| US 5YR NOTE (CBT) DEC24 XCBT 20241231 | 14.67 | 25,300,000 |
| US 2YR NOTE (CBT) DEC24 XCBT 20241231 | 14.41 | 26,200,000 |
| US 10YR ULTRA FUT DEC24 XCBT 20241219 | 7.35 | 11,800,000 |
| US 10YR NOTE (CBT)DEC24 XCBT 20241219 | 6.26 | 10,400,000 |
| SPX003IX2 CDS USD R F 5.00000 SPX003IX2_FEE CCPCDX | 3.70 | 6,510,000 |
| US TREASURY N/B 08/27 3.75 | 2.12 | 4,000,000 |
| SSC GOVERNMENT MM GVMXX | 2.04 | 3,855,747 |
| FNMA POOL FS1270 FN 03/52 FIXED VAR | 1.48 | 3,787,000 |
| FED HM LN PC POOL RA6945 FR 03/52 FIXED 3.5 | 1.20 | 2,908,000 |
| FED HM LN PC POOL RJ1264 FR 04/54 FIXED 5.5 | 1.12 | 2,121,000 |
| FED HM LN PC POOL RJ0325 FR 11/53 FIXED 6.5 | 1.10 | 2,181,000 |
| FED HM LN PC POOL SD3154 FR 02/49 FIXED 3.5 | 1.02 | 2,253,000 |
| FNMA POOL CB3372 FN 04/52 FIXED 3.5 | 0.94 | 2,104,000 |
| GNMA II POOL MA7767 G2 12/51 FIXED 2.5 | 0.92 | 2,476,000 |
| FED HM LN PC POOL RC2480 FR 03/37 FIXED 2 | 0.86 | 2,230,000 |
| FED HM LN PC POOL SD2184 FR 01/53 FIXED 6 | 0.84 | 1,760,000 |
| BLUE OWL CREDIT INCOME SR UNSECURED 01/29 7.75 | 0.83 | 1,470,000 |
| FNMA POOL CB7133 FN 09/53 FIXED 6 | 0.79 | 1,598,000 |
| FNMA POOL FS2462 FN 02/52 FIXED VAR | 0.77 | 1,909,000 |
| US TREASURY N/B 08/26 4.375 | 0.75 | 1,400,000 |
| US TREASURY N/B 08/29 3.625 | 0.69 | 1,300,000 |
| ALBERTSONS COS/SAFEWAY COMPANY GUAR 144A 01/27 4.625 | 0.60 | 1,160,000 |
| FNMA POOL CB7123 FN 09/53 FIXED 6 | 0.57 | 1,188,000 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | 0.55 | 1,040,000 |
| DANSKE BANK A/S JR SUBORDINA REGS 12/99 VAR | 0.55 | 1,029,000 |
| US TREASURY N/B 09/26 4.625 | 0.54 | 1,000,000 |
| UBS GROUP AG JR SUBORDINA REGS 12/49 VAR | 0.53 | 1,005,000 |
| COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR | 0.53 | 1,000,000 |
| CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR | 0.53 | 965,000 |
| DEUTSCHE BANK AG JR SUBORDINA 12/49 VAR | 0.53 | 1,000,000 |
| BANCO BILBAO VIZCAYA ARG JR SUBORDINA VAR | 0.53 | 1,000,000 |
| BERRY GLOBAL INC SR SECURED 04/28 5.5 | 0.53 | 975,000 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 09/26 3.125 | 0.52 | 1,020,000 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A | 0.52 | 950,000 |
| SOCIETE GENERALE JR SUBORDINA 144A 12/49 VAR | 0.51 | 945,000 |
| BNP PARIBAS JR SUBORDINA 144A 12/49 VAR | 0.50 | 940,000 |
| BLUE OWL CAPITAL CORP SR UNSECURED 07/26 3.4 | 0.49 | 953,000 |
| HUSKY INJECTION / TITAN SR SECURED 144A 02/29 9 | 0.49 | 900,000 |
| US TREASURY N/B 12/24 1 | 0.48 | 920,000 |
| JPMORGAN CHASE + CO SR UNSECURED 04/35 VAR | 0.47 | 836,000 |
| AIRCASTLE LTD SR UNSECURED 144A 07/28 6.5 | 0.46 | 840,000 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES4 A3 144A | 0.46 | 850,000 |
| STORE CAPITAL LLC SR UNSECURED 12/31 2.7 | 0.45 | 1,020,000 |
| BLUE RACER MID LLC/FINAN SR UNSECURED 144A 07/29 7 | 0.45 | 810,000 |
| LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR | 0.44 | 830,000 |
| GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528 | 0.44 | 802,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 6 A2 144A | 0.43 | 1,525,000 |
| FANNIE MAE CAS CAS 2024 R01 1M1 144A | 0.43 | 950,000 |
