500,000 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2023 HB12 M1 144A | 0.04 | 500,000 |
| CARRIER GLOBAL CORP SR UNSECURED 02/30 2.722 | 0.04 | 596,000 |
| ARES COMMERCIAL MORTGAGE TRUST ARES1 2024 IND A | 0.04 | 447,000 |
| AUXILIOR TERM FUNDING LLC XCAP 2024 1A A2 144A | 0.04 | 453,000 |
| BALLYROCK LTD BALLY 2019 2A A1RR 144A | 0.04 | 480,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM7 A1 144A | 0.04 | 528,984 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR2 A 144A | 0.04 | 546,000 |
| SANDS CHINA LTD SR UNSECURED 08/25 5.125 | 0.04 | 500,000 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2024 1A A 144A | 0.04 | 517,000 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A2 144A | 0.04 | 441,000 |
| GS MORTGAGE SECURITIES TRUST GSMS 2024 70P A 144A | 0.04 | 479,000 |
| UBS GROUP AG SR UNSECURED 144A 09/30 VAR | 0.04 | 530,000 |
| WORLD FINANCIAL NETWORK CREDIT WFNMT 2024 A A | 0.03 | 405,000 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A | 0.03 | 312,000 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A | 0.03 | 330,925 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A4 144A | 0.03 | 355,000 |
| JP MORGAN MORTGAGE TRUST JPMMT 2017 1 B2 144A | 0.03 | 430,134 |
| SDR COMMERCIAL MORTGAGE TRUST SDR 2024 DSNY A 144A | 0.03 | 354,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2021 SFR6 A 144A | 0.03 | 391,392 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A | 0.03 | 373,937 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A | 0.03 | 377,748 |
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 1 C 144A | 0.03 | 313,000 |
| BLP COMMERCIAL MORTGAGE TRUST BLP 2024 IND2 A 144A | 0.03 | 314,000 |
| BREX INC BREX 2024 1 A1 144A | 0.03 | 403,000 |
| CITIZENS FINANCIAL GROUP SR UNSECURED 01/30 VAR | 0.03 | 302,000 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2024 1 A 144A | 0.03 | 400,000 |
| GCAT GCAT 2024 NQM2 A1 144A | 0.03 | 428,359 |
| FNMA POOL MA5422 FN 07/54 FIXED 6.5 | 0.03 | 339,191 |
| FANNIE MAE CAS CAS 2024 R06 1M2 144A | 0.03 | 412,000 |
| FANNIE MAE CAS CAS 2024 R04 1M1 144A | 0.03 | 356,165 |
| FANNIE MAE CAS CAS 2023 R04 1M1 144A | 0.03 | 385,564 |
| FANNIE MAE CAS CAS 2023 R01 1M1 144A | 0.02 | 267,748 |
| FANNIE MAE CAS CAS 2024 R04 1A1 144A | 0.02 | 275,352 |
| FED HM LN PC POOL SD3432 FR 07/53 FIXED 6 | 0.02 | 188,046 |
| FED HM LN PC POOL SD5896 FR 07/54 FIXED 6 | 0.02 | 204,889 |
| FED HM LN PC POOL SD5986 FR 07/54 FIXED 6.5 | 0.02 | 251,874 |
| FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5 | 0.02 | 297,872 |
| FNMA POOL MA5274 FN 02/54 FIXED 7 | 0.02 | 296,529 |
| GCAT GCAT 2024 NQM1 A1 144A | 0.02 | 225,163 |
| FREDDIE MAC SLST SLST 2020 2 AC | 0.02 | 262,355 |
| FREDDIE MAC SLST SLST 2020 3 AC | 0.02 | 257,737 |
| FREDDIE MAC SLST SLST 2021 1 AC | 0.02 | 254,207 |
| FREDDIE MAC SLST SLST 2021 2 AD | 0.02 | 276,121 |
| FNMA POOL MA5027 FN 05/53 FIXED 4 | 0.02 | 246,274 |
| FNMA POOL DB3607 FN 05/54 FIXED 4 | 0.02 | 248,680 |
| FNMA POOL FS4191 FN 03/53 FIXED VAR | 0.02 | 266,004 |
| FNMA POOL FS8219 FN 06/54 FIXED VAR | 0.02 | 204,421 |
| FNMA POOL FS8223 FN 06/54 FIXED VAR | 0.02 | 241,545 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 GC37 A4 | 0.02 | 280,000 |
| CASCADE FUNDING MORTGAGE TRUST CFMT 2024 HB15 M1 144A | 0.02 | 291,000 |
| CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR | 0.02 | 232,000 |
| CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A | 0.02 | 296,000 |
| COMMERCIAL EQUIPMENT FINANCE CEFI 2024 1A A 144A | 0.02 | 294,288 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2017 CX9 A4 | 0.02 | 318,868 |
| DRYDEN SENIOR LOAN FUND DRSLF 2021 93A A1A 144A | 0.02 | 275,000 |
| ELM TRUST 2024 ELM 2024 ELM D10 144A | 0.02 | 234,000 |
| ELM TRUST 2024 ELM 2024 ELM D15 144A | 0.02 | 210,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B25 A5 | 0.02 | 250,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 6A A 144A | 0.02 | 250,000 |
