JPMorgan Income ETF - Holdings

Etf holdings as of June 4, 2026Number of holdings: 2681

Full holdings list

Weight %	Name	Ticker	Shares Held
2.72%	JPMORGAN PRIME MONEY	JIMXX	254802939
2.12%	GNMA II 5.5% 12/55	G2	196944328
1.60%	GNMA II 5.5% 01/56	G2	148271242
1.43%	GNMA II 6.5% 06/56	G2	127797839
1.42%	GNMA II MORTPASS 6% 04/56	G2	129759407
1.21%	GNMA II MORTPASS 6% 06/56	G2	111199836
1.08%	UMBS MORTPASS 5.5% 01/56	FN	100252346
0.92%	CASH		86455952
0.87%	UMBS MORTPASS 6% 11/55	FR	78631906
0.86%	TBA GNMA2 SINGLE 6%	G2SF	78880000
0.85%	TBA GNMA2 SINGLE 4.5%	G2SF	82790000
0.75%	OTCBA FINRA CSH AT BROKER		70613000
0.75%	UMBS MORTPASS 5.5% 01/56	FR	70281191
0.71%	CITI ASSET 25.54% 05/32	CART1	65671042
0.66%	UMBS MORTPASS 6% 11/55	FN	59665856
0.61%	UMBS MORTPASS 5.5% 03/56	FR	56462917
0.58%	FHLMC STACR FLT 10/50	STACR	39871608
0.57%	GNMA II 5.5% 08/55	G2	52804616
0.55%	TBA GNMA2 SINGLE 5.5%	G2SF	50998688
0.54%	GNMA 2026-23 A 4.5% 01/60	GNR	51857909
0.53%	GNMA II 5.5% 02/55	G2	49465357
0.52%	CITI ASSET 25.42% 06/32	CART1	46567000
0.51%	UMBS MORTPASS 6% 10/55	FN	45942383
0.50%	GNMA II 5.5% 04/55	G2	46393781
0.47%	GNMA II MORTPASS 6% 10/53	G2	42175160
0.43%	GNMA 2026-16 AC 4% 12/57	GNR	41453495
0.42%	GNMA II 6.5% 01/56	G2	37311765
0.41%	GNMA II MORTPASS 6% 05/56	G2	37620000
0.38%	UMBS MORTPASS 6% 05/55	FN	35016863
0.36%	CITI ASSET 25.95% 04/32	CART1	33507881
0.33%	GNMA II MORTPASS 6% 03/55	G2	29495646
0.32%	UMBS MORTPASS 5.5% 01/56	FR	29882944
0.32%	UMBS MORTPASS 5.5% 11/55	FR	29469979
0.31%	FHLMC STACR FLT 01/34	STACR	23730000
0.30%	UMBS MORTPASS 6.5% 08/55	FR	26503988
0.29%	GNMA II MORTPASS 6% 10/54	G2	25920854
0.28%	MULTIFAMILY FLT 11/53	MCAS	22985000
0.28%	GNMA 2026-77 AK VAR 11/68	GNR	25451877
0.28%	MULTIFAMILY FLT 03/50	MCAS	25638716
0.27%	GNMA II 5.5% 05/55	G2	25367949
0.27%	PMT LOAN TRUST VAR 04/57	PMTLT	25455888
0.26%	PMT LOAN TRUST VAR 01/57	PMTLT	24854626
0.26%	UMBS MORTPASS 6% 07/54	FN	23725420
0.26%	OBX 2026-INV4 VAR 05/56	OBX	24024000
0.26%	GNMA II MORTPASS 6% 10/54	G2	23636699
0.26%	PMT LOAN TRUST VAR 02/57	PMTLT	23943063
0.25%	UMBS MORTPASS 5.5% 01/56	FR	23448759
0.25%	PMT LOAN TRUST VAR 05/57	PMTLT	23215206
0.24%	FHLMC STACR FLT 08/33	STACR	18622782
0.24%	OBX 2026-NQM6 STEP 04/66	OBX	22085203
0.23%	NEW RESIDENTIAL VAR 05/66	NRZT	21859848
0.23%	GNMA 2025-211 6.5% 12/55	GNR	21454544
0.23%	FNMA MORTPASS FLT 11/55	FN	21381458
0.23%	ROCK TRUST 8.81906% 11/41	ROCC	20400000
0.23%	NEW RESIDENTIAL VAR 04/66	NRZT	21336875
0.22%	COLLATERAL USD		20986000
0.22%	GNMA 2021-62 AT 4% 02/63	GNR	21998421
0.22%	GNMA II 5.5% 02/55	G2	20088817
0.22%	GNMA II 6.5% 10/55	G2	19227650
0.21%	UMBS MORTPASS 6% 12/54	FN	19633499
0.21%	UMBS MORTPASS 6% 02/55	FN	19572988
0.21%	OBX 2026-NQM7 VAR 04/66	OBX	19961047
0.21%	TBA UMBS SINGLE 6.5%	FNCL	19000000
0.21%	GNMA 2026-23 AC VAR 11/67	GNR	18913056
0.21%	UMBS MORTPASS 6% 01/56	FR	18815970
0.21%	GNMA 2025-78 IO VAR 11/63	GNR	261767853
0.21%	GS VAR 03/56	GSMBS	19069206
0.20%	MULTIFAMILY FLT 10/49	MCAS	18830209
0.20%	UMBS MORTPASS 6.5% 09/53	FN	18151441
0.20%	PROVIDENT VAR 08/55	PFMT	18294498
0.20%	JPMBB VAR 07/48	JPMBB	19275000
0.20%	AMERICAN 5.1% 01/33	ACAR	18400000
0.19%	TBA GNMA2 SINGLE 6.5%	G2SF	17500000
0.19%	GNMA II 6.5% 03/56	G2	17431270
0.19%	NEW STEP 11/65	NRZT	18043636
0.19%	PETROLEOS 7.69% 01/50	PEMEX	19150000
0.19%	CONNECTICUT FLT 11/39	CAS	17271148
0.19%	UMBS MORTPASS 6% 04/56	FN	17147126
0.19%	PMT LOAN TRUST VAR 05/57	PMTLT	17000000
0.19%	UMBS MORTPASS 5.5% 05/56	FR	17171746
0.18%	LIBERTY2026SRTFRN14MAY31		17000000
0.18%	GNMA 2026-56 AJ VAR 11/68	GNR	16173675
0.18%	CONNECTICUT FLT 09/43	CAS	16000000
0.17%	OCTAGON 64 LTD FLT 07/37	OCT64	16800000
0.17%	LENDMARK 5.64% 05/35	LFT	16500000
0.17%	GNMA 2026-71 BC VAR 05/68	GNR	15984919
0.17%	GNMA 2025-217 VAR 02/68	GNR	16584178
0.17%	FNMA FLT 01/29	CAS	15637557
0.17%	CD 2017-CD3 3.631% 02/50	CD	16076138
0.17%	GNMA II 5.5% 04/55	G2	15537677
0.17%	NEW RESIDENTIAL VAR 06/66	NRZT	15582000
0.17%	GNMA II 5.5% 06/54	G2	15440721
0.17%	PRET 2026-RN1 STEP 06/66	PRET	15520000
0.17%	GNMA II 6.5% 05/56	G2	14809765
0.16%	FHLMC STACR FLT 03/42	STACR	14100000
0.16%	CCO HOLDINGS 4.75% 03/30	CHTR	16146000
0.16%	NGF HOLDINGS 9.625% 12/29	NXGNFN	15000000
0.16%	AMERICAN 5.19% 07/32	ACAR	14930000
0.16%	USD CCP COLL IM CITIBANK		14898000
0.16%	OBX 2026-NQM2 STEP 12/65	OBX	14956567
0.16%	IRV TRUST VAR 03/47	IRV	14700000
0.16%	UMBS MORTPASS 6% 01/56	FR	14453835
0.16%	FHLMC REMICS 5.5% 02/56	FHR	15255578
0.16%	UMBS MORTPASS 5.5% 01/56	FR	14421447
0.16%	HERTZ VEHICLE 9.4% 09/29	HERTZ	14080000
0.16%	UMBS MORTPASS 6% 01/56	FN	14218009
0.15%	GNMA 2025-128 4.75% 03/54	GNR	14627136
0.15%	UMBS MORTPASS 6% 01/56	FR	14131821
0.15%	JONAH 12.0000 6/29		14226175
0.15%	GNMA 2025-138 4.75% 05/56	GNR	14465345
0.15%	GNMA FLOATING FLT 07/65	GNR	233600000
0.15%	GRIT 9.996 27MAR30		14000000
0.15%	HERTZ VEHICLE 5.16% 06/28	HERTZ	14000000
0.15%	UMBS MORTPASS 5.5% 04/56	FN	13731958
0.15%	MORGAN STANLEY VAR 11/49	MSBAM	17885000
0.15%	NEW STEP 10/65	NRZT	13696941
0.15%	NEW STEP 02/66	NRZT	13654048
0.14%	HONEY HILL PARK FLT 04/39	HONPK	13550000
0.14%	GNMA 2025-208 4.5% 12/55	GNR	13860179
0.14%	ARGENTINE STEP 07/35	ARGENT	16960000
0.14%	SANTANDER STEP 05/66	SAN	13100000
0.14%	OBX 2026-INV3 VAR 04/56	OBX	12662201
0.14%	AMERICAN 4.95% 07/32	ACAR	12710000
0.14%	PRET 2026-NPL6 STEP 05/56	PRET	12690000
0.14%	GNMA 2026-2 GZ 4.5% 01/56	GNR	13656150
0.13%	FHLMC STACR FLT 03/46	STACR	12460000
0.13%	AMERICAN 5.25% 09/31	ACAR	12540000
0.13%	GNMA 2026-56 AK VAR 11/68	GNR	12331844
0.13%	UMBS MORTPASS 5% 03/56	FR	12714732
0.13%	GNMA II 5.5% 12/55	G2	12357286
0.13%	CCO HOLDINGS 4.5% 08/30	CHTR	13482000
0.13%	GNMA 2025-213 4.5% 02/68	GNR	12745147
0.13%	REPUBLIC 4.82% 06/39	REPS	12360000
0.13%	UMBS MORTPASS 6% 02/55	FN	11839871
0.13%	GNMA 2025-60 ZC 5% 03/55	GNR	12959955
0.13%	CITI ASSET 25.72% 03/32	CART1	12453137
0.13%	BX 2025-BIO3 VAR 02/42	BX	12290000
0.13%	WYNN RESORTS 5.125% 10/29	WYNFIN	12065000
0.12%	GNMA 2026-3 ZH 5.5% 01/56	GNR	11751248
0.12%	GNMA 2021-48 FT FLT 12/62	GNR	13104930
0.12%	GS STEP 09/56	GSMBS	11600000
0.12%	GNMA 2026-14 A 4.5% 01/60	GNR	11902360
0.12%	UMBS MORTPASS 5.5% 02/56	FR	11411229
0.12%	UMBS MORTPASS 6.5% 08/53	FR	11036771
0.12%	ROCK TRUST 7.10914% 11/41	ROCC	11115000
0.12%	DIVERSIFIED 9.75% 04/29	DIGAOI	11250000
0.12%	PMT LOAN TRUST VAR 04/55	PMTLT	11308219
0.12%	GNMA 2025-206 VAR 04/64	GNR	188748464
0.12%	MSWF COMMERCIAL VAR 12/56	MSWF	10750000
0.12%	BANK OF AMERICA CORP VAR	BAC	11203000
0.12%	GNMA 2026-25 5.5% 02/56	GNR	11342006
0.12%	FHLMC STACR FLT 12/41	STACR	11000000
0.12%	UMBS MORTPASS 5.5% 05/56	FR	11202654
0.12%	ISLAMIC 7.375% 04/31	PKSTAN	11200000
0.12%	FHLMC STACR FLT 12/33	STACR	9090000
0.12%	GNMA 2025-212 4.75% 01/68	GNR	11153601
0.12%	FHLMC STACR FLT 08/33	STACR	9166267
0.12%	GNMA 2025-212 AC 5% 12/66	GNR	10968082
0.11%	GNMA II MORTPASS 6% 07/55	G2	10334906
0.11%	CSAIL 2018-C14 VAR 11/51	CSAIL	11742000
0.11%	CENTER STREET STEP 12/30	CSLC	10620000
0.11%	AVANTOR 4.625% 07/28	AVTR	10650000
0.11%	FHLMC MSCR FLT 10/44	MSCR	10427227
0.11%	FHLMC STACR FLT 06/43	STACR	9800000
0.11%	WELLS FARGO 3% 05/51	WFCM	13021000
0.11%	WELLS FARGO & CO VAR	WFC	9807000
0.11%	FHLMC REMICS 5.5% 02/56	FHR	10759406
0.11%	GNMA 2025-156 JL 5% 09/55	GNR	10500000
0.11%	UMBS MORTPASS 5.5% 03/55	FR	10075250
0.11%	UMBS MORTPASS 5.5% 02/56	FR	10020775
0.11%	AMERICAN 6.9% 02/34	ACAR	10000000
0.11%	EXETER 5% 05/32	EART	10140000
0.11%	SOMNIGROUP 4% 04/29	SGI	10445000
0.11%	IRV TRUST VAR 03/47	IRV	10050000
0.11%	FHLMC MSCR FLT 05/44	MSCR	9956676
0.11%	AL 20261BREEC55925OCT29		10000000
0.11%	GNMA 2025-211 5.5% 12/55	GNR	9978681
0.11%	GNMA 2025-144 4.75% 07/54	GNR	9979825
0.11%	UMBS MORTPASS 6% 12/54	FN	9646933
0.11%	FIGRE TRUST VAR 09/54	FIGRE	9917747
0.11%	UMBS MORTPASS 6.5% 06/54	FR	9376283
0.11%	TRANSDIGM 6.375% 03/29	TDG	9679000
0.10%	JP MORGAN CHASE VAR 08/49	JPMCC	12390000
0.10%	GNMA 2026-72 4.5% 05/58	GNR	9990382
0.10%	GNMA 2025-161 VAR 02/68	GNR	129174747
0.10%	INGRAM MICRO 4.75% 05/29	IM	9895000
0.10%	GNMA II 5.5% 04/55	G2	9567021
0.10%	GNMA II 5.5% 10/54	G2	9521078
0.10%	EDGEWELL 5.5% 06/28	EPC	9630000
0.10%	LENDMARK 5.4% 11/35	LFT	9580000
0.10%	UMBS MORTPASS 6% 02/56	FN	9228164
0.10%	CREDIT 5.38% 03/36	CAALT	9475000
0.10%	USD CCP COLL VM CITIBANK		9459750
0.10%	GS VAR 12/55	GSMBS	9341551
0.10%	SENSATA 3.75% 02/31	ST	10015000
0.10%	CONNECTICUT FLT 01/40	CAS	9300000
0.10%	GNMA 2025-172 PZ 6% 10/55	GNR	9395744
0.10%	AMERICAN 5.18% 06/32	ACAR	9370000
0.10%	GNMA 2026-73 AT VAR 10/68	GNR	8991750
0.10%	UBS COMMERCIAL 3% 05/51	UBSCM	11459000
0.10%	BENCHMARK VAR 03/52	BMARK	10561000
0.10%	HONEY HILL PARK FLT 04/39	HONPK	9180000
0.10%	CITI ASSET 25.47% 02/32	CART1	9194775
0.10%	BRIDGECREST 7.18% 11/32	BLAST	9010000
0.10%	MULTIFAMILY FLT 05/55	MCAS	8991717
0.10%	GNMA II 5.5% 10/55	G2	8928939
0.10%	EJ HUGOTON 10.289 10OCT41		9000000
0.10%	FHLMC MSCR FLT 11/51	MSCR	8700000
0.10%	BALLYROCK CLO FLT 10/38	BALLY	8965000
0.10%	FREMF ZERO 11/52	FREMF	10000000
0.10%	JPMBB VAR 10/48	JPMBB	9700000
0.10%	GNMA 2025-196 5.5% 11/55	GNR	9048043
0.09%	REPUBLIC OF 6.75% 02/41	IVYCST	9278000
0.09%	SCOTTS 4.5% 10/29	SMG	9090000
0.09%	PMT LOAN TRUST VAR 10/56	PMTLT	8814254
0.09%	HARVEST VAR 06/57	HCCLT	8695575
0.09%	TOWD POINT STEP 02/66	TPMT	8906865
0.09%	BRIDGECREST 7.74% 06/32	BLAST	8500000
0.09%	GNMA 2025-156 6.5% 09/55	GNR	8700938
0.09%	FHLMC MSCR FLT 05/43	MSCR	7774000
0.09%	UMBS MORTPASS 6.5% 04/56	FN	8318024
0.09%	BMO 2024-5C4 VAR 05/57	BMO	8300000
0.09%	UMBS MORTPASS 6.5% 09/53	FN	8161015
0.09%	DRIVE AUTO 4.9% 12/32	DRIVE	8600000
0.09%	GNMA 2025-93 4.75% 12/54	GNR	8700000
0.09%	PETROLEOS 6.7% 02/32	PEMEX	8390000
0.09%	UMBS MORTPASS 6% 09/54	FN	8176622
0.09%	FHLMC STACR FLT 11/41	STACR	8386000
0.09%	GNMA 2026-24 SB FLT 02/56	GNR	133121276
0.09%	FHLMC STACR FLT 06/43	STACR	8200000
0.09%	LENDMARK 5.9% 11/35	LFT	8470000
0.09%	GS MORTGAGE VAR 11/48	GSMS	9569364
0.09%	FHLMC MORTPASS FLT 11/55	FH	8412253
0.09%	WELLS FARGO & CO VAR	WFC	8290000
0.09%	HERTZ VEHICLE 9.43% 02/28	HERTZ	8185000
0.09%	FORD MOTOR 5.753% 04/33	F	8350000
0.09%	GNMA II MORTPASS 6% 09/54	G2	7961937
0.09%	EMRLD 6.625% 12/30	EMECLI	7954000
0.09%	DRIVEN 2.791% 10/51	HONK	8689891
0.09%	GNMA 2023-132 5.5% 09/53	GNR	8000000
0.09%	FHLMC REMICS 4.35% 07/31	FHR	8144824
0.09%	NEXUS NOVA 6.5 08NOV28		8000000
0.09%	DEC 6.016 13MAR30 144A		8000000
0.09%	DEC 6.91 15JAN31 144A		8000000
0.09%	STANDARD 4.75% 01/28	BMCAUS	8040000
0.08%	FHLMC MSCR FLT 06/46	MSCR	7950000
0.08%	FHLMC REMICS 2.5% 10/51	FHR	12800460
0.08%	PROMETHEUS 12.0 12SEP29		8000000
0.08%	GNMA 2021-71 IO VAR 10/62	GNR	122302759
0.08%	FHLMC STACR FLT 08/42	STACR	7600000
0.08%	FNMA FLT 04/29	CAS	7616774
0.08%	BRIDGECREST 4.99% 11/31	BLAST	7890000
0.08%	AMERICAN 7.92% 03/32	ACAR	7490000
0.08%	SONIC 4.625% 11/29	SAH	7983000
0.08%	COMM 2015-DC1 VAR 02/48	COMM	8160000
0.08%	UMBS MORTPASS 6.5% 08/54	FN	7333897
0.08%	UMBS MORTPASS 5.5% 10/55	FR	7704013
0.08%	NRM FNT1 STEP 11/31	NZES	7752196
0.08%	VCAT 2026-NPL3 STEP 05/56	VCAT	7700000
0.08%	GNMA 2025-200 4.5% 04/68	GNR	7944815
0.08%	GNMA 2026-4 JZ 4.5% 01/56	GNR	8052613
0.08%	GNMA 2026-2 AZ 4.5% 01/56	GNR	8212034
0.08%	HARVEST 6.1635% 10/56	HCCLT	7508213
0.08%	GNMA 2025-21 IO VAR 04/65	GNR	106898486
0.08%	REPUBLIC OF 9.25% 01/39	ECUA	7263000
0.08%	MERCURY 5.34% 02/32	MFCC	7550000
0.08%	GS STEP 06/56	GSMBS	7562774
0.08%	SRT ISSUER II VAR 12/31		7500000
0.08%	UMBS MORTPASS 6.5% 08/54	FR	7104101
0.08%	ONEMAIN DIRECT 5.3% 10/36	ODART	7595000
0.08%	SRT ISSUER I VAR 07/31		7500000
0.08%	BANK 2017-BNK4 VAR 05/50	BANK	8448000
0.08%	CCO HOLDINGS 4.25% 02/31	CHTR	8369000
0.08%	FHLMC STACR FLT 04/42	STACR	7000000
0.08%	BANK 2017-BNK6 3.1% 07/60	BANK	8995000
0.08%	FHLMC REMICS 4.25% 11/32	FHR	7558052
0.08%	GNMA 2021-195 VAR 08/63	GNR	79639062
0.08%	BCAP LLC NOTES 0% 09/27		7376516
0.08%	GNMA II MORTPASS 6% 11/54	G2	7122724
0.08%	GNMA 2025-135 FLT 08/55	GNR	7217781
0.08%	COMM 2.867% 02/48	COMM	7817000
0.08%	PFP 2026-14 LTD FLT 12/43	PFP	7325000
0.08%	FHLMC STACR FLT 08/33	STACR	6600000
0.08%	FHLMC MSCR FLT 03/46	MSCR	7285000
0.08%	LENDMARK 5.98% 10/34	LFT	7280000
0.08%	OPORTUN 5.06% 01/34	OPTN	7300000
0.08%	GGAM MASTER 9.702% 09/60	GGAMMT	7228598
0.08%	MADISON IAQ 4.125% 06/28	MADIAQ	7355000
0.08%	PETROLEOS 6.75% 09/47	PEMEX	8500000
0.08%	FNMA MORTPASS FLT 11/55	FN	7225993
0.08%	COMSTOCK 5.875% 01/30	CRK	7730000
0.08%	MFA 2025-NQM5 STEP 11/70	MFRA	7245925
0.08%	FHLMC STACR FLT 10/33	STACR	5800000
0.08%	LIVE NATION 4.75% 10/27	LYV	7260000
0.08%	REPUBLIC OF 9.25% 01/39	ECUA	6948000
0.08%	FHLMC MSCR FLT 10/44	MSCR	7100000
0.08%	CITI ASSET 24.78% 01/32	CART1	7230283
0.08%	UMBS MORTPASS 6% 04/55	FR	6966872
0.08%	UMBS MORTPASS 6% 04/56	FR	6960970
0.08%	CONNECTICUT FLT 07/44	CAS	7000000
0.07%	FHLMC MSCR FLT 06/46	MSCR	6918000
0.07%	UMBS MORTPASS 6% 05/54	FN	6738122
0.07%	YGRENE 8.5 25JUL45 144A		6878835
0.07%	CONNECTICUT FLT 01/40	CAS	6800000
0.07%	HERTZ VEHICLE 4.34% 12/27	HERTZ	6926000
0.07%	MFA 2024-RTL3 STEP 11/39	MFRA	6845000
0.07%	COMM 2016-COR1 VAR 10/49	COMM	7875000
0.07%	SURINAME 8.5% 11/35	SURINM	6338000
0.07%	BENCHMARK VAR 04/51	BMARK	7956000
0.07%	TENET 5.125% 11/27	THC	6800000
0.07%	GNMA 2021-28 IO VAR 10/62	GNR	90459227
0.07%	SIRIUS XM RADIO 4% 07/28	SIRI	6965000
0.07%	POST 4.625% 04/30	POST	7010000
0.07%	BCAP LLC TRUST 0% 09/27		6761806
0.07%	SS&C 5.5% 09/27	SSNC	6713000
0.07%	SIRIUS XM 5.5% 07/29	SIRI	6740000
0.07%	CITI ASSET 25.14% 12/31	CART1	6788983
0.07%	GNMA II 6.5% 04/56	G2	6391846
0.07%	JPMBB VAR 07/48	JPMBB	8150000
0.07%	UMBS MORTPASS 6% 07/54	FR	6484631
0.07%	HASHEMITE 5.75% 11/32	JORDAN	6761000
0.07%	NEXSTAR MEDIA 6.5% 09/33	NXST	6580000
0.07%	CONNECTICUT FLT 09/45	CAS	6520000
0.07%	BRIDGECREST 7.17% 05/33	BLAST	6500000
0.07%	GNMA 2025-156 4.5% 12/54	GNR	7212777
0.07%	GNMA II MORTPASS 6% 08/54	G2	6333961
0.07%	BHMS COMMERCIAL FLT 08/42	BHMS	6483000
0.07%	FHLMC STACR FLT 04/42	STACR	6250000