| CIVITAS RESOURCES INC COMPANY GUAR 144A 07/28 8.375 | 0.43 | 768,000 |
| BOEING CO SR UNSECURED 05/25 4.875 | 0.41 | 783,000 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | 0.41 | 780,000 |
| ING GROEP NV JR SUBORDINA 12/49 VAR | 0.41 | 765,000 |
| NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR | 0.41 | 775,000 |
| MORGAN STANLEY SR UNSECURED 11/34 VAR | 0.41 | 695,000 |
| REGAL REXNORD CORP COMPANY GUAR 02/30 6.3 | 0.40 | 710,000 |
| INTESA SANPAOLO SPA JR SUBORDINA 144A 12/49 VAR | 0.40 | 760,000 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 02/27 4.25 | 0.40 | 773,000 |
| BANCO SANTANDER SA JR SUBORDINA 12/99 VAR | 0.40 | 800,000 |
| CITIZENS BANK NA/RI SR UNSECURED 01/26 VAR | 0.40 | 755,000 |
| CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/31 4.75 | 0.39 | 860,000 |
| GRAPHIC PACKAGING INTERN COMPANY GUAR 144A 07/32 6.375 | 0.39 | 710,000 |
| US CELLULAR CORP SR UNSECURED 12/33 6.7 | 0.39 | 669,000 |
| TEGNA INC COMPANY GUAR 144A 03/26 4.75 | 0.38 | 734,000 |
| SOTERA HEALTH HLDGS LLC SR SECURED 144A 06/31 7.375 | 0.38 | 680,000 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 01/31 6.125 | 0.38 | 684,000 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5 | 0.38 | 733,000 |
| AIMCO AIMCO 2018 AA D 144A | 0.38 | 725,000 |
| BANK BANK 2020 BN26 D 144A | 0.38 | 991,000 |
| BANK OF AMERICA CORP SR UNSECURED 01/35 VAR | 0.38 | 690,000 |
| SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25 | 0.37 | 700,000 |
| SEALED AIR CORP COMPANY GUAR 144A 04/29 5 | 0.37 | 700,000 |
| VISTA POINT SECURITIZATION TRU VSTA 2024 CES1 A1 144A | 0.37 | 732,000 |
| ZF NA CAPITAL COMPANY GUAR 144A 04/32 6.875 | 0.37 | 670,000 |
| UNITED RENTALS NORTH AM SR SECURED 144A 12/29 6 | 0.36 | 665,000 |
| VALLOUREC SACA SR UNSECURED 144A 04/32 7.5 | 0.36 | 640,000 |
| META PLATFORMS INC SR UNSECURED 08/34 4.75 | 0.36 | 670,000 |
| CLEVELAND CLIFFS INC COMPANY GUAR 144A 04/30 6.75 | 0.36 | 677,000 |
| EUSHI FINANCE INC COMPANY GUAR 144A 12/54 VAR | 0.35 | 640,000 |
| ENCINO ACQUISITION PARTN SR UNSECURED 144A 05/31 8.75 | 0.35 | 620,000 |
| BANCO MERCANTIL DE NORTE JR SUBORDINA 144A VAR | 0.35 | 640,000 |
| MILEAGE PLUS HLDINGS LLC SR SECURED 144A 06/27 6.5 | 0.35 | 1,095,000 |
| NEW ECONOMY ASSETS PHASE 1 ISS USRE 2021 1 B1 144A | 0.35 | 750,000 |
| LIGHT + WONDER INTL INC COMPANY GUAR 144A 11/29 7.25 | 0.35 | 645,000 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 144A 09/28 3.625 | 0.35 | 680,000 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR | 0.35 | 665,000 |
| WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR | 0.35 | 642,000 |
| SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR | 0.35 | 655,000 |
| SURGERY CENTER HOLDINGS COMPANY GUAR 144A 04/32 7.25 | 0.34 | 603,000 |
| FORTREA HOLDINGS INC SR SECURED 144A 07/30 7.5 | 0.34 | 628,000 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/31 5.95 | 0.34 | 760,000 |
| DIAMOND ISSUER LLC SHINE 2021 1A A 144A | 0.34 | 691,000 |
| ESSENT GROUP LTD SR UNSECURED 07/29 6.25 | 0.33 | 600,000 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 11/28 6.35 | 0.33 | 585,000 |
| CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR | 0.33 | 630,000 |
| 3R LUX SARL SR SECURED 144A 02/31 9.75 | 0.33 | 570,000 |
| BNP PARIBAS 144A 05/30 VAR | 0.33 | 615,000 |
| BANK OF MONTREAL JR SUBORDINA 05/84 VAR | 0.33 | 585,000 |
| PFP III PFP 2022 9 A 144A | 0.33 | 759,000 |
| OWENS + MINOR INC COMPANY GUAR 144A 04/30 6.625 | 0.33 | 650,000 |
| ONSLOW BAY FINANCIAL LLC OBX 2024 NQM7 A1 144A | 0.33 | 625,000 |
| GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05 | 0.33 | 591,000 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | 0.33 | 580,000 |
| LBM ACQUISITION LLCV TERM LOAN B | 0.33 | 640,000 |
| TRANSOCEAN INC COMPANY GUAR 144A 05/29 8.25 | 0.33 | 620,000 |
| VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A | 0.33 | 625,000 |
| TPG REAL ESTATE FINANCE TRTX 2022 FL5 AS 144A | 0.32 | 619,500 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 03/30 5.375 | 0.32 | 600,000 |
| FONTAINEBLEAU MIAMI BEACH TRUS FMBT 2019 FBLU A 144A | 0.32 | 603,000 |
| HGI CRE CLO LTD HGI 2021 FL1 AS 144A | 0.31 | 603,000 |
| SIERRACOL ENRGY ANDINA COMPANY GUAR 144A 06/28 6 | 0.31 | 640,000 |
| BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR | 0.31 | 600,000 |
| CAESARS ENTERTAIN INC COMPANY GUAR 144A 10/29 4.625 | 0.31 | 625,000 |
| STATION CASINOS LLC COMPANY GUAR 144A 12/31 4.625 | 0.31 | 632,000 |
| TAKE TWO INTERACTIVE SOF SR UNSECURED 06/29 5.4 | 0.31 | 575,000 |
| WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625 | 0.30 | 555,000 |
| ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375 | 0.30 | 580,000 |
| CHART INDUSTRIES INC COMPANY GUAR 144A 01/31 9.5 | 0.30 | 524,000 |
| COUSINS PROPERTIES LP COMPANY GUAR 10/34 5.875 | 0.30 | 568,000 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 144A 09/30 6.5 | 0.30 | 522,000 |
| SMRT SMRT 2022 MINI B 144A | 0.30 | 575,000 |
| NORTHERN TRUST CORP SUBORDINATED 05/32 VAR | 0.30 | 583,000 |
| NMI HOLDINGS SR UNSECURED 08/29 6 | 0.30 | 555,000 |
| MEDLINE BORROWER/MEDL CO SR SECURED 144A 04/29 6.25 | 0.30 | 550,000 |
| INTESA SANPAOLO SPA 144A 11/33 VAR | 0.30 | 500,000 |
| LKQ CORP COMPANY GUAR 06/33 6.25 | 0.30 | 535,000 |
| HAWAIIAN BRAND INTELLECT SR SECURED 144A 04/29 11 | 0.29 | 528,000 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/29 4.4 | 0.29 | 564,000 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A | 0.29 | 662,000 |
| PALOMINO FUNDING TRUST I SR SECURED 144A 05/28 7.233 | 0.29 | 520,000 |
| FANNIE MAE FNR 2023 39 AI | 0.29 | 4,676,000 |
| WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25 | 0.29 | 556,000 |
| STAR PARENT INC SR SECURED 144A 10/30 9 | 0.29 | 517,000 |
| US TREASURY N/B 11/24 4.5 | 0.28 | 520,000 |
| ENCORE CAPITAL GROUP INC SR SECURED 144A 04/29 9.25 | 0.28 | 495,000 |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2021 1A A2 144A | 0.28 | 550,000 |
| BROADCOM INC SR UNSECURED 11/31 5.15 | 0.28 | 520,000 |
| PROSUS NV SR UNSECURED REGS 01/32 4.193 | 0.28 | 580,000 |
| ROYAL CARIBBEAN CRUISES COMPANY GUAR 144A 01/30 7.25 | 0.28 | 505,000 |
