| T 1 3/8 11/15/40 | 7.22 | 34,950,000 |
| T 0 5/8 08/15/30 | 4.40 | 17,000,000 |
| T 0 5/8 05/15/30 | 3.92 | 15,000,000 |
| T 0 7/8 11/15/30 | 3.66 | 14,000,000 |
| T 0 3/4 03/31/26 | 3.39 | 11,500,000 |
| JPMorgan US Government Money M | 1.35 | 4,328,745 |
| MSILF Government Portfolio | 1.35 | 4,328,745 |
| FR SD5573 3 8/1/2052 | 1.19 | 4,239,332 |
| T 1 1/8 05/15/40 | 1.14 | 5,650,000 |
| FR SD6002 5.5 7/1/2054 | 0.95 | 3,000,000 |
| FN FS7738 6 3/1/2054 | 0.95 | 2,943,268 |
| FR SD5249 5.5 4/1/2054 | 0.93 | 2,912,553 |
| FN CA6032 2.5 6/1/2050 | 0.90 | 3,336,937 |
| FR SD2969 2.5 5/1/2052 | 0.86 | 3,181,735 |
| FN FS3708 5 1/1/2053 | 0.84 | 2,713,463 |
| FNR 2019-5 FE 5.9133 3/25/2049 | 0.79 | 2,593,612 |
| PROG 2024-SFR2 A 3.3 4/17/2041 | 0.79 | 2,700,000 |
| G2 786184 3 2/20/2052 | 0.78 | 2,764,028 |
| FR SD5617 6 6/1/2054 | 0.77 | 2,390,075 |
| FN FS6517 2.5 4/1/2052 | 0.76 | 2,798,871 |
| VERUS 2023-INV3 A1 6.876 11/25/2068 | 0.72 | 2,264,006 |
| PROG 2024-SFR4 C 3.325 7/17/2041 | 0.71 | 2,500,000 |
| AMSR 2023-SFR2 A 3.95 6/17/2040 | 0.63 | 2,100,000 |
| TCN 2024-SFR3 C 5.25 8/17/2041 | 0.62 | 2,000,000 |
| TPMT 2020-2 A1A 1.636 4/25/2060 | 0.61 | 2,165,113 |
| FN CB4573 5 9/1/2052 | 0.56 | 1,798,826 |
| FR SD3033 5.5 5/1/2053 | 0.56 | 1,748,762 |
| FR RA7939 5 9/1/2052 | 0.55 | 1,775,536 |
| G2 MA5191 3.5 5/20/2048 | 0.55 | 1,868,539 |
| FN FS1472 3.5 11/1/2050 | 0.53 | 1,845,693 |
| BRAVO 2023-NQM5 A1 6.505 6/25/2063 | 0.51 | 1,633,027 |
| FN FS5600 2.5 6/1/2052 | 0.49 | 1,834,764 |
| FN CB8692 5.5 6/1/2054 | 0.48 | 1,526,835 |
| FN FS5420 2.5 3/1/2052 | 0.47 | 1,755,124 |
| PRPM 2024-4 A1 6.414 8/25/2029 | 0.47 | 1,500,000 |
| TPMT 2018-5 A1 3.25 7/25/2058 | 0.47 | 1,598,330 |
| OBX 2023-NQM10 A1 6.465 10/25/2063 | 0.46 | 1,458,842 |
| FR SD3892 5.5 9/1/2053 | 0.46 | 1,447,455 |
| OBX 2024-NQM6 A1 6.447 2/25/2064 | 0.45 | 1,436,925 |
| CAS 2024-R03 2M1 6.4978 3/25/2044 | 0.45 | 1,439,693 |
| FNR 2018-62 B 3.5 9/25/2048 | 0.44 | 1,551,060 |
| FR SD2347 5.5 2/1/2053 | 0.42 | 1,313,076 |
| FR SD7553 3 3/1/2052 | 0.42 | 1,520,123 |
| FR SD3803 2 2/1/2052 | 0.41 | 1,562,170 |
| FNR 2018-53 Z 3.5 7/25/2048 | 0.41 | 1,465,338 |
| FN FS5082 5 2/1/2053 | 0.38 | 1,200,864 |
| FR SD4301 6 11/1/2053 | 0.37 | 1,163,404 |
| T 0 3/4 01/31/28 | 0.37 | 1,300,000 |
| VERUS 2024-1 A1 5.712 1/25/2069 | 0.36 | 1,153,461 |
| VERUS 2023-4 A1 5.811 5/25/2068 | 0.35 | 1,116,968 |
| BRAVO 2023-NQM3 A1 4.85 9/25/2062 | 0.35 | 1,124,371 |
| CASH | 0.34 | 1,084,665 |
| IHSFR 2024-SFR1 D 4.25 9/17/2029 | 0.34 | 1,167,000 |
| RFMSI 2006-S4 A7 6 4/25/2036 | 0.34 | 1,362,745 |
| FR SD4888 6 2/1/2054 | 0.33 | 1,045,331 |
| GNR 2013-116 WU 3 12/20/2042 | 0.33 | 1,078,655 |
| FN CB7272 6 10/1/2053 | 0.33 | 1,042,169 |
| CROSS 2024-H1 M1 7.072 12/25/2068 | 0.32 | 1,000,000 |
| G2 785717 3 11/20/2051 | 0.32 | 1,157,561 |
| FN FS6309 6 12/1/2053 | 0.32 | 990,986 |
| FR SD8146 2 5/1/2051 | 0.32 | 1,247,986 |
| FR SD5219 6 4/1/2054 | 0.31 | 981,482 |
| GNR 2021-58 HP 3 8/20/2050 | 0.31 | 1,116,037 |
| INGIM 2013-1A BR 7.463 10/15/2030 | 0.31 | 1,000,000 |
| RACEP 2015-9A BR 7.713 10/15/2030 | 0.31 | 1,000,000 |
| SAMI 2007-AR3 1A3 5.8124 9/25/2047 | 0.31 | 1,179,398 |
| WINDR 2021-1A D1R 9.1667 7/20/2037 | 0.31 | 1,000,000 |
| WMABS 2007-HE2 2A2 5.6124 2/25/2037 | 0.31 | 3,540,357 |
| GNR 2022-23 BA 3 5/20/2049 | 0.30 | 1,031,101 |
| FN CB7781 5.5 1/1/2054 | 0.30 | 953,162 |
| NRZT 2024-NQM1 A1 6.129 3/25/2064 | 0.29 | 908,115 |
| TPMT 2022-1 A1 3.75 7/25/2062 | 0.27 | 922,506 |
| OBX 2023-NQM2 A1 6.319 1/25/2062 | 0.26 | 817,444 |
| HOMES 2023-NQM1 A1 6.182 1/25/2068 | 0.26 | 833,103 |
| DRMT 2022-2 A1 4.3 3/25/2067 | 0.26 | 871,460 |
| OBX 2023-NQM3 A3 6.7552 2/25/2063 | 0.25 | 786,444 |
| NRZT 2019-RPL2 A1 3.25 2/25/2059 | 0.25 | 829,842 |
| VERUS 2023-INV1 A3 6.758 2/25/2068 | 0.24 | 767,142 |
| PAID 2023-5 B 7.625 4/15/2031 | 0.23 | 749,994 |
| G2 786227 3 4/20/2052 | 0.23 | 823,904 |
| CLGIX 2021-1A A2 3.3 12/26/2051 | 0.22 | 750,000 |
| SOLRR 2021-1 A 2.636 10/15/2046 | 0.22 | 766,626 |
| CRVNA 2023-P5 A2 5.77 4/12/2027 | 0.21 | 688,340 |
| FN CB6266 6 5/1/2053 | 0.21 | 672,368 |
| SDCP 2024-1 A2 6 4/20/2049 | 0.21 | 650,000 |
| JPM 2.963 01/25/33 | 0.20 | 735,000 |
| AFFRM 2024-X1 B 6.34 5/15/2029 | 0.20 | 650,000 |
