JPMorgan Income ETF - Holdings

Etf holdings as of April 7, 2026Number of holdings: 2677

Full holdings list

Weight %	Name	Ticker	Shares Held
2.95%	JPMORGAN PRIME MONEY	JIMXX	249166090
2.36%	GNMA II 5.5% 12/55	G2	197771126
2.10%	TBA GNMA2 SINGLE 6% 07/35	G2SF	174380000
1.78%	GNMA II 5.5% 01/56	G2	148771039
1.64%	TBA GNMA2 5.5% 11/35	G2SF	137600000
1.21%	UMBS MORTPASS 5.5% 01/56	FN	101260939
0.98%	UMBS MORTPASS 6% 11/55	FR	79902695
0.85%	UMBS MORTPASS 5.5% 01/56	FR	71192911
0.75%	UMBS MORTPASS 6% 11/55	FN	61025530
0.72%	OTCBA FINRA CSH AT BROKER		60793000
0.68%	UMBS MORTPASS 5.5% 03/56	FR	57227841
0.65%	GNMA II 5.5% 08/55	G2	53793265
0.65%	FHLMC STACR FLT 10/50	STACR	39871608
0.62%	GNMA II 5.5% 09/55	G2	52051537
0.61%	GNMA II 5.5% 02/55	G2	50651660
0.60%	GNMA 2026-23 A 4.5% 01/60	GNR	51952850
0.57%	UMBS MORTPASS 6% 10/55	FN	46842231
0.56%	GNMA II 5.5% 04/55	G2	46991981
0.53%	GNMA II MORTPASS 6% 10/53	G2	43573965
0.51%	CITI ASSET 25.95% 04/32	CART1	41844000
0.48%	GNMA 2026-16 AC 4% 12/57	GNR	41537137
0.47%	GNMA II 6.5% 01/56	G2	37645436
0.43%	GNMA II 6.5% 10/55	G2	35185065
0.43%	UMBS MORTPASS 6% 05/55	FN	35857502
0.41%	GNMA 2025-211 6.5% 12/55	GNR	34891293
0.41%	GNMA II 6.5% 12/55	G2	33189435
0.37%	GNMA II MORTPASS 6% 09/55	G2	30663134
0.36%	GNMA II MORTPASS 6% 03/55	G2	29885470
0.36%	UMBS MORTPASS 5.5% 01/56	FR	29916904
0.36%	UMBS MORTPASS 5.5% 11/55	FR	29926688
0.34%	FHLMC STACR FLT 01/34	STACR	23730000
0.33%	UMBS MORTPASS 6.5% 08/55	FR	26866836
0.32%	GNMA II MORTPASS 6% 10/54	G2	26571692
0.31%	MULTIFAMILY FLT 11/53	MCAS	22985000
0.31%	GNMA II 5.5% 05/55	G2	25759949
0.30%	PMT LOAN TRUST VAR 04/57	PMTLT	25790000
0.30%	PMT LOAN TRUST VAR 01/57	PMTLT	25200422
0.30%	GNMA II MORTPASS 6% 10/54	G2	24327980
0.30%	UMBS MORTPASS 6% 07/54	FN	24100355
0.29%	PMT LOAN TRUST VAR 02/57	PMTLT	24450000
0.28%	MULTIFAMILY FLT 03/50	MCAS	23459307
0.28%	UMBS MORTPASS 5.5% 01/56	FR	23473842
0.27%	FHLMC STACR FLT 08/33	STACR	18622782
0.26%	FNMA MORTPASS FLT 11/55	FN	21681021
0.25%	ROCK TRUST 8.81906% 11/41	ROCC	20400000
0.25%	GNMA II 5.5% 02/55	G2	20732150
0.25%	GS VAR 03/56	GSMBS	20707032
0.25%	GNMA 2021-62 AT 4% 02/63	GNR	22070053
0.24%	GNMA II 6.5% 10/55	G2	19531389
0.24%	UMBS MORTPASS 6% 02/55	FN	20074192
0.24%	UMBS MORTPASS 6.5% 01/56	FN	19737658
0.24%	UMBS MORTPASS 6% 12/54	FN	19827568
0.23%	HERTZ VEHICLE 9.4% 09/29	HERTZ	19080000
0.23%	UMBS MORTPASS 6% 01/56	FR	19020716
0.23%	GNMA 2026-23 AC VAR 11/67	GNR	18944423
0.23%	COLLATERAL USD		19380000
0.23%	MULTIFAMILY FLT 10/49	MCAS	19055318
0.23%	PROVIDENT VAR 08/55	PFMT	19168786
0.23%	GNMA 2025-78 IO VAR 11/63	GNR	264362320
0.23%	CITI ASSET 25.72% 03/32	CART1	18849193
0.22%	CONNECTICUT FLT 11/39	CAS	17743449
0.22%	NEW STEP 11/65	NRZT	18598737
0.22%	JPMBB VAR 07/48	JPMBB	19275000
0.22%	AMERICAN 5.1% 01/33	ACAR	18400000
0.21%	UMBS MORTPASS 6% 04/56	FN	17161712
0.20%	UMBS MORTPASS 6% 03/55	FN	16696299
0.20%	LIBERTY2026SRTFRN14MAY31		17000000
0.20%	FHLMC REMICS 5.5% 02/56	FHR	17201853
0.20%	USD CCP COLL IM CITIBANK		16739000
0.19%	CONNECTICUT FLT 09/43	CAS	16000000
0.19%	GNMA II 6.5% 11/55	G2	15707710
0.19%	LENDMARK 5.64% 05/35	LFT	16500000
0.19%	GNMA II 5.5% 04/55	G2	15916066
0.19%	OCTAGON 64 LTD FLT 07/37	OCT64	16800000
0.19%	GNMA 2025-217 VAR 02/68	GNR	16608822
0.19%	FNMA FLT 01/29	CAS	15649639
0.19%	GNMA II 5.5% 06/54	G2	15754141
0.19%	PETROLEOS 7.69% 01/50	PEMEX	18150000
0.19%	CD 2017-CD3 3.631% 02/50	CD	16076138
0.18%	CCO HOLDINGS 4.75% 03/30	CHTR	16146000
0.18%	FNMA MORTPASS FLT 11/55	FN	15277698
0.18%	NGF HOLDINGS 9.625% 12/29	NXGNFN	15000000
0.18%	OBX 2026-NQM2 STEP 12/65	OBX	15129152
0.18%	AMERICAN 5.19% 07/32	ACAR	14930000
0.18%	IRV TRUST VAR 03/47	IRV	14700000
0.17%	UMBS MORTPASS 6% 01/56	FR	14474907
0.17%	UMBS MORTPASS 6% 01/56	FR	14358506
0.17%	UMBS MORTPASS 5.5% 01/56	FR	14436251
0.17%	GNMA 2025-128 4.75% 03/54	GNR	14662469
0.17%	UMBS MORTPASS 6% 01/56	FN	14230682
0.17%	GNMA 2025-138 4.75% 05/56	GNR	14495155
0.17%	JONAH 12.0000 6/29		14226175
0.17%	NEW STEP 10/65	NRZT	14290078
0.17%	GNMA II 5.5% 10/55	G2	13825431
0.16%	CITI ASSET 25.47% 02/32	CART1	13696561
0.16%	GRIT 9.996 27MAR30		14000000
0.16%	UMBS MORTPASS 5.5% 04/56	FN	13746204
0.16%	NEW STEP 02/66	NRZT	13855000
0.16%	HERTZ VEHICLE 5.16% 06/28	HERTZ	14000000
0.16%	GNMA 2025-208 4.5% 12/55	GNR	14039486
0.16%	GNMA 2026-56 AJ VAR 11/68	GNR	12900000
0.16%	HONEY HILL PARK FLT 04/39	HONPK	13550000
0.15%	GNMA 2025-156 6.5% 09/55	GNR	12849376
0.15%	GNMA 2026-2 GZ 4.5% 01/56	GNR	13590361
0.15%	PMT LOAN TRUST VAR 04/55	PMTLT	12786501
0.15%	AMERICAN 4.95% 07/32	ACAR	12710000
0.15%	GNMA II 5.5% 12/55	G2	12404510
0.15%	UMBS MORTPASS 5% 03/56	FR	12743820
0.15%	AMERICAN 5.25% 09/31	ACAR	12540000
0.15%	UMBS MORTPASS 6% 02/55	FN	12074961
0.15%	GNMA 2025-213 4.5% 02/68	GNR	12775302
0.15%	FHLMC STACR FLT 03/46	STACR	12460000
0.15%	CCO HOLDINGS 4.5% 08/30	CHTR	13247000
0.15%	GNMA 2025-60 ZC 5% 03/55	GNR	12852626
0.15%	ARGENTINE STEP 07/35	ARGENT	16960000
0.15%	BX 2025-BIO3 VAR 02/42	BX	12290000
0.14%	USD CCP COLL VM CITIBANK		12225728
0.14%	CASH		12039167
0.14%	UMBS MORTPASS 5% 11/55	FR	12072936
0.14%	GNMA 2021-48 FT FLT 12/62	GNR	13149704
0.14%	GNMA 2026-3 ZH 5.5% 01/56	GNR	11771329
0.14%	GNMA 2026-14 A 4.5% 01/60	GNR	11922330
0.14%	UMBS MORTPASS 5.5% 02/56	FR	11490580
0.14%	GNMA II 6.5% 08/54	G2	11056272
0.14%	ROCK TRUST 7.10914% 11/41	ROCC	11115000
0.14%	FHLMC REMICS 5.5% 02/56	FHR	11961754
0.14%	MSWF COMMERCIAL VAR 12/56	MSWF	10750000
0.13%	CITI ASSET 24.78% 01/32	CART1	10910397
0.13%	BANK OF AMERICA CORP VAR	BAC	11203000
0.13%	FHLMC STACR FLT 12/41	STACR	11000000
0.13%	GNMA 2025-172 PZ 6% 10/55	GNR	11324977
0.13%	DIVERSIFIED 9.75% 04/29	DIGAOI	11250000
0.13%	GNMA 2026-25 5.5% 02/56	GNR	11238748
0.13%	WYNN RESORTS 5.125% 10/29	WYNFIN	11265000
0.13%	FHLMC STACR FLT 12/33	STACR	9090000
0.13%	GNMA 2025-212 4.75% 01/68	GNR	11172291
0.13%	GNMA 2025-212 AC 5% 12/66	GNR	10984472
0.13%	GNMA II MORTPASS 6% 07/55	G2	10472152
0.13%	FHLMC STACR FLT 08/33	STACR	9166267
0.13%	CENTER STREET STEP 12/30	CSLC	10620000
0.12%	ISLAMIC 7.375% 04/31	PKSTAN	11200000
0.12%	FHLMC MSCR FLT 10/44	MSCR	10453084
0.12%	FIGRE TRUST VAR 09/54	FIGRE	10402432
0.12%	FHLMC MSCR FLT 05/44	MSCR	10314716
0.12%	CITI ASSET 25.14% 12/31	CART1	10403563
0.12%	GS VAR 12/55	GSMBS	10235883
0.12%	GNMA 2025-156 JL 5% 09/55	GNR	10500000
0.12%	UMBS MORTPASS 5.5% 03/55	FR	10182648
0.12%	UMBS MORTPASS 6% 12/54	FN	9967449
0.12%	FHLMC STACR FLT 06/43	STACR	9800000
0.12%	WELLS FARGO & CO VAR	WFC	9807000
0.12%	UMBS MORTPASS 6.5% 06/54	FR	9631575
0.12%	UMBS MORTPASS 5.5% 02/56	FR	10032675
0.12%	EXETER 5% 05/32	EART	10140000
0.12%	GNMA 2025-211 5.5% 12/55	GNR	10034643
0.12%	AL 20261BREEC55925OCT29		10000000
0.12%	IRV TRUST VAR 03/47	IRV	10050000
0.12%	GNMA 2025-144 4.75% 07/54	GNR	10002589
0.12%	GNMA II 5.5% 04/55	G2	9780162
0.12%	JP MORGAN CHASE VAR 08/49	JPMCC	12390000
0.12%	GNMA II 6.5% 12/55	G2	9358916
0.12%	GNMA II 5.5% 10/54	G2	9669467
0.12%	GNMA II FLT 10/55	G2	9693603
0.12%	AVANTOR 4.625% 07/28	AVTR	9940000
0.11%	HARVEST VAR 06/57	HCCLT	9328299
0.11%	CREDIT 5.38% 03/36	CAALT	9475000
0.11%	UMBS MORTPASS 6% 02/56	FN	9238525
0.11%	UMBS MORTPASS 6.5% 04/56	FN	9062963
0.11%	PMT LOAN TRUST VAR 10/56	PMTLT	9371712
0.11%	CONNECTICUT FLT 01/40	CAS	9300000
0.11%	TRANSDIGM 6.375% 03/29	TDG	9194000
0.11%	SOMNIGROUP 4% 04/29	SGI	9755000
0.11%	GNMA II 5.5% 10/55	G2	9039728
0.11%	GNMA II 6.5% 08/54	G2	8709301
0.11%	EDGEWELL 5.5% 06/28	EPC	9225000
0.11%	BRIDGECREST 7.18% 11/32	BLAST	9010000
0.11%	MULTIFAMILY FLT 05/55	MCAS	8993165
0.11%	GNMA II 6.5% 08/54	G2	8609023
0.11%	HONEY HILL PARK FLT 04/39	HONPK	9180000
0.11%	GNMA 2025-196 5.5% 11/55	GNR	9158449
0.11%	IMOLA MERGER 4.75% 05/29	IM	9240000
0.11%	TOWD POINT STEP 02/66	TPMT	9120988
0.11%	FHLMC MSCR FLT 11/51	MSCR	8700000
0.11%	BALLYROCK CLO FLT 10/38	BALLY	8965000
0.11%	JPMBB VAR 10/48	JPMBB	9700000
0.11%	GNMA 2021-195 VAR 08/63	GNR	99714243
0.10%	FREMF ZERO 11/52	FREMF	10000000
0.10%	UMBS MORTPASS 6.5% 09/53	FN	8420086
0.10%	BRIDGECREST 7.74% 06/32	BLAST	8500000
0.10%	FHLMC STACR FLT 03/42	STACR	8100000
0.10%	UMBS MORTPASS 6% 09/54	FN	8366864
0.10%	SENSATA 3.75% 02/31	ST	9350000
0.10%	BMO 2024-5C4 VAR 05/57	BMO	8300000
0.10%	FHLMC REMICS 5.5% 02/56	FHR	8961671
0.10%	GNMA 2025-93 4.75% 12/54	GNR	8700000
0.10%	DRIVE AUTO 4.9% 12/32	DRIVE	8600000
0.10%	FHLMC STACR FLT 11/41	STACR	8386000
0.10%	GNMA II MORTPASS 6% 09/54	G2	8223209
0.10%	FHLMC MORTPASS FLT 11/55	FH	8422918
0.10%	GNMA 2025-206 VAR 04/64	GNR	140909321
0.10%	FHLMC STACR FLT 06/43	STACR	8200000
0.10%	WELLS FARGO & CO VAR	WFC	8290000
0.10%	HERTZ VEHICLE 9.43% 02/28	HERTZ	8185000
0.10%	SCOTTS 4.5% 10/29	SMG	8490000
0.10%	PETROLEOS 6.7% 02/32	PEMEX	8390000
0.10%	GNMA II 6.5% 08/54	G2	7800329
0.10%	USD - FOR FUTURES		8244541
0.10%	FHLMC REMICS 4.35% 07/31	FHR	8261311
0.10%	SYMPHONY CLO FLT 10/37	SYMP	8180000
0.10%	HERTZ VEHICLE 7.98% 09/29	HERTZ	8250000
0.10%	NRM FNT1 STEP 11/31	NZES	8042065
0.09%	STANDARD 4.75% 01/28	BMCAUS	8140000
0.09%	FHLMC REMICS 5.5% 02/56	FHR	8086702
0.09%	HARVEST 6.1635% 10/56	HCCLT	7838819
0.09%	FHLMC REMICS 2.5% 10/51	FHR	12747291
0.09%	GNMA 2026-24 SB FLT 02/56	GNR	134506861
0.09%	FHLMC REMICS 4.15% 12/32	FHR	8124977
0.09%	GNMA 2021-71 IO VAR 10/62	GNR	122736821
0.09%	PROMETHEUS 12.0 12SEP29		8000000
0.09%	UMBS MORTPASS 6.5% 08/54	FN	7490542
0.09%	GNMA II MORTPASS 6% 10/55	G2	7683692
0.09%	FNMA MORTPASS FLT 11/55	FN	7821545
0.09%	GNMA II 6.5% 05/55	G2	7427976
0.09%	FHLMC STACR FLT 08/42	STACR	7600000
0.09%	BRIDGECREST 4.99% 11/31	BLAST	7890000
0.09%	COMM 2015-DC1 VAR 02/48	COMM	8160000
0.09%	MORGAN STANLEY VAR 11/49	MSBAM	9685000
0.09%	UMBS MORTPASS 5.5% 10/55	FR	7714746
0.09%	GNMA 2025-135 FLT 08/55	GNR	7389923
0.09%	GNMA 2025-200 4.5% 04/68	GNR	7963387
0.09%	GNMA 2026-4 JZ 4.5% 01/56	GNR	8033279
0.09%	FHLMC REMICS 4.25% 11/32	FHR	7797071
0.09%	GNMA 2026-2 AZ 4.5% 01/56	GNR	8150788
0.09%	UMBS MORTPASS 6.5% 08/54	FR	7240760
0.09%	MFA 2025-NQM5 STEP 11/70	MFRA	7629793
0.09%	EMRLD 6.625% 12/30	EMECLI	7419000
0.09%	CCO HOLDINGS 4.25% 02/31	CHTR	8224000
0.09%	GNMA 2025-161 VAR 02/68	GNR	99527012
0.09%	GNMA 2025-21 IO VAR 04/65	GNR	107814370
0.09%	SRT ISSUER II VAR 12/31		7500000
0.09%	MERCURY 5.34% 02/32	MFCC	7550000
0.09%	ONEMAIN DIRECT 5.3% 10/36	ODART	7595000
0.09%	SRT ISSUER I VAR 07/31		7500000
0.09%	FHLMC STACR FLT 04/42	STACR	7000000
0.09%	GGAM MASTER 9.702% 09/60	GGAMMT	7375865
0.09%	GNMA II MORTPASS 6% 11/54	G2	7130331
0.09%	REPUBLIC OF 6.75% 02/41	IVYCST	8278000
0.09%	COMM 2.867% 02/48	COMM	7817000
0.09%	UMBS MORTPASS 6% 04/55	FR	7119120
0.09%	UMBS MORTPASS 6% 05/54	FN	7062955
0.09%	FHLMC STACR FLT 10/33	STACR	5800000
0.09%	LENDMARK 5.98% 10/34	LFT	7280000
0.09%	FHLMC MSCR FLT 03/46	MSCR	7285000
0.09%	OPORTUN 5.06% 01/34	OPTN	7300000
0.09%	FHLMC REMICS 6% 08/55	FHR	7521901
0.09%	LIVE NATION 4.75% 10/27	LYV	7260000
0.09%	SONIC 4.625% 11/29	SAH	7453000
0.09%	MADISON IAQ 4.125% 06/28	MADIAQ	7355000
0.09%	FHLMC MSCR FLT 10/44	MSCR	7100000
0.09%	FHLMC STACR FLT 08/33	STACR	6600000
0.09%	REPUBLIC OF 9.25% 01/39	ECUA	7263000
0.08%	UMBS MORTPASS 6% 04/56		6967860
0.08%	CITI ASSET 25.8% 11/31	CART1	7177122
0.08%	GNMA II 6.5% 09/54	G2	6685938
0.08%	UMBS MORTPASS 5.5% 08/53	FN	6969936
0.08%	COMSTOCK 5.875% 01/30	CRK	7210000
0.08%	CONNECTICUT FLT 07/44	CAS	7000000
0.08%	CONNECTICUT FLT 01/40	CAS	6800000
0.08%	PETROLEOS 6.75% 09/47	PEMEX	8500000
0.08%	REPUBLIC OF 9.25% 01/39	ECUA	6948000
0.08%	MFA 2024-RTL3 STEP 11/39	MFRA	6815053
0.08%	GNMA 2021-28 IO VAR 10/62	GNR	90816475
0.08%	HERTZ VEHICLE 4.34% 12/27	HERTZ	6926000
0.08%	COMM 2016-COR1 VAR 10/49	COMM	7875000
0.08%	BCAP 13.0 19SEP27		6745402
0.08%	UMBS MORTPASS 6% 07/54	FR	6604906
0.08%	FHLMC REMICS FLT 11/55	FHR	99955330
0.08%	GNMA II MORTPASS 6% 11/54	G2	6514405
0.08%	GS STEP 05/56	GSMBS	6759578
0.08%	GNMA II MORTPASS 6% 08/54	G2	6486685
0.08%	PMT LOAN TRUST VAR 06/56	PMTLT	6582556
0.08%	JPMBB VAR 07/48	JPMBB	8150000
0.08%	SURINAME 8.5% 11/35	SURINM	6338000
0.08%	GNMA 2025-156 4.5% 12/54	GNR	7158983
0.08%	CIFC FUNDING FLT 04/35	CIFC	6600000
0.08%	FHLMC MORTPASS FLT 11/55	FH	6546128
0.08%	PRET 2025-NPL3 STEP 04/55	PRET	6534220
0.08%	CONNECTICUT FLT 09/45	CAS	6520000
0.08%	FHLMC VAR 04/30	FHMS	124644360
0.08%	TENET 5.125% 11/27	THC	6520000
0.08%	FHLMC STACR FLT 04/42	STACR	6250000
0.08%	UMBS MORTPASS 6.5% 12/53	FN	6180131
0.08%	BMO 2023-5C1 VAR 08/56	BMO	6280000
0.08%	GNMA II MORTPASS 6% 09/54	G2	6302889
0.08%	BHMS COMMERCIAL FLT 08/42	BHMS	6483000
0.08%	GNMA II MORTPASS 6% 12/55	G2	6268599
0.08%	SYMPHONY CLO FLT 10/35	SYMP	6455000
0.08%	SIRIUS XM RADIO 4% 07/28	SIRI	6615000
0.08%	NOVA 5.25% 06/27	NCX	6415000
0.08%	SEQUOIA VAR 08/55	SEMT	6336319
0.08%	GNMA 2026-16 IO VAR 02/68	GNR	77835182
0.08%	FHLMC STACR FLT 06/42	STACR	6000000
0.08%	GNMA 2025-192 4.5% 11/55	GNR	6413947
0.07%	POST 4.625% 04/30	POST	6545000
0.07%	CFIN 2022-RTL1 0% 08/27		6295493
0.07%	SIRIUS XM 5.5% 07/29	SIRI	6290000
0.07%	SS&C 5.5% 09/27	SSNC	6273000
0.07%	NRM FHT1 STEP 03/32	NZES	6244446
0.07%	BCAP 6.5 19SEP27		6183285
0.07%	GNMA 2020-38 FA FLT 04/62	GNR	6572395
0.07%	UMBS MORTPASS 5.5% 03/56	FN	6141721
0.07%	NEXSTAR MEDIA 6.5% 09/33	NXST	6140000
0.07%	SBA SMALL 5.035% 03/34	SBIC	6151511
0.07%	TENET 4.625% 06/28	THC	6210000
0.07%	FHLMC STACR FLT 05/42	STACR	6000000
0.07%	DRIVEN 2.791% 10/51	HONK	6845027
0.07%	US LONG 06/18/2026	USM6 COMB Comdty	-1946
0.07%	MAUSER 7.875% 04/30	BWY	6005000
0.07%	FREMF ZERO 11/53	FREMF	7000000
0.07%	CSAIL 2015-C2 VAR 06/57	CSAIL	6852000
0.07%	FIRST 5.22% 12/33	FIAOT	6000000
0.07%	UNIVISION 8% 08/28	UVN	5885000
0.07%	FHLMC REMICS 5.5% 01/56	FHR	6073411
0.07%	AFFIRM ASSET 5.23% 10/30	AFFRM	6000000
0.07%	DOMINICAN 6.6% 06/36	DOMREP	5900000
0.07%	BANK5 2023-5YR1 VAR 04/56	BANK5	5800000
0.07%	BANK5 6.255% 09/56	BANK5	5792943
0.07%	CONNECTICUT FLT 03/42	CAS	5660000
0.07%	AMERICAN 5.75% 04/29	AAL	5920000
0.07%	GNMA 2025-44 GZ 6% 02/54	GNR	5733060