| LXP INDUSTRIAL TRUST SR UNSECURED 11/28 6.75 | 0.28 | 505,000 |
| HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2 | 0.28 | 548,000 |
| KYNDRYL HOLDINGS INC SR UNSECURED 02/34 6.35 | 0.27 | 482,000 |
| SM ENERGY CO SR UNSECURED 144A 08/29 6.75 | 0.27 | 501,000 |
| OWENS BROCKWAY COMPANY GUAR 144A 05/31 7.25 | 0.27 | 503,000 |
| ARES CLO LTD ARES 2018 47A C 144A | 0.27 | 500,000 |
| BANCO MERCANTIL DE NORTE JR SUBORDINA 144A VAR | 0.27 | 505,000 |
| AMERICAN MONEY MANAGEMENT CORP AMMC 2012 11A BR2 144A | 0.27 | 500,000 |
| CONCENTRA ESCROW ISSUER SR UNSECURED 144A 07/32 6.875 | 0.27 | 480,000 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 02/32 4.75 | 0.27 | 585,000 |
| DRYDEN SENIOR LOAN FUND DRSLF 2019 72A CR 144A | 0.27 | 500,000 |
| US TREASURY N/B 01/31 4 | 0.27 | 500,000 |
| VB S1 ISSUER LLC VBTEL 2024 1A F 144A | 0.26 | 475,000 |
| ENDO FINANCE HOLDINGS SR SECURED 144A 04/31 8.5 | 0.26 | 467,000 |
| CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625 | 0.26 | 610,000 |
| BEACON ROOFING SUPPLY IN SR SECURED 144A 08/30 6.5 | 0.26 | 485,000 |
| PIEDMONT OPERATING PARTN COMPANY GUAR 07/28 9.25 | 0.26 | 435,000 |
| GS MORTGAGE BACKED SECURITIES GSMBS 2024 HE1 A1 144A | 0.26 | 525,000 |
| KILROY REALTY LP COMPANY GUAR 08/29 4.25 | 0.25 | 495,000 |
| LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4 | 0.25 | 495,000 |
| LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 0.25 | 601,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 | 0.25 | 460,000 |
| PRUDENTIAL FINANCIAL INC JR SUBORDINA 03/54 VAR | 0.25 | 450,000 |
| PRUDENTIAL FINANCIAL INC JR SUBORDINA 05/45 VAR | 0.25 | 475,000 |
| BPCE SA 144A 10/34 VAR | 0.25 | 425,000 |
| 6297782 LLC COMPANY GUAR 144A 10/34 5.584 | 0.25 | 473,000 |
| EPR PROPERTIES COMPANY GUAR 06/27 4.5 | 0.25 | 475,000 |
| DISCOVER BANK SR UNSECURED 07/26 3.45 | 0.25 | 485,000 |
| VERIZON COMMUNICATIONS SR UNSECURED 12/30 7.75 | 0.25 | 405,000 |
| TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869 | 0.25 | 515,000 |
| SPRINT CAPITAL CORP COMPANY GUAR 03/32 8.75 | 0.24 | 369,000 |
| SS+C TECHNOLOGIES INC COMPANY GUAR 144A 06/32 6.5 | 0.24 | 437,000 |
| US TREASURY N/B 05/30 0.625 | 0.24 | 545,000 |
| CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375 | 0.24 | 435,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 7 A3 144A | 0.24 | 835,000 |
| ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95 | 0.24 | 430,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125 | 0.24 | 450,000 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 | 0.24 | 410,000 |
| GRAFTECH GLOBAL ENTERPRI SR SECURED 144A 12/28 9.875 | 0.23 | 550,000 |
| MEG ENERGY CORP COMPANY GUAR 144A 02/29 5.875 | 0.23 | 430,000 |
| MASTERBRAND INC COMPANY GUAR 144A 07/32 7 | 0.23 | 425,000 |
| MFRA TRUST MFRA 2024 NQM1 A2 144A | 0.23 | 452,000 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A | 0.23 | 459,500 |
| CHURCHILL DOWNS INC SR UNSECURED 144A 04/30 5.75 | 0.23 | 440,000 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 03/31 7.375 | 0.23 | 435,000 |
| CENCOSUD SA SR UNSECURED 144A 05/31 5.95 | 0.23 | 420,000 |
