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Fidelity總體債券主動型ETF〈FBND〉
Fidelity總體債券主動型ETF(FBND)-全部持股
資料日期：2024/10/31
個股名稱投資比例(%)持有股數
CASH CF7.851,192,695,900
USTN 3.625% 08/31/293.84596,809,980
USTB 4.25% 02/15/542.86451,440,990
USTN 3.75% 08/31/312.55398,524,990
USTN 4.5% 11/15/332.21330,372,000
USTN 4.625% 04/30/291.99297,129,980
USTN 3.875% 12/31/291.95300,000,000
USTN 3.5% 09/30/291.69264,700,000
USTB 4.625% 05/15/541.50223,280,000
USTN 3.875% 08/15/341.48232,795,010
UMBS 30YR 2% 12/54 #TBA1.48282,950,020
USTN 4.125% 07/31/311.25190,900,000
USTB 3.625% 02/15/531.11196,335,010
USTN 4.125% 11/15/321.05160,450,000
USTN 4.875% 10/31/300.93136,300,000
USTN 3.5% 02/15/330.91146,614,000
USTN 3.375% 05/15/330.90146,650,000
USTB 4.125% 08/15/530.89144,538,000
USTN 4.125% 03/31/290.88133,826,000
USTB 4.25% 08/15/540.87137,555,010
USTN 1.875% 02/15/320.86154,000,000
USTN 4.375% 11/30/300.86129,145,000
USTN 4.375% 05/15/340.85128,940,000
USTN 4% 02/15/340.79121,969,000
USTN 3.625% 09/30/310.77121,300,000
BOA CORP 3.419%/VAR 12/20/280.71112,475,000
JPMC CO 4.452%/VAR 12/05/290.68104,301,000
GNII II 6% 12/54 #TBA0.6395,000,000
USTN 4.125% 03/31/310.5990,514,000
MSTDW 4.431%/VAR 01/23/300.5788,017,000
USTN 4.25% 02/28/310.5582,750,000
USTN 3.875% 08/15/330.5383,699,000
USTN 4.625% 04/30/310.5175,390,000
GSINC 3.691%/VAR 06/05/280.5180,410,000
WELLSFARGO 3.526%/VAR 03/24/280.5078,741,000
UMBS 30YR 6% 11/54 #TBA0.4974,450,000
CITIGROUP 4.658%/VAR 05/24/280.4872,895,000
UMBS 30YR 5% 11/54 #TBA0.4773,600,000
USTN 2.75% 05/31/290.4675,000,000
JPMC CO 4.493%/VAR 03/24/310.4467,975,000
UMBS 30YR 3% 11/54 #TBA0.4375,200,000
GNII II 3.5% 11/54 #TBA0.4271,100,000
JBS HDG/USA/LUX 5.5% 01/15/300.4060,143,000
USTB 2.875% 05/15/490.3978,953,600
USTN 4% 01/31/310.3960,000,000
PEMEX 5.95% 01/28/310.3969,380,000
GNII II 4.5% 11/54 #TBA0.3962,500,000
GNII II 2% 12/54 #TBA0.3769,250,000
GNII II 2% 02/52#MA78800.3666,656,424
UMBS 30YR 2.5% 12/54 #TBA0.3666,900,000
UMBS 30YR 2% 11/54 #TBA0.3668,450,000
CHARTER COM/CAP 4.4% 04/01/330.3660,406,000
ENERGY TRAN LP 3.75% 05/15/300.3556,521,000
UMBS 30YR 4.5% 11/54 #TBA0.3455,075,000
GNII II 2% 11/54 #TBA0.3464,200,000
GNII II 6.5% 11/54 #TBA0.3450,300,000
GNII II 3% 12/54 #TBA0.3459,375,000
AES CORP 2.45% 01/15/310.3461,056,000
OCCIDENTAL PETE 7.5% 05/01/310.3345,248,500
OMEGA HEALTHCA 3.25% 04/15/330.3360,448,000
USTN 2.75% 08/15/320.3254,222,000
WELLSFARGO 4.478%/VAR 04/04/310.3250,404,000
UMBS 15YR 4.5% 11/39 #TBA0.3250,000,000
UMBS 30YR 5.5% 11/54 #TBA0.3147,075,000
WILLIAMS COS 3.5% 11/15/300.3151,855,000
WARNERMEDIA 4.279% 03/15/320.3051,686,000
USTB 2.25% 08/15/490.3070,000,000
GNII II 5.5% 12/54 #TBA0.3045,700,000
BOA CORP 2.592%/VAR 04/29/310.2848,161,000
USTB 3% 08/15/520.2856,140,000
UMBS 30YR 6.5% 11/54 #TBA0.2740,300,000
FHLG 30YR 6% 04/54#SD75690.2638,333,504
USTB 4.375% 08/15/430.2640,600,000
MSTDW 3.622%/VAR 04/01/310.2642,349,000
USTB 2% 08/15/510.2563,895,000
PBSPK 24-1A A TSFR3M+150 04/370.2436,000,000
T-MOBILE USA 3.875% 04/15/300.2438,205,000
GNII II 5% 11/54 #TBA0.2436,850,000
GSINC 2.383%/VAR 07/21/320.2341,969,000
UMBS 30YR 3.5% 11/54 #TBA0.2338,300,000
BROADCOM INC 2.6% 2/15/33 144A0.2342,556,000
CAPITAL ON 5.247%/VAR 07/26/300.2335,590,000
CITIGROUP 4.412%/VAR 03/31/310.2336,148,000
RRAM 28RA A1R TSFR3M+155 4/390.2335,400,000
VERIZON COM 2.55% 03/21/310.2237,892,000
CHARTER COM/CAP 5.25% 04/01/530.2240,962,000
HCA INC 3.5% 09/01/300.2235,971,000
GNII II 2.5% 11/54 #TBA0.2239,000,000
GNII II 5% 12/54 #TBA0.2132,500,000
FHLG 30YR 2% 05/51#RA51170.2140,199,616
BX 24-XL5 A TSFR1M+139.16 3/390.2131,863,372
BROADCOM INC 2.45% 2/31 144A0.2137,392,000
BAT CAP CORP 4.906% 04/02/300.2131,861,000
PEMEX 7.69% 01/23/500.2142,041,000
AVOLON HLDG FD 4.25% 4/26 144A0.2030,498,000
COREBRIDGE FINA 3.85% 04/05/290.2031,300,000
FNMA 30YR 3% 07/52#FS71760.2035,240,868
FHLG 30YR 3.5% 08/49#SD75030.1932,231,962
CVS HEALTH CORP 4.3% 03/25/280.1828,101,000
ALLY FINL INC 7.1% 11/15/270.1825,628,000
AMGEN INC 5.25% 03/02/300.1827,282,000
USTB 3% 02/15/470.1834,962,700
USTN 2.625% 07/31/290.1626,120,000
DBSW 4.999%/VAR 09/11/300.1625,000,000
CEDF 10A AR2 TSFR3M+136 10/370.1623,985,000
CAPITAL ONE 7.624%/VAR 10/310.1520,736,000
DPABS 18-1A A2II 4.328% 07/480.1522,853,700
DPABS 21-1A A2II 3.151% 04/510.1525,863,638
BOEING CO 5.15% 05/01/300.1522,826,000
NISOURCE INC 3.6% 05/01/300.1524,657,000
USTN 4.625% 11/15/260.1421,560,000
AT&T INC 2.55% 12/01/330.1426,937,000
BARCLAYSPLC 5.69%/VAR 03/12/300.1420,532,000
BOA CORP 5.015%/VAR 07/22/330.1421,536,000
BPR 2024-PARK A VAR 11/390.1420,712,000
AERCAP IRELAND 3.3% 01/30/320.1423,555,000
COREBRIDGE FINA 3.9% 04/05/320.1422,846,000
FHLG 30YR 5% 09/54#RJ24060.1421,152,540
FHLG 30YR 5.5% 09/54#SD84620.1421,074,534
FNMA 30YR 4% 04/01/2045#FM29860.1422,506,648
DRYDEN CL 86A TSFR3M+136 7/340.1319,209,000
DNKN 21-1A A23 2.791% 11/510.1322,562,972
CEDF 16-6A AR TSFR3M+131 04/340.1319,638,000
ALLY FINL INC 8% 11/01/310.1317,725,000
BEECHWOOD TSFR3M+130 01/17/350.1320,400,000
SUB 24-1A A2I 6.028% 7/54 144A0.1319,316,000
USTB 2.25% 02/15/520.1329,700,000
WARNERMEDIA 5.141% 03/15/520.1326,053,000
VICI PROPERTIE 4.75% 02/15/280.1219,126,000
UBS GRP 4.194%/VAR 04/31 144A0.1219,097,000
SREIT 21-MF TSFR1M+85 08 11/380.1218,696,144
SABRA HEALTH LP 3.2% 12/01/310.1221,490,000
LOWES COS INC 3.75% 04/01/320.1220,021,000
ATHENE GBL FD 5.583% 1/29 144A0.1218,196,000
CELANESE US LLC 6.55% 11/15/300.1217,417,000
FNMA 30YR 2.5% 01/52#FP00690.1222,038,694
GNII II 6% 11/54 #TBA0.1217,900,000
GNII II 2.5% 04/52#MA79870.1221,483,068
GNII II 2.5% 05/52#MA80420.1222,101,384
GNII II 2% 10/50#MA69300.1119,777,204
FHLG 30YR 2.5% 02/51#SD75350.1120,706,490
FNMA 30YR 2.5% 01/52#CB26290.1120,323,594
FNMA 30YR 3.5% 01/50#FS37280.1117,885,912
FORD MTR CR LLC 7.122% 11/7/330.1116,500,000
FNMA 15YR 2.5% 09/36#CB17560.1118,091,462
BRIXMOR OPR PRT 4.05% 07/01/300.1117,560,000
UBS GR 5.428/VAR 02/08/30 144A0.1117,100,000
VOYA CLO 2020 TSFR3M+141 10/340.1116,744,000
WESTERN GAS PAR STEP 02/01/300.1117,533,000
WELLSFARGO 4.897%/VAR 07/25/330.1015,779,000
MPLX LP 2.65% 08/15/300.1017,844,000
MDPK 19A AR3 TSFR3M+160 01/370.1014,865,000
SUB 24-1A A23 6.505% 7/54 144A0.1015,351,000
USTB 1.875% 11/15/510.1026,946,000
USTB 4.75% 11/15/530.1015,000,000
TALNT 21-1A A 1.07% 02/340.1015,200,000
CORPOARATE OFFI 2.75% 04/15/310.1018,290,000
CENTENE CORP 3.375% 02/15/300.1016,129,000
DNKN 2017-1A A2II 4.03% 11/470.1016,003,460
FNMA 30YR 5.5% 08/54#MA54440.1014,998,505
FNMA 30YR 3% 02/52#FS08980.1017,206,276
FHMS 2016-K055 A2 2.673% 03/260.0914,666,305
FHLG 30YR 5.5% 11/52#SD34100.0913,660,765
FNMA 30YR 6.5% 01/54#CB78010.0913,623,956
GNII II 3% 11/54 #TBA0.0916,425,000
GNMA II 4% 10/52#MA83460.0914,082,643
HESS CORP 7.125% 03/15/330.0912,189,000
BX XL3 A TSFR1M+189.123 12/400.0912,889,972
BX 24-MDHS A 6.8415% 05/410.0914,113,662
BOA CORP 5.468%/VAR 01/23/350.0914,000,000
BARCLAYSPLC 6.49%/VAR 09/13/290.0912,895,000
ANHEUSER BUSC 5.8% 01/23/590.0912,990,000
USTB 6.25% 05/15/300.0912,400,000
USTB 4.625% 05/15/440.0914,300,000
USTN 2.375% 03/31/290.0915,000,000
RRAM 24A A1AR TSFR3M+173 01/360.0913,500,000
MPLX LP 4.95% 09/01/320.0914,376,000
MSTDW 4.889%/VAR 07/20/330.0913,540,000
T-MOBILE USA 2.25% 11/15/310.0916,458,000
VICI PROPERTIE 4.95% 02/15/300.0811,678,000
VIATRIS INC 2.7% 06/22/300.0813,359,000
JPMC CO 4.946%/VAR 10/22/350.0812,000,000
PEMEX 6.7% 02/16/320.0813,168,000
SUBWAY 2 A2II 6.268% 7/54 144A0.0812,257,000
AERCAP IRELAND 5.75% 06/06/280.0812,100,000
CEDF 24-18A A TSFR3M+155 04/370.0812,500,000
DRSLF 108A A1R TSFR3M+136 7/370.0811,695,000
COLUMBIA PIPE 5.927% 8/30 144A0.0811,437,000
FHLG 15YR 5.5% 06/39#SB83090.0812,581,352
FHLG 15YR 5.5% 07/39#SB83150.0812,726,667
FHLG 30YR 2% 11/50#SD75270.0814,898,811
ESSEX PORTFOLIO 5.5% 04/01/340.0811,520,000
EXELON CORP 4.05% 04/15/300.0812,774,000
FNMA 30YR 2.5% 02/52#FS89080.0814,070,941
FNMA 20YR 2% 05/42#FS46030.0814,650,615
FNMA 30YR 3% 04/52#CB32340.0813,474,301
FNMA 30YR 5.5% 08/54#CB90590.0710,665,397
FNMA 30YR 5.5% 04/54#CB83300.0711,360,527
FNMA 20YR 2.5% 04/42#MA45870.0711,629,521
FNMA 20YR 2.5% 09/42#FS69440.0711,698,512
FNMA 30YR 3% 02/52#FS38840.0712,826,821
ENERGY TRAN LP 5.4% 10/01/470.0710,986,000
FNMA 20YR 2% 02/42#MA45400.0712,753,002
FHLG 15YR 2% 06/35#QN24310.0712,133,250
FNR 2017-32 PA 2.7% 05/470.0711,350,684
DNKN 21-1A A2II 2.493% 11/510.0712,309,905
ELP 21-ELP A TSFR1M+82 1 11/360.0710,063,286
DPABS 21-1A A2I 2.662% 4/510.0711,635,962
CHARTER COM/CAP 6.1% 06/01/290.0710,972,000
CENTENE CORP 4.625% 12/15/290.0710,572,000
SECURITIES LENDING CF0.0711,381,292
BOEING CO 6.388% 05/01/31 144A0.079,603,000
GREAT OUTDOORS TM B2 1LN 03/280.0710,507,474
AVOLON HLDGS 2.875% 2/25 144A0.0710,863,000
SOCGEN 1.488%/VAR 12/26 144A0.0711,855,000
USTB 3.25% 05/15/420.0712,005,000
PRPM 21-10 A1 2.487% 10/260.0710,851,053
JPMC CO 5.299%/VAR 07/24/290.079,935,000
JBS HDG/USA/LUX 5.75% 04/01/330.079,984,000
JPMC CO 4.912%/VAR 07/25/330.0710,668,000
OAKC 13A AR TSFR3M+135 07/370.0710,448,000
UBS GRP 6.537%/VAR 08/33 144A0.0710,049,000
JPMC CO 5.717%/VAR 09/14/330.069,408,000
USTN 0.75% 03/31/260.069,800,000
USTN 4.5% 05/31/290.069,370,000
SUBWAY 24 A23 5.914% 7/54 144A0.068,899,000
SUB 24-3A A2I 5.246% 7/54 144A0.069,278,000
USTB 2% 11/15/410.0613,900,000
USTB 1.75% 08/15/410.0612,905,000
ATHENE GBL FD 5.339% 1/27 144A0.068,439,000
BOEING CO 5.93% 05/01/600.069,804,000
BPR 2024-PARK B VAR 11/390.068,900,000
AERCAP IRELAND 5.1% 01/19/290.069,162,000
ALLEG 24-1A A1R TSFR3M+144 07/0.069,588,000
AIMCO 24-22A A TSFR3M+150 4/370.069,116,000
BX 24-XL4 A TSFR1M+144.2 02/390.068,816,125
BX24CNYN A TSFR1M+144.188 4/290.069,844,256
CITIGROUP 4.91%/VAR 05/24/330.069,211,000
CSAIL 19-C15 A4 4.0529% 03/520.068,963,536
CVS HEALTH CORP 5.25% 01/30/310.068,479,000
FHLG 30YR 4% 02/53#SD75610.069,840,490
HAMLN 24-1A A TSFR3M+134 10/270.068,464,000
GNMA II 2.5% 08/51#7856020.0610,712,978
FLAT 24-1A AR TSFR3M+138 05/360.069,380,000
FNMA 30YR 3% 03/48#FS83300.0610,049,142
FNMA 30YR 2% 03/52#FS78710.0611,061,686
FNMA 20YR 2% 08/42#FS87990.0610,349,162
FNMA 30YR 4% 09/46#FS23340.069,974,528
FNMA 30YR 5.5% 07/54#FS84560.057,304,505
FNMA 30YR 3.5% 11/48#FS66490.058,284,548
FNMA 30YR 2.5% 10/51#CB17840.059,718,583
FNMA 30YR 2.5% 05/51#CB03880.059,148,997
FNMA 30YR 2.5% 05/51#CB04470.058,348,332
ESA 21-ESH B 1.38% 07/380.057,493,065
GNII II 2% 02/51#MA71920.059,473,192
GNII II 4% 11/54 #TBA0.058,500,000
GNII II 2% 12/50#MA70510.058,595,680
FNMA 20YR 2% 05/41#RB05460.058,687,700
HESS CORP 5.6% 02/15/410.057,867,000
GSINC 6.75% 10/01/370.056,606,000
GSINC 3.102%/VAR 02/24/330.057,834,000
FHLG 30YR 5.5% 10/53#SD83670.057,000,002
FHLG 30YR 3% 05/52#RA73750.058,175,282
FNR 2020-47 DG 2% 04/420.057,499,280
FNR 2021-96 AH 2.5% 03/490.059,233,446
FNR 2016-39 GD 2% 11/440.058,144,729
FHLG 20YR 2.5% 04/42#RB51540.058,619,308
DRSLF 78A A1R TSFR3M+153 4/370.056,856,000
CITIGROUP 5.449%/VAR 06/11/350.057,000,000
CECLO 20-29A TSFR3M+143 10/340.056,850,000
BX 21-BXMF A TSFR1M+75 10/260.058,136,822
CENTENE CORP 2.45% 07/15/280.057,705,000
CHARTER COM/CAP 2.25% 01/15/290.058,821,000
CEDF 21-12A A TSFR3M+139 10/340.058,301,000
CGMS 1A A1R TSFR3M+141 7/370.057,985,000
ARES 54A AR TSFR3M+127 10/320.056,899,000
USTB 1.125% 05/15/400.0512,751,600
AASET 2022-1A A 6% 05/47 144A0.058,000,058
BPR 22OANAA TSFR1M+174.77 4/240.057,887,000
BLACKSTONE PRIV 7.05% 09/29/250.056,813,000
BLUEP 24-1A A TSFR3M+135 10/370.057,309,000
BANK 22-BNK44 A5 5.7462% 11/550.057,185,000
BOA CORP 2.299%/VAR 07/21/320.059,603,000
BARCLAYSPLC 6.224%/VAR 5/9/340.056,663,000
BARCLAYSPLC 2.279%/VAR 11/270.058,400,000
SYMP 2022-32A TSFR3M+132 4/350.056,927,000
SREIT MFP TSFR1M+119 98 11/380.057,590,793
USTB 2.875% 05/15/520.059,962,000
PEMEX 6.35% 02/12/480.0511,201,000
FIVE CORNERS 2.85% 5/30 144A0.059,082,000
JACKSON FIN 5.67% 06/08/320.057,078,000
JPMC CO 4.586%/VAR 04/26/330.057,721,000
INDONESIA GOVT 4.2% 10/15/500.058,500,000
INTERNET BRANDS TM B 1LN 05/280.057,157,924
LIFE 22-A1 TSFR1M+129.52 05/390.057,860,000
OAKC 6A ARR TSFR3M+133 10/370.057,020,000
ONEOK INC 4.75% 10/15/310.057,165,000
MSTDW 5.32%/VAR 07/19/350.057,000,000
MDPK 21-50 TSFR3M+140 04/19/340.057,200,000
WELLSFARGO 5.499%/VAR 01/23/350.057,864,000
WELLSFARGO 5.574%/VAR 07/25/290.056,920,000
WELLSFARGO 6.303%/VAR 10/23/290.057,336,000
WFLF 24-2A A1 4.87% 06/39 144A0.046,590,000
VENTAS RLTY LDP 4.75% 11/15/300.046,487,000
DISCOVERY COMML 3.625% 5/15/300.047,542,000
TAPESTRY INC 7.7% 11/27/300.045,803,000
TRITON WTR TERM B 1LN 3/31/280.045,667,714
UNITI/FIN/CSL 10.5% 2/28 144A0.045,142,000
MDPK 24-67A A1 TSFR3M+151 4/370.045,962,000
MSTDW 5.449%/VAR 07/20/290.045,946,000
OAKC 24-18A A1 TSFR3M+150 4/370.046,763,000
GOLDEN NUGGET TM B 1LN 01/290.045,625,135
NATWEST GR 5.847%/VAR 03/02/270.045,629,000
NEUB 24-25A AR2 TSFR3+140 7/380.045,981,000
LOWES COS INC 4.45% 04/01/620.047,435,000
HUMANA INC 5.375% 04/15/310.046,629,000
JPMC CO 2.739%/VAR 10/15/300.046,745,000
PSTAT 2A A1N TSFR3M+100 01/330.045,865,000
PLAINS AA PIP/F 3.55% 12/15/290.046,842,000
PEMEX 6.75% 09/21/470.049,090,000
PEMEX 6.95% 01/28/600.048,285,000
TRANSDIGM INC 6.75% 8/28 144A0.045,557,000
CLOUD SOFTWARE TM B 1LN 03/290.046,741,269
SOLERA TERM B 1LN 6/2/280.046,666,094
BARCLAYSPLC 2.645%/VAR 6/24/310.046,962,000
BABSN 23-4A A TSFR3M+175 01/370.045,942,000
ATHENAHEALTH TM B 1LN 02/290.045,768,432
BLACKSTONE PRIV 4.7% 03/24/250.046,807,000
ANHEUSER BUSC 4.5% 06/01/500.046,964,000
ACRISURE TERM B6 1LN 11/06/300.045,813,256
ECHOSTAR CORP NEW 10.75% 9/290.046,155,736
ARES 21-41A A TSFR3M+133 04/340.045,656,000
ARES 24-ALF5A A1 TSFR3M+0 7/370.046,208,000
ARES CAP CORP 2.15% 07/15/260.047,000,000
AMGEN INC 5.25% 03/02/330.046,069,000
AIMCO BA ARR TSFR3M+150 4/370.045,649,000
AIMCO 11A A1R2 TSFR3M+134 7/370.046,610,000
AIMCO 17A A1R TSFR3M+135 7/300.046,062,787
AES CORP 3.95% 07/15/30 144A0.046,525,000
CHARTER COM/CAP 5.375% 5/1/470.046,766,000
CORELOGIC TERM B 1LN 06/02/280.045,413,386
CANADA NATURAL 2.05% 07/15/250.045,600,000
CAPITAL ONE FIN 3.65% 05/11/270.045,794,000
BX 21-SOAR E TSFR1M+191 06/380.045,710,194
DRSLF 83A AR TSFR3M+153 04/370.046,020,000
DRSLF 85A A1R2 TSFR3M+138 7/370.046,356,000
CSC SERVICEWORKS TM B 1LN 2/280.046,595,346
EATON 19-1A A TSFR3M+151 07/370.045,990,000
EATON 1A ARR TSFR3M+139 10/370.046,591,000
DPABS 2019-1A A2 3.668% 10/490.046,170,880
DBSW 6.819%/VAR 11/20/290.045,293,000
COLUMBIA 6.036% 11/15/33 144A0.045,440,000
FHLG 20YR 2.5% 07/41#SC03700.046,783,759
UMBS 15YR 5% 12/39 #TBA0.046,300,000
FHLG 30YR 3% 11/51#SD81790.046,461,092
FHLG 30YR 2.5% 03/51#RA47490.046,833,318
FHLG 30YR 2.5% 02/51#RA45750.047,041,256
FHLG 30YR 5% 12/52#SD82760.045,839,720
GSINC 3.814%/VAR 04/23/290.046,641,000
HESS CORP 7.3% 08/15/310.045,222,000
HUNTER DOUGLAS TM B 1LN 02/290.045,750,372
ESA 21-ESH C TSFR1M+181 07/380.045,806,903
FHMS 2016-K058 A2 2.653% 08/260.046,074,000
FORD MTR CR LLC 6.05% 03/05/310.046,120,000
ENERGY TRAN 7.375% 2/31 144A0.046,098,000
FLA 21-1A A1R TSFR3M+136 10/370.046,387,000
FHR 2021-5077 ME 2% 08/480.046,581,423
FNMA 15YR 3% 02/34#FS42760.046,616,922
FNMA 30YR 3% 06/51#FM76940.046,725,500
FNMA 20YR 2% 12/40#CA83230.047,370,409
FNMA 30YR 2% 02/01/2052#CB27650.047,537,276
FNMA 30YR 3.5% 04/48#FS83260.047,055,768
FNMA 30YR 5.5% 09/54#CB92090.046,690,186
FNMA 30YR 6% 03/54#CB81650.045,668,000
FNMA 30YR 6% 06/54#CB87110.045,893,784
FNMA 30YR 6% 07/54#CB88210.045,305,736
FNMA 30YR 6% 05/54#CB84960.046,330,123
FNMA 30YR 6% 09/54#CB92160.046,591,730
FNMA 30YR 6% 04/54#CB83490.035,168,146
FNMA 30YR 6% 02/53#FS67830.034,907,349
FNMA 30YR 5.5% 10/54#MA54970.034,999,503
FNMA 30YR 5.5% 08/54#CB89840.033,815,142
FNMA 30YR 3.5% 12/46#BM50960.034,386,006
FNMA 30YR 3.5% 07/47#FS17890.034,305,403
FNMA 20YR 2% 11/40#MA41760.034,789,424
FNMA 30YR 3% 03/52#FS08400.034,592,812
FNMA 30YR 2.5% 11/51#CB22760.036,316,792
FNMA 30YR 2% 02/52#CB27640.035,269,276
FNMA 15YR 2.5% 12/33#FM40360.034,412,457
FNMA 15YR 5.5% 06/39#MA53930.034,703,652
FORD MTR CR LLC 5.113% 5/3/290.034,384,000
FHMS 2015-K043 A2 3.062% 12/240.034,490,435
FHMS 2018-K732 A2 3.7% 05/250.035,060,504
EQUITABLE HLDGS 4.35% 04/20/280.035,256,000
ENERGY TRAN LP 5% 05/15/500.035,380,000
HALST 24-B A3 5.41% 05/27 144A0.035,200,000
GSMS 2015-GC30 A4 3.382% 05/500.034,725,000
GENERAL MTR FIN 4.35% 04/09/250.033,810,000
GNII II 2% 11/50#MA69940.036,233,576
GNMA II 4.5% 04/53#MA87990.034,259,290
GNII II 4.5% 07/54#MA97770.034,981,289
GNMA II 2.5% 12/51#7858050.035,100,110
FHLG 30YR 5% 06/52#RA75750.034,727,651
FHLG 30YR 3% 05/52#QE23330.034,946,557
FNMA 30YR 6% 11/53#FS64980.034,130,152
UMBS 15YR 2% 12/39 #TBA0.035,800,000
FNR 2020-49 LA 2% 03/430.035,131,740
FNR 2022-13 MA 3% 05/440.035,560,566
FHLG 15YR 5.5% 09/39#SB83280.034,453,664
DBSW 5.882%/VAR 07/08/310.035,000,000
DISCOVER FIN SV 4.5% 01/30/260.035,267,000
DIGICERT TERM 1LN 10/16/20260.034,194,233
CAMPING WORLD TM B 1LN 06/280.034,367,816
DUKE ENERGY COR 2.45% 06/01/300.034,843,000
ENTERPRISE PRD 3.7% 02/15/260.035,310,000
EG GBL FIN 12% 11/30/28 144A0.034,157,000
BX 21-PAC TSFR1M+121 21 10/360.035,034,000
BX 22-LP2 A TSFR1M+96.27 02/390.034,467,454
BOSTON PPTY LTD 3.25% 01/30/310.035,966,000
CITIGROUP 4.3% 11/20/260.035,255,000
CLECO CORP HLDG 3.743% 5/1/260.034,110,000
CAPITAL ON 3.273%/VAR 03/01/300.035,471,000
CHARTER COM/CAP 6.55% 06/01/340.034,974,000
AIMCO 24-21A A1 TSFR3M+0 04/370.034,297,000
ALLEG 2021-2A TSFR3M+142 10/340.035,069,000
ALLY FINL INC 5.75% 11/20/250.034,974,000
ALTICE FING SA 5.75% 8/29 144A0.034,729,000
ARGENTINA GOVT STEP 07/09/300.037,541,366
LCH OIS SOFR3.75% MAC 12/18/270.03-176,007,010
AASET 24-1A 6.261% 05/49 144A0.034,519,398
AASET 6.261% 5/16/49 144A0.034,222,739
RAND PARENT LLC 8.5% 2/30 144A0.034,192,000
BNPSA 2.219%/VAR 06/09/26 144A0.034,250,000
BMP 24-MF23 A TSFR1M+149 6/410.034,493,000
ASURION TERM B4 2LN 01/20/290.034,875,000
ASURION TM B12 1LN 09/19/300.034,251,814
ASCEND LEARNING TM B 1LN 12/280.034,677,136
AUTOZONE 4% 04/15/300.034,155,000
BAT CAP CORP 5.834% 02/20/310.033,719,000
BANK 2017-BNK5 A4 3.131% 06/600.034,281,042
SYMP 43A A1 TSFR3M+152 04/370.034,217,000
SU 24-3A A2II 5.566% 7/54 144A0.034,389,000
STORE CAPITAL L 2.75% 11/18/300.035,212,000
CLOUD SOFTWARE 9% 9/30/29 144A0.034,877,000
TENET HEALTH 6.125% 10/01/280.034,595,000
TALLGRASS LP/CP 6% 12/30 144A0.034,843,000
MOLSON COORS BE 3% 07/15/260.034,389,000
PERATON TERM B 1LN 03/02/280.034,268,438
ARTERA SERVICES 8.5% 2/31 144A0.034,176,000
PG&E CORP 5.25% 07/01/300.035,103,000
EG GROUP TERM BC 1LN 02/07/280.033,874,498
PRPM 24-RPL1 A1 4.2% 12/640.035,457,867
RIVI TSFR6M+605.326 10/26 144A0.034,121,000
RRAM 34RA A1R TSFR3M+135 10/390.034,782,000
RRAM 19-7A A1 TSFR3M+134 01/370.034,495,000
INVCO 24-1RA AR TSF3M+155 4/370.034,719,000
INVCO 24-3A A TSFR3M+151 07/370.034,765,000
INTESA SANPAOL 5.71% 1/26 144A0.034,470,000
IMPERIAL BRND 6.125% 7/27 144A0.033,927,000
HEXION TM 1LN 03/15/290.034,534,746
KROGER 4.65% 09/15/290.034,860,000
KROGER 4.9% 09/15/310.034,860,000
KROGER 5% 09/15/340.034,860,000
KSL 23-HT A CSTR 12/360.034,995,520
NEW FORTRESS EN 6.5% 9/26 144A0.035,041,000
INTRAFI TERM B 1LN 07/18/310.034,317,520
NOVOLEX TERM 1LN 04/13/290.034,378,404
MSTDW 2.699%/VAR 01/22/310.035,072,000
GAINWELL TERM B 1LN 10/1/270.034,570,982
TAPESTRY INC 7.85% 11/27/330.034,539,000
UBS G 1.494%/VAR 08/10/27 144A0.034,044,000
UKG TERM B 1LN 02/10/310.033,862,947
MYLAN INC 4.55% 04/15/280.035,345,000
VENTAS RLTY LDP 4% 03/01/280.034,720,000
VOYA 23-1A A1 TSFR3M+180 01/370.034,263,000
VOYA 24-1A A1 TSFR3M+152 04/370.034,115,000
WFCM C35 A4FL TSFR1M+116 07/480.034,000,000
WFCM 2015-C29 A4 3.637% 06/480.034,220,000
WFCM 2019-C50 A5 3.729% 05/520.035,000,000
WFCM 2016-C37 A4 3.525% 12/490.023,028,194
WFCM 16-BNK1 ASB 2.514% 08/490.023,692,717
WFCM 16-LC25 ASB 3.486% 12/590.023,348,179
WELLSFARGO 5.013%/VAR 04/04/510.022,888,000
WFCM MGP A12 TSFR1M+179.1 8/410.022,700,000
WFLF 24-1A A1 5.49% 02/390.022,800,000
TRAN GAS CO LLC 3.25% 05/15/300.023,584,000
WILLIAMS COS 4.65% 08/15/320.023,353,000
BOOST NEWCO BOR 7.5% 1/31 144A0.022,425,000
VICI PROPERTIE 5.125% 05/15/320.022,679,000
DISCOVERY COMML 4.125% 5/15/290.022,981,000
WARNERMEDIA 3.755% 03/15/270.023,137,000
WARNERMEDIA 4.054% 03/15/290.023,766,000
WESTERN ALLIANC 3%/VAR 6/15/310.022,476,000
WASH MULTIFAMI 5.75% 4/26 144A0.022,737,000
UBS GRP 2.193%/VAR 06/26 144A0.023,100,000
UBS GROUP 3.869%/VAR 1/29 144A0.022,511,000
UBS GROUP 4.125%/VAR 06/33 RGS0.022,170,000
TAPESTRY INC 7.35% 11/27/280.023,039,000
TOWN 22-STAY A TSFR1M+223 8/370.023,384,000
TRONOX INC 4.625% 3/15/29 144A0.023,055,000
SIXTH STREET SP 6.125% 3/1/290.022,684,000
TTM TECH INC 4% 03/01/29 144A0.022,444,000