0.07%	MFA 2024-NPL1 STEP 09/54	MFRA	5844402
0.07%	GNMA 2026-56 4.5% 01/63	GNR	5950000
0.07%	SERVICE CORP 3.375% 08/30	SCI	6235000
0.07%	FNMA REMICS 3% 11/44	FNR	6346734
0.07%	CGMS COMMERCIAL 3% 08/50	CGCMT	6500000
0.07%	BAIN CAPITAL FLT 10/38	BCC	6000000
0.07%	REPUBLIC OF STEP 07/35	ECUA	6467831
0.07%	FHLMC REMICS 5.5% 04/56	FHR	5874869
0.07%	SANTANDER 5.11% 09/31	SDART	5730000
0.07%	UMBS MORTPASS 5.5% 10/55	FR	5688132
0.07%	UMBS MORTPASS 5.5% 01/56	FN	5684639
0.07%	FHLMC MSCR FLT 09/43	MSCR	5348000
0.07%	NOVELIS CORP 4.75% 01/30	HNDLIN	6009000
0.07%	FHLMC REMICS 6% 08/54	FHR	5524477
0.07%	YGRENE 8.5 25JUL45 144A		5661719
0.07%	LENDMARK 4.78% 10/34	LFT	5700000
0.07%	FHLMC MSCR FLT 05/43	MSCR	5000000
0.07%	NEW YORK N Y 5.458% 12/31		5566000
0.07%	AFFIRM ASSET 4.62% 09/29	AFFRM	5630000
0.07%	CELANESE US 7.375% 02/34	CE	5433000
0.07%	REPUBLIC OF 8.075% 04/36	IVYCST	5481000
0.07%	SLG OFFICE 2.5854% 07/41	SLG	6300000
0.07%	UMBS MORTPASS 5.5% 12/55	FR	5554910
0.07%	QUIKRETE 6.375% 03/32	QUIKHO	5491000
0.07%	JONAH 12.5 21MAR33		5600000
0.07%	FHLMC STACR FLT 02/42	STACR	5470000
0.07%	AMERICAN 4.83% 01/31	ACAR	5570000
0.07%	ROCK TRUST 5.38834% 11/41	ROCC	5486012
0.07%	FHLMC REMICS 2.5% 10/51	FHR	8825666
0.07%	REPUBLIC OF 8% 11/35	COLOM	5300000
0.07%	NEW RESIDENTIAL VAR 08/65	NRZT	5570023
0.07%	HASHEMITE 5.75% 11/32	JORDAN	5761000
0.07%	FNMA REMICS 6% 08/55	FNR	5513468
0.07%	UMBS MORTPASS 5.5% 04/56	FN	5454339
0.07%	FHLMC STACR FLT 04/43	STACR	5000000
0.06%	CONNECTICUT FLT 10/43	CAS	5400000
0.06%	MEDLINE 3.875% 04/29	MEDIND	5670000
0.06%	OBX 2025-NQM2 STEP 11/64	OBX	5434453
0.06%	FNMA MORTPASS FLT 11/55	FN	5412101
0.06%	FNMA REMICS 5.5% 12/54	FNR	5463569
0.06%	GNMA 2025-139 5.5% 03/55	GNR	5500000
0.06%	CITI ASSET 25.54% 10/31	CART1	5501986
0.06%	PEACE PARK CLO FLT 10/38	PCEPK	5400000
0.06%	REPUBLIC OF 9.65% 11/54	ELSALV	4957000
0.06%	REPUBLIC OF 9.5% 03/36	KENINT	5427000
0.06%	GNMA 2023-179 VAR 09/63	GNR	124451985
0.06%	PETROLEOS 10% 02/33	PEMEX	4650000
0.06%	VISTRA 5% 07/27	VST	5328000
0.06%	FHLMC REMICS 6% 05/54	FHR	5146838
0.06%	CONNECTICUT FLT 09/43	CAS	5000000
0.06%	FREMF 2017-K69 ZERO 10/49	FREMF	6000000
0.06%	GNMA II MORTPASS 6% 11/54	G2	5103185
0.06%	EQUIPMENTSHARE.C 9% 05/28	EQMSRM	5074000
0.06%	GNMA 2026-24 DS FLT 02/56	GNR	72441554
0.06%	NEW RESIDENTIAL VAR 07/65	NRZT	5192611
0.06%	FREMF ZERO 01/54	FREMF	7600000
0.06%	SM ENERGY CO 8.625% 11/30	SM	4910000
0.06%	PRET 2025-NPL5 STEP 05/55	PRET	5176893
0.06%	REPUBLIC OF 7.25% 12/55	SOAF	5555000
0.06%	COOPER-STANDA 9.25% 03/31	CPS	5414000
0.06%	GNMA 2026-48 S FLT 03/56	GNR	68000000
0.06%	CLEAR 7.125% 02/31	CCO	4934000
0.06%	ANTERO 5.75% 01/28	AM	5165000
0.06%	GOODYEAR TIRE & 5% 07/29	GT	5434000
0.06%	SUBWAY 6.505% 07/54	SUBWAY	5134012
0.06%	FHLMC MORTPASS FLT 06/55	FH	5086965
0.06%	ARAMARK SERVICES 5% 02/28	ARMK	5150000
0.06%	UMBS MORTPASS 5.5% 02/56	FR	5051690
0.06%	CARNIVAL 6.125% 02/33	CCL	5041000
0.06%	GNMA 2020-147 VAR 06/62	GNR	78808162
0.06%	AXALTA 3.375% 02/29	AXTA	5335000
0.06%	READYCAP 9.375% 03/28	RDYCAP	5000000
0.06%	CCO HOLDINGS 7.375% 03/31	CHTR	4945000
0.06%	UMBS MORTPASS 5.5% 01/56	FR	4983315
0.06%	MPIRE2025MFFRN13SEP30144A		4995669
0.06%	PRET 2025-NPL4 STEP 04/55	PRET	4998626
0.06%	EXETER 5.51% 08/32	EART	5000000
0.06%	GEMINI 10.5 20FEB29		5000000
0.06%	ISTAJETSERI69705APR32144A		5000000
0.06%	FREMF ZERO 10/53	FREMF	7000000
0.06%	AMERICAN 6.77% 06/33	ACAR	5000000
0.06%	CONNECTICUT FLT 07/39	CAS	4954971
0.06%	LAMB WESTON 4.125% 01/30	LW	5210000
0.06%	DIVERSIFIED 9.75% 04/29	DIGAOI	5000000
0.06%	EXETER 6.99% 04/33	EART	5000000
0.06%	CITI ASSET 25.83% 08/31	CART1	5052941
0.06%	UMBS MORTPASS 5.5% 01/56	FR	4894247
0.06%	US ULTRA BOND 06/18/2026	WNM6 COMB Comdty	-2133
0.06%	NRZT 2025-NQM6 VAR 10/65	NRZT	4935000
0.06%	UMBS MORTPASS 5.5% 01/56	FR	4850990
0.06%	AB BSL CLO 1 FLT 10/38	ABBSL	4915000
0.06%	GNMA 2026-17 4.5% 08/57	GNR	4989906
0.06%	MORGAN STANLEY VAR 03/49	MSC	5000000
0.06%	FNMA REMICS 6% 07/53	FNR	4715633
0.06%	GNMA 2025-175 AZ 6% 10/55	GNR	4859038
0.06%	GNMA II 5.5% 10/55	G2	4736206
0.06%	FNMA MORTPASS 4.52% 07/33	FN	4800000
0.06%	REPUBLIC OF 8.625% 11/34	HONDUR	4250000
0.06%	FNMA REMICS 6% 08/54	FNR	4790214
0.06%	FHLMC REMICS 6% 08/53	FHR	4692172
0.06%	FREMF ZERO 05/53	FREMF	7000000
0.06%	CAESARS 7% 02/30	CZR	4750000
0.06%	FHLMC REMICS 6% 09/53	FHR	4668828
0.06%	FHLMC VAR 01/30	FHMS	92731753
0.06%	MORGAN STANLEY VAR 11/49	MSBAM	5100000
0.06%	CHASE HOME VAR 05/56	CHASE	4708765
0.06%	UNITED STATES 4.79% 10/50	SBAP	4740000
0.06%	DISH NETWORK 11.75% 11/27	DISH	4608000
0.06%	REPUBLIC OF 8.25% 01/37	IVYCST	4600000
0.06%	GS STEP 02/66	GSMBS	4753299
0.06%	SEMPRA CALLABLE VAR 04/56	SRE	4694000
0.06%	HASHEMITE 7.375% 10/47	JORDAN	5000000
0.06%	BRIDGECREST 7.47% 08/31	BLAST	4600000
0.06%	MADISON PARK FLT 01/35	MDPK	4700000
0.06%	WELLS FARGO & VAR 04/28	WFC	4620000
0.06%	UMBS MORTPASS 6% 01/56	FR	4561222
0.06%	GNMA 2026-20 4.5% 06/57	GNR	4750009
0.06%	AVIS BUDGET 7.2% 06/30	AESOP	4650000
0.05%	IQVIA INC 5% 05/27	IQV	4655000
0.05%	WESTERN 4.75% 07/35	WEFUN	4615000
0.05%	AVIS BUDGET 4.75% 04/28	CAR	4725000
0.05%	KINETIK 5.875% 06/30	KNTK	4610000
0.05%	HERTZ VEHICLE 9.34% 12/31	HERTZ	4492000
0.05%	CONNECTICUT FLT 06/39	CAS	4568947
0.05%	FHLMC REMICS 6% 03/55	FHR	4473567
0.05%	WR GRACE 5.625% 08/29	GRA	4915000
0.05%	PUREWEST 10.279% 04/40	PUREW	4584301
0.05%	FHLMC REMICS 6% 09/55	FHR	4619109
0.05%	TOWD POINT STEP 12/65	TPMT	4592816
0.05%	SDR COMMERCIAL FLT 05/39	SDR	4575000
0.05%	BBCMS MORTGAGE VAR 12/56	BBCMS	4350000
0.05%	JONAH 11.247% 12/40	JONAH	4555710
0.05%	DOMINICAN 6.95% 03/37	DOMREP	4400000
0.05%	GNMA 2023-67 5.5% 05/53	GNR	4556040
0.05%	GNMA 2025-127 PZ 6% 07/55	GNR	4523385
0.05%	GOLDMAN SACHS VAR 12/49	GS	4271000
0.05%	ROCKET 3.625% 03/29	RKT	4658000
0.05%	CITIGROUP VAR 02/49	CGCMT	4674000
0.05%	PRIME 3.375% 08/27	PRSESE	4555000
0.05%	SMYRNA READY 8.875% 11/31	SMYREA	4280000
0.05%	NRG ENERGY 5.75% 01/28	NRG	4430000
0.05%	FREMF ZERO 09/53	FREMF	6000000
0.05%	CLARIVATE 3.875% 07/28	CLVTSC	4650000
0.05%	BENCHMARK 5.6019% 08/57	BMARK	4300000
0.05%	OBX 2026-NQM2 STEP 12/65	OBX	4444250
0.05%	ENTERGY CORP VAR 12/54	ETR	4306000
0.05%	FHLMC MORTPASS FLT 11/55	FH	4331014
0.05%	OUTFRONT 4.25% 01/29	OUT	4495000
0.05%	GNMA 2024-161 VAR 06/64	GNR	77618468
0.05%	GNMA 2025-204 5.5% 12/55	GNR	4409187
0.05%	UBS COMMERCIAL VAR 03/51	UBSCM	5665000
0.05%	LITHIA 3.875% 06/29	LAD	4545000
0.05%	JP MORGAN CHASE VAR 01/49	JPMCC	4750000
0.05%	DEUTSCHE BANK VAR 09/30	DB	4300000
0.05%	US FOODS INC 4.75% 02/29	USFOOD	4369000
0.05%	MEDLINE 5.25% 10/29	MEDIND	4350000
0.05%	LLOYDS BANKING VAR 12/49	LLOYDS	4287000
0.05%	UMBS MORTPASS 5.5% 04/56	FN	4255965
0.05%	OCP AEGIS CLO FLT 04/37	OCPA	4300000
0.05%	PALMER SQUARE FLT 02/38	PLMRS	4300000
0.05%	US 10YR ULTRA 06/18/2026	UXYM6 COMB Comdty	-2400
0.05%	WELLS FARGO 3.418% 09/50	WFCM	4330000
0.05%	GNMA 2021-106 VAR 04/63	GNR	66426707
0.05%	BENCHMARK VAR 01/51	BMARK	5200000
0.05%	UMBS MORTPASS 6.5% 10/53	FR	4039894
0.05%	NAUTICAL SOLUTIONS 9.2		4180998
0.05%	UMBS MORTPASS 5.5% 11/55	FR	4214332
0.05%	EUSHI FINANCE VAR 04/56	EMACN	4281000
0.05%	GNMA 2025-70 EZ 5% 04/55	GNR	4479869
0.05%	TOWD POINT FLT 10/48	TPMT	4020000
0.05%	TRIAD 0% 04/52		4078906
0.05%	SANTANDER STEP 03/66	SAN	4225000
0.05%	SYMPHONY CLO FLT 10/35	SYMP	4225000
0.05%	ORGANON & CO 4.125% 04/28	OGN	4295000
0.05%	OPORTUN 5.45% 01/34	OPTN	4210000
0.05%	GRAY MEDIA 10.5% 07/29	GTN	3932000
0.05%	GNMA 2025-120 FLT 07/55	GNR	3994949
0.05%	UNITED 4.875% 01/28	URI	4201000
0.05%	BANK OF AMERICA VAR 04/27	BAC	4185000
0.05%	BENCHMARK VAR 05/56	BMARK	4000000
0.05%	GNMA 2025-120 FLT 07/55	GNR	3966414
0.05%	UMBS MORTPASS 5.5% 11/55	FR	4122156
0.05%	CONNECTICUT FLT 11/41	CAS	4148147
0.05%	GNMA 2021-144 VAR 04/63	GNR	69573662
0.05%	UBS GROUP AG CALLABLE VAR	UBS	3895000
0.05%	BRIDGECREST 8.21% 01/31	BLAST	4000000
0.05%	GNMA 2026-25 4.5% 01/56	GNR	4301353
0.05%	VENTURE 9.875% 02/32	VENLNG	3845000
0.05%	NEXSTAR MEDIA 7.25% 04/34	NXST	4128000
0.05%	GNMA 2025-141 ZJ 6% 08/55	GNR	4120529
0.05%	STAGWELL 5.625% 08/29	STGW	4280000
0.05%	BANCO SANTANDER SA VAR	SANTAN	3800000
0.05%	FHLMC MORTPASS FLT 10/55	FH	4062741
0.05%	AMERICAN 7.19% 04/32	ACAR	4000000
0.05%	CITIGROUP INC VAR 12/49	C	3990000
0.05%	BANK 2.687% 03/63	BANK	4500000
0.05%	CFIN 2022-RTL1 0% 08/27		4052005
0.05%	UMBS MORTPASS 5.5% 04/56		4002940
0.05%	BLOCK INC 6.5% 05/32	XYZ	3961000
0.05%	AMSR 2022-SFR3 4% 10/39	AMSR	4200000
0.05%	WELLS FARGO 3% 07/50	WFCM	5000000
0.05%	WULF COMPUTE 7.75% 10/30	WULF	3790000
0.05%	CITI ASSET 25.1% 07/31	CART1	4072953
0.05%	CONNECTICUT FLT 09/44	CAS	4021091
0.05%	ENTEGRIS INC 5.95% 06/30	ENTG	3965000
0.05%	UPSTART2025TEFRN15SEP2714		4000000
0.05%	LENDMARK 5.28% 10/34	LFT	4000000
0.05%	LOANDEPOT GMSR FLT 07/30	LDMSR	4000000
0.05%	GNMA 2025-171 5.25% 04/52	GNR	4000000
0.05%	BENCHMARK VAR 07/56	BMARK	118011231
0.05%	BMO 5.3161% 09/57	BMO	3900000
0.05%	COMMERCIAL 8.75% 08/30	COMCRD	4000000
0.05%	COMM 2015-PC1 VAR 07/50	COMM	4725000
0.05%	WESTLAKE 5.21% 04/30	WLAKE	3900000
0.05%	FNMA REMICS 5.5% 08/36	FNR	3840080
0.05%	FORD MOTOR 4.125% 08/27	F	3940000
0.05%	NCR VOYIX 5.125% 04/29	VYX	4024000
0.05%	FNMA REMICS 5% 07/55	FNR	3883669
0.05%	FNMA FLT 10/30	CAS	3647000
0.05%	GNMA 2025-42 IO VAR 11/65	GNR	81972100
0.05%	FREMF 2019-K92 ZERO 05/52	FREMF	4900000
0.05%	WFRBS 3.497% 08/47	WFRBS	4250000
0.05%	GNMA 2025-65 SL FLT 04/55	GNR	63826846
0.05%	TC ZIRAAT VAR 10/95	TCZIRA	3950000
0.05%	UMBS MORTPASS 5.5% 01/56	FR	3797390
0.05%	REPUBLIC OF 8.75% 11/53	COLOM	3579000
0.05%	GNMA 2025-175 BZ 6% 10/55	GNR	3850864
0.05%	SCF EQUIPMENT 6.21% 06/36	SCFET	3920000
0.05%	ALLISON 3.75% 01/31	ALSN	4115000
0.05%	GNMA 2021-186 VAR 05/63	GNR	67653322
0.05%	FNMA REMICS 6% 09/55	FNR	3818455
0.05%	TALEN ENERGY 6.25% 02/34	TLN	3821000
0.05%	UMBS MORTPASS 5.5% 10/55	FR	3781364
0.05%	PERFORMANCE 4.25% 08/29	PFGC	3955000
0.05%	PMT LOAN TRUST VAR 05/56	PMTLT	3765176
0.05%	AMERICAN 7.87% 11/31	ACAR	3700000
0.04%	UMBS MORTPASS 5.5% 01/56	FR	3741841
0.04%	BMO 2024-C10 VAR 11/57	BMO	79680368
0.04%	LENDMARK 5.04% 05/35	LFT	3820000
0.04%	GNMA 2025-153 VAR 08/67	GNR	4254836
0.04%	CITI ASSET 27.07% 03/31	CART1	3814573
0.04%	BMARK 2023-V4 VAR 11/56	BMARK	3600000
0.04%	HSBC HOLDINGS VAR 12/49	HSBC	4088000
0.04%	BMD2 RE-REMIC ZERO 05/52	BMD2	5000000
0.04%	MERCHANTS 5.76% 01/39	MFF	3750000
0.04%	GNMA II MORTPASS 6% 10/55	G2	3636085
0.04%	JP MORGAN CHASE VAR 08/49	JPMCC	4000000
0.04%	GNMA 2026-2 KS FLT 01/56	GNR	57441815
0.04%	FHLMC MSCR FLT 02/45	MSCR	3759874
0.04%	FREMF 2020-K107 VAR 02/30	FREMF	4500000
0.04%	GNMA 2026-48 HS FLT 03/56	GNR	61000000
0.04%	UMBS MORTPASS 5.5% 03/56	FR	3675978
0.04%	FHLMC STACR FLT 08/33	STACR	3400000
0.04%	NCR ATLEOS 9.5% 04/29	NCRATL	3454000
0.04%	REPUBLIC OF 8% 11/29	ANGOL	3712000
0.04%	REPUBLIC OF 7.625% 01/33	IVYCST	3600000
0.04%	REPUBLIC 5.42% 11/37	REPS	3631000
0.04%	FHLMC FLT 03/29	FHMS	3681427
0.04%	VAIL RESORTS 6.5% 05/32	MTN	3603000
0.04%	PARAGUAY 5.4% 03/50	PARGUY	4100000
0.04%	GNMA II MORTPASS 6% 10/55	G2	3545570
0.04%	FHLMC VAR 05/33	FHMR	50250000
0.04%	FEDERAL 7.143% 02/30	NGERIA	3600000
0.04%	ROMANIA BOND 7.5% 02/37	ROMANI	3400000
0.04%	FHLMC VAR 08/54	FHMS	17000000
0.04%	ARAB 5.875% 02/31	EGYPT	3900000
0.04%	VENTURE GLOBAL 6.5% 01/34	VEGLPL	3447000
0.04%	MULTIFAMILY FLT 05/55	MCAS	3600000
0.04%	BUILDERS 6.375% 06/32	BLDR	3570000
0.04%	BX 6.5555% 02/42	BX	3587000
0.04%	FORD MOTOR 5.753% 04/33	F	3650000
0.04%	REPUBLIC OF 5.5% 08/31	RWANDA	4000000
0.04%	SYMPHONY CLO FLT 01/34	SYMP	3600000
0.04%	CSAIL 2018-C14 VAR 11/51	CSAIL	4000000
0.04%	FHLMC 5.076% 07/32	FHMS	3480000
0.04%	REPUBLIC OF 7.95% 11/54	SOAF	3542000
0.04%	UMBS MORTPASS 6% 01/56	FN	3488897
0.04%	REPUBLIC OF 8.25% 05/28	ANGOL	3542000
0.04%	COHERENT CORP 5% 12/29	COHR	3612000
0.04%	FNMA MORTPASS 4.78% 11/29	FN	3520000
0.04%	UMBS MORTPASS 5.5% 02/56	FR	3532695
0.04%	EXETER 5.57% 10/31	EART	3530000
0.04%	GNMA 2025-124 FLT 07/55	GNR	61361155
0.04%	PERU LNG SRL 5.375% 03/30	PERLNG	3667400
0.04%	BP CAPITAL MARKETS VAR	BPLN	3595000
0.04%	JONAH 12.662% 08/39	JONAH	3500000
0.04%	MADISON PARK FLT 07/34	MDPK	3530000
0.04%	FHLMC VAR 04/36	FHMR	18000000
0.04%	CITI ASSET 25.6% 09/31	CART1	3587296
0.04%	CSAIL 2016-C6 VAR 01/49	CSAIL	4140000
0.04%	LEVEL 3 6.875% 06/33	LVLT	3426000
0.04%	BMO 2023-5C2 VAR 11/56	BMO	3310000
0.04%	FORD MOTOR 5.73% 09/30	F	3465000
0.04%	UBS COMMERCIAL 3% 05/51	UBSCM	4255000
0.04%	FNMA-ACES VAR 08/34	FNA	3500000
0.04%	JETBLUE 9.875% 09/31	JBLU	3672000
0.04%	EXETER 5.23% 01/32	EART	3445000
0.04%	UMBS MORTPASS 5.5% 03/56	FR	3396392
0.04%	ATHENAHEALTH 6.5% 02/30	ATHENA	3600000
0.04%	WELLS FARGO VAR 07/58	WFCM	3500000
0.04%	FNMA REMICS 5.5% 12/55	FNR	3437028
0.04%	MATADOR 6.25% 04/33	MTDR	3377000
0.04%	BRIDGECREST 5.23% 08/30	BLAST	3400000
0.04%	BX 2025-BIO3 VAR 02/42	BX	3400000
0.04%	STATION 4.5% 02/28	RRR	3460000
0.04%	CCO HOLDINGS 4.5% 05/32	CHTR	3765000
0.04%	IRV TRUST VAR 03/47	IRV	3400000
0.04%	ALLISON 5.875% 06/29	ALSN	3350000
0.04%	FHLMC MSCR FLT 05/44	MSCR	2900000
0.04%	ENTEGRIS INC 4.75% 04/29	ENTG	3405000
0.04%	VIKING 5.875% 10/33	VIKCRU	3401000
0.04%	DIGICEL 8.625% 08/32	DIGDIF	3309000
0.04%	BRIDGECREST 5.41% 08/31	BLAST	3340000
0.04%	FNMA REMICS 6% 10/55	FNR	3339279
0.04%	DEMOCRATIC STEP 06/35	SRILAN	4346960
0.04%	TRANSCANADA VAR 03/82	TRPCN	3396000
0.04%	AMERICAN 7.92% 03/32	ACAR	3200000
0.04%	CLYDESDALE 6.75% 04/32	NOVHOL	3492000
0.04%	FNMA REMICS FLT 06/55	FNR	53098136
0.04%	UMBS MORTPASS 5.5% 12/55	FN	3284331
0.04%	FHLMC FLT 05/52	MSCR	3000000
0.04%	NEUBERGER FLT 07/39	NEUB	3300000
0.04%	MORGAN 2.546% 06/50	MSC	3771000
0.04%	FIRSTKEY 3.157% 09/38	FKH	3300000
0.04%	STIFEL SBA IO VAR 08/36	SFSBA	54468301
0.04%	BUCKHORN PARK FLT 07/34	BKPRK	3250000
0.04%	FHLMC VAR 06/30	FHMS	69774021
0.04%	BMO 2025-5C11 VAR 07/58	BMO	75678504
0.04%	ONESLT 8.0 15DEC30		3213623
0.04%	GNMA 2021-33 IO VAR 10/62	GNR	51333100
0.04%	GNMA 2021-160 2.5% 09/51	GNR	21926530