0.07%	FHLMC MORTPASS FLT 11/55	FH	6495184
0.07%	REPUBLIC OF 9.875% 10/35	ANGOL	6000000
0.07%	MULTIFAMILY FLT 05/55	MCAS	6200000
0.07%	SYMPHONY CLO FLT 10/35	SYMP	6455000
0.07%	BMO 2023-5C1 VAR 08/56	BMO	6280000
0.07%	GNMA II MORTPASS 6% 12/55	G2	6260953
0.07%	COMM VAR 03/48	COMM	8729000
0.07%	GS STEP 05/56	GSMBS	6475835
0.07%	NOVA 5.25% 06/27	NCX	6415000
0.07%	GNMA 2025-192 4.5% 11/55	GNR	6462142
0.07%	EXETER 7.52% 12/32	EART	6226000
0.07%	UMBS MORTPASS 6.5% 12/53	FN	6024055
0.07%	FHLMC STACR FLT 06/42	STACR	6000000
0.07%	MAUSER 7.875% 04/30	BWY	6265000
0.07%	CFIN 2022-RTL1 0% 08/27		6345864
0.07%	AMERICAN 5.75% 04/29	AAL	6340000
0.07%	UMBS MORTPASS 6.5% 05/56	FN	6068306
0.07%	TENET 4.625% 06/28	THC	6370000
0.07%	FHLMC VAR 04/30	FHMS	124240812
0.07%	GNMA 2026-16 IO VAR 02/68	GNR	77732060
0.07%	CANTOR VAR 01/53	CF	8446000
0.07%	SBA SMALL 5.035% 03/34	SBIC	6151511
0.07%	PMT LOAN TRUST VAR 06/56	PMTLT	6109815
0.07%	NOVELIS CORP 4.75% 01/30	HNDLIN	6434000
0.07%	WFRBS 3.497% 08/47	WFRBS	7250000
0.07%	GNMA II MORTPASS 6% 11/54	G2	5977301
0.07%	FHLMC STACR FLT 05/42	STACR	6000000
0.07%	FHLMC REMICS FLT 11/55	FHR	96651994
0.07%	GNMA 2020-38 FA FLT 04/62	GNR	6507151
0.07%	US 10YR NOTE 09/21/2026	TYU6 COMB Comdty	8494
0.07%	DOMINICAN 6.6% 06/36	DOMREP	5900000
0.07%	CELANESE US 7.375% 02/34	CE	5828000
0.07%	UMBS MORTPASS 5.5% 03/56	FN	6065011
0.07%	MORGAN STANLEY 3% 07/51	MSC	7191000
0.06%	UBS COMMERCIAL VAR 12/50	UBSCM	7137000
0.06%	FREMF ZERO 11/53	FREMF	7000000
0.06%	NRM FHT1 STEP 03/32	NZES	6066896
0.06%	CARNIVAL 6.125% 02/33	CCL	5981000
0.06%	CSAIL 2015-C2 VAR 06/57	CSAIL	6852000
0.06%	REPUBLIC OF STEP 07/35	ECUA	6467831
0.06%	GLS AUTO 5.38% 01/32	GCAR	6000000
0.06%	EJ HUGOTON 14.5 10OCT41		6000000
0.06%	AFFIRM ASSET 5.23% 10/30	AFFRM	6000000
0.06%	REPUBLIC OF 8.075% 04/36	IVYCST	5481000
0.06%	TRIAD 0% 04/52		5773381
0.06%	QUIKRETE 6.375% 03/32	QUIKHO	5876000
0.06%	FIRST 5.22% 12/33	FIAOT	6000000
0.06%	BANK5 6.255% 09/56	BANK5	5792435
0.06%	BANK5 2023-5YR1 VAR 04/56	BANK5	5800000
0.06%	SERVICE CORP 3.375% 08/30	SCI	6395000
0.06%	BAIN CAPITAL FLT 10/38	BCC	6000000
0.06%	CONNECTICUT FLT 03/42	CAS	5660000
0.06%	CGMS COMMERCIAL 3% 08/50	CGCMT	6500000
0.06%	SEQUOIA VAR 08/55	SEMT	5774742
0.06%	GNMA 2025-44 GZ 6% 02/54	GNR	5790534
0.06%	RCKT MORTGAGE STEP 04/56	RCKT	5800310
0.06%	GNMA 2026-56 4.5% 01/63	GNR	5940331
0.06%	AMERICAN 4.85% 05/32	ACAR	5785000
0.06%	SANTANDER 5.11% 09/31	SDART	5730000
0.06%	FHLMC REMICS 6% 08/55	FHR	6028343
0.06%	FHLMC MSCR FLT 09/43	MSCR	5348000
0.06%	COOPER-STANDA 9.25% 03/31	CPS	5649000
0.06%	USD - FOR FUTURES		5708647
0.06%	UMBS MORTPASS 5.5% 01/56	FN	5664256
0.06%	UMBS MORTPASS 5.5% 10/55	FR	5681991
0.06%	GNMA II MORTPASS 6% 09/54	G2	5522093
0.06%	FHLMC REMICS 6% 08/54	FHR	5579860
0.06%	LENDMARK 4.78% 10/34	LFT	5700000
0.06%	MFA 2024-NPL1 STEP 09/54	MFRA	5669700
0.06%	FNMA REMICS 3% 11/44	FNR	6242396
0.06%	FHLMC REMICS 5.5% 01/56	FHR	5779178
0.06%	AFFIRM ASSET 4.62% 09/29	AFFRM	5630000
0.06%	NEW YORK N Y 5.458% 12/31		5566000
0.06%	REPUBLIC OF 9.5% 03/36	KENINT	5427000
0.06%	SLG OFFICE 2.5854% 07/41	SLG	6300000
0.06%	JONAH 12.5 21MAR33		5600000
0.06%	REPUBLIC OF 9.65% 11/54	ELSALV	4957000
0.06%	AMERICAN 4.83% 01/31	ACAR	5570000
0.06%	FHLMC STACR FLT 02/42	STACR	5470000
0.06%	FHLMC REMICS 2.5% 10/51	FHR	8862478
0.06%	ROCK TRUST 5.38834% 11/41	ROCC	5486012
0.06%	FHLMC STACR FLT 04/43	STACR	5000000
0.06%	FHLMC MSCR FLT 02/45	MSCR	5500000
0.06%	MEDLINE 3.875% 04/29	MEDIND	5670000
0.06%	UMBS MORTPASS 5.5% 12/55	FR	5479562
0.06%	MERIDIAN ARC 6.25% 04/31	MERIDI	5483000
0.06%	CONNECTICUT FLT 10/43	CAS	5400000
0.06%	UMBS MORTPASS 5.5% 04/56	FN	5446548
0.06%	PETROLEOS 10% 02/33	PEMEX	4650000
0.06%	ANTERO 5.75% 01/28	AM	5435000
0.06%	REPUBLIC OF 7.25% 12/55	SOAF	5555000
0.06%	GNMA 2023-179 VAR 09/63	GNR	123835628
0.06%	PEACE PARK CLO FLT 10/38	PCEPK	5400000
0.06%	FNMA REMICS 5.5% 12/54	FNR	5463569
0.06%	CLEAR 7.125% 02/31	CCO	5194000
0.06%	EQUIPMENTSHARE.C 9% 05/28	EQMSRM	5169000
0.06%	GNMA 2025-139 5.5% 03/55	GNR	5500000
0.06%	LAMB WESTON 4.125% 01/30	LW	5580000
0.06%	VISTRA 5% 07/27	VST	5328000
0.06%	FREMF 2017-K69 ZERO 10/49	FREMF	6000000
0.06%	CONNECTICUT FLT 09/43	CAS	5000000
0.06%	UBS COMMERCIAL VAR 03/51	UBSCM	7205000
0.06%	GOODYEAR TIRE & 5% 07/29	GT	5579000
0.06%	SM ENERGY CO 8.625% 11/30	SM	4995000
0.06%	FHLMC REMICS 6% 05/54	FHR	5198435
0.06%	CD 2017-CD4 3.3% 05/50	CD	6900000
0.06%	FHLMC VAR 01/30	FHMS	127475324
0.06%	NEW RESIDENTIAL VAR 08/65	NRZT	5253065
0.06%	FREMF ZERO 01/54	FREMF	7600000
0.06%	FNMA MORTPASS FLT 11/55	FN	5185231
0.05%	ARAMARK SERVICES 5% 02/28	ARMK	5150000
0.05%	GNMA II MORTPASS 6% 11/54	G2	4977860
0.05%	GNMA 2026-82 KS FLT 05/56	GNR	68928569
0.05%	GNMA 2026-24 DS FLT 02/56	GNR	72118259
0.05%	OBX 2025-NQM2 STEP 11/64	OBX	5081588
0.05%	AMERICAN 6.77% 06/33	ACAR	5000000
0.05%	REPUBLIC OF 8.25% 01/37	IVYCST	4600000
0.05%	AXALTA 3.375% 02/29	AXTA	5335000
0.05%	DIVERSIFIED 9.75% 04/29	DIGAOI	5000000
0.05%	CCO HOLDINGS 7.375% 03/31	CHTR	5035000
0.05%	PRET 2025-NPL5 STEP 05/55	PRET	5040980
0.05%	GNMA 2020-147 VAR 06/62	GNR	78509612
0.05%	LEVEL 3 6.875% 06/33	LVLT	4886000
0.05%	EXETER 5.51% 08/32	EART	5000000
0.05%	MPIRE2025MFFRN13SEP30144A		4995669
0.05%	FREMF ZERO 10/53	FREMF	7000000
0.05%	GEMINI 10.5 20FEB29		5000000
0.05%	EXETER 6.99% 04/33	EART	5000000
0.05%	UMBS MORTPASS 5.5% 01/56	FR	4977844
0.05%	UMBS MORTPASS 5.5% 02/56	FR	4970150
0.05%	FHLMC MORTPASS FLT 06/55	FH	4957994
0.05%	KINETIK 5.875% 06/30	KNTK	4940000
0.05%	READYCAP 9.375% 03/28	RDYCAP	5000000
0.05%	ISTAJETSERI69705APR32144A		4937500
0.05%	UMBS MORTPASS 5.5% 01/56	FR	4889066
0.05%	CAESARS 7% 02/30	CZR	4875000
0.05%	AB BSL CLO 1 FLT 10/38	ABBSL	4915000
0.05%	FHLMC MSCR FLT 11/45	MSCR	4880000
0.05%	AVIS BUDGET 4.75% 04/28	CAR	4970000
0.05%	HASHEMITE 7.375% 10/47	JORDAN	5000000
0.05%	WR GRACE 5.625% 08/29	GRA	5125000
0.05%	MORGAN STANLEY VAR 03/49	MSC	5000000
0.05%	NEW RESIDENTIAL VAR 07/65	NRZT	4870119
0.05%	BRIDGECREST 5.19% 02/32	BLAST	4890000
0.05%	CONNECTICUT FLT 07/39	CAS	4837817
0.05%	REPUBLIC OF 8.625% 11/34	HONDUR	4250000
0.05%	GNMA 2026-17 4.5% 08/57	GNR	4979718
0.05%	FNMA REMICS 6% 07/53	FNR	4762907
0.05%	FREMF ZERO 05/53	FREMF	7000000
0.05%	UMBS MORTPASS 5.5% 01/56	FR	4791008
0.05%	MORGAN STANLEY VAR 03/52	MSC	5565000
0.05%	SMYRNA READY 8.875% 11/31	SMYREA	4585000
0.05%	FHLMC REMICS 6% 08/53	FHR	4739211
0.05%	WELLS FARGO VAR 06/52	WFCM	5910000
0.05%	GNMA II 5.5% 10/55	G2	4731479
0.05%	ROCKET 3.625% 03/29	RKT	4983000
0.05%	FHLMC REMICS 6% 09/53	FHR	4715633
0.05%	FNMA MORTPASS 4.52% 07/33	FN	4800000
0.05%	MORGAN STANLEY VAR 11/49	MSBAM	5100000
0.05%	DISH NETWORK 11.75% 11/27	DISH	4608000
0.05%	SEMPRA CALLABLE VAR 04/56	SRE	4694000
0.05%	BRIDGECREST 7.47% 08/31	BLAST	4600000
0.05%	AVIS BUDGET 7.2% 06/30	AESOP	4650000
0.05%	COHERENT CORP 5% 12/29	COHR	4732000
0.05%	NRZT 2025-NQM6 VAR 10/65	NRZT	4703873
0.05%	UMBS MORTPASS 6% 01/56	FR	4557125
0.05%	WELLS FARGO & VAR 04/28	WFC	4620000
0.05%	JBHP 10.28 14APR41		4667000
0.05%	LITHIA 3.875% 06/29	LAD	4870000
0.05%	GNMA 2026-48 S FLT 03/56	GNR	67656730
0.05%	HERTZ VEHICLE 9.34% 12/31	HERTZ	4492000
0.05%	FHLMC REMICS 5.5% 02/56	FHR	4653891
0.05%	IQVIA INC 5% 05/27	IQV	4655000
0.05%	MEDLINE 5.25% 10/29	MEDIND	4655000
0.05%	UNITED STATES 4.79% 10/50	SBAP	4666641
0.05%	CSAIL 2015-C1 VAR 04/50	CSAIL	5655000
0.05%	WESTERN 4.75% 07/35	WEFUN	4615000
0.05%	DOMINICAN 6.95% 03/37	DOMREP	4400000
0.05%	US FOODS INC 4.75% 02/29	USFOOD	4679000
0.05%	CLARIVATE 3.875% 07/28	CLVTSC	4770000
0.05%	GNMA 2026-20 4.5% 06/57	GNR	4739859
0.05%	SDR COMMERCIAL FLT 05/39	SDR	4575000
0.05%	PRIME 3.375% 08/27	PRSESE	4670000
0.05%	GNMA 2026-98 AD VAR 12/64	GNR	4600000
0.05%	OUTFRONT 4.25% 01/29	OUT	4690000
0.05%	NRG ENERGY 5.75% 01/28	NRG	4545000
0.05%	FHLMC VAR 01/30	FHMS	92300516
0.05%	BBCMS MORTGAGE VAR 12/56	BBCMS	4350000
0.05%	FHLMC REMICS 6% 03/55	FHR	4473567
0.05%	REPUBLIC OF 9.5% 07/31	REPCAM	4400000
0.05%	GNMA 2023-67 5.5% 05/53	GNR	4597899
0.05%	CONNECTICUT FLT 06/39	CAS	4486575
0.05%	GOLDMAN SACHS VAR 12/49	GS	4271000
0.05%	PUREWEST 10.279% 04/40	PUREW	4471887
0.05%	JONAH 11.247% 12/40	JONAH	4472802
0.05%	GS STEP 02/66	GSMBS	4484671
0.05%	ENTERGY CORP VAR 12/54	ETR	4306000
0.05%	CITIGROUP VAR 02/49	CGCMT	4674000
0.05%	FREMF ZERO 09/53	FREMF	6000000
0.05%	NEXSTAR MEDIA 7.25% 04/34	NXST	4423000
0.05%	STAGWELL 5.625% 08/29	STGW	4580000
0.05%	BENCHMARK 5.6019% 08/57	BMARK	4300000
0.05%	CITI ASSET 25.8% 11/31	CART1	4439411
0.05%	GNMA 2024-161 VAR 06/64	GNR	77238355
0.05%	OBX 2026-NQM2 STEP 12/65	OBX	4393552
0.05%	TOWD POINT STEP 12/65	TPMT	4388428
0.05%	LLOYDS BANKING VAR 12/49	LLOYDS	4287000
0.05%	FHLMC MORTPASS FLT 11/55	FH	4323521
0.05%	WULF COMPUTE 7.75% 10/30	WULF	4120000
0.05%	GNMA 2025-204 5.5% 12/55	GNR	4351901
0.05%	REPUBLIC OF 7.75% 11/36	COLOM	4000000
0.05%	CREDIT 5.28% 08/36	CAALT	4350000
0.05%	DEUTSCHE BANK VAR 09/30	DB	4300000
0.05%	PALMER SQUARE FLT 02/38	PLMRS	4300000
0.05%	OCP AEGIS CLO FLT 04/37	OCPA	4300000
0.05%	JP MORGAN CHASE VAR 01/49	JPMCC	4750000
0.05%	VENTURE 9.875% 02/32	VENLNG	4015000
0.05%	ENTEGRIS INC 5.95% 06/30	ENTG	4250000
0.05%	BAUSCH 4.875% 06/28	BHCCN	4635000
0.05%	BENCHMARK VAR 01/51	BMARK	5200000
0.05%	UMBS MORTPASS 5.5% 04/56	FN	4251289
0.05%	DEMOCRATIC STEP 06/35	SRILAN	5346960
0.05%	WELLS FARGO 3.418% 09/50	WFCM	4330000
0.05%	UBS COMMERCIAL VAR 04/52	UBSCM	5120000
0.05%	BLOCK INC 6.5% 05/32	XYZ	4166000
0.05%	EUSHI FINANCE VAR 04/56	EMACN	4281000
0.05%	ORGANON & CO 4.125% 04/28	OGN	4295000
0.05%	SYMPHONY CLO FLT 10/35	SYMP	4225000
0.05%	GNMA 2021-106 VAR 04/63	GNR	66192225
0.05%	UMBS MORTPASS 5.5% 11/55	FR	4210195
0.04%	NAUTICAL SOLUTIONS 9.2		4134318
0.04%	TOWD POINT FLT 10/48	TPMT	4020000
0.04%	OPORTUN 5.45% 01/34	OPTN	4210000
0.04%	UNITED 4.875% 01/28	URI	4201000
0.04%	UBS GROUP AG CALLABLE VAR	UBS	3895000
0.04%	GNMA 2025-70 EZ 5% 04/55	GNR	4517279
0.04%	GRAY MEDIA 10.5% 07/29	GTN	3932000
0.04%	CFIN 2022-RTL1 0% 08/27		4165717
0.04%	SANTANDER STEP 03/66	SAN	4173324
0.04%	UMBS MORTPASS 6.5% 10/53	FR	3934827
0.04%	REPUBLIC OF 9.25% 01/39	ECUA	3997000
0.04%	BENCHMARK VAR 05/56	BMARK	4000000
0.04%	BANCO SANTANDER SA VAR	SANTAN	3800000
0.04%	CHASE HOME VAR 05/56	CHASE	4079060
0.04%	PR RNO 6.5% 05/31	TRACTD	4128000
0.04%	FHLMC REMICS 5.5% 02/56	FHR	4182720
0.04%	BRIDGECREST 8.21% 01/31	BLAST	4000000
0.04%	ALLISON 3.75% 01/31	ALSN	4405000
0.04%	AMERICAN 7.19% 04/32	ACAR	4000000
0.04%	NCR VOYIX 5.125% 04/29	VYX	4199000
0.04%	PERFORMANCE 4.25% 08/29	PFGC	4235000
0.04%	CITIGROUP INC VAR 12/49	C	3990000
0.04%	WELLS FARGO 3% 07/50	WFCM	5000000
0.04%	TALEN ENERGY 6.25% 02/34	TLN	4096000
0.04%	BANK 2.687% 03/63	BANK	4500000
0.04%	GNMA 2026-25 4.5% 01/56	GNR	4199363
0.04%	GRAY MEDIA 5.375% 11/31	GTN	5613000
0.04%	AMSR 2022-SFR3 4% 10/39	AMSR	4200000
0.04%	FHLMC MORTPASS FLT 10/55	FH	4013042
0.04%	UMBS MORTPASS 5.5% 04/56	FR	3998210
0.04%	COMMERCIAL 8.75% 08/30	COMCRD	4000000
0.04%	LOANDEPOT GMSR FLT 07/30	LDMSR	4000000
0.04%	UMBS MORTPASS 5.5% 11/55	FR	3988044
0.04%	UPSTART2025TEFRN15SEP2714		4000000
0.04%	CONNECTICUT FLT 11/41	CAS	3987117
0.04%	GNMA 2021-144 VAR 04/63	GNR	68124127
0.04%	LENDMARK 5.28% 10/34	LFT	4000000
0.04%	GNMA 2025-171 5.25% 04/52	GNR	4000000
0.04%	GNMA 2025-120 FLT 07/55	GNR	3904015
0.04%	FEDERAL 9.1297% 01/46	NGERIA	3530000
0.04%	BMO 5.3161% 09/57	BMO	3900000
0.04%	WESTLAKE 5.21% 04/30	WLAKE	3920000
0.04%	GNMA 2025-120 FLT 07/55	GNR	3876129
0.04%	VAIL RESORTS 6.5% 05/32	MTN	3858000
0.04%	COMM 2015-PC1 VAR 07/50	COMM	4725000
0.04%	JBHP 14.103 15DEC41		3917000
0.04%	US 5YR NOTE 09/30/2026	FVU6 COMB Comdty	8750
0.04%	GNMA 2025-65 SL FLT 04/55	GNR	60603012
0.04%	TC ZIRAAT VAR 10/95	TCZIRA	3950000
0.04%	FREMF 2019-K92 ZERO 05/52	FREMF	4900000
0.04%	VENTURE GLOBAL 6.5% 01/34	VEGLPL	3692000
0.04%	BENCHMARK VAR 07/56	BMARK	117955842
0.04%	BUILDERS 6.375% 06/32	BLDR	3825000
0.04%	FNMA FLT 10/30	CAS	3647000
0.04%	REPUBLIC OF 7.625% 01/33	IVYCST	3600000
0.04%	SCF EQUIPMENT 6.21% 06/36	SCFET	3920000
0.04%	AMERICAN 7.87% 11/31	ACAR	3700000
0.04%	UMBS MORTPASS 5.5% 01/56	FR	3793117
0.04%	FNMA REMICS 5.5% 08/36	FNR	3793440
0.04%	HSBC HOLDINGS VAR 12/49	HSBC	4088000
0.04%	UMBS MORTPASS 5.5% 10/55	FR	3776878
0.04%	BMD2 RE-REMIC ZERO 05/52	BMD2	5000000
0.04%	ARAB 5.875% 02/31	EGYPT	3900000
0.04%	REPUBLIC OF 5.5% 08/31	RWANDA	4000000
0.04%	UMBS MORTPASS 5.5% 01/56	FR	3736910
0.04%	FHLMC REMICS 5.5% 04/56	FHR	3827936
0.04%	GNMA 2025-153 VAR 08/67	GNR	4290367
0.04%	PARAGUAY 5.4% 03/50	PARGUY	4100000
0.04%	BMARK 2023-V4 VAR 11/56	BMARK	3600000
0.04%	REPUBLIC OF 7.95% 11/54	SOAF	3542000
0.04%	JP MORGAN CHASE VAR 08/49	JPMCC	4000000
0.04%	MERCHANTS 5.76% 01/39	MFF	3750000
0.04%	LENDMARK 5.04% 05/35	LFT	3820000
0.04%	FHLMC MSCR FLT 02/45	MSCR	3755939
0.04%	FREMF 2020-K107 VAR 02/30	FREMF	4500000
0.04%	ATHENAHEALTH 6.5% 02/30	ATHENA	3860000
0.04%	UBS COMMERCIAL VAR 10/51	UBSCM	4120000
0.04%	FEDERAL 7.143% 02/30	NGERIA	3600000
0.04%	GNMA 2025-42 IO VAR 11/65	GNR	81245948
0.04%	FHLMC STACR FLT 08/33	STACR	3400000
0.04%	UMBS MORTPASS 5.5% 03/56	FR	3672485
0.04%	FORD MOTOR 5.73% 09/30	F	3665000
0.04%	BMO 2024-C10 VAR 11/57	BMO	78485778
0.04%	NCR ATLEOS 9.5% 04/29	NCRATL	3454000
0.04%	GNMA 2026-48 HS FLT 03/56	GNR	60867781
0.04%	FHLMC FLT 03/29	FHMS	3678159
0.04%	REPUBLIC 5.46% 06/39	REPS	3700000
0.04%	ROMANIA BOND 7.5% 02/37	ROMANI	3400000
0.04%	STATION 4.5% 02/28	RRR	3705000
0.04%	REPUBLIC 5.42% 11/37	REPS	3631000
0.04%	GNMA 2026-2 KS FLT 01/56	GNR	57175028
0.04%	GNMA 2025-H20 VAR 09/75	GNR	39137718
0.04%	MULTIFAMILY FLT 05/55	MCAS	3600000
0.04%	MATADOR 6.25% 04/33	MTDR	3612000
0.04%	VIKING 5.875% 10/33	VIKCRU	3636000
0.04%	STIFEL SBA IO VAR 10/51	SFSBA	60909497
0.04%	PMT LOAN TRUST VAR 05/56	PMTLT	3570447
0.04%	SYMPHONY CLO FLT 01/34	SYMP	3600000
0.04%	CITI ASSET 25.54% 10/31	CART1	3668496
0.04%	GNMA 2025-124 FLT 07/55	GNR	57483801
0.04%	PERU LNG SRL 5.375% 03/30	PERLNG	3667400
