| UNITED STATES OF 3% 09/25 | 4.52 | 2,200,000 |
| UNITED STATES 3.5% 09/25 | 3.23 | 1,565,000 |
| BANK OF AMERICA VAR 04/26 | 2.07 | 1,000,000 |
| UNITED STATES 2.75% 08/25 | 1.64 | 797,000 |
| SYNOVUS 5.2% 08/25 | 1.62 | 780,000 |
| BANK OF IRELAND VAR 09/26 | 1.36 | 650,000 |
| UNITED 3.125% 08/25 | 1.34 | 650,000 |
| WELLS FARGO & VAR 04/26 | 1.29 | 625,000 |
| GENERAL 2.375% 11/24 | 1.29 | 620,000 |
| JPMORGAN CHASE VAR 04/26 | 1.28 | 625,000 |
| JPMORGAN CHASE VAR 12/25 | 1.27 | 610,000 |
| HP INC 2.2% 06/25 | 1.02 | 500,000 |
| DISCOVER 3.95% 11/24 | 0.99 | 475,000 |
| ATHENE GLOBAL FLT 05/26 | 0.97 | 466,000 |
| PRODIGY FINANCE FLT 07/51 | 0.96 | 466,008 |
| OPORTUN 5.26% 08/29 | 0.94 | 450,000 |
| GA GLOBAL FLT 04/25 | 0.94 | 450,000 |
| ORACLE CORP 2.95% 05/25 | 0.93 | 450,000 |
| INVITATION FLT 01/38 | 0.90 | 431,620 |
| MARLETTE 6.5% 04/33 | 0.89 | 425,483 |
| NEXTERA 6.051% 03/25 | 0.89 | 425,000 |
| AIRCASTLE LTD 5.25% 08/25 | 0.89 | 429,000 |
| CELANESE US 6.05% 03/25 | 0.89 | 425,000 |
| CHARTER 4.908% 07/25 | 0.88 | 422,000 |
| TRUIST VAR 07/26 | 0.88 | 425,000 |
| WARNERMEDIA 6.412% 03/26 | 0.88 | 425,000 |
| FHLMC STACR FLT 02/44 | 0.87 | 416,236 |
| KEYCORP FLT 05/25 | 0.87 | 415,000 |
| HSBC HOLDINGS VAR 11/25 | 0.85 | 410,000 |
| SWEDBANK AB 6.136% 09/26 | 0.85 | 400,000 |
| EPR PROPERTIES 4.5% 04/25 | 0.84 | 405,000 |
| FORD MOTOR 5.125% 06/25 | 0.83 | 400,000 |
| BARCLAYS PLC 5.2% 05/26 | 0.83 | 400,000 |
| BANK OF AMERICA VAR 07/26 | 0.83 | 400,000 |
| UNITED STATES ZERO 11/24 | 0.83 | 400,000 |
| MSILF GOVERNMENT PORT | 0.81 | 389,209 |
| PROTECTIVE LIFE FLT 04/26 | 0.79 | 380,000 |
| BPR TRUST FLT 04/37 | 0.78 | 370,000 |
| EDISON 3.55% 11/24 | 0.78 | 375,000 |
| AVOLON 2.875% 02/25 | 0.75 | 363,000 |
| ROGERS 2.95% 03/25 | 0.74 | 360,000 |
| NEXTERA 5.749% 09/25 | 0.73 | 350,000 |
| GENERAL MOTORS FLT 04/25 | 0.73 | 350,000 |
| AVIATION 5.5% 12/24 | 0.73 | 351,000 |
| ALLY BANK 5.827% 05/32 | 0.71 | 336,942 |
| GOLDMAN SACHS VAR 08/26 | 0.71 | 340,000 |
| ING GROEP NV VAR 07/26 | 0.71 | 350,000 |
| AMERICAN 2.95% 01/25 | 0.70 | 340,000 |
| AUXILIOR TERM 5.84% 03/27 | 0.68 | 325,000 |
| DOMINO'S 4.474% 10/45 | 0.67 | 324,625 |
| AUSTRALIA & NEW FLT 03/26 | 0.65 | 310,000 |
| ALLY FINANCIAL 5.8% 05/25 | 0.63 | 300,000 |
| OCTANE 5.8% 07/32 | 0.63 | 300,000 |
| PEAC 5.79% 06/27 | 0.63 | 300,000 |
| GOLDMAN SACHS 3.5% 01/25 | 0.62 | 300,000 |
| BNP PARIBAS 3.375% 01/25 | 0.62 | 300,000 |
| CAMB COMMERCIAL FLT 12/37 | 0.62 | 300,000 |
| CHESAPEAKE 6.16% 10/35 | 0.62 | 292,619 |
| CAPITAL ONE NA VAR 01/26 | 0.61 | 295,000 |
| CAPITAL ONE VAR 07/26 | 0.60 | 290,000 |
| EXTENDED STAY FLT 07/38 | 0.60 | 288,878 |