0.04%	FEDERAL 7.696% 02/38	NGERIA	3300000
0.04%	GNMA 2026-30 5.5% 02/56	GNR	3240624
0.04%	FEDERAL 6.125% 09/28	NGERIA	3200000
0.04%	FHLMC STACR FLT 09/42	STACR	3000000
0.04%	SURINAME 7.7% 11/30	SURINM	3151000
0.04%	UMBS MORTPASS 5.5% 02/56	FN	3162799
0.04%	BBCMS MORTGAGE VAR 11/56	BBCMS	2900000
0.04%	INEOS FINANCE 7.5% 04/29	INEGRP	3240000
0.04%	ENCOMPASS 4.75% 02/30	EHC	3190000
0.04%	FREMF K-1514 0% 10/34	FREMF	6000000
0.04%	RADIOLOGY 8.5% 07/32	RADPAR	3107000
0.04%	UMBS MORTPASS 5.5% 03/56	FN	3095891
0.04%	FORD MOTOR 6.05% 03/31	F	3080000
0.04%	DT AUTO 10.99% 07/29	DTAOT	3000000
0.04%	FHLMC MSCR FLT 01/51	MSCR	3000000
0.04%	NEWELL 6.375% 05/30	NWL	3200000
0.04%	SANTANDER 4.95% 01/32	SDART	3123000
0.04%	FHLMC VAR 04/30	FHMS	57829148
0.04%	UMBS MORTPASS 5.5% 04/56	FR	3064079
0.04%	GNMA 2025-106 A 5% 07/55	GNR	3070988
0.04%	AMERICAN 7.66% 02/33	ACAR	3000000
0.04%	FREMF ZERO 09/52	FREMF	4500000
0.04%	GFL 6.75% 01/31	GFLCN	2952000
0.04%	TRTX 2025-FL6 FLT 09/42	TRTX	3050000
0.04%	ADT SECURITY 4.125% 08/29	ADT	3190000
0.04%	BARINGS CLO LTD FLT 01/39	BABSN	3090000
0.04%	LENDMARK 6.48% 09/34	LFT	3000000
0.04%	FHLMC REMICS 6% 03/54	FHR	2900000
0.04%	IHEARTCOMMUN 9.125% 05/29	IHRT	3343000
0.04%	BENCHMARK VAR 03/59	BMARK	48701000
0.04%	FREMF ZERO 05/53	FREMF	4300000
0.04%	EXETER 7.52% 12/32	EART	3000000
0.04%	GNMA 2025-105 FLT 06/55	GNR	54939306
0.04%	FNMA REMICS 6% 08/53	FNR	2932607
0.04%	UBS COMMERCIAL VAR 12/50	UBSCM	3595000
0.04%	GNMA II 5.5% 10/55	G2	2963417
0.04%	GS MORTGAGE VAR 05/50	GSMS	3500000
0.04%	UMBS MORTPASS 6% 01/56	FN	2929628
0.04%	GNMA 2025-183 VAR 10/67	GNR	43508112
0.04%	CSAIL 2018-C14 VAR 11/51	CSAIL	4005000
0.04%	BAML RCAP FRN 25OCT27		3000000
0.04%	BARINGS CLO LTD FLT 10/37	BABSN	3000000
0.04%	SYMPHONY CLO FLT 07/32	SYMP	3000000
0.04%	FHLMC MSCR FLT 07/45	MSCR	3000000
0.04%	FORTIVA 5.92% 05/31	FRCMT	3000000
0.04%	FNMA REMICS 5.5% 03/54	FNR	2999445
0.04%	DOMINION ENERGY VAR 02/55	D	2880000
0.04%	FHLMC MORTPASS FLT 11/55	FH	2955118
0.03%	SHIFT4 6.75% 08/32	FOUR	2972000
0.03%	REPUBLIC OF 9.5% 07/31	REPCAM	3000000
0.03%	UMBS MORTPASS 5.5% 11/55	FR	2911407
0.03%	ENTERGY CORP VAR 06/56	ETR	2960000
0.03%	ENCOMPASS 4.5% 02/28	EHC	2955000
0.03%	TRANSDIGM 6.625% 03/32	TDG	2841000
0.03%	RFT 2024-2 STEP 09/28	RFT	2922543
0.03%	REPUBLIC OF 7.875% 03/57	PANAMA	2500000
0.03%	DOMINION ENERGY VAR 02/56	D	2920000
0.03%	RFT 2024-2 STEP 09/28	RFT	2922543
0.03%	EXETER 6.34% 10/29	EART	3007000
0.03%	COMM 2014-CR14 VAR 02/47	COMM	2967820
0.03%	MAGNETITE XL FLT 07/37	MAGNE	2900000
0.03%	SOLSTICE 5.625% 09/33	SOLADV	2934000
0.03%	FHLMC REMICS 5.5% 05/36	FHR	2845168
0.03%	GCAT 2023-NQM3 STEP 08/68	GCAT	2870178
0.03%	GNMA 2020-89 IA VAR 04/62	GNR	35831394
0.03%	LIVE NATION 6.5% 05/27	LYV	2870000
0.03%	MORGAN STANLEY VAR 03/52	MSC	3245000
0.03%	HILTON 5.875% 03/33	HLT	2834000
0.03%	GFL 4% 08/28	GFLCN	2935000
0.03%	ARAB 8.875% 05/50	EGYPT	3200000
0.03%	GNMA 2022-4 IO VAR 03/64	GNR	45332873
0.03%	GNMA 2025-70 SD FLT 04/55	GNR	56948546
0.03%	UMBS MORTPASS 4.5% 01/56	FR	2942193
0.03%	CCO HOLDINGS 6.375% 09/29	CHTR	2825000
0.03%	CONNECTICUT FLT 09/45	CAS	2830000
0.03%	OBX 2025-NQM10 STEP 05/65	OBX	2818477
0.03%	UMBS MORTPASS 6% 03/56	FR	2756535
0.03%	GNMA 2025-142 VAR 02/68	GNR	41863911
0.03%	FREMF 2018-K84 ZERO 11/28	FREMF	3500000
0.03%	EXPAND ENERGY 6.75% 04/29	EXE	2820000
0.03%	GNMA II 5.5% 10/55	G2	2764691
0.03%	FREMF K-1511 ZERO 04/34	FREMF	5327320
0.03%	TOORAK STEP 10/31	TRK	2800000
0.03%	ACHD TRUST 5.978% 01/34	ACHD	2806217
0.03%	FREMF ZERO 03/53	FREMF	4000000
0.03%	IHEARTCOMMUNICATIONS INC.		3191939
0.03%	GNMA II MORTPASS 6% 08/54	G2	2721301
0.03%	NEW 4.443% 02/39	NRMLT	2850000
0.03%	BLOCK INC 5.625% 08/30	XYZ	2797000
0.03%	FHLMC VAR 12/30	FHMS	99058872
0.03%	BBCMS MORTGAGE VAR 09/55	BBCMS	46944118
0.03%	UMBS MORTPASS 5.5% 03/56	FR	2756464
0.03%	AVIS BUDGET 7.24% 06/29	AESOP	2700000
0.03%	AVIS BUDGET CAR 8% 02/31	CAR	2745000
0.03%	CCO HOLDINGS 5.375% 06/29	CHTR	2820000
0.03%	CONNECTICUT FLT 05/43	CAS	2600000
0.03%	BENIN 7.96% 02/38	BENIN	2842000
0.03%	ONEMAIN 3.875% 09/28	OMF	2905000
0.03%	UMBS MORTPASS 5.5% 03/56	FR	2755265
0.03%	UMBS MORTPASS 6% 01/56	FN	2699612
0.03%	ASBURY 4.625% 11/29	ABG	2861000
0.03%	HERTZ VEHICLE 8.3% 05/32	HERTZ	2810000
0.03%	FREMF ZERO 08/35	FREMF	5500000
0.03%	STACR TRUST FLT 02/47	STACR	2290000
0.03%	DOMINICAN 6.15% 05/38	DOMREP	2877000
0.03%	ISLAMIC 8.875% 04/51	PKSTAN	3000000
0.03%	CONNECTICUT FLT 04/43	CAS	2640000
0.03%	SINCLAIR 8.125% 02/33	SBGI	2685000
0.03%	FREMF 2018-K83 ZERO 11/51	FREMF	3400000
0.03%	SCF EQUIPMENT 5.33% 06/36	SCFET	2770000
0.03%	UMBS MORTPASS 5% 03/56	FN	2766317
0.03%	FHLMC VAR 05/47	FHMS	43959013
0.03%	GNMA 2025-112 VAR 03/66	GNR	54636615
0.03%	UMBS MORTPASS 5.5% 04/56	FN	2710584
0.03%	PROVIDENT VAR 06/55	PFMT	2704496
0.03%	UMBS MORTPASS 6% 01/56	FN	2650507
0.03%	FNMA MORTPASS 4.97% 04/35	FN	2642430
0.03%	CLARIOS 6.75% 09/32	POWSOL	2661000
0.03%	EXETER 7.15% 06/33	EART	2696000
0.03%	FHLMC MSCR FLT 07/45	MSCR	2700000
0.03%	BANC OF AMERICA VAR 09/48	BACM	2925000
0.03%	SIRIUS XM RADIO 5% 08/27	SIRI	2693000
0.03%	FREMF ZERO 01/54	FREMF	4000000
0.03%	GNMA 2024-195 VAR 07/61	GNR	70172778
0.03%	ZF NORTH 6.75% 04/30	ZFFNGR	2738000
0.03%	STAPLES INC 10.75% 09/29	SPLS	2860000
0.03%	QNITY 5.75% 08/32	QNTELE	2642000
0.03%	FEDERAL 9.1297% 01/46	NGERIA	2530000
0.03%	DISH DBS CORP 5.25% 12/26	DISH	2679000
0.03%	PLANET 5.649% 12/55	PLNT	2670000
0.03%	GNMA 2025-51 SA FLT 03/55	GNR	42089976
0.03%	CITI ASSET 25.33% 06/31	CART1	2662061
0.03%	KIOXIA 6.25% 07/30	KIOXIA	2589000
0.03%	CITIGROUP 3.11% 04/48	CGCMT	4000000
0.03%	FHLMC STACR FLT 07/42	STACR	2500000
0.03%	TALLGRASS 5.5% 01/28	TEP	2645000
0.03%	CONNECTICUT FLT 01/44	CAS	2632800
0.03%	GNMA 2022-109 VAR 08/64	GNR	52092118
0.03%	INSTITUTO 6.375% 05/43	COSICE	2700000
0.03%	ELMWOOD CLO 23 FLT 04/36	ELM23	2615000
0.03%	GRAY MEDIA 5.375% 11/31	GTN	3463000
0.03%	SUNOCO LP / 4.5% 05/29	SUN	2655000
0.03%	FHLMC MSCR FLT 05/44	MSCR	2500000
0.03%	CONNECTICUT FLT 09/39	CAS	2571144
0.03%	GRAY MEDIA 4.75% 10/30	GTN	3324000
0.03%	CONNECTICUT FLT 10/39	CAS	2568760
0.03%	PETSMART LLC / 7.5% 09/32	PETM	2575000
0.03%	IQVIA INC 6.25% 06/32	IQV	2541000
0.03%	FHLMC VAR 03/31	FHMS	125831625
0.03%	BRIDGECREST 6.63% 02/33	BLAST	2610000
0.03%	REPUBLIC 5.91% 08/32	REPS	2563000
0.03%	WESTERN 5.79% 01/36	WEFUN	2540000
0.03%	FREMF FLT 02/32	FREMF	2758526
0.03%	CONNECTICUT FLT 01/44	CAS	2500000
0.03%	GNMA 2021-11 IX VAR 12/62	GNR	31400046
0.03%	HERTZ VEHICLE 9.22% 01/29	HERTZ	2500000
0.03%	REPUBLIC OF STEP 07/40	ECUA	3211364
0.03%	SIX FLAGS 6.625% 05/32	FUN	2519000
0.03%	STREAM 2008 BV 0% 02/30		2474760
0.03%	GNMA 2024-124 VAR 07/65	GNR	37461261
0.03%	GNMA 2025-69 AZ 5% 04/55	GNR	2641076
0.03%	FIRSTKEY HOMES ZERO 05/39	FKH	2700000
0.03%	REPUBLIC OF 9.875% 10/35	ANGOL	2500000
0.03%	LHOME MORTGAGE STEP 07/39	LHOME	2516000
0.03%	REPUBLIC OF 9.25% 04/30	ELSALV	2390000
0.03%	STREET CAPITAL 0% 02/30		2515672
0.03%	GLS AUTO 5.5% 06/29	GCAR	2500000
0.03%	IDENTITY 6.793% 03/65		2500000
0.03%	GLS AUTO 5.65% 07/30	GCAR	2465000
0.03%	NEUBERGER FLT 10/36	NEUB	2500000
0.03%	TALLGRASS ENERGY 6% 12/30	TEP	2500000
0.03%	UMBS MORTPASS 6% 04/56	FN	2418185
0.03%	FNMA-ACES VAR 05/34	FNA	47904589
0.03%	COMMONWEALTH 8.25% 06/36	BAHAMA	2277000
0.03%	BMO 5.7393% 02/57	BMO	2420000
0.03%	ALCOA 7.125% 03/31	AA	2355000
0.03%	ECHOSTAR 10.75% 11/29	SATS	2290000
0.03%	FHLMC MSCR FLT 07/45	MSCR	2469424
0.03%	AMERICAN 7.65% 09/30	ACAR	2400000
0.03%	POST HOLDINGS 6.25% 02/32	POST	2426000
0.03%	UMBS MORTPASS 6% 01/56	FN	2402117
0.03%	FEDERATIVE 7.25% 01/56	BRAZIL	2500000
0.03%	GNMA 2026-24 4.5% 02/56	GNR	2529450
0.03%	COMM 2015-LC23 VAR 10/48	COMM	3000000
0.03%	SANTANDER 5.47% 05/31	SDART	2400000
0.03%	FHLMC REMICS 5.5% 03/55	FHR	2440874
0.03%	NUSTAR 6.375% 10/30	NSUS	2330000
0.03%	FNMA REMICS 6% 07/53	FNR	2357816
0.03%	COMM 3.494% 10/49	COMM	2449000
0.03%	UMBS MORTPASS 5.5% 04/56	FN	2387776
0.03%	ANTERO 5.375% 06/29	AM	2405000
0.03%	DT AUTO OWNER 5.53% 03/29	DTAOT	2400000
0.03%	HILTON 3.75% 05/29	HLT	2490000
0.03%	BRIDGECREST 5.83% 05/30	BLAST	2360000
0.03%	ECOPETROL SA 8.875% 01/33	ECOPET	2280000
0.03%	MASTERBRAND INC 7% 07/32	MASBRA	2450000
0.03%	GNMA 2020-184 VAR 11/60	GNR	35556600
0.03%	GCI LLC 4.75% 10/28	GCILLC	2453000
0.03%	SM ENERGY CO 8.75% 07/31	SM	2272000
0.03%	AMERICAN 9.79% 02/30	ACAR	2300000
0.03%	MORGAN 3.06% 10/48	MSBAM	2488615
0.03%	WELLS FARGO 3.142% 07/48	WFCM	2500000
0.03%	WELLS FARGO 3% 06/51	WFCM	2750000
0.03%	MULTIFAMILY FLT 11/53	MCAS	2317479
0.03%	UMBS MORTPASS 5.5% 12/55	FN	2353319
0.03%	LHOME MORTGAGE STEP 05/29	LHOME	2360000
0.03%	GNMA 2021-92 IO VAR 09/63	GNR	40005842
0.03%	GNMA 2025-89 5.25% 01/55	GNR	2408529
0.03%	COMM 3.222% 11/47	COMM	3322616
0.03%	FNMA MORTPASS FLT 10/55	FN	2338841
0.03%	ARAB REPUBLIC 8.5% 01/47	EGYPT	2700000
0.03%	CLEVELAND-CL 7.625% 01/34	CLF	2397000
0.03%	EURO - FOR FUTURES		2021265
0.03%	CHEMOURS 5.75% 11/28	CC	2353000
0.03%	GRAY MEDIA 7.25% 08/33	GTN	2329000
0.03%	FREMF ZERO 09/30	FREMF	3300000
0.03%	GNMA 2024-32 IO VAR 06/63	GNR	45212326
0.03%	DISH DBS CORP 7.75% 07/26	DISH	2335000
0.03%	QXO BUILDING 6.75% 04/32	BECN	2277000
0.03%	FHLMC VAR 10/34	FHMS	13043739
0.03%	ALLIED 4.625% 06/28	UNSEAM	2350000
0.03%	ECOPETROL SA 4.625% 11/31	ECOPET	2600000
0.03%	COMISION 8.65% 01/33	CELELS	2229000
0.03%	BAUSCH 4.875% 06/28	BHCCN	2500000
0.03%	1261229 BC LTD 10% 04/32	BHCCN	2241000
0.03%	HERTZ VEHICLE 5.9% 12/31	HERTZ	2245000
0.03%	FREMF ZERO 05/33	FREMF	4000000
0.03%	FNMA REMICS 6% 09/55	FNR	2257889
0.03%	GS MORTGAGE VAR 11/48	GSMS	2575082
0.03%	REPUBLIC OF STEP 07/29	GHANA	2362500
0.03%	CD 2019-CD8 3% 08/57	CD	3800000
0.03%	FHLMC REMICS FLT 01/55	FHR	34112391
0.03%	UMBS MORTPASS 6% 02/56	FN	2197999
0.03%	CHARTER 2.8% 04/31	CHTR	2500000
0.03%	CHART 7.5% 01/30	GTLS	2165000
0.03%	GNMA 2023-117 5.5% 08/53	GNR	2304597
0.03%	UMBS MORTPASS 5.5% 02/56	FR	2223614
0.03%	AMERICAN CREDIT 10% 01/30	ACAR	2210000
0.03%	BRIDGECREST 5.64% 11/30	BLAST	2212000
0.03%	LHOME MORTGAGE STEP 01/40	LHOME	2221000
0.03%	SUNOCO LP / 4.5% 04/30	SUN	2300000
0.03%	FHLMC STACR FLT 12/50	STACR	1937000
0.03%	ARAB 7.625% 05/32	EGYPT	2300000
0.03%	HILTON 5.75% 09/33	HLT	2213000
0.03%	FNMA FLT 09/29	CAS	2120000
0.03%	UMBS MORTPASS 6.5% 04/56	FN	2129379
0.03%	BENCHMARK VAR 02/51	BMARK	2300000
0.03%	GNMA 2025-105 PZ 5% 06/55	GNR	2378358
0.03%	GNMA 2025-202 VAR 09/67	GNR	30919384
0.03%	DRIVE AUTO 5.41% 09/32	DRIVE	2200000
0.03%	LAMAR MEDIA 4.875% 01/29	LAMR	2235000
0.03%	MAGNETITE XVII FLT 04/37	MAGNE	2208000
0.03%	SIX FLAGS 5.25% 07/29	FUN	2310000
0.03%	FHLMC REMICS FLT 01/56	FHR	29571591
0.03%	BANCO MERCANTIL VAR 12/49	BANORT	2200000
0.03%	CLEAR CHANNEL 7.5% 03/33	CCO	2078000
0.03%	CSAIL 2019-C16 VAR 06/52	CSAIL	57264687
0.03%	AVENTURA MALL VAR 07/40	AVMT	2220000
0.03%	FNMA REMICS 6% 09/53	FNR	2130948
0.03%	REPUBLIC OF 6.125% 06/33	IVYCST	2300000
0.03%	CITIGROUP 3.25% 12/49	CGCMT	3000000
0.03%	GNMA 2022-80 IO VAR 06/64	GNR	47284297
0.03%	REPUBLIC OF STEP 07/35	GHANA	2500000
0.03%	JPMBB VAR 03/49	JPMBB	2300000
0.03%	REPUBLIC OF 9.75% 02/31	KENINT	2100000
0.03%	NRG ENERGY 3.625% 02/31	NRG	2320000
0.03%	UMBS MORTPASS 5.5% 02/56	FR	2124365
0.03%	CONGOLESE 9.875% 11/32	REPCON	2300000
0.03%	CSAIL 2015-C1 VAR 04/50	CSAIL	2655000
0.03%	HILTON 4.875% 04/27	HLT	2140000
0.03%	COMM 2014-UBS5 VAR 09/47	COMM	2300000
0.03%	UMBS MORTPASS 6% 02/54	FN	2058430
0.03%	PETROLEOS 8.75% 06/29	PEMEX	2000000
0.03%	MORGAN 3.25% 12/47	MSBAM	2165016
0.03%	SDR COMMERCIAL FLT 05/39	SDR	2125000
0.03%	ACHD TRUST 9.38% 01/34	ACHD	2100000
0.03%	UNITED 6.125% 03/34	URI	2070000
0.02%	GNMA 2025-139 FLT 08/55	GNR	48329889
0.02%	REPUBLIC OF 8.8% 10/38	KENINT	2265000
0.02%	LENDMARK 4.94% 09/34	LFT	2100000
0.02%	AVOLON 5.75% 03/29	AVOL	2060000
0.02%	AMERICAN 9.79% 08/31	ACAR	2000000
0.02%	CITIGROUP 3.172% 09/58	CGCMT	3500000
0.02%	FHLMC VAR 11/30	FHMS	67296127
0.02%	HOWARD 6.625% 01/34	HOWARD	2072000
0.02%	CITIGROUP INC VAR	C	2084000
0.02%	BARINGS CLO LTD FLT 10/38	BABSN	2170000
0.02%	FHLMC REMICS 5% 06/55	FHR	2162020
0.02%	AFFIRM ASSET 5.5% 09/29	AFFRM	2078000
0.02%	PARAGUAY 6.65% 03/55	PARGUY	2000000
0.02%	UMBS MORTPASS 6% 01/56	FN	2022588
0.02%	UMBS MORTPASS 5.5% 01/56	FR	2055381
0.02%	ROCKET COS 6.125% 08/30	RKT	2035000
0.02%	HASHEMITE 5.85% 07/30	JORDAN	2100000
0.02%	ROYAL 6.25% 03/32	RCL	2022000
0.02%	IHO 7.75% 11/30	IHOVER	2041000
0.02%	HASHEMITE 7.5% 01/29	JORDAN	2000000
0.02%	DOMINION ENERGY VAR 12/49	D	2088000
0.02%	VARSITY BRANDS INC		2067520
0.02%	BARBADOS 8% 06/35	BARBAD	2000000
0.02%	UMBS MORTPASS 6% 01/56	FN	1985034
0.02%	REPUBLIC OF 7.875% 10/33	KENINT	2200000
0.02%	REPUBLIC OF 7.5% 02/34	COLOM	2000000
0.02%	UMBS MORTPASS 6.5% 10/54	FR	1940043
0.02%	WFRBS VAR 08/47	WFRBS	2150000
0.02%	REPUBLIC OF 6.05% 08/31	GUATEM	2000000
0.02%	FREMF 2019-KC07 VAR 10/29	FREMF	2400000
0.02%	FHLMC VAR 10/35	FHMS	35830806
0.02%	GNMA 2022-41 IO VAR 04/63	GNR	40628584
0.02%	BANC OF AMERICA 0% 04/49	BAMLL	3000000
0.02%	ENBRIDGE INC VAR 07/80	ENBCN	2030000
0.02%	GNMA 2021-164 VAR 10/63	GNR	29814974
0.02%	FHLMC MSCR FLT 09/43	MSCR	1750000
0.02%	REPUBLIC OF 7.25% 03/31	MONTEN	1950000
0.02%	GNMA 2021-133 VAR 07/63	GNR	31252306
0.02%	CONNECTICUT FLT 10/41	CAS	2000000
0.02%	AMERICAN 5.5% 08/31	ACAR	2000000
0.02%	WESCO 6.375% 03/29	WCC	1968000
0.02%	MARINER 4.91% 11/38	MFIT	2000000
0.02%	FHLMC VAR 01/33	FHMS	85783043
0.02%	PRPM 2024-8 STEP 12/29	PRPM	2000000
0.02%	MPIRE2025M111619SEP30144A		1998269
0.02%	CHS/COMMUNITY 6% 01/29	CYH	2020000
0.02%	KKR CLO 40 LTD FLT 10/34	KKR	2000000
0.02%	AFFIRM ASSET 5.06% 09/29	AFFRM	2000000
0.02%	BAML RCAP FRN 25OCT27		2000000
0.02%	VOYA CLO 2019-4 FLT 01/35	VOYA	2000000
0.02%	OCTAGON FLT 04/31	OCT36	2000000
0.02%	BAML RCAP FRN 26OCT29		2000000
0.02%	BALLYROCK CLO FLT 10/37	BALLY	2000000
0.02%	SHR TRUST FLT 10/41	SHR	2000000
0.02%	CONNECT 10.5% 04/31	BSPEED	1990000
0.02%	HERTZ VEHICLE 6.78% 09/28	HERTZ	2000000
