| UNITED 0.125% 04/26 | 13.76 | 79,090,000 |
| UNITED 2.375% 10/28 | 10.35 | 65,057,000 |
| UNITED 1.75% 01/34 | 7.49 | 48,489,000 |
| JPMORGAN PRIME VAR 12/49 | 1.89 | 12,648,486 |
| UNITED 0.125% 10/25 | 1.54 | 8,684,000 |
| FNMA-ACES VAR 09/31 | 0.64 | 5,000,000 |
| UMBS MORTPASS 4% 05/52 | 0.63 | 4,359,539 |
| AVOLON 2.528% 11/27 | 0.63 | 4,543,000 |
| FNMA MORTPASS 4.1% 05/28 | 0.57 | 3,775,000 |
| FNMA MORTPASS 4.36% 04/30 | 0.53 | 3,495,000 |
| FNMA MORTPASS 3.57% 06/28 | 0.53 | 3,647,475 |
| UMBS MORTPASS 5% 09/52 | 0.51 | 3,393,778 |
| FNMA MORTPASS 4% 08/59 | 0.49 | 3,396,233 |
| UMBS MORTPASS 2.5% 05/51 | 0.48 | 3,680,666 |
| UMBS MORTPASS 2.5% 03/52 | 0.46 | 3,535,779 |
| FNMA MORTPASS 5.5% 01/58 | 0.46 | 2,933,159 |
| UMBS MORTPASS 5.5% 06/54 | 0.45 | 2,972,604 |
| FHLMC 2.097% 10/26 | 0.45 | 3,110,000 |
| FNMA-ACES VAR 01/28 | 0.44 | 3,018,455 |
| FNMA MORTPASS 1.82% 09/33 | 0.42 | 3,400,000 |
| FIRSTKEY 2.058% 09/38 | 0.41 | 2,900,000 |
| FHLMC SEASONED 3% 08/59 | 0.41 | 3,026,313 |
| USD CCP COLL VM CITIBANK | 0.40 | 2,703,208 |
| CARVANA AUTO 1.64% 12/27 | 0.39 | 2,700,000 |
| UMBS MORTPASS 2.5% 07/51 | 0.39 | 3,012,242 |
| MORGAN STANLEY VAR 01/30 | 0.39 | 2,540,000 |
| UMBS MORTPASS 3.5% 05/52 | 0.37 | 2,632,782 |
| BANK OF VAR 07/31 | 0.37 | 2,827,000 |
| FNMA-ACES VAR 06/27 | 0.36 | 2,498,495 |
| ONEMAIN 5.41% 11/29 | 0.35 | 2,334,000 |
| WELLS FARGO & VAR 01/30 | 0.35 | 2,256,000 |
| FNMA-ACES VAR 04/28 | 0.34 | 2,355,773 |
| UMBS MORTPASS 2.5% 02/52 | 0.34 | 2,633,800 |
| UMBS MORTPASS 3% 10/51 | 0.34 | 2,500,154 |
| FNMA MORTPASS 3.1% 01/28 | 0.34 | 2,339,879 |
| FNMA REMICS 5% 10/43 | 0.33 | 2,250,000 |
| FNMA REMICS 3.5% 11/57 | 0.32 | 2,186,486 |
| UMBS MORTPASS 3% 06/51 | 0.32 | 2,361,511 |
| FNMA MORTPASS 2.58% 03/32 | 0.32 | 2,393,690 |
| CREDIT 7.02% 05/33 | 0.32 | 2,100,000 |
| FHLMC VAR 04/25 | 0.30 | 2,000,000 |
| UMBS MORTPASS 3% 11/51 | 0.30 | 2,198,587 |
| TBA UMBS SINGLE 5.5% | 0.30 | 1,970,000 |
| MIZUHO VAR 05/30 | 0.30 | 1,950,000 |
| FRTKL 1.571% 09/38 | 0.30 | 2,118,000 |
| FNMA-ACES VAR 04/29 | 0.29 | 1,994,908 |
| FNMA MORTPASS 3% 04/59 | 0.29 | 2,200,232 |
| FHLMC 4.614% 02/33 | 0.29 | 1,900,000 |
| ALIGNED DATA 1.937% 08/46 | 0.28 | 1,966,000 |
| FNMA MORTPASS 4% 06/52 | 0.28 | 1,934,977 |
| UMBS MORTPASS 2.5% 01/52 | 0.28 | 2,178,600 |
| UMBS MORTPASS 5.5% 07/53 | 0.28 | 1,857,370 |
| GOLDMAN SACHS VAR 04/32 | 0.27 | 2,050,000 |
| UMBS MORTPASS 4% 04/52 | 0.27 | 1,874,838 |
| UMBS MORTPASS 2.5% 09/50 | 0.27 | 2,037,883 |
| BANK OF VAR 01/35 | 0.27 | 1,707,000 |
| FHLMC REMICS 3% 08/33 | 0.27 | 1,861,754 |
| DT AUTO OWNER 5.55% 10/28 | 0.27 | 1,798,000 |
| FLAGSHIP 5.43% 05/29 | 0.27 | 1,800,000 |
| PROGRESS 2.283% 01/39 | 0.27 | 1,987,646 |
| SOCIETE VAR 06/27 | 0.27 | 1,937,000 |
| SCF EQUIPMENT 6.5% 10/30 | 0.26 | 1,725,005 |
| AERCAP IRELAND 3% 10/28 | 0.26 | 1,835,000 |
| AMSR 1.355% 11/37 | 0.25 | 1,754,750 |
| BANK OF VAR 09/27 | 0.25 | 1,725,000 |
| FHLMCGLD 3.5% 01/35 | 0.25 | 1,717,594 |
| FNMA-ACES VAR 03/28 | 0.25 | 1,729,978 |
| FNMA MORTPASS 2.5% 03/62 | 0.25 | 1,994,405 |
| RTX CORP 5.75% 01/29 | 0.25 | 1,600,000 |
| FLEX 3.363% 06/31 | 0.24 | 1,816,000 |
| UMBS MORTPASS 2.5% 06/51 | 0.24 | 1,828,418 |
| AMERICAN 1.45% 09/26 | 0.24 | 1,678,000 |
| AUSTRALIA & 4.4% 05/26 | 0.23 | 1,550,000 |
| FNMA MORTPASS 2.64% 06/26 | 0.23 | 1,576,000 |
| MORGAN 2.574% 11/43 | 0.23 | 1,958,000 |
| SLG OFFICE 2.5854% 07/41 | 0.23 | 1,770,000 |
| FREMF 2015-K44 VAR 01/48 | 0.22 | 1,500,000 |
| AERCAP 2.45% 10/26 | 0.22 | 1,554,000 |
| CREDIT VAR 06/26 | 0.22 | 1,500,000 |
| BXP TRUST 3.379% 06/39 | 0.22 | 1,500,000 |
| COMCAST CORP 4.15% 10/28 | 0.22 | 1,444,000 |
| BB-UBS 3.4302% 11/36 | 0.21 | 1,400,000 |
| UMBS MORTPASS 2.5% 02/52 | 0.21 | 1,612,606 |
| FNMA MORTPASS 3% 07/60 | 0.21 | 1,642,526 |
| FNMA REMICS 4.5% 11/40 | 0.21 | 1,402,001 |
| BANCO 2.749% 12/30 | 0.21 | 1,600,000 |
| DISCOVERY 3.95% 03/28 | 0.21 | 1,452,000 |
| SUMITOMO 1.902% 09/28 | 0.20 | 1,500,000 |
| GENERAL 2.35% 01/31 | 0.20 | 1,590,000 |
| LLOYDS BANKING VAR 02/26 | 0.20 | 1,350,000 |
| HSBC HOLDINGS VAR 09/26 | 0.19 | 1,250,000 |
| UMBS MORTPASS 2.5% 09/51 | 0.19 | 1,449,611 |
| FNMA MORTPASS 2.35% 08/28 | 0.19 | 1,356,521 |