| AXP 5.098 02/16/28 | 0.20 | 620,000 |
| AVNT 2024-REV1 B 6.17 10/15/2033 | 0.19 | 600,000 |
| AASET 2022-1A A 6 5/16/2047 | 0.19 | 609,923 |
| ADC 2023-1A A2 6 8/17/2048 | 0.19 | 600,000 |
| SMB 2021-A B 2.31 1/15/2053 | 0.19 | 651,976 |
| GS Float 09/10/27 | 0.18 | 595,000 |
| AVOL 5 3/4 03/01/29 | 0.17 | 530,000 |
| BAC 2.482 09/21/36 | 0.16 | 623,000 |
| AASET 2024-1A A1 6.261 5/16/2049 | 0.16 | 493,785 |
| AASET 2024-1A B 6.9 5/16/2049 | 0.16 | 500,000 |
| AIMCO 2024-21A D1 8.4751 4/18/2037 | 0.16 | 500,000 |
| BCC 2023-4A C 8.182 10/21/2036 | 0.16 | 500,000 |
| EXTNT 2024-1A B 6.15 7/25/2054 | 0.16 | 500,000 |
| EMPWR 2023-2A B 8.0514 7/15/2036 | 0.16 | 500,000 |
| EATON 2013-1A A23R 7.113 1/15/2034 | 0.16 | 500,000 |
| ELM28 2024-4A D 8.6361 4/17/2037 | 0.16 | 500,000 |
| CPTPK 2024-1A D 8.5826 7/20/2037 | 0.16 | 500,000 |
| CMPDC 2024-1A B 7 2/25/2049 | 0.16 | 500,000 |
| CBAM 2017-2A BR 7.3974 7/17/2034 | 0.16 | 500,000 |
| CAS 2022-R01 1M2 7.2488 12/25/2041 | 0.16 | 500,000 |
| LNG 4 5/8 10/15/28 | 0.16 | 520,000 |
| PUTNM 2023-2A B 8.0514 1/15/2034 | 0.16 | 500,000 |
| PAIA 2018-1A BR 7.6436 10/20/2031 | 0.16 | 500,000 |
| OCT45 2019-1A BR 7.1514 4/15/2035 | 0.16 | 500,000 |
| MIDO 2018-9A D 8.8436 7/20/2031 | 0.16 | 500,000 |
| MP11 2017-2A B 7.0409 12/18/2030 | 0.16 | 500,000 |
| SPRO 2024-1A A2 6.174 1/25/2054 | 0.16 | 497,500 |
| STACR 2022-DNA2 M1B 7.7488 2/25/2042 | 0.16 | 500,000 |
| VENTR 2017-26A BR 7.2436 1/20/2029 | 0.16 | 500,000 |
| VOYA 2014-4A CR2 8.913 7/14/2031 | 0.16 | 500,000 |
| WELF 2017-3A A2 7.0474 1/17/2031 | 0.16 | 500,000 |
| WAX 2022-1A A2 5.5 3/15/2052 | 0.15 | 490,000 |
| VDCR 2023-1A B 5.75 9/15/2048 | 0.15 | 500,000 |
| SNDPT 2021-3A D 8.7962 10/25/2034 | 0.15 | 500,000 |
| SWTCH 2024-2A B 6.2 6/25/2054 | 0.15 | 500,000 |
| TPDC 2023-1A A2 6 6/25/2053 | 0.15 | 500,000 |
| MSAIC 2018-2GS A 4.2 2/22/2044 | 0.15 | 530,222 |
| SEB4P 2021-1A A2 4.969 1/30/2052 | 0.15 | 498,750 |
| C 3.057 01/25/33 | 0.15 | 555,000 |
| COLO 2023-1A A2 5.116 2/25/2053 | 0.15 | 500,000 |
| CYRUS 2023-1A A2 4.3 4/20/2048 | 0.15 | 500,000 |
| CYRUS 2024-2A A2 4.5 5/20/2049 | 0.15 | 500,000 |
| STCR 2017-1A A 6.813 10/15/2030 | 0.14 | 441,040 |
| UPST 2021-5 B 2.49 11/20/2031 | 0.14 | 470,398 |
| VICI 4 5/8 12/01/29 | 0.13 | 422,000 |
| VERUS 2021-8 A1 1.824 11/25/2066 | 0.13 | 464,678 |
| SO 3 3/4 09/15/51 | 0.13 | 427,000 |
| T 3 1/2 09/15/53 | 0.13 | 585,000 |
| DHI 5 10/15/34 | 0.13 | 425,000 |
| CMLTI 2007-AR8 2A1A 5.2432 7/25/2037 | 0.13 | 485,553 |
| CF 2019-CF1 C 4.3524 5/15/2052 | 0.13 | 500,000 |
| ARE 3 05/18/51 | 0.13 | 663,000 |
| KMI 6.95 01/15/38 | 0.13 | 374,000 |
| LBZZ 2022-1A A 4.22 5/17/2027 | 0.13 | 411,744 |
| HBSPIN 4 1/8 05/18/31 | 0.13 | 456,000 |
| IDASAL 4 3/4 05/15/25 | 0.12 | 400,000 |
| LMAT 2021-GS2 A1 4.75 4/25/2061 | 0.12 | 393,717 |
| PAID 2024-1 A 6.66 7/15/2031 | 0.12 | 367,446 |
| OCBCSP 1.832 09/10/30 | 0.12 | 400,000 |
| ADSEZ 4.2 08/04/27 | 0.12 | 400,000 |
| AASET 2021-2A A 2.798 1/15/2047 | 0.12 | 431,988 |
| BBVASM 5 1/8 01/18/33 | 0.12 | 400,000 |
| BHARTI 5.65 PERP | 0.12 | 400,000 |
| BUENAV 5 1/2 07/23/26 | 0.12 | 400,000 |
| CNC 3 10/15/30 | 0.12 | 448,000 |
| UOBSP 2 10/14/31 | 0.12 | 400,000 |
| WFC 5.574 07/25/29 | 0.12 | 385,000 |
| WFCM 2019-C50 A4 3.466 5/15/2052 | 0.12 | 391,688 |
| WAMU 2006-AR16 2A1 4.3176 12/25/2036 | 0.11 | 396,734 |
| TMCL 2024-1A A 5.25 8/20/2049 | 0.11 | 350,000 |
| TGPERU 4 1/4 04/30/28 | 0.11 | 360,000 |
| TRTN 3 1/4 03/15/32 | 0.11 | 417,000 |
| DVN 5 3/4 09/15/54 | 0.11 | 358,000 |
| ENLC 5.65 09/01/34 | 0.11 | 363,000 |
| BLK 5.35 01/08/55 | 0.11 | 355,000 |
| ATH 6 1/4 04/01/54 | 0.11 | 345,000 |
| BANGUA 4 7/8 01/29/31 | 0.11 | 350,000 |
| AVGO 3 1/2 02/15/41 | 0.11 | 445,000 |
| META 4.45 08/15/52 | 0.11 | 410,000 |
| RUTAPY 0 09/30/36 | 0.11 | 500,000 |
| KR 4.9 09/15/31 | 0.11 | 354,000 |
| HCA 5 1/4 06/15/49 | 0.11 | 395,000 |
| GMEXIB 5 1/2 12/06/32 | 0.11 | 362,904 |
| GNFPSO 5.198 06/15/34 | 0.10 | 331,260 |
| GLENLN 5.371 04/04/29 | 0.10 | 310,000 |
| GALCLD 8 3/4 09/01/27 | 0.10 | 305,000 |
| FR SD3454 5.5 8/1/2053 | 0.10 | 314,309 |
| H 5 1/4 06/30/29 | 0.10 | 320,000 |
| HYNMTR 5.3 01/08/29 | 0.10 | 310,000 |
| HST 3 1/2 09/15/30 | 0.10 | 350,000 |