0.02%	TPG TRUST FLT 11/29	TPG	2000000
0.02%	UBS COMMERCIAL VAR 06/51	UBSCM	2143000
0.02%	MGM RESORTS 6.125% 09/29	MGM	1964000
0.02%	PUREWEST ABS 6.531% 04/40	PUREW	1979020
0.02%	GOVERNMENT OF 5.95% 03/32	MONGOL	2000000
0.02%	UMBS MORTPASS 5.5% 04/56	FR	1968615
0.02%	BUCKEYE 3.95% 12/26	BPL	1997000
0.02%	AMERICAN 9.54% 10/31	ACAR	1900000
0.02%	ENERGY TRANSFER VAR 05/54	ET	1870000
0.02%	REPUBLIC OF STEP 07/40	ECUA	2500000
0.02%	SANTANDER 5.32% 12/31	SDART	1958000
0.02%	CITI ASSET 24.76% 05/31	CART1	1993338
0.02%	JP MORGAN CHASE VAR 12/49	JPMCC	2175000
0.02%	LENDMARK 5.53% 06/32	LFT	1950000
0.02%	GNMA 2025-69 SK FLT 04/55	GNR	25359377
0.02%	REPUBLIC OF 3.6% 02/31	ARMEN	2200000
0.02%	GS VAR 11/55	GSMBS	1937931
0.02%	GNMA 2026-2 UZ 4.5% 01/56	GNR	2044575
0.02%	SANTANDER 5.97% 10/31	SDART	1906000
0.02%	MAGNETITE XLV FLT 04/38	MAGNE	2000000
0.02%	JPMDB VAR 12/49	JPMDB	2086883
0.02%	REPUBLIC OF 8.625% 02/29	ELSALV	1852000
0.02%	ARAB REPUBLIC 9.45% 02/33	EGYPT	1846000
0.02%	CD 2018-CD7 VAR 08/51	CD	2080000
0.02%	AMERICAN 7.39% 12/32	ACAR	1900000
0.02%	PETROLEOS 5.95% 01/31	PEMEX	2000000
0.02%	VENTURE 8.125% 06/28	VENLNG	1884000
0.02%	COREWEAVE INC 9.25% 06/30	CRWV	1961000
0.02%	CONNECTICUT FLT 12/41	CAS	1921615
0.02%	TEREX CORP 6.25% 10/32	TEX	1910000
0.02%	DOMINICAN 6.4% 06/49	DOMREP	2050000
0.02%	VISTRA 5.625% 02/27	VST	1925000
0.02%	CSC HOLDINGS 6.5% 02/29	CSCHLD	3060000
0.02%	GNMA 2025-100 FLT 06/55	GNR	31468003
0.02%	UMBS MORTPASS 5.5% 03/56	FR	1897998
0.02%	FREMF 2019-KF73 FLT 11/29	FREMF	2055870
0.02%	FNMA REMICS 5.5% 12/55	FNR	1929194
0.02%	STANDARD 6.25% 08/33	BMCAUS	1954000
0.02%	CSAIL 2020-C19 2.5% 03/53	CSAIL	5200000
0.02%	SYMPHONY CLO FLT 04/31	SYMP	1900000
0.02%	BMO 2026-C14 VAR 02/59	BMO	23466657
0.02%	MGM RESORTS 6.5% 04/32	MGM	1870000
0.02%	BANCO MERCANTIL DEL VAR	BANORT	1800000
0.02%	WAYFAIR LLC 7.75% 09/30	W	1818000
0.02%	UMBS MORTPASS 5.5% 02/56	FR	1873939
0.02%	ELM TRUST VAR 06/39	ELM	1885000
0.02%	GNMA 2025-139 UC 6% 08/55	GNR	1888754
0.02%	UMBS MORTPASS 6% 01/56	FN	1825457
0.02%	GNMA II 6.5% 03/54	G2	1783835
0.02%	MERCURY 6.31% 02/32	MFCC	1890000
0.02%	ALBERTSONS COS 3.5% 03/29	ACI	1960000
0.02%	SAAVI 8.875% 02/35	SAAVIE	1763000
0.02%	FHLMC VAR 02/36	FHMS	57615694
0.02%	FIRSTKEY HOMES ZERO 07/38	FKH	1900000
0.02%	FIEMEX 7.25% 01/41	FIEMEX	1868096
0.02%	HOLOGIC INC 3.25% 02/29	HOLX	1869000
0.02%	FIRSTKEY HOMES ZERO 07/38	FKH	1900000
0.02%	GAP INC/THE 3.625% 10/29	GAP	1985000
0.02%	ARAB 8.625% 02/30	EGYPT	1800000
0.02%	WELLS FARGO 5.928% 07/57	WFCM	1800000
0.02%	NATWEST GROUP VAR 12/49	NWG	1710000
0.02%	REPUBLIC OF 7.1% 11/36	SOAF	1800000
0.02%	HERTZ VEHICLE 7.74% 05/30	HERTZ	1870000
0.02%	FHLMC VAR 07/31	FHMS	56455314
0.02%	CHARTER 6.1% 06/29	CHTR	1790000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1835613
0.02%	TENET 6.75% 05/31	THC	1804000
0.02%	FHLMC STACR FLT 10/41	STACR	1800000
0.02%	DISH DBS CORP 5.75% 12/28	DISH	1900000
0.02%	FHLMC MSCR FLT 11/51	MSCR	1750000
0.02%	STANDARD 4.375% 07/30	BMCAUS	1950000
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1817527
0.02%	AMERICAN 6.82% 10/29	ACAR	1800000
0.02%	GNMA 2025-38 IO VAR 01/62	GNR	45027296
0.02%	UMBS MORTPASS 5% 03/56	FN	1837719
0.02%	FREMF ZERO 08/30	FREMF	2588480
0.02%	UZBEKNEFTEGAZ 4.75% 11/28	UNGUZB	1900000
0.02%	WHARF VAR 07/40	WHARF	1776000
0.02%	ARGENTINE STEP 07/41	ARGENT	2700000
0.02%	RHP HOTEL 6.5% 04/32	RHP	1770000
0.02%	NEW RESIDENTIAL VAR 12/65	NRZT	1850000
0.02%	ALBERTSONS 5.625% 03/32	ACI	1825000
0.02%	AIMCO CLO 16 FLT 07/37	AIMCO	1808000
0.02%	CRESCENT 7.875% 04/32	CRGYFN	1756000
0.02%	WR GRACE 6.625% 08/32	GRA	1836000
0.02%	FHLMC VAR 02/49	FHMS	16750000
0.02%	1011778 BC 3.875% 01/28	BCULC	1835000
0.02%	GNMA 2021-63 IO VAR 04/61	GNR	30361966
0.02%	BMO 2024-C9 5.7592% 07/57	BMO	1710000
0.02%	BRIDGECREST 5.62% 03/31	BLAST	1770000
0.02%	METLIFE INC VAR 03/56	MET	1819000
0.02%	CARNIVAL CORP 5.75% 08/32	CCL	1788000
0.02%	ESKOM 8.45% 08/28	ESKOM	1700000
0.02%	GNMA 2020-137 VAR 09/62	GNR	29508553
0.02%	UMBS MORTPASS 6% 02/56	FN	1724932
0.02%	FHLMC STACR FLT 01/51	STACR	1585000
0.02%	BBCMS MORTGAGE VAR 02/50	BBCMS	2400000
0.02%	FHLMC VAR 07/33	FHMS	151878289
0.02%	PROVINCIA DE 8.6% 02/35	PDCAR	1851000
0.02%	FHLMC VAR 03/32	FHMS	109915757
0.02%	PRPM 2025-4 STEP 06/30	PRPM	1757086
0.02%	GNMA 2024-138 VAR 02/66	GNR	19239809
0.02%	AMKOR 5.875% 10/33	AMKR	1742000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1734114
0.02%	BUCKEYE 6.75% 02/30	BPL	1691000
0.02%	BX COMMERCIAL FLT 02/39	BX	1744345
0.02%	BOMBARDIER 8.75% 11/30	BBDBCN	1630000
0.02%	PERMIAN 9.875% 07/31	PR	1633000
0.02%	UMBS MORTPASS 6% 02/56	FN	1686175
0.02%	UMBS MORTPASS 6% 02/56	FN	1686909
0.02%	ENERGIZER 4.375% 03/29	ENR	1802000
0.02%	SUNOCO LP 5.625% 03/31	SUN	1725000
0.02%	CSAIL 2020-C19 VAR 03/53	CSAIL	2750000
0.02%	GNMA 2025-139 FLT 08/55	GNR	21643934
0.02%	HERTZ 12.625% 07/29	HTZ	1874000
0.02%	REPUBLIC OF 7.3% 11/54	COSTAR	1565000
0.02%	BMO 2023-C5 5.7653% 06/56	BMO	1640000
0.02%	DRYDEN 68 CLO FLT 07/35	DRSLF	1700000
0.02%	GRUPO NUTRESA SA 9% 05/35	NUTRES	1500000
0.02%	JPMCC VAR 03/50	JPMCC	1920000
0.02%	TOORAK STEP 02/39	TRK	1687026
0.02%	SM ENERGY CO 6.625% 01/27	SM	1685000
0.02%	TRANSCANADA VAR 09/79	TRPCN	1696000
0.02%	ORGANON & CO 5.125% 04/31	OGN	2010000
0.02%	TERMOCANDELAR 7.75% 09/31	TERMOC	1650000
0.02%	FHLMC VAR 07/35	FHMS	19121443
0.02%	REPUBLIC OF 9.75% 02/31	KENINT	1635000
0.02%	CHS/COMMUNITY 5.25% 05/30	CYH	1780000
0.02%	DISCOVERY 4.279% 03/32	WBD	1850000
0.02%	HARRIMAN PARK FLT 07/38	HRPK	1680000
0.02%	UBS GROUP AG CALLABLE VAR	UBS	1472000
0.02%	STIFEL SBA IO VAR 06/50	SFSBA	46858858
0.02%	UMBS MORTPASS 6% 04/56	FN	1619295
0.02%	FNMA REMICS 6% 07/54	FNR	1621213
0.02%	UMBS MORTPASS 5.5% 11/55	FR	1649299
0.02%	CD 2017-CD6 VAR 11/50	CD	1750000
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1637446
0.02%	CHORD ENERGY 6% 10/30	CHRD	1629000
0.02%	LEVEL 3 7% 03/34	LVLT	1604581
0.02%	GNMA 2021-47 IO VAR 03/61	GNR	25182325
0.02%	ELMWOOD CLO III FLT 07/37	ELMW3	1650000
0.02%	GNMA 2025-89 JY 5% 12/54	GNR	1700000
0.02%	COREWEAVE INC 9% 02/31	CRWV	1698000
0.02%	REPUBLIC OF STEP 07/30	ECUA	1674000
0.02%	ON 3.875% 09/28	ON	1690000
0.02%	GNMA 2024-70 IO VAR 02/60	GNR	28839081
0.02%	NGL ENERGY 8.125% 02/29	NGL	1581000
0.02%	NISOURCE INC VAR 11/54	NI	1590000
0.02%	UMBS MORTPASS 6% 02/56	FR	1585358
0.02%	CREDIT 4.85% 11/34	CAALT	1625000
0.02%	GNMA 2025-97 SE FLT 06/55	GNR	26163299
0.02%	FHLMC STACR FLT 03/30	STACR	1550000
0.02%	BMO 2024-C9 VAR 07/57	BMO	26940460
0.02%	VENTURE 3.875% 11/33	VENTGL	1820000
0.02%	GNMA 2025-41 BS FLT 03/55	GNR	41685335
0.02%	CD 2017-CD4 3.3% 05/50	CD	2000000
0.02%	PETSMART, INC		1632989
0.02%	UMBS MORTPASS 6.5% 12/53	FN	1548269
0.02%	TIERRA MOJADA 5.75% 12/40	TIEMOD	1686843
0.02%	GNMA 2026-24 4.5% 02/56	GNR	1638120
0.02%	FEDERAL 10.375% 12/34	NGERIA	1400000
0.02%	PRPM 2025-RPL2 STEP 04/55	PRPM	1652329
0.02%	LHOME MORTGAGE STEP 03/29	LHOME	1600000
0.02%	ASURION LLC/ 8% 12/32	ASUCOR	1541000
0.02%	DT AUTO OWNER 3.34% 07/28	DTAOT	1600000
0.02%	CSAIL 2015-C2 VAR 06/57	CSAIL	1670213
0.02%	PETROLEOS 6.95% 01/60	PEMEX	2000000
0.02%	DIVERSIFIED 7.67% 05/44	DEC	1582933
0.02%	PRPM 2025-3 STEP 05/30	PRPM	1596568
0.02%	CITIGROUP VAR 04/49	CGCMT	1630000
0.02%	BMO 2023-C7 6.16% 12/56	BMO	1500000
0.02%	OCP SA 7.5% 05/54	OCPMR	1500000
0.02%	CITIGROUP INC VAR 12/49	C	1580000
0.02%	HUNTINGTON 5.442% 10/32	HACLN	1568172
0.02%	ASCENT 6.625% 10/32	ASCRES	1550000
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1557643
0.02%	PRM5 TRUST VAR 03/33	PRM5	1590000
0.02%	GNMA 2019-127 VAR 09/58	GNR	34507241
0.02%	COMM VAR 03/48	COMM	2000000
0.02%	FEDERAL 8.6308% 01/36	NGERIA	1500000
0.02%	UKG INC.		1634387
0.02%	FHLMC REMICS FLT 08/55	FHR	23599043
0.02%	NEXSTAR MEDIA 4.75% 11/28	NXST	1590000
0.02%	GNMA 2022-157 VAR 03/64	GNR	30634885
0.02%	HERTZ VEHICLE 9.44% 03/30	HERTZ	1500000
0.02%	GENESEE & WYOMING INC.		1564749
0.02%	FORD MOTOR 6.798% 11/28	F	1500000
0.02%	MILLROSE 6.375% 08/30	MRP	1538000
0.02%	DIRECTV 5.875% 08/27	DTV	1550000
0.02%	FHLMC VAR 11/32	FHMS	131750885
0.02%	ONEMAIN DIRECT 6.1% 07/37	ODART	1522000
0.02%	UMBS MORTPASS 5.5% 03/56	FR	1525440
0.02%	ICON PARENT I INC		1614132
0.02%	FNMA REMICS FLT 03/56	FNR	2190000
0.02%	FHLMC VAR 01/30	FHMS	35411117
0.02%	MITER BRANDS 6.75% 04/32	MIWIDO	1620000
0.02%	NEWELL 6.625% 05/32	NWL	1587000
0.02%	FHLMC VAR 12/30	FHMS	52362970
0.02%	QUIKRETE HOLDINGS, INC		1534500
0.02%	TALLGRASS 6.75% 03/34	TEP	1510000
0.02%	MV24 CAPITAL 6.748% 06/34	MVFPSO	1526866
0.02%	EURO		1315624
0.02%	AMERICAN 5.34% 08/31	ACAR	1515000
0.02%	PRM5 TRUST VAR 03/33	PRM5	1530000
0.02%	FHLMC VAR 10/30	FHMS	40251984
0.02%	VISTAJET PASS 9.5% 08/31	VSTJET	1540000
0.02%	FHLMC STACR FLT 02/44	STACR	1500000
0.02%	UBS COMMERCIAL VAR 08/51	UBSCM	2090000
0.02%	ONEMAIN 5.79% 07/38	OMFIT	1500000
0.02%	VENTURE GLOBAL 9.5% 02/29	VENLNG	1397000
0.02%	UMBS MORTPASS 6.5% 02/56	FN	1446420
0.02%	CENTRAL 4.125% 10/30	CENT	1590000
0.02%	WESCO 7.25% 06/28	WCC	1500000
0.02%	FHLMC MSCR FLT 02/45	MSCR	1500000
0.02%	YINSON 8.947% 07/42	YPANBR	1389187
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1485609
0.02%	SBA SMALL 5.688% 09/33	SBIC	1450058
0.02%	AECOM CALLABLE 6% 08/33	ACM	1497000
0.02%	SNAP INC 6.875% 03/33	SNAP	1533000
0.02%	GNMA II 6.5% 07/54	G2	1417343
0.02%	CREDIT 6.71% 02/34	CAALT	1467000
0.02%	CSAIL 2015-C3 VAR 08/48	CSAIL	1906000
0.02%	FHLMC MSCR FLT 09/43	MSCR	1477866
0.02%	WAND NEWCO 3 7.625% 01/32	CALCOL	1429000
0.02%	BOMBARDIER 7.25% 07/31	BBDBCN	1401000
0.02%	UMBS MORTPASS 5.5% 12/55	FN	1459642
0.02%	AMERICAN AXLE & 5% 10/29	AXL	1525000
0.02%	GNMA 2023-113 5.5% 08/53	GNR	1452867
0.02%	HESS 4.25% 02/30	HESM	1515000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1447357
0.02%	UMBS MORTPASS 6.5% 04/56	FN	1396457
0.02%	VENTURE 6.75% 01/36	VEGLPL	1370000
0.02%	FNMA REMICS FLT 07/55	FNR	24894868
0.02%	GNMA 2024-52 A VAR 03/56	GNR	1461900
0.02%	FS 8.875% 02/31	FSBIOE	1405000
0.02%	HSBC HOLDINGS VAR 03/30	HSBC	1410000
0.02%	CHARTER 2.25% 01/29	CHTR	1545000
0.02%	BENCHMARK VAR 02/59	BMARK	27386138
0.02%	GLS AUTO 6.03% 02/30	GCAR	1420000
0.02%	BMO 2024-5C7 VAR 11/57	BMO	1400000
0.02%	SENSATA 6.625% 07/32	ST	1400000
0.02%	COMSTOCK 6.75% 03/29	CRK	1445000
0.02%	GNMA 2025-1 BL 6% 01/55	GNR	1400000
0.02%	BANCO SANTANDER VAR 03/30	SANTAN	1400000
0.02%	VISTRA 6.875% 04/32	VST	1385000
0.02%	BBCMS MORTGAGE VAR 09/56	BBCMS	1350000
0.02%	SIRIUS XM 5.875% 04/32	SIRI	1435000
0.02%	BRIDGECREST 6.03% 11/29	BLAST	1400000
0.02%	UMBS MORTPASS 6% 02/56	FN	1385483
0.02%	GNMA 2025-139 5.25% 05/55	GNR	1547509
0.02%	REPUBLIC OF 9.244% 01/31	ANGOL	1400000
0.02%	ENERGIZER 4.75% 06/28	ENR	1442000
0.02%	GNMA 2025-25 BS FLT 02/55	GNR	17303254
0.02%	CLARIOS 6.75% 02/30	POWSOL	1371000
0.02%	FNMA-ACES VAR 07/32	FNA	236727308
0.02%	UMBS MORTPASS 6% 02/56	FR	1376684
0.02%	JPMBB VAR 08/48	JPMBB	1500000
0.02%	UNITED 5.375% 11/33	URI	1436000
0.02%	AMERICAN 5.11% 04/31	ACAR	1400000
0.02%	VOLTAGRID 7.375% 11/30	VOLTAG	1348000
0.02%	FHLMC VAR 01/49	FHMS	12950000
0.02%	AVIS BUDGET 8.375% 06/32	CAR	1370000
0.02%	OCP CLO 2022-25 FLT 07/37	OCP	1400000
0.02%	REPUBLIC OF 9.25% 01/39	ECUA	1412000
0.02%	REPUBLIC OF 9.375% 03/33	ANGOL	1400000
0.02%	TRANSOCEAN 8.25% 05/29	RIG	1346000
0.02%	CAESARS 6.5% 02/32	CZR	1420000
0.02%	REPUBLIC OF 5.6% 03/48	PARGUY	1500000
0.02%	NRG ENERGY INC 6% 02/33	NRG	1366000
0.02%	RINGCENTRAL 8.5% 08/30	RNG	1315000
0.02%	CIPHER 7.125% 11/30	CIFR	1319000
0.02%	NEXTERA ENERGY VAR 08/55	NEE	1344000
0.02%	YINSON 8.498% 01/45	YPMQBR	1303430
0.02%	GNMA 2025-152 FLT 09/55	GNR	24844832
0.02%	NOVELIS CORP 3.875% 08/31	HNDLIN	1536000
0.02%	GNMA II MORTPASS 6% 06/54	G2	1331167
0.02%	WESCO 6.625% 03/32	WCC	1330000
0.02%	UMBS MORTPASS 6.5% 02/56	FR	1313394
0.02%	TC ZIRAAT VAR 12/49	TCZIRA	1400000
0.02%	HUB INTERNATIONAL LIMITED		1365065
0.02%	GNMA 2023-127 VAR 07/57	GNR	79367132
0.02%	ANYWHERE REAL 9.75% 04/30	HOUS	1273000
0.02%	REPUBLIC OF 6.25% 01/27	HONDUR	1350000
0.02%	HILCORP 6.25% 04/32	HILCRP	1389000
0.02%	HERTZ CORP/THE 5% 12/29	HTZ	3245000
0.02%	GNMA 2025-89 SE FLT 05/55	GNR	18029246
0.02%	AMERICAN 6.53% 04/30	ACAR	1330000
0.02%	CLEAR CHANNEL 7.75% 04/28	CCO	1347000
0.02%	ROCKIES 6.75% 03/33	ROCKIE	1308000
0.02%	GNMA 2025-156 CZ 5% 04/55	GNR	1414861
0.02%	EMRLD BORROWER LP		1354220
0.02%	FHLMC VAR 08/30	FHMS	30765379
0.02%	PRPM 2024-7 STEP 11/29	PRPM	1344290
0.02%	COMM VAR 08/47	COMM	1370454
0.02%	UMBS MORTPASS 6% 02/56	FR	1306656
0.02%	ENCOMPASS 4.625% 04/31	EHC	1390000
0.02%	GNMA 2025-105 PA 7% 04/55	GNR	1304302
0.02%	SM ENERGY CO 6.75% 08/29	SM	1313000
0.02%	UMBS MORTPASS 6% 02/56	FR	1300381
0.02%	APLD 6.75% 03/31	PFORGE	1331000
0.02%	CD 2017-CD6 VAR 11/50	CD	1362417
0.02%	AHEAD DB HOLDINGS LLC		1345991
0.02%	UMBS MORTPASS 6% 02/56	FR	1286457
0.02%	FHLMC VAR 01/32	FHMS	84348850
0.02%	INEOS FINANCE 6.75% 05/28	INEGRP	1350000
0.02%	CITIGROUP VAR 02/49	CGCMT	1500000
0.02%	REPUBLIC OF 8.75% 01/34	ECUA	1325000
0.02%	QNITY 6.25% 08/33	QNTELE	1290000
0.02%	GNMA 2022-67 IO VAR 08/63	GNR	18025965
0.02%	BENCHMARK VAR 03/62	BMARK	1418000
0.02%	UMBS MORTPASS 6% 03/56	FR	1268053
0.02%	OCP SA 6.7% 03/36	OCPMR	1260000
0.02%	CONNECTICUT FLT 05/44	CAS	1296000
0.02%	PERMIAN 5.875% 07/29	PR	1295000
0.02%	HONEY HILL PARK FLT 04/39	HONPK	1310000
0.02%	FNMA REMICS FLT 08/55	FNR	21060191
0.02%	PERMIAN 6.25% 02/33	PR	1266000
0.02%	1011778 BC ULC / 4% 10/30	BCULC	1370000
0.02%	FREMF 2019-KF67 FLT 08/29	FREMF	1477324
0.02%	ARGENTINE STEP 01/38	ARGENT	1700000
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1258190
0.02%	ECHOSTAR CORP 6.75% 11/30	SATS	1272681
0.02%	UMBS MORTPASS 5.5% 01/56	FR	1266178
0.02%	US 5YR NOTE 06/30/2026	FVM6 COMB Comdty	-778
0.02%	BOMBARDIER INC 7% 06/32	BBDBCN	1225000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1264514
0.02%	RB GLOBAL 7.75% 03/31	RBACN	1224000
0.02%	WELLS FARGO 3% 08/51	WFCM	1500000
0.02%	ALUMINA PTY 6.125% 03/30	AA	1240000