UNITED PLANET FIT TM 1LN 12/260.022,585,852
UNUM GROUP 4% 06/15/290.022,474,000
ALLIED UNIVE TM B 1LN 5/14/280.023,565,442
US LBM TERM B 1LN 06/06/310.023,797,173
MARRIOTT VAC TM B 1LN 04/01/310.022,493,750
VICI PPTY LP 4.5% 9/1/26 144A0.023,110,000
WP CAREY INC 2.4% 02/01/310.023,912,000
EXXONMOB 3.482% 03/19/300.022,903,000
ZAYO TERM 1LN 03/09/20270.023,665,000
MFF 2024-1A A 5.82% 04/37 144A0.023,500,000
MARSHMCLEN 4.375% 03/15/290.022,310,000
MDPK 2020- TSFR3M+138 07/15/340.022,347,000
MCAFEE TERM B 1LN 03/01/290.023,496,059
MEDLINE BORROW 6.25% 4/29 144A0.023,490,000
MSTDW 4.35% 09/08/260.022,767,000
MPT OPER PARTNE 5% 10/15/270.022,807,000
METHANEX CORP 5.125% 10/15/270.022,577,000
NEW FORTRESS 6.75% 9/25 144A0.022,284,000
NIELSEN HLDINGS TM B 1LN 04/290.023,361,350
NATGASOLINE TERM B 11/14/250.022,384,142
NATWEST GR 3.073%/VAR 05/22/280.022,615,000
ORGANON &CO 5.125% 4/31 144A0.023,169,000
OMEGA HEALTHCA 3.375% 02/01/310.024,108,000
ONEOK INC 4.25% 09/24/270.022,558,000
ONEOK INC 4.4% 10/15/290.022,675,000
FORWARD AIR TM B 1LN 12/19/300.023,114,667
OPEN AIR A TSFR1M+308.92 10/280.022,688,301
LA FITNESS TERM B 1LN 02/12/290.022,348,200
TRICORBRAUN TERM 1LN 03/03/280.023,468,720
SAUDI ARABIA 3.25% 10/30 144A0.022,500,000
KEHE DIST/FIN 9% 02/15/29 144A0.022,304,000
KKR CLO 22-41A A1 1.33% 4/350.022,473,000
LIFE TIME INC 6% 11/15/31 144A0.022,419,000
LIFE TIME INC 8% 04/15/26 144A0.022,723,000
LLOYDS BNK 4.75%/VAR 09/31 RGS0.022,480,000
MAG 24-29A AR TSFR3M+135 07/370.022,907,000
MBALT 2024-B A3 4.89% 02/280.023,500,000
ICAHN LP/FN 4.375% 02/01/290.023,838,000
IHS NETHERLANDS 8% 9/27 144A0.022,323,000
IMPERIAL BRAND 5.25% 2/31 RGS0.022,010,000
HSBC HLD PLC 6.8%/VAR 09/14/310.021,800,000
HTA GROUP LTD/M 7.5% 6/29 144A0.023,250,000
INVITATION HMS 4.15% 04/15/320.024,052,000
INTELSAT J H SA 6.5% 3/30 144A0.022,710,000
INTESA SA 4.198%/VAR 6/32 144A0.023,523,000
INTESA SANPA 6.625% 6//33 144A0.022,747,000
JBS HDG/USA/LUX 2.5% 01/15/270.022,610,000
JBS HDG/USA/LUX 3% 05/15/320.024,477,000
JBS HDG/USA/LUX 5.125% 2/1/280.023,247,000
JPMC CO 4.6%/VAR PERP0.022,585,000
REGAL REXNORD C 6.3% 02/15/300.022,603,000
ALTICE FRANCE 5.125% 7/29 144A0.023,450,000
SBALT 24-B A3 5.56% 11/27 144A0.023,500,000
TRANSOCEAN INC 8% 2/1/27 144A0.022,288,000
RESTAURANT TECH TM B 1LN 03/290.023,003,470
PRPM 24-RPL2 A1 VAR 05/540.023,923,217
PUGET ENERGY IN 4.224% 3/15/320.024,134,000
ROBLOX CORP 3.875% 5/1/30 144A0.022,639,000
OPG 21-PORT C TSFR1M+94 10/360.023,120,000
OPG 21-PORT TSFR1M+60 8 10/360.022,637,966
OCCIDENTAL PETE 6.45% 09/15/360.022,516,000
PEMEX 10% 02/07/330.023,000,000
PRPM 24-RCF3 A1 4% 05/540.022,581,744
PRMI CMG1 A1 SOFR30A+130 07/540.022,333,810
PROOFPOINT TERM B 1LN 08/31/280.022,696,339
USTN 4.625% 09/30/280.022,330,000
USTN 4% 01/31/290.023,600,000
USTB 3.875% 05/15/430.024,000,000
USTN 3.375% 09/15/270.023,700,000
TESLA 23-B A3 6.13% 09/26 144A0.022,500,000
TAYLOR MADE TERM B 1LN 2/7/290.023,060,052
TRANSDIGM INC 5.5% 11/15/270.022,650,000
TRANSDIGM INC 6.375% 3/29 144A0.022,551,000
TAOT 2022-C A3 3.76% 04/270.022,592,832
TBOLT 2018-A A STEP 7/380.023,418,612
NUVEEN FIN 4.125% 11/24 144A0.023,501,000
TRUIST INSURANCE TM B 1LN 5/310.023,545,000
CLOUD SOFTWARE 8.25% 6/32 144A0.022,501,000
TK ELEVATOR US 5.25% 7/27 144A0.022,416,000
ZELIS TERM B 1LN 10/27/20310.022,410,000
INEOS QUATTRO TM B 1LN 4/02/290.023,297,337
USTB 1.125% 08/15/400.024,800,000
AT&T INC 3.8% 12/01/570.023,772,000
FLORA FOOD TM B10 1LN 01/280.023,397,830
SFR TERM B14 1LN 08/15/280.024,638,106
ARGENTUM NETH 5.625/VR 8/52RGS0.022,430,000
BLOCK INC 3.5% 06/01/310.022,647,000
BLOCK INC 6.5% 05/15/32 144A0.022,598,000
STAPLES TM B 1LN 09/10/290.022,670,000
SREIT 21-MF TSFR1M+169 8 11/380.023,445,664
SOLENIS TERM B 1LN 06/23/20310.022,294,864
SABINE PASS LIQ 4.5% 05/15/300.022,431,000
STAPLES 10.75% 09/01/29 144A0.022,466,000
BANK 2017-BNK9 A4 3.538% 11/540.023,500,000
BANK 2018-BN10 A5 3.688% 02/610.023,310,000
BAMLL DKLX A TSFR1M+11 1/390.022,660,000
BAT CAP CORP 6.421% 08/02/330.022,494,000
ENVU TERM 1LN 10/04/20290.022,682,732
BRITISH AMERI 3%/VAR PERP RGS0.022,235,000
BAT CAP CORP 4.7% 04/02/270.023,039,000
BABSN 4A AR TSFR3M+137 10/370.023,378,000
BOEING CO 6.298% 05/01/29 144A0.022,317,000
BOA CORP 4.25% 10/22/260.022,667,000
BARCLAYSPLC 5.829%/VAR 5/9/270.023,236,000
BARCLAYSPLC 7.437%/VAR 11/2/330.023,317,000
BARCLAYSPLC VAR 01/29/340.022,755,000
BOEING CO 6.858% 05/01/54 144A0.022,583,000
BOEING CO 7.008% 05/01/64 144A0.022,438,000
AVOLON HLDG 6.375% 05/28 144A0.023,501,000
BROADCOM INC 3.187% 11/36 144A0.023,177,000
AVOLON HLDGS 4.375% 5/26 144A0.022,716,000
BMO 2022-C3 ASB VAR 09/540.022,800,000
BLP 24-IND2 A TSFR1M+139. 3/410.022,677,000
BMARK 19-B15 AAB 2.859% 12/720.023,500,000
BERLIN PACK TM B7 1LN 06/07/310.023,466,084
BRAND INDU 10.375% 8/1/30 144A0.022,901,000
BRANDSAFWAY TM B 1LN 08/01/300.023,173,407
BLACKSTONE PROP 1.75% 3/29 RGS0.022,445,000
BRIGHTSPRING HLTH TM 1LN 02/310.022,532,275
BANK 20-BN30 MCD 2.91823%12/530.025,208,000
BAUSCH HEALTH 5.5% 11/25 144A0.023,035,000
BRANDYWIN OPER 8.3% 03/15/280.022,185,000
ALCOA NETH 7.125% 03/31 144A0.023,539,000
EUROPEAN MONETARY UNIT (EURO)0.023,435,650
ARGENTINA GOVT STEP 07/09/350.025,406,239
AMERICAN HOMES 3.625% 04/15/320.022,910,000
AMERICAN HOMES 5.5% 02/01/340.023,089,000
AMWINS GR 4.875% 06/30/29 144A0.022,998,000
ALLY FINL INC 6.7% 02/14/330.022,903,000
ALLYA 2024-1 A3 5.08% 12/280.023,091,000
ALLY FINL INC 4.75% 06/09/270.022,500,000
AIMCO 2021 TSFR3M+125 04/20/340.022,407,000
AIMC 24-19A A TSFR3M+135 10/370.022,684,000
AIMCO 10A ARR TSFR3M+141 7/370.023,380,000
DPL INC 4.125% 07/01/250.023,542,000
ANHEUSER BUSC 5.55% 01/23/490.022,806,000
AERCAP IRELAND 6.45% 04/15/270.022,392,000
AMENTUM HOLDINGS TM 1LN 09/310.022,465,000
CHTR COMM TERM B2 1LN 02/01/270.022,800,802
CHARTER COM/CAP 6.484% 10/450.022,711,000
CHARTER COM/CAP 5.5% 04/01/630.022,937,000
CHARTER COM/CAP 2.3% 02/01/320.023,364,000
CEDF 23-17A A TSFR3M+185 07/360.022,472,000
CCO HLDGS/CAP 5.375% 6/29 144A0.022,704,000
CCO HLDGS/CAP 4.75% 3/30 144A0.023,439,000
CROWN FIN US IN 1 TERM B 10/30.022,615,000
CITY FOOTBALL TM B 1LN 07/300.023,602,585
CFMT 24-HB13 A VAR 05/340.022,707,271
CFII 24-1A A1 5.52% 05/36 144A0.022,294,080
CAPITAL ON 4.927%/VAR 05/10/280.022,886,000
CLECO CORP HLDG 3.375% 9/15/290.022,787,000
CANADA NATURAL 3.85% 06/01/270.022,800,000
COLOMBIA GOVT 8.75% 11/14/530.022,825,000
COMM 20-SBX A 1.67% 01/38 144A0.023,174,000
BX XL5 B TSFR1M+169.12 03/390.022,427,914
CITIGROUP 3.875% 03/26/250.022,657,000
BX 24-KING E TSFR1M+368.7 5/390.022,535,000
BX 24-XL4 E TSFR1M+418.81 2/390.022,430,024
CAIXAB 3.625%/VAR 09/19/32 RGS0.022,400,000
COLUMBIA CLO TSFR3M+146 04/340.022,765,000
BX 22-GPA A TSFR1M+221.5 10/390.022,484,096
BX 22-IND A TSFR1M+139.8 04/240.023,315,710
BX 24-VLT4 F TSF1M+3.9379 7/290.022,500,000
BX 24-XL5 C TSFR1M+194.08 3/390.023,223,967
BX 24-XL5 E TSFR1M+368.8 03/390.022,311,419
BX 21- 21-PA TSFR1M+206 21 10/0.023,283,000
BX 21-PAC A TSFR1M+80 21 10/360.023,274,000
BX 21-PAC TSFR1M+101 21 10/360.023,496,000
BW GAS TERM B 1LN 3/17/280.022,285,891
BRIXMOR OPR PRT 3.85% 02/01/250.023,770,000
BX 2019-OC11 XA VAR 12/41 144A0.02104,100,000
EFF 2023-3 A2 6.4% 03/30 144A0.022,997,373
EFF 2024-2 A2 5.74% 12/260.023,415,000
EFF 2024-2 A3 5.61% 04/28 144A0.022,333,000
EPIC Y-GRADE TM B 1LN 06/290.022,720,000
EUC TERM 1LN 07/01/20310.022,560,000
ENLINK MIDSTREA 6.5% 9/30 144A0.022,337,000
EMERALD DEBT 6.625% 12/30 144A0.022,339,000
EAT 24-2A AR2 TSFR3M+138 07/380.023,502,000
DAVITA INC 4.625% 6/1/30 144A0.022,604,000
DRSLF 21-90A TSFR3M+113 02/350.022,292,000
DRSLF 22-98A A TSFR3M+130 4/350.023,389,000
DUQUESNE LT 2.532% 10/30 144A0.023,272,000
DOTDASH MEREDIT TM B 1LN 12/280.023,514,922
DOMINICAN REP 5.95% 1/27 144A0.022,600,000
DOMINICAN REP 6% 07/19/28 144A0.022,400,000
DNKN 21-1A 2.045% 11/51 144A0.023,235,508
DLLMT 24-1A A3 4.84% 8/28 144A0.023,200,000
DOLLAR TREE INC 4% 05/15/250.022,307,000
DELEK LOG 7.125% 06/01/28 144A0.022,325,000
SABLE 7.125% 10/15/32 144A0.022,749,000
CABLE & WIRELE TM B5 1LN 01/280.022,500,000
CORECIVIC INC 8.25% 04/15/290.022,600,000
CHS/CMNTY 4.75% 02/15/31 144A0.024,011,000
CHS/CMNTY 5.25% 05/15/30 144A0.022,993,000
CVS HEALTH CORP 5% 01/30/290.023,413,000
DELL INTL/EMC 5.3% 10/01/290.022,400,000
DBJPM 16-C1 ASB 3.038% 05/490.023,144,876
DBSW 3.729%/VAR 01/14/320.023,000,000
GERMANY GOVT 2.5% 07/04/44 RGS0.022,570,000
DBSW 6.72%/VAR 01/18/290.022,411,000
DEUT 4.5% 04/01/250.022,787,000
ELDORADO RES TM B 1LN 1/26/300.022,716,875
DANSKE(UNG 3.875%/VAR 1/32 RGS0.022,940,000
CONSTANT CO TERM B 1LN 2/10/280.022,570,089
CALIFORNIA RES 8.25% 6/29 144A0.022,795,000
CULLIGAN TERM B 1LN 07/30/280.023,700,703
FHLG 15YR 2.5% 03/32#SB08780.023,127,487
FHLG 20YR 2% 04/42#SC04810.023,465,335
FNR 2022-20 HC 2.5% 04/520.024,072,574
FNR 2022-35 CK 4% 03/470.022,761,648
FNR 2022-3 N 2% 10/470.023,714,892
FNR 2021-21 HG 2% 11/470.023,960,920
FNMA 30YR 6.5% 07/54#CB88750.022,796,100
FNMA 30YR 6.5% 10/01/53#CB73480.022,500,341
FNR 12-70 FB SOFR30A+56.448 070.023,058,487
FHLG 30YR 4.5% 11/40#ZT22950.023,544,977
FHLG 30YR 4% 06/50#SD80700.023,306,624
FHLG 30YR 3.5% 09/42#ZS35890.023,223,680
FHLG 30YR 3.5% 01/48#ZT24300.022,983,701
FHLG 30YR 5.5% 03/01/53#SD75590.022,503,576
FHLG 30YR 5.5% 04/53#SD75620.023,200,744
FHLG 30YR 5.5% 04/54#SD84200.022,374,764
FHLG 30YR 6% 09/54#SD64190.022,787,410
FHLG 30YR 6% 10/54#RJ26420.023,053,370
FHLG 30YR 6.5% 01/54#RJ07060.023,249,074
FHLG 30YR 6.5% 10/53#RJ00010.023,267,079
FHLG 30YR 6.5% 10/53#RJ00020.023,378,817
FHLG 30YR 6.5% 10/53#RJ01110.022,924,210
FHLM 30YR 5.5% 07/53#RA93730.023,799,236
FHLM 30YR 6% 04/54#RJ12290.022,471,049
FHLG 30YR 2.5% 05/51#SD75400.023,496,184
FHLG 30YR 3% 03/52#SD22190.022,731,772
FHLG 30YR 3% 06/52#SD10820.023,918,976
FHLG 30YR 2% 05/51#SD75410.022,916,602
FHLG 20YR 2.5% 11/41#SC02100.023,277,642
FHLG 30YR 1.5% 04/51#SD81390.023,641,203
GNII II 4.5% 05/54#MA96660.022,591,200
GNMA II 2.5% 01/52#7858310.023,283,656
GNMA II 2.5% 08/51#7855640.022,792,634
GNMA II 2.5% 09/51#7856160.024,496,777
GNMA II 2.5% 09/51#7856190.022,762,016
FHLM 30YR 6% 11/54#RJ27480.022,418,649
GNII II 2% 01/51#MA71350.024,608,222
GSINC 3.8% 03/15/300.023,355,000
GSMS 2018-GS9 A4 3.992% 03/510.023,400,000
HCA INC 5.875% 02/01/290.022,361,000
HUB INTERNATION TM B 1LN 06/300.023,000,157
ENERGY TRAN LP 5.25% 04/15/290.023,592,000
ERO COPPER CORP 6.5% 2/30 144A0.022,823,000
FHMS 2019-K736 A2 2.282% 07/260.022,898,222
FORD MTR CR LLC 4.063% 11/1/240.022,533,000
FNMA 15YR 1.5% 09/36#CB17150.022,971,800
FLAT 24-3A A2 TSFR3M+150 10/370.023,490,000
FHR 2022-5199 NA 3% 05/480.023,846,350
FIRST QUANTU 6.875% 10/27 144A0.022,373,000
FIRST QUANTUM 9.375% 3/29 144A0.022,759,000
FNMA 30YR 2% 02/52#CB28420.022,961,412
FNMA 30YR 2.5% 01/51#FM74840.023,669,158
FNMA 30YR 2.5% 05/51#CB04540.023,919,327
FNMA 30YR 2.5% 08/51#CB12800.023,096,278
FNMA 30YR 2.5% 08/51#CB12810.023,964,255
FNMA 30YR 2.5% 08/51#CB13310.023,195,185
FNMA 30YR 2.5% 05/51#CB04040.022,880,452
FNMA 30YR 2.5% 07/50#CA63990.023,938,005
FNMA 30YR 2.5% 11/51#MA44660.022,871,078
FNMA 30YR 3% 02/52#CB28860.023,726,598
FNMA 30YR 2.5% 10/51#MA44380.022,788,391
FNMA 30YR 2% 01/52#FS02860.022,865,337
FNMA 30YR 3.5% 04/52#CB33310.022,773,720
FNMA 30YR 3% 10/51#CB18720.022,994,608
FNMA 30YR 3% 12/51#FS00020.023,345,230
FNMA 30YR 5.5% 06/54#CB86890.023,254,362
FNMA 30YR 5.5% 07/54#MA54200.022,999,702
FNMA 30YR 5.5% 11/52#CB51390.023,292,222
FNMA 30YR 5.5% 10/53#CB72970.023,570,074
FNMA 30YR 5.5% 10/54#CB93650.023,252,374
FNMA 30YR 6% 07/54#CB88570.023,602,397
FNMA 30YR 6% 09/53#CB71230.011,248,250
FNMA 30YR 6% 09/54#CB91490.011,494,681
FNMA 30YR 6% 10/54#CB93360.011,792,860
FNMA 30YR 6% 11/52#CB50490.01840,109
FNMA 30YR 6% 06/53#CB65380.011,237,029
FNMA 30YR 6% 06/53#CB65390.01924,852
FNMA 30YR 5.5% 11/53#MA51900.01800,000
FNMA 30YR 6% 03/54#CB81120.011,480,206
FNMA 30YR 5.5% 06/53#CB66360.011,049,009
FNMA 30YR 5.5% 09/54#MA54700.011,130,098
FNMA 30YR 5.5% 10/52#CB49090.011,910,100
FNMA 30YR 5.5% 08/54#DB78290.011,012,970
FNMA 30YR 5.5% 09/52#FS29600.011,351,574
FNMA 30YR 3.5% 01/48#CA09900.012,431,789
FNMA 30YR 4% 03/50#FM36630.011,500,547
FNMA 30YR 4.5% 09/49#FM15340.01970,948
FNMA 30YR 4.5% 10/48#CA24320.01978,687
FNMA 30YR 5% 04/53#FS48290.01825,381
FNMA 30YR 3% 12/50#MA42110.011,589,859
FNMA 30YR 3% 07/50#CA64160.011,183,713
FNMA 30YR 3% 10/46#AL93710.011,191,736
FNMA 30YR 3% 11/46#AL95470.011,519,828
FNMA 30YR 3% 11/46#BC90260.011,543,870
FNMA 30YR 3% 11/51#CB21640.011,021,042
FNMA 30YR 3.5% 08/50#FM75690.011,913,691
FNMA 30YR 3.5% 09/47#CA02570.011,479,634
FNMA 30YR 3.5% 10/47#CA05260.012,368,657
FNMA 30YR 4% 01/51#FM70310.01931,086
FNMA 30YR 4% 04/52#CB33130.01988,815
FNMA 30YR 4% 05/52#CB35080.011,082,709
FNMA 30YR 4% 05/52#CB35090.012,422,307
FNMA 30YR 2% 01/52#FS02880.011,246,079
FNMA 30YR 1.5% 01/51#MA42360.012,749,962
FNMA 30YR 1.5% 02/51#MA42540.012,218,568
FNMA 20YR 2% 11/41#BQ67430.011,708,831
FNMA 15YR 1.5% 09/35#MA41220.01961,331
FNMA 20YR 2% 11/41#FS01060.01910,780
FNMA 20YR 2% 10/41#FM93960.011,791,855
FNMA 30YR 3% 04/51#BR97750.012,020,825
FNMA 30YR 3% 01/51#MA42390.01873,994
FNMA 30YR 2.5% 10/51#BU32950.011,187,945
FNMA 30YR 2.5% 11/51#FM95010.01971,881
FNMA 30YR 2.5% 11/51#FM95050.01963,449
FNMA 30YR 2.5% 11/51#FM95170.011,250,662
FNMA 30YR 2.5% 04/52#FS79480.012,012,339
FNMA 30YR 2.5% 05/51#BT03300.01928,228
FNMA 30YR 2.5% 05/51#MA43260.01983,249
FNMA 20YR 2.5% 08/41#CB13420.01997,576
FNMA 30YR 2% 02/51#CA88200.011,005,266
FNMA 30YR 2% 11/51#FM95680.011,166,790
FNMA 30YR 2% 02/52#FS10150.011,404,998
FNMA 30YR 2% 02/52#FS20400.011,816,573
FNMA 30YR 2% 03/51#BR56330.011,517,307
FMG RES A 5.875% 04/15/30 144A0.011,123,000
FHR 2022-5200 LA 3% 10/480.011,235,960
FHR 2022-5213 AH 2.25% 04/370.01941,577
FHR 2022-5214 CB 3.25% 04/520.011,508,810
FHR 2022-5220 PK 3.5% 01/510.01867,462
FHR 2022-5266 CD 4.5% 10/440.01889,602
FLEXERA SOFTWAR TM B 1LN 03/280.011,029,094
FLAT 2019-1A TSFR3M+134 11/340.01958,000
FHLG 15YR 2% 04/36#BR09680.01964,223
FNMA 15YR 1% 12/36#FS16790.012,395,299
FHR 2020-5000 BA 2% 04/450.01970,073
FHR 2020-5018 LT 3.25% 10/400.011,131,306
FHR 2021-5147 WN 2% 01/400.011,166,048
FHR 2021-5115 A 2% 03/400.011,136,144
FHR 2021-5139 JC 2% 08/400.011,089,137
FHR 2021-5169 BA 2.5% 05/490.01935,026
FHR 2021-5182 A 2.5% 10/480.012,533,552
FHR 2021-5175 CB 2.5% 04/500.011,919,572
FHR 2021-5178 CT 2% 11/400.011,187,288
FHR 2022-5202 BC 3% 05/480.01966,303
FNMA 15YR 2% 12/35#MA42060.012,299,940
FNMA 15YR 2.5% 01/37#FS16540.011,006,743
FNMA 15YR 1.5% 12/35#MA42050.011,954,770
FNMA 15YR 1.5% 11/35#BQ58060.011,749,117
FNMA 15YR 1.5% 11/35#BQ63180.011,838,935
FNMA 15YR 1.5% 11/35#CA79530.01970,127
FNMA 15YR 2% 07/35#FM31590.01897,772
FNMA 15YR 2% 08/35#MA40950.011,560,028
FNMA 15YR 3% 09/35#FS01120.01855,560
FNMA 20YR 2% 04/41#CB01130.011,770,804
FNMA 15YR 3.5% 05/35#FM33400.012,115,000
FNMA 20YR 1.5% 11/41#MA44730.011,205,104
FNMA 15YR 2.5% 12/36#MA44980.012,031,865
FNMA 15YR 2.5% 11/36#CB22460.011,683,044
FNMA 15YR 2.5% 11/36#FS24990.01863,187
FORD MTR CR LLC 5.8% 03/08/290.012,000,000
EXELON CORP 3.35% 03/15/320.012,119,000
EXPAND ENERGY 4.75% 02/01/320.011,272,000
FOUNDATION TM B2 1LN 01/27/310.011,389,072
FHMS 2017-K066 A2 3.117% 06/270.01910,000
FHR 2017-4716 PA 3% 07/440.01975,354
FHMS 2015-K045 A2 3.023% 01/250.011,016,719
FHLG 15YR 2.5% 07/32#G186510.01996,142
ESA 21-ESH A TSFR1M+119 07/380.01770,639
ESKOM HLDGS LT 6.35% 8/28 144A0.01875,000
ESA 21-ESH D TSFR1M+236 07/380.011,550,167
ESA 21-ESH F TSFR1M+381 07/380.01799,971
ESDEC SOLAR TERM B 1LN 08/280.011,624,533
PINE STR TR 5.568% 2/49 144A0.01800,000
ELASTIC NV 4.125% 7/15/29 144A0.011,072,000
ENERGY TRAN LP 6% 06/15/480.011,886,000
ENERGY TRAN LP 6.55% 12/01/330.012,000,000
FHLG 15YR 2.5% 08/32#G186540.012,227,341
HARVEST MIDSTRE 7.5% 5/32 144A0.011,104,000
HARVEST MIDSTRE 7.5% 9/28 144A0.011,290,000
HAT HLDGS 3.375% 06/15/26 144A0.01909,000
HCA INC 3.625% 03/15/320.012,194,000
HCA INC 5.45% 09/15/340.012,000,000
HCA INC 5.625% 09/01/280.011,082,000
HESM HOLDCO TERM B 1LN 9/29/280.011,061,680
HESS MIDSTREA 5.125% 6/28 144A0.011,735,000
HEIMSTADEN 3.875% 11/05/29 RGS0.011,700,000
HEIMSTADEN EUSA5+NA PERP RGS0.01875,000
HEIMSTADEN AB 4.375% 3/27 RGS0.011,500,000
HESS MIDSTREAM 4.25% 2/30 144A0.01836,000
HILTON GRAND VAC TM B 1LN 8/280.011,278,357
HILTON GRAND 6.625% 1/32 144A0.012,112,000
HOWARD HUGHES 4.375% 2/31 144A0.011,660,000
GSMS 21-IP A TSFR1M+106 10/360.011,191,000
GSMS 2017-GS8 AAB 3.313% 11/500.011,223,104
GSMS 2018-GS10 A5 4.155% 07/510.011,650,000
GSINC 5.016%/VAR 10/23/350.012,000,000
GSMBS 24-RPL2 A1 3.75% 07/610.01840,854
GRAN TRA EN INC 9.5% 10/15/290.012,012,000
GSMS 23 7.68138% 9/10/38 144A0.012,250,000
GENESEE & W 6.25% 4/15/32 144A0.011,891,000
HAH GRP CO 9.75% 10/01/31 144A0.011,425,000
HELP AT HOME TERM 1LN 09/24/310.011,728,000
GRIFOLS SA 4.75% 10/15/28 144A0.011,090,000
WR GRACE HLD 5.625% 8/29 144A0.011,500,000
GRAHAM PACKAGIN TM B 1LN 08/270.011,035,505
GLP CAP LP / GL 5.25% 06/01/250.011,095,000
GLP CAP LP / GL 5.625% 9/15/340.011,986,000
GUARA NOR 5.198% 06/15/34 144A0.011,120,487
GRAPHIC PACKG 6.375% 7/32 144A0.011,390,000
GFL ENV INC 6.75% 1/15/31 144A0.011,646,000
WRANGLER 6.625% 04/01/32 144A0.011,909,000
GGAM FIN 5.875% 03/15/30 144A0.011,136,000
GOLAR LNG LTD 7% 10/20/25 144A0.01855,000
GOLAR LNG LTD 7.75% 9/29 144A0.011,000,000
GLOBAL PARTNER 6.875% 01/15/290.011,725,000
GLOBAL PARTNER 7% 08/01/270.01787,000
GMALT 2023-3 A3 5.38% 11/260.01772,000
FOUR SEASONS TM B 1LN 11/290.01881,314
FRONTIER COM 5% 05/01/28 144A0.012,006,000
FRONTIER COM 6.75% 5/1/29 144A0.01890,000
FRONTIER COM 8.75% 5/30 144A0.01843,000
FRONTIER TERM B 1LN 07/01/310.011,650,000
GNII II 2.5% 06/51#MA74180.011,063,360
GNII II 2.5% 07/51#MA74720.012,014,671
GNII II 2.5% 09/51#MA75890.012,551,917
FHLG 30YR 5.5% 09/53#SD75650.011,582,720
FHLM 30YR 6% 09/53#RA98560.011,430,553
FERTITTA 4.625% 01/15/29 144A0.011,304,000
FERTITTA ENTMT 6.75% 1/30 144A0.012,246,000
FORTRESS 7.875% 12/01/30 144A0.011,399,000
GNII 15YR 3% 01/32#MA41700.01964,263
GNMA II 2.5% 12/51#7857910.012,637,787
GNMA II 2.5% 12/51#7857920.011,559,429
GNMA II 2.5% 08/51#7855750.011,316,460
GENESYS TM B 1LN 12/01/270.011,273,833
GO DADDY OPER 5.25% 12/27 144A0.011,869,000
GO DADDY OPERAT 3.5% 3/29 144A0.011,075,000
GODADDY TERM B7 1LN 06/2/20310.01974,714
GOLDEN ENTERTAI TM B 1LN 05/300.011,491,125
GEN DGTL INC 5% 04/15/25 144A0.01867,000
NORTONLIFELOCK TM B 1LN 09/290.011,797,438
GLOBAL AIRCRFT 8.75% 9/27 144A0.01750,000
GREENSAIF PIP 6.129% 2/38 144A0.011,105,000
GEO GRP INC/THE 10.25% 4/15/310.011,113,000
GEO GRP INC/THE 8.625% 4/15/290.011,391,000
GGAM FINANCE 7.75% 5/26 144A0.011,021,000
GGAM FINANCE LT 8% 2/27 144A0.011,370,000
GGAM FINANCE LT 8% 6/28 144A0.012,154,000
FHLG 30YR 1.5% 03/51#SD81330.011,236,422
FHLG 30YR 1.5% 01/51#SD81200.012,724,276
FHLG 30YR 1.5% 02/51#SD81270.012,766,502
FHLG 30YR 2% 02/52#RA68230.011,609,113
FHLG 30YR 2% 02/52#RA68240.011,574,431
FHLG 30YR 2% 03/51#QB99610.01961,210
FHLG 30YR 2% 04/52#RA71420.011,041,734
FHLG 30YR 2% 11/51#RA62390.011,177,733
FHLG 30YR 2% 11/51#RA63340.011,171,631
FHLG 30YR 3% 01/52#QD42750.012,347,690
FHLG 30YR 3% 03/52#RA69260.011,196,046
FHLG 30YR 3% 12/50#SD81150.01957,740
FNR 2021-95 2.5% 09/480.011,001,419
FHLG 30YR 2.5% 09/51#QC70860.011,548,817
FHLG 30YR 2.5% 04/47#SD09780.011,104,400
FHLG 30YR 2.5% 04/52#SD75540.01987,949
FHLG 30YR 2.5% 01/52#RA66200.011,131,058
FHLM 30YR 6% 06/53#RA92760.011,060,861
FHLM 30YR 6% 06/53#RA92770.01902,062
FHLM 30YR 6% 06/53#RA92780.011,091,314
FHLM 30YR 5% 08/53#RA96150.011,035,261
FHLG 30YR 6.5% 09/53#QH02770.01861,063
FHLG 30YR 6.5% 09/53#QH03000.01836,018
FHLG 30YR 6% 11/53#RJ01890.01834,128
FHLG 30YR 6% 09/54#SD75740.01993,924
FHLG 30YR 6% 03/53#SD25180.01856,400
FHLG 30YR 5.5% 05/53#SD28910.011,090,485
FHLG 30YR 5%11/52#SD18630.011,149,764
FHLG 30YR 5% 12/52#SD19240.01824,036
FHLG 30YR 3.5% 02/43#ZS36840.012,232,924
FHLG 30YR 3.5% 03/52#RA69870.011,165,261
FHLG 30YR 3.5% 09/42#ZL37740.011,514,795
FHLG 30YR 3.5% 07/42#ZA12280.011,145,324
FHLG 30YR 3.5% 07/47#ZA49260.011,221,536
FHLG 30YR 3.5% 08/47#ZA49420.011,857,535
FHLG 30YR 4.5% 07/49#RA11710.011,018,651
FNR 2010-47 JB 5% 05/300.011,669,786
FNMA 30YR 6.5% 11/53#CB75200.012,081,333
FNMA 30YR 6.5% 03/54#CB81130.011,013,878
FNMA 30YR 6.5% 06/54#CB87290.012,050,052
UMBS 15YR 2% 11/39 #TBA0.011,050,000
FNMA 30YR 6% 12/52#MA48760.011,470,639
FNR 2020-51 BA 2% 06/460.011,467,120
FNR 2020-56 AH 2% 05/450.011,648,847
FNR 2020-67 KZ 3.25% 09/400.011,100,742
FNR 2017-37 AB 2.55% 09/460.012,315,759
FNR 2020-45 JC 1.5% 07/400.012,302,301