| HST 5.7 07/01/34 | 0.10 | 315,000 |
| KDP 5.2 03/15/31 | 0.10 | 305,000 |
| PKG 3 12/15/29 | 0.10 | 345,000 |
| RCL 5 3/8 07/15/27 | 0.10 | 318,000 |
| PCG 6.95 03/15/34 | 0.10 | 286,000 |
| PMIT 2023-1A A 7.06 7/16/2029 | 0.10 | 317,627 |
| PENSKE 4.2 04/01/27 | 0.10 | 318,000 |
| MAR 5.3 05/15/34 | 0.10 | 320,000 |
| MNET 2023-1A A2 6.56 4/20/2053 | 0.10 | 300,000 |
| NEE 5.55 03/15/54 | 0.10 | 325,000 |
| NI 5.35 04/01/34 | 0.10 | 315,000 |
| NOC 5.2 06/01/54 | 0.10 | 325,000 |
| ABBV 4.7 05/14/45 | 0.10 | 340,000 |
| BKH 6 01/15/35 | 0.10 | 317,000 |
| BMARK 2024-V9 A3 5.6019 8/15/2057 | 0.10 | 300,000 |
| BMO 3.803 12/15/32 | 0.10 | 330,000 |
| BCAPS 3.9 04/27/31 | 0.10 | 400,000 |
| BANK5 2024-5YR9 A3 5.6136 8/15/2057 | 0.10 | 302,000 |
| EIX 5.45 06/01/31 | 0.10 | 308,000 |
| EXPE 3 1/4 02/15/30 | 0.10 | 345,000 |
| EXPE 5 02/15/26 | 0.10 | 310,000 |
| FI 5.45 03/15/34 | 0.10 | 310,000 |
| DLTR 4 05/15/25 | 0.10 | 331,000 |
| CSX 3.8 11/01/46 | 0.10 | 400,000 |
| BRO 2 3/8 03/15/31 | 0.10 | 380,000 |
| CCI 3.65 09/01/27 | 0.10 | 327,000 |
| TFC 5.153 08/05/32 | 0.10 | 329,000 |
| TIEMOD 5 3/4 12/01/40 | 0.10 | 350,671 |
| SUBWAY 2024-1A A23 6.505 7/30/2054 | 0.10 | 300,000 |
| SPLLLC 5 03/15/27 | 0.10 | 332,000 |
| VLTO 5.35 09/18/28 | 0.10 | 305,000 |
| VZ 5 1/2 02/23/54 | 0.10 | 315,000 |
| WRK 3 3/4 03/15/25 | 0.10 | 315,000 |
| WSTP 3.02 11/18/36 | 0.10 | 380,000 |
| WTRG 2.704 04/15/30 | 0.10 | 360,000 |
| WTW 4 1/2 09/15/28 | 0.10 | 319,000 |
| VOLT 2021-NP10 A1 4.9918 5/25/2051 | 0.09 | 275,465 |
| WFCM 2017-C41 B 4.188 11/15/2050 | 0.09 | 306,000 |
| WFCM 2018-C45 C 4.727 6/15/2051 | 0.09 | 320,000 |
| ZBH 5.2 09/15/34 | 0.09 | 273,000 |
| CGCMT 2017-P7 A3 3.442 4/14/2050 | 0.09 | 311,815 |
| CGCMT 2018-B2 A3 3.744 3/10/2051 | 0.09 | 300,000 |
| DBSSP 1.822 03/10/31 | 0.09 | 300,000 |
| ELV 2 3/8 01/15/25 | 0.09 | 285,000 |
| ET 5.95 05/15/54 | 0.09 | 281,000 |
| BDS 2022-FL11 B 7.6857 3/19/2039 | 0.09 | 280,000 |
| BMARK 2019-B15 A4 2.673 12/15/2072 | 0.09 | 310,000 |
| BMARK 2024-V8 A2 5.707 7/15/2057 | 0.09 | 274,000 |
| BK 5.06 07/22/32 | 0.09 | 290,000 |
| BANK 2018-BN11 C 4.5157 3/15/2061 | 0.09 | 300,000 |
| MF1 2021-FL5 AS 6.6514 7/15/2036 | 0.09 | 300,000 |
| MF1 2024-FL15 A 7.0296 8/18/2041 | 0.09 | 280,000 |
| PERTIJ 1.4 02/09/26 | 0.09 | 300,000 |
| PRUPAR 7 1/2 12/31/31 | 0.09 | 297,830 |
| JPMCC 2022-NLP A 5.9334 4/15/2037 | 0.09 | 292,884 |
| INRCON 3 1/4 03/22/28 | 0.09 | 300,000 |
| GSTNE 2021-FL3 A 6.4714 7/15/2039 | 0.09 | 300,000 |
| GSMS 2023-SHIP A 4.4664 9/10/2038 | 0.08 | 250,000 |
| GWR 6 1/4 04/15/32 | 0.08 | 260,000 |
| HTL 2024-T53 A 6.0715 5/10/2039 | 0.08 | 250,000 |
| LNSTR 2015-3 D 3.2661 4/20/2048 | 0.08 | 250,000 |
| PETRPE 5 5/8 06/19/47 | 0.08 | 400,000 |
| MF1 2024-FL14 AS 7.5816 3/19/2039 | 0.08 | 260,000 |
| MSC 2018-L1 C 4.9402 10/15/2051 | 0.08 | 283,000 |
| NJ 2023-GSP A 6.6968 1/6/2029 | 0.08 | 250,000 |
| NFLX 5.4 08/15/54 | 0.08 | 241,000 |
| MRVL 5.95 09/15/33 | 0.08 | 228,000 |
| BACM 2016-UB10 C 4.9847 7/15/2049 | 0.08 | 266,000 |
| ATH 5.349 07/09/27 | 0.08 | 266,000 |
| ARW 5 7/8 04/10/34 | 0.08 | 262,000 |
| AMH 5 1/2 02/01/34 | 0.08 | 250,000 |
| ADROIJ 4 1/4 10/31/24 | 0.08 | 250,000 |
| AFFRM 2023-X1 A 7.11 11/15/2028 | 0.08 | 255,862 |
| BLK 5 1/4 03/14/54 | 0.08 | 240,000 |
| BINBUR 4 3/8 04/11/27 | 0.08 | 250,000 |
| BMARK 2022-B37 C 5.9423 11/15/2055 | 0.08 | 305,000 |
| BMY 5.55 02/22/54 | 0.08 | 250,000 |
| BPR 2021-TY A 6.5015 9/15/2038 | 0.08 | 251,000 |
| BCP 3 1/8 07/01/30 | 0.08 | 250,000 |
| BBCMS 2023-C19 A5 5.451 4/15/2056 | 0.08 | 250,000 |
| BANK 2021-BN38 A5 2.521 12/15/2064 | 0.08 | 300,000 |
| BANK 2022-BNK43 C 5.4033 8/15/2055 | 0.08 | 307,000 |
| BBCMS 2021-C11 ASB 2.108 9/15/2054 | 0.08 | 300,000 |
| BBCMS 2021-C12 A5 2.689 11/15/2054 | 0.08 | 300,000 |
| DTE 5.85 06/01/34 | 0.08 | 246,000 |
| DBJPM 2016-C1 B 4.195 5/10/2049 | 0.08 | 290,000 |
| CGCMT 2018-C5 A3 3.963 6/10/2051 | 0.08 | 272,432 |
| BSPRT 2023-FL10 B 8.6019 9/15/2035 | 0.08 | 270,000 |
| COTY 6 5/8 07/15/30 | 0.08 | 235,000 |
| CSANBZ 8 1/4 PERP | 0.08 | 250,000 |
| CMPDC 2024-2A B2 5.999 8/25/2049 | 0.08 | 250,000 |
| WFCM 2015-LC22 A4 3.839 9/15/2058 | 0.08 | 250,000 |
| VOLT 2021-NPL9 A1 4.9918 5/25/2051 | 0.08 | 247,310 |