| APIDOS CLO LTD APID 2015 23A AR 144A | 0.02 | 275,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A | 0.02 | 306,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 HYB1 A1 144A | 0.02 | 280,749 |
| ONDECK ASSET SECURITIZATION TR ONDK 2024 1A B 144A | 0.02 | 272,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR2 B 144A | 0.02 | 313,000 |
| POST ROAD EQUIPMENT FINANCE PREF 2024 1A C 144A | 0.02 | 300,000 |
| SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 A 144A | 0.02 | 250,000 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A | 0.02 | 234,000 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR1 D 144A | 0.02 | 300,000 |
| TAL ADVANTAGE VII LLC TAL 2020 1A A 144A | 0.02 | 290,000 |
| TICP CLO LTD TICP 2018 12A AR 144A | 0.02 | 275,000 |
| TIF FUNDING II LLC TIF 2020 1A A 144A | 0.02 | 210,283 |
| TIF FUNDING II LLC TIF 2021 1A A 144A | 0.02 | 307,763 |
| JP MORGAN MORTGAGE TRUST JPMMT 2016 3 B2 144A | 0.02 | 293,293 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 2A A3 144A | 0.02 | 250,000 |
| NEW YORK LIFE GLOBAL FDG SECURED 144A 01/33 4.55 | 0.02 | 303,000 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A | 0.02 | 191,237 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 2A A 144A | 0.02 | 250,000 |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A | 0.02 | 189,000 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 C40 AS | 0.02 | 300,000 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 4A A3 144A | 0.01 | 62,000 |
| WESTLAKE FLOORING MASTER TRUST WFLOOR 2024 1A A 144A | 0.01 | 137,000 |
| VSTRONG AUTO RECEIVABLES TRUST VSTRG 2024 A A3 144A | 0.01 | 109,000 |
| VERIZON MASTER TRUST VZMT 2024 1 A1A | 0.01 | 120,000 |
| VERIZON MASTER TRUST VZMT 2024 2 A 144A | 0.01 | 109,000 |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 A 144A | 0.01 | 177,000 |
| JOHN DEERE OWNER TRUST JDOT 2024 A A3 | 0.01 | 154,000 |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A4 144A | 0.01 | 100,000 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A | 0.01 | 150,000 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 2A B 144A | 0.01 | 150,000 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A | 0.01 | 147,000 |
| GLOBAL SC FINANCE SRL SEACO 2020 1A A 144A | 0.01 | 138,750 |
| GLOBAL SC FINANCE SRL SEACO 2020 2A A 144A | 0.01 | 140,722 |
| GLOBAL SC FINANCE SRL SEACO 2021 1A A 144A | 0.01 | 159,479 |
| GLOBAL SC FINANCE VII SRL SEACO 2021 2A B 144A | 0.01 | 166,886 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 4A A3 144A | 0.01 | 96,000 |
| NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A | 0.01 | 145,328 |
| NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A | 0.01 | 109,351 |
| MSWF COMMERCIAL MORTGAGE TRUST MSWF 2023 2 AS | 0.01 | 83,000 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 1A A4 144A | 0.01 | 80,000 |
| MERCEDES BENZ AUTO RECEIVABLES MBART 2023 2 A3 | 0.01 | 75,000 |
| TEXTAINER MARINE CONTAINERS LI TMCL 2021 1A A 144A | 0.01 | 171,200 |
| PROGRESS RESIDENTIAL TRUST PROG 2024 SFR1 A 144A | 0.01 | 153,839 |
| PFS FINANCING CORP. PFSFC 2022 D B 144A | 0.01 | 100,000 |
| PFS FINANCING CORP. PFSFC 2023 A A 144A | 0.01 | 150,000 |
| AUXILIOR TERM FUNDING LLC XCAP 2023 1A A3 144A | 0.01 | 170,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A | 0.01 | 100,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A | 0.01 | 150,000 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A | 0.01 | 117,000 |
| AMSR TRUST AMSR 2023 SFR2 A 144A | 0.01 | 160,000 |
| AFFIRM INC AFFRM 2023 B A 144A | 0.01 | 150,000 |
| AFFIRM INC AFFRM 2024 A A 144A | 0.01 | 139,000 |
| ACHV ABS TRUST ACHV 2023 3PL B 144A | 0.01 | 91,444 |