FNR 2022-30 E 4.5% 07/480.01798,988
FNR 2022-5 DA 2.25% 11/470.011,619,820
FNR 2022-69 AB 4.5% 01/440.011,422,011
FNR 2022-25 AB 4% 09/470.011,274,621
FNR 2022-28 A 2.5% 02/520.011,195,041
FNR 2022-3 D 2% 02/480.011,538,549
FHLG 20YR 2% 07/41#SC01620.012,125,749
FHLG 20YR 2% 10/41#RB51310.011,117,295
FHLG 20YR 2.5% 05/41#SC02370.011,329,914
FHLG 15YR 3% 05/35#SB08360.011,949,514
FHLG 20YR 1.5% 04/41#QK07050.011,908,794
FHLG 15YR 2% 06/35#QN24430.012,503,536
FHLG 15YR 2% 08/36#RC21950.012,212,734
FNR 2022-7 E 2.5% 11/470.011,477,457
FHLG 15YR 1.5% 10/35#SB80680.011,005,779
FHLG 15YR 1.5% 12/35#SB80780.011,861,248
FNR 2023-13 CK 1.5% 11/500.012,284,475
FNR 21-95 BA 2.5% 06/490.011,538,833
FNR 76 FC SOFR30A+61.448 12/490.011,591,267
FOCUS FINANCIA TM B8 1LN 09/310.011,900,844
FORDF 23-1 A1 4.92% 05/28 144A0.011,500,000
SHIFT4 PAY LLC 6.75% 8/32 144A0.011,546,000
FHLG 15YR 1.5% 01/36#SB80830.01928,003
FHLG 15YR 1.5% 02/36#RC17560.012,053,382
FHLG 15YR 1.5% 05/36#QN63870.012,462,988
CREATIVE PLAN TM B 1LN 05/310.01830,000
CATALENT PHARM 3.5% 4/30 144A0.01842,000
CTR PARTN 3.875% 06/30/28 144A0.01914,000
REWORLD HLDG 4.875% 12/29 144A0.011,006,000
CENOVUS ENERGY 2.65% 01/15/320.012,134,000
ALTICE USA TERM B6 1LN 01/280.011,220,150
C AND S GRP ENT 5% 12/28 144A0.011,387,000
1-800 CONTACTS TM B 1LN 10/270.01935,299
CHENIERE ENERG 5.75% 8/34 144A0.011,416,000
CHAMPIONS 8.75% 2/15/29 144A0.011,742,000
CSAIL 16-C7 ASB 3.3143% 11/490.011,024,657
CSAIL 17-CX10 ASB 3.3269% 08/20.01951,091
CSAIL 18-CX12 A3 3.9585% 08/510.011,203,531
CSC HLDGS LL 4.625% 12/30 144A0.012,600,000
CSC HLDGS LLC 3.375% 2/31 144A0.011,815,000
CSC HLDGS LLC 5.375% 2/28 144A0.011,430,000
CRESCENT 7.625% 4/1/32 144A0.011,109,000
COMSTOCK 5.875% 01/15/30 144A0.011,995,000
COMSTOCK R 6.75% 03/01/29 144A0.01990,000
CHARLES RIVER 3.75% 3/29 144A0.01936,000
CHARLES RIVER 4% 3/15/31 144A0.011,192,000
CPI PROP GRP SA 1.5% 1/31 RGS0.011,300,000
CPI PROP GRP SA 6% 1/27/32 RGS0.011,100,000
CONVERGINT TM B 1LN 03/31/20280.011,079,126
CHG HEALTHCARE TERM 1LN 09/280.01766,177
CABLE ONDA SA 4.5% 1/30 144A0.01965,000
COLUMBIA 6.544% 11/15/53 144A0.01762,000
CONNECTWISE TERM B 1LN 9/30/280.011,771,926
COMPASS GROUP 3.25% 9/33 RGS0.01800,000
CONSLIDATED ENR 12% 2/31 144A0.011,650,000
CONSOLIDATED EN TM B 1LN 11/300.011,309,420
DARLING INGREDI 6% 6/30 144A0.011,012,000
DARKTRACE TERM 1LN 10/09/310.011,740,000
STANDARDAERO TERM B1 1LN 10/310.01796,889
C&W SR FIN DA 6.875% 9/27 144A0.011,920,000
CAESARS ENT TM B1 1LN 02/06/310.011,830,800
GERMANY GOVT 3.25% 7/4/42 RGS0.011,800,000
DEUT 6.125%/VAR 12/12/30 RGS0.011,200,000
DBJPM 2017-C6 ASB 3.121% 06/500.011,972,847
COREBRIDGE FINA 3.65% 04/05/270.011,926,000
CVS HEALTH CORP 4.78% 03/25/380.011,315,000
CARVANA CO PIK VAR 12/28 144A0.011,232,144
CARVANA CO PIK VAR 6/1/31 144A0.011,128,157
CENOVUS ENERGY 5.25% 06/15/370.011,285,000
CVR ENERGY INC 5.75% 2/28 144A0.011,407,000
CVR ENERGY INC 8.5% 1/29 144A0.011,624,000
CABLEVS LHT 5.625% 9/28 144A0.01871,000
CARVANA CO 5.625% 10/1/25 144A0.011,370,000
CHS/CMNTY 6.875% 04/15/29 144A0.012,390,000
CAESARS ENT 6% 10/15/32 144A0.011,135,000
CAESARS ENT 6.5% 02/15/32 144A0.011,471,000
CAESARS ENT 7% 02/15/30 144A0.011,148,000
CABLE & WIRELE TM B6 1LN 10/290.012,000,000
CVS HEALTH CORP 5.55% 06/01/310.012,000,000
CLEARWY ENRG 3.75% 2/31 144A0.011,526,000
CLEARWY ENRG 4.75% 3/28 144A0.011,165,000
CUSHMAN & WAKE TM B 1LN 01/300.011,457,070
DELEK LOG 8.625% 3/15/29 144A0.011,460,000
DNKN 2019-1A A23 4.352% 05/490.011,518,100
DISH DBS CORP 5.875% 11/15/240.011,535,000
DISH NETW 11.75% 11/15/27 144A0.011,240,000
DISH NETWORK CO CV 3.375% 8/260.012,486,000
DISCOVER BK 4.682%/VAR 8/9/280.011,750,000
DCP MIDSTREAM 5.125% 05/15/290.011,190,000
DK 24-SPBX E TSFR1M+400 03/340.012,250,000
DLLAD 23-1A A3 4.79% 01/280.011,700,000
DOMINICAN REP 4.875% 9/32 144A0.011,621,000
DPABS 17-1A A23 4.118% 07/470.011,582,020
DP WORLD SALA 6%/VAR PERP RGS0.011,000,000
DUQUESNE 2.775% 01/07/32 144A0.01998,000
SINCLAIR BROADCAS TM 1LN 05/260.011,280,000
DSV PANALPINA 3.25% 11/30 RGS0.01850,000
DT MIDSTREAM 4.125% 6/29 144A0.011,030,000
DTP 2023-STE2 A CSTR 01/410.011,071,000
DAVITA INC 6.875% 9/1/32 144A0.011,463,000
DAVITA TERM B1 1LN 05/09/310.01950,000
DTP 2023-STE2 D CSTR 01/410.011,825,000
DTRT 2023-1 A2 6.03% 09/250.011,382,094
EM OF DUBAI GOV 3.9% 9/50 RGS0.011,445,000
EDF 4.75% 10/12/34 RGS0.01800,000
ELANCO ANML HLTH TM B 1LN 8/270.011,806,171
ELDORADO NEW 6.25% 9/1/29 144A0.011,321,000
ENDO TM B-EXIT 1LN 04/23/310.01840,000
ENERGIE BAD EUSA5+NA 8/81 RGS0.011,600,000
ENFRAGEN 5.375% 12/30/30 144A0.011,902,000
ENERGEAN PLC 6.5% 4/30/27 144A0.011,290,000
ENERGEAN I 4.875% 03/30/26 RGS0.011,359,000
ENGIE 4.25% 09/06/34 RGS0.011,300,000
ENTEGRIS INC 3.625% 5/29 144A0.012,325,000
ENTEGRIS INC 4.75% 4/29 144A0.011,917,000
ENTEGRIS INC 5.95% 6/30 144A0.01853,000
ENTAIN TERM B 1LN 10/31/20290.011,414,088
EFF 2024-3 A3 4.98% 08/28 144A0.012,000,000
EMERGENT BIOS 3.875% 8/28 144A0.012,438,000
ECO MATER 7.875% 01/31/27 144A0.011,838,000
ECOPETROL SA 8.875% 01/13/330.011,030,000
ENCORE CAP GRP 8.5% 5/30 144A0.011,240,000
ENCORE CAP GRP 9.25% 4/29 144A0.011,503,000
ELP 21-ELP TSFR1M+123 02 11/360.012,034,632
ELP 21-ELP TSFR1M+373 49 11/360.011,997,675
EGYPT GOVT 7.5% 02/16/61 144A0.011,140,000
EGYPT GOVT 7.6003% 3/1/29 144A0.01810,000
EIG PEARL HLD 3.545% 8/36 144A0.011,443,000
ECHO GLOBAL LGSTC TM 1LN 11/280.011,106,094
EDISON INTL 5.75% 06/15/270.011,616,000
BX 2020-VIVA D CSTR 03/44 144A0.011,755,000
BX 2021-LBA TSFR1M+171.4 15/360.011,250,000
BX 2021-VOLT TSFR1M+251 09/360.011,424,000
BX 2021-VOLT TSFR1M+296 09/230.011,500,207
BX 2019-IMC B TSFR1M+141 04/340.011,917,000
BX 19-OC1 4.075457% 12/41 144A0.012,310,000
BWX TECH INC 4.125% 4/29 144A0.011,203,000
BWX TECH INC 4.125% 6/28 144A0.011,175,000
MAUSER PACK 7.875% 04/270.01915,000
BX 21-MFM1 A TSFR1M+81 01/340.011,775,826
BX 21-LBA A TSFR1M+91.45 02/360.011,400,000
BX 21-LBA DV TSFR1M+171.4 2/360.01988,512
BX 21-LBA EJV TSFR1M+211 2/280.011,000,000
BX 2024-CNYN B VAR 04/29 144A0.011,568,672
BX 20-VKNG TSFR1M+336.4 10/370.011,631,000
BX 21-ACNT TSFR1M+341 3 11/260.01871,250
BX CNYN C TSFR1M+194.12 04/290.011,302,611
BX FNX E TSFR1M+393.874 11/260.011,064,000
BX LP2 F TSFR1M+325.78 02/390.011,019,449
BX TR 22-VAMF TSFR1M+330 01/390.011,400,000
BX VLT4-E TSFR1M+288.94 07/290.011,100,000
BX 24-XL4 B TSFR1M+194.1 02/390.011,151,831
BX 24-MDHS E TSFR1M+368.8 5/410.01945,956
BX 24-MF D TSFR1M+268.98 02/390.01885,455
BX 24-MF E TSFR1M+373.83 02/390.01885,455
BX 22-IND B TSFR1M+184.8 4/240.01866,344
BX 21-PAC TSFR1M+141 21 10/360.011,147,000
BX 21-SOAR G 2.9% 06/230.01875,262
BX 21-VOLT D TSFR1M 09/360.011,201,068
BX 22-LP2 B TSFR1M+126.27 2/390.01961,303
BX 22-LP2 C SR1M+156.27 02/390.011,394,003
BX 23-VLT3 C TSFR1M+343.8 11/20.011,000,000
BX 22-LBA6 E TSFR1M+270 01/390.011,500,000
BX 23-XL3 D TSFR1M+358.8 12/400.011,936,478
BX 24-CNYN E TSFR1M+368.8 4/290.011,978,148
CED 19-10A TSFR3M+136 10/20/320.011,192,000
CELANESE US LLC 6.7% 11/15/330.011,460,000
CELANESE US LLC 6.35% 11/15/280.012,137,000
CARNIVAL CORP 6% 05/01/29 144A0.011,412,000
CARNIVAL CORP 7.625% 3/26 144A0.012,146,000
COGENT GRP/FIN 7% 6/15/27 144A0.011,756,000
CD 2017-CD4 ASB 3.317% 05/500.011,120,426
CAST & CREW TM B INC 1LN 12/280.01920,267
AVIS BUDGET TERM B 1LN 8/06/270.01994,778
CBRE SVCS INC 2.5% 04/01/310.011,155,000
CHEMOURS CO 4.625% 11/29 144A0.01968,000
CHEMOURS CO 5.375% 05/15/270.011,877,000
CHEMOURS CO 5.75% 11/28 144A0.011,730,000
CHEMOURS TM B2 1LN 8/10/280.01866,839
CLARIVATE TERM B 1LN 01/31/310.011,628,292
CARNIVAL CORP 10.5% 6/30 144A0.012,048,000
CARNIVAL TERM B 1LN 10/18/20280.011,844,731
CLEAR CHANNEL 5.125% 8/27 144A0.011,410,000
CLEAR CHANNEL 7.5% 6/1/29 144A0.01938,000
CLEAR CHANNEL 7.875% 4/30 144A0.011,777,000
WAND NEWCO 7.625% 1/30/32 144A0.011,723,000
CANADA GOVT 2.75% 06/01/330.013,000,000
MYEYEDR TERM B 1LN 04/07/310.01990,936
CARMX 2023-4 A3 6% 07/280.012,114,000
BOSTON PPTY LTD 6.75% 12/01/270.011,463,000
BEAZER HOMES US 7.5% 3/31 144A0.011,329,000
COMMSCOPE INC 4.75% 9/29 144A0.01955,000
COMMSCOPE INC 6% 03/01/26 144A0.011,197,000
COMM 2015-CR24 A5 3.696% 08/550.011,090,000
COMM 2015-DC1 A4 3.078% 02/480.01891,357
COMM 2015-DC1 B VAR 02/480.01875,000
CAPITAL ON 2.636%/VAR 03/03/260.011,228,000
COLOMBIA GOVT 8% 11/14/350.011,890,000
USI TERM B 1LN 09/27/300.011,460,287
COMM 15-CR27 ASB 3.404% 10/480.01868,017
COMM 15-LC19 C MTG CSTR 02/480.01818,000
COMM 15-LC21 ASB 3.421% 07/480.01771,579
COHERENT CORP 5% 12/15/29 144A0.011,415,000
COHERENT TM B 1LN 07/02/290.011,117,758
COINBASE GBL 3.625% 10/31 144A0.01990,000
YAHOO MEDIA TERM B2 1LN 09/270.011,745,000
COLOMBIA GOVT 5% 06/15/450.011,850,000
CANADA NATURAL 5.85% 02/01/350.011,246,000
CANADA NATURAL 6.25% 03/15/380.01800,000
CANACOL E 5.75% 11/24/28 144A0.011,790,000
CONAIR TERM B 1LN 5/17/280.012,479,860
CENTENE CORP 4.25% 12/15/270.011,421,000
CNX RESOURCES 7.25% 3/32 144A0.011,782,000
CAPITAL ON 4.985%/VAR 07/24/260.011,758,000
CNX MIDSTREAM 4.75% 4/30 144A0.01935,000
MAJORDRIV 6.375% 06/01/29 144A0.011,042,000
COMMERCIAL META 4.375% 3/15/320.011,532,000
CENTENE CORP 2.625% 08/01/310.011,163,000
INVESTMENT 6.25% 04/26/29 144A0.01800,000
CIMPRESS PLC 7.375% 9/32 144A0.011,437,000
CMXS 2024-A A2A 5.78% 09/270.011,252,000
CMXS 2024-A A3 5.4% 11/280.01996,000
COMMERZBK 8.625%/VAR 2/33 RGS0.01700,000
CGCMT 2016-P4 B 3.377% 07/490.011,000,000
CGCMT 2018-B2 A4 4.009% 03/510.011,100,000
CFMT 24-HB15 A VAR 08/340.011,740,321
CGCMT 19-GC41 AAB 2.7198% 8/560.011,880,114
CEDF 22-15A A TSFR3M+132 04/350.011,985,000
CEMEX SAB DE T5Y+NA PERP 144A0.011,180,000
CEMEX SAB DE T5Y+NA PERP 144A0.01758,000
CFCRE 2017-C8 A3 3.3048% 06/500.012,041,770
CFII 23-2A A1 6.16% 10/35 144A0.011,023,799
CGCMT 20-420K E CSTR 11/42144A0.011,025,000
CGCMT 20-GC46 AAB 2.614% 02/530.011,100,000
CGCMT 23-PRM3 C 6.35973% 07/280.011,012,000
CHARTER NEXT TM B 1LN 12/01/270.01761,298
CHILE GOVT 2.45% 01/31/310.011,510,000
CITGO PET 6.375% 06/15/26 144A0.011,046,000
CITGO PETE 8.375% 1/15/29 144A0.011,565,000
CITGO PETE CORP 7% 6/25 144A0.011,179,000
CIGNA GROUP 4.8% 08/15/380.012,231,000
CITADEL TM B 1LN 07/29/300.012,201,516
CITZN 24-2 A3 5.33% 08/28 144A0.011,700,000
CLAST 19-1A A 3.967% 04/39 1440.01869,839
CLEVELAND-CL 6.875% 11/29 144A0.01816,000
CLEVELAND-CLI 7.375% 5/33 144A0.01817,000
LEIGHTON FIN US 1.5% 5/29 RGS0.011,095,000
CORELOGIC INC 4.5% 5/1/28 144A0.012,384,000
CCO HLDGS/CAP 5% 02/01/28 144A0.011,000,000
CCO HLDGS/CAP 4.25% 1/34 144A0.011,190,000
CCO HLDGS/CAP 4.5% 05/01/320.012,225,000
CCO HLDGS/CAP 4.5% 6/1/33 144A0.012,524,000
CHARTER COM/CAP 5.75% 04/01/480.011,936,000
ADT SECUR 4.125% 08/01/29 144A0.011,190,000
ADV SALES & MR 6.5% 11/28 144A0.012,215,000
ADVANTAGE SALES TM B 1LN 10/270.01837,616
ADMIRAL GROUP 8.5% 1/6/34 RGS0.01975,000
AERCAP IRELAND 2.45% 10/29/260.01954,000
AERCAP IRELAND 3% 10/29/280.011,169,000
AES CORP 3.3% 07/15/25 144A0.011,621,000
SPA HOLDINGS 4.875% 2/28 144A0.011,185,000
AIB GRP PL 5.25%/VAR 10/31 RGS0.011,460,000
AETHON UNITED 7.5% 10/29 144A0.011,868,000
AFFRM 24-A 1A 5.61% 02/29 144A0.011,400,000
AFFRM 24-X1 A 6.27% 05/29 144A0.011,300,651
A-GAS TERM B 1LN 12/14/290.01917,100
AIG INTL 3.4% 06/30/300.012,180,000
ALLIANT HLDG/ 6.75% 10/27 144A0.011,988,000
AIR LEASE CORP 3.375% 07/01/250.011,164,000
AIR LEASE CORP 4.125%/VAR PERP0.01965,000
ALLY FINL INC 4.7%/VAR PERP0.011,410,000
ALLEG 22-1A A TSFR3M+150 07/350.011,450,000
ALI GROUP TERM B 1LN 07/22/290.01793,924
ALLEG 2021-1A TSFR3M+140 07/340.011,078,000
ALPHA GENERAT 6.75% 10/32 144A0.01840,000
ALPHA GENERATION TM B 1LN 9/310.01850,000
ALTICE FINANCIN TM B 1LN 10/270.01845,606
ALLY FINL INC 5.8% 05/01/250.01832,000
VERRA MOBILITY TM B2 1LN 03/280.01782,101
AMERICAN TRAILER TM B 1LN 3/280.01988,015
AMGEN INC 5.75% 03/02/630.011,297,000
ANGOLA REP 8.25% 05/09/28 144A0.01935,000
AMWINS TERM B 1LN 02/19/280.011,048,745
ALL-STAR BID TERM B1 1LN 11/280.011,138,643
AMGEN INC 5.6% 03/02/430.011,432,000
AMENTUM HLD 7.25% 8/1/32 144A0.01755,000
ARDAGH METAL PA 4% 9/1/29 144A0.011,303,000
ARDAGH METAL PA 6% 6/27 144A0.011,383,000
AMPRION GMBH 3.125% 8/30 RGS0.01800,000
ARIFL 24-B A2 5.54% 04/33 144A0.011,713,000
GCM MININ 6.875% 08/09/26 144A0.01920,000
ARES 21-59 TSFR3M+129 4/34144A0.011,292,000
ARES 55A A1R2 TSFR3M+137 10/370.01991,000
ARES 58A AR SOFR90A+133 01/350.012,223,000
ARES CAP CORP 3.875% 01/15/260.012,302,000
APH/APH2/APH 7.875% 11/29 144A0.011,980,000
SAUDI ARABN OI 4.25% 4/39 144A0.011,165,000
ANTOFAGASTA 2.375% 10/30 144A0.011,296,000
API GROUP DE TERM B 1LN 1/3/290.011,110,430
ARCHROCK PRTN 6.625% 9/32 144A0.011,490,000
APPLOVIN TERM B 1LN 8/19/300.011,243,279
APPLIED SYSTEMS TM B 1LN 02/310.01864,309
SAUDI ARABN 2.25% 11/30 144A0.012,445,000
GSCM SWAP PAY 3.386 08/18/20250.0129,200,000
GSCM SWAP PAY 3.455 08/29/20290.0127,200,000
CITI SWAP PAY 3.80 10/30/290.0143,200,000
CITI SWAP REC 3.75 10/31/290.0134,900,000
CITI SWAP REC 3.80 10/30/290.0143,200,000
LCH OIS SOFR3.75% MAC 12/18/260.01-66,438,000
WOLFSPEED PIK 9.875% 6/30 144A0.011,255,000
AMERICAN AIR/AA 5.5% 4/26 144A0.011,397,000
AMERICAN AIRLIN TM B 1LN 06/290.01845,000
ATLAS AIR TERM B 1LN 03/17/300.01766,226
AASET 21-1A A 2.95% 11/41 144A0.01844,832
AASET 21-2A 2.798% 01/47 144A0.011,989,006
AMER AIR 7.25% 02/15/28 144A0.01878,000
ABN AMRO BANK 3.875% 1/32 RGS0.011,100,000
AIR CANADA 3.875% 8/15/26 144A0.011,213,000
OPTIV TERM B 1LN 07/31/260.012,455,250
ALBERTSONS CO 4.875% 2/30 144A0.011,939,000
CABINETWORKS TERM B 1LN 5/280.011,777,277
EMIRATE OF AB 3.125% 9/49 144A0.011,145,000
EMIRATE OF AB 3.875% 4/50 144A0.011,169,000
EMIRATE OF ABU 3% 9/15/51 144A0.011,240,000
ADAPTHEAL 5.125% 03/01/30 144A0.011,572,000
GALAXY PIPELI 2.625% 3/36 144A0.011,340,000
BOAM SWAP REC 4.05 04/23/290.0130,300,000
BOAM SWAP PAY 4.05% 04/23/290.0130,300,000
CITI SWAP PAY 3.75 10/31/290.0134,900,000
GSCM SWAP REC 3.455 08/29/20290.0127,200,000
LCH OIS SOFR3.75% MAC 12/18/290.01-33,728,000
LCH OIS SOFR3.75% MAC 12/18/310.01-24,022,000
LCH OIS SOFR3.75% MAC 12/18/440.01-23,446,000
BEACON ROOFING 6.5% 8/30 144A0.011,001,000
BELRON TERM B 1LN 10/01/20310.011,915,000
BELRON UK 5.75% 10/15/29 144A0.011,165,000
1011778 BC ULC 4% 10/30 144A0.011,855,000
RESTAURANT TM B6 1LN 09/23/300.012,196,399
BETHP 21-1A A TSFR3M+139 10/360.011,493,000
BERMUDA GOVT 2.375% 8/30 144A0.011,025,000
SOTHEBYS 7.375% 10/15/27 144A0.011,031,000
BINOM 22-RPL1 A1 2.9359% 02/610.01977,459
BERKELEY GROUP 2.5% 8/31 RGS0.011,755,000
BANK IRE GR 5.601/VR 3/30 144A0.011,050,000
BATH & BODY 6.625% 10/30 144A0.011,000,000
BOMBARDIER INC 7.25% 7/31 144A0.011,161,000
1375209 BC LTD 9% 1/30/28 144A0.011,213,000
BLACKSTONE 4.875% 04/14/26 RGS0.01905,000
1011778 6.125% 6/15/29 144A0.011,280,000
1011778 BC UL 3.875% 1/28 144A0.011,005,000
BAYER US FIN 4.25% 12/25 144A0.011,700,000
BAYER US FIN 6.375% 11/30 144A0.011,295,000
BAYER US FIN 6.5% 11/33 144A0.011,460,000
BBCMS 23-23-C22 7.12613% 11/560.01784,000
BBCMS 24-5C27 C VAR 07/57 144A0.01750,000
BOMBARDIER 8.75% 11/15/30 144A0.011,175,000
BBIRD 21-1A A 2.734% 07/460.011,769,293
BBVA 6.1%/VAR 03/13/350.011,200,000
BPR 22-OA B TSFR1M+229.66 4/240.011,165,000
BRAZIL GOVT 7.125% 01/20/370.01900,000
BRIXMOR OPR PRT 4.125% 5/15/290.012,196,000
BRIXMOR OPR PRT 4.125% 6/15/260.01833,000
BERKSHIRE ENGY 4.05% 04/15/250.012,281,000
BROADSTREET TRM B4 1LN 6/14/310.011,278,286
ROCKPOINT GAS SRG TM 1LN 09/310.01980,000
BRASKEM NETHERL 8.5% 1/31 144A0.01759,000
BRAVO 23-RPL1 A1 5% 05/630.012,087,429
BLACKSTONE PROP 1% 5/4/28 RGS0.012,095,000
BNPSA 2.5%/VAR 03/31/32 RGS0.011,800,000
BMARK 19-B9 AAB 3.9325% 03/520.01837,502
TOPBUILD CORP 4.125% 2/32 144A0.01892,000
BUILDERS FIRST 4.25% 2/32 144A0.011,397,000
CQP HOLDCO LP/B 7.5% 12/15/330.011,500,000
CQP HOLDCO TM B 1LN 12/31/300.012,218,381
BMARK 20-B18 4.534% 07/53 144A0.011,000,000
BMP 24-MF23 C TSFR1M+194.113 00.011,569,000
BMP 24-MF23 TSFR1M+174.1 6/410.012,218,000
BNPSA 2.159%/VAR 09/15/29 144A0.011,350,000
BOMBARDIER REC TM B3 1LN 12/290.01806,139
AVANTOR FDG 3.875% 11/29 144A0.01828,000
ANGLIAN WTR 6.293% 7/30/30 RGS0.01625,000
ANGLIAN WTR SVC 6.25% 9/44 RGS0.01650,000
AXIAN TELECOM 7.375% 2/27 144A0.011,257,000
BROADCOM INC 3.5% 2/15/41 144A0.012,339,000
AVOLON 5.75% 11/15/29 144A0.012,000,000
BAAT 24-1A A3 5.35% 11/280.011,390,000
AIRCASTLE 5.25%/VAR PERP 144A0.011,271,000
BOEING CO 5.805% 05/01/500.012,175,000
AZORRA FINANCE 7.75% 4/30 144A0.011,597,000
AZORRA TERM B 1LN 10/18/20290.01935,000
CALIFORNI 6.375% 02/15/32 144A0.011,335,000
ASGN INC 4.625% 05/15/28 144A0.011,474,000
ASHTON WO 4.625% 04/01/30 144A0.011,276,000
ASSETMARK FINANCI TM 1LN 09/310.011,130,000
ASSUREDPARTNE 5.625% 1/29 144A0.01860,000
ASSUREDPARTNER 7.5% 2/32 144A0.011,358,000
ASSUREDPARTNER TM B5 1LN 02/310.012,122,100
ASTON MARTIN 10% 03/31/29 144A0.011,630,000
ARAMARK SVCS 5% 02/01/28 144A0.011,496,000
ANGUS CHEMICAL TM B 1LN 11/270.01982,278
KOBE US MID PIK VAR 11/26 144A0.011,506,100
AMER SPORTS CO 6.75% 2/31 144A0.011,560,000
ASCEND LEARNING TM 2LN 12/290.012,130,000
ARGENTINA GOVT STEP 01/09/380.011,953,000
AROUNDTOW 3.375%/VAR PERP RGS0.011,100,000
ASURION TERM B9 1LN 07/31/270.012,196,383
ASURION TL B11 1LN 8/19/280.011,249,457
ATP LLC/ANDEAN 4.05% 4/26 144A0.011,150,000
CARGO AIRCRAFT 4.75% 2/28 144A0.011,998,000
AUTHENTIC BRAN TM B1 1LN 12/280.012,200,237
BAHAMAS GOVT 6% 11/21/28 144A0.01838,000
BALL CORP 6% 06/15/290.011,250,000
BARCLAYSPLC 5.335%/VAR 9/10/350.012,000,000
BACM 2016-UBS10 CSTR 06/490.011,200,000
BOA CORP 5.875%/VAR PERP0.011,235,000
BOEING CO 6.528% 05/01/34 144A0.011,716,000
BABSN 20-1A A TSFR3M+141 10/360.01987,000
BABSN 21-1A A TSFR3M+128 04/340.011,547,000
BAT CAP CORP 5.282% 04/02/500.011,336,000
BAT INTL FIN 4.125% 4/32 RGS0.011,200,000
BANK 17-BNK5 ASB 3.179% 06/600.011,544,320
BANK 2017-BNK5 A5 3.39% 06/600.011,700,000
BANK 19-BN19 ASB 3.071% 08/610.011,286,818
OLYMPUS WTR 4.25% 10/1/28 144A0.011,255,000
OLYMPUS WTR 7.25% 6/15/31 144A0.01987,000
OLYMPUS WTR 9.75% 11/28 144A0.011,695,000
SORT 21-1A A1 1.53% 03/61 144A0.011,974,428
SOUTHERN VETERI 1 TERM 10/310.011,880,000
SOVOS COMPLIANCE TM B 1LN 8/280.011,785,597
SREIT 21-MF TSFR1M+309 3 11/380.012,200,785
SPIRIT AER 9.75% 11/15/30 144A0.011,337,000
SREIT FLWR E TSFR1M+204.8 7/360.011,000,000
SOUTHERN GAS 6.875% 3/26 144A0.011,530,000
SIRIUS XM 3.875% 09/01/31 144A0.012,100,000
SIGMA HOLDCO 7.875% 5/26 144A0.011,288,000
SITIOS LATINO 5.375% 4/32 144A0.011,573,000
SM ENERGY CO 6.75% 8/1/29 144A0.01918,000
TANGER PPTYS LP 2.75% 09/01/310.011,012,000
TANGER PPTYS LP 3.125% 9/1/260.011,289,000
SOCGEN 6.691%/VAR 1/10/34 144A0.011,900,000
SMYRNA READY 8.875% 11/31 144A0.011,239,000
ALABAMA POWER 3.05% 03/15/320.011,713,000
SOUTHCO 4.85% 03/15/350.012,000,000
SYSCO CORP 5.95% 04/01/300.01948,000
SYMP 21-26A A TSFR3M+134 04/330.011,541,034
SUN CMNTYS OPER 2.7% 07/15/310.01956,000
SUPPLYONE TERM B 1LN 04/21/310.012,184,025
SURGERY CTR 7.25% 04/32 144A0.011,393,000
SURGERY PARTNERS TM 1LN 12/300.01778,969
SUN CMNTYS OPER 5.7% 01/15/330.01805,000
SUMMIT LLC/FIN 7.25% 1/31 144A0.01786,000
SUNOCO LP /CORP 4.5% 05/15/290.011,156,000
SWITCH 10.033% 6/25/54 144A0.01950,000
SYNCHRONY BANK 5.4% 08/22/250.011,668,000
SYNCHRONY BANK 5.625% 08/23/270.011,510,000
SYNCHRONY FINAN 3.95% 12/01/270.011,916,000
SYNCHRONY FINAN 5.15% 03/19/290.011,821,000
SUBCOM TERM B 1LN 01/30/20310.011,286,775
STWD 21-LIH TSFR1M+360 1 11/360.011,523,000
SEAGATE HDD CAY 5.75% 12/01/340.011,018,000
STARWOOD PPTY 7.25% 4/29 144A0.011,475,000
INEOS QUATTRO 9.625% 3/29 144A0.011,011,000
SUNSOURCE TERM 1LN 03/25/310.01999,975
ALTICE FRANCE 5.125% 1/29 144A0.011,375,000
ZELIS TERM B 1LN 09/28/290.01830,825
SCOTTISH HYD 3.375% 9/4/32 RGS0.01800,000
SS&C TECHNOL TERM B8 1LN 05/310.011,529,352
SENSATA TECH 4% 04/15/29 144A0.011,760,000
MILLICOM INTL 4.5% 4/31 144A0.012,229,000
PANTHER 7.125% 6/1/31 144A0.011,814,000
TKC HOLDINGS 10.5% 5/29 144A0.011,612,000
TKC HOLDINGS 6.875% 5/28 144A0.011,015,000
TLOT 23-A A3 4.93% 04/26 144A0.011,410,148
TULLOW OI 10.25% 05/15/26 144A0.011,786,000
TELEFLEX INC 4.25% 6/1/28 144A0.01826,000
TENET HEALTH 4.375% 01/15/300.011,354,000
TRANSDIGM INC 1 TERM I 08/280.01838,054
TENET HEALTH 6.125% 06/15/300.011,731,000
TEACHERS INS&AN 4.9% 9/44 144A0.011,852,000
CITRIX TERM B 1LN 03/24/310.012,000,000
PRIMIENT TM B 1LN 04/290.011,003,495
TALOS PROD 9.375% 2/1/31 144A0.011,438,000
TRANSDIGM TERM K 1LN 03/22/300.011,667,820
TRANSDIGM TERM L 1LN 01/20/320.01820,000
TENCATE TM B 1LN 02/21/310.01765,000
TALLGRASS LP/CP 5.5% 1/28 144A0.011,042,000
TEVA PH FIN NV 3.15% 10/01/260.012,058,000
TEVA PH FIN NV 7.875% 09/15/290.01756,000
TRUIST INSURANCE TM 2LN 05/320.011,315,000