| WFCM 2024-C63 C 6.116 8/15/2057 | 0.08 | 250,000 |
| WFMBS 2006-AR14 2A1 6.548 10/25/2036 | 0.08 | 285,443 |
| SLB 5 11/15/29 | 0.08 | 253,000 |
| UBSCM 2017-C4 A3 3.301 10/15/2050 | 0.08 | 273,308 |
| UNH 5.05 04/15/53 | 0.08 | 250,000 |
| TPMT 2020-3 A1 3.088 2/25/2063 | 0.07 | 219,348 |
| WFCM 2019-C50 C 4.345 5/15/2052 | 0.07 | 250,000 |
| WFCM 2020-C58 A3 1.81 7/15/2053 | 0.07 | 270,000 |
| WFCM 2021-C60 A3 2.061 8/15/2054 | 0.07 | 246,000 |
| XHR 4 7/8 06/01/29 | 0.07 | 234,000 |
| VALIAE 7 7/8 02/15/39 | 0.07 | 200,000 |
| VICTRA 7 3/4 02/15/26 | 0.07 | 210,000 |
| VIKCRU 9 1/8 07/15/31 | 0.07 | 195,000 |
| COLOM 3 7/8 04/25/27 | 0.07 | 250,000 |
| COMENG 6 3/8 04/24/35 | 0.07 | 234,300 |
| CSMC 2021-B33 A2 3.1671 10/10/2043 | 0.07 | 273,000 |
| CF 5 3/8 03/15/44 | 0.07 | 240,000 |
| CEMEX 9 1/8 PERP | 0.07 | 200,000 |
| CGCMT 2015-GC27 C 4.5633 2/10/2048 | 0.07 | 250,000 |
| DBJPM 2020-C9 ASB 1.875 8/15/2053 | 0.07 | 250,000 |
| DAFC 2017-AMO C 3.7574 6/5/2035 | 0.07 | 250,000 |
| CVS 5 7/8 06/01/53 | 0.07 | 230,000 |
| ETR 4 3/4 09/15/52 | 0.07 | 250,000 |
| F1VE 2023-V1 D 6.5068 2/10/2056 | 0.07 | 250,000 |
| BBCMS 2021-C9 A5 2.299 2/15/2054 | 0.07 | 250,000 |
| BANCO 7.95 PERP | 0.07 | 200,000 |
| BANK 2023-BNK46 XA 0.749 8/15/2056 | 0.07 | 6,002,322 |
| BCOLO 8 5/8 12/24/34 | 0.07 | 200,000 |
| BMO 2024-5C3 AS 6.2858 2/15/2057 | 0.07 | 225,000 |
| BMARK 2021-B31 A5 2.669 12/15/2054 | 0.07 | 250,000 |
| BMARK 2023-B38 A4 5.5246 4/15/2056 | 0.07 | 200,000 |
| ADC 5 5/8 06/15/34 | 0.07 | 215,000 |
| ACGCAP 5 3/8 07/15/29 | 0.07 | 236,000 |
| ACUPET 7 1/2 01/13/32 | 0.07 | 236,198 |
| ASSPAR 5 5/8 01/15/29 | 0.07 | 220,000 |
| OKE 6 5/8 09/01/53 | 0.07 | 203,000 |
| MSWF 2023-2 A1 5.962 12/15/2056 | 0.07 | 216,629 |
| MSBAM 2016-C31 C 4.399 11/15/2049 | 0.07 | 250,000 |
| LIMAMT 4.35 04/05/36 | 0.07 | 250,422 |
| IQV 6 1/4 02/01/29 | 0.07 | 205,000 |
| IRM 7 02/15/29 | 0.07 | 210,000 |
| JACK 2022-1A A2II 4.136 2/26/2052 | 0.07 | 237,500 |
| GSTNE 2021-FL3 B 7.1014 7/15/2039 | 0.07 | 240,000 |
| GNLQCI 4.634 07/31/29 | 0.07 | 235,360 |
| GSMS 2017-GS7 XA 1.2226 8/10/2050 | 0.07 | 9,342,274 |
| GSMS 2019-GC42 A3 2.7488 9/10/2052 | 0.07 | 250,000 |
| GSMS 2019-GSA1 C 3.9317 11/10/2052 | 0.07 | 250,000 |
| GUATEM 4 3/8 06/05/27 | 0.06 | 200,000 |
| GUATEM 4 7/8 02/13/28 | 0.06 | 200,000 |
| GLENLN 1 5/8 04/27/26 | 0.06 | 195,000 |
| FRIDPT 4.763 04/14/27 | 0.06 | 200,000 |
| HGVT 2022-1D C 4.69 6/20/2034 | 0.06 | 183,536 |
| HILCRP 5 3/4 02/01/29 | 0.06 | 210,000 |
| IFSPE 4 1/8 10/19/27 | 0.06 | 200,000 |
| JSWINI 4.95 01/21/29 | 0.06 | 200,000 |
| KREF 2021-FL2 AS 6.7531 2/15/2039 | 0.06 | 210,000 |
| MONDFI 5 1/8 05/07/29 | 0.06 | 210,820 |
| MOVIBZ 7.85 04/11/29 | 0.06 | 200,000 |
| MEDCIJ 6.95 11/12/28 | 0.06 | 200,000 |
| MEDCIJ 7 3/8 05/14/26 | 0.06 | 200,000 |
| PK 7 02/01/30 | 0.06 | 195,000 |
| PANAMA 3 7/8 03/17/28 | 0.06 | 200,000 |
| PARCRT 0 06/05/34 | 0.06 | 253,472 |
| PARGUY 4.7 03/27/27 | 0.06 | 200,000 |
| ORSAPE 5 5/8 04/28/27 | 0.06 | 209,000 |
| RGCARE 10 06/01/32 | 0.06 | 170,000 |
| PWR 5 1/4 08/09/34 | 0.06 | 185,000 |
| SASOL 4 3/8 09/18/26 | 0.06 | 200,000 |
| SDART 2020-4 D 1.48 1/15/2027 | 0.06 | 191,537 |
| AREIT 2024-CRE9 B 7.8791 5/17/2041 | 0.06 | 200,000 |
| ARCC 5.95 07/15/29 | 0.06 | 175,000 |
| BA 6.858 05/01/54 | 0.06 | 168,000 |
| BACM 2017-BNK3 A3 3.311 2/15/2050 | 0.06 | 197,912 |
| BANK 2018-BN14 A3 3.966 9/15/2060 | 0.06 | 200,000 |
| AAL 7 1/4 02/15/28 | 0.06 | 195,000 |
| AERDOS 7 06/30/34 | 0.06 | 200,000 |
| AGCO 5.8 03/21/34 | 0.06 | 173,000 |
| AICNRA 5 3/4 06/15/33 | 0.06 | 250,000 |
| AICNRA 7 1/2 12/15/28 | 0.06 | 191,666 |
| BMARK 2023-V3 XA 1.0532 7/15/2056 | 0.06 | 7,094,809 |
| BINTPE 4 07/08/30 | 0.06 | 200,000 |
| BLCOCN 8 3/8 10/01/28 | 0.06 | 180,000 |
| BMARK 2022-B35 C 4.5919 5/15/2055 | 0.06 | 250,000 |
| BPL 6 7/8 07/01/29 | 0.06 | 195,000 |
| BNCE 2.72 08/11/31 | 0.06 | 200,000 |
| BCONAL 2 1/2 08/11/30 | 0.06 | 250,000 |
| BCP 3 1/4 09/30/31 | 0.06 | 200,000 |
| BCOLO 4 5/8 12/18/29 | 0.06 | 200,000 |
| BBCMS 2022-C17 A5 4.441 9/15/2055 | 0.06 | 200,000 |
| BBNIIJ 3 3/4 03/30/26 | 0.06 | 200,000 |
| BANORT 5 7/8 PERP | 0.06 | 200,000 |
| BANORT 7 5/8 PERP | 0.06 | 200,000 |
| BANBRA 8.748 PERP | 0.06 | 200,000 |