0.04%	CLYDESDALE 6.75% 04/32	NOVHOL	3737000
0.04%	BX 6.5555% 02/42	BX	3587000
0.04%	UMBS MORTPASS 6% 01/56	FN	3485502
0.04%	FHLMC 5.076% 07/32	FHMS	3480000
0.04%	EXETER 5.57% 10/31	EART	3530000
0.04%	BP CAPITAL MARKETS VAR	BPLN	3595000
0.04%	ALLISON 5.875% 06/29	ALSN	3525000
0.04%	UMBS MORTPASS 5.5% 02/56	FR	3528636
0.04%	CONGOLESE 9.5% 05/36	REPCON	3530000
0.04%	FNMA MORTPASS 4.78% 11/29	FN	3520000
0.04%	GNMA II MORTPASS 6% 10/55	G2	3427569
0.04%	FHLMC VAR 08/54	FHMS	17000000
0.04%	MADISON PARK FLT 07/34	MDPK	3530000
0.04%	CSAIL 2016-C6 VAR 01/49	CSAIL	4140000
0.04%	FHLMC VAR 05/33	FHMR	50250000
0.04%	JONAH 12.662% 08/39	JONAH	3500000
0.04%	GNMA II MORTPASS 6% 10/55	G2	3389589
0.04%	BMO 2023-5C2 VAR 11/56	BMO	3310000
0.04%	RADIOLOGY 8.5% 07/32	RADPAR	3327000
0.04%	GNMA 2021-186 VAR 05/63	GNR	63383208
0.04%	STIFEL SBA IO VAR 01/51	SFSBA	75727164
0.04%	FHLMC VAR 04/36	FHMR	18000000
0.04%	IHEARTCOMMUN 9.125% 05/29	IHRT	3518000
0.04%	EXETER 5.23% 01/32	EART	3445000
0.04%	INEOS FINANCE 7.5% 04/29	INEGRP	3440000
0.04%	JETBLUE 9.875% 09/31	JBLU	3932000
0.04%	FEDERAL 7.696% 02/38	NGERIA	3300000
0.04%	WELLS FARGO VAR 07/58	WFCM	3500000
0.04%	UMBS MORTPASS 5.5% 03/56	FR	3392698
0.04%	FNMA-ACES VAR 08/34	FNA	3500000
0.04%	DIGICEL 8.625% 08/32	DIGDIF	3309000
0.04%	ENERGIZER 4.375% 03/29	ENR	3537000
0.04%	BRIDGECREST 5.23% 08/30	BLAST	3400000
0.04%	IRV TRUST VAR 03/47	IRV	3400000
0.04%	BX 2025-BIO3 VAR 02/42	BX	3400000
0.04%	ENTEGRIS INC 4.75% 04/29	ENTG	3405000
0.04%	NEWELL 6.375% 05/30	NWL	3425000
0.04%	TRANSCANADA VAR 03/82	TRPCN	3396000
0.04%	ENCOMPASS 4.75% 02/30	EHC	3415000
0.04%	BRIDGECREST 5.41% 08/31	BLAST	3340000
0.04%	VERIZON VAR 05/56	VZ	3305000
0.04%	UMBS MORTPASS 5.5% 12/55	FN	3280626
0.04%	FHLMC MSCR FLT 05/44	MSCR	2900000
0.04%	CCO HOLDINGS 4.5% 05/32	CHTR	3830000
0.04%	MORGAN 2.546% 06/50	MSC	3771000
0.04%	UMBS MORTPASS 6.5% 05/56	FN	3177664
0.04%	GNMA 2025-105 FLT 06/55	GNR	52268678
0.04%	NEUBERGER FLT 07/39	NEUB	3300000
0.04%	FNMA REMICS 6% 08/55	FNR	3306373
0.04%	FHLMC FLT 05/52	MSCR	3000000
0.03%	ADT SECURITY 4.125% 08/29	ADT	3410000
0.03%	FIRSTKEY 3.157% 09/38	FKH	3300000
0.03%	SURINAME 7.7% 11/30	SURINM	3151000
0.03%	GFL 6.75% 01/31	GFLCN	3162000
0.03%	BUCKHORN PARK FLT 07/34	BKPRK	3250000
0.03%	FEDERAL 6.125% 09/28	NGERIA	3200000
0.03%	CITI ASSET 25.83% 08/31	CART1	3301635
0.03%	REPUBLIC OF 8.8% 10/38	KENINT	3265000
0.03%	FNMA REMICS 5% 07/55	FNR	3213660
0.03%	FHLMC STACR FLT 09/42	STACR	3000000
0.03%	BBCMS MORTGAGE VAR 11/56	BBCMS	2900000
0.03%	ONESLT 8.0 15DEC30		3146328
0.03%	FORD MOTOR 6.05% 03/31	F	3080000
0.03%	SHIFT4 6.75% 08/32	FOUR	3127000
0.03%	AMERICAN 7.66% 02/33	ACAR	3000000
0.03%	FREMF K-1514 0% 10/34	FREMF	6000000
0.03%	GNMA 2021-160 2.5% 09/51	GNR	21521237
0.03%	TRANSDIGM 6.625% 03/32	TDG	3041000
0.03%	SOLSTICE 5.625% 09/33	SOLADV	3139000
0.03%	FHLMC VAR 06/30	FHMS	69624481
0.03%	FHLMC MSCR FLT 01/51	MSCR	3000000
0.03%	ARAB 8.875% 05/50	EGYPT	3200000
0.03%	UMBS MORTPASS 5.5% 03/56	FN	3092469
0.03%	SANTANDER 4.95% 01/32	SDART	3123000
0.03%	DT AUTO 10.99% 07/29	DTAOT	3000000
0.03%	BARINGS CLO LTD FLT 01/39	BABSN	3090000
0.03%	ARAB 7.625% 05/34	EGYPT	3093000
0.03%	REPUBLIC OF 8.75% 01/34	ECUA	3023000
0.03%	BMO 2025-5C11 VAR 07/58	BMO	75675304
0.03%	UMBS MORTPASS 5.5% 04/56	FR	3061301
0.03%	STIFEL SBA IO VAR 08/36	SFSBA	52285542
0.03%	UMBS MORTPASS 5.5% 02/56	FN	3064469
0.03%	FREMF ZERO 09/52	FREMF	4500000
0.03%	HILTON 5.875% 03/33	HLT	3034000
0.03%	TRTX 2025-FL6 FLT 09/42	TRTX	3050000
0.03%	GNMA 2025-175 AZ 6% 10/55	GNR	3066890
0.03%	GNMA 2025-106 A 5% 07/55	GNR	3064342
0.03%	FREMF ZERO 05/53	FREMF	4300000
0.03%	IHEARTCOMMUNICATIONS INC.		3183879
0.03%	LENDMARK 6.48% 09/34	LFT	3000000
0.03%	CLARIOS 6.75% 09/32	POWSOL	2976000
0.03%	GS MORTGAGE VAR 05/50	GSMS	3500000
0.03%	VERIZON VAR 05/58	VZ	2992000
0.03%	FNMA REMICS 6% 08/53	FNR	2962007
0.03%	REPUBLIC OF 7.875% 03/57	PANAMA	2500000
0.03%	FHLMC REMICS 6% 03/54	FHR	2900000
0.03%	UMBS MORTPASS 6% 01/56	FN	2926291
0.03%	BARINGS CLO LTD FLT 10/37	BABSN	3000000
0.03%	FHLMC STACR FLT 05/46	STACR	3000000
0.03%	LIVE NATION 6.5% 05/27	LYV	2995000
0.03%	FORTIVA 5.92% 05/31	FRCMT	3000000
0.03%	BENIN 7.96% 02/38	BENIN	2842000
0.03%	CONNECTICUT FLT 09/44	CAS	2992065
0.03%	BENCHMARK VAR 04/63	BMARK	42380000
0.03%	FNMA REMICS FLT 06/55	FNR	50681099
0.03%	ARGENTINE STEP 01/38	ARGENT	3700000
0.03%	DOMINION ENERGY VAR 02/55	D	2880000
0.03%	REPUBLIC 5.15% 06/39	REPS	3000000
0.03%	FHLMC MSCR FLT 07/45	MSCR	3000000
0.03%	FHLMC VAR 04/30	FHMS	57642911
0.03%	ASBURY 4.625% 11/29	ABG	3061000
0.03%	SINCLAIR 8.125% 02/33	SBGI	2880000
0.03%	REPUBLIC OF 7.1% 11/36	SOAF	2800000
0.03%	AVIS BUDGET CAR 8% 02/31	CAR	2940000
0.03%	FNMA REMICS 5.5% 03/54	FNR	3027003
0.03%	ENTERGY CORP VAR 06/56	ETR	2960000
0.03%	ONEMAIN 3.875% 09/28	OMF	3055000
0.03%	BLOCK INC 5.625% 08/30	XYZ	2942000
0.03%	FHLMC MORTPASS FLT 11/55	FH	2950834
0.03%	GFL 4% 08/28	GFLCN	3010000
0.03%	DOMINION ENERGY VAR 02/56	D	2920000
0.03%	GNMA 2025-183 VAR 10/67	GNR	43443225
0.03%	ENCOMPASS 4.5% 02/28	EHC	2955000
0.03%	EXETER 6.34% 10/29	EART	3007000
0.03%	ISLAMIC 8.875% 04/51	PKSTAN	3000000
0.03%	BENCHMARK VAR 03/59	BMARK	48695922
0.03%	UMBS MORTPASS 5.5% 11/55	FR	2902409
0.03%	MAGNETITE XL FLT 07/37	MAGNE	2900000
0.03%	COMM 2014-CR14 VAR 02/47	COMM	2967820
0.03%	RFT 2024-2 STEP 09/28	RFT	2915485
0.03%	RFT 2024-2 STEP 09/28	RFT	2915485
0.03%	CCO HOLDINGS 6.375% 09/29	CHTR	2875000
0.03%	ZF NORTH 6.75% 04/30	ZFFNGR	2888000
0.03%	UMBS MORTPASS 6.5% 06/56	FN	2750000
0.03%	ALBERTSONS 5.625% 03/32	ACI	2950000
0.03%	CSAIL 2018-C14 VAR 11/51	CSAIL	4005000
0.03%	CONNECTICUT FLT 09/45	CAS	2830000
0.03%	FREMF 2018-K84 ZERO 11/28	FREMF	3500000
0.03%	DISH DBS CORP 5.25% 12/26		2799000
0.03%	QNITY 5.75% 08/32	QNTELE	2827000
0.03%	FHLMC REMICS 5.5% 05/36	FHR	2809887
0.03%	DOMINICAN 6.15% 05/38	DOMREP	2877000
0.03%	TALLGRASS 5.5% 01/28	TEP	2830000
0.03%	PETSMART LLC / 7.5% 09/32	PETM	2825000
0.03%	SUBWAY 6.505% 07/54	SUBWAY	2855515
0.03%	FREMF ZERO 03/53	FREMF	4000000
0.03%	UMBS MORTPASS 6% 03/56	FR	2753448
0.03%	GNMA 2020-89 IA VAR 04/62	GNR	35472902
0.03%	FREMF K-1511 ZERO 04/34	FREMF	5327320
0.03%	TOORAK STEP 10/31	TRK	2800000
0.03%	NEW 4.443% 02/39	NRMLT	2850000
0.03%	GNMA II 5.5% 10/55	G2	2761779
0.03%	HERTZ VEHICLE 8.3% 05/32	HERTZ	2810000
0.03%	BANC OF AMERICA VAR 09/48	BACM	2925000
0.03%	SUNOCO LP / 4.5% 05/29	SUN	2845000
0.03%	AVIS BUDGET 7.24% 06/29	AESOP	2700000
0.03%	CONNECTICUT FLT 05/43	CAS	2600000
0.03%	GNMA 2025-142 VAR 02/68	GNR	41810472
0.03%	UMBS MORTPASS 5.5% 03/56	FR	2753171
0.03%	IQVIA INC 6.25% 06/32	IQV	2721000
0.03%	FNMA REMICS 6% 08/54	FNR	2768720
0.03%	UMBS MORTPASS 6% 01/56	FN	2696108
0.03%	FREMF 2018-K83 ZERO 11/51	FREMF	3400000
0.03%	UMBS MORTPASS 5.5% 03/56	FR	2751141
0.03%	CONNECTICUT FLT 04/43	CAS	2640000
0.03%	FREMF ZERO 08/35	FREMF	5500000
0.03%	SIRIUS XM RADIO 5% 08/27	SIRI	2763000
0.03%	SIX FLAGS 6.625% 05/32	FUN	2699000
0.03%	STAPLES INC 10.75% 09/29	SPLS	2860000
0.03%	STACR TRUST FLT 02/47	STACR	2290000
0.03%	REPUBLIC OF STEP 07/40	ECUA	3211364
0.03%	TALEN ENERGY 6.375% 05/33	TLN	2731000
0.03%	UMBS MORTPASS 5% 03/56	FN	2762687
0.03%	MITER BRANDS 6.75% 04/32	MIWIDO	2744000
0.03%	GCAT 2023-NQM3 STEP 08/68	GCAT	2705539
0.03%	BBCMS MORTGAGE VAR 09/55	BBCMS	46914494
0.03%	SCF EQUIPMENT 5.33% 06/36	SCFET	2770000
0.03%	EXETER 7.15% 06/33	EART	2696000
0.03%	FREMF ZERO 01/54	FREMF	4000000
0.03%	FHLMC MSCR FLT 07/45	MSCR	2700000
0.03%	GNMA 2024-195 VAR 07/61	GNR	69512771
0.03%	TALLGRASS ENERGY 6% 12/30	TEP	2675000
0.03%	UMBS MORTPASS 6% 01/56	FN	2614624
0.03%	FHLMC VAR 12/30	FHMS	98802685
0.03%	GNMA 2025-112 VAR 03/66	GNR	54504530
0.03%	AECOM CALLABLE 6% 08/33	ACM	2672000
0.03%	FNMA MORTPASS 4.97% 04/35	FN	2639372
0.03%	GNMA 2025-51 SA FLT 03/55	GNR	40081815
0.03%	KIOXIA 6.25% 07/30	KIOXIA	2589000
0.03%	INSTITUTO 6.375% 05/43	COSICE	2700000
0.03%	GNMA 2025-127 PZ 6% 07/55	GNR	2652419
0.03%	POST HOLDINGS 6.25% 02/32	POST	2601000
0.03%	PLANET 5.649% 12/55	PLNT	2670000
0.03%	CITIGROUP 3.11% 04/48	CGCMT	4000000
0.03%	FHLMC STACR FLT 07/42	STACR	2500000
0.03%	CONGOLESE 9.5% 02/35	REPCON	2600000
0.03%	OBX 2025-NQM10 STEP 05/65	OBX	2615760
0.03%	STREAM 2008 BV 0% 02/30		2549760
0.03%	FHLMC MSCR FLT 05/44	MSCR	2500000
0.03%	FHLMC VAR 05/47	FHMS	43959013
0.03%	CLEVELAND-CL 7.625% 01/34	CLF	2522000
0.03%	STREET CAPITAL 0% 02/30		2590672
0.03%	BRIDGECREST 6.63% 02/33	BLAST	2610000
0.03%	ANTERO 5.375% 06/29	AM	2580000
0.03%	NUSTAR 6.375% 10/30	NSUS	2490000
0.03%	GNMA 2022-109 VAR 08/64	GNR	51943062
0.03%	HERTZ VEHICLE 9.22% 01/29	HERTZ	2500000
0.03%	REPUBLIC 5.91% 08/32	REPS	2563000
0.03%	FREMF FLT 02/32	FREMF	2757866
0.03%	CONNECTICUT FLT 01/44	CAS	2500000
0.03%	REPUBLIC OF 9.25% 04/30	ELSALV	2390000
0.03%	GS MORTGAGE VAR 06/47	GSMS	3270000
0.03%	PROVIDENT VAR 06/55	PFMT	2533851
0.03%	WESTERN 5.79% 01/36	WEFUN	2540000
0.03%	COMMONWEALTH 8.25% 06/36	BAHAMA	2277000
0.03%	GNMA II MORTPASS 6% 08/54	G2	2468307
0.03%	ARAB REPUBLIC 8.5% 01/47	EGYPT	2700000
0.03%	FIRSTKEY HOMES ZERO 05/39	FKH	2700000
0.03%	CONNECTICUT FLT 09/39	CAS	2522705
0.03%	CONNECTICUT FLT 10/39	CAS	2516216
0.03%	GNMA 2026-62 MS FLT 04/56	GNR	30644203
0.03%	BENCHMARK VAR 04/63	BMARK	61158000
0.03%	LHOME MORTGAGE STEP 07/39	LHOME	2516000
0.03%	MASTERBRAND INC 7% 07/32	MASBRA	2515000
0.03%	QXO BUILDING 6.75% 04/32	BECN	2437000
0.03%	FEDERATIVE 7.25% 01/56	BRAZIL	2500000
0.03%	GNMA 2025-69 AZ 5% 04/55	GNR	2663131
0.03%	GLS AUTO 5.5% 06/29	GCAR	2500000
0.03%	GNMA 2024-H08 VAR 05/74	GNR	27662843
0.03%	SM ENERGY CO 8.75% 07/31	SM	2392000
0.03%	NEUBERGER FLT 10/36	NEUB	2500000
0.03%	FNMA REMICS 6% 09/55	FNR	2493511
0.03%	1261229 BC LTD 10% 04/32	BHCCN	2441000
0.03%	GNMA 2024-124 VAR 07/65	GNR	37397476
0.03%	GLS AUTO 5.65% 07/30	GCAR	2465000
0.03%	AHEAD DB HOLDINGS LLC		2513838
0.03%	IDENTITY 6.793% 03/65		2500000
0.03%	UMBS MORTPASS 6% 04/56	FN	2414802
0.03%	ECHOSTAR 10.75% 11/29	SATS	2290000
0.03%	FHLMC VAR 03/31	FHMS	125517847
0.03%	ECOPETROL SA 8.875% 01/33	ECOPET	2280000
0.03%	BMO 5.7393% 02/57	BMO	2420000
0.03%	GRAY MEDIA 7.25% 08/33	GTN	2489000
0.03%	GNMA 2025-70 SD FLT 04/55	GNR	55484854
0.03%	AMERICAN 7.65% 09/30	ACAR	2400000
0.03%	UMBS MORTPASS 6% 01/56	FN	2399447
0.03%	VOLTAGRID 7.375% 11/30	VOLTAG	2358000
0.03%	ALCOA 7.125% 03/31	AA	2355000
0.03%	ADIENT GLOBAL 7.5% 02/33	ADNT	2364000
0.03%	STANDARD 6.25% 08/33	BMCAUS	2434000
0.03%	COMM 2015-LC23 VAR 10/48	COMM	3000000
0.03%	COMM 3.494% 10/49	COMM	2449000
0.03%	DRC 8.75% 04/32	DRCONG	2380000
0.03%	GCI LLC 4.75% 10/28	GCILLC	2518000
0.03%	SANTANDER 5.47% 05/31	SDART	2400000
0.03%	FNMA-ACES VAR 05/34	FNA	47842172
0.03%	FHLMC REMICS 6% 09/55	FHR	2458201
0.03%	FHLMC MSCR FLT 07/45	MSCR	2421579
0.03%	FHLMC REMICS 5.5% 03/55	FHR	2463300
0.03%	FNMA REMICS 6% 07/53	FNR	2381453
0.03%	CHEMOURS 5.75% 11/28	CC	2413000
0.03%	HILTON 3.75% 05/29	HLT	2490000
0.03%	DT AUTO OWNER 5.53% 03/29	DTAOT	2400000
0.03%	CITI ASSET 25.1% 07/31	CART1	2461365
0.03%	UMBS MORTPASS 5.5% 04/56	FN	2385335
0.03%	HILTON 5.75% 09/33	HLT	2373000
0.03%	WELLS FARGO 3.142% 07/48	WFCM	2500000
0.03%	BRIDGECREST 5.83% 05/30	BLAST	2360000
0.03%	ECOPETROL SA 4.625% 11/31	ECOPET	2600000
0.03%	WELLS FARGO 3% 06/51	WFCM	2750000
0.03%	SUNOCO LP / 4.5% 04/30	SUN	2460000
0.03%	MULTIFAMILY FLT 11/53	MCAS	2310730
0.03%	LAMAR MEDIA 4.875% 01/29	LAMR	2395000
0.03%	AMERICAN 9.79% 02/30	ACAR	2300000
0.03%	LHOME MORTGAGE STEP 05/29	LHOME	2360000
0.03%	GNMA 2020-184 VAR 11/60	GNR	35370844
0.03%	UMBS MORTPASS 5.5% 12/55	FN	2350743
0.03%	COMISION 8.65% 01/33	CELELS	2229000
0.03%	GNMA 2021-33 IO VAR 10/62	GNR	37110803
0.03%	CHURCHILL 5.75% 04/30	CHDN	2365000
0.03%	ARAB 7.625% 05/32	EGYPT	2300000
0.03%	GNMA 2021-92 IO VAR 09/63	GNR	39865600
0.03%	CITI ASSET 25.6% 09/31	CART1	2424989
0.03%	REPUBLIC OF STEP 07/35	GHANA	2500000
0.03%	SIX FLAGS 5.25% 07/29	FUN	2410000
0.03%	MORGAN 3.06% 10/48	MSBAM	2444258
0.02%	DRC 9.5% 04/37	DRCONG	2270000
0.02%	GNMA 2025-89 5.25% 01/55	GNR	2408529
0.02%	REPUBLIC OF STEP 07/29	GHANA	2362500
0.02%	CLEAR CHANNEL 7.5% 03/33	CCO	2223000
0.02%	FREMF ZERO 09/30	FREMF	3300000
0.02%	DISH DBS CORP 7.75% 07/26	DISH	2335000
0.02%	GNMA 2024-32 IO VAR 06/63	GNR	44990708
0.02%	IHO 7.75% 11/30	IHOVER	2241000
0.02%	FNMA MORTPASS FLT 10/55	FN	2317442
0.02%	ALLIED 4.625% 06/28	UNSEAM	2350000
0.02%	UMBS MORTPASS 5.5% 04/56	FN	2300546
0.02%	GNMA 2026-24 4.5% 02/56	GNR	2548456
0.02%	NRG ENERGY 3.625% 02/31	NRG	2480000
0.02%	GNMA 2025-139 FLT 08/55	GNR	45974109
0.02%	REPUBLIC OF 6.125% 06/33	IVYCST	2300000
0.02%	GNMA 2026-H11 VAR 04/76	GNR	24964229
0.02%	GNMA 2025-H19 VAR 09/75	GNR	25967004
0.02%	FREMF ZERO 05/33	FREMF	4000000
0.02%	FHLMC VAR 10/34	FHMS	13043739
0.02%	HERTZ VEHICLE 5.9% 12/31	HERTZ	2245000
0.02%	UNITED 6.125% 03/34	URI	2215000
0.02%	REPUBLIC OF 9.75% 02/31	KENINT	2100000
0.02%	CD 2019-CD8 3% 08/57	CD	3800000
0.02%	GNMA 2021-13 IO VAR 06/62	GNR	35006805
0.02%	UMBS MORTPASS 6% 02/56	FN	2195026
0.02%	CHART 7.5% 01/30	GTLS	2165000
0.02%	FNMA REMICS 6% 09/55	FNR	2280524
0.02%	FHLMC VAR 05/35	FHMS	22252267
0.02%	HOWARD 6.625% 01/34	HOWARD	2217000
0.02%	GNMA 2023-117 5.5% 08/53	GNR	2325771
0.02%	BRIDGECREST 5.64% 11/30	BLAST	2212000
0.02%	LHOME MORTGAGE STEP 01/40	LHOME	2221000
0.02%	CHARTER 2.8% 04/31	CHTR	2500000
0.02%	FHLMC STACR FLT 12/50	STACR	1937000
0.02%	UMBS MORTPASS 6% 06/56	FN	2180000
0.02%	DISH DBS CORP 5.75% 12/28		2235000
0.02%	AMERICAN CREDIT 10% 01/30	ACAR	2210000
0.02%	UMBS MORTPASS 6.5% 04/56	FN	2127552
0.02%	DRIVE AUTO 5.41% 09/32	DRIVE	2200000
0.02%	CITIGROUP 3.25% 12/49	CGCMT	3000000
0.02%	CITI ASSET 27.07% 03/31	CART1	2245270
0.02%	ROCKET COS 6.125% 08/30	RKT	2180000
0.02%	BBCMS MORTGAGE VAR 05/69	BBCMS	43750000
0.02%	FHLMC STACR FLT 01/49	STACR	1810000
0.02%	FNMA FLT 09/29	CAS	2120000
0.02%	GNMA 2025-105 PZ 5% 06/55	GNR	2398219
0.02%	BENCHMARK VAR 02/51	BMARK	2300000
0.02%	AVENTURA MALL VAR 07/40	AVMT	2220000
0.02%	BANCO MERCANTIL VAR 12/49	BANORT	2200000