| UBS GROUP AG SR UNSECURED 144A 11/33 VAR | 0.23 | 347,000 |
| VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125 | 0.23 | 464,000 |
| TPG REAL ESTATE FINANCE TRTX 2021 FL4 A 144A | 0.22 | 810,000 |
| TAPESTRY INC SR UNSECURED 11/28 7.35 | 0.22 | 389,000 |
| CLEVELAND CLIFFS INC COMPANY GUAR 144A 03/32 7 | 0.22 | 416,000 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 BHAR B 144A | 0.22 | 414,000 |
| CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45 | 0.22 | 400,000 |
| DELTA AIR LINES INC SR UNSECURED 01/26 7.375 | 0.22 | 410,000 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75 | 0.22 | 400,000 |
| MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875 | 0.22 | 435,000 |
| NATWEST GROUP PLC JR SUBORDINA 12/49 VAR | 0.22 | 415,000 |
| PALMER SQUARE CLO LTD PLMRS 2013 2A A2R3 144A | 0.22 | 415,000 |
| GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR | 0.22 | 407,000 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 10/25 5.25 | 0.22 | 415,000 |
| GCAT GCAT 2024 INV3 A6 144A | 0.21 | 400,000 |
| RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/28 5.25 | 0.21 | 400,000 |
| MORGAN STANLEY SR UNSECURED 11/29 VAR | 0.21 | 375,000 |
| AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR | 0.21 | 395,000 |
| BARCLAYS PLC SR UNSECURED 11/28 VAR | 0.21 | 375,000 |
| ENFRAGEN ENERGIA SUR SA SR SECURED 144A 12/30 5.375 | 0.21 | 450,000 |
| BRIGHTHSE FIN GLBL FUND SR SECURED 144A 06/29 5.65 | 0.21 | 385,000 |
| VB S1 ISSUER LLC VBTEL 2022 1A D 144A | 0.21 | 425,000 |
| DANSKE BANK A/S 144A 03/30 VAR | 0.20 | 362,000 |
| FIFTH THIRD BANCORP SUBORDINATED 03/38 8.25 | 0.20 | 300,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2021 5 A1 144A | 0.20 | 945,000 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A B 144A | 0.20 | 400,000 |
| NAVIENT CORP SR UNSECURED 10/24 5.875 | 0.20 | 369,000 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 0.20 | 372,000 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR | 0.20 | 355,000 |
| IQVIA INC COMPANY GUAR 144A 05/30 6.5 | 0.20 | 368,000 |
| LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 06/29 4.75 | 0.20 | 390,000 |
| JP MORGAN MORTGAGE TRUST JPMMT 2024 6 A6 144A | 0.19 | 375,000 |
| OPEN TEXT INC COMPANY GUAR 144A 02/30 4.125 | 0.19 | 393,000 |
| SLAM 2021 1 LLC SLAM 2021 1A B 144A | 0.19 | 500,000 |
| NEWMARK GROUP INC SR UNSECURED 01/29 7.5 | 0.19 | 332,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2020 5 A2 144A | 0.19 | 2,711,000 |
| ACRES PLC ACRES 2021 FL1 A 144A | 0.19 | 461,000 |
| BX TRUST BX 2020 VIVA D 144A | 0.19 | 400,000 |
| CHARLES SCHWAB CORP SR UNSECURED 08/34 VAR | 0.19 | 335,000 |
| VIBRANT CLO LTD VIBR 2017 7A B 144A | 0.19 | 350,000 |
| TENET HEALTHCARE CORP SR SECURED 06/29 4.25 | 0.19 | 370,000 |
| AMER AIRLINE 17 2B PTT PASS THRU CE 04/27 3.7 | 0.19 | 915,000 |
| TRANSDIGM INC COMPANY GUAR 01/29 4.625 | 0.18 | 355,000 |
| CITIBANK NA SR UNSECURED 04/26 5.438 | 0.18 | 330,000 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A | 0.18 | 350,000 |
| ENACT MORTGAGE INSURANCE CORPO TMIR 2023 1 M1A 144A | 0.18 | 325,000 |