| CONNECTICUT FLT 12/41 | 0.59 | 281,585 |
| T-MOBILE USA 3.5% 04/25 | 0.59 | 285,000 |
| LENDBUZZ 7.09% 10/28 | 0.56 | 264,066 |
| CAMB COMMERCIAL FLT 12/37 | 0.55 | 265,000 |
| COREBRIDGE 5.35% 06/26 | 0.53 | 250,000 |
| NATIONAL BANK VAR 07/27 | 0.53 | 250,000 |
| PAGAYA AI 5.065% 03/32 | 0.53 | 255,000 |
| THEOREM 8.95% 04/29 | 0.53 | 246,000 |
| SYNCHRONY BANK 5.4% 08/25 | 0.52 | 250,000 |
| UBS 3.7% 02/25 | 0.52 | 250,000 |
| UBS 7.95% 01/25 | 0.52 | 250,000 |
| WHIRLPOOL CORP ZERO 11/24 | 0.52 | 250,000 |
| VOLKSWAGEN FLT 03/26 | 0.52 | 250,000 |
| NATIONAL BANK FLT 07/27 | 0.52 | 250,000 |
| BPCE SA BOND FLT 01/25 | 0.52 | 250,000 |
| ALLY BANK 5.117% 09/32 | 0.52 | 250,000 |
| LLOYDS BANKING 4.5% 11/24 | 0.51 | 245,000 |
| GENERAL MOTORS ZERO 02/25 | 0.51 | 250,000 |
| GLP CAPITAL 5.25% 06/25 | 0.50 | 240,000 |
| HAT HOLDINGS 3.375% 06/26 | 0.50 | 250,000 |
| KITE REALTY 4% 03/25 | 0.50 | 240,000 |
| QORVO INC 1.75% 12/24 | 0.50 | 243,000 |
| DAIMLER TRUCK 5.2% 01/25 | 0.50 | 239,000 |
| OSCAR US 5.48% 02/27 | 0.49 | 237,193 |
| BARCLAYS PLC VAR 11/26 | 0.48 | 225,000 |
| HCA INC 5.375% 02/25 | 0.47 | 225,000 |
| OSCAR US 4.63% 12/27 | 0.46 | 222,000 |
| DB MASTER 2.045% 11/51 | 0.46 | 233,400 |
| UBS 1.375% 01/25 | 0.46 | 225,000 |
| VANTAGE DATA 1.645% 09/45 | 0.45 | 225,000 |
| BOEING 4.875% 05/25 | 0.44 | 210,000 |
| LENNAR CORP 4.75% 05/25 | 0.44 | 210,000 |
| HAT HOLDINGS I 8% 06/27 | 0.43 | 195,000 |
| HPEFS 5.38% 05/31 | 0.43 | 206,407 |
| INTESA SANPAOLO 7% 11/25 | 0.42 | 200,000 |
| HYUNDAI 5.45% 06/26 | 0.42 | 200,000 |
| ORL TRUST FLT 10/36 | 0.42 | 200,000 |
| BPR TRUST FLT 05/39 | 0.42 | 200,000 |
| BANCO 5.147% 08/25 | 0.42 | 200,000 |
| SANTANDER VAR 09/26 | 0.42 | 200,000 |
| SOCIETE VAR 01/28 | 0.42 | 200,000 |
| SOUTHWEST 5.25% 05/25 | 0.42 | 200,000 |
| PROSPER 7.48% 07/29 | 0.42 | 200,000 |
| STANDARD VAR 11/25 | 0.42 | 200,000 |
| VOLKSWAGEN 4.9% 08/26 | 0.41 | 200,000 |
| BX COMMERCIAL FLT 09/36 | 0.41 | 200,000 |
| ALGONQUIN STEP 06/26 | 0.41 | 195,000 |
| HARLEY-DAVIDS 3.35% 06/25 | 0.41 | 200,000 |
| MILEAGE PLUS 6.5% 06/27 | 0.40 | 192,500 |
| CONCENTRIX 6.65% 08/26 | 0.40 | 191,000 |
| FHLMC STACR FLT 03/44 | 0.40 | 192,050 |
| AMERICAN 5.5% 04/26 | 0.39 | 187,500 |
| REACH ABS 5.88% 07/31 | 0.39 | 187,855 |
| REACH ABS 6.3% 02/31 | 0.38 | 182,834 |
| ATHENE GLOBAL 4.86% 08/26 | 0.38 | 182,000 |
| ALTERNA 6.26% 05/39 | 0.38 | 179,462 |
| HYUNDAI 5.8% 06/25 | 0.37 | 175,000 |
| TAPESTRY INC 7.05% 11/25 | 0.37 | 175,000 |
| KROGER CO/THE 4.7% 08/26 | 0.36 | 173,000 |
| ALLY 4.625% 03/25 | 0.36 | 175,000 |
| CHARLES 3.625% 04/25 | 0.36 | 175,000 |
| EXTENDED STAY FLT 07/38 | 0.35 | 167,105 |