0.02%	FNMA REMICS 6% 09/53	FNR	2152311
0.02%	GNMA 2026-25 SD FLT 02/56	GNR	32821548
0.02%	GNMA 2025-202 VAR 09/67	GNR	30878617
0.02%	REPUBLIC OF 7.875% 10/33	KENINT	2200000
0.02%	PETROLEOS 8.75% 06/29	PEMEX	2000000
0.02%	WESCO 6.375% 03/29	WCC	2103000
0.02%	BARINGS CLO LTD FLT 10/38	BABSN	2170000
0.02%	HILTON 4.875% 04/27	HLT	2140000
0.02%	JPMBB VAR 03/49	JPMBB	2300000
0.02%	CHS/COMMUNITY 6% 01/29	CYH	2165000
0.02%	UMBS MORTPASS 5.5% 02/56	FR	2122337
0.02%	CONNECT 10.5% 04/31	BSPEED	2135000
0.02%	COMM 2014-UBS5 VAR 09/47	COMM	2300000
0.02%	REPUBLIC OF 9.875% 03/37	ANGOL	2000000
0.02%	PARAGUAY 6.65% 03/55	PARGUY	2000000
0.02%	BARBADOS 8% 06/35	BARBAD	2000000
0.02%	SDR COMMERCIAL FLT 05/39	SDR	2125000
0.02%	ACHD TRUST 9.38% 01/34	ACHD	2100000
0.02%	REPUBLIC OF 7.5% 02/34	COLOM	2000000
0.02%	GNMA 2022-80 IO VAR 06/64	GNR	47137534
0.02%	MGM RESORTS 6.125% 09/29	MGM	2099000
0.02%	REPUBLIC OF STEP 07/40	ECUA	2500000
0.02%	ROYAL 6.25% 03/32	RCL	2072000
0.02%	CITIGROUP INC VAR	C	2084000
0.02%	HASHEMITE 5.85% 07/30	JORDAN	2100000
0.02%	UMBS MORTPASS 6.5% 06/56	FR	2030000
0.02%	COMM 3.222% 11/47	COMM	3322616
0.02%	LENDMARK 4.94% 09/34	LFT	2100000
0.02%	UMBS MORTPASS 6% 02/54	FN	2041855
0.02%	EMRLD BORROWER LP		2104220
0.02%	AVOLON 5.75% 03/29	AVOL	2060000
0.02%	CITIGROUP 3.172% 09/58	CGCMT	3500000
0.02%	FNMA REMICS 6% 10/55	FNR	2095029
0.02%	AMERICAN 9.79% 08/31	ACAR	2000000
0.02%	HASHEMITE 7.5% 01/29	JORDAN	2000000
0.02%	UMBS MORTPASS 6% 06/56	FN	2030000
0.02%	AFFIRM ASSET 5.5% 09/29	AFFRM	2078000
0.02%	DOMINION ENERGY VAR 12/49	D	2088000
0.02%	TEREX CORP 6.25% 10/32	TEX	2045000
0.02%	UMBS MORTPASS 6% 01/56	FN	2017515
0.02%	WFRBS VAR 08/47	WFRBS	2150000
0.02%	FHLMC REMICS 5% 06/55	FHR	2180075
0.02%	VARSITY BRANDS INC		2063798
0.02%	FHLMC REMICS FLT 01/56	FHR	28332004
0.02%	FHLMC REMICS FLT 01/55	FHR	33036272
0.02%	CSAIL 2019-C16 VAR 06/52	CSAIL	57151631
0.02%	REPUBLIC OF 7.25% 03/31	MONTEN	1950000
0.02%	PETROLEOS 6.375% 01/45	PEMEX	2410000
0.02%	UMBS MORTPASS 6% 01/56	FN	1983304
0.02%	ENBRIDGE INC VAR 07/80	ENBCN	2030000
0.02%	FREMF 2019-KC07 VAR 10/29	FREMF	2400000
0.02%	ARAB REPUBLIC 9.45% 02/33	EGYPT	1846000
0.02%	BAML RCAP FRN 25OCT27		2033978
0.02%	BANC OF AMERICA 0% 04/49	BAMLL	3000000
0.02%	WAYFAIR LLC 7.75% 09/30	W	1943000
0.02%	CONNECTICUT FLT 01/44	CAS	2026246
0.02%	OAK-EAGLE 7.25% 07/33	EA	1942000
0.02%	AMERICAN 5.5% 08/31	ACAR	2000000
0.02%	MAGNETITE XLV FLT 04/38	MAGNE	2000000
0.02%	FHLMC MSCR FLT 09/43	MSCR	1750000
0.02%	JP MORGAN CHASE VAR 12/49	JPMCC	2175000
0.02%	CONNECTICUT FLT 10/41	CAS	2000000
0.02%	GOVERNMENT OF 5.95% 03/32	MONGOL	2000000
0.02%	FHLMC VAR 11/30	FHMS	67106310
0.02%	GNMA 2021-164 VAR 10/63	GNR	29712205
0.02%	MGM RESORTS 6.5% 04/32	MGM	2005000
0.02%	FHLMC VAR 10/35	FHMS	35770556
0.02%	PRPM 2024-8 STEP 12/29	PRPM	2000000
0.02%	MPIRE2025M111619SEP30144A		1998269
0.02%	KKR CLO 40 LTD FLT 10/34	KKR	2000000
0.02%	GNMA 2021-133 VAR 07/63	GNR	31147745
0.02%	BALLYROCK CLO FLT 10/37	BALLY	2000000
0.02%	VOYA CLO 2019-4 FLT 01/35	VOYA	2000000
0.02%	MF1 2026-FL22 FLT 11/43	MF1	2000000
0.02%	SHR TRUST FLT 10/41	SHR	2000000
0.02%	AFFIRM ASSET 5.06% 09/29	AFFRM	2000000
0.02%	OCTAGON FLT 04/31	OCT36	2000000
0.02%	BAML RCAP FRN 26OCT29		2000000
0.02%	REPUBLIC 6.16% 06/39	REPS	2000000
0.02%	HERTZ VEHICLE 6.78% 09/28	HERTZ	2000000
0.02%	GNMA 2026-2 UZ 4.5% 01/56	GNR	2026359
0.02%	TPG TRUST FLT 11/29	TPG	2000000
0.02%	MARINER 4.91% 11/38	MFIT	2000000
0.02%	ORGANON & CO 5.125% 04/31	OGN	2010000
0.02%	TENET 6.75% 05/31	THC	1934000
0.02%	PETROLEOS 5.95% 01/31	PEMEX	2000000
0.02%	STANDARD 4.375% 07/30	BMCAUS	2085000
0.02%	BUCKEYE 3.95% 12/26	BPL	1997000
0.02%	ENERGY TRANSFER VAR 05/54	ET	1870000
0.02%	RIVERS 6.25% 10/30	RIVENT	1965000
0.02%	UMBS MORTPASS 6.5% 10/54	FR	1871322
0.02%	UMBS MORTPASS 5.5% 04/56	FR	1966325
0.02%	VENTURE 8.125% 06/28	VENLNG	1934000
0.02%	DOMINICAN 6.4% 06/49	DOMREP	2050000
0.02%	AMERICAN 9.54% 10/31	ACAR	1900000
0.02%	SANTANDER 5.32% 12/31	SDART	1958000
0.02%	AMERICAN 7.39% 12/32	ACAR	1900000
0.02%	UBS COMMERCIAL VAR 06/51	UBSCM	2143000
0.02%	PUREWEST ABS 6.531% 04/40	PUREW	1975202
0.02%	ALBERTSONS COS 3.5% 03/29	ACI	2060000
0.02%	UMBS MORTPASS 5.5% 01/56	FR	1945787
0.02%	LENDMARK 5.53% 06/32	LFT	1950000
0.02%	REPUBLIC OF 8% 11/29	ANGOL	1917000
0.02%	UMBS MORTPASS 6% 06/56	FN	1920000
0.02%	FHLMC VAR 01/33	FHMS	85778105
0.02%	CSAIL 2020-C19 2.5% 03/53	CSAIL	5200000
0.02%	GNMA 2025-100 FLT 06/55	GNR	30417152
0.02%	GAP INC/THE 3.625% 10/29	GAP	2070000
0.02%	JPMDB VAR 12/49	JPMDB	2086883
0.02%	REPUBLIC OF 8.625% 02/29	ELSALV	1852000
0.02%	ARGENTINE STEP 07/41	ARGENT	2700000
0.02%	WR GRACE 6.625% 08/32	GRA	1971000
0.02%	SANTANDER 5.97% 10/31	SDART	1906000
0.02%	RAVEN 6.875% 11/31	RCM	1981000
0.02%	CD 2018-CD7 VAR 08/51	CD	2080000
0.02%	CRESCENT 7.875% 04/32	CRGYFN	1876000
0.02%	RHP HOTEL 6.5% 04/32	RHP	1890000
0.02%	ARAB 8.625% 02/30	EGYPT	1800000
0.02%	FREMF 2019-KF73 FLT 11/29	FREMF	2052602
0.02%	SAAVI 8.875% 02/35	SAAVIE	1763000
0.02%	FNMA REMICS FLT 03/56	FNR	2145023
0.02%	UMBS MORTPASS 5.5% 03/56	FR	1896055
0.02%	FNMA REMICS 5.5% 12/55	FNR	1917606
0.02%	SYMPHONY CLO FLT 04/31	SYMP	1900000
0.02%	MORGAN 3.25% 12/47	MSBAM	1938152
0.02%	AMKOR 5.875% 10/33	AMKR	1892000
0.02%	FIEMEX 7.25% 01/41	FIEMEX	1868096
0.02%	FIRSTKEY HOMES ZERO 07/38	FKH	1900000
0.02%	FIRSTKEY HOMES ZERO 07/38	FKH	1900000
0.02%	MERCURY 6.31% 02/32	MFCC	1890000
0.02%	BANCO MERCANTIL DEL VAR	BANORT	1800000
0.02%	ELM TRUST VAR 06/39	ELM	1885000
0.02%	CONNECTICUT FLT 12/41	CAS	1870650
0.02%	UMBS MORTPASS 6% 01/56	FN	1823926
0.02%	BUCKEYE 6.75% 02/30	BPL	1811000
0.02%	HERTZ VEHICLE 7.74% 05/30	HERTZ	1870000
0.02%	NATWEST GROUP VAR 12/49	NWG	1710000
0.02%	BMO 2026-C14 VAR 02/59	BMO	23446685
0.02%	UZBEKNEFTEGAZ 4.75% 11/28	UNGUZB	1900000
0.02%	FHLMC MSCR FLT 11/51	MSCR	1750000
0.02%	WELLS FARGO 5.928% 07/57	WFCM	1800000
0.02%	CSC HOLDINGS 6.5% 02/29	CSCHLD	3060000
0.02%	TRANSCANADA VAR 10/56	TRPCN	1834000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1833903
0.02%	CARNIVAL CORP 5.75% 08/32	CCL	1833000
0.02%	SUNOCO LP 5.625% 03/31	SUN	1845000
0.02%	FHLMC STACR FLT 10/41	STACR	1800000
0.02%	CHARTER 6.1% 06/29	CHTR	1790000
0.02%	FHLMC VAR 02/36	FHMS	57532488
0.02%	LEVEL 3 7% 03/34	LVLT	1779581
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1815375
0.02%	AMERICAN 6.82% 10/29	ACAR	1800000
0.02%	FREMF ZERO 08/30	FREMF	2588480
0.02%	UMBS MORTPASS 5.5% 02/56	FR	1798344
0.02%	TALEN ENERGY 6.125% 05/31	TLN	1817000
0.02%	CRESCENT 8.375% 01/34	CRGYFN	1724000
0.02%	DISCOVERY 4.279% 03/32	WBD	1985000
0.02%	BOMBARDIER 8.75% 11/30	BBDBCN	1710000
0.02%	AIMCO CLO 16 FLT 07/37	AIMCO	1808000
0.02%	PFP 2026-14 LTD FLT 12/43	PFP	1810000
0.02%	UMBS MORTPASS 5% 03/56	FN	1835006
0.02%	NEW RESIDENTIAL VAR 12/65	NRZT	1850000
0.02%	PROVINCIA DE 8.6% 02/35	PDCAR	1851000
0.02%	NEWELL 6.625% 05/32	NWL	1857000
0.02%	GNMA 2025-38 IO VAR 01/62	GNR	44842286
0.02%	METLIFE INC VAR 03/56	MET	1819000
0.02%	1011778 BC 3.875% 01/28	BCULC	1835000
0.02%	WHARF VAR 07/40	WHARF	1776000
0.02%	BRIDGECREST 5.62% 03/31	BLAST	1770000
0.02%	ESKOM 8.45% 08/28	ESKOM	1700000
0.02%	FHLMC VAR 07/31	FHMS	56422417
0.02%	BBCMS MORTGAGE VAR 02/50	BBCMS	2400000
0.02%	CIPHER 7.125% 11/30	CIFR	1719000
0.02%	BMO 2024-C9 5.7592% 07/57	BMO	1710000
0.02%	EURO		1533700
0.02%	GNMA 2021-63 IO VAR 04/61	GNR	30248129
0.02%	UMBS MORTPASS 6% 02/56	FN	1722969
0.02%	CHS/COMMUNITY 5.25% 05/30	CYH	1900000
0.02%	PERMIAN 9.875% 07/31	PR	1673000
0.02%	CHORD ENERGY 6% 10/30	CHRD	1744000
0.02%	REPUBLIC OF 9.75% 02/31	KENINT	1635000
0.02%	GNMA 2020-137 VAR 09/62	GNR	29396150
0.02%	FHLMC STACR FLT 01/51	STACR	1585000
0.02%	REPUBLIC OF 7.3% 11/54	COSTAR	1565000
0.02%	NGL ENERGY 8.125% 02/29	NGL	1691000
0.02%	GNMA 2025-139 UC 6% 08/55	GNR	1757562
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1731750
0.02%	BX COMMERCIAL FLT 02/39	BX	1744345
0.02%	FHLMC VAR 02/49	FHMS	16750000
0.02%	GNMA 2025-69 SK FLT 04/55	GNR	24007380
0.02%	GNMA 2024-138 VAR 02/66	GNR	19213971
0.02%	VENTURE 3.875% 11/33	VENTGL	1945000
0.02%	SM ENERGY CO 6.625% 01/27	SM	1730000
0.02%	UMBS MORTPASS 6% 02/56	FN	1684763
0.02%	CSAIL 2020-C19 VAR 03/53	CSAIL	2750000
0.02%	HERTZ 12.625% 07/29	HTZ	1874000
0.02%	GNMA 2025-41 BS FLT 03/55	GNR	39311734
0.02%	UMBS MORTPASS 6% 02/56	FN	1685171
0.02%	FHLMC VAR 07/33	FHMS	151844828
0.02%	ASURION LLC/ 8% 12/32	ASUCOR	1651000
0.02%	PLURINATIONAL 9.45% 05/31	BOLIVI	1800000
0.02%	COREWEAVE INC 9% 02/31	CRWV	1698000
0.02%	ACHD TRUST 5.978% 01/34	ACHD	1714818
0.02%	FHLMC VAR 03/32	FHMS	109881704
0.02%	GS VAR 11/55	GSMBS	1690861
0.02%	PRPM 2025-4 STEP 06/30	PRPM	1711008
0.02%	DRYDEN 68 CLO FLT 07/35	DRSLF	1700000
0.02%	TERMOCANDELAR 7.75% 09/31	TERMOC	1650000
0.02%	JPMCC VAR 03/50	JPMCC	1920000
0.02%	ON 3.875% 09/28	ON	1735000
0.02%	FEDERAL 10.375% 12/34	NGERIA	1400000
0.02%	BMO 2023-C5 5.7653% 06/56	BMO	1640000
0.02%	UBS GROUP AG VAR 12/49	UBS	1472000
0.02%	ASCENT 6.625% 10/32	ASCRES	1655000
0.02%	PETROLEOS 6.95% 01/60	PEMEX	2000000
0.02%	TRANSCANADA VAR 09/79	TRPCN	1696000
0.02%	REPUBLIC OF STEP 07/30	ECUA	1674000
0.02%	GNMA 2025-139 FLT 08/55	GNR	20373288
0.02%	HARRIMAN PARK FLT 07/38	HRPK	1680000
0.02%	TRANSCANADA VAR 10/56	TRPCN	1669000
0.02%	GENERADORA 6.874% 09/44	GATUNP	1635000
0.02%	GRUPO NUTRESA SA 9% 05/35	NUTRES	1500000
0.02%	CD 2017-CD6 VAR 11/50	CD	1750000
0.02%	FNMA REMICS 6% 07/54	FNR	1637465
0.02%	UMBS MORTPASS 6% 04/56	FN	1616644
0.02%	STIFEL SBA IO VAR 06/50	SFSBA	44731628
0.02%	FEDERAL 8.6308% 01/36	NGERIA	1500000
0.02%	SENSATA 6.625% 07/32	ST	1600000
0.02%	UMBS MORTPASS 5.5% 11/55	FR	1646687
0.02%	ELMWOOD CLO III FLT 07/37	ELMW3	1650000
0.02%	FHLMC VAR 07/35	FHMS	19110772
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1635408
0.02%	TIERRA MOJADA 5.75% 12/40	TIEMOD	1686843
0.02%	TALLGRASS 6.75% 03/34	TEP	1615000
0.02%	APLD 6.75% 03/31	PFORGE	1631000
0.02%	GNMA 2021-47 IO VAR 03/61	GNR	25072258
0.02%	NISOURCE INC VAR 11/54	NI	1590000
0.02%	NEXSTAR MEDIA 4.75% 11/28	NXST	1660000
0.02%	SNAP INC 6.875% 03/33	SNAP	1638000
0.02%	UMBS MORTPASS 6% 02/56	FR	1583429
0.02%	GNMA 2025-89 JY 5% 12/54	GNR	1700000
0.02%	CREDIT 4.85% 11/34	CAALT	1625000
0.02%	GNMA 2025-97 SE FLT 06/55	GNR	25008474
0.02%	PETSMART, INC		1628907
0.02%	FHLMC STACR FLT 03/30	STACR	1550000
0.02%	GNMA 2024-70 IO VAR 02/60	GNR	28777540
0.02%	CENTRAL 4.125% 10/30	CENT	1700000
0.02%	CSAIL 2015-C3 VAR 08/48	CSAIL	2071000
0.02%	FNMA REMICS 5.5% 12/55	FNR	1626518
0.02%	OCP SA 7.5% 05/54	OCPMR	1500000
0.02%	AVIS BUDGET 6.96% 04/31	AESOP	1596000
0.02%	CITIGROUP INC VAR 12/49	C	1580000
0.02%	MILLROSE 6.375% 08/30	MRP	1578000
0.02%	CITIGROUP VAR 04/49	CGCMT	1630000
0.02%	DIVERSIFIED 7.67% 05/44	DEC	1581333
0.02%	BMO 2024-C9 VAR 07/57	BMO	26934234
0.02%	AMERICAN AXLE & 5% 10/29	AXL	1630000
0.02%	VENTURE GLOBAL 9.5% 02/29	VENLNG	1457000
0.02%	BMO 2023-C7 6.16% 12/56	BMO	1500000
0.02%	WESCO 7.25% 06/28	WCC	1580000
0.02%	UKG INC.		1634387
0.02%	PRPM 2025-RPL2 STEP 04/55	PRPM	1620412
0.02%	WAND NEWCO 3 7.625% 01/32	CALCOL	1524000
0.02%	PRM5 TRUST VAR 03/33	PRM5	1590000
0.02%	UMBS MORTPASS 6% 06/56	FR	1530000
0.02%	UMBS MORTPASS 5.5% 03/56	FN	1555440
0.02%	BOMBARDIER 7.25% 07/31	BBDBCN	1496000
0.02%	GNMA 2019-127 VAR 09/58	GNR	34386624
0.02%	GENESEE & WYOMING INC.		1564749
0.02%	FORD MOTOR 6.798% 11/28	F	1500000
0.02%	VENTURE 6.75% 01/36	VEGLPL	1465000
0.02%	HERTZ VEHICLE 9.44% 03/30	HERTZ	1500000
0.02%	ONEMAIN DIRECT 6.1% 07/37	ODART	1522000
0.02%	MV24 CAPITAL 6.748% 06/34	MVFPSO	1526866
0.02%	ICON PARENT I INC		1610086
0.02%	UMBS MORTPASS 5.5% 03/56	FR	1523628
0.02%	QUIKRETE HOLDINGS, INC		1534500
0.02%	UBS COMMERCIAL VAR 08/51	UBSCM	2090000
0.02%	YINSON 8.947% 07/42	YPANBR	1389187
0.02%	ENERGIZER 4.75% 06/28	ENR	1547000
0.02%	GNMA 2022-157 VAR 03/64	GNR	30535247
0.02%	QXO BUILDING 6.875% 07/34	BECN	1510000
0.02%	HESS 4.25% 02/30	HESM	1580000
0.02%	AMERICAN 5.34% 08/31	ACAR	1515000
0.02%	PRM5 TRUST VAR 03/33	PRM5	1530000
0.02%	FHLMC STACR FLT 02/44	STACR	1500000
0.02%	COMSTOCK 6.75% 03/29	CRK	1545000
0.02%	CLARIOS 6.75% 02/30	POWSOL	1466000
0.02%	CSAIL 2015-C2 VAR 06/57	CSAIL	1581647
0.02%	UNITED 5.375% 11/33	URI	1536000
0.02%	UMBS MORTPASS 6.5% 02/56	FN	1444716
0.02%	FHLMC VAR 11/32	FHMS	131733594
0.02%	GNMA 2026-24 4.5% 02/56	GNR	1601316
0.02%	VISTAJET PASS 9.5% 08/31	VSTJET	1540000
0.02%	VISTRA 6.875% 04/32	VST	1445000
0.02%	SBA SMALL 5.688% 09/33	SBIC	1450058
0.02%	KINGDOM OF 5.45% 09/32	BHRAIN	1600000
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1482922
0.02%	TRANSOCEAN 8.25% 05/29	RIG	1441000
0.02%	ONEMAIN 5.79% 07/38	OMFIT	1500000
0.02%	NOVELIS CORP 3.875% 08/31	HNDLIN	1641000
0.02%	AVIS BUDGET 8.375% 06/32	CAR	1465000
0.02%	SIRIUS XM 5.875% 04/32	SIRI	1505000
0.02%	CREDIT 6.71% 02/34	CAALT	1467000
0.02%	REPUBLIC OF 9.244% 01/31	ANGOL	1400000
0.02%	REPUBLIC OF 9.375% 03/33	ANGOL	1400000
0.02%	FHLMC VAR 12/30	FHMS	52208965
0.02%	UMBS MORTPASS 5.5% 12/55	FN	1458143
0.02%	GNMA 2023-113 5.5% 08/53	GNR	1466216
0.02%	WESCO 6.625% 03/32	WCC	1425000
0.02%	NRG ENERGY INC 6% 02/33	NRG	1461000
0.02%	ANYWHERE REAL 9.75% 04/30	HOUS	1363000
0.02%	HILCORP 6.25% 04/32	HILCRP	1484000
0.02%	UMBS MORTPASS 6.5% 04/56	FN	1394989
0.02%	CITI ASSET 25.33% 06/31	CART1	1486376
0.02%	UMBS MORTPASS 5.5% 02/56	FN	1446025
0.02%	ROCKIES 6.75% 03/33	ROCKIE	1403000
0.02%	FNMA REMICS FLT 07/55	FNR	24045828
0.02%	FHLMC VAR 10/30	FHMS	40120376
0.02%	FS 8.875% 02/31	FSBIOE	1405000
0.02%	UMBS MORTPASS 6.5% 06/56	FR	1390000
0.02%	CHARTER 2.25% 01/29	CHTR	1545000
0.02%	SM ENERGY CO 6.75% 08/29	SM	1408000
0.02%	PRPM 2025-3 STEP 05/30	PRPM	1445053
0.02%	HSBC HOLDINGS VAR 03/30	HSBC	1410000
0.02%	GLS AUTO 6.03% 02/30	GCAR	1420000
0.02%	GNMA 2024-52 A VAR 03/56	GNR	1457357
0.02%	ENCOMPASS 4.625% 04/31	EHC	1485000
0.02%	BMO 2024-5C7 VAR 11/57	BMO	1400000
0.02%	GNMA 2025-25 BS FLT 02/55	GNR	16673728
0.02%	BANCO SANTANDER VAR 03/30	SANTAN	1400000
0.02%	BBCMS MORTGAGE VAR 09/56	BBCMS	1350000