| BANK 2021-BN32 A4 2.349 4/15/2054 | 0.06 | 220,000 |
| BATSLN 4.54 08/15/47 | 0.06 | 222,000 |
| EQIX 2.95 09/15/51 | 0.06 | 300,000 |
| EQPTRC 5 05/18/25 | 0.06 | 200,000 |
| EEPPME 4 1/4 07/18/29 | 0.06 | 200,000 |
| EGUATE 5 7/8 05/03/27 | 0.06 | 200,000 |
| CFCRE 2016-C6 A2 2.95 11/10/2049 | 0.06 | 184,634 |
| BRSP 2021-FL1 A 6.6061 8/19/2038 | 0.06 | 202,988 |
| BRSRBZ 5 3/8 01/28/31 | 0.06 | 200,000 |
| BRASKM 8 1/2 01/23/2081 | 0.06 | 200,000 |
| COMM 2016-DC2 C 4.8116 2/10/2049 | 0.06 | 205,000 |
| US 10yr Ultra Fut Dec24 | 0.06 | -200 |
| UPLLIN 4 1/2 03/08/28 | 0.06 | 200,000 |
| WMB 5.15 03/15/34 | 0.06 | 200,000 |
| TRAGSA 5.55 11/01/28 | 0.06 | 200,000 |
| TIGO 6 1/4 03/25/29 | 0.06 | 180,000 |
| TIGO 6 5/8 10/15/26 | 0.06 | 180,000 |
| TEKNI 12 3/4 12/31/28 | 0.06 | 175,000 |
| THRM 2023-1A A 7.58 4/15/2029 | 0.05 | 157,597 |
| TMUS 5 1/2 01/15/55 | 0.05 | 155,000 |
| TMUS 5.15 04/15/34 | 0.05 | 160,000 |
| TRIWAT TL B 1L USD 8.3072 3/31/2028 | 0.05 | 164,576 |
| UBSCM 2018-C8 C 4.8396 2/15/2051 | 0.05 | 200,000 |
| TSQ 6 7/8 02/01/26 | 0.05 | 155,000 |
| SUI 2.7 07/15/31 | 0.05 | 190,000 |
| SM 7 08/01/32 | 0.05 | 145,000 |
| WMS 6 3/8 06/15/30 | 0.05 | 155,000 |
| XPO 7 1/8 06/01/31 | 0.05 | 160,000 |
| WATCOS 7 1/8 08/01/32 | 0.05 | 145,000 |
| WFCM 2015-C27 A4 3.19 2/15/2048 | 0.05 | 160,650 |
| UPST 2021-4 B 1.84 9/20/2031 | 0.05 | 168,384 |
| UNSEAM 7 7/8 02/15/31 | 0.05 | 155,000 |
| UNSEAM TL B 1L USD 9.1878 5/15/2028 | 0.05 | 163,663 |
| VALEBZ 6.4 06/28/54 | 0.05 | 173,000 |
| USLBMH TL B 1L USD 9.202 6/6/2031 | 0.05 | 175,000 |
| VRSK 5 1/4 06/05/34 | 0.05 | 155,000 |
| ZEBWFC TL B 1L USD 8.4977 11/1/2028 | 0.05 | 169,227 |
| CSNABZ 5 7/8 04/08/32 | 0.05 | 200,000 |
| CPB 5.4 03/21/34 | 0.05 | 155,000 |
| CNHI 5.1 04/20/29 | 0.05 | 155,000 |
| CFELEC 3.348 02/09/31 | 0.05 | 200,000 |
| CHIPEC 0 01/25/28 | 0.05 | 197,619 |
| DUFPHE TL B 1L USD 9.0569 4/9/2027 | 0.05 | 164,571 |
| CVS 5.3 06/01/33 | 0.05 | 155,000 |
| ES 5 1/2 01/01/34 | 0.05 | 160,000 |
| EQIX 3.9 04/15/32 | 0.05 | 170,000 |
| ET 7 1/8 10/01/54 | 0.05 | 162,000 |
| F 3 1/4 02/12/32 | 0.05 | 190,000 |
| BBCMS 2021-C12 AS 2.902 11/15/2054 | 0.05 | 180,000 |
| BECN 6 1/2 08/01/30 | 0.05 | 160,000 |
| BNSF 5 1/2 03/15/55 | 0.05 | 168,000 |
| BPLN 4.893 09/11/33 | 0.05 | 160,000 |
| BPLN 5.227 11/17/34 | 0.05 | 159,000 |
| BMC TL B 1L USD 8.9967 7/30/2031 | 0.05 | 160,000 |
| BLDR 6 3/8 03/01/34 | 0.05 | 155,000 |
| ADINCO 3 02/16/31 | 0.05 | 172,000 |
| BANK 2019-BN23 A3 2.92 12/15/2052 | 0.05 | 160,000 |
| BACOPY 2 3/4 12/10/25 | 0.05 | 150,000 |
| ATHENA TL B 1L USD 8.5869 2/15/2029 | 0.05 | 164,254 |
| APLP 6 5/8 09/01/32 | 0.05 | 145,000 |
| SIX 6 5/8 05/01/32 | 0.05 | 165,000 |
| SIMHBZ 5.2 01/26/31 | 0.05 | 200,000 |
| RRX 6.05 02/15/26 | 0.05 | 155,000 |
| RPRX 5.15 09/02/29 | 0.05 | 169,000 |
| PWR 2.35 01/15/32 | 0.05 | 174,000 |
| PM 5 1/4 02/13/34 | 0.05 | 160,000 |
| ORLY 5 08/19/34 | 0.05 | 176,000 |
| PACTRE 8 1/4 01/15/35 | 0.05 | 171,860 |
| PAID 2023-3 A 7.6 12/16/2030 | 0.05 | 168,137 |
| PNW 5.7 08/15/34 | 0.05 | 145,000 |
| MEDIND 5 1/4 10/01/29 | 0.05 | 150,000 |
| MCD 5.45 08/14/53 | 0.05 | 155,000 |
| MITCHE TL B 1L USD 8.5916 6/17/2031 | 0.05 | 170,000 |
| MPLX 5 1/2 06/01/34 | 0.05 | 157,000 |
| OMF 7 1/2 05/15/31 | 0.05 | 165,000 |
| ORCL 3.8 11/15/37 | 0.05 | 187,000 |
| OC 5.7 06/15/34 | 0.05 | 149,000 |
| MTNA 6 06/17/34 | 0.05 | 169,000 |
| MTZ 5.9 06/15/29 | 0.05 | 154,000 |
| MVFPSO 6.748 06/01/34 | 0.05 | 157,660 |
| NOVHOL 6 7/8 01/15/30 | 0.05 | 145,000 |
| LIMAMT 5 7/8 07/05/34 | 0.05 | 168,585 |
| LNCR 2021-CRE5 A 6.7514 7/15/2036 | 0.05 | 151,200 |
| LUMMUS 9 07/01/28 | 0.05 | 145,000 |
| JPM 4.851 07/25/28 | 0.05 | 155,000 |
| JPMCC 2017-JP6 XA 1.163 7/15/2050 | 0.05 | 7,991,386 |
| INRSHM 5 3/4 04/03/28 | 0.05 | 150,000 |
| GGAMFI 6 7/8 04/15/29 | 0.05 | 140,000 |
| GPN 4.95 08/15/27 | 0.05 | 155,000 |
| FTAI 7 7/8 12/01/30 | 0.05 | 135,000 |
| FRICON 7.7 07/21/28 | 0.04 | 200,000 |
| FOCS TL B4 1L USD 7.8423 6/30/2028 | 0.04 | 113,827 |
| GRA 5 5/8 08/15/29 | 0.04 | 125,000 |
| IMPPAP TL 1L USD 9.278 12/26/2028 | 0.04 | 119,102 |
| KGS 7 1/4 02/15/29 | 0.04 | 120,000 |
| M 5 7/8 04/01/29 | 0.04 | 125,000 |
| HWM 4.85 10/15/31 | 0.04 | 122,000 |