COX MEDIA TM B 1LN INCR 12/260.012,433,268
TESLA 2024 5.37% 6/22/26 144A0.011,035,304
TESLA 23-A A3 5.89% 06/26 144A0.011,743,000
TESLA 23-B A2 6.02% 09/25 144A0.011,422,931
USTN 3.75% 05/31/300.011,283,000
USTB 4.5% 02/15/440.01990,000
USTN 3.75% 12/31/300.011,700,000
USTN 4.25% 06/30/310.011,400,000
USTN 4.375% 11/30/280.011,300,000
PF CHANGS TERM B 1LN 03/01/260.01994,737
PERFORMANCE 6.125% 9/32 144A0.011,750,000
PERFORMANCE FO 5.5% 10/27 144A0.011,099,000
PIKE CORP 5.5% 09/01/28 144A0.011,418,000
PIKE CORP 8.625% 01/31/31 144A0.012,062,000
PARK INTERMEDIA 7% 2/1/30 144A0.011,208,000
PKAIR 5.842% 9/39 144A0.011,391,658
PARKLAND CORP 4.625% 5/30 144A0.012,183,000
PARKLAND CORP 6.625% 8/32 144A0.011,024,000
PAKISTAN GOVT 7.375% 4/31 144A0.011,049,000
PL 19-1A A2 3.858% 12/49 144A0.012,249,805
PLNT 22-1A A2I 3.251% 12/50.011,650,675
PLNT 22-1A A2II 4.008% 12/510.011,147,575
PMHC II INC 9% 02/15/30 144A0.011,389,000
PRPM 24-RCF4 A1 VAR 07/540.01830,840
ARTERA SERVICES TM 1LN 02/310.011,271,550
PRIME HEALTHC 9.375% 9/290.011,144,000
POST HLDGS IN 4.625% 4/30 144A0.01871,000
POST HLDGS INC 5.5% 12/29 144A0.011,455,000
POST HLDGS INC 6.25% 2/32 144A0.011,130,000
INSULET TM B 1LN 08/01/310.012,114,536
POWER STOP TM 1LN 01/24/290.01809,936
PERMIAN RES 5.875% 7/1/29 144A0.012,071,000
PEMEX 4.5% 01/23/260.011,357,000
PCEPK 21-2021 TSFR3M+139 10/340.011,494,000
PG&E CORP 5% 07/01/280.011,246,000
PCI PHARMA TERM 1LN 11/30/20270.01951,023
PEMEX 6.5% 03/13/270.011,549,000
PEMEX 6.625% 06/15/350.012,300,000
PARAGUAY GOVT 2.739% 1/33 144A0.011,050,000
PLAINS ALL AME TSFR3M+411 PERP0.011,686,000
PACIFIC BELLS TM B 1LN 11/280.011,291,078
PBF HLD 7.875% 9/30 144A0.012,271,000
PHH ESCROW 9.875% 11/29 144A0.01890,000
ORACLE CORP 1.65% 03/25/260.011,381,000
ORACLE CORP 2.3% 03/25/280.012,182,000
OPEN TEX 3.875% 12/01/29 144A0.011,250,000
OPEN TEX 4.125% 12/01/31 144A0.011,732,000
OPEN TEXT HLD 4.125% 2/30 144A0.011,081,000
OUTFRONT MED 7.375% 2/31 144A0.011,260,000
OVINTIV INC 5.15% 11/15/410.011,386,000
OVINTIV INC 6.625% 08/15/370.011,341,000
OCCIDENTAL PETE 4.2% 03/15/480.012,146,000
OCCIDENTAL PETE 5.375% 1/1/320.012,000,000
OCCIDENTAL PETE 5.55% 03/15/260.011,088,000
PANAMA GOVT 2.252% 09/29/320.011,350,000
REALPAGE TERM B 1LN 04/22/280.011,826,587
COOPERATIEVE RA 4% 1/10/30 RGS0.01900,000
RADIOLOGY PA PIK VAR 1/29 144A0.011,431,954
PACTIV EVERGR TERM B4 1LN 9/280.011,620,898
QATAR ST 4.4% 04/16/50 144A0.011,130,000
QATAR ST 4.625% 06/02/46 144A0.011,935,000
QLIK TERM B 1LN 10/28/300.011,810,900
QATAR PET 1.375% 09/12/26 144A0.01953,000
QATAR PET 3.125% 07/12/41 144A0.011,090,000
QATAR PETR 2.25% 07/12/31 144A0.011,750,000
QATAR PETROLEUM 3.3% 7/51 144A0.011,601,000
PRUDENTIAL 2.95%/VAR 11/33 RGS0.01975,000
PAREXEL TERM B 1LN 11/15/20280.011,828,670
REWE INT FINA 4.875% 09/30 RGS0.011,000,000
LIFEPOINT HLTH 10% 6/1/32 144A0.01789,000
RIVIAN CONV 3.625% 10/300.011,535,000
RECKITT BENCK 3.875% 9/33 RGS0.01885,000
RENAISSANCE LEARN TM 1LN 04/300.011,039,855
CETERA TERM 1LN 08/09/20300.011,697,872
ROYAL CARIBB 6.25% 03/32 144A0.011,884,000
ROYAL CARIBBEAN 5.5% 8/26 144A0.011,600,000
ROYAL CARIBBEAN 6% 2/1/33 144A0.011,275,000
REDFIN CORP CV 0.5% 04/01/270.012,103,000
SAMHALLSBYGGNAD STEP 8/27 RGS0.011,465,000
STATION CASIN 6.625% 3/32 144A0.01840,000
SALLY HOLDINGS 6.75% 03/01/320.011,553,000
SEDGWICK TERM B 1LN 07/31/310.01832,144
SEALED AIR CORP 5% 4/29 144A0.011,222,000
ALTICE FRANCE 5.5% 1/28 144A0.012,690,000
AVENTIV TERM 1LN FLSO 07/31/250.011,012,618
SERVICE CO INTL 5.125% 6/1/290.011,004,000
SOUTHERN GAS NE 3.5% 10/30 RGS0.01825,000
SCHAEFFLER AG 4.75% 8/29 RGS0.011,200,000
FIESTA PU 7.875% 03/01/31 144A0.01847,000
RED ROCK RES TM B 1LN 03/310.011,338,275
ROCKIES EXPRES 4.95% 7/29 144A0.011,460,000
ROCKP 2021-1A A 04/340.011,839,000
ROMANIA GOVT 3% 02/14/31 144A0.01960,000
OPG 21-POR TSFR1M+251 10/15/360.01975,000
RWE FINAN 5.875% 04/16/34 144A0.011,731,000
RAILWORKS 8.25% 11/15/28 144A0.011,355,000
RAYONIER 7.625% 01/15/26 144A0.011,408,000
SAFEHOLD OPERAT 6.1% 04/01/340.011,062,000
SAMARCO MIN PIK VAR 6/31 144A0.012,220,472
JPMC CO 2.956%/VAR 05/13/310.012,101,000
JOHN LEWIS * 6.125% 01/21/250.011,515,000
JEFFERIES 6.625% 10/31 144A0.01850,000
JAPAN GOVT 0.005% 02/01/20250.01307,000,000
KAISER AL COR 4.625% 3/28 144A0.01985,000
JPMDB 2016-C4 A2 2.8822% 12/490.01848,419
NORDSTROM 4.375% 04/01/300.011,668,000
JACKSON FIN 3.125% 11/23/310.011,658,000
JACKSON FIN 5.17% 06/08/270.01818,000
JAZZ PHARMA TM B2 1LN 05/280.011,861,880
JAZZ SECU DAC 4.375% 1/29 144A0.011,394,000
JETBLUE 9.875% 09/20/31 144A0.01755,000
JANE ST 6.125% 11/01/32 144A0.011,361,000
JANE ST GR 4.5% 11/15/29 144A0.01838,000
JANE ST GR 7.125% 4/30/31 144A0.01780,000
JANE STREET TERM B 1LN 01/280.01815,356
GARTNER INC 4.5% 07/01/28 144A0.011,716,000
IVORY COAST 6.375% 3/3/28 144A0.011,100,000
ING GROEP 4.75%/VAR 05/34 RGS0.011,900,000
ING GROEP NV 4.5%/VAR 5/29 RGS0.011,300,000
INVCO 21-3A A TSFR3M+139 10/340.011,056,000
ION TRADIN 5.75% 05/15/28 144A0.01952,000
HILTON DO 3.625% 02/15/32 144A0.012,582,000
HIGHTOWER 9.125% 01/31/30 144A0.011,260,000
HIGHTOWER TERM B 1LN 04/21/280.011,098,906
HILT 2016-HHV E VAR 11/38 144A0.011,000,000
HILT 2016-HHV F CSTR 11/380.012,204,000
HILTON DOM 6.125% 4/1/32 144A0.011,003,000
NOVELIS CORP 3.875% 8/31 144A0.011,000,000
HORZN 19-1 A 3.721% 07/390.011,587,312
HSBC HOLD 4.856%/VAR 05/33 RGS0.01775,000
HEATHROW FDG 6% 03/05/32 RGS0.011,000,000
HUDSON AUTOMOTI 8% 5/32 144A0.01905,000
HUMANA INC 3.7% 03/23/290.01981,000
HOWARD ENERGY 8.875% 7/28 144A0.011,370,000
HPEFS 24-2 5.36% 10/20/31 144A0.011,500,000
HUDSON PAC LP 4.65% 04/01/290.011,962,000
INDONE ASA/MIN 5.45% 5/30 144A0.011,020,000
IMPERIAL DADE TM 1LN 12/25/280.011,196,341
INDONESIA GOV 5.125% 1/45 144A0.011,500,000
INTERNET BRANDS TM B 2LN 02/290.012,130,000
INDONESIA GOVT 7.75% 1/38 144A0.01769,000
INDONESIA GOVT 8.5% 10/35 144A0.011,303,000
IHS HLDG LTD 5.625% 11/26 144A0.011,005,000
ILIAD HLDG 8.5% 04/15/31 144A0.012,022,000
ACURIS FIN US/A 5% 5/1/28 144A0.011,340,000
ACURIS FIN US/A 9% 8/1/29 144A0.011,373,000
ICAHN LP/FN 6.25% 05/15/260.012,069,000
MACQUARIE 8.125% 03/30/29 144A0.011,318,000
MACQUARIE AIRF 6.4% 3/29 144A0.011,369,000
MC BRAZIL 7.25% 06/30/31 144A0.01935,795
MCDONALDS CORP 4.2% 04/01/500.011,792,000
MCAFEE CORP 7.375% 2/30 144A0.011,391,000
MAGNE 21-30A TSFR3M+139 10/340.012,070,000
MAGNE 23-36A A TSFR3M+180 4/360.011,513,000
MAGNE 30A AR TSFR3M+135 10/370.012,070,000
MAGNETI 19-21 TSFR3M+128 04/340.011,238,000
MAGNE 19-23A TSFR3M+139 01/350.011,275,000
LAMB WESTN 4.375% 1/31/32 144A0.011,970,000
MADISON I 5.875% 06/30/29 144A0.012,199,000
MADISON IAQ TERM B 1LN 06/280.011,712,845
LEVEL 3 FINL 10.5% 5/30 144A0.011,846,000
LOGICOR FINANCI 2% 1/17/34 RGS0.011,365,000
LIFE 22-BM TSFR1M+264.19 05/390.011,354,000
LIFE 22-BMR2 C TSFR1M+209 5/390.011,113,000
LIGHTNING 7.25% 08/15/32 144A0.011,403,000
LIGHTNING POWER TM B 1LN 08/310.011,245,000
LCPR SR SECD 5.125% 7/29 144A0.012,291,000
LCPR SR SECD 6.75% 10/27 144A0.012,290,000
ROYAL SCHIPHOL 3.375% 9/36 RGS0.01750,000
LIFE TIME FIT TM B 1LN 10/310.011,175,000
LUMEN TM B2 1LN SPR PRI 04/300.011,175,000
LOWES COS INC 4.25% 04/01/520.012,401,000
LIQUID TELECOMM 5.5% 9/26 144A0.012,395,000
KBC GROU 6.324%/VAR 09/34 144A0.011,675,000
KIK CONS TERM B 1LN 06/27/20310.01974,748
SAUDI ARABIA 3.45% 2/2/61 144A0.011,300,000
KOSMOS ENERGY 8.75% 10/31 144A0.011,550,000
KRONOS ACQU 8.25% 6/30/31 144A0.011,254,000
KNDR KIND D TSFR1M+241 08/380.01991,855
KINDERCARE TERM B 1LN 06/12/300.012,027,020
KINETIK HLDG 5.875% 6/30 144A0.011,149,000
KINETIK HLDG 6.625% 12/28 144A0.011,421,000
COCA-COLA CO 3.375% 03/25/270.011,134,000
LADDER CAP FIN 4.75% 6/29 144A0.011,091,000
KENNEDY-WILSON 4.75% 02/01/300.011,539,000
KSS 4.25% 07/17/250.01962,000
SAUDI ARABIA 4.5% 10/46 144A0.011,065,000
SAUDI ARABIA 4.5% 4/22/60 144A0.011,530,000
LBA 24-7IND D TSFR1M+264 10/410.01950,000
LBA 24-BOLT E TSFR1M+368 06/260.011,000,000
LEVI STRA & CO 3.5% 3/31 144A0.01950,000
LIFTOFF TERM B 1LN 09/30/20280.01971,519
LIFE 2021-BMR TSFR1M+81 03/360.011,200,805
OPEN AIR B TSFR1M+383.79 10/280.011,619,362
OPEN AIR E TSFR1M+942.94 10/230.01886,350
ON SEMICONDUC 3.875% 9/28 144A0.011,041,000
OMAN SULTANATE 6.75% 1/48 144A0.011,105,000
ONEMAIN FIN 3.875% 09/15/280.011,350,000
ONEMAIN FIN 4% 09/15/300.011,136,000
ONEMAIN FIN 7.125% 03/15/260.01868,000
ONEMAIN FIN 9% 01/15/290.011,897,000
OLIT 2024-HB2 A 5% 08/370.011,240,597
OLIN CORP 5% 02/01/300.011,995,000
OMAN SULTANAT 5.625% 1/28 144A0.011,598,000
OMEGA HEALTHCA 4.5% 04/01/270.011,899,000
ORGANON TERM B 1LN 05/17/20310.011,084,726
OIL & GAS HLD 7.5% 10/27 144A0.01900,000
OMEGA HEALTHCA 3.625% 10/01/290.012,144,000
OLDCASTLE BUILD TM B 1LN 04/290.011,930,287
OSCAR ACQUISITI 9.5% 4/30 144A0.011,709,000
GERMANY GOVT 2.5% 10/11/29 RGS0.011,015,000
OCP SA 3.75% 06/23/31 144A0.011,015,000
NEWELL BRANDS 6.625% 9/15/290.011,045,000
NUVEI TERM B1 1LN 07/19/310.011,670,000
NOVAE TERM 1LN 12/22/280.012,303,206
NATWE 2.105%/VAR 11/28/31 RGS0.011,185,000
NATWEST 4.771/VAR 02/16/29 RGS0.011,760,000
NXPT 24-STOR E 6.92673% 11/410.01905,000
NYMT 24-CP1 A1 3.75% 02/680.011,023,842
OMNIA PARTN TERM B 1LN 7/25/300.011,007,888
CLUBCORP TERM B 1LN 09/18/260.011,523,407
NAVIENT CORP 5.625% 08/01/330.011,172,000
NABORS IND 8.875% 8/15/31 144A0.01833,000
NCL CORP LTD 7.75% 2/29 144A0.011,362,000
NCMS 20-2PAC AMZ1 CSTR 01/250.012,266,000
NCR ATLEOS TM B 1LN 04/16/290.01815,433
NOVA CHEM CORP 5.25% 6/27 144A0.012,090,000
NOVA CHEM CORP 8.5% 11/28 144A0.011,074,000
NEW FORTRESS EN TM B 1LN 10/280.011,642,588
NIGERIA GOVT 6.125% 9/28 144A0.011,144,000
ARCLIN TERM B 1LN 09/30/280.011,861,373
NORDEA BANK 4.125% 5/5/28 RGS0.011,150,000
NEXTERA CONV 2.5% 6/15/26 144A0.011,114,000
NISOURCE INC 2.95% 09/01/290.011,188,000
NEPTUNE BID US 9.29% 4/29 144A0.011,130,000
NORTHERN OIL 8.125% 3/28 144A0.01910,000
MUELLER WTR PRO 4% 6/29 144A0.011,330,000
INTRAFI NETWORK TM 2LN 11/290.012,055,000
NISOURCE INC 5.35% 04/01/340.012,000,000
NGG FI 2.125%/VAR 09/05/82 RGS0.01805,000
SUNNOVA E 5.875% 09/01/26 144A0.011,783,000
SUNNOVA ENG INT CV 0.25% 12/260.011,206,000
NRG ENERGY 6.25% 11/1/34 144A0.011,195,000
NRG ENERGY IN 3.375% 2/29 144A0.011,152,000
NRG ENERGY INC 5.25% 6/29 144A0.01837,000
NRG ENERGY INC 6% 2/1/33 144A0.011,098,000
CLYDESDALE 8.75% 04/15/30 144A0.011,290,000
NUFARM AU/AM 5% 01/27/30 144A0.011,080,000
METHANEX CORP 5.25% 12/15/290.01918,000
METHANEX CORP 5.65% 12/01/440.01961,000
MATADOR RES CO 6.5% 4/32 144A0.01970,000
MURPHY OIL CORP 6% 10/01/320.011,090,000
MSC 2019-L2 A3 3.806% 03/520.011,566,852
MDGH GMTN RS 2.875% 11/29 144A0.01850,000
MSC 2015-UBS8 ASB 3.626% 12/480.011,889,152
MSC 2016-UB11 A4 2.782% 08/490.012,090,000
MSC 2017-H1 A4 3.259% 06/500.011,500,000
MSC 2017-H1 AS 3.773% 06/500.011,200,000
MSC 2015-MS1 B CSTR 05/480.01850,000
MSC 2017-H1 C 4.281% 06/500.011,017,356
M2S GROUP TM B 1LN 08/22/310.011,635,000
MOSS CREEK RE 8.25% 9/31 144A0.011,899,000
MPT OPER PARTNE 5.25% 08/01/260.012,299,000
MOHEGAN TRIBAL 8% 2/1/26 144A0.011,815,000
MONG DUONG FI 5.125% 5/29 144A0.01965,557
MFF 2023-1A A 7.21% 05/36 144A0.011,599,535
MKS INSTRUMENTS TM B 1LN 08/290.011,041,691
SCIH SALT 6.625% 05/01/29 144A0.01935,000
MSC 19-MEAD A 3.17% 11/36 144A0.011,276,000
MPLX LP 5.5% 06/01/340.012,000,000
MPT OPER PARTNE 3.5% 03/15/310.012,915,000
MPT OPER PARTNE 4.625% 8/1/290.011,466,000
MEDLINE TERM B 1LN 10/23/20280.012,158,444
MERCER INTL 5.125% 02/01/290.011,132,000
MERLIN EN 7.375% 02/15/31 144A0.011,105,000
MEXICO GOVT 3.25% 04/16/300.011,750,000
NATIONAL MENTOR TM B 1LN 3/280.01962,223
MEXICO GOVT 6.05% 01/11/400.01801,000
MEXICO GOVT 6.338% 05/04/530.01846,000
MOBICO GRP PLC 4.875% 9/31 RGS0.011,590,000
MCLAREN FIN PLC 7.5% 8/26 144A0.011,992,000
MOODYS CORP 3.75% 03/24/250.01822,000
LIFE 22 B TSFR1M+179.391 5/390.011,986,000
PEDIATRIX 5.375% 02/15/30 144A0.011,170,000
MDPK 21-52A A TSFR3M+136 01/350.011,719,000
MARSHMCLEN 4.75% 03/15/390.011,134,000
MINERAL RES LTD 8.5% 5/30 144A0.011,866,000
MISC CAPIT 3.75% 04/06/27 144A0.01950,000
ENLYTE TM B 1LN 06/17/310.011,315,000
TOPGLF CLL TERM B 1LN 03/09/300.01798,525
MODIVCARE INC 5% 10/01/29 144A0.011,649,000
MFRA 2024-RPL1 A1 VAR 02/660.011,170,614
MFRA 22-RPL1 A1 3.3% 08/610.011,701,562
MATTRESS FIRM TM B 1LN 9/24/280.011,255,382
MILOS CLO L TSFR3M+133 10/20300.01762,560
MGM RESORTS INT 6.5% 04/15/320.011,526,000
MHC 21-MH TSFR1M+272 096 04/380.01874,400
MHC 21-MHC TSFR1M+332 9 04/260.01800,000
MHP 21-STO TSFR1M+286 07/15/380.011,223,000
MHP 21-STOR TSFR1M+231 07/38 10.011,577,000
MHP 22-MHIL E VAR 01/15/270.01911,614
MHP 22-MHIL F TSFR1M+326 01/270.011,185,098
MHP 22-MHIL F TSFR1M+396 01/270.011,041,063
ZIGGO BOND CO 6% 01/15/27 144A0.01774,000
ZIGGO BV 4.875% 01/15/30 144A0.011,122,000
UFC TERM B 1LN 04/29/260.01980,342
ZURICH F 3.5%/VAR 05/02/52 RGS0.011,605,000
XPO INC 7.125% 02/01/32 144A0.011,478,000
YINSON BORONI 8.947% 7/42 144A0.01934,000
YUM BRANDS INC 4.625% 01/31/320.011,741,000
ZF NORTH AMER 6.75% 4/30 144A0.011,603,000
ZAYO GROUP HLDG 4% 3/1/27 144A0.012,123,000
ENN CLEAN 3.375% 05/12/26 144A0.01825,000
VFET 24-1A A3 4.29% 10/28 144A0.012,010,000
VICI PPTY LP 4.125% 8/30 144A0.01975,000
COTIVITI TM B 1LN 05/01/310.011,592,000
VALARIS LTD 8.375% 4/30 144A0.012,015,000
UNIVISION COMM 8.5% 7/31 144A0.011,185,000
UNIVISION COMM 4.5% 5/29 144A0.011,712,000
VARSITY BRNDS TM B 1LN 8/26/310.011,410,000
VBTEL 24-1A D 6.644% 5/54 144A0.011,500,000
US FOODS INC 6.875% 9/28 144A0.01814,000
LBM ACQU LLC 6.25% 1/29 144A0.011,822,000
UNIVISION 7.375% 06/30/30 144A0.01995,000
USA COMPRESSI 7.125% 3/29 144A0.011,402,000
US ANESTHESIA TM B 1LN 9/280.01844,138
US FOODS INC 4.75% 2/29 144A0.011,400,000
ALLIED UNIVER 7.875% 2/31 144A0.011,545,000
ALLIED UNV HLD 9.75% 7/27 144A0.011,937,000
ALLIED UNV HLDC 6% 6/1/29 144A0.011,785,000
UNIVAR TERM B 1LN 08/01/20300.011,187,979
UNITED RENTAL6.12% 03/34 144A0.011,371,000
UNIVERSAL MUSIC 4% 6/13/31 RGS0.01895,000
UNITED PACIFIC TM B 1LN 07/310.01835,000
UNITI/FIN/CSL 10.5% 2/28 144A0.012,010,000
UNITI/FIN/CSL 6.5% 2/29 144A0.012,420,000
TRIVIUM PACKAGI 5.5% 8/26 144A0.011,250,000
TRIVIUM PACKAGI 8.5% 8/27 144A0.01793,000
TRITON WAT 6.25% 04/01/29 144A0.012,028,000
TRANS UNION TM B 1LN 12/01/280.01760,859
TRANS UNION TM B8 1LN 06/06/310.011,895,299
TESCO CORPORATE 2.75% 4/30 RGS0.01920,000
FLUTTER ENTERTA TM B 1LN 11/300.011,400,418
TURKEY REP 4.875% 10/09/260.011,350,000
TURKEY REP 6% 01/14/410.011,085,000
T-MOBILE USA 5.05% 07/15/330.012,000,000
TRINET GRP 7.125% 08/31 144A0.012,013,000
TRINET GRP INC 3.5% 3/29 144A0.011,194,000
TELENET FINANC 5.5% 3/28 144A0.011,000,000
TPMT 22-1 A1 3.75% 07/62 144A0.011,280,815
TAPESTRY INC 7% 11/27/260.011,959,000
TEMPUR SEALY TM B 1LN 10/04/310.011,515,000
UBS GROUP 4.75%/VAR 3/32 RGS0.011,900,000
UBS GRP AG 5.699/VAR 2/35 144A0.012,000,000
UBSCM 2017-C4 ASB 3.366% 10/500.012,106,183
UNICR 5.459%/VAR 06/30/35 144A0.011,477,000
UNICR 5.861%/VAR 06/19/32 144A0.011,042,000
TURKEY REP 4.75% 01/26/260.01808,000
US 10YR NOTE FUT DEC24 TYZ40.01-40,000,000
UNITED AIRLINES TM B 1LN 02/310.01865,650
CVR PART 6.125% 06/15/28 144A0.01970,000
TURKEY REP 9.375% 03/14/290.011,004,000
TIME WAR CB LLC 5.875% 11/400.011,356,000
WESTERN DI 2.85% 02/01/290.011,175,000
VERIZON COM 2.987% 10/30/560.011,624,000
WARNERMEDIA 4.693% 05/17/330.01850,000
WARNERMEDIA 5.05% 03/15/420.011,419,000
VENTAS RLTY LDP 3% 01/15/300.011,026,000
APX GROUP INC 5.75% 7/29 144A0.01980,000
VWIF 3.875%/VAR PERP RGS0.012,100,000
VERIZON COM 2.355% 03/15/320.012,100,000
VERIZON COM 4.78% 2/15/35 144A0.011,373,000
VERIZON COM 4.862% 08/21/460.01875,000
VICI PROPERTIE 5.75% 04/01/340.011,772,000
VIKING CRUI 9.125% 07/31 144A0.011,087,000
VIRIDIEN 8.75% 04/01/27 144A0.011,736,000
VFH PARENT / VA 7.5% 6/31 144A0.011,445,000
VIRTU FINANCIAL TM B 1LN 06/310.011,005,000
VALLOUREC SA 7.5% 4/15/32 144A0.011,445,000
VLS 20-LAB A 2.13% 10/42 144A0.011,569,000
VIRGIN MED SEC 4.5% 8/30 144A0.011,587,000
VMED O2 UK FIN 4.25% 1/31 144A0.011,740,000
VIRGIN 7.625%/VAR 8/23/29 RGS0.011,135,000
VOLCAN CIA 8.75% 01/24/30 144A0.011,145,000
VIASAT INC 5.625% 9/15/25 144A0.011,535,000
VEEAM SOFTWARE TM B 1LN 04/310.01838,414
VISTRA ENERGY TM B-3 1LN 12/300.012,030,409
VISTRA OPERAT 5.625% 2/27 144A0.01849,000
VERTIV TERM B 1LN 03/02/20270.011,954,973
VISTRA OPERAT 7.75% 10/31 144A0.01737,000
VISTRA OPERATIO 5.5% 9/26 144A0.012,118,000
VISTAJET 6.375% 02/01/30 144A0.011,884,000
VISTAJET 7.875% 05/01/27 144A0.011,175,000
WORLDPAY TM B 1LN 01/31/20310.012,100,000
WORLDWIDE EXPR TERM 1LN 07/280.01986,073
WOLVERINE WORLD 4% 8/29 144A0.011,405,000
WILLIAMS COS 5.15% 03/15/340.012,000,000
WILLIAMS COS 5.4% 03/02/260.011,365,000
ADVANCED DRAIN 5% 9/30/27 144A0.011,160,000
WOART 2023-B A3 4.66% 05/280.011,559,000
WOART 2023-C A3 5.15% 11/280.01949,000
WOLFSPEED INC CV 1.875% 12/290.012,712,000
WINDSTREAM 7.75% 08/15/28 144A0.011,940,000
WFCM 24-MGP A1 TSFR1M+200 8/240.011,100,000
SCOTSMAN INC 6.625% 6/29 144A0.01950,000
WHP TM B 1LN 02/270.012,253,747
WHATABRANDS TM B 1LN 08/03/280.011,743,986
WIN WASTE TERM B 1LN 03/25/280.011,404,012
WCG PURCHASER TM B 1LN 1/8/270.01804,029
WESTF 2023-A A 8% 10/480.011,844,476
UKG INC 6.875% 02/01/31 144A0.011,664,000
WESTERN GAS PAR 5.3% 03/01/480.012,495,000
WESTINGHOUSE TM B 1LN 1/20/310.011,964,670
WERFENLIFE SA 4.625% 6/28 RGS0.011,600,000
WFCM 17-C42 ASB 3.488% 12/500.01995,129
WFCM 16-LC24 ASB 2.825% 10/490.011,081,266
WFCM 2016-LC25 A3 3.374% 12/590.012,133,546
WFCM 2017-C38 ASB 3.261% 07/500.01923,285
WFCM 2022-C62 B VAR 04/550.01886,000
WFCM 21-FCM TSFR1M+131 12/49 10.011,021,000
WFCM 21-SAVE TSFR1M+261 02/400.00600,000
WFCM 24-1CHI E VAR 07/350.00270,000
WFCM 21-C60 D 2.5% 08/540.00250,000
WFCM 2018-C48 A5 4.415% 01/520.00215,000
WFCM 2019-C49 C VAR 03/520.00100,000
WFCM 2019-C50 ASB 3.635% 05/520.00181,560
WFCM 2020-C55 ASB 2.651% 02/530.00800,000
WFCM 2016-NXS6 C 4.4523% 11/490.00560,000
WFCM 2016-BNK1 B 2.967% 08/490.00775,000
WFCM 2015-C26 A4 3.166% 02/480.00439,912
WESTERN GAS PAR 4.5% 03/01/280.00300,000
WESTERN GAS PAR 4.65% 07/01/260.0096,000
WESTERN GAS PAR 4.75% 08/15/280.00180,000
WELLSFARGO 6.85%/VAR PERP0.00620,000
WFCM 15-C29 ASB 3.4% 06/480.00510,188
WHP TERM B 1LN 02/15/270.00730,088
WHITE CAP TM B 1LN 10/19/290.00543,665
WINDSTREAM 8.25% 10/01/31 144A0.00710,000
WINDSTREAM SVCS TM B 1LN 10/290.0050,000
TRAN GAS CO LLC 3.95% 05/15/500.00542,000
WILLIAMS COS 3.9% 01/15/250.00521,000
WILLIAMS COS 4% 09/15/250.00180,000
WOLS 2023-A A2A 5.47% 11/250.00265,765
CORPORATION SER TM B 1LN 11/290.00102,220
WOOD MACKENZIE TM B 1LN 02/310.00563,588
WILLIAMS COS 5.3% 08/15/520.00406,000
WYNN MACAU LIM 5.5% 10/27 144A0.00460,000
WYNN LAS VEGAS 5.25% 5/27 144A0.00570,000
ENN ENERG 4.625% 05/17/27 144A0.00650,000
AUST 10Y BOND FUT DEC24 XMZ40.002,700,000
WESTPAC BANKING 4.11%/VAR 7/340.00405,000
WHITBREAD 2.375% 05/31/27 RGS0.00100,000
WATERBRIDGE NDB TM B 1LN 05/290.00395,000
VISTAJET/VISTA 9.5% 6/28 144A0.00410,000
VISTRA OPERATIO 5% 7/27 144A0.00605,000
VIRTUSA CORP 7.125% 12/28 144A0.00135,000
VISTRA OPERAT 6.875% 4/32 144A0.00585,000
VOYA 2020-2A TSFR3M+142 07/340.00488,000
VORNADO REALT 2.15% 06/01/260.00407,000
VIPER ENERGY 7.375% 11/31 144A0.00125,000
VODAFONE 4.875%/VAR 10/78 RGS0.00385,000
VIRGIN MEDIA FI 5% 7/30 144A0.00814,000
VIRGIN MEDIA TERM N 01/31/280.00425,000
VIRGIN MEDIA TM Y 1LN 03/06/310.00590,000
VLS 20-LAB B 2.453% 10/42 144A0.0080,000
VIKING CRUISES 6.25% 5/25 144A0.00500,000
VERIZON COM 5.012% 04/15/490.0038,000
WAYFAIR LLC 7.25% 10/29 144A0.00700,000
VENTAS RLTY LDP 3.5% 02/01/250.00573,000
VENTAS RLTY LDP 4.125% 1/15/260.0034,000
UTAH ACQ SUB 3.95% 06/15/260.0055,000
VTR COMUNICAC 5.125% 1/28 144A0.00775,000
VTR FINANCE 6.375% 7/28 144A0.00505,000
VERIZON COM 3.75% 02/28/360.00425,000
WESTERN DI 3.1% 02/01/320.00350,000
WESTERN DI 4.75% 02/15/260.00180,000
WEBER-STEPHEN TM B 1LN 10/270.00440,375
WEBER-STEPHEN TM B 1LN 10/270.00525,000
WATERBRIDGE MID TM B 1LN 06/290.00700,000
WALGREENS BOOTS 8.125% 8/15/290.00440,000
TIME WAR CB LLC 6.55% 05/01/370.00157,000
TIME WAR CB LLC 6.75% 06/15/390.00674,000
TIME WAR CB LLC 7.3% 07/01/380.00211,000
TYSN 23-CRNR A VAR 12/380.00500,000
TURKEY REP 9.875% 01/15/280.00480,000
US 2YR NOTE (CBT) DEC24 TUZ40.00135,600,000
TIME WAR CB LLC 5.5% 09/01/410.0016,000
UBER TECH INC 4.3% 01/15/300.00579,000
UBER TECH INC 4.5% 8/29 144A0.00231,000
UBER TECH INC 4.8% 09/15/340.00231,000
TURKEY REP 4.875% 04/16/430.00885,000
UBS GROUP 2.125%/VAR 11/29 RGS0.00335,000
UKRAINE GOVT STEP 2/1/29 144A0.00742,480
UKRAINE GOVT STEP 2/1/30 144A0.00100,922
UKRAINE GOVT STEP 2/1/34 144A0.00377,138
