| UNITED 4.625% 06/25 | 5.63 | 4,625,000 |
| UNITED STATES 4.25% 05/25 | 4.46 | 3,675,000 |
| BANK OF AMERICA VAR 10/25 | 1.94 | 1,600,000 |
| US DOLLAR | 1.71 | 1,404,541 |
| WELLS FARGO & VAR 04/26 | 1.48 | 1,225,000 |
| JDE PEET'S NV 0.8% 09/24 | 1.43 | 1,175,000 |
| FORD MOTOR 5.125% 06/25 | 1.40 | 1,155,000 |
| JPMORGAN CHASE VAR 04/26 | 1.31 | 1,100,000 |
| REACH ABS 5.88% 07/31 | 1.31 | 1,069,037 |
| SANTANDER 11.91% 08/32 | 1.20 | 950,000 |
| GEORGIA POWER 2.2% 09/24 | 1.11 | 917,000 |
| CITIGROUP INC FLT 10/24 | 1.07 | 875,000 |
| NEXTERA 6.051% 03/25 | 1.07 | 875,000 |
| NEXTERA 5.749% 09/25 | 1.04 | 850,000 |
| WHIRLPOOL CORP ZERO 09/24 | 1.01 | 830,000 |
| ARROW 3.25% 09/24 | 1.00 | 822,000 |
| BANK OF IRELAND VAR 09/26 | 0.99 | 800,000 |
| EXTENDED STAY FLT 07/38 | 0.98 | 809,650 |
| TRUIST VAR 07/26 | 0.97 | 800,000 |
| CHARTER 4.908% 07/25 | 0.96 | 789,000 |
| FIFTH THIRD VAR 10/25 | 0.94 | 770,000 |
| VANTAGE DATA 1.645% 09/45 | 0.94 | 800,000 |
| WARNERMEDIA 6.412% 03/26 | 0.90 | 739,000 |
| PRODIGY FINANCE FLT 07/51 | 0.90 | 739,934 |
| AERCAP 1.65% 10/24 | 0.85 | 700,000 |
| DISCOVER BANK 2.45% 09/24 | 0.82 | 675,000 |
| JPMORGAN CHASE VAR 12/25 | 0.79 | 650,000 |
| CAPITAL ONE NA VAR 01/26 | 0.78 | 650,000 |
| ATHENE GLOBAL FLT 05/26 | 0.78 | 645,000 |
| BROOKFIELD ZERO 09/24 | 0.73 | 600,000 |
| BPR TRUST FLT 04/37 | 0.73 | 600,000 |
| PRODIGY FINANCE FLT 07/51 | 0.72 | 590,522 |
| UBS 1.375% 01/25 | 0.72 | 600,000 |
| CELANESE US 6.05% 03/25 | 0.70 | 575,000 |
| AVOLON 2.875% 02/25 | 0.70 | 585,000 |
| AVIATION 5.5% 12/24 | 0.69 | 564,000 |
| CARNOW AUTO 7.38% 01/26 | 0.69 | 567,876 |
| ELEVANCE 2.375% 01/25 | 0.69 | 575,000 |
| MARLETTE 6.5% 04/33 | 0.69 | 566,000 |
| LENDBUZZ 7.09% 10/28 | 0.68 | 549,368 |
| EPR PROPERTIES 4.5% 04/25 | 0.68 | 560,000 |
| GOLDMAN SACHS VAR 08/26 | 0.67 | 550,000 |
| HSBC HOLDINGS VAR 12/25 | 0.67 | 550,000 |
| CITIGROUP INC FLT 01/26 | 0.67 | 550,000 |
| ALLY BANK 5.827% 05/32 | 0.67 | 541,940 |
| ALLY FINANCIAL 5.8% 05/25 | 0.63 | 515,000 |
| BPCE SA BOND FLT 01/25 | 0.61 | 500,000 |
| CSMC 2022-NWPT FLT 09/24 | 0.61 | 500,000 |
| SYNCHRONY BANK 5.4% 08/25 | 0.61 | 500,000 |
| PROTECTIVE LIFE FLT 04/26 | 0.61 | 500,000 |