| HUSKYI 9 02/15/29 | 0.04 | 140,000 |
| HARMID 7 1/2 05/15/32 | 0.04 | 130,000 |
| MWGAME 4 7/8 05/01/29 | 0.04 | 135,000 |
| NFLX 4 7/8 04/15/28 | 0.04 | 140,000 |
| NUGGET TL B 1L USD 9.0916 1/29/2029 | 0.04 | 133,721 |
| MIWIDO 6 3/4 04/01/32 | 0.04 | 135,000 |
| MILACQ TL B 1L USD 9.4316 10/1/2027 | 0.04 | 148,907 |
| MF1 2021-FL7 A 6.5361 10/16/2036 | 0.04 | 131,071 |
| MADIAQ 5 7/8 06/30/29 | 0.04 | 150,000 |
| POST 6 3/8 03/01/33 | 0.04 | 115,000 |
| PENN TL B 1L USD 8.202 5/3/2029 | 0.04 | 128,090 |
| PETM TL B 1L USD 9.1767 2/14/2028 | 0.04 | 118,173 |
| PFPT TL B 1L USD 8.2516 8/31/2028 | 0.04 | 127,926 |
| PFSI 7 7/8 12/15/29 | 0.04 | 115,000 |
| PIKE 8 5/8 01/31/31 | 0.04 | 115,000 |
| RGCARE TL B 1L USD 10.054 11/16/2028 | 0.04 | 139,650 |
| ARCLO 2021-FL3 A 6.5214 8/15/2034 | 0.04 | 131,520 |
| ATHENA 6 1/2 02/15/30 | 0.04 | 135,000 |
| ASCLER TL B 1L USD 8.9267 12/11/2028 | 0.04 | 140,000 |
| AMGN 5 3/4 03/02/63 | 0.04 | 125,000 |
| AZO 5.1 07/15/29 | 0.04 | 118,000 |
| BAC 5.468 01/23/35 | 0.04 | 125,000 |
| AAL 8 1/2 05/15/29 | 0.04 | 110,000 |
| ACALTD 6 11/15/27 | 0.04 | 115,000 |
| ACCCIG TL 1L USD 10.1016 8/18/2028 | 0.04 | 129,261 |
| ADTIN 4 1/4 05/21/36 | 0.04 | 151,000 |
| AEP 5.4 03/15/53 | 0.04 | 130,000 |
| BMARK 2024-V7 A2 5.7722 5/15/2056 | 0.04 | 137,500 |
| BMARK 2019-B14 ASB 2.9571 12/15/2062 | 0.04 | 150,000 |
| DIGIIN TL B 1L USD 8.602 7/2/2031 | 0.04 | 120,000 |
| EMECLI 6 5/8 12/15/30 | 0.04 | 115,000 |
| CZR 6 1/2 02/15/32 | 0.04 | 135,000 |
| D 5.55 08/15/54 | 0.04 | 121,000 |
| DTV 5 7/8 08/15/27 | 0.04 | 145,000 |
| CFG 6.645 04/25/35 | 0.04 | 105,000 |
| CCL 5 3/4 03/01/27 | 0.04 | 135,000 |
| CNR 9 1/2 08/15/29 | 0.04 | 140,000 |
| CNECN 5 3/4 11/24/28 | 0.04 | 200,000 |
| CHTR 5 1/8 05/01/27 | 0.04 | 125,000 |
| CTLT TL B3 1L USD 7.4115 2/22/2028 | 0.04 | 118,772 |
| CULLHO TL B 1L USD 8.8503 7/31/2028 | 0.04 | 138,424 |
| VIKCRU 5 7/8 09/15/27 | 0.04 | 135,000 |
| WFC 4.808 07/25/28 | 0.04 | 120,000 |
| VVNT TL B 1L USD 8.1911 7/10/2028 | 0.04 | 113,541 |
| STWD 2021-FL2 A 6.6531 4/18/2038 | 0.04 | 134,222 |
| SRE 5.35 04/01/53 | 0.04 | 125,000 |
| UNFI 6 3/4 10/15/28 | 0.04 | 130,000 |
| TRTX 2021-FL4 A 6.6531 3/15/2038 | 0.04 | 137,046 |
| THC 6 1/8 06/15/30 | 0.04 | 125,000 |
| TEAM 5 1/4 05/15/29 | 0.04 | 130,000 |
| TIHLLC 7 1/8 06/01/31 | 0.03 | 100,000 |
| UNH 4.95 05/15/62 | 0.03 | 115,000 |
| STENOR 7 3/8 06/01/31 | 0.03 | 80,000 |
| STENOR TL B 1L USD 8.5967 5/30/2031 | 0.03 | 110,000 |
| STR 7 7/8 11/01/28 | 0.03 | 85,000 |
| SOLEIN TL B 1L USD 8.782 6/23/2031 | 0.03 | 105,000 |
| TDG 5 1/2 11/15/27 | 0.03 | 85,000 |
| TDG 6 7/8 12/15/30 | 0.03 | 100,000 |
| WFRD 8 5/8 04/30/30 | 0.03 | 100,000 |
| VST 6 7/8 04/15/32 | 0.03 | 80,000 |
| VCVHHO TL B 1L USD 8.4967 4/30/2031 | 0.03 | 104,738 |
| VENLNG 8 1/8 06/01/28 | 0.03 | 95,000 |
| UAL TL B 1L USD 7.8711 2/24/2031 | 0.03 | 104,738 |
| CIVI 8 3/8 07/01/28 | 0.03 | 95,000 |
| CNSL 5 10/01/28 | 0.03 | 125,000 |
| CHRD 6 3/8 06/01/26 | 0.03 | 80,000 |
| CHTR 4 3/4 02/01/32 | 0.03 | 95,000 |
| CHTR 4 3/4 03/01/30 | 0.03 | 100,000 |
| CGCMT 2022-GC48 A5 4.7421 5/15/2054 | 0.03 | 100,000 |
| DROT 2021-1A A 1.51 11/21/2033 | 0.03 | 108,592 |
| DUK 5 08/15/52 | 0.03 | 105,000 |
| ELV 4.55 05/15/52 | 0.03 | 110,000 |
| DEATIR 8 02/01/28 | 0.03 | 85,000 |
| DEXAXL 6 5/8 10/15/29 | 0.03 | 120,000 |
| DNB 5 12/15/29 | 0.03 | 85,000 |
| FLL 8 1/4 02/15/28 | 0.03 | 90,000 |
| BMARK 2018-B2 XA 0.5857 2/15/2051 | 0.03 | 7,490,383 |
| BRANDI 10 3/8 08/01/30 | 0.03 | 85,000 |
| BBDBCN 8 3/4 11/15/30 | 0.03 | 75,000 |
| BBCMS 2022-C16 A5 4.6 6/15/2055 | 0.03 | 100,000 |
| BASSPR TL B2 1L USD 9.1424 3/6/2028 | 0.03 | 99,235 |
| BANK5 2023-5YR1 XA 0.4806 4/15/2056 | 0.03 | 11,918,494 |
| AEP 5.45 05/15/29 | 0.03 | 90,000 |
| ALIANT TL B6 1L USD 8.8378 11/6/2030 | 0.03 | 109,175 |
| ALTMOU TL B 1L USD 8.6003 8/17/2028 | 0.03 | 89,086 |
| ACRISU TL B6 1L USD 8.532 11/6/2030 | 0.03 | 100,299 |
| ASSPAR TL B5 1L USD 8.8386 2/14/2031 | 0.03 | 104,738 |
| AMNTEC 7 1/4 08/01/32 | 0.03 | 85,000 |
| RGCARE 4 3/8 02/15/27 | 0.03 | 105,000 |
| QRVO 1 3/4 12/15/24 | 0.03 | 95,000 |
| SIRI 5 1/2 07/01/29 | 0.03 | 95,000 |
| SEDGEW TL B 1L USD 8.2467 7/31/2031 | 0.03 | 85,000 |
| SEE 7 1/4 02/15/31 | 0.03 | 100,000 |