UKRAINE GOVT STEP 2/1/34 144A0.001,474,660
UKRAINE GOVT STEP 2/1/35 144A0.00618,711
UKRAINE GOVT STEP 2/1/35 144A0.00290,440
UKRAINE GOVT STEP 2/1/36 144A0.00155,020
UKRAINE GOVT STEP 2/1/36 144A0.00265,591
UKRAINE GOVT VAR 08/01/41 144A0.00100,000
UBS GROUP AG 3.75% 03/26/250.00250,000
UBS GROUP AG 4.125% 9/25 144A0.00200,000
UBS GROUP AG 4.55% 04/17/260.00250,000
UBS GROUP AG 7%/VAR PERP RGS0.00200,000
UNITED NATURA 6.75% 10/28 144A0.00679,000
TRIPADVISOR TM B 1LN 07/08/310.00340,000
TAPESTRY INC 7.05% 11/27/250.00726,000
TOLEDO HOSP/THE 5.325% 11/280.00154,000
TORY BURCH TERM B 1LN 04/14/280.00629,331
EASTERN POWER TERM B 04/03/280.00245,937
TRAVIS PERKINS* 3.75% 2/26 RGS0.00463,000
T-MOBILE USA 4.375% 04/15/400.00207,000
T-MOBILE USA 4.5% 04/15/500.00407,000
TURKEY REP 6% 03/25/270.00132,000
TURKEY REP 6.625% 02/17/450.00452,000
TURKEY REP 7.125% 07/17/320.00464,000
TURKEY REP 7.625% 05/15/340.00535,000
TURKEY REP 9.125% 07/13/300.00330,000
TURKEY REP 9.375% 01/19/330.00600,000
TURKEY REP 5.125% 02/17/280.00735,000
TURKEY REP 5.75% 05/11/470.00860,000
TURKEY REP 5.875% 06/26/310.00650,000
TURKEY REP 4.25% 04/14/260.00675,000
UNUM GROUP 3.875% 11/05/250.00349,000
UNITED PLA TM B 1LN 12/30/20260.00210,000
UNITI GRP/UNITI 6% 1/30 144A0.00778,000
UNITED RENTALS TM B 1LN 02/310.00427,850
URUGUAY REP 5.1% 06/18/500.00675,000
URUGUAY REP 5.75% 10/28/340.00295,000
WINDSOR HOLDIN 8.5% 6/30 144A0.00585,000
US FOODS INC 5.75% 4/33 144A0.00642,000
US FERTILITY TM B 1LN 10/310.00420,870
US FERTILITY TM DD 1LN 10/310.0019,130
US ACUTE CARE 9.75% 5/29 144A0.00435,000
USALCO TM B 1LN 09/30/310.00485,028
USALCO TM DD 1LN 09/30/310.0049,973
UNIVISION COM 6.625% 6/27 144A0.00471,000
US RADIOLOGY SPEC TM 1LN 12/270.00496,183
TELEVISAUNIVISI TM B 1LN 01/290.00438,900
TELEVISAUNIVISION TRM 1LN 6/290.00588,495
VBTEL 24-1A F 8.871% 5/54 144A0.00565,000
VCAT 21-NPL5 A1 1.8677% 08/510.00300,008
COTIVITI INC TERM 1LN 05/01/310.00265,000
21-VASA B TSFR1M+136.448 07/390.00500,000
UNIVISION COMM 8% 8/15/28 144A0.00471,000
UNIVISION TERM B 1LN 01/31/290.00494,924
US 10YR ULTRA FUT DEC24 UXYZ40.001,500,000
UZBEKISTAN 3.7% 11/25/30 144A0.00300,000
UZBEKISTAN 3.9% 10/19/31 144A0.0081,000
VALE OVERSEAS 6.4% 06/28/540.00470,000
BUFFALO ENERG 7.875% 2/39 144A0.00335,000
VDC 2024-1A A2 5.1% 09/54 144A0.00460,000
VDCR 2024-1A B 6% 09/490.00262,000
VDCR 23-1A B 5.75% 09/480.00250,000
VDCR 24-1A A2 5.4% 09/490.00116,000
VENEZUELA GOVT 9.25% 09/15/270.001,720,000
VERITAS US/BER 7.5% 9/25 144A0.00410,000
VESTIS CORP TM B 1LN 02/24/310.00685,781
VICI PPTY LP 4.25% 12/26 144A0.00505,000
VICI PPTY LP 3.5% 2/15/25 144A0.00155,000
VICI PPTY LP 4.625% 12/29 144A0.00585,000
VICI PPTY LP 4.625% 6/25 144A0.0095,000
VICI PROPERTIE 4.375% 05/15/250.00219,000
ZF NORTH AMER 6.875% 4/28 144A0.00365,000
ZF NORTH AMER 6.875% 4/32 144A0.00455,000
ZAMBIA GOVT 0.5% 12/31/53 144A0.00650,000
ZAMBIA GOVT 8.97% 7/30/27 144A0.0065,000
YUM BRANDS INC 3.625% 03/15/310.00400,000
XPO INC 6.25% 06/01/28 144A0.00478,000
WP CAREY INC 3.85% 07/15/290.00129,000
WP CAREY INC 4.25% 07/23/320.00200,000
ZF EUROPE FIN 2% 02/23/26 RGS0.00600,000
ZF FINANCE GMBH 2% 5/6/27 RGS0.00700,000
ZF NORTH AMER 4.75% 4/25 144A0.00655,000
MICHAELS C 5.25% 05/01/28 144A0.00293,000
MICHAELS TERM 1LN 04/15/280.00777,859
MINERAL RES 9.25% 10/28 144A0.00310,000
MINERAL RES LTD 8% 11/27 144A0.00730,000
MFT 2023-3A A 6.49% 09/33 144A0.00121,696
MODIVCARE TM B 1LN 07/01/20310.00543,638
MOOG INC 4.25% 12/15/27 144A0.00205,000
MOLINA H 3.875% 11/15/30 144A0.00661,000
MOLINA HE 3.875% 05/15/32 144A0.00612,000
MITER BRANDS 6.75% 4/1/32 144A0.00345,000
MKS INS CONV 1.25% 6/1/30 144A0.00552,000
MITER BRANDS TM B2 1LN 03/310.00249,375
MAXIMUS TM B 1LN 05/30/310.00294,263
ALTRIA GROUP 3.875% 09/16/460.00703,000
ALTRIA GROUP 4.25% 08/09/420.00448,000
ALTRIA GROUP 4.5% 05/02/430.00289,000
ALTRIA GROUP 4.8% 02/14/290.0086,000
ALTRIA GROUP 5.95% 02/14/490.00300,000
MEDCO LAU 6.95% 11/12/28 144A0.00330,000
MEDCO MAPLE 8.96% 04/29 144A0.00434,000
MEDCO OAK TRE 7.375% 5/26 144A0.00293,000
MEDLINE B 3.875% 04/01/29 144A0.00806,000
MCR 2024 10.114% 6/12/39 144A0.00300,000
MOODYS CORP 3.25% 01/15/280.00108,000
MOBICO GRP 4.25%/VAR PERP RGS0.00165,000
MEXICO GOVT 6.35% 02/09/350.00200,000
NATIONAL TM C 1LN 03/02/280.0027,806
MEXICO GOVT 3.5% 02/12/340.00685,000
MEXICO GOVT 3.75% 01/11/280.00570,000
MEXICO GOVT 3.75% 04/19/710.001,050,000
MEXICO GOVT 3.771% 05/24/610.00280,000
MEXICO GOVT 4.875% 05/19/330.00200,000
MEXICO GOVT 5.75% 10/12/100.00450,000
METALSA S A DE 3.75% 5/31 144A0.00325,000
MEXICO GOVT 2.659% 05/24/310.00200,000
VIANT TERM 1LN 10/16/20310.00391,788
VIANT TERM DD 1LN 10/16/20310.0043,212
MEITUAN 2.125% 10/28/25 144A0.00400,000
MEITUAN 3.05% 10/28/30 144A0.00800,000
MEITUAN 4.625% 10/02/29 144A0.00290,000
MSTDW 3.955%/VAR 03/21/350.00650,000
MSC 2012-C4 D 5.711069 3/450.00109,521
MSBAM 15-C23 ASB 3.398% 07/500.00383,536
MSBAM 2013-C9 D CSTR 5/15/460.00204,000
MSC 17-H1 D 2.546% 06/500.00307,836
MSC 19-M B 3.17709% 11/36 144A0.00155,000
MSC 19-M C 3.17709% 11/36 144A0.00149,000
MELCO RES FIN 5.75% 7/28 144A0.00220,000
MELCO RESOR 5.375% 12/29 144A0.00200,000
MONGOLIA GOVT 7.875% 6/29 144A0.00200,000
MONTENEGRO REP 7.25% 3/31 144A0.00730,000
MOROCCO GOV 6.5% 09/08/33 144A0.00601,000
MORTON TERM B 1LN 03/16/270.00427,302
SCIH SALT 4.875% 05/01/28 144A0.00534,000
MARB BONDC 3.95% 01/29/31 144A0.00615,000
NBM US HOLDIN 6.625% 8/29 144A0.00310,000
MPLX LP 5.5% 02/15/490.00249,000
MPLX LP 4.8% 02/15/290.0083,000
MPLX LP 4.875% 12/01/240.00160,000
MSWF 2023-2 B 7.252% 12/560.0064,000
MSWF 2023-2 C VAR 12/560.0053,000
MSWF 2023-2 D 4% 12/560.0024,000
FINASTRA US TL 09/13/290.00520,177
M&T BANK CORP 3.5%/VAR PERP0.00125,000
M&T BANK CORP 5.125%/VAR PERP0.00255,000
MATCH GR 3.625% 10/01/31 144A0.00296,000
MATCH GR HLD 4.125% 8/30 144A0.00785,000
MATADOR RES CO 6.25% 4/33 144A0.00395,000
MSC 2017-HR2 D 2.73% 12/500.00864,000
MSC 2018-H4 A4 4.31% 12/510.00185,000
MSC 2015-MS1 C VAR/CSTR 5/480.00570,000
MSC 2017-H1 B 4.075% 06/500.00250,000
MDGH GMTN RSC 4.375% 33 144A0.00200,000
MDGH GMTN RSC 5.084% 5/53 144A0.00650,000
MDGH GMTN RSC 5.5% 4/33 144A0.00200,000
MSC 2020-HR8 AS 2.298% 07/530.00112,000
MSC 2020-HR8 B 2.704% 07/530.00270,000
MSC 2024-BPR2 X VAR 05/290.0015,965,374
MSC 2024-NSTB B VAR 09/320.00349,000
MSC 2024-NSTB C VAR 09/320.00376,000
MSC 24-BPR2 A 7.291% 5/29 144A0.00328,760
MURPHY OIL USA 3.75% 2/31 144A0.00817,000
MTN MAURITIUS 6.5% 10/26 144A0.00292,000
CLUBCORP HLDGS 8.5% 9/25 144A0.00275,000
INSIGHT 6.625% 05/15/32 144A0.00655,000
NBK TIER 3.625%/VAR PERP 144A0.00275,000
NRG ENERGY INC 5.75% 01/15/280.00447,000
NRG ENERGY IN 3.625% 2/31 144A0.00591,000
SUNNOVA ENG INT CV 2.625% 2/280.00249,000
CLYDESDAL 6.625% 04/15/29 144A0.00110,000
CLYDESDALE 6.875% 1/15/30 144A0.00725,000
SUNNOVA EN 11.75% 10/1/28 144A0.00135,000
NRG ENERG 3.875% 02/15/32 144A0.00266,000
NGP MIDSTREAM TM B 1LN 7/25/310.00385,000
NIAGARA ENER 5.746% 10/34 144A0.00290,000
NORTHERN OIL 8.75% 6/31 144A0.00395,000
NORTHEAST GROCE TM B 1LN 12/280.00269,500
NORD ANGLIA EDC TM B 1LN 1/280.00424,622
NIELSEN HOLDING TM A 1LN 10/280.00413,700
NEXTERA ENGY OP 4.5% 9/27 144A0.00220,000
NEXTERA ENRGY 7.25% 1/29 144A0.00120,000
NEXTERA ENRGY CV 0% 11/25 144A0.00236,000
NEXA RESOURCES 6.75% 4/34 144A0.00400,000
NEUBL 24-2A E TSFR3M+750 04/380.00250,000
NIGERIA GOVT 6.5% 11/27 144A0.00305,000
NIGERIA GOVT 7.143% 2/30 144A0.00250,000
NIGERIA GOVT 7.625% 11/25 144A0.00205,000
NIGERIA GOVT 7.696% 2/38 144A0.00535,000
NIGERIA GOVT 7.875% 2/32 144A0.00450,000
NOVA CHEM CORP 9% 2/15/30 144A0.00265,000
NOVA CHEM CORP 4.25% 5/29 144A0.00200,000
NCR ATLEOS CORP 9.5% 4/29 144A0.00590,000
NABORS IND 9.125% 1/31/30 144A0.00511,000
NCL CORP LTD 3.625% 12/24 144A0.00341,000
NAVOI MINNG 6.7% 10/17/28 144A0.00200,000
NAVOI MNNG 6.95% 10/17/31 144A0.00255,000
KONDOR FIN PLC 7.65% 7/25 RGS0.00395,167
JONES DESLAUR 10.5% 12/30 144A0.00150,000
NAVACORD TM B 1LN 03/15/300.00528,675
NAVIENT CORP 4.875% 03/15/280.00130,000
NAVIENT CORP 5% 03/15/270.00130,000
REALTY INCOME 2.2% 06/15/280.00160,000
REALTY INCOME 2.85% 12/15/320.00835,000
REALTY INCOME 3.25% 01/15/310.00172,000
REALTY INCOME 3.4% 01/15/280.00271,000
NEXSTAR BROAD TM B4 1LN 09/260.00570,205
NYMT 21-CP1 A1 2.0424% 07/610.00341,112
OAKC 18A A2 TSFR3M+165 04/370.00358,000
NATWEST 7.416%/VAR 06/33 RGS0.00380,000
NEWELL BRANDS I STEP 04/01/260.00635,000
NEWELL BRANDS I STEP 04/01/360.00460,000
NEWELL BRANDS INC 6.375% 05/300.00720,000
NEWELL BRANDS INC 6.625% 05/320.00610,000
OCP SA 5.125% 06/23/51 144A0.00275,000
OCP SA 6.75% 05/02/34 144A0.00235,000
OCP SA 6.875% 04/25/44 144A0.00245,000
OCP SA 7.5% 05/02/54 144A0.00200,000
OLEODUCTO CENT 4% 7/14/27 144A0.00500,000
OCP 24-14A ER TSFR3M+655 07/370.00200,000
OMEGA HEALTHCA 4.5% 01/15/250.00549,000
ORGANON &CO 6.75% 5/15/34 144A0.00552,000
ORGANON &CO 7.875% 5/34 144A0.00265,000
OMEGA HEALTHCA 4.75% 01/15/280.00283,000
OWENS BRCKWAY 7.375% 6/32 144A0.00704,000
OLAPLEX TERM B 1LN 02/23/290.00425,000
OLIT 2023-HB1 A 3% 06/360.00210,567
OLIT 2024-HB1 A 3% 02/370.00341,582
OMAN SULTANATE 6% 8/1/29 144A0.00300,000
OMAN SULTANATE 6.25% 1/31 144A0.00400,000
OMAN SULTANATE 6.5% 3/47 144A0.00300,000
OLIN CORP 5.625% 08/01/290.00505,000
LAMAR FDG LTD 3.958% 5/25 144A0.00642,000
ONEMAIN FIN 7.125% 11/15/310.0065,000
ONEMAIN FIN 7.5% 05/15/310.00297,000
ONEMAIN FIN 6.625% 05/15/290.00185,000
OMAN SULTANATE 7% 1/25/51 144A0.0035,000
ONE TORONTO GAMI TM B 1LN 7/300.00501,213
ONTARIO GAM/OTG 8% 8/1/30 144A0.0015,000
OPEN AIR-C TSFR1M+523.59 10/280.00443,175
LIFE 21-21-BM TSFR1M+121 03/360.00182,421
LIFE 21-BMR B TSFR1M+99 03/360.00289,494
LIFE 21-BMR TSFR1M+186 6 03/360.00221,285
LGI HOMES INC 4% 07/15/29 144A0.00512,000
LGI HOMES INC 8.75% 12/28 144A0.00210,000
LIBERTY MUTUA 4.569% 2/29 144A0.00130,000
LIFE 2021-BMR TSFR1M+151 03/260.00253,803
LBA BOLT F TSFR1M+448.48 6/260.00355,000
LIBERTY COST 10.875% 1/31 144A0.00300,000
LEARNING CARE TM B 1LN 08/280.00311,858
LEBANON REP 6.375% 12/31/490.00350,000
LENOVO GRP 3.421% 11/2/30 144A0.00750,000
LES SCHWAB TM B 1LN 4/16/310.00556,786
SAUDI ARABIA 4.625% 10/47 144A0.00250,000
SAUDI ARABIA 5% 01/18/53 144A0.00200,000
SAUDI ARABIA 5.75% 1/54 144A0.00200,000
GRUPO KUO SAB 5.75% 7/27 144A0.00560,000
KSL 23-HT C CSTR 12/360.00489,757
KAZMUNAYGAS 3.5% 04/14/33 144A0.00585,000
KAZMUNAYGAS 5.375% 4/30 144A0.00217,000
KAZMUNAYGAS 5.75% 4/19/47 144A0.0042,000
LABL INC 5.875% 11/01/28 144A0.00259,000
LADDER CAP FI 5.25% 10/25 144A0.00301,000
LADDER CAP FIN 7% 7/15/31 144A0.00590,000
LASERSHIP TERM B 1LN 04/20/280.00702,066
COCA-COLA CO 3.45% 03/25/300.00562,000
KODIAK TERM B2 1LN 03/13/20280.00194,025
KOSMOS ENERGY 7.5% 3/1/28 144A0.00514,000
KOSMOS ENERGY 7.75% 5/27 144A0.00110,000
NUTRISYSTEM TERM B 1LN 04/270.00593,263
KINGSTON AIRP 6.75% 12/36 144A0.00225,000
KLOECKNER PENTA TM B 1LN 2/260.00448,036
ROYAL KPN NV 3.875% 2/36 RGS0.00400,000
SAUDI ARABIA 3.75% 1/55 144A0.00615,000
KITE RLTY GROUP 4.75% 09/15/300.0068,000
SAUDI ARABIA 2.25% 2/2/33 144A0.00500,000
KRONOS ACQU 10.75% 6/32 144A0.00372,000
KENYA GOVT 6.3% 01/23/34 144A0.00193,000
KENYA GOVT 7.25% 02/28/28 144A0.00485,000
KENYA GOVT 9.75% 02/16/31 144A0.00300,000
KINDER MRGN ERG 5.5% 03/01/440.00287,000
KINDER MRGN ERG 6.55% 09/15/400.0013,000
KINDER MRGN INC 5.05% 02/15/460.0034,000
KINDER MRGN INC 5.55% 06/01/450.00193,000
GENTIVA TM B 1LN 02/11/280.00509,312
KNDR 21-KIND C TSFR1M+186 8/260.00128,941
KNDR 21-KIND TSFR1M+146 08/380.00173,575
LLOYD BK GRP 1.985%/VAR 12/310.00140,000
LLOYD BK GRP 4.5%/VAR 1/29 RGS0.00625,000
LOWES COS INC 4.5% 04/15/300.00176,000
LOWES COS INC 5.625% 04/15/530.0021,000
LANDSEA HOMES 8.875% 4/29 144A0.00335,000
TITAN ACQ TM B 1LN 6/17/300.0087,604
LV 2024-SHOW C VAR 10/290.00318,000
LEVIATHAN BON 6.125% 6/25 144A0.00595,000
LIFE TIME INC 5.75% 1/26 144A0.00671,000
LUMEN TM B1 1LN SPR PRI 04/290.00590,000
LIBERTY LATIN TM 1LN 10/16/280.00225,000
LINDBLAD EXP 6.75% 2/27 144A0.0069,000
LOGICOR FINANCI 4.25% 7/29 RGS0.00100,000
LONZA SPECIALTY TM B 1LN 07/280.00563,288
LOWES COS INC 3.35% 04/01/270.00191,000
LIGHT & WONDER TM B 1LN 4/290.00750,441
LD CELULOSE 7.95% 1/32 144A0.00340,000
HERENS HOLDCO 4.75% 5/28 144A0.00336,000
LOGICOR FI 1.625% 01/17/30 RGS0.00420,000
LEVEL 3 FINL 11% 11/15/29 144A0.00351,548
LEVEL 3 FINL 3.625% 1/29 144A0.00270,000
LEVEL 3 FINL 3.875% 10/30 144A0.00475,000
LEVEL 3 FINL 4% 04/15/31 144A0.00330,000
LEVEL 3 FINL 4.25% 7/1/28 144A0.0080,000
LEVEL 3 FINL 4.5% 4/1/30 144A0.00935,000
LEVEL 3 FINL 4.625% 9/27 144A0.0080,000
LEVEL 3 FINL 4.875% 6/29 144A0.0070,000
LAMB WESTN 4.125% 1/31/30 144A0.00105,000
MADISON SAFETY TM B 1LN 09/310.00255,000
MAGYAR EX BK 6.125% 12/27 144A0.00200,000
LXP INDUSTRIAL 2.7% 09/15/300.00350,000
LSB INDUS 6.25% 10/15/28 144A0.00410,000
MAGNE 2020-27A 3MLA+114 10/340.00348,000
MASTERBRAND IN 7% 7/15/32 144A0.00315,000
MASORANGE TERM B 1LN 04/17/310.00333,325
MATIV 8% 10/01/29 144A0.00275,000
AMYNTA TERM B 1LN 02/28/280.00440,800
MCDONALDS CORP 3.5% 07/01/270.00269,000
MACQUARIE AIRF 6.5% 3/31 144A0.00540,000
MACQUARIE 8.375% 05/01/28 144A0.00440,000
ICAHN LP/FN 9% 06/15/300.00170,000
ICAHN LP/FN 5.25% 05/15/270.00542,000
FRONERI TERM B 1LN 02/01/20270.00491,026
ICON TERM B 1LN 07/03/280.0047,553
ICON TERM B 1LN 07/03/280.00190,862
ICU MEDICAL TERM B 1LN 1/290.00504,822
INMARSAT TM B 1LN 09/13/20290.00402,975
IHS HLDG LTD 6.25% 11/28 144A0.00130,000
ILIAD HLDG 7% 10/15/28 144A0.0070,000
IVC TM B 1LN 12/06/280.00660,021
INDONESIA GOVT 4.35% 01/11/480.00200,000
INDONESIA GOVT 5.25% 1/42 144A0.00564,000
INDONESIA GOVT 5.95% 1/46 144A0.00325,000
INDONESIA GOVT 6.75% 1/44 144A0.00200,000
INDONESIA GOVT 3.5% 02/14/500.00545,000
INDONESIA GOVT 3.85% 10/15/300.00360,000
INDONESIA GOVT 4.1% 04/24/280.00645,000
IMPERIAL DADE TM 1LN 12/280.00245,000
HEALTHCARE REA 3.1% 02/15/300.00149,000
HEALTHCARE REA 3.5% 08/01/260.00155,000
HSBC 8.201%/VAR 11/16/34 RGS0.00400,000
HSBC HLD PLC 2.804%/VAR 5/320.00514,000
HSBC HLD PLC 6.254%/VAR 3/9/340.00500,000
HEXION TERM 2LN 02/09/300.00245,000
HOMESERVE TERM B 1LN 10/21/300.00537,300
HSBC HLD PLC 7.39%/VAR 11/3/280.00200,000
ANYWHERE REAL 7% 04/15/30 144A0.00718,400
REALOGY GRP 5.25% 4/15/30 144A0.00125,000
REALOGY GRP 5.75% 1/15/29 144A0.00612,000
REALOGY GRP CV 0.25% 06/15/260.00438,000
HOWARD ENERGY 7.375% 7/32 144A0.00405,000
HORZN 18-1 A 4.458% 12/38 144A0.00154,715
HILTON DOM OPR 4% 5/1/31 144A0.00450,000
HILTON DOM 5.875% 4/1/29 144A0.00699,000
HILTON DOM 5.875% 3/15/33 144A0.00586,000
ION TRADING TEC 9.5% 5/29 144A0.00255,000
ION TRADING TERM 1LN 04/03/280.00398,706
IQVIA INC 5% 05/15/27 144A0.00530,000
IQVIA INC 5% 10/15/26 144A0.00410,000
ISRAEL STATE OF 3.375% 1/15/500.00840,000
ISRAEL STATE OF 5.75% 03/12/540.00436,000
ISR ELEC 3.75% 02/22/32 144A0.00200,000
HELIOS SOFTWAR 8.75% 5/29 144A0.00580,000
IVORY COAST 8.25% 1/30/37 144A0.00650,000
JACOBS ENT 6.75% 02/15/29 144A0.00285,000
JAMAICA GOVT 6.75% 04/28/280.00300,000
JAMAICA GOVT 7.875% 07/28/450.00173,000
IVIRMA TERM B 1LN 3/10/310.00224,438
IVORY COAST 6.125% 6/33 144A0.00500,000
JANUS TERM B 1LN 08/05/300.00158,004
KAMAN TERM B 1LN 04/21/20310.00395,000
JYSKE BANK 5%/VAR 10/26/28 RGS0.00535,000
JYSKE BANK 5.125%/VAR 5/35 RGS0.00271,000
JPMBB 14-C26 D CSTR 01/480.00525,000
JPMBB 2014-C18 C VAR 02/470.00628,000
JPMCC 18-WPT AFX 4.2929% 7/330.00385,000
JPMCC 18-WPT DFX 5.3503% 07/330.0076,000
JPMCC 2018-WPT CFX 4.945% 7/230.0050,000
JPMCC 2019-OSB C CSTR 06/390.00630,000
JPMCC 2019-OSB E CSTR 06/390.00629,818
JPMCC 24-OMNI E VAR 10/390.00675,000
JPMDB 16-C4 ASB 2.9941% 12/490.00702,040
JOHNSTONE SUPPLY TM B 1LN 6/310.00670,000
J&J VENTURES GA TM B 1LN 04/280.00650,730
J&J VENTURES TERM 1LN 04/26/280.00497,436
JOANN TERM EXIT 1LN 04/28/280.00103,449
JOHN LEWIS * 4.25% 12/34 RGS0.00150,000
JBS USA FOOD 3.625% 01/32 144A0.0080,000
JOHN BEAN TECHN TM B 1LN 10/310.00315,000
JD.COM INC 3.375% 01/14/300.00355,000
JEFF FIN /JFIN 5% 8/15/28 144A0.00610,000
JORDAN 7.375% 10/10/47 144A0.00161,000
JORDAN 7.5% 01/13/29 144A0.00650,000
JPMC CO 3.761%/VAR 3/21/34 RGS0.00650,000
SANTANDER UK 3.625% 1/26 RGS0.00358,000
SAPA 20-1A A 3.228% 03/40 144A0.00610,016
SAPA 20-1A B 4.335% 03/40 144A0.00184,322
SASOL FING USA 4.375% 09/18/260.00705,000
SASOL FING USA 5.5% 03/18/310.00105,000
SASOL FING USA 6.5% 09/27/280.00450,000
SPIRIT LOYALTY 8% 9/20/25 144A0.00303,000
SPIRIT LOYALTY 8% 9/20/25 144A0.00605,000
SBA COMMS TM B 1LN 01/310.00398,000
RAISING CANE'S TM B 1LN 09/310.00180,000
SABERT TERM B 1LN 12/10/20260.00567,549
SAFEHOLD OPERAT 2.8% 06/15/310.00789,000
SAFEHOLD OPERAT 2.85% 01/15/320.00420,000
EURO-BUND FUTURE DEC24 RXZ40.001,700,000
ROMANIA GOVT 3% 02/27/27 144A0.00528,000
ROMANIA GOVT 3.625% 3/32 144A0.00300,000
ROMANIA GOVT 4% 02/14/51 144A0.00425,000
ROMANIA GOVT 7.125% 1/33 144A0.00209,000
INDICOR TERM 1LN 11/23/290.00236,418
RETAIL OPPTY IN 4% 12/15/240.0011,000
RRAM 24-31A D TSFR3M+600 10/390.00125,000
STATION CAS LLC 4.5% 2/28 144A0.00610,000
RUGSUSA TERM B 1LN 10/21/20280.00151,125
RV RETLR LLC 1 TERM B 02/08/210.00668,413
RWANDA GOVT 5.5% 08/09/31 144A0.00632,000
FIESTA PURCH 9.625% 09/32 144A0.00400,000
SHEARER'S FOODS TM B 1LN 02/310.00688,275
SHRIRAM 6.625% 04/22/27 144A0.00700,000
SHRIRAM TR 4.15% 07/18/25 144A0.00300,000
SHR 24- E TSFR1M+450 10/410.00237,000
SHR 24-LXRY D TSFR1M+350 10/410.00452,000
SERVICE CO INTL 5.75% 10/15/320.00671,000
SEADRILL FIN 8.375% 08/30 144A0.00389,000
SERVICE CO INTL 4% 05/15/310.00330,000
AVENTIV TERM FLSO 1LN 07/31/250.0026,223
ALTICE FRANCE 5.5% 10/29 144A0.00620,000
SEALED AIR CORP 6.5% 7/32 144A0.00335,000
SEALED AIR CRP 7.25% 2/31 144A0.00373,000
SELF 24-STRG E TSFR1+418 11/340.00536,000
SELF STRG F TSFR1M+518.7 11/340.00447,000
SENEGAL 6.25% 05/23/33 144A0.00440,000
SEPLAT ENERGY 7.75% 4/26 144A0.00105,000
SERBIA GOVT 2.125% 12/30 144A0.00845,000
SERBIA GOVT 6% 06/12/34 144A0.00295,000
SERBIA GOVT 6.5% 09/26/33 144A0.00663,000
SAGICOR FINANC 5.3% 5/28 144A0.00300,000
ALTICE FR HLDG 6% 2/15/28 144A0.00840,000
SINCLAIR BRO NEW TL B 1LN 9/260.00445,000
SINCLAIR BROADC TM B4 1LN 4/290.00131,889
SBATOW 2019- 2.836% 01/50 144A0.00699,000
SBATOW 2020- 1.884% 07/50 144A0.00403,000
SBATOW 2020- 2.328% 07/52 144A0.00308,000
SAMHALLSB 2.624%/VAR PERP RGS0.00385,000
RADNET TERM B 1LN 04/10/20310.00254,363
PLAYCORE TERM B 1LN 02/14/300.00627,224
RELADYNE TERM 1LN 12/22/280.0042,348
RELADYNE TERM B 1LN 12/26/20280.00460,362
RCI BANQUE 5.5%/VAR 10/34 RGS0.00500,000
HUNGARY GOVT 2.125% 9/31 144A0.00850,000
HUNGARY GOVT 3.125% 9/51 144A0.00510,000
HUNGARY GOVT 5.25% 6/29 144A0.00350,000
HUNGARY GOVT 5.5% 6/16/34 144A0.00430,000
HUNGARY GOVT 6.125% 5/28 144A0.00132,000
HUNGARY GOVT 6.75% 9/52 144A0.0070,000
R1 RCM TERM B 1LN 06/21/290.00362,228
ROYAL CAR 5.375% 07/15/27 144A0.00530,000
ROYAL CAR 5.625% 9/30/31 144A0.00740,000
ROYAL CARI 4.25% 07/01/26 144A0.00101,000
CONSTRUCTION TM B 1LN 10/310.00735,000
ROCC 24-C 8.81906% 11/41 144A0.00637,000
TRANSOCEAN INC 8.25% 5/29 144A0.00450,000
TRANSOCEAN INC 8.5% 5/31 144A0.00580,000
TRANSOCEAN INC 8.75% 2/30 144A0.00335,750
TRANSOCEAN PO 6.875% 2/27 144A0.00540,000
RITHM CAPITAL 6.25% 10/25 144A0.00397,000
RITHM CAPITAL 8% 04/01/29 144A0.00220,000
RH TERM B 1LN 10/20/280.00207,098
RH TERM B2 1LN 10/20/280.00460,600
TRANSOCEAN AQUI 8% 9/28 144A0.00341,292
REYNOLDS TERM B 1LN 01/30/20270.00402,139
RESIDEO FUNDING 6.5% 7/32 144A0.00470,000
RESIDEO TECH TM B 1LN 05/310.00364,088
LIFEPOINT HLT 5.375% 1/29 144A0.00801,000
LIFEPOINT HLT 9.875% 8/30 144A0.00425,000
PROSUS NV 3.061% 07/13/31 144A0.00590,000
PROSUS NV 3.68% 01/21/30 144A0.00411,000
PROSUS NV 4.027% 08/03/50 144A0.00244,000
PROSUS NV 4.193% 01/19/32 144A0.00600,000
PUGET ENERGY IN 4.1% 06/15/300.00560,000
PSTAT 24-2A D TSFR3M+470 01/330.00500,000
PSTAT 24-3A D TSFR3M+540 08/320.00250,000
PRIORITY TECH TM B 1LN 05/310.00254,363
PHILLIPS 66 3.85% 04/09/250.0098,000
P3 GROUP SARL 4% 04/19/32 RGS0.00600,000
PTT TREASURY CE 3.7% 7/70 144A0.00889,000
OOREDOO I 2.625% 04/08/31 144A0.00350,000
COOPERATIEVE 3.822% 7/34 RGS0.00200,000
QATAR ST 4.817% 03/14/49 144A0.00750,000
QATAR ST 5.103% 04/23/48 144A0.00543,000
QBE INS 2.5%/VAR 09/13/38 RGS0.00415,000
RAIZEN FUELS 6.95% 3/5/54 144A0.00480,000
RAIZEN FUELS FI 5.7% 1/35 144A0.00315,000
RACKSPACE FIN TL B 1LN 05/280.00811,906
RACKSPACE TM B SPR PR 1LN 5/280.00189,112
RBIT 2022-HB1 A 0% 4/320.001,832
BOSCH (ROBERT) 4.375% 6/43 RGS0.00600,000
PANAMA GOVT 3.298% 01/19/330.0045,000
PANAMA GOVT 3.87% 07/23/600.00435,000
PANAMA GOVT 4.5% 04/16/500.00880,000
PANAMA GOVT 4.5% 05/15/470.00350,000
PANAMA GOVT 6.4% 02/14/350.00400,000
PANAMA GOVT 6.853% 03/28/540.00200,000