| EXTENDED STAY FLT 07/38 | 0.60 | 494,786 |
| GA GLOBAL FLT 09/24 | 0.58 | 475,000 |
| NUVEEN 4.125% 11/24 | 0.58 | 475,000 |
| UBS GROUP AG VAR 09/25 | 0.58 | 475,000 |
| WELLS FARGO & VAR 10/25 | 0.58 | 475,000 |
| ROGERS 2.95% 03/25 | 0.57 | 470,000 |
| KEYCORP FLT 05/25 | 0.57 | 470,000 |
| MHC COMMERCIAL FLT 04/38 | 0.56 | 461,382 |
| HEWLETT 5.9% 10/24 | 0.55 | 455,000 |
| OCTANE 5.8% 07/32 | 0.55 | 450,000 |
| PEAC 5.79% 06/27 | 0.55 | 450,000 |
| DELTA AIR 4.5% 10/25 | 0.52 | 430,101 |
| BX COMMERCIAL FLT 09/36 | 0.51 | 425,000 |
| DOMINO'S 4.474% 10/45 | 0.50 | 417,375 |
| ENEL FINANCE 2.65% 09/24 | 0.49 | 400,000 |
| CAPITAL ONE VAR 07/26 | 0.49 | 405,000 |
| BACARDI-MARTIN ZERO 09/24 | 0.49 | 400,000 |
| GOLDMAN SACHS FLT 10/24 | 0.49 | 400,000 |
| HYUNDAI 5.45% 06/26 | 0.49 | 400,000 |
| WHIRLPOOL CORP ZERO 09/24 | 0.49 | 400,000 |
| QORVO INC 1.75% 12/24 | 0.48 | 400,000 |
| INTESA ZERO 12/24 | 0.48 | 400,000 |
| BNP PARIBAS 3.375% 01/25 | 0.48 | 400,000 |
| BANK OF AMERICA VAR 04/26 | 0.48 | 400,000 |
| TAPESTRY INC 7.05% 11/25 | 0.47 | 375,000 |
| SANTANDER VAR 09/26 | 0.46 | 375,000 |
| COREBRIDGE 5.35% 06/26 | 0.46 | 375,000 |
| GOLDMAN SACHS VAR 05/27 | 0.46 | 374,000 |
| HAT HOLDINGS I 8% 06/27 | 0.46 | 360,000 |
| KIMCO REALTY 3.3% 02/25 | 0.45 | 375,000 |
| HYUNDAI 5.8% 06/25 | 0.45 | 371,000 |
| VENTAS REALTY 2.65% 01/25 | 0.45 | 374,000 |
| PNC FINANCIAL VAR 10/25 | 0.44 | 360,000 |
| INTESA SANPAOLO 7% 11/25 | 0.44 | 350,000 |
| EVERGY INC 2.45% 09/24 | 0.44 | 361,000 |
| CONCENTRIX 6.65% 08/26 | 0.44 | 354,000 |
| ALGONQUIN STEP 06/26 | 0.44 | 360,000 |
| GENERAL MOTORS FLT 04/25 | 0.43 | 350,000 |
| HARLEY-DAVIDSO ZERO 11/24 | 0.42 | 350,000 |
| ATHENE GLOBAL 4.86% 08/26 | 0.42 | 342,000 |
| CONNECTICUT FLT 06/42 | 0.41 | 327,299 |
| ALLY 5.125% 09/24 | 0.40 | 325,000 |
| VOLKSWAGEN 4.9% 08/26 | 0.40 | 325,000 |
| OPORTUN 6.546% 04/31 | 0.39 | 317,000 |
| HYATT HOTELS 1.8% 10/24 | 0.39 | 325,000 |
| KROGER CO/THE 4.7% 08/26 | 0.39 | 321,000 |
| BAE SYSTEMS 3.8% 10/24 | 0.38 | 310,000 |
| NATIONAL BANK FLT 07/27 | 0.37 | 300,000 |
| HARLEY-DAVIDSO ZERO 09/24 | 0.36 | 300,000 |
| GOLDMAN SACHS 3.5% 01/25 | 0.36 | 300,000 |
| DISCOVER 3.95% 11/24 | 0.36 | 300,000 |