| EQM MIDSTREAM PARTNERS L SR UNSECURED 144A 06/27 7.5 | 0.18 | 325,000 |
| AASET 2021 2 TRUST AASET 2021 2A B 144A | 0.18 | 517,000 |
| OCCIDENTAL PETROLEUM COR SR UNSECURED 01/32 5.375 | 0.18 | 326,000 |
| MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5 | 0.18 | 335,000 |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A | 0.18 | 325,000 |
| REPUBLIC OF PANAMA SR UNSECURED 04/29 9.375 | 0.18 | 300,000 |
| HILTON GRAND VACATIONS TRUST HGVT 2024 2A D 144A | 0.18 | 350,000 |
| GNMA II POOL MA7589 G2 09/51 FIXED 2.5 | 0.18 | 520,000 |
| GEN LUX SARL/GEN USA INC COMPANY GUAR 06/29 6 | 0.18 | 335,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 06/30 7.2 | 0.18 | 310,000 |
| KYNDRYL HOLDINGS INC SR UNSECURED 10/31 3.15 | 0.17 | 360,000 |
| OPEN TEXT INC COMPANY GUAR 144A 12/31 4.125 | 0.17 | 354,000 |
| AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5 | 0.17 | 565,175 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375 | 0.17 | 305,000 |
| BLACKBIRD CAPITAL AIRCRAFT BBIRD 2021 1A B 144A | 0.17 | 500,000 |
| ECOPETROL SA SR UNSECURED 06/26 5.375 | 0.17 | 316,000 |
| ESSENTIAL PROPER COMPANY GUAR 07/31 2.95 | 0.17 | 385,000 |
| DRYDEN SENIOR LOAN FUND DRSLF 2013 30A CR 144A | 0.16 | 300,000 |
| BOMBARDIER INC SR UNSECURED 144A 02/29 7.5 | 0.16 | 293,000 |
| CAESARS ENTERTAINMENT CORP TERM LOAN B | 0.16 | 303,200 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR | 0.16 | 295,000 |
| OCTAGON INVESTMENT PARTNERS XV OCT15 2013 1A CRR 144A | 0.16 | 300,000 |
| OPEN TEXT CORP SR SECURED 144A 12/27 6.9 | 0.16 | 291,000 |
| FREDDIE MAC STACR STACR 2021 HQA3 M1 144A | 0.16 | 500,000 |
| STATE STREET CORP SR UNSECURED 11/26 VAR | 0.16 | 290,000 |
| SUMMIT MATERIALS LLC/FIN COMPANY GUAR 144A 01/31 7.25 | 0.16 | 280,000 |
| STEWART PARK CLO LTD STWRT 2015 1A CR 144A | 0.16 | 300,000 |
| WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR | 0.16 | 280,000 |
| US BANCORP SR UNSECURED 10/26 VAR | 0.16 | 290,000 |
| WARNER MEDIA LLC COMPANY GUAR 02/27 3.8 | 0.15 | 294,000 |
| SOLRR AIRCRAFT 2021 1 LIMITED SOLRR 2021 1 B 144A | 0.15 | 400,000 |
| TIERRA MOJADA LUX II SRL SR SECURED 144A 12/40 5.75 | 0.15 | 335,000 |
| GCAT GCAT 2021 CM2 A1 144A | 0.15 | 775,000 |
| MACY S RETAIL HLDGS LLC COMPANY GUAR 144A 03/32 6.125 | 0.15 | 290,000 |
| ARES STRATEGIC INCOME FU SR UNSECURED 144A 08/29 6.35 | 0.15 | 285,000 |
| ACRES PLC ACRES 2021 FL1 AS 144A | 0.15 | 284,500 |
| BROADCOM INC SR UNSECURED 144A 04/34 3.469 | 0.15 | 315,000 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 144A 11/28 7.3 | 0.15 | 274,000 |
| EXTENDED STAY AMERICA TRUST ESA 2021 ESH E 144A | 0.15 | 322,000 |
| CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5 | 0.15 | 285,000 |
| CHESAPEAKE ENERGY CORP COMPANY GUAR 144A 04/29 6.75 | 0.14 | 255,000 |
| FANNIE MAE CAS CAS 2022 R09 2M1 144A | 0.14 | 395,000 |
| BLACKSTONE PRIVATE CRE SR UNSECURED 144A 07/29 5.95 | 0.14 | 260,000 |
| BOMBARDIER INC SR UNSECURED 144A 07/31 7.25 | 0.14 | 246,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B16 D 144A | 0.14 | 363,000 |