0.01%	ECOPETROL SA 8.375% 01/36	ECOPET	1252000
0.01%	UMBS MORTPASS 5% 03/56	FN	1278720
0.01%	SBA SMALL 5.168% 03/33	SBIC	1244748
0.01%	FRONTIER 5% 05/28	FYBR	1265000
0.01%	LHOME MORTGAGE STEP 09/39	LHOME	1263000
0.01%	FHLMC VAR 05/29	FHMS	67216227
0.01%	GNMA II MORTPASS 6% 07/54	G2	1221171
0.01%	SANTANDER 5.14% 02/32	SDART	1247000
0.01%	SONANGOL 10% 01/31	SONGOL	1270000
0.01%	GNMA 2025-25 ZN 7% 02/55	GNR	1172710
0.01%	REPUBLIC OF 6.25% 08/36	GUATEM	1221000
0.01%	GULFPORT 6.75% 09/29	GPOR	1215000
0.01%	ARCHROCK 6.625% 09/32	AROC	1214000
0.01%	FNMA-ACES VAR 11/35	FNA	90900394
0.01%	COMM 2024-CBM VAR 12/41	COMM	1224000
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	1200000
0.01%	RHP HOTEL 7.25% 07/28	RHP	1215000
0.01%	GNMA 2025-25 SB FLT 02/55	GNR	16994586
0.01%	DOMINICAN 5.875% 01/60	DOMREP	1450000
0.01%	GNMA 2025-132 MZ 5% 08/55	GNR	1338393
0.01%	ADIENT GLOBAL 7.5% 02/33	ADNT	1209000
0.01%	TEREX CORP 5% 05/29	TEX	1245000
0.01%	CONSTELLATIO 4.625% 02/29	CEG	1240000
0.01%	GNMA II MORTPASS 6% 06/54	G2	1191797
0.01%	ARGENTINE 1% 07/29	ARGENT	1400000
0.01%	GNMA 2021-218 VAR 10/61	GNR	16985038
0.01%	FHLMC REMICS FLT 06/55	FHR	19597493
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1205387
0.01%	AVIS BUDGET 6.23% 04/29	AESOP	1207000
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1206674
0.01%	FNMA REMICS FLT 07/55	FNR	17210851
0.01%	GNMA 2020-110 VAR 03/62	GNR	18070848
0.01%	FIRSTKEY HOMES ZERO 05/39	FKH	1300000
0.01%	FNMA MORTPASS 4.79% 10/28	FN	1200000
0.01%	ATHENAHEALTH GROUP INC		1235980
0.01%	FHLMC VAR 06/50	FHMS	6400000
0.01%	FHLMC VAR 10/29	FHMS	20000000
0.01%	FNMA-ACES VAR 04/32	FNA	74831620
0.01%	WYNN RESORTS 6.25% 03/33	WYNFIN	1211000
0.01%	ARDAGH GROUP SA VAR 12/30	ARGID	1420000
0.01%	ANCHOR STEP 05/40	ANCHR	1200000
0.01%	GNMA 2019-76 IO VAR 03/61	GNR	22074156
0.01%	FNMA REMICS 6% 07/55	FNR	1191251
0.01%	REPUBLIC OF 7.625% 05/34	TURKEY	1164000
0.01%	NGL ENERGY 8.375% 02/32	NGL	1139000
0.01%	PETCO HEALTH AND WELLNES		1217588
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1140000
0.01%	PRESTIGE 5.125% 01/28	PBH	1190000
0.01%	FNMA-ACES VAR 09/31	FNA	21025078
0.01%	FHLMC VAR 01/30	FHMS	24274705
0.01%	NUSTAR 5.625% 04/27	NSUS	1180000
0.01%	ADIENT GLOBAL 8.25% 04/31	ADNT	1140000
0.01%	CITIGROUP 3% 11/49	CGCMT	1500000
0.01%	FLASH COMPUTE 7.25% 12/30	FLASHC	1167000
0.01%	BUSINESS JET 6.197% 05/39	BJETS	1161788
0.01%	UMBS MORTPASS 6.5% 04/56		1135248
0.01%	GARDA WORLD 6.5% 01/31	GWCN	1163000
0.01%	GNMA II MORTPASS 6% 04/55	G2	1150501
0.01%	ACCO BRANDS 4.25% 03/29	ACCO	1305000
0.01%	FHLMC REMICS 6% 07/55	FHR	1187415
0.01%	NEWELL BRANDS 8.5% 06/28	NWL	1127000
0.01%	RAVEN 6.875% 11/31	RCM	1191000
0.01%	GNMA 2020-94 IO VAR 03/62	GNR	17424016
0.01%	FNMA REMICS FLT 01/55	FNR	17956525
0.01%	STATE STREET CORP VAR	STT	1130000
0.01%	UMBS MORTPASS 6.5% 04/56		1104800
0.01%	SM ENERGY CO 7% 08/32	SM	1124000
0.01%	DIRECTOR ST NEV VAR 01/65	DIRDEV	2165000
0.01%	1261229 BC LTD		1186037
0.01%	ISTANBUL 10.5% 12/28	ISTNBL	1067000
0.01%	NRG ENERGY INC 6% 01/36	NRG	1139000
0.01%	MORGAN STANLEY 2.7% 11/52	MSBAM	1489000
0.01%	FHLMC VAR 11/55	FHMS	5000000
0.01%	CRESCENT 7.375% 01/33	CRGYFN	1125000
0.01%	FNMA-ACES VAR 07/31	FNA	35215528
0.01%	JP MORGAN 2.8218% 08/49	JPMCC	1137523
0.01%	TOPBUILD 5.625% 01/34	BLD	1154000
0.01%	NRG ENERGY 5.75% 01/34	NRG	1139000
0.01%	FNMA FLT 01/30	CAS	1090558
0.01%	CONNECTICUT FLT 05/42	CAS	1100000
0.01%	REPUBLIC OF 0.5% 12/53	ZAMBIN	1700000
0.01%	OWENS-BROCKW 6.625% 05/27	OI	1125000
0.01%	COMM 2024-CBM VAR 12/41	COMM	1123214
0.01%	UMBS MORTPASS 5.5% 02/56	FR	1116721
0.01%	ROCKET COS 6.375% 08/33	RKT	1103000
0.01%	PETROLEOS 5.625% 06/47	PETRPE	1600000
0.01%	UBS COMMERCIAL VAR 11/50	UBSCM	1200000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	1105791
0.01%	BANK 2019-BNK19 VAR 08/61	BANK	1500000
0.01%	GNMA 2025-69 SX FLT 04/55	GNR	27736348
0.01%	FNMA MORTPASS 1.69% 10/31	FN	1254311
0.01%	COMMONWEALTH 8.95% 10/32	BAHAMA	1000000
0.01%	US FOODS INC 4.625% 06/30	USFOOD	1126000
0.01%	CHORD ENERGY 6.75% 03/33	CHRD	1060000
0.01%	BOMBARDIER 6.75% 06/33	BBDBCN	1056000
0.01%	IHEARTCOMMUNI 7.75% 08/30	IHRT	1336050
0.01%	FHLMC VAR 05/31	FHMS	8000000
0.01%	VENTURE 6.125% 12/30	VEGLPL	1058000
0.01%	CLEAN HARBORS 5.75% 10/33	CLH	1086000
0.01%	GNMA II MORTPASS 6% 10/55	G2	1061288
0.01%	GNMA 2021-108 VAR 06/61	GNR	15547376
0.01%	FHLMC REMICS FLT 03/55	FHR	16940927
0.01%	UMBS MORTPASS 6% 02/56	FN	1051901
0.01%	ALBERTSONS 4.875% 02/30	ACI	1100000
0.01%	VCAT 2025-NPL3 STEP 02/55	VCAT	1073009
0.01%	BUILDERS 6.375% 03/34	BLDR	1080000
0.01%	BBVA MEXICO SA VAR 01/33	BBVASM	1100000
0.01%	MADISON PARK FLT 07/34	MDPK	1075000
0.01%	BLUE RACER 7.25% 07/32	BLURAC	1027000
0.01%	REPUBLIC OF STEP 06/33	ZAMBIN	1131296
0.01%	BUILDERS 5% 03/30	BLDR	1095000
0.01%	AMERICAN 6.04% 07/30	ACAR	1050000
0.01%	CHS/COMMUNI 10.875% 01/32	CYH	993000
0.01%	FNMA REMICS 5% 02/56	FNR	1077667
0.01%	EXETER 5.02% 10/29	EART	1070000
0.01%	FHLMC REMICS 6% 08/55	FHR	1071268
0.01%	GNMA 2023-55 2.5% 07/51	GNR	7415666
0.01%	FEDERAL 8.747% 01/31	NGERIA	1000000
0.01%	GNMA 2025-152 FLT 09/55	GNR	18852178
0.01%	GNMA II MORTPASS 6% 09/53	G2	1023713
0.01%	DAYFORCE BIDCO LLC		1110091
0.01%	UMBS MORTPASS 5.5% 03/56	FR	1035122
0.01%	AXALTA 7.25% 02/31	AXTA	1000000
0.01%	UMBS MORTPASS 6% 03/56	FR	1018674
0.01%	GNMA 2020-195 VAR 12/62	GNR	13163732
0.01%	CELANESE US 7.2% 11/33	CE	970000
0.01%	ANYWHERE REAL 5.25% 04/30	HOUS	1100000
0.01%	GNMA 2022-166 VAR 04/65	GNR	17196283
0.01%	UMBS MORTPASS 6% 04/56	FR	1010000
0.01%	UMBS MORTPASS 6% 04/56		1004000
0.01%	GNMA II MORTPASS 6% 10/55	G2	994248
0.01%	NOVA CHEMICALS 9% 02/30	NCX	976000
0.01%	CRESCENT 8.375% 01/34	CRGYFN	979000
0.01%	GNMA II 6.5% 07/54	G2	975365
0.01%	SUNOCO LP 7% 05/29	SUN	995000
0.01%	FHLMC VAR 09/29	FHMS	53282643
0.01%	GNMA II MORTPASS 6% 10/55	G2	993006
0.01%	CITIGROUP VAR 09/50	CGCMT	1254000
0.01%	ENDO FINANCE 8.5% 04/31	ENDP	974000
0.01%	UMBS MORTPASS 6% 02/56	FN	996497
0.01%	GNMA 2022-147 VAR 09/64	GNR	23812441
0.01%	HASHEMITE 7.75% 01/28	JORDAN	1000000
0.01%	LHOME MORTGAGE STEP 07/39	LHOME	1017294
0.01%	GENESEE & 6.25% 04/32	GWR	1000000
0.01%	GNMA 2022-199 VAR 07/64	GNR	17367983
0.01%	GNMA II 6.5% 07/54	G2	965170
0.01%	HERC HOLDINGS 7% 06/30	HRI	990000
0.01%	UNIVISION 7.375% 06/30	UVN	1025000
0.01%	BLUE RACER 7% 07/29	BLURAC	979000
0.01%	WAND NEWCO 3, INC.		1020342
0.01%	SANTANDER 8.408% 12/33	SBCLN	991340
0.01%	ALUMINA PTY 6.375% 09/32	AA	985000
0.01%	FHLMC VAR 10/31	FHMS	42544116
0.01%	REPUBLIC OF 7.95% 11/54	SOAF	1000000
0.01%	FHLMC REMICS FLT 02/55	FHR	19148674
0.01%	AVIS BUDGET 7.52% 02/30	AESOP	1000000
0.01%	IRV TRUST VAR 03/47	IRV	1000000
0.01%	CREDIT 5.39% 01/35	CAALT	1000000
0.01%	WELLS FARGO VAR 07/35	WFCM	1000000
0.01%	CARLYLE GLOBAL FLT 07/32	CGMS	1000000
0.01%	TENET 6.125% 06/30	THC	993000
0.01%	LHOME MORTGAGE VAR 04/40	LHOME	1000000
0.01%	BMO 2022-C1 VAR 02/55	BMO	49089336
0.01%	BLUEMOUNTAIN FLT 10/34	BLUEM	1000000
0.01%	RHP HOTEL 6.5% 06/33	RHP	978000
0.01%	FEDERAL 6.125% 09/28	NGERIA	1000000
0.01%	FHLMC REMICS 5% 08/55	FHR	1085514
0.01%	FHLMCGLD 4.93% 06/28	FR	990562
0.01%	WELLS FARGO 4.212% 05/51	WFCM	1000000
0.01%	BENCHMARK VAR 07/51	BMARK	1000000
0.01%	WELLS FARGO 4.464% 05/51	WFCM	1000000
0.01%	EXETER 12.07% 09/30	EART	900000
0.01%	UMBS MORTPASS 5.5% 01/56	FN	978179
0.01%	GNMA 2025-84 SQ FLT 05/55	GNR	28198794
0.01%	CITIGROUP VAR 03/51	CGCMT	1000000
0.01%	FHLMC VAR 12/31	FHMS	62595157
0.01%	FREMF ZERO 10/32	FREMF	1300000
0.01%	GNMA 2021-17 IO VAR 01/61	GNR	12500262
0.01%	FNMA-ACES VAR 07/28	FNA	98929628
0.01%	ANTERO 5.75% 10/33	AM	976000
0.01%	NEPTUNE BIDCO 9.5% 02/33	NLSN	989000
0.01%	GNMA 2022-113 VAR 09/61	GNR	30478507
0.01%	EXETER 6.68% 04/29	EART	954000
0.01%	ASBURY 4.75% 03/30	ABG	1003000
0.01%	UMBS MORTPASS 5.5% 12/55	FN	957216
0.01%	GNMA 2021-90 IO VAR 05/61	GNR	16463357
0.01%	REPUBLIC OF 8.625% 11/34	HONDUR	850000
0.01%	UMBS MORTPASS 6% 02/56	FN	918426
0.01%	SM ENERGY CO 6.75% 09/26	SM	960000
0.01%	CSAIL 2015-C3 VAR 08/48	CSAIL	989715
0.01%	GNMA 2021-180 VAR 11/63	GNR	14048483
0.01%	GOLDMAN SACHS VAR 12/49	GS	950000
0.01%	DRIVE AUTO 4.94% 05/32	DRIVE	950000
0.01%	MEDLINE 6.25% 04/29	MEDIND	933000
0.01%	GARDA WORLD 8.375% 11/32	GWCN	942000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	941107
0.01%	FHLMC VAR 01/31	FHMS	76472566
0.01%	GNMA 2021-150 VAR 11/63	GNR	12133115
0.01%	HERTZ VEHICLE 8.34% 09/31	HERTZ	958000
0.01%	GNMA 2022-214 VAR 09/64	GNR	22383440
0.01%	COMM VAR 02/47	COMM	1000000
0.01%	CREDIT 6.71% 07/34	CAALT	930000
0.01%	FREMF 0.1% 08/34	FREMF	167730645
0.01%	FHLMC VAR 02/32	FHMS	115430000
0.01%	CLEVELAND-CLIF 7.5% 09/31	CLF	949000
0.01%	OAK-EAGLE 8.75% 07/34	EA	907000
0.01%	GNMA II MORTPASS 6% 10/54	G2	914817
0.01%	GNMA 2021-170 VAR 05/63	GNR	13017979
0.01%	SYMPHONY CLO FLT 04/31	SYMP	940000
0.01%	ASCENT 6.625% 07/33	ASCRES	922000
0.01%	FREMF 2017-KF40 FLT 11/27	FREMF	943699
0.01%	UMBS MORTPASS 5.5% 10/55	FN	923265
0.01%	BENIN 7.96% 02/38	BENIN	950000
0.01%	CURRENCY CONTRACT - AUD		-34000154
0.01%	WESCO 6.375% 03/33	WCC	903000
0.01%	FHLMC REMICS FLT 04/55	FHR	17470451
0.01%	UMBS MORTPASS 5.5% 03/56	FR	908876
0.01%	GNMA 2025-7 SG FLT 01/55	GNR	16190713
0.01%	ANYWHERE REAL 5.75% 01/29	HOUS	953000
0.01%	KINGDOM OF 6.625% 10/37	BHRAIN	1000000
0.01%	GLOBAL 7.375% 10/32	AIMEGR	877000
0.01%	LENDMARK 4.47% 02/34	LFT	915000
0.01%	SCOTTS 4% 04/31	SMG	980000
0.01%	REPUBLIC OF 5.8% 01/28	IRAQ	937500
0.01%	DRIVE AUTO 4.67% 05/32	DRIVE	907000
0.01%	CFCRE VAR 11/49	CFCRE	1000000
0.01%	MITER BRANDS ACQUISITION		987518
0.01%	HOWARD 7.375% 07/32	HOWARD	875000
0.01%	GNMA II MORTPASS 6% 12/54	G2	882587
0.01%	IRON MOUNTAIN 5.25% 07/30	IRM	925000
0.01%	FHLMC VAR 10/30	FHMS	24548775
0.01%	SM ENERGY CO 6.625% 04/34	SM	902000
0.01%	UMBS MORTPASS 6% 01/56	FN	877087
0.01%	UMBS MORTPASS 5.5% 03/56	FN	887468
0.01%	UMBS MORTPASS 6% 02/56	FR	876103
0.01%	WEHLE PARK CLO FLT 10/38	WEHPK	1000000
0.01%	MADISON IAQ 5.875% 06/29	MADIAQ	905000
0.01%	AXIA ENERGIA 6.5% 01/35	ELEBRA	890000
0.01%	JPMDB VAR 06/49	JPMDB	1000000
0.01%	UMBS MORTPASS 6% 01/56	FR	871136
0.01%	CITIGROUP VAR 10/47	CGCMT	918122
0.01%	UNIVISION 9.375% 08/32	UVN	852000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	879131
0.01%	CD 2017-CD3 3.833% 02/50	CD	1000000
0.01%	ANTERO 5.375% 03/30	AR	880000
0.01%	VENTURE 4.125% 08/31	VENTGL	945000
0.01%	UMBS MORTPASS 5.5% 01/56	FN	858221
0.01%	BUILDERS 6.75% 05/35	BLDR	871000
0.01%	GNMA 2019-130 VAR 01/62	GNR	17668079
0.01%	UMBS MORTPASS 6% 02/56	FR	848518
0.01%	1211 AVENUE OF VAR 08/35	AOTA	935000
0.01%	ARDAGH GROUP 9.5% 12/30	ARGID	826000
0.01%	GNMA II 6.5% 07/54	G2	825723
0.01%	SEAGATE DATA 4.091% 06/29	STX	895000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	828118
0.01%	GNMA 2025-89 SP FLT 05/55	GNR	21879286
0.01%	GNMA 2021-3 IO VAR 09/62	GNR	13886946
0.01%	FNMA MORTPASS 4.99% 06/34	FN	840000
0.01%	GNMA 2024-17 IO VAR 06/65	GNR	12505475
0.01%	UMBS MORTPASS 6% 02/56	FN	841224
0.01%	GNMA 2017-70 IO VAR 02/59	GNR	41177249
0.01%	CLYDESDALE ACQUISITION H		930311
0.01%	OAK-EAGLE 7.25% 07/33	EA	837000
0.01%	AXON 6.25% 03/33	AXON	843000
0.01%	GNMA II MORTPASS 6% 10/54	G2	835767
0.01%	ARAB 8.625% 02/30	EGYPT	829000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	848997
0.01%	CHURCHILL 5.75% 04/30	CHDN	863000
0.01%	GNMA 2020-143 VAR 03/62	GNR	13859733
0.01%	BANK5 6.5% 12/56	BANK5	822332
0.01%	UMBS MORTPASS 6% 03/56	FR	829030
0.01%	UMBS MORTPASS 6% 03/56	FN	828763
0.01%	FHLMC VAR 11/33	FHMS	2700000
0.01%	GNMA 2025-128 AD 5% 10/56	GNR	848356
0.01%	GNMA 2023-51 IO VAR 05/65	GNR	11300956
0.01%	SEAGATE DATA 8.25% 12/29	STX	810000
0.01%	FHLMC VAR 12/37	FHMS	4500000
0.01%	RB GLOBAL 6.75% 03/28	RBACN	835000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	828704
0.01%	AXALTA 4.75% 06/27	AXTA	850000
0.01%	CALIFORNIA VAR 01/65	CASDEV	1590000
0.01%	UMBS MORTPASS 6.5% 03/56	FR	799231
0.01%	GNMA II 6.5% 02/54	G2	792806
0.01%	AXON 6.125% 03/30	AXON	816000
0.01%	BENCHMARK 3% 03/52	BMARK	1240000
0.01%	UMBS MORTPASS 6% 02/56	FR	810940
0.01%	UMBS MORTPASS 5.5% 03/56	FR	818608
0.01%	GNMA 2020-38 IO VAR 04/62	GNR	14365892
0.01%	FHLMC VAR 02/35	FHMS	8745281
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	800000
0.01%	INSTITUTO 6.75% 10/31	COSICE	800000
0.01%	UNITED 4.875% 03/29	UAL	840000
0.01%	REPUBLIC OF 5.662% 02/38	PANAMA	858000
0.01%	JETBLUE AIRWAYS CORPORAT		923449
0.01%	UMBS MORTPASS 6.5% 03/56	FN	788762
0.01%	KIOXIA 6.625% 07/33	KIOXIA	790000
0.01%	ORGANON & CO 5.125% 04/31	OGN	980000
0.01%	VISTRA 7.75% 10/31	VST	780000
0.01%	JPMCC VAR 03/50	JPMCC	850000
0.01%	CHEMOURS 7.875% 03/34	CC	806000
0.01%	LENDMARK 8.47% 02/34	LFT	800000
0.01%	GNMA 2024-31 IO VAR 02/66	GNR	9786444
0.01%	SERBIA 6% 06/34	SERBIA	800000
0.01%	FHLMC VAR 02/32	FHMS	14402531
0.01%	CYPRIUM CORP 6.125% 04/31	VGNT	800000
0.01%	CLEVELAND-CLIFFS 7% 03/32	CLF	817000
0.01%	WAYFAIR LLC 7.25% 10/29	W	765000
0.01%	FEDERATIVE 7.125% 05/54	BRAZIL	800000
0.01%	AERCAP IRELAND 3% 10/28	AER	810000
0.01%	FREMF 2017-KF38 FLT 09/24		778272
0.01%	KNIFE RIVER 7.75% 05/31	KNIRIV	750000
0.01%	VENTURE GLOBAL 6.5% 06/34	VEGLPL	742000
0.01%	BENCHMARK VAR 07/55	BMARK	800000
0.01%	FEDERAL 8.25% 09/51	NGERIA	800000
0.01%	JPMBB VAR 07/48	JPMBB	787944
0.01%	UMBS MORTPASS 6% 02/56	FR	748113
0.01%	UMBS MORTPASS 6.5% 03/56	FR	738992
0.01%	BENCHMARK 2.256% 06/54	BMARK	800000
0.01%	GNMA 2025-25 HS FLT 02/55	GNR	13465332
0.01%	CHEMOURS 4.625% 11/29	CC	810000
0.01%	ALTAR BIDCO, INC		768981
0.01%	DAILYPAY 5.63% 06/28	DLPY	760000
0.01%	COMMERCIAL 5.75% 11/33	CMC	766000
0.01%	ACCENDRA 4.5% 03/29	ACH	1165000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	749161
0.01%	DAVITA INC 3.75% 02/31	DVA	825000
0.01%	SM ENERGY CO 9.625% 06/33	SM	682000
0.01%	GNMA 2021-168 VAR 05/63	GNR	12673662
0.01%	CELANESE US 7% 02/31	CE	732000
0.01%	FHLMC VAR 07/29	FHMS	30000000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	718052
0.01%	GNMA 2025-41 AS FLT 03/55	GNR	15710278