| PRXL TL B 1L USD 8.278 11/15/2028 | 0.03 | 109,162 |
| PACDSE TL B 1L USD 8.5869 3/17/2031 | 0.03 | 89,775 |
| MERLLN TL B3 1L USD 8.7421 11/30/2029 | 0.03 | 89,638 |
| MTDR 6 1/2 04/15/32 | 0.03 | 100,000 |
| NSUS 6 06/01/26 | 0.03 | 80,000 |
| NCLH 8 3/8 02/01/28 | 0.03 | 100,000 |
| NGL 8 1/8 02/15/29 | 0.03 | 95,000 |
| HIGTOW TL B 1L USD 8.8386 4/21/2028 | 0.03 | 105,000 |
| GWCN 8 1/4 08/01/32 | 0.03 | 80,000 |
| GWCN TL B 1L USD 8.852 2/1/2029 | 0.03 | 84,569 |
| HUSKYI TL B 1L USD 10.2777 2/15/2029 | 0.03 | 105,000 |
| HOUS 7 04/15/30 | 0.03 | 110,000 |
| LVLT 10 1/2 04/15/29 | 0.03 | 100,000 |
| LOW 5 5/8 04/15/53 | 0.03 | 95,000 |
| LIGPLL 7 1/4 08/15/32 | 0.03 | 85,000 |
| INEGRP TL B 1L USD 8.5602 2/19/2030 | 0.03 | 104,213 |
| JBLU 9 7/8 09/20/31 | 0.03 | 95,000 |
| JBSSBZ 5 1/8 02/01/28 | 0.03 | 100,000 |
| GILD 5.55 10/15/53 | 0.03 | 85,000 |
| GFF 5 3/4 03/01/28 | 0.03 | 105,000 |
| FTRE 7 1/2 07/01/30 | 0.03 | 80,000 |
| FYBR 5 7/8 10/15/27 | 0.02 | 60,000 |
| FYBR 6 3/4 05/01/29 | 0.02 | 75,000 |
| FYBR 8 5/8 03/15/31 | 0.02 | 55,000 |
| FYBR TL B 1L USD 8.763 7/1/2031 | 0.02 | 70,000 |
| FRTITA 6 3/4 01/15/30 | 0.02 | 75,000 |
| KIKCN 8 1/4 06/30/31 | 0.02 | 70,000 |
| LIGPLL TL B 1L USD 8.5886 8/18/2031 | 0.02 | 60,000 |
| IMPPAP 7 5/8 05/01/27 | 0.02 | 60,000 |
| LNW 7 1/4 11/15/29 | 0.02 | 50,000 |
| MADIAQ 4 1/8 06/30/28 | 0.02 | 55,000 |
| HUDAUT 8 05/15/32 | 0.02 | 65,000 |
| GTN 10 1/2 07/15/29 | 0.02 | 70,000 |
| HBGCN 7 1/4 06/15/30 | 0.02 | 55,000 |
| NEE 6 3/4 06/15/54 | 0.02 | 71,000 |
| OMI 6 5/8 04/01/30 | 0.02 | 80,000 |
| MTN 6 1/2 05/15/32 | 0.02 | 60,000 |
| MTCHII 5 12/15/27 | 0.02 | 75,000 |
| MIK 5 1/4 05/01/28 | 0.02 | 85,000 |
| MKL 6 05/16/54 | 0.02 | 60,000 |
| MHED 5 3/4 08/01/28 | 0.02 | 55,000 |
| MCAIRH 6 1/2 03/26/31 | 0.02 | 50,000 |
| MEDIND 6 1/4 04/01/29 | 0.02 | 60,000 |
| MEDIND TL 1L USD 7.5395 10/23/2028 | 0.02 | 50,000 |
| OUT 7 3/8 02/15/31 | 0.02 | 65,000 |
| OVGBUS TL B 1L USD 8.278 6/25/2031 | 0.02 | 55,000 |
| OXY 5 3/8 01/01/32 | 0.02 | 72,000 |
| PEMEX 6 3/4 09/21/47 | 0.02 | 100,000 |
| PTVE 4 3/8 10/15/28 | 0.02 | 60,000 |
| PR 7 01/15/32 | 0.02 | 65,000 |
| PREGIS TL B 1L USD 9.0923 7/31/2026 | 0.02 | 49,482 |
| SCCO 3 7/8 04/23/25 | 0.02 | 50,000 |
| SCGALO 6 5/8 03/01/30 | 0.02 | 75,000 |
| PLYA TL B 1L USD 8.028 1/5/2029 | 0.02 | 59,397 |
| RIG 6 7/8 02/01/27 | 0.02 | 63,000 |
| REZI TL B 1L USD 7.116 6/13/2031 | 0.02 | 55,000 |
| RCL 6 1/4 03/15/32 | 0.02 | 75,000 |
| ARDGRP TL B 1L USD 9.0774 3/7/2031 | 0.02 | 70,000 |
| ASUCOR TL B11 1L USD 9.6869 8/21/2028 | 0.02 | 54,723 |
| ASPDEN TL B3 1L USD 9.1112 12/23/2027 | 0.02 | 64,605 |
| ADAHEA 5 1/8 03/01/30 | 0.02 | 60,000 |
| AMAWAT TL B 1L USD 8.8503 5/1/2031 | 0.02 | 50,000 |
| AIR 6 3/4 03/15/29 | 0.02 | 70,000 |
| ALIANT 6 3/4 04/15/28 | 0.02 | 65,000 |
| ALIANT 6 3/4 10/15/27 | 0.02 | 75,000 |
| AECMAN TL 1L USD 7.5586 7/30/2031 | 0.02 | 80,000 |
| BBDBCN 7 7/8 04/15/27 | 0.02 | 51,000 |
| BCULC TL B6 1L USD 7.0916 9/23/2030 | 0.02 | 69,825 |
| BMY 5 1/2 02/22/44 | 0.02 | 60,000 |
| BMCAUS 6 1/2 08/15/32 | 0.02 | 70,000 |
| BLURAC 7 1/4 07/15/32 | 0.02 | 65,000 |
| BLCOCN TL B 1L USD 8.6767 5/10/2027 | 0.02 | 73,869 |
| EOCGRO TL B 1L USD 8.7467 5/4/2028 | 0.02 | 53,294 |
| EPIHEA TL B 1L USD 9.1892 7/17/2028 | 0.02 | 69,465 |
| ETR 5 3/4 06/01/54 | 0.02 | 75,000 |
| EVRI 5 07/15/29 | 0.02 | 80,000 |
| DAEAVI TL B1 1L USD 8.778 8/24/2028 | 0.02 | 57,323 |
| CYH 6 01/15/29 | 0.02 | 80,000 |
| EMECLI 6 3/4 07/15/31 | 0.02 | 75,000 |
| CDK 8 06/15/29 | 0.02 | 75,000 |
| CDK TL B 1L USD 8.5361 7/6/2029 | 0.02 | 80,000 |
| CALCOL 7 5/8 01/30/32 | 0.02 | 75,000 |
| CALCOL TL B 1L USD 8.4967 1/30/2031 | 0.02 | 65,000 |
| CNX 6 01/15/29 | 0.02 | 60,000 |
| CVNA 12 12/01/28 | 0.02 | 65,000 |
| CONGNT TL 1L USD 9.1112 3/31/2028 | 0.02 | 69,463 |
| COOP 5 3/4 11/15/31 | 0.02 | 50,000 |
| COTY 5 04/15/26 | 0.02 | 65,000 |
| UNSEAM 9 3/4 07/15/27 | 0.02 | 70,000 |
| USLBMH 6 1/4 01/15/29 | 0.02 | 80,000 |
| UVN 7 3/8 06/30/30 | 0.02 | 55,000 |
| VST 7 3/4 10/15/31 | 0.02 | 60,000 |
| VTLE 7 7/8 04/15/32 | 0.02 | 55,000 |
| VIZIEN TL B 1L USD 7.3503 8/1/2031 | 0.02 | 55,000 |
| VENLNG 9 7/8 02/01/32 | 0.02 | 45,000 |
| VERCOR 8 1/2 08/15/30 | 0.02 | 50,000 |