| BRAND INDUSTRIAL SERVICE SR SECURED 144A 08/30 10.375 | 0.14 | 235,000 |
| PALMER SQUARE LOAN FUNDING LTD PSTAT 2022 4A B 144A | 0.14 | 255,000 |
| SENSATA TECHNOLOGIES INC COMPANY GUAR 144A 07/32 6.625 | 0.14 | 254,000 |
| FREDDIE MAC STACR STACR 2022 DNA3 M1A 144A | 0.14 | 500,000 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/28 6.798 | 0.14 | 250,000 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A | 0.14 | 282,000 |
| THARALDSON HOTEL PORTFOLIO TRU THPT 2023 THL B 144A | 0.14 | 250,000 |
| SUZANO AUSTRIA GMBH COMPANY GUAR 01/31 3.75 | 0.14 | 286,000 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 08/29 8.125 | 0.14 | 264,000 |
| SUNOCO LP COMPANY GUAR 144A 05/29 7 | 0.13 | 238,000 |
| SM ENERGY CO SR UNSECURED 09/26 6.75 | 0.13 | 251,000 |
| PROLOGIS TARGETED US COMPANY GUAR 144A 01/35 5.25 | 0.13 | 240,000 |
| CAESARS ENTERTAIN INC SR SECURED 144A 02/30 7 | 0.13 | 243,000 |
| ARES CAPITAL CORP SR UNSECURED 07/29 5.95 | 0.13 | 240,000 |
| BANK OF AMERICA CORP SR UNSECURED 09/29 VAR | 0.13 | 230,000 |
| COLOGIX DATA CENTERS ISSUER LL CLGIX 2022 1CAN C 144A | 0.13 | 350,000 |
| CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2019 C15 D 144A | 0.12 | 301,000 |
| DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 3 A1 144A | 0.12 | 470,000 |
| FED HM LN PC POOL RA7502 FR 06/52 FIXED 5 | 0.12 | 252,000 |
| BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 03/31 6 | 0.12 | 215,000 |
| ATI INC SR UNSECURED 10/29 4.875 | 0.12 | 225,000 |
| AIR LEASE CORP SR UNSECURED 07/31 5.2 | 0.12 | 217,000 |
| BXHPP TRUST BXHPP 2021 FILM E 144A | 0.12 | 250,000 |
| BOMBARDIER INC SR UNSECURED 144A 11/30 8.75 | 0.12 | 212,000 |
| SHELTER GROWTH CRE SGCP 2023 FL5 A 144A | 0.12 | 224,500 |
| ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 02/33 6 | 0.12 | 230,000 |
| NAVIGATOR AIRCRAFT ABS LLC NAVTR 2021 1 B 144A | 0.12 | 300,000 |
| NP SPE IX LP NPRL 2019 1A A1 144A | 0.12 | 853,000 |
| HOTWIRE FUNDING LLC HWIRE 2024 1A C 144A | 0.12 | 225,000 |
| SUZANO AUSTRIA GMBH COMPANY GUAR 01/32 3.125 | 0.12 | 270,000 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 | 0.12 | 240,000 |
| WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES3 A1A 144A | 0.12 | 225,000 |
| WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR | 0.11 | 200,000 |
| USIMINAS INTERNATIONAL COMPANY GUAR 144A 07/26 5.875 | 0.11 | 207,000 |
| STORE CAPITAL LLC SR UNSECURED 03/28 4.5 | 0.11 | 212,000 |
| STORE CAPITAL LLC SR UNSECURED 03/29 4.625 | 0.11 | 213,000 |
| STANDARD INDUSTRIES INC SR UNSECURED 144A 07/30 4.375 | 0.11 | 220,000 |
| TRANSDIGM INC SR SECURED 144A 03/32 6.625 | 0.11 | 192,000 |
| HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR | 0.11 | 200,000 |
| LUNAR AIRCRAFT 2020 1 LIMITED LUNRR 2020 1A A 144A | 0.11 | 675,000 |
| FONTAINEBLEAU MIAMI BEACH TRUS FMBT 2019 FBLU D 144A | 0.11 | 207,000 |
| GLOBAL PART/GLP FINANCE COMPANY GUAR 144A 01/32 8.25 | 0.11 | 192,000 |
| ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP B 144A | 0.11 | 229,000 |
| METRONET INFRASTRUCTURE ISSUER MNET 2024 1A B 144A | 0.11 | 200,000 |