0.01%	UMBS MORTPASS 5.5% 12/55	FN	746802
0.01%	GNMA 2025-22 AS FLT 02/55	GNR	13287067
0.01%	AMERICAN 6.875% 07/28	AXL	749000
0.01%	MILLROSE 6.25% 09/32	MRP	753000
0.01%	GNMA 2019-144 VAR 01/62	GNR	13207156
0.01%	TALLGRASS ENERGY 6% 09/31	TEP	755000
0.01%	GNMA 2025-156 4.5% 11/54	GNR	818169
0.01%	UMBS MORTPASS 5.5% 03/56	FN	738526
0.01%	GNMA 2025-30 SC FLT 02/55	GNR	9846706
0.01%	UMBS MORTPASS 5.5% 01/56	FN	737953
0.01%	GNMA 2025-22 GS FLT 02/55	GNR	9436791
0.01%	SANTANDER UK VAR 01/29	SANUK	720000
0.01%	GNMA 2025-89 SC FLT 05/55	GNR	9167140
0.01%	ION PLATFORM 7.875% 09/32	IONPLA	982000
0.01%	BENCHMARK VAR 03/55	BMARK	800000
0.01%	UMBS MORTPASS 6% 01/56	FR	717878
0.01%	GLOBAL 5.625% 06/29	GOINSO	750000
0.01%	NASDAQ INC 5.35% 06/28	NDAQ	724000
0.01%	NOVA CHEMICALS 8.5% 11/28	NCX	710000
0.01%	FORD MOTOR 7.2% 06/30	F	700000
0.01%	REPUBLIC OF 6.6% 06/36	GUATEM	700000
0.01%	FHLMC VAR 03/38	FHMS	3000000
0.01%	CINEMARK USA INC 7% 08/32	CNK	712000
0.01%	SUNOCO LP 5.375% 07/31	SUN	739000
0.01%	BPCE SA 5.125% 01/28	BPCEGP	725000
0.01%	MULTIFAMILY FLT 05/55	MCAS	700000
0.01%	LSF12 CROWN US COMMERCIA		730083
0.01%	PROGRESS 6.15% 03/40	PROG	736000
0.01%	BRINK'S 4.625% 10/27	BCO	735000
0.01%	CHS/COMMUNITY 4.75% 02/31	CYH	790000
0.01%	AMERIGAS 9.5% 06/30	APU	684000
0.01%	FHLMC VAR 06/49	FHMS	13000000
0.01%	COMISION 6.5% 01/51	CFELEC	738000
0.01%	CREDIT 6.03% 05/34	CAALT	708000
0.01%	TEREX CORP 5% 05/29	TEX	725000
0.01%	GNMA 2025-171 FLT 10/55	GNR	11698065
0.01%	BMO 2024-5C3 VAR 02/57	BMO	700000
0.01%	FREMF 2018-KF45 FLT 03/25		675022
0.01%	BX COMMERCIAL FLT 02/39	BX	708363
0.01%	REPUBLIC OF 5.75% 09/49	SOAF	900000
0.01%	CURRENCY CONTRACT - USD		-52179494
0.01%	ROYAL 5.625% 09/31	RCL	695000
0.01%	EXPAND 5.375% 03/30	SWN	695000
0.01%	PERFORMANCE 5.625% 03/34	PFGC	721000
0.01%	IQVIA INC 5% 10/26	IQV	700000
0.01%	ENTEGRIS INC 4.375% 04/28	ENTG	710000
0.01%	CD&R SMOKEY 9.5% 10/29	PETSAF	813000
0.01%	UMBS MORTPASS 6.5% 04/56	FN	669616
0.01%	CONNECTICUT FLT 07/43	CAS	680000
0.01%	NEXTERA ENERGY VAR 09/54	NEE	680000
0.01%	ELEMENT 3.875% 09/28	ESI	715000
0.01%	NOVELIS CORP 6.375% 08/33	HNDLIN	702000
0.01%	NCL CORP LTD 5.875% 01/31	NCLH	712000
0.01%	BCPE PEQUOD BUYER INC		712424
0.01%	UMBS MORTPASS 5.5% 02/56	FR	678236
0.01%	GNMA 2025-51 SH FLT 03/55	GNR	12212048
0.01%	COMM 2018-COR3 VAR 05/51	COMM	800000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	657312
0.01%	UMBS MORTPASS 6.5% 02/56	FR	657999
0.01%	UMBS MORTPASS 6% 02/56	FN	668881
0.01%	UMBS MORTPASS 5.5% 02/56	FR	677778
0.01%	GNMA 2023-15 AB VAR 08/63	GNR	709934
0.01%	BUCKEYE 4.5% 03/28	BPL	690000
0.01%	RANGE 4.75% 02/30	RRC	693000
0.01%	FNMA MORTPASS 1.97% 01/34	FN	800000
0.01%	AMERIGAS 9.375% 06/28	APU	657000
0.01%	MOLINA 6.5% 02/31	MOH	678000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	658808
0.01%	FNMA REMICS FLT 04/55	FNR	10466035
0.01%	NEW YORK N Y 6.033% 12/31		650000
0.01%	CORECIVIC INC 8.25% 04/29	CXW	635000
0.01%	UMBS MORTPASS 6% 02/56	FR	644187
0.01%	UMBS MORTPASS 5.5% 10/55	FN	656425
0.01%	STANDARD 5.875% 03/34	BMCAUS	690000
0.01%	REPUBLIC OF STEP 07/35	GHANA	765600
0.01%	UMBS MORTPASS 5.5% 02/56	FN	648744
0.01%	GNMA 2021-110 VAR 11/63	GNR	9997301
0.01%	FHLMC VAR 08/45	FHMS	25000000
0.01%	GNMA 2014-88 AJ VAR 03/55	GNR	743378
0.01%	UMBS MORTPASS 5.5% 03/56	FR	648857
0.01%	FHLMC VAR 04/55	FHMS	34782253
0.01%	UMBS MORTPASS 5.5% 02/56	FN	648804
0.01%	FHLMC REMICS FLT 02/55	FHR	12221879
0.01%	FIRST ADVANTAGE HOLDINGS		669417
0.01%	FREMF 2019-KF59 FLT 02/29	FREMF	675974
0.01%	FNMA MORTPASS 4.62% 07/28	FN	650000
0.01%	FHLMC STACR FLT 04/43	STACR	644085
0.01%	GS MORTGAGE VAR 10/48	GSMS	1000000
0.01%	EQUIPMENTSHA 8.625% 05/32	EQMSRM	620000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	639362
0.01%	GS MORTGAGE 2.753% 05/49	GSMS	750000
0.01%	GNMA 2021-220 VAR 12/63	GNR	10656420
0.01%	FHLMC VAR 11/30	FHMS	19416157
0.01%	GNMA 2025-41 SE FLT 03/55	GNR	6385406
0.01%	WESTLAKE 6.47% 03/29	WLAKE	632000
0.01%	MARINER 5.73% 11/38	MFIT	635000
0.01%	MORGAN STANLEY VAR 01/49	MSBAM	745000
0.01%	STACR TRUST FLT 02/47	STACR	600000
0.01%	BUSINESS JET 7.974% 09/39	BJETS	641982
0.01%	CURRENCY CONTRACT - BRL		100721102
0.01%	GNMA II 6.5% 08/54	G2	604110
0.01%	BENCHMARK VAR 11/55	BMARK	604000
0.01%	BX COMMERCIAL FLT 11/38	BX	634995
0.01%	GENESIS 6.75% 03/34	GEL	633000
0.01%	CHURCHILL 6.75% 05/31	CHDN	620000
0.01%	GFL 4.375% 08/29	GFLCN	650000
0.01%	SEAGATE DATA 8.5% 07/31	STX	602000
0.01%	SIX FLAGS 8.625% 01/32	FUN	625000
0.01%	OCP SA 5.125% 06/51	OCPMR	800000
0.01%	ADIENT US LLC		627889
0.01%	UMBS MORTPASS 6.5% 01/56	FN	588543
0.01%	UMBS MORTPASS 5.5% 02/56	FR	615855
0.01%	BANK OF NOVA VAR 10/82	BNS	600000
0.01%	MATADOR 6% 04/34	MTDR	623000
0.01%	NRG ENERGY 5.25% 06/29	NRG	625000
0.01%	TRINIDAD 7.75% 06/33	TRNGEN	596000
0.01%	ARAB 8.7002% 03/49	EGYPT	700000
0.01%	SS&C 6.5% 06/32	SSNC	610000
0.01%	RHP HOTEL 4.5% 02/29	RHP	630000
0.01%	WILLIAMS 6.625% 04/30	WLSC	604000
0.01%	UMBS MORTPASS 6.5% 03/56	FN	589227
0.01%	FREMF ZERO 06/29	FREMF	790000
0.01%	GNMA 2025-127 FLT 07/55	GNR	8367051
0.01%	PETROLEOS 5.95% 01/31	PEMEX	630000
0.01%	CENTRAL 5.125% 02/28	CENT	610000
0.01%	CSAIL 2020-C19 2.5% 03/53	CSAIL	2000000
0.01%	GNMA 2021-126 VAR 05/63	GNR	9303803
0.01%	ONDECK ASSET 4.98% 10/31	ONDK	600000
0.01%	CNX 5.875% 03/34	CNX	615000
0.01%	HERTZ VEHICLE 5.94% 02/28	HERTZ	595000
0.01%	GNMA II 6.5% 03/54	G2	570426
0.01%	FAIR ISAAC CORP 6% 05/33	FAIRIC	607000
0.01%	SOUTH BOW 4.911% 09/27	SOBOCN	595000
0.01%	UMBS MORTPASS 6% 04/56	FR	580000
0.01%	REPUBLIC OF 6.1% 08/44	PARGUY	600000
0.01%	PAKISTAN WATER 7.5% 06/31	PAKWNP	658000
0.01%	BNP PARIBAS SA VAR 05/30	BNP	580000
0.01%	GNMA 2021-11 IO VAR 12/62	GNR	8241482
0.01%	GNMA 2021-40 IO VAR 02/63	GNR	9862088
0.01%	OUTFRONT 7.375% 02/31	OUT	565000
0.01%	BMO 2024-5C7 VAR 11/57	BMO	19937125
0.01%	FHLMC VAR 01/31	FHMS	16938610
0.01%	REPUBLIC OF 8.75% 04/32	ANGOL	600000
0.01%	BBCMS MORTGAGE VAR 07/56	BBCMS	13114419
0.01%	WESTLAKE 6.02% 10/29	WLAKE	576000
0.01%	GNMA 2024-126 FLT 08/54	GNR	11614259
0.01%	GNMA II 6.5% 09/54	G2	551651
0.01%	GNMA II MORTPASS 7% 08/53	G2	555373
0.01%	NYMT LOAN STEP 09/39	NYMT	576305
0.01%	LITHIA MOTORS 5.5% 10/30	LAD	582000
0.01%	IRON MOUNTAIN 5% 07/28	IRM	580000
0.01%	GNMA 2021-178 FLT 10/61	GNR	14861417
0.01%	FHLMC STACR FLT 05/42	STACR	550000
0.01%	KINGDOM OF 7.5% 09/47	BHRAIN	600000
0.01%	ROYAL CARIBBEAN 6% 02/33	RCL	560000
0.01%	MIWD HOLDCO II 5.5% 02/30	MIWIDO	670000
0.01%	ROCKET SOFTWARE, INC.		588558
0.01%	TRANSDIGM INC 6.25% 01/34	TDG	555000
0.01%	CONNECTICUT FLT 01/43	CAS	550000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	538136
0.01%	NOVELIS CORP 6.875% 01/30	HNDLIN	553000
0.01%	GNMA 2017-9 IO VAR 01/57	GNR	18115756
0.01%	GNMA 2020-194 VAR 06/62	GNR	7974703
0.01%	ROCKET 2.875% 10/26	RKT	565000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	547619
0.01%	UMBS MORTPASS 5.5% 01/56	FR	547037
0.01%	US FOODS INC 6.875% 09/28	USFOOD	540000
0.01%	FHLMC VAR 12/32	FHMS	19680658
0.01%	FHLMC VAR 11/48	FHMS	5000000
0.01%	GNMA 2024-1 MS FLT 01/54	GNR	9327162
0.01%	KINGDOM OF 5.45% 09/32	BHRAIN	600000
0.01%	GNMA 2024-128 FLT 08/54	GNR	6071446
0.01%	ENFRAGEN 5.375% 12/30	ENFRAG	594212
0.01%	FHLMC VAR 12/35	FHMS	13287963
0.01%	NORDSTROM INC 4.25% 08/31	JWN	590000
0.01%	CLARIOS 6.75% 05/28	POWSOL	525000
0.01%	BAUSCH + 8.375% 10/28	BLCOCN	515000
0.01%	GNMA 2025-23 SL FLT 02/55	GNR	9281526
0.01%	GNMA 2020-6 IO VAR 10/62	GNR	9493243
0.01%	GNMA II 6.5% 04/54	G2	503409
0.01%	FHLMC VAR 03/49	FHMS	13766615
0.01%	MORGAN STANLEY VAR 11/52	MSBAM	595000
0.01%	ADIENT GLOBAL 7% 04/28	ADNT	520000
0.01%	FHLMC VAR 09/48	FHMS	5000000
0.01%	REPUBLIC OF 8% 04/33	COLOM	500000
0.01%	DEMOCRATIC 4% 04/28	SRILAN	550379
0.01%	GNMA 2021-147 VAR 06/61	GNR	7395216
0.01%	FHLMC VAR 02/49	FHMS	5000000
0.01%	ASURION, LLC		529333
0.01%	GS MORTGAGE 3% 07/52	GSMS	800000
0.01%	CITIGROUP VAR 12/72	CGCMT	19529597
0.01%	CONNECTICUT FLT 05/43	CAS	500000
0.01%	SCOTTS 5.25% 12/26	SMG	520000
0.01%	GNMA 2023-126 VAR 07/65	GNR	7968472
0.01%	FHLMC MSCR FLT 10/44	MSCR	500000
0.01%	FHLMC VAR 11/29	FHMS	25424966
0.01%	ALLISON 5.875% 12/33	ALSN	513000
0.01%	FHLMC VAR 06/29	FHMS	20866884
0.01%	FHLMC VAR 10/46	FHMS	10000000
0.01%	FHLMC VAR 10/34	FHMS	2500000
0.01%	FHLMC STACR FLT 09/41	STACR	500000
0.01%	FHLMC STACR FLT 04/42	STACR	500000
0.01%	EXETER 6.32% 08/29	EART	500000
0.01%	GNMA 2021-151 VAR 04/63	GNR	7434029
0.01%	GNMA 2024-56 IO VAR 11/65	GNR	7223632
0.01%	UMBS MORTPASS 6% 04/56	FN	489902
0.01%	WELLS FARGO VAR 07/35	WFCM	500000
0.01%	UMBS MORTPASS 6.5% 02/56	FN	478684
0.01%	UMBS MORTPASS 6% 01/56	FN	488766
0.01%	KODIAK GAS 6.5% 10/33	KGS	490000
0.01%	FNMA REMICS FLT 03/55	FNR	7004833
0.01%	UMBS MORTPASS 6.5% 01/56	FN	478134
0.01%	GNMA 2023-28 IO VAR 02/65	GNR	7689511
0.01%	FHLMC VAR 11/30	FHMS	116738000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	488924
0.01%	REPUBLIC OF 6.4% 06/34	TRITOB	500000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	487653
0.01%	GNMA 2021-22 IO VAR 05/63	GNR	7255369
0.01%	MADISON IAQ LLC		493540
0.01%	DOMINICAN 6% 02/33	DOMREP	500000
0.01%	OPORTUN 5.48% 08/29	OPTN	492599
0.01%	WEC US HOLDINGS LTD.		492481
0.01%	GNMA 2024-204 FLT 12/54	GNR	6839364
0.01%	BWX 4.125% 06/28	BWXT	500000
0.01%	GOODYEAR 6.625% 07/30	GT	495000
0.01%	JPMDB 2.5% 11/52	JPMDB	1000000
0.01%	GNMA 2013-174 VAR 10/53	GNR	30895265
0.01%	CANTOR 2.5% 11/52	CF	674000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	478695
0.01%	ESAB CORP 5.625% 04/31	ESAB	480000
0.01%	WILLIAMS 7.375% 10/31	WLSC	465000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	458358
0.01%	CONDUENT 6% 11/29	CNDT	695000
0.01%	FHLMC VAR 03/29	FHMS	31650848
0.01%	MAUSER 9.25% 04/30	BWY	510000
0.01%	AERCAP IRELAND VAR 03/55	AER	460000
0.01%	FHLMC VAR 08/51	FHMS	8380000
0.01%	GNMA 2022-62 IO VAR 06/64	GNR	9802600
0.01%	FNMA FLT 02/30	CAS	450000
0.01%	ONDECK ASSET 7% 08/30	ONDK	468000
0.01%	CONNECT FINCO 9% 09/29	ISATLN	445000
0.01%	UMBS MORTPASS 6.5% 04/56	FN	449737
0.01%	GNMA 2024-79 BS FLT 05/54	GNR	4688755
0.01%	GNMA 2018-85 IO VAR 07/60	GNR	13393656
0.01%	UMBS MORTPASS 6.5% 02/56	FR	448522
0.01%	CURRENCY CONTRACT - EUR		-28096240
0.01%	GNMA 2024-134 FLT 08/54	GNR	8781214
0.01%	UMBS MORTPASS 5.5% 04/56	FN	459545
0.01%	UMBS MORTPASS 5.5% 02/56	FR	459564
0.01%	CONNECTICUT FLT 02/44	CAS	460000
0.01%	UMBS MORTPASS 6% 12/55	FN	448881
0.01%	HESS 5.875% 03/28	HESM	457000
0.01%	FHLMC REMICS FLT 03/55	FHR	7916805
0.01%	GRAHAM PACKAGING COMPANY		465333
0.01%	UMBS MORTPASS 6.5% 04/56	FN	439972
0.01%	GNMA 2022-149 VAR 06/64	GNR	12807561
0.01%	LSF12 HELIX 7.125% 02/33	HI	465000
0.01%	ACUSHNET CO 5.625% 12/33	GOLF	455000
0.01%	LSF12 HELIX PARENT, LLC		460784
0.01%	BENCHMARK 5.8053% 01/57	BMARK	440549
0.01%	GNMA 2025-1 SV FLT 01/55	GNR	8434868
0.01%	GNMA 2020-56 IO VAR 11/61	GNR	6988747
0.01%	LENDMARK 5.69% 02/34	LFT	450000
0.01%	UMBS MORTPASS 6.5% 03/56	FR	429134
0.01%	REPUBLIC OF STEP 07/29	GHANA	465850
0.01%	GENESIS 7.875% 05/32	GEL	433000
0.01%	FHLMC VAR 01/30	FHMS	12772206
0.01%	TEREX CORPORATION		445508
0.01%	UMBS MORTPASS 5% 03/56	FR	449169
0.01%	GNMA 2025-41 ES FLT 03/55	GNR	4429607
0.01%	WESTLAKE 6.79% 11/28	WLAKE	437000
0.01%	DAVITA INC 4.625% 06/30	DVA	460000
0.01%	AI CANDELARIA 5.75% 06/33	AICNRA	500000
0.01%	CURRENCY CONTRACT - GBP		-28238941
0.01%	DIEBOLD 7.75% 03/30	DBD	416000
0.01%	GNMA 2022-52 IO VAR 06/64	GNR	9331955
0.01%	UMBS MORTPASS 5.5% 02/56	FN	428919
0.01%	AMERICAN 5.5% 04/26	AAL	435000
0.01%	GNMA II MORTPASS 6% 07/54	G2	422276
0.01%	CURRENCY CONTRACT - USD		-14265537
0.01%	ASBURY 4.5% 03/28	ABG	440000
0.01%	JH NORTH 6.125% 07/32	JHXAU	432000
0.01%	FNMA REMICS FLT 12/54	FNR	6893420
0.01%	FHLMC VAR 03/49	FHMS	4000000
0.01%	ELANCO ANIMAL 6.4% 08/28	ELAN	420000
0.01%	XPO INC 6.25% 06/28	XPO	425000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	424718
0.01%	RHP HOTEL 5.75% 03/34	RHP	432000
0.01%	UMBS MORTPASS 6.5% 04/56	FN	409772
0.01%	UMBS MORTPASS 7% 01/56	FR	399191
0.01%	REPUBLIC OF 7% 04/44	COSTAR	400000
0.01%	GOAT HOLDCO 6.75% 02/32	B	418000
0.01%	REPUBLIC OF 6.3% 06/48	SOAF	500000
0.01%	PETCO HEALTH 8.25% 02/31	WOOF	422000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	419621
0.01%	GNMA 2022-165 VAR 06/64	GNR	9225053
0.00%	GNMA 2020-23 IO VAR 04/62	GNR	9323284
0.00%	FREMF 2018-KF54 FLT 11/28	FREMF	442363
0.00%	BANCO DEL VAR 12/49	BANCO	400000
0.00%	FHLMC VAR 04/29	FHMS	55000000
0.00%	SERBIA 6.5% 09/33	SERBIA	400000
0.00%	BLOCK INC 6% 08/33	XYZ	421000
0.00%	FHLMC VAR 09/44	FHMS	15000000
0.00%	BATH & BODY 7.5% 06/29	BBWI	410000
0.00%	FHLMC VAR 05/28	FHMS	25003542
0.00%	EXETER 6.69% 06/29	EART	410952
0.00%	BRASKEM 4.5% 01/30	BRASKM	900000
0.00%	GNMA 2020-2 IO VAR 03/62	GNR	9941264
0.00%	GNMA 2025-79 HS FLT 05/55	GNR	5280197
0.00%	CURRENCY CONTRACT - GBP		-27961016
0.00%	FREMF 2017-K62 VAR 01/50	FREMF	415000
0.00%	KODIAK GAS 5.875% 04/31	KGS	410000
0.00%	UMBS MORTPASS 6.5% 01/56	FN	393162
0.00%	GNMA 2021-188 IJ 3% 10/51	GNR	2409051
0.00%	CAESARS 4.625% 10/29	CZR	430000
0.00%	WELLS FARGO VAR 06/48	WFCM	423906
0.00%	UMBS MORTPASS 5.5% 02/56	FR	406763
0.00%	VERUS STEP 05/68	VERUS	409934
0.00%	GOLDMAN SACHS VAR 12/49	GS	390000
0.00%	HESS 5.125% 06/28	HESM	410000
0.00%	BANK 2.5% 09/62	BANK	700000
0.00%	AVIS BUDGET 5.58% 12/30	AESOP	403000
0.00%	UMBS MORTPASS 6.5% 03/56	FN	389192
0.00%	UMBS MORTPASS 6.5% 03/56	FN	389370
0.00%	FHLMC VAR 05/48	FHMS	3400000
0.00%	AVIS BUDGET 7.37% 12/29	AESOP	400000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	389408
0.00%	XEROX HOLDINGS 5.5% 08/28	XRX	930000
0.00%	SANTANDER 5.77% 12/28	SDART	401597
0.00%	GS MORTGAGE VAR 03/50	GSMS	500000
0.00%	UMBS MORTPASS 5.5% 01/56	FR	398251
0.00%	COLUMBIA 6.042% 08/28	CPGX	390000
0.00%	SERBIA 6% 06/34	SERBIA	400000
0.00%	CONNECTICUT FLT 07/44	CAS	401956
0.00%	GNMA II 6.5% 06/54	G2	381689
0.00%	GNMA 2024-79 CS FLT 05/54	GNR	9539475
0.00%	BUCKEYE 4.125% 12/27	BPL	405000
0.00%	REPUBLIC OF 6.1% 08/44	PARGUY	400000