0.02%	UMBS MORTPASS 6% 02/56	FN	1383654
0.02%	HUNTINGTON 5.442% 10/32	HACLN	1411110
0.02%	BRIDGECREST 6.03% 11/29	BLAST	1400000
0.02%	COREWEAVE INC 9.25% 06/30	CRWV	1391000
0.02%	REPUBLIC OF 5.6% 03/48	PARGUY	1500000
0.02%	ALUMINA PTY 6.375% 09/32	AA	1385000
0.02%	RINGCENTRAL 8.5% 08/30	RNG	1350000
0.02%	GNMA 2025-139 5.25% 05/55	GNR	1561080
0.02%	UMBS MORTPASS 6% 02/56	FR	1374799
0.02%	GNMA 2025-1 BL 6% 01/55	GNR	1400000
0.02%	JPMBB VAR 08/48	JPMBB	1500000
0.02%	FHLMC MSCR FLT 09/43	MSCR	1406487
0.02%	AMERICAN 5.11% 04/31	ACAR	1400000
0.02%	QNITY 6.25% 08/33	QNTELE	1385000
0.02%	AXALTA 7.25% 02/31	AXTA	1350000
0.02%	REPUBLIC OF 0.5% 12/53	ZAMBIN	1700000
0.01%	OCP CLO 2022-25 FLT 07/37	OCP	1400000
0.01%	YINSON 8.498% 01/45	YPMQBR	1303430
0.01%	PERMIAN 5.875% 07/29	PR	1390000
0.01%	FHLMC REMICS FLT 08/55	FHR	22399022
0.01%	1011778 BC ULC / 4% 10/30	BCULC	1465000
0.01%	BENCHMARK VAR 02/59	BMARK	27380320
0.01%	HERTZ CORP/THE 5% 12/29	HTZ	3245000
0.01%	TC ZIRAAT VAR 12/49	TCZIRA	1400000
0.01%	NEXTERA ENERGY VAR 08/55	NEE	1344000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	1311725
0.01%	HUB INTERNATIONAL LIMITED		1365065
0.01%	TEREX CORP 5% 05/29	TEX	1380000
0.01%	DIRECTOR ST NEV VAR 01/65	DIRDEV	2165000
0.01%	OAK-EAGLE 8.75% 07/34	EA	1287000
0.01%	INEOS FINANCE 6.75% 05/28	INEGRP	1350000
0.01%	PERMIAN 6.25% 02/33	PR	1321000
0.01%	REPUBLIC OF 6.25% 01/27	HONDUR	1350000
0.01%	FHLMC VAR 01/49	FHMS	12950000
0.01%	AMERICAN 6.53% 04/30	ACAR	1330000
0.01%	BOMBARDIER INC 7% 06/32	BBDBCN	1305000
0.01%	VENTURE 6.375% 12/34	VENLNG	1358000
0.01%	RB GLOBAL 7.75% 03/31	RBACN	1304000
0.01%	REPUBLIC OF 8.75% 01/34	ECUA	1325000
0.01%	FNMA-ACES VAR 07/32	FNA	236225910
0.01%	CLEAR CHANNEL 7.75% 04/28	CCO	1347000
0.01%	SCIENCE 5.875% 11/33	SAIC	1365000
0.01%	UMBS MORTPASS 6% 06/56	FR	1310000
0.01%	GNMA 2023-127 VAR 07/57	GNR	78250256
0.01%	DRIVEN 5.296% 10/55	HONK	1393000
0.01%	UMBS MORTPASS 6% 02/56	FR	1304865
0.01%	GNMA 2025-156 CZ 5% 04/55	GNR	1426676
0.01%	CD 2017-CD6 VAR 11/50	CD	1362417
0.01%	UMBS MORTPASS 6% 02/56	FR	1298729
0.01%	GNMA 2025-152 FLT 09/55	GNR	23404797
0.01%	ARDAGH GROUP SA VAR 12/30	ARGID	1470765
0.01%	FNMA REMICS FLT 08/55	FNR	20336781
0.01%	ECOPETROL SA 8.375% 01/36	ECOPET	1252000
0.01%	COMM VAR 08/47	COMM	1352399
0.01%	UMBS MORTPASS 6% 02/56	FR	1284878
0.01%	ARCHROCK 6.625% 09/32	AROC	1294000
0.01%	CCO HOLDINGS 4.75% 02/32	CHTR	1500000
0.01%	CITIGROUP VAR 02/49	CGCMT	1500000
0.01%	GNMA II MORTPASS 6% 06/54	G2	1277215
0.01%	SONANGOL 10% 01/31	SONGOL	1270000
0.01%	OCP SA 6.7% 03/36	OCPMR	1260000
0.01%	IHEARTCOMMUNI 7.75% 08/30	IHRT	1406050
0.01%	HONEY HILL PARK FLT 04/39	HONPK	1310000
0.01%	BAML RCAP FRN 25OCT27		1304354
0.01%	QXO BUILDING 6.5% 07/31	BECN	1294000
0.01%	BENCHMARK VAR 03/62	BMARK	1418000
0.01%	UMBS MORTPASS 6% 03/56	FR	1266537
0.01%	RHP HOTEL 7.25% 07/28	RHP	1275000
0.01%	CONNECTICUT FLT 05/44	CAS	1296000
0.01%	ECHOSTAR CORP 6.75% 11/30	SATS	1272681
0.01%	GNMA 2022-67 IO VAR 08/63	GNR	17965153
0.01%	FREMF 2019-KF67 FLT 08/29	FREMF	1474381
0.01%	WYNN RESORTS 6.25% 03/33	WYNFIN	1291000
0.01%	GLOBAL 7.375% 10/32	AIMEGR	1252000
0.01%	FHLMC VAR 08/30	FHMS	30674377
0.01%	STRU 2.05665 31MAY35		25993918
0.01%	FLASH COMPUTE 7.25% 12/30	FLASHC	1247000
0.01%	BRIDGECREST 4.88% 02/32	BLAST	1285000
0.01%	FHLMC VAR 01/32	FHMS	84305419
0.01%	WELLS FARGO 3% 08/51	WFCM	1500000
0.01%	REPUBLIC OF 6.25% 08/36	GUATEM	1221000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	1264815
0.01%	GULFPORT 6.75% 09/29	GPOR	1245000
0.01%	NGL ENERGY 8.375% 02/32	NGL	1219000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	1250145
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1262728
0.01%	DOMINICAN 5.875% 01/60	DOMREP	1450000
0.01%	PRESTIGE 5.125% 01/28	PBH	1270000
0.01%	CIUDAD 7.05% 05/36	BUEAIR	1300000
0.01%	LHOME MORTGAGE STEP 09/39	LHOME	1263000
0.01%	ALUMINA PTY 6.125% 03/30	AA	1240000
0.01%	ARGENTINE 1% 07/29	ARGENT	1400000
0.01%	GARDA WORLD 6.5% 01/31	GWCN	1243000
0.01%	SBA SMALL 5.168% 03/33	SBIC	1244748
0.01%	NEWELL BRANDS 8.5% 06/28	NWL	1207000
0.01%	UMBS MORTPASS 5% 03/56	FN	1277274
0.01%	GRAY MEDIA 4.75% 10/30	GTN	1659000
0.01%	ADIENT GLOBAL 8.25% 04/31	ADNT	1200000
0.01%	GNMA 2025-25 ZN 7% 02/55	GNR	1186432
0.01%	SANTANDER 5.14% 02/32	SDART	1247000
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	1200000
0.01%	TOPBUILD 5.625% 01/34	BLD	1234000
0.01%	UMBS MORTPASS 6% 06/56	FR	1220000
0.01%	FNMA REMICS FLT 07/55	FNR	16631384
0.01%	GNMA 2025-89 SE FLT 05/55	GNR	17097996
0.01%	COMM 2024-CBM VAR 12/41	COMM	1224000
0.01%	SM ENERGY CO 7% 08/32	SM	1204000
0.01%	ATHENAHEALTH GROUP INC		1235980
0.01%	CONSTELLATIO 4.625% 02/29	CEG	1240000
0.01%	CRESCENT 7.375% 01/33	CRGYFN	1205000
0.01%	FIRSTKEY HOMES ZERO 05/39	FKH	1300000
0.01%	AVIS BUDGET 6.23% 04/29	AESOP	1207000
0.01%	GNMA 2025-132 MZ 5% 08/55	GNR	1349570
0.01%	REPUBLIC OF 7.625% 05/34	TURKEY	1164000
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1202354
0.01%	FNMA-ACES VAR 11/35	FNA	90796444
0.01%	GNMA 2021-218 VAR 10/61	GNR	16901128
0.01%	UMBS MORTPASS 5.5% 02/56	FN	1205565
0.01%	FNMA MORTPASS 4.79% 10/28	FN	1200000
0.01%	NRG ENERGY INC 6% 01/36	NRG	1219000
0.01%	GNMA 2020-110 VAR 03/62	GNR	17987264
0.01%	NRG ENERGY 5.75% 01/34	NRG	1219000
0.01%	GNMA II MORTPASS 6% 06/54	G2	1165671
0.01%	ANCHOR STEP 05/40	ANCHR	1200000
0.01%	UMBS MORTPASS 5.5% 04/56	FN	1190267
0.01%	ROCKET COS 6.375% 08/33	RKT	1183000
0.01%	PETCO HEALTH AND WELLNES		1217588
0.01%	GNMA 2025-25 SB FLT 02/55	GNR	15807321
0.01%	STRU 2.05766 29JUN35		26180000
0.01%	ACCO BRANDS 4.25% 03/29	ACCO	1305000
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1139120
0.01%	GNMA 2019-76 IO VAR 03/61	GNR	21998425
0.01%	NUSTAR 5.625% 04/27	NSUS	1180000
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1134292
0.01%	GNMA 2025-141 ZJ 6% 08/55	GNR	1182982
0.01%	FHLMC VAR 06/50	FHMS	6400000
0.01%	CITIGROUP 3% 11/49	CGCMT	1500000
0.01%	GNMA II MORTPASS 6% 04/55	G2	1149379
0.01%	TOORAK STEP 02/39	TRK	1174065
0.01%	BOMBARDIER 6.75% 06/33	BBDBCN	1131000
0.01%	UMBS MORTPASS 6% 06/56	FN	1140000
0.01%	US FOODS INC 4.625% 06/30	USFOOD	1206000
0.01%	GNMA II MORTPASS 6% 07/54	G2	1135539
0.01%	CLEAN HARBORS 5.75% 10/33	CLH	1166000
0.01%	PETROLEOS 5.625% 06/47	PETRPE	1600000
0.01%	LHOME MORTGAGE STEP 03/29	LHOME	1164853
0.01%	VENTURE 6.125% 12/30	VEGLPL	1133000
0.01%	STATE STREET CORP VAR	STT	1130000
0.01%	EDGED COMPUTE 7.5% 04/31	EDGCOM	1165000
0.01%	CHORD ENERGY 6.75% 03/33	CHRD	1130000
0.01%	MORGAN STANLEY 2.7% 11/52	MSBAM	1489000
0.01%	BUILDERS 6.375% 03/34	BLDR	1160000
0.01%	FHLMC VAR 10/29	FHMS	20000000
0.01%	FNMA-ACES VAR 04/32	FNA	74716471
0.01%	BUSINESS JET 6.197% 05/39	BJETS	1142585
0.01%	UMBS MORTPASS 6.5% 04/56	FR	1103935
0.01%	ALBERTSONS 4.875% 02/30	ACI	1180000
0.01%	CINEMARK USA INC 7% 08/32	CNK	1112000
0.01%	BUILDERS 5% 03/30	BLDR	1175000
0.01%	ISTANBUL 10.5% 12/28	ISTNBL	1067000
0.01%	1261229 BC LTD		1186037
0.01%	BLUE RACER 7.25% 07/32	BLURAC	1097000
0.01%	MADISON IAQ 5.875% 06/29	MADIAQ	1140000
0.01%	CONNECTICUT FLT 05/42	CAS	1100000
0.01%	ANYWHERE REAL 5.25% 04/30	HOUS	1180000
0.01%	FHLMC VAR 05/29	FHMS	59625280
0.01%	FNMA-ACES VAR 09/31	FNA	20996368
0.01%	FNMA FLT 01/30	CAS	1090558
0.01%	FHLMC VAR 01/30	FHMS	24163530
0.01%	PRPM 2024-7 STEP 11/29	PRPM	1123526
0.01%	UBS COMMERCIAL VAR 11/50	UBSCM	1200000
0.01%	COMM 2024-CBM VAR 12/41	COMM	1123214
0.01%	REPUBLIC OF STEP 06/33	ZAMBIN	1131296
0.01%	UMBS MORTPASS 5.5% 02/56	FR	1114278
0.01%	CELANESE US 7.7% 11/33	CE	1040000
0.01%	GNMA 2026-30 5.5% 02/56	GNR	1130213
0.01%	FHLMC VAR 11/55	FHMS	5000000
0.01%	BANK 2019-BNK19 VAR 08/61	BANK	1500000
0.01%	COMMONWEALTH 8.95% 10/32	BAHAMA	1000000
0.01%	GNMA 2025-84 SQ FLT 05/55	GNR	26951760
0.01%	ENDO FINANCE 8.5% 04/31	ENDP	1039000
0.01%	HERC HOLDINGS 7% 06/30	HRI	1060000
0.01%	FNMA MORTPASS 1.69% 10/31	FN	1251411
0.01%	ELDIK BANK OAO 8.5% 04/31	ELDIKB	1099000
0.01%	SUNOCO LP 7% 05/29	SUN	1060000
0.01%	BANCO NACIONAL VAR 05/36	BNCE	1101000
0.01%	FNMA-ACES VAR 07/31	FNA	35162868
0.01%	GNMA II MORTPASS 6% 10/55	G2	1060214
0.01%	FEDERAL 8.747% 01/31	NGERIA	1000000
0.01%	UNIVISION 7.375% 06/30	UVN	1095000
0.01%	NRG ENERGY 5.875% 05/34	NRG	1097000
0.01%	NEPTUNE BIDCO 9.5% 02/33	NLSN	1059000
0.01%	FHLMC REMICS FLT 06/55	FHR	18484740
0.01%	GNMA 2021-108 VAR 06/61	GNR	15489270
0.01%	BLUE RACER 7% 07/29	BLURAC	1049000
0.01%	BBVA MEXICO SA VAR 01/33	BBVASM	1100000
0.01%	RHP HOTEL 6.5% 06/33	RHP	1048000
0.01%	TENET 6.125% 06/30	THC	1063000
0.01%	UMBS MORTPASS 6% 02/56	FN	1034654
0.01%	AMERICAN 6.04% 07/30	ACAR	1050000
0.01%	MIWD HOLDCO II 5.5% 02/30	MIWIDO	1145000
0.01%	GNMA 2025-69 SX FLT 04/55	GNR	26386169
0.01%	EXETER 5.02% 10/29	EART	1070000
0.01%	FHLMC VAR 05/31	FHMS	8000000
0.01%	REPUBLIC OF 7.95% 11/54	SOAF	1000000
0.01%	DAYFORCE BIDCO LLC		1110091
0.01%	GNMA II MORTPASS 6% 09/53	G2	1022596
0.01%	UMBS MORTPASS 6% 03/56	FR	1017292
0.01%	CLEVELAND-CLIF 7.5% 09/31	CLF	1014000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	1033930
0.01%	GENESEE & 6.25% 04/32	GWR	1025000
0.01%	GARDA WORLD 8.375% 11/32	GWCN	1007000
0.01%	ASBURY 4.75% 03/30	ABG	1073000
0.01%	KIOXIA 6.625% 07/33	KIOXIA	990000
0.01%	UMBS MORTPASS 6% 06/56	FN	1010000
0.01%	UMBS MORTPASS 6% 04/56	FR	1008728
0.01%	CITI ASSET 24.76% 05/31	CART1	1059327
0.01%	HASHEMITE 7.75% 01/28	JORDAN	1000000
0.01%	GNMA 2020-195 VAR 12/62	GNR	13113522
0.01%	CITIGROUP VAR 09/50	CGCMT	1254000
0.01%	GNMA 2023-55 2.5% 07/51	GNR	7295684
0.01%	UMBS MORTPASS 6% 04/56	FR	1003149
0.01%	ANTERO 5.75% 10/33	AM	1041000
0.01%	GNMA II MORTPASS 6% 10/55	G2	993275
0.01%	NOVA CHEMICALS 9% 02/30	NCX	976000
0.01%	UMBS MORTPASS 6% 02/56	FN	995086
0.01%	FHLMC REMICS FLT 03/55	FHR	16333126
0.01%	LHOME MORTGAGE STEP 07/39	LHOME	1017294
0.01%	WAND NEWCO 3, INC.		1020342
0.01%	VCAT 2025-NPL3 STEP 02/55	VCAT	1014702
0.01%	GNMA 2025-105 PA 7% 04/55	GNR	993695
0.01%	FORD MOTOR 6.467% 05/36	F	995000
0.01%	IRV TRUST VAR 03/47	IRV	1000000
0.01%	FHLMC REMICS FLT 04/55	FHR	16484394
0.01%	FEDERAL 6.125% 09/28	NGERIA	1000000
0.01%	ASCENT 6.625% 07/33	ASCRES	987000
0.01%	LHOME MORTGAGE VAR 04/40	LHOME	1000000
0.01%	AVIS BUDGET 7.52% 02/30	AESOP	1000000
0.01%	CREDIT 5.39% 01/35	CAALT	1000000
0.01%	WELLS FARGO VAR 07/35	WFCM	1000000
0.01%	BENIN 7.96% 02/38	BENIN	950000
0.01%	GNMA 2022-147 VAR 09/64	GNR	23739698
0.01%	SOLARIS 6.375% 05/31	SOILIN	987000
0.01%	CALIFORNIA VAR 01/65	CASDEV	1590000
0.01%	GNMA 2022-199 VAR 07/64	GNR	17324707
0.01%	FNMA REMICS FLT 01/55	FNR	16942530
0.01%	BLUEMOUNTAIN FLT 10/34	BLUEM	1000000
0.01%	FNMA REMICS 5% 02/56	FNR	1029361
0.01%	ANYWHERE REAL 5.75% 01/29	HOUS	1018000
0.01%	WESCO 6.375% 03/33	WCC	968000
0.01%	FHLMC VAR 10/31	FHMS	42520594
0.01%	FHLMC REMICS 5% 08/55	FHR	1094579
0.01%	FHLMCGLD 4.93% 06/28	FR	989525
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%	UMBS MORTPASS 5.5% 01/56	FR	980953
0.01%	FREMF ZERO 10/32	FREMF	1300000
0.01%	UMBS MORTPASS 5.5% 01/56	FN	977224
0.01%	UNIVISION 9.375% 08/32	UVN	967000
0.01%	BMO 2022-C1 VAR 02/55	BMO	49041138
0.01%	CITIGROUP VAR 03/51	CGCMT	1000000
0.01%	EXETER 12.07% 09/30	EART	900000
0.01%	SM ENERGY CO 6.625% 04/34	SM	967000
0.01%	AXON 6.25% 03/33	AXON	953000
0.01%	FHLMC VAR 09/29	FHMS	53138594
0.01%	SCOTTS 4% 04/31	SMG	1045000
0.01%	REPUBLIC OF 8.625% 11/34	HONDUR	850000
0.01%	ORGANON & CO 5.125% 04/31	OGN	980000
0.01%	HOWARD 7.375% 07/32	HOWARD	935000
0.01%	GNMA 2021-17 IO VAR 01/61	GNR	12446240
0.01%	EXETER 6.68% 04/29	EART	954000
0.01%	UMBS MORTPASS 5.5% 12/55	FN	955920
0.01%	MITER BRANDS ACQUISITION		978066
0.01%	UMBS MORTPASS 6% 02/56	FN	917643
0.01%	HERTZ VEHICLE 8.34% 09/31	HERTZ	958000
0.01%	GOLDMAN SACHS VAR 12/49	GS	950000
0.01%	DRIVE AUTO 4.94% 05/32	DRIVE	950000
0.01%	CSAIL 2015-C3 VAR 08/48	CSAIL	986715
0.01%	ACCENDRA 4.5% 03/29	ACH	1228000
0.01%	KINGDOM OF 6.625% 10/37	BHRAIN	1000000
0.01%	GNMA 2022-113 VAR 09/61	GNR	30372585
0.01%	UMBS MORTPASS 5.5% 03/56	FR	940155
0.01%	GNMA 2021-180 VAR 11/63	GNR	13994994
0.01%	VENTURE 4.125% 08/31	VENTGL	1010000
0.01%	COMM VAR 02/47	COMM	1000000
0.01%	FHLMC REMICS FLT 02/55	FHR	18311989
0.01%	CREDIT 6.71% 07/34	CAALT	930000
0.01%	GNMA 2021-150 VAR 11/63	GNR	12089395
0.01%	GNMA II MORTPASS 6% 10/54	G2	913926
0.01%	FORD MOTOR 4% 11/30	F	1000000
0.01%	SYMPHONY CLO FLT 04/31	SYMP	940000
0.01%	FHLMC VAR 12/31	FHMS	62529945
0.01%	FREMF 2017-KF40 FLT 11/27	FREMF	943699
0.01%	IRON MOUNTAIN 5.25% 07/30	IRM	950000
0.01%	ARDAGH GROUP 9.5% 12/30	ARGID	881000
0.01%	BUILDERS 6.75% 05/35	BLDR	926000
0.01%	GNMA 2021-170 VAR 05/63	GNR	12968641
0.01%	GNMA 2022-214 VAR 09/64	GNR	22329570
0.01%	UMBS MORTPASS 5.5% 10/55	FN	922380
0.01%	FREMF 0.1% 08/34	FREMF	167499052
0.01%	REPUBLIC OF 5.8% 01/28	IRAQ	937500
0.01%	WEHLE PARK CLO FLT 10/38	WEHPK	1000000
0.01%	FHLMC VAR 02/32	FHMS	115430000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	907512
0.01%	FHLMC VAR 01/31	FHMS	76268842
0.01%	LENDMARK 4.47% 02/34	LFT	915000
0.01%	DRIVE AUTO 4.67% 05/32	DRIVE	907000
0.01%	REPUBLIC OF 8.375% 11/54	COLOM	800000
0.01%	AXIA ENERGIA 6.5% 01/35	ELEBRA	890000
0.01%	UMBS MORTPASS 6% 01/56	FN	874176
0.01%	UMBS MORTPASS 6% 02/56	FR	874604
0.01%	UMBS MORTPASS 5.5% 03/56	FN	886213
0.01%	SANTANDER 8.408% 12/33	SBCLN	880037
0.01%	CITIGROUP VAR 10/47	CGCMT	918122
0.01%	GNMA 2025-7 SG FLT 01/55	GNR	15284947
0.01%	1211 AVENUE OF VAR 08/35	AOTA	935000
0.01%	SEAGATE DATA 8.25% 12/29	STX	850000
0.01%	UMBS MORTPASS 6% 01/56	FR	865995
0.01%	AXON 6.125% 03/30	AXON	871000
0.01%	ARAB 8.625% 02/30	EGYPT	829000
0.01%	GNMA II MORTPASS 6% 12/54	G2	859911
0.01%	CD 2017-CD3 3.833% 02/50	CD	1000000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	878237
0.01%	JPMDB VAR 06/49	JPMDB	1000000
0.01%	UNITED 4.875% 03/29	UAL	895000
0.01%	CLEVELAND-CLIFFS 7% 03/32	CLF	872000
0.01%	CLYDESDALE ACQUISITION H		930311
0.01%	SEAGATE DATA 4.091% 06/29	STX	895000
0.01%	VISTRA 7.75% 10/31	VST	835000
0.01%	FNMA-ACES VAR 07/28	FNA	98537034
0.01%	UMBS MORTPASS 6% 02/56	FR	847769