| WJACN TL B 1L USD 9.2014 2/14/2031 | 0.02 | 79,800 |
| WASMUL 5 3/4 04/15/26 | 0.02 | 60,000 |
| TDG TL J 1L USD 7.8385 2/28/2031 | 0.02 | 49,875 |
| STYRO TL B 1L USD 9.6878 3/29/2029 | 0.02 | 74,813 |
| SOUBOW 4.911 09/01/27 | 0.02 | 65,000 |
| UNIPAC TL B 1L USD 9.075 7/9/2031 | 0.02 | 60,000 |
| ULTI 6 7/8 02/01/31 | 0.02 | 60,000 |
| TRGP 5 1/2 02/15/35 | 0.02 | 73,000 |
| TEP 7 3/8 02/15/29 | 0.02 | 60,000 |
| TIBX TL B 1L USD 9.2834 3/29/2029 | 0.01 | 35,000 |
| UAL 4 5/8 04/15/29 | 0.01 | 50,000 |
| SLH TL B 1L USD 9.5037 6/5/2028 | 0.01 | 45,000 |
| STWD 2019-FL1 AS 6.8514 7/15/2038 | 0.01 | 42,397 |
| WATOPE TL B 1L USD 10.0894 6/27/2029 | 0.01 | 20,000 |
| ZAYO TL B 1L USD 8.4395 3/9/2027 | 0.01 | 25,000 |
| WHTCAP TL B 1L USD 8.5835 10/31/2029 | 0.01 | 45,000 |
| VESTIS TL B1 1L USD 7.7475 2/24/2031 | 0.01 | 29,094 |
| VENLNG 8 3/8 06/01/31 | 0.01 | 35,000 |
| CSCHLD TL B5 1L USD 7.9426 4/15/2027 | 0.01 | 19,793 |
| COMHEA TL B2 1L USD 8.8612 9/29/2028 | 0.01 | 45,000 |
| CNGO TL B 1L USD 9.5277 3/24/2031 | 0.01 | 29,925 |
| CCC TL B 1L USD 7.9967 1/31/2031 | 0.01 | 44,888 |
| CCO 7 3/4 04/15/28 | 0.01 | 25,000 |
| BROPAR TL B4 1L USD 8.5878 6/16/2031 | 0.01 | 45,000 |
| EDEFIN TL 2L USD 10.6003 10/6/2028 | 0.01 | 35,000 |
| EDGGEN TL B 1L USD 9.5869 7/26/2030 | 0.01 | 40,000 |
| EABGLO TL B 1L USD 8.5916 8/16/2028 | 0.01 | 39,898 |
| DAEAVI TL B2 1L USD 8.778 8/24/2028 | 0.01 | 22,102 |
| DIGICT TL 1L USD 9.3386 10/16/2026 | 0.01 | 44,546 |
| DIGIIN TL 2L USD 10.602 7/2/2032 | 0.01 | 40,000 |
| EOCGRO 6 1/2 05/15/29 | 0.01 | 40,000 |
| EMECLI TL B 1L USD 7.8335 8/13/2031 | 0.01 | 40,000 |
| BLCOCN TL 1L USD 9.3521 9/29/2028 | 0.01 | 29,775 |
| BMC TL 2L USD 10.9967 7/30/2032 | 0.01 | 40,000 |
| BRANDI TL B 1L USD 9.6028 8/1/2030 | 0.01 | 34,825 |
| BBDBCN 7 06/01/32 | 0.01 | 25,000 |
| ACACN TL B 1L USD 7.782 3/21/2031 | 0.01 | 44,888 |
| ASMFHD TL 1L USD 8.3086 6/3/2031 | 0.01 | 30,000 |
| BA 6.388 05/01/31 | 0.01 | 40,000 |
| RESTEC TL B 1L USD 9.5816 4/2/2029 | 0.01 | 44,796 |
| RIG 8 02/01/27 | 0.01 | 43,000 |
| QUIKHO TL B 1L USD 7.5767 3/19/2029 | 0.01 | 24,748 |
| RADPAR PIK-TERM B 1L USD 8.8827 1/31/2029 | 0.01 | 44,888 |
| RRR TL B 1L USD 7.5878 3/14/2031 | 0.01 | 39,900 |
| SFRFP TL B14-EXT 1L USD 10.6181 8/31/2028 | 0.01 | 29,849 |
| SIGLN TL B1 1L USD 8.0916 7/1/2031 | 0.01 | 34,808 |
| PUGLLC TL B 1L USD 10.0869 3/15/2030 | 0.01 | 44,334 |
| PAID 2022-2 A 4.97 1/15/2030 | 0.01 | 33,913 |
| MCFE TL B1 1L USD 8.4967 3/1/2029 | 0.01 | 44,773 |
| MHED 7 3/8 09/01/31 | 0.01 | 30,000 |
| MIK 7 7/8 05/01/29 | 0.01 | 40,000 |
| MITCHE TL 2L USD 10.5916 6/17/2032 | 0.01 | 35,000 |
| ONGAME TL B 1L USD 9.5816 8/1/2030 | 0.01 | 29,850 |
| OPTFIN TL BC 1L USD 10.9411 2/7/2028 | 0.01 | 34,825 |
| ORCL 6 1/4 11/09/32 | 0.01 | 25,000 |
| NEPBRO PIK-TERM B 1L USD 8.6747 8/19/2026 | 0.01 | 45,113 |
| NOVHOL TL B 1L USD 8.6003 4/13/2029 | 0.01 | 33,029 |
| MYCC TL B 1L USD 10.3394 9/18/2026 | 0.01 | 30,643 |
| NATGAS TL B 1L USD 8.7326 11/14/2025 | 0.01 | 44,878 |
| HILCRP 8 3/8 11/01/33 | 0.01 | 20,000 |
| HXN TL 1L USD 9.9392 3/15/2029 | 0.01 | 44,810 |
| HARFRE TL B 1L USD 7.8267 6/11/2031 | 0.01 | 45,000 |
| ILLBUY TL B 1L USD 8.948 12/31/2029 | 0.01 | 46,459 |
| ILOGIC TL 1L USD 9.2861 2/16/2028 | 0.01 | 43,466 |
| LYV 6 1/2 05/15/27 | 0.01 | 45,000 |
| KIKCN TL B 1L USD 9.3392 6/27/2031 | 0.01 | 25,000 |
| INEGRP TL B 1L USD 9.0774 2/7/2031 | 0.01 | 45,000 |
| GBTG TL B 1L USD 8.278 7/28/2031 | 0.01 | 30,000 |
| GIPPAP TL B 1L USD 7.8115 10/4/2030 | 0.01 | 19,735 |
| GRFSM TL B 1L USD 7.2681 11/15/2027 | 0.01 | 17,457 |
| GPOR 8 05/17/26 | 0.01 | 40,000 |
| GOGO TL B 1L USD 9.1112 4/28/2028 | 0.01 | 45,000 |
| GWCN 4 5/8 02/15/27 | 0.01 | 30,000 |
| GWCN 6 06/01/29 | 0.01 | 35,000 |
| FUN TL B 1L USD 7.3503 5/1/2031 | 0.01 | 40,000 |
| US 5YR NOTE (CBT) Dec24 | 0.01 | -120 |
| GCAR 2021-2A C 1.08 6/15/2026 | 0.00 | 3,262 |
| HAMPRO TL B 1L USD 8.9967 5/30/2031 | 0.00 | 15,000 |
| APPSYS TL 2L USD 10.533 2/23/2032 | 0.00 | 10,000 |
| DTV TL NON-EXT 1L USD 10.457 8/2/2027 | 0.00 | 10,366 |
| CCL TL B 1L USD 8.028 8/9/2027 | 0.00 | 13,359 |
| WFRBS 2014-C21 XA 0.7162 8/15/2047 | 0.00 | 926,353 |
| SPRIND TL B 1L USD 9.4665 10/6/2028 | 0.00 | 19,684 |