| FNMA-ACES VAR 03/31 | 0.19 | 1,517,000 |
| PENSKE TRUCK 5.55% 05/28 | 0.19 | 1,218,000 |
| PROGRESS 4.3% 03/40 | 0.18 | 1,252,223 |
| FHLMC SEASONED 4% 11/57 | 0.18 | 1,311,138 |
| UMBS MORTPASS 3% 10/32 | 0.18 | 1,221,175 |
| BANK OF VAR 04/29 | 0.18 | 1,147,000 |
| EXPEDIA 3.25% 02/30 | 0.18 | 1,255,000 |
| CITIGROUP INC VAR 05/32 | 0.17 | 1,300,000 |
| BPCE SA VAR 10/27 | 0.17 | 1,214,000 |
| FNMA MORTPASS 2.83% 05/27 | 0.17 | 1,159,938 |
| FNMA-ACES VAR 05/27 | 0.17 | 1,142,046 |
| HOME PARTNERS 4.73% 04/39 | 0.17 | 1,149,802 |
| MORGAN 4.35% 09/26 | 0.17 | 1,163,000 |
| UMBS MORTPASS 2.5% 09/51 | 0.17 | 1,298,203 |
| GOLDMAN SACHS 3.5% 11/26 | 0.17 | 1,185,000 |
| FHLMC SEASONED 3.5% 06/57 | 0.17 | 1,262,595 |
| FHLMC SEASONED 3.5% 05/57 | 0.17 | 1,257,138 |
| SANTANDER UK VAR 08/26 | 0.17 | 1,200,000 |
| SANTANDER 5.64% 08/30 | 0.17 | 1,108,000 |
| T-MOBILE 3.875% 04/30 | 0.17 | 1,184,000 |
| PROGRESS 2.382% 10/38 | 0.16 | 1,144,000 |
| GNMA 2015-H20 FLT 08/65 | 0.16 | 1,052,819 |
| KUBOTA CREDIT 5.02% 06/27 | 0.16 | 1,063,000 |
| HSBC HOLDINGS VAR 06/31 | 0.16 | 1,141,000 |
| FNMA MORTPASS 2.52% 11/29 | 0.16 | 1,116,522 |
| FNMA-ACES VAR 02/30 | 0.16 | 1,089,141 |
| CREDIT 4.68% 09/34 | 0.16 | 1,066,000 |
| AMERICREDIT 5.38% 06/29 | 0.16 | 1,020,000 |
| AVOLON 4.375% 05/26 | 0.16 | 1,063,000 |
| EXETER 4.92% 12/28 | 0.16 | 1,076,000 |
| DEUTSCHE BANK VAR 05/32 | 0.15 | 1,126,000 |
| ATHENE 2.717% 01/29 | 0.15 | 1,054,000 |
| CREDIT 5.95% 06/34 | 0.15 | 1,000,000 |
| CITIGROUP INC VAR 01/27 | 0.15 | 1,056,000 |
| BPCE SA VAR 01/32 | 0.15 | 1,194,000 |
| CPS AUTO 4.88% 04/30 | 0.15 | 982,973 |
| UMBS MORTPASS 2.5% 09/51 | 0.15 | 1,117,212 |
| FNMA MORTPASS 4.62% 05/33 | 0.15 | 1,000,000 |
| FNMA REMICS 5% 03/40 | 0.15 | 961,420 |
| HSBC HOLDINGS VAR 05/30 | 0.15 | 1,040,000 |
| UNITED 2.659% 05/31 | 0.15 | 1,200,000 |
| NBN CO LTD 2.625% 05/31 | 0.15 | 1,100,000 |
| TRUIST BANK 3.3% 05/26 | 0.15 | 1,000,000 |
| AT&T INC 1.65% 02/28 | 0.15 | 1,081,000 |
| STANDARD VAR 01/26 | 0.15 | 1,000,000 |
| TRITON 3.25% 03/32 | 0.14 | 1,108,000 |
| SABRA HEALTH 3.2% 12/31 | 0.14 | 1,040,000 |
| NOMURA 2.329% 01/27 | 0.14 | 1,000,000 |
| NXP BV / 2.5% 05/31 | 0.14 | 1,058,000 |
| PROGRESS 2.811% 11/40 | 0.14 | 1,048,000 |
| VERIZON 1.68% 10/30 | 0.14 | 1,070,000 |
| UDR INC 2.1% 06/33 | 0.14 | 1,150,000 |
| HERTZ VEHICLE 1.99% 06/26 | 0.14 | 922,000 |
| FHLMCGLD 1.8% 11/28 | 0.14 | 1,000,000 |
| FNMA MORTPASS 3.06% 11/27 | 0.14 | 934,338 |
| FIRSTKEY 1.266% 10/37 | 0.14 | 992,970 |
| UMBS MORTPASS 3% 02/52 | 0.14 | 1,061,583 |
| BARCLAYS PLC VAR 09/27 | 0.14 | 899,000 |
| BANK OF VAR 01/28 | 0.14 | 937,000 |
| ABBVIE INC 3.2% 11/29 | 0.14 | 1,000,000 |
| DNB BANK ASA VAR 03/28 | 0.14 | 1,000,000 |
| F&G GLOBAL 2.3% 04/27 | 0.14 | 1,004,000 |
| FHLMC REMICS 4.5% 11/41 | 0.14 | 931,966 |
| EXTRA SPACE 2.2% 10/30 | 0.13 | 1,010,000 |
| ENBRIDGE INC 5.7% 03/33 | 0.13 | 799,000 |
| AMERICAN 3.95% 07/30 | 0.13 | 912,660 |
| BOEING CO/THE 3.1% 05/26 | 0.13 | 931,000 |
| AON NORTH 5.45% 03/34 | 0.13 | 800,000 |
| BUSINESS JET 5.364% 09/39 | 0.13 | 862,000 |
| FNMA-ACES VAR 04/27 | 0.13 | 908,705 |
| UMBS MORTPASS 4% 12/47 | 0.13 | 896,371 |
| FISERV INC 5.35% 03/31 | 0.13 | 850,000 |
| FNMA MORTPASS VAR 03/32 | 0.13 | 998,748 |
| FNMA MORTPASS 3.05% 04/28 | 0.13 | 921,761 |
| HYUNDAI 2.375% 10/27 | 0.13 | 919,000 |
| HYUNDAI CAPITAL 3% 02/27 | 0.13 | 903,000 |
| ING GROEP NV VAR 04/27 | 0.13 | 880,000 |
| KILROY 2.65% 11/33 | 0.13 | 1,092,000 |
| GLOBAL 2.15% 01/27 | 0.13 | 901,000 |
| UBS GROUP AG VAR 02/27 | 0.13 | 900,000 |
| WESTGATE 6.56% 01/38 | 0.13 | 878,583 |
| NNN REIT INC 4.3% 10/28 | 0.13 | 870,000 |
| PACIFIC GAS 4.55% 07/30 | 0.12 | 778,999 |
| PG&E 4.263% 06/36 | 0.12 | 848,000 |
| SANTANDER UK VAR 01/29 | 0.12 | 750,000 |
| TOYOTA AUTO 0.72% 01/27 | 0.12 | 800,000 |
| WELLTOWER OP 2.75% 01/32 | 0.12 | 904,000 |
| UNICREDIT SPA VAR 06/27 | 0.12 | 835,000 |
| WESTLAKE 2.12% 01/27 | 0.12 | 806,000 |
| WESTLAKE 5.49% 07/26 | 0.12 | 821,319 |
| GNMA 2014-H11 FLT 06/64 | 0.12 | 778,579 |
| FORTIS 3.055% 10/26 | 0.12 | 821,000 |
| LSEGA FINANCING 2% 04/28 | 0.12 | 890,000 |
| FNMA REMICS 4% 05/41 | 0.12 | 818,281 |
| CREDIT 5.68% 03/34 | 0.12 | 797,000 |