0.01%	UMBS MORTPASS 5.5% 01/56	FN	853179
0.01%	FHLMC VAR 10/30	FHMS	24462428
0.01%	GNMA 2019-130 VAR 01/62	GNR	17620200
0.01%	AP CORE 11% 05/31	YAHOOO	833000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	827484
0.01%	UMBS MORTPASS 6% 02/56	FN	840389
0.01%	GNMA 2025-152 FLT 09/55	GNR	16878644
0.01%	GNMA II MORTPASS 6% 10/54	G2	834956
0.01%	GNMA 2021-3 IO VAR 09/62	GNR	13833106
0.01%	FNMA MORTPASS 4.99% 06/34	FN	840000
0.01%	CYPRIUM CORP 6.125% 04/31	VGNT	855000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	848152
0.01%	CFCRE VAR 11/49	CFCRE	1000000
0.01%	UMBS MORTPASS 6% 03/56	FN	827964
0.01%	GNMA 2017-70 IO VAR 02/59	GNR	41006992
0.01%	UMBS MORTPASS 6% 03/56	FR	828194
0.01%	CHEMOURS 7.875% 03/34	CC	841000
0.01%	GNMA 2024-17 IO VAR 06/65	GNR	12484615
0.01%	GNMA 2020-143 VAR 03/62	GNR	13804933
0.01%	BANK5 6.5% 12/56	BANK5	822332
0.01%	RB GLOBAL 6.75% 03/28	RBACN	835000
0.01%	AXALTA 4.75% 06/27	AXTA	850000
0.01%	GNMA 2025-128 AD 5% 10/56	GNR	846649
0.01%	CSAIL 2017-CX9 VAR 09/50	CSAIL	1125000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	827955
0.01%	WAYFAIR LLC 7.25% 10/29	W	820000
0.01%	GNMA 2024-31 IO VAR 02/66	GNR	9767958
0.01%	BENCHMARK 3% 03/52	BMARK	1240000
0.01%	GNMA 2023-51 IO VAR 05/65	GNR	11277970
0.01%	FHLMC VAR 11/33	FHMS	2700000
0.01%	UMBS MORTPASS 6.5% 03/56	FR	798395
0.01%	FHLMC VAR 12/37	FHMS	4500000
0.01%	GNMA 2025-89 SP FLT 05/55	GNR	20822730
0.01%	INSTITUTO 6.75% 10/31	COSICE	800000
0.01%	UMBS MORTPASS 6% 02/56	FR	810216
0.01%	VENTURE GLOBAL 6.5% 06/34	VEGLPL	797000
0.01%	TRANSNET/SOUT 8.25% 02/28	SAFTRA	800000
0.01%	STRU 2.057574 29JUN35		15779000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	817570
0.01%	FEDERAL 8.25% 09/51	NGERIA	800000
0.01%	REPUBLIC OF 3.6% 02/31	ARMEN	900000
0.01%	SERBIA 6% 06/34	SERBIA	800000
0.01%	UMBS MORTPASS 6.5% 03/56	FN	788032
0.01%	SM ENERGY CO 9.625% 06/33	SM	737000
0.01%	COMMERCIAL 5.75% 11/33	CMC	821000
0.01%	UMBS MORTPASS 6.5% 06/56	FN	780000
0.01%	CELANESE US 7% 02/31	CE	787000
0.01%	TALLGRASS ENERGY 6% 09/31	TEP	815000
0.01%	LENDMARK 8.47% 02/34	LFT	800000
0.01%	CHS/COMMUNI 10.875% 01/32	CYH	759000
0.01%	FHLMC VAR 02/35	FHMS	8734312
0.01%	AMERIGAS 6.875% 06/31	APU	793000
0.01%	GNMA 2020-38 IO VAR 04/62	GNR	14223280
0.01%	JPMCC VAR 03/50	JPMCC	850000
0.01%	SV RNO 5.875% 03/31	TRACTC	815000
0.01%	KNIFE RIVER 7.75% 05/31	KNIRIV	775000
0.01%	FEDERATIVE 7.125% 05/54	BRAZIL	800000
0.01%	UMBS MORTPASS 7% 06/56	FN	750000
0.01%	AMERIGAS 9.5% 06/30	APU	739000
0.01%	CHEMOURS 4.625% 11/29	CC	830000
0.01%	SUNOCO LP 5.375% 07/31	SUN	794000
0.01%	GNMA 2025-175 BZ 6% 10/55	GNR	791122
0.01%	AERCAP IRELAND 3% 10/28	AER	810000
0.01%	BENCHMARK VAR 07/55	BMARK	800000
0.01%	MILLROSE 6.25% 09/32	MRP	773000
0.01%	GLOBAL 5.625% 06/29	GOINSO	775000
0.01%	UMBS MORTPASS 6.5% 03/56	FR	738025
0.01%	FREMF 2017-KF38 FLT 09/24		769180
0.01%	UMBS MORTPASS 6% 02/56	FR	747431
0.01%	BENCHMARK 2.256% 06/54	BMARK	799910
0.01%	ALTAR BIDCO, INC		768981
0.01%	DAVITA INC 3.75% 02/31	DVA	825000
0.01%	ION PLATFORM 7.875% 09/32	IONPLA	982000
0.01%	JETBLUE AIRWAYS CORPORAT		923449
0.01%	JPMBB VAR 07/48	JPMBB	776701
0.01%	NOVELIS CORP 6.375% 08/33	HNDLIN	757000
0.01%	DAILYPAY 5.63% 06/28	DLPY	760000
0.01%	FHLMC VAR 02/32	FHMS	14159263
0.01%	UNIVISION 8.875% 04/33	UVN	763000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	748278
0.01%	ENTEGRIS INC 4.375% 04/28	ENTG	765000
0.01%	PERFORMANCE 5.625% 03/34	PFGC	776000
0.01%	HILTON 5.5% 09/31	HLT	748000
0.01%	UMBS MORTPASS 5.5% 12/55	FN	745856
0.01%	REPUBLIC OF 5.75% 09/49	SOAF	900000
0.01%	REPUBLIC OF 6.6% 06/36	GUATEM	700000
0.01%	UMBS MORTPASS 5.5% 01/56	FN	737264
0.01%	UMBS MORTPASS 5.5% 03/56	FN	737723
0.01%	GNMA 2021-168 VAR 05/63	GNR	12574756
0.01%	GNMA 2025-156 4.5% 11/54	GNR	824317
0.01%	GNMA 2019-144 VAR 01/62	GNR	13172473
0.01%	SANTANDER UK VAR 01/29	SANUK	720000
0.01%	FORD MOTOR 7.2% 06/30	F	700000
0.01%	GNMA 2025-41 AS FLT 03/55	GNR	14978372
0.01%	BENCHMARK VAR 03/55	BMARK	800000
0.01%	UMBS MORTPASS 6% 01/56	FR	717255
0.01%	NOVA CHEMICALS 8.5% 11/28	NCX	710000
0.01%	NASDAQ INC 5.35% 06/28	NDAQ	724000
0.01%	GNMA 2025-22 AS FLT 02/55	GNR	12629748
0.01%	LSF12 CROWN US COMMERCIA		730083
0.01%	BPCE SA 5.125% 01/28	BPCEGP	725000
0.01%	GNMA 2025-25 HS FLT 02/55	GNR	12454703
0.01%	PROGRESS 6.15% 03/40	PROG	736000
0.01%	ROYAL 5.625% 09/31	RCL	720000
0.01%	STANDARD 5.875% 03/34	BMCAUS	745000
0.01%	FHLMC VAR 03/38	FHMS	3000000
0.01%	ELEMENT 3.875% 09/28	ESI	740000
0.01%	COMISION 6.5% 01/51	CFELEC	738000
0.01%	TEREX CORP 5% 05/29	TEX	725000
0.01%	REPUBLIC OF STEP 07/35	GHANA	765600
0.01%	CREDIT 6.03% 05/34	CAALT	708000
0.01%	FHLMC VAR 07/29	FHMS	30000000
0.01%	BX COMMERCIAL FLT 02/39	BX	708363
0.01%	BCPE PEQUOD BUYER INC		712424
0.01%	GNMA 2025-51 SH FLT 03/55	GNR	11628612
0.01%	BMO 2024-5C3 VAR 02/57	BMO	700000
0.01%	RANGE 4.75% 02/30	RRC	718000
0.01%	EXPAND 5.375% 03/30	SWN	695000
0.01%	IQVIA INC 5% 10/26	IQV	700000
0.01%	NEXTERA ENERGY VAR 09/54	NEE	680000
0.01%	UMBS MORTPASS 6.5% 04/56	FN	669031
0.01%	MOLINA 6.5% 02/31	MOH	688000
0.01%	CONNECTICUT FLT 07/43	CAS	680000
0.01%	GNMA 2025-30 SC FLT 02/55	GNR	9277794
0.01%	AMERIGAS 9.375% 06/28	APU	682000
0.01%	COMM 2018-COR3 VAR 05/51	COMM	800000
0.01%	SIX FLAGS 8.625% 01/32	FUN	675000
0.01%	GFL 4.375% 08/29	GFLCN	710000
0.01%	NCL CORP LTD 5.875% 01/31	NCLH	712000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	655186
0.01%	UMBS MORTPASS 6.5% 01/56	FN	656448
0.01%	FHLMC VAR 06/49	FHMS	13000000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	657238
0.01%	CORECIVIC INC 8.25% 04/29	CXW	660000
0.01%	ESENTIA ENERGY 6.5% 07/38	ESENMX	693000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	677601
0.01%	UMBS MORTPASS 6% 02/56	FN	668317
0.01%	GENESIS 6.75% 03/34	GEL	683000
0.01%	GNMA 2025-89 SC FLT 05/55	GNR	8674283
0.01%	CHURCHILL 6.75% 05/31	CHDN	670000
0.01%	BUCKEYE 4.5% 03/28	BPL	690000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	676901
0.01%	EQUIPMENTSHA 8.625% 05/32	EQMSRM	645000
0.01%	GNMA 2023-15 AB VAR 08/63	GNR	708038
0.01%	GNMA 2025-22 GS FLT 02/55	GNR	8973501
0.01%	WILLIAMS 6.625% 04/30	WLSC	654000
0.01%	SEAGATE DATA 8.5% 07/31	STX	642000
0.01%	NRG ENERGY 5.25% 06/29	NRG	675000
0.01%	FNMA MORTPASS 1.97% 01/34	FN	800000
0.01%	SS&C 6.5% 06/32	SSNC	660000
0.01%	ARAB 8.7002% 03/49	EGYPT	700000
0.01%	UMBS MORTPASS 5.5% 02/56	FR	658192
0.01%	RHP HOTEL 4.5% 02/29	RHP	680000
0.01%	MATADOR 6% 04/34	MTDR	673000
0.01%	UMBS MORTPASS 6% 02/56	FR	642903
0.01%	NEW YORK N Y 6.033% 12/31		650000
0.01%	GB AIT BUYER INC		659025
0.01%	UMBS MORTPASS 5.5% 10/55	FN	655643
0.01%	UMBS MORTPASS 5.5% 02/56	FN	648151
0.01%	CNX 5.875% 03/34	CNX	665000
0.01%	UMBS MORTPASS 5% 06/53	FR	662420
0.01%	FIRST ADVANTAGE HOLDINGS		661407
0.01%	FREMF 2019-KF59 FLT 02/29	FREMF	675974
0.01%	GNMA 2021-110 VAR 11/63	GNR	9962263
0.01%	FNMA MORTPASS 4.62% 07/28	FN	650000
0.01%	GNMA 2025-41 SE FLT 03/55	GNR	6128015
0.01%	GNMA 2014-88 AJ VAR 03/55	GNR	739731
0.01%	CURRENCY CONTRACT - USD		-42119329
0.01%	GS MORTGAGE 2.753% 05/49	GSMS	750000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	638685
0.01%	FHLMC VAR 04/55	FHMS	34767785
0.01%	MORGAN STANLEY VAR 01/49	MSBAM	745000
0.01%	OUTFRONT 7.375% 02/31	OUT	615000
0.01%	WESTLAKE 6.47% 03/29	WLAKE	632000
0.01%	GNMA 2021-220 VAR 12/63	GNR	10620314
0.01%	STACR TRUST FLT 02/47	STACR	600000
0.01%	MEDLINE 6.25% 04/29	MEDIND	623000
0.01%	MARINER 5.73% 11/38	MFIT	635000
0.01%	OCP SA 5.125% 06/51	OCPMR	800000
0.01%	CENTRAL 5.125% 02/28	CENT	635000
0.01%	CSAIL 2020-C19 2.5% 03/53	CSAIL	2000000
0.01%	BENCHMARK VAR 11/55	BMARK	604000
0.01%	TRINIDAD 7.75% 06/33	TRNGEN	596000
0.01%	ADIENT US LLC		627889
0.01%	UMBS MORTPASS 6.5% 01/56	FN	588052
0.01%	LITHIA MOTORS 5.5% 10/30	LAD	632000
0.01%	PAKISTAN WATER 7.5% 06/31	PAKWNP	658000
0.01%	PETROLEOS 5.95% 01/31	PEMEX	630000
0.01%	BANK OF NOVA VAR 10/82	BNS	600000
0.01%	BX COMMERCIAL FLT 11/38	BX	624962
0.01%	GNMA 2025-127 FLT 07/55	GNR	8031947
0.01%	FHLMC REMICS FLT 02/55	FHR	11284756
0.01%	UMBS MORTPASS 5.5% 02/56	FN	616015
0.01%	UMBS MORTPASS 5.5% 02/56	FR	614942
0.01%	FHLMC VAR 11/30	FHMS	19354371
0.01%	BRINK'S 4.625% 10/27	BCO	624000
0.01%	GS MORTGAGE VAR 10/48	GSMS	1000000
0.01%	NOVELIS CORP 6.875% 01/30	HNDLIN	603000
0.01%	GNMA 2025-171 FLT 10/55	GNR	11531107
0.01%	TRANSDIGM INC 6.25% 01/34	TDG	605000
0.01%	REPUBLIC OF 8.75% 04/32	ANGOL	600000
0.01%	UMBS MORTPASS 6% 04/56	FR	602203
0.01%	FREMF ZERO 06/29	FREMF	790000
0.01%	UMBS MORTPASS 6.5% 03/56	FN	588674
0.01%	CONDUENT 6% 11/29	CNDT	720000
0.01%	REPUBLIC OF 6.1% 08/44	PARGUY	600000
0.01%	FHLMC STACR FLT 04/43	STACR	601963
0.01%	FNMA REMICS FLT 04/55	FNR	10017122
0.01%	NOBLE FINANCE 6.25% 06/34	NE	602000
0.01%	FAIR ISAAC CORP 6% 05/33	FAIRIC	607000
0.01%	GNMA 2021-126 VAR 05/63	GNR	9268360
0.01%	HERTZ VEHICLE 5.94% 02/28	HERTZ	595000
0.01%	ONDECK ASSET 4.98% 10/31	ONDK	600000
0.01%	SOUTH BOW 4.911% 09/27	SOBOCN	595000
0.01%	UMBS MORTPASS 6% 04/56	FR	579442
0.01%	NORDSTROM INC 4.25% 08/31	JWN	640000
0.01%	ROYAL CARIBBEAN 6% 02/33	RCL	585000
0.01%	BUSINESS JET 7.974% 09/39	BJETS	595739
0.01%	BNP PARIBAS SA VAR 05/30	BNP	580000
0.01%	CAESARS 6.5% 02/32	CZR	600000
0.01%	KINGDOM OF 7.5% 09/47	BHRAIN	600000
0.01%	WESTLAKE 6.02% 10/29	WLAKE	576000
0.01%	GNMA 2021-40 IO VAR 02/63	GNR	9822658
0.01%	DISCOVERY 5.05% 03/42	WBD	780000
0.01%	ADIENT GLOBAL 7% 04/28	ADNT	570000
0.01%	IRON MOUNTAIN 5% 07/28	IRM	580000
0.01%	FHLMC VAR 08/45	FHMS	25000000
0.01%	ROCKET SOFTWARE, INC.		588558
0.01%	MORGAN STANLEY 3% 10/51	MSC	690000
0.01%	FHLMC STACR FLT 05/42	STACR	550000
0.01%	GNMA 2025-23 SL FLT 02/55	GNR	8822659
0.01%	CONNECTICUT FLT 01/43	CAS	550000
0.01%	BBCMS MORTGAGE VAR 07/56	BBCMS	13110568
0.01%	GNMA 2024-126 FLT 08/54	GNR	10675276
0.01%	GNMA 2021-178 FLT 10/61	GNR	14810662
0.01%	FHLMC VAR 01/31	FHMS	16866097
0.01%	UMBS MORTPASS 6.5% 02/56	FR	537583
0.01%	ALLISON 5.875% 12/33	ALSN	563000
0.01%	GNMA 2024-1 MS FLT 01/54	GNR	8948102
0.01%	ROCKET 2.875% 10/26	RKT	565000
0.01%	BRASKEM 4.5% 01/30	BRASKM	900000
0.01%	BMO 2024-5C7 VAR 11/57	BMO	19935816
0.01%	GNMA 2017-9 IO VAR 01/57	GNR	18037902
0.01%	GNMA 2020-194 VAR 06/62	GNR	7938602
0.01%	GNMA II MORTPASS 7% 08/53	G2	532183
0.01%	ENFRAGEN 5.375% 12/30	ENFRAG	594212
0.01%	US FOODS INC 6.875% 09/28	USFOOD	540000
0.01%	UMBS MORTPASS 5.5% 01/56	FR	546504
0.01%	UMBS MORTPASS 5.5% 01/56	FR	546314
0.01%	KODIAK GAS 6.5% 10/33	KGS	540000
0.01%	XEROX HOLDINGS 5.5% 08/28	XRX	930000
0.01%	REPUBLIC OF 8% 04/33	COLOM	500000
0.01%	BOND US 7.125% 06/33	BSCOAT	539000
0.01%	WILLIAMS 7.375% 10/31	WLSC	520000
0.01%	GRANITE 6.375% 06/34	GVA	531000
0.01%	FHLMC VAR 12/32	FHMS	19677601
0.01%	MORGAN STANLEY VAR 11/52	MSBAM	595000
0.01%	CLARIOS 6.75% 05/28	POWSOL	525000
0.01%	UMBS MORTPASS 7% 06/56	FN	500000
0.01%	UMBS MORTPASS 7% 06/56	FN	500000
0.01%	BAUSCH + 8.375% 10/28	BLCOCN	515000
0.01%	FHLMC VAR 11/48	FHMS	5000000
0.01%	ASURION, LLC		529333
0.01%	FHLMC VAR 12/35	FHMS	13265284
0.01%	GNMA 2024-134 FLT 08/54	GNR	8450140
0.01%	GNMA 2020-6 IO VAR 10/62	GNR	9469895
0.01%	ESAB CORP 5.625% 04/31	ESAB	525000
0.01%	GS MORTGAGE 3% 07/52	GSMS	800000
0.01%	GNMA 2021-147 VAR 06/61	GNR	7367512
0.01%	CONNECTICUT FLT 05/43	CAS	500000
0.01%	MAUSER 9.25% 04/30	BWY	535000
0.01%	FHLMC MSCR FLT 10/44	MSCR	500000
0.01%	SCOTTS 5.25% 12/26	SMG	520000
0.01%	CATURUS 7.125% 05/31	KTGLLC	519000
0.01%	REPUBLIC OF 6.4% 06/34	TRITOB	500000
0.01%	GNMA 2023-126 VAR 07/65	GNR	7952459
0.01%	FHLMC VAR 09/48	FHMS	5000000
0.01%	FHLMC STACR FLT 04/42	STACR	500000
0.01%	FHLMC STACR FLT 09/41	STACR	500000
0.01%	EXETER 6.32% 08/29	EART	500000
0.01%	FHLMC VAR 02/49	FHMS	5000000
0.01%	UMBS MORTPASS 6% 04/56	FN	488919
0.01%	DOMINICAN 6% 02/33	DOMREP	500000
0.01%	UMBS MORTPASS 6.5% 02/56	FN	477901
0.01%	FHLMC VAR 10/34	FHMS	2500000
0.01%	GNMA 2021-151 VAR 04/63	GNR	7409906
0.01%	UMBS MORTPASS 6% 01/56	FN	488350
0.01%	WELLS FARGO VAR 07/35	WFCM	500000
0.01%	UMBS MORTPASS 6.5% 01/56	FN	477467
0.01%	GNMA 2024-56 IO VAR 11/65	GNR	7211086
0.01%	JPMDB 2.5% 11/52	JPMDB	1000000
0.01%	UMBS MORTPASS 5.5% 03/56	FR	492586
0.01%	GENESIS 7.875% 05/32	GEL	478000
0.01%	UMBS MORTPASS 5.5% 03/56	FN	488323
0.01%	GNMA 2024-79 BS FLT 05/54	GNR	4496166
0.01%	GNMA 2024-128 FLT 08/54	GNR	5777817
0.01%	UMBS MORTPASS 5.5% 03/56	FN	486388
0.01%	WEC US HOLDINGS LTD.		492481
0.01%	CITIGROUP VAR 12/72	CGCMT	19425313
0.01%	GNMA 2023-28 IO VAR 02/65	GNR	7671288
0.01%	BWX 4.125% 06/28	BWXT	500000
0.01%	FHLMC REMICS 6% 07/55	FHR	500299
0.01%	FHLMC VAR 11/29	FHMS	25336592
0.01%	CHS/COMMUNITY 4.75% 02/31	CYH	538000
0.01%	GNMA 2025-1 SV FLT 01/55	GNR	8095088
0.01%	CANTOR 2.5% 11/52	CF	674000
0.01%	FHLMC VAR 06/29	FHMS	20816322
0.01%	GNMA 2021-22 IO VAR 05/63	GNR	7026835
0.01%	UMBS MORTPASS 5.5% 01/56	FR	478255
0.01%	FHLMC VAR 03/49	FHMS	13766615
0.01%	UMBS MORTPASS 6.5% 01/56	FN	457819
0.01%	FHLMC VAR 10/46	FHMS	10000000
0.01%	FHLMC VAR 11/30	FHMS	116738000
0.01%	ACUSHNET CO 5.625% 12/33	GOLF	480000
0.01%	GNMA 2013-174 VAR 10/53	GNR	30611008
0.01%	GOAT HOLDCO 6.75% 02/32	B	468000
0.01%	AERCAP IRELAND VAR 03/55	AER	460000
0.01%	GOODYEAR 6.625% 07/30	GT	495000
0.01%	LSF12 HELIX 7.125% 02/33	HI	490000
0.01%	HESS 5.875% 03/28	HESM	467000
0.01%	RHP HOTEL 5.75% 03/34	RHP	477000
0.01%	CD&R SMOKEY 9.5% 10/29	PETSAF	813000
0.01%	UMBS MORTPASS 6.5% 04/56	FN	449335
0.01%	BRASKEM 7.25% 02/33	BRASKM	800000
0.01%	UMBS MORTPASS 6% 05/56	FR	459692
0.01%	ONDECK ASSET 7% 08/30	ONDK	468000
0.01%	FNMA FLT 02/30	CAS	450000
0.01%	CONNECT FINCO 9% 09/29	ISATLN	445000
0.01%	UMBS MORTPASS 6.5% 02/56	FR	447934
0.00%	GRAHAM PACKAGING COMPANY		465333
0.00%	GNMA 2018-85 IO VAR 07/60	GNR	13349412
0.00%	UMBS MORTPASS 5.5% 04/56	FN	459027
0.00%	CONNECTICUT FLT 02/44	CAS	460000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	459115
0.00%	UMBS MORTPASS 6% 12/55	FN	448482
0.00%	GNMA 2022-62 IO VAR 06/64	GNR	9770344
0.00%	HARVEST 6.75% 05/34	HARMID	452000
0.00%	DIEBOLD 7.75% 03/30	DBD	441000