| CAMB COMMERCIAL FLT 12/37 | 0.35 | 288,000 |
| CAMB COMMERCIAL FLT 12/37 | 0.35 | 286,543 |
| LENNAR CORP 4.75% 05/25 | 0.35 | 290,000 |
| ORACLE CORP 2.5% 04/25 | 0.35 | 293,000 |
| THEOREM 8.95% 04/29 | 0.34 | 270,000 |
| GENERAL 6.125% 10/25 | 0.34 | 275,000 |
| GOLDMAN SACHS VAR 09/25 | 0.33 | 275,000 |
| BPCE SA MEDIUM 4.5% 03/25 | 0.33 | 275,000 |
| ANGLO 3.625% 09/24 | 0.33 | 270,000 |
| SYNCHRONY 4.875% 06/25 | 0.33 | 275,000 |
| FHLMC REMICS FLT 01/42 | 0.32 | 262,881 |
| GENERAL MOTORS ZERO 02/25 | 0.31 | 260,000 |
| NATIONAL BANK VAR 07/27 | 0.31 | 250,000 |
| JP MORGAN FLT 10/54 | 0.31 | 252,291 |
| CAMPBELL SOUP 5.3% 03/26 | 0.31 | 250,000 |
| OSCAR US 6.07% 09/26 | 0.31 | 253,773 |
| UBS 7.95% 01/25 | 0.31 | 250,000 |
| T-MOBILE USA 3.5% 04/25 | 0.30 | 250,000 |
| VOLKSWAGEN FLT 03/26 | 0.30 | 250,000 |
| PRODIGY FINANCE FLT 07/51 | 0.30 | 240,644 |
| AUSTRALIA & NEW FLT 03/26 | 0.30 | 250,000 |
| DRIVEN 4.641% 04/49 | 0.30 | 250,425 |
| CITIGROUP 3.875% 03/25 | 0.30 | 250,000 |
| HSBC USA INC ZERO 09/24 | 0.30 | 250,000 |
| NATIONAL BANK 5.25% 01/25 | 0.30 | 250,000 |
| LLOYDS 4.45% 05/25 | 0.30 | 250,000 |
| HAWAII HOTEL FLT 05/38 | 0.30 | 250,000 |
| HSBC USA INC ZERO 06/25 | 0.29 | 250,000 |
| DLLMT 2024-1 5.08% 02/27 | 0.29 | 235,000 |
| STANDARD VAR 11/25 | 0.29 | 240,000 |
| SOCIETE VAR 01/28 | 0.28 | 225,000 |
| RADIAN GROUP 4.5% 10/24 | 0.28 | 228,000 |
| FNMA REMICS FLT 02/38 | 0.28 | 229,755 |
| HYATT HOTELS 5.375% 04/25 | 0.27 | 225,000 |
| ENTERPRISE 5.51% 01/29 | 0.27 | 219,008 |
| REACH ABS 6.3% 02/31 | 0.27 | 222,645 |
| SWEDBANK AB 6.136% 09/26 | 0.27 | 218,000 |
| AUXILIOR TERM 5.84% 03/27 | 0.26 | 208,000 |
| MERCURY 6.56% 07/29 | 0.26 | 207,000 |
| FHLMC REMICS FLT 04/36 | 0.26 | 216,378 |
| BANCO BILBAO VAR 09/26 | 0.25 | 200,000 |
| ENTERPRISE 5.74% 12/26 | 0.25 | 200,000 |
| STACK 1.893% 08/45 | 0.25 | 212,000 |
| OSCAR US 5.48% 02/27 | 0.24 | 200,000 |
| TX TRUST FLT 06/39 | 0.24 | 195,000 |
| CHESAPEAKE FLT 05/36 | 0.24 | 199,979 |
| BANK OF 3.95% 04/25 | 0.24 | 200,000 |
| BANCO 2.746% 05/25 | 0.24 | 200,000 |
| BANCO 5.147% 08/25 | 0.24 | 200,000 |
| FNMA REMICS FLT 06/36 | 0.24 | 196,221 |
| GA GLOBAL 0.8% 09/24 | 0.24 | 200,000 |