PANAMA GOVT 7.875% 03/01/570.00200,000
PANAMA GOVT 8% 03/01/380.00200,000
OCCIDENTAL PETE 6.2% 03/15/400.00150,000
OCCIDENTAL PETE 4.4% 04/15/460.00800,000
OVINTIV INC 7.375% 11/01/310.00290,000
OVINTIV INC 8.125% 09/15/300.00652,000
OPEN TEXT TM B 1LN 01/31/300.00727,653
OTP BANK PLC 8.75/VAR 5/33 RGS0.00200,000
OPEN TEXT COR 3.875% 2/28 144A0.00215,000
OREILLY AUTOMOT 4.2% 04/01/300.00188,000
ANGLIAN WATER 2% 07/31/28 RGS0.00180,000
ONTIC TERM B 1LN 10/31/300.00413,963
OPEN 23-AIR D TSFR1M+668 10/150.00310,223
OPG PORT F TSFR1M+206.24 10/260.00390,000
OPTICS BIDCO SP 7.2% 7/36 144A0.00554,000
ORBIA ADV 1.875% 05/11/26 144A0.00325,000
ORBIA ADV 2.875% 05/11/31 144A0.00600,000
ORCHP 24-1A E TSFR3M+560 10/370.00107,000
PBF HLD LLC/FIN 6% 02/15/280.00702,000
PITNEY BOWES TERM B 1LN 03/280.00247,921
PACIFIC LIFEC 5.125% 1/43 144A0.00554,000
PG&E CORP 7.375%/VAR 03/15/550.00638,000
PG&E CORP CV 4.25% 12/27 144A0.00400,000
PCI GAMING TERM 1LN 07/18/310.00178,291
PARAGUAY GOVT 4.95% 4/31 144A0.00354,000
PARAGUAY GOVT 6% 02/09/36 144A0.00230,000
WEBPROS TERM B 1LN 03/19/310.00194,025
PAR PACIFIC TM B 1LN 02/28/300.00305,708
PATAGONIA TM B 1LN 8/1/290.00564,664
PATRICK INDU 6.375% 11/32 144A0.00435,000
OCCIDENTAL PETE 6.6% 03/15/460.00216,000
PLAINS AA PIP/F 3.6% 11/01/240.00139,000
PEMEX 6.49% 01/23/270.00435,000
PENN NATIONAL TERM B 1LN 5/290.00196,977
TROPICANA TERM 1LN 01/24/20290.00977,500
TROPICANA TERM 2LN 01/24/300.001,000,000
POINTCLICKCAR TM B 1LN 10/310.00445,000
PROVINCE CORDO STEP 12/25 144A0.00170,003
PROVINCE CORDOB STEP 6/27 144A0.00360,000
PIEDMONT OPER 2.75% 04/01/320.00343,000
PETROLEOS VEN 5.375% 4/27 RGS0.001,100,000
PETROLEOS VEN 9.75% 5/35 144A0.00970,000
PEMEX 5.35% 02/12/280.00190,000
PERMIAN RES 6.25% 2/1/33 144A0.00295,000
PERMIAN RES 7% 01/15/32 144A0.00275,000
PRA GROUP INC 8.875% 1/30 144A0.00590,000
PREGIS TM B 1LN 08/260.00223,242
PERFICIENT TERM B 1LN 10/02/310.00425,000
PROLOGIS INT 4.375% 7/1/36 RGS0.00300,000
POSCO 5.75% 01/17/28 144A0.00374,000
POSCO 5.875% 01/17/33 144A0.00200,000
POLAND GOVT 5.5% 03/18/540.00280,000
POLAND GOVT 5.5% 04/04/530.00586,000
POLAND GOVT 5.75% 11/16/320.00235,000
POST HLDGS 6.25% 10/15/34 144A0.00613,000
POST HLDGS 6.375% 3/1/33 144A0.00645,000
POST HLDGS INC 4.5% 9/31 144A0.00283,000
PRIMA 2020-8A C 3% 12/70 144A0.00510,000
CLARIOS TERM B 1LN 05/06/300.00538,650
PRPM 24-RCF6 A1 VAR 10/540.00500,000
PETRORIO 6.125% 06/09/26 144A0.00300,000
PROTECTIVE IND TM B 1LN 01/280.00198,969
SCIL IV LLC 5.375% 11/26 144A0.00661,000
DAVE & BUSTER'S TM B 1LN 09/310.00715,000
DAVE & BUSTER'S TM B 1LN 6/290.00424,669
PLMRS 24-2A E TSFR3M+570 07/370.00500,000
PAKISTAN GOV 6.875% 12/27 144A0.00400,000
PAKISTAN GOVT 6% 04/08/26 144A0.00465,000
PARKLAND CORP 4.5% 10/29 144A0.00569,000
PT PERTAMINA 4.175% 1/50 144A0.00373,000
PERU GOVT 2.783% 01/23/310.00475,000
PERU GOVT 3% 01/15/340.00475,000
PERU GOVT 3.3% 03/11/410.00761,000
PETRONAS CAP 3.404% 4/61 144A0.00690,000
PETRONAS CAP 3.5% 4/21/30 144A0.00200,000
PERTAMINA 5.15% 04/27/28 144A0.00161,000
PHILIPPINE GOVT 2.65% 12/10/450.00471,000
PHILIPPINE GOVT 2.95% 05/05/450.00350,000
PHILIPPINE GOVT 3.556% 9/29/320.00200,000
PHILIPPINE GOVT 5% 07/17/330.00200,000
PHILIPPINE GOVT 5.5% 01/17/480.00500,000
PHILIPPINE GOVT 5.6% 05/14/490.00270,000
PHILIPPINE GOVT 5.95% 10/13/470.00200,000
GACI FIRST INV 5.25% 10/32 RGS0.00400,000
USTN 4.625% 09/30/300.00526,000
ABU DHABI NT 4% 10/03/49 144A0.00700,000
ABU DHABI NT 4.375% 1/29 144A0.00231,000
ABU DHABI NT 4.696% 4/33 144A0.00400,000
ABU DHABI NT 4.75% 3/9/37 144A0.00505,000
ABU DHABI NT 4.875% 4/30 144A0.0080,000
TAIT TM B 1LN 10/01/310.00350,000
TAJIKI REP 7.125% 9/14/27 144A0.00485,000
USTN 4.25% 02/28/290.00261,000
USTN 4% 02/28/300.00368,000
USTN 3.75% 12/31/280.00588,000
USTB 4.125% 08/15/440.00760,000
USTB 2.25% 08/15/460.0090,000
USTN 3.625% 03/31/300.00644,000
USTN 2.875% 05/15/320.00777,000
TERMOCAND 7.75% 09/17/31 144A0.00445,000
TRANSDIGM INC 6.625% 3/32 144A0.00552,000
TRANSDIGM INC 6% 01/15/33 144A0.00659,000
TBOLT 19-1 A 3.671% 11/390.00655,261
ALIGHT SOLUTION TM B1 1LN 8/280.00243,969
COLOMBIA TELEC 4.95% 7/30 144A0.00250,000
TELECOMM CO TEL 7% 10/29 144A0.00510,000
TENCENT HLDG 1.81% 1/26 144A0.00350,000
TENCENT HLDG 2.39% 6/3/30 144A0.00600,000
TENGIZCHEVROI 3.25% 8/30 144A0.00675,000
TELEFONICA CE 5.875% 4/27 144A0.00200,000
TCN 23-SFR1 E 7.977% 7/40 144A0.00350,000
SUNBELT SOLOM TERM B 1LN 10/310.00695,000
TRANSDIGM IN 7.125% 12/31 144A0.00323,000
CLOUD SOFTWARE 6.5% 3/29 144A0.00530,000
BYJU'S ALP TM DIP TM 1LN 04/260.004,262
BYJU'S TERM B 1LN 11/24/260.00246,629
TK ELEVATOR TM B 1LN 04/30/300.00285,677
TENET HEALTH 4.625% 06/15/280.00115,000
PRAIRIE ACQUIRO 9% 8/1/29 144A0.00135,000
TALLGRASS ENERGY TM 1LN 08/290.00293,525
TRAEGER GRILLS TERM B 1LN 6/280.00390,000
TULLOW OIL PLC 7% 3/1/25 144A0.00783,000
TAYLOR MORRIS 5.125% 8/30 144A0.00155,000
TRANS PARTNERS 6.125% 02/15/260.00700,000
TKC HOLDINGS TERM 1LN 02/08/270.00467,605
COASTAL WASTE TM B 1LN 10/310.00370,000
TJX COMPANIES 3.875% 4/15/300.004,000
MILLICOM INTL 6.25% 3/29 144A0.00630,000
MILLICOM INTL 7.375% 4/32 144A0.00677,000
FEL ENERGY VI 5.75% 12/40 144A0.00477,790
VERTICAL HOLD 7.625% 7/28 144A0.00690,000
SOTERA HEALTH TM B 1LN 05/310.00575,000
SOTERA HLTH 7.375% 6/31 144A0.00545,000
SCANDINAVI 4.875% 09/12/29 RGS0.00325,000
STONEMOR INC 8.5% 5/15/29 144A0.00405,000
STORE CAPITAL 4.625% 3/15/290.00149,000
SEASPAN CORPORA 5.5% 8/29 144A0.00766,000
SENSATA TECH 6.625% 7/32 144A0.00625,000
SSE PLC 3.74%/VAR PERP RGS0.00100,000
SITIO ROYAL 7.875% 11/28 144A0.00511,000
STARWOOD PPTY 3.625% 7/26 144A0.00145,000
STARWOOD PPTY 3.75% 12/24 144A0.00290,000
STARWOOD PPTY 4.75% 03/15/250.00180,000
STARWOOD PPTY 6% 04/15/30 144A0.00645,000
INEOS QUATTRO TERM 1LN 3/01/300.00148,125
STWD 21-LIH G TSFR1M+425 11/360.00252,000
SEAGATE HDD CAY 8.25% 12/15/290.00639,000
SEAGATE HDD CAY 8.5% 07/15/310.00289,000
SUN CMNTYS OPER 2.3% 11/01/280.00392,000
SUNOCO LP /CORP 5.875% 3/15/280.00610,000
SUNOCO LP 7% 05/01/29 144A0.00335,000
SUNOCO LP 7.25% 05/01/32 144A0.00370,000
SUZANO AUSTRIA 3.75% 01/15/310.00314,000
SUZANO AUSTRIA 5% 01/15/300.00545,000
SEVERN TR WTR 4.625% 11/34 RGS0.00385,000
SWEETWATER BORRO TM B 1LN 8/280.00682,447
SW FINANCE 7.375% 12/41 RGS0.00304,000
SWSF 1.625% 03/30/27 RGS0.00265,000
SWSF 2.375% 05/28/28 RGS0.00440,000
SUN CMNTYS OPER 4.2% 04/15/320.00112,000
SYSCO CORP 6.6% 04/01/500.00530,000
SYMPHONY 21A A TSFR3M+132 7/320.00249,642
AT&T INC 4.3% 02/15/300.00315,000
AT&T INC 4.5% 03/09/480.0010,000
AT&T INC 5.15% 11/15/460.00500,000
SOUTHCO EUSA5+NA 09/15/810.00680,000
SOUTH AFRICA 4.85% 09/27/270.00471,000
SOUTH AFRICA 4.85% 09/30/290.00425,000
SOUTH AFRICA 5% 10/12/460.00225,000
SOUTH AFRICA 5.65% 09/27/470.00260,000
SOUTH AFRICA 5.75% 09/30/490.00570,000
SOUTH AFRICA 5.875% 04/20/320.00609,000
SMYRNA READY MI TM B 1LN 04/290.00244,769
MESQUITE 7.25% 12/31/49 144A0.00269,000
STONEX GROU 7.875% 3/1/31 144A0.00275,000
SOLIANT TERM 1LN 07/18/310.00545,000
SOCGEN 4.75% 11/24/25 144A0.00200,000
STAR HOLDING 8.75% 8/1/31 144A0.00245,000
POLARIS NEWCO TM PIK 2LN 06/290.00435,000
SM ENERGY CO 7% 08/01/32 144A0.00145,000
SLM CORP 4.2% 10/29/250.00704,000
SLVRR 19-1 A 3.967% 07/15/440.00360,414
SIMON & SCHUSTER TM 1LN 10/300.00442,775
SIRIUS XM RAD 4.125% 7/30 144A0.00635,000
SISECAM UK 8.625% 5/02/32 144A0.00545,000
STILLWATER MIN 4% 11/26 144A0.00591,000
SIRIUS REA 1.125% 06/22/26 RGS0.00600,000
SWISS RE 5%/VAR 04/02/49 144A0.00200,000
SRI LANKA 6.825% 07/26 144A0.00430,000
SRI LANKA GOV 6.85% 11/25 144A0.00625,000
SRI LANKA GOVT 6.2% 5/27 144A0.0060,000
SRI LANKA GOVT 7.55% 3/30 144A0.0020,000
SRI LANKA GOVT 7.85% 3/29 144A0.00450,000
SEMPRA 6% 10/15/390.00106,000
SREIT 21-FLWR F TSFR1M+278.7020.00500,000
SREIT 21IN TSFR1M+338 21 10/380.00744,000
SREIT 21-MF TSFR1M+144 9 11/380.00649,710
NOURYON TERM B 1LN 04/03/20280.00113,852
NOURYON TERM B 1LN 04/03/280.00630,453
NOURYON TERM B-1 1LN 04/03/280.00325,000
SIMON PROPERTY 2.45% 09/13/290.00309,000
SPGN 22-TFLM B TSFR1M+200 2/390.00501,000
SPGN 22-TFLM C TSFR1M+265 2/390.00261,000
OLYMPUS WTR 6.25% 10/1/29 144A0.00738,000
STAPLES 12.75% 01/15/30 144A0.00863,699
SOLINA TM B 1LN 03/01/290.00244,388
BANK 19-BN20 ASB 2.933% 09/620.0098,314
BANK 19-BN23 ASB 2.846% 12/520.00300,000
BANK 2018-BN10 C VAR 02/610.00425,000
BANK 2019-BN21 A5 2.851% 10/520.00112,000
BANK 2021-BN33 B 2.893% 05/640.00500,000
BANK 2021-BN33 XA VAR 05/640.009,612,422
BANK 2023-BNK45 B VAR 02/560.00305,000
BANK 17-BNK6 ASB 3.289% 07/600.00406,128
BANK 18-BN10 ASB 3.641% 02/610.00577,859
BANK 18-BN14 ASB 4.185% 09/600.00230,194
BAMLL DKLX B TSFR1M+155 1/390.00311,000
BANCO D BRASIL 6.25% PERP 144A0.00380,000
BANCO DO BRZ KY 6% 3/31 144A0.00465,000
BANC CHILE 7.95%/VAR PERP 144A0.00235,000
BAYER AG 4.625% 05/26/33 RGS0.00370,000
REYNOLDS AMERN 4.45% 06/12/250.0033,000
REYNOLDS AMERN 5.7% 08/15/350.0028,000
REYNOLDS AMERN 5.85% 08/15/450.00180,000
BAY CLUB TERM B 1LN 6/30/310.00389,025
BAY CLUB TM B 2LN 06/14/320.00120,000
BANK5 2023-5YR1 A3 6.26% 04/560.00200,000
BANK5 2023-5YR4 C CSTR 12/560.00300,000
BANK5 23-5YR3 AS 7.293% 09/560.00500,000
BANCO MER KY 7.625/VR PRP 144A0.00715,000
BARBADOS GOVT 6.5% 10/29 144A0.00655,000
BACM 2016-UB10 B 3.79% 06/490.00270,000
BARCLAYS 8.407%/VAR 11/32 RGS0.00200,000
BARCLAYSPLC 7.125%/VAR PERP0.00310,000
BAMLL 19-BPR 3.112% 11/32 144A0.00496,000
BAMLL 19-BPR 3.465% 11/32 144A0.00111,000
BAMLL DKLX C SOFR30A+215 1/390.00167,000
BRASKEM IDESA 6.99% 2/32 144A0.00640,000
BRASKEM IDESA 7.45% 11/29 144A0.00804,000
JD POWER TERM B 1LN 07/02/310.00659,103
BROADCOM INC 1.95% 2/28 144A0.00708,000
AUNA SA 10% 12/15/29 144A0.00200,000
ATI INC 5.875% 12/01/270.00625,000
ATI INC 7.25% 08/15/300.00145,000
ASURION TM B10 1LN 8/17/280.00494,950
ANGUS CHEMICAL TM 1LN 11/04/270.00122,813
ANGUS CHEMICAL TM 2LN 11/280.00110,000
ARAMARK SVCS 5% 04/01/25 144A0.00275,000
ARAMARK TERM B-4 1LN 1/15/270.00500,000
ARCONIC TERM B 1LN 08/19/300.00405,913
ARSENAL AIC PAR 8% 10/30 144A0.0015,000
ASPIRE BAKERIES TM B 1LN 12/300.00669,000
ASPLUNDH TERM B 1LN 05/23/20310.00687,585
AYDEM YENI 7.75% 02/02/27 144A0.00415,000
BOEING CO 5.705% 05/01/400.00550,000
AZUL SC F LLP 11.93% 8/28 144A0.00300,000
AZUL SC FIN LLP 11.5% 05/28/290.00603,847
AZZ INC TERM B 1LN 05/290.00387,230
BOEING CO 3.55% 03/01/380.00636,000
BOEING CO 6.259% 05/01/27 144A0.00741,000
ALIBABA GROUP 2.125% 2/9/310.00200,000
AVIENT TM B8 1LN 08/29/290.0066,027
AXALT COATING 7.25% 2/31 144A0.00392,000
AXALTA COAT TM B6 1LN 12/20/290.0072,339
AVANTOR FDG 4.625% 7/28 144A0.00735,000
AVANTOR TERM B6 1LN 11/08/20270.00254,839
ANGLIAN WTR 5.875% 6/20/31 RGS0.00360,000
BOMBARDIER REC TM B4 1LN 01/310.00495,000
BONOS PARA LA R 0% 06/30/250.00633,100
BPCE 5.716%/VAR 01/18/30 144A0.00500,000
BPCE 7.003%/VAR 10/19/34 144A0.00425,000
BMARK 20-B21 AS 2.2543% 12/530.00540,000
BMARK 23-B40 AS 6.5945% 12/560.00500,000
BMARK 23-V4 B 7.460404% 11/560.00250,000
BMARK 23-V4 C 7.460404% 11/560.00250,000
BMARK B29 B 2.4534% 09/15/540.00575,000
BMO 2023-5C2 AS CSTR 11/560.00330,000
BMO 2023-C7 B CSTR 12/560.00455,000
BMO 2024-5C3 B 6.0738% 02/570.00200,000
BMO 2024-5C3 C 6.8592% 02/570.00622,000
BMO 2024-C10 C VAR 11/570.00212,000
BMO 23-C4 C CSTR 02/560.00710,989
BUILDER 6.375% 03/34 144A0.00670,000
BLP IND2 D TSFR1M+269.022 3/410.00500,000
BLUE RACER/FIN 7% 7/15/29 144A0.00195,000
BLUE RACER/FIN 7.25% 7/32 144A0.00640,000
BMARK 19-B10 ASB 3.615% 03/620.00444,690
BMARK 2018-B4 A5 4.121% 07/510.00127,000
BMARK 2021-B27 XA CSTR 07/540.004,141,335
BMARK 2022-B35 B VAR 05/550.00500,000
BMARK 2023-V2 AS 6.5374% 05/550.00500,000
BMARK 2023-V3 A3 6.3629% 07/560.00100,000
BMARK 2024-V5 B 6.0594% 01/570.00640,000
BMARK 2024-V5 C VAR 01/570.00375,000
BNPSA 4.125% 05/24/33 RGS0.00600,000
BPR 2024-PARK D VAR 11/390.00279,000
BPR 2024-PMDW B VAR 11/290.00268,000
BPR 2024-PMDW E VAR 11/290.00156,000
BRAZIL GOVT 3.875% 06/12/300.00700,000
BRAZIL GOVT 6% 10/20/330.00400,000
BRASKEM NETHE 5.875% 1/50 144A0.00358,000
BRASKEM NETHER 7.25% 2/33 144A0.00670,000
BROCK TM B 1LN 05/02/300.00330,000
BAYTEX ENERGY 7.375% 3/32 144A0.00773,000
CIA DE MINAS BU 5.5% 7/26 144A0.00330,000
BRAZIL GOVT 7.125% 05/13/540.00700,000
BRAZIL GOVT 8.25% 01/20/340.00619,000
BELLRING BRANDS 7% 3/30 144A0.00320,000
BRIST 2016 1A TSFR3M+125 04/290.00201,077
BBVA BANC TX 5.25% 9/29 144A0.00435,000
BBVA BANC TX 8.45% 6/38 144A0.00400,000
BBVA BANCMR 5.125/VR 1/33 144A0.00500,000
BOMBARDIER IN 7.875% 4/27 144A0.00571,000
BOMBARDIER INC 6% 2/15/28 144A0.00226,000
BOMBARDIER INC 7% 6/1/32 144A0.00561,000
BBAM 24-1A D TSFR3M+625 07/370.00250,000
BBCMS 2020-C7 AS 2.444% 04/530.00206,000
BBCMS 2020-C7 B 3.152% 04/530.00725,000
BBCMS 2022-C16 B 4.6% 06/550.00300,000
BBCMS 2022-C17 B 4.889% 09/550.00250,000
BBCMS 2023-5C23 B VAR 12/560.00500,000
BBCMS 2024-C24 B 5.718% 02/570.00140,000
BBCMS 2024-C24 C 6% 02/570.0060,000
BBCMS 2024-C26 C 6% 05/570.00250,000
BBCMS 2024-C30 C 6.048% 11/570.00268,000
1011778 BC UL 4.375% 1/28 144A0.00713,000
1011778 BC 5.625% 09/29 144A0.00695,000
BANCO CREDIT T5Y+ PERP 144A0.00300,000
BANCO DE CR 7.5%/VAR PERP 144A0.00295,000
BANCOLOMBIA 8.625%/VAR 12/340.00270,000
BANCO DE CR 5.8%/VAR 3/35 144A0.00480,000
BCP RENAISSANCE TM B 1LN 10/280.0098,688
BBIRD 2016-1A A STEP 12/410.00134,916
BANK IRELA 4.625/VAR 11/29 RGS0.00400,000
BIOCON BIO 6.67% 10/9/29 144A0.00515,000
BJ'S TERM B 1LN 02/03/290.00128,889
BAIDU INC 2.375% 10/09/300.00744,000
BGIS TERM 1LN 05/31/280.00462,675
BIMBO BAK 5.375% 01/09/36 144A0.00700,000
BIMBO BAKERIES 6.4% 1/34 144A0.00200,000
BERMUDA GOVT 4.75% 2/29 144A0.00200,000
BERMUDA GOVT 5% 07/15/32 144A0.00146,000
BERRY GLOBAL TM AA 1LN 7/1/290.00451,200
BAUSCH HEALTH 9% 12/15/25 144A0.00435,000
BAUSCH HLTH 9.25% 4/1/26 144A0.00455,000
BAHRAIN GOVT 5.625% 5/34 144A0.00315,000
BAHRAIN GOVT 7.5% 2/12/36 144A0.00400,000
BFLD 24-UNIV E TSFR1M+368.9460.00506,000
BFLD 24-WRHS E TSFR1M+393 8/260.00665,000
BGCLO 24-4A ER TSFR3M+650 7/370.00250,000
BGCLO 5A ER TSFR3M+695 10/370.00100,000
BANK GOSP 5.375% 05/22/33 144A0.00700,000
BANK GOSPOD 6.25% 7/09/54 144A0.00455,000
BANK GOSPODAR 6.25% 10/28 144A0.00200,000
NETWORK I 5.65%/VAR PERP 144A0.00450,000
NETWORK LTD T5Y+NA PERP 144A0.00400,000
BAUSCH HEALTH 11% 9/30/28 144A0.00585,000
BAUSCH HEALTH 4.875% 6/28 144A0.00850,000
BAUSCH HEALTH 5.25% 1/30 144A0.00555,000
BRANDYWIN OPER 3.95% 11/15/270.00247,000
BRANDYWIN OPER 4.55% 10/01/290.00151,000
BENIN GOVT 7.96% 02/13/38 144A0.00760,000
MNRVA LUXMB 8.875% 9/33 144A0.00300,000
LCH OIS SOFRV3.5% MAC 12/18/540.002,130,000
MESQUITE ENERGY INC0.003,883
MNGT SWAP CY562346 11/18/64 B0.005,770,000
MNGT SWAP CY562346 11/18/64 B0.002,900,000
MNGT SWAP CY873248 04/17/65 B0.00180,000
MNGT SWAP CY873248 04/17/65 B0.00110,000
MSCS SWAP CY451600 12/16/72 B0.0020,000
MSCS SWAP CY451600 12/16/72 S0.0020,000
MSCS SWAP CY562346 11/18/64 B0.00800,000
MSCS SWAP CY873248 04/17/65 B0.00380,000
MSCS SWAP CY873248 04/17/65 B0.00120,000
MSCS SWAP CY873248 04/17/65 B0.00300,000
MSCS SWAP CY873248 04/17/65 B0.00170,000
MSCS SWAP CY873248 04/17/65 B0.00600,000
MSCS SWAP CY873248 04/17/65 B0.00200,000
MSCS SWAP CY885802 12/15/56 B0.00400,000
SANCHEZ TERM 1LN DIP 12/31/490.0071,751
SANCHZ DIP ROLL UP TL 12/31/490.0031,000
SBLOFI SWAP 04/17/65 B0.00330,000
SBLOFI SWAP 04/17/65 B0.00180,000
SBLOFI SWAP CY562349 11/18/640.001,200,000
SBLOFI SWAP CY873245 04/17/650.005,500,000
SBLOFI SWAP CY873248 04/17/650.00170,000
SBLOFI SWAP CY873248 04/17/650.00450,000
SBLOFI SWAP CY873248 04/17/650.00130,000
SBLOFI SWAP CY873248 04/17/650.00280,000
SBLOFI SWAP CY873248 04/17/650.00680,000
SBLOFI SWAP CY873248 04/17/650.00900,000
SBLOFI SWAP CY885799 12/15/560.001,000,000
SBLOFI SWAP CY885799 12/15/560.009,900,000
SBLOFI SWAP CY885799 12/15/560.001,800,000
SBLOFI SWAP CY885799 12/15/560.002,600,000
SBLOFI SWAP CY885799 12/15/560.005,950,000
SBLOFI SWAP CY885799 12/15/560.005,700,000
SBLOFI SWAP CY885802 12/15/560.00500,000
SBLOFI SWAP CY885802 12/15/560.00900,000
GSCM SWAP REC 3.53 08/01/290.002,400,000
GSCOFI SWAP CY873248 04/17/650.00590,000
GSCOFI SWAP CY873248 04/17/650.00680,000
GSCOFI SWAP CY873248 04/17/650.00600,000
GSCOFI SWAP CY873248 04/17/650.0030,000
GSCOFI SWAP CY873248 04/17/650.001,300,000
GSCOFI SWAP CY873248 04/17/650.00950,000
GSCOFI SWAP CY873248 04/17/650.00600,000
GSCOFI SWAP CY873248 04/17/650.00370,000
GSCOFI SWAP CY885802 12/15/560.001,300,000
GSCOFI SWAP CY885802 12/15/560.00900,000
GSCOFI SWAP CY885802 12/15/560.00700,000
ICE CDX CXPEM542 12/20/290.005,510,000
JOANN INC0.0068,801
JPSW SWAP CDS 12/20/29 ISPIM B0.001,350,000
JPSW SWAP PAY 3.8225 02/24/250.0022,600,000
JPSW SWAP REC 3.8225 02/24/250.0022,600,000
CITI SWAP PAY 3.755 03/19/290.006,400,000
BOAM SWAP REC 3.69 03/27/290.0011,900,000
BYJU'S AL TM PIK PREP REIMB TL0.004,280
BYJU'S TM PIK BRIDGE TM LOAN0.001,254
CANADIAN DOLLAR0.0095,791
CANO HEALTH LLC0.0035,749
CANO HEALTH LLC WT0.001,756
ALLIAN 10%/10.5% PIK PREF PERP0.00377,000
AUD 12/5/2024 FORWARD CC0.00-142,000
AUSTRALIAN DOLLAR0.0083,426
AZUL BRIDGE PIK VAR 1/31/20250.0073,331
BNPI SWAP CDS 12/20/29 ASSGEN0.001,300,000
BNPI SWAP CDS 12/20/29 AXASA B0.002,000,000
BNPI SWAP CDS 12/20/29 BMW B0.003,200,000
BNPI SWAP CDS 12/20/29 HEIGR B0.001,460,000
BNPI SWAP CDS 12/20/29 SOCGE B0.001,300,000
BOAM SWAP PAY 3.69 03/27/290.0011,900,000
TITANIUM 2L BON PIK 6.25% 1/310.00643,200
ADC 2023-1A A2 6% 08/48 144A0.00330,000
ADC 2023-2A A2 6.5% 11/480.00250,000
EMIRATE OF ABU 5.5% 4/54 144A0.00360,000
GALAXY PIP 2.16% 03/31/34 144A0.00208,624
ACRISURE L 4.25% 02/15/29 144A0.00600,000
ACRISURE LLC 7.5% 11/6/30 144A0.00290,000
ACRISURE LLC 8.25% 2/1/29 144A0.00220,000
ACRISURE LLC/IN 6% 8/1/29 144A0.00600,000
ACRISURE LLC/IN 8.5% 6/29 144A0.00290,000
ARCIS GOLF TERM B 1LN 11/24/280.00276,777
ANHEUSER BUSC 4.75% 04/15/580.00653,000
ANHEUSER BUSC 5.45% 01/23/390.00377,000
ALBERTSONS COM 3.5% 3/29 144A0.00420,000
ALBERTSONS COM 6.5% 2/28 144A0.00445,000
AIR CANADA TM B 1LN 03/21/310.00338,300
ACADEMY SPORT TERM B 1LN 11/270.00105,625
ATHLETICO PHYS TM B 1LN 02/290.00668,170
AMER AIR 8.5% 05/15/29 144A0.00385,000
ANHEUSER BUSC 4.35% 06/01/400.00624,000
ACUREN TERM 1LN 7/23/310.00540,000
AASET 18-1A A 3.844% 01/380.00197,715
AASET 19-1 A 3.844% 05/390.0024,252
AASET 19-2 A 3.376% 10/390.00378,552
AASET 2019-2 B 4.458% 10/390.00220,258
AASET 20-1A A 3.351% 01/400.00178,057
AASET 20-1A B 4.335% 1/40 144A0.00138,939
LCH OIS SOFR3.75% MAC 12/18/280.00-9,354,000
AADVANTAGE TERM B 1LN 04/20/280.00469,000
CARNELIAN POINT HOLDINGS LP WT0.00350
CITI SWAP REC 3.755 3/19/290.006,400,000
STG TM 1L FLFO 10/03/290.0053,677
STG TM 1L FLSO 09/30/290.00115,172
UK POUND0.00187,422
GSCM SWAP PAY 3.53 08/01/20290.002,400,000
GSCM SWAP REC 3.386 08/18/250.0029,200,000
FINASTRA CAN TL 09/13/290.0012,149
GSCM SWAP CDS 12/20/29 UCGIM B0.001,100,000
SAUDI ARABN 3.25% 11/50 144A0.00695,000
SAUDI ARABN 4.375% 4/49 144A0.0095,000
SAUDI ARABN OI 3.5% 11/70 144A0.00809,000
VIVINT/APX TERM B 1LN 7/9/280.000
SAUDI ARABN OIL 3.5% 4/29 144A0.00545,000
SA GBL SUKUK 1.602% 6/26 144A0.00589,000
SAUDI ARA 5.875% 07/17/64 144A0.00200,000
ARCHKEY H TERM B-DD 1LN 10/310.0082,759
ARCHKEY HOL TERM B 1LN 10/310.00717,241
ARCHKEY TERM B 1LN 06/30/20280.00424,598
ARD FIN SA PIK VAR 6/27 144A0.00310,000
ALEXANDRIA REAL 4.9% 12/15/300.00666,000
ARES1 IND2 F TSFR1M+403 10/340.00421,000
ARGENTINA GOVT 1% 07/09/290.00919,826
ARES 24-ALF7 E TSFR3M+625 10/30.00100,000
GCM MINING CORP 8% 10/29 144A0.00515,000
REP OF ARMENIA 3.6% 2/31 144A0.00624,000
ARGENTINA GOVT STEP 07/09/410.00950,000
ARDAGH PACKAG 4.125% 8/26 144A0.00230,000
ARGUS MEDIA TM B 1LN 02/10/310.00388,521
AMPRION GMBH 3.625% 5/31 RGS0.00300,000
AM TM NEW 1ST OUT 1LN DD 06/280.0051,389
AMER TM 1ST OUT TL B 1LN 06/280.0048,040
AMERICAN ROCK SAL TM 1LN 06/280.00163,731
AMERICAN TOW 5.45% 02/15/340.00250,000
AMGEN INC 5.65% 03/02/530.00712,000
ALTERRA MOUNTAIN TM 1LN 8/280.00492,437
ANTERO LP 5.375% 06/15/29 144A0.00496,000
ANTERO LP/ FIN 5.75% 3/27 144A0.00338,000
AMAWATERWAYS TM B 1LN 05/01/310.00340,000
AMERITEX HLD 10.25% 10/28 144A0.00255,000
ANTICIMEX TERM B6 1LN 11/16/280.00407,950
AUTONATION INC 4.75% 06/01/300.00127,000
ANGOLA REP 8.75% 04/14/32 144A0.00500,000
ANGOLA REP 9.375% 5/8/48 144A0.00638,000
ANGOLA REP 9.5% 11/12/25 144A0.00230,000
AMERICAN HOMES 2.375% 07/15/310.00291,000
AMWINS GRP 6.375% 2/15/29 144A0.00500,000
AMN HEALTHCRE 4% 04/15/29 144A0.00332,000
ALTER DOMUS TERM B 1LN 07/310.00204,850
ALTER DOMUS TM B-DD 1LN 05/310.0015,150
ALLY FINL INC 4.7%/VAR PERP0.00420,000
AIR LEASE CORP 6%/VAR PERP0.0070,000
ALLIANT HL 7.375% 10/1/32 144A0.00753,000
ALLIANT HLD 6.75% 4/15/28 144A0.00451,000