0.00%	REPUBLIC OF STEP 07/29	GHANA	465850
0.00%	UMBS MORTPASS 6.5% 04/56	FN	439527
0.00%	IHO 7.375% 05/33	IHOVER	447272
0.00%	JH NORTH 6.125% 07/32	JHXAU	457000
0.00%	AI CANDELARIA 5.75% 06/33	AICNRA	500000
0.00%	LSF12 HELIX PARENT, LLC		460784
0.00%	BLOCK INC 6% 08/33	XYZ	456000
0.00%	WAYFAIR LLC 7.125% 05/34	W	446000
0.00%	KODIAK GAS 5.875% 04/31	KGS	450000
0.00%	REPUBLIC OF 6.3% 06/48	SOAF	500000
0.00%	BATH & BODY 7.5% 06/29	BBWI	445000
0.00%	BENCHMARK 5.8053% 01/57	BMARK	440549
0.00%	LENDMARK 5.69% 02/34	LFT	450000
0.00%	AHEAD DB 6.625% 05/28	AHEDBB	450000
0.00%	FHLMC VAR 03/29	FHMS	31577869
0.00%	HESS 5.125% 06/28	HESM	450000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	428292
0.00%	XEROX CORP 10.25% 10/30	XRX	505000
0.00%	FHLMC VAR 08/51	FHMS	8380000
0.00%	TEREX CORPORATION		445508
0.00%	FNMA REMICS FLT 03/55	FNR	6819121
0.00%	DAVITA INC 4.625% 06/30	DVA	460000
0.00%	PETCO HEALTH 8.25% 02/31	WOOF	447000
0.00%	WESTLAKE 6.79% 11/28	WLAKE	437000
0.00%	UMBS MORTPASS 5% 03/56	FR	448527
0.00%	UMBS MORTPASS 6.5% 06/56	FR	420000
0.00%	ASBURY 4.5% 03/28	ABG	440000
0.00%	FHLMC VAR 01/30	FHMS	12730259
0.00%	REPUBLIC OF 7% 04/44	COSTAR	400000
0.00%	GNMA II MORTPASS 6% 07/54	G2	421800
0.00%	GNMA 2024-204 FLT 12/54	GNR	6585397
0.00%	UMBS MORTPASS 5.5% 02/56	FN	428317
0.00%	ELANCO ANIMAL 6.4% 08/28	ELAN	420000
0.00%	XPO INC 6.25% 06/28	XPO	425000
0.00%	CURRENCY CONTRACT - USD		-3411175366
0.00%	UMBS MORTPASS 6.5% 04/56	FN	409392
0.00%	UMBS MORTPASS 5.5% 02/56	FR	424198
0.00%	GNMA 2022-52 IO VAR 06/64	GNR	9301011
0.00%	UMBS MORTPASS 7% 01/56	FR	398918
0.00%	BANCO DEL VAR 12/49	BANCO	400000
0.00%	MH SUB I, LLC		443885
0.00%	FREMF 2018-KF54 FLT 11/28	FREMF	442363
0.00%	SERBIA 6.5% 09/33	SERBIA	400000
0.00%	FHLMC REMICS FLT 03/55	FHR	7648211
0.00%	PETROLEOS DEL 4.75% 06/32	PETRPE	500000
0.00%	UMBS MORTPASS 5.5% 03/56	FR	419240
0.00%	GNMA 2025-69 SW FLT 04/55	GNR	10703093
0.00%	GNMA 2020-23 IO VAR 04/62	GNR	9290184
0.00%	FHLMC VAR 03/49	FHMS	4000000
0.00%	IHO VERWALTUNGS 8% 11/32	IHOVER	400000
0.00%	INFINITY 7.625% 04/31	INFNAR	413000
0.00%	BANK 2.5% 09/62	BANK	700000
0.00%	GNMA 2022-165 VAR 06/64	GNR	9195787
0.00%	FORVIA SE 6.75% 09/33	EOFP	412000
0.00%	FREMF 2017-K62 VAR 01/50	FREMF	415000
0.00%	HILTON 5.5% 03/34	HLT	416000
0.00%	UMBS MORTPASS 6.5% 01/56	FN	392356
0.00%	REPUBLIC OF 8.75% 04/32	ANGOL	400000
0.00%	SERBIA 6% 06/34	SERBIA	400000
0.00%	GNMA 2020-2 IO VAR 03/62	GNR	9904045
0.00%	GOLDMAN SACHS VAR 12/49	GS	390000
0.00%	PIONEER OPCO LLC 7% 05/33	VENRES	403000
0.00%	UMBS MORTPASS 6.5% 03/56	FN	388805
0.00%	UMBS MORTPASS 6.5% 03/56	FN	388967
0.00%	REPUBLIC OF 6.1% 08/44	PARGUY	400000
0.00%	AVIS BUDGET 5.58% 12/30	AESOP	403000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	388944
0.00%	AVIS BUDGET 7.37% 12/29	AESOP	400000
0.00%	MIDCONTINENT 8% 08/32	MIDCON	443000
0.00%	GNMA 2024-79 CS FLT 05/54	GNR	9052941
0.00%	GS MORTGAGE VAR 03/50	GSMS	500000
0.00%	GNMA 2021-188 IJ 3% 10/51	GNR	2361123
0.00%	COLUMBIA 6.042% 08/28	CPGX	390000
0.00%	ONDECK ASSET 5.42% 10/31	ONDK	400000
0.00%	BUCKEYE 4.125% 12/27	BPL	405000
0.00%	FHLMC VAR 04/29	FHMS	55000000
0.00%	UMBS MORTPASS 6% 06/56	FR	390000
0.00%	GREENKO WIND 7.25% 09/28	GRNKEN	394000
0.00%	WR GRACE 7% 08/33	GRA	403000
0.00%	GNMA II MORTPASS 6% 12/54	G2	381639
0.00%	UMBS MORTPASS 6.5% 04/56	FN	379569
0.00%	GRIFOLS SA 4.75% 10/28	GRFSM	400000
0.00%	FNMA REMICS FLT 12/54	FNR	6683126
0.00%	CREDIT 7.09% 10/33	CAALT	391000
0.00%	ARCHROCK 6% 02/34	AROC	395000
0.00%	BOYNE USA INC 4.75% 05/29	BIGSKY	400000
0.00%	RAVEN ACQUISITION HOLDIN		395561
0.00%	FHLMC VAR 05/48	FHMS	3400000
0.00%	REPUBLIC OF EL 9.5% 07/52	ELSALV	350000
0.00%	NYMT LOAN STEP 09/39	NYMT	389405
0.00%	FNMA REMICS 6% 07/55	FNR	389547
0.00%	UMBS MORTPASS 5.5% 02/56	FR	386174
0.00%	GNMA 2025-41 ES FLT 03/55	GNR	4108716
0.00%	COMM 2024-CBM VAR 12/41	COMM	390340
0.00%	DBJPM 3.264% 08/49	DBJPM	400000
0.00%	DEMOCRATIC 4% 04/28	SRILAN	399590
0.00%	INEOS 9.625% 03/29	STYRO	400000
0.00%	GNMA 2023-108 VAR 08/59	GNR	10819837
0.00%	FHLMC VAR 05/28	FHMS	24958930
0.00%	AVIS BUDGET 6.11% 12/30	AESOP	376000
0.00%	GNMA 2020-10 IO VAR 04/62	GNR	9602346
0.00%	UMBS MORTPASS 6.5% 03/56	FN	359169
0.00%	AADVANTAGE LOYALTY IP LTD		378529
0.00%	ATI INC 5.875% 12/27	ATI	375000
0.00%	UMBS MORTPASS 6.5% 03/56	FN	358969
0.00%	AVOLON 6.375% 05/28	AVOL	365000
0.00%	UMBS MORTPASS 5.5% 03/56	FN	368882
0.00%	AMERICAN 6.875% 07/28	AXL	374000
0.00%	UMBS MORTPASS 5.5% 03/56	FN	368892
0.00%	CONNECTICUT FLT 01/43	CAS	350000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	368870
0.00%	AVIS BUDGET 5.75% 07/27	CAR	372000
0.00%	CRESCENT 9.75% 10/30	CRGYFN	350000
0.00%	GNMA 2020-118 VAR 06/62	GNR	6028388
0.00%	UMBS MORTPASS 5.5% 02/56	FR	368710
0.00%	GNMA 2021-95 TA FLT 06/61	GNR	9928100
0.00%	GNMA 2025-1 KS FLT 01/55	GNR	8187667
0.00%	MORGAN STANLEY 2.5% 02/53	MSC	500000
0.00%	FHLMC VAR 09/44	FHMS	15000000
0.00%	INSTALLED 5.625% 02/34	IBP	376000
0.00%	UMBS MORTPASS 6% 03/56	FR	359114
0.00%	WHITE CAP SUPPLY HOLDING		369375
0.00%	GNMA 2025-79 HS FLT 05/55	GNR	4851437
0.00%	FNMA REMICS FLT 05/54	FNR	5515082
0.00%	GENESIS ENERGY 8% 05/33	GEL	348000
0.00%	GNMA 2025-23 SE FLT 02/55	GNR	5717740
0.00%	ALBERTSONS COS 5.5% 03/31	ACI	370000
0.00%	UMBS MORTPASS 7% 04/56	FN	339760
0.00%	GNMA 2024-90 IO VAR 07/66	GNR	5750978
0.00%	UMBS MORTPASS 6% 04/56	FN	349165
0.00%	VENTURE 6.625% 06/36	VENLNG	358000
0.00%	ESAB CORP 6.25% 04/29	ESAB	350000
0.00%	VSE CORP		354400
0.00%	OBX 2023-NQM3 STEP 02/63	OBX	355781
0.00%	COMPASS MINERALS 8% 07/30	CMP	335000
0.00%	WFRBS VAR 09/57	WFRBS	420000
0.00%	OBX 2023-NQM7 STEP 04/63	OBX	349598
0.00%	UMBS MORTPASS 5.5% 02/56	FN	348962
0.00%	GNMA 2022-26 IO VAR 02/64	GNR	6629825
0.00%	UMBS MORTPASS 6% 06/56	FR	340000
0.00%	UMBS MORTPASS 6% 04/56	FN	339499
0.00%	FREMF FLT 12/32	FREMF	341606
0.00%	GNMA 2021-80 IO VAR 12/62	GNR	5141252
0.00%	AXALTA 4.75% 06/27	AXTA	345000
0.00%	VELOCITY VAR 08/52	VCC	346506
0.00%	EXETER 6.69% 06/29	EART	339807
0.00%	FHLMC VAR 10/34	FHMR	5600000
0.00%	UMBS MORTPASS 5.5% 03/56	FR	338992
0.00%	UMBS MORTPASS 5.5% 01/56	FN	338540
0.00%	UMBS MORTPASS 7% 01/56	FN	319113
0.00%	PENSKE 3.75% 06/29	PAG	354000
0.00%	FHLMC VAR 09/32	FHMS	17439596
0.00%	AERCAP IRELAND 6.1% 01/27	AER	335000
0.00%	UMBS MORTPASS 6% 04/56	FN	329722
0.00%	TRANSOCEAN 8.75% 02/30	RIG	322000
0.00%	FHLMC VAR 08/29	FHMS	14057911
0.00%	GNMA II MORTPASS 6% 01/55	G2	321036
0.00%	UMBS MORTPASS 6% 01/56	FN	318949
0.00%	GNMA 2025-1 SU FLT 01/55	GNR	7867526
0.00%	UMBS MORTPASS 6.5% 02/56	FN	316360
0.00%	FREMF 2020-KF76 FLT 01/30	FREMF	337802
0.00%	MULTIFAMILY FLT 07/54	MCAS	326654
0.00%	FHLMC 3.78% 01/32	FHMS	332828
0.00%	GNMA 2023-46 IO VAR 07/65	GNR	4413361
0.00%	CONNECTICUT FLT 07/44	CAS	324587
0.00%	ARDAGH GROUP SA COMMON	ARDHF	48665
0.00%	GNMA 2024-151 FLT 09/54	GNR	3714423
0.00%	COREVEST VAR 06/52	CAFL	350000
0.00%	JP MORGAN 2.8218% 08/49	JPMCC	322966
0.00%	ENBRIDGE INC VAR 01/84	ENBCN	305000
0.00%	GNMA II MORTPASS 6% 06/54	G2	309907
0.00%	COREVEST VAR 10/52	CAFL	350000
0.00%	SANTANDER 5.77% 12/28	SDART	318341
0.00%	MGM RESORTS 4.625% 09/26	MGM	320000
0.00%	REPUBLIC OF 7.1246% 01/50	ELSALV	350000
0.00%	UMBS MORTPASS 7% 06/56	FN	300000
0.00%	ALTICE FRANCE 9.5% 11/29	SFRFP	314878
0.00%	GNMA 2020-100 VAR 05/62	GNR	5431048
0.00%	CAESARS 6.5% 02/32	CZR	321000
0.00%	NRG ENERGY 6.125% 05/36	NRG	316000
0.00%	BIOCEANICO ZERO 06/34	PARCRT	379003
0.00%	GNMA 2025-124 FLT 07/55	GNR	7202741
0.00%	GNMA 2024-127 FLT 08/54	GNR	4664117
0.00%	GNMA 2024-126 FLT 08/54	GNR	3754206
0.00%	UMBS MORTPASS 6.5% 02/56	FR	298013
0.00%	UMBS MORTPASS 6.5% 03/56	FR	296843
0.00%	MULTIFAMILY FLT 07/54	MCAS	300000
0.00%	GNMA 2023-102 5.5% 07/53	GNR	310000
0.00%	BENCHMARK VAR 01/57	BMARK	300000
0.00%	FHLMC VAR 10/29	FHMS	5000000
0.00%	NOVA 4.25% 05/29	NCX	315000
0.00%	ALTICE 6.875% 07/32	SFRFP	314879
0.00%	FNMA REMICS FLT 02/55	FNR	5119094
0.00%	CARPENTER 5.625% 03/34	CRS	306000
0.00%	UMBS MORTPASS 6.5% 02/56	FR	290387
0.00%	FHLMC VAR 03/34	FHMR	2500000
0.00%	GNMA 2020-120 VAR 05/62	GNR	5328781
0.00%	BMO 2024-5C7 VAR 11/57	BMO	300000
0.00%	UMBS MORTPASS 6.5% 06/56	FR	290000
0.00%	HSBC HOLDINGS VAR 11/28	HSBC	290000
0.00%	FMC GMSR 7.17% 04/27	FMMSR	300000
0.00%	FNMA REMICS FLT 12/54	FNR	4501642
0.00%	COREVEST VAR 03/52	CAFL	300000
0.00%	GENESIS 8.25% 01/29	GEL	287000
0.00%	UMBS MORTPASS 5.5% 02/56	FR	293796
0.00%	ELK GROVE 7.5% 06/31	ELKGVP	293000
0.00%	MGM RESORTS 5.5% 04/27	MGM	295000
0.00%	GNMA 2023-26 IO VAR 04/65	GNR	4820113
0.00%	GNMA 2024-30 SC FLT 02/54	GNR	3587881
0.00%	JH NORTH 5.875% 01/31	JHXAU	294000
0.00%	XEROX 8.875% 11/29	XRX	648000
0.00%	GNMA 2024-110 FLT 07/54	GNR	3935660
0.00%	DIAMOND 8.5% 10/30	DO	275000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	288808
0.00%	FHLMC VAR 10/44	FHMS	12000000
0.00%	GNMA 2020-64 IO VAR 07/62	GNR	3397065
0.00%	BELRON FINANCE 2019 LLC		285465
0.00%	WELLS FARGO VAR 06/48	WFCM	290188
0.00%	LENDINGPOINT 4.54% 06/29	LDPT	696796
0.00%	FOUNDATION 9.18% 12/43	FFIN	264476
0.00%	GNMA 2025-1 SL FLT 01/55	GNR	3638389
0.00%	GNMA 2024-64 SV FLT 04/54	GNR	6162227
0.00%	GNMA 2020-28 IO VAR 11/61	GNR	5088685
0.00%	FREMF 0.1% 01/54	FREMF	78390386
0.00%	GNMA 2024-110 FLT 07/54	GNR	3122222
0.00%	VENTURE GLOBAL 6% 05/36	VENTGL	273000
0.00%	FREMF 2018-KW07 VAR 10/31	FREMF	300000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	258745
0.00%	UMBS MORTPASS 6.5% 04/56	FR	259725
0.00%	UMBS MORTPASS 6.5% 02/56	FR	259267
0.00%	MRCD 2.71752% 12/36	MRCD	400000
0.00%	UMBS MORTPASS 6% 02/56	FR	258659
0.00%	FHLMC VAR 09/28	FHMS	187988010
0.00%	ENPRO INC 6.125% 06/33	NPO	262000
0.00%	UMBS MORTPASS 7% 04/56	FN	249693
0.00%	GNMA 2022-7 SA FLT 02/64	GNR	6734186
0.00%	FHLMC VAR 06/31	FHMS	6144666
0.00%	UMBS MORTPASS 6.5% 06/56	FN	250000
0.00%	MH SUB I, LLC		300464
0.00%	FHLMC STACR FLT 03/43	STACR	258039
0.00%	UMBS MORTPASS 5.5% 02/56	FN	258550
0.00%	GNMA 2019-154 VAR 09/61	GNR	6925879
0.00%	SM ENERGY CO 6.5% 07/28	SM	260000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	248977
0.00%	UMBS MORTPASS 5.5% 11/55	FR	258516
0.00%	FHLMC STACR FLT 10/29	STACR	250000
0.00%	FHLMC VAR 02/57	FHMS	1026415
0.00%	FHLMC VAR 12/28	FHMS	11774805
0.00%	GNMA 2022-210 VAR 07/64	GNR	4846805
0.00%	DB MASTER 2.791% 11/51	DNKN	286500
0.00%	GNMA 2023-113 FLT 08/53	GNR	4919766
0.00%	GNMA II MORTPASS 6% 06/54	G2	240424
0.00%	FREMF 0.1% 10/53	FREMF	75586210
0.00%	GNMA 2025-7 SL FLT 01/55	GNR	3577324
0.00%	UMBS MORTPASS 5.5% 12/55	FN	247879
0.00%	GNMA 2023-144 VAR 12/64	GNR	4596061
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	285000
0.00%	FNMA REMICS FLT 08/54	FNR	4893852
0.00%	BWX 4.125% 06/28	BWXT	250000
0.00%	BANK 2020-BNK28 VAR 03/63	BANK	4049896
0.00%	NEWELL 7.375% 04/36	NWL	255000
0.00%	BAUSCH HEALTH 5% 02/29	BHCCN	350000
0.00%	FREMF 2019-K91 VAR 04/51	FREMF	250000
0.00%	UMBS MORTPASS 6.5% 03/56	FR	229324
0.00%	UMBS MORTPASS 6.5% 02/56	FN	229115
0.00%	FHLMC REMICS FLT 05/54	FHR	3748054
0.00%	UMBS MORTPASS 8% 12/53	FN	219573
0.00%	ATI INC 7.25% 08/30	ATI	230000
0.00%	CELANESE US 1.4% 08/26	CE	240000
0.00%	FHLMC VAR 10/55	FHMS	1705950
0.00%	FHLMC VAR 10/38	FHMS	1000000
0.00%	GNMA 2024-27 GB 5% 02/54	GNR	250000
0.00%	GNMA 2024-112 FLT 07/54	GNR	3091985
0.00%	FHLMC VAR 09/30	FHMS	7182252
0.00%	DIRECTV 5.875% 08/27	DTV	235000
0.00%	UMBS MORTPASS 8% 01/54	FR	216061
0.00%	FHLMC VAR 11/45	FHMS	8700000
0.00%	GNMA 2024-126 FLT 08/54	GNR	3663386
0.00%	GNMA II MORTPASS 6% 12/54	G2	225211
0.00%	UMBS MORTPASS 5.5% 01/56	FR	229369
0.00%	GNMA 2024-190 FLT 11/54	GNR	3931311
0.00%	UMBS MORTPASS 6.5% 02/56	FR	218996
0.00%	FS 8.625% 06/33	FSBIOE	230000
0.00%	UMBS MORTPASS 6.5% 02/56	FR	219476
0.00%	WILLIAMS 7.375% 10/31	WLSC	220000
0.00%	EXETER 6.76% 09/28	EART	226804
0.00%	ATI INC 7.25% 08/30	ATI	220000
0.00%	GNMA II MORTPASS 6% 02/53	G2	222430
0.00%	DISCOVERY 3.755% 03/27	WBD	228000
0.00%	GNMA 2025-7 QS FLT 01/55	GNR	3119889
0.00%	CURRENCY CONTRACT - EUR		-17071487
0.00%	GNMA 2021-82 TA FLT 04/61	GNR	9915307
0.00%	FHLMC VAR 09/28	FHMS	127909105
0.00%	FHLMC VAR 04/28	FHMS	5000000
0.00%	CURRENCY CONTRACT - USD		-3496425525
0.00%	FNMA MORTPASS 4.97% 10/30	FN	220000
0.00%	FHLMC VAR 01/27	FHMS	40687816
0.00%	LIVE NATION 3.75% 01/28	LYV	225000
0.00%	SM ENERGY CO 6.5% 07/28	SM	220000
0.00%	UMBS MORTPASS 6.5% 01/56	FR	208546
0.00%	UMBS MORTPASS 6.5% 01/56	FN	209037
0.00%	BANK 2.5% 03/63	BANK	320000
0.00%	GNMA 2024-159 FLT 10/54	GNR	3058686
0.00%	UMBS MORTPASS 6% 03/56	FR	209647
0.00%	UMBS MORTPASS 6.5% 01/56	FN	205897
0.00%	GNMA 2021-153 FLT 08/61	GNR	6389599
0.00%	GNMA 2021-35 IO VAR 12/62	GNR	3041546
0.00%	STARWOOD 4.261% 11/55	STAR	250000
0.00%	REPUBLIC OF 6.55% 02/37	GUATEM	200000
0.00%	UMBS MORTPASS 7% 05/56	FR	200000
0.00%	UMBS MORTPASS 7% 05/56	FR	200000
0.00%	UMBS MORTPASS 7% 05/56	FR	200000
0.00%	UMBS MORTPASS 7% 05/56	FR	200000
0.00%	GNMA II MORTPASS 6% 12/54	G2	205007
0.00%	UMBS MORTPASS 6.5% 03/56	FR	201468
0.00%	INSTITUTO 6.75% 10/31	COSICE	200000
0.00%	FHLMCGLD 4.45% 12/32	FR	210000
0.00%	UMBS MORTPASS 8% 01/54	FN	188984
0.00%	BENCHMARK VAR 07/56	BMARK	200000
0.00%	AZULE ENERGY 8.125% 01/30	AZURGY	200000
0.00%	SHUTTERFLY 8.5% 10/27	SFLY	205391
0.00%	BBCMS MORTGAGE VAR 09/54	BBCMS	4500000
0.00%	FREMF 0.1% 09/53	FREMF	63373881
0.00%	GNMA II MORTPASS 6% 11/54	G2	195454
0.00%	REPUBLIC OF 8% 05/32	KENINT	200000
0.00%	FREMF 0.1% 05/53	FREMF	67544991
0.00%	FHLMC VAR 06/27	FHMS	26121572
0.00%	FHLMC MSCR FLT 07/41	MSCR	200000
0.00%	CURRENCY CONTRACT - USD		-9967990
0.00%	REPUBLIC OF 7.3% 04/52	SOAF	200000
0.00%	ARAB REPUBLIC 7.3% 09/33	EGYPT	200000
0.00%	GOODYEAR TIRE 5.25% 07/31	GT	225000
0.00%	DANA INC 4.25% 09/30	DAN	204000
0.00%	UMBS MORTPASS 6% 06/56	FR	190000
0.00%	GNMA II MORTPASS 6% 01/55	G2	187054
0.00%	CSC HOLDINGS 5.375% 02/28	CSCHLD	300000
0.00%	GNMA II MORTPASS 6% 06/54	G2	186947
0.00%	FREMF 0.1% 04/33	FREMF	44899335
0.00%	FIBERCOP SPA 6% 09/34	FIBCOP	200000
0.00%	GNMA II MORTPASS 6% 12/54	G2	181596