| ACHV ABS 5.45% 12/31 | 0.35 | 166,000 |
| JP MORGAN FLT 10/54 | 0.35 | 167,557 |
| OPORTUN 6.334% 04/31 | 0.35 | 167,413 |
| OPORTUN 6.546% 04/31 | 0.35 | 169,000 |
| LAS VEGAS 2.9% 06/25 | 0.33 | 160,000 |
| ROYAL BANK OF 4.95% 04/25 | 0.31 | 150,000 |
| MERCURY 6.56% 07/29 | 0.31 | 147,000 |
| ENTERPRISE 5.51% 01/29 | 0.31 | 147,796 |
| DELTA AIR 4.5% 10/25 | 0.31 | 150,000 |
| TACO BELL 4.97% 05/46 | 0.31 | 150,000 |
| ENTERPRISE 5.74% 12/26 | 0.30 | 145,000 |
| FHF ISSUER 6.79% 10/29 | 0.30 | 142,024 |
| CHESAPEAKE FLT 05/36 | 0.30 | 142,938 |
| HLTN COMMERCIAL FLT 06/41 | 0.29 | 140,000 |
| TX TRUST FLT 06/39 | 0.29 | 140,000 |
| OCTANE 4.18% 03/28 | 0.28 | 134,238 |
| CLARUS 4.71% 08/32 | 0.28 | 135,000 |
| AIR LEASE 3.25% 03/25 | 0.28 | 135,000 |
| DLLMT 2024-1 5.08% 02/27 | 0.27 | 131,000 |
| DRIVEN 4.641% 04/49 | 0.26 | 127,845 |
| BANK OF 5.85% 08/26 | 0.26 | 122,531 |
| MHC COMMERCIAL FLT 04/38 | 0.26 | 124,288 |
| AES CORP/THE 3.3% 07/25 | 0.23 | 110,000 |
| ACM AUTO 6.06% 02/29 | 0.21 | 100,000 |
| BLUE OWL 5.05% 03/29 | 0.21 | 101,000 |
| DH EUROPE 2.2% 11/24 | 0.21 | 100,000 |
| DOMINION 3.3% 03/25 | 0.21 | 100,000 |
| LENDBUZZ 4.97% 10/29 | 0.21 | 100,000 |
| WINGSPIRE 4.99% 09/32 | 0.21 | 100,000 |
| SPRINT LLC 7.625% 02/25 | 0.21 | 100,000 |
| SONOCO 4.45% 09/26 | 0.21 | 100,000 |
| THEOREM 7.58% 04/29 | 0.20 | 97,188 |
| ACM AUTO 7.97% 06/30 | 0.20 | 95,153 |
| FORD CREDIT 5.57% 06/26 | 0.19 | 93,003 |
| EXTENDED STAY FLT 07/38 | 0.19 | 88,885 |
| THEOREM 9.27% 12/28 | 0.19 | 90,000 |
| LENDBUZZ 6.19% 08/29 | 0.18 | 86,443 |
| GOLDMAN SACHS VAR 05/27 | 0.18 | 87,000 |
| LL ABS TRUST 5.05% 11/29 | 0.18 | 87,794 |
| PROSPER 6.12% 08/29 | 0.17 | 81,349 |
| PROSPER 7.06% 07/29 | 0.16 | 75,816 |
| OSCAR US 2.3% 04/26 | 0.16 | 78,330 |
| CENTENE CORP 4.25% 12/27 | 0.16 | 80,000 |
| DB MASTER 4.021% 05/49 | 0.15 | 71,250 |
| AMUR 6.09% 12/29 | 0.15 | 69,441 |
| HYUNDAI 6.25% 11/25 | 0.15 | 70,000 |
| GLS AUTO 5.24% 03/30 | 0.13 | 60,951 |
| CARNOW AUTO 7.38% 01/26 | 0.13 | 64,599 |
| DLLST 2024-1 5.33% 01/26 | 0.12 | 59,737 |
| JP MORGAN FLT 05/54 | 0.11 | 53,704 |
| LAD AUTO 5.93% 06/27 | 0.10 | 46,507 |
| GM FINANCIAL 5.1% 05/26 | 0.10 | 49,383 |
| OPORTUN 1.21% 03/28 | 0.10 | 47,323 |
| LAD AUTO 5.68% 10/26 | 0.09 | 41,622 |
| LAD AUTO 6.21% 10/26 | 0.07 | 33,716 |
| SFS AUTO 5.35% 06/27 | 0.07 | 35,848 |
| CONN'S 7.05% 01/29 | 0.06 | 27,770 |
| GM FINANCIAL 5.12% 02/27 | 0.05 | 21,870 |
| HYUNDAI AUTO 4.38% 10/25 | 0.04 | 17,821 |
| MARLETTE 6.49% 09/33 | 0.04 | 18,536 |
| DELL 5.65% 09/28 | 0.02 | 9,268 |
| US 2YR NOTE 12/31/2024 | 0.02 | -4 |
| MARLETTE 6.04% 06/33 | 0.00 | 1,005 |