| BRISTOL-MYERS 5.2% 02/34 | 0.12 | 787,000 |
| FELLS POINT 3.046% 01/27 | 0.12 | 864,000 |
| CREDIT VAR 01/30 | 0.12 | 800,000 |
| AVOLON 4.25% 04/26 | 0.12 | 832,000 |
| BROADCOM INC 4.11% 09/28 | 0.12 | 792,000 |
| ALEXANDRIA 3.375% 08/31 | 0.12 | 883,000 |
| AMERICAN 5.59% 04/29 | 0.12 | 799,000 |
| ABN AMRO BANK VAR 12/29 | 0.12 | 900,000 |
| DEUTSCHE BANK VAR 01/28 | 0.12 | 850,000 |
| FHLMC REMICS 3% 09/46 | 0.12 | 872,462 |
| FHLMC 2.58% 06/55 | 0.12 | 880,000 |
| COTERRA 3.9% 05/27 | 0.11 | 724,000 |
| DT AUTO OWNER 1.99% 09/27 | 0.11 | 760,000 |
| DT AUTO OWNER 5.41% 02/29 | 0.11 | 756,000 |
| EDISON 3.55% 11/24 | 0.11 | 714,000 |
| OIS SOFR /3.592% USD0826 | 0.11 | 142,423,000 |
| BOEING 2.75% 02/26 | 0.11 | 782,000 |
| AIR LEASE 3.625% 04/27 | 0.11 | 757,000 |
| BAT CAPITAL 2.259% 03/28 | 0.11 | 816,000 |
| BUSINESS JET 4.455% 06/37 | 0.11 | 742,900 |
| UMBS MORTPASS 4.5% 06/48 | 0.11 | 721,917 |
| UMBS MORTPASS 2.5% 03/52 | 0.11 | 820,703 |
| ALTRIA GROUP 2.45% 02/32 | 0.11 | 832,000 |
| HCA INC 4.125% 06/29 | 0.11 | 764,000 |
| GNMA 2015-H26 FLT 10/65 | 0.11 | 720,952 |
| WP CAREY INC 2.25% 04/33 | 0.11 | 893,000 |
| VERIZON 4.78% 02/35 | 0.11 | 770,000 |
| SANTANDER 6.16% 12/29 | 0.11 | 740,000 |
| NRG ENERGY 2.45% 12/27 | 0.11 | 805,000 |
| MVW 2024-1 5.32% 02/43 | 0.11 | 750,708 |
| PROLOGIS LP 4.75% 06/33 | 0.11 | 707,000 |
| COOPERATIEVE VAR 12/27 | 0.11 | 750,000 |
| PRUDENTIAL 8.3% 07/25 | 0.10 | 650,000 |
| NOMURA 2.679% 07/30 | 0.10 | 753,000 |
| SOCIETE 2.625% 01/25 | 0.10 | 700,000 |
| STANDARD VAR 05/35 | 0.10 | 630,000 |
| UNITED 2.875% 10/28 | 0.10 | 685,668 |
| VOLT XCVII LLC STEP 04/51 | 0.10 | 651,222 |
| UNITED 3.7% 03/30 | 0.10 | 750,452 |
| WP CAREY INC 2.4% 02/31 | 0.10 | 800,000 |
| WELLS FARGO & VAR 06/28 | 0.10 | 700,000 |
| LEIDOS INC 2.3% 02/31 | 0.10 | 767,000 |
| UMBS MORTPASS 4% 09/47 | 0.10 | 698,651 |
| FNMA MORTPASS 3.88% 12/28 | 0.10 | 700,000 |
| FNMA MORTPASS 2.5% 07/61 | 0.10 | 790,806 |
| UMBS MORTPASS 2.5% 06/50 | 0.10 | 794,474 |
| CPS AUTO 5.54% 04/29 | 0.10 | 651,000 |
| CNO GLOBAL 1.75% 10/26 | 0.10 | 681,000 |
| AVOLON 2.125% 02/26 | 0.10 | 692,000 |
| AVIS BUDGET 2.33% 08/26 | 0.10 | 710,000 |
| AMEREN CORP 5% 01/29 | 0.10 | 650,000 |
| ECOPETROL 5.375% 06/26 | 0.10 | 663,000 |
| FHLMC REMICS 3% 11/26 | 0.10 | 674,599 |
| FHLMC VAR 09/28 | 0.09 | 594,000 |
| FHLMC REMICS 3.25% 11/41 | 0.09 | 642,954 |
| FHLMC REMICS 4.5% 05/40 | 0.09 | 586,276 |
| EQUINIX INC 2.9% 11/26 | 0.09 | 605,000 |
| DUKE ENERGY 5.25% 03/34 | 0.09 | 550,000 |
| DUKE ENERGY 5.45% 06/34 | 0.09 | 550,000 |
| EXETER 5.97% 03/27 | 0.09 | 629,758 |
| HF SINCLAIR 5.875% 04/26 | 0.09 | 600,000 |
| CASH | 0.09 | 617,517 |
| APA 4.25% 07/27 | 0.09 | 624,000 |
| CAPITAL ONE VAR 11/32 | 0.09 | 709,000 |
| CROWN CASTLE 4.45% 02/26 | 0.09 | 578,000 |
| FNMA REMICS 5% 04/40 | 0.09 | 569,622 |
| FIFTH THIRD 3.95% 03/28 | 0.09 | 600,000 |
| FNMA MORTPASS 3.5% 05/43 | 0.09 | 663,976 |
| FNMA MORTPASS 3.5% 06/43 | 0.09 | 642,357 |
| UMBS MORTPASS 6% 10/53 | 0.09 | 597,323 |
| MITSUBISHI UFJ VAR 01/28 | 0.09 | 600,000 |
| GRAY OAK 3.45% 10/27 | 0.09 | 637,000 |
| HASBRO INC 3.9% 11/29 | 0.09 | 592,000 |
| HCA INC 2.375% 07/31 | 0.09 | 700,000 |
| GNMA II 4.5% 05/48 | 0.09 | 626,647 |
| GLENCORE 2.85% 04/31 | 0.09 | 650,000 |
| WELLS FARGO & VAR 10/30 | 0.09 | 637,000 |
| UNICREDIT SPA VAR 06/32 | 0.09 | 600,000 |
| VOLT CV LLC STEP 11/51 | 0.09 | 605,423 |
| UNITED 3.1% 07/28 | 0.09 | 670,368 |
| 20 TIMES SQUARE VAR 05/35 | 0.09 | 618,360 |
| TRITON 2.05% 04/26 | 0.09 | 637,000 |
| STELLANTIS 2.691% 09/31 | 0.09 | 678,000 |
| SANTANDER 4.93% 09/29 | 0.09 | 583,000 |
| SAFEHOLD GL 2.8% 06/31 | 0.09 | 682,000 |
| PNC FINANCIAL VAR 01/27 | 0.09 | 573,000 |
| ALABAMA 5.85% 11/33 | 0.08 | 500,000 |
| SABINE PASS 4.5% 05/30 | 0.08 | 550,000 |
| TAKEDA 2.05% 03/30 | 0.08 | 600,000 |
| TRUIST VAR 01/30 | 0.08 | 500,000 |
| VENTAS 3.25% 10/26 | 0.08 | 529,000 |
| GENERAL 4.9% 10/29 | 0.08 | 525,000 |
| META 4.55% 08/31 | 0.08 | 500,000 |
| MITSUI 3.65% 07/27 | 0.08 | 519,000 |
| FIRSTKEY 2.389% 08/38 | 0.08 | 600,000 |
| FNMA REMICS 3.5% 03/42 | 0.08 | 535,519 |
| UMBS MORTPASS 2.5% 05/50 | 0.08 | 609,893 |
| CAPITAL ONE VAR 07/30 | 0.08 | 500,000 |