ALLIANT HLDG 6.5% 10/1/31 144A0.00354,000
ALLIANT HLDG/ 4.25% 10/27 144A0.00420,000
ALLIANT HLDG/CO 7% 1/31 144A0.00440,000
AEROPUERT 5.125% 08/11/61 144A0.00148,000
AIT WORLDWIDE TM 1LN 4/280.00377,388
AIT WORLDWIDE TM B 1LN 4/08/300.00560,000
AKUMIN INC 8% 08/01/28 144A0.00415,000
AGL 24-5A ERR TSFR3M+635 07/340.00200,000
ADECOAGRO SA 6% 09/21/27 144A0.00130,000
AHEAD DB 6.625% 05/01/28 144A0.00450,000
AHEAD TERM B3 1LN 02/03/310.00428,626
AHLSTROM-MUNK TM 1LN 02/04/280.00245,658
AIB GRP PLC 6.25%/VAR PERP RGS0.00275,000
AIA GRP LTD 3.2% 09/16/40 144A0.00625,000
AIB GROU 6.608%/VAR 09/29 144A0.00335,000
AERCAP IRELAND 4.45% 04/03/260.00276,000
AERCAP IRELAND 6.5% 07/15/250.00603,000
AEROPUERTOS DOM 7% 6/34 144A0.00275,000
ADNOC MURB 5.125% 9/11/54 144A0.00375,000
ABU DHABI DEV 5.25% 10/54 144A0.00490,000
ABU DHABI DEV 5.5% 5/8/34 144A0.00210,000
AEGEA FINANCE 9% 1/20/31 144A0.00286,000
AERCAP GL 6.5%/VAR 6/45 144A0.00155,000
CIGNA GROUP 3.05% 10/15/270.00300,000
CLEVELAND-CLIFF 7% 3/32 144A0.00700,000
CLAST 2019-1A B 5.095% 04/390.00186,315
CLAST 21-1A A 3.5% 01/46 144A0.00161,636
CLAS 18-1 A 4.125% 06/43 144A0.0062,818
CIGNA GROUP 4.9% 12/15/480.00268,000
CIENA TERM B 1LN 10/24/300.0078,804
CITYCON OY 7.875%/VAR PERP RGS0.00715,000
CITADEL TERM B 1LN 10/24/310.00105,000
CHILE GOVT 2.75% 01/31/270.00200,000
CHILE GOVT 3.1% 01/22/610.001,025,000
CHILE GOVT 3.5% 01/31/340.00231,000
CHILE GOVT 4% 01/31/520.00475,000
CHILE GOVT 4.34% 03/07/420.00350,000
CHILE GOVT 5.33% 01/05/540.00200,000
CHILE ELECTRIC 6.01% 1/33 144A0.00289,500
CHILE ELECTRI 5.58% 10/35 144A0.00200,000
CHROMALLOY TM B 1LN 03/310.00449,100
CHOBAN PIK VAR 10/01/29 144A0.00545,000
CHOBANI TERM B 1LN 10/23/270.00736,573
CGMS 24-2A E TSFR3M+685 04/370.00250,000
CGMS 24-6A E TSFR3M+575 10/370.00150,000
CHAMBERLAIN GRP TM B 1LN 10/280.0089,311
CHAMBERLAIN GRP TM B 1LN 11/280.00323,375
CGCMT 2015-GC27 A5 3.137% 2/480.00561,034
CGCMT 2016-C1 A4 3.209% 05/490.00700,000
CGCMT 20-420K D CSTR 11/420.00625,000
CFMT 2023-HB12 A 4.25% 4/330.00579,386
INVERSIONES CMP 3% 4/6/31 144A0.00594,000
COMCAST CORP 3.9% 03/01/380.0071,000
COMCAST CORP 4.65% 07/15/420.00162,000
CLEAN HARBORS 6.375% 2/31 144A0.00408,000
CLEAN HARBORS TERM B 1LN 10/280.00337,398
CALUMET SPEC 9.75% 7/28 144A0.00332,000
CAN 10YR BOND FUT DEC24 CNZ40.006,000,000
CNX RESOURCES 7.375% 1/31 144A0.00480,000
CONSLIDATED COM 5% 10/28 144A0.00350,000
CONSOLIDATED TERM B 1LN 10/270.00250,000
CNX RESOURCES 6% 1/15/29 144A0.00248,000
COLOMBIA GOVT 5.2% 05/15/490.00540,000
COLOMBIA GOVT 7.5% 02/02/340.00270,000
COLOMBIA GOVT 8% 04/20/330.00340,000
COLOMBIA GOVT 3% 01/30/300.00760,000
COLOMBIA GOVT 3.125% 04/15/310.00277,000
COLOMBIA GOVT 3.25% 04/22/320.00258,000
AMERICOLD RLTY 5.409% 09/12/340.00340,000
YAHOO MEDIA TERM B1 1LN 09/270.00615,713
CAPITAL ONE FIN 3.8% 01/31/280.00744,000
COMM 2014-CR20 C CSTR 11/470.00789,000
CT TRUST 5.125% 02/03/32 144A0.00595,000
COMM 2015-DC1 CSTR 02/480.00460,000
COMM 2015-LC19 B 3.829% 02/480.00110,000
COMMSCOPE TERM B 1LN 04/260.00636,446
BOSTON PPTY LTD 4.5% 12/01/280.00295,000
BX XL3 C TSFR1M+283.988 12/400.00333,074
CITIGROUP 4.4% 06/10/250.00556,000
CITIGROUP 4.45% 09/29/270.00728,000
CITIGROUP 4.7%/VAR PERP0.00510,000
CARRIER GBL 4.5% 11/29/320.00535,000
CARRIER GBL 5.9% 03/15/340.00527,000
CARRIER GBL 6.2% 03/15/540.00301,000
AVIS BUDGET CR 5.75% 7/27 144A0.0050,000
AVIS BUDGET CR 8.25% 1/30 144A0.00155,000
CANADA GOVT 3% 06/01/340.00465,000
CANO HEALTH TERM 1LN 6/28/290.00214,323
CAMB 19-LIFE TSFR1M+118 12/370.00700,000
CAMB 19-LIFE TSFR1M+266 12/370.00380,000
CNTL AMR BOTT 5.25% 4/29 144A0.00595,000
CACI INTERNT TM B 1LN 10/17/310.00525,000
CALIBER COLL TERM B 1LN 1/310.00718,200
CITIGROUP 7.125%/VAR PERP0.00560,000
CLEAR CHANNEL 9% 09/15/28 144A0.00155,000
CARNIVAL CORP 5.75% 3/27 144A0.00130,000
CBRE GLOBAL INV 4.75% 3/34 RGS0.00630,000
CARDENAS TONY'S TM 1LN 8/01/290.00590,885
CAS CAPITAL NO 4%/VAR PERP RGS0.00400,000
COLONIAL FIRST TERM 1LN 12/280.00488,744
COMM B 3.61%/VAR 09/12/34 144A0.00297,000
CD 2017-CD4 B 3.947% 05/500.00121,000
CORPORACI NAC 5.125% 2/33 144A0.00400,000
CORPORACION 5.95% 1/08/34 144A0.00600,000
CORPORACION 6.44% 1/26/36 144A0.00200,000
CORPORACION NA 3.15% 1/30 144A0.00181,000
CORPORACION NAC 3.7% 1/50 144A0.00600,000
CORPORACION NAC 4.5% 8/47 144A0.0080,000
CORPORACION NAC 6.3% 9/53 144A0.00400,000
CORPOARATE OFFI 2.25% 03/15/260.00300,000
CARNIVAL TERM B 1LN 08/09/20270.0042,017
BX 24-FNX D TSFR1M+294.018 11/0.00222,000
BX 22-LBA6 F TSFR1M+335 01/390.00647,360
BX 23-XL3 B TSFR1M+239.0 12/400.00615,025
BX 21-PAC TSFR1M+306 21 10/360.00667,732
BX 22-IND C TSFR1M+219.7 04/240.00195,719
BX 22-IND D TSFR1M+274.6 04/240.00164,058
BX 24-WPT E TSFR1M+358.84 3/340.00405,000
BX AIR2 D TSFR1M+308.89 10/410.00625,000
BX 21-CIP TSFR1M+333 73 11/360.00645,030
BX 21-IRON D TSFR1M+201.4 2/380.00650,000
BX 2024-VLT5 A VAR 11/460.00443,000
BX 2024-VLT5 C CSTR 11/460.00411,000
BX 21-21-SOAR A .8% 06/230.00632,128
BX 21-LBA FJV TSFR1M+251 02/280.00100,000
BX 21-LBA TSFR1M+251 2/28 144A0.00310,788
BX 21-MFM TSFR1M+311 1/34 144A0.00138,243
BX 21-MFM1 E TSFR1M+236 01/340.00357,560
BX 21-MFM1 G TSFR1M+401 01/340.00700,000
BX 19-CALM TSFR1M+99 72 11/280.00420,361
BX 19-IMC A TSFR1M+111 04/340.00235,490
BX 19-IMC C TSFR1M+171 04/340.00210,000
BX 19-IMC D TSFR1M+201 04/340.00220,000
BX 19-OC11 D 4.075% 12/41 144A0.00500,000
BX 2022-LP2 D VAR 02/390.00638,855
ELANCO ANIMAL VAR 08/28/280.0092,000
EGYPT GOVT 7.625% 5/29/32 144A0.00235,000
EGYPT GOVT 7.903% 2/21/48 144A0.00969,000
EGYPT GOVT 8.5% 01/31/47 144A0.00450,000
EGYPT GOVT 8.7002% 3/1/49 144A0.00380,000
EL SALVADO GOV 0.25% 4/30 144A0.00265,000
EL SALVADO GOV 9.25% 4/30 144A0.00305,000
EL SALVADOR 7.1246% 1/50 144A0.00475,000
EL SALVADOR REP 7.65 6/35 144A0.00249,000
EMERA US FIN 3.55% 06/15/260.0057,000
EMBECTA CORP 5% 02/15/30 144A0.00160,000
EMBECTA TM B 1LN 03/31/290.00257,991
EMBRAER NETHER 6.95% 1/28 144A0.00395,000
EMBRAER NETHERL 5.4% 02/01/270.00315,000
EMBRAER NETHERL 7% 7/30 144A0.00540,000
COPELAND TERM B 1LN 08/02/20310.00430,000
ECUADOR GOVT STEP 7/31/30 144A0.00869,000
ECUADOR GOVT STEP 7/31/35 144A0.001,053,000
ECOPETROL SA 4.625% 11/02/310.00610,000
ECOPETROL SA 8.375% 01/19/360.00240,000
ECL ENTERTAIN TM B 1LN 08/300.00253,390
EPICOR SOFTWARE TERM 1LN 05/310.00742,981
EPICOR SOFTWARE TM DD 1LN 5/310.0087,173
EGYPT GOVT 7.5% 01/31/27 144A0.00425,000
EQUITABLE HLD 4.572% 2/29 144A0.00132,000
EPIC CRUDE TERM B 1LN 10/310.00745,000
ENTEGRIS INC 4.375% 4/28 144A0.00300,000
ENERGO-PRO AS 8.5% 2/4/27 144A0.00400,000
ENERGEAN I 5.375% 03/30/28 RGS0.00475,000
ENSEMBLE HEALTH TM B 1LN 08/290.00556,177
ENGIE 3.875% 03/06/36 RGS0.00600,000
ENDO TERM B 1LN 04/23/20310.00420,000
ENEL FIN INTL 5.5% 6/34 144A0.00700,000
ENEL FIN INTL 7.5% 10/32 144A0.00245,000
ENEL SPA 3.375%/VAR PERP RGS0.00345,000
ELP 2021-EL TSFR1M+278 7 11/380.00399,535
EDF 5.5% 01/25/35 RGS0.00200,000
ENDEAVOUR MININ 5% 10/26 144A0.00630,000
EMRLD BORROWER 6.75% 7/31 144A0.00536,000
EMG CV TM B 1LN 10/24/290.00530,000
EMPRESA NA 5.95% 07/30/34 144A0.00200,000
EMPRESA NACION 6.15% 5/33 144A0.00300,000
ENBW INTL FIN 3.5% 7/22/31 RGS0.00200,000
EM OF DUBAI GOV 5.25% 1/43 RGS0.00200,000
DTP 2023-STE2 E CSTR 01/410.00150,000
DTP 23-STE2 C CSTR 01/410.00500,000
DXP ENTERPRI TM B 1LN 10/07/300.00198,000
EAB TERM B 1LN 8/16/280.00589,012
EATON 13-1A A TSFR3M+151 01/340.00330,000
DUKE ENERGY COR 3.85% 06/15/340.00350,000
DAVITA INC 3.75% 02/15/31 144A0.00609,000
EATON 1A-D2 TSFR3M+450 10/370.00200,000
TRITAX EUROBOX 0.95% 6/26 RGS0.00510,000
DTP 2023-STE2 B CSTR 1/410.00120,000
DIAMOND SPORTS TM DIP 08/270.0048,988
DP WORLD 3.7495% 01/30/30 144A0.00620,000
DP WORLD PLC 5.625% 9/48 144A0.00360,000
NCR VOYIX TM 1LN 09/30/310.00600,000
DRASLOVKA HOLD TM B 1LN 12/260.00693,574
DOMINICAN REP 6.6% 6/1/36 144A0.00205,000
DOMINICAN REP 6.85% 1/45 144A0.0075,000
DOMINICAN REP 6.875% 1/26 144A0.00270,000
DOMINICAN REP 7.05% 2/31 144A0.00612,000
DOMINICAN REP 5.3% 1/41 144A0.00350,000
HEALTHPEAK OP 3.25% 07/15/260.0059,000
HEALTHPEAK OP 3.5% 07/15/290.0068,000
DOMINICAN REP 4.5% 1/30 144A0.00791,000
DISCOVER FIN SV 3.75% 03/04/250.00586,000
DISCOVER FIN SV 4.1% 02/09/270.00197,000
DELEK TERM B 1LN 11/19/290.00585,154
DNB BAN 0.25%/VAR 02/23/29 RGS0.00400,000
DLLAA 23-1A 5.64% 02/28 144A0.00733,000
DLLAA 23-1A 5.93% 07/26 144A0.00539,967
CORECIVIC INC 4.75% 10/15/270.00785,000
CAPSTONE BORROW 8% 6/30 144A0.00225,000
CAESARS ENT 8.125% 7/1/27 144A0.00403,000
CYRUS 2024-3A A2 0% 05/49 144A0.00590,000
CYRUS 24-2A A2 4.5% 05/490.00447,000
CAESARS ENT 4.625% 10/29 144A0.00600,000
CARVANA CO 5.875% 10/1/28 144A0.00650,000
CARVANA CO 4.875% 9/1/29 144A0.00785,000
CABLEVS LHT 3.875% 9/27 144A0.00374,000
CENOVUS ENERGY 5.4% 06/15/470.00168,000
CENOVUS ENERGY 6.75% 11/15/390.00257,000
CVS HEALTH CORP 3% 08/15/260.0069,000
CVS HEALTH CORP 3.625% 4/1/270.00281,000
CARVANA CO PIK VAR 6/1/30 144A0.00154,425
DBJPM 2020-C9 AM 2.34% 08/530.00400,000
DBJPM 2020-C9 B 2.567% 08/530.00462,000
GERMANY GOVT 0% 08/15/31 RGS0.00110,000
GERMANY GOVT 1.7% 08/15/32 RGS0.00540,000
DC 2023-DC D VAR 09/280.00730,000
DELL INTL/EMC 6.2% 07/15/300.00415,000
DEL TM 1LN SPPR FRST OUT 8/280.00521,256
DEL TM 1LN SPPR SEC OUT 8/280.00977,351
DELRIN TERM 1LN 11/01/300.00437,800
DIGICERT TERM B 2LN 02/19/290.00735,000
HF SINCLAIR COR 6.375% 4/15/270.00180,000
DEUT 4.5%/VAR 07/12/35 RGS0.00500,000
DEUT 3.25%/VAR 05/24/28 RGS0.00600,000
STANDARDAERO TERM B2 1LN 10/310.00303,111
ELLUCIAN TM B 1LN 10/07/290.00663,892
DELTA AIR LINES TM B 1LN 10/270.00132,462
DELTA/SKYMILES 4.5% 10/25 144A0.00250,000
DARKTRACE TERM 2LN 10/12/320.00675,000
DAYFORCE TM B 1LN 03/310.00364,088
COSTA RICA 5.625% 4/30/43 144A0.00625,000
COSTA RICA GOV 7.3% 11/54 144A0.00300,000
CONE DFW1 E TSFR1M+388 08/260.00435,000
USI INC 1 TERM B 11/290.00191,124
CONVERGINT TM DD 1LN 03/280.0017,485
CONGRUEX GROUP TM B 1LN 05/290.00195,500
CONSLIDA 5.625% 10/15/28 144A0.00759,000
CPM HOLDINGS TERM 1LN 09/28/280.00139,696
CALPINE CONSTR TM B 1LN 07/300.00554,075
CALPINE CORP 4.625% 2/29 144A0.00450,000
CALPINE CORP 5.125% 3/28 144A0.00525,000
CPTS 2019-CPT E CSTR 11/390.00100,000
COLUMBIA PIPE 6.497% 8/43 144A0.00423,000
COLUMBIA PIPE 6.714% 8/63 144A0.00456,000
CPI ACQUISITION 10% 7/29 144A0.00320,000
CREATIVE PLANN TM B 1LN 05/310.0075,000
CPI PROP G 3.75%/VAR PERP RGS0.00415,000
CROWN EQUIPMENT TM B 1LN 10/310.00355,000
CROCS INC 4.125% 08/15/31 144A0.00395,000
CROCS TERM B 1LN 02/20/290.00431,250
CRTPK 24-1A E TSFR3+55.5 10/360.00273,000
CRUISE YACHT UP 11.875% 7/5/280.00200,000
CREDT SUISSE 7.5%/VAR PERP RGS0.00995,000
CSC HLDGS LLC 5.5% 4/27 144A0.00600,000
CSC HOLDINGS TERM B-5 4/15/270.00310,919
CSMC 19-UVIL A 3.1595% 12/410.00150,000
CSMC 19-UVIL E CSTR 12/410.00945,000
CSMC 2017-PFH TSFR1M+230 12/200.00809,000
CSMC 20NET 2.2569% 08/37 144A0.00183,990
CSN ISLANDS XI 6.75% 1/28 144A0.00353,000
CSN RES SA 5.875% 4/8/32 144A0.00620,000
CSN RES SA 8.875% 12/5/30 144A0.00200,000
CAMPOSOL SA 6% 02/03/27 144A0.00408,000
COREBRIDGE FINA 3.5% 04/04/250.00575,000
COREBRIDGE FINA 4.35% 04/05/420.00218,000
COREBRIDGE FINA 4.4% 04/05/520.00644,000
CALIFORNI 7.125% 02/01/26 144A0.0088,000
180 MEDI 3.875% 10/15/29 144A0.00625,000
CSC HLDGS LL 4.125% 12/30 144A0.00325,000
CSAIL 2017-C8 C 4.264798% 6/500.00801,000
COSAN LUXE 7.25% 06/27/31 144A0.00450,000
COSAN OVERSEAS 8.25% PERP RGS0.00650,000
CENOVUS ENERGY 3.75% 02/15/520.00210,000
COVANTA TERM B 1LN 11/30/20280.00127,388
COVANTA TERM B 1LN 11/30/280.00214,088
COVANTA TERM C 1LN 11/30/20280.006,978
COVANTA TERM C 1LN 11/30/280.0016,448
FHLG 15YR 1.5% 06/36#SB81060.00186,232
FHLG 15YR 1.5% 07/36#SB81100.00152,233
FHLG 15YR 1.5% 08/35#SB80660.00383,042
FHLG 15YR 1.5% 08/36#SB81140.00113,882
FHLG 15YR 1.5% 02/36#SB80880.00165,007
FHLG 15YR 1.5% 03/36#SB80920.00104,214
FHLG 15YR 1.5% 04/36#SB80970.00179,068
FHLG 10YR 2.5% 02/30#RD50180.00196,420
FOCUS FINAN TM DD 1LN 09/310.00204,156
FHLG 15YR 2% 02/36#QN53280.00101,287
FHLG 15YR 2% 02/36#SB85100.00157,910
FHLG 15YR 2% 03/36#QN56530.00341,488
FHLG 15YR 2% 03/36#QN57440.0090,889
FHLG 15YR 2% 03/36#RC18910.0016,633
FHLG 15YR 2% 04/36#RC19320.00117,979
FHLG 15YR 2% 05/36#SB85120.00153,485
FHLG 15YR 1.5% 11/35#QN41420.00222,921
FHLG 15YR 1.5% 11/35#SB80730.00523,740
FNR 2022-9 BA 3% 05/480.00536,258
FHLG 15YR 2.5% 02/35#QN15780.00263,458
FHLG 20YR 1.5% 04/41#RB51070.0068,736
FHLG 20YR 1.5% 12/40#RB50890.0040,316
FHLG 20YR 2% 02/01/41#RB51000.00461,448
FHLG 20YR 2% 03/41#SC01360.00424,037
FHLG 20YR 2% 04/41#RB51080.0017,946
FHLG 20YR 1.5% 02/41#RB50990.0067,638
FHLG 20YR 1.5% 03/41#RB51040.0068,689
FHLG 15YR 3% 12/30#ZS85910.00103,658
FHLG 15YR 3% 12/32#SB00300.0023,640
FHLG 15YR 3.5% 04/33#ZT19700.00269,346
FHLG 15YR 3.5% 11/33#ZT14100.00109,431
FHLG 15YR 2.5% 03/37#RC25270.00717,439
FHLG 15YR 2.5% 07/36#SB05350.0060,335
FHLG 15YR 2.5% 11/31#ZS86290.00213,715
FHLG 15YR 3% 02/33#SB06210.00101,679
FHLG 20YR 2.5% 06/40#QK03060.0088,702
FHLG 20YR 2.5% 04/42#SC02700.0088,601
FHLG 20YR 2.5% 05/41#SC01670.00156,036
FHLG 20YR 2.5% 08/41#QK09850.00300,412
FHLG 20YR 2.5% 09/41#SC01850.00662,391
FHLG 20YR 2.5% 10/41#RB51320.00226,382
FHLG 20YR 2.5% 11/41#QK11670.00367,887
FHLG 20YR 2.5% 11/41#QK12030.00136,378
FHLG 20YR 2% 11/41#QK11800.00680,189
FHLG 20YR 2.5% 01/41#SC01190.00597,737
FHLG 20YR 2.5% 01/42#RB51420.00457,901
FHLG 20YR 2.5% 02/42#SC02480.00613,192
FHLG 20YR 2% 05/41#RB51110.00443,051
FHLG 20YR 2% 06/41#RB51140.00721,022
FHLG 20YR 2% 07/41#RB51180.0018,601
FNR 2022-15 GC 3% 01/470.00662,421
FNR 2022-17 BH 3% 05/470.00722,520
FNR 2022-2 TH 2.5% 02/520.00220,208
FNR 2022-7 A 3% 05/480.00452,864
FNR 2022-4 B 2.5% 05/490.00386,105
FNR 2022-49 TC 4% 12/480.00257,433
FNR 2022-5 BA 2.5% 12/490.00694,387
FNR 2020-45 JL 3% 07/400.0033,365
FNR 2021-59 H 2% 06/480.00348,300
FNR 2021-66 DA 2% 01/480.00371,063
FNR 2021-66 DM 2% 01/480.00394,333
FNR 2021-69 JK 1.5% 10/510.00363,503
FNR 2021-85 L 2.5% 08/480.00326,814
FNR 2021-96 HA 2.5% 02/500.00533,309
FNR 2022-1 KA 3% 05/480.00318,240
FNR 2022-11 B 3% 06/490.00440,429
FNR 2022-13 HA 3% 08/460.00348,600
FNR 2022-13 JA 3% 05/480.00643,272
UMBS 15YR 5% 11/39 #TBA0.000
FNMA 30YR 6.5% 07/54#CB88670.00588,485
FNMA 4.5% 3/43 #AL34290.0013,129
FNR 2012-134 MX 3.5% 05/420.0081,084
FNR 2016-104 B 4% 12/440.00151,266
FNR 2016-99 KA 4% 11/420.00180,896
FNR 2017-22 ED 3.5% 06/440.0063,657
FNR 2005-40 YG 5% 05/250.0020,507
FNR 06-55 GE 5% 6/260.00110,939
UMBS 30YR 4% 11/54 #TBA0.000
UMBS 30YR 2.5% 11/54 #TBA0.000
FHLG 30YR 5% 01/53#SD21860.00526,743
FHLG 30YR 4% 10/52#SD17720.00749,854
FHLG 30YR 4% 05/48#ZA53790.00191,098
FHLG 30YR 3.5% 09/47#ZM41400.0040,956
FHLG 30YR 3.5% 09/47#ZM42410.0033,510
FHLG 30YR 3.5% 10/47#ZM43880.0071,222
FHLG 30YR 3.5% 10/49#SD01140.00470,195
FHLG 30YR 3.5% 10/51#SD81750.00432,129
FHLG 30YR 3.5% 11/42#ZL43970.00460,239
FHLG 30YR 3.5% 11/47#ZM49610.00494,466
FHLG 30YR 3.5% 12/47#ZM52060.00130,751
FHLG 30YR 3.5% 08/47#ZM38100.00150,664
FHLG 30YR 3.5% 08/47#ZM40380.00218,816
FHLG 30YR 3.5% 07/42#ZA12310.00522,388
FHLG 30YR 3.5% 04/52#SD09580.00259,581
FHLG 30YR 3.5% 05/52#RA73110.00626,245
FHLG 30YR 3.5% 05/52#RA73120.00338,391
FHLG 30YR 3.5% 02/52#RA67990.00152,319
FHLG 30YR 3.5% 03/52#RA69490.00352,122
FHLG 30YR 3.5% 03/52#RA69860.00161,539
FHLG 30YR 5% 12/52#SD21750.00156,073
FHLG 30YR 5% 06/53#SD31960.00609,366
FHLG 30YR 5% 09/52#SD15720.00323,829
FHLG 30YR 5% 10/52#SD17330.00384,928
FHLG 30YR 5% 11/52#SD18620.00358,652
FHLG 30YR 5% 12/52#RA82910.00338,913
FHLG 30YR 5% 12/52#RA82920.00312,809
FHLG 30YR 5.5% 02/54#RJ08360.00457,220
FHLG 30YR 5.5% 08/54#SD84530.00177,450
FHLM 30YR 5.5% 05/53#RA90580.00753,832
FHLM 30YR 5.5% 06/53#RA91610.00382,558
FHLM 30YR 6% 07/53#RA93820.00671,027
FHLM 30YR 6% 07/53#RA93830.00590,246
FHLG 30YR 2.5% 02/51#RA45270.0018,180
FHLG 30YR 2% 05/51#RA52870.00254,477
FHLG 30YR 2% 05/51#RA52880.00599,890
FHLG 30YR 2.5% 11/50#SD75300.00408,785
FHLG 30YR 2.5% 11/51#SD81780.00369,127
FHLG 30YR 2.5% 12/51#RA64340.00483,434
FHLG 30YR 2.5% 12/51#SD81830.00309,462
FHLG 30YR 3% 01/48#ZM54090.009,163
FHLG 30YR 2.5% 07/50#RA29760.00552,939
FHLG 30YR 2.5% 07/51#RA55740.00496,654
FHLG 30YR 3.5% 01/48#ZM54770.0019,746
FHLG 30YR 3% 06/50#SD75180.00435,542
FHLG 30YR 3% 03/52#RA69880.00728,901
FHLG 30YR 3% 04/50#RA24570.00263,778
FHLG 30YR 3% 05/51#RA52670.00631,926
FHLG 30YR 3% 09/51#QC74960.00120,712
FHLG 30YR 3% 09/51#RA59010.00597,134
FHLG 30YR 3% 11/47#ZM47430.00505,689
FHLG 30YR 3% 11/47#ZM48200.00190,086
FHLG 30YR 3% 11/50#SD81080.00114,000
FHLG 30YR 3% 11/51#QD12400.00117,262
FHLG 30YR 3% 11/51#RA63470.00699,525
FHLG 30YR 2% 12/51#RA65060.00165,608
FHLG 30YR 2% 12/51#RA65100.00590,724
FHLG 30YR 2.5% 01/51#RA43490.0015,085
FHLG 30YR 2% 11/51#RA62410.00821,202
FHLG 30YR 2% 11/51#RA63020.00647,889
FHLG 30YR 2% 06/50#RA26770.00594,116
FHLG 30YR 2% 07/51#QC41630.0035,782
FHLG 30YR 2% 08/50#RA32060.0025,219
FHLG 30YR 2% 09/51#QC63030.00755,030
FHLG 30YR 2% 09/51#QC71270.00760,921
FHLG 30YR 2% 09/51#RA59310.00127,179
FHLG 30YR 2% 10/51#RA60760.00836,813
FHLG 30YR 2% 11/50#QB51460.0016,102
FHLG 30YR 2% 04/52#SD10900.00129,985
FHLG 30YR 2% 05/51#QC15140.0040,589
FHLG 30YR 2% 03/51#QC00410.00918,025
FHLG 30YR 2% 03/51#QC01610.00107,403
FHLG 30YR 2% 03/51#QB89750.0071,100
FHLG 30YR 2% 03/51#QB94820.00799,201
FHLG 30YR 1.5% 03/51#QC02260.00269,352
FHLG 20YR 4.5% 10/42#RB51890.00148,295
FHLG 20YR 4.5% 12/42#RB51980.0094,726
FHLG 30YR 1.5% 04/51#QC07980.00410,020
FHLG 30YR 2% 01/51#RA43520.00908,201
GHANA GOVT 0% 01/03/30 144A0.0039,128
GHANA GOVT 0% 07/03/26 144A0.0036,000
GHANA GOVT STEP 07/03/29 144A0.00302,250
GHANA GOVT STEP 07/03/35 144A0.00356,500
GOLDEN STATE TM B 1LN 10/310.00530,000
GLM 24-21A E TSFR3M+0 07/370.00250,000
GEOPARK LTD 5.5% 01/17/27 144A0.00794,000
GEORGIA GOVT 2.75% 4/26 144A0.00535,000
GRIFFON TM B 1LN 01/24/290.00571,250
GREENSAIF PIPE 6.51% 2/42 144A0.00605,000
GCBSL 76A E TSFR3M+575 10/370.00175,000
GREENSAIF 5.8528% 2/23/36 144A0.00200,000
GREENSAIF 6.1027% 8/23/42 144A0.00350,000
GENM CAPI 3.882% 04/19/31 144A0.00750,000
GEO GROUP TM B 1LN 04/14/20290.00440,194
GABONESE GOVT 6.625% 2/31 144A0.00465,000
GABONESE GOVT 6.95% 6/25 144A0.00200,000
GABONESE GOVT 7% 11/24/31 144A0.00458,000
GNII II 4.5% 06/43 #MA10920.001,988
GNII II 4.5% 06/44#MA19970.002,601
GNII II 4.5% 08/48#MA53990.004,521
GNII II 4.5% 09/46#MA39390.002,835
GNII II 4.5% 10/20/44#MA23050.002,427
GNII II 4.5% 11/48#MA55960.0063,591
GNII II 4.5% 12/20/2048#MA56520.0079,483
GNMA II 3% 02/50#BS89220.00342,841
GNMA II 3.5% 02/43#AD17550.0018,524
GNMA II 3.5% 03/43#AA61410.008,293
GNMA II 3.5% 03/43#AD88840.009,815
GNMA II 3.5% 04/43#AB98910.004,313
GNMA II 3.5% 04/43#AD90750.0010,323
GNMA II 3.5% 11/47#7843910.00220,118
GNMA II 4% 04/48#BG35070.0033,336
GNMA II 4% 04/48#BG77440.0035,254
GNMA II 4.5% 05/41#7835780.002,483
GNMA II 5% 04/48#7848050.00238,018
GNMA II 4% 11/41#7795910.0094,604
GNMA II 4% 11/42#AB99170.0086,858
GNII II 5.5% 11/54 #TBA0.000
GNII 15YR 3% 02/31#MA34280.0041,585
GNII 15YR 3% 03/31#MA34960.0085,818
GNII 15YR 3% 04/31#MA35720.00319,566
GNII 15YR 3% 05/31#MA36390.00665,909
GNII 15YR 3% 07/31#MA37780.008,856
GNII 15YR 3% 08/31#MA38500.00102,338
GNII 15YR 3% 09/31#MA39130.0040,999
GNII 15YR 3% 10/31#MA39790.00311,995
GNII 15YR 3% 11/31#MA40440.00336,735
GNII 15YR 3% 12/31#MA41020.00509,848
GNII II 4.00% 1/41 #0049220.00127,060
GNII II 4.00% 10/40 #0048330.0041,931
GNII II 4.50% 2/42 #0053060.001,609
GNII II 4.50% 4/35 #0037000.0017,317
GNII II 4.50% 5/41 #0050550.0035,976
GNII II 4.50% 5/42 #MA00900.0023,998
GNII II 4.50% 6/41 #0050820.0015,125
GNII II 4.50% 9/39 #0045400.007,061
GNII II 4.50% 11/39 #0045770.003,922
GNII II 4.50% 11/41 #0052340.001,297
FORTRESS TR&INF 7% 6/32 144A0.00607,000
BAKELITE TERM 1LN 05/29/20290.00494,120
GN BONDCO LLC 9.5% 10/31 144A0.00647,000
FS 2023-4SZN D VAR 11/270.00500,000
FNMA 20YR 2.5% 05/42#RB07100.00108,900
FNMA 20YR 2.5% 05/42#RB08060.0039,817
FNMA 30YR 2.5% 01/52#SD44010.00553,904
FIRST REPUBLIC BANK0.003,000
FRESNILLO PLC 4.25% 10/50 144A0.00300,000
FRANCHISE GROUP TERM 1LN 03/260.00877,680
FRANCHISE GROUP TM B 1LN 3/260.00143,183
FREEPORT 4.763% 04/14/27 144A0.00200,000
FREEPORT 5.315% 04/14/32 144A0.00750,000
FREEPORT INDONE 6.2% 4/52 144A0.00200,000
GNII II 2.5% 12/51#MA77670.0059,346
GNII II 3% 01/43#MA06980.0018,974
GNII II 3% 02/47#MA42610.00265,225
GNII II 3% 10/50#MA69320.0011,410
GNII II 3% 11/46#MA41260.0042,649
GNII II 3% 11/46#MA41950.0027,741
GNII II 3% 12/42#MA06240.0051,332
GNII II 3.5% 02/43#MA07830.0030,638
GNII II 3.5% 02/50#MA64750.0050,722
GNII II 3.5% 05/43 #MA10120.0013,722
GNII II 3.5% 12/241#0052580.0091,319
GNII II 4% 03/47#MA43220.00142,171