| BENCHMARK MORTGAGE TRUST BMARK 2024 V5 AM | 0.01 | 118,000 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2021 A A 144A | 0.01 | 141,392 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2023 1 A3 | 0.01 | 79,000 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 A3 | 0.01 | 111,000 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 B | 0.01 | 67,000 |
| BRIDGECREST LENDING AUTO SECUR BLAST 2024 1 C | 0.01 | 99,000 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 1 A2 144A | 0.01 | 146,000 |
| ENTERPRISE FLEET FINANCING LLC EFF 2024 1 A3 144A | 0.01 | 108,000 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A3 | 0.01 | 75,000 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 B | 0.01 | 122,000 |
| CLI FUNDING LLC CLIF 2020 3A A 144A | 0.01 | 121,475 |
| CPS AUTO TRUST CPS 2023 A B 144A | 0.01 | 131,681 |
| CPS AUTO TRUST CPS 2024 A B 144A | 0.01 | 100,000 |
| CPS AUTO TRUST CPS 2024 A C 144A | 0.01 | 100,000 |
| CPS AUTO TRUST CPS 2024 A D 144A | 0.01 | 100,000 |
| CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7 | 0.01 | 129,000 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N4 A 144A | 0.01 | 124,731 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A4 144A | 0.01 | 150,000 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A | 0.01 | 111,000 |
| FNMA POOL DB6906 FN 07/54 FIXED 6.5 | 0.01 | 172,189 |
| FNMA POOL DB7039 FN 07/54 FIXED 6 | 0.01 | 169,695 |
| FNMA POOL DB7687 FN 08/54 FIXED 6 | 0.01 | 89,873 |
| FNMA POOL DB7690 FN 08/54 FIXED 6 | 0.01 | 79,865 |
| FNMA POOL DC0296 FN 08/54 FIXED 6 | 0.01 | 69,697 |
| FORD CREDIT AUTO OWNER TRUST FORDO 2023 B A4 | 0.01 | 100,000 |
| FORD CREDIT AUTO OWNER TRUST/F FORDR 2023 1 A 144A | 0.01 | 150,000 |
| FS COMMERICAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A | 0.01 | 121,000 |
| FNMA POOL MA5295 FN 03/54 FIXED 6 | 0.01 | 125,891 |
| FED HM LN PC POOL SD8455 FR 08/54 FIXED 6.5 | 0.01 | 97,315 |
| FIRST NATIONAL MASTER NOTE TRU FNMNT 2023 2 A | 0.01 | 150,000 |
| FED HM LN PC POOL SD5692 FR 05/54 FIXED 6 | 0.01 | 147,270 |
| FED HM LN PC POOL SD8234 FR 08/52 FIXED 2.5 | 0.01 | 159,906 |
| FED HM LN PC POOL RJ1725 FR 06/54 FIXED 6.5 | 0.01 | 73,423 |
| FED HM LN PC POOL QI3333 FR 04/54 FIXED 6 | 0.01 | 109,304 |
| FANNIE MAE CAS CAS 2024 R01 1M1 144A | 0.01 | 128,403 |
| FANNIE MAE CAS CAS 2024 R02 1M1 144A | 0.01 | 153,699 |
| FANNIE MAE CAS CAS 2022 R07 1M1 144A | 0.01 | 97,143 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A B | 0.01 | 116,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A C | 0.01 | 121,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 5A B | 0.01 | 101,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A3 | 0.00 | 41,000 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 5A A3 | 0.00 | 34,000 |
| FED HM LN PC POOL RJ0854 FR 01/54 FIXED 6.5 | 0.00 | 48,387 |
| CPS AUTO TRUST CPS 2023 C A 144A | 0.00 | 46,276 |
| CPS AUTO TRUST CPS 2023 D A 144A | 0.00 | 43,454 |
| BANKERS HEALTHCARE GROUP SECUR BHG 2022 A A 144A | 0.00 | 40,398 |
| BENCHMARK MORTGAGE TRUST BMARK 2018 B2 A5 | 0.00 | 38,119 |
| AFFIRM INC AFFRM 2022 X1 A 144A | 0.00 | 11,398 |
| AFFIRM INC AFFRM 2023 X1 A 144A | 0.00 | 27,749 |
| ALLY AUTO RECEIVABLES TRUST ALLYA 2023 A A2 144A | 0.00 | 12,441 |
| AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 1 B 144A | 0.00 | 50,000 |
| BANK BANK 2019 BN19 A3 | 0.00 | 35,181 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A2 | 0.00 | 41,918 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3 | 0.00 | 18,000 |
| S96RY64H7 CDS USD P V 03MEVENT Z96RY64H7_PRO CCPCDX | 0.00 | -38,228,000 |
| S96RY64H7 CDS USD R F 1.00000 Z96RY64H7_FEE CCPCDX | 0.00 | 38,228,000 |
| LAD AUTO RECEIVABLES TRUST LADAR 2023 4A A3 144A | 0.00 | 33,000 |
| LAD AUTO RECEIVABLES TRUST LADAR 2024 1A A3 144A | 0.00 | 35,000 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A3 144A | 0.00 | 32,000 |
| US TREASURY N/B 12/28 3.75 | 0.00 | 0 |
| US 2YR NOTE (CBT) DEC24 XCBT 20241231 | 0.00 | -23,000,000 |
| US 10YR NOTE (CBT)DEC24 XCBT 20241219 | 0.00 | 48,600,000 |