| BUNGE LTD 4.2% 09/29 | 0.08 | 550,000 |
| BIMBO 6.05% 01/29 | 0.08 | 500,000 |
| ALBEMARLE 5.05% 06/32 | 0.08 | 540,000 |
| ESSEX 1.65% 01/31 | 0.08 | 679,000 |
| ENERGY 5.95% 12/25 | 0.07 | 446,000 |
| FLAGSHIP 5.76% 04/27 | 0.07 | 459,134 |
| BALTIMORE GAS 5.3% 06/34 | 0.07 | 450,000 |
| DISCOVER 3.45% 07/26 | 0.07 | 447,000 |
| CVS HEALTH 1.875% 02/31 | 0.07 | 581,000 |
| EXETER 6.32% 03/27 | 0.07 | 471,000 |
| DUQUESNE 2.775% 01/32 | 0.07 | 554,000 |
| FHLMC 3.444% 12/27 | 0.07 | 473,000 |
| FHLMC REMICS 5.5% 01/36 | 0.07 | 465,551 |
| FHLMC REMICS 5.5% 12/35 | 0.07 | 440,878 |
| BOEING 6.388% 05/31 | 0.07 | 414,000 |
| AMERICAN VAR 10/26 | 0.07 | 490,000 |
| AUTOZONE INC 1.65% 01/31 | 0.07 | 565,000 |
| AVIS BUDGET 5.13% 10/28 | 0.07 | 467,000 |
| CITIGROUP 4.45% 09/27 | 0.07 | 472,000 |
| BNP PARIBAS SA VAR 06/26 | 0.07 | 500,000 |
| COREVEST VAR 06/55 | 0.07 | 458,186 |
| UMBS MORTPASS 2.5% 10/49 | 0.07 | 505,125 |
| FNMA REMICS 3.5% 04/33 | 0.07 | 455,699 |
| FNMA MORTPASS 4% 07/42 | 0.07 | 472,811 |
| UMBS MORTPASS 2.5% 03/50 | 0.07 | 569,955 |
| MVW 2021-2 1.43% 05/39 | 0.07 | 464,033 |
| MPLX LP 4.125% 03/27 | 0.07 | 458,000 |
| LLOYDS 3.75% 01/27 | 0.07 | 469,000 |
| GM FINANCIAL 5.39% 07/27 | 0.07 | 480,000 |
| GNMA 2004-16 5.5% 02/34 | 0.07 | 431,967 |
| GUARDIAN 0.875% 12/25 | 0.07 | 512,000 |
| GOLDMAN SACHS VAR 01/32 | 0.07 | 512,000 |
| GNMA 2008-58 5.5% 07/38 | 0.07 | 482,074 |
| VOLKSWAGEN 5.21% 06/27 | 0.07 | 465,000 |
| VOLT XCIV LLC STEP 02/51 | 0.07 | 477,932 |
| VOLT CI LLC STEP 05/51 | 0.07 | 449,751 |
| WESTGATE 1.788% 08/36 | 0.07 | 451,377 |
| WESTLAKE 5.21% 01/28 | 0.07 | 450,000 |
| T-MOBILE USA 4.95% 03/28 | 0.07 | 440,000 |
| SANTANDER 4.98% 02/28 | 0.07 | 440,000 |
| SANTANDER 4.43% 03/27 | 0.07 | 450,266 |
| PRPM 2021-10 STEP 10/26 | 0.07 | 502,618 |
| PACIFIC GAS 2.95% 03/26 | 0.07 | 458,000 |
| NATIONWIDE 5.127% 07/29 | 0.07 | 445,000 |
| NIAGARA 1.96% 06/30 | 0.07 | 500,000 |
| ORACLE CORP 2.875% 03/31 | 0.07 | 502,000 |
| ONEOK INC 4.75% 10/31 | 0.06 | 414,000 |
| OVINTIV INC 5.375% 01/26 | 0.06 | 420,000 |
| NGPL PIPECO 3.25% 07/31 | 0.06 | 471,000 |
| NISOURCE INC 5.25% 03/28 | 0.06 | 366,000 |
| NATIONAL BANK 5.6% 12/28 | 0.06 | 400,000 |
| FIVE CORNERS 2.85% 05/30 | 0.06 | 400,000 |
| REGENERON 1.75% 09/30 | 0.06 | 481,000 |
| RPM 2.95% 01/32 | 0.06 | 438,000 |
| QUANTA 2.35% 01/32 | 0.06 | 446,000 |
| SOCIETE 4.25% 04/25 | 0.06 | 400,000 |
| UNITED 3.5% 03/30 | 0.06 | 448,709 |
| TIME WARNER 8.375% 07/33 | 0.06 | 346,000 |
| 7-ELEVEN INC 1.8% 02/31 | 0.06 | 505,000 |
| WESTLAKE CORP 3.6% 08/26 | 0.06 | 400,000 |
| WISCONSIN 3.1% 06/25 | 0.06 | 400,000 |
| WACHOVIA CORP STEP 08/26 | 0.06 | 366,000 |
| VOLT XCVI LLC STEP 03/51 | 0.06 | 436,609 |
| GRAPHIC 1.512% 04/26 | 0.06 | 453,000 |
| GNMA 2005-26 5.5% 03/35 | 0.06 | 396,369 |
| L3HARRIS 3.85% 12/26 | 0.06 | 425,000 |
| HEALTHCARE 3.1% 02/30 | 0.06 | 469,000 |
| MARVELL 2.95% 04/31 | 0.06 | 422,000 |
| MANULIFE 4.15% 03/26 | 0.06 | 389,000 |
| MID-AMERICA 1.7% 02/31 | 0.06 | 487,000 |
| FHLMC STRIPS 3.5% 07/42 | 0.06 | 384,973 |
| UMBS MORTPASS 4.5% 12/40 | 0.06 | 422,701 |
| UMBS MORTPASS 4% 03/48 | 0.06 | 410,207 |
| FNMA-ACES VAR 08/28 | 0.06 | 379,457 |
| COMMONSPIRIT 3.347% 10/29 | 0.06 | 455,000 |
| COPT DEFENSE 2% 01/29 | 0.06 | 457,000 |
| CHARTER 4.908% 07/25 | 0.06 | 372,000 |
| BRIXMOR 2.5% 08/31 | 0.06 | 440,000 |
| BRIXMOR 3.85% 02/25 | 0.06 | 375,000 |
| CITIGROUP INC VAR 01/33 | 0.06 | 450,000 |
| BAE SYSTEMS 3.4% 04/30 | 0.06 | 400,000 |
| BARCLAYS PLC VAR 03/30 | 0.06 | 400,000 |
| BANK OF VAR 09/30 | 0.06 | 422,000 |
| AVIATION 5.5% 12/24 | 0.06 | 422,000 |
| USC USCPI /2.31 USD0834 | 0.06 | 58,392,000 |
| DRIVE AUTO 4.67% 05/32 | 0.06 | 376,000 |
| DANSKE BANK VAR 03/30 | 0.06 | 407,000 |
| HEALTHPEAK 2.125% 12/28 | 0.06 | 470,000 |
| DUQUESNE 2.532% 10/30 | 0.06 | 421,000 |
| CLEVELAND 3.5% 04/28 | 0.06 | 386,000 |
| EXTRA SPACE 2.35% 03/32 | 0.06 | 467,000 |
| EVERGY INC 2.9% 09/29 | 0.06 | 418,000 |
| ENTERPRISE 3.95% 02/27 | 0.06 | 392,000 |
| FHF TRUST 6.57% 06/28 | 0.05 | 355,062 |
| FHLMCGLD 3.5% 06/42 | 0.05 | 358,158 |
| FHLMCGLD 4.5% 05/41 | 0.05 | 355,868 |
| DOC DR LLC 2.625% 11/31 | 0.05 | 409,000 |