0.00%	MIDCONTINENT 8% 08/32	MIDCON	418000
0.00%	PETROLEOS DEL 4.75% 06/32	PETRPE	500000
0.00%	GNMA II MORTPASS 6% 12/54	G2	382022
0.00%	ONDECK ASSET 5.42% 10/31	ONDK	400000
0.00%	UMBS MORTPASS 6.5% 04/56	FN	379865
0.00%	GNMA 2025-69 SW FLT 04/55	GNR	11469557
0.00%	CREDIT 7.09% 10/33	CAALT	391000
0.00%	GRIFOLS SA 4.75% 10/28	GRFSM	400000
0.00%	GREENKO WIND 7.25% 09/28	GRNKEN	394000
0.00%	REPUBLIC OF 8.75% 04/32	ANGOL	400000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	387308
0.00%	GNMA 2020-10 IO VAR 04/62	GNR	9909483
0.00%	GNMA 2025-1 KS FLT 01/55	GNR	8551724
0.00%	XEROX CORP 10.25% 10/30	XRX	505000
0.00%	COMM 2024-CBM VAR 12/41	COMM	390340
0.00%	RAVEN ACQUISITION HOLDIN		395561
0.00%	MH SUB I, LLC		443885
0.00%	GNMA 2023-108 VAR 08/59	GNR	11056028
0.00%	DBJPM 3.264% 08/49	DBJPM	400000
0.00%	GNMA II 6.5% 07/54	G2	362481
0.00%	MORGAN STANLEY 2.5% 02/53	MSC	500000
0.00%	AVIS BUDGET 6.11% 12/30	AESOP	376000
0.00%	OBX 2023-NQM7 STEP 04/63	OBX	377932
0.00%	REPUBLIC OF EL 9.5% 07/52	ELSALV	350000
0.00%	GNMA 2021-95 TA FLT 06/61	GNR	9965119
0.00%	OBX 2023-NQM3 STEP 02/63	OBX	377859
0.00%	UMBS MORTPASS 5.5% 03/56	FN	369315
0.00%	UMBS MORTPASS 6.5% 03/56	FN	359464
0.00%	ATI INC 5.875% 12/27	ATI	375000
0.00%	GNMA 2020-118 VAR 06/62	GNR	6078549
0.00%	AVOLON 6.375% 05/28	AVOL	365000
0.00%	AADVANTAGE LOYALTY IP LTD		379485
0.00%	BRASKEM 7.25% 02/33	BRASKM	800000
0.00%	UMBS MORTPASS 5.5% 03/56	FN	369368
0.00%	UMBS MORTPASS 6.5% 03/56	FN	359371
0.00%	FNMA REMICS FLT 05/54	FNR	5754831
0.00%	UMBS MORTPASS 5.5% 02/56	FR	369100
0.00%	CONNECTICUT FLT 01/43	CAS	350000
0.00%	GNMA 2020-169 VAR 07/62	GNR	6051066
0.00%	HILTON 5.5% 03/34	HLT	376000
0.00%	UMBS MORTPASS 5.5% 12/55	FR	368079
0.00%	UMBS MORTPASS 6% 03/56	FR	359574
0.00%	GNMA 2024-90 IO VAR 07/66	GNR	5760234
0.00%	AVIS BUDGET 5.75% 07/27	CAR	367000
0.00%	MILLICOM 4.5% 04/31	TIGO	400000
0.00%	CURRENCY CONTRACT - EUR		-28459130
0.00%	INFINITY 7.625% 04/31	INFNAR	363000
0.00%	BOYNE USA INC 4.75% 05/29	BIGSKY	375000
0.00%	UMBS MORTPASS 7% 04/56	FN	340000
0.00%	ARDAGH GROUP SA COMMON	ARDHF	48665
0.00%	UMBS MORTPASS 6% 04/56	FN	349845
0.00%	WR GRACE 7% 08/33	GRA	363000
0.00%	LENDINGPOINT 4.54% 06/29	LDPT	777925
0.00%	GNMA 2022-26 IO VAR 02/64	GNR	6658586
0.00%	FHLMC VAR 08/29	FHMS	14097430
0.00%	WHITE CAP SUPPLY HOLDING		370312
0.00%	GNMA 2025-23 SE FLT 02/55	GNR	5985522
0.00%	VSE CORP		354400
0.00%	VELOCITY VAR 08/52	VCC	355326
0.00%	GNMA II MORTPASS 6% 01/55	G2	339567
0.00%	RIVERS 6.25% 10/30	RIVENT	350000
0.00%	UMBS MORTPASS 5.5% 02/56	FN	349285
0.00%	WFRBS VAR 09/57	WFRBS	420000
0.00%	FHLMC VAR 10/34	FHMR	5600000
0.00%	UMBS MORTPASS 6% 04/56	FN	339817
0.00%	FREMF FLT 12/32	FREMF	341640
0.00%	GNMA 2021-80 IO VAR 12/62	GNR	5159074
0.00%	FNMA REMICS FLT 02/55	FNR	5326696
0.00%	GNMA 2024-126 FLT 08/54	GNR	3901599
0.00%	FHLMC VAR 09/32	FHMS	17444358
0.00%	UMBS MORTPASS 5.5% 03/56	FR	339436
0.00%	AXALTA 4.75% 06/27	AXTA	345000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	338860
0.00%	UMBS MORTPASS 7% 01/56	FN	319337
0.00%	AERCAP IRELAND 6.1% 01/27	AER	335000
0.00%	UMBS MORTPASS 6% 04/56	FN	330000
0.00%	TRANSOCEAN 8.75% 02/30	RIG	322000
0.00%	ESAB CORP 6.25% 04/29	ESAB	330000
0.00%	PENSKE 3.75% 06/29	PAG	349000
0.00%	GNMA 2023-46 IO VAR 07/65	GNR	4413361
0.00%	FHLMC 3.78% 01/32	FHMS	335314
0.00%	UMBS MORTPASS 6.5% 02/56	FN	317983
0.00%	UMBS MORTPASS 6% 01/56	FN	319214
0.00%	FREMF 2020-KF76 FLT 01/30	FREMF	338522
0.00%	GNMA 2020-161 VAR 08/62	GNR	4470390
0.00%	MULTIFAMILY FLT 07/54	MCAS	326861
0.00%	GNMA II 6.5% 06/54	G2	311965
0.00%	ARCHROCK 6% 02/34	AROC	330000
0.00%	PETROLEOS 6.375% 01/45	PEMEX	410000
0.00%	SCIENCE 5.875% 11/33	SAIC	330000
0.00%	FHLMC VAR 10/44	FHMS	12000000
0.00%	COREVEST VAR 06/52	CAFL	350000
0.00%	FHLMC VAR 10/29	FHMS	5000000
0.00%	GNMA 2024-151 FLT 09/54	GNR	3879492
0.00%	CURRENCY CONTRACT - AUD		75194687
0.00%	CRESCENT 9.75% 10/30	CRGYFN	300000
0.00%	COREVEST VAR 10/52	CAFL	350000
0.00%	GNMA II MORTPASS 6% 06/54	G2	310246
0.00%	GNMA II 6.5% 06/54	G2	303324
0.00%	INSTALLED 5.625% 02/34	IBP	326000
0.00%	ENBRIDGE INC VAR 01/84	ENBCN	305000
0.00%	GNMA 2020-100 VAR 05/62	GNR	5451316
0.00%	MGM RESORTS 4.625% 09/26	MGM	320000
0.00%	GNMA 2025-1 SU FLT 01/55	GNR	8171148
0.00%	GNMA 2025-124 FLT 07/55	GNR	7758968
0.00%	FNMA REMICS FLT 12/54	FNR	4581451
0.00%	CAESARS 6.5% 02/32	CZR	321000
0.00%	GNMA 2024-30 SC FLT 02/54	GNR	3745386
0.00%	GNMA 2023-102 5.5% 07/53	GNR	310000
0.00%	GNMA 2024-127 FLT 08/54	GNR	4875052
0.00%	UMBS MORTPASS 6.5% 02/56	FR	298538
0.00%	UMBS MORTPASS 6.5% 03/56	FR	298412
0.00%	FHLMC VAR 03/34	FHMR	2500000
0.00%	MULTIFAMILY FLT 07/54	MCAS	300000
0.00%	BIOCEANICO ZERO 06/34	PARCRT	379003
0.00%	AMS-OSRAM AG 12.25% 03/29	AMSSW	291000
0.00%	ALTICE FRANCE 9.5% 11/29	SFRFP	304878
0.00%	BENCHMARK VAR 01/57	BMARK	300000
0.00%	GNMA 2025-1 SL FLT 01/55	GNR	3772145
0.00%	GNMA 2020-120 VAR 05/62	GNR	5348734
0.00%	BMO 2024-5C7 VAR 11/57	BMO	300000
0.00%	UMBS MORTPASS 6.5% 02/56	FR	290813
0.00%	REPUBLIC OF 7.1246% 01/50	ELSALV	350000
0.00%	HSBC HOLDINGS VAR 11/28	HSBC	290000
0.00%	ALBERTSONS COS 5.5% 03/31	ACI	305000
0.00%	FMC GMSR 7.17% 04/27	FMMSR	300000
0.00%	FHLMC VAR 01/27	FHMS	40760240
0.00%	GNMA 2023-26 IO VAR 04/65	GNR	4831256
0.00%	GNMA II 6.5% 03/54	G2	284177
0.00%	COREVEST VAR 03/52	CAFL	300000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	294697
0.00%	MGM RESORTS 5.5% 04/27	MGM	295000
0.00%	COMPASS MINERALS 8% 07/30	CMP	285000
0.00%	FOUNDATION 9.18% 12/43	FFIN	277166
0.00%	GNMA 2024-64 SV FLT 04/54	GNR	6492512
0.00%	FHLMC VAR 09/28	FHMS	188532741
0.00%	UMBS MORTPASS 5.5% 01/56	FN	289153
0.00%	ALTICE 6.875% 07/32	SFRFP	304879
0.00%	JH NORTH 5.875% 01/31	JHXAU	289000
0.00%	GNMA 2020-64 IO VAR 07/62	GNR	3416916
0.00%	NOVA 4.25% 05/29	NCX	295000
0.00%	FREMF 0.1% 01/54	FREMF	78599777
0.00%	BELRON FINANCE 2019 LLC		285465
0.00%	DIAMOND 8.5% 10/30	DO	270000
0.00%	CURRENCY CONTRACT - EUR		17978717
0.00%	GNMA II 6.5% 07/54	G2	269644
0.00%	GENESIS 8.25% 01/29	GEL	272000
0.00%	FNMA REMICS FLT 08/54	FNR	5035796
0.00%	FHLMC STACR FLT 03/43	STACR	277159
0.00%	GNMA 2020-28 IO VAR 11/61	GNR	5110277
0.00%	GNMA 2025-7 SL FLT 01/55	GNR	3942732
0.00%	EXETER 6.76% 09/28	EART	276273
0.00%	FHLMC VAR 06/31	FHMS	6149663
0.00%	GNMA 2024-110 FLT 07/54	GNR	3246438
0.00%	FREMF 2018-KW07 VAR 10/31	FREMF	300000
0.00%	FHLMC VAR 12/28	FHMS	11779094
0.00%	CREDIT 9% 04/33	CAALT	270752
0.00%	UMBS MORTPASS 6.5% 03/56	FR	259169
0.00%	UMBS MORTPASS 6.5% 02/56	FR	259520
0.00%	UMBS MORTPASS 6.5% 04/56	FR	259924
0.00%	UMBS MORTPASS 6% 02/56	FR	259150
0.00%	MRCD 2.71752% 12/36	MRCD	400000
0.00%	GNMA 2022-7 SA FLT 02/64	GNR	6775314
0.00%	FHLMC REMICS FLT 05/54	FHR	3883450
0.00%	UMBS MORTPASS 7% 04/56	FN	249911
0.00%	GNMA 2023-113 FLT 08/53	GNR	5146787
0.00%	GNMA 2019-154 VAR 09/61	GNR	6950344
0.00%	FHLMC VAR 02/57	FHMS	1026415
0.00%	GNMA 2024-190 FLT 11/54	GNR	4136703
0.00%	UMBS MORTPASS 5.5% 02/56	FN	258833
0.00%	FHLMC VAR 11/45	FHMS	8700000
0.00%	FHLMC STACR FLT 10/29	STACR	250000
0.00%	UMBS MORTPASS 5.5% 11/55	FR	258764
0.00%	SM ENERGY CO 6.5% 07/28	SM	260000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	249575
0.00%	GNMA 2024-110 FLT 07/54	GNR	4058780
0.00%	FREMF 0.1% 10/53	FREMF	75779143
0.00%	GNMA 2022-210 VAR 07/64	GNR	4858846
0.00%	UMBS MORTPASS 6.5% 02/56	FR	247362
0.00%	BANK 2020-BNK28 VAR 03/63	BANK	4056306
0.00%	CARPENTER 5.625% 03/34	CRS	256000
0.00%	DB MASTER 2.791% 11/51	DNKN	287250
0.00%	GNMA 2023-144 VAR 12/64	GNR	4605661
0.00%	BAUSCH HEALTH 5% 02/29	BHCCN	350000
0.00%	KKR CLO 22 LTD FLT 07/31	KKR	250000
0.00%	UMBS MORTPASS 5.5% 12/55	FN	248147
0.00%	GNMA II MORTPASS 6% 06/54	G2	240689
0.00%	GENESIS ENERGY 8% 05/33	GEL	238000
0.00%	FHLMC VAR 06/27	FHMS	31393669
0.00%	AHEAD DB 6.625% 05/28	AHEDBB	250000
0.00%	DRYDEN 64 CLO FLT 04/31	DRSLF	245993
0.00%	FHLMC VAR 09/30	FHMS	7203286
0.00%	BWX 4.125% 06/28	BWXT	250000
0.00%	FREMF 2019-K91 VAR 04/51	FREMF	250000
0.00%	FHLMC VAR 04/28	FHMS	5000000
0.00%	FHLMC VAR 10/55	FHMS	1714663
0.00%	UMBS MORTPASS 6.5% 03/56	FR	229575
0.00%	FHLMC VAR 09/28	FHMS	128248079
0.00%	GNMA 2024-27 GB 5% 02/54	GNR	250000
0.00%	FHLMC VAR 10/38	FHMS	1000000
0.00%	UMBS MORTPASS 6.5% 02/56	FN	229474
0.00%	ALLISON 4.75% 10/27	ALSN	240000
0.00%	CELANESE US 1.4% 08/26	CE	240000
0.00%	GNMA II MORTPASS 6% 02/53	G2	229783
0.00%	NEWELL 7.375% 04/36	NWL	250000
0.00%	GNMA 2024-112 FLT 07/54	GNR	3376095
0.00%	GNMA II MORTPASS 6% 12/54	G2	225437
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	260000
0.00%	GNMA 2024-126 FLT 08/54	GNR	3826364
0.00%	UMBS MORTPASS 5.5% 01/56	FR	229581
0.00%	FHLMC MSCR FLT 01/51	MSCR	232041
0.00%	UMBS MORTPASS 6.5% 03/56	FR	219410
0.00%	UMBS MORTPASS 6.5% 02/56	FR	219306
0.00%	ATI INC 7.25% 08/30	ATI	220000
0.00%	ATI INC 7.25% 08/30	ATI	220000
0.00%	GLS AUTO 6.15% 04/28	GCAR	226962
0.00%	UMBS MORTPASS 6.5% 02/56	FR	219651
0.00%	FHLMC VAR 01/45	FHMS	14999854
0.00%	GNMA 2024-159 FLT 10/54	GNR	3183435
0.00%	WILLIAMS 7.375% 10/31	WLSC	220000
0.00%	FS 8.625% 06/33	FSBIOE	230000
0.00%	DISCOVERY 3.755% 03/27	WBD	228000
0.00%	FNMA MORTPASS 4.97% 10/30	FN	220000
0.00%	GNMA 2021-82 TA FLT 04/61	GNR	9952249
0.00%	CSC HOLDINGS 5.375% 02/28	CSCHLD	300000
0.00%	SM ENERGY CO 6.5% 07/28	SM	220000
0.00%	GNMA 2025-7 QS FLT 01/55	GNR	3259187
0.00%	LIVE NATION 3.75% 01/28	LYV	225000
0.00%	HOLOGIC INC 4.625% 02/28	HOLX	220000
0.00%	GNMA 2021-153 FLT 08/61	GNR	6411782
0.00%	UMBS MORTPASS 6.5% 01/56	FR	209018
0.00%	UMBS MORTPASS 6.5% 01/56	FN	209276
0.00%	GNMA 2021-35 IO VAR 12/62	GNR	3053977
0.00%	UMBS MORTPASS 6.5% 01/56	FN	207533
0.00%	BANK 2.5% 03/63	BANK	320000
0.00%	UMBS MORTPASS 6% 03/56	FR	209824
0.00%	ENPRO INC 6.125% 06/33	NPO	212000
0.00%	STARWOOD 4.261% 11/55	STAR	250000
0.00%	THEOREM 9.27% 12/28	THRM	212301
0.00%	FREMF 0.1% 09/53	FREMF	63509996
0.00%	MH SUB I, LLC		300464
0.00%	FREMF 0.1% 05/53	FREMF	67764385
0.00%	BBCMS MORTGAGE VAR 09/54	BBCMS	4500000
0.00%	GNMA II MORTPASS 6% 12/54	G2	205214
0.00%	FHLMCGLD 4.45% 12/32	FR	210000
0.00%	REPUBLIC OF 6.55% 02/37	GUATEM	200000
0.00%	FORVIA SE 6.75% 09/33	EOFP	212000
0.00%	GNMA II MORTPASS 6% 09/54	G2	202683
0.00%	XEROX 8.875% 11/29	XRX	648000
0.00%	GNMA II 6.5% 08/54	G2	196379
0.00%	BENCHMARK VAR 07/56	BMARK	200000
0.00%	INSTITUTO 6.75% 10/31	COSICE	200000
0.00%	IHO VERWALTUNGS 8% 11/32	IHOVER	200000
0.00%	FHLMC VAR 07/45	FHMS	8509531
0.00%	GNMA II MORTPASS 6% 11/54	G2	195655
0.00%	AZULE ENERGY 8.125% 01/30	AZURGY	200000
0.00%	UMBS MORTPASS 5.5% 12/55	FR	198864
0.00%	HINNT 2022-A 6.5% 05/41	HINTT	203220
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	225000
0.00%	FORD MOTOR 6.95% 06/26	F	200000
0.00%	FHLMC MSCR FLT 07/41	MSCR	200000
0.00%	FORD MOTOR 4.542% 08/26	F	200000
0.00%	SHUTTERFLY 8.5% 10/27	SFLY	205391
0.00%	UMBS MORTPASS 5.5% 01/55	FR	197370
0.00%	FREMF 0.1% 04/33	FREMF	45000576
0.00%	GNMA II MORTPASS 6% 01/55	G2	187238
0.00%	180 MEDICAL 3.875% 10/29	CTECLN	200000
0.00%	GNMA II MORTPASS 6% 09/54	G2	188083
0.00%	GNMA II MORTPASS 6% 06/54	G2	187204
0.00%	REPUBLIC OF 8% 05/32	KENINT	200000
0.00%	FIBERCOP SPA 6% 09/34	FIBCOP	200000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	188508
0.00%	DANA INC 4.25% 09/30	DAN	199000
0.00%	GNMA II MORTPASS 6% 12/54	G2	181782
0.00%	REPUBLIC OF 7.3% 04/52	SOAF	200000
0.00%	OBX 2023-NQM6 STEP 07/63	OBX	187482
0.00%	ARAB REPUBLIC 7.3% 09/33	EGYPT	200000
0.00%	GNMA 2019-155 VAR 07/61	GNR	5014765
0.00%	CURRENCY CONTRACT - AUD		15208242
0.00%	GNMA II 6.5% 07/54	G2	176037
0.00%	WELLS FARGO 3% 05/51	WFCM	250000
0.00%	GOVERNMENT OF 4.45% 07/31	MONGOL	200000
0.00%	HSBC HOLDINGS VAR 12/49	HSBC	200000
0.00%	GNMA 2021-107 XI 3% 06/51	GNR	1115332
0.00%	FHLMC VAR 02/45	FHMS	11342000
0.00%	VELOCITY VAR 06/52	VCC	186181
0.00%	FHLMC MSCR FLT 02/45	MSCR	180000
0.00%	FREMF 0.1% 09/52	FREMF	58062534
0.00%	FHLMC VAR 09/46	FHMS	3000000
0.00%	COLT 2023-2 STEP 07/68	COLT	181587
0.00%	FHLMC VAR 08/28	FHMS	14800588
0.00%	CURRENCY CONTRACT - EUR		-3315119543
0.00%	ALTICE FRANCE 6.5% 04/32	SFRFP	190549
0.00%	FNMA MORTPASS 1.72% 10/31	FN	205000
0.00%	UMBS MORTPASS 6.5% 02/56	FR	169730
0.00%	GNMA 2022-141 VAR 06/64	GNR	2862644
0.00%	FHLMC VAR 01/29	FHMS	13444867
0.00%	UMBS MORTPASS 6% 04/56	FR	170000
0.00%	GNMA II MORTPASS 6% 12/54	G2	166933
0.00%	NEW RESIDENTIAL VAR 05/58	NRZT	186473
0.00%	FIRST STUDENT 4% 07/29	FRSTST	180000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	169499
0.00%	VZ SECURED 5% 01/32	ZIGGO	200000
0.00%	GNMA II 6.5% 05/54	G2	162330
0.00%	UMBS MORTPASS 5.5% 01/56	FR	169532
0.00%	INEOS 9.625% 03/29	STYRO	200000
0.00%	CD 2016-CD2 VAR 11/49	CD	290000
0.00%	ADT SECURITY 4.875% 07/32	ADT	180000
0.00%	GNMA II MORTPASS 6% 04/54	G2	162235
0.00%	FNMA MORTPASS 5.06% 09/30	FN	162000
0.00%	UMBS MORTPASS 6.5% 04/56	FR	160000
0.00%	BANK 2022-BNK39 VAR 02/55	BANK	7988430
0.00%	NEW 3.55% 02/39	NRMLT	168000
0.00%	SANTANDER 6.69% 03/31	SDART	161005
0.00%	GNMA II MORTPASS 6% 01/55	G2	156474
0.00%	CURRENCY CONTRACT - EUR		62373520
0.00%	GNMA II MORTPASS 6% 12/54	G2	155658
0.00%	UMBS MORTPASS 5.5% 12/55	FN	159403
0.00%	GNMA II 6.5% 08/54	G2	150022
0.00%	GNMA II 6.5% 07/54	G2	147079
0.00%	KNIFE RIVER 7.75% 05/31	KNIRIV	150000
0.00%	BX TRUST FLT 01/39	BX	155000
0.00%	GNMA II 6.5% 08/54	G2	145903
0.00%	GNMA 2024-121 VAR 07/66	GNR	1659085
0.00%	GNMA II 6.5% 07/54	G2	143589
0.00%	PAGAYA AI 3.27% 05/29	PAID	151774
0.00%	FREMF 2019-K735 VAR 05/26	FREMF	150000
0.00%	BX COMMERCIAL FLT 10/36	BX	148758
0.00%	TRANSDIGM INC.		148115
0.00%	DOMINICAN 6% 02/33	DOMREP	150000
0.00%	GNMA II 6.5% 06/54	G2	139601
0.00%	FHLMC VAR 06/28	FHMS	60467393
0.00%	CURRENCY CONTRACT - AUD		15038939
0.00%	UMBS MORTPASS 6.5% 02/56	FN	139696
0.00%	HERTZ VEHICLE 6.91% 06/27	HERTZ	145999
0.00%	LENDINGCLUB LOAN 0% 03/37	LCLC	50000
0.00%	TRINET GROUP 7.125% 08/31	TNET	150000
0.00%	FREMF 0.1% 03/53	FREMF	50826377
0.00%	ATS CORP 4.125% 12/28	ATSCN	150000
0.00%	ROCKIES 4.8% 05/30	ROCKIE	150000