0.00%	GOVERNMENT OF 4.45% 07/31	MONGOL	200000
0.00%	UMBS MORTPASS 6.5% 06/51	FR	180000
0.00%	DRYDEN 64 CLO FLT 04/31	DRSLF	186818
0.00%	HSBC HOLDINGS VAR 12/49	HSBC	200000
0.00%	GNMA II MORTPASS 6% 09/54	G2	180223
0.00%	OPORTUN 5.48% 08/29	OPTN	185726
0.00%	HINNT 2022-A 6.5% 05/41	HINTT	186697
0.00%	ALTICE FRANCE 6.5% 04/32	SFRFP	190549
0.00%	GNMA 2019-155 VAR 07/61	GNR	4997723
0.00%	FHLMC MSCR FLT 02/45	MSCR	180000
0.00%	GNMA 2021-107 XI 3% 06/51	GNR	1101842
0.00%	FNMA MORTPASS 1.72% 10/31	FN	205000
0.00%	UMBS MORTPASS 6.5% 02/56	FR	169594
0.00%	GNMA II MORTPASS 6% 09/54	G2	171450
0.00%	FHLMC VAR 07/45	FHMS	8509531
0.00%	VELOCITY VAR 06/52	VCC	179505
0.00%	FREMF 0.1% 09/52	FREMF	57860493
0.00%	UMBS MORTPASS 6% 04/56	FR	169840
0.00%	CURRENCY CONTRACT - EUR		-31416692
0.00%	VZ SECURED 5% 01/32	ZIGGO	200000
0.00%	FHLMC VAR 09/46	FHMS	3000000
0.00%	OBX 2023-NQM6 STEP 07/63	OBX	173157
0.00%	GNMA II MORTPASS 6% 12/54	G2	166763
0.00%	FIRST STUDENT 4% 07/29	FRSTST	180000
0.00%	GNMA 2022-141 VAR 06/64	GNR	2855567
0.00%	UMBS MORTPASS 5.5% 02/56	FR	169246
0.00%	CD 2016-CD2 VAR 11/49	CD	290000
0.00%	CREDIT 9% 04/33	CAALT	170553
0.00%	UMBS MORTPASS 5.5% 01/56	FR	169375
0.00%	FHLMC VAR 01/45	FHMS	14999854
0.00%	GLS AUTO 6.15% 04/28	GCAR	168950
0.00%	ADT SECURITY 4.875% 07/32	ADT	180000
0.00%	GNMA II MORTPASS 6% 04/54	G2	162030
0.00%	FHLMC VAR 08/28	FHMS	14758096
0.00%	UMBS MORTPASS 6.5% 04/56	FR	159860
0.00%	NEW RESIDENTIAL VAR 05/58	NRZT	180441
0.00%	COLT 2023-2 STEP 07/68	COLT	166558
0.00%	FNMA MORTPASS 5.06% 09/30	FN	162000
0.00%	NEW 3.55% 02/39	NRMLT	168000
0.00%	UMBS MORTPASS 6% 06/51	FR	160000
0.00%	FHLMC VAR 01/29	FHMS	13407481
0.00%	JELD-WEN INC 4.875% 12/27	JELD	200000
0.00%	GNMA II MORTPASS 6% 01/55	G2	156181
0.00%	FHLMC MSCR FLT 01/51	MSCR	161786
0.00%	GNMA II MORTPASS 6% 12/54	G2	155504
0.00%	BANK 2022-BNK39 VAR 02/55	BANK	7982548
0.00%	UMBS MORTPASS 5.5% 12/55	FN	159251
0.00%	THEOREM 9.27% 12/28	THRM	159403
0.00%	UMBS MORTPASS 6.5% 05/56	FN	150000
0.00%	UMBS MORTPASS 6.5% 06/51	FR	150000
0.00%	KNIFE RIVER 7.75% 05/31	KNIRIV	150000
0.00%	BX TRUST FLT 01/39	BX	155000
0.00%	GNMA 2024-121 VAR 07/66	GNR	1656472
0.00%	DOMINICAN 6% 02/33	DOMREP	150000
0.00%	BX COMMERCIAL FLT 10/36	BX	148758
0.00%	TRANSDIGM INC.		148115
0.00%	FHLMC VAR 02/45	FHMS	11342000
0.00%	ROCKIES 4.8% 05/30	ROCKIE	150000
0.00%	CITIGROUP VAR 04/50	CGCMT	169000
0.00%	UMBS MORTPASS 6.5% 02/56	FN	139560
0.00%	UMBS MORTPASS 6.5% 06/56	FR	140000
0.00%	UMBS MORTPASS 6.5% 06/56	FR	140000
0.00%	UMBS MORTPASS 6.5% 06/56	FN	140000
0.00%	SANTANDER 6.69% 03/31	SDART	142842
0.00%	JPMBB VAR 12/48	JPMBB	150000
0.00%	CIENA CORP 4% 01/30	CIEN	150000
0.00%	QXO BUILDING PRODUCTS, I		143555
0.00%	UMBS MORTPASS 5.5% 12/55	FN	140969
0.00%	CURRENCY CONTRACT - USD		-18517175
0.00%	FREMF 0.1% 03/53	FREMF	50593600
0.00%	GNMA 2022-106 VAR 02/64	GNR	2686933
0.00%	FHLMC VAR 06/28	FHMS	60316149
0.00%	FREMF 0.1% 09/60	FREMF	43235955
0.00%	GNMA II MORTPASS 6% 12/54	G2	129312
0.00%	GNMA 2021-78 IB 3% 05/51	GNR	750514
0.00%	FREMF 0.1% 09/30	FREMF	40279659
0.00%	GNMA 2021-60 IO VAR 05/63	GNR	2133619
0.00%	GNMA II MORTPASS 6% 01/55	G2	122268
0.00%	UMBS MORTPASS 6.5% 06/56	FN	120000
0.00%	CURRENCY CONTRACT - USD		-9374909
0.00%	FREMF 2019-K92 0.1% 04/29	FREMF	57062903
0.00%	FHLMC VAR 09/27	FHMS	17395496
0.00%	CHL MORTGAGE FLT 04/46	CWHL	131303
0.00%	GNMA 2021-185 VAR 11/63	GNR	1370703
0.00%	GNMA 2021-224 VAR 04/64	GNR	1858841
0.00%	PAGAYA AI 3.27% 05/29	PAID	115795
0.00%	IRON MOUNTAIN 6.25% 01/33	IRM	113000
0.00%	CURRENCY CONTRACT - USD		-18560635
0.00%	NEW RESIDENTIAL VAR 11/59	NRZT	118893
0.00%	BATH & BODY 6.75% 07/36	BBWI	115000
0.00%	SPECTRUM 3.875% 03/31	SPB	129000
0.00%	GNMA 2023-15 IO VAR 08/64	GNR	1715885
0.00%	UMBS MORTPASS 5.5% 01/56	FN	109703
0.00%	GFL 4.375% 08/29	GFLCN	110000
0.00%	UMBS MORTPASS 7% 05/56	FN	100000
0.00%	UMBS MORTPASS 7% 05/56	FN	100000
0.00%	GNMA II MORTPASS 6% 10/54	G2	102009
0.00%	GNMA 2022-134 VAR 06/64	GNR	2837540
0.00%	UMBS MORTPASS 6.5% 05/56	FN	100000
0.00%	UMBS MORTPASS 6.5% 05/56	FN	100000
0.00%	UMBS MORTPASS 6.5% 05/56	FN	100000
0.00%	NESCO HOLDINGS 5.5% 04/29	NSCO	105000
0.00%	CURRENCY CONTRACT - NZD		-15751841
0.00%	CURRENCY CONTRACT - EUR		-31353845
0.00%	GNMA II MORTPASS 6% 07/54	G2	97505
0.00%	GNMA II MORTPASS 6% 06/54	G2	97990
0.00%	TRICON 5.739% 04/39	TCN	101000
0.00%	TUCIELO 2025-ASSICIATION		100000
0.00%	TUCIELO 2025-ASSICIATION		100000
0.00%	REPUBLIC OF ZERO 07/26	GHANA	100000
0.00%	TRANSCANADA VAR 09/79	TRPCN	100000
0.00%	GNMA II MORTPASS 6% 01/55	G2	95031
0.00%	CURRENCY CONTRACT - CAD		-9403285
0.00%	GNMA II MORTPASS 6% 12/54	G2	94510
0.00%	FREMF 0.1% 11/52	FREMF	103422406
0.00%	GNMA II MORTPASS 6% 12/54	G2	92974
0.00%	GNMA 2015-33 IO VAR 02/56	GNR	34266667
0.00%	FHLMC VAR 01/48	FHMS	11779376
0.00%	GNMA 2021-61 IO VAR 08/63	GNR	1301272
0.00%	GNMA 2016-165 VAR 12/57	GNR	3094986
0.00%	WFRBS VAR 09/57	WFRBS	100000
0.00%	FHLMC VAR 12/45	FHMS	1850000
0.00%	FHLMC VAR 12/44	FHMS	13199853
0.00%	CHARTER 5.375% 04/38	CHTR	100000
0.00%	DYCOM 4.5% 04/29	DY	90000
0.00%	GNMA II MORTPASS 6% 06/54	G2	83311
0.00%	CURRENCY CONTRACT - GBP		16372678
0.00%	FNMA-ACES VAR 06/29	FNA	3843295
0.00%	WELLS FARGO VAR 04/55	WFCM	100000
0.00%	UMBS MORTPASS 5.5% 01/56	FN	79468
0.00%	EXETER 5.98% 12/28	EART	79256
0.00%	HERTZ 4.625% 12/26	HTZ	83000
0.00%	FHLMC VAR 06/30	FHMS	2085100
0.00%	BAYVIEW FLT 12/31	BVCLN	78746
0.00%	HILTON GRAND 6.79% 06/34	HGVT	78738
0.00%	ALTICE FRANCE 10% 01/33	SFRFP	80000
0.00%	FREMF 0.1% 05/53	FREMF	24000000
0.00%	FREMF 0.1% 01/54	FREMF	20236360
0.00%	DEEPHAVEN VAR 03/67	DRMT	78957
0.00%	GNMA II MORTPASS 6% 01/55	G2	73169
0.00%	FHLMC VAR 04/32	FHMS	4074594
0.00%	CURRENCY CONTRACT - USD		-8160637
0.00%	FHLMC VAR 12/27	FHMS	14330320
0.00%	BAYVIEW FLT 12/31	BVCLN	71800
0.00%	DEXKO GLOBAL 7.5% 04/32	DEXAXL	82400
0.00%	CURRENCY CONTRACTS - ZAR		533656696
0.00%	GNMA II MORTPASS 6% 09/54	G2	67758
0.00%	CONNECTICUT FLT 11/41	CAS	64000
0.00%	GNMA II MORTPASS 6% 11/54	G2	61751
0.00%	GNMA II MORTPASS 6% 12/54	G2	61143
0.00%	MFA 2021-NQM1 VAR 04/65	MFRA	67366
0.00%	FNMA-ACES 0.5% 10/32	FNA	69912
0.00%	TRIMAS CORP 4.125% 04/29	TRS	65000
0.00%	GNMA II MORTPASS 6% 07/54	G2	59197
0.00%	GNMA II MORTPASS 6% 01/55	G2	57786
0.00%	FHLMC VAR 06/29	FHMS	1614000
0.00%	FHLMC VAR 10/28	FHMR	2000000
0.00%	CURRENCY CONTRACT - GBP		-15627896
0.00%	GNMA 2021-141 FLT 06/63	GNR	1644266
0.00%	BIG RIVER 6.625% 01/29	BIGBRS	55000
0.00%	BANK 2017-BNK5 VAR 06/60	BANK	60000
0.00%	FREMF 0.1% 10/53	FREMF	15633000
0.00%	GNMA II MORTPASS 6% 01/55	G2	50160
0.00%	CHARTER 6.65% 02/34	CHTR	50000
0.00%	FREMF 0.1% 11/53	FREMF	67213139
0.00%	GNMA II MORTPASS 6% 11/54	G2	47750
0.00%	FREMF 0.1% 09/53	FREMF	14600000
0.00%	HERTZ VEHICLE 6.91% 06/27	HERTZ	48666
0.00%	NOVA 4.25% 05/29	NCX	50000
0.00%	NRZ EXCESS 3.474% 11/26	NZES	49065
0.00%	FHLMC VAR 09/35	FHMS	332211
0.00%	GNMA II MORTPASS 6% 12/54	G2	42172
0.00%	CURRENCY CONTRACT - USD		-18607028
0.00%	FHLMC VAR 10/34	FHMS	1181554
0.00%	FREMF 0.1% 09/52	FREMF	12768420
0.00%	FHLMC VAR 10/26	FHMS	42601011
0.00%	UPSTART VAR 02/30	UPSPT	39579
0.00%	FHLMC VAR 10/29	FHMS	1628393
0.00%	FREMF 0.1% 01/54	FREMF	10972469
0.00%	FHLMC VAR 11/28	FHMS	751485
0.00%	FREMF 0.1% 03/53	FREMF	12000000
0.00%	FREMF 0.1% 05/29	FREMF	15546697
0.00%	FREMF 0.1% 10/32	FREMF	13883609
0.00%	FHLMC VAR 10/27	FHMR	2000000
0.00%	AMERICAN 3.95% 01/32	AAL	34250
0.00%	FHLMC VAR 11/46	FHMS	621062
0.00%	GNMA 2014-181 FLT 12/44	GNR	370161
0.00%	FREMF 2019-K92 0.1% 07/29	FREMF	12014516
0.00%	FREMF 0.1% 08/30	FREMF	9003480
0.00%	US 2YR NOTE 09/30/2026	TUU6 COMB Comdty	132
0.00%	FHLMC VAR 03/27	FHMS	9855011
0.00%	CURRENCY CONTRACT - AUD		31285987
0.00%	RAVEN ACQUISITION HOLDIN		28539
0.00%	LENDINGPOINT 8.68% 02/30	LDPT	28323
0.00%	UPSTART VAR 04/30	UPSPT	28670
0.00%	CITIGROUP VAR 11/51	CGCMT	1868859
0.00%	FREMF 0.1% 05/33	FREMF	5250000
0.00%	FREMF 0.1% 11/52	FREMF	24500000
0.00%	ELANCO ANIMAL 6.4% 08/28	ELAN	25000
0.00%	ATI INC 4.875% 10/29	ATI	25000
0.00%	FREMF 0.1% 06/29	FREMF	10000000
0.00%	SHUTTERFLY 9.75% 10/27	SFLY	22913
0.00%	ALTICE FRANCE SA		1131
0.00%	FNMA-ACES VAR 02/30	FNA	3086722
0.00%	FNMA-ACES VAR 01/32	FNA	2783394
0.00%	CURRENCY CONTRACT - NZD		19004905
0.00%	CURRENCY CONTRACT - USD		-7329431
0.00%	FREMF 2018-KF43 FLT 01/28	FREMF	21473
0.00%	GNMA 2021-142 XI 3% 08/51	GNR	118001
0.00%	CURRENCY CONTRACT - NZD		-15576872
0.00%	FHLMC VAR 03/28	FHMS	2047758
0.00%	REPUBLIC OF ZERO 07/26	GHANA	17600
0.00%	CURRENCY CONTRACT - USD		-1500000
0.00%	FREMF 0.1% 11/53	FREMF	17500000
0.00%	GNMA 2020-150 VAR 12/62	GNR	233892
0.00%	CITIGROUP VAR 06/51	CGCMT	1429045
0.00%	FREMF ZERO 12/49	FREMF	18076
0.00%	VELOCITY 3.59% 04/48	VCC	12624
0.00%	FREMF 0.1% 09/30	FREMF	3300000
0.00%	CITIGROUP 3.225% 09/48	CGCMT	10711
0.00%	ALTICE FRANCE SA ZERO		334
0.00%	FREMF 0.1% 10/32	FREMF	1600000
0.00%	FREMF 2018-KF50 FLT 07/28	FREMF	3382
0.00%	CURRENCY CONTRACT - EUR		4122464
0.00%	FHLMC VAR 08/27	FHMS	611593
0.00%	GNMA 2022-166 VAR 04/65	GNR	22945
0.00%	GNMA II 6.5% 09/28	G2	102
0.00%	GNMA II 4.5% 07/52	G2	21
0.00%	TRINSEO 7.625% 05/29		192072
0.00%	JAPANESE YEN		7
0.00%	CDI CDX.NA 5 USD0631		-14019000
0.00%	CDI CDX.NA 5 USD0631		-14020000
0.00%	CDI CDX.NA 5 USD0631		-45909000
0.00%	CDI CDX.NA 5 USD0631		-14249000
0.00%	CDI CDX.NA 5 USD0631		-7010000
0.00%	CDS BAC 3 1 USD0628		-2200000
0.00%	CDS BAC 3 1 USD0628		-5000000
0.00%	CHILEAN PESO CURRENCY		-10751839
0.00%	CHINESE RENMINBI(YUAN)CUR		-10530047
0.00%	CURRENCY CONTRACT - AUD		-22294551
0.00%	CURRENCY CONTRACT - AUD		-43592619
0.00%	CURRENCY CONTRACT - BRL		-20304095
0.00%	CURRENCY CONTRACT - BRL		-10789462
0.00%	CURRENCY CONTRACT - CHF		-24282268
0.00%	CURRENCY CONTRACT - EUR		-19466796
0.00%	CURRENCY CONTRACT - EUR		-8568601
0.00%	CURRENCY CONTRACT - EUR		-11341924
0.00%	CURRENCY CONTRACT - EUR		-549185
0.00%	CURRENCY CONTRACT - EUR		19466796
0.00%	CURRENCY CONTRACT - EUR		31353884
0.00%	CURRENCY CONTRACT - EUR		-31353884
0.00%	CURRENCY CONTRACT - EUR		-4785859
0.00%	CURRENCY CONTRACT - EUR		-22377368
0.00%	CURRENCY CONTRACT - GBP		-11309587
0.00%	CURRENCY CONTRACT - GBP		-21891548
0.00%	CURRENCY CONTRACT - GBP		-21853410
0.00%	CURRENCY CONTRACT - GBP		-4656967
0.00%	CURRENCY CONTRACT - JPY		-18681313
0.00%	CURRENCY CONTRACT - JPY		-21854513
0.00%	CURRENCY CONTRACT - KRW		-11387331
0.00%	CURRENCY CONTRACT - NZD		-10987325
0.00%	CURRENCY CONTRACT - NZD		-18560612
0.00%	CURRENCY CONTRACT - NZD		-11002953
0.00%	CURRENCY CONTRACT - NZD		-44375588
0.00%	CURRENCY CONTRACT - NZD		18560612
0.00%	CURRENCY CONTRACT - NZD		-11134213
0.00%	CURRENCY CONTRACT - NZD		10987325
0.00%	CURRENCY CONTRACT - USD		373870
0.00%	CURRENCY CONTRACT - USD		1759535
0.00%	CURRENCY CONTRACT - USD		5299967
0.00%	CURRENCY CONTRACT - USD		30944813
0.00%	CURRENCY CONTRACT - USD		11009426
0.00%	CURRENCY CONTRACT - USD		11085941
0.00%	CURRENCY CONTRACT - USD		11294639
0.00%	CURRENCY CONTRACT - USD		13579590
0.00%	CURRENCY CONTRACT - USD		10966517
0.00%	CURRENCY CONTRACT - USD		11010497
0.00%	CURRENCY CONTRACT - USD		11028610
0.00%	CURRENCY CONTRACT - USD		11043643
0.00%	CURRENCY CONTRACT - USD		11014044
0.00%	CURRENCY CONTRACT - USD		21755361
0.00%	CURRENCY CONTRACT - USD		22084226
0.00%	CURRENCY CONTRACTS - ZAR		-32630326
0.00%	ESCROW RITE AID 0.0 31 DE		36352
0.00%	OIS SOFR /3.982% USD1130		-232000000
0.00%	OIS SOFR /4.052% USD0433		-157200000
0.00%	CURRENCY CONTRACT - USD		-322000
0.00%	CURRENCY CONTRACT - GBP		3468642
0.00%	CURRENCY CONTRACT - EUR		470763
0.00%	CURRENCY CONTRACT - GBP		8412017
0.00%	CURRENCY CONTRACT - EUR		19258586
0.00%	EURO - FOR FUTURES		-7790
0.00%	CURRENCY CONTRACT - GBP		8412017
0.00%	CURRENCY CONTRACT - NZD		18931196
0.00%	CDS BAC 3 1 USD0628		2200000
0.00%	CURRENCY CONTRACT - USD		-1084454849
0.00%	CURRENCY CONTRACT - EUR		9733393
0.00%	CURRENCY CONTRACT - EUR		19466796
0.00%	CHINESE RENMINBI(YUAN)CUR		71422508
0.00%	CDS BAC 3 1 USD0628		5000000
0.00%	CURRENCY CONTRACT - NZD		19367654
0.00%	CURRENCY CONTRACT - USD		-19004905
0.00%	EURO-SCHATZ 09/08/2026	DUU6 Comdty	1650
0.00%	CURRENCY CONTRACT - NZD		18560612
0.00%	CURRENCY CONTRACT - EUR		19512625
0.00%	CURRENCY CONTRACT - EUR		7270365
0.00%	CHILEAN PESO CURRENCY		9509679144
0.00%	CURRENCY CONTRACT - USD		-182855130
0.00%	CURRENCY CONTRACT - CAD		15083433
0.00%	EURO-BUND 09/08/2026	RXU6 Comdty	303
0.00%	CURRENCY CONTRACT - BRL		53662791
0.00%	CURRENCY CONTRACT - EUR		18594325
0.00%	CURRENCY CONTRACT - KRW		17009256560
0.00%	US 5YR NOTE 09/30/2026	FVU6 COMB Comdty	-689
0.00%	CURRENCY CONTRACT - GBP		16037670
0.00%	US 2YR NOTE 09/30/2026	TUU6 COMB Comdty	-1684
0.00%	CURRENCY CONTRACT - CHF		18816956
0.00%	CURRENCY CONTRACT - BRL		100721102
-0.01%	CURRENCY CONTRACT - JPY		2910111905
-0.01%	CURRENCY CONTRACT - JPY		3407217046
-0.01%	CDI CDX.NA 5 USD0631		7010000
-0.01%	OIS SOFR /3.982% USD1130		232000000
-0.01%	OIS SOFR /4.052% USD0433		157200000
-0.01%	CURRENCY CONTRACT - AUD		60143156
-0.01%	TBA UMBS SINGLE FAMILY 5%	FNCL	-765000
-0.01%	CURRENCY CONTRACT - NZD		74220570
-0.01%	COLLATERAL USD TBA		-950000
-0.01%	CDI CDX.NA 5 USD0631		14019000
-0.01%	CDI CDX.NA 5 USD0631		14020000
-0.01%	CDI CDX.NA 5 USD0631		14249000
-0.04%	CDI CDX.NA 5 USD0631		45909000
-0.05%	US ULTRA BOND 09/21/2026	WNU6 COMB Comdty	-1813
-0.05%	US LONG 09/21/2026	USU6 COMB Comdty	-2148
-0.05%	US 10YR ULTRA 09/21/2026	UXYU6 COMB Comdty	-4019
-0.15%	TBA UMBS SINGLE 2.5%	FNCL	-17000000
-0.22%	TBA GNMA2 SINGLE 3.5%	G2SF	-22500000
-0.22%	TBA UMBS SINGLE 4.5%	FNCL	-21600000
-0.39%	TBA UMBS SINGLE 3.5%	FNCL	-40100000
-0.41%	TBA UMBS SINGLE FAMILY 4%	FNCL	-41593000
-0.53%	TBA UMBS SINGLE FAMILY 3%	FNCL	-56900000
-0.72%	TBA UMBS SINGLE 6.5%	FNCL	-64700000
-0.74%	SWAP CASH COLLATERAL USD		-69663000
-1.05%	TBA UMBS SINGLE FAMILY 6%	FNCL	-96160000
-2.34%	TBA UMBS SINGLE FAMILY 6%	FNCL	-214640000
-4.82%	TBA UMBS SINGLE 5.5%	FNCL	-449630000

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