| CARVANA AUTO 0.7% 11/26 | 0.05 | 370,361 |
| DRIVE AUTO 4.5% 09/28 | 0.05 | 345,000 |
| FHLMC REMICS 6% 04/36 | 0.05 | 305,204 |
| FHLMC REMICS 5% 04/40 | 0.05 | 316,281 |
| FHLMC VAR 09/25 | 0.05 | 334,332 |
| AIR CANADA 3.3% 01/30 | 0.05 | 342,243 |
| BROADCOM INC 5.05% 07/29 | 0.05 | 304,000 |
| AMUR 1.64% 10/27 | 0.05 | 340,688 |
| AMERICREDIT 0.69% 01/27 | 0.05 | 326,144 |
| AMSR 1.379% 11/37 | 0.05 | 325,483 |
| BROOKFIELD 4.25% 06/26 | 0.05 | 362,000 |
| BARCLAYS PLC VAR 05/34 | 0.05 | 300,000 |
| ONTARIO 3.875% 03/27 | 0.05 | 325,000 |
| CENTERPOINT 3% 02/27 | 0.05 | 310,000 |
| REPUBLIC OF 7.375% 09/37 | 0.05 | 300,000 |
| CONSUMERS 4.625% 05/33 | 0.05 | 300,000 |
| FNMA-ACES VAR 09/27 | 0.05 | 318,516 |
| FNMA REMICS 4% 06/41 | 0.05 | 324,505 |
| FNMA-ACES 1.2% 10/30 | 0.05 | 364,251 |
| UNITED 4.125% 01/26 | 0.05 | 332,000 |
| MACQUARIE VAR 12/34 | 0.05 | 300,000 |
| MPLX LP 5% 03/33 | 0.05 | 350,000 |
| HEALTHCARE 2% 03/31 | 0.05 | 429,000 |
| US 5YR NOTE 12/31/2024 | 0.05 | 752 |
| GRAY OAK 2.6% 10/25 | 0.05 | 312,000 |
| GNMA 2008-38 BG 5% 05/38 | 0.05 | 303,725 |
| GNMA 2011-97 WA VAR 11/38 | 0.05 | 347,396 |
| VOLT XCIII LLC STEP 02/51 | 0.05 | 321,227 |
| TESLA AUTO 5.3% 06/27 | 0.05 | 313,000 |
| US 10YR NOTE 12/19/2024 | 0.05 | 716 |
| TAKE-TWO 5.6% 06/34 | 0.05 | 314,000 |
| SEASONED LOANS 3.5% 11/28 | 0.05 | 342,759 |
| SANTANDER 5.84% 06/30 | 0.05 | 298,000 |
| SCENTRE GROUP 3.5% 02/25 | 0.05 | 350,000 |
| REGENCY 3.7% 06/30 | 0.05 | 350,000 |
| PRET 2021-NPL6 STEP 07/51 | 0.05 | 332,774 |
| PROGRESS 2.547% 04/38 | 0.05 | 350,000 |
| PNC FINANCIAL VAR 01/28 | 0.05 | 340,000 |
| NATIONWIDE 4.85% 07/27 | 0.05 | 300,000 |
| NATWEST GROUP VAR 03/35 | 0.05 | 320,000 |
| NATWEST GROUP VAR 06/27 | 0.04 | 286,000 |
| NNN REIT INC 3.6% 12/26 | 0.04 | 247,000 |
| PLAINS ALL 3.55% 12/29 | 0.04 | 300,000 |
| ORACLE CORP 4.5% 05/28 | 0.04 | 295,000 |
| PUBLIC 1.6% 08/30 | 0.04 | 300,000 |
| COOPERATIEVE VAR 02/29 | 0.04 | 250,000 |
| REGENCY 2.95% 09/29 | 0.04 | 300,000 |
| FHLMC SEASONED 3.5% 06/57 | 0.04 | 324,448 |
| FHLMC SEASONED 4% 10/58 | 0.04 | 294,573 |
| SCF EQUIPMENT 5.52% 01/32 | 0.04 | 263,000 |
| J M SMUCKER 6.2% 11/33 | 0.04 | 264,000 |
| TARGA RESOURCES 4% 01/32 | 0.04 | 253,000 |
| TRUIST VAR 10/29 | 0.04 | 275,000 |
| TAMPA 4.9% 03/29 | 0.04 | 274,000 |
| STEEL 1.65% 10/27 | 0.04 | 324,000 |
| VOLT C LLC STEP 05/51 | 0.04 | 248,869 |
| UDR INC 3.2% 01/30 | 0.04 | 260,000 |
| UBS GROUP AG VAR 06/26 | 0.04 | 250,000 |
| VOLT XCIX LLC STEP 04/51 | 0.04 | 293,593 |
| WORKDAY INC 3.5% 04/27 | 0.04 | 300,000 |
| WORLD OMNI 5.79% 02/29 | 0.04 | 275,000 |
| GNMA 2008-9 5.25% 02/38 | 0.04 | 236,435 |
| GOLDMAN 4.25% 10/25 | 0.04 | 237,000 |
| GNMA II 4.5% 07/49 | 0.04 | 238,137 |
| GNMA 2004-93 PD 5% 11/34 | 0.04 | 249,707 |
| HSBC HOLDINGS VAR 09/28 | 0.04 | 300,000 |
| HUMANA INC 3.95% 03/27 | 0.04 | 292,000 |
| KROGER CO/THE 5% 09/34 | 0.04 | 285,000 |
| KEYBANK 3.3% 06/25 | 0.04 | 250,000 |
| MRCD 2.71752% 12/36 | 0.04 | 300,000 |
| MPLX LP 2.65% 08/30 | 0.04 | 300,000 |
| FNMA REMICS 3.5% 12/42 | 0.04 | 257,160 |
| FNMA-ACES VAR 10/30 | 0.04 | 5,453,252 |
| FNMA REMICS 5.5% 12/35 | 0.04 | 245,699 |
| FNMA REMICS 6% 11/32 | 0.04 | 264,838 |
| UMBS MORTPASS 3.5% 08/32 | 0.04 | 272,142 |
| FIFTH THIRD 2.25% 02/27 | 0.04 | 250,000 |
| CENTERPOINT 1.45% 06/26 | 0.04 | 288,000 |
| CPS AUTO 4.76% 01/31 | 0.04 | 235,000 |
| COREBRIDGE 3.65% 04/27 | 0.04 | 300,000 |
| PARAMOUNT 2.9% 01/27 | 0.04 | 246,000 |
| CARMAX AUTO 6% 07/28 | 0.04 | 241,000 |
| BNP PARIBAS SA VAR 01/28 | 0.04 | 300,000 |
| APA 5.125% 09/34 | 0.04 | 240,000 |
| AIB GROUP PLC VAR 09/29 | 0.04 | 264,000 |
| AIR CANADA 4.125% 05/25 | 0.04 | 251,102 |
| ABBVIE INC 5.05% 03/34 | 0.04 | 245,000 |
| FHLMC REMICS 4.5% 04/32 | 0.04 | 259,611 |
| FHLMC REMICS 4.5% 05/40 | 0.04 | 283,995 |
| FHLMC REMICS 4.5% 12/33 | 0.04 | 256,857 |
| FHLMC REMICS 5.5% 04/35 | 0.04 | 283,370 |
| EXETER 6.69% 06/29 | 0.04 | 243,000 |
| CARVANA AUTO 6.36% 04/27 | 0.04 | 246,447 |
| QUEST 2.8% 06/31 | 0.04 | 287,000 |
| QUEST 3.45% 06/26 | 0.04 | 300,000 |
| CLEVELAND 4.55% 11/30 | 0.04 | 290,000 |
| FIRSTENERGY 3.25% 03/28 | 0.04 | 256,000 |
| EXETER 5.7% 07/29 | 0.04 | 284,000 |
| SCE 1.942% 05/38 | 0.03 | 285,000 |