0.00%	JPMBB VAR 12/48	JPMBB	150000
0.00%	CIENA CORP 4% 01/30	CIEN	150000
0.00%	NRZ EXCESS 3.104% 07/26	NZES	144366
0.00%	QXO BUILDING PRODUCTS, I		143555
0.00%	UMBS MORTPASS 5.5% 12/55	FN	141110
0.00%	FHLMC VAR 09/27	FHMS	17424096
0.00%	FREMF 0.1% 09/60	FREMF	43266944
0.00%	GNMA 2022-106 VAR 02/64	GNR	2695174
0.00%	FREMF 0.1% 09/30	FREMF	40372171
0.00%	GNMA II MORTPASS 6% 12/54	G2	129441
0.00%	GNMA 2021-78 IB 3% 05/51	GNR	759618
0.00%	FHLMC VAR 12/44	FHMS	13199853
0.00%	FREMF 2019-K92 0.1% 04/29	FREMF	57210606
0.00%	CURRENCY CONTRACT - JPY		-14777460
0.00%	JELD-WEN INC 4.875% 12/27	JELD	200000
0.00%	FHLMC VAR 01/48	FHMS	11779376
0.00%	GNMA II 6.5% 08/54	G2	121233
0.00%	GNMA 2021-60 IO VAR 05/63	GNR	2141940
0.00%	GNMA II MORTPASS 6% 01/55	G2	122386
0.00%	CURRENCY CONTRACT - CAD		115302990
0.00%	GNMA II 6.5% 05/54	G2	116000
0.00%	CHL MORTGAGE FLT 04/46	CWHL	132997
0.00%	CURRENCY CONTRACTS - ZAR		-14637099
0.00%	NEW RESIDENTIAL VAR 11/59	NRZT	124458
0.00%	GNMA 2021-185 VAR 11/63	GNR	1374328
0.00%	GNMA II MORTPASS 6% 06/54	G2	114422
0.00%	GNMA 2021-224 VAR 04/64	GNR	1865289
0.00%	GNMA 2023-15 IO VAR 08/64	GNR	1719687
0.00%	FREMF 0.1% 11/52	FREMF	103592444
0.00%	SPECTRUM 3.875% 03/31	SPB	129000
0.00%	BATH & BODY 6.75% 07/36	BBWI	115000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	109802
0.00%	CURRENCY CONTRACT - AUD		15208415
0.00%	MEDLINE BORROWER, LP		108601
0.00%	IRON MOUNTAIN 6.25% 01/33	IRM	108000
0.00%	GNMA 2022-134 VAR 06/64	GNR	2845484
0.00%	GFL 4.375% 08/29	GFLCN	110000
0.00%	GNMA II MORTPASS 6% 10/54	G2	102109
0.00%	GNMA II 6.5% 08/54	G2	97419
0.00%	NESCO HOLDINGS 5.5% 04/29	NSCO	105000
0.00%	REGAL REXNORD 6.4% 04/33	RRX	97000
0.00%	EXETER 5.98% 12/28	EART	101326
0.00%	GNMA II MORTPASS 6% 07/54	G2	97605
0.00%	GNMA 2016-165 VAR 12/57	GNR	3288254
0.00%	TRICON 5.739% 04/39	TCN	101000
0.00%	TUCIELO 2025-ASSICIATION		100000
0.00%	TUCIELO 2025-ASSICIATION		100000
0.00%	FHLMC VAR 12/45	FHMS	1850000
0.00%	GNMA 2015-33 IO VAR 02/56	GNR	34428611
0.00%	TRANSCANADA VAR 09/79	TRPCN	100000
0.00%	GNMA II MORTPASS 6% 01/55	G2	95124
0.00%	CURRENCY CONTRACT - JPY		-7784820
0.00%	REPUBLIC OF ZERO 07/26	GHANA	100000
0.00%	GNMA II MORTPASS 6% 12/54	G2	94600
0.00%	LENDINGCLUB LOAN 0% 04/37	LCLC	50000
0.00%	GNMA II MORTPASS 6% 12/54	G2	93068
0.00%	GNMA 2021-61 IO VAR 08/63	GNR	1306096
0.00%	GNMA 2019-53 IA VAR 06/61	GNR	1956640
0.00%	WFRBS VAR 09/57	WFRBS	100000
0.00%	FNMA-ACES VAR 06/29	FNA	3955264
0.00%	BAYVIEW FLT 12/31	BVCLN	90353
0.00%	CHARTER 5.375% 04/38	CHTR	100000
0.00%	CURRENCY CONTRACT - JPY		-9784806
0.00%	DYCOM 4.5% 04/29	DY	90000
0.00%	GNMA II MORTPASS 6% 06/54	G2	83407
0.00%	HILTON GRAND 6.79% 06/34	HGVT	85406
0.00%	GRIFFON CORP 5.75% 03/28	GFF	85000
0.00%	WELLS FARGO VAR 04/55	WFCM	100000
0.00%	BAYVIEW FLT 12/31	BVCLN	82384
0.00%	FHLMC VAR 06/30	FHMS	2089296
0.00%	CURRENCY CONTRACT - EUR		-29957417
0.00%	CURRENCY CONTRACT - EUR		18049234
0.00%	LENDINGCLUB LOAN 0% 03/37	LCLC	50000
0.00%	CURRENCY CONTRACT - AUD		9829297
0.00%	FHLMC VAR 12/27	FHMS	14380427
0.00%	UMBS MORTPASS 5.5% 01/56	FN	79540
0.00%	FREMF 0.1% 05/53	FREMF	24000000
0.00%	FREMF 0.1% 01/54	FREMF	20236360
0.00%	CURRENCY CONTRACT - GBP		-1663651458
0.00%	DEEPHAVEN VAR 03/67	DRMT	80929
0.00%	CURRENCY CONTRACT - JPY		-7784825
0.00%	GNMA II 6.5% 08/54	G2	73422
0.00%	GNMA II 6.5% 07/54	G2	73245
0.00%	FHLMC VAR 04/32	FHMS	4076907
0.00%	FHLMC VAR 10/26	FHMS	43253896
0.00%	FHLMC VAR 10/28	FHMR	2000000
0.00%	GNMA II MORTPASS 6% 01/55	G2	73241
0.00%	HERTZ 4.625% 12/26	HTZ	83000
0.00%	GNMA II 6.5% 07/54	G2	70779
0.00%	DT AUTO OWNER 5.55% 10/28	DTAOT	73764
0.00%	ALTICE FRANCE 10% 01/33	SFRFP	80000
0.00%	GNMA II 6.5% 08/54	G2	68908
0.00%	GNMA II 6.5% 04/45	G2	69155
0.00%	DORNOCH DEBT 6.625% 10/29	DEXAXL	80000
0.00%	GNMA II MORTPASS 6% 09/54	G2	67828
0.00%	GNMA II MORTPASS 6% 01/55	G2	66835
0.00%	MFA 2021-NQM1 VAR 04/65	MFRA	70972
0.00%	CURRENCY CONTRACT - CAD		-1663543607
0.00%	CONNECTICUT FLT 11/41	CAS	64000
0.00%	GNMA II MORTPASS 6% 11/54	G2	61815
0.00%	FNMA-ACES 0.5% 10/32	FNA	70154
0.00%	GNMA II MORTPASS 6% 12/54	G2	61203
0.00%	TRIMAS CORP 4.125% 04/29	TRS	65000
0.00%	CURRENCY CONTRACT - USD		-3866430
0.00%	FHLMC VAR 06/29	FHMS	1614000
0.00%	COINBASE 3.375% 10/28	COIN	65000
0.00%	GNMA II MORTPASS 6% 07/54	G2	59256
0.00%	FREMF 0.1% 11/53	FREMF	67361689
0.00%	GNMA II MORTPASS 6% 01/55	G2	57843
0.00%	ALLISON 4.75% 10/27	ALSN	60000
0.00%	GNMA II 6.5% 08/54	G2	55908
0.00%	FREMF 0.1% 10/53	FREMF	15633000
0.00%	PRIME 5.75% 04/26	PRSESE	56000
0.00%	GNMA 2021-141 FLT 06/63	GNR	1649702
0.00%	BIG RIVER 6.625% 01/29	BIGBRS	55000
0.00%	CHARTER 6.65% 02/34	CHTR	50000
0.00%	FREMF 0.1% 09/53	FREMF	14600000
0.00%	UPSTART VAR 02/30	UPSPT	50946
0.00%	NRZ EXCESS 3.474% 11/26	NZES	50615
0.00%	GNMA II MORTPASS 6% 11/54	G2	47835
0.00%	NOVA 4.25% 05/29	NCX	50000
0.00%	FHLMC VAR 09/35	FHMS	336060
0.00%	HOLOGIC INC 4.625% 02/28	HOLX	45000
0.00%	GNMA II 6.5% 08/54	G2	42186
0.00%	GNMA II MORTPASS 6% 12/54	G2	42218
0.00%	FREMF 0.1% 09/52	FREMF	12768420
0.00%	FHLMC VAR 10/34	FHMS	1181959
0.00%	CURRENCY CONTRACT - JPY		-4992656
0.00%	CURRENCY CONTRACT - NZD		85271341
0.00%	FHLMC VAR 10/29	FHMS	1633245
0.00%	LENDINGPOINT 8.68% 02/30	LDPT	40985
0.00%	FHLMC VAR 10/27	FHMR	2000000
0.00%	FHLMC VAR 11/28	FHMS	751485
0.00%	FREMF 0.1% 01/54	FREMF	10972469
0.00%	FREMF 0.1% 05/29	FREMF	17525960
0.00%	FHLMC VAR 03/27	FHMS	9898106
0.00%	FREMF 0.1% 03/53	FREMF	12000000
0.00%	CHINESE RENMINBI(YUAN)CUR		71422508
0.00%	FREMF 0.1% 10/32	FREMF	13930571
0.00%	UPSTART VAR 04/30	UPSPT	36198
0.00%	GNMA II 6.5% 08/54		35185
0.00%	GNMA 2014-181 FLT 12/44	GNR	376402
0.00%	CURRENCY CONTRACT - AUD		-1662690422
0.00%	FHLMC VAR 11/46	FHMS	621062
0.00%	CURRENCY CONTRACT - EUR		5470631
0.00%	GOLDENTREE LOAN FLT 07/30	GLD12	33236
0.00%	AMERICAN 3.95% 01/32	AAL	34250
0.00%	CURRENCY CONTRACT - AUD		-17994357
0.00%	FREMF 2019-K92 0.1% 07/29	FREMF	12014516
0.00%	CURRENCY CONTRACT - AUD		15257693
0.00%	FREMF 0.1% 08/30	FREMF	9003480
0.00%	CURRENCY CONTRACT - USD		-15381083821
0.00%	CITIGROUP VAR 11/51	CGCMT	1872675
0.00%	FREMF 0.1% 11/52	FREMF	24500000
0.00%	CURRENCY CONTRACT - JPY		1654353397
0.00%	FREMF 0.1% 05/33	FREMF	5250000
0.00%	RAVEN ACQUISITION HOLDIN		28539
0.00%	FLAGSHIP 5.05% 01/28	FCAT	27910
0.00%	FREMF 0.1% 06/29	FREMF	10000000
0.00%	CURRENCY CONTRACT - CHF		16545652
0.00%	FNMA-ACES VAR 02/30	FNA	3096595
0.00%	ATI INC 4.875% 10/29	ATI	25000
0.00%	FNMA-ACES VAR 01/32	FNA	2789675
0.00%	SHUTTERFLY 9.75% 10/27	SFLY	22913
0.00%	GNMA 2021-142 XI 3% 08/51	GNR	120244
0.00%	FREMF 2018-KF43 FLT 01/28	FREMF	21473
0.00%	FHLMC VAR 03/28	FHMS	2051692
0.00%	FREMF 0.1% 11/53	FREMF	17500000
0.00%	ALTICE FRANCE SA		1131
0.00%	CITIGROUP VAR 06/51	CGCMT	1431920
0.00%	CURRENCY CONTRACT - GBP		13997755
0.00%	REPUBLIC OF ZERO 07/26	GHANA	17600
0.00%	GNMA 2020-150 VAR 12/62	GNR	236173
0.00%	FREMF ZERO 12/49	FREMF	18076
0.00%	CURRENCY CONTRACT - CHF		8295088
0.00%	VELOCITY 3.59% 04/48	VCC	14170
0.00%	CITIGROUP 3.225% 09/48	CGCMT	13174
0.00%	FREMF 0.1% 09/30	FREMF	3300000
0.00%	CURRENCY CONTRACT - USD		-287886916
0.00%	CURRENCY CONTRACT - USD		-1945720
0.00%	CURRENCY CONTRACT - USD		-71422508
0.00%	CURRENCY CONTRACT - CHF		10519049
0.00%	CURRENCY CONTRACT - EUR		17848799
0.00%	CURRENCY CONTRACT - USD		-7943647889
0.00%	CURRENCY CONTRACT - USD		-347946662
0.00%	CURRENCY CONTRACT - EUR		600000
0.00%	CURRENCY CONTRACT - BRL		100721103
0.00%	CURRENCY CONTRACT - CAD		-9071137
0.00%	ALTICE FRANCE SA ZERO		334
0.00%	FREMF 0.1% 10/32	FREMF	1600000
0.00%	TRINSEO 7.625% 05/29		192072
0.00%	FREMF 2018-KF50 FLT 07/28	FREMF	3382
0.00%	FHLMC VAR 08/27	FHMS	614142
0.00%	FREMF 2019-KF62 FLT 04/26	FREMF	2072
0.00%	CURRENCY CONTRACT - NZD		-7797946
0.00%	CURRENCY CONTRACT - KRW		940614317
0.00%	CURRENCY CONTRACT - USD		-1451267
0.00%	CURRENCY CONTRACT - USD		-100721103
0.00%	CURRENCY CONTRACT - JPY		7943647889
0.00%	FNMA REMICS FLT 04/41	FNR	202
0.00%	GNMA II 6.5% 09/28	G2	106
0.00%	GNMA II 4.5% 07/52	G2	22
0.00%	JAPANESE YEN		7
0.00%	CDI CDX.NA 5 USD0631		-86309000
0.00%	CDI CDX.NA 5 USD0631		-14249000
0.00%	CDI CDX.NA 5 USD0631		-14019000
0.00%	CDI CDX.NA 5 USD0631		-7010000
0.00%	CDI CDX.NA 5 USD0631		-14020000
0.00%	CDS BAC 3 1 USD0628		-5000000
0.00%	CDS BAC 3 1 USD0628		-2200000
0.00%	CHINESE RENMINBI(YUAN)CUR		-10437794
0.00%	CHINESE RENMINBI(YUAN)CUR		-10367066
0.00%	CURRENCY CONTRACT - AUD		-6770705
0.00%	CURRENCY CONTRACT - AUD		-52072614
0.00%	CURRENCY CONTRACT - AUD		-67165084
0.00%	CURRENCY CONTRACT - AUD		-10411106
0.00%	CURRENCY CONTRACT - AUD		-10600130
0.00%	CURRENCY CONTRACT - BRL		-18876228
0.00%	CURRENCY CONTRACT - BRL		-19386443
0.00%	CURRENCY CONTRACT - CAD		-82872567
0.00%	CURRENCY CONTRACT - CHF		-10423715
0.00%	CURRENCY CONTRACT - CHF		-13226513
0.00%	CURRENCY CONTRACT - EUR		17978717
0.00%	CURRENCY CONTRACT - EUR		-532357
0.00%	CURRENCY CONTRACT - EUR		-17870538
0.00%	CURRENCY CONTRACT - EUR		-689447
0.00%	CURRENCY CONTRACT - EUR		-72281441
0.00%	CURRENCY CONTRACT - EUR		-6311008
0.00%	CURRENCY CONTRACT - EUR		-15547077
0.00%	CURRENCY CONTRACT - EUR		-17978717
0.00%	CURRENCY CONTRACT - EUR		15547077
0.00%	CURRENCY CONTRACT - GBP		-18580874
0.00%	CURRENCY CONTRACT - GBP		-39779030
0.00%	CURRENCY CONTRACT - JPY		-49938004
0.00%	CURRENCY CONTRACT - JPY		-19285682
0.00%	CURRENCY CONTRACT - JPY		-10370551
0.00%	CURRENCY CONTRACT - KRW		-9729382
0.00%	CURRENCY CONTRACT - KRW		-625371
0.00%	CURRENCY CONTRACT - NZD		-77365075
0.00%	CURRENCY CONTRACT - NZD		-48844021
0.00%	CURRENCY CONTRACT - USD		2267500
0.00%	CURRENCY CONTRACT - USD		10415721
0.00%	CURRENCY CONTRACT - USD		18321989
0.00%	CURRENCY CONTRACT - USD		38265286
0.00%	CURRENCY CONTRACT - USD		48790044
0.00%	CURRENCY CONTRACT - USD		49809902
0.00%	CURRENCY CONTRACT - USD		2275858
0.00%	CURRENCY CONTRACT - USD		82980488
0.00%	CURRENCY CONTRACT - USD		1684477
0.00%	CURRENCY CONTRACT - USD		10285185
0.00%	CURRENCY CONTRACT - USD		10587419
0.00%	CURRENCY CONTRACT - USD		18581812
0.00%	CURRENCY CONTRACT - USD		52093390
0.00%	CURRENCY CONTRACT - USD		19515471
0.00%	CURRENCY CONTRACT - USD		1136406
0.00%	CURRENCY CONTRACT - USD		72179354
0.00%	CURRENCY CONTRACT - USD		17132371
0.00%	CURRENCY CONTRACT - USD		20698790
0.00%	CURRENCY CONTRACT - USD		10374141
0.00%	CURRENCY CONTRACT - USD		13182859
0.00%	CURRENCY CONTRACTS - ZAR		-27844484
0.00%	CURRENCY CONTRACTS - ZAR		-17094963
0.00%	ESCROW RITE AID 0.0 31 DE		36352
0.00%	OIS SOFR /3.692% USD0830		-213000000
0.00%	OIS SOFR /3.762% USD0133		-143000000
0.00%	CURRENCY CONTRACT - JPY		-7785577
0.00%	CURRENCY CONTRACT - CAD		-7785577
0.00%	CURRENCY CONTRACT - USD		-10519049
0.00%	CURRENCY CONTRACT - EUR		15402501
0.00%	CURRENCY CONTRACT - USD		-988480
0.00%	CURRENCY CONTRACT - EUR		450000
0.00%	CURRENCY CONTRACT - CAD		14585962
0.00%	CURRENCY CONTRACT - CAD		14609882
0.00%	CURRENCY CONTRACTS - ZAR		287886916
0.00%	CURRENCY CONTRACT - CAD		14320247
0.00%	CURRENCY CONTRACT - CAD		14343057
0.00%	CURRENCY CONTRACT - JPY		559258678
0.00%	CHINESE RENMINBI(YUAN)CUR		71422508
0.00%	CURRENCY CONTRACT - USD		-13997755
0.00%	CURRENCY CONTRACT - CAD		-7785578
0.00%	CURRENCY CONTRACT - NZD		9767689
0.00%	CDS BAC 3 1 USD0628		2200000
0.00%	CURRENCY CONTRACT - JPY		1096877787
0.00%	CURRENCY CONTRACT - CHF		8238934
0.00%	CURRENCY CONTRACT - USD		-85271341
0.00%	CURRENCY CONTRACT - USD		-15260154
0.00%	CURRENCY CONTRACT - JPY		1655619330
0.00%	CURRENCY CONTRACT - EUR		18032634
0.00%	CURRENCY CONTRACT - EUR		18032634
0.00%	CDS BAC 3 1 USD0628		5000000
0.00%	CURRENCY CONTRACT - CAD		28766474
0.00%	CURRENCY CONTRACT - CHF		-9015216
0.00%	CURRENCY CONTRACT - USD		-15009971
0.00%	CURRENCY CONTRACT - KRW		14440469504
0.00%	CURRENCY CONTRACT - GBP		15379240
0.00%	CURRENCY CONTRACT - JPY		1637022703
0.00%	CURRENCY CONTRACT - GBP		7824511
0.00%	CURRENCY CONTRACT - EUR		-15569551
0.00%	CURRENCY CONTRACT - USD		-115302990
0.00%	CURRENCY CONTRACTS - ZAR		171444343
0.00%	CURRENCY CONTRACT - CAD		-18030433
0.00%	CURRENCY CONTRACT - JPY		1639717828
0.00%	CURRENCY CONTRACT - JPY		1642809545
0.00%	CURRENCY CONTRACT - USD		-62373520
0.00%	CURRENCY CONTRACT - GBP		29816270
0.00%	CURRENCY CONTRACT - GBP		15473664
0.00%	CURRENCY CONTRACT - CHF		-18060513
0.00%	CURRENCY CONTRACTS - ZAR		464389234
0.00%	CURRENCY CONTRACT - JPY		3036759622
0.00%	CURRENCY CONTRACT - USD		-75194687
0.00%	CDI CDX.NA 5 USD0631		7010000
0.00%	CURRENCY CONTRACT - AUD		95807968
0.00%	CURRENCY CONTRACT - AUD		28667920
-0.01%	OIS SOFR /3.762% USD0133		143000000
-0.01%	CDI CDX.NA 5 USD0631		14019000
-0.01%	CDI CDX.NA 5 USD0631		14020000
-0.01%	CDI CDX.NA 5 USD0631		14249000
-0.01%	OIS SOFR /3.692% USD0830		213000000
-0.01%	COLLATERAL USD TBA		-950000
-0.03%	CURRENCY CONTRACT - NZD		131364594
-0.04%	EURO-BUND 06/08/2026	RXM6 Comdty	953
-0.04%	US 2YR NOTE 06/30/2026	TUM6 COMB Comdty	2170
-0.05%	CDI CDX.NA 5 USD0631		86309000
-0.10%	TBA UMBS SINGLE 3.5%	FNCL	-9325000
-0.11%	TBA GNMA2 SINGLE 4.5%	G2SF	-9210000
-0.11%	US 10YR NOTE 06/18/2026	TYM6 COMB Comdty	5662
-0.12%	US 5YR NOTE 06/30/2026	FVM6 COMB Comdty	10434
-0.14%	TBA UMBS SINGLE 6.5%	FNCL	-11300000
-0.14%	TBA UMBS SINGLE FAMILY 5%	FNCL	-12200000
-0.17%	TBA UMBS SINGLE 2.5%	FNCL	-17000000
-0.18%	TBA UMBS SINGLE FAMILY 3%	FNCL	-16900000
-0.18%	TBA UMBS SINGLE 6.5%	FNCL	-14500000
-0.24%	TBA GNMA2 SINGLE 3.5%	G2SF	-22500000
-0.28%	TBA UMBS SINGLE FAMILY 6%	FNCL	-23100000
-0.28%	TBA UMBS SINGLE 4.5%	FNCL	-24500000
-0.33%	TBA UMBS SINGLE 5.5%	FNCL	-27500000
-0.33%	TBA UMBS SINGLE 3.5%	FNCL	-30775000
-0.46%	TBA UMBS SINGLE FAMILY 4%	FNCL	-41593000
-0.49%	TBA GNMA2 SINGLE 4%	G2SF	-43701500
-0.71%	SWAP CASH COLLATERAL USD		-59813000
-1.25%	TBA GNMA2 SINGLE 3%	G2SF	-118200000
-1.65%	TBA GNMA2 SINGLE 5.5%	G2SF	-138701312
-3.51%	TBA UMBS SINGLE FAMILY 6%	FNCL	-290818905
-5.14%	TBA UMBS SINGLE 5.5%	FNCL	-432600000

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