| HLTN COMMERCIAL FLT 06/41 | 0.24 | 195,000 |
| METROPOLITAN 0.7% 09/24 | 0.24 | 200,000 |
| CONN'S 7.05% 01/29 | 0.23 | 190,867 |
| FHF ISSUER 6.79% 10/29 | 0.22 | 180,048 |
| ALLY 4.625% 03/25 | 0.21 | 175,000 |
| OPORTUN 6.334% 04/31 | 0.21 | 176,042 |
| SPRINT LLC 7.625% 02/25 | 0.21 | 175,000 |
| AMUR 6.09% 12/29 | 0.20 | 165,350 |
| LENDBUZZ 6.19% 08/29 | 0.19 | 155,432 |
| WINGSPIRE 4.99% 09/32 | 0.19 | 156,000 |
| TRICOLOR AUTO 6.36% 12/27 | 0.18 | 145,427 |
| LAD AUTO 6.12% 09/27 | 0.18 | 150,000 |
| HYUNDAI CAPITAL FLT 11/25 | 0.18 | 150,000 |
| HARLEY-DAVIDSO ZERO 10/24 | 0.18 | 150,000 |
| BPR TRUST FLT 05/39 | 0.18 | 150,000 |
| ROYAL BANK OF 4.95% 04/25 | 0.17 | 140,000 |
| DB MASTER 4.021% 05/49 | 0.16 | 135,850 |
| DLLST 2024-1 5.33% 01/26 | 0.16 | 130,000 |
| GLS AUTO 5.24% 03/30 | 0.16 | 131,769 |
| FHLMC STACR FLT 02/44 | 0.15 | 126,540 |
| LABORATORY 2.3% 12/24 | 0.15 | 126,000 |
| LAD AUTO 5.93% 06/27 | 0.15 | 120,544 |
| MACQUARIE 5.391% 12/26 | 0.15 | 120,000 |
| DISCOVER 3.75% 03/25 | 0.15 | 125,000 |
| AIR LEASE CORP 5.3% 06/26 | 0.15 | 120,000 |
| PENSKE TRUCK 5.75% 05/26 | 0.15 | 120,000 |
| NEWTEK SMALL FLT 07/50 | 0.14 | 116,626 |
| GM FINANCIAL 5.89% 11/26 | 0.13 | 103,043 |
| MARLETTE 6.49% 09/33 | 0.12 | 101,310 |
| JP MORGAN CHASE FLT 04/38 | 0.12 | 100,000 |
| JP MORGAN FLT 03/54 | 0.12 | 94,235 |
| CENTENE CORP 4.25% 12/27 | 0.12 | 100,000 |
| ORL TRUST FLT 10/36 | 0.12 | 100,000 |
| SFS AUTO 5.35% 06/27 | 0.12 | 102,432 |
| DELL 5.85% 07/25 | 0.11 | 90,000 |
| CONNECTICUT FLT 12/41 | 0.10 | 85,582 |
| AMGEN INC 5.25% 03/25 | 0.10 | 80,000 |
| PROSPER 7.06% 07/29 | 0.10 | 79,406 |
| AVANT LOANS 2.3% 07/30 | 0.09 | 74,197 |
| FHF ISSUER 5.89% 06/30 | 0.09 | 75,000 |
| SOFI CONSUMER 5.81% 05/31 | 0.08 | 64,351 |
| LAD AUTO 6.09% 06/26 | 0.07 | 56,076 |
| HYUNDAI AUTO 5.47% 09/25 | 0.06 | 45,274 |
| DELL 5.84% 01/29 | 0.06 | 48,300 |
| OCTANE 5.87% 05/29 | 0.06 | 48,694 |
| REACH ABS 7.05% 02/31 | 0.05 | 44,176 |
| AMPHENOL CORP 4.75% 03/26 | 0.05 | 40,000 |
| LAD AUTO 5.68% 10/26 | 0.05 | 37,963 |
| THEOREM 7.58% 04/29 | 0.04 | 34,986 |
| MARLETTE 6.07% 04/33 | 0.01 | 8,328 |
| GM FINANCIAL 5.44% 10/25 | 0.01 | 11,994 |
| US 2YR NOTE 12/31/2024 | 0.00 | -3 |