| POTOMAC 5.2% 03/34 | 0.03 | 172,000 |
| VIRGINIA 3.5% 03/27 | 0.03 | 210,000 |
| DEUTSCHE BANK VAR 07/27 | 0.03 | 190,000 |
| DT AUTO OWNER 0.87% 05/27 | 0.03 | 177,927 |
| AIB GROUP PLC VAR 03/35 | 0.03 | 200,000 |
| USC USCPI /2.306 USD0834 | 0.03 | 24,468,000 |
| AKER BP ASA 2% 07/26 | 0.03 | 222,000 |
| AMGEN INC 5.25% 03/30 | 0.03 | 200,000 |
| BROADCOM 3.137% 11/35 | 0.03 | 200,000 |
| BANK OF VAR 03/27 | 0.03 | 178,000 |
| BRIXMOR 2.25% 04/28 | 0.03 | 186,000 |
| CARVANA AUTO 4.61% 11/27 | 0.03 | 197,230 |
| CNO GLOBAL 2.65% 01/29 | 0.03 | 200,000 |
| CANADIAN 2.05% 03/30 | 0.03 | 200,000 |
| CAMPBELL SOUP 5.4% 03/34 | 0.03 | 164,000 |
| COLUMBIA 5.097% 10/31 | 0.03 | 190,000 |
| UMBS MORTPASS 2.5% 08/50 | 0.03 | 224,608 |
| UMBS MORTPASS 5% 08/40 | 0.03 | 184,145 |
| UMBS MORTPASS 6.5% 10/36 | 0.03 | 206,447 |
| FNMA REMICS 6% 11/39 | 0.03 | 172,926 |
| FNMA REMICS 5.5% 12/36 | 0.03 | 186,757 |
| FNMA REMICS 2.5% 05/48 | 0.03 | 184,699 |
| FNMA REMICS 5% 11/35 | 0.03 | 191,947 |
| MITSUBISHI 5.807% 09/28 | 0.03 | 200,000 |
| LP LMS 8.181% 10/33 | 0.03 | 175,748 |
| MACQUARIE VAR 01/30 | 0.03 | 200,000 |
| KEYCORP FLT 05/25 | 0.03 | 184,000 |
| LEAR CORP 2.6% 01/32 | 0.03 | 222,000 |
| LENDMARK 5.12% 07/32 | 0.03 | 177,000 |
| ITC HOLDINGS 2.95% 05/30 | 0.03 | 251,000 |
| GNMA 2004-101 BE 5% 11/34 | 0.03 | 218,084 |
| GLENCORE 2.5% 09/30 | 0.03 | 260,000 |
| GLS AUTO 1.11% 09/26 | 0.03 | 203,071 |
| GLOBAL 3.2% 08/29 | 0.03 | 200,000 |
| HALLIBURTON 2.92% 03/30 | 0.03 | 200,000 |
| GNMA 2008-56 5.5% 06/38 | 0.03 | 185,443 |
| GNMA 2010-130 BD 4% 12/39 | 0.03 | 220,539 |
| GNMA 2008-33 5.5% 04/38 | 0.03 | 188,819 |
| GNMA 2008-7 PQ 5% 02/38 | 0.03 | 223,003 |
| WORLD OMNI 0.44% 08/26 | 0.03 | 170,237 |
| WESTLAKE 5.74% 08/28 | 0.03 | 180,000 |
| UDR INC 2.1% 08/32 | 0.03 | 266,000 |
| VENDEE MORTGAGE 5% 05/33 | 0.03 | 218,945 |
| SIMON 2.45% 09/29 | 0.03 | 200,000 |
| SUNCOR 5.95% 12/34 | 0.03 | 216,000 |
| SOUTHERN 5.7% 03/34 | 0.03 | 207,000 |
| SANTANDER UK VAR 11/26 | 0.03 | 200,000 |
| BANCO VAR 09/27 | 0.03 | 200,000 |
| QUANTA 5.25% 08/34 | 0.03 | 188,000 |
| PUGET 2.379% 06/28 | 0.03 | 234,000 |
| ROPER 1.4% 09/27 | 0.03 | 200,000 |
| SPRINT 6.875% 11/28 | 0.03 | 155,000 |
| KENTUCKY 3.3% 10/25 | 0.03 | 200,000 |
| PENSKE TRUCK 5.75% 05/26 | 0.03 | 219,000 |
| REALTY 4.125% 10/26 | 0.03 | 200,000 |
| ONE GAS INC 2% 05/30 | 0.03 | 248,000 |
| PG&E ENERGY 2.28% 01/36 | 0.03 | 225,000 |
| O'REILLY 1.75% 03/31 | 0.03 | 200,000 |
| O'REILLY 3.6% 09/27 | 0.03 | 203,000 |
| O'REILLY 5.75% 11/26 | 0.03 | 195,000 |
| NEXTERA 2.25% 06/30 | 0.03 | 200,000 |
| NASDAQ INC 5.55% 02/34 | 0.02 | 138,000 |
| OCCIDENTAL 5.375% 01/32 | 0.02 | 117,000 |
| SPRINGCASTLE 1.97% 09/37 | 0.02 | 144,200 |
| SONOCO PRODUCTS 5% 09/34 | 0.02 | 108,000 |
| STEEL 5.375% 08/34 | 0.02 | 100,000 |
| WRKCO INC 4.9% 03/29 | 0.02 | 150,000 |
| US BANCORP VAR 01/30 | 0.02 | 125,000 |
| US BANCORP VAR 01/35 | 0.02 | 127,000 |
| UBER 4.8% 09/34 | 0.02 | 134,000 |
| VENTAS REALTY 3.5% 02/25 | 0.02 | 110,000 |
| GENERAL 4.95% 03/33 | 0.02 | 151,000 |
| GENERAL 5.95% 04/34 | 0.02 | 139,000 |
| GNMA 2003-77 TK 5% 09/33 | 0.02 | 166,731 |
| GOODMAN US 3.7% 03/28 | 0.02 | 163,000 |
| GNMA 2003-29 5.5% 04/33 | 0.02 | 121,031 |
| GNMA 2005-11 PL 5% 02/35 | 0.02 | 104,350 |
| GNMA 2007-37 5.5% 06/37 | 0.02 | 104,394 |
| KLA CORP 4.7% 02/34 | 0.02 | 112,000 |
| MPLX LP 4.25% 12/27 | 0.02 | 118,000 |
| INTERSTATE 4.95% 09/34 | 0.02 | 142,000 |
| MACQUARIE 5.15% 03/30 | 0.02 | 135,000 |
| FNMA REMICS 5.25% 08/35 | 0.02 | 135,292 |
| FNMA REMICS 5% 07/33 | 0.02 | 103,747 |
| FNMA REMICS 5% 08/33 | 0.02 | 132,729 |
| FNMA REMICS 4.5% 10/36 | 0.02 | 152,377 |
| FNMA REMICS 4.75% 04/35 | 0.02 | 125,652 |
| FNMA REMICS 5% 04/30 | 0.02 | 100,888 |
| FNMA REMICS 6% 07/37 | 0.02 | 110,483 |
| FNMA REMICS 5.5% 06/35 | 0.02 | 146,419 |
| FNMA REMICS 5.5% 06/35 | 0.02 | 142,432 |
| UMBS MORTPASS 6% 12/32 | 0.02 | 112,160 |
| UMBS MORTPASS 7% 11/38 | 0.02 | 117,125 |
| UMBS MORTPASS 2.5% 05/50 | 0.02 | 182,944 |
| FNMA MORTPASS VAR 10/29 | 0.02 | 125,170 |
| CMS ENERGY 2.95% 02/27 | 0.02 | 170,000 |
| COMMONSPIRIT 2.782% 10/30 | 0.02 | 171,000 |
| CAMERON LNG 2.902% 07/31 | 0.02 | 146,000 |