GNII II 4% 05/46#MA36640.00126,169
GNII II 4% 06/45#MA28930.00135,309
GNII II 4% 07/44#MA20740.005,280
GNII II 4% 08/43#MA12250.007,727
GNII II 4% 12/45#MA33110.002,527
GNII II 4.0% 01/46#MA33770.002,429
GNII II 4.0% 08/45#MA30350.0080,757
GNII II 4.0% 09/45#MA31060.002,047
GNII II 4.0% 10/45#MA31740.0073,075
GNII II 4.5% 01/45#MA25230.003,085
GNII II 4.5% 02/44 #MA16790.0011,754
GNII II 4.5% 03/46#MA35230.008,426
GNII II 4.5% 05/46#MA36650.004,352
LONG GILT FUTURE DEC24 G Z40.00-700,000
G2 II 4% 04/47#MA43830.00253,997
FRONTIER COM 5.875% 10/27 144A0.00393,000
FORTRESS 5.875% 4/15/33 144A0.0080,000
GNII II 2% 04/51#MA73110.00140,470
GNII II 2.5% 02/52#MA78810.00684,438
GNMA 4.00% 8/41 #4303540.00184,639
GNMA 30YR 3% 01/45#AI68800.005,659
GNMA 30YR 3% 01/45#AK35310.005,107
GNMA 30YR 3% 01/45#AL18710.001,106
GNMA 30YR 3% 01/45#AL18840.002,283
GNMA 30YR 3% 01/45#AL18890.002,059
GNMA 30YR 3% 02/45#AK68870.004,792
GNMA 30YR 3% 02/45#AL21870.002,301
GNMA 30YR 3% 02/45#AL38430.003,372
GNMA 30YR 3% 03/45#AH72810.002,497
GNMA 30YR 3% 03/45#AK72860.001,424
GNMA 30YR 3% 03/45#AL22770.001,296
GNMA 30YR 3% 03/45#AL22820.004,423
GNMA 30YR 3% 03/45#AL22950.001,479
GNMA 30YR 3% 03/45#AL23030.001,808
GNMA 30YR 3% 03/45#AL25750.003,051
GNMA 30YR 3% 03/45#AL50460.004,441
GNMA 30YR 3% 03/45#AL52440.002,534
GNMA 30YR 3% 03/45#AL92820.0010,803
GNMA 30YR 3% 03/45#AL93140.003,018
GNMA 30YR 3% 03/45#AL93370.005,569
GNMA 30YR 3% 03/45#AL95570.003,536
GNMA 30YR 3% 05/45#6700080.004,399
GNMA 30YR 3% 06/45#AN57150.001,657
GNMA 30YR 3% 06/45#AN57330.002,596
GNMA 30YR 3% 07/45#6700290.003,497
GNMA 30YR 3% 07/45#AK89970.001,319
GNMA 30YR 3% 07/45#AK89980.003,434
GNMA 30YR 3% 07/45#AL29960.004,928
GNMA 30YR 3% 07/45#AL47590.002,048
GNMA 30YR 3% 07/45#AM89790.004,316
GNMA 30YR 3% 07/45#AN75900.006,235
GNMA 30YR 3% 07/45#AN75920.003,122
GNMA 30YR 3% 07/45#AN89800.005,919
GNMA 30YR 3% 07/45#AO02570.005,412
GNMA 30YR 3% 6/45#AN57210.002,383
GNMA 30YR 3% 7/45#AN57540.001,778
GNMA 30YR 4% 12/40#7340890.0030,003
GLOBAL PARTNER 8.25% 1/32 144A0.00200,000
GGAM FIN 6.875% 4/15/29 144A0.00115,000
WR GRACE HLD 4.875% 6/27 144A0.00195,000
GREAT PORTLAND 5.375% 9/31 RGS0.00400,000
GRAPHIC PACKG 3.75% 2/30 144A0.00364,000
GMALT 2023-2 A2A 5.44% 10/250.0070,928
SOLMAX TERM B 1LN 05/27/280.00632,606
GREYSTAR REAL 7.75% 9/30 144A0.00135,000
GREYSTAR REAL ESTA TM 1LN 8/300.00379,537
WR GRACE HLD 7.375% 3/31 144A0.00580,000
WR GRACE TERM B 1LN 09/22/20280.00187,589
GEORGIAN RAILWY 4% 6/28 144A0.00156,000
GRAHAM PACK 7.125% 8/28 144A0.00766,000
GSINC 3.75% 05/22/250.00200,000
HALLIBURTO 3.8% 11/15/250.002,000
HALLIBURTO 4.85% 11/15/350.0055,000
GENESEE & WYOMI TM B 1LN 04/310.00720,000
VIALTO TM 1LN 04/29/290.00622,756
GTC AURORA LUXE 2.25% 6/26 RGS0.00525,000
GATES 6.875% 07/01/29 144A0.00650,000
CHART INDUSTRIES TM B 1LN 3/300.00610,494
GUATEMALA 4.875% 2/13/28 144A0.00102,000
GUATEMALA GOV 6.125% 6/50 144A0.0042,000
GUATEMALA GOVT 4.9% 6/30 144A0.00154,000
GUATEMALA GOVT 5.375% 04/24/320.00755,000
GUATEMALA GOVT 6.6% 6/36 144A0.00145,000
GARDA WLD SEC 8.25% 8/32 144A0.00420,000
GARDA WO 8.375% 11/15/32 144A0.00450,000
GSMC 2019-GC38 D 3% 02/520.00115,000
GSMS 19-GC42 C CSTR 9/520.00509,000
GSINC 6.125%/VAR PERP0.00355,000
GSINC 4.25% 10/21/250.00554,000
GSMS 2017-GS6 A2 3.164% 05/500.00184,774
GSMS 21-IP B TSFR1M+126 10/360.00184,000
GSMS 2024-RVR B VAR 08/290.00202,000
GSMS 21-21-IP TSFR1M+166 10/360.00152,000
HARTFORD FINL S 4.3% 04/15/430.00604,000
HIGHTOWER 6.75% 04/15/29 144A0.00411,000
HESS MIDSTREAM 6.5% 6/29 144A0.00550,000
CA MAGNU 5.375% 10/31/26 144A0.00500,000
HANGER TERM DD 1LN 10/16/20310.0059,316
HANGER TM B 1LN 10/16/310.00460,684
HILTON GRAND TM B 1LN 01/17/310.00537,300
HESS CORP 5.8% 04/01/470.00393,000
HESS MIDSTREA 5.625% 2/26 144A0.00505,000
HESS CORP 7.875% 10/01/290.00303,000
CORE & MAIN TM B 1LN 02/10/310.00243,163
HAT HLDGS I/II 8% 6/15/27 144A0.00675,000
HUB INTERNA 7.25% 6/15/30 144A0.00713,000
HUDBAY MINERALS 4.5% 4/26 144A0.00696,000
HARBOUR ENERGY 5.5% 10/26 144A0.00190,000
HAMILTON TERM B 1LN 05/22/310.00339,150
FHLG 15YR 2.5% 11/32#G186650.006,910
FHLG 15YR 2.5% 12/32#G186690.00134,755
FHLG 15YR 3% 04/34#G168290.0019,131
FHLG 15YR 3% 4/33#G186840.00140,478
FHLG 15YR 3.5% 02/34#G167520.00144,835
FHLG 15YR 3.5% 11/33#G166770.00118,911
FHLG 20YR 3.5% 02/34#G307030.00156,636
FHLG 20YR 3.5% 07/32#C914670.0047,826
FHLG 20YR 3.5% 10/34 #C917930.00670,675
FHLG 20YR 4% 05/37#C919380.00151,791
FHLG 30YR 3% 04/01/46#Q401650.0013,741
FHLG 30YR 3% 05/46#V822750.0097,279
FHLG 30YR 3% 06/45 #Q341560.0024,227
FHLG 30YR 3% 12/46#G609890.00323,543
FHLG 30YR 3% 5/46#Q403100.0015,492
FHLG 30YR 3% 6/46#V824140.0096,628
FHLG 30YR 3.5% 01/44#G079220.00386,534
FHLG 30YR 3.5% 01/44#G602710.00195,907
FHLG 30YR 3.5% 01/45#G614190.0068,480
FHLG 30YR 3.5% 01/46#G086870.0031,852
FHLG 30YR 3.5% 03/32#C914030.0044,972
FHLG 30YR 3.5% 03/45#Q320080.0036,030
FHLG 30YR 3.5% 03/46#G604400.0074,457
FHLG 30YR 3.5% 04/48#Q554840.0070,168
FHLG 30YR 3.5% 05/45#Q335470.0046,051
FHLG 30YR 3.5% 05/46#G605530.0038,574
FHLG 30YR 3.5% 05/46#G606030.0088,521
FHLG 30YR 3.5% 06/45#Q337910.008,652
FHLG 30YR 3.5% 06/45#Q341640.0056,021
FHLG 30YR 3.5% 08/42#Q102450.0053,957
FHLG 30YR 3.5% 09/46#Q432570.0047,093
FHLG 30YR 3.5% 10/47#V834970.0018,602
FHLG 30YR 3.5% 11/45#Q374670.0046,254
FHLG 30YR 3.5% 11/47#Q521310.0059,793
FHLG 30YR 3.5% 12/47#V838170.00262,084
FHLG 30YR 4% 02/41#A968220.0077,156
FHLG 30YR 4% 02/45#G079490.0048,031
FHLG 30YR 4% 02/48#G613430.0046,294
FHLG 30YR 4% 04/43#G073450.00120,824
FHLG 30YR 4% 05/48#Q559920.0012,489
FHLG 30YR 4% 07/41#Q021440.0043,231
FHLG 30YR 4% 07/48#Q599350.0058,386
FHLG 30YR 4% 09/40#G060230.007,312
FHLG 30YR 4% 10/41#G068000.0012,287
FHLG 30YR 4% 11/40#A951500.0047,273
FHLG 30YR 4% 4/46#V822920.0012,628
FHLG 30YR 4.5% 01/42#G605170.00112,923
FHLG 30YR 4.5% 01/47#Q456350.004,523
FHLG 30YR 4.5% 02/47#Q462220.006,238
FHLG 30YR 4.5% 04/48#Q556600.006,756
FHLG 30YR 4.5% 04/48#Q557240.002,285
FHLG 30YR 4.5% 05/47#Q479350.0012,088
FHLG 30YR 4.5% 05/47#Q479420.005,488
FHLG 30YR 4.5% 05/47#Q480950.0017,086
FHLG 30YR 4.5% 05/48#Q558390.004,864
FHLG 30YR 4.5% 06/47#Q487590.0024,348
FHLG 30YR 4.5% 06/47#Q488760.0021,531
FHLG 30YR 4.5% 07/47#G610470.0035,374
FHLG 30YR 4.5% 07/47#Q493930.0010,277
FHLG 30YR 4.5% 07/47#Q494990.0015,570
FHLG 30YR 4.5% 12/46#Q450280.004,376
FHLG 30YR 4.5% 12/47#Q530170.0012,538
FHLG 30YR 4.5% 12/48#G618210.00175,297
FHLG 30YR 4.5% 4/48#Q555000.002,137
FHLG 4.00% 1/41 #A964130.0043,594
ENERGY TRAN LP 6.625%/VAR PERP0.00585,000
ENTERGY COR NEW 2.8% 06/15/300.00476,000
ENERGY TRAN LP 6.25% 04/15/490.00109,000
EXELON CORP 4.1% 03/15/520.00341,000
EXELON CORP 4.7% 04/15/500.00124,000
TURKIYE IHRACAT 9% 1/27 144A0.00300,000
ENERGY TRAN LP 4.95% 06/15/280.00291,000
ENERGY TRAN LP 5.8% 06/15/380.00159,000
EQT MIDSTREAM 4.75% 1/31 144A0.00434,000
EQT MIDSTREAM 6.5% 7/1/27 144A0.00195,000
EQT MIDSTREAM 7.5% 6/1/27 144A0.00425,000
MEGLOBAL BV 2.625% 4/28 144A0.00546,000
MEGLOBAL BV 4.25% 11/3/26 144A0.0070,000
MEGLOBAL CANADA 5% 5/25 144A0.00300,000
EQT 2024-EXTR C VAR 07/410.00330,000
EQT 24-24-EXTR B 1ML+0 07/410.00391,000
EQT 24-EXTR D 6.9034% 07/410.00100,000
ESKOM HLDGS 7.125% 2/25 144A0.00480,000
ESKOM HLDGS LT 8.45% 8/28 144A0.0092,000
FHLG 15YR 2.5% 08/31#V612730.0095,851
FHMS 2015-K049 A2 3.01% 07/250.00251,851
FORD MTR CR LLC 6.86% 06/05/260.00370,000
FANATICS COM TM B 1LN 11/23/280.0081,425
FDTN BD MTL INC 6% 3/1/29 144A0.00320,000
FHR 2017-4744 JA 3% 09/470.00159,547
FHR 2020-4954 KE 1.5% 02/500.00436,687
FHMS 2023-K751 A2 4.412% 03/300.00589,000
FHR 2005-2974 CY 5% 05/250.0038,985
FHR 2014-4422 LA 4.5% 03/430.007,855
FHR 2015-4516 A 4% 08/410.0060,325
FIRST CITZNS BK 6.125% 3/9/280.00174,000
CLEVELAND ELEC 5.95% 12/15/360.00146,000
FEDERAL HOM 15YR 3% 10/31#J3570.0013,248
FG 30YR 3.5% 9/47#Q530860.0050,308
FHLG 15YR 2.5% 01/33#J382700.004,576
FHLG 15YR 2.5% 03/33#G186800.0041,746
FHLG 15YR 2.5% 03/33#G186830.0021,691
FHLG 15YR 2.5% 05/33#G186870.005,027
FHLG 15YR 2.5% 06/31#G186040.0032,956
FHLG 15YR 2.5% 06/31#J345010.0025,550
FHLG 15YR 2.5% 07/01/33#G166610.00135,818
FHLG 15YR 2.5% 07/31#V612460.0057,259
EXTRA SPACE LP 5.4% 02/01/340.00360,000
FORD MTR CR LLC 4.445% 2/14/300.00500,000
FNMA 15YR 2.5% 12/31#AS85110.00452,652
FNMA 15YR 2.5% 12/32#BJ37460.00430,946
FNMA 15YR 3% 01/35#FM22860.0035,254
FNMA 15YR 3% 02/31#FS12340.00360,698
FNMA 15YR 3% 02/33#MA32830.00120,221
FNMA 15YR 3% 02/35#FM89370.00140,321
FNMA 15YR 3% 03/33#BM46140.0012,635
FNMA 15YR 3% 04/34#BN64190.00163,194
FNMA 15YR 3% 07/33#BM59860.0041,766
FNMA 15YR 3% 07/34#FM89400.00409,726
FNMA 15YR 3% 08/32#MA30900.00426,198
FNMA 15YR 3% 09/32#BM18840.0012,123
FNMA 15YR 3% 09/32#MA31250.009,798
FNMA 15YR 3% 09/34#CA42320.0091,198
FNMA 20YR 1.5% 12/40#MA42020.0063,483
FNMA 20YR 2% 02/41#MA42680.0017,054
FNMA 15YR 3.5% 08/34#CA40900.00456,425
FNMA 15YR 3.5% 11/34#FM78760.0086,221
FNMA 20YR 2% 04/41#CB01160.00180,521
FNMA 20YR 2% 03/41#MA42870.0017,450
FNMA 15YR 3% 10/34#CA42650.00225,175
FNMA 15YR 3% 11/34#FS17990.00203,570
FNMA 15YR 3% 12/32#BM51090.00523,123
FNMA 15YR 3.5% 02/35#CA52910.00296,820
FNMA 20YR 1.5% 01/41#MA42310.0065,792
FNMA 20YR 1.5% 02/41#MA42660.0067,289
FNMA 20YR 1.5% 03/41#MA42860.0068,580
FNMA 20YR 1.5% 11/40#MA41750.0063,048
FNMA 15YR 2% 09/36#MA44180.00293,553
FNMA 15YR 2% 10/35#BK57050.00480,774
FNMA 15YR 2% 12/35#FM52780.0095,027
FNMA 15YR 1.5% 11/35#FM43680.0090,950
FNMA 15YR 1.5% 11/35#MA41780.0062,378
FNMA 15YR 1.5% 12/35#FM47010.0063,230
FNMA 15YR 2% 02/28#FS38650.00595,074
FNMA 15YR 2% 02/36#BR33000.0087,206
FNMA 15YR 2% 02/36#FM60890.00123,840
FNMA 15YR 2% 02/36#FM61470.0045,261
FNMA 15YR 2% 02/36#FM61860.0086,918
FNMA 15YR 2% 02/36#FM63420.00107,814
FNMA 15YR 2% 02/37#FS06100.00220,039
FNMA 15YR 2% 03/36#CA94370.00163,425
FNMA 15YR 2% 03/36#CA94380.00104,680
FNMA 15YR 2% 04/36#BR63320.00778,149
FNMA 15YR 2% 04/36#FM69570.00505,448
FNMA 15YR 2% 05/36#BT08870.00219,754
FNMA 15YR 2% 05/36#FM68990.00130,781
FNMA 15YR 2% 06/36#BT01540.00146,666
FNMA 15YR 2.5% 02/35#BO92790.00110,214
FNMA 15YR 2.5% 02/35#FM25020.00331,485
FNMA 15YR 2.5% 02/35#FM67330.00143,537
FNMA 15YR 2.5% 04/36#FM97430.00253,820
FNMA 15YR 2.5% 05/31#BC09190.0028,380
FNMA 15YR 2.5% 07/31#BC14650.00301,169
FNMA 15YR 2.5% 07/36#MA43840.0067,209
FNMA 15YR 2.5% 08/31#BC27780.0039,290
FNMA 15YR 2.5% 01/32#AS86020.00253,852
FNMA 15YR 1.5% 09/36#MA44170.00197,060
FNMA 15YR 2.5% 10/31#AS80100.0028,272
FNMA 15YR 2.5% 10/31#AS82260.00251,979
FNMA 15YR 2.5% 11/29#AS72700.00194,597
FNMA 15YR 2.5% 11/31#MA28030.00163,708
FNMA 15YR 2.5% 11/32#BH57730.00227,324
FNMA 15YR 2.5% 11/32#MA31870.0059,806
FHR 2022-5202 LB 2.5% 10/470.00192,381
FHR 2022-5202 UA 3% 04/500.00305,568
FHR 2022-5210 AB 3% 01/420.00631,775
FHR 2022-5210 TA 3.5% 11/460.00433,041
FHR 2021-5178 TP 2.5% 04/490.00781,189
FHR 2021-5180 KA 2.5% 10/470.00383,764
FHR 2022-5189 DA 2.5% 05/490.00240,441
FHR 2022-5189 TP 2.5% 05/490.00565,416
FHR 2022-5190 BA 2.5% 11/470.00236,442
FHR 2022-5190 CA 2.5% 05/490.00473,068
FHR 2022-5191 CA 2.5% 04/500.00449,253
FHR 2022-5197 A 2.5% 06/490.00473,070
FHR 2022-5197 DA 2.5% 11/470.00179,464
FHR 2022-5198 BA 2.5% 11/470.00748,227
FHR 2021-5169 TP 2.5% 06/490.00416,346
FHR 2021-5141 JM 1.5% 04/510.00268,778
FHR 2021-5148 AD 1.5% 10/510.00361,541
FHR 2021-5148 PC 1.5% 10/510.00357,750
FHR 2021-5159 EA 2.5% 08/480.00410,777
FHR 2021-5159 GC 2% 11/470.00307,052
FHR 2021-5164 M 2.5% 07/480.00418,728
FHR 2021-5165 PC 1.5% 11/510.00458,965
FHR 2020-5018 LY 3% 10/400.00171,229
FHR 2020-5041 LB 3% 11/400.00383,801
FHR 2020-5058 BE 3% 11/500.00846,758
FHR 2020-5018 LC 3% 10/400.00225,631
FHR 2021-5083 VA 1% 08/380.00731,765
FNMA 15YR 1.5% 01/36#MA42280.00858,829
FNMA 15YR 1.5% 02/36#FM53670.00132,058
FNMA 15YR 1.5% 02/36#FM65070.00390,115
FNMA 15YR 1.5% 02/36#MA42600.00135,719
FNMA 15YR 1.5% 03/36#BR47000.00171,185
FNMA 15YR 1.5% 03/36#FM68040.0057,301
FNMA 15YR 1.5% 03/36#MA42780.00173,371
FNMA 15YR 1.5% 04/36#FM61000.00179,517
FNMA 15YR 1.5% 04/36#MA43020.00619,271
FNMA 15YR 1.5% 05/36#MA43280.0093,689
FNMA 15YR 1.5% 06/36#BR20590.00192,111
FNMA 15YR 1.5% 06/36#MA43590.00185,902
FNMA 15YR 1.5% 07/36#MA43820.00132,678
FNMA 15YR 1.5% 08/36#MA44020.00190,369
FHLG 15YR 2% 12/35#BQ92870.00118,347
FHLG 20YR 2.5% 06/41#BR10900.00105,011
FNMA 4.50% 8/33 #7269490.0022,124
FNMA 10YR 2.5% 06/29#MA37340.0072,148
CIA DE SEGU 4.25%/VAR 9/31 RGS0.00300,000
FILTRATION GRP TM B 1LN 10/280.00736,709
FHR 2022-5236 P 5% 04/480.00402,374
FHR 2022-5214 CG 3.5% 04/520.00633,700
FHR 2022-5202 AG 3% 01/490.00265,106
FANNIEMAE 20YR 3.5% 05/36#BM360.00153,878
FANNIEMAE 20YR 3.5% 12/36#BM360.00204,214
FANNIEMAE 30YR 3.5% 07/47#BM300.00338,500
FHLG 15YR 1.5% 05/36#BR10690.00186,408
FHLG 15YR 2% 02/36#BR13560.00117,176
FNMA 30YR 2% 03/51#FM63430.00504,046
FNMA 30YR 2% 03/51#FM65600.0041,843
FNMA 30YR 2% 03/52#CB30360.00325,334
FNMA 30YR 2% 03/52#CB30370.00324,832
FNMA 30YR 2% 03/52#CB30380.00312,360
FNMA 30YR 2% 03/51#BR47220.0079,770
FNMA 30YR 2% 03/51#BR47560.0098,209
FNMA 30YR 2% 03/51#BR54870.0066,653
FNMA 30YR 2% 12/50#CA81080.00494,889
FNMA 30YR 2% 12/51#CB23480.00327,876
FNMA 30YR 2% 12/51#CB23490.00845,058
FNMA 30YR 2% 12/51#CB23500.00492,018
FNMA 30YR 2% 12/51#MA44920.00834,013
FNMA 30YR 2.5% 01/51#FM56510.00634,064
FNMA 30YR 2% 02/51#FM59970.00105,051
FNMA 30YR 2% 02/51#FM63380.0025,920
FNMA 30YR 2.5% 05/52#MA45980.00281,675
FNMA 30YR 2.5% 06/50#CA59660.00262,208
FNMA 30YR 2.5% 05/51#CB05110.00652,749
FNMA 30YR 2.5% 09/51#MA44140.0038,638
FNMA 30YR 2.5% 05/51#CB04140.0044,218
FNMA 30YR 2.5% 03/47#FS09760.00136,646
FNMA 30YR 2.5% 01/52#MA45120.00355,102
FNMA 30YR 2.5% 02/51#CA89550.0042,063
FNMA 30YR 2.5% 08/510.00176,120
FNMA 30YR 3% 02/47#BM48960.0046,850
FNMA 30YR 3% 02/47#FM49410.00328,026
FNMA 30YR 3% 02/47#FM84840.00309,404
FNMA 30YR 3% 02/50#CA51220.00259,513
FNMA 30YR 2.5% 12/51#CB22890.00659,302
FNMA 30YR 2.5% 12/51#CB23200.00482,604
FNMA 30YR 2.5% 12/51#CB23760.00458,041
FNMA 30YR 3% 01/44#FM76040.00132,717
FNMA 30YR 3% 03/47#BM31140.00553,242
FNMA 30YR 3% 07/46#AS75330.00108,668
FNMA 30YR 3% 07/46#FM86110.00195,447
FNMA 30YR 3% 07/50#CA63120.00410,681
FNMA 30YR 3% 02/52#FS06310.00365,463
FNMA 30YR 2.5% 10/51#FS64780.00759,069
FNMA 30YR 3% 04/43#AT20160.00103,986
FNMA 30YR 3% 04/47#FM93050.0091,522
FNMA 30YR 3% 04/48#FM80960.00415,626
FNMA 30YR 3% 04/48#FM97500.00446,131
FNMA 20YR 2% 10/41#MA44460.0019,121
FNMA 20YR 2% 10/40#FM46440.00146,482
FNMA 20YR 2% 11/41#CB21100.00729,548
FNMA 20YR 2% 06/41#FM78910.00132,214
FNMA 20YR 2% 06/41#MA43640.0018,706
FNMA 20YR 2% 07/41#CB10690.00579,547
FNMA 20YR 2% 07/41#CB10710.00857,188
FNMA 20YR 2% 07/41#FM80660.00563,999
FNMA 20YR 2% 08/41#FM83340.00862,431
FNMA 20YR 2% 08/41#FM84100.00108,806
FNMA 20YR 2% 12/40#FM50420.00180,445
FNMA 20YR 2% 12/40#MA42040.0015,981
FNMA 20YR 2.5% 02/41#MA42690.00307,592
FNMA 20YR 2.5% 02/42#FS18100.00231,904
FNMA 20YR 2.5% 03/40#FM26460.0096,028
FNMA 20YR 2.5% 03/41#CA93620.00478,851
FNMA 20YR 2.5% 04/41#MA43120.00287,744
FNMA 20YR 2.5% 04/42#BV76990.0095,031
FNMA 20YR 2.5% 05/40#MA40160.0070,689
FNMA 20YR 2.5% 05/41#CB04690.00167,357
FNMA 20YR 2.5% 05/41#CB04710.00426,010
FNMA 20YR 2.5% 05/41#FM75870.00539,198
FNMA 20YR 2.5% 07/40#CA64620.00348,536
FNMA 20YR 2.5% 07/41#CB10740.00436,823
FNMA 20YR 2.5% 07/41#CB10760.00620,111
FNMA 20YR 2.5% 07/41#CB20140.00200,192
FNMA 30YR 1.5% 04/52#FS20990.0022,887
FNMA 30YR 1.5% 06/51#MA43540.00313,331
FNMA 30YR 1.5% 08/51#MA43970.00625,295
FNMA 30YR 2% 01/51#CA84400.00235,392
FNMA 30YR 2% 01/52#CB26100.00205,890
FNMA 30YR 2% 02/51#BR26440.0076,092
FNMA 20YR 2.5% 10/41#CB18420.00590,434
FNMA 20YR 2.5% 11/40#FM94850.00507,098
FNMA 20YR 2.5% 11/41#BT93960.00101,827
FNMA 20YR 2.5% 11/41#CB21130.0091,929
FNMA 20YR 2.5% 11/41#FM95850.0099,204
FNMA 20YR 2.5% 11/41#FS15730.00307,715
FNMA 20YR 2.5% 11/41#MA44750.00306,153
FNMA 20YR 3.5% 05/38#MA33600.00147,909
FNMA 20YR 4.5% 09/42#MA47660.00273,172
FNMA 30YR 2% 04/51#MA43050.00357,535
FNMA 30YR 2% 05/51#BR63400.00227,774
FNMA 30YR 2% 07/50#CA62750.00219,607
FNMA 30YR 2% 07/50#FM38970.00533,839
FNMA 30YR 2% 07/51#BQ10100.0040,582
FNMA 30YR 2% 07/51#BT14610.0028,703
FNMA 30YR 2% 07/51#CB11090.0030,393
FNMA 30YR 2% 07/51#CB11100.00104,136
FNMA 30YR 2% 07/51#MA43780.00328,867
FNMA 30YR 2% 10/01/2050#CA73230.00262,602
FNMA 30YR 2% 10/50#BQ19050.0090,945
FNMA 30YR 2% 10/51#CB17990.00641,766
FNMA 30YR 2% 10/51#CB18010.00848,589
FNMA 30YR 2% 10/51#FM90800.00489,492
FNMA 30YR 2% 10/51#FS42690.00213,875
FNMA 30YR 2% 11/50#CA76160.00191,317
FNMA 30YR 2% 11/51#BU58340.00666,172
FNMA 30YR 2% 11/51#BU58360.00455,786
FNMA 30YR 2% 11/51#CB28520.00890,074
FNMA 30YR 2% 11/51#FM95390.00738,441
FNMA 30YR 4% 07/46#BC14430.0081,767
FNMA 30YR 4% 09/45#AS57760.0012,437
FNMA 30YR 4% 09/46#BC28430.0095,205
FNMA 30YR 4% 04/52#FS16470.00746,299
FNMA 30YR 4% 05/45#AZ12070.006,111
FNMA 30YR 4% 05/47#BM12770.0036,837
FNMA 30YR 4% 02/42#AJ56020.0034,987
FNMA 30YR 4% 02/46#BC02100.0028,551
FNMA 30YR 4% 02/46#BC15780.0027,588
FNMA 30YR 4% 02/48#CA11990.005,479
FNMA 30YR 4% 03/46#BM49800.00580,160
FNMA 30YR 4% 03/47#BD70600.0027,762
FNMA 30YR 4% 04/44#AS21170.008,441
FNMA 30YR 4% 04/44#AV71610.0018,115
FNMA 30YR 4% 04/48#BJ99390.00187,284
FNMA 30YR 4% 04/48#CA15450.004,842
FNMA 30YR 4% 04/49#FM12770.00716,246
FNMA 30YR 3.5% 10/51#MA44400.00466,802
FNMA 30YR 3.5% 11/46#BC90140.0081,121
FNMA 30YR 3.5% 12/47#CA08550.00160,464
FNMA 30YR 3.5% 11/51#CB21000.00139,404
FNMA 30YR 3.5% 11/51#MA44680.00358,858
FNMA 30YR 3.5% 12/42#AB71240.0052,507
FNMA 30YR 3.5% 12/45#AS63280.0033,903
FNMA 30YR 3.5% 12/46#BD85040.00105,558
FNMA 30YR 3.5% 09/52#MA47310.00339,526
FNMA 30YR 3.5% 10/46#BC47600.0026,578
FNMA 30YR 3.5% 09/45#AS57640.00226,809
FNMA 30YR 3.5% 09/46#AL90580.00193,292
FNMA 30YR 3.5% 08/01/43#AL72610.007,155
FNMA 30YR 3.5% 08/46#AL89700.0070,644
FNMA 30YR 3.5% 08/46#AL89900.00133,496
FNMA 30YR 3% 11/51#FM96320.00672,424
FNMA 30YR 3% 11/51#FM96330.00636,726
FNMA 30YR 3% 12/42#AQ76880.0016,258
FNMA 30YR 3% 11/46#FM87030.0058,716
FNMA 30YR 3% 11/50#MA41840.00172,318
FNMA 30YR 3% 05/46#BC08870.00488,511
FNMA 30YR 3% 05/50#FM32690.0078,848
FNMA 30YR 3% 08/43#AU37350.00109,331
FNMA 30YR 3% 08/51#FM99730.00402,742
FNMA 30YR 3% 09/46#AS78440.00132,997
FNMA 30YR 3% 09/46#FM85750.00194,479
FNMA 30YR 3% 09/51#MA44150.00216,916
FNMA 30YR 3% 10/42#AQ18200.0027,278
FNMA 30YR 3% 12/51#CB24200.00290,778
FNMA 30YR 3% 12/51#FM97770.00439,099
FNMA 30YR 3% 11/42#AQ18690.0054,121
FNMA 30YR 3% 8/46#BC15090.00181,984
FNMA 30YR 3.0% 5/43#AT27220.00146,364
FNMA 30YR 3.5% 01/43#AQ93280.005,999
FNMA 30YR 3.5% 01/47#BE56020.00147,685
FNMA 30YR 3.5% 05/52#CB35970.00643,495
FNMA 30YR 3.5% 06/51#MA43580.0027,398
FNMA 30YR 3.5% 01/52#CB26790.0079,905
FNMA 30YR 3.5% 02/51#CA93190.00377,235
FNMA 30YR 3.5% 02/52#CB29050.0086,172
FNMA 30YR 3.5% 02/52#CB29060.00129,570
FNMA 30YR 3.5% 03/52#CB31280.00400,685
FNMA 30YR 3.5% 03/52#CB31740.00743,831
FNMA 30YR 5% 05/41#AI24640.0015,028
FNMA 30YR 5% 09/52#BW74300.0052,947
FNMA 30YR 5% 09/52#BW86970.0047,852
FNMA 30YR 5% 09/52#BW93500.0090,892
FNMA 30YR 5% 10/52#CB48930.00473,942
FNMA 30YR 5% 10/52#FS30470.00725,285
FNMA 30YR 5% 11/52#CB51280.00607,517
FNMA 30YR 5% 11/52#FS32480.00580,998
FNMA 30YR 5% 11/52#FS32950.00355,979
FNMA 30YR 5% 12/52#CB52730.00362,477
FNMA 30YR 5.0% 01/01/44#AL52290.0023,032
FNMA 30YR 5.5% 02/53#CB56000.00178,715
FNMA 30YR 4.5% 11/42#AL69970.00122,805
FNMA 30YR 4.5% 12/46#BC90790.004,452
FNMA 30YR 4.5% 12/48#BM51060.00198,408
FNMA 30YR 4.5% 12/48#CA27970.00460,940
FNMA 30YR 4.5% 5/48#BJ55070.002,821
FNMA 30YR 4.5% 6/47#BH05610.004,966
FNMA 30YR 4.5% 10/46#BM45480.0025,165
FNMA 30YR 4% 09/47#MA31210.00184,880
FNMA 30YR 4% 10/46#BC47540.0088,491
FNMA 30YR 4% 10/46#BD75990.008,184
FNMA 30YR 4% 11/45#AZ73350.0035,831
FNMA 30YR 4% 11/49#CA46280.00503,710
FNMA 30YR 4% 12/47#BJ21320.007,186
FNMA 30YR 4% 4/48#BK38360.005,304
FNMA 30YR 4% 4/48#BM37000.0031,363
FNMA 30YR 4% 5/48#BM38770.0011,586
FNMA 30YR 4% 7/47#AS99680.0016,219
FNMA 30YR 4.0% 01/42#AJ55720.0047,178
FNMA 30YR 4.5% 02/45#AL71470.0012,800
FNMA 30YR 4.5% 02/47#AL98460.00359,202
FNMA 30YR 4.5% 03/46#BC02870.002,213
FNMA 30YR 4.5% 04/39#AB00500.0019,678
FNMA 30YR 4.5% 04/44#AV66110.0023,331
FNMA 30YR 4.5% 04/48#BJ54540.001,945
FNMA 30YR 4.5% 06/41#AL70180.0031,546
FNMA 30YR 4.5% 06/47#BE36630.0031,333
FNMA 30YR 4.5% 06/47#BE93870.008,141
FNMA 30YR 4.5% 07/47#BE37490.0026,284
FNMA 30YR 4.5% 09/35#AB81970.0010,960
FNMA 30YR 5.5% 09/54#DB81000.00679,183
FNMA 30YR 5.5% 06/53#CB66420.00211,247
FNMA 30YR 5.5% 05/53#FS46310.00554,694
FNMA 30YR 5.5% 08/53#CB69110.00703,053
相關基金
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