| SHELTER GROWTH CRE SGCP 2022 FL4 A 144A | 0.11 | 322,000 |
| BANCOLOMBIA SA SUBORDINATED 12/29 VAR | 0.11 | 201,000 |
| BX TRUST BX 2022 CSMO A 144A | 0.11 | 207,000 |
| CASTLELAKE AIRCRAFT SECURITIZA CLAST 2021 1A A 144A | 0.10 | 625,000 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A | 0.10 | 500,000 |
| ECOPETROL SA SR UNSECURED 05/45 5.875 | 0.10 | 255,000 |
| CREDIT AGRICOLE SA JR SUBORDINA 144A 12/99 VAR | 0.10 | 195,000 |
| CHART INDUSTRIES INC SR SECURED 144A 01/30 7.5 | 0.10 | 182,000 |
| MACH I MAACH 2019 1 A 144A | 0.10 | 425,000 |
| NEXTERA ENERGY OPERATING SR UNSECURED 144A 01/29 7.25 | 0.10 | 174,000 |
| GOEASY LTD SR UNSECURED 144A 07/29 7.625 | 0.10 | 190,000 |
| FREDDIE MAC STACR STACR 2023 HQA2 M1A 144A | 0.10 | 261,000 |
| HERC HOLDINGS INC COMPANY GUAR 144A 06/29 6.625 | 0.10 | 192,000 |
| GREYSTONE COMMERCIAL REAL ESTA GSTNE 2019 FL2 D 144A | 0.10 | 197,000 |
| YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947 | 0.10 | 180,000 |
| WALGREENS BOOTS ALLIANCE SR UNSECURED 06/26 3.45 | 0.10 | 193,000 |
| ONEMAIN FINANCE CORP COMPANY GUAR 05/31 7.5 | 0.09 | 161,000 |
| CHARLES SCHWAB CORP SR UNSECURED 11/29 VAR | 0.09 | 160,000 |
| EQUIPMENTSHARE.COM INC SECURED 144A 05/32 8.625 | 0.09 | 160,000 |
| FANNIE MAE CAS CAS 2022 R03 1M1 144A | 0.09 | 300,000 |
| AIRCASTLE / IRELAND DAC SR UNSECURED 144A 10/31 5.75 | 0.09 | 162,000 |
| ANGEL OAK MORTGAGE TRUST AOMT 2020 2 A2 144A | 0.08 | 825,000 |
| CORNERSTONE BUILDING SR SECURED 144A 08/29 9.5 | 0.08 | 160,000 |
| VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875 | 0.08 | 147,000 |
| STACK INFRASTRUCTURE ISSUER LL SIDC 2021 1A A2 144A | 0.08 | 167,000 |
| SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6 | 0.07 | 143,000 |
| BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2019 C4 D 144A | 0.07 | 194,000 |
| MAPS LTD MAPSL 2021 1A A 144A | 0.07 | 476,000 |
| SAPPHIRE AVIATION FINANCE I LI SAPA 2020 1A A 144A | 0.07 | 250,000 |
| REPUBLIC OF PANAMA SR UNSECURED 01/36 6.875 | 0.07 | 136,000 |
| FREDDIE MAC STACR STACR 2022 DNA6 M1A 144A | 0.07 | 250,000 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 04/35 VAR | 0.07 | 120,000 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2018 H3 D 144A | 0.06 | 138,000 |
| BANK BANK 2018 BN15 D 144A | 0.06 | 145,000 |
| CASTLELAKE AIRCRAFT STRUCTURED CLAST 2018 1 A 144A | 0.06 | 800,000 |
| CAESARS ENTERTAIN INC SR SECURED 144A 02/32 6.5 | 0.06 | 117,000 |
| ENLINK MIDSTREAM LLC COMPANY GUAR 09/34 5.65 | 0.06 | 113,000 |
| CAPITAL AUTOMOTIVE REIT CAUTO 2020 1A B2 144A | 0.05 | 100,000 |
| BENCHMARK MORTGAGE TRUST BMARK 2021 B31 D 144A | 0.05 | 155,000 |
| GCAT GCAT 2021 NQM1 A3 144A | 0.05 | 397,057 |
| FREEDOM MORTGAGE HOLD SR UNSECURED 144A 02/29 9.25 | 0.05 | 86,000 |
| STANDARD BUILDING SOLUTI SR UNSECURED 144A 08/32 6.5 | 0.05 | 94,000 |
| UBS COMMERCIAL MORTGAGE TRUST UBSCM 2018 C15 D 144A | 0.05 | 117,000 |
| CERBERUS CERB 2021 1A A 144A | 0.04 | 450,000 |
| SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375 | 0.03 | 50,000 |
| HOME RE LTD HMIR 2022 1 M1A 144A | 0.01 | 125,000 |
| CAD999999 | 0.00 | 90 |