| CADENCE 4.7% 09/34 | 0.02 | 124,000 |
| AMERICAN VAR 07/28 | 0.02 | 125,000 |
| BROADCOM INC 5.15% 11/31 | 0.02 | 108,000 |
| USC USCPI /2.283 USD0934 | 0.02 | 15,144,000 |
| USC USCPI /2.2275 USD0829 | 0.02 | 34,530,000 |
| AMERICAN 5.625% 03/33 | 0.02 | 100,000 |
| FLAGSHIP 1.79% 10/26 | 0.02 | 151,150 |
| ENERGY 5.25% 07/29 | 0.02 | 162,000 |
| FHLMC REMICS FLT 05/41 | 0.02 | 117,356 |
| FHLMC REMICS 5% 03/34 | 0.02 | 136,775 |
| FHLMC REMICS 5.5% 09/33 | 0.02 | 148,090 |
| FHLMC REMICS 5.5% 10/33 | 0.02 | 138,690 |
| FHLMC REMICS 5% 01/34 | 0.02 | 128,760 |
| FHLMC REMICS 5% 02/35 | 0.02 | 102,276 |
| FHLMC REMICS 3.5% 03/31 | 0.02 | 117,993 |
| FHLMC REMICS 3.5% 11/25 | 0.02 | 158,655 |
| FHLMC REMICS 3.5% 06/26 | 0.01 | 80,462 |
| FHLMC REMICS 3.5% 08/26 | 0.01 | 100,778 |
| FHLMC REMICS 3.5% 01/26 | 0.01 | 47,620 |
| FHLMC REMICS 3.5% 01/26 | 0.01 | 69,561 |
| FHLMC REMICS 3% 12/40 | 0.01 | 39,899 |
| FHLMC REMICS 4.5% 08/40 | 0.01 | 98,804 |
| FHLMC REMICS 4% 03/33 | 0.01 | 67,369 |
| FHLMC REMICS 4% 03/33 | 0.01 | 74,085 |
| FHLMC REMICS 4% 04/42 | 0.01 | 35,743 |
| FHLMC REMICS 4.5% 01/39 | 0.01 | 85,039 |
| FHLMC REMICS 4.5% 03/41 | 0.01 | 37,401 |
| FHLMC REMICS 4.5% 04/30 | 0.01 | 42,656 |
| FHLMC REMICS 5.5% 09/32 | 0.01 | 36,209 |
| FHLMC REMICS 5% 05/33 | 0.01 | 78,261 |
| FHLMC REMICS 5% 06/33 | 0.01 | 94,003 |
| FHLMC REMICS 5.3% 01/33 | 0.01 | 60,913 |
| EATON CORP 3.103% 09/27 | 0.01 | 50,000 |
| ENTERGY 1.6% 12/30 | 0.01 | 100,000 |
| FLAGSHIP 5.38% 12/26 | 0.01 | 36,855 |
| FHLMCGLD 5% 10/33 | 0.01 | 84,452 |
| DTE 3.375% 03/25 | 0.01 | 100,000 |
| EBAY INC 2.6% 05/31 | 0.01 | 50,000 |
| DUKE ENERGY 6.45% 10/32 | 0.01 | 50,000 |
| DUKE ENERGY 5.25% 04/33 | 0.01 | 73,000 |
| QUEST 2.95% 06/30 | 0.01 | 93,000 |
| USD CCP COLL IM CITIBANK | 0.01 | 40,000 |
| AMERICAN 3% 10/28 | 0.01 | 71,233 |
| BOEING 6.528% 05/34 | 0.01 | 88,000 |
| COREVEST 2.705% 10/52 | 0.01 | 64,816 |
| COLUMBIA 5.681% 01/34 | 0.01 | 84,000 |
| BP CAPITAL 2.721% 01/32 | 0.01 | 100,000 |
| CITIGROUP INC VAR 01/28 | 0.01 | 90,000 |
| BANK OF 2.65% 03/27 | 0.01 | 40,000 |
| FIFTH THIRD VAR 01/32 | 0.01 | 66,000 |
| FNMA REMICS 5.5% 09/33 | 0.01 | 59,851 |
| FNMA REMICS 5% 07/33 | 0.01 | 56,880 |
| FNMA REMICS 5.5% 07/40 | 0.01 | 65,010 |
| FNMA REMICS 5.5% 08/35 | 0.01 | 51,466 |
| FNMA REMICS FLT 08/41 | 0.01 | 53,901 |
| FNMA REMICS 6.5% 01/32 | 0.01 | 61,112 |
| FNMA REMICS 5% 01/35 | 0.01 | 71,870 |
| FNMA REMICS 4% 11/29 | 0.01 | 33,996 |
| MACQUARIE 6.4% 03/29 | 0.01 | 37,000 |
| MARTIN 2.5% 03/30 | 0.01 | 40,000 |
| MVW 2021-1W 1.14% 01/41 | 0.01 | 88,790 |
| MORGAN STANLEY VAR 04/26 | 0.01 | 40,000 |
| MORGAN STANLEY VAR 04/32 | 0.01 | 110,000 |
| JP MORGAN VAR 11/33 | 0.01 | 44,895 |
| KLA CORP 4.65% 07/32 | 0.01 | 62,000 |
| HYUNDAI 1.8% 01/28 | 0.01 | 100,000 |
| HERO FUNDING 3.95% 09/48 | 0.01 | 100,590 |
| HEWLETT PACKARD 5% 10/34 | 0.01 | 84,000 |
| GNMA 2007-79 5.75% 08/37 | 0.01 | 76,199 |
| GNMA 2008-23 5.25% 03/38 | 0.01 | 54,851 |
| GNMA 2005-33 5.5% 04/35 | 0.01 | 98,615 |
| GNMA 2005-49 B 5.5% 06/35 | 0.01 | 34,805 |
| GNMA 2005-51 DC 5% 07/35 | 0.01 | 83,179 |
| GNMA 2003-65 5.5% 08/33 | 0.01 | 40,268 |
| GILEAD 3.5% 02/25 | 0.01 | 35,000 |
| GNMA II 4.5% 11/48 | 0.01 | 72,536 |
| GNMA II MORTPASS 6% 09/38 | 0.01 | 55,812 |
| GNMA 2008-34 5.25% 04/38 | 0.01 | 64,943 |
| GNMA 2008-35 NF 5% 04/38 | 0.01 | 56,091 |
| GNMA 2008-43 5.5% 05/38 | 0.01 | 94,008 |
| GNMA 2010-157 ZERO 12/40 | 0.01 | 65,344 |
| GNMA 2009-14 4.5% 03/39 | 0.01 | 66,437 |
| GSR MORTGAGE 5.5% 05/34 | 0.01 | 33,659 |
| VENTAS 4.125% 01/26 | 0.01 | 45,000 |
| WAMU MORTGAGE VAR 10/33 | 0.01 | 50,821 |
| UDR INC 3.5% 01/28 | 0.01 | 100,000 |
| US AUTO 3.98% 04/25 | 0.01 | 94,020 |
| TORONTO-DOMIN 1.15% 06/25 | 0.01 | 40,000 |
| SIERRA 4.73% 06/40 | 0.01 | 53,174 |
| THORNBURG VAR 12/44 | 0.01 | 77,098 |
| CONTINENTAL 4% 10/24 | 0.01 | 97,006 |
| SCHLUMBERGER 3.9% 05/28 | 0.01 | 39,000 |
| SEQUOIA FLT 12/34 | 0.01 | 76,194 |
| SPIRIT 3.375% 02/30 | 0.01 | 99,241 |
| PRESTIGE AUTO 4.56% 02/29 | 0.01 | 88,000 |
| ORACLE CORP 6.5% 04/38 | 0.01 | 50,000 |
| ORACLE CORP 2.65% 07/26 | 0.01 | 60,000 |
| STRUCTURED FLT 01/34 | 0.01 | 63,112 |
| MEAD 4.125% 11/25 | 0.01 | 89,000 |
| PRINCIPAL 3.1% 11/26 | 0.00 | 20,000 |
| PRINCIPAL 3.7% 05/29 | 0.00 | 30,000 |
| PHH MORTGAGE 6% 07/38 | 0.00 | 7,082 |
| UBS-BAMLL 3.663% 06/30 | 0.00 | 27,443 |
| US ULTRA BOND 12/19/2024 | 0.00 | 9 |
| WORLD OMNI 0.3% 01/26 | 0.00 | 28,073 |
| GNMA 2009-61 AP 4% 08/39 | 0.00 | 6,607 |
| GNMA 2009-72 SM FLT 08/39 | 0.00 | 87,984 |
| GNMA 2008-95 DS FLT 12/38 | 0.00 | 38,518 |
| GNMA 2009-106 FLT 02/38 | 0.00 | 69,909 |
| GNMA 2008-76 US FLT 09/38 | 0.00 | 41,422 |
| GNMA 2008-62 SA FLT 07/38 | 0.00 | 1,372 |
| GNMA 2004-54 5.5% 07/34 | 0.00 | 9,200 |
| GNMA 2005-56 BD 5% 07/35 | 0.00 | 12,819 |
| GNMA 2006-7 ND 5.5% 08/35 | 0.00 | 12,909 |
| JP MORGAN VAR 07/35 | 0.00 | 15,574 |
| INTERSTATE 4.1% 09/28 | 0.00 | 30,000 |
| MORGAN STANLEY VAR 04/34 | 0.00 | 15,053 |
| MASTR VAR 04/34 | 0.00 | 26,192 |
| MERRILL LYNCH FLT 05/29 | 0.00 | 28,298 |
| MERRILL LYNCH FLT 10/28 | 0.00 | 19,755 |
| FNMA REMICS 4% 11/49 | 0.00 | 13,005 |
| FNMA REMICS 4.5% 06/29 | 0.00 | 33,176 |
| FNMA REMICS 4.5% 06/40 | 0.00 | 14,587 |
| FNMA REMICS 4% 05/25 | 0.00 | 4,808 |
| FNMA REMICS 3.5% 10/41 | 0.00 | 5,465 |
| FNMA-ACES VAR 11/33 | 0.00 | 321,794 |
| FNMA REMICS 5% 04/33 | 0.00 | 16,650 |
| FNMA REMICS 5% 06/40 | 0.00 | 2,083 |
| FNMA REMICS 5% 09/27 | 0.00 | 22,593 |
| FNMA REMICS 5% 10/33 | 0.00 | 5,156 |
| FNMA REMICS 5.5% 03/33 | 0.00 | 16,627 |
| FNMA REMICS 5.5% 04/37 | 0.00 | 13,934 |
| FNMA REMICS FLT 01/40 | 0.00 | 43,967 |
| FNMA REMICS FLT 04/40 | 0.00 | 18,387 |
| FNMA REMICS FLT 06/39 | 0.00 | 2,630 |
| FNMA REMICS FLT 07/37 | 0.00 | 3,346 |
| FNMA REMICS ZERO 10/37 | 0.00 | 19,724 |
| FNMA INTEREST ZERO 07/31 | 0.00 | 18,430 |
| FNMA REMICS 5.5% 08/38 | 0.00 | 9,273 |
| FNMA REMICS 6% 06/36 | 0.00 | 26,721 |
| FNMA REMICS 6% 12/31 | 0.00 | 24,117 |
| FNMA REMICS 5.5% 09/38 | 0.00 | 4,444 |
| FNMA REMICS 5.5% 10/39 | 0.00 | 6,341 |
| FNMA REMICS 5.5% 11/32 | 0.00 | 23,188 |
| FNMA REMICS 5.5% 12/32 | 0.00 | 20,661 |
| FNMA REMICS 5.5% 07/35 | 0.00 | 7,916 |
| FNMA REMICS 5.5% 07/37 | 0.00 | 10,202 |
| FNMA-ACES 1% 11/33 | 0.00 | 8,598 |
| UMBS MORTPASS 6.5% 10/37 | 0.00 | 4,611 |
| UMBS MORTPASS 6.5% 10/38 | 0.00 | 10,717 |
| UMBS MORTPASS 7% 10/37 | 0.00 | 18,945 |
| UMBS MORTPASS 6% 04/35 | 0.00 | 31,773 |
| BRISTOL-MYERS 3.4% 07/29 | 0.00 | 30,000 |
| BANK OF VAR 06/26 | 0.00 | 21,000 |
| CITIGROUP 5.25% 09/33 | 0.00 | 3,563 |
| CITIGROUP VAR 12/34 | 0.00 | 5,948 |
| USC USCPI /2.371 USD0729 | 0.00 | 5,750,000 |
| USC USCPI /2.407 USD1034 | 0.00 | 7,474,000 |
| USC USCPI /2.475 USD0234 | 0.00 | 5,213,000 |
| USC USCPI /2.26 USD0934 | 0.00 | 1,538,000 |
| CHL MORTGAGE 4.5% 06/19 | 0.00 | 414 |
| USC USCPI /1.895 USD0825 | 0.00 | 13,423,000 |
| USC USCPI /2.003 USD0725 | 0.00 | 13,327,000 |
| USC USCPI /2.218 USD0829 | 0.00 | 5,772,000 |
| SOUTHWESTERN 4.1% 09/28 | 0.00 | 10,000 |
| FHLMCGLD 5.5% 05/27 | 0.00 | 12,336 |
| FHLMCGLD 6% 12/36 | 0.00 | 538 |
| ATLANTIC CITY 4% 10/28 | 0.00 | 20,000 |
| CONNECTICUT 3.2% 03/27 | 0.00 | 20,000 |
| CONSOLIDATED 3.8% 05/28 | 0.00 | 10,000 |
| FHLMC REMICS 5.5% 01/26 | 0.00 | 26,267 |
| FHLMC REMICS 5% 07/33 | 0.00 | 8,172 |
| FHLMC REMICS 5% 06/25 | 0.00 | 6,644 |
| FHLMC REMICS 5% 05/26 | 0.00 | 11,906 |
| FHLMC REMICS 5.5% 04/36 | 0.00 | 17,722 |
| FHLMC REMICS 5.5% 06/25 | 0.00 | 805 |
| FHLMC REMICS 5.5% 06/27 | 0.00 | 9,057 |
| FHLMC REMICS 5.5% 01/37 | 0.00 | 11,465 |
| FHLMC REMICS 5.5% 02/33 | 0.00 | 19,318 |
| FHLMC REMICS 5.5% 03/26 | 0.00 | 2,437 |
| FHLMC REMICS 6% 01/29 | 0.00 | 26,189 |
| FHLMC REMICS 6% 02/37 | 0.00 | 3,151 |
| FHLMC REMICS 5.5% 12/25 | 0.00 | 3,579 |
| FHLMC REMICS 5.5% 12/32 | 0.00 | 24,462 |
| FHLMC REMICS 5.5% 12/35 | 0.00 | 21,135 |
| FHLMC REMICS VAR 11/46 | 0.00 | 15,114 |
| FHLMC REMICS ZERO 04/35 | 0.00 | 713 |
| FHLMC REMICS ZERO 04/36 | 0.00 | 6,900 |
| FHLMC REMICS ZERO 08/36 | 0.00 | 35,133 |
| FHLMC REMICS 6% 07/37 | 0.00 | 29,666 |
| FHLMC REMICS 6.5% 04/32 | 0.00 | 8,547 |
| FHLMC REMICS 7% 04/32 | 0.00 | 3,848 |
| FHLMC REMICS 4.5% 02/39 | 0.00 | 7,188 |
| FHLMC REMICS 4% 06/26 | 0.00 | 3,191 |
| FHLMC REMICS 4% 08/29 | 0.00 | 4,199 |
| FHLMC REMICS 4.5% 09/32 | 0.00 | 30,866 |
| FHLMC REMICS 5% 03/26 | 0.00 | 4,902 |
| FHLMC REMICS 4% 02/39 | 0.00 | 1,601